ESMA Corporate.Exposures.Revised Interest Rate Index: Difference between revisions
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Latest revision as of 20:23, 12 February 2019
Definition of ESMA Corporate.Exposures.Revised Interest Rate Index
ESMA Corporate.Exposures.Revised Interest Rate Index
- Member of Table: ESMA Corporate Exposures Table
- ESMA Field Index: CRPL66
Description
Next interest rate index
Field Characteristics
Format
The field type / format is: LIST
Eligible Values
The following choices are available:
- MuniAAA (MAAA)
- FutureSWAP (FUSW)
- LIBID (LIBI)
- LIBOR (LIBO)
- SWAP (SWAP)
- Treasury (TREA)
- Euribor (EURI)
- Pfandbriefe (PFAN)
- EONIA (EONA)
- EONIASwaps (EONS)
- EURODOLLAR (EUUS)
- EuroSwiss (EUCH)
- TIBOR (TIBO)
- ISDAFIX (ISDA)
- GCFRepo (GCFR)
- STIBOR (STBO)
- BBSW (BBSW)
- JIBAR (JIBA)
- BUBOR (BUBO)
- CDOR (CDOR)
- CIBOR (CIBO)
- MOSPRIM (MOSP)
- NIBOR (NIBO)
- PRIBOR (PRBO)
- TELBOR (TLBO)
- WIBOR (WIBO)
- Bank of England Base Rate (BOER)
- European Central Bank Base Rate (ECBR)
- Lender's Own Rate (LDOR)
- Other (OTHR)
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
{{#set:Availability of ND1-ND4 Option =YES|Availability of ND5 Option =YES|Field Type=LIST}}
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