Derivative CCP Default Fund Contribution
Definition
Refers to the reporting entity’s contributions to a central counterparty’s mutualized loss sharing arrangement, where the reporting entity’s clearing activity with the central counterparty includes derivative transactions.
Refers to the reporting entity’s contributions to a central counterparty’s mutualized loss sharing arrangement, where the reporting entity’s clearing activity with the central counterparty includes derivative transactions. Report the fair value of assets contributed, regardless of whether the contribution is included on the reporting entity’s balance sheet.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, notional_value, reporting_entity.
Reporting Notes
Report the fair value of assets contributed, regardless of whether the contribution is included on the reporting entity’s balance sheet.
Version History
Current version