| Attribute: | BSL22694 |
|---|---|
| Concept: | |
| Label: | Repos principal amount |
| Concept Guidance: |
This is the value of the principal amount of cash borrowed (post haircut) on the initial leg of a repo transaction, which is a contractual arrangement involving the provision of securities or other financial assets (collateral) in exchange for cash with a commitment to repurchase the same or similar collateral at a fixed price either on a specified future date or on demand. |
Dimensions
| Dimension | Member | Description |
This dimension categorises information reported according to the type of collateral provided in the repurchase agreement or received in a reverse repurchase agreement. |
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This dimension categorises the reported data according to the residual term to maturity of collateral. |
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The information categories the haircut, by band, applied to the collateral. This is the difference between the market value of an asset and the purchase price paid at the start of a repo or reverse repo, or securities lending or securities borrowing transaction. It is expressed as the percentage deduction from the market value of collateral. |