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From Open Risk Manual
  • 2 KB (235 words) - 12:55, 26 February 2021
  • 2 KB (211 words) - 12:55, 26 February 2021
  • 2 KB (220 words) - 12:55, 26 February 2021
  • 2 KB (201 words) - 12:55, 26 February 2021
  • ...nts to reduce its replacement cost risk and should fully collateralise its mark-to-market exposure on physically settling FX swaps and forwards with counterparties t
    4 KB (535 words) - 11:45, 26 March 2021
  • ...dit risk management process, with an over reliance on collateralisation of mark-to-market exposures. Insufficient weight was placed on in-depth credit analyses of th
    2 KB (337 words) - 11:46, 26 March 2021
  • ...work already establishes a minimum capital charge to capture the potential mark-to-market losses faced by a bank from the deterioration in a counterparty's creditwor
    4 KB (561 words) - 11:47, 26 March 2021
  • ...d by the development of credit risk transfer markets and the broad move to mark-to-market accounting for a wide variety of financial instruments. This has raised que
    2 KB (292 words) - 11:50, 26 March 2021
  • ...d Shortfall, mark-to-market framework for setting regulatory capital. This mark-to-market underpinning, along with other key assumptions, is intended to render the M
    2 KB (292 words) - 11:50, 26 March 2021
  • 4 KB (578 words) - 10:07, 19 September 2023
  • 5 KB (653 words) - 13:12, 30 September 2021
  • 365 bytes (52 words) - 16:13, 28 April 2023
  • 672 bytes (94 words) - 16:59, 28 April 2023

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