QA2017-4 - Derivatives T07.00

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

QA2017-4

Question


Can table T07.00 on derivatives somehow leverage on the reporting rerquirements to the European Securities and Markets Authority (ESMA)?


Response


There seem to be some fundamental differences between the reporting requirements, where for example the ESMA requires a transaction-based report, compared to the SRB requesting information by netting set. If the information from ESMA reports can be reused to complete the current report, entities are free to do so, but within the required format.