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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

Over-Fitting
For statistical models a good strategy is to monitor the [[Akaike Information Criterion]] [[Category:Intrinsic Model Risk]]

572 bytes (77 words) - 21:02, 11 September 2020
Risk-Neutral Pricing Models
...e value derives from a primary traded asset). The models determine hedging strategy and upfront PnL recognition. ...of market risk and future credit exposure in assessing counterparty credit risk.

464 bytes (62 words) - 13:58, 19 November 2019
Forbearance
...denote a situation where a [[Loan | lending contract]] or other bilateral credit relationship has become problematic (in the sense of unexpectedly deviating Forbearance is a common strategy for [[Credit Risk Management]] of banking products. It is a distinct feature of bank based le

6 KB (840 words) - 18:21, 2 March 2023
Portfolio Management
* the nature of the portfolio and its constintuent instrumetns (e.g. credit portfolios, securities, derivatives etc.) ...ntities. This domain is characterised by the direct underwriting of credit risk, ongoing bilateral relationships

3 KB (437 words) - 13:56, 29 May 2022
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
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
Qualifying Criteria For Hedge Accounting
...the hedging relationship and the entity’s risk management objective and strategy for undertaking the hedge. ** The effect of credit risk does not dominate the value changes that result from that economic relation

1 KB (169 words) - 18:50, 28 January 2020
IFRS 9 Model Validation
...st be in place to appropriately validate models used to measure [[Expected Credit Loss]] (ECL) under the [[IFRS 9]] standard. ...FRS 9 these papers establish the necessary steps to ensure that the credit risk assessment and measurement models are able to generate accurate, consistent

6 KB (893 words) - 12:53, 16 September 2021
NPL Strategy
An '''NPL strategy''' encapsulates the overall objectives and approach for any entity managing ...zed distressed asset investors) or not (e.g. typical banks), the nature of credit assets (retail versus wholesale) etc.

4 KB (481 words) - 12:40, 23 January 2021
NPL Risk Factors
...recover the [[Contractual Cash Flows | scheduled cash flows]] of a loan or credit product ...dit Risk]] of ''performing exposures'', whereas other might be specific to credit obligations that are already non-performing

4 KB (608 words) - 16:57, 1 September 2020
NPL Life Cycle
...rrower segmentation, which ultimately determines the most suitable workout strategy for the borrower. ...financial position of the borrower before establishing a suitable workout strategy. In addition, the bank should seek options to improve its position (for ins

3 KB (414 words) - 18:17, 2 March 2023
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
Non-Performing Loan Valuation
NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institutions as a byproduct of their core lending businesses. Cur ...ts that are formalized into ''subjective'' projections of how NPL specific risk factors will materialize and therefore affect the realisation of contractua

16 KB (2,148 words) - 11:27, 18 October 2020
Gone Concern Valuation
The approach involves estimating the underlying risk factors (uncertainties) and / or structural elements ...ction eligible under CRR, where the provider of the protection is rated at Credit Quality Step 3 or above should be acceptable.

4 KB (676 words) - 18:40, 24 January 2021
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
Capital Management
...s where maintaining [[Capital adequacy]] via the procurement of adequate [[Risk Capital]] is usually a key condition for being able to operate * the firm's assets (in particular their risk profile)

1 KB (151 words) - 18:46, 28 July 2018
Risk Management Jobs
...k is formally underwritten (Banking, Insurance) which singles out specific risk types as part of the "business-as-usual" and distinct from other potential ...role, external) is not relevant and is not indicated. E.g., there is no ''Risk Consultant''.

6 KB (815 words) - 18:57, 20 November 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
SME Credit Risk Literature
== Literature List of SME Credit Risk == ...terature, with a focus on methodologies for the quantification of [[Credit Risk]] at the various stages of [[SME Lending]].

8 KB (1,007 words) - 13:00, 7 September 2020