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Are the thresholds beyond which net carry is diverted toward early TALF repayment calculated using original or current haircut amount?

April 26, 2017calculated carry diverted early NET original repayment talf thresholds

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Are the thresholds beyond which net carry is diverted toward early TALF repayment calculated using original or current haircut amount?

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The thresholds are calculated based on the dollar amount of the original haircut. Variations in haircut amount over time, for instance because of principal amortization or early TALF loan repayment, do not change the thresholds.