EBA · 2024_7023 Rejected question

Treatment of repos and reverse repos with the same counterparty

Regulation
Regulation (EU) No 575/2013 (CRR)
Article
430
Topic
Supervisory reporting - Liquidity (LCR, NSFR, AMM)
Submitted by
Other
Submitted
2024-02-26

Question

How the unidentifiable collateral received and provided should be reported at LCR C74 and LCR C73 respectively?

Background

Assuming there are repos and reverse repos with the same counterparty and it was agreed the collateral exchanged (collateral provided or collateral received) on net exposure basis.
No answer published yet.

Original source: European Banking Authority, Q&A ID 2024_7023

This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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