EBA NPL.Swap.Interest Rate Floor
From Open Risk Manual
Contents
Definition of Swap / Interest Rate Floor
Swap.Interest Rate Floor: Minimum rate charged on the Swap when "Interest Rate Swap" is selected in field "Type of Swap"
- EBA Field Index 17.012
- Documentation Entry 458
Description
"Interest Rate Floor" is the minimum 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
