Instrument Valuation Thresholds

After you access the Instrument Valuation Thresholds window, perform the following steps to populate threshold values for instruments.

1. To set the Level - Threshold Historical Days and Level - Threshold Haircut for instruments, enter the required values for each instrument type in the Level - Threshold Historical Days and Level - Threshold Haircut columns. You can also select the checkboxes adjacent to multiple Instrument Types and enter the Level - Threshold Historical Days and Level - Threshold Haircut values in the fields adjacent to the Default Value field. Click Apply to view the values in the selected Instrument Types.
2. Click Save.