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• Credit Risk Appetite, Strategy and Credit Risk Limits
  == Credit Risk Appetite, Strategy and Credit Risk Limits == ...al governance, institutions should apply further conditions in relation to credit granting and monitoring, as set out in this section. <ref>EBA, Guidelines o
  2 KB (296 words) - 12:49, 3 June 2020

Page text matches

• Large Exposures Framework
  ...Framework is a BIS [[Limit framework]] for measuring and controlling large credit exposures proposed in March 2013 and adopted as a standard in April 2014. The Basel Committee issued its first guidance on credit exposures in 1991.
  4 KB (660 words) - 14:25, 27 May 2019
• Herfindahl-Hirschman Index
  For the purpose of measuring credit portfolio or market [[Concentration Risk]] (e.g., name, sector or geographic risk), diversity or inequality metrics, the '''Herfindahl-Hirschman Index (HHI)'
  6 KB (900 words) - 13:45, 16 April 2020
• Risk Limit
  ...idity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk exposures undertaken by the organization below an acceptable level. ...rtainty. Limits can be set at a variety of hierarchies, depending on the [[Risk Type]]: e.g. total, sectoral, regional, by business line, [[Single Obligor
  6 KB (943 words) - 14:11, 4 October 2021
• Risk Management
  ...| intuitive decision making]] which typically does not involve rigorous [[Risk Analysis]], does not require additional training and does not employ elabor ...bjective is to reduce risks to an acceptable level (formally termed [[Risk Appetite]]).
  6 KB (906 words) - 20:10, 11 March 2024
• 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 == Credit Portfolio Management Approaches ==
  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
• Reputation Risk
  ...[[Risk]] of immediate financial loss and/or future value loss ([[Franchise Risk]]) as a result of changing perceptions towards the firm by its clients and/ == Nature of the risk ==
  1 KB (196 words) - 14:24, 4 October 2021
• Credit Risk Management
  ...f [[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 term being used when intending to pl
  7 KB (914 words) - 16:31, 3 June 2020
• Five Cs Of Credit Analysis
  ...Factors]] that are commonly thought to be influential in determining the [[Credit Quality]] of a commercial borrower ([[SME Lending]] of [[Corporate Lending] The key metrics used in evaluating credit capacity are ratios such as [[Debt to Income Ratio]] (DTI) or the [[Debt Se
  9 KB (1,373 words) - 14:11, 29 March 2021
• Margin of Conservatism
  ...tion) adjustment to remedy any shortcomings of quantitative estimates of [[Risk Parameters]]. ...k]], namely issues with [[Data Quality]] and potentially [[Intrinsic Model Risk]] associated with the selection of methods and quantitative methods underpi
  9 KB (1,337 words) - 00:44, 14 November 2019
• Credit Risk Monitoring
  ...Risk]] to assess the ongoing development of the borrower (obligor) credit risk profile ...[[Data Infrastructure]], to ensure that information regarding their credit risk exposures, borrowers and collateral is relevant and up to date, and that th
  6 KB (870 words) - 18:10, 4 June 2020
• Risk Capacity
  ...maximum level of [[Risk]] that a firm can willingly underwrite given its [[Risk Capital]], debt funding sources, and its obligations to stakeholders. ...antifiable) risks such as [[Market Risk]], [[Credit Risk]] and [[Insurance Risk]] which the firm explicitly underwrites as part of its business models.
  515 bytes (67 words) - 18:47, 10 August 2021
• Risk Profile
  ...neral term that denotes an aggregate assessment of the level and nature of risk of a given entity. ...levels and types of risk in the portfolio. The profile evolves from the [[Credit Culture]], strategic planning, and the day-to-day activities of making and
  2 KB (266 words) - 17:58, 15 February 2019
• Sovereign Credit Rating
  ...with the liabilities of Sovereign entities, thus a measure of [[Sovereign Risk]] There are two major types of sovereign credit ratings
  1 KB (191 words) - 12:27, 22 February 2021
• Credit Limit
  ...of [[Risk Limit]]. Hierarchical credit limits figure in an organizations [[Credit Decisioning]] structure == Credit Limit Matrix ==
  890 bytes (128 words) - 20:58, 4 September 2020
• Best Practices in Credit Portfolio Management
  == Best Practices in Credit Portfolio Management == ...oosely on the original publications of IACPM<ref>IACPM, Sound Practices in Credit Portfolio Management, 2005</ref>, the BIS<ref>BIS, Range of Practices and I
  12 KB (1,494 words) - 20:11, 11 March 2024
• Credit Pricing
  ...d credit risk. This approach is usually termed [[Risk Based Pricing]] (non-risk based pricing policies have also been used historically) ...that may involve other costs and risk elements (funding costs, pre-payment risk, other operational costs). A profit margin (or discount) will connect the e
  6 KB (812 words) - 14:41, 1 September 2020
• Credit Portfolio Strategy
  ...stment strategy, hedging strategies, workout strategies) that help shape [[Credit Portfolio Management]] activities ...onents of any specific strategy reflect how it addresses the life cycle of credit assets:
  2 KB (259 words) - 13:59, 15 November 2021
• Credit Culture
  ...credit culture exerts a strong influence on a bank’s lending and credit risk management. Values and behaviors that are rewarded become the standards and == Credit Culture and Risk Appetite ==
  975 bytes (134 words) - 18:02, 15 February 2019
• How to Build an SME Credit Scorecard
  == How to Build an SME Credit Scorecard == ...context. This is a specific instance of the more general [[How to Build a Credit Scorecard]] entry hence the focus is primarily on the unique attributes of
  9 KB (1,305 words) - 17:41, 8 September 2020
• Cut-Off Score
  ...ce Level'') that is used to support the [[Credit Decisioning]] step of a [[Credit Origination]] process. ...uces a binary indicator (Yes/No) which can then be used as-is to trigger a credit decision (e.g., reject / accept), in which case we are talking as a ''Hard
  875 bytes (126 words) - 21:01, 11 September 2020
• Risk Management Wisdom
  == Risk Management Wisdom == <li>Financial risk model complexity and quality are not necessarily correlated. But complexity
  3 KB (490 words) - 14:48, 24 April 2024
• ESG Criteria
  ...Risks]] in their credit risk appetite and risk management policies, credit risk policies and procedures, adopting a holistic approach <ref>EBA, Guidelines ...l impact of environmental factors and climate change, in their credit risk appetite, policies and procedures.
  3 KB (355 words) - 14:56, 11 August 2021
• EBA Guidelines on Loan Origination and Monitoring
  ...r to ensure that institutions have robust and prudent approaches to credit risk taking, management and monitoring. == 4. Credit Granting Governance ==
  8 KB (957 words) - 15:48, 31 March 2022
• Management Responsibilities in Credit Granting
  == Management Responsibilities in Credit Granting == ...s referred to in the EBA Guidelines on internal governance, in relation to credit granting, should<ref>EBA, Guidelines on loan origination and monitoring EBA
  2 KB (262 words) - 11:29, 3 June 2020
• Credit Risk Appetite, Strategy and Credit Risk Limits
  == Credit Risk Appetite, Strategy and Credit Risk Limits == ...al governance, institutions should apply further conditions in relation to credit granting and monitoring, as set out in this section. <ref>EBA, Guidelines o
  2 KB (296 words) - 12:49, 3 June 2020
• Credit Risk Policy
  ...rganization's perception and attitude towards the range or [[Credit Risk | credit risks]] it faces and desires to manage The Credit Risk policy is a key part of an organization's [[Risk Framework]]
  7 KB (921 words) - 22:02, 25 October 2021
• Leveraged Transaction
  Indicatively<ref>ECB, Guidance on leveraged transactions</ref>, a credit institution is expected to consider as a leveraged transaction any transact * all types of loan or credit exposure where the borrower’s post-financing level of leverage exceeds a
  3 KB (396 words) - 14:49, 3 June 2020
• Credit Decision Making
  ...in relation to its [[Credit Risk Management]] (e.g. [[Risk Acceptance]], [[Credit Portfolio Management]]) etc. ...ies within an institution, including a description of the hierarchy of the credit decision-makers and their allocation within the institution’s organisatio
  3 KB (492 words) - 14:02, 4 June 2020
• Remuneration Framework
  ...is particularly important in the context of [[Internal Governance]] and [[Risk Management]] in view of the incentives it generates. == EBA Requirements in Credit Granting Context<ref>EBA, Guidelines on loan origination and monitoring EBA
  2 KB (307 words) - 16:52, 3 June 2020
• Leveraged Transactions Credit Risk Analysis
  '''Leveraged Transactions Credit Risk Analysis''' is the [[Credit Risk Analysis]] of lending transactions with substancial leverage ([[Leveraged T ...institution’s risk appetite) and form part of the credit delegation and risk management escalation framework of an institution.
  1 KB (156 words) - 14:44, 1 September 2020
• Corporate Credit Risk Analysis
  '''Corporate Credit Risk Analysis''' denotes [[Credit Risk Analysis]] as it applies to medium-to-large sized enterprizes. ...cation is in line with the institution’s credit risk appetite, policies, credit-granting criteria, limits and relevant metrics, as well as any relevant mac
  12 KB (1,843 words) - 14:46, 1 September 2020
• SME Credit Risk Analysis
  '''SME Credit Risk Analysis''' is the specialization of [[Credit Risk Analysis]] to the particular context of [[SME Lending]]. General requirements for the analysis of SME Credit Risk are set in<ref>EBA, Guidelines on loan origination and monitoring EBA/GL/20
  11 KB (1,537 words) - 22:17, 31 March 2021
• Generic Retail Credit Risk Analysis
  ...it Risk Analysis''' covers general best practices when performing [[Credit Risk Analysis]] for consumer lending ...cation is in line with the institutions’ credit risk appetite, policies, credit-granting criteria, limits and relevant metrics, as well as any relevant mac
  3 KB (454 words) - 14:44, 1 September 2020
• Monitoring of Credit Exposures and Borrowers
  ...onitoring of Credit Exposures and Borrowers''' is a subset of the [[Credit Risk Monitoring]] framework that focuses on the monitoring of [[Outstanding Amou ...h the conditions set at the point of credit granting, such as adherence to credit metrics and covenants.
  3 KB (364 words) - 18:22, 4 June 2020
• Early Warning Indicators for Credit Risk
  ...g Indicators]] that are used specifically for the anticipation of [[Credit Risk]] events. ...ty, profitability, market and macroeconomic metrics. In the context of the risk control framework, an institution can use progressive metrics (“traffic l
  6 KB (922 words) - 11:13, 22 December 2020
• EBA Sustainable Lending Guidelines
  | Credit Risk Culture ...Culture]] should include an adequate ''tone from the top'' and ensure that credit is granted to borrowers considering the impact on sustainability, and relat
  4 KB (597 words) - 14:19, 5 June 2020
• Overrides
  ...scoring systems]], reflecting various operational limitations and [[Model Risk]] ...]] of the intervention (accepting a rejected risk or rejecting an approved risk)
  2 KB (244 words) - 18:36, 8 September 2020
• Account Officer
  * Responsible for the low level implementation the firm's [[Risk Appetite]] ...ion from the borrower. (Some banks assign risk rating responsibility to a credit officer, loan review officer, or a more senior bank officer) <ref>Loan Port
  836 bytes (111 words) - 11:06, 5 October 2021
• Risk Committee
  ...vising the board on the bank’s overall current and future risk tolerance/appetite and strategy, and for overseeing senior management’s implementation of th ...ee responsibities include capital and liquidity management, as well as for credit, market, operational, compliance, reputational and other risks of the insti
  949 bytes (124 words) - 14:39, 24 November 2020
• Co-Origination of Loans
  '''Co-Origination of Loans''' is a [[Credit Origination]] model described as the sharing of risks and rewards between [ * Sharing of Risk and Rewards: Minimum 20% of the [[Credit Risk]] by way of direct [[Exposure]] shall be on NBFC's books till maturity and
  4 KB (677 words) - 22:24, 27 September 2021
• Credit Portfolio Manager
  ...redit Portfolio | credit portfolios]], that is ''collections'' of [[Credit Risk]] sensitive assets. * Help guide the origination of credit assets (help the formation of a future portfolio)
  2 KB (312 words) - 23:25, 25 November 2020
• BCBS 150
  ...so-called "resecuritisations") are more highly correlated with systematic risk than are traditional securitisations. Resecuritisations, therefore, warrant ...uacy of capital buffers above the regulatory minimum to reflect the unique risk profile of a particular institution.</p>
  7 KB (993 words) - 11:43, 26 March 2021
• BCBS JOINT25
  ...ng Supervision]] on October 2010 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Developments in Modelling Risk Aggregation''.
  4 KB (600 words) - 13:08, 16 April 2021
• Financial Risk Tolerance
  ...in the context of indivuduals ([[Personal Finance]]) denotes the degree of risk the individual is willing to accept while pursuing their [[Financial Goal | Risk tolerance is an important factor in:
  638 bytes (76 words) - 15:14, 25 September 2021
• NPL Directive
  ...PARLIAMENT AND OF THE COUNCIL of 24 November 2021 on credit servicers and credit purchasers and amending Directives 2008/48/EC and 2014/17/EU''.<ref>[https: ...t agreement, or of the non-performing credit agreement itself, issued by a credit institution established in the Union in accordance with applicable Union an
  4 KB (533 words) - 18:13, 3 June 2022
• ESG Risk Framework
  ...) is the totality of Risk Policies, internal Risk Management Processes and Risk Tools used by an organization to manage the variety of [[ESG Risks]] it is ...of ESG risks</ref> integrate ESG risks in their regular [[Risk Framework | risk management framework]] by considering their role as potential drivers of al
  1 KB (175 words) - 17:59, 8 February 2024