The output of "Get Data fields for Gross Book Value Evidence" provides for each Deal_ID a separate record, showing values for various valuation elements of a loan which are valid for a specific posting_date.
All valuation elements are available in
- the currency of the deal as well as
- the related current value in functional, balance sheet currency. The amount of these ratios are calculated based on the figure in deal currency and the latest fx-rate which has been provided as market data.
SWAGGER UI NAME | DESCRIPTION |
companyId | Tenant |
dealId | Reference to the underlying Deal |
gaap | GAAP |
postingDate | Posting Date |
currencyDeal | Currency of Deal |
contractualRemainingCapital | |
contractualRemainingCapitalBal | Contractual remaining debt in functional/balance sheet currency |
dailyPayableNominal | |
dailyPayableNominalBal | Daily Payables Capital in functional/balance sheet currency |
dailyPayableInterest | |
dailyPayableInterestBal | Daily Payables Interest in functional/balance sheet currency |
dailyPayableCharge | |
dailyPayableChargeBal | Daily Payables Fees in functional/balance sheet currency |
accruedInterestLinearInArrears | |
accruedInterestLinearInArrearsBal | Linear accrued interest in arrears in functional/balance sheet currency |
effectiveInterestRate | |
amortisedCost | |
amortisedCostBal | Amortised Cost in functional/balance sheet currency |
accruedChargesInAdvance | Open Amortisation Transaction Costs in advance in deal currency |
accruedChargesInAdvanceBal | Open Amortisation Transaction Costs in advance in functional/balance sheet currency |
accruedChargesInArrears | Open Amortisation Transaction Costs in arrears in deal currency |
accruedChargesInArrearsBal | Open Amortisation Transaction Costs in arrears |
accruedPremiumDiscount | |
accruedPremiumDiscountBal | Open Amortisation Premium/Discount in functional/balance sheet currency |
interestSmoothing | |
interestSmoothingBal | Interest Smoothing in functional/balance sheet currency |
fairValueDcf | Fair Value in deal currency calculated based on discount cash flow method |
fairValueDcfBal | Fair Value in functional/balance sheet currency calculated based on discount cash flow method |
fairValueDcfConstantCreditSpread | Fair Value with constant credit spread calculated based on discount cash flow method |
fairValueDcfConstantCreditSpreadBal | Fair Value with constant credit spread in functional/balance sheet currency alculated based on discount cash flow method |
stageShortName | Name of Stage which is assigned to the degree of deterioration of credit quality of the deal |
stageDescription | Description of Stage which is assigned to the degree of deterioration of credit quality of the deal |
eclAmountBal | |
| unwinding | The recoverable amount of an impaired deal will increase at subsequent posting dates after impairment due to the changes in its time value. The difference between the original recoverable amount and the subsequent recoverable amount based on the original expected recovery cash flows is recognised as "unwinding". The value of ratio "unwinding" is shown in deal currency. |
| unwindingBal | Value of ratio "unwinding" in functional/balance sheet currency |