15.2.2.7.2 In case of Other Assets and Liabilities:

Calculation of Contractually Due Collateral

1. If Balance Sheet Category = Asset, then the contractually due collateral is 0. Else,
2. If Balance Sheet Category = Liability, and Secured Indicator = N, then the contractually due collateral is 0. Else,
3. If Balance Sheet Category = Liability, and Secured Indicator = Y, then the application computes the contractually due collateral as follows

   Figure 14-11 Calculation of Contractually Due Collateral - Other Assets and Liabilities

   
   

   

   
   

Calculation of Contractually Receivable Collateral

1. If Balance Sheet Category = Liability, then the contractually due collateral is 0. Else,
2. If Balance Sheet Category = Asset, and Secured Indicator = N, then the contractually due collateral is 0. Else
3. If Balance Sheet Category = Asset, and Secured Indicator = Y then the application computes the contractually due collateral as follows

   Figure 14-12 Calculation of Contractually Receivable Collateral - Other Assets and Liabilities