Transaction terminations and VM: Difference between revisions

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This leads to ''enormous'' overnight exposure, but this is the way the market seems to have operated since credit support annexes were a thing.
This leads to ''enormous'' overnight exposure, but this is the way the market seems to have operated since credit support annexes were a thing.
{{Sa}}
{{Sa}}
*[[Transfers, Calculations and Exchanges - VM CSA Provision]]
*[[Archegos]]
*[[Archegos]]
*[[When variation margin attacks]]
*[[When variation margin attacks]]
{{ref}}
{{ref}}

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