Initial Margin Posted - House
Definition
Refers to the fair value of collateral that the reporting entity has posted (total stock by applicable [Collateral Class]) to its counterparties as initial margin on its own proprietary derivatives positions.
Refers to the fair value of collateral that the reporting entity has posted (total stock by applicable [Collateral Class]) to its counterparties as initial margin on its own proprietary derivatives positions. Include any independent amount pledged that must be maintained by contract, where the independent amount pledged does not also serve as variation margin by offsetting a derivative liability as-of the reporting date.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, notional_value, reporting_entity.
Reporting Notes
Include any independent amount pledged that must be maintained by contract, where the independent amount pledged does not also serve as variation margin by offsetting a derivative liability as-of the reporting date.
Version History
Current version