Question ID
2026_7895
Legal act
Directive 2014/59/EU (BRRD)
Topic
BRRD Reporting
Article
Reporting Framework 4.2
COM Delegated or Implementing Acts/RTS/ITS/GLs/Recommendations
Regulation (EU) 2025/2303 - ITS on Resolution Planning Reporting
Article/Paragraph
Article 7, Paragraph 1 & 2
Type of submitter
Credit institution
Subject matter
RESOL1 - how balance of cash collateral received as variation margin for intra group Repurchase Agreements should be reported in Z11.00 and Z02.00
Question
  1. How cash collateral received as variation margin for intragroup Repo trades be reported in Z11.00 and Z02.00 when the underlying Repo has already matured?
  2. What should be the insolvency ranking (c0030) of this balance intragroup variation margin in Z11.00?
Background on the question
  1. We want to confirm how balance of cash collateral received as variation margin for intra group Repurchase Agreements have to be reported in Z11.00 and Z02.00 when the underlying Repo has already matured.
  2. We would also like to confirm the insolvency class of this balance intragroup variation margin received for Repo.
Submission date
Status
Question under review