ESMA_QA_923
05/11/2020
Subject Matter
Reporting of repos initially collateralised on a transaction basis and subsequently on a net exposure basis
    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?
    Status: Question Published

    Additional Information

    Level 1 Regulation
    Securities Financing Transactions Regulation (SFTR) Regulation (EU) 2015/2365- MDP
    Topic
    Repo