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...n the institution’s exposures. The outcome of an evaluation of classified exposures through the use of methodological tools would be a deeper understanding of [[Category:ESG Risk Management]] ...

...dit Institution]] to reduce the credit risk associated with an exposure or exposures which the credit institution continues to hold<ref>Directive 2006/48/EC Of Similar to more general [[Risk Mitigation]], the options are broadly: ...

...oncentration'' or ''Single Borrower Concentration'') is a form of [[Credit Risk Concentration]], describing a condition in which a [[Credit Portfolio]] has ...efined in context: For example in relation to total assets, to available [[Risk Capital]] etc. ...

The underlying exposures should at all times be subject to predetermined, clear and well documented ...active portfolio management on a discretionary basis including the sale of exposures being protected under the credit protection agreement. The following should ...

...Supervision]] on January 1991 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Measuring and controlling large credit exposures''. ...

...simply defined at portfolio level, providing synthetic measures of credit risk sector concentration. ...sses which can actually differentiate the effective contribution to credit risk. ...

'''ESG Risk Identification''' is the classification of assets according to their ESG ch ...then justifies a more granular analysis on the most relevant categories of exposures (e.g. a given geography, sector), if needed. ...

...nking Supervision]] on July 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Capital requirements for bank exposures to central counterparties''. ...

...upervision]] on December 2017 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''The regulatory treatment of sovereign exposures - discussion paper''. ...

...s conduct more rigorous credit analyses of externally rated securitisation exposures. </span></p> ...pan>addresses several notable weaknesses that have been revealed in banks' risk management processes during the financial turmoil that began in 2007. The a ...

...onitoring of Credit Exposures and Borrowers''' is a subset of the [[Credit Risk Monitoring]] framework that focuses on the monitoring of [[Outstanding Amou As part of the monitoring of credit exposures and borrowers, institutions should monitor all outstanding amounts and limi ...

=== Currency risk === ...t effect should be disclosed. The protection buyer should bear no currency risk in relation to the credit protection it receives. This may be done in eithe ...

...e of the repricing of their portfolio, together with their projections for risk-free reference rates and margins both under the baseline and the adverse sc * The risk related to a change in the general ‘risk-free’ yield curves to be captured via the changes in the reference rate com ...

...tive portfolio shares of the exposures, times the natural logarithm of the exposures. More precisely, if we have n exposures <math>E_i</math> summing up to a total exposure of ...

...g Supervision]] on March 2013 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Supervisory framework for measuring and controlling large exposures''. ...

...g Supervision]] on March 2019 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...latory Consistency Assessment Programme (RCAP) - Assessment of Basel large exposures framework – Brazil''. ...

...ng Supervision]] on July 2019 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...gulatory Consistency Assessment Programme (RCAP) Assessment of Basel large exposures regulations – India''. ...

...ng Supervision]] on July 2019 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...gulatory Consistency Assessment Programme (RCAP) Assessment of Basel large exposures regulations – Canada''. ...

...ng Supervision]] on July 2019 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...gulatory Consistency Assessment Programme (RCAP) Assessment of Basel large exposures regulations – Australia''. ...

== How to Create a Credit Risk Rating System == ...a rating system is to rank borrowers systematically with meaningful credit risk quality differentiation, thereby assisting effective [[Credit Portfolio Man ...