EBU Single Rulebook Q&A 15 February 2017 2017_3163 Deposits received and deposits posted as margin collateral for derivative exposures
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European Union · · · 03-11-2017
Under Article 21 of Commission Delegated Regulation (EU) 2015/61: 1. Is the treatment of cash collateral received and cash collateral posted symmetrical in C73.00 and C74.00 in line with the answer given in Single RulebookQ&A 2014_1089, which specifically referred to LCR C52.00 and C53.00? 2. Does the phrase “…collateral to be received” mean collateral already received at the reporting date?
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