QA2019-46 - Wholesale funding versus capital markets

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Feb 01, 2024
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QA2019-46

Question


Should the derivatives transaction that were already recorded in F.31 and F.32 also be filled into wholesale lending and derivatives F.43 and F.44?


Response


There might be some overlapping with respect to the underlying instruments. F.31 and F.32 (linked to FINREP Table 10, see guidance note) focus on trading activities with all counterparties, while F.42 and F.44 (linked to FINREP Tables 20.04 & 20.06) provide a broader picture on financial derivatives between financial counterparties.