Collateral Margins, Valuation, and Acceptance Criteria

• Discount Window and Payment System Risk Collateral Margins Table [MS Excel; 199K]
• Summary of the Federal Reserve's Approach to Valuing and Margining Collateral Pledged for Discount Window and Payment System Risk Purposes
• Acceptance Criteria for Commonly Pledged Asset Types [MS Excel; 36K]
  

Additional Information:

• See our Collateral FAQs for answers to questions frequently asked on the Federal Reserve's collateral program.
• Federal Reserve System Guide to Discount Window Collateral
• Revision History to the Margins table

Recent Collateral Announcements:

• August 19, 2009 announcement regarding new collateral margins for discount window lending and payment system risk purposes, effective October 19, 2009