Stress Test Data Framework Dictionary 2021: Version 02

ReferenceRatesNTMR

Enumeration Definition
12M Libor Items which re-price based on 12 month Libor or comparable 12 month rate.
1M Libor Items which re-price based on 1 month Libor or comparable 1 month rate.
3M Libor Items which re-price based on 3 month Libor or comparable 3 month rate.
6M Libor Items which re-price based on 6 month Libor or comparable 6 month rate.
Other