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From Open Risk Manual
  • The HHI index has been independently discovered and used in various fields with other names a {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
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  • == Alternative Formula == '''NB: Sometimes the formula appears also with the opposite sign!'''
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  • == Formula == * CVaR has been developed largely as a mirror of the [[Value at Risk]] measure for por
    1 KB (213 words) - 20:51, 21 November 2022
  • ...f expected loss has general applicability but it is adopted concretely and has very specific definition and meaning in == Formula ==
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  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
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  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
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  • ...e increases to the [[Lifetime Expected Credit Losses]] if such an increase has occurred at the reporting date. ...lowances'' denotes the stock of lending exposure loan loss provisions that has been recognised in the [[Balance Sheet]] of the credit institution, in acco
    2 KB (221 words) - 13:09, 29 March 2021
  • {{#set:Has Formula = False | Has Object = False | Has Lambda = False | Field Type= Legal Text}}
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  • '''Loss Given Impairment''' (LGI) is an estimated measure of credit loss that has been used in the context of the [[Asset Quality Review]]<ref>ECB, Asset Qua == Formula ==
    586 bytes (86 words) - 18:32, 7 November 2019
  • == Formula == An obligor has to be included in the denominator and, where relevant, numerator, also in t
    11 KB (1,612 words) - 14:40, 6 September 2020
  • ! Term !! Formula !! Definition / Notes ! Term !! Formula !! Definition / Notes
    17 KB (2,890 words) - 23:45, 4 May 2018
  • == Formula == {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
    2 KB (279 words) - 13:43, 16 April 2020
  • === Formula === ...d that no costs for the sale are to be expected. Ideally, the bank already has a binding offer from a third party to acquire the collateral):
    4 KB (676 words) - 18:40, 24 January 2021
  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
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  • {{#set:Has Formula = True | Has SourceCode = True | Has Object = False | Has Lambda = False | Field Type= Documentation}}
    4 KB (620 words) - 16:59, 27 January 2020
  • ...red when the underlying [[Characteristic]], feature, property or attribute has a continuous [[State Space]] which can be converted to a meaningful discret == Formula ==
    2 KB (252 words) - 14:18, 9 February 2021
  • ...rs</ref> with the following recommendations (The reasons why the Directive has been only partially effective stem both from the Directive itself (for inst ...alculation of the Annual Percentage Rate of Charge by providing a coherent formula for its calculation across all Member States. The Directive thus provides f
    11 KB (1,668 words) - 16:49, 11 November 2021
  • * Provide evidence that the assumptions underlying the specification of the formula being used for the LGD estimation hold true to a sufficient extent in pract ...tion portfolio. In many circumstances (for example where a type of product has been discontinued by the institution), the addition of these characteristic
    9 KB (1,396 words) - 18:07, 7 November 2019
  • {{#set:Has Formula = False | Has Object = False | Has Lambda = False | Field Type= Legal Text}}
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  • {{#set:Has Formula = False | Has Object = False | Has Lambda = False | Field Type= Legal Text}}
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  • Whether the participation is freely negotiable, or has limited negotiability {{#set:Has Formula = False | Has Object = False | Has Lambda = False | Field Type= Legal Text}}
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  • * if the structure has a [[Revolving Period]] the [[Seller]] may not be able to originate sufficie {{#set:Has Formula = False | Has Object = False | Has Lambda = False | Field Type= Legal Text}}
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  • ...eceivable in a securitisation context is a [[Transferred Receivable]] that has not experienced any pre-defined [[Credit Event]] and thus is not a [[Delinq {{#set:Has Formula = False | Has Object = False | Has Lambda = False | Field Type= Legal Text}}
    1 KB (138 words) - 15:16, 5 October 2021
  • ...eceivable in a securitisation context is a [[Transferred Receivable]] that has experienced any of pre-defined [[Credit Event]] types. The classification of a receivable as defaulted has implications as to
    1 KB (183 words) - 15:16, 5 October 2021
  • ...eceivable in a securitisation context is a [[Transferred Receivable]] that has experienced any of pre-defined [[Credit Event]] types indicative of [[Delin The classification of a receivable as delinquent has implications as to
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  • ...tes value of the portfolio once each individual [[Transferred Receivable]] has been been discounted with the stipulated [[Discount Rate]] {{#set:Has Formula = False | Has Object = False | Has Lambda = False | Field Type= Legal Text}}
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  • ...(sampled) distribution of a continuous [[Random Variable]] after its range has been suitably decomposed into a numbef of bins. The bins are typically con == Formula ==
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