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