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• Roll Rates
  * The underlying assumption of Roll Rate Analysis is that future accounts will continue to ...[[Risk Metric]]. It must be complemented with further tools e.g. [[Static Pool Analysis | vintage analysis]] to reveal other dimensions of the evolution o
  4 KB (658 words) - 12:17, 7 September 2020
• EBA 2018 Credit Risk Stress Test
  ...sted to project impairments based on the risk parameters of the underlying pool. For the estimation of REA, a fixed risk weight increase will be applied to
  12 KB (1,891 words) - 18:43, 4 May 2018
• Risk Diversification
  ...s comprising the ''pool'' of risks will typically have multiple causes and underlying reasons (will have some measure of independence). Therefore the outcomes /
  5 KB (678 words) - 16:31, 25 September 2021
• Credit Servicing
  ...ents for high quality transactions is that the underlying exposures in the pool need to be serviced according to similar servicing procedures
  1 KB (223 words) - 18:15, 2 March 2023
• Credit Rating Scale
  ...rthiness]]. The assessment may be absolute or relative in nature (among a pool of borrowers). A grade or pool is the subset of obligors or facilities to which the same PD is applied for
  6 KB (932 words) - 16:06, 22 February 2021
• Credit Rating Philosophy
  Although the time horizon used in PD estimation is one year the rating/grade/pool assignment process should also adequately anticipate and * all relevant information should be included in the rating/grade/pool assignment process, giving an appropriate balance between drivers that are
  5 KB (700 words) - 10:27, 22 February 2021
• Long-run Loss Given Default
  ...facilities of the same obligor are assigned to the same facility grade or pool, two options are seen as compliant for calculating the average. * Provide evidence that the assumptions underlying the specification of the formula being used for the LGD estimation hold tru
  9 KB (1,396 words) - 18:07, 7 November 2019
• ESMA Residential Real Estate.Exposures.Pool Addition Date
  == Definition of ESMA Residential Real Estate.Exposures.Pool Addition Date == <b>ESMA Residential Real Estate.Exposures.Pool Addition Date</b>
  2 KB (255 words) - 20:14, 12 February 2019
• ESMA Residential Real Estate.Exposures.Date Of Repurchase
  Date on which the underlying exposure was repurchased from the pool. | ND2|| Data collected on underlying exposure application but not loaded into the originator’s reporting syste
  1 KB (207 words) - 20:14, 12 February 2019
• ESMA Residential Real Estate.Exposures.Pari Passu Underlying Exposures
  == Definition of ESMA Residential Real Estate.Exposures.Pari Passu Underlying Exposures == <b>ESMA Residential Real Estate.Exposures.Pari Passu Underlying Exposures</b>
  2 KB (243 words) - 20:15, 12 February 2019
• ESMA Residential Real Estate.Exposures.Deposit Amount
  ...mount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure.
  3 KB (433 words) - 20:15, 12 February 2019
• ESMA Commercial Real Estate.Exposures.Pool Addition Date
  == Definition of ESMA Commercial Real Estate.Exposures.Pool Addition Date == <b>ESMA Commercial Real Estate.Exposures.Pool Addition Date</b>
  2 KB (255 words) - 20:16, 12 February 2019
• ESMA Commercial Real Estate.Exposures.Date Of Repurchase
  Date on which the underlying exposure was repurchased from the pool. | ND2|| Data collected on underlying exposure application but not loaded into the originator’s reporting syste
  1 KB (207 words) - 20:16, 12 February 2019
• ESMA Corporate.Exposures.Pool Addition Date
  == Definition of ESMA Corporate.Exposures.Pool Addition Date == <b>ESMA Corporate.Exposures.Pool Addition Date</b>
  2 KB (247 words) - 20:21, 12 February 2019
• ESMA Corporate.Exposures.Date Of Repurchase
  Date on which the underlying exposure was repurchased from the pool. | ND2|| Data collected on underlying exposure application but not loaded into the originator’s reporting syste
  1 KB (199 words) - 20:21, 12 February 2019
• ESMA Corporate.Exposures.Deposit Amount
  ...mount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure.
  3 KB (425 words) - 20:23, 12 February 2019
• ESMA Automobile.Exposures.Pool Addition Date
  == Definition of ESMA Automobile.Exposures.Pool Addition Date == <b>ESMA Automobile.Exposures.Pool Addition Date</b>
  2 KB (247 words) - 20:24, 12 February 2019
• ESMA Automobile.Exposures.Date Of Repurchase
  Date on which the underlying exposure was repurchased from the pool. | ND2|| Data collected on underlying exposure application but not loaded into the originator’s reporting syste
  1 KB (199 words) - 20:24, 12 February 2019
• ESMA Automobile.Exposures.Deposit Amount
  ...mount at the obligor-level (i.e. not underlying exposure-level) within the pool. Use the same currency denomination as that used for this underlying exposure.
  3 KB (425 words) - 20:25, 12 February 2019
• ESMA Consumer.Exposures.Pool Addition Date
  == Definition of ESMA Consumer.Exposures.Pool Addition Date == <b>ESMA Consumer.Exposures.Pool Addition Date</b>
  2 KB (247 words) - 20:26, 12 February 2019

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