ESMA publishes first Q&As on SFTR reporting

2020/11/05

The European Securities and Markets Authority (ESMA) published its first set of questions and answers (Q&As) relating to reporting under the Securities Financing Transactions Regulation (SFTR), including clarifications on the reporting of fields related to time and applicable calendars, settlement legs, SFTs collateralised initially at transaction and then at net exposure level, SFTs concluded off venue and cleared on the same day, and zero collateral for margin loans.