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Press Releases & Announcements Update on New ALD Collateral Requirements Timeline. September 15, 2020. The Federal Reserve is extending the dual file submission period for “in-scope” institutions that are required to submit newly formatted ALD collateral reports.

Actived: Monday Oct 26, 2020

URL: https://www.frbdiscountwindow.org/

Discount Window Margins and Collateral Guidelines

Notes: Zero coupon bonds pledged in a collateral category other than US Treasury STRIPs will be subject to a margin reduction of 1% for securities with durations 0-10 and a reduction of 3% for securities with a duration greater than 10.

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FR Collateral Guidelines - Discount Window

Bonds, Zero Coupons) Pledged through FSS (and DTC on a limited basis) Foreign Government Guaranteed Securities and Brady Bonds Investment grade rated foreign government, foreign government guaranteed securities, and Brady Bonds, denominated in U.S. dollars or, where applicable, an Eligible Foreign Currency, are generally eligible for pledge.

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Federal Reserve Collateral Guidelines

Bonds, Zero Coupons) Pledged through FSS (and DTC on a limited basis) Foreign Government Guaranteed Securities and Brady Bonds Investment grade rated foreign government, foreign government guaranteed securities, and Brady Bonds, denominated in U.S. dollars or, where applicable, an Eligible Foreign Currency, are generally eligible for pledge.

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