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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
Four Eyes Principle
...activity by an individual within the organization that involves [[Material Risk]] profile must be controlled (reviewed, double checked) by a second individ ...al Fraud]], adverse outcomes as the result of fraudulent action of persons internal to the firm

3 KB (485 words) - 11:03, 1 November 2023
Data Integrity Validation
...parate domains available in the same Institution'''. These checks could be based on the plausibility of results describing the "same" phenomenon from differ ...with the data quality standards.<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref>

4 KB (586 words) - 14:06, 20 October 2019
Credit Rating
...[Credit Risk]] indicator (also ''Credit Risk Rating'') that assesses the [[Risk Profile]] of an entity or product on a defined [[Rating Scale]]. Most typi ...ing System]]. Typically, a credit rating is provided as a detailed report based on the financial history of borrowing or lending and creditworthiness of th

5 KB (638 words) - 16:05, 22 February 2021
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
Concentration Risk
...in its various manifestations is typically one of the key objectives of [[Risk Management]] or [[Portfolio Management]]. === Concentration Risk Taxonomy ===

4 KB (601 words) - 11:01, 24 September 2020
CAMELS Rating Model
...ented outside the U.S. by various banking supervisory regulators. It is an internal supervisory tool for evaluating the soundness of financial institutions on == Composite Risk Rating ==

7 KB (1,016 words) - 19:14, 21 December 2020
Asset Quality
...he ability of management to identify, measure, monitor, and control credit risk. The asset quality of a financial institution is based on, but not limited to, an assessment of the following evaluation factors<r

2 KB (319 words) - 12:32, 30 May 2017
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 ...fault rate is another key performance indicator that should be included in internal NPL monitoring reports for the management body and other relevant managers.

7 KB (1,026 words) - 12:28, 9 June 2021
IRB Asset Classes
The list of distinct Advanced Internal Ratings Based assets classes recognized in the [[Basel II]]/[[Basel III]] and [[CRD IV Re ! Credit risk asset class !! NII – Asset type

4 KB (455 words) - 17:14, 4 November 2019
IFRS 9 Model Validation
...he accountability and reporting structure of the model validation process, internal rules for assessing and approving changes to the models, and reporting of t ...ng exposure and overall portfolio levels, including credit grading, credit risk identification, measurement of ECL allowances for accounting purposes, stre

6 KB (893 words) - 12:53, 16 September 2021
NPL Strategy
...supported by a corresponding comprehensive operational plan. It should be based on a self-assessment and an analysis of NPL strategy implementation options ## internal NPL capabilities to effectively manage, i.e. maximise recoveries, and redu

4 KB (481 words) - 12:40, 23 January 2021
NPL Risk Capital
'''NPL Risk Capital''' denotes the equity (own means) required to fund a portfolio of [ == NPL Risk Capital for Banks ==

2 KB (282 words) - 16:57, 1 September 2020
NPL Life Cycle
...in the EBA definition of NPE, i.e. at least 1 year), given their increased risk, before they can eventually be transferred out of the NPL Workout Units if ...ferent liquidation options including in-court and out-of-court procedures. Based on this analysis, banks should speedily proceed with the chosen liquidation

3 KB (414 words) - 18:17, 2 March 2023
Loss Given Loss
'''Loss Given Loss''' (LGL) is a [[Risk Parameters | Risk Parameter]] that captures the uncertainty about the actual loss that will b ...ss refines the broader [[Loss Given Default]] or [[Loss Given Impairment]] risk parameters. It is a useful concept in circumstances where there is a non-ne

1 KB (201 words) - 16:48, 1 September 2020
Current Expected Credit Loss
...veness to information pointing to a deterioration or improvement in credit risk. == Risk Management Implications ==

4 KB (582 words) - 11:15, 15 November 2018
Targeted Review of Internal Models
...y and confirming the adequacy and appropriateness of approved [[Pillar I]] internal models permitted for use by significant institutions when calculating own f ...regulatory requirements related to internal models, through an assessment based on the

1 KB (168 words) - 11:42, 16 April 2020
Default Rate
'''Default Rate''' (also ''Default Frequency'') in the context of [[Credit Risk]] management is an empirically measured [[Credit Event]] realization rate. === Volume Based versus Count Based ===

11 KB (1,612 words) - 14:40, 6 September 2020
Credit Rating System
...a rating system is to rank borrowers systematically with meaningful credit risk quality differentiation ...edit rating system will aim, in particular, to provide regulatory credit [[Risk Parameters]] such as:

3 KB (358 words) - 16:06, 22 February 2021
Unexpected Loss
...impact that a business could incur due to a particular [[Loss]] event or [[Risk]] realization. The unexpected loss is calculated as the [[Expected Loss]] p .... It is used primarily in the context of estimating [[Risk Capital]] using internal models and it aims to explicitly separate the related [[Expected Loss]] con

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