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From Open Risk Manual
Create the page "Variability" on this wiki! See also the search results found.
Page title matches
- '''Option Premium Variability'''.607 bytes (83 words) - 11:15, 8 October 2019
- The temporal variability of a field35 bytes (6 words) - 09:03, 13 July 2021
Page text matches
- * One of the key problems with exposure models is that market variability is not conditioned on a counterparty default. This is particularly relevant975 bytes (128 words) - 17:00, 1 September 2020
- ...factors]] affecting a given portfolio may introduce significant dynamics (variability) in the roll rates. Various forms of [[Stress Testing]] and the use of [[Co4 KB (658 words) - 12:17, 7 September 2020
- * Contracts involving leverage increases the variability of the contractual cash flows with the result that they do not have the eco ...cash flow characteristic of some financial assets. Leverage increases the variability of the contractual cash flows with the result that they do not have the eco4 KB (624 words) - 14:48, 6 April 2019
- Reduction of unwarranted variability in RWA as it relates to internal model outcomes, taking into account ...situations where significant modelling issues contributing to unwarranted variability have been identified.1 KB (168 words) - 11:42, 16 April 2020
- ...s of zero observations, whereas too long a horizon may hide important rate variability information11 KB (1,612 words) - 14:40, 6 September 2020
- === Excessive Variability of RWA === ...BCBS finalised the post-crisis Basel III reforms addressing the excessive variability of RWA. Certain LGD models have been identified as contributing to [[Model7 KB (1,048 words) - 12:27, 16 September 2021
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Date|Field Content=Event Timeline|Field Confidentiality=961 bytes (139 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Identifier|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=01 KB (147 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Identifier|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=02 KB (257 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=11 KB (165 words) - 14:13, 22 January 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Business Data|Field Confidentiality=1 KB (186 words) - 14:48, 22 January 2021
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=11 KB (184 words) - 14:18, 22 January 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Business Data|Field Confidentiality=2 KB (283 words) - 14:22, 22 January 2021
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Business Data|Field Confidentiality=0}1 KB (196 words) - 14:24, 22 January 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit2 KB (244 words) - 15:09, 22 January 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Legal Structure|Field Confidentiality=1 KB (182 words) - 15:05, 22 January 2021
- {{#set:Field Importance=Critical|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit2 KB (264 words) - 15:04, 22 January 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Legal Structure|Field Confidentiality=1 KB (182 words) - 15:04, 22 January 2021
- {{#set:Field Importance=Identifier|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=01 KB (142 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=11 KB (144 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Identifier|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=01 KB (161 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit1 KB (146 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit2 KB (282 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Number|Field Content=Legal Structure|Field Confidentialit1 KB (178 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Date|Field Content=Identification|Field Confidentiality=11 KB (173 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=11 KB (168 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Choice|Field Content=Identification|Field Confidentiality1 KB (200 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Choice|Field Content=Geospatial Information|Field Confide1 KB (177 words) - 14:01, 22 September 2020
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Text|Field Content=Geospatial Information|Field Confiden1 KB (178 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Geospatial Information|Field Confid1 KB (166 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Geospatial Information|Field Confid1 KB (179 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Geospatial Information|Field Confid1 KB (172 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Text|Field Content=Geospatial Information|Field Confiden1 KB (165 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Choice|Field Content=Geospatial Information|Field Confid1 KB (178 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (181 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Choice|Field Content=Financials|Field Confidentiality=0}1 KB (187 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Boolean|Field Content=Financials|Field Confidentiality=01 KB (197 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Choice|Field Content=Business Data|Field Confidentiality2 KB (202 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Choice|Field Content=Business Data|Field Confidentiality1 KB (188 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Text|Field Content=Business Data|Field Confidentiality=01 KB (169 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Date|Field Content=Event Timeline|Field Confidentiality=1 KB (214 words) - 14:32, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (200 words) - 19:53, 8 February 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (208 words) - 19:53, 8 February 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (185 words) - 19:51, 8 February 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (190 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (189 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (186 words) - 19:42, 8 February 2021
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (169 words) - 19:50, 8 February 2021
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (172 words) - 19:44, 8 February 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (186 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Text|Field Content=Credit Data|Field Confidentiality=0}}1 KB (177 words) - 19:52, 8 February 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Date|Field Content=Event Timeline|Field Confidentiality=01 KB (202 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Identification|Field Confidentiality=21 KB (172 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Choice|Field Content=Identification|Field Confidentiality1 KB (179 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Text|Field Content=Geospatial Information|Field Confiden1 KB (169 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Geospatial Information|Field Confid1 KB (165 words) - 14:03, 22 September 2020
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Geospatial Information|Field Confid1 KB (179 words) - 14:07, 22 September 2020
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Text|Field Content=Geospatial Information|Field Confiden1 KB (160 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Geospatial Information|Field Confid1 KB (165 words) - 14:04, 22 September 2020
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Financials|Field Confidentiality=0}1 KB (181 words) - 14:06, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Choice|Field Content=Financials|Field Confidentiality=0}1 KB (184 words) - 14:16, 29 March 2021
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Date|Field Content=Event Timeline|Field Confidentiality=1 KB (164 words) - 14:06, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Financials|Field Confidentiality=0}}1 KB (170 words) - 14:07, 29 March 2021
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Choice|Field Content=Business Data|Field Confidentiality1 KB (185 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Business Data|Field Confidentiality=1 KB (166 words) - 14:11, 22 September 2020
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Business Data|Field Confidentiality=0}1 KB (165 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (205 words) - 14:16, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}2 KB (222 words) - 14:17, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}2 KB (220 words) - 14:17, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (174 words) - 14:18, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (198 words) - 14:19, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (185 words) - 14:19, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (183 words) - 14:20, 29 March 2021
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (177 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (174 words) - 14:20, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Financials|Field Confidentiality=0}1 KB (168 words) - 14:21, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Boolean|Field Content=Financials|Field Confidentiality=01 KB (156 words) - 14:22, 29 March 2021
- {{#set:Field Importance=Moderate|Field Variability=Dynamic|Field Type=Number|Field Content=Business Data|Field Confidentiality1 KB (172 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Date|Field Content=Event Timeline|Field Confidentiality=1 KB (149 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit1 KB (185 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Legal Structure|Field Confidentiality=1 KB (154 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Legal Structure|Field Confidentialit1 KB (197 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Legal Structure|Field Confidentiality=1 KB (160 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Boolean|Field Content=Legal Structure|Field Confidentiali1 KB (188 words) - 14:22, 29 March 2021
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Legal Structure|Field Confidentiality=1 KB (175 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Moderate|Field Variability=Static|Field Type=Text|Field Content=Product Data|Field Confidentiality=0}}1 KB (193 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Boolean|Field Content=Product Data|Field Confidentiality=1 KB (209 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Text|Field Content=Product Data|Field Confidentiality=0}}1 KB (161 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Dynamic|Field Type=Number|Field Content=Product Data|Field Confidentiality=1 KB (197 words) - 14:33, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Choice|Field Content=Product Data|Field Confidentiality=01 KB (159 words) - 14:07, 22 September 2020
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Boolean|Field Content=Product Data|Field Confidentiality=1 KB (165 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Boolean|Field Content=Legal Structure|Field Confidential1 KB (157 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Choice|Field Content=Legal Structure|Field Confidentiali1 KB (181 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Choice|Field Content=Legal Structure|Field Confidentiali2 KB (212 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Choice|Field Content=Legal Structure|Field Confidentiali1 KB (191 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Text|Field Content=Legal Structure|Field Confidentiality1 KB (159 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Static|Field Type=Date|Field Content=Event Timeline|Field Confidentiality=01 KB (157 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Choice|Field Content=Event Timeline|Field Confidentialit2 KB (310 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Critical|Field Variability=Dynamic|Field Type=Text|Field Content=Event Timeline|Field Confidentiality=2 KB (249 words) - 14:34, 1 October 2018
- {{#set:Field Importance=Important|Field Variability=Static|Field Type=Boolean|Field Content=Event Timeline|Field Confidentialit1 KB (142 words) - 21:46, 25 January 2021