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BLI 24858 Net repo exposure - Coggle Diagram

- - - - replacement_costs
        
        Laagste van de volgende 3 berekeningen:
        
        -- 1. Current market value - VM Collateral - NICA
        
        Current market value
        
        Current market value
        (segment_type O+S)
        Per netting_set en currency_pair
        
        leg.accrued_interest
        
        -/- leg.netting_settle_to_market
        
        leg.market_value_eur
        
        Current market value (GRMA)
        -Cash deel = product 'CANO'
        / loan_type = 'REPO'
        / product_type = 'UG'
        -Securities
        product = 'REPO'
        product_type = 'UG'
        
        leg.on_balance_value_eur
        
        REPO received
        (position_type = 'REPO' +
        deliver_receive = 'R')
        
        pit.account_position.position_fair_value_eur
        
        VM Collateral
        
        Cash Collateral
        product = 'CANO' /
        loan_type = 'REPO' /
        porduct_type = 'OG'+
        product = 'REPO' /
        product_type = 'OG' +
        product = 'CANO' /
        loan_type = 'VM'
        
        leg.on_balance_value_eur
        
        Securities collateral
        position_type in ('VM', 'REV_REPO')
        
        acp.position_fair_value_eur * -1
        
        NICA
        
        product = CANO /
        product_type = 'OG' /
        loan_type = 'IM'
        
        leg.market_value_eur
        
        -/- leg.forward_notional_eur
        
        leg.accrued_interest_eur
        
        Billateraal IM
        position_type = 'IM' /
        own_account_ind = 1
        
        acp.position_fair_value_eur
        
        -- 2. Threshold + Minimum transfer amount - NICA
        
        -- 3. 0