Additional Collateral
- It is the sum of the collateral amounts calculated for the risks as a result of the activities reflected in the settlement account of a market participant and the collateral amount calculated for the imbalance amounts resulting from the monthly settlement notifications.
- Consists of Imbalance Collateral (DT), Risk Collateral (RT) and YEK Collateral (YT).
- Additional collateral (ET) is calculated with the following formula:
ET = DT + RT + [ YT x max(KKB, 0,2) ]
where KKB corresponds to the Credit Registration Office rating of the market participant.