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Option Premium Variability
'''Option Premium Variability'''.

607 bytes (83 words) - 11:15, 8 October 2019
Property:Field Variability
The temporal variability of a field

35 bytes (6 words) - 09:03, 13 July 2021

Page text matches

Counterparty Exposure Models
* One of the key problems with exposure models is that market variability is not conditioned on a counterparty default. This is particularly relevant

975 bytes (128 words) - 17:00, 1 September 2020
Roll Rates
...factors]] affecting a given portfolio may introduce significant dynamics (variability) in the roll rates. Various forms of [[Stress Testing]] and the use of [[Co

4 KB (658 words) - 12:17, 7 September 2020
Solely Payments of Principal and Interest
* Contracts involving leverage increases the variability of the contractual cash flows with the result that they do not have the eco ...cash flow characteristic of some financial assets. Leverage increases the variability of the contractual cash flows with the result that they do not have the eco

4 KB (624 words) - 14:48, 6 April 2019
Targeted Review of Internal Models
Reduction of unwarranted variability in RWA as it relates to internal model outcomes, taking into account ...situations where significant modelling issues contributing to unwarranted variability have been identified.

1 KB (168 words) - 11:42, 16 April 2020
Default Rate
...s of zero observations, whereas too long a horizon may hide important rate variability information

11 KB (1,612 words) - 14:40, 6 September 2020
Loss Given Default Models
=== Excessive Variability of RWA === ...BCBS finalised the post-crisis Basel III reforms addressing the excessive variability of RWA. Certain LGD models have been identified as contributing to [[Model

7 KB (1,048 words) - 12:27, 16 September 2021
EBA NPL.Portfolio.Cutoff Date
{{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Date|Field Content=Event Timeline|Field Confidentiality=

961 bytes (139 words) - 14:32, 1 October 2018
EBA NPL.Portfolio.Portfolio Identifier
{{#set:Field Importance=Identifier|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=0

1 KB (147 words) - 14:32, 1 October 2018
EBA NPL.Counterparty Group.Counterparty Group Identifier
{{#set:Field Importance=Identifier|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=0

2 KB (257 words) - 14:32, 1 October 2018
EBA NPL.Counterparty Group.Name of Counterparty Group
{{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=1

1 KB (165 words) - 14:13, 22 January 2021
EBA NPL.Counterparty Group.Industry Segment of Counterparty Group
{{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Business Data|Field Confidentiality=

1 KB (186 words) - 14:48, 22 January 2021
EBA NPL.Counterparty Group.Name of Sponsor
{{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=1

1 KB (184 words) - 14:18, 22 January 2021
EBA NPL.Counterparty Group.Type of Sponsor
{{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Business Data|Field Confidentiality=

2 KB (283 words) - 14:22, 22 January 2021
EBA NPL.Counterparty Group.Description of Sponsor
{{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Business Data|Field Confidentiality=0}

1 KB (196 words) - 14:24, 22 January 2021
EBA NPL.Counterparty Group.Cross Default in Counterparty Group
{{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit

2 KB (244 words) - 15:09, 22 January 2021
EBA NPL.Counterparty Group.Description of Cross Default
{{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Legal Structure|Field Confidentiality=

1 KB (182 words) - 15:05, 22 January 2021
EBA NPL.Counterparty Group.Cross Collateralisation in Counterparty Group
{{#set:Field Importance=Critical|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit

2 KB (264 words) - 15:04, 22 January 2021
EBA NPL.Counterparty Group.Description of Cross Collateralisation
{{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Legal Structure|Field Confidentiality=

1 KB (182 words) - 15:04, 22 January 2021
EBA NPL.Counterparty.Counterparty Identifier
{{#set:Field Importance=Identifier|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=0

1 KB (142 words) - 14:32, 1 October 2018
EBA NPL.Counterparty.Name of Counterparty
{{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=1

1 KB (144 words) - 14:32, 1 October 2018