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| [[ESMA Credit Cards.Exposures.Unique Identifier|ESMA Credit Cards.Exposures.Unique Identifier]] || ALPHANUM-28 || The unique identifier assigned by th ...Cards.Exposures.Original Underlying Exposure Identifier|ESMA Credit Cards.Exposures.Original Underlying Exposure Identifier]] || ALPHANUM-1000 || Unique under ...

'''SME Credit Risk Analysis''' is the specialization of [[Credit Risk Analysis]] to the particular context of [[SME Lending]]. General requirements for the analysis of SME Credit Risk are set in<ref>EBA, Guidelines on loan origination and monitoring EBA/GL/20 ...

...s must be included in the LGD calculation for Stage 1, Stage 2 and Stage 3 exposures in year 1. Future property prices for realising collateral will evolve as * This methodological assumption is part of the EBA Credit risk: Questions for participating banks ...

...rparty Credit Risk]], [[Disclosure]], [[Sound Incentives]], [[Default Fund Exposures]] The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne ...

=== Market Risk === ...nting relationship. This includes for example sovereign and securitisation exposures. ...

...]] data from a financial firm's systems. (Also: ''Loan Data Tape'', ''Loan Exposures Tape'', ''Servicing Tape'', "Loan-by-Loan File"). It is typically a databa ** [[Credit Risk Analysis]] (e.g., using financial data and ratios) ...

...ce on the assessments of the net stable funding ratio (NSFR) and the large exposures framework. It is designed to be a flexible compendium, with its guidance an The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne ...

...il an organization's perception and attitude towards the range or [[Credit Risk | credit risks]] it faces and desires to manage The Credit Risk policy is a key part of an organization's [[Risk Framework]] ...

...g Supervision]] on April 2005 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...h less emphasis on the market risks, previously tackled in the 1996 Market Risk Amendment. In comments received on the third consultative paper on the Revi ...

...ng Supervision]] on July 2008 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Credit Risk Transfer Developments from 2005 to 2007''. ...

...g Supervision]] on April 2008 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Credit Risk Transfer; developments from 2005-2007 - consultative document''. ...

...n | legal persons]] who, unless it is shown otherwise, constitute a single risk because one of them, directly or indirectly, has ''control'' over the other ...ationship of control'' but who are to be regarded as constituting a single risk because they are so interconnected that, if one of them were to experience ...

<p><strong>Intra-Group Transactions and Exposures Principles:</strong><br/>Compendium (PDF): Pages 129-138 | PDF Dec 1999: 12 ...process the prudent management and control of intragroup transactions and exposures by financial conglomerates. </p> ...

...regulatory categories of general and specific provisions for standardised exposures during the interim period.</p> The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne ...

...from financial and economic stress, whatever the source, thus reducing the risk of spillover from the financial sector to the real economy.</p> ...the crisis. Through its reform package, the Committee also aims to improve risk management and governance as well as strengthen banks' transparency and dis ...

...a collective ''portfolio level'' (grouped exposures based on shared credit risk characteristics) ...losses is updated at ''each reporting date'' to reflect changes in credit risk since initial recognition and, consequently, more timely information is pro ...

''The regulatory framework: balancing risk sensitivity''. ...t banks (G-SIBs), a proposed framework for measuring and controlling large exposures, and minimum liquidity and funding standards. The Committee has also introd ...

...a borrower (/counterparty) or credit product a distinct degree of [[Credit Risk]]. A rating scale is an example of specifying a [[State Space]]. ...through the use of masterscales)<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> ...

## [[NPL Risk Factors | external factors]] impacting NPL workout and ## [[NPL Risk Capital | capital implications]] ...

...r example, it is difficult to take ESG risks into account when calculating risk parameters such as the probability of default (PD) of borrowers or loss giv ...flect shareholder pressure or macroeconomic factors. (See [[Tragedy of the Risk Horizon]]) ...