Repo
Definition
Refers to all repurchase agreements (including under Master Repurchase Agreements or Global
Refers to all repurchase agreements (including under Master Repurchase Agreements or Global Master Repurchase Agreements).
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, reporting_entity.
LCR Rule Mapping
Secured outflow backed by Level 1 HQLA collateral — 0% outflow
Secured outflow backed by central bank eligible collateral — 0% outflow
Maturity-differentiated secured outflow — Level 1 collateral — 0% outflow
Maturity-differentiated secured outflow — central bank eligible collateral — 0% outflow
Maturity-differentiated secured outflow — Level 2A collateral — 0% outflow
Maturity-differentiated secured outflow — Level 2B collateral — 0% outflow
Maturity-differentiated secured outflow — sovereign/central bank/multilateral collateral — 0% outflow
Maturity-differentiated secured outflow — non-sovereign, non-HQLA collateral — 0% outflow
Maturity-differentiated secured outflow — equity collateral — 0% outflow
Maturity-differentiated secured outflow — all other collateral — 0% outflow
Maturity-differentiated secured outflow — domestic sovereign collateral — 0% outflow
Secured lending unwind — Level 1 collateral (no additional outflow) — 0% outflow
Secured lending unwind — Level 2A collateral (15% additional outflow) — 15% outflow
Based on FINOS Morphir LCR sample (2014 final rule / 2019 FR 2052a). Status indicates mapping confidence vs. the 2025 form.
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