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so thus far from margin valuation adjustment weve been looking at the initial margin that is attracted by the client trades specifically so in exotic swaption with a client gives rise to a certain amount of initial margin its exotic its non-cleared that initial margin is determined by is the sim but in reality looking at the bigger picture we also have hedges so some of the Vega of this position will be hedged out using Vanillas and those Vanillas will be trades between the bank and likely another Bank a hedge counterparty being swaptions they are likely not cleared so theyll attract initial margin also determined by is de sim but looking at the full picture we also have certain amount of residual Delta risk that must be hedged that Delta risk will be hedged to using vanillas and those vanillas are very likely to be centrally cleared so theyll attract a certain amount of cleared clearinghouse initial margin so longer term when looking at MVA calculations were trying to cover t
