FAQ: How Should Bilateral Margining Cash Collateral be Reported for Repurchase (Repo) under SFTR?
There has been a lack of clarity in bilateral margin reporting for repo transactions from their trade level collateral in accordance with the Global Master Repurchase Agreement (GMRA). The European Repo and Collateral Council (ERCC) division of the International Capital Market Association (ICMA) has worked closely to release a guide to best practice in the […]
