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Credit Risk Concentration
Regulatory frameworks generally recognize the following specific [[Concentration Risk ...resented by the largest exposure. For example, if a bank has 5 outstanding loans, with four of equal value and the fifth having twice the value, then the co

2 KB (273 words) - 11:29, 5 February 2020
Credit Score
* Credit scores may feed into calculations of regulatory capital which determines minimum requirements for a bank's own funds (equit ...alyst input is not cost-efficient at a granular level, which is typical of loans to individuals or [[SME Lending]]. Ratings are used for other (higher) risk

5 KB (780 words) - 15:23, 6 November 2021
Default Definition
* The term is particularly relevant for financial intermediaries in the regulatory context of [[Basel II]]/[[Basel III]] and the accounting context of [[IFRS == Regulatory Definitions ==

8 KB (1,109 words) - 16:07, 22 February 2021
Credit Portfolio
* Loans and related [[Lending products | product]] portfolios originated by lending ...integration of total credit exposure to counterparties (which may involve loans, bonds and derivative exposure).

2 KB (317 words) - 13:57, 17 November 2019
Trading Book
...he applicable capital requirements, opening up possibilities for potential Regulatory Arbitrage, that is, using the classification that would require the least c

2 KB (293 words) - 21:31, 1 November 2021
ASRF model
The exposure for corporate loans is calculated as follows<ref>[http://www.bis.org/publ/bcbs118.htm Basel II: regulatory framework for more resilient banks and banking systems </ref>

5 KB (696 words) - 12:30, 26 March 2021
Risk Capital
When a firm choose to fund itself also with debt liabilities (loans, bonds etc.) the amount of risk capital has a direct impact on the [[Credit ...d discretionary amounts of risk capital but are obliged to follow specific regulatory frameworks (as those are applied in various jurisdictions).

1 KB (213 words) - 12:53, 5 February 2020
External Fraud
...sons external to the firm. External Fraud is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards). ** Credit Product Fraud (loans, letters of credit, guarantees)

3 KB (372 words) - 15:27, 8 February 2020
Fintech Risk Events
| [[Payday Loans]] | [[Payday Loans]]

9 KB (1,186 words) - 12:35, 11 March 2024
Credit Scoring Models
* are used in different workflows ([[Regulatory Capital]] under [[Basel III]], [[IFRS 9]] reporting, [[Economic Capital]] e ...n <ref>K Roszbach "Bank lending policy, credit scoring and the survival of loans", (1998) </ref>|| No || Yes || Regr. || Yes (GLM) || Yes || Yes || Yes || Y

11 KB (1,491 words) - 15:41, 7 March 2023
Significant Increase in Credit Risk
...ted to be capable of absorbing expected credit losses (for example, on the loans underlying the security). * An actual or expected significant adverse change in the regulatory, economic, or technological environment of the borrower that results in a s

7 KB (1,085 words) - 11:20, 22 December 2020
Non-Performing Exposure
'''Non-Performing Exposure''' is a term used by regulatory authorities to denote lending contracts or other counterparty exposures tha ...ed for ''accounting purpose''s, or as ''defaulted'' in accordance with the regulatory framework.

3 KB (365 words) - 12:30, 16 September 2021
Credit Risk Management
* Analysis of loans originated by other lenders ...gregate risk monitoring, including in relation to ICAAP and any applicable regulatory metrics, e.g. large exposures rules;

7 KB (914 words) - 16:31, 3 June 2020
NPL Glossary
...ies</ref> and the ECB Guidance<ref>ECB Guidance to banks on non-performing loans, March 2017</ref>. The links are to more detailed articles that offer in-de ...atory''' Perspective: The status and visibility of the problem loan versus regulatory disclosures

6 KB (800 words) - 11:19, 28 September 2021
Non-Performing Loan
...ing Loan''' (NPL) is a broad term used by financial institutions, denoting loans (or other similar credit) that are problematic in the sense that there is d ...ycle]], description of the various stages that characterize non-performing loans

1 KB (155 words) - 17:51, 3 June 2022
Collateral Valuation
== Regulatory Requirements == ** Frequency of collateral revaluation (incl. indicator of number of loans overdue for appraisal)

2 KB (323 words) - 18:40, 24 January 2021
Impaired versus Non-Performing Loans
== Impaired versus Non-Performing Loans == ...etc. etc. Some of those terms have very specific legal, accounting and/or regulatory meaning in the applicable jurisdiction. Others are informally used by the p

4 KB (578 words) - 14:12, 29 March 2021
Cure Rate
...ructuring, present no arrears.<ref>ECB Guidance to banks on non-performing loans, March 2017</ref> ...t facilities cured naturally.<ref>ECB: Guidance to banks on non-performing loans, March 2017</ref>

7 KB (1,026 words) - 12:28, 9 June 2021
IRB Asset Classes
| Central banks and central governments || Assets – Loans and receivables – Central banks and general governments | Institutions ||Assets – Loans and receivables – Credit institutions and other financial corporations

4 KB (455 words) - 17:14, 4 November 2019
NPL Risk Factors
...ble to banks is implicit here<ref>ECB: Guidance to banks on non-performing loans, March 2017</ref> === The Regulatory, legal and judicial framework ===

4 KB (608 words) - 16:57, 1 September 2020