I.S.2·Inflows: Secured

Securities Borrowing

Definition

Refers to all securities borrowing transactions (including under Master Securities Loan

Refers to all securities borrowing transactions (including under Master Securities Loan 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