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Open Risk Data
...en.wikipedia.org/wiki/Open_data Open Data] license. Broadly speaking, Open Data are freely available to everyone to use and republish as they wish, without This entry organizes the information about open risk data available in the manual:

728 bytes (108 words) - 17:28, 23 January 2020
Open Source Data Quality Software
== Open Source Data Quality Software == ...Source Data Quality''' software distributions that cover some aspect of [[Data Quality]] assessment.

4 KB (453 words) - 16:30, 27 November 2020
Open Risk Data Classification
== Open Risk Data Classification == ...dia.org/wiki/Open_data Open Data] license. This entry classifies open risk data along various dimensions

3 KB (426 words) - 11:58, 24 June 2020
Open Risk Data Providers
== Open Risk Data Provider List == The table below organizes available [[Open Risk Data]] providers.

6 KB (810 words) - 16:00, 2 February 2023

Page text matches

Main Page
=== About the Open Risk Manual === ...- well, network access is currently required! You can read more about the Open Risk Manual concept [[Open_Risk_Manual:About | here]].

19 KB (2,522 words) - 14:31, 9 May 2024
Herfindahl-Hirschman Index
Assuming the exposure data are given, it is easy to calculate the HHI by first forming the fractional * Relatively moderate data requirements (but see qualification below)

6 KB (900 words) - 13:45, 16 April 2020
Exposure
...pture the extent to which an individual or organization is unprotected and open to damage, danger, risk of suffering a loss, or uncertainty. The potential * Data collection / [[Data Quality]]

4 KB (535 words) - 17:54, 10 August 2021
Concentration Ratio
Assuming the exposure data are given, calculation is easy. * The relatively moderate data requirements, i.e. only the exposure size per borrower (but see qualificati

5 KB (815 words) - 09:44, 24 June 2019
Accuracy Ratio
* the classification system applied to unknown data (out-of-sample validation) === Open Source Software ===

3 KB (382 words) - 12:52, 16 September 2021
Visualization
...splays of quantitative data. Visualization is an important component of [[Data Science]]. * [[Open Source Visualization Software]]

912 bytes (109 words) - 13:29, 6 July 2020
ABS Loan Level Initiative
...t portfolios underpinning securities. Absence of such data or poor quality data has been one of the factors attributed to the collapse of the securitisatio The data templates cover many major ABS classes: [[RMBS]], [[CMBS]], [[SME]], [[Cons

2 KB (251 words) - 12:35, 16 September 2021
Portfolio Management
* Data Infrastructure and Analytics / Measurement Tools === Data Infrastructure and Analytics / Measurement Tools ===

3 KB (437 words) - 13:56, 29 May 2022
Risk Taxonomy
...onomy or implicit in a schema for collection and storage of [[Risk Event]] data. We include here links to such taxonomies (to the extend that they are publ == Open Risk Taxonomy ==

8 KB (1,110 words) - 16:01, 16 January 2023
Risk Data Standards
...ards constitute a form of assurance that the set of information supporting data-based [[Risk Analysis]] is fit-for-purpose. ...broader than that of [[Data Quality Standards]]. It is part of both the [[Data Governance]] and [[Risk Management]] function of an organization.

10 KB (1,432 words) - 17:18, 5 December 2023
Risk Data
'''Risk Data''' denotes a defined set of information (data), in any format (but increasingly in digital form), that is used by an orga ...information technology tool that stores and provides access to the actual data.

2 KB (221 words) - 00:50, 20 November 2019
Prepayment Risk
In the context of the Open [[Risk Taxonomy]] prepayment risk falls under [[Category:Optionality Risk | ...nt Risk Model | prepayment risk models]] that utilize different sources of data and make different model assumptions.

2 KB (331 words) - 18:53, 1 December 2022
Open Risk Data
...en.wikipedia.org/wiki/Open_data Open Data] license. Broadly speaking, Open Data are freely available to everyone to use and republish as they wish, without This entry organizes the information about open risk data available in the manual:

728 bytes (108 words) - 17:28, 23 January 2020
Fintech Risk Events
'''Fintech Risk Events''' is an open catalog of observed (publicized) operational failures ([[Risk Event]]) of f | Poor Consumer Data Protection Practices

9 KB (1,186 words) - 12:35, 11 March 2024
Energy Risk Events
'''Energy Risk Events''' is an open catalog of observed (publicized) [[Energy Risk]]) events. The catalog aims * [[Business Execution]], Delivery, and Process Management - data entry errors, accounting errors, failed mandatory reporting, negligent loss

2 KB (274 words) - 12:40, 11 March 2024
IFRS 9 Modeling Resources
..., originality, accuracy or completeness of said resources for any purpose. Open Risk is not affiliated with IASB/FASB. | CP17/16 - Regulatory reporting of financial statements, forecast capital data and IFRS 9 requirements

24 KB (3,113 words) - 16:52, 1 September 2020
Credit Scoring Models
Out of scope for this list and covered elsewhere in the Open Risk Manual are related [[:Category:Credit_Risk_Modelling | credit risk mod * involve different and more complex data sets

11 KB (1,491 words) - 15:41, 7 March 2023
Open Source Risk Management Software
== List of Open Source Risk Management Software == A preliminary list of projects (both big and small) that adopt the open source licensing model in the development of software relevant for risk man

4 KB (551 words) - 13:27, 28 June 2020
Credit Score Factor
...]], indicating the degree to which factors can be associated with concrete data ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

4 KB (637 words) - 14:10, 29 March 2021
Economic Scenario Generator
...ype of model / methodology used (e.g. the degree of reliance on historical data or the integration of economic concepts) Open Source implementations of Economic Scenario Generators are available in

5 KB (698 words) - 17:17, 30 October 2019
Terms of Service
..., the person accessing the website in whichever capacity and accepting the Open Risk’s terms and conditions. "The Company", “Ourselves”, “We” and "Us", refers to Open Risk.

8 KB (1,280 words) - 09:10, 30 May 2017
Privacy Policy
<h3>Personal Data Collected:</h3> Registration data: Some of our services may require you to sign up for an Account.

3 KB (521 words) - 16:00, 16 May 2022
Advanced Features
The Advanced Features feature of the Open Risk Manual include: ...b Semantic Web], an extension of common web standards provides that allows data to be shared and reused across application, enterprise, and community bound

4 KB (537 words) - 12:27, 16 May 2020
Risk Event
...the description of a risk event would be necessarily based on [[Aggregated Data]] ...possible an [[Event Timeline]]. The required detail of that description is open-ended and depends on the use case and context.

3 KB (517 words) - 15:08, 10 August 2021
Default Rate
...tution does not give equal importance to historic data because more recent data is a better predictor of losses in accordance with Article 180(2)(e) of Reg === External Risk Data ===

11 KB (1,612 words) - 14:40, 6 September 2020
EU Financial Regulation
| Open up digital opportunities for people and business and enhance Europe's posit ...on actively traded markets. Limit regimes, high-frequency trading, market data disclosures, central clearing counterparties

11 KB (1,404 words) - 20:56, 27 September 2021
Berger-Parker Index
Assuming the exposure data are given and ordered , calculation is easy. Although the data requirements for the Berger-Parker calculation seem to be moderate at first

2 KB (279 words) - 13:43, 16 April 2020
EBA NPL Template
...iding these templates to allow banks to supply comparable and standardised data on NPLs to investors and other stakeholders. ...entation costs. Within the templates users should be able to identify the data needed by investors to fairly price an NPL portfolio.

6 KB (840 words) - 16:20, 3 February 2023
Best Practices in Credit Portfolio Management
* The Factual Basis (Data) underpinning the framework ** Portfolio Data Availability

12 KB (1,494 words) - 20:11, 11 March 2024
Open Source Data Quality Software
== Open Source Data Quality Software == ...Source Data Quality''' software distributions that cover some aspect of [[Data Quality]] assessment.

4 KB (453 words) - 16:30, 27 November 2020
RiskBot Manual
== Semantic Risk Data == This is a brief description of the semantic data functionality of the Open Risk Manual when using an external client

161 bytes (25 words) - 14:29, 19 September 2019
Risk Management Heroes
...jective list aiming to provide useful pointers for reading / research. The Open Risk manual is not the Nobel Prize Foundation :-)''' that offers new possibilities for establishing data based ground truth || The technology has significant shortcomings at the te

7 KB (982 words) - 13:03, 12 October 2021
Credit Rating Scale
...th Article 180(1)(f) of the CRR as being equivalent to the use of external data for PD quantification at a more aggregated level (external grade) rather th ...obligors. Biases or inconsistencies in the mapping approach or underlying data must be avoided. To comply with these requirements, institutions should fol

6 KB (932 words) - 16:06, 22 February 2021
Empirical Transition Matrix
...is produced directly via a process of statistical estimation from observed data. ...of transition rates can be complicated if the underlying phenomena or the data collection process involve additional elements that interfere with the esti

787 bytes (92 words) - 17:18, 29 October 2018
Credit Data
...individual or an organization, or more generally allows the application of data driven [[Credit Portfolio Management]] policies. == Types of Credit Data ==

3 KB (369 words) - 19:15, 6 March 2023
Realised LGD
...ults) an institution has, the less importance it needs to give to external data. ...ntains a minimum number of defaults in order to determine whether external data are sufficiently representative.

15 KB (2,397 words) - 10:24, 14 May 2021
Catalog of Loss Given Default Models
* references with [[Open Source Risk Management Software | open source implementations]] ...quantification approaches, depending on the nature of the credit risk, the data and expertise available etc. A classification of typical LGD Model categori

6 KB (778 words) - 12:39, 16 September 2021
Credit Scoring with Python
...[[Credit Scoring]] processes that are built around [[Open Source Finance | open source software]]. ...ped quantitatively using [[Historical Information | historical performance data]].

8 KB (1,121 words) - 13:48, 21 September 2020
Long Data Format
...iple entities. Its defining characteristic is that each table row contains data pertaining to one entity at one point in time. ...ernative representation of the same data is the Wide Data Format.<ref>Tidy Data, H.Wickham, Journal of Statistical Software</ref>

1,018 bytes (143 words) - 17:47, 8 November 2019
Wide Data Format
...ities. Its defining characteristic is that each table row contains all the data pertaining to any one entity. ...ternative representation of the same data is the Long Data Format<ref>Tidy Data, H.Wickham, Journal of Statistical Software</ref>

748 bytes (102 words) - 14:23, 28 January 2019
ESMA Securitisation Template
...be represented as a set of tables<ref>At present only Underlying Exposure data are included</ref> : ...sset Class !! Data Section 1 !! Data Section 2 !! Data Section 3 !! Data Section 4

3 KB (337 words) - 21:12, 12 February 2019
ESMA Commercial Real Estate.Collateral.Current Valuation Basis
* Open Market (OPEN) === No Data Options ===

2 KB (214 words) - 20:20, 12 February 2019
How to Generate Correlated Random Numbers
It is not always the case that our input data or modelling framework is based on covariance matrix. If the dependency bet A list of open source implementations

4 KB (681 words) - 20:54, 21 November 2022
How to Build an SME Credit Scorecard
* Any constraints on the resources (data, algorithms, infrastructure) that can be used for the development and deplo ...nctionality but also the practicalities of implementation (availability of data, computer systems, human expertise, degree of automation). Some key decisio

9 KB (1,305 words) - 17:41, 8 September 2020
Abstract Risk Model
...ty of concrete instances. The model specification fixes all parametric and data mapping freedom of the abstract model. * [[:Category:Open Source]] implementations enable full transparency and access to the specifi

2 KB (342 words) - 14:34, 20 November 2019
Risk Model Ontology
* Data Properties (Data literals associated with classes / concepts), e.g. A model has a required i == Use in the Open Risk Manual ==

4 KB (617 words) - 15:52, 20 November 2019
Open Source Financial Software
== List of Open Source Financial Software == A list of projects that adopt the [https://spdx.org/licenses/ open source licensing model] in the development of financial / insurance softwar

4 KB (544 words) - 13:11, 12 October 2021
Exploratory Data Analysis
...t of [[Risk Management]] is the process of systematically analysing [[Risk Data]] for the purpose of identifying and summarizing their main characteristics ...DA conceptually overlaps and is usually preceded (or iterated) with [[Risk Data Review]] activities

4 KB (561 words) - 17:34, 5 December 2023
Risk Data Review
...Review''' denotes a process of systematic analysis of the relevant [[Risk Data]] used by an organization towards concrete [[Risk Management]] / business o ...external data, [[Data Infrastructure]], internal processes such as [[Risk Data Aggregation]] etc.

1 KB (186 words) - 13:11, 21 September 2020
Open Risk Academy Courses
== List of Open Risk Academy Courses == * Getting Started with the Open Risk Academy

858 bytes (107 words) - 10:57, 17 September 2019
Thomas Cook Group
...y be freely accessible within a free article limit or similar scheme</ref> data documenting the [[Risk Event]] (and other descriptive elements relevant fro === Business Data ===

22 KB (2,907 words) - 19:05, 11 October 2019
Party In Role
...operty and Casualty Information Models, dtc/12-01-04, Annex A, Glossary of Data Model Terms and Definitions ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

962 bytes (143 words) - 11:02, 8 October 2019
Fund Accountant
...et Asset Value (NAV) of the Fund, and may provide fund performance and tax data. Can be subcontracted by the FundAdministrator. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

852 bytes (125 words) - 14:42, 16 September 2021
Refer To Fund Order Desk
While it's unclear from original data models, it's likely that this restriction is actually to learn from the fun ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

945 bytes (145 words) - 11:03, 8 October 2019
Fund Data Provider
'''Fund Data Provider'''. A party which supplies market data to a fund. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

621 bytes (92 words) - 11:03, 8 October 2019
Funds Processing Passport
Please see FPP Data Descriptions for more information (when available - not included in this mo ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

2 KB (242 words) - 11:03, 8 October 2019
Dividend Adjustment Period
...completely pinned down the meaning on this one, only that it's a piece of data that's used for something. We really need to see and model details of those ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (181 words) - 11:04, 8 October 2019
Option Premium Payment Arrangement
...lectable list called option premium type selection (option premium type in data models). Note against that element is given below, based on which this has ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

2 KB (280 words) - 11:04, 8 October 2019
Entity Validation Level
...of validation performed by the GLEIF or LOU with respect to the reference data provided by the registrant * https://www.gleif.org/en/about-lei/common-data-file-format/lei-cdf-format/lei-cdf-format-version-2-1

869 bytes (118 words) - 11:05, 8 October 2019
Index
...irect shortcut derived from and pointing into, a greater volume of values, data, information or knowledge ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

797 bytes (110 words) - 14:54, 18 October 2021
Post Code Area
...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r [[Category:Reference Data]]

666 bytes (94 words) - 14:46, 22 September 2020
Measured Thing
'''Measured Thing'''. Any [[Independent Thing]] that involves a [[Measured Data | Measured Quantity]] ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

654 bytes (92 words) - 13:41, 27 October 2021
Reference
* [[Reference Data]] ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

732 bytes (105 words) - 13:54, 22 September 2020
Measure
...e refers to the phenomenon or phenomena to be measured in a data set. In a data set, the instance of a measure is often called an observation. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

952 bytes (141 words) - 15:26, 29 March 2021
Agent In Role
...operty and Casualty Information Models, dtc/12-01-04, Annex A, Glossary of Data Model Terms and Definitions ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

837 bytes (125 words) - 11:07, 8 October 2019
Loan Collateral
...eral or additional collateral associated with a loan or mortgage loan (PoC data note) There are foreign key attributes of collateral coupling it to collate ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (153 words) - 20:59, 7 November 2019
Loan Borrower Commitment
...re the loan may be initiated (approved). PoC Review comment: Not needed in data model. Renamed from "Loan Borrower Association" in logical model. PoC Revie ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

3 KB (424 words) - 11:07, 8 October 2019
Loan Standarization Document Type
...e. This is interpreted from information provided by the seller on both the data file and in their underwriting quidelines. See attached Translation tables. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (174 words) - 11:07, 8 October 2019
Loan Guarantor
...ee payments to the lender in the event that the borrower does not pay. PoC data original definition: "Name of Mortgage Indemnity Guarantee (MIG) provider i ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (198 words) - 11:07, 8 October 2019
Loan Application Borrower Assessment Information
Originates from MBS PoC terms, where this was a data table for "Borrower" which on further investigation was really borrower inf ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (210 words) - 11:07, 8 October 2019
Personal Dated Facts
...an pools. 35 logical tables about the loan itself. Borrower (in old common data model in Fannie) for Borrower, has credit, per loan the mortgage insurer, t ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

4 KB (694 words) - 15:57, 2 February 2023
Property Valuer
...Analysis at [[Fannie Mae]], for core processes, as part of the enterprise data architecture transformation, e.g. ESA for single family and multi family lo ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

969 bytes (140 words) - 15:57, 2 February 2023
Average Life
...of market conditions and interest rate. You would not see this in a market data feed. When you model MBS you calculate Average Life as part of the model i. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

2 KB (396 words) - 11:08, 8 October 2019
Debt Published Point In Time Price
...me Price'''. A debt price, usually in the form of a spread, published by a data provider at some point in time such as the end of the trading day. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (205 words) - 11:08, 8 October 2019
Internal Rate Of Return
This is not a figure given out as market data but is at the center of many definitions of financial debt instrument analy ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

977 bytes (149 words) - 11:54, 17 September 2021
Blue Sky Law
This allows investors to base their judgments on trustworthy data. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

978 bytes (135 words) - 11:09, 8 October 2019
Single Value
...ctly one distinguished 'hasDataValue' property that represents the primary data element of that value. Other properties of a SingleValue may be defined to ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

839 bytes (122 words) - 11:10, 8 October 2019
Identification Scheme
...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r [[Category:Reference Data]]

882 bytes (117 words) - 13:56, 22 September 2020
Accounting Framework
...) Common Data Format (CDF), see [https://www.gleif.org/en/about-lei/common-data-file-format/relationship-record-cdf-format# RR] ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (136 words) - 16:08, 16 September 2021
Relationship Qualifier
...R) Common Data Format (CDF), see https://www.gleif.org/en/about-lei/common-data-file-format/relationship-record-cdf-format# ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

940 bytes (124 words) - 11:10, 8 October 2019
Classification Scheme
A collection of [[Reference Data]] will typically adhere to a classification scheme to organize the [[Identi ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (208 words) - 14:15, 22 September 2020
LEI Registered Entity
...ived after some period of time, but in order to reflect the reality in the data, the restriction is modeled as someValuesFrom rather than exactly 1 LEI for ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1,005 bytes (151 words) - 11:10, 8 October 2019
Relationship Period Qualifier
...R) Common Data Format (CDF), see https://www.gleif.org/en/about-lei/common-data-file-format/relationship-record-cdf-format# ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

943 bytes (127 words) - 11:10, 8 October 2019
Relationship Record
...R) Common Data Format (CDF), see https://www.gleif.org/en/about-lei/common-data-file-format/relationship-record-cdf-format# ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

836 bytes (110 words) - 11:10, 8 October 2019
Relationship Status
...R) Common Data Format (CDF), see https://www.gleif.org/en/about-lei/common-data-file-format/relationship-record-cdf-format# ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

917 bytes (122 words) - 11:10, 8 October 2019
Chief Financial Officer
...ing financial performance to the board, and (7) providing timely financial data to the CEO. Also called chief finance officer, comptroller, controller, or ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (161 words) - 11:11, 8 October 2019
Market Data Provision
'''Market Data Provision'''. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

629 bytes (86 words) - 11:11, 8 October 2019
Pretrade Reference Data Provision
'''Pretrade Reference Data Provision'''. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

641 bytes (87 words) - 11:11, 8 October 2019
Trades Reference Data Provision
'''Trades Reference Data Provision'''. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

639 bytes (87 words) - 11:11, 8 October 2019
Corporate Event Or Action Communication
...d others. Pre marketing agreements and so on. Note: some of these are very data driven, some are not. General meetings and so on. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

892 bytes (126 words) - 11:12, 8 October 2019
Unique Swap Identifier
* CFTC Data Management Branch 'Unique Swap Identifier (USI) Data Standard', October 1, 2012, usidatastandards100112.pdf ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

996 bytes (143 words) - 11:15, 8 October 2019
Swap Data Repository
...''. A financial service provider that provides a central facility for swap data reporting and recordkeeping ...ion Act ('Dodd-Frank Act') in order to provide a central facility for swap data reporting and recordkeeping. Under the Dodd- Frank Act, all swaps, whether

1 KB (189 words) - 11:15, 8 October 2019
Equity Option Underlying
From SME Review 16 Dec 2009: Equity Option uses consolidated market data feed for the price of the underlying. so this is specified by for instance ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (192 words) - 11:15, 8 October 2019
Standardized Terms
...the options. Market place (usually electronic), hence standard to process data. Not necessarily a legal difference? So for instance you would not be able ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

2 KB (369 words) - 11:15, 8 October 2019
Legal Entity Identifier Registry Entry
...ISO 17442 and the Global Legal Entity Identifier Foundation (GLEIF) Common Data Format (CDF) * https://www.gleif.org/en/about-lei/common-data-file-format/lei-cdf-format/lei-cdf-format-version-2-1

916 bytes (122 words) - 11:16, 8 October 2019
North American Industry Classification System Scheme
...ments for the purpose of collecting, analyzing, and publishing statistical data related to the U.S. business economy.NAICS was developed under the auspices ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (197 words) - 11:16, 8 October 2019
Business Identifier Code Data Record
'''Business Identifier Code Data Record'''. An entry in a registry that conforms to ISO 9362:2014 for the ma * https://www.swift.com/standards/data-standards/bic

872 bytes (116 words) - 11:16, 8 October 2019
NIC Registry Entry
...he National Information Center (NIC) repository, a repository of financial data and institution characteristics collected by the Federal Reserve System ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

885 bytes (120 words) - 11:17, 8 October 2019
Scheme
'''Scheme'''. A structure or means of organizing information such as a [[Risk Data Schema | schema]], numbering system, organization scheme, measurement syste ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

784 bytes (107 words) - 18:02, 19 November 2019
Indexing Scheme
'''Indexing Scheme'''. System for indexing values, data, information, or knowledge ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

677 bytes (92 words) - 11:18, 8 October 2019
Ad Hoc Schedule Entry
...d should happen on the Date of the OccurrenceKind. Either reified dates or data values for dates can be used, as appropriate. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (176 words) - 11:18, 8 October 2019
Historical Information
'''Historical Information''' is any [[Dataset]] that collects relevant [[Risk Data]] from past time periods. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

792 bytes (109 words) - 10:42, 21 September 2020
Standard Deviation
...standard deviation measures the spread or dispersion around the mean of a data set ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (167 words) - 23:07, 23 October 2019
Average Absolute Deviation
...lute deviation is the distance between each value in the data set and that data set's mean or median. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

906 bytes (133 words) - 11:19, 8 October 2019
Dispersion
...real number that is zero if all the data are the same and increases as the data become more diverse. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (181 words) - 14:52, 18 October 2021
Median
'''Median'''. Value of the variate dividing the total frequency of a data sample, population, or probability distribution, into two halves The basic advantage of the median in describing data compared to the mean is that it is not skewed by extremely large or small v

1,009 bytes (152 words) - 14:56, 18 October 2021
Variance
...culated as the average squared deviation of each number from the mean of a data set ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

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Statistical Area
...ographic regions for the purposes of tabulating and presenting statistical data ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (156 words) - 11:19, 8 October 2019
Statistical Area Identifier
...ographic regions for the purposes of tabulating and presenting statistical data ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (162 words) - 11:19, 8 October 2019
Consumer Expenditure Survey
...sis that provides information on the buying habits of consumers, including data on their expenditures, income, and consumer unit (families and single consu ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

911 bytes (123 words) - 11:19, 8 October 2019
Current Employment Statistics
...businesses and government agencies, in order to provide detailed industry data on employment, hours, and earnings of workers ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

912 bytes (124 words) - 11:19, 8 October 2019
Interest Rate Authority
...e published by some authority responsible for the rate as a kind of market data. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (156 words) - 11:20, 8 October 2019
Market Data Provider
'''Market Data Provider'''. A publisher that publishes data about the financial markets ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

685 bytes (94 words) - 11:20, 8 October 2019
Total Debt Expense Ratio
This is not connected to an individual borrower because it is computed from data from multiple borrowers. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

996 bytes (146 words) - 11:20, 8 October 2019
Race
* [[Sensitive Personal Data]] ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

773 bytes (110 words) - 10:16, 28 September 2021
Personal Loan Contract
This originates from the terms in the PoC Semantic Data Model, which did not distinguish between personal and business loans, but f ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (237 words) - 11:20, 8 October 2019
AVM Provider
...thod is AVM ( RR 114) Property Valuation Provider ( party) -id (end of PoC data notes) Semantic Model notes: This does not include a definition of or refer ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

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Borrower Data Protection Requirement
'''Borrower Data Protection Requirement'''. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

620 bytes (85 words) - 11:21, 8 October 2019
Data Protection Requirement
'''Data Protection Requirement'''. Requirements defining how data about individuals are held. ...t data is about. The EU defines [[Personal Data]] and [[Sensitive Personal Data]]. For credit reference agencies the latter would be covered. More detail a

1 KB (171 words) - 22:41, 27 September 2021
Consumer Credit Reference Agency
...at his/her request Some of the third thing there is covered in the EU the Data Protection Directive and local acts that implement this. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (176 words) - 11:21, 8 October 2019
Credit Reference Agency Requirements
'''Credit Reference Agency Requirements'''. REquirements other than data protection, governing what a credit reference agency can or cannot do. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

1 KB (219 words) - 11:21, 8 October 2019
Market Data
'''Market Data'''. Data about financial instruments, that is published and may be used to support d ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

774 bytes (107 words) - 01:35, 20 November 2019
Derived Price
...a firm, from supplied, published end of day price spreads or other market data. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

970 bytes (145 words) - 11:21, 8 October 2019
Locally Derived Price
...ed Price'''. A price derived locally from information supplied by a market data vendor such as an end of day spread. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

718 bytes (104 words) - 11:21, 8 October 2019
Published End Of Day Price
'''Published End Of Day Price'''. A price published by a market data vendor at the end of the trading day. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

830 bytes (130 words) - 11:21, 8 October 2019
Equities Statistical Price
...l Price'''. Analytics about prices, as determined by markets, exchanges or data providers. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

691 bytes (95 words) - 11:21, 8 October 2019
Financial Market Information
...ial Market | financial markets]], that is published by some publisher or [[Data Vendor]]. ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

869 bytes (115 words) - 14:29, 25 September 2021
Proprietary Security Identification Scheme
...Identification Scheme'''. A security identification scheme published by a data provider or other commercial entity ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

736 bytes (98 words) - 11:23, 8 October 2019
Proprietary Security Identifier
'''Proprietary Security Identifier'''. An identifier supplied by a commercial data provider or government, such as a RIC code ...e EDM Council, released under the [https://opensource.org/licenses/MIT MIT Open Source License]. There is no guarantee that the content of this page will r

723 bytes (99 words) - 11:23, 8 October 2019
FIBO Taxonomy
...hings can relate to one another. In this way, FIBO can give meaning to any data (e.g., spreadsheets, relational databases, XML documents) that describe the Click on the arrows to open lower levels of the hierarchy.

1 KB (165 words) - 16:29, 11 February 2024
Python Data Science
== Python Data Science == ...ce entry collects [[:Category:Open Source | open source ]] resources for [[Data Science]] that are primary available as part of the [[wikipedia:Python | Py

870 bytes (125 words) - 18:32, 5 December 2023
Overview of the Julia-Python-R Universe
A side-by-side review of the main open source ecosystems supporting the [[Data Science]] domain: Julia, Python, R, sometimes abbreviated as ''Jupyter''. ...already on github, you can raise and issue there in a [https://github.com/open-risk/Overview-of-the-Julia-Python-R-Universe dedicated repo].

49 KB (6,566 words) - 18:07, 31 March 2023
Risk Data Ontology
...logy | semantic technology]] can be the starting point for defining a risk data ontology. ...than a [[Risk Data Taxonomy]] which focuses on the classification of risk data (a taxonomy can be embedded in an ontology but the later may have richer in

4 KB (615 words) - 23:03, 20 January 2021
BCBS 239
''Principles for effective risk data aggregation and risk reporting''. ...Principles for effective risk data aggregation will strengthen banks' risk data aggregation capabilities and internal risk reporting practices. Implementat

2 KB (331 words) - 11:45, 26 March 2021
BCBS 240
...analysis. The first is based on an examination of publicly available bank data for a selection of large banks. It also contains the results of a hypotheti The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (400 words) - 11:45, 26 March 2021
Open Source Core Banking
...anking services using [[Open Source Financial Software]] and / or based on open standards and API's. While there is no formal definition of what constitute * [https://mifos.org/mifos-x/ MIFOS / Fineract]. Fineract is an open technology platform for financial inclusion that provides the core function

3 KB (441 words) - 11:03, 29 September 2021
Open Source Blockchain Platforms
== Open Source Blockchain Platforms == ...gs major open source [[Blockchain]] platforms as potential components of [[Open Source Finance]] (See [[wikipedia:Blockchain | wikipedia entry]] for a broa

2 KB (285 words) - 17:23, 12 October 2021
Open Risk Data Classification
== Open Risk Data Classification == ...dia.org/wiki/Open_data Open Data] license. This entry classifies open risk data along various dimensions

3 KB (426 words) - 11:58, 24 June 2020
Open Risk Data Providers
== Open Risk Data Provider List == The table below organizes available [[Open Risk Data]] providers.

6 KB (810 words) - 16:00, 2 February 2023
Global Biodiversity Information Facility
...infrastructure funded by governments and aimed at providing open access to data about all types of life on Earth. ...lving community-developed standard which enables compiling of biodiversity data from a variety of sources, and aims to produce economic and social benefits

625 bytes (82 words) - 15:33, 16 March 2021
Open Source Economic Models
== List of Open Source Economic Models == A preliminary list of open source projects (both big and small) that are directly (or very closely) li

3 KB (367 words) - 13:31, 6 July 2020
Receivables Discounting
* Growth in business on ‘open account’ terms ...finance provider offers finance based on a security margin applied to the open account receivables being assigned by the seller and as pre-agreed between

7 KB (1,050 words) - 10:47, 25 February 2020
Factoring
...ally provided to the buyer; a certified copy of the invoice or the invoice data set is provided to the finance provider. Any additional security is suitabl * Growth of business for the seller on open account terms

12 KB (1,791 words) - 15:46, 8 February 2020
Covid-19 Pandemic Risk Events
...systems. See below for more precise criteria for inclusion and the adopted data schema. ...uctured [https://www.openriskmanual.org/data/index.php/Main_Page Open Risk Data]

27 KB (3,147 words) - 12:25, 25 May 2020
Valuation of Movable Property Collateral
''NB: The term '''movable''' property collateral is open-ended to include all collateral that is not '''immovable''' real estate whi ...T processes, systems and capabilities in place and sufficient and accurate data for the purposes of any statistical model-based valuation.

3 KB (377 words) - 16:22, 4 June 2020
Open Source Visualization Software
== Open Source Visualization Software == The table below organizes available '''Open Source Data Visualization''' software distributions.

3 KB (489 words) - 10:44, 3 November 2020
Credit Scorecard Development
* A framework for working with data (import and safe storage of data, export) ...ework]] (if applicable). This can be achieved using either a commercial or open source toolkit (library, computational system). Judgemental scorecards that

5 KB (625 words) - 21:02, 11 September 2020
Open Banking
...ial Service]] provision that aims to enable third-parties to access client data and use them to build applications and services distinct from those offered ...e the development and use of innovative online and mobile payments through open banking.<ref>Payment services (PSD 2) - Directive (EU) 2015/2366</ref>

1 KB (171 words) - 11:34, 29 September 2021
Federated Learning Glossary
* '''Algorithm''' in this context are federated algorithms for data analysis, NOT the low level computation primitives (see Protocol) ...omputing updates and merging them to the centralised model without sharing data.

14 KB (1,956 words) - 20:12, 17 March 2023
Risk Function Ontology
* Data Properties (Data literals associated with classes / concepts) == Use in the Open Risk Manual ==

3 KB (421 words) - 23:05, 25 November 2020
Asset Data
'''Asset Data''' in the context of [[Spatial Finance]] is the ownership information (e.g. Asset data come with additional information about each asset, called ‘attributes’.

1 KB (198 words) - 18:44, 7 December 2020
Observational Data
...patial Finance]] is classified as any data used to compare against [[Asset Data]] to provide insights. ...edge hyper-detailed results from niche commercial providers, observational data comes in a huge range and diversity. These comparisons can be run at differ

722 bytes (95 words) - 18:53, 7 December 2020
XBRL
'''XBRL''' (''eXtensible Business Reporting Language'') is an open standard for exchanging [[Business Information]]. XBRL provides a semantic ...ant aspect of the standard as the nature of business reporting requires is open ended.

3 KB (417 words) - 17:28, 10 August 2022
How to Estimate a Transition Matrix
...an exercise is an [[Empirical Transition Matrix]] (estimated from observed data). ...more specific formal requirements (e.g. with respect to adequacy of data, data cleaning procedures etc)

3 KB (467 words) - 12:26, 19 April 2021
ISCO Classification
...ional reporting, comparison and exchange of statistical and administrative data about occupations; Within the Open Risk Manual the ISCO taxonomy is used to map occupations into an [[Occupati

3 KB (455 words) - 15:33, 25 March 2022
ISCO Unit Group 2162 Landscape Architects
...ndscape Architects''': Landscape architects plan and design landscapes and open spaces for projects such as parks, schools, institutions, roads, external a ...termine type, style and size of proposed buildings, parks, roads and other open spaces;

2 KB (278 words) - 11:57, 26 February 2021
ISCO Occupation Group 2511.12 Ict System Analyst
...f new systems, specify the operations the system will perform, and the way data will be viewed by the end user. They present the design to the users and wo * Create Data Models

3 KB (346 words) - 12:10, 26 February 2021
ISCO Occupation Group 7221.2 Drop Forging Hammer Worker
...e in order to reshape it after the form of the die, which can be closed or open, fully enclosing the workpiece or not. * Record Production Data For Quality Control

2 KB (286 words) - 12:12, 26 February 2021
ISCO Occupation Group 1330.6 Ict Product Manager
* Open Source Model * Perform Online Data Analysis

2 KB (227 words) - 12:14, 26 February 2021
ISCO Occupation Group 2514.2 Ict Application Developer
* Open Source Model * Migrate Existing Data

3 KB (297 words) - 12:15, 26 February 2021
ISCO Occupation Group 2434.1 Ict Account Manager
* Perform Data Analysis * Perform Data Mining

2 KB (199 words) - 12:16, 26 February 2021
ISCO Occupation Group 2512.1 Software Analyst
* Data Models * Create Data Models

3 KB (323 words) - 12:24, 26 February 2021
ISCO Specialization 2522.1.2 System Configurator
* Migrate Existing Data * Open Source Model

3 KB (280 words) - 12:46, 26 February 2021
ISCO Specialization 3115.1.8 Marine Surveyor
...': Marine surveyors inspect vessels intended for operations in maritime or open sea waters. They ensure that vessels and equipment follow the regulations l * Conduct Analysis Of Ship Data

3 KB (331 words) - 12:48, 26 February 2021
EProcurement Ontology
...blic procurement in the EU. The eProcurement Ontology (ePO) is a semantic data model that conceptualizes and formally encodes the knowledge representation ...e is addressing an interoperability gap in the European public procurement data space.

2 KB (299 words) - 19:32, 6 February 2024
BCBS D489
''Basel III monitoring data for external research: usage policy''. ...to review and select proposals for research that use Basel III monitoring data.

2 KB (230 words) - 11:49, 26 March 2021
BCBS 106
...parent or other appropriate entities within the group; they could rely on data and parameters calculated at the group level, for example, provided that th The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

5 KB (657 words) - 11:39, 26 March 2021
BCBS 107
...rent best estimate of the scaling factor using Quantitative Impact Study 3 data adjusted for the EL-UL decisions is 1.06. The final determination of any sc The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 115
...isks understating the capital required to cover unexpected losses. Second, data limitations pose an important challenge to the estimation of LGD parameters The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

6 KB (813 words) - 11:43, 26 March 2021
BCBS 118
...rent best estimate of the scaling factor using Quantitative Impact Study 3 data adjusted for the EL-UL decisions is 1.06. The final determination of any sc The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 121
...pplicable to loan impairment. Specifically, the paper addresses how common data and processes may be used for credit risk assessment, accounting and capita The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 126
...issued by the Basel Committee on Banking Supervision to address how common data and processes related to loans may be used for assessing credit risk, accou ...hould provide the bank with the necessary tools, procedures and observable data to use for assessing credit risk, accounting for impairment of loans and fo

4 KB (589 words) - 11:43, 26 March 2021
BCBS 131
...operational risk-related work in three subject areas: internal governance, data and modelling.3 ...this paper under the following subject areas: internal governance issues, data issues and modelling/quantification issues. Each subject area and the indiv

7 KB (1,148 words) - 11:43, 26 March 2021
BCBS 134
...elines on banks' portfolios, the Basel Committee currently is conducting a data collection exercise. The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

4 KB (627 words) - 11:43, 26 March 2021
BCBS 140
...clarifies that it is permissible to use a weighting scheme for historical data that is not fully consistent with the requirement that the "effective" obse The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

5 KB (717 words) - 11:43, 26 March 2021
BCBS 141
...olatility (eg backtesting requirements) allows the use of relatively short data windows for estimating VaR parameters (as short as one year), which can pro The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

5 KB (720 words) - 11:43, 26 March 2021
BCBS 147
<li>complement information from models and historical data,</li> The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (401 words) - 11:43, 26 March 2021
BCBS 159
...olatility (eg backtesting requirements) allows the use of relatively short data windows for estimating VaR parameters (as short as one year), which can pro ...tudy on incremental default risk in late 2007. It has collected additional data in 2009 to assess the impact of changes to the trading book capital framewo

7 KB (1,041 words) - 12:46, 26 March 2021
BCBS 160 B
...he practices observed by BCBS members some of the key internal governance, data and modelling challenges that faced the industry. It updates a previous rep ...have had a marked effect on how AMA banks address key internal governance, data and modelling challenges.

2 KB (307 words) - 11:44, 26 March 2021
BCBS 183
...achieve this by setting out supervisory guidelines relating to governance, data and modelling. The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (385 words) - 11:44, 26 March 2021
BCBS 184
...achieve this by setting out supervisory guidelines relating to governance, data and modelling. The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (385 words) - 11:44, 26 March 2021
BCBS 186
...sented assume full implementation of the final Basel III package, based on data as of year-end 2009. No assumptions were made about banks' profitability or The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

9 KB (1,436 words) - 11:44, 26 March 2021
BCBS 187
...sented assume full implementation of the final Basel III package, based on data as of year-end 2009. No assumptions were made about banks' profitability or The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

9 KB (1,415 words) - 11:44, 26 March 2021
BCBS 188
...sented assume full implementation of the final Basel III package, based on data as of year-end 2009. No assumptions were made about banks' profitability or The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

9 KB (1,428 words) - 11:44, 26 March 2021
BCBS 190
...ns (IOSCO). These organisations will communicate with and collect relevant data from the CCPs participating in the impact study. CPSS and IOSCO collectivel The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (465 words) - 11:44, 26 March 2021
BCBS 196
...in this area by setting out supervisory guidelines relating to governance, data and modelling. The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (317 words) - 11:44, 26 March 2021
BCBS 202
...tial G-SIBs (using the Basel Committee's proposed methodology and end-2009 data) averages about 30% of domestic lending and 38% of financial system assets The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

8 KB (1,254 words) - 11:44, 26 March 2021
BCBS 217
...results assume full implementation of the final Basel III package based on data as of 30 June 2011 (ie they do not take account of the transitional arrange The study finds that based on data as of 30 June 2011 and applying the changes to the definition of capital an

3 KB (531 words) - 11:44, 26 March 2021
BCBS 222
''Principles for effective risk data aggregation and risk reporting - consultative document''. ...a whole. The Basel Committee's proposed Principles for effective risk data aggregation and risk reporting - consultative documentare intended to

3 KB (357 words) - 11:44, 26 March 2021
BCBS 231
...or financial markets; the first results of the exercise based on June 2011 data had been published in April 2012. A total of 209 banks participated in the ...results assume full implementation of the final Basel III package based on data as of 31 December 2011 (ie they do not take account of the transitional arr

4 KB (566 words) - 11:45, 26 March 2021
BCBS 243
...results assume full implementation of the final Basel III package based on data as of 30 June 2012 (ie they do not take account of the transitional arrange The study finds that based on data as of 30 June 2012 and applying the changes to the definition of capital an

4 KB (575 words) - 11:45, 26 March 2021
BCBS 262
...sume that the final Basel III package has been fully implemented, based on data as of 31 December 2012. That is, they do not take account of the transition Data as of 31 December 2012 show that shortfalls in the risk-based capital of la

6 KB (852 words) - 11:45, 26 March 2021
BCBS 267
(i) improving public disclosure and the collection of regulatory data to aid the understanding of market risk RWAs; The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (415 words) - 11:45, 26 March 2021
BCBS 268
''Progress in adopting the principles for effective risk data aggregation and risk reporting''. ...d the report on Progress in adopting the principles for effective risk data aggregation and risk reporting.

4 KB (523 words) - 14:44, 12 October 2021
BCBS 270
<div class="bisobjboxpage" data-bisobj="box_page" id="consolidated_documents"> ...d for different types of business models. It will also continue to collect data to track the impact of using either Common Equity Tier 1 (CET1) or total re

6 KB (825 words) - 11:45, 26 March 2021
BCBS 278
...sume that the final Basel III package has been fully implemented, based on data as of 30 June 2013. That is, they do not take account of the transitional a Data as of 30 June 2013 show that shortfalls in the risk-based capital of large

5 KB (793 words) - 11:45, 26 March 2021
BCBS 286
...om investors, analysts, rating agencies and other market users of Pillar 3 data. It would also welcome feedback from the audit community. The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (483 words) - 11:45, 26 March 2021
BCBS 288
...ndings from this report and the Committee's analysis of the capital impact data derived from the second QIS exercise will inform the Committee's deliberati The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

4 KB (666 words) - 11:45, 26 March 2021
BCBS 289
...ercise assume that the final Basel III package is fully in force, based on data as of 31 December 2013. That is, they do not take account of the transition Data as of 31 December 2013 show that most large internationally active banks no

5 KB (697 words) - 11:45, 26 March 2021
BCBS 39
...pervisory purposes, and has also served as a basis for collecting periodic data on worldwide derivatives markets. The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (414 words) - 11:46, 26 March 2021
BCBS 49
...ss institutions. At this time, significant hurdles, principally concerning data availability and model validation, still need to be cleared before these ob The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (428 words) - 11:46, 26 March 2021
BCBS 66
...liminary conclusions in respect of some of the elements - for example, the data constraints encountered by many banks in quantifying loss-given-default - a The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

6 KB (885 words) - 11:46, 26 March 2021
BCBS 71
...ss institutions. At this time, significant hurdles, principally concerning data availability and model validation, still need to be cleared before these ob The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (403 words) - 11:46, 26 March 2021
BCBS 90
<li>Most banks continue to release fundamental quantitative data pertinent to their capital structure, as would be required under the Pillar The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

7 KB (1,011 words) - 11:46, 26 March 2021
BCBS 98
...gical and customer service innovation, the ubiquitous and global nature of open electronic networks, the integration of e-banking applications with legacy ...rity control infrastructure that properly safeguards e-banking systems and data from both internal and external threats. It also should include a comprehen

10 KB (1,410 words) - 11:47, 26 March 2021
BCBS D296
<div class="bisobjboxpage" data-bisobj="box_page" id="consolidated_documents"> ...dicator-based measurement approach. The indicators are calculated based on data for the previous fiscal year-end supplied by banks and validated by nationa

4 KB (599 words) - 11:47, 26 March 2021
BCBS D305
...conditions. Refinements have been made to reduce modelling complexity and data revalidation costs associated with incorporating the risk of varying market The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

5 KB (724 words) - 11:47, 26 March 2021
BCBS D308
''Progress in adopting the principles for effective risk data aggregation and risk reporting''. ...k reporting. Published in 2013, the Principles aim to strengthen risk data aggregation and risk reporting at banks to improve their risk management pr

2 KB (337 words) - 11:47, 26 March 2021
BCBS D311
...Credit Risk Assessment and Valuation for Loans to address how common data and processes related to loans may be used for assessing credit risk, accou The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (424 words) - 11:47, 26 March 2021
BCBS D312
...ercise assume that the final Basel III package is fully in force, based on data as of 30 June 2014. That is, they do not take account of the transitional a Data as of 30 June 2014 show that all large internationally active banks now mee

5 KB (723 words) - 11:47, 26 March 2021
BCBS D334
Data have been provided for a total of 221 banks, comprising 100 large internati ...ercise assume that the final Basel III package is fully in force, based on data as of 31 December 2014. That is, they do not take account of the transition

5 KB (745 words) - 11:47, 26 March 2021
BCBS D341
...analysis of the TLAC regime. In particular, it provides the main data set that is the basis for the report led by staff of the Bank for Internati The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (291 words) - 11:47, 26 March 2021
BCBS D346
The analysis was based on a sample of 44 banks that provided usable data for the study and assumed that the proposed market risk framework was fully The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (474 words) - 11:47, 26 March 2021
BCBS D348
''Progress in adopting the Principles for effective risk data aggregation and risk reporting''. ...Published in 2013, the Principles have the objective of strengthening risk data aggregation and risk reporting at banks to improve their risk management pr

3 KB (376 words) - 11:47, 26 March 2021
BCBS D350
...credit risk assessment and valuation for loans to address how common data and processes may be used for credit risk assessment, accounting and capita The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (471 words) - 11:47, 26 March 2021
BCBS D354
...banks, and it has published the results of previous exercises since 2012. Data have been provided for a total of 230 banks, comprising 101 large internati On a fully phased-in basis, data as of 30 June 2015 show that all large internationally active banks meet th

5 KB (701 words) - 11:48, 26 March 2021
BCBS D378
Data have been provided for a total of 228 banks, comprising 100 large internati On a fully phased-in basis, data as of 31 December 2015 show that all large internationally active banks mee

5 KB (697 words) - 11:48, 26 March 2021
BCBS D397
...lts of the Basel Committee's latest Basel III monitoring exercise based on data as of 30 June 2016. The Committee established a rigorous reporting process Data have been provided for a total of 210 banks, comprising 100 large internati

5 KB (745 words) - 11:48, 26 March 2021
BCBS D399
''Progress in adopting the "Principles for effective risk data aggregation and risk reporting"''. ...he fourth report on Progress in adopting the principles for effective risk data aggregation and risk reporting.

4 KB (527 words) - 11:48, 26 March 2021
BCBS D400
<div class="bisobjboxpage" data-bisobj="box_page" id="consolidated_documents"> ...ard" of banks' key prudential metrics which will provide users of Pillar 3 data with an overview of a bank's prudential position and a new disclosure requi

4 KB (548 words) - 11:48, 26 March 2021
BCBS D415
...dustry scenarios, three case studies focus on technology developments (big data, distributed ledger technology, and cloud computing) and three on fintech b The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

4 KB (554 words) - 11:48, 26 March 2021
BCBS D416
...lts of the Basel Committee's latest Basel III monitoring exercise based on data as of 31 December 2016. The Committee established a rigorous reporting proc Data have been provided for a total of 200 banks, comprising 105 large internati

5 KB (682 words) - 11:48, 26 March 2021
BCBS D426
The QIS is based on end-2015 data provided by 248 banks that participated in the exercise. The QIS did not ta The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (354 words) - 11:48, 26 March 2021
BCBS D431
...dustry scenarios, three case studies focus on technology developments (big data, distributed ledger technology and cloud computing) and three on fintech bu The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

4 KB (542 words) - 11:48, 26 March 2021
BCBS D433
...II reforms is not yet reflected in the results; the collection of relevant data for those reforms started for the end-2017 reporting date. Data have been provided for a total of 193 banks, comprising 106 large internati

5 KB (684 words) - 11:49, 26 March 2021
BCBS D443
''Progress in adopting the Principles for effective risk data aggregation and risk reporting''. ...em>. The Principles, issued in January 2013, aim to strengthen banks' risk data aggregation and risk reporting with a view to improving their risk manageme

3 KB (474 words) - 11:49, 26 March 2021
BCBS D449
...lts of the Basel Committee's latest Basel III monitoring exercise based on data as of 31 December 2017. The Committee established a rigorous reporting proc Data have been provided for a total of 206 banks, including 111 large internatio

3 KB (500 words) - 11:49, 26 March 2021
BCBS D457
...sultative document and has been informed by a quantitative impact based on data as of end-December 2017. The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

4 KB (645 words) - 09:51, 31 March 2021
BCBS D461
''Basel III Monitoring Report March 2019 (June 2018 data)''. ...ts of the Basel Committee's latest Basel III monitoring exercise, based on data as of 30 June 2018. Through a rigorous reporting process, the Committee reg

4 KB (559 words) - 11:49, 26 March 2021
BCBS D477
''Basel III Monitoring Report October 2019 (December 2018 data)''. ...ts of the Basel Committee's latest Basel III monitoring exercise, based on data as of 31 December 2018. Through a rigorous reporting process, the Committee

3 KB (516 words) - 11:49, 26 March 2021
BCBS D486
''Report on open banking and application programming interfaces (APIs)''. ...tion programming interfaces (APIs) monitors the evolving trend of open banking observed in Basel Committee member jurisdictions and discusses the

2 KB (341 words) - 11:49, 26 March 2021
BCBS D500
...ts of the Basel Committee's latest Basel III monitoring exercise, based on data as of 30 June 2019. The report sets out the impact of the Basel III framewo Data are provided for 174 banks, including 105 large internationally active bank

3 KB (494 words) - 11:49, 26 March 2021
BCBS D501
''Progress in adopting the Principles for effective risk data aggregation and risk reporting''. .../em>. Issued in January 2013, the Principles aim to strengthen banks' risk data aggregation and risk reporting with a view to improving their risk manageme

3 KB (470 words) - 11:49, 26 March 2021
BCBS D502
...perational challenges in assessing climate-related financial risks such as data availability, methodological challenges, and difficulties in mapping of tra The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (350 words) - 11:49, 26 March 2021
BCBS D507
...ocument and has been informed by a quantitative impact assessment based on data as of end-June 2019. Compared to the earlier standard, the revisions includ The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (267 words) - 11:49, 26 March 2021
BCBS D512
...ts of the Basel Committee's latest Basel III monitoring exercise, based on data as of 31 December 2019. The report sets out the impact of the Basel III fra <div class="bisobjboxpage" data-bisobj="box_page" id="pagebox1">

5 KB (751 words) - 11:49, 26 March 2021
BCBS D513
...f macroeconomic scenarios and weightings, and model performance (including data availability and the need for post-model adjustments). The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (337 words) - 11:49, 26 March 2021
BCBS JOINT1
...nd quarter of 2000 about a broad range of financial risks. The pilot study data served as a vehicle for the Working Group to establish a concrete and factu ...an provide a more meaningful view of a firm's risk profile than period-end data alone. Much of current disclosures still rely on period-end information tha

6 KB (835 words) - 11:50, 26 March 2021
BCBS JOINT25
...delling risk aggregation. These include managing the volume and quality of data and communicating results in a meaningful way. Despite these challenges, th The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

4 KB (600 words) - 13:08, 16 April 2021
BCBS JOINT31
...and dissemination of more granular and up-to-date longevity and mortality data that are relevant for the valuations of pension and life insurance liabilit The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

5 KB (643 words) - 13:09, 16 April 2021
BCBS JOINT34
...and dissemination of more granular and up-to-date longevity and mortality data that are relevant for the valuations of pension and life insurance liabilit The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

5 KB (691 words) - 13:10, 16 April 2021
BCBS NL6
...in the Basel II Framework of portfolios where banks may have limited loss data. This Newsletter was developed in response to industry questions and concer The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (237 words) - 11:50, 26 March 2021
BCBS WP12
...irect market discipline. This is achieved through collecting a rich set of data on the detailed characteristics of the instruments used by banks to tap cap The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (342 words) - 11:50, 26 March 2021
BCBS WP17
...inancial institutions. Such products may comprise risk measurement models, data, or systems developed by external commercial entities. Interest in such ven The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

3 KB (391 words) - 11:50, 26 March 2021
BCBS WP33
...wn by bank groups and geography. To provide additional insights (and check data quality), banks' answers from this survey are merged to banks' information The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all in

2 KB (295 words) - 11:50, 26 March 2021
BCBS WP9
...ue with the industry has also highlighted that historical loan performance data for SL exposures are scarce. Many banks therefore face difficulties in esta ...levels of sophistication observed in the industry, as well as the limited data availability. In particular, the proposed IRB framework for SL supplements

4 KB (699 words) - 11:51, 26 March 2021
Factors of Production
...l monetary data needed to balance total inputs with [[Total Output]] in an open input-output model. ...- A Python Based Multi-Regional Input-Output Analysis Toolbox. Journal of Open Research Software, 9: 8</ref><ref>Not to be confused with the [[Final Deman

1 KB (204 words) - 18:03, 16 November 2023
Margalef Index
The index is only applicable for categorical data where all observations can be classified into a finite number of categories Open Source implementations of the Margalev index are available in

925 bytes (124 words) - 23:44, 14 June 2021
Menhinick Index
The index is only applicable for categorical data where all observations can be classified into a finite number of categories Open Source implementations of the Menhinick index are available in

920 bytes (122 words) - 23:44, 14 June 2021
CCTV
...s opposed to broadcast television, CCTV is usually a "closed" rather than "open" system with a limited number of viewers. * [https://edps.europa.eu/data-protection/data-protection/glossary/ EDPS Glossary]

974 bytes (137 words) - 21:39, 27 September 2021