The movement parameter describes how an asset or liability arrived to the firm.
This loan has been acquired on its own or part of a larger portfolio acquisition from another firm or has been acquired due to a group restructuring or acquisition.
These assets are those which are “credit impaired” at the time of purchase. For these assets, events that have a detrimental impact on the estimated future cash flows have already occurred. Also known as “Purchased or Originated credit-impaired” assets
This loan has been packaged or securitised with one or more loans.
The REGULATION OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL laying down common rules on securitisation and creating a European framework for simple, transparent and standardised securitisation and amending Directives 2009/65/EC, 2009/138/EC, 2011/61/EU and Regulations (EC) No 1060/2009 and (EU) No 648/2012 states that:
“Securitisation refers to transactions that enable a lender or other originator of assets – typically a credit institution – to refinance a set of loans or assets (e.g. mortgages, auto leases, consumer loans, credit cards) by converting them into securities. The lender or originator organises a portfolio of its loans into different risk categories, tailored to the risk/reward appetite of investors. Returns to investors are generated from the cash flows of the underlying loans. These markets are not aimed at retail investors.”
This loan has been sold to another firm and has left the balance sheet. Data may continue to be kept for record-keeping or reporting purposes.
A syndicated loan is one that is provided by a group of lenders and is structured, arranged, and administered by one or several commercial banks or investment banks known as lead arrangers.
The lead bank on a syndicated loan. (see syndicated)
None of the above.
The cash leg of a securities financing transaction such as a repo or reverse repo.
The stock/asset leg of a securities financing transaction such as a repo or reverse repo.
From Central Bank Open Market Operations
(do not use - see issuance)
A a securities issuance of stocks or bonds (determined by the security - type)