Notional amounts definition
WebMay 29, 2024 · When a bank makes a loan to a counterparty, it is quite clear what the exposure to the counterparty is – it is the notional amount of the loan. Multiply that by the chances of default, and you have a good idea of how much Capital the bank has to hold against its’ loan book. But capital also has to be held against derivatives. WebA netting contract with the counterparty or other agreement which creates a single legal obligation, covering all included transactions, such that the bank would have either a claim to receive or obligation to pay only the net sum of the positive and negative mark-to-market values of included individual transactions in the event a counterparty …
Notional amounts definition
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WebApr 11, 2024 · Definition of 'nominal' nominal (nɒmɪnəl ) adjective [usually ADJECTIVE noun] You use nominal to indicate that someone or something is supposed to have a particular identity or status, but in reality does not have it. [...] nominally adverb [oft ADV before v] See full entry for 'nominal' Collins COBUILD Advanced Learner’s Dictionary. WebAggregate Notional Amount means, with respect to any date of determination, an amount equal to the sum of the notional amounts or equivalent amounts of all outstanding Hedging Agreements, Replacement Hedging Agreements and Qualified Substitute Arrangements, each as of such date of determination. Component Notional Amount Not applicable.
WebNotional-amount definition: (finance) A nominal amount of a financial instrument that is used to calculate payments made on that instrument, especially for instruments that do … WebDefinition: Notional value refers to the total net amount of a derivative transaction, usually an interest rate swap, a forward contract, a cross currency swap or an options contract. …
Webnotional ( ˈnəʊʃənəl) adj 1. relating to, expressing, or consisting of notions or ideas 2. not evident in reality; hypothetical or imaginary: a notional tax credit. 3. characteristic of a … WebNotional Amount With respect to any Class or Subclass of Interest Only Certificates, an amount used as the principal basis for the calculation of any interest payment amount, as more specifically defined in the Series Supplement. Class Notional Amount Not applicable.
WebNotional Amount is the nominal or face amount that is used to calculate payments made on swaps and other risk management products. It is the face value of a financial instrument. …
WebThe notional amount (or notional principal amount or notional value) on a financial instrument is the nominal or face amount that is used to calculate payments made on that … bison botanicsWebThe Notional Tax Amount is the tax that would be payable on the Taxable Income of the Hospital Business for each Calculation Period as if that business were a stand alone … darpa washingtonpostWebApr 15, 2024 · 1. In the extant case, the Company's contribution to Exempted PF Trusts is 12% of the Basic Pay and D.A. However, the rate of interest declared by the PF Trusts shall not be less than the rate of ... bison bornholmWebJul 25, 2024 · Notional amount or notional principal amount is the nominal value on the basis of which payment calculations for a financial instrument (for example, a swap) are … bison botanics buffalo nyWebNotional Principal Amount In an interest rate swap, the arbitrary amount over which interest is calculated. Suppose the two legs of the swap are a fixed interest rate, say 3.5%, and a floating interest rate, say LIBOR + 0.5%, and the notional principal amount is $1 million. darpa white force networkWebJan 15, 2024 · Notional value (also known as notional amount or notional principal amount) is the face value on which the calculations of payments on a financial instrument (e.g., … darpa voice of god weaponWebLocation and Fair Value Amount of Derivative Instruments Derivative assets, fair value: $ 217,000,000: $ 119,000,000 Derivative liability, fair value: 142,000,000: 33,000,000 Interest rate contracts Location and Fair Value Amount of Derivative Instruments Gross Notional Amount $ 800,000,000: Derivatives designated as hedging instruments bison bound harding university