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{"sheet":"Client Account Example","index":0,"n_rows":25,"n_cols":12,"rows_kept":25,"cut":false,"hidden":false,"merged":[[14,8,14,10],[22,1,22,2],[16,1,16,2],[17,1,17,2],[19,1,19,2],[20,1,20,2],[21,1,21,2],[14,4,14,7],[18,1,18,2],[22,5,22,7]]}
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[null,null,"IM calc","Haircut","Required IM","Excess","Total IM"]
[null,"Client 1",50,0.05,{"$f":"IM_1/(1-Haircut1)","v":52.631578947368425},10,{"$f":"IM_C1+ExcessIM1","v":62.631578947368425}]
[null,"Client 2",100,0.05,{"$f":"IM_2/(1-Haircut2)","v":105.26315789473685},20,{"$f":"IM_C2+ExcessIM2","v":125.26315789473685}]
[null,"Client 3",150,0.05,{"$f":"IM_3/(1-Haircut3)","v":157.89473684210526},30,{"$f":"IM_C3+ExcessIM3","v":187.89473684210526}]
[null,"Correlation",0.5]
[]
[null,null,null,"CM","Omnibus (CCP)",null,null,null,"Separate accounts (CCP)"]
[null,null,null,"Excess","Unallocated ","Client 1","Client 2","Client 3","Client 1","Client 2","Client 3","Total"]
[null,"Net Omnibus",null,{"$f":"SUM(G10:G12)-E17","v":112.63157894736838},{"$f":"SQRT(IM_C1^2+IM_C2^2+IM_C3^2+2*Corr*(IM_C1*IM_C2+IM_C1*IM_C3+IM_C2*IM_C3))","v":263.15789473684214},null,null,null,null,null,null,{"$f":"SUM(D17:K17)","v":375.78947368421052}]
[null,"Gross Omnibus",null,{"$f":"SUM(G10:G12)-E18","v":60},{"$f":"SUM(E10:E12)","v":315.78947368421052},null,null,null,null,null,null,375.78947368421052]
[null,"Gross Omnibus with excess",null,null,{"$f":"SUM(E10:F12)","v":375.78947368421052},null,null,null,null,null,null,375.78947368421052]
[null,"LSOC without excess",null,{"$f":"SUM(F10:F12)","v":60},null,{"$f":"IM_C1","v":52.631578947368425},{"$f":"IM_C2","v":105.26315789473685},{"$f":"IM_C3","v":157.89473684210526},null,null,null,375.78947368421052]
[null,"LSOC with unallocated excess",null,null,{"$f":"SUM(F10:F12)","v":60},{"$f":"IM_C1","v":52.631578947368425},{"$f":"IM_C2","v":105.26315789473685},{"$f":"IM_C3","v":157.89473684210526},null,null,null,375.78947368421052]
[null,"LSOC with excess",null,null,null,{"$f":"G10","v":62.631578947368425},{"$f":"G11","v":125.26315789473685},{"$f":"G12","v":187.89473684210526},null,null,null,375.78947368421052]
[null,"Full segregation by value",null,null,null,{"$f":"SUM(E10:E12)-SUM(C10:C12)","v":15.78947368421052},null,null,{"$f":"IM_1+ExcessIM1","v":60},{"$f":"IM_2+ExcessIM2","v":120},{"$f":"IM_3+ExcessIM3","v":180},375.78947368421052]
[null,"Full segregation by asset",null,null,null,null,null,null,{"$f":"TRANSPOSE(G10:G12)","v":62.631578947368425},125.26315789473685,187.89473684210526,375.78947368421052]
[null,"Direct pledge",null,null,null,null,null,null,{"$f":"TRANSPOSE(G10:G12)","v":62.631578947368425},125.26315789473685,187.89473684210526,375.78947368421052]