Interest rate used to find the present value of an amount to be paid or received in the future as an input to measure fair value. For example, but not limited to, weighted average cost of capital (WACC), cost of capital, cost of equity and cost of debt.

No definition available.

Loss, including interest and principal, incurred on a defaulted security, expressed as a weighted average percentage of the original principal balance, used as an input to measure fair value.

No definition available.

Weighted averag rate at which loans or a loan portfolio are expected to prepay principal balances, used as an input to measure fair value.

No definition available.

Weighted averag rate at which loans or a loan portfolio are expected to prepay principal balances, used as an input to measure fair value.

No definition available.

Weighted average percentage of likelihood a loan will not be repaid and instead default, used as an input to measure fair value.

No definition available.

Total unrealized gains or losses in accumulated OCI for company's assets valued using internal pricing models, as used in fair value valuation purposes.

No definition available.

Total amortized cost for company's assets valued using internal pricing models, as used in fair value valuation purposes.

No definition available.

Fair value as estimated through internal pricing models, as used in fair value valuation purposes.

No definition available.

Total impairments recorded in the current period cost for company's assets valued using internal pricing models, as used in fair value valuation purposes.

No definition available.