Other CCP Pledges and Contributions
Definition
Refers to the reporting entity’s asset pledges (e.g., in the form of initial margin) and
Refers to the reporting entity’s asset pledges (e.g., in the form of initial margin) and contributions to a central counterparty’s mutualized loss sharing arrangement, where the reporting entity’s clearing and/or settlement activity with the central counterparty does not include 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
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