EBA NPL.Swap.Mark to Market

From Open Risk Manual

Definition of Swap / Mark to Market

Swap.Mark to Market: Amount of mark to market of the Swap as at the cut-off date

  • EBA Field Index 17.015
  • Documentation Entry 461

Description

"Mark to Market" is the amount of mark to market of the swap as at the NPL Portfolio Cut-Off Date.

Field Characteristics

The field type is a Number.


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