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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