The cocktail of acronyms introducing this post should be enough to make most people run (at least) a country mile, however for all banks that use derivatives they represent some very important balance sheet management issues, at least for Treasury, Risk and Finance people plus anyone with an interest in optimising Margin Value Adjustment (mVA)and the impact of derivatives collateral cashflows on net stable funding ratio (NSFR). The attached presentation is from a co-author of mine Mr Kevin Liddy, and is taken from the website for my new book "Anthology: Past, Present and Future Principles of Banking and Finance". It highlights all the key items that need to be addressed not just by dealer banks but also any bank that uses derivatives to for structural balance sheet hedging.