Division 19 F1
United Kingdom
Credit institutions shall report inflows stemming from forward starting repos that start within the 30 day horizon and mature beyond the 30 day horizon. The inflow to be received shall be reported in {C 74.00; r260} ( ‘ other inflows ’ ), net of the market value of the asset to be delivered to the counterparty after the application of the related LCR haircut. If the asset is not a ‘ liquid asset ’ , the inflow to be received shall be reported in full. The asset to be pledged as collateral shall be reported in C 72.00 if the institution holds the asset in its book at the reference date and it fulfils the related conditions.