EBU Single Rulebook Q&A 24 February 2014 2014_872 Where and how much to report forward starting repo or reverse repo ?

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European Union · · · 20-02-2015

Should article 422.2 and 425.2(d) in CRR be applicable on the initial disbursement flow of forward starting repo or reverse repo for purpose of LCR ? Where to report initial disbursement flows and maturing flows (if within 30 days) of forward starting repo or reverse repo in report C52 and C53? Article 422.2 and 425.

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