Triparty Collateral Management Service: Reports supporting customers’ regulatory reporting requirements
Clearstream Banking1 would like to inform customers that as part of our continuous effort to support customers in meeting their regulatory reporting obligations, such as the Securities Financing Transactions Regulation (SFTR), it has extended its reporting suite to include two new reports that are already available:
- Triparty Collateral Management Collateral Allocation Report: Information on confirmed collateral positions; and
- Triparty Collateral Management Collateral Reuse Report: Raw data elements on collateral which has been re-used within a triparty environment.
Impact on customers
Clearstream Banking, acting as triparty agent, aims to support customers in relation to their collateral data and re-use information for all SFT activities collateralised within the triparty collateral management application (CmaX).
Depending on their business requirements, customers can also leverage the existing end of day MT569 - Triparty Collateral and Exposure Statement (Detailed version) to capture the details of allocated collateral.
For more information on the technical specifications of these two new reports, please refer to the Triparty Collateral Management Service (CmaX) - Connectivity Guide.
The new reports are part of the CmaX reporting suite and customers can subscribe to them either through Appendix D or a request sent to GSF Operations based on MT599 formats. Customers are advised to subscribe to these reports on a timely basis.
The reports will be billed from the date that the SFTR goes live (July 2020).
Further information
Please refer to SFTR for more on information on SFTR Triparty reporting.
For further information, customers may contact Clearstream Banking Client Services or their Relationship Officer.
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1. Clearstream Banking refers collectively to Clearstream Banking S.A., registered office at 42, avenue John F. Kennedy, L-1855 Luxembourg, and registered with the Luxembourg Trade and Companies Register under number B-9248, and Clearstream Banking AG (for Clearstream Banking AG customers using Creation Accounts), registered office at 61, Mergenthalerallee, 65760 Eschborn, Germany and registered in Register B of the Amtsgericht Frankfurt am Main, Germany under number HRB 7500.