QA2020-129 - T12.00 Ranking - Derivatives

Question

Shall we consider the derivatives notional for calculating which are our top10 counterparties or we should report the top10 counterparties as per FinRep F9.2 adding derivatives information once the ranking was performed (without taking in account derivatives).

Response

Template T12.00 is meant to capture major counterparties related to liabilities arising from both derivatives and commitments received. Therefore, also the top 10 for derivatives shall be reported.

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