Post and Collect modes

For each Netting Set, the initial margin is computed in the “Post” and “Collect” modes:

• in “Collect” mode the sensitivities and PV¹ are taken from the CRIF files as is,
• in “Post” mode the sensitivities and PV¹ are multiplied by -1.

Add the hierarchy [Mode].[Modes] into the view to filter for “Collect” or “Post” or display the calculations side-by-side.