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Name Concentration Measurement
For any quantification of risks, it is convenient to have quantitative benchmarks, for example to ...simply defined at portfolio level, providing synthetic measures of credit risk name concentration.

2 KB (232 words) - 12:17, 19 May 2017
Default Definition
...it is the basis for estimation of risk parameters and therefore influences risk weights and expected loss calculation for both defaulted and non-defaulted ...e exposure to the client is recorded on the balance sheet, the appropriate risk weight will apply to this exposure.

8 KB (1,109 words) - 16:07, 22 February 2021
Risk Analysis
...st pillars of a formal [[Risk Management Framework]] (thus not including [[Risk Mitigation]]). ...nd evaluating the cost for such controls. Frequently it involves also the quantification of threats to an organization and the probability of them being realized.

2 KB (207 words) - 15:09, 11 March 2024
Risk Measurement
...en isolated in the [[Risk Identification]] process that logically precedes Risk Measurement. ...ent becomes substantially delegated to the application of a [[Quantitative Risk Model]]

1 KB (169 words) - 14:04, 11 March 2024
Sector Concentration Measurement
For any quantification of risks, it is convenient to have quantitative benchmarks, for example to ...simply defined at portfolio level, providing synthetic measures of credit risk sector concentration.

2 KB (247 words) - 23:43, 27 January 2020
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
Risk Management
...| intuitive decision making]] which typically does not involve rigorous [[Risk Analysis]], does not require additional training and does not employ elabor ...the objective is to reduce risks to an acceptable level (formally termed [[Risk Appetite]]).

6 KB (906 words) - 20:10, 11 March 2024
Geographic Concentration Measurement
...in question is a single country we have a more specific form of [[Country Risk Concentration]] Measurement. For any quantification of risks, it is convenient to have quantitative benchmarks, for example to

3 KB (374 words) - 18:46, 16 November 2019
Credit Risk
'''Credit Risk''' denotes a broad category of [[Loss | adverse financial outcomes]] arisin Credit risk is a broad phenomenon as it applies to almost every conceivable economic ac

3 KB (422 words) - 16:32, 11 November 2021
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 ** engages in the [[Credit Risk Transfer | distribution of credit risk]] to other investors via [[Securitization]], outright sales or credit deriv

7 KB (943 words) - 14:41, 15 November 2021
Exposure At Default
...ion of the [[Basel II]] framework where it plays the role of one the key [[Risk Parameters]] used to determine capital requirements For credit products with uncertain exposure amounts the risk drivers are typically one of the two following:

1 KB (173 words) - 19:57, 24 October 2018
Credit Scoring Models
...ypically produces a credit score and/or a probabilistic estimate of credit risk on the basis of selected characteristics of a borrower.''' ...he Open Risk Manual are related [[:Category:Credit_Risk_Modelling | credit risk modelling]] categories of:

11 KB (1,491 words) - 15:41, 7 March 2023
Risk Modelling
...isks using mathematical [[Risk Model | Risk Models]]. Closely related to ''Risk Measurement'' [[Category:Risk Model Ontology]]

216 bytes (26 words) - 00:43, 28 January 2020
Risk Factor
...related with risk. Their identification is an essential aspect of formal [[Risk Management]] ...vity. While this activity is typically internal to an organization / firm, risk factors may have to be disclosed in the context of commercial operations of

4 KB (494 words) - 16:55, 11 November 2021
Open Source Risk Management Software
== List of Open Source Risk Management Software == ...roughly speaking the domain of practice commonly denoted as [[Quantitative Risk Management]].

4 KB (551 words) - 13:27, 28 June 2020
Quantitative Risk Management
...(the application of [[Risk Model | risk models]] for the quantification of risk. ...The tools used in QRM are denoted [[Quantitative Risk Model | Quantitative Risk Models]].

931 bytes (120 words) - 14:28, 19 November 2019
Five Cs Of Credit Analysis
...Of Credit Analysis''' is an informal mnemonic of a set of [[Risk Factor | Risk Factors]] that are commonly thought to be influential in determining the [[ ...that all else being equal a higher repayment capacity implies less credit risk.

9 KB (1,373 words) - 14:11, 29 March 2021
Margin of Conservatism
...tion) adjustment to remedy any shortcomings of quantitative estimates of [[Risk Parameters]]. ...k]], namely issues with [[Data Quality]] and potentially [[Intrinsic Model Risk]] associated with the selection of methods and quantitative methods underpi

9 KB (1,337 words) - 00:44, 14 November 2019
Risk Diversification
...in the same way). In a broad sense it is the opposite of [[Concentration Risk]]. ...likelihood of a given risk materializing given the realization of another risk.

5 KB (678 words) - 16:31, 25 September 2021