EBA NPL.Swap.Interest Rate Cap

From Open Risk Manual

Definition of Swap / Interest Rate Cap

Swap.Interest Rate Cap: Maximum rate charged on the Swap when "Interest Rate Swap" is selected in field "Type of Swap"

  • EBA Field Index 17.011
  • Documentation Entry 457

Description

"Interest Rate Cap" is the maximum rate charged on the swap when "Interest Rate Swap" is selected in field "Type of Swap".

Field Characteristics

The field type is a Percentage.


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