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  • Main Page
    * [[Non-Performing Loan Valuation]]
    19 KB (2,522 words) - 14:31, 9 May 2024
  • Related Counterparties
    3 KB (464 words) - 14:56, 22 January 2021
  • Accuracy Ratio
    3 KB (382 words) - 12:52, 16 September 2021
  • Default Definition
    ...s. <ref>BCBS D403, Prudential treatment of problem assets - definitions of non-performing exposures and forbearance</ref> * Legal ambiguity given the many stages of [[Non-Performing Exposure]]
    8 KB (1,109 words) - 16:07, 22 February 2021
  • Good-Bad Analysis
    ...f good (performing) loans or clients versus bad or [[Non-Performing Loan | non-performing loans/clients]] over time.
    581 bytes (73 words) - 10:33, 9 September 2020
  • Logit/Probit Models
    492 bytes (58 words) - 13:58, 19 November 2019
  • Model Inventory
    939 bytes (133 words) - 14:35, 19 November 2019
  • Probability of Default
    4 KB (532 words) - 18:59, 4 September 2020
  • Roll Rates
    * In the context of managing seriously delinquent accounts ([[Non-Performing Loan]]) the roll rates of delinquent accounts into performing states are de * When managing portfolios with significant [[Non-Performing Loan]] segments the Roll Rate Matrix must capture accurately the [[NPL Life
    4 KB (658 words) - 12:17, 7 September 2020
  • Sensitivity Analysis
    1 KB (205 words) - 14:18, 27 October 2021
  • Statistical Models
    976 bytes (127 words) - 16:21, 11 March 2023
  • Financial Products
    7 KB (1,020 words) - 18:40, 4 March 2024
  • Frequently Asked Questions
    2 KB (373 words) - 23:30, 8 March 2021
  • Forbearance
    ...urs when<ref>D403: Prudential treatment of problem assets - definitions of non-performing exposures and forbearance</ref>: ...osition without supporting action. It can also be a strategy to bring down non-performing/problem exposures to avoid negative attention and repercussions. This can b
    6 KB (840 words) - 18:21, 2 March 2023
  • Provisioning
    * an [[Impairment Allowance]] for non-performing loans. Also ''loan loss provisio''n or ''loan loss reserves''. Provisioning
    2 KB (270 words) - 15:21, 15 September 2021
  • Loan Tape
    ...s is provided by the [[EBA NPL Template]]. (NB: The EBA templates target [[Non-Performing Loan]] portfolios and thus put more emphasis on recording the credit perfor
    4 KB (526 words) - 12:09, 10 June 2021
  • Asset Management Company
    ...t. AMCs are often referred to as "bad banks".<ref>ECB Guidance to banks on non-performing loans, March 2017</ref>
    472 bytes (62 words) - 12:03, 25 September 2020
  • Non-Performing Asset
    ...Foreclosed Asset]] on a bank's balance sheet <ref>ECB Guidance to banks on non-performing loans, March 2017</ref>
    383 bytes (50 words) - 12:05, 25 September 2020
  • Feedback Effects
    2 KB (282 words) - 11:49, 12 September 2023
  • Risk Limit
    6 KB (943 words) - 14:11, 4 October 2021
  • Idiosyncratic Risk
    ...system this information is provided by a rating state that belongs to a ''non-performing range''.
    2 KB (311 words) - 12:33, 10 June 2021
  • Risk Measurement
    1 KB (169 words) - 14:04, 11 March 2024
  • Asset Quality Review
    * [[Non-Performing Exposure]] (NPE) definitions: the definition of “Non-performing” relative to the EBA simplified approach for the AQR, including treatment
    3 KB (358 words) - 12:18, 25 September 2020
  • License
    14 KB (2,218 words) - 12:41, 5 September 2018
  • Lending products
    3 KB (383 words) - 10:28, 18 October 2021
  • Risk Taxonomy
    8 KB (1,110 words) - 16:01, 16 January 2023
  • Risk Data Standards
    10 KB (1,432 words) - 17:18, 5 December 2023
  • Risk Culture
    6 KB (952 words) - 21:42, 31 March 2021
  • Capital adequacy
    2 KB (234 words) - 22:57, 7 November 2019
  • Loss Given Default
    ...the different regulatory or accounting requirements for performing versus non-performing exposures.
    4 KB (552 words) - 09:55, 14 May 2021
  • Internal Fraud
    3 KB (365 words) - 14:13, 4 October 2021
  • Motor Insurance
    729 bytes (98 words) - 15:35, 22 March 2021
  • Property Insurance
    885 bytes (119 words) - 18:27, 28 January 2020
  • Liability Insurance
    1 KB (145 words) - 18:25, 28 January 2020
  • Business Execution
    3 KB (348 words) - 14:09, 29 March 2021
  • Legal Risk
    2 KB (268 words) - 14:14, 4 October 2021
  • Corporate Bond
    2 KB (321 words) - 01:27, 11 February 2020
  • Past Due
    ...material<ref>D403: Prudential treatment of problem assets - definitions of non-performing exposures and forbearance</ref>
    810 bytes (119 words) - 14:10, 8 October 2018
  • IFRS 9 Modeling Resources
    24 KB (3,113 words) - 16:52, 1 September 2020
  • Credit Scoring Models
    11 KB (1,491 words) - 15:41, 7 March 2023
  • How to become a Contributor to the Risk Manual
    6 KB (937 words) - 08:56, 19 July 2019
  • NPL
    '''NPL''' is an acronym for ''[[Non-Performing Loan | Non-Performing Loans]]''. It is a broad term used by financial institutions, denoting loan
    377 bytes (54 words) - 11:36, 8 October 2018
  • Non-Performing Exposure
    '''Non-Performing Exposure''' is a term used by regulatory authorities to denote lending cont ...exposures and forbearance</ref>, yet the identification of an exposure as non-performing under the harmonized definition is not intended to affect its categorisatio
    3 KB (365 words) - 12:30, 16 September 2021
  • Financial Difficulty
    ...ontract.<ref>D403: Prudential treatment of problem assets - definitions of non-performing exposures and forbearance</ref>. * A counterparty is in non-performing status or would be categorised as non-performing without the concessions
    3 KB (400 words) - 14:15, 4 October 2021
  • Loan Valuation
    ...n-Performing Loan Valuation]] is a sub-case focusing on the valuation of [[Non-Performing Loan | non performing loans]]
    3 KB (485 words) - 14:10, 29 March 2021
  • Credit Risk Management
    ...asures, in line with the provisions of the EBA Guidelines on management of non-performing and forborne exposures and the EBA Guidelines on arrears and foreclosure un
    7 KB (914 words) - 16:31, 3 June 2020
  • Restructuring
    * Difference in approach for performing vs. non-performing credits for each segment;
    4 KB (520 words) - 11:13, 31 March 2021
  • Loan Modification
    ...he possible routes for [[Forbearance]] or restructuring in the case of a [[Non-Performing Exposure]].
    255 bytes (29 words) - 13:38, 8 October 2018
  • Delinquency
    ...posure]]<ref>D403: Prudential treatment of problem assets - definitions of non-performing exposures and forbearance</ref>
    4 KB (582 words) - 15:14, 15 June 2019
  • NPL Glossary
    ...es in 26 countries</ref> and the ECB Guidance<ref>ECB Guidance to banks on non-performing loans, March 2017</ref>. The links are to more detailed articles that offer | [[Non-Performing Loan]]
    6 KB (800 words) - 11:19, 28 September 2021
  • Non-Performing Loan
    '''Non-Performing Loan''' (NPL) is a broad term used by financial institutions, denoting loan * [[NPL Life Cycle]], description of the various stages that characterize non-performing loans
    1 KB (155 words) - 17:51, 3 June 2022
  • Financial Guarantee
    6 KB (895 words) - 14:41, 6 September 2020
  • Discriminatory Power
    2 KB (209 words) - 21:01, 11 September 2020
  • Credit Score Factor
    4 KB (637 words) - 14:10, 29 March 2021
  • Competing Risks
    1 KB (193 words) - 13:14, 1 December 2022
  • Static Balance Sheet Assumption
    ...s, the total volume of performing assets will decrease and simultaneously, non-performing assets will increase. ** The migration of performing positions to non-performing.
    3 KB (491 words) - 13:11, 25 October 2019
  • Reverse Stress Testing
    2 KB (250 words) - 10:35, 13 June 2017
  • Fair Value Hierarchy
    5 KB (687 words) - 09:28, 19 September 2021
  • Collateral Valuation
    2 KB (323 words) - 18:40, 24 January 2021
  • Impaired versus Non-Performing Loans
    == Impaired versus Non-Performing Loans == ...oans, restructured loans, troubled debt restructuring, non-accrual status, non-performing loans, write-offs, provisions, loss allowances etc. etc. Some of those term
    4 KB (578 words) - 14:12, 29 March 2021
  • IT Data Integrity Risk
    5 KB (777 words) - 19:01, 4 March 2020
  • IT Outsourcing Risk
    4 KB (564 words) - 15:48, 11 September 2019
  • Marketplace Lending Risk
    3 KB (407 words) - 16:25, 25 September 2021
  • Non-Accrual Loan
    299 bytes (38 words) - 10:19, 28 September 2021
  • Temporary Allowance Adjustments
    2 KB (298 words) - 15:14, 18 May 2017
  • Liquidity Risk
    1 KB (165 words) - 13:05, 26 May 2017
  • Terms of Service
    8 KB (1,280 words) - 09:10, 30 May 2017
  • SREP
    8 KB (1,117 words) - 15:00, 5 February 2020
  • IFRS 9 versus CECL
    6 KB (871 words) - 11:59, 27 March 2019
  • Credit Rating Model
    2 KB (226 words) - 20:52, 21 November 2022
  • Bankruptcy
    * The non-performing Loan [[NPL Glossary | Glossary]] puts this term in the context of other ter
    2 KB (348 words) - 16:59, 1 September 2020
  • CAMELS Rating Model
    7 KB (1,016 words) - 19:14, 21 December 2020
  • Asset Quality
    ...d trend of problem, classified, non-accrual, restructured, delinquent, and non-performing assets for both on- and off-balance-sheet transactions
    2 KB (319 words) - 12:32, 30 May 2017
  • EXIOBASE
    7 KB (1,018 words) - 19:04, 30 April 2024
  • Total Eligibile Provisions
    2 KB (229 words) - 14:11, 8 October 2018
  • Cure Rate
    ...and, post restructuring, present no arrears.<ref>ECB Guidance to banks on non-performing loans, March 2017</ref> ...defaulted credit facilities cured naturally.<ref>ECB: Guidance to banks on non-performing loans, March 2017</ref>
    7 KB (1,026 words) - 12:28, 9 June 2021
  • IRB Asset Classes
    4 KB (455 words) - 17:14, 4 November 2019
  • IFRS 9 Model Validation
    6 KB (893 words) - 12:53, 16 September 2021
  • NPL Strategy
    ...tes the overall objectives and approach for any entity managing material [[Non-Performing Loan]] portfolios. ...re recommended as core NPL strategy elements<ref>ECB: Guidance to banks on non-performing loans, March 2017</ref>
    4 KB (481 words) - 12:40, 23 January 2021
  • NPL Risk Factors
    ..., in broad terms, the risk factors affecting the eventual performance of [[Non-Performing Loan]] portfolios, i.e. the degree to which the creditor will recover the [ ...'', whereas other might be specific to credit obligations that are already non-performing
    4 KB (608 words) - 16:57, 1 September 2020
  • NPL Risk Capital
    ...apital''' denotes the equity (own means) required to fund a portfolio of [[Non-Performing Loan]].
    2 KB (282 words) - 16:57, 1 September 2020
  • NPL Life Cycle
    ...es of a [[Non-Performing Loan]] or exposure.<ref>ECB: Guidance to banks on non-performing loans, March 2017</ref>
    3 KB (414 words) - 18:17, 2 March 2023
  • Loss Given Loss
    1 KB (201 words) - 16:48, 1 September 2020
  • Default Rate
    11 KB (1,612 words) - 14:40, 6 September 2020
  • Rating System Cyclicality
    1 KB (155 words) - 19:40, 15 October 2017
  • Expected Loss Best Estimate
    4 KB (570 words) - 09:59, 14 May 2021
  • EBA 2018 Stress Test Methodology
    356 bytes (45 words) - 15:43, 7 September 2017
  • Conservative Constraints in Stress Testing
    ...starting S3 exposures must be carried out. For the avoidance of doubt, all non-performing exposures as per EBA ITS 2, defaulted exposures as per Article 178 of the C ...2017 value before considering the impact of the increase of provisions for non-performing exposures on interest income
    4 KB (605 words) - 18:39, 4 May 2018
  • EBA 2018 Stress Test Definitions
    ...t = E^{3}_1 + \sum_{k=2}^{t} \mbox{DE}^{X-3}_{k} </math> || '''51., 58''' Non-performing exposure (S3 Exposures) are those for which it is deemed to indicate eviden ...xample, the Non-performing exposure (Exp S3) at end 2019 is the sum of the Non-performing exposure (Exp S3) at end 2017 plus S3 flow (S3 Flow) in 2018 plus S3 flow (
    17 KB (2,890 words) - 23:45, 4 May 2018
  • IFRS 9 versus IRB Models
    2 KB (250 words) - 14:14, 29 March 2021
  • Risk Measure
    3 KB (521 words) - 13:52, 16 April 2021
  • Risk Profile
    ...ires detailed examination: For example, two banks with identical levels of non-performing loans can have quite different profiles. Bank A’s loans might be fully se
    2 KB (266 words) - 17:58, 15 February 2019
  • Investment Grade
    2 KB (279 words) - 11:46, 22 February 2021
  • EBA 2018 Credit Risk Stress Test
    * A common definition of S3 assets as non-performing exposures should be applied for the projections ...ing Stage 3 exposures must be carried out. For the avoidance of doubt, all non-performing exposures as per EBA ITS 2 , defaulted exposures as per Article 178 of the
    12 KB (1,891 words) - 18:43, 4 May 2018
  • EBA 2018 Net Interest Income Stress Test
    ...e line item is subtracted from the total. Finally, the interest income for non-performing exposures net of provisions is added back, based on the EIR applicable to N === Interest on non-performing exposures ===
    4 KB (582 words) - 16:51, 4 May 2018
  • Volume
    ...he discrepancy in the respective maturity dates. All volumes shall include non-performing volumes, unless otherwise stated.
    901 bytes (133 words) - 16:33, 7 September 2017
  • Deposit Products
    784 bytes (114 words) - 11:41, 5 September 2020
  • EU Financial Regulation
    11 KB (1,404 words) - 20:56, 27 September 2021
  • Transition Matrix
    6 KB (872 words) - 18:45, 21 December 2020
  • State Space
    2 KB (356 words) - 13:33, 10 February 2021

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