net independent collateral amount
as defined in CRR, Article 272, point (12a) (Definitions)
the sum of the volatility-adjusted value of net collateral received or posted, as applicable, to the netting set other than variation margin;
as defined in CRR, Article 272, point (12a) (Definitions)
the sum of the volatility-adjusted value of net collateral received or posted, as applicable, to the netting set other than variation margin;