EBA NPL.Counterparty.Market Capitalisation

From Open Risk Manual

Definition of Counterparty / Market Capitalisation

Counterparty.Market Capitalisation: Market capitalisation of a listed Corporate Counterparty

  • EBA Field Index 3.056
  • Documentation Entry 69

Description

"Market Capitalisation" is the market capitalisation of the listed Corporate Counterparty, ie the stock value of the company that is traded on the stock exchange, calculated by multiplying the total number of shares by the share price at the NPL Portfolio Cut-Off Date.

Field Characteristics

The field type is a Number.


The field's importance for the Loan Tape is Moderate.

The field belongs to the EBA NPL Counterparty Table.

The field applies to 4 of the 7 EBA NPL Asset Classes. It does not apply to Residential Real Estate Loans, Unsecured Loans, Auto Loans,

The field applies to borrower type: Corporate.

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