notional repricing cash flow

Defined in Article 1, Commission Delegated Regulation (EU) 2024/857

Definitions over time (2)

1. 17/07/2025 – today applies on 12/11/2026 Article 1, Commission Delegated Regulation (EU) 2024/857 Scope: Whole act

   For the purposes of this Regulation, the following definitions apply:

   ‘notional repricing cash flow’ means any of the following: the amount of principal at the time of its repricing, whereby such repricing is deemed to occur on the earlier of the following dates: the date on which the institution or its counterparty is entitled to unilaterally change the interest rate; the date on which the interest rate of a floating rate instrument changes automatically in response to a change in an interest rate benchmark as defined in Article 3(1), point (22), of Regulation (EU) 2016/1011 of the European Parliament and of the Council (^{1}); in the absence of a repricing as referred to in point (a), the amount of principal at the time of repayment of the principal or part of it; an interest payment on that part of the principal that has not yet been repaid or repriced;

2. 24/04/2024 – 14/05/2024 Article 1, Commission Delegated Regulation (EU) 2024/857 Scope: Whole act

   For the purposes of this Regulation, the following definitions apply:

   ‘notional repricing cash flow’ means any of the following: the amount of principal at the time of its repricing, whereby such repricing is deemed to occur on the earlier of the following dates: the date on which the institution or its counterparty is entitled to unilaterally change the interest rate; the date on which the interest rate of a floating rate instrument changes automatically in response to a change in an interest rate benchmark as defined in Article 3(1), point (22), of Regulation (EU) 2016/1011 of the European Parliament and of the Council (^{1}); in the absence of a repricing as referred to in point (a), the amount of principal at the time of repayment of the principal or part of it; an interest payment on that part of the principal that has not yet been repaid or repriced;

Used in (45 places in 15 provisions on 12/11/2026)

Commission Delegated Regulation (EU) 2024/857 (45 in 15)

Article 1⁴ · Article 5⁷ · Article 6 · Article 7 · Article 9 · Article 10 · Article 11 · Article 12 · Article 14⁸ · Article 17³ · Article 19³ · Article 20⁴ · Article 22² · Article 23⁶ · Article 24²