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