Report of Institution-to-Aggregate Granular Data on Assets and Liabilities on an Immediate Counterparty Basis

The FR 2510 will collect granular exposure data on the assets, liabilities, and off-balance sheet holdings of U.S. G-SIBs, providing breakdowns by instrument, currency, maturity, and sector. The FR 2510 will also collect data covering detailed positions for each U.S. G-SIB’s top 35 countries of exposure, on an immediate-counterparty basis, as reported in the consolidated Country Exposure Report (FFIEC 009; OMB No. 7100-0035), broken out by instrument and counterparty sector, with limited further breakouts by remaining maturity, subject to a $2 billion minimum threshold for country exposure. Further, the FR 2510 will collect information on financial derivatives by instrument type and foreign exchange derivatives by currency. The FR 2510 will allow the Federal Reserve to conduct a more complete balance sheet analysis of U.S. G-SIBs. Additionally, the FR 2510 will provide the Federal Reserve with valuable systemic information through the collection of more granular data regarding common or correlated exposures and funding dependencies than is currently collected by existing reports by providing more information about U.S. G-SIBs’ consolidated exposures and funding positions to different countries according to instrument, counterparty sector, currency and remaining maturity.

The latest form for Report of Institution-to-Aggregate Granular Data on Assets and Liabilities on an Immediate Counterparty Basis expires 2022-04-30 and can be found here.

One-Time Implementation

Federal Enterprise Architecture: Economic Development - Financial Sector Oversight

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