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BIS Document Topics
* [[:Category:BCBS Risk Management | Risk Management]] * [[:Category:BCBS Liquidity Risk | Liquidity Risk]]

2 KB (198 words) - 16:07, 11 February 2024
ALM Models
...''' is a broad description of models that are used for asset and liability management. * [[Liquidity Risk]]

770 bytes (104 words) - 17:51, 1 December 2022
Risk Limit
...Exposure | risk exposures]] such as [[Credit Risk]], [[Market Risk]] or [[Liquidity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk e ...ost widely used in [[Market Risk]], [[Credit Risk]] and [[Liquidity Risk]] management, where quantitative metrics characterising risk exposures can be establishe

6 KB (943 words) - 14:11, 4 October 2021
Market Risk
In the context of bank risk management, market risk is relevant for positions included in the banks' trading book * [[Liquidity Risk]]: the volatility of the bid-ask spread that reflects the depth of the

4 KB (657 words) - 16:14, 11 March 2024
Risk Taxonomy
...organizational structure and the objectives of the agent engaging in risk management determine the scope and content of the taxonomy. A risk taxonomy enters in [[Risk Management]] activity as a tool to help with a variety of tasks:

8 KB (1,110 words) - 16:01, 16 January 2023
Credit Portfolio Management
...ections of credit assets). The defining characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standal == Credit Portfolio Management Approaches ==

7 KB (943 words) - 14:41, 15 November 2021
Limit framework
...ntities as relevant and generally expressed relative to earnings, capital, liquidity or other relevant measures (e.g. growth, volatility); ...l as exposures to specific products or markets.<ref>CEBS Guidelines on the management of concentration risk under the supervisory review process (GL31), 2010</re

6 KB (837 words) - 13:38, 5 February 2020
Significant Increase in Credit Risk
...erably depending on the nature of the borrower, the product type, internal management methods and external market resources. === Internal (Management) Indicators ===

7 KB (1,085 words) - 11:20, 22 December 2020
Risk Premium
Risk premia can be due to credit, liquidity and a variety of other [[Risk Factor | risk factors]] [[Category:Risk Management]]

378 bytes (55 words) - 00:44, 28 January 2020
ICAAP versus SREP
...ocesses and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks, to which they are or might be exposed, includi

825 bytes (122 words) - 11:58, 27 March 2019
Liquidity Risk
...idity risk has two major sub-categories, Market Liquidity Risk and Funding Liquidity Risk == Market Liquidity Risk ==

1 KB (165 words) - 13:05, 26 May 2017
SREP
...rocesses and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks. ...their business but also to encourage banks to develop and use better risk management techniques in monitoring and managing their risks. For that reason, Pillar

8 KB (1,117 words) - 15:00, 5 February 2020
CAMELS Rating Model
* [[Management Capability | '''M'''anagement Capability]] * [[Liquidity Risk | Adequacy of '''L'''iquidity]]

7 KB (1,016 words) - 19:14, 21 December 2020
IFRS 9 versus IAS 39
...lusion in the regulatory liquidity buffer but which, on the basis of their management during normal times, belong to a hold-to-collect business model may be meas

1 KB (165 words) - 11:59, 27 March 2019
Reference Interest Rate
...k-free rate relevant for a given instrument, e.g., as used by banks in the management of their interest rate risk in the banking book. It is a market rate that i ...not include instrument-specific or entity-specific credit risk spreads or liquidity risk spreads<ref>EBA: 2018 EU-Wide Stress Test - Draft Methodological Note<

2 KB (353 words) - 14:02, 8 October 2019
Non-Performing Loan Valuation
NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institution <td>Speaker: Imre Balogh, Bank Asset Management Company, Slovenia

16 KB (2,148 words) - 11:27, 18 October 2020
Independent Risk Management
...osition with sufficient stature, independence, resources and access to the management board. In the popular [[Three Lines of Defense]] paradigm of [[Risk Management]] the independent risk function is a key component of the bank’s '''secon

3 KB (366 words) - 23:04, 25 November 2020
Chief Risk Officer
The '''Chief Risk Officer''' is a senior management position, typically found in regulated large financial institutions such as ...For regulated banks this function must be sufficiently [[Independent Risk Management | independent]] from the rest of the firm.

2 KB (277 words) - 14:53, 4 October 2021
Risk Management Jobs
...ich means that there are many areas where the boundaries of what is a risk management role (versus other business roles) are quite diffuse. This is particularly ...hat certain activities must be further separated (e.g., [[Independent Risk Management]] and the [[Three Lines of Defense]] model). We do not follow this pattern

6 KB (815 words) - 18:57, 20 November 2020
Equity Correlation Matrix
...f the likelihood of [[Joint Default]] in the context of [[Credit Portfolio Management]], which in turn are used for [[Concentration Risk]] measurement ...ure of the market''(s) where the instruments are traded (trading platform, liquidity etc.)

11 KB (1,744 words) - 12:13, 10 June 2021