When security or cash currency is different from the agreement settlement currency, FX addon is required. This chapter shows step by step calculation for FX addon.
Security Addon calculation is the single biggest modification for SFT trades. This article walks the reader through E Net, E Gross and N (Significant Groups) step b ystep calculations.
This introductory chapter establishes the foundational concepts required to understand SFT capital calculations. In this chapter we show how net exposure calculation differs for standard, MPC (correla
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