S.DC.1·Supplemental: Derivatives & Collateral
Gross Derivative Asset Values
Definition
Refers to the aggregate value of derivative transactions not subject to qualifying master netting agreements that are assets and the net value of derivative transactions within qualifying master netting agreements where the netting sets are assets.
Refers to the aggregate value of derivative transactions not subject to qualifying master netting agreements that are assets and the net value of derivative transactions within qualifying master netting agreements where the netting sets are assets. In both cases, the asset amount must be calculated as if no variation margin had been exchanged.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, notional_value, reporting_entity.
Version History
2025-02-26
Current version