EBU Single Rulebook Q&A 30 September 2013 2013_303 Reporting of collateral swaps

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European Union · · · 22-08-2014

We do not understand how collateral swaps should be integrated in the reporting template. o Indeed, to calculate the inflows / outflows concerning reverse repos and repos, there should theoretically be a cap on the difference between the cash value of the operation and the market value of underlying security.

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