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Exposure At Default
...ric]] that has become prominent since the introduction of the [[Basel II]] framework where it plays the role of one the key [[Risk Parameters]] used to determin

1 KB (173 words) - 19:57, 24 October 2018
Business Execution
...egory in regulatory frameworks worldwide (Basel II standards). The precise Basel II definition is: "''Losses from failed transaction processing or process m == Basel Level 2 & 3 Event Type Classification ==

3 KB (348 words) - 14:09, 29 March 2021
Physical Damage
It is a recognized risk category in regulatory frameworks worldwide (Basel II standards). == Basel Level 2 & 3 Event Type Classification ==

2 KB (219 words) - 15:10, 10 August 2021
Business Disruption
...uption is a recognized risk category in regulatory frameworks worldwide ([[Basel II]] standards). === Basel Level 2 & 3 Event Type Classification ===

2 KB (294 words) - 14:44, 16 March 2020
Legal Risk
It is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards) usually denoted as ''Clients, Products and Business Pract == Basel Level 2 & 3 Event Type Classification ==

2 KB (268 words) - 14:14, 4 October 2021
Fintech Risk Events
...y events according to the globally recognized bank regulatory framework ([[Basel II]]) as listed below: ...'' etc) as an operational risk event. This is because the operational risk framework is primarily meant to help manage / mitigate operational risks, whereas [[B

9 KB (1,186 words) - 12:35, 11 March 2024
IFRS 9 Modeling Resources
| Instructions for Basel III monitoring | Adapting Basel's A-IRB Models for IFRS 9 Purposes

24 KB (3,113 words) - 16:52, 1 September 2020
Non-Performing Exposure
...counting purpose''s, or as ''defaulted'' in accordance with the regulatory framework. ...defaulted'' under the Basel framework (eg paragraphs 452 and following the Basel II rules text and their subsequent amendments), where applicable

3 KB (365 words) - 12:30, 16 September 2021
Delinquency
* 180 days past due is the threshold used in the Basel II regulatory framework for retail and public sector exposures

4 KB (582 words) - 15:14, 15 June 2019
Open Source Risk Management Software
| Public Sector Credit Framework | A transparent peer-reviewed framework for pricing and risk analysis

4 KB (551 words) - 13:27, 28 June 2020
Sound Management of Operational Risk
...s a collection of principles that has been developed over the years by the Basel Committee on Banking Supervision<ref>BCBS, Principles for the Sound Managem ...fully integrated into the firms’s overall risk management processes. The Framework for operational risk management chosen by an individual firm will depend on

4 KB (506 words) - 13:06, 2 April 2019
Scenario Analysis
...tion with external data to evaluate exposures to high-severity events.<ref>Basel II Standard</ref>. Some design elements ...relation assumptions embedded in the bank’s operational risk measurement framework, in particular, to evaluate potential losses arising from multiple simultan

3 KB (372 words) - 16:16, 11 May 2023
ICAAP versus SREP
In the context the Basel II regulatory framework [[ICAAP]] denotes the set of activities and processes that must be undertak In addition, Pillar 2 of the framework introduced the ''Supervisory Review and Evaluation Processes'' ([[SREP]]) d

825 bytes (122 words) - 11:58, 27 March 2019
Risk Aggregation
...quacy Assessment Process ([[ICAAP]]) required for Pillar 2 of the Basel II framework

1 KB (164 words) - 19:25, 5 October 2019
Risk Parameters
...ements for [[Credit Risk]] in the [[Basel II]] (and subsequent) regulatory framework (specifically [[Pillar I]]) == List of Basel Risk Parameters ==

686 bytes (85 words) - 16:53, 1 September 2020
SREP
...cess undertaken by a supervisory authority operating in alignment with the Basel regulatory standards in order to ensure that institutions have adequate arr ...reason, Pillar 2 is also described as the supervisory review process. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review

8 KB (1,117 words) - 15:00, 5 February 2020
Concentration Risk
...veloped approaches or methodologies for assessing concentration risk. <ref>Basel Committee on Banking Supervision, "Overview of Pillar 2 supervisory review ...lan to incorporate concepts from the Basel Committee’s [[Large Exposures Framework]] into the assessment of credit risk concentration. Among supervisors that

4 KB (601 words) - 11:01, 24 September 2020
Total Eligibile Provisions
...Eligible Provisions''' (TEP) in the context of the Basel II/III regulatory framework are defined as the sum of all provisions (e.g. [[Specific Provisions]], par == Capital Treatment under Basel II/III ==

2 KB (229 words) - 14:11, 8 October 2018
EBA 2018 EU-Wide Stress Test
...supervisors, banks and other market participants with a common analytical framework to consistently compare and assess the resilience of EU banks and the EU ba * In addition to the [[Basel II Capitalized Risks]] listed above, banks are requested to project the eff

4 KB (678 words) - 14:10, 17 February 2021
Unexpected Loss
...ted Loss is a formal [[Risk Measure]] that was introduced as part of the [[Basel II]] regulatory reforms. It is used primarily in the context of estimating ...re computed is not consistent (or even explicit) throughout the regulatory framework

2 KB (232 words) - 13:20, 30 September 2021