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IT Risk
...ng degrees of scope overlap: ''Technology Risk'', ''Cybercrime'', ''Cyber Risk'', [[Information Security | ''Infosecurity'']] == IT Risk Taxonomy ==

3 KB (367 words) - 19:25, 25 September 2021
Default Correlation
...different borrowers when considered as part of a [[Credit Portfolio]]. It measures the likelihood of [[Joint Default]] within the period of consideration. [[Category:Credit Risk Modelling]]

1 KB (143 words) - 15:57, 3 April 2019
Financial Ratios
'''Financial Ratios''' are derived measures (ratios) capturing the economic and financial condition of an entity starti ...alysis of companies, valuations, also in the [[Risk Analysis]] of [[Credit Risk]] and the assignemt of a [[Credit Rating]].

2 KB (236 words) - 14:49, 8 November 2021
Management Action
...sal. Management actions differ significantly by business line and the core risk being managed. They also range in severity and impact ...nagement action may include closing positions, hedging or other de-risking measures

2 KB (231 words) - 11:58, 27 October 2021
Tail Risk
...nd a more precise team denoting concreate classes of [[Risk Measure | risk measures]]. The term Tail Risk likely originates from the classification of probability distributions into

492 bytes (64 words) - 13:44, 16 April 2021
Risk Parameters
...ures]] used extensively for establishing capital requirements for [[Credit Risk]] in the [[Basel II]] (and subsequent) regulatory framework (specifically [ == List of Basel Risk Parameters ==

686 bytes (85 words) - 16:53, 1 September 2020
SREP
...ks in their business but also to encourage banks to develop and use better risk management techniques in monitoring and managing their risks. For that reas ...egarded as a substitute for addressing fundamentally inadequate control or risk management processes.

8 KB (1,117 words) - 15:00, 5 February 2020
Credit Scorecard Business Requirements
* The business use of the scorecard, e.g. [[Risk Acceptance]] of new clients on the basis of a [[Credit Score]], [[Behaviora ...manage (e.g. the [[Default Definition | definition of a bad loan]], the [[Risk Horizon]])

2 KB (310 words) - 21:01, 11 September 2020
Privacy Policy
...ir computers should set their browsers to refuse cookies before using Open Risk websites, with the drawback that many features of the website will not func ...ith third parties in any way. Any data collected are used only within Open Risk on a need-to-know basis.

3 KB (521 words) - 16:00, 16 May 2022
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 * through forbearance measures of the credit facility (forborne cure) or

7 KB (1,026 words) - 12:28, 9 June 2021
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
EBA 2018 Stress Test Definitions
=== Risk Parameters and Other Variables === Risk Parameters are defined first, to enable expressing subsequent definitions

17 KB (2,890 words) - 23:45, 4 May 2018
Risk Measure
...[[Risk Metric]] derived from a [[Risk Distribution]] (a representation of risk in terms of a [[Random Variable]]). ...ny mapping <math>\rho : V \rightarrow R \cup \{\infty\}</math> is called a risk measure.

3 KB (521 words) - 13:52, 16 April 2021
How to Develop an IFRS 9 Impairment Framework
* Whether there are prior developed credit risk models * Determine whether the “low credit risk assumption” will be applied to certain loans

2 KB (298 words) - 12:27, 25 September 2021
Non-Performing Loan Valuation
NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institutions as ...ts that are formalized into ''subjective'' projections of how NPL specific risk factors will materialize and therefore affect the realisation of contractua

16 KB (2,148 words) - 11:27, 18 October 2020
Best Practices in Credit Portfolio Management
** Objective Risk Based Analytical Framework ** Management of Inherent Model Risk

12 KB (1,494 words) - 20:11, 11 March 2024
Credit Portfolio Information
* Provide relative measures * [[Risk Limit]] exceptions

2 KB (258 words) - 11:14, 15 June 2019
Credit Pricing
...d credit risk. This approach is usually termed [[Risk Based Pricing]] (non-risk based pricing policies have also been used historically) ...that may involve other costs and risk elements (funding costs, pre-payment risk, other operational costs). A profit margin (or discount) will connect the e

6 KB (812 words) - 14:41, 1 September 2020
Survival Probability
'''Survival Probability''', in the context of multi-period credit risk analysis using a [[Credit Curve]], denotes the likelihood that a legal enti == Relationships with related measures ==

1 KB (165 words) - 13:58, 10 February 2021
Incremental Default Probability
...ental Default Probability''' is used in the context of multi-period credit risk analysis to denote the likelihood that a legal entity is observed to have e == Relationships with related measures ==

2 KB (291 words) - 11:30, 31 March 2021