Exemple 1 In repo funding desks, how is PnL typically decomposed between funding spread, collateral haircut and market moves? [hr] Exemple 2 In practice, how are constrained optimization problems implemented for collateral allocation under balance sheet limits? [hr] Exemple 3 What are typical modeling approaches used in front office risk and PnL systems Statistics: Posted by omba1998 — February 27th, 2026, 3:44 am — Replies 0 — Views 70