Reference Portfolio Notional Amount definition

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 Long Reference Entities for all of the Credit Derivative Transactions comprised in the Reference Portfolio.

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.

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

• The Reference Portfolio Notional Amount does not exceed the Maximum Reference Portfolio Notional Amount.

• Emerging Market Concentration Percentage means, in respect of the Reference Portfolio as of any Replacement Compliance Date, the rate expressed as a percentage, equal to the aggregate Floating Rate Payer Calculation Amounts of all Emerging Market Reference Entities divided by the Reference Portfolio Notional Amount.

• North American Concentration Percentage means, in respect of the Reference Portfolio as of any Replacement Compliance Date, the rate expressed as a percentage, equal to the aggregate Floating Rate Payer Calculation Amounts of all North American Reference Entities divided by the Reference Portfolio Notional Amount.

• The aggregate Reference Obligation Notional Amounts of all Reference Obligations in respect of the same Reference Entity Group (the " Aggregate Notional Amount") shall not exceed 0.60% of the Reference Portfolio Notional Amount on the Relevant Date and that the sum of the Reference Obligation Notional Amounts of all Reference Obligations of the fifteen Reference Entity Groups with the highest Aggregate Notional Amounts shall not exceed 7% of the Reference Portfolio Notional Amount on the Relevant Date.

• Other Jurisdiction Concentration Percentage means, in respect of the Reference Portfolio as of any Replacement Compliance Date, the rate expressed as a percentage equal to the aggregate of the Floating Rate Payer Calculation Amounts of all Reference Entities which are not North American Reference Entities or Western European Reference Entities divided by the Reference Portfolio Notional Amount.

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 EUR 10,000,000,000.

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

Reference Portfolio Notional Amount means such amount as set out in the CDS Information Table in Schedule C below.

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

Reference Portfolio Notional Amount means, in respect of each Series of Securities, as set out in the Swap Agreement.