Attribute: | BSAO27338 |
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Concept: | |
Label: | Initial margin posted for derivatives |
Concept Guidance: |
The value of the total net stable funding ratio (NSFR) initial margin posted on the authorised deposit-taking institution's (ADI) own derivative positions, whether on- or off-balance sheet. For securities or other assets posted as initial margin on the ADI's own derivative positions, report only where the securities or other assets would otherwise receive a required stable funding (RSF) factor of 85 per cent or lower. |
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