Data & Tools | Monetary Market Department

Data & Tool

Access our comprehensive suite of analytical tools and data resources.

Haircut of Collateral in USD Calculation

Tool to calculate eligible collateral value with haircut applied for monetary operations in USD.

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Market Data and Securities Pricing

Spreadsheet for pricing securities and monitoring key market data used in monetary operations.

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NCD Buy Back Calculation

Tool to calculate buy-back amounts and yields for Negotiable Certificate of Deposit (NCD).

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Collateral Haircut Calculator (USD)

Calculate the minimum collateral value to pledge after applying a haircut.

Inputs

Awarded amount (KHR) Haircut rate (%) Example: 3% for LPCO, 2% for MLF Exchange rate (KHR per USD) Security nominal / unit (USD) Used to compute “units” (ceil).

Results

Awarded amount (USD)

–

Minimum to pledge after haircut (USD)

–

Total securities to pledge (units)

–

Formula

Required_USD = (Awarded_KHR / FX) / (1 − Haircut)

Units = ceil(Required_USD / Unit_USD)

Tip: Use the NBC exchange rate on settlement date.