ESMA_QA_923
05/11/2020
Subject Matter
Reporting of repos initially collateralised on a transaction basis and subsequently on a net exposure basis
Original question
a) How should field 2.73 (Collateralisation of net exposure) be reported for repos initially collateralised on a transaction basis whose variation margin is handled by VM collateral pools?
b) How should the collateral and the VM on a net exposure basis be reported, since the latter cannot be allocated to the transaction?
b) How should the collateral and the VM on a net exposure basis be reported, since the latter cannot be allocated to the transaction?
Status: Question Published
Additional Information
Level 1 Regulation
Securities Financing Transactions Regulation (SFTR) Regulation (EU) 2015/2365- MDP
Topic
Repo