ESMA Corporate.Exposures.Interest Rate Swap Provider

From Open Risk Manual

Definition of ESMA Corporate.Exposures.Interest Rate Swap Provider

ESMA Corporate.Exposures.Interest Rate Swap Provider

  • Member of Table: ESMA Corporate Exposures Table
  • ESMA Field Index: CRPL90


Description

If there is an interest rate swap on the underlying exposure, enter the name of the swap provider.

Field Characteristics

Format

The field type / format is: ALPHANUM-1000


No Data Options

  • The field cannot 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