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.3·Supplemental: Derivatives & Collateral

Derivative Settlement Payments Delivered

Definition

Refers to the cumulative value of payments delivered as variation margin on outstanding

Refers to the cumulative value of payments delivered as variation margin on outstanding derivative contracts for the purpose of settling a change in the market value of the contract (e.g., “settled-to-market” derivatives).

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

Version History

2025-02-26

Current version