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How will the collateral haircuts be set? When will they be publicly available?

April 26, 2017collateral HairCuts

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How will the collateral haircuts be set? When will they be publicly available?

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Haircuts will be determined for each type of eligible ABS based on the riskiness of each type of eligible collateral and the maturity of the eligible collateral pledged to the New York Fed. Haircuts will be announced in advance of each monthly loan subscription date.