Treatment of repos and reverse repos with the same counterparty

EBA Q&A 2024_7023 · Rejected question

Question

How the unidentifiable collateral received and provided should be reported at LCR C74 and LCR C73 respectively?

Background on the question

Assuming there are repos and reverse repos with the same counterparty and it was agreed the collateral exchanged (collateral provided or collateral received) on net exposure basis.

Answer

This question has been rejected because the matter it refers to has been answered inQ&A 2740.

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