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Version date: 6 January 2020 - onwards

4.4 Table 2 Collateral data

4.4.1 Collateralisation and cash collateral

Q63. Do you agree with the approach to reporting collateralisation? Please detail the reasons for your response and include a reference to the specific table.

Q64. Do you agree with the approach to reporting cash collateral? Please detail the reasons for your response and include a reference to the specific table.

461. When collateralisation takes place against a collateral basket, the RTS on reporting requires that the counterparties report the identification of the relevant collateral basket. Furthermore, the RTS requires the entities to report the individual collateral components as soon as they become available and no later than the working day following the value date.

462. ESMA outlined an approach to reporting collateralisation on a single-transaction basis, collateralisation on a net exposure basis, with or without a basket. In addition, ESMA explained how cash collateral should be reported.

463. round half of the respondents supporte

Comparing proposed amendment...