QA2020-29 - Line r0780 - Derivatives

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

QA2020-29

Question


Should we inform the notional or nominal value in this line? Should we inform it for all the derivatives or only for derivatives registered as liabilities?


Response


According to the LDR Guidance published on the SRB website, row r0780 in T01.00 should be filled with the nominal value of the off balance sheet derivatives. The row is meant to capture all derivatives.