EBU Single Rulebook Q&A 2 June 2016 2016_2765 Is collateral from REPO and SBL transactions taken into consideration for the BRRD base calculation?
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European Union · · · 12-08-2016
Could liabilities arising from repos and securities lending and borrowing transactions be netted with the collateral posted what would result in a BRRD base decrease? An institution does a securities lending transaction in which it posts equity securities (105 USD) to counterparty A and in return receives cash collateral (100 USD).
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