Template:M summ GMSLA 5.6

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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.

Sections 5.6 and 5.7 need to be read together (and also see GMSLA Netting)

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