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From Open Risk Manual
  • * [[:Category:BCBS Risk Management | Risk Management]] * [[:Category:BCBS Liquidity Risk | Liquidity Risk]]
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  • ...''' is a broad description of models that are used for asset and liability management. * [[Liquidity Risk]]
    770 bytes (104 words) - 17:51, 1 December 2022
  • ...Exposure | risk exposures]] such as [[Credit Risk]], [[Market Risk]] or [[Liquidity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk e ...ost widely used in [[Market Risk]], [[Credit Risk]] and [[Liquidity Risk]] management, where quantitative metrics characterising risk exposures can be establishe
    6 KB (943 words) - 14:11, 4 October 2021
  • In the context of bank risk management, market risk is relevant for positions included in the banks' trading book * [[Liquidity Risk]]: the volatility of the bid-ask spread that reflects the depth of the
    4 KB (657 words) - 16:14, 11 March 2024
  • ...organizational structure and the objectives of the agent engaging in risk management determine the scope and content of the taxonomy. A risk taxonomy enters in [[Risk Management]] activity as a tool to help with a variety of tasks:
    8 KB (1,110 words) - 16:01, 16 January 2023
  • ...ections of credit assets). The defining characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standal == Credit Portfolio Management Approaches ==
    7 KB (943 words) - 14:41, 15 November 2021
  • ...ntities as relevant and generally expressed relative to earnings, capital, liquidity or other relevant measures (e.g. growth, volatility); ...l as exposures to specific products or markets.<ref>CEBS Guidelines on the management of concentration risk under the supervisory review process (GL31), 2010</re
    6 KB (837 words) - 13:38, 5 February 2020
  • ...erably depending on the nature of the borrower, the product type, internal management methods and external market resources. === Internal (Management) Indicators ===
    7 KB (1,085 words) - 11:20, 22 December 2020
  • Risk premia can be due to credit, liquidity and a variety of other [[Risk Factor | risk factors]] [[Category:Risk Management]]
    378 bytes (55 words) - 00:44, 28 January 2020
  • ...ocesses and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks, to which they are or might be exposed, includi
    825 bytes (122 words) - 11:58, 27 March 2019
  • ...idity risk has two major sub-categories, Market Liquidity Risk and Funding Liquidity Risk == Market Liquidity Risk ==
    1 KB (165 words) - 13:05, 26 May 2017
  • ...rocesses and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks. ...their business but also to encourage banks to develop and use better risk management techniques in monitoring and managing their risks. For that reason, Pillar
    8 KB (1,117 words) - 15:00, 5 February 2020
  • * [[Management Capability | '''M'''anagement Capability]] * [[Liquidity Risk | Adequacy of '''L'''iquidity]]
    7 KB (1,016 words) - 19:14, 21 December 2020
  • ...lusion in the regulatory liquidity buffer but which, on the basis of their management during normal times, belong to a hold-to-collect business model may be meas
    1 KB (165 words) - 11:59, 27 March 2019
  • ...k-free rate relevant for a given instrument, e.g., as used by banks in the management of their interest rate risk in the banking book. It is a market rate that i ...not include instrument-specific or entity-specific credit risk spreads or liquidity risk spreads<ref>EBA: 2018 EU-Wide Stress Test - Draft Methodological Note<
    2 KB (353 words) - 14:02, 8 October 2019
  • NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institution <td>Speaker: Imre Balogh, Bank Asset Management Company, Slovenia
    16 KB (2,148 words) - 11:27, 18 October 2020
  • ...osition with sufficient stature, independence, resources and access to the management board. In the popular [[Three Lines of Defense]] paradigm of [[Risk Management]] the independent risk function is a key component of the bank’s '''secon
    3 KB (366 words) - 23:04, 25 November 2020
  • The '''Chief Risk Officer''' is a senior management position, typically found in regulated large financial institutions such as ...For regulated banks this function must be sufficiently [[Independent Risk Management | independent]] from the rest of the firm.
    2 KB (277 words) - 14:53, 4 October 2021
  • ...ich means that there are many areas where the boundaries of what is a risk management role (versus other business roles) are quite diffuse. This is particularly ...hat certain activities must be further separated (e.g., [[Independent Risk Management]] and the [[Three Lines of Defense]] model). We do not follow this pattern
    6 KB (815 words) - 18:57, 20 November 2020
  • ...f the likelihood of [[Joint Default]] in the context of [[Credit Portfolio Management]], which in turn are used for [[Concentration Risk]] measurement ...ure of the market''(s) where the instruments are traded (trading platform, liquidity etc.)
    11 KB (1,744 words) - 12:13, 10 June 2021
  • ...rategic business direction, risk management capabilities and/or quality of management.<ref>BCBS, Supervisory Guidance on Dealing with Weak Banks, March 2002</ref
    466 bytes (62 words) - 15:21, 2 April 2019
  • * Liquidity: working capital, liability maturity profile === Management Factors ===
    10 KB (1,333 words) - 21:00, 31 March 2021
  • ...the [[Risk Event]] (and other descriptive elements relevant from a [[Risk Management]] perspective). The entry also explores the potential of annotating risk ev ...MANAGEMENT LIMITED (United Kingdom, 08927429)">THOMAS COOK IN DESTINATION MANAGEMENT LIMITED</a> (United Kingdom, <span class="start_date"> 7 Mar 2014</span>- )
    22 KB (2,907 words) - 19:05, 11 October 2019
  • * Originators may use securitization as part of their [[Credit Portfolio Management]] tools * [[Liquidity Risk]]
    2 KB (313 words) - 13:03, 21 September 2020
  • ...f economic performance, predictions of future performance and diverse risk management activities. | Internal Liquidity Management, Financial Market Data, Balance Sheet Items
    2 KB (214 words) - 15:39, 7 October 2021
  • ...ir customer base, their operating approach, and the direction of the board management. ...ding structure, assets and liabilities, and the trends in its solvency and liquidity positions. Furthermore, supervisors should consider the risk appetite of th
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  • ...s and techniques to optimise the management of the [[Working Capital]] and liquidity invested in [[Physical Supply Chain]] processes and transactions. Supply ch
    2 KB (310 words) - 15:20, 8 February 2020
  • Financial Supply Chain Management refers to the range of corporate management practices and transactions that facilitate the purchase of, sale and * the management of liquidity and working capital
    1 KB (182 words) - 09:49, 7 February 2020
  • * Finance and liquidity availability to mitigate limited credit availability from traditional banki * Potential for balance sheet management via ‘true sale’ of the receivables under the relevant legal structures
    7 KB (1,050 words) - 10:47, 25 February 2020
  • * Finance and liquidity availability for sellers with limited credit availability from traditional === Risk Management ===
    10 KB (1,429 words) - 11:30, 15 June 2021
  • ...nctions beyond pure financing to include collection of receivables, debtor management, and protection against default by debtors. * Finance and liquidity availability for sellers with limited credit availability from traditional
    12 KB (1,791 words) - 15:46, 8 February 2020
  • ...ing, Confirmed Payables, Supplier Payments, Vendor Pre-Pay, Trade Payables Management, Buyer-Led Supply Chain Finance, or Supplier Finance * Improved payment and commercial terms and liquidity optimisation
    8 KB (1,186 words) - 16:14, 8 February 2020
  • ...manufacturer to cover the holding of goods for re-sale and to bridge the [[Liquidity Gap]] until the receipt of funds from receivables following the sale of goo * Working capital optimisation permitting the distributor to bridge the liquidity gap between the purchase of inventory and payments received from its custom
    6 KB (901 words) - 16:16, 8 February 2020
  • ...ent Finance'''. It is the chain of financial processes, risk and liquidity management decisions, events and activities that provide financial support in part or
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  • == Use Cases in Risk Management == ...areas where blockchain techologies may have an impact on improving [[Risk Management]]
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  • ...ontinuity, August 2006</ref>, <ref>Business Continuity Planning and Crisis Management, FRBNY, 2015</ref> <ref>Guide for All-Hazard Emergency Operations Planning, <ref>Glossary of General Business Continuity Management Terms, Business Continuity Institute (BCI), December 2002</ref>
    90 KB (12,017 words) - 15:01, 10 August 2021
  • | Liquidity Risk | Parking Management Inc.
    27 KB (3,147 words) - 12:25, 25 May 2020
  • == Collection of Risk Management Koans == * Student: Master, what is liquidity?
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  • == Management Responsibilities in Credit Granting == The management body, as referred to in the EBA Guidelines on internal governance, in relat
    2 KB (262 words) - 11:29, 3 June 2020
  • * the occurrence of severe but plausible management problems; * a severe but plausible outflow of liquidity, changes in funding or an increase in a borrower’s balance sheet leverage
    12 KB (1,843 words) - 14:46, 1 September 2020
  • ...etrics (“traffic light approach”) or EWI to inform the institution’s management that a stress situation (“red triggers”) could potentially be reached.< ...ement function, the heads of functions involved in credit granting and the management body.
    6 KB (922 words) - 11:13, 22 December 2020
  • ...and future risk tolerance/appetite and strategy, and for overseeing senior management’s implementation of that strategy. <ref>BCBS, Principles for enhancing Risk Committee responsibities include capital and liquidity management, as well as for credit, market, operational, compliance, reputational and o
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  • ...starting point for defining a more specific [[Risk Management Jobs | risk management job profile]]. This is NOT a template for a job vacancy advertisement as it * [[Liquidity Risk]]
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  • ...of specialized [[Stress Testing]] techniques to assist with diverse [[Risk Management]] tasks. * [[Liquidity Stress Test]] focusing on the liquidity of a firm (its ability to meet cash payments without disruption)
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  • '''Asset and Liability Management''' (ALM) is a broad description of tasks with the precise composition depen * [[Liquidity Risk]]
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  • * Quantitative Analysis of Corporate Balance Sheet ([[Financial Ratios]], [[Liquidity]]) usually from audited reports ...ysis of Business Profile ([[Business Model Risk]], product mix, quality of management, [[Internal Governance]], [[SWOT Analysis]])
    2 KB (259 words) - 17:37, 11 November 2021
  • * Financial Management * Assume Responsibility For The Management Of A Business
    11 KB (1,230 words) - 14:30, 29 March 2021
  • ...oversee all aspects of the financial management of a bank. They manage the liquidity and solvency of the bank. They manage and present current budgets, revise f * Financial Management
    2 KB (219 words) - 14:31, 29 March 2021
  • ...on financial matters such as profitability, liquidity, solvency, and asset management. They provide recommendations on financial matters for decision-making proc * Financial Management
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  • * Liquidity Management * Advise On Risk Management
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  • * Apply Conflict Management * Liquidity Management
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  • * Liquidity Management
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  • ...t organisation, cash flow monitoring, liquidity planning and control, risk management including currency and commodity risks and maintain close connection with b * Liquidity Management
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  • .... They undertake technical analysis of economic information such as market liquidity and volatility, to predict the future rates of currencies on the foreign ex * Perform Financial Risk Management In International Trade
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  • * Financial Management * Liquidity Management
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  • ...e rates. They undertake technical analysis of economic information (market liquidity and volatility ) to predict the future rates of currencies on the foreign e * Perform Financial Risk Management In International Trade
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  • * Cost Management * Liquidity Management
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  • * Liquidity Management
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  • ...nd guidance for supervisors on the governance, capital, liquidity and risk management frameworks of financial conglomerates. Importantly, these updated principle ...f the financial conglomerate, the responsibilities of the board and senior management, the treatment of conflicts of interest and remuneration policy.</p>
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  • ''Liquidity Risk: Management and Supervisory Challenges''. ...ls used by supervisors to evaluate liquidity risk and banks' management of liquidity risks arising from financial market developments.</p>
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  • ''Principles for Sound Liquidity Risk Management and Supervision''. ...ed for public comment </span><em><span>Principles for Sound Liquidity Risk Management and Supervision</span></em><span>.</span></p>
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  • ''Principles for Sound Liquidity Risk Management and Supervision''. ...in the past decade have increased the complexity of liquidity risk and its management.</p>
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  • <li>be an integral part of capital and liquidity planning,</li> * Keywords: [[Liquidity Risk]], [[Credit Risk]], [[Risk Management]], [[Corporate Governance]], [[Risk Mitigation]], [[Financial Crisis]], [[S
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  • ...) conduits by eliminating the distinction between short-term and long-term liquidity facilities.</p> ...ose of this supplemental Pillar 2 guidance is to address the flaws in risk management practices revealed by the crisis, which in many cases were symptoms of more
    7 KB (993 words) - 11:43, 26 March 2021
  • ...ss testing is a critical tool used by banks as part of their internal risk management and capital planning. The guidance sets out a comprehensive set of principl * Keywords: [[Credit Risk]], [[Liquidity Risk]], [[Risk Management]], [[Sensitivity Analysis]], [[Scenarios]], [[Supervision]], [[Risk Governa
    2 KB (311 words) - 11:44, 26 March 2021
  • ...d for consultation a package of proposals to strengthen global capital and liquidity regulations with the goal of promoting a more resilient banking sector.</p> ...presents the Basel Committee's proposals to strengthen global capital and liquidity regulations with the goal of promoting a more resilient banking sector. The
    11 KB (1,648 words) - 11:44, 26 March 2021
  • ...ng Supervision]] on December 2009 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''International framework for liquidity risk measurement, standards and monitoring – consultative document''.
    6 KB (943 words) - 11:44, 26 March 2021
  • <li>minimum global liquidity standards to improve banks' resilience to acute short term stress and to im <li>stronger standards for supervision, public disclosures and risk management.</li>
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  • ...ng Supervision]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...ts the details of global regulatory standards on bank capital adequacy and liquidity agreed by the Governors and Heads of Supervision, and endorsed by the G20 L
    9 KB (1,436 words) - 11:44, 26 March 2021
  • ...ts the details of global regulatory standards on bank capital adequacy and liquidity agreed by the Governors and Heads of Supervision, and endorsed by the G20 L ...able economic growth. The higher levels of capital, combined with a global liquidity framework, will significantly reduce the probability and severity of bankin
    9 KB (1,415 words) - 11:44, 26 March 2021
  • ...ng Supervision]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III: International framework for liquidity risk measurement, standards and monitoring''.
    9 KB (1,428 words) - 11:44, 26 March 2021
  • ...ervision]] on November 2011 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    3 KB (480 words) - 11:44, 26 March 2021
  • ...anking Supervision]] on July 2012 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Monitoring indicators for intraday liquidity management - consultative document''.
    2 KB (263 words) - 11:45, 26 March 2021
  • ...Supervision]] on July 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    2 KB (303 words) - 11:45, 26 March 2021
  • ...a more comprehensive and detailed view on governance arrangements and the management of principal risk, replacement cost risk and all other FX settlement-relate ...uidelines" that address governance, principal risk, replacement cost risk, liquidity risk, operational risk, legal risk, and capital for FX transactions. The ke
    4 KB (535 words) - 13:39, 15 June 2021
  • ...ervision]] on November 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity and the 13 January 2011 press release on the loss absorbency of capital at
    2 KB (298 words) - 09:38, 12 October 2021
  • ...ervision]] on December 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...er 2010 publication of the Basel III regulatory frameworks for capital and liquidity as well as the July 2012 publication of the interim framework for determini
    3 KB (359 words) - 11:45, 26 March 2021
  • ...a more comprehensive and detailed view on governance arrangements and the management of principal risk, replacement cost risk and all other FX settlement-relate ...uidelines" that address governance, principal risk, replacement cost risk, liquidity risk, operational risk, legal risk and capital for FX transactions. The key
    4 KB (535 words) - 11:45, 26 March 2021
  • ...ervision]] on February 2013 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...in 2012 indicate that application of the threshold could reduce the total liquidity costs by 56% relative to a margining framework with a zero initial margin t
    4 KB (604 words) - 11:45, 26 March 2021
  • ...nking Supervision]] on April 2013 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Monitoring tools for intraday liquidity management - final document''.
    3 KB (508 words) - 16:32, 4 April 2021
  • ...pervision]] on October 2013 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...ermeable and more objective boundary that remains aligned with banks' risk management practices, and reduces the incentives for regulatory arbitrage.</li>
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  • ...failures can arise from counterparty default, operational problems, market liquidity constraints, and other factors. Settlement risk exists for any traded produ ...s if unsettled funds are needed to meet obligations to other parties. Such liquidity exposure can be severe if the unsettled amounts are large and alternative s
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  • ...Transparency in this area is particularly important since weak credit risk management practices and poor credit quality continue to be a dominant cause of bank f ...erparties can provide a bank with strong incentives to maintain sound risk management systems and internal controls and to conduct its business in a manner that
    5 KB (759 words) - 15:42, 6 October 2021
  • ...Supervision]] on July 1999 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Principles for the Management of Credit Risk''.
    7 KB (1,075 words) - 11:46, 26 March 2021
  • ...ne and can reinforce supervisory efforts to promote high standards in risk management. The two committees consider the transparency of banks' and securities firm ...banks and securities firms also disclosed information on the management of liquidity risk and operational risk.</p>
    4 KB (609 words) - 11:46, 26 March 2021
  • ''Sound Practices for Managing Liquidity in Banking Organisations''. ...t a single organisation can have systemic repercussions. The management of liquidity is therefore among the most important activities conducted at banks.</p>
    3 KB (449 words) - 11:46, 26 March 2021
  • ...failures can arise from counterparty default, operational problems, market liquidity constraints and other factors. Settlement risk exists for any traded produc ...implemented through a formal and independent process with adequate senior management oversight. As part of this process, a bank has to have measurement systems
    4 KB (625 words) - 11:46, 26 March 2021
  • ...Transparency in this area is particularly important since weak credit risk management practices and poor credit quality continue to be a dominant cause of bank f ...erparties can provide a bank with strong incentives to maintain sound risk management systems and internal controls and to conduct its business in a manner that
    5 KB (804 words) - 11:46, 26 March 2021
  • ...rvision]] on September 2000 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Principles for the Management of Credit Risk''.
    7 KB (1,103 words) - 11:46, 26 March 2021
  • ...ncial market participants to make informed decisions regarding banks' risk management practices and financial strength. More specifically, the Committee is propo ...ll Other Risks</strong>; disclosures regarding litigation, operational and liquidity risks. </li>
    6 KB (872 words) - 11:46, 26 March 2021
  • ...rategic business direction, risk management capabilities and/or quality of management". In such cases, and given the need to maintain confidence in the financial ...rmal methods, normally where the bank's problems are less serious and bank management is co-operative, and more formal actions that are binding on the bank, with
    6 KB (896 words) - 11:46, 26 March 2021
  • ...ng Supervision]] on December 2014 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...unding requirements, reinforce the <em>Principles for Sound Liquidity Risk Management and Supervision</em>, strengthen market discipline, and reduce uncertainty
    2 KB (342 words) - 11:47, 26 March 2021
  • ...boundary between the banking book and the trading book; efficiency in risk management practices; and the need for consistent and transparent implementation of th ...evalidation costs associated with incorporating the risk of varying market liquidity into the expected shortfall model.</li>
    5 KB (724 words) - 11:47, 26 March 2021
  • ...nking Supervision]] on March 2015 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...rt describes the Committee's assessment of the implementation of the Basel Liquidity Coverage Ratio (LCR) standards in Hong Kong SAR.</p>
    2 KB (316 words) - 11:47, 26 March 2021
  • ...nking Supervision]] on March 2015 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...rt describes the Committee's assessment of the implementation of the Basel Liquidity Coverage Ratio (LCR) standards in Mexico.</p>
    2 KB (308 words) - 11:47, 26 March 2021
  • ...anking Supervision]] on June 2015 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...rinciples for sound liquidity risk management and the monitoring tools for liquidity risk.</p>
    2 KB (313 words) - 11:47, 26 March 2021
  • ...anking Supervision]] on June 2015 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...rinciples for sound liquidity risk management and the monitoring tools for liquidity risk.</p>
    2 KB (300 words) - 11:47, 26 March 2021
  • ...unding requirements, reinforce the <em>Principles for sound liquidity risk management and supervision</em>, strengthen market discipline, and reduce uncertainty * Keywords: [[Liquidity]], [[Liquidity Risk]], [[Basel III]], [[Disclosure]], [[NSFR]]
    2 KB (318 words) - 11:47, 26 March 2021
  • ...excessive risk concentrations, misaligned compensation and inadequate risk management; and</li>
    3 KB (467 words) - 11:47, 26 March 2021
  • ...g Supervision]] on September 2015 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Regulatory Consistency Assessment Programme (RCAP), Assessment of Basel III Liquidity Coverage Ratio regulations - Saudi Arabia''.
    2 KB (327 words) - 11:47, 26 March 2021

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