5.2.9.2.2 Calculation of Contractually Receivable Collateral
- If Balance Sheet Category = Liability, then the contractually due collateral is 0. Else,
- If Balance Sheet Category = Asset, and Secured Indicator = N, then the contractually due collateral is 0. Else,
- If Balance Sheet Category = Asset, and Secured Indicator = Y then the application computes the contractually due collateral as follows: