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Credit Risk Management
...esses and management roles that aim to underpin the management of [[Credit Risk]], most typically (but not necessarily) in the context a [[Credit Portfolio Credit Risk Management is a superset of [[Credit Portfolio Management]], with the later

7 KB (914 words) - 16:31, 3 June 2020
Restructuring
...anks or other financial institutions that handle (restructure) problematic exposures, typically by modifying the terms of loan contracts. * Policies for restructuring of distressed exposures for each segment, including: range of treatments; prioritisation of treatme

4 KB (520 words) - 11:13, 31 March 2021
Delinquency
...03: Prudential treatment of problem assets - definitions of non-performing exposures and forbearance</ref> ...old used in the Basel II regulatory framework for retail and public sector exposures

4 KB (582 words) - 15:14, 15 June 2019
NPL Glossary
...03: Prudential treatment of problem assets - definitions of non-performing exposures and forbearance</ref>, the World Bank study<ref>Loan classification and pro | Informal term classifying relationships in the context of credit risk analysis / modelling

6 KB (800 words) - 11:19, 28 September 2021
Financial Guarantee
...ofile of the debtor. The manner by which this is reflected in accounting, risk management and regulatory frameworks varies significantly. ...of the institution (third-party support) may be taken into account in the risk assessment of that obligor. This policy should meet the following criteria

6 KB (895 words) - 14:41, 6 September 2020
FVOCI
=== Market Risk === ...nting relationship. This includes for example sovereign and securitisation exposures.

5 KB (687 words) - 09:56, 9 June 2020
Risk Data Aggregation
...uirements<ref>BCBS 239, Principles for effective risk data aggregation and risk reporting, 2013</ref> ...evaluate its performance against [[Risk Appetite]]. It presupposes that [[Risk Data Integration]], that is available at the technical level

881 bytes (118 words) - 13:42, 20 October 2019
Sound Management of Operational Risk
...egulators to establish sound practices for the management of [[Operational Risk]]. ...sponsibility of the board of directors to ensure that a strong operational risk management culture exists throughout the whole organisation

4 KB (506 words) - 13:06, 2 April 2019
Loss Correlation
* Direct dependencies between exposures * Common [[Risk Factor | risk factors]] (economic environrment, market levels etc.)

367 bytes (40 words) - 11:23, 28 September 2021
Temporary Allowance Adjustments
...| risk factors]] have not been considered in the [[Credit Rating | credit risk rating]] and modelling process as of the reporting date. ...of lending exposures, or when lending exposures within a group of lending exposures react to factors or events differently than initially expected. For example

2 KB (298 words) - 15:14, 18 May 2017
Scenario Analysis
...he context of [[Risk Management]] to produce a forward-looking view of the risk (and opportunities) facing an organization. Scenario analysis is a process === Usage in Credit Risk ===

3 KB (372 words) - 16:16, 11 May 2023
Concentration Risk
...in its various manifestations is typically one of the key objectives of [[Risk Management]] or [[Portfolio Management]]. === Concentration Risk Taxonomy ===

4 KB (601 words) - 11:01, 24 September 2020
Total Eligibile Provisions
...country risk provisions or [[General Provisions]]) that are attributed to exposures treated under the IRB approach. In addition, total eligible provisions may Specific provisions set aside against equity and securitisation exposures must not be included in total eligible provisions.

2 KB (229 words) - 14:11, 8 October 2018
Regulatory Expected Loss
...ociated with equity exposures under the PD/LGD approach and securitisation exposures) to obtain a total EL amount. ...bank’s best estimate of expected loss on the asset represents the [[NPL Risk Capital | capital requirement]] for that asset

2 KB (266 words) - 10:18, 14 May 2021
Cure Rate
...e context of [[Non-Performing Loan]] management and [[Loss Given Default]] risk assessment. It denotes the percentage of loans that previously presented ar ...ge 1 Asset]] or a [[Stage 2 Asset]], depending on the assessment of credit risk taking the entire history into account. More specifically the standard stip

7 KB (1,026 words) - 12:28, 9 June 2021
Perfect Foresight Assumption
...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

2 KB (271 words) - 14:59, 23 June 2017
NPL Strategy
## [[NPL Risk Factors | external factors]] impacting NPL workout and ## [[NPL Risk Capital | capital implications]]

4 KB (481 words) - 12:40, 23 January 2021
NPL Risk Factors
'''NPL Risk Factors''' denotes, in broad terms, the risk factors affecting the eventual performance of [[Non-Performing Loan]] portf ...ors may be common with those affecting the [[Credit Risk]] of ''performing exposures'', whereas other might be specific to credit obligations that are already n

4 KB (608 words) - 16:57, 1 September 2020
Loss Given Loss
'''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

1 KB (201 words) - 16:48, 1 September 2020
Troubled Debt Restructuring
Under US GAAP, forborne exposures as defined by<ref>BIS-D403, Prudential treatment of problem assets, Apr 201 [[Category:NPL Risk Management]]

1 KB (202 words) - 21:39, 8 November 2019