Securities Lending and Borrowing Service: Change of risk parameters impacting the ASLplus collateral schedules

14.01.2022

Clearstream Bankinginforms customers that use the ASLplus securities lending programme, that effective

24 January 2022

as part of its continuous effort to provide market leading securities lending services, and considering the CSDR requirements, there are some amendments to the haircut values that affect the collateral schedules which have been implemented to cover exposures.

To communicate the changes, borrowers will be contacted individually via the usual communication method.

Lenders may find the respective updates in the ASLplus Programme Product Guide.

Further Information

For further information, customers may contact Clearstream Banking Client Services or their Relationship Officer.

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1. Clearstream Banking refers collectively to Clearstream Banking S.A., registered office at 42, avenue John F. Kennedy, L-1855 Luxembourg, and registered with the Luxembourg Trade and Companies Register under number B-9248, and Clearstream Banking AG (for Clearstream Banking AG customers using Creation Accounts), registered office at 61, Mergenthalerallee, 65760 Eschborn, Germany, and registered in Register B of the Amtsgericht Frankfurt am Main, Germany, under number HRB 7500.