EBU Single Rulebook Q&A 31 March 2016 2016_2693 Correct reporting in COREP Credit Risk Standardised Approach (CRSA) template of repo / SFT Positions with Cash Collateral CRM Substitution Effects
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European Union · · · 07-04-2017
The question concerns the reporting method under the Credit Risk Standardised Approach (CRSA) of (reverse) repurchase transactions and/or securities financing transactions (SFT) which are (partly) collateralised by cash on deposit.
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