Collateral Swap Eligibility Validator

Validate a collateral swap (upgrade/downgrade trade) under GMSLA, GMRA, and SFTR Art 15 collateral reuse rules. Determine HQLA tier impact, economic terms, and swap eligibility.

GMSLA / GMRA SFTR Art 15 HQLA Impact HQLAX / Canton Zero PII Client-Side

Scope & reliance — 🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only. This tool applies GMSLA (ISLA), GMRA (ICMA), SFTR Art 15 (Regulation (EU) 2015/2365), and BCBS LCR HQLA classification (BCBS LCR standard, January 2013, revised April 2014). Outputs are decision-support only: verify with your legal and collateral teams before executing swaps. Deterministic logic · no inference · zero PII · CC BY 4.0.

Presets

Swap Parameters

Leg A: Collateral Given

Asset Type (Leg A)

Notional A

Currency A

Haircut A (%)

Leg B: Collateral Received

Asset Type (Leg B)

Notional B

Currency B

Haircut B (%)

Swap Terms & Legal Framework

Swap Direction

Governing Agreement

SFTR & Reuse

EU counterparty (SFTR applies)

Collateral reuse intended

SFTR Art 15: counterparty consent to collateral reuse obtained

Collateral provider informed of reuse