Credit Event Amount definition

Credit Event Amount means, with respect to any Payment Date, the aggregate amount of the Credit Event UPBs of all Credit Event Reference Obligations for the related Reporting Period.

Credit Event Amount. With respect to each Payment Date, the aggregate amount of the Credit Event UPBs of all Credit Event Reference Obligations for the related Reporting Period.

Credit Event Amount means, with respect to any Payment Date and Loan Group, the aggregate amount of the Credit Event UPBs of all Credit Event Reference Obligations in that Loan Group for the related Reporting Period.

Examples of Credit Event Amount in a sentence

• With respect to each Payment Date, the Class Notional Amount for the Class A-H Reference Tranche will be increased by the excess, if any, of the Tranche Write-down Amount for such Payment Date over the Credit Event Amount for such Payment Date.

• With respect to each Premium Payment Date, the Class Notional Amount for the Class A-H Reference Tranche will be increased by the excess, if any, of the Tranche Write- down Amount for such Premium Payment Date over the Credit Event Amount for such Premium Payment Date.

• With respect to each Premium Payment Date, the Class Notional Amount for the Class A-H Reference Tranche will be increased by the excess, if any, of the Tranche Write-down Amount for such Premium Payment Date over the Credit Event Amount for such Premium Payment Date.

• With respect to each Payment Date, a percentage equal to (i) the aggregate Credit Event Amount for such Payment Date and all prior Payment Dates less the aggregate Reversed Credit Event Amount for such Payment Date and all prior Payment Dates; divided by (ii) the aggregate unpaid principal balance of the Reference Obligations in the Reference Pool as of the Cut-off Date.

• No Credit Event Amount or Credit Event Redemption Amount is payable on any Range Accrual Credit Linked Note.

More Definitions of Credit Event Amount

Credit Event Amount means, with respect to each Payment Date and Loan Group, the aggregate amount of the Credit Event UPB of all Credit Event Reference Obligations for the related Reporting Period with respect to that Loan Group.

Credit Event Amount means, following the occurrence of a Credit Event Determination Date in respect of any Reference Entity (i) the amount specified as such in the relevant Pricing Supplement or (ii) a Note's pro rata share of the amount (which may be zero but never less than zero) calculated by the Calculation Agent in accordance with the following formula: (RENA × FP) ‒ UC. Where:

Credit Event Amount. With respect to each Payment Date, the aggregate amount of the

Credit Event Amount means, with respect to any Premium Payment Date (or with respect to the Loan Acquisition Period, for purposes of calculating the Loan Acquisition Period Loss Amount), the aggregate amount of the Credit Event UPBs of all Credit Event Covered Obligations for the related Reporting Period.

Credit Event Amount means, with respect to each Payment Date, the aggregate, for each Credit Event Reference Obligation for the related Reporting Period, of the product of (i) the Credit Event UPB of such Credit Event Reference Obligation, multiplied by (ii) the applicable Reference Obligation Payment Allocation Factor for such Credit Event Reference Obligation.

Credit Event Amount means, a Note's pro rata share of the following amount (which may be zero):(RENA × FP) – UCwhere:"RENA" is the Reference Entity notional amount; "FP" is the Recovery Price;"UC" is Unwind Costs.]["Credit Event Payment Date" means, in relation to any Credit Event Amount, [three] [specify] Business Days following [the calculation of the relevant Final Price] (or insert for Zero/Set Recovery Notes:) the Credit Event Determination Date.] [or such later date for payment determined under the Settlement Exchange Rate provisions.]"Credit Event Redemption Amount" means:(insert in the case of Single Reference Entity Credit Linked Notes, First-to- Default Credit Linked Notes and Nth-to-Default Credit Linked Notes:)an amount equal to each Note's pro rata share of:[(RENA × FP) – UC] + Protected Amount(insert in the case of Linear Basket Credit Linked Notes to which Credit Payment on Maturity applies:)an amount equal to each Note's pro rata share of:n n( Σ RENAu,i) + ( Σ RENAÆ,i × FPÆ,i) − UC1 …n 1 …n(insert in the case of Linear Basket Credit Linked Notes to which Credit Payment As You Go applies:)an amount equal to a Note's pro rata share of:nΣ RENAu,il …n(insert in the case of Tranched Linear Basket Credit Linked Notes:)an amount equal to each Note's pro rata share of:1aggregate outstanding nominal amount ∗ (1 – ( ) * Min[H – L; Max[N – L; 0]])H – Lwhere:[“Protected Amount” means the amount stated in the Final Terms if specified as applicable."RENA" is the Reference Entity notional amount;"RENAu,i" is RENA in respect of any Reference Entityi for which a Credit Event has not occurred and relevant procedures are followed and which is zero for all other Reference Entities;

Credit Event Amount means, with respect to each Payment Date and each Reference Pool, the aggregate amount of the Credit Event UPB of all Credit Event Reference Obligations for the related Reporting Period.