Requirements to deliver excess Collateral - GMSLA Provision: Difference between revisions

Requirements to deliver excess Collateral - GMSLA Provision (view source)

368 bytes removed , 30 December 2020

Replaced content with "{{Manual|MSG|2010|5.6|Clause||short}}"

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-{{fullanat2|gmsla|5.6|2010|5.7|2010}}
+{{Manual|MSG|2010|5.6|Clause||short}}
-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]])
-{{nuts|GMSLA|5.6}}