Search results

Create the page "Minimum Requirements" on this wiki! See also the search results found.

Large Exposures Framework
..., i.e., no form of concentration risk is considered in calculating capital requirements. This is explained in more detail in the [[Basel_II_Advanced_IRB_Capital_Mo To serve as a backstop to risk-based capital requirements, the large exposures framework is designed so that the maximum possible los

4 KB (660 words) - 14:25, 27 May 2019
Model Risk
* Regulatory view of model risk and minimum capital requirements.

7 KB (1,077 words) - 19:50, 11 March 2024
Credit Score
...may feed into calculations of regulatory capital which determines minimum requirements for a bank's own funds (equity capital)

5 KB (780 words) - 15:23, 6 November 2021
Trading Book
== Capital Requirements for Market Risk == ...books are subject to minimum capital requirements for [[Market Risk]]<ref>Minimum capital

2 KB (293 words) - 21:31, 1 November 2021
ICAAP
...k Capital]] to support its risks beyond the minimum [[Regulatory Capital]] requirements stipulated under [[Pillar I]].<ref>Basel Committee on Banking Supervision,

3 KB (369 words) - 12:39, 25 September 2020
Risk Culture
...difference towards the "spirit of the law". This can range from a "minimum requirements" compliance attitude, to "hyper-compliance", where every requirement is met ...cting on their views may lead to penalties or be simply ignored. A minimum requirements culture is then seen as a safe haven

6 KB (952 words) - 21:42, 31 March 2021
Gap Risk
...mall change in the price of the underlying instrument.<ref>Minimum capital requirements for market risk, BCBS D352</ref>

491 bytes (73 words) - 18:36, 28 January 2020
Correlation Risk
...the value of an instrument with multiple underlyings. <ref>Minimum capital requirements for market risk, BCBS D352</ref>

702 bytes (95 words) - 11:45, 3 June 2017
Behavioural Risk
...l risk if the right to call lies with a retail client <ref>Minimum capital requirements for market risk, BCBS D352</ref>

868 bytes (127 words) - 13:56, 1 December 2022
Smile Risk
...same underlying and maturity, but different moneyness<ref>Minimum capital requirements for market risk, BCBS D352</ref>

434 bytes (59 words) - 18:38, 28 January 2020
Solvency Stress Test
...ons, solvency is with reference to the firm's regulatory minimum own funds requirements. <ref>EBA/CP/2016/28</ref> ...performed by means of projecting the institution’s capital resources and requirements, highlighting the institution’s vulnerabilities and assessing its capacit

672 bytes (89 words) - 18:43, 28 January 2020
Liquidity Stress Test
...quidity position of an institution, including on its minimum or additional requirements<ref>EBA/CP/2016/28</ref>

394 bytes (50 words) - 18:44, 28 January 2020
SREP
...should have the ability to require banks to hold capital in excess of the minimum. ...k to intervene at an early stage to prevent capital from falling below the minimum levels required to support the risk characteristics of a particular bank an

8 KB (1,117 words) - 15:00, 5 February 2020
Credit Scorecard Business Requirements
'''Credit Scorecard Business Requirements''' is the set of objectives and constraints set by an organization in the c Indicatively such requirements may specify:

2 KB (310 words) - 21:01, 11 September 2020
Cure Rate
...riod applied to determine cure rates should be 12 months (aligned with the minimum cure period defined in<ref>EBA: Implementing Technical Standards (ITS) on s In applying these requirements, the following should be taken into account:

7 KB (1,026 words) - 12:28, 9 June 2021
EBA 2018 Credit Risk Stress Test
...of REA (risk-weighted exposure amounts), banks should adhere to regulatory requirements based on stressed regulatory risk parameters === Reporting Requirements ===

12 KB (1,891 words) - 18:43, 4 May 2018
Downturn LGD
== Regulatory Requirements == The calculation of downturn LGD is subject to specific requirements<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref>

6 KB (861 words) - 18:45, 7 November 2019
Data Maintenance Requirements
...orting, '''Data Maintenance Requirements''' refers to the legally required minimum standards around IT systems and process to ensure compliance == ECB TRIM Requirements for the management of IRB data ==

1 KB (175 words) - 22:44, 18 November 2018
Realised LGD
...ere such estimates are used among others for the determination of own fund requirements<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> . == ECB TRIM Requirements ==

15 KB (2,397 words) - 10:24, 14 May 2021
How to Build an SME Credit Scorecard
[[Statistical Models]] have minimum requirements on data availability and [[Data Quality]]. In the absence of available data ...ents of all regulatory bodies involved. This may place constraints on data requirements, model explainability etc.

9 KB (1,305 words) - 17:41, 8 September 2020