4.3.10.2.1 Calculating Excess Collateral Due
The application calculates the excess collateral due for other assets and liabilities as follows, if one of the following conditions are met.
- If Balance Sheet Category is Liability, then the contractually due collateral is 0.
- If Balance Sheet Category is Asset, and Secured Indicator is N, then the contractually due collateral is 0.
- If Balance Sheet Category is Asset, and Secured Indicator is Y, then the
application computes the contractually due collateral as follows:
Figure 3-15 Excess Collateral Due