Reference Portfolio Notional Amount definition

Reference Portfolio Notional Amount means (i) in respect of Tranche Notes, an amount equal to the Aggregate Notional Amount divided by the difference between the Detachment Point and the Attachment Point and (ii) in respect of Linear Basket Notes, an amount equal to the Aggregate Notional Amount.

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Reference Portfolio Notional Amount means, at any time, the aggregate at such time of the Floating Rate Payer Calculation Amounts (denominated in EUR) in respect of the Reference Entities for all of the Credit Derivative Transactions comprised in the Reference Portfolio.

Reference Portfolio Notional Amount means in respect of any day for which it is required to be determined, the sum of all Reference Entity Notional Amounts each in respect of the Reference Entities comprising the Reference Portfolio on that date.

Examples of Reference Portfolio Notional Amount in a sentence

Clean-up Event: Any date of determination on which the Protected Reference Portfolio Notional Amount is equal to or less than 10% of the Protected Reference Portfolio Amount.
The Reference Obligation Notional Amount in respect of a Reference Obligation shall in all cases be no greater than the Relevant Lender's exposure to Protected Reference Obligation Notional Amount: Protected Reference Portfolio Notional Amount: such Reference Obligation, such exposure as determined on the Relevant Date.

More Definitions of Reference Portfolio Notional Amount

Reference Portfolio Notional Amount means, at any time, the sum of the Reference Entity Notional Amount of each Reference Entity in the Reference Portfolio at such time.

Reference Portfolio Notional Amount means, on any date of determination, an amount equal to the aggregate of:

Reference Portfolio Notional Amount means, at any time, the aggregate Reference Obligation Notional Amounts of all Reference Obligations;

Reference Portfolio Notional Amount means EUR 1,000,000,000.

Reference Portfolio Notional Amount means, in respect of the Reference Portfolio relating to the Notes, the aggregate Notional Amount of all outstanding Single Name CDS Transactions and Component Transactions in respect of an Index CDS Transaction in respect of which no Credit Event has occurred.

Reference Portfolio Notional Amount means, on any day, the aggregate of the Reference Entity Notional Amount in respect of all Reference Entities (a) in respect of which an Event Determination Date has not occurred as of such day, or (b) in respect of which an Event Determination Date has occurred but the related Final Valuation Notice Receipt Date has not yet occurred.

Reference Portfolio Notional Amount means €1,833,333,000.