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• Granularity Adjustment
  ...rmula]] for calculating the [[Risk Capital | capital]] needed to cover the risk arising from the potential default of large borrowers. ...is integrated into the ASRF model thereby making capital requirements more risk sensitive.
  2 KB (362 words) - 10:54, 25 March 2020
• AMA Models
  ...egulatory standard for the measurement and capitalisation of [[Operational Risk]] ...l) to develop own risk models to quantify required capital for operational risk.
  2 KB (238 words) - 14:34, 19 November 2019
• Basel II Models
  '''Basel II Models''' is a class of internal [[Credit Risk Modelling | credit risk models]] that are used as inputs for [[Regulatory Capital]] (Pillar I) calc Also known as IRB Models, PD/LGD/EAD models or [[Risk Parameters]]
  678 bytes (92 words) - 12:15, 31 March 2021
• Credit Bureau Scoring
  ...information. Credit Bureau Scoring can be used separately or alongside an internal credit scoring system (i.e., the scoring system can use credit bureau score ...nsider all relevant information.<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref>
  4 KB (644 words) - 13:33, 19 November 2018
• Credit Score
  ...of the digital computer. The reason is instructive of the nature of credit risk which is a substantially more dynamic than actuarial risks (depends on vari * In [[Risk Based Pricing]], the credit score may determine the [[Interest Rate]], and / or t
  5 KB (780 words) - 15:23, 6 November 2021
• Default Definition
  ...it is the basis for estimation of risk parameters and therefore influences risk weights and expected loss calculation for both defaulted and non-defaulted ...n’s policies should clarify that the counting of days past due should be based on the modified schedule of payments.
  8 KB (1,109 words) - 16:07, 22 February 2021
• Probability of Default
  ...ability of Default is a key risk parameter used in the context of [[Credit Risk]] management. It is a forward-looking [[Expectation Measure]], which assign In the [[Internal Ratings-Based Approach]] the probability of default of a counterparty is estimated over a
  4 KB (532 words) - 18:59, 4 September 2020
• Basel II Advanced IRB Capital Model
  ...ch|internal ratings-based approach]]''''' and it refers to a set of credit risk measurement techniques proposed under [[Basel II]] [[capital adequacy]] rul ...develop their own empirical model to quantify required capital for credit risk. Banks can use this approach only subject to approval from their local regu
  7 KB (1,023 words) - 12:30, 26 March 2021
• Template
  Risk Manual Template (Version 1.4 - Sep 2018). Use this text as a guidance when ...lly highlight and make transparent the many difficulties around successful risk management
  2 KB (353 words) - 12:22, 18 January 2021
• Holistic risk management
  ...d to some particular aspect of risk, segmented by business lines or other internal firm demarcations. ...s (e.g. credit risk function and processes versus market risk, operational risk etc.)
  2 KB (304 words) - 13:58, 18 November 2020
• Risk Limit
  ...idity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk exposures undertaken by the organization below an acceptable level. ...rtainty. Limits can be set at a variety of hierarchies, depending on the [[Risk Type]]: e.g. total, sectoral, regional, by business line, [[Single Obligor
  6 KB (943 words) - 14:11, 4 October 2021
• Single Obligor Exposure
  The concept of SOE becomes significant in the context of typical internal risk / accounting systems of financial services firms that do not automatically * the prevalence of product as opposed to client based management of business lines
  1 KB (154 words) - 15:11, 22 January 2021
• Credit Portfolio Management
  ...characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standalone basis but in an aggregate, po ** engages in the [[Credit Risk Transfer | distribution of credit risk]] to other investors via [[Securitization]], outright sales or credit deriv
  7 KB (943 words) - 14:41, 15 November 2021
• Credit Scoring Models
  ...ypically produces a credit score and/or a probabilistic estimate of credit risk on the basis of selected characteristics of a borrower.''' ...he Open Risk Manual are related [[:Category:Credit_Risk_Modelling | credit risk modelling]] categories of:
  11 KB (1,491 words) - 15:41, 7 March 2023
• Significant Increase in Credit Risk
  ...cial Instruments</ref>, is a significant change in the estimated [[Default Risk]] (over the remaining [[Expected Life |expected life]] of the financial ins == Determination of Significant Increase in Credit Risk ==
  7 KB (1,085 words) - 11:20, 22 December 2020
• Low Credit Risk
  '''Low Credit Risk''', in the context of IFRS 9 <ref>IFRS Standard 9, Financial Instruments</r * have low [[Default Risk]], that is low likelihood of any credit event
  2 KB (332 words) - 22:56, 27 August 2017
• Loan Valuation
  Loan Valuation is an example of more general [[Valuation Models | model based valuation]] == Risk Factors ==
  3 KB (485 words) - 14:10, 29 March 2021
• 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
• IFRS 9
  ...veness to information pointing to a deterioration or improvement in credit risk. == Risk Management Implications ==
  8 KB (1,123 words) - 13:25, 25 October 2019
• 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
• IT Security Risk
  ...o IT systems and data from within or outside the institution (e.g. [[Cyber Risk | cyber-attacks]]). ...Risk is a subset of the more general [[IT Risk]] that encompasses various risk events associated with IT systems that do not have a material security prof
  10 KB (1,520 words) - 17:12, 6 September 2023
• Four Eyes Principle
  ...activity by an individual within the organization that involves [[Material Risk]] profile must be controlled (reviewed, double checked) by a second individ ...al Fraud]], adverse outcomes as the result of fraudulent action of persons internal to the firm
  3 KB (485 words) - 11:03, 1 November 2023
• Data Integrity Validation
  ...parate domains available in the same Institution'''. These checks could be based on the plausibility of results describing the "same" phenomenon from differ ...with the data quality standards.<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref>
  4 KB (586 words) - 14:06, 20 October 2019
• Credit Rating
  ...[Credit Risk]] indicator (also ''Credit Risk Rating'') that assesses the [[Risk Profile]] of an entity or product on a defined [[Rating Scale]]. Most typi ...ing System]]. Typically, a credit rating is provided as a detailed report based on the financial history of borrowing or lending and creditworthiness of th
  5 KB (638 words) - 16:05, 22 February 2021
• 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
• 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
• CAMELS Rating Model
  ...ented outside the U.S. by various banking supervisory regulators. It is an internal supervisory tool for evaluating the soundness of financial institutions on == Composite Risk Rating ==
  7 KB (1,016 words) - 19:14, 21 December 2020
• Asset Quality
  ...he ability of management to identify, measure, monitor, and control credit risk. The asset quality of a financial institution is based on, but not limited to, an assessment of the following evaluation factors<r
  2 KB (319 words) - 12:32, 30 May 2017
• 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 ...fault rate is another key performance indicator that should be included in internal NPL monitoring reports for the management body and other relevant managers.
  7 KB (1,026 words) - 12:28, 9 June 2021
• IRB Asset Classes
  The list of distinct Advanced Internal Ratings Based assets classes recognized in the [[Basel II]]/[[Basel III]] and [[CRD IV Re ! Credit risk asset class !! NII – Asset type
  4 KB (455 words) - 17:14, 4 November 2019
• IFRS 9 Model Validation
  ...he accountability and reporting structure of the model validation process, internal rules for assessing and approving changes to the models, and reporting of t ...ng exposure and overall portfolio levels, including credit grading, credit risk identification, measurement of ECL allowances for accounting purposes, stre
  6 KB (893 words) - 12:53, 16 September 2021
• NPL Strategy
  ...supported by a corresponding comprehensive operational plan. It should be based on a self-assessment and an analysis of NPL strategy implementation options ## internal NPL capabilities to effectively manage, i.e. maximise recoveries, and redu
  4 KB (481 words) - 12:40, 23 January 2021
• NPL Risk Capital
  '''NPL Risk Capital''' denotes the equity (own means) required to fund a portfolio of [ == NPL Risk Capital for Banks ==
  2 KB (282 words) - 16:57, 1 September 2020
• NPL Life Cycle
  ...in the EBA definition of NPE, i.e. at least 1 year), given their increased risk, before they can eventually be transferred out of the NPL Workout Units if ...ferent liquidation options including in-court and out-of-court procedures. Based on this analysis, banks should speedily proceed with the chosen liquidation
  3 KB (414 words) - 18:17, 2 March 2023
• Loss Given Loss
  '''Loss Given Loss''' (LGL) is a [[Risk Parameters | Risk Parameter]] that captures the uncertainty about the actual loss that will b ...ss refines the broader [[Loss Given Default]] or [[Loss Given Impairment]] risk parameters. It is a useful concept in circumstances where there is a non-ne
  1 KB (201 words) - 16:48, 1 September 2020
• Current Expected Credit Loss
  ...veness to information pointing to a deterioration or improvement in credit risk. == Risk Management Implications ==
  4 KB (582 words) - 11:15, 15 November 2018
• Targeted Review of Internal Models
  ...y and confirming the adequacy and appropriateness of approved [[Pillar I]] internal models permitted for use by significant institutions when calculating own f ...regulatory requirements related to internal models, through an assessment based on the
  1 KB (168 words) - 11:42, 16 April 2020
• Default Rate
  '''Default Rate''' (also ''Default Frequency'') in the context of [[Credit Risk]] management is an empirically measured [[Credit Event]] realization rate. === Volume Based versus Count Based ===
  11 KB (1,612 words) - 14:40, 6 September 2020
• Credit Rating System
  ...a rating system is to rank borrowers systematically with meaningful credit risk quality differentiation ...edit rating system will aim, in particular, to provide regulatory credit [[Risk Parameters]] such as:
  3 KB (358 words) - 16:06, 22 February 2021
• Unexpected Loss
  ...impact that a business could incur due to a particular [[Loss]] event or [[Risk]] realization. The unexpected loss is calculated as the [[Expected Loss]] p .... It is used primarily in the context of estimating [[Risk Capital]] using internal models and it aims to explicitly separate the related [[Expected Loss]] con
  2 KB (232 words) - 13:20, 30 September 2021
• Margin of Conservatism
  ...tion) adjustment to remedy any shortcomings of quantitative estimates of [[Risk Parameters]]. ...k]], namely issues with [[Data Quality]] and potentially [[Intrinsic Model Risk]] associated with the selection of methods and quantitative methods underpi
  9 KB (1,337 words) - 00:44, 14 November 2019
• IFRS 9 versus IRB Models
  ...nternal Rating Based]] frameworks require the use of quantitative [[Credit Risk]] estimates. This entry summarizes their relationship<ref>ESRB, Financial ! Aspect !! Internal Ratings-Based Model !! IFRS 9 Model
  2 KB (250 words) - 14:14, 29 March 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
• Sovereign Credit Rating
  ...with the liabilities of Sovereign entities, thus a measure of [[Sovereign Risk]] * Expert based scorecards building on extensive fundamental analysis (and loosely calibrat
  1 KB (191 words) - 12:27, 22 February 2021
• State Space
  ...al system states, i.e. it is an abstraction. The usefulness of state space based models is determined by the degree to which they can represent and help ana In credit risk management applications it is common to consider a ''finite state space'',
  2 KB (356 words) - 13:33, 10 February 2021
• Non-Performing Loan Valuation
  NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institutions as Broadly speaking NPL valuation is based on evaluating the likelihood and magnitude of future cashflows from NPL eit
  16 KB (2,148 words) - 11:27, 18 October 2020
• Real Estate Valuation
  ...discount rates used in hope value calculations should reflect local market risk premia. ...iate provisioning level should be assessed using a going concern cash flow based approach (see Chapter on credit file review).
  11 KB (1,789 words) - 15:53, 4 June 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
• Loss Given Default Models
  * For internal [[Credit Risk Management]] and [[Credit Portfolio Management]] * As [[Risk Parameters]] for [[Basel III]]/[[CRD IV Regulation]] calculations of [[Regu
  7 KB (1,048 words) - 12:27, 16 September 2021
• Credit Rating Scale
  ...a borrower (/counterparty) or credit product a distinct degree of [[Credit Risk]]. A rating scale is an example of specifying a [[State Space]]. ...through the use of masterscales)<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref>
  6 KB (932 words) - 16:06, 22 February 2021
• 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 (467 words) - 19:42, 24 October 2018
• 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 (490 words) - 16:15, 11 May 2023
• 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
• Credit Scorecard Taxonomy
  ...[[Credit Risk]] profile ([[Behavioral Scoring | behavioural scorecards]], internal credit rating systems) ...ve inputs and algorithmic processing ([[Machine Learning]]) to achieve the risk classification
  3 KB (359 words) - 21:01, 11 September 2020
• List of Retail Credit Score Factors
  === Impact on Credit Risk === '''NB The identity key ''in itself'' does not hold credit risk relevant information (is not a credit score factor) but it may provide link
  9 KB (1,235 words) - 13:08, 7 September 2020
• Cyber Attack
  A Cyber Attack is a specific form of [[Cyber Risk]]/[[IT Security Risk]] that involves an attack to an organizations digital asses by an external * deployment of malicious software resulting in taking control of internal IT systems
  2 KB (333 words) - 11:37, 15 June 2021
• Business Continuity Guidelines
  ...y]] guidelines in support of effective [[Business Continuity Management]]. Based on a compilation of regulatory material <ref>BCBS, High-level principles fo ...gory (and thematic sub-categories) to validate, benchmark or challenge any internal plans and procedures. Always give precedence to formal rules, regulations a
  3 KB (339 words) - 12:27, 4 November 2020
• Business Continuity Glossary
  | A risk management method of calculating loss based on a value and level of frequency. | A process by which data (electronic or paper-based) and programs are copied in some form so as to be available and used if the
  90 KB (12,017 words) - 15:01, 10 August 2021
• Covid-19 Pandemic Risk Events
  ...ent the breadth and sequence of such events reasonably accurately to allow risk managers understand existing vulnerabilities of financial / economic system ...f structured [https://www.openriskmanual.org/data/index.php/Main_Page Open Risk Data]
  27 KB (3,147 words) - 12:25, 25 May 2020
• EBA Guidelines on Loan Origination and Monitoring
  ...r to ensure that institutions have robust and prudent approaches to credit risk taking, management and monitoring. ...general internal governance framework, as set out in the EBA Guidelines on internal governance in relation to the credit-granting process.
  8 KB (957 words) - 15:48, 31 March 2022
• Credit Risk Policy
  ...il an organization's perception and attitude towards the range or [[Credit Risk | credit risks]] it faces and desires to manage The Credit Risk policy is a key part of an organization's [[Risk Framework]]
  7 KB (921 words) - 22:02, 25 October 2021
• Credit Decision Making
  ...nt of an institution in relation to its [[Credit Risk Management]] (e.g. [[Risk Acceptance]], [[Credit Portfolio Management]]) etc. ...imits within an organisation and be based on objective criteria, including risk indicators.
  3 KB (492 words) - 14:02, 4 June 2020
• Corporate Credit Risk Analysis
  '''Corporate Credit Risk Analysis''' denotes [[Credit Risk Analysis]] as it applies to medium-to-large sized enterprizes. ...to ensure that the application is in line with the institution’s credit risk appetite, policies, credit-granting criteria, limits and relevant metrics,
  12 KB (1,843 words) - 14:46, 1 September 2020
• SME Credit Risk Analysis
  '''SME Credit Risk Analysis''' is the specialization of [[Credit Risk Analysis]] to the particular context of [[SME Lending]]. General requirements for the analysis of SME Credit Risk are set in<ref>EBA, Guidelines on loan origination and monitoring EBA/GL/20
  11 KB (1,537 words) - 22:17, 31 March 2021
• Revaluation of Immovable Property Collateral
  ...oan as a means of having an up-to-date perception of the residual [[Credit Risk]] ...e methodology is appropriate for the type of asset and lending product and based on a sufficient time series of observed empirical evidence of previous tran
  4 KB (578 words) - 16:39, 4 June 2020
• Revaluation of Movable Property Collateral
  ...loan as a means of having an up-to-date perception of the residual Credit Risk ...l models, define the approach (e.g. desktop valuation, drive-by valuation, internal and external assessment of the property) that is most suitable for the spec
  2 KB (272 words) - 17:08, 4 June 2020
• Monitoring of Credit Exposures and Borrowers
  ...onitoring of Credit Exposures and Borrowers''' is a subset of the [[Credit Risk Monitoring]] framework that focuses on the monitoring of [[Outstanding Amou ...negative development in these factors or in other factors that affect the risk profile of the borrower and/or credit facilities.
  3 KB (364 words) - 18:22, 4 June 2020
• Early Warning Indicators for Credit Risk
  ...g Indicators]] that are used specifically for the anticipation of [[Credit Risk]] events. ...ty, profitability, market and macroeconomic metrics. In the context of the risk control framework, an institution can use progressive metrics (“traffic l
  6 KB (922 words) - 11:13, 22 December 2020
• Equator Principle 1
  ...[[ESG Risks]]), including those related to Human Rights, [[Climate-Related Risk | climate change]], and [[wikipedia:Biodiversity | biodiversity]]. This categorisation is based on the International Finance Corporation’s (IFC) environmental and social
  2 KB (231 words) - 17:03, 15 June 2023
• Automated Credit Decision
  ...omated Credit Decision''' is a [[Credit Decision]] process that is largely based on automated (digital) processes that do not involve human intervention and ..., Guidelines on Credit Risk Management, Credit Approval Process and Credit Risk Management</ref>
  1 KB (192 words) - 21:23, 27 September 2021
• ISCO Occupation Group 1330.7 Ict Project Manager
  ...objectives of ICT projects. They establish budgets and timelines, perform risk analysis and quality management, and complete project closure reports. * Internal Risk Management Policy
  2 KB (244 words) - 12:09, 26 February 2021
• ISCO Occupation Group 6221.10 Aquaculture Recirculation Technician
  ...operate and control the production processes of aquatic organisms in land-based recirculation systems, which utilise water re-use processes and the operati * Draw Up Risk Assessment
  2 KB (263 words) - 12:10, 26 February 2021
• ISCO Occupation Group 2519.4 Ict Quality Assurance Manager
  ...CT quality approach through quality management systems, in compliance with internal and external standards and the organisation's culture. They ensure that the * Internal Risk Management Policy
  2 KB (240 words) - 12:14, 26 February 2021
• ISCO Occupation Group 2421.1 Business Analyst
  ...he company, from many perspectives, can improve its strategic position and internal corporate structure. They assess needs for change, communication methods, t * Analyse Internal Factors Of Companies
  2 KB (257 words) - 12:16, 26 February 2021
• ISCO Occupation Group 1213.3 Programme Manager
  * Perform Risk Analysis * Shape Organisational Teams Based On Competencies
  2 KB (224 words) - 12:19, 26 February 2021
• ISCO Specialization 1321.1.3 Operations Manager
  * Analyse Internal Factors Of Companies * Internal Risk Management Policy
  6 KB (683 words) - 12:44, 26 February 2021
• BCBS 105
  ...Supervision]] on January 2004 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...Supervision announced in October 2003 plans to revise the internal ratings-based (IRB) approach to securitisation exposures.</p>
  4 KB (614 words) - 11:39, 26 March 2021
• BCBS 107
  ...r improving capital regulation to take into account changes in banking and risk management practices while at the same time preserving the benefits of a fr ...ucture of the 1996 Market Risk Amendment regarding the treatment of market risk; and the definition of eligible capital.</p>
  20 KB (3,034 words) - 11:39, 26 March 2021
• BCBS 111
  ...g Supervision]] on April 2005 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...to be more flexible and better able to evolve with advances in markets and risk management practices.</p>
  7 KB (1,008 words) - 11:43, 26 March 2021
• BCBS 112
  ...g Supervision]] on April 2005 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...h less emphasis on the market risks, previously tackled in the 1996 Market Risk Amendment. In comments received on the third consultative paper on the Revi
  6 KB (842 words) - 11:43, 26 March 2021
• BCBS 115
  ...ng Supervision]] on July 2005 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...ial dependencies between default rates and recovery rates are reflected in internal economic capital models varies considerably across institutions.</p>
  6 KB (813 words) - 11:43, 26 March 2021
• BCBS 116
  ...nking Supervision]] on July 2005 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...to be more flexible and better able to evolve with advances in markets and risk management practices.</p>
  6 KB (932 words) - 11:43, 26 March 2021
• BCBS 118
  ...r improving capital regulation to take into account changes in banking and risk management practices while at the same time preserving the benefits of a fr ...ucture of the 1996 Market Risk Amendment regarding the treatment of market risk; and the definition of eligible capital.</p>
  19 KB (2,931 words) - 12:29, 26 March 2021

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