S.DC.16·Supplemental: Derivatives & Collateral
Required Collateral Deliverables
Definition
Refers to the fair value of collateral that the reporting entity is contractually obligated to post
Refers to the fair value of collateral that the reporting entity is contractually obligated to post to a counterparty, but has not yet posted as it has not yet been called by the reporting entity’s counterparty.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, notional_value, reporting_entity.
Version History
2025-02-26
Current version