Template:M summ GMSLA 5.6: Difference between revisions

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Paragraph {{gmslaprov|5.6}} is the clincher in the "aggregate portfolio collateralisation" netting analysis started in paragraph {{gmslaprov|5.4}}. It means you don't have to gross up collateral flows across portfolios of longs and shorts.
Paragraph {{gmslaprov|5.6}} is the clincher in the “aggregate portfolio collateralisation” netting analysis started in paragraph {{gmslaprov|5.4}}. It means you don’t have to [[gross up]] collateral flows across portfolios of longs and shorts.


Sections {{gmslaprov|5.6}} and {{gmslaprov|5.7}} need to be read together (and also see [[GMSLA Netting]])
Read together with Sections {{gmslaprov|5.6}} and {{gmslaprov|5.7}} (and also see [[GMSLA Netting]]).

Latest revision as of 18:59, 30 December 2020

Paragraph 5.6 is the clincher in the “aggregate portfolio collateralisation” netting analysis started in paragraph 5.4. It means you don’t have to gross up collateral flows across portfolios of longs and shorts.

Read together with Sections 5.6 and 5.7 (and also see GMSLA Netting).

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