I.A.2: Capacity

Look At Demo Data

Refers to the available credit extended by central banks or GSEs that is secured by acceptable collateral, where (i) potential credit secured by the assets is not currently extended to the reporting entity or its consolidated subsidiaries; and (ii) the pledged assets are not required to support access to the payment services of a central bank. The amount of available capacity should be reported net of any advances that have already been drawn upon or other forms of encumbrance (e.g., FHLB LOCs). The [Market Value] field should indicate the market value of collateral pledged, while the [Lendable Value] field should indicate the residual capacity available to draw against this collateral. For the purpose of reporting available capacity and encumbrance, under circumstances where draws are not assessed against specific individual assets, but rather the entire pool of collateral generally, assume that the lowest quality assets are encumbered first followed by higher quality assets (quality in terms of high-quality liquid asset categories under the LRM Standards). Include unencumbered loans, even though these loans must also be reported under the appropriate Inflows-Unsecured and Inflows-Secured products. Use the [Sub-Product] field to identify the specific source of the capacity according to the following choices: • FRB (Federal Reserve Bank) • SNB (Swiss National Bank) • BOE (Bank of England) • ECB (European Central Bank) • BOJ (Bank of Japan) • RBA (Reserve Bank of Australia) • BOC (Bank of Canada) • OCB (Other Central Bank) • FHLB (FHLB System) • Other GSE