QA2020-40 - Outstanding amount of repurchase agreements

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

QA2020-40

Question


Considering the net funding amount the value relevant for resolution purposes, should this consideration apply for reporting the net funding received of repurchase agreements as Outstanding Amount in T01.00 line r0120?


Response


In T08.00, the net amount of funding received is reported in column c0100, see the example provided in page 66 of the guidance https://srb.europa.eu/en/content/2020-resolution-reporting In T01.00 line r0120, the same amount has to be included (as part of the aggregated value).