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BIS Document Topics
* [[:Category:BCBS Risk Management | Risk Management]] * [[:Category:BCBS Interest Rate Risk | Interest Rate 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. * [[Interest Rate Risk]]

770 bytes (104 words) - 17:51, 1 December 2022
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
Market Risk
'''Market Risk''' is a broad risk category that applies to financial or real assets that are actively traded In the context of bank risk management, market risk is relevant for positions included in the banks' trading book as well as in

4 KB (657 words) - 16:14, 11 March 2024
Risk Taxonomy
...xonomy''' is the (typically hierarchical) categorization of [[Risk Type | risk types]]. A common approach is to adopt a tree structure, whereby risks high ...uistics and metadata | classification scheme]], a formal list of concepts (Risk Types), denoted by controlled words (labels), generally arranged in tree fo

8 KB (1,110 words) - 16:01, 16 January 2023
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
Significant Increase in Credit Risk
...cial Instruments</ref>, is a significant change in the estimated [[Default Risk]] (over the remaining [[Expected Life |expected life]] of the financial ins == Determination of Significant Increase in Credit Risk ==

7 KB (1,085 words) - 11:20, 22 December 2020
Risk Premium
...k characteristics versus another asset that is considered free of the said risk. ...mia can be due to credit, liquidity and a variety of other [[Risk Factor | risk factors]]

378 bytes (55 words) - 00:44, 28 January 2020
Liquidity 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
== Composite Risk Rating == === Risk Factors ===

7 KB (1,016 words) - 19:14, 21 December 2020
Reference Interest Rate
...nstrument, e.g., as used by banks in the management of their interest rate risk in the banking book. It is a market rate that is a rate of interest paid by ...de instrument-specific or entity-specific credit risk spreads or liquidity risk spreads<ref>EBA: 2018 EU-Wide Stress Test - Draft Methodological Note</ref>

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 institutions as ...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
Independent Risk Management
...osition with sufficient stature, independence, resources and access to the management board. ...s '''second line of defence'''. The function is responsible for overseeing risk-taking activities across the enterprise and should have authority within th

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
...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
Equity Correlation Matrix
...[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
Weak Bank
...rategic business direction, risk management capabilities and/or quality of management.<ref>BCBS, Supervisory Guidance on Dealing with Weak Banks, March 2002</ref

466 bytes (62 words) - 15:21, 2 April 2019
SME Credit Score Factor
...it Data]]). Therefore a grouping of data inputs that can be used as credit risk factors into conceptual categories is useful as an organizing principle. ...tative versus Qualitative Risk Factors]] is a major dichotomy. Qualitative risk factors will typically be captured in text, have an element of subjectivity

10 KB (1,333 words) - 21:00, 31 March 2021