# Initial margin (security margin)

- Canonical URL: https://www.gerhardmerk.de/initial-margin-security-margin
- Post ID: 589907
- Modified: 2023-07-25T21:02:13+00:00
- Language: en

## Definition

At the ECB, a risk control measure applied to reverse transactions, whereby the counterparty is required to provide collateral with a value equal to the credit extended plus the value of the underlying assets. - The ECB staggers the initial margins according to the duration of the credit extended to the counterparty in connection with a transaction. - See variation margin agreement, variation margin. - See ECB Monthly Bulletin of April 2001, p. 58; ECB Monthly Bulletin of May 2004, p. 81; ECB Monthly Bulletin of October 2007, p. 93 et seq. (comparing collateral arrangements at the ECB with the U.S. and Japan; many overviews). Attention: The financial encyclopedia is protected by copyright and may only be used for private purposes without express consent! University Professor Dr. Gerhard Merk, Dipl.rer.pol., Dipl.rer.oec. Professor Dr. Eckehard Krah, Dipl.rer.pol. E-mail address: info@ekrah.com https://de.wikipedia.org/wiki/Gerhard_Ernst_Merk https://www.jung-stilling-gesellschaft.de/merk/ https://www.gerhardmerk.de/

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