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Risk Data Aggregation
...Reporting]] requirements<ref>BCBS 239, Principles for effective risk data aggregation and risk reporting, 2013</ref> ...uate its performance against [[Risk Appetite]]. It presupposes that [[Risk Data Integration]], that is available at the technical level

881 bytes (118 words) - 13:42, 20 October 2019

Page text matches

Credit Risk Concentration
== Data Requirements == ...concentration requires detailed information about [[Exposure]] (loan level data, accurate sector assignement etc.)

2 KB (273 words) - 11:29, 5 February 2020
Large Exposures Framework
* The main data challenge concerns the accurate aggregation of exposures to distinct counterparties across a potentially large banking

4 KB (660 words) - 14:25, 27 May 2019
Herfindahl-Hirschman Index
Assuming the exposure data are given, it is easy to calculate the HHI by first forming the fractional * Relatively moderate data requirements (but see qualification below)

6 KB (900 words) - 13:45, 16 April 2020
Monte Carlo Simulation of Credit Portfolios
...categories of models (which generally overlap) and very many variations in data inputs, model specification and model calibration: ...he losses for each obligor, given the default / migration variable and the aggregation of all exposures to that obligor

4 KB (586 words) - 20:49, 21 November 2022
Exposure
...e relevant metric. The concept of [[Related Counterparties]] thus leads to aggregation rules to obtain the [[Single Obligor Exposure]]. * Data collection / [[Data Quality]]

4 KB (535 words) - 17:54, 10 August 2021
Concentration Ratio
Assuming the exposure data are given, calculation is easy. * The relatively moderate data requirements, i.e. only the exposure size per borrower (but see qualificati

5 KB (815 words) - 09:44, 24 June 2019
Credit Risk Hierarchy
...is performed as scheduled. The following is the hierarchy of all possible aggregation levels of credit risk, starting with the most elementary level and ending u * While some layers of aggregation are fairly natural (e.g. all exposure to one legal entity) others may admit

6 KB (775 words) - 14:54, 24 February 2020
NACE Classification
== Aggregation Levels == [[Category:Reference Data]]

4 KB (524 words) - 12:39, 18 August 2022
Loan Tape
...ct | lending product]] data from a financial firm's systems. (Also: ''Loan Data Tape'', ''Loan Exposures Tape'', ''Servicing Tape'', "Loan-by-Loan File"). ...ates in [https://en.wikipedia.org/wiki/Magnetic_tape_data_storage magnetic data tapes] used in earlier generations of computer storage. A loan tape can be

4 KB (526 words) - 12:09, 10 June 2021
Risk Taxonomy
* The ''root node'' of the taxonomy denotes the aggregation of all types of relevant (in-scope) [[Risk | risks]] to the organization * Enable more effective [[Risk Aggregation]]

8 KB (1,110 words) - 16:01, 16 January 2023
Risk Data Standards
...ards constitute a form of assurance that the set of information supporting data-based [[Risk Analysis]] is fit-for-purpose. ...broader than that of [[Data Quality Standards]]. It is part of both the [[Data Governance]] and [[Risk Management]] function of an organization.

10 KB (1,432 words) - 17:18, 5 December 2023
Data Quality
...''' (also ''Data Integrity'') refers to the condition of information sets (data) that are to be used as inputs for qualitative or quantitative risk assessm Regulated institutions are required to have in place a formal [[Data Quality Management Framework]]<ref>ECB guide to internal models - Credit Ri

2 KB (224 words) - 23:01, 27 September 2021
Risk Silo
...its simplest form, the risk silo phenomemon may hinder efforts for [[Risk Aggregation]], that is collecting and compiling a complete overview of exposure to cert * [[Risk Data Aggregation]]

3 KB (444 words) - 20:10, 11 March 2024
Data Infrastructure
...rmation flows ([[Data Generation Process]], [[Data Sourcing]], [[Risk Data Aggregation]]) within the organization that are relevant for risk management activities The (usually off-the-shelf) software and hardware components comprising the Data Infrastructure are

1 KB (130 words) - 15:46, 3 June 2020
Risk Data Aggregation
...Reporting]] requirements<ref>BCBS 239, Principles for effective risk data aggregation and risk reporting, 2013</ref> ...uate its performance against [[Risk Appetite]]. It presupposes that [[Risk Data Integration]], that is available at the technical level

881 bytes (118 words) - 13:42, 20 October 2019
Economic Scenario Generator
...ype of model / methodology used (e.g. the degree of reliance on historical data or the integration of economic concepts) ...rent sources of risk to the firm.<ref>BCBS, Developments in Modelling Risk Aggregation</ref>

5 KB (698 words) - 17:17, 30 October 2019
IT Data Integrity Risk
'''IT Data Integrity Risk''' is the risk that data stored and processed by IT systems are incomplete, inaccurate or inconsiste ...controlling data extractions, transfers and processing, including rendered data outputs), impairing the ability of an institution to provide services and p

5 KB (777 words) - 19:01, 4 March 2020
Digital Wealth Management
...forms (including robo-advisors), that use algorithms based on consumers’ data and risk preferences to provide digital services, including investment and * banking and account aggregation, and

567 bytes (66 words) - 12:55, 16 September 2021
Risk Aggregation
'''Risk Aggregation''' denotes a stage of the [[Risk Measurement]] process where different risk ...named ''Inter-Risk Aggregation''.<ref>BCBS, Developments in Modelling Risk Aggregation, 2010</ref>

1 KB (164 words) - 19:25, 5 October 2019
Credit Portfolio Model
=== Aggregation Level === [[Credit Risk]] can be defined and analysed at vastly different levels of aggregation (See [[Credit Risk Hierarchy]] for an overview. Credit portfolio models ca

3 KB (429 words) - 14:55, 23 June 2020