ESMA Corporate.Exposures.Interest Rate Type
From Open Risk Manual
Contents
Definition of ESMA Corporate.Exposures.Interest Rate Type
ESMA Corporate.Exposures.Interest Rate Type
- Member of Table: ESMA Corporate Exposures Table
- ESMA Field Index: CRPL52
Description
Interest rate type
Field Characteristics
Format
The field type / format is: LIST
Eligible Values
The following choices are available:
- Floating rate underlying exposure (for life) (FLIF)
- Floating rate underlying exposure linked to one index that will revert to another index in the future (FINX)
- Fixed rate underlying exposure (for life) (FXRL)
- Fixed with future periodic resets (FXPR)
- Fixed rate underlying exposure with compulsory future switch to floating (FLCF)
- Floating rate underlying exposure with floor (FLFL)
- Floating rate underlying exposure with cap (CAPP)
- Floating rate underlying exposure with both floor and cap (FLCA)
- Discount (DISC)
- Switch Optionality (SWIC)
- Obligor Swapped (OBLS)
- Modular (MODE)
- Other (OTHR)
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
