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Name Concentration Measurement
...simply defined at portfolio level, providing synthetic measures of credit risk name concentration. ...sses which can actually differentiate the effective contribution to credit risk.

2 KB (232 words) - 12:17, 19 May 2017
Herfindahl-Hirschman Index
For the purpose of measuring credit portfolio or market [[Concentration Risk]] (e.g., name, sector or geographic risk), diversity or inequality metrics, the '''Herfindahl-Hirschman Index (HHI)'

6 KB (900 words) - 13:45, 16 April 2020
Monte Carlo Simulation of Credit Portfolios
...Once the distribution is obtained it is possible to estimate various risk measures for the credit portfolio. ...gether with a suite of [[Satellite Model | satellite models]] for [[Credit Risk]] estimation

4 KB (586 words) - 20:49, 21 November 2022
Exposure
...y. The potential susceptibility to loss; the vulnerability to a particular risk. ...capacities and other tangible human assets located in hazard-prone areas. Measures of exposure can include the number of people or types of assets in an area.

4 KB (535 words) - 17:54, 10 August 2021
Concentration Ratio
For the purpose of measuring credit portfolio or market [[Concentration Risk]], diversity or inequality metrics the '''concentration ratio''' is a measu for example credit or market risk concentrations.

5 KB (815 words) - 09:44, 24 June 2019
Credit Bureau Scoring
...nsider all relevant information.<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> Institutions mitigate this risk when they comply with the following principles:

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 ...Fair and mathematician Earl Isaac and started commercializing statistical measures of credit worthiness in the subsequent years.

5 KB (780 words) - 15:23, 6 November 2021
Economic Capital Models
...operationally recognized ([[Credit Risk]], [[Market Risk]], [[Operational Risk]] etc.). ...ired [[Risk Capital]], which can be used for [[Performance Management]], [[Risk Based Pricing]] and [[Capital Management]] decisions.

1 KB (169 words) - 15:02, 23 June 2020
Model Decay
...of models already deployed (in operation), whereby the [[Model Performance Measures | model performance]] may deteriorate to the point of the model not being a Model decay and failure applies to both risk models and valuation/pricing models. Both classes of models fail when they

2 KB (257 words) - 17:18, 3 November 2019
Model Performance Measures
'''Model Performance Measures''' are the quantitative measures that provide an objective assessment of model performance, namely the stand ...performance measures include discriminatory power and various calibration measures

822 bytes (102 words) - 11:13, 10 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
Stress Testing
'''Stress Testing''' is a general [[Risk Management]] term denoting any activity subjecting a system (whether be it ...conditions (e.g. temperature, pressure, crash testing etc.) and monitors / measures the outcomes of the test.

2 KB (316 words) - 14:06, 17 February 2021
Risk Measurement
...en isolated in the [[Risk Identification]] process that logically precedes Risk Measurement. ...ent becomes substantially delegated to the application of a [[Quantitative Risk Model]]

1 KB (169 words) - 14:04, 11 March 2024
Portfolio Management
...ntities. This domain is characterised by the direct underwriting of credit risk, ongoing bilateral relationships * [[Market Risk Management]], as practised e.g., by investment banks and hedge funds. Chara

3 KB (437 words) - 13:56, 29 May 2022
Risk Mitigation
'''Risk Mitigation''' (also ''Risk Elimination'', ''Risk Prevention'') denotes any activities pursued for the purpose of reducing or ...to enforce an agreed [[Risk Appetite]] level and thus entails a [[Residual Risk]].

2 KB (240 words) - 15:17, 11 March 2024
Concentration Measurement
...[Concentration Risk]] (excessive dependence and/or sensitivity on specific risk factors). Concentration measurement has wide applicability across different ...he use of a [[Concentration Index]], that is, a function that converts a [[Risk Distribution | distribution]] of observed values into a single number expre

902 bytes (113 words) - 15:18, 5 February 2020
Sector Concentration Measurement
...simply defined at portfolio level, providing synthetic measures of credit risk sector concentration. ...sses which can actually differentiate the effective contribution to credit risk.

2 KB (247 words) - 23:43, 27 January 2020
License
...ing Authors is licensed under the following Creative Commons license. Open Risk retains [https://www.openriskmanagement.com/copyright/ full copyright] to a <li> '''Licensor''' means Open Risk and any individual(s) or entity(ies) (contributing Authors) granting rights

14 KB (2,218 words) - 12:41, 5 September 2018
Correlation
...realizations. Its precise meaning and calculation varies depending on the risk area. ...ally in [[Credit Portfolio Management]] correlation is a measure of credit risk dependency between different credit exposures. It may refer to either [[Def

1 KB (175 words) - 13:50, 16 April 2021
Risk Management
...| intuitive decision making]] which typically does not involve rigorous [[Risk Analysis]], does not require additional training and does not employ elabor ...the objective is to reduce risks to an acceptable level (formally termed [[Risk Appetite]]).

6 KB (906 words) - 20:10, 11 March 2024
Geographic Concentration Measurement
...in question is a single country we have a more specific form of [[Country Risk Concentration]] Measurement. ...fication indicators can be defined at portfolio level, providing synthetic measures of geographic concentration.

3 KB (374 words) - 18:46, 16 November 2019
Model Accuracy
...[[Quantitative Risk Model]] in respect to its ability to provide reliable risk assessments. == Accuracy Measures ==

474 bytes (57 words) - 00:13, 28 January 2020
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
Limit framework
...assume quantifiable risks) to govern in a quantitative manner the maximum risk [[Exposure]] permitted for an individual, trading desk, business line etc. ...| risk limits]] defined by the framework is consistent with the degree of risk the firm is willing to accept while pursuing its business model

6 KB (837 words) - 13:38, 5 February 2020
Product Concentration
...t Concentration''' in the context of Risk Management is a form of [[Credit Risk Concentration]]. It arises when a material share of a [[Credit Portfolio]] ...text: For example in relation to total assets, to available [[Risk Capital|risk capital]] etc. Product concentration depends on various characteristics of

2 KB (230 words) - 12:01, 3 June 2017
Hannah Kay Index
...is defined <ref> O.Bajo R. Salas, "Inequality Foundations of Concentration Measures</ref> as * the Python library [https://github.com/open-risk/concentrationMetrics Concentration Library]

1 KB (192 words) - 14:08, 16 April 2020
Internal Fraud
'''Internal Fraud''' is the risk of unexpected financial, material or reputational loss as the result of fra Internal Fraud is a recognized risk category in regulatory frameworks worldwide ([[Basel II]]/[[Basel III]] sta

3 KB (365 words) - 14:13, 4 October 2021
External Fraud
...ent action of persons external to the firm. External Fraud is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards). ** [[IT Security Risk | Hacking damage]]

3 KB (372 words) - 15:27, 8 February 2020
Employment Practices
...' (and Workplace Safety) in the context of [[Risk Management]] denotes the risk of unexpected financial or reputational loss as the result of employment pr It is a recognized risk category in regulatory frameworks worldwide (Basel standards). The precise

2 KB (270 words) - 11:49, 22 June 2021
Political Risk
...rse to the firm's business operations. In extreme manifestations political risk may include revolution, war or other significant change in the policy stanc == Political Risk Manifestations ==

4 KB (500 words) - 15:43, 8 November 2021
Business Execution
...ion''' (in more detail, Execution, Delivery and Process Management) is the risk of unexpected financial or reputational loss as the result of poor executio It is a recognized risk category in regulatory frameworks worldwide (Basel II standards). The preci

3 KB (348 words) - 14:09, 29 March 2021
Physical Damage
...Damage''' (Also ''Damage to Physical Assets'' and ''Systems Risk'') is the risk of unexpected financial or reputational loss from damage to [[Physical Infr It is a recognized risk category in regulatory frameworks worldwide (Basel II standards).

2 KB (219 words) - 15:10, 10 August 2021
Business Disruption
...e disruption of business or system failures. It is a type of [[Operational Risk]] that threatens [[Business Continuity]] ...mprove its resilience to operational disruptions against the cost of those measures.

2 KB (294 words) - 14:44, 16 March 2020
Legal Risk
'''Legal Risk''' is the risk of losses arising from an unintentional or negligent failure to meet a prof It is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards) usuall

2 KB (268 words) - 14:14, 4 October 2021
Entry Types
The Open Risk Manual can integrate and help publish a wide array of content. The followin ...lists a commonly adopted regulatory taxonomy and lists possible mitigation measures

3 KB (397 words) - 23:34, 8 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
Financial Guarantee
...ofile of the debtor. The manner by which this is reflected in accounting, risk management and regulatory frameworks varies significantly. ...] among [[Related Counterparties]]<ref>BCBS, Report on intra-group support measures, February 2012</ref>

6 KB (895 words) - 14:41, 6 September 2020
Discriminatory Power
...e.g. a [[Credit Scorecard]]) can be assessed using a number of statistical measures of discrimination. == Statistical Measures of Discriminatory Power ==

2 KB (209 words) - 21:01, 11 September 2020
IT Availability Risk
...IT system management; or any other event<ref>EBA, Final Guidelines on ICT Risk Assessment under SREP</ref> == Risk Sub-types ==

6 KB (926 words) - 14:14, 13 May 2017
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
IT Risk
...ng degrees of scope overlap: ''Technology Risk'', ''Cybercrime'', ''Cyber Risk'', [[Information Security | ''Infosecurity'']] == IT Risk Taxonomy ==

3 KB (367 words) - 19:25, 25 September 2021
Default Correlation
...different borrowers when considered as part of a [[Credit Portfolio]]. It measures the likelihood of [[Joint Default]] within the period of consideration. [[Category:Credit Risk Modelling]]

1 KB (143 words) - 15:57, 3 April 2019
Financial Ratios
'''Financial Ratios''' are derived measures (ratios) capturing the economic and financial condition of an entity starti ...alysis of companies, valuations, also in the [[Risk Analysis]] of [[Credit Risk]] and the assignemt of a [[Credit Rating]].

2 KB (236 words) - 14:49, 8 November 2021
Management Action
...sal. Management actions differ significantly by business line and the core risk being managed. They also range in severity and impact ...nagement action may include closing positions, hedging or other de-risking measures

2 KB (231 words) - 11:58, 27 October 2021
Tail Risk
...nd a more precise team denoting concreate classes of [[Risk Measure | risk measures]]. The term Tail Risk likely originates from the classification of probability distributions into

492 bytes (64 words) - 13:44, 16 April 2021
Risk Parameters
...ures]] used extensively for establishing capital requirements for [[Credit Risk]] in the [[Basel II]] (and subsequent) regulatory framework (specifically [ == List of Basel Risk Parameters ==

686 bytes (85 words) - 16:53, 1 September 2020
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
Credit Scorecard Business Requirements
* The business use of the scorecard, e.g. [[Risk Acceptance]] of new clients on the basis of a [[Credit Score]], [[Behaviora ...manage (e.g. the [[Default Definition | definition of a bad loan]], the [[Risk Horizon]])

2 KB (310 words) - 21:01, 11 September 2020
Privacy Policy
...ir computers should set their browsers to refuse cookies before using Open Risk websites, with the drawback that many features of the website will not func ...ith third parties in any way. Any data collected are used only within Open Risk on a need-to-know basis.

3 KB (521 words) - 16:00, 16 May 2022
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 * through forbearance measures of the credit facility (forborne cure) or

7 KB (1,026 words) - 12:28, 9 June 2021
NPL Strategy
## [[NPL Risk Factors | external factors]] impacting NPL workout and ## [[NPL Risk Capital | capital implications]]

4 KB (481 words) - 12:40, 23 January 2021
EBA 2018 Stress Test Definitions
=== Risk Parameters and Other Variables === Risk Parameters are defined first, to enable expressing subsequent definitions

17 KB (2,890 words) - 23:45, 4 May 2018
Risk Measure
...[[Risk Metric]] derived from a [[Risk Distribution]] (a representation of risk in terms of a [[Random Variable]]). ...ny mapping <math>\rho : V \rightarrow R \cup \{\infty\}</math> is called a risk measure.

3 KB (521 words) - 13:52, 16 April 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
Non-Performing Loan Valuation
NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institutions as ...ts that are formalized into ''subjective'' projections of how NPL specific risk factors will materialize and therefore affect the realisation of contractua

16 KB (2,148 words) - 11:27, 18 October 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
Credit Portfolio Information
* Provide relative measures * [[Risk Limit]] exceptions

2 KB (258 words) - 11:14, 15 June 2019
Credit Pricing
...d credit risk. This approach is usually termed [[Risk Based Pricing]] (non-risk based pricing policies have also been used historically) ...that may involve other costs and risk elements (funding costs, pre-payment risk, other operational costs). A profit margin (or discount) will connect the e

6 KB (812 words) - 14:41, 1 September 2020
Survival Probability
'''Survival Probability''', in the context of multi-period credit risk analysis using a [[Credit Curve]], denotes the likelihood that a legal enti == Relationships with related measures ==

1 KB (165 words) - 13:58, 10 February 2021
Incremental Default Probability
...ental Default Probability''' is used in the context of multi-period credit risk analysis to denote the likelihood that a legal entity is observed to have e == Relationships with related measures ==

2 KB (291 words) - 11:30, 31 March 2021
Marginal Default Probability
...nal Default Probability''' is used in the context of multi-period [[Credit Risk]] analysis to denote the likelihood that a [[Legal Entity]] is observed to == Relationships with related measures ==

976 bytes (145 words) - 11:36, 31 March 2021
Cumulative Default Probability
...ive Default Probability''' is used in the context of multi-period [[Credit Risk]] analysis to denote the likelihood that a [[Legal Entity]] is observed to == Relationships with related measures ==

1 KB (189 words) - 11:27, 31 March 2021
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
Risk Distribution
...ool (building block) of [[Quantitative Risk Management]]. Mathematically a risk distribution is the ''[[Probability Distribution]]'' of a [[Random Variable === Risk Distribution Categories ===

10 KB (1,033 words) - 13:56, 18 October 2021
ESMA Residential Real Estate.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

4 KB (539 words) - 20:14, 12 February 2019
ESMA Corporate.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:21, 12 February 2019
ESMA Automobile.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:24, 12 February 2019
ESMA Consumer.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:26, 12 February 2019
ESMA Credit Cards.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (535 words) - 20:27, 12 February 2019
ESMA Leasing.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:28, 12 February 2019
ESMA Esoteric Assets.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (533 words) - 20:30, 12 February 2019
ESMA Leasing Exposures Table
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

26 KB (3,745 words) - 20:58, 12 February 2019
ESMA Consumer Exposures Table
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

24 KB (3,380 words) - 21:23, 12 February 2019
ESMA Corporate Exposures Table
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

33 KB (4,716 words) - 21:22, 12 February 2019
ESMA Residential Real Estate Exposures Table
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

32 KB (4,544 words) - 21:15, 12 February 2019
ESMA Esoteric Assets Exposures Table
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

23 KB (3,212 words) - 21:24, 12 February 2019
ESMA Automobile Exposures Table
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

27 KB (3,842 words) - 21:04, 12 February 2019
ESMA Credit Cards Exposures Table
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

16 KB (2,342 words) - 21:23, 12 February 2019
Equity Correlation Matrix
...[Credit Portfolio Management]], which in turn are used for [[Concentration Risk]] measurement Alternative correlation measures (Spearman, Kendall) as listed in [[Correlation Matrix]] are advisable when

11 KB (1,744 words) - 12:13, 10 June 2021
Correlation Matrix
NB: This article focuses on aspects of correlation matrices relevant for risk management applications. More general statistical considerations are availa === Alternative Correlation Measures ===

2 KB (317 words) - 12:12, 10 June 2021
Risk
...that ''risk is the effect of uncertainty on objectives''. In simple terms, Risk denotes the potential for developments (future states of the world) that ta ...al person) or a [[Legal Entity]]. This highlights the subjective nature of risk (it is defined from the point of view of a specific entity).

3 KB (438 words) - 21:45, 3 May 2023
Residual Risk
...certain [[Risk Mitigation]] strategy has been pursued in the context of [[Risk Management]]. ...esidual risk remains in unmanaged form, even when effective risk reduction measures are in place.

945 bytes (138 words) - 15:18, 11 March 2024
Declaration of Backing
...sures (with only certain specific exception, eg in the case of [[Political Risk]]) that selected group entities are able to meet their contractual liabilit ...s) can sue the issuer for damages.<ref>BCBS, Report on intra-group support measures, February 2012</ref>

615 bytes (86 words) - 12:07, 2 April 2019
Business Continuity
...med a [[Business Disruption]] and is one of the key forms of [[Operational Risk]]. This term also refers to all of the organisational, technical and staffing measures used to ensure the continuation of operations following a disruption to a s

1 KB (145 words) - 23:52, 9 March 2021
Credit Spread
...a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate. There are several measures of credit spread, including Z-spread and option-adjusted spread.

1 KB (169 words) - 14:11, 8 October 2019
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
How to Build an SME Credit Scorecard
* What will be the business uses of the scorecard, e.g. [[Risk Acceptance]] of new clients on the basis of a [[Credit Score]], [[Behaviora * The type of [[Credit Risk]], formalized as the [[Credit Event]] (or events) that the scorecard will h

9 KB (1,305 words) - 17:41, 8 September 2020
SME Credit Gap
...developed markets, even in countries that have enacted a variety of policy measures to support SMEs and enhance financial inclusion more broadly. <ref>Alternat * Many banks consider SMEs to be high-risk clients, as well as high-cost clients to acquire, underwrite, and serve.

2 KB (230 words) - 21:04, 31 March 2021
Climate-Related Risk Taxonomy
...a [[Risk Taxonomy]] that focuses on identifying and defining [[Risk Type | risk categories]] associated with climate / environmental factors (''Also climat ...dual changes in the weather and climate to take the appropriate adaptation measures and avoid maladaptation

2 KB (299 words) - 13:05, 11 May 2022
Exploratory Data Analysis
...ontext of [[Risk Management]] is the process of systematically analysing [[Risk Data]] for the purpose of identifying and summarizing their main characteri ...]], EDA conceptually overlaps and is usually preceded (or iterated) with [[Risk Data Review]] activities

4 KB (561 words) - 17:34, 5 December 2023
Credit Rating versus Credit Spread
...edit Rating]] is typically a more statistically driven measure of [[Credit Risk]], used within a broader [[Credit Rating System]] and typically be defined ...sensitive bond / loan products) derives a market implied degree of credit risk

888 bytes (131 words) - 13:32, 26 August 2019
Expected Loss versus Unexpected Loss
...lights a very general (and sometimes confusing) strategy in [[Quantitative Risk Management]] to ''decompose'' estimates of potential future [[Loss]] into a In the simplest case where risk is represented by a [[Random Variable]], the decomposition has an natural m

1 KB (151 words) - 13:04, 16 April 2021
Glossary of Sustainable Finance
...as the financial ones. It consists of three Ps: profit, people and planet. Measures financial, social and environmental performance of a corporation over a per ...global initiative to strengthen the insurance industry’s contribution as risk managers, insurers and investors to building resilient, inclusive and susta

21 KB (2,506 words) - 12:10, 27 February 2024
EU Sustainable Finance Taxonomy
# Member States or the EU when adopting measures or setting requirements on market actors in respect to financial products o * [[Climate-Related Risk Taxonomy]]

8 KB (1,129 words) - 13:41, 12 August 2021
Absolute Prepayment Rate
'''Absolute Prepayment Rate''' (ABS) measures the monthly rate of loan prepayments as a percentage of the original pool b ...he following formula where SMM refers to [[Single Month Mortality]], which measures the percentage of dollars prepaid in a given month expressed as a percentag

1 KB (191 words) - 16:01, 1 December 2022
Absolute Prepayment Rate Formula
where SMM refers to [[Single Month Mortality]], which measures the percentage of funds prepaid in a given month expressed as a percentage [[Category:Prepayment Risk]]

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Letter Of Credit
...eated by a non-admitted reinsurer.<ref>BCBS, Report on intra-group support measures, February 2012</ref> ...Complying Presentation, allowing the Beneficiary to further reduce payment risk, although Confirmation is usually at an extra cost.

4 KB (576 words) - 10:29, 24 September 2020
Climate Change Adaptation
...local level, so rural communities and cities have a big role to play. Such measures include ...licies needed to guide adaptation, governments need to look at large-scale measures such as

3 KB (363 words) - 10:36, 12 September 2023
Inflation
...pertains specificaly to a rising cost of labor. The consumer price index measures movements in prices of a fixed basket of goods and services purchased by a == Risk Management ==

3 KB (496 words) - 15:53, 6 December 2021
Refinancing Incentive
...a new contract. The refinancing incentive is a key driver of [[Prepayment Risk]]. .../math> to a new loan at the current rate <math>C_t</math>. This difference measures whether the expected value of prepaying the loan/mortgage exceeds the value

837 bytes (117 words) - 16:31, 1 December 2022