Examples of Aggregate Loss Amount in a sentence
The Calculation Agent will inform the parties as soon as reasonably practicable following the determination thereof of the amount of (i) any Loss Amount or Recovery Amount in respect of a Reference Entity, irrespective of whether or not the Aggregate Loss Amount or Aggregate Recovery Amount, as applicable, is less than or equal to the Loss Threshold Amount or Recovery Threshold Amount, respectively, and (ii) any Incurred Loss Amount or Incurred Recovery Amount in respect of a Reference Entity.
Aggregate Loss Amount: At any time on any day, the aggregate of all Loss Amounts calculated hereunder with respect to all Reference Entities.
Index Tranche Credit NotesNoteholders are exposed to losses arising from Credit Events in relation to Index Tranche Credit Linked Notes only to the extent that the Aggregate Loss Amount exceeds the Loss Threshold Amount.
Aggregate Loss Amount: At any time on any day, the aggregate of all Loss Amountscalculated hereunder with respect to all Reference Entities.
The following capitalised terms shall have the meanings set out below: Aggregate Loss Amount has the meaning given in the Swap Agreement.