Search results

Create the page "External Ratings" on this wiki! See also the search results found.

Credit Bureau Scoring
Where an institution uses external credit bureau scores or external ratings as input variables in the rating process, and in particular when externally * The external scores or ratings and/or data are regularly updated or refreshed, especially where credit bur

4 KB (644 words) - 13:33, 19 November 2018
Default Definition
* treatment of the definition of default in external data. * '''Application of the definition of default in external data'''

8 KB (1,109 words) - 16:07, 22 February 2021
Basel II Advanced IRB Capital Model
...n abbreviation of '''''advanced [[Internal_Ratings-Based_Approach|internal ratings-based approach]]''''' and it refers to a set of credit risk measurement tec In current practice many financial firms practice internal and external (regulatory prescribed) [[Stress Testing]] programs. These exercises are es

7 KB (1,023 words) - 12:30, 26 March 2021
Model Outputs
...lies in the manner in which they are subsequently used in internal and/or external processes. * Discrete Numerical values or Categorical variables (ratings)

1 KB (153 words) - 11:34, 20 November 2019
Fintech Risk Events
| Credit Ratings * [[External Fraud]] - theft of information, hacking damage, third-party theft and forge

9 KB (1,186 words) - 12:35, 11 March 2024
Low Credit Risk
* Determination of the low credit risk may be based on internal credit risk ratings or other methodologies that are consistent with a globally understood defin * External ratings of ‘investment grade’ may be considered as having low credit risk

2 KB (332 words) - 22:56, 27 August 2017
Credit Risk Management
...controls in place to ensure adherence with internal policies and relevant external requirements. ...-based approach, and the integrity and reliability of the rating scale and ratings assignment process used by the institution, for the institutions using the

7 KB (914 words) - 16:31, 3 June 2020
IFRS 9
* Disclosing such assessments to external stakeholders ...s currently using the [[Advanced IRB Credit Risk Model | advanced internal ratings-based approach]] (IRB) to establish their capital requirements can adjust t

8 KB (1,123 words) - 13:25, 25 October 2019
Credit Rating
...y impose regulatory requirements around the production and usage of credit ratings (See below). Credit ratings, [[Credit Rating Scale | scales]], along with other quantitative and qualit

5 KB (638 words) - 16:05, 22 February 2021
Scenario Analysis
...ted banks must use scenario analysis of expert opinion in conjunction with external data to evaluate exposures to high-severity events.<ref>Basel II Standard</ [[Category:Credit Ratings]]

3 KB (372 words) - 16:16, 11 May 2023
Current Expected Credit Loss
* Disclosing such assessments to external stakeholders ...s currently using the [[Advanced IRB Credit Risk Model | advanced internal ratings-based approach]] (IRB) to establish their capital requirements can adjust t

4 KB (582 words) - 11:15, 15 November 2018
Default Rate
...r characteristics and isolate with higher precision e.g. the effect of the external economic environment. The run rate methods is used when the default rate le ratings’), even if these obligors were assigned to a rating grade or pool in a co

11 KB (1,612 words) - 14:40, 6 September 2020
Margin of Conservatism
...rvatism''' (MoC) is a term used primarily in the context of the [[Internal Ratings-Based Approach]] option of the [[Basel III]] accord for the calculation of ...imited representativeness of the historical observations due to the use of external data;

9 KB (1,337 words) - 00:44, 14 November 2019
Investment Grade
...''reliable'' company. The term is used primarily in the context of public ratings of [[Corporate Bond | corporate]] or [[Sovereign Bond | sovereign bonds]] p ...is important because a variety of investors may have in place internal or external guidance and/or limits that restrict the amount (if any) of non-investment

2 KB (279 words) - 11:46, 22 February 2021
EBA NPL Loan Table
...the point of time when the counterparty became a customer. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies. ...cy the external credit rating at origination was obtained. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

21 KB (3,181 words) - 14:58, 1 October 2018
EBA NPL.Counterparty.External Credit Rating at Origination
== Definition of Counterparty / External Credit Rating at Origination== Counterparty.External Credit Rating at Origination: External credit rating issued to the Corporate Counterparty applicable at the point

1 KB (208 words) - 19:53, 8 February 2021
EBA NPL.Counterparty.Source of External Credit Rating at Origination
== Definition of Counterparty / Source of External Credit Rating at Origination== ...Source of External Credit Rating at Origination: From which agency the external credit rating at the point in time when the Counterparty became a customer

1 KB (185 words) - 19:51, 8 February 2021
EBA NPL.Counterparty.Current External Credit Rating
== Definition of Counterparty / Current External Credit Rating== Counterparty.Current External Credit Rating: External credit rating issued to the Corporate Counterparty at NPL Portfolio Cut-Off

1 KB (169 words) - 19:50, 8 February 2021
EBA NPL.Counterparty.Source of Current External Credit Rating
== Definition of Counterparty / Source of Current External Credit Rating== ...ty.Source of Current External Credit Rating: Agency which provided the external credit rating at cut-off date

1 KB (172 words) - 19:44, 8 February 2021
EBA NPL.Loan.External Credit Rating at Origination
== Definition of Loan / External Credit Rating at Origination== ...the point of time when the counterparty became a customer. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

1 KB (215 words) - 19:57, 8 February 2021
EBA NPL.Loan.Source of External Credit Rating at Origination
== Definition of Loan / Source of External Credit Rating at Origination== ...cy the external credit rating at origination was obtained. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

1 KB (201 words) - 19:56, 8 February 2021
EBA NPL.Loan.Current External Credit Rating
== Definition of Loan / Current External Credit Rating== ...rating issued for the Loan at NPL Portfolio Cut-Off Date. In case several ratings are assigned, the approach described in Art. 138 of the CRR applies.

1 KB (190 words) - 19:55, 8 February 2021
EBA NPL.Loan.Source of Current External Credit Rating
== Definition of Loan / Source of Current External Credit Rating== Loan.Source of Current External Credit Rating: From which agency the external credit rating at NPL Portfolio Cut-Off Date was obtained

1 KB (166 words) - 19:45, 8 February 2021
Credit Rating Scale
=== Mapping to External Rating Scales === ...the use of external data for PD quantification at a more aggregated level (external grade) rather than at the obligor/facility level. Accordingly, sections 3.2

6 KB (932 words) - 16:06, 22 February 2021
Credit Rating Agency
...rm, institution or other legal entity that issues [[Credit Rating | credit ratings]] on a professional basis. A rating agency typically publishes reports asse * Profit or Non-profit: whether there is a profit motive in the issuance of ratings

3 KB (446 words) - 16:05, 22 February 2021
Credit Quality Step
...he European Parliament and of the Council or a central bank issuing credit ratings which are exempt from the application of that Regulation ...a correspondence (‘mapping’) between relevant credit assessments of [[External Credit Assessment Institution | ECAIs]] and credit quality steps, as set ou

3 KB (502 words) - 19:39, 8 February 2021
External Credit Assessment Institution
'''External Credit Assessment Institution''' (ECAI) is a [[Credit Rating Agency]] (CRA) ...the European, Middle Eastern and African region and also endorses selected ratings issued by Group companies.

14 KB (2,064 words) - 22:31, 27 September 2021
Data Quality Reporting
...stitution’s senior management must ensure, on an ongoing basis, that the ratings systems are working properly. To accomplish this, a formal reporting proce ...erview of the performance of the model in terms of data quality, including external data and pooled data, if any, at all stages of the IRB life cycle, from dat

3 KB (421 words) - 00:08, 19 November 2018
Credit Rating Philosophy
Regulated institutions using credit ratings must choose an appropriate philosophy taking into account all of the follow from external rating agencies.

5 KB (700 words) - 10:27, 22 February 2021
Shadow Rating
...r other credit risk bearing firm targets external ratings provided by an [[External Credit Assessment Institution]] ...identifying the main factors that explain external ratings provided by an external credit assessment institution or similar organisation, rather than internal

4 KB (539 words) - 19:21, 8 February 2021
SME Credit Data
...edit Scores or Credit Ratings may available from various possible sources (external and/or internal) ! colspan="6" | External Credit Information

13 KB (1,782 words) - 15:15, 29 March 2021
Covid-19 Pandemic Risk Events
| Credit Ratings * NOT INCLUDED: Individual Ratings downgrades or other such indicators of distress that are not fully realized

27 KB (3,147 words) - 12:25, 25 May 2020
External Credit Rating
An '''External Credit Rating''' is a [[Credit Rating]] produced by a specialized [[Credit [[Category:Credit Ratings]]

213 bytes (29 words) - 11:47, 8 February 2021
Standalone Creditworthiness Assessment
* external support from supporting corporated entities ([[Related Counterparties]]) * external support from governement entities

460 bytes (54 words) - 11:16, 22 February 2021
Credit Rating Agency Default Definition
...ting Agency Default Definition''' collects the [[Default Definition]] of [[External Credit Assessment Institution | European Credit Rating Agencies]] as explic | [https://www.arcratings.com ARC Ratings, S.A. (previously Companhia Portuguesa de Rating, S.A)]

26 KB (4,104 words) - 12:30, 9 June 2021
ISCO Occupation Group 1211.1 Financial Manager
* Analyse External Factors Of Companies * Examine Credit Ratings

11 KB (1,230 words) - 14:30, 29 March 2021
ISCO Specialization 2413.1.2 Insurance Rating Analyst
...nd present and explain credit rating opinions to stakeholders, clients and external parties. They work for insurance companies and calculate the insurance prem * Examine Credit Ratings

2 KB (186 words) - 12:45, 26 February 2021
BCBS 121
...of directors, and in most cases is subject to verification through formal external audit. Moreover, a variety of public bodies oversee this process, such as s ...nts in this document primarily focuses on the use of the Advanced Internal Ratings-based approach under Basel II. Nevertheless, since this paper discusses cer

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 236
...nt and risk-sensitive; to mitigate mechanistic reliance on external credit ratings; and to reduce current cliff effects in capital requirements. ...in the Basel II securitisation framework. The proposal contains a revised ratings-based approach and a modified supervisory formula approach, both of which a

4 KB (561 words) - 11:45, 26 March 2021
BCBS 269
...e the capacity and supervisory approval to do so, they may use an internal ratings-based approach to determine the capital requirement based on the risk of th ..., an external ratings-based approach may be used (assuming that the use of ratings is permitted within the relevant jurisdiction).</li>

4 KB (630 words) - 14:25, 9 April 2021
BCBS 66
''Range of Practice in Banks' Internal Ratings Systems''. ...ring a parallel alternative to the standardised approach based on internal ratings, the Committee hopes that banks will further refine internal credit risk ma

6 KB (885 words) - 11:46, 26 March 2021
BCBS 80
...isclosures that provide insight on the bank's use of internal and external ratings in the bank's internal capital allocation process. </li>

6 KB (872 words) - 11:46, 26 March 2021
BCBS 90
...tal adequacy, market risk internal modelling, internal and external credit ratings, credit risk modelling, securitisation activities, credit risk, credit deri ...f internal ratings will be necessary for banks to qualify for the internal ratings-based approach in the new Accord. In this regard, the large improvement in

7 KB (1,011 words) - 11:46, 26 March 2021
BCBS 97
...re, capital adequacy, market risk internal modeling, internal and external ratings, credit risk modeling, securitisation activities, asset quality, credit der ...losures of information on securitisation activities, internal and external ratings and credit derivatives and credit enhancements considerably expanded over t

5 KB (732 words) - 11:47, 26 March 2021
BCBS D303
...el II securitisation framework, including mechanistic reliance on external ratings, lack of risk sensitivity, cliff effects and insufficient capital for certa ...ls. This is followed by the External Ratings-Based Approach - where credit ratings are permitted to be used in the jurisdiction - and the Standardised Approac

3 KB (490 words) - 11:47, 26 March 2021
BCBS D307
<li>reduced reliance on external credit ratings;</li> <li>more comparability with the internal ratings-based (IRB) approach with respect to the definition and treatment of simila

5 KB (715 words) - 11:47, 26 March 2021
BCBS D347
...rnative approaches for jurisdictions that do not allow the use of external ratings for regulatory purposes.

4 KB (572 words) - 11:47, 26 March 2021
BCBS D511
...he consultative proposal, the final rule allow banks to apply the external ratings-based approach to non-performing loans securitisation exposures, without th

2 KB (319 words) - 11:49, 26 March 2021
BCBS JOINT22
''Stocktaking on the use of credit ratings''. ...their regulations and/or supervisory policies unintentionally give credit ratings an official seal of approval that discourages investors from performing the

3 KB (465 words) - 11:50, 26 March 2021
BCBS WP14
...after "Basel II" or the "revised Framework"). When following the "internal ratings-based" (IRB) approach of Basel II, banking institutions will be allowed to ...d to generate the parameters (such as PD, LGD, EAD and the underlying risk ratings) that serve as inputs to the IRB approach to credit risk. In this context,

4 KB (671 words) - 11:50, 26 March 2021
BCBS WP17
...financial institutions seek to meet new requirements such as the internal ratings-based (IRB) approaches of the Basel II framework. ...n-default, or exposure at default, and models that could be used to assign ratings or produce credit scores, for wholesale or retail credit exposures.

3 KB (391 words) - 11:50, 26 March 2021
BCBS WP23
''The Proposed Revised Ratings-Based Approach''. ...attachment and detachment points for hypothetical tranches having various ratings, seniorities and, for non-senior tranches, thicknesses. With these variable

3 KB (359 words) - 11:50, 26 March 2021
BCBS WP3
''Credit ratings and complementary sources of credit quality information''. ...roposed accord and more generally to those interested in the use of credit ratings in regulation. The focus of the study is on factual information, rather tha

3 KB (365 words) - 11:50, 26 March 2021
Sustainable Finance Competence List
...of investment products using for example established standards, labels or ratings ...nd services; scams and fraud, understanding of tax and public spending and external influences on financial decisions.

12 KB (1,685 words) - 11:44, 6 April 2022