Search results

Create the page "External Ratings" on this wiki! See also the search results found.

Credit Bureau Scoring
Where an institution uses external credit bureau scores or external ratings as input variables in the rating process, and in particular when externally * The external scores or ratings and/or data are regularly updated or refreshed, especially where credit bur

4 KB (644 words) - 13:33, 19 November 2018
Default Definition
* treatment of the definition of default in external data. * '''Application of the definition of default in external data'''

8 KB (1,109 words) - 16:07, 22 February 2021
Basel II Advanced IRB Capital Model
...n abbreviation of '''''advanced [[Internal_Ratings-Based_Approach|internal ratings-based approach]]''''' and it refers to a set of credit risk measurement tec In current practice many financial firms practice internal and external (regulatory prescribed) [[Stress Testing]] programs. These exercises are es

7 KB (1,023 words) - 12:30, 26 March 2021
Model Outputs
...lies in the manner in which they are subsequently used in internal and/or external processes. * Discrete Numerical values or Categorical variables (ratings)

1 KB (153 words) - 11:34, 20 November 2019
Fintech Risk Events
| Credit Ratings * [[External Fraud]] - theft of information, hacking damage, third-party theft and forge

9 KB (1,186 words) - 12:35, 11 March 2024
Low Credit Risk
* Determination of the low credit risk may be based on internal credit risk ratings or other methodologies that are consistent with a globally understood defin * External ratings of ‘investment grade’ may be considered as having low credit risk

2 KB (332 words) - 22:56, 27 August 2017
Credit Risk Management
...controls in place to ensure adherence with internal policies and relevant external requirements. ...-based approach, and the integrity and reliability of the rating scale and ratings assignment process used by the institution, for the institutions using the

7 KB (914 words) - 16:31, 3 June 2020
IFRS 9
* Disclosing such assessments to external stakeholders ...s currently using the [[Advanced IRB Credit Risk Model | advanced internal ratings-based approach]] (IRB) to establish their capital requirements can adjust t

8 KB (1,123 words) - 13:25, 25 October 2019
Credit Rating
...y impose regulatory requirements around the production and usage of credit ratings (See below). Credit ratings, [[Credit Rating Scale | scales]], along with other quantitative and qualit

5 KB (638 words) - 16:05, 22 February 2021
Scenario Analysis
...ted banks must use scenario analysis of expert opinion in conjunction with external data to evaluate exposures to high-severity events.<ref>Basel II Standard</ [[Category:Credit Ratings]]

3 KB (372 words) - 16:16, 11 May 2023
Current Expected Credit Loss
* Disclosing such assessments to external stakeholders ...s currently using the [[Advanced IRB Credit Risk Model | advanced internal ratings-based approach]] (IRB) to establish their capital requirements can adjust t

4 KB (582 words) - 11:15, 15 November 2018
Default Rate
...r characteristics and isolate with higher precision e.g. the effect of the external economic environment. The run rate methods is used when the default rate le ratings’), even if these obligors were assigned to a rating grade or pool in a co

11 KB (1,612 words) - 14:40, 6 September 2020
Margin of Conservatism
...rvatism''' (MoC) is a term used primarily in the context of the [[Internal Ratings-Based Approach]] option of the [[Basel III]] accord for the calculation of ...imited representativeness of the historical observations due to the use of external data;

9 KB (1,337 words) - 00:44, 14 November 2019
Investment Grade
...''reliable'' company. The term is used primarily in the context of public ratings of [[Corporate Bond | corporate]] or [[Sovereign Bond | sovereign bonds]] p ...is important because a variety of investors may have in place internal or external guidance and/or limits that restrict the amount (if any) of non-investment

2 KB (279 words) - 11:46, 22 February 2021
EBA NPL Loan Table
...the point of time when the counterparty became a customer. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies. ...cy the external credit rating at origination was obtained. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

21 KB (3,181 words) - 14:58, 1 October 2018
EBA NPL.Counterparty.External Credit Rating at Origination
== Definition of Counterparty / External Credit Rating at Origination== Counterparty.External Credit Rating at Origination: External credit rating issued to the Corporate Counterparty applicable at the point

1 KB (208 words) - 19:53, 8 February 2021
EBA NPL.Counterparty.Source of External Credit Rating at Origination
== Definition of Counterparty / Source of External Credit Rating at Origination== ...Source of External Credit Rating at Origination: From which agency the external credit rating at the point in time when the Counterparty became a customer

1 KB (185 words) - 19:51, 8 February 2021
EBA NPL.Counterparty.Current External Credit Rating
== Definition of Counterparty / Current External Credit Rating== Counterparty.Current External Credit Rating: External credit rating issued to the Corporate Counterparty at NPL Portfolio Cut-Off

1 KB (169 words) - 19:50, 8 February 2021
EBA NPL.Counterparty.Source of Current External Credit Rating
== Definition of Counterparty / Source of Current External Credit Rating== ...ty.Source of Current External Credit Rating: Agency which provided the external credit rating at cut-off date

1 KB (172 words) - 19:44, 8 February 2021
EBA NPL.Loan.External Credit Rating at Origination
== Definition of Loan / External Credit Rating at Origination== ...the point of time when the counterparty became a customer. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

1 KB (215 words) - 19:57, 8 February 2021