Initial Reference Portfolio Notional Amount definition

Initial Reference Portfolio Notional Amount means the aggregate of the Floating Rate Payer Calculation Amounts (EUR 2,000,000,000) for all of the Credit Derivative Transactions comprised in the Reference Portfolio as at the Effective Date.
Initial Reference Portfolio Notional Amount means the Reference Portfolio Notional Amount as at the Issue Date.
Initial Reference Portfolio Notional Amount means USD 5,000,000,000.

Examples of Initial Reference Portfolio Notional Amount in a sentence

  • The district court adequately explained why itimposed the forty-eight-month above-guideline sentence.

  • Equity Tranche Notional Amount: The product of the Initial Reference Portfolio Notional Amount and 0.03.

  • Detachment Amount: The Detachment Percentage multiplied by the Initial Reference Portfolio Notional Amount of the Reference Portfolio (expressed as an amount in the Settlement Currency).

  • For the avoidance of doubt, the removal of any Non-Compliant Obligation from the Reference Portfolio will not result in a change to the Initial Reference Portfolio Notional Amount or the reassessment of the Reference Obligation Eligibility Criteria in respect of any other Reference Obligation.(i) Reference Registry‌ (i) Reference Obligations and Reference Entities shall be identified in the Reference Registry by a reference number.

  • The “Non Investment Grade Bucket Test” will be satisfied at any time if, at such time, the aggregate of the absolute value of the Floating Rate Payer Calculation Amounts of Reference Entities with an S&P rating below “BBB-” (or equivalent rating, see Annex (S&P Equivalent Rating Table) hereto) divided by the Initial Reference Portfolio Notional Amount will be no more than the Maximum Non Investment Grade Bucket (as defined below).


More Definitions of Initial Reference Portfolio Notional Amount

Initial Reference Portfolio Notional Amount means EUR 250,000,000.The “Liquid Market Condition” shall be deemed satisfied with respect to any proposed Substitution upon receipt of confirmation from the Swap Counterparty, acting in good faith and in a commercially reasonable manner, of its determination that liquidity exists with respect to the relevant proposed Substituting Reference Entity insofar as such Substituting Reference Entity is traded and tradable in the credit default swap market.
Initial Reference Portfolio Notional Amount. ’ means £3,500,000,000.
Initial Reference Portfolio Notional Amount means the aggregate of the Reference Entity Notional Amounts for all Reference Entities comprised in the Reference Portfolio as of the Management Commencement Date.
Initial Reference Portfolio Notional Amount means EUR 10,000,000,000. "Issue Date" means 5 August 2008.
Initial Reference Portfolio Notional Amount means €4,492,354,940.41.
Initial Reference Portfolio Notional Amount means USD 1,000,000,000.The “Liquid Market Condition“ shall be deemed satisfied with respect to any proposed Substitution upon receipt of confirmation from the Swap Counterparty, acting in good faith and in a commercially reasonable manner, of its determination that liquidity exists with respect to the relevant proposed Substituting Reference Entity.
Initial Reference Portfolio Notional Amount means ₤ 388,775,943.24 being the Reference Portfolio Notional Amount as of the Cut-Off Date.