I.S.1·Inflows: Secured

Reverse Repo

Definition

Refers to all reverse repurchase agreements (including under Master Repurchase Agreement or

Refers to all reverse repurchase agreements (including under Master Repurchase Agreement or Global Master Repurchase Agreements).

Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, reporting_entity.

LCR Rule Mapping

§249.33(b)·100% rate

Secured lending inflow — non-maturity/Level 1 backed — 100% inflow

Module: Inflows·Weight: 1

confirmed

§249.33(c)·50% rate

Secured lending inflow — pooled/commingled collateral structure — 50% inflow

Module: Inflows·Weight: 0.5

provisional

Based on FINOS Morphir LCR sample (2014 final rule / 2019 FR 2052a). Status indicates mapping confidence vs. the 2025 form.

2025-02-26

Current version