notional_amount_eur

The face value of an instrument in euro, indicating how much of a particular security an investor has. This is to be contrasted to the market value, which indicates how much that security could be sold for in the market.

Regulatory Context

In the context of AnaCredit, the original protection value is a monetary amount in euro. The original protection value will remain unchanged throughout the entire life of the instrument.

Reference: AnaCredit Reporting Manual Part II , Section 9.4.9, Original protection value