QA2017-23 - Guidance T08.00

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QA2017-23

Question


We would interpret thistable as meaning that secured finance for the purposes of this template includes only repos (as cash is received in return for posting collateral), while reverse repos would be out of scope as they do not represent funding for the bank. Is this assumption correct?


Response


The assumption is correct that only those secured finance arrangements that generate a net liability position should be included.