EBU Single Rulebook Q&A 26 August 2013 2013_183 NSFR: Calculation of liablities and receivables from derivatives if there is no netting agreement

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European Union · · · 14-02-2014

NSFR: How should the amount of liablities and receivables from derivatives be calculated if there is no netting agreement with the counterparty? According to the instructions for the NSFR template the liabilities and receivables from derivatives should be calculated according to regulatory netting rules: See Annex III, paragraph 6, template row 240 (liabilities from derivatives payables

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