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...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: ...

* the servicing procedures that apply to the underlying exposures at the closing date and thereafter and the circumstances under which these ...standards the servicer will have to adhere to in servicing the underlying exposures within the entire maturity of the synthetic securitisation. ...

...Supervision]] on January 2015 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...ts will enable market participants to better compare banks' disclosures of risk-weighted assets. They form part of the Committee's broader agenda to reform ...

'''Loss Given Loss''' (LGL) is a [[Risk Parameters | Risk Parameter]] that captures the uncertainty about the actual loss that will b ...tances where there is a non-negligible probability that problematic credit exposures will return to performing status. In other words in circumstances where the ...

''Supervisory Guidance for Managing Settlement Risk in Foreign Exchange Transactions''. ...he largest banks. Most significantly, for banks of any size, the amount at risk to even a single counterparty could in some cases exceed their capital.</p> ...

<p>(i) on-balance sheet exposures;</p> <p>(ii) derivative exposures;</p> ...

...'' for the purpose of measuring credit portfolio or market [[Concentration Risk]], diversity or inequality metrics the Berger-Parker Index is a measure of ...ion ratio is simply the percentage of portfolio exposure by the n largest exposures. ...

== Definition of ESMA Leasing.Exposures.Credit Impaired Obligor == <b>ESMA Leasing.Exposures.Credit Impaired Obligor</b> ...

== Definition of ESMA Consumer.Exposures.Credit Impaired Obligor == <b>ESMA Consumer.Exposures.Credit Impaired Obligor</b> ...

== Definition of ESMA Automobile.Exposures.Credit Impaired Obligor == <b>ESMA Automobile.Exposures.Credit Impaired Obligor</b> ...

== Definition of ESMA Corporate.Exposures.Credit Impaired Obligor == <b>ESMA Corporate.Exposures.Credit Impaired Obligor</b> ...

== Definition of ESMA Credit Cards.Exposures.Credit Impaired Obligor == <b>ESMA Credit Cards.Exposures.Credit Impaired Obligor</b> ...

''Guidelines for computing capital for incremental risk in the trading book''. ...banking organisations have experienced large losses resulting from trading exposures. The IRC proposal follows the Committee's efforts, in collaboration with th ...

...g Supervision]] on April 2016 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Prudential treatment of problem assets - definitions of non-performing exposures and forbearance''. ...

...or other credit granting institution approves for a new credit product or exposures (such as a new loan, mortgage, credit card etc) and performs initial proces ...the credit origination process may have significant repercussions for the risk profile of such liabilities ...

== Definition of ESMA Esoteric Assets.Exposures.Credit Impaired Obligor == <b>ESMA Esoteric Assets.Exposures.Credit Impaired Obligor</b> ...

== Definition of ESMA Residential Real Estate.Exposures.Credit Impaired Obligor == <b>ESMA Residential Real Estate.Exposures.Credit Impaired Obligor</b> ...

...ect and store all relevant data to provide effective support to its credit risk measurement and management processes. In order to comply with these require ...are grouped along three elements<ref>ECB guide to internal models − Credit risk, Sep 2018</ref>: ...

...Supervision]] on January 2004 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...lans to revise the internal ratings-based (IRB) approach to securitisation exposures.</p> ...

...Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk exposures undertaken by the organization below an acceptable level. ...rtainty. Limits can be set at a variety of hierarchies, depending on the [[Risk Type]]: e.g. total, sectoral, regional, by business line, [[Single Obligor ...