Post and Collect modes

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

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

graph TD; A{Margin} --> B[Collect] A -->|Multiply risk and PV by -1| C[Post]

  1. see Schedule for more information on PV. ↩︎