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Risk Horizon
..., a risk horizon is any future timepoint at which the overall external and internal state and balance sheet is assessed by conditioning on the modeled forward ...ables the framework to support [[Going Concern Valuation | Going Concern]] Risk Capital analyses.

3 KB (469 words) - 15:15, 21 May 2024
Vendor Risk Model
'''Vendor Risk Models''' are any risk quantification systems (including data and algorithms) that are in use by a ...institutions are subject to additional requirements in relation to vended risk models

1 KB (165 words) - 14:31, 19 November 2019
Probability of Default Model
...ion framework that enables the calculation of a [[Probability of Default]] risk measure on the basis of quantitative and qualitative information === Risk Drivers ===

6 KB (863 words) - 17:49, 11 October 2019
Realised LGD
...ination of own fund requirements<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> . ...is for the [[Long-run Loss Given Default]] which is one of the key Basel [[Risk Parameters]]

15 KB (2,397 words) - 10:24, 14 May 2021
Catalog of Loss Given Default Models
* references with [[Open Source Risk Management Software | open source implementations]] ...possible quantification approaches, depending on the nature of the credit risk, the data and expertise available etc. A classification of typical LGD Mode

6 KB (778 words) - 12:39, 16 September 2021
Long-run Loss Given Default
...ld observe the following points.<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> ...ation of this floor in the process of model development for the purpose of risk differentiation<ref>Paragraph 6.3.2.4 of EBA/GL/2017/16</ref>

9 KB (1,396 words) - 18:07, 7 November 2019
Business Model
...al blueprint for a set of relationships and processes between external and internal actors. The business model describes the rationale of how an organization c ...ed realization of a business model. It concerns a fixed time period and is based on an up-to-date assessment of the various market conditions.

4 KB (538 words) - 15:41, 11 May 2023
Human Judgement
...ment''' is used in the assignment of exposures to the grades or pools of a risk model Institutions may use human judgement in the application of risk model in the following cases:

5 KB (744 words) - 14:41, 6 September 2020
Roll Rate versus Rating Migration Matrices
Roll matrices (based on [[Roll Rates]] and [[Rating Migration Matrix | rating migration matrices ...y and [[Model Risk]] (but also - in principle - allow more forward looking risk assessment)

1 KB (150 words) - 16:09, 15 June 2019
SME Credit Scorecard
...e of [[Credit Scorecard]] used in the classification (scoring) of [[Credit Risk]] for [[SME Lending]]. The scorecard output is an assessment of the relativ ...oing credit risk profile ([[Behavioral Scoring | behavioural scorecards]], internal [[Credit Rating System]])

3 KB (412 words) - 12:59, 7 September 2020
SME Credit Risk Literature
== Literature List of SME Credit Risk == ...terature, with a focus on methodologies for the quantification of [[Credit Risk]] at the various stages of [[SME Lending]].

8 KB (1,007 words) - 13:00, 7 September 2020
SME Credit Score Factor
...it Data]]). Therefore a grouping of data inputs that can be used as credit risk factors into conceptual categories is useful as an organizing principle. ...tative versus Qualitative Risk Factors]] is a major dichotomy. Qualitative risk factors will typically be captured in text, have an element of subjectivity

10 KB (1,333 words) - 21:00, 31 March 2021
Scenario
...particular outcome. A plausible description of how the future may develop based on a coherent and internally consistent set of assumptions about key drivin * '''Consistent.''' Each scenario should have strong internal logic. The goal of scenario analysis is to explore the way that factors int

3 KB (492 words) - 15:16, 21 May 2024
Retail Credit Data
...hat can be used for diverse [[:Category:Retail Credit Risk | Retail Credit Risk]] analyses, in particular as [[Retail Credit Score Factor]] for * Support [[Risk Acceptance]] Credit Scoring Models for new retail clients

13 KB (1,811 words) - 16:51, 27 February 2020
Synthetic Securitisation
...[Basel II Advanced IRB Capital Model | capital requirements]] for [[Credit Risk]]. The originator is typically the [[Protection Buyer]]. For originators, having another [[Credit Risk Management]] tool and being able to release capital have traditionally been

1 KB (169 words) - 19:11, 11 October 2019
Model Risk Taxonomy
...overall framework that may help with mitigating or otherwise managing this risk A model risk taxonomy is related to the broader [[Risk Taxonomy]] that is applicable within an organization in two distinct ways:

4 KB (638 words) - 13:39, 11 January 2021
Equator Principles
...benchmark for determining, assessing and managing environmental and social risk ([[ESG Risks]]) in [[Project Finance]]<ref>The Equator Principles, July 202 ...better assess, mitigate, document and monitor the credit and reputational risk associated with financing projects.

8 KB (1,160 words) - 18:04, 15 June 2023
Business Model Analysis
...[Business Model]] for example in the context of assessing [[Business Model Risk]] * internal reporting

4 KB (541 words) - 14:11, 5 February 2020
IRRBB
...in the banking book) is the regulatory term for assessing [[Interest Rate Risk]] of regulated financial services firms (Banks) for exposures that are not * Economic value based, focusing on the valuation of instruments

3 KB (359 words) - 14:21, 5 February 2020
Receivables Discounting
...within the sales ledger of a seller. The funds available to the seller are based on the outstanding value of the invoices related to the relevant buyers. * Credit risk coverage in non-recourse Receivables Discounting as the finance provider wi

7 KB (1,050 words) - 10:47, 25 February 2020