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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

Contractual remaining debt in deal currency

contractualRemainingCapitalBal

Contractual remaining debt in functional/balance sheet currency

dailyPayableNominal

Daily Payables Capital in deal currency

dailyPayableNominalBal

Daily Payables Capital in functional/balance sheet currency

dailyPayableInterest

Daily Payables Interest in deal currency

dailyPayableInterestBal

Daily Payables Interest in functional/balance sheet currency

dailyPayableCharge

Daily Payables Fees in deal currency

dailyPayableChargeBal

Daily Payables Fees in functional/balance sheet currency

accruedInterestLinearInArrears

Linear accrued interest in arrears in deal currency

accruedInterestLinearInArrearsBal

Linear accrued interest in arrears in functional/balance sheet currency

effectiveInterestRate

Effective Interest Rate (EIR)

amortisedCost

Amortised Cost in deal currency

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

Open Amortisation Premium/Discount in deal currency

accruedPremiumDiscountBal

Open Amortisation Premium/Discount in functional/balance sheet currency

interestSmoothing

Interest Smoothing in deal currency

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

Expected Credit Loss Stage / Amount of risk provision

unwindingThe 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.
unwindingBalValue of ratio "unwinding" in functional/balance sheet currency
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