QA2017-24 - Guidance T01.00

Question

In which line of the LDR do we have to declare the marging call operations on derivatives ?

Response

Margin calls do not have to be reported separately, but incorporated in the reporting of netting sets to which they apply. They do not need to be included in line 331 denoting the market value, but in line 332 and 333 they are incorporated as 'collateral'.

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