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Version date: 29 March 2021 - onwards
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5.3 Loan Data

210. The subsequent sections emphasise the population of a given set of fields that share specific characteristics of the loan side of a transaction. These will allow the reporting counterparties to directly assess the information that they should report for each specific data section where applicable.

211. The validation rules contain the complete guidance on applicable fields per SFT type, Action type and Level, as well as the relevant dependencies.

212. All the examples and use cases below contain randomly generated codes, none of them pertaining to a security or an entity.

5.3.1 Reporting of event date

213. Counterparties should be mindful that the information reported with regards to a given event date should allow authorities to have a clear view on the exposures arising from a given (set of) SFTs as of the close of the day for which the SFT refers to. Co unterparties should report the event date in accordance with section 4.9.6.

5.3.2 Reporting of cleared / non-cleared SFT

5.3.2

Comparing proposed amendment...