A financial institution has a two-way collateral support annex (CSA) with a counterparty covering a portfolio valued at JPY 400 million. The margining terms of the collateralized portfolio include a threshold of JPY 180 million, a minimum transfer amount of JPY 30 million, and a margin period of risk of 10 days. Which of the following is correct regarding the size of collateral in mitigating the counterparty risk of the portfolio?