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

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

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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.

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