SFTR is a major regulatory reporting requirement for anyone transacting repo and other securities financing transactions in the EU, no matter how limited their activity. In order to meet the regulator’s demand for complete, accurate and timely data, firms are devoting considerable resources to the speedy remediation of rejected or unreconciled reports. This is the second of two pathways, and seeks to provide a systematic and detailed insight into reporting repos under SFTR. This video series was produced in time for the implementation of phase 1 of the SFTR, on 13 July, whilst under restricted lockdown conditions. The videos will be updated to reflect our highest standards, as soon as conditions permit. These videos were shot on the 10th of June 2020, and reflect the status of regulation as at that date. These videos will periodically be updated to reflect pertinent changes in regulation.
Watch all the videos and pass the test to obtain a certificate showing your completion of this Pathway. Certificates can be shared directly to your LinkedIn profile and social media accounts.
6 videos • 1 hour 8 minutes
In this video, Richard will discuss reporting collateral data, beginning with general data. This covers the level of collateral reporting, as well as collateral updates reports. He will also explain how collateral is used with repo, both the underlying collateral and variation margin. This video was shot on the 10th of June 2020, and reflects the status of regulation as at that date. This video will periodically be updated to reflect any pertinent changes in regulation.
Richard Comotto • 16:20
Richard discusses reporting further collateral data. Specifically, he looks at the different types of collateral, at a data field called the General Collateral Indicator, and at referential data about securities collateral and transactional data, such as prices and quantities of collateral.
Richard Comotto • 13:05