Collateral Reporting under EMIR/UK EMIR

Collateral-Reporting-under-EMIR-UK-EMIR

What needs to be reported under EMIR/UK EMIR for Collateral?

Any collateral transferred, between two counterparties to a transaction, is to be reported in EMIR Trade Reports.

Collateral can be reported on a per position basis or on a portfolio basis.

For the purpose of EMIR Trade Reports, collateral is broken down into the following 3 types:

Collateral Reporting under EMIR/UK EMIR
Initial MarginProtects counterparties against potential losses which could stem from movements in the market value of the derivatives position
Variation MarginProtects counterparties against exposures related to the current market value of their OTC derivative contracts
Excess CollateralShould capture only additional collateral that is posted or received separately and independently from the initial and variation margin

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