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Credit Risk Appetite, Strategy and Credit Risk Limits
== Credit Risk Appetite, Strategy and Credit Risk Limits == ...al governance, institutions should apply further conditions in relation to credit granting and monitoring, as set out in this section. <ref>EBA, Guidelines o

2 KB (296 words) - 12:49, 3 June 2020

Page text matches

Large Exposures Framework
...Framework is a BIS [[Limit framework]] for measuring and controlling large credit exposures proposed in March 2013 and adopted as a standard in April 2014. The Basel Committee issued its first guidance on credit exposures in 1991.

4 KB (660 words) - 14:25, 27 May 2019
Herfindahl-Hirschman Index
For the purpose of measuring credit portfolio or market [[Concentration Risk]] (e.g., name, sector or geographic risk), diversity or inequality metrics, the '''Herfindahl-Hirschman Index (HHI)'

6 KB (900 words) - 13:45, 16 April 2020
Risk Limit
...idity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk exposures undertaken by the organization below an acceptable level. ...rtainty. Limits can be set at a variety of hierarchies, depending on the [[Risk Type]]: e.g. total, sectoral, regional, by business line, [[Single Obligor

6 KB (943 words) - 14:11, 4 October 2021
Risk Management
...| intuitive decision making]] which typically does not involve rigorous [[Risk Analysis]], does not require additional training and does not employ elabor ...bjective is to reduce risks to an acceptable level (formally termed [[Risk Appetite]]).

6 KB (906 words) - 20:10, 11 March 2024
Credit Portfolio Management
...characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standalone basis but in an aggregate, po == Credit Portfolio Management Approaches ==

7 KB (943 words) - 14:41, 15 November 2021
Limit framework
...assume quantifiable risks) to govern in a quantitative manner the maximum risk [[Exposure]] permitted for an individual, trading desk, business line etc. ...| risk limits]] defined by the framework is consistent with the degree of risk the firm is willing to accept while pursuing its business model

6 KB (837 words) - 13:38, 5 February 2020
Reputation Risk
...[[Risk]] of immediate financial loss and/or future value loss ([[Franchise Risk]]) as a result of changing perceptions towards the firm by its clients and/ == Nature of the risk ==

1 KB (196 words) - 14:24, 4 October 2021
Credit Risk Management
...f [[Credit Risk]], most typically (but not necessarily) in the context a [[Credit Portfolio]]. Credit Risk Management is a superset of [[Credit Portfolio Management]], with the later term being used when intending to pl

7 KB (914 words) - 16:31, 3 June 2020
Five Cs Of Credit Analysis
...Factors]] that are commonly thought to be influential in determining the [[Credit Quality]] of a commercial borrower ([[SME Lending]] of [[Corporate Lending] The key metrics used in evaluating credit capacity are ratios such as [[Debt to Income Ratio]] (DTI) or the [[Debt Se

9 KB (1,373 words) - 14:11, 29 March 2021
Margin of Conservatism
...tion) adjustment to remedy any shortcomings of quantitative estimates of [[Risk Parameters]]. ...k]], namely issues with [[Data Quality]] and potentially [[Intrinsic Model Risk]] associated with the selection of methods and quantitative methods underpi

9 KB (1,337 words) - 00:44, 14 November 2019
Credit Risk Monitoring
...Risk]] to assess the ongoing development of the borrower (obligor) credit risk profile ...[[Data Infrastructure]], to ensure that information regarding their credit risk exposures, borrowers and collateral is relevant and up to date, and that th

6 KB (870 words) - 18:10, 4 June 2020
Risk Capacity
...maximum level of [[Risk]] that a firm can willingly underwrite given its [[Risk Capital]], debt funding sources, and its obligations to stakeholders. ...antifiable) risks such as [[Market Risk]], [[Credit Risk]] and [[Insurance Risk]] which the firm explicitly underwrites as part of its business models.

515 bytes (67 words) - 18:47, 10 August 2021
Risk Profile
...neral term that denotes an aggregate assessment of the level and nature of risk of a given entity. ...levels and types of risk in the portfolio. The profile evolves from the [[Credit Culture]], strategic planning, and the day-to-day activities of making and

2 KB (266 words) - 17:58, 15 February 2019
Sovereign Credit Rating
...with the liabilities of Sovereign entities, thus a measure of [[Sovereign Risk]] There are two major types of sovereign credit ratings

1 KB (191 words) - 12:27, 22 February 2021
Credit Limit
...of [[Risk Limit]]. Hierarchical credit limits figure in an organizations [[Credit Decisioning]] structure == Credit Limit Matrix ==

890 bytes (128 words) - 20:58, 4 September 2020
Best Practices in Credit Portfolio Management
== Best Practices in Credit Portfolio Management == ...oosely on the original publications of IACPM<ref>IACPM, Sound Practices in Credit Portfolio Management, 2005</ref>, the BIS<ref>BIS, Range of Practices and I

12 KB (1,494 words) - 20:11, 11 March 2024
Credit Pricing
...d credit risk. This approach is usually termed [[Risk Based Pricing]] (non-risk based pricing policies have also been used historically) ...that may involve other costs and risk elements (funding costs, pre-payment risk, other operational costs). A profit margin (or discount) will connect the e

6 KB (812 words) - 14:41, 1 September 2020
Credit Portfolio Strategy
...stment strategy, hedging strategies, workout strategies) that help shape [[Credit Portfolio Management]] activities ...onents of any specific strategy reflect how it addresses the life cycle of credit assets:

2 KB (259 words) - 13:59, 15 November 2021
Credit Culture
...credit culture exerts a strong influence on a bank’s lending and credit risk management. Values and behaviors that are rewarded become the standards and == Credit Culture and Risk Appetite ==

975 bytes (134 words) - 18:02, 15 February 2019
How to Build an SME Credit Scorecard
== How to Build an SME Credit Scorecard == ...context. This is a specific instance of the more general [[How to Build a Credit Scorecard]] entry hence the focus is primarily on the unique attributes of

9 KB (1,305 words) - 17:41, 8 September 2020