P

Policy-as-Code

/FR 2052a Referencev2025-02-26

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Contents

I.A — Assets

I.O — Other

I.S — Secured

I.U — Unsecured

O.D — Deposits

O.O — Other

O.S — Secured

O.W — Wholesale

S.B — Balance Sheet

S.DC — Derivatives & Collateral

S.FX — Foreign Exchange

S.I — Informational

S.L — Liquidity Risk Measurement

S.DC.15·Supplemental: Derivatives & Collateral

Sleeper Collateral Deliverables

Definition

Refers to the fair value of unsegregated collateral that the reporting entity may be required by

Refers to the fair value of unsegregated collateral that the reporting entity may be required by contract to return to a counterparty because the collateral currently held by the reporting entity exceeds the counterparty’s current collateral requirements under the governing contract.

Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, notional_value, reporting_entity.

Version History

2025-02-26

Current version