(newest | oldest) View (newer 100 | older 100) (20 | 50 | 100 | 250 | 500)
- 11:19, 11 June 2019 (diff | hist) . . (+585) . . Net Interest Income
- 10:54, 11 June 2019 (diff | hist) . . (+65) . . N Category:Interest Rate Risk (Created page with "Articles about interest rate risk Category:Contractual Risks") (current)
- 17:56, 5 June 2019 (diff | hist) . . (+3,057) . . How to Estimate Lifetime PD from 12 month PD (→Assuming a flat term structure) (current)
- 17:51, 5 June 2019 (diff | hist) . . (+1,148) . . Cumulative Default Probability
- 14:38, 28 May 2019 (diff | hist) . . (+1,178) . . Portfolio Constraints
- 12:37, 28 May 2019 (diff | hist) . . (+915) . . N Limit Utilization (Created page with "== Definition == '''Limit Utilization''' is a quantitative indicator of the degree to which a measured Exposure is within or exceed a set Risk Limit == Considerations...") (current)
- 12:14, 28 May 2019 (diff | hist) . . (+1,174) . . Hierarchical Limit Structure (→Visual Representation) (current)
- 21:36, 27 May 2019 (diff | hist) . . (+1,348) . . Risk Metric
- 14:26, 27 May 2019 (diff | hist) . . (+104) . . Category:Limit Framework (current)
- 14:25, 27 May 2019 (diff | hist) . . (+4,416) . . Large Exposures Framework (current)
- 00:11, 24 May 2019 (diff | hist) . . (+1,334) . . Calibration Segment (current)
- 13:02, 21 May 2019 (diff | hist) . . (+58) . . Category:Risk Taxonomy (current)
- 12:14, 20 May 2019 (diff | hist) . . (+4,295) . . Risk Management Metaphors
- 16:05, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Liabilities (Created page with "Category:Securitisation") (current)
- 16:05, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Liability Cash Flows (Created page with "Category:Securitisation") (current)
- 16:05, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Timeline (Created page with "Category:Securitisation") (current)
- 16:05, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Events and Triggers (Created page with "Category:Securitisation") (current)
- 16:05, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Embedded Contracts (Created page with "Category:Securitisation") (current)
- 16:04, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Asset Cash Flows (Created page with "Category:Securitisation") (current)
- 16:04, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Accounts (Created page with "Category:Securitisation") (current)
- 16:03, 19 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Assets (Created page with "Category:Securitisation") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+845) . . N Discounted Principal Balance (Created page with "== Definition == Discounted Principal Balance in a securitisation context denotes value of the portfolio once each individual Transferred Receivable has been been discount...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+982) . . N Constant Prepayment Rate (Created page with "== Definition == The Constant Prepayment Rate (CPR) in a securitisation context is an assumed annual constant rate of payment of principal not anticipated by the scheduled am...")
- 16:01, 19 April 2019 (diff | hist) . . (+1,180) . . N Delinquent Receivable (Created page with "== Definition == A Delinquent Receivable in a securitisation context is a Transferred Receivable that has experienced any of pre-defined Credit Event types indicative...")
- 16:01, 19 April 2019 (diff | hist) . . (+1,361) . . N Defaulted Receivable (Created page with "== Definition == A Defaulted Receivable in a securitisation context is a Transferred Receivable that has experienced any of pre-defined Credit Event types. == Details...")
- 16:01, 19 April 2019 (diff | hist) . . (+1,041) . . N Performing Receivable (Created page with "== Definition == A Performing Receivable in a securitisation context is a Transferred Receivable that has not experienced any pre-defined Credit Event and thus is not...")
- 16:01, 19 April 2019 (diff | hist) . . (+1,384) . . N Eligibility Criteria (Created page with "== Definition == Eligibility Criteria denote a set of conditions of legal or quantitative nature that determine whether any particular financial asset can be part of a securit...")
- 16:01, 19 April 2019 (diff | hist) . . (+2,140) . . N Transferred Receivable (Created page with "== Definition == A Transferred Receivable in a securitisation context is a financial asset, (typically Loan Or Credit) that is transferred from the Seller to the Iss...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+695) . . N Seller Event of Default (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...")
- 16:01, 19 April 2019 (diff | hist) . . (+695) . . N Data Release Event (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+695) . . N Revolving Period Termination Event (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+695) . . N Accelerated Amortisation Event (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+695) . . N Issuer Liquidation Event (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+687) . . N Notes Initial Principal Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+687) . . N Notes Cap Notional Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+687) . . N Additional Issuer Fees (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+687) . . N Scheduled Issuer Fees (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+687) . . N Clean-Up Offer (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:01, 19 April 2019 (diff | hist) . . (+687) . . N Acceleration (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...")
- 16:01, 19 April 2019 (diff | hist) . . (+687) . . N Order of Priority (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+687) . . N Most Senior Class (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+1,645) . . N Weighted Average Life (Created page with "== Definition == The Weighted Average Life (WAL) in a securitisation context refers to the expected average amount of time that will elapse from the Issue Data to the date...")
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Seller Termination Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Legal Final Maturity Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Early Termination Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Cut-Off Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Information Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Calculation Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Monthly Payment Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Business Day (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Collection Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Amortisation Period (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Revolving Period (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Reference Period (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Issuer Liquidation Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Issuer Establishment Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Issue Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+1,610) . . N Servicing Agreement (Created page with "== Definition == The Servicing Agreement between the Managing Company and a third party Servicer governs the day-to-day operations of the Issuer in respect of processi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+983) . . N Issuer Swap Agreement (Created page with "== Definition == The Issuer Swap Agreement is the contract between the Issuer and the Issuer Swap Counterparty that stipulates the obligations of each under the swap c...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+1,102) . . N Master Receivables Transfer Agreement (Created page with "== Definition == The Issuer Swap Counterparty is an entity with which the Issuer initiates a Issuer Swap Agreement (potentially more). Also denoted Issuer Hedging Coun...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Other Receivable Income (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Financial Income (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Collected Income (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Delinquencies Ledger Increase / Decrease (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Payable Interest Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Payable Principal Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Instalment Due Date (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+692) . . N Instalment (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Delinquencies Ledger (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N Revolving Account (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N General Reserve Deposit (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N General Reserve Account (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+684) . . N General Collection Account (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 16:00, 19 April 2019 (diff | hist) . . (+696) . . N DPP Payment Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 15:59, 19 April 2019 (diff | hist) . . (+696) . . N Residual Revolving Basis (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 15:59, 19 April 2019 (diff | hist) . . (+696) . . N Receivables Purchase Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 15:59, 19 April 2019 (diff | hist) . . (+696) . . N General Reserve Account Required Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 15:59, 19 April 2019 (diff | hist) . . (+696) . . N Notes Interest Amount (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 15:59, 19 April 2019 (diff | hist) . . (+696) . . N Interest Rate Swap Payments (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 15:59, 19 April 2019 (diff | hist) . . (+696) . . N Issuer Fees (Created page with "== Definition == This article is still a stub entry. == Details == None == Variations == None == Issues and Challenges == None == See Also == None == Disclaimer == * Thi...") (current)
- 15:59, 19 April 2019 (diff | hist) . . (+927) . . Reference Bank (current)
- 15:59, 19 April 2019 (diff | hist) . . (+1,162) . . Issuer Swap Counterparty (current)
- 15:59, 19 April 2019 (diff | hist) . . (+746) . . Noteholder (current)
- 15:59, 19 April 2019 (diff | hist) . . (+859) . . Bookrunner (current)
- 15:59, 19 April 2019 (diff | hist) . . (+796) . . Arranger (current)
- 20:56, 16 April 2019 (diff | hist) . . (+27) . . N Category:Securitisation Counterparties (Created page with "Category:Securitisation") (current)
- 22:41, 15 April 2019 (diff | hist) . . (+445) . . N Balloon Loan (Created page with "== Definition == A '''Balloon Loan''' is a type of Loan where a significant part of the Principal Amount is due and payable in a single payment on the Maturity Date...") (current)
- 14:48, 6 April 2019 (diff | hist) . . (+4,222) . . Solely Payments of Principal and Interest (current)
- 12:25, 5 April 2019 (diff | hist) . . (+7,749) . . Risk Factor Disclosure (→Materiality of Risk Factors)
- 10:10, 5 April 2019 (diff | hist) . . (+229) . . N Emerging Risk (Created page with "== Definition == '''Emerging Risk''' is a Risk Type that has not been previously identified (was not part of formal Risk Management) due to the changing nature of the...") (current)
- 15:57, 3 April 2019 (diff | hist) . . (+1,035) . . Default Correlation (current)
- 15:19, 3 April 2019 (diff | hist) . . (+1,010) . . Joint Default (current)
- 15:19, 3 April 2019 (diff | hist) . . (+1,283) . . Asset Correlation Matrix (current)
- 13:24, 3 April 2019 (diff | hist) . . (+488) . . N Credit Rating State (Created page with "== Definition == A '''Credit Rating State''' is an abstraction that aims to simplify and capture the factors determining the Credit Risk of a given entity. In the simplest...") (current)
- 13:09, 3 April 2019 (diff | hist) . . (+261) . . Loan Level Analysis (→Definition) (current)
- 11:18, 3 April 2019 (diff | hist) . . (+923) . . Default Rate Process (current)
- 10:52, 3 April 2019 (diff | hist) . . (+234) . . Default Process (current)
- 17:11, 2 April 2019 (diff | hist) . . (+1,530) . . Credit Loss (current)
- 16:58, 2 April 2019 (diff | hist) . . (+1,106) . . Probability of Default versus Default Rate (current)
- 16:19, 2 April 2019 (diff | hist) . . (+3,945) . . Expected Loss Best Estimate
(newest | oldest) View (newer 100 | older 100) (20 | 50 | 100 | 250 | 500)