EBA NPL.Swap.Type of Swap
From Open Risk Manual
Definition of Swap / Type of Swap
Swap.Type of Swap: Type of the Swap, i.e. currency swap and interest rate swap
- EBA Field Index 17.002
- Documentation Entry 448
Description
"Type of Swap" is the type of the swap, ie currency swap and interest rate swap. The swap is at a transaction level as seen in corporate and commercial loans.
Field Characteristics
The field type is a Choice field. The following choices are available:
- (a) Interest Rate Swap
- (b) Currency Swap
- (c) Credit Default swap
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
