82,387
edits
Cross-margining: Difference between revisions
no edit summary
Amwelladmin (talk | contribs) (Created page with "{{a|pb|}}The process, common in prime brokerage, of calculating required initial margin by reference to net exposure across ''all'' products, rather than in silos where o...") |
Amwelladmin (talk | contribs) No edit summary |
||
| Line 25: | Line 25: | ||
| Swap VM || - || {{red|(20,000,000)}} || 100% || {{red|(20,000,000)}} | | Swap VM || - || {{red|(20,000,000)}} || 100% || {{red|(20,000,000)}} | ||
|- | |- | ||
|'''Total''' || '''200,000,000''' || | |'''Total''' || '''200,000,000''' || {{red|(110,000,000)}} || - || '''60,000,000''' | ||
|} | |} | ||