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[null,null,null,"Party A","Party B"]
[null,null,"Portfolio valuation",1754858,{"$f":"-MtM_A","v":-1754858}]
[null,null,"Initial margin",0,0]
[null,null,"Threshold",1000000,{"$f":"Threshold_A","v":1000000}]
[null,null,"MTM of collateral held",0,{"$f":"-CollateralHeld_A","v":0}]
[null,null,"Minimum transfer amount",100000,10000]
[null,null,"Rounding",25000,{"$f":"-Rounding_A","v":-25000}]
[null,null,"Uncollateralised exposure",{"$f":"MtM_A+IA_A-CollateralHeld_A","v":2754858},{"$f":"MtM_B+IA_B-E14","v":-754858}]
[null,null,"Collateral call / return",{"$f":"CalcCollateral(MtM_A,IA_A,IA_B,Threshold_A,Threshold_B,CollateralHeld_A,MTA_A,MTA_B,Rounding_A)","v":1775000},{"$f":"CalcCollateral(MtM_B,IA_B,IA_A,Threshold_B,Threshold_A,E14,MTA_B,MTA_A,Rounding_B)","v":225000}]
[]
[]
[null,null,"The calculation is made from both party A and party B's point of view"]
[null,null,"If the parties agree on the MtM and collateral parameters they will agree on the collateral required"]
[null,null,"When Party A calls for collateral, it is with respect to Party B's Threshold, MTA etc"]