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  • Credit Risk Hierarchy
    ...ct]] or transaction. For example, most lending products involve coupon and principal repayments according to various scheduled profiles spanning up to many deca * The extremely large amount of data involved means that analysis of higher levels of the hierarchy typi
    6 KB (775 words) - 14:54, 24 February 2020
  • Default Definition
    ...(b) of Article 178(1) of Regulation (EU) No 575/2013, where any amount of principal, interest or fee has not been paid at the date it was due, institutions sho
    8 KB (1,109 words) - 16:07, 22 February 2021
  • Amortised Cost
    ...rest method of any difference between that initial amount and the maturity amount and, for financial assets, adjusted for any loss allowance. ...s that are [[Solely Payments of Principal and Interest]] on the principal amount outstanding.
    2 KB (271 words) - 14:22, 12 November 2019
  • Past Due
    ...ay of missed payment, even when the amount of the exposure or the past-due amount, as applicable, is not considered material<ref>D403: Prudential treatment o
    810 bytes (119 words) - 14:10, 8 October 2018
  • IFRS 9 Glossary
    ...rest method of any difference between that initial amount and the maturity amount and, for financial assets, adjusted for any loss allowance | Solely Payments of Principal and Interest
    10 KB (1,464 words) - 11:38, 25 September 2020
  • Delinquency
    ...actual lending relationships with respect to repayments of interest and/or principal. A relationship (a borrower, debtor, counterparty) is delinquent when [[Con * Acct4 repaid during month 2 an amount due from month 1 but missed an amount due from month 2. Its worst delinquency is 60 days past due on month 7
    4 KB (582 words) - 15:14, 15 June 2019
  • Financial Guarantee
    ...mnity bond that guarantees the timely payment of interest and repayment of principal to the buyers (holders) of a debt security or [[:Category:Loan Product]] ...the final PD estimate (including MoC) assigned to the guaranteed exposure amount is not better than the final PD estimate (including MoC) being transferred
    6 KB (895 words) - 14:41, 6 September 2020
  • FVOCI
    ...Payments of Principal and Interest]] (the SPPI condition) on the principal amount outstanding. profit or loss and other changes in the carrying amount are recognised in accordance with paragraph 5.7.10 of IFRS 9.
    5 KB (687 words) - 09:56, 9 June 2020
  • Interest Rate
    An '''Interest Rate''' is an amount charged, expressed as a percentage of principal, by a lender to a borrower for the use of assets ...g. The rate is derived by dividing the amount of interest by the amount of principal borrowed. Interest rates are quoted on bills, notes, bonds, credit cards, a
    2 KB (260 words) - 15:00, 13 February 2020
  • Mortgage Loan
    * Amount: The amount of money. * Currency: The currency in which the monetary amount is expressed (in 3-letter ISO 4217 format).
    2 KB (285 words) - 15:51, 10 March 2022
  • Contractual Cash Flows
    * by the grouping of cash flows (e.g. into principal or interest payments) and other possible conventions that shape the repayme For debt instruments there is standard separation of cash flows into principal repayment and interest payment cash flows. This division does not necessari
    5 KB (661 words) - 16:22, 6 March 2023
  • Solely Payments of Principal and Interest
    '''Solely Payments of Principal and Interest''' (SPPI) is in the context of IFRS 9 <ref>IFRS Standard 9, Fi * repayments of the borrowed principal or
    4 KB (624 words) - 14:48, 6 April 2019
  • Default Rate
    Statistically such effects amount to [https://en.wikipedia.org/wiki/Censoring_(statistics) Risk Sensoring] an ** any on balance sheet item, including any amount of principal, interest and fees;
    11 KB (1,612 words) - 14:40, 6 September 2020
  • EBA NPL Loan Table
    ...al_Bullet_Repayment|Final Bullet Repayment]] || Number || Total amount of principal repayment to be paid at the maturity date of the loan | [[EBA_NPL.Loan.Origination_Amount|Origination Amount]] || Number || Loan amount advanced to the Borrower / drawn down by the Borrower at the origination da
    21 KB (3,181 words) - 14:58, 1 October 2018
  • EBA NPL External Collection Table
    ....Quantity_Returned_From_Agent|Quantity Returned From Agent]] || Number || Amount of times the at the Loan was received back from the external debt collectio | [[EBA_NPL.External_Collection.Balance_Amount_Sent_to_Agent|Balance Amount Sent to Agent]] || Number || The Balance that was sent to the External Deb
    3 KB (438 words) - 14:58, 1 October 2018
  • EBA NPL Historical Collection & Repayment Schedule Table
    ...schedules over the next Thirty-six months minimum, each monthly repayment amount presented in a separate column ...schedules over the next Thirty-six months minimum, each monthly repayment amount presented in a separate column
    4 KB (617 words) - 14:58, 1 October 2018
  • EBA NPL Forbearance Table
    ...the principal that was forgiven as part of current forbearance, including principal forgiveness agreed by external collection agencies ...ipal_Forgiveness|Date of Principal Forgiveness]] || Date || Date that the principal forgiveness happened
    3 KB (460 words) - 14:58, 1 October 2018
  • EBA NPL.External Collection.Principal Forgiveness
    == Definition of External Collection / Principal Forgiveness== <b>External Collection.Principal Forgiveness</b>: Amount of the principal that was forgiven by the external collection agent as part of recovery nego
    1 KB (176 words) - 00:01, 22 January 2021
  • EBA NPL.Forbearance.Principal Forgiveness
    == Definition of Forbearance / Principal Forgiveness== ...the principal that was forgiven as part of current forbearance, including principal forgiveness agreed by external collection agencies
    1 KB (163 words) - 13:18, 23 January 2021
  • EBA NPL.Historical Collection Repayment Schedule.Principal Repayment Schedule
    == Definition of Historical Collection & Repayment Schedule / Principal Repayment Schedule== ...schedules over the next Thirty-six months minimum, each monthly repayment amount presented in a separate column
    1 KB (181 words) - 14:35, 1 October 2018
  • EBA NPL.Loan.Final Bullet Repayment
    <b>Loan.Final Bullet Repayment</b>: Total amount of principal repayment to be paid at the maturity date of the loan "Final Bullet Repayment" is the total amount of principal repayment to be paid at the maturity date of the loan.
    1 KB (154 words) - 14:36, 1 October 2018
  • EBA NPL.Loan.Principal Balance
    == Definition of Loan / Principal Balance== <b>Loan.Principal Balance</b>: Current amount of outstanding principal as recognised on the balance sheet at Cut-Off Date
    1 KB (171 words) - 14:36, 1 October 2018
  • EBA NPL.Loan.Other Balances
    <b>Loan.Other Balances</b>: Current amount of other outstanding amounts, e.g. other charges, commissions, fees etc., a ...rges, commissions, fees and other outstanding amounts not recognized under Principal Balance and Accrued Interest Balance (On Book), as recognized on the balanc
    1 KB (174 words) - 14:36, 1 October 2018
  • EBA NPL.Loan.Next Principal Scheduled Repayment Amount
    == Definition of Loan / Next Principal Scheduled Repayment Amount== ...an.Next Principal Scheduled Repayment Amount</b>: Amount of next scheduled principal repayment as at the NPL Portfolio Cut-Off Date
    1 KB (156 words) - 14:37, 1 October 2018
  • EBA NPL.Loan.PastDue Principal Amount
    == Definition of Loan / Past-Due Principal Amount== <b>Loan.Past-Due Principal Amount</b>: Accumulated amount of past-due principal as recognised on balance sheet at NPL Portfolio Cut-Off Date
    1 KB (156 words) - 14:37, 1 October 2018
  • EBA NPL.Loan.Total PastDue Amount
    == Definition of Loan / Total Past-Due Amount== ...i.e. Past-Due Principal Amount + Past-Due Interest Amount + Other Past-Due Amount
    1 KB (154 words) - 14:37, 1 October 2018
  • Realised LGD
    ...ncluding any amount of principal, interest or fee (hereinafter outstanding amount at default). To calculate realised LGD, institutions should follow paragrap ...drawings discounted to the moment of default are added to the outstanding amount at default in the denominator (paragraphs 139-142 of the EBA GL on PD and L
    15 KB (2,397 words) - 10:24, 14 May 2021
  • Consumer Credit Directive
    ...ual Percentage Rate of Charge, number and frequency of payments, and total amount owed. ...tive19 lead to important information being either shown for a very limited amount of time or spoken very quickly, not giving consumers enough time to process
    11 KB (1,668 words) - 16:49, 11 November 2021
  • ESMA Residential Real Estate.Exposures.Original Principal Balance
    == Definition of ESMA Residential Real Estate.Exposures.Original Principal Balance == <b>ESMA Residential Real Estate.Exposures.Original Principal Balance</b>
    2 KB (248 words) - 20:14, 12 February 2019
  • ESMA Residential Real Estate.Exposures.Current Principal Balance
    == Definition of ESMA Residential Real Estate.Exposures.Current Principal Balance == <b>ESMA Residential Real Estate.Exposures.Current Principal Balance</b>
    2 KB (303 words) - 20:14, 12 February 2019
  • ESMA Residential Real Estate.Exposures.Prior Principal Balances
    == Definition of ESMA Residential Real Estate.Exposures.Prior Principal Balances == <b>ESMA Residential Real Estate.Exposures.Prior Principal Balances</b>
    2 KB (227 words) - 20:14, 12 February 2019
  • ESMA Residential Real Estate.Exposures.Amortisation Type
    Type of amortisation of the underlying exposure including principal and interest * French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
    2 KB (295 words) - 20:15, 12 February 2019
  • ESMA Residential Real Estate.Exposures.Debt To Income Ratio
    ...ees have been added to the underlying exposure balance and are part of the principal in the securitisation these shall be added. Excluding any interest arrears
    2 KB (283 words) - 20:15, 12 February 2019
  • ESMA Residential Real Estate.Exposures.Balloon Amount
    == Definition of ESMA Residential Real Estate.Exposures.Balloon Amount == <b>ESMA Residential Real Estate.Exposures.Balloon Amount</b>
    2 KB (221 words) - 20:15, 12 February 2019
  • ESMA Residential Real Estate.Exposures.Cumulative Prepayments
    ...collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (225 words) - 20:15, 12 February 2019
  • ESMA Residential Real Estate.Exposures.Allocated Losses
    ...pplication of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect mos Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (262 words) - 20:15, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Current Principal Balance
    == Definition of ESMA Commercial Real Estate.Exposures.Current Principal Balance == <b>ESMA Commercial Real Estate.Exposures.Current Principal Balance</b>
    2 KB (300 words) - 20:17, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Original Principal Balance
    == Definition of ESMA Commercial Real Estate.Exposures.Original Principal Balance == <b>ESMA Commercial Real Estate.Exposures.Original Principal Balance</b>
    2 KB (248 words) - 20:17, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Original Principal Balance At Securitisation Date
    == Definition of ESMA Commercial Real Estate.Exposures.Original Principal Balance At Securitisation Date == <b>ESMA Commercial Real Estate.Exposures.Original Principal Balance At Securitisation Date</b>
    2 KB (232 words) - 20:17, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Amortisation Type
    Type of amortisation of the underlying exposure including principal and interest * French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
    2 KB (295 words) - 20:18, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Unscheduled Principal Collections
    == Definition of ESMA Commercial Real Estate.Exposures.Unscheduled Principal Collections == <b>ESMA Commercial Real Estate.Exposures.Unscheduled Principal Collections</b>
    2 KB (248 words) - 20:18, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Next Payment Adjustment Date
    ...able rate underlying exposures, the next date that the amount of scheduled principal and/or interest is due to change. For fixed rate underlying exposures, ente
    2 KB (229 words) - 20:18, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.First Payment Adjustment Date
    ...te underlying exposures, enter the first date that the amount of scheduled principal or interest is due (not the first date after securitisation on which it cou
    2 KB (247 words) - 20:18, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Total Scheduled Principal & Interest Due
    == Definition of ESMA Commercial Real Estate.Exposures.Total Scheduled Principal & Interest Due == <b>ESMA Commercial Real Estate.Exposures.Total Scheduled Principal & Interest Due</b>
    2 KB (236 words) - 20:19, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Total Scheduled Principal & Interest Paid
    == Definition of ESMA Commercial Real Estate.Exposures.Total Scheduled Principal & Interest Paid == <b>ESMA Commercial Real Estate.Exposures.Total Scheduled Principal & Interest Paid</b>
    2 KB (235 words) - 20:19, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Deferred Interest
    ...mortgage loan, less than the amount of interest accrued on the outstanding principal balance. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (261 words) - 20:19, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Total Shortfalls In Principal & Interest Outstanding
    == Definition of ESMA Commercial Real Estate.Exposures.Total Shortfalls In Principal & Interest Outstanding == <b>ESMA Commercial Real Estate.Exposures.Total Shortfalls In Principal & Interest Outstanding</b>
    2 KB (240 words) - 20:19, 12 February 2019
  • ESMA Commercial Real Estate.Exposures.Allocated Losses
    ...pplication of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect mos Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (262 words) - 20:19, 12 February 2019
  • ESMA Corporate.Exposures.Original Principal Balance
    == Definition of ESMA Corporate.Exposures.Original Principal Balance == <b>ESMA Corporate.Exposures.Original Principal Balance</b>
    2 KB (240 words) - 20:22, 12 February 2019
  • ESMA Corporate.Exposures.Current Principal Balance
    == Definition of ESMA Corporate.Exposures.Current Principal Balance == <b>ESMA Corporate.Exposures.Current Principal Balance</b>
    2 KB (256 words) - 20:22, 12 February 2019
  • ESMA Corporate.Exposures.Prior Principal Balances
    == Definition of ESMA Corporate.Exposures.Prior Principal Balances == <b>ESMA Corporate.Exposures.Prior Principal Balances</b>
    2 KB (219 words) - 20:22, 12 February 2019
  • ESMA Corporate.Exposures.Amortisation Type
    Type of amortisation of the underlying exposure including principal and interest * French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
    2 KB (287 words) - 20:22, 12 February 2019
  • ESMA Corporate.Exposures.Balloon Amount
    == Definition of ESMA Corporate.Exposures.Balloon Amount == <b>ESMA Corporate.Exposures.Balloon Amount</b>
    1 KB (213 words) - 20:22, 12 February 2019
  • ESMA Corporate.Exposures.Cumulative Prepayments
    ...collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (217 words) - 20:23, 12 February 2019
  • ESMA Corporate.Exposures.Allocated Losses
    ...pplication of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect mos Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (254 words) - 20:23, 12 February 2019
  • ESMA Automobile.Exposures.Original Principal Balance
    == Definition of ESMA Automobile.Exposures.Original Principal Balance == <b>ESMA Automobile.Exposures.Original Principal Balance</b>
    2 KB (213 words) - 20:24, 12 February 2019
  • ESMA Automobile.Exposures.Current Principal Balance
    == Definition of ESMA Automobile.Exposures.Current Principal Balance == <b>ESMA Automobile.Exposures.Current Principal Balance</b>
    2 KB (255 words) - 20:24, 12 February 2019
  • ESMA Automobile.Exposures.Amortisation Type
    Type of amortisation of the underlying exposure including principal and interest * French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
    2 KB (287 words) - 20:24, 12 February 2019
  • ESMA Automobile.Exposures.Balloon Amount
    == Definition of ESMA Automobile.Exposures.Balloon Amount == <b>ESMA Automobile.Exposures.Balloon Amount</b>
    2 KB (213 words) - 20:25, 12 February 2019
  • ESMA Automobile.Exposures.Cumulative Prepayments
    ...collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (217 words) - 20:25, 12 February 2019
  • ESMA Automobile.Exposures.Allocated Losses
    ...pplication of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect mos Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (254 words) - 20:25, 12 February 2019
  • ESMA Consumer.Exposures.Original Principal Balance
    == Definition of ESMA Consumer.Exposures.Original Principal Balance == <b>ESMA Consumer.Exposures.Original Principal Balance</b>
    2 KB (244 words) - 20:26, 12 February 2019
  • ESMA Consumer.Exposures.Current Principal Balance
    == Definition of ESMA Consumer.Exposures.Current Principal Balance == <b>ESMA Consumer.Exposures.Current Principal Balance</b>
    2 KB (256 words) - 20:26, 12 February 2019
  • ESMA Consumer.Exposures.Amortisation Type
    Type of amortisation of the underlying exposure including principal and interest * French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
    2 KB (287 words) - 20:26, 12 February 2019
  • ESMA Consumer.Exposures.Cumulative Prepayments
    ...collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (217 words) - 20:27, 12 February 2019
  • ESMA Consumer.Exposures.Allocated Losses
    ...pplication of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect mos Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (254 words) - 20:27, 12 February 2019
  • ESMA Credit Cards.Exposures.Current Principal Balance
    == Definition of ESMA Credit Cards.Exposures.Current Principal Balance == <b>ESMA Credit Cards.Exposures.Current Principal Balance</b>
    2 KB (221 words) - 20:27, 12 February 2019
  • ESMA Leasing.Exposures.Original Principal Balance
    == Definition of ESMA Leasing.Exposures.Original Principal Balance == <b>ESMA Leasing.Exposures.Original Principal Balance</b>
    2 KB (242 words) - 20:29, 12 February 2019
  • ESMA Leasing.Exposures.Current Principal Balance
    == Definition of ESMA Leasing.Exposures.Current Principal Balance == <b>ESMA Leasing.Exposures.Current Principal Balance</b>
    2 KB (254 words) - 20:29, 12 February 2019
  • ESMA Leasing.Exposures.Amortisation Type
    Type of amortisation of the underlying exposure including principal and interest * French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
    2 KB (287 words) - 20:29, 12 February 2019
  • ESMA Leasing.Exposures.Cumulative Prepayments
    ...collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (217 words) - 20:29, 12 February 2019
  • ESMA Leasing.Exposures.Allocated Losses
    ...pplication of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect mos Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (254 words) - 20:29, 12 February 2019
  • ESMA Esoteric Assets.Exposures.Original Principal Balance
    == Definition of ESMA Esoteric Assets.Exposures.Original Principal Balance == <b>ESMA Esoteric Assets.Exposures.Original Principal Balance</b>
    2 KB (248 words) - 20:30, 12 February 2019
  • ESMA Esoteric Assets.Exposures.Current Principal Balance
    == Definition of ESMA Esoteric Assets.Exposures.Current Principal Balance == <b>ESMA Esoteric Assets.Exposures.Current Principal Balance</b>
    2 KB (258 words) - 20:30, 12 February 2019
  • ESMA Esoteric Assets.Exposures.Amortisation Type
    Type of amortisation of the underlying exposure including principal and interest * French - i.e. Amortisation in which the total amount — principal plus interest — repaid in each instalment is the same. (FRXX)
    2 KB (291 words) - 20:30, 12 February 2019
  • ESMA Esoteric Assets.Exposures.Debt To Income Ratio
    ...ees have been added to the underlying exposure balance and are part of the principal in the securitisation these shall be added. Excluding any interest arrears
    2 KB (273 words) - 20:30, 12 February 2019
  • ESMA Esoteric Assets.Exposures.Balloon Amount
    == Definition of ESMA Esoteric Assets.Exposures.Balloon Amount == <b>ESMA Esoteric Assets.Exposures.Balloon Amount</b>
    2 KB (217 words) - 20:31, 12 February 2019
  • ESMA Esoteric Assets.Exposures.Cumulative Prepayments
    ...collected as at the data cut-off date (prepayments defined as unscheduled principal payment) since the underlying exposure origination date Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (221 words) - 20:31, 12 February 2019
  • ESMA Esoteric Assets.Exposures.Allocated Losses
    ...pplication of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any gain on sale as a negative number. Should reflect mos Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (256 words) - 20:31, 12 February 2019
  • ESMA Non-Performing.Exposures.Principal Forgiveness
    == Definition of ESMA Non-Performing.Exposures.Principal Forgiveness == <b>ESMA Non-Performing.Exposures.Principal Forgiveness</b>
    2 KB (216 words) - 20:32, 12 February 2019
  • ESMA ABCP.Exposures.Current Principal Balance
    == Definition of ESMA ABCP.Exposures.Current Principal Balance == <b>ESMA ABCP.Exposures.Current Principal Balance</b>
    2 KB (261 words) - 20:33, 12 February 2019
  • ESMA ABCP.Exposures.EUR Exposures
    The total outstanding principal balance of exposures of this type that are denominated in EUR as at the dat Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (221 words) - 20:33, 12 February 2019
  • ESMA ABCP.Exposures.GBP Exposures
    The total outstanding principal balance of exposures of this type that are denominated in GBP as at the dat Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (221 words) - 20:33, 12 February 2019
  • ESMA ABCP.Exposures.USD Exposures
    The total outstanding principal balance of exposures of this type that are denominated in USD as at the dat Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (221 words) - 20:33, 12 February 2019
  • ESMA ABCP.Exposures.Other Exposures
    The total outstanding principal balance of exposures of this type that are denominated in currencies differ Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (227 words) - 20:33, 12 February 2019
  • ESMA ABCP.Exposures.Amortisation Type
    The total outstanding principal balance of exposures of this type where the amortisation is either bullet, ...ench Amortisation is defined as amortisation in which the total amount — principal plus interest — repaid in each instalment is the same;
    2 KB (356 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Scheduled Principal Payment Frequency Above One Month
    == Definition of ESMA ABCP.Exposures.Scheduled Principal Payment Frequency Above One Month == <b>ESMA ABCP.Exposures.Scheduled Principal Payment Frequency Above One Month</b>
    2 KB (241 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Scheduled Interest Payment Frequency Above One Month
    The total outstanding principal balance of exposures of this type where the frequency of interest payments Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (241 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Floating Rate Receivables
    The total outstanding principal balance of exposures of this type, as at the data cut-off date, where the i Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (261 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Dilutions
    Total reductions in principal underlying exposures of this type during the period. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    1 KB (206 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Repurchased Exposures
    The total outstanding principal balance of exposures of this type that have been repurchased (i.e. removed Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (240 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Defaulted Or Credit-Impaired Exposures At Securitisation
    ...rticle 24(9) of the Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that, at the time of securitisation, were Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (249 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Defaulted Exposures
    The total outstanding principal balance of exposures of this type in default as at the cut-off date, using Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (223 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Defaulted Exposures CRR
    The total outstanding principal balance of exposures of this type in default as at the cut-off date, using Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (227 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Gross Charge Offs In The Period
    Face value of gross principal charge-offs (i.e. before recoveries) for the period. Charge-off is as per s Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (229 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Arrears 1-29 Days
    ...d in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
    2 KB (263 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Arrears 30-59 Days
    ...d in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
    2 KB (263 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Arrears 60-89 Days
    ...d in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
    2 KB (263 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Arrears 90-119 Days
    ...d in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
    2 KB (263 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Arrears 120-149 Days
    ...d in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
    2 KB (263 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Arrears 150-179 Days
    ...d in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
    2 KB (311 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Arrears 180+ Days
    ...d in this category of arrears, relative to the total outstanding principal amount of all exposures of this type as at the data cut-off date.
    2 KB (261 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Restructured Exposures (0-1 years before transfer)
    ...cle 24(9)(a) of the Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that have been restructured by the origin Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (292 words) - 20:34, 12 February 2019
  • ESMA ABCP.Exposures.Restructured Exposures (1-3 years before transfer)
    ...cle 24(9)(a) of the Regulation (EU) 2017/2402, enter the total outstanding principal balance of exposures of this type that have been restructured by the origin Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    2 KB (292 words) - 20:34, 12 February 2019
  • ESMA Leasing Exposures Table
    Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. ...MA Leasing.Exposures.Original Principal Balance]] || MONETARY || Original Principal (or discounted) lease balance (inclusive of capitalised fees) at originatio
    26 KB (3,745 words) - 20:58, 12 February 2019
  • ESMA ABCP Exposures Table
    ...sure Concentration 1]] || NUTS || The geographic region where the largest amount of underlying exposures (by current value of exposures as at the data cut-o ...ncentration 2]] || NUTS || The geographic region where the second-largest amount of underlying exposures (by current value of exposures as at the data cut-o
    26 KB (3,882 words) - 21:02, 12 February 2019
  • ESMA Consumer Exposures Table
    Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. ....Original Principal Balance]] || MONETARY || Original underlying exposure principal balance (inclusive of capitalised fees) at origination. This is referring t
    24 KB (3,380 words) - 21:23, 12 February 2019
  • ESMA Corporate Exposures Table
    Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    33 KB (4,716 words) - 21:22, 12 February 2019
  • ESMA Commercial Real Estate Exposures Table
    ...ees have been added to the underlying exposure balance and are part of the principal in the securitisation these shall be added. It shall exclude any interest a Current balance shall include the principal arrears. However, savings amount shall be deducted if a subparticipation exists. (i.e. underlying exposure b
    61 KB (8,609 words) - 21:22, 12 February 2019
  • ESMA Residential Real Estate Exposures Table
    Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    32 KB (4,544 words) - 21:15, 12 February 2019
  • ESMA Esoteric Assets Exposures Table
    Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    23 KB (3,212 words) - 21:24, 12 February 2019
  • ESMA Automobile Exposures Table
    Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    27 KB (3,842 words) - 21:04, 12 February 2019
  • ESMA Credit Cards Exposures Table
    Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format. ...osures.Current Principal Balance]] || MONETARY || Enter the total current amount owed by the obligor (including all fees and interest) on the account.
    16 KB (2,342 words) - 21:23, 12 February 2019
  • ESMA Non-Performing Exposures Table
    ...the principal that was forgiven as part of current forbearance, including principal forgiveness agreed by external collection agencies Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.
    11 KB (1,438 words) - 21:24, 12 February 2019
  • Balloon Loan
    ...Loan''' is a type of [[Loan]] where a significant part of the [[Principal Amount]] is due and payable in a single payment on the [[Maturity Date]] of the Lo * A large balloon amount may imply an elevated [[Credit Risk]] at the maturity date, e.g. if the bor
    445 bytes (69 words) - 22:41, 15 April 2019
  • Weighted Average Life
    ...notes. It is effectively the timing of principal payments weighted by the amount of the payment.
    2 KB (247 words) - 16:00, 1 December 2022
  • Transferred Receivable
    ...ssuer]] of the securitisation. As part of the asset portfolio it forms the principal economic basis on which the liabilities of the securitisation (the [[Notes] * [[Collections]] of [[Payable Principal Amount]] and [[Payable Interest Amount]] are performed by the [[Servicer]]
    2 KB (273 words) - 16:01, 19 April 2019
  • Eligibility Criteria
    * Their [[Payable Interest Amount]] is of appropriate form (e.g. fixed rate) * Their [[Payable Principal Amount]] is of appropriate form (e.g amortising)
    1 KB (191 words) - 12:22, 10 June 2021
  • Amortization Schedule
    ...ving over time. The schedule specifies changes in the scheduled balance of principal over time ...the schedule concerns exclusively Principal Repayment or the ''combined'' Principal and Interest Repayment
    4 KB (591 words) - 13:58, 1 December 2022
  • Equity
    '''Equity''' has two principal meanings in financial context: The total [[Carrying Amount]] of equity (total equity) is not measured directly. It equals the total of
    3 KB (507 words) - 22:19, 6 September 2021
  • Bond
    ...s of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at maturity ...tively lending money. The vendor of the bond agrees to repay the principal amount of the loan at a specified time. Interest-bearing bonds pay interest period
    1,002 bytes (158 words) - 20:55, 10 February 2020
  • Swap
    ...of payments or other commitments over time) based on a notional principal amount that both parties agree to Usually, the principal does not change hands. Each cash flow comprises one leg of the swap. One ca
    3 KB (425 words) - 14:29, 6 December 2021
  • Debt
    '''Debt'''. An obligation to pay something, such as an amount of money, good, service, or instrument. A financing instrument that require ...use of debt to finance an organization's activity implies the repayment of principal and interests. Because the interest paid on debt can be written off as an e
    1 KB (189 words) - 15:15, 22 March 2021
  • Borrower
    ...party to a debt instrument that is obligated to repay the amount borrowed (principal) with interest and other fees according to the terms of the instrument.
    1 KB (189 words) - 17:09, 3 June 2022
  • Principal
    '''Principal''' has at least three meanings in financial context: * In the context of investments: the original amount of money invested, separate from any associated interest, dividends or capi
    1 KB (162 words) - 21:50, 10 February 2020
  • Loan Drawdown
    '''Loan Drawdown'''. An amount of money, drawn down by one party (the borrower) from a credit tranche made ...amount drawn down as a loan. The balance of the loan changes over time as principal is paid off, and the balance of monies between the lender and the borrower
    1 KB (183 words) - 14:45, 18 February 2020
  • Loan Payment Schedule
    ...constant amount is paid but the amount is applied differently each time to principal and interest. This is called a Credit Foncier. TERMS TO ADD Payment Identif
    1 KB (170 words) - 11:07, 8 October 2019
  • Personal Dated Facts
    ...is is the originating bank). They keep a running total. They decrement the principal and so on. So this is monthly because the payments are monthly. They have t ...ge), and for Loan borrower, the Borrower Type Code, whether ever bankrupt, amount of doan payment, borrower details, depth (Borrower v Borrower Liabilities);
    4 KB (694 words) - 15:57, 2 February 2023
  • Loan Balance
    ...f the concept "Dated monetary Amount" PoC SDM Term Notes: Balance includes amount outstanding and fees In particular may record the balance outstanding at th
    1 KB (244 words) - 11:08, 8 October 2019
  • Pass Through MBS Deal
    ...in for them of a reduction in a mumber of percentage points or a monetary amount. Modeling note: Thinking about this further, and after more PoC reviews, it
    1 KB (215 words) - 11:09, 8 October 2019
  • Structured Finance Instrument
    ...ent'''. A security that has periodic principal payments with the amount of principal that is paid being dictated by a published factor.
    1 KB (158 words) - 11:09, 8 October 2019
  • Tradable Debt Instrument Redemption Provision
    ...he schedule. Mandatory to the bond issuer. Issuer has to pay off a certain amount at a certain time - this is in the Schedule. Callable - nothing mandatory.
    1 KB (236 words) - 11:09, 8 October 2019
  • Zero Coupon Bond
    ...accrual rate is the coupon rate or yield which is added to the outstanding principal rather than being paid out to investors.
    1 KB (169 words) - 11:09, 8 October 2019
  • Redemption Payment
    ...mption Payment'''. Repayment event involving payment of a bond's principal amount at maturity or when it is called
    674 bytes (98 words) - 11:09, 8 October 2019
  • Interest Payment Terms
    ...mount of debt outstanding at any given point of time, not to the principal amount advanced at the time that the loan was advanced or the debt security issued
    932 bytes (140 words) - 11:09, 8 October 2019
  • Inflation Bond
    '''Inflation Bond'''. Bond whose principal amount is linked to an [[Inflation Index]]. Inflation-linked bonds guarantee real ...h the interest is paid AND the principal from the point of view of how the principal is repaid.
    2 KB (381 words) - 14:20, 6 December 2021
  • Failure To Pay Principal
    ...ent of an actual principal amount that is less than the expected principal amount. A [[Credit Event]].
    800 bytes (116 words) - 11:08, 31 March 2021
  • Writedown
    ...down'''. The fact that the underlier writes down its outstanding principal amount. A writedown is a type of [[Credit Event]]
    713 bytes (101 words) - 11:21, 31 March 2021
  • Home Equity Line Of Credit
    ...djustable interest rate, which allows homeowners to borrow up to a certain amount over a period of time. HELOCs work in a manner similar to credit cards, whe ...mortgage. This form of product can either have an increase or decrease in principal, according to the actions of the borrower. These may also be used in the fo
    1 KB (245 words) - 15:26, 22 March 2021
  • Lender Right
    ...ce. So the Borrower pays towards the MI, esxcept if they have paid a given amount as deposit. there are 2 types of MI: 1. protects the lender in the event of
    3 KB (450 words) - 11:21, 8 October 2019
  • Bullet Principal Repayment Terms
    ...the principal for a bond as a single payment covering the whole principal amount
    696 bytes (102 words) - 11:21, 8 October 2019
  • Inflation Bond Principal Repayment Terms
    ...tion Bond Principal Repayment Terms'''. Terms specifying how the principal amount on an inflation bond is to be paid down ...Further model action: identify and model terms for the case where the bond principal repayments are not pegged to an inflation rate.
    996 bytes (146 words) - 11:22, 8 October 2019
  • Fixed Coupon Bond
    '''Fixed Coupon Bond'''. Bond whose coupon rate and principal amount are fixed at the time of origination or sale and remain constant while the
    720 bytes (107 words) - 11:22, 8 October 2019
  • Municipal Note
    ...unicipal Note''' is a short-term obligation to repay a specified principal amount on a certain date, together with interest at a stated rate, usually payable
    342 bytes (52 words) - 14:02, 24 April 2024
  • Strip Bond
    ...series of bonds formed by selling each interest payment and the principal amount of a bond as separate zero coupon bonds.
    715 bytes (109 words) - 11:23, 8 October 2019
  • Variable Income Bond
    ...ose income may vary over time, because either the coupon rate or principal amount changes in line with an index or schedule over the life of the security
    741 bytes (112 words) - 11:23, 8 October 2019
  • Loan
    ...e money to another party in exchange for future repayment of the principal amount plus interest or other finance charges. ...available as a variable credit line or overdraft up to a specified ceiling amount.It is also possible to make loans of actual real and financial assets. A lo
    3 KB (474 words) - 16:00, 11 June 2021
  • STS Criterion 15. Appropriate mitigation of interest rate and currency risks
    ...ments to investors at any payment date should be equal to or less than the amount of its income from the protection buyer and any collateral arrangements at ...f traditional securitisation, in synthetic securitisation the interest and principal cash flows generated by the underlying exposures are not used to repay inve
    5 KB (720 words) - 20:46, 12 November 2019
  • Payables Finance
    The buyer will pay the principal amount owed at the invoice maturity/due date or at another agreed upon due date di
    8 KB (1,186 words) - 16:14, 8 February 2020
  • Credit Risk Analysis of Commercial Real Estate Lending
    ...the projected economic life cycle of the property, to clear the principal amount and interest of the loan in the event of an increase in the loan to value (
    4 KB (546 words) - 14:43, 1 September 2020
  • Early Warning Indicators for Credit Risk
    ...outstanding amount due to the payment terms established (such as extended principal payment grace periods, rising or flexible instalments, extended terms);
    6 KB (922 words) - 11:13, 22 December 2020
  • Federated Learning Glossary
    | The extraction of relevant knowledge from large amount of data ([[Big Data]]), while protecting at the same time sensitive informa ...l data. Algorithms with differential privacy necessarily incorporate some amount of randomness or noise, which can be tuned to mask the influence of the use
    14 KB (1,956 words) - 20:12, 17 March 2023
  • Credit Rating Agency Default Definition
    ...nsurer issuer default as having occurred when an issuer misses interest or principal payments on its obligations, restructures its debt in a way that is deleter ...or a combinations of the following credit events: a) unexecuted or delayed principal or interest payments in accordance with the Rated Entity's contractual obli
    26 KB (4,104 words) - 12:30, 9 June 2021
  • BCBS 37 A
    ...ause of institutional differences between its members but also because the principal focus of its work has been to create the conditions in which deposit protec ...asioned by this Directive are some standardisation in terms of the minimum amount of protection (i.e. ECU 20,000, i.e. 90% of ECU 22,222) and a requirement f
    3 KB (405 words) - 11:46, 26 March 2021
  • BCBS 54
    ...but the other fails, a loss may be incurred that is equal to the principal amount of the transaction. Even if one party is simply late in settling, then the
    7 KB (1,075 words) - 11:46, 26 March 2021
  • BCBS 75
    ...but the other fails, a loss may be incurred that is equal to the principal amount of the transaction. Even if one party is simply late in settling, then the
    7 KB (1,103 words) - 11:46, 26 March 2021
  • FM SFLP.Original UPB
    <b>Original UPB</b>: The dollar amount (Unpaid Principal Balance) of the [[Loan]], as stated on the note at the time the loan was or
    621 bytes (88 words) - 18:29, 11 March 2023
  • FM SFLP.Original Combined Loan to Value Ratio
    ...Ratio</b>: The ratio, expressed as a percentage, obtained by dividing the amount of all known outstanding loans at origination by the value of the property. * (i) the original loan amount of the first lien mortgage loan,
    1 KB (177 words) - 13:17, 13 March 2023
  • FM SFLP.Scheduled Principal Current
    <b>Scheduled Principal Current</b>: The minimum principal payment the borrower is obligated to pay for the corresponding reporting pe ...cy status of the loan, or corrections of previously made errors related to principal payments.
    1 KB (156 words) - 18:09, 17 January 2023
  • FM SFLP.Total Principal Current
    <b>Total Principal Current</b>: The change between the prior reporting period’s disclosed Cu ...amount may be affected by corrections of previously made errors related to principal payments.   .
    751 bytes (103 words) - 15:15, 17 January 2023
  • FM SFLP.Unscheduled Principal Current
    ...ipal Current</b>: The principal amount received in excess of the scheduled principal payment collected from the borrower by the servicer and reported to Fannie ...amount may be affected by corrections of previously made errors related to principal payments..
    802 bytes (109 words) - 15:15, 17 January 2023
  • FM SFLP.Principal Forgiveness Amount
    <b>Principal Forgiveness Amount</b>: A reduction of the UPB owed on a mortgage by a borrower that is formal
    666 bytes (94 words) - 15:15, 17 January 2023
  • FM SFLP.Foreclosure Principal Write-off Amount
    <b>Foreclosure Principal Write-off Amount</b>: Amounts that Fannie Mae or its loan servicers have determined to be un
    676 bytes (90 words) - 15:15, 17 January 2023
  • FM SFLP Template
    | [[FM SFLP.Original UPB|Original UPB]] || ORIG_UPB || The dollar amount of the loan as stated on the note at the time the loan was originated. | [[FM SFLP.UPB at Issuance|UPB at Issuance]] || ISSUANCE_UPB || The unpaid principal balance of the loan as of the cut-off date of the reference pool.
    30 KB (4,591 words) - 16:19, 3 February 2023
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