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QA2025-20- Modeling of instruments in B02

QA2025-20- Modeling of instruments in B02

Owned by SRB Services
Feb 01, 2025

Attribute

Detail

Unique Identifier

QA2025-20

Document

MBDT Guidance

MBDT Guidance

B02.00

Title

Modeling of instruments in B02

Question

For capital instruments and securities, should we report 1 line per instrument or 1 line per instrument x counterparty in B02 ?

Response

The suggested answer is confirmed: in B02.00 the bank must report one line per instrument/liability (unless exceptions apply, e.g. the accrued interest not ranking pari passu with the principal amount), and N lines in B90.00 to collect the granularity of the counterparties.

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