EBA NPL.Swap.Interest Rate of Counterparty Leg
From Open Risk Manual
Contents
Definition of Swap / Interest Rate of Counterparty Leg
Swap.Interest Rate of Counterparty Leg: Current level of the interest rate for the leg of the Counterparty when "Interest Rate Swap" is selected in field "Type of Swap"
- EBA Field Index 17.01
- Documentation Entry 456
Description
"Interest Rate of Counterparty Leg" is the current level of the interest rate for the leg of the Counterparty 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
