- GCR reporing captures the following types of credit risk-related instruments: deposits, reverse repurchase agreements, trade receivables, revolving credit, overdrafts, credit card debt, credit lines other than revolving loans, finance leases, other loans, bonds including credit linked notes (CLNs), other securities, securitization tranches, forward deposit transactions, other commitments and financial guarantees excluding credit derivatives.
- Depending on the reporting requirements and the type of instrument, the GCR engagement is aggregated for the reporting agents (CRR credit institutions, CRR financial institutions) based on the outstanding nominal amount, the off-balance-sheet amount, the gross carrying amount before netting, and the nominal value.
- Data reported according to FinStab, i.e. the "delta report" vis-à-vis GCR data, are only available for CRR credit institutions as well as special purpose banks.
|last update on 13.03.2020 15:47|
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