QA2018-95 - Margin calls T07.00; T08.00

Owned by SRB Services
Feb 01, 2024
Atribute Detail
Resolution Reporting Subject Matter Guidance
Guidance Documents -
Taxonomy -
Unique Identifier

QA2018-95

Question


T07.00, c130 and T08.00, c110: Could you please clarify the treatment of margins? Why is it different between derivatives (inclusion of margin calls - not yet received) and secured finance (any amount of collateral or marging that is exchanged)?


Response


The guidance does not provide that margin calls which are not yet received, but should refer to the margin account and the collateral that is available through such account. The guidance will be clarified in this regard.