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Model Taxonomy
'''Model Taxonomy''' is a classification and documentation system for the (financial A model taxonomy might be the organizing principle behind a [[Model Inventory]] system. It is related to be is distinct from the [[Risk Taxonom

5 KB (679 words) - 19:39, 11 March 2024
Model Outputs
...rical Variable | categorical variables]] that encapsulate the outcome of a model calculation or "run". The significance of such outcomes lies in the manner There is a wide variety of possible model outputs:

1 KB (153 words) - 11:34, 20 November 2019
Risk Taxonomy
...hest level decomposition (and a distinctive future of the taxonomy) is the use of ''contracting'' as key differentiator of risk types ...l) perspective places less weight to day-to-day operational and [[Business Model Risk]]

8 KB (1,110 words) - 16:01, 16 January 2023
COPYING
Risk Manual Template (Version 1.0 - May 2014). Use this text when generating new articles In case of synonyms use a parenthesis to indicated alternatives: (Also: AlternateName1, AlternateNa

2 KB (288 words) - 20:52, 19 October 2014
Risk Data Standards
...expertise to develop specifications to support the collection, sharing and use of structured data for data reporting and analysis. ...w.eba.europa.eu/regulation-and-policy/supervisory-reporting EBA Data Point Model] (Based on XBRL)

10 KB (1,432 words) - 17:18, 5 December 2023
Risk Data
* Organizations typically use diverse sources of risk data, which formally can be organized using a [[Ris ...[[Abstract Risk Model]] into a concrete [[Model Implementation]] via the [[Model Specification]] process.

2 KB (221 words) - 00:50, 20 November 2019
IFRS 9 Modeling Resources
...lp us maintain this list up-to-date by submitting additions / corrections (Use info at openrisk eu). Submissions should have a publicly accessible URL (li |Use of changes in the risk of a default occurring over the next 12 months when

24 KB (3,113 words) - 16:52, 1 September 2020
Credit Scoring Models
'''The credit scoring model collection focuses on the classic one period credit assessment / classifica * credit migration models that besides default aim to model an entire [[:Category:Credit_Rating_System | credit rating system]] and ass

11 KB (1,491 words) - 15:41, 7 March 2023
Entry Types
...tions of links to external resources. Collection pages will typically make use of tables to create an easily readable list. As an example the list of [[Fi === Model Descriptions ===

3 KB (397 words) - 23:34, 8 March 2021
Representativeness
...n attribute of [[Risk Data]], relevant in the context of developing [[Risk Model | risk models]]. It denotes the degree to which the historical data set off The concept is linked to, but is more loosely use in practise, than the [[wikipedia:Representativeness Heuristic | representa

477 bytes (66 words) - 13:57, 4 August 2019
IFRS 9 Glossary
...ssions and (where applicable) mathematical definitions / formulae. You can use the [[:Category:IFRS 9 | category tree]] to browse these articles directly. ...e first day of the first reporting period following the change in business model that results in an entity reclassifying financial assets

10 KB (1,464 words) - 11:38, 25 September 2020
Restructuring
...ing in the [[Loan Tape]], which constitutes a direct input to the sampling model.

4 KB (520 words) - 11:13, 31 March 2021
IFRS 9
...ring]] systems. While banks currently using the [[Advanced IRB Credit Risk Model | advanced internal ratings-based approach]] (IRB) to establish their capit If the asset passes the contractual cash flows test, the business model assessment determines how the instrument is classified. If the instrument

8 KB (1,123 words) - 13:25, 25 October 2019
Financial Guarantee
* It should include provisions on the use of ratings of third parties that provide contractual support to more than o ...uaranteed by a third party that is not in the range of application of a PD model and the guarantee fulfils all requirements for credit risk mitigation (CRM)

6 KB (895 words) - 14:41, 6 September 2020
Lifetime PD
* Whether the model estimation based on market data or historical default data ...th respect to SICR, when making the assessment, the reporting entity shall use the change in the risk of a default occurring over the expected life of the

2 KB (319 words) - 19:10, 21 December 2020
Risk Model
'''Risk Model''' denotes any quantitative (mathematical), qualitative or hybrid approach ...s still essential in quantitative risk models, at all stages of the [[Risk Model Lifecycle]]

2 KB (334 words) - 14:34, 20 November 2019
Open Source Risk Management Software
...list of projects (both big and small) that adopt the open source licensing model in the development of software relevant for risk management. The scope of t ...lp us maintain this list up-to-date by submitting additions / corrections (Use info at openrisk eu). Submissions should have a publicly accessible URL (li

4 KB (551 words) - 13:27, 28 June 2020
Garbage In Garbage Out
...l data ("Garbage In") and as a consequence produce nonsensical, unusable [[Model Outputs]] outcomes ("Garbage Out"). * Extensive use of [[Data Proxies]] due to lack of more relevant / representative data

2 KB (351 words) - 11:30, 27 June 2020
Five Cs Of Credit Analysis
* the intended purpose of the loan ([[Use of Funds]]) (consumption, investment etc.) ...jectively (in [[Expert Based Models]]) or quantitatively in [[Quantitative Model | quantitative / statistical models]].

9 KB (1,373 words) - 14:11, 29 March 2021
Economic Scenario Generator
An '''Economic Scenario Generator''' (ESG) refers to a mathematical model (and its computer implementation) that simulates possible future paths of e .... Such auxiliary specific models are typically implemented via [[Satellite Model | satellite models]].

5 KB (698 words) - 17:17, 30 October 2019