EBU Single Rulebook Q&A 30 September 2015 2015_2347 Correct scope of clusters based on collateralisation status and collateral type

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European Union · · · 30-09-2015

Both template C 102.00 (LDP) and template C 103.00 (HDP) include clusters based on collateralisation status and collateral type. Reference is made to c150-c210 columns of COREP template C 08.01. It remains however unclear how facilities should be treated which are only partially collateralized and/or for which there are several collateral types.

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