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Requirements to deliver excess Collateral - GMSLA Provision: Difference between revisions
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Requirements to deliver excess Collateral - GMSLA Provision (view source)
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{{fullanat|gmsla|5.6|2010}} | |||
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. | 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]]) | ||
{{nuts|GMSLA|5.6}} | {{nuts|GMSLA|5.6}} | ||