ESMA ABCP.Exposures.Repurchased Exposures
From Open Risk Manual
Contents
Definition of ESMA ABCP.Exposures.Repurchased Exposures
ESMA ABCP.Exposures.Repurchased Exposures
- Member of Table: ESMA ABCP Exposures Table
- ESMA Field Index: IVAL27
Description
The total outstanding principal balance of exposures of this type that have been repurchased (i.e. removed from the pool of underlying exposures by being bought back) by the originator/sponsor between the immediately previous data cut-off date and the current data cut-off date.
Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
Field Characteristics
Format
The field type / format is: MONETARY
No Data Options
- The field can be empty under data options ND1-ND4
- The field can be empty under data option ND5
No Data Options Legend
Option | Explanation |
---|---|
ND1 | Data not collected as not required by the lending or underwriting criteria |
ND2 | Data collected on underlying exposure application but not loaded into the originator’s reporting system |
ND3 | Data collected on underlying exposure application but loaded onto a separate system from the originator’s reporting system |
ND4 | Data collected but will only be available from YYYY-MM-DD (YYYY-MM-DD shall be completed) |
ND5 | Not applicable |
Disclaimer
- This text is generated automatically. Do not edit manually!
- This information is provided as is. Refer to the ESMA Securitisation Template for pointers to definitive instructions