14.2.2.7.2 For Other Assets and Liabilities

This section details the calculation of contractually due collateral and contractually receivable collateral for other assets and liabilities.

Calculation of Contractually Due Collateral

The application calculates contractually due collateral for other assets and liabilities as follows, if one of the following conditions are met.

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

   Figure 14-11 Formula to calculate contractually due collateral

   
   

   

   
   

Calculation of Contractually Receivable Collateral

The application calculates contractually receivable collateral for other assets and liabilities as follows, if one of the following conditions are met.

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

   Figure 14-12 Formula to calculate contractually receivable collateral