EBA NPL.Swap.Currency of Swap
From Open Risk Manual
Definition of Swap / Currency of Swap
Swap.Currency of Swap: Currency that the Swap is expressed in when "Interest Rate Swap" is selected in field "Type of Swap"
- EBA Field Index 17.005
- Documentation Entry 451
Description
"Currency of Swap" is the currency that the swap is expressed in when "Interest Rate Swap" is selected in field "Type of Swap".
Field Characteristics
The field type is a Choice field populated using ISO 4217 Currency Codes. The following choices are available:
- REF: ISO 4217
The field's importance for the Loan Tape is Important.
The field belongs to the EBA NPL Swap Table.
The field applies to all of the 7 EBA NPL Asset Classes.
The field is applicable to all borrower types.
The field is Not Confidential
Disclaimer
- This text is generated automatically. Do not edit manually!
- This information is provided as is. Refer to the EBA NPL Template for pointers to definitive instructions
