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• Exposure
  ...y. The potential susceptibility to loss; the vulnerability to a particular risk. In the context of [[Disaster Risk]] exposure means the situation of people, infrastructure, housing, producti
  4 KB (535 words) - 17:54, 10 August 2021
• Credit Score
  ...of the digital computer. The reason is instructive of the nature of credit risk which is a substantially more dynamic than actuarial risks (depends on vari * In [[Risk Based Pricing]], the credit score may determine the [[Interest Rate]], and
  5 KB (780 words) - 15:23, 6 November 2021
• Model Decay
  Model decay and failure applies to both risk models and valuation/pricing models. Both classes of models fail when they The first class (risk models) fails when calculating a risk metric in a manner that can be statistically demonstrated to be unreliable
  2 KB (257 words) - 17:18, 3 November 2019
• Roll Rates
  * Estimating a roll rate matrix constitutes a simple type of a credit [[Risk Model]] in that it allows projecting likely outcomes over the future period * an enumeration of states that capture all possible states at the beginning and the end of the time interval
  4 KB (658 words) - 12:17, 7 September 2020
• Basel II Advanced IRB Capital Model
  ...ch|internal ratings-based approach]]''''' and it refers to a set of credit risk measurement techniques proposed under [[Basel II]] [[capital adequacy]] rul ...develop their own empirical model to quantify required capital for credit risk. Banks can use this approach only subject to approval from their local regu
  7 KB (1,023 words) - 12:30, 26 March 2021
• Risk Appetite
  ...while pursuing its [[Business Model]]. It denotes total amount and type of risk that an organization is prepared to accept, tolerate, or be exposed to at a Risk appetite statements must in general be ''translated'' into concrete policie
  3 KB (475 words) - 11:13, 16 November 2021
• Loan Tape
  ** [[Credit Risk Analysis]] (e.g., using financial data and ratios) ** Loan product characteristics that may link to specific risk factors
  4 KB (526 words) - 12:09, 10 June 2021
• Risk Limit
  ...idity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk exposures undertaken by the organization below an acceptable level. ...rtainty. Limits can be set at a variety of hierarchies, depending on the [[Risk Type]]: e.g. total, sectoral, regional, by business line, [[Single Obligor
  6 KB (943 words) - 14:11, 4 October 2021
• Market Risk
  '''Market Risk''' is a broad risk category that applies to financial or real assets that are actively traded In the context of bank risk management, market risk is relevant for positions included in the banks' trading book as well as in
  4 KB (657 words) - 16:14, 11 March 2024
• ASRF model
  ...(asymptotic single factor risk model) is a simplified [[Credit Portfolio]] risk model that underpins the Basel II capital requirements * One year risk horizon
  5 KB (696 words) - 12:30, 26 March 2021
• Credit Portfolio Management
  ...characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standalone basis but in an aggregate, po ** engages in the [[Credit Risk Transfer | distribution of credit risk]] to other investors via [[Securitization]], outright sales or credit deriv
  7 KB (943 words) - 14:41, 15 November 2021
• Credit Value at Risk
  ...isk Measure]] that aims to capture the downside [[Economic Value | value]] risk of a [[Credit Portfolio]]. CVaR is a quantile [[Risk Measure]] and requires the specification of
  1 KB (213 words) - 20:51, 21 November 2022
• Business Execution
  ...ion''' (in more detail, Execution, Delivery and Process Management) is the risk of unexpected financial or reputational loss as the result of poor executio It is a recognized risk category in regulatory frameworks worldwide (Basel II standards). The preci
  3 KB (348 words) - 14:09, 29 March 2021
• Delinquency
  The capture and representation of delinquency history must make an number of design cho ...cused on the repayment history of a specific financial contract it may not capture accurately the entire range of credit behaviour of a borrower
  4 KB (582 words) - 15:14, 15 June 2019
• Risk Exposure
  ...at aims to capture the extent to which an entity is subject to a certain [[Risk]] [[Category:Risk Management]]
  224 bytes (31 words) - 00:42, 28 January 2020
• Credit Score Factor
  ...factors constitute [[Explanatory Variables]], that is, they aim to explain risk outcomes Credit score factors can be categorized in various ways (inheriting from [[Risk Factor]]):
  4 KB (637 words) - 14:10, 29 March 2021
• Loan Covenant
  ...he potential borrower base at the expense of potentially increasing credit risk ...Credit Scoring]] or other systems and frameworks are typically not able to capture the impact of the presence or absence of Loan Covenants
  1 KB (212 words) - 18:38, 4 June 2020
• Credit Rating
  ...[Credit Risk]] indicator (also ''Credit Risk Rating'') that assesses the [[Risk Profile]] of an entity or product on a defined [[Rating Scale]]. Most typi * Whether they concern a long or short term risk assessment
  5 KB (638 words) - 16:05, 22 February 2021
• Ability and Willingness to Pay
  ...ure at a very fundamental level the nature of the possible [[Risk Factor | risk factors]] behind a [[Credit Event]], an entity defaulting (reneging) on any [[Category:Credit Risk]]
  805 bytes (121 words) - 12:53, 22 February 2021
• Var-Covar Model
  ...lows the [[Risk Aggregation]] of distinct risk types once their individual risk profile and their dependency have been already modelled. ...the marginal, standalone [[Distribution | distributions]] of the modelled risk type (PnL, losses etc), into a single aggregate loss distribution. The main
  2 KB (274 words) - 13:00, 16 April 2021
• Balance Sheet Risks
  ...organization. It is a type of [[:Category:Contractual Risks | Contractual Risk]] [[Category:Risk Taxonomy]]
  312 bytes (46 words) - 15:02, 5 June 2017
• The Zen of Modeling
  === Risk modeling is as much art as it is science === The Zen of Modeling aims to capture the struggle for risk modelling beauty
  1 KB (214 words) - 12:53, 30 May 2017
• Value at Risk
  ...isk Measure]] that aims to capture the downside [[Economic Value | value]] risk of a Market [[Portfolio]] (a collection of financial instruments that can b VaR is a quantile [[Risk Measure]] and requires the specification of:
  1 KB (168 words) - 11:34, 18 March 2024
• Credit Scorecard
  ...a type of [[Risk Model]] used in the classification (scoring) of [[Credit Risk]] for individuals, corporations or other legal entities. The scorecard outp ...stem]], a framework that consistently classifies and quantifies all credit risk aspects of a portfolio. Depending on the type of scorecard, outputs may be
  3 KB (467 words) - 21:00, 11 September 2020
• EBA 2018 EU-Wide Stress Test
  ...internally consistent and relevant scenarios, and a set of templates that capture starting point data and stress test results to allow a rigorous assessment The focus is on the assessment of the impact of [[Risk Factor | risk drivers]] on the solvency of banks. Banks are required to stress test the f
  4 KB (678 words) - 14:10, 17 February 2021
• Rating Momentum
  ..., whereby the ''current'' rating assigned to a [[Borrower]] does not fully capture the likelihood of transitions to other states. ...an identical rating for two different borrowers may imply different likely risk profiles.
  736 bytes (101 words) - 18:56, 21 December 2020
• Transition Matrix
  ...ects related to the use of the concept in the specific context of [[Credit Risk]] are discussed in the [[Rating Migration Matrix]] entry. ...n matrices can vary significantly in the type of transition phenomena they capture. Some variations can be captured in well defined mathematical conditions sa
  6 KB (872 words) - 18:45, 21 December 2020
• Credit Risk Sensitivity to Macroeconomic Factors
  == Credit Risk Sensitivity to Macroeconomic Factors == ...e of credit contracts. The relationship of macroeconomic drivers to credit risk is important in specific contexts such as [[Bank Stress Testing]] or [[IFRS
  6 KB (672 words) - 20:33, 7 November 2019
• Model Monitoring Report
  ...arly by a competent authority which aims to capture the performance of a [[Risk Model]] [[Category:Model Risk]]
  786 bytes (106 words) - 21:07, 11 September 2020
• Corporate Governance
  ...cts the ability of the firm the identify, measure and manage the various [[Risk | risks]] it is facing. ...chical levels and with different mandates. This category includes internal risk management and internal audit functions)
  2 KB (333 words) - 11:20, 3 June 2020
• Credit Portfolio Information
  * [[Risk Limit]] exceptions * Inaccurate underwriting exception capture
  2 KB (258 words) - 11:14, 15 June 2019
• FX Lending Risk
  '''FX Lending Risk''' denotes the specific combined credit and market risk sensitivity of lending products that belong the [[FX Lending]] category (l == Risk Factors ==
  3 KB (512 words) - 13:04, 16 April 2021
• Credit Curve
  ...[[Credit Risk]] metrics ([[Risk Rarameters]]) that provide quantitative [[Risk Measure | estimates]] capturing possible legal entity [[Credit Event]] ove * A credit curve may capture complext / composite [[Risk Premium | risk premia]] (e.g. [[Expected Credit Loss]]) in which case its relationship wit
  2 KB (219 words) - 11:03, 31 March 2021
• Risk Horizon
  ...] exercise or calculation. In the context of a [[Credit Network]] model, a risk horizon is any future timepoint at which the overall external and internal ...ables the framework to support [[Going Concern Valuation | Going Concern]] Risk Capital analyses.
  3 KB (467 words) - 19:42, 24 October 2018
• Threshold Models
  .... This random variable (sometimes denoted [[Distance to Default]]) aims to capture and represent [[Creditworthiness]]. Threshold Models have affinity with [[S [[Category:Credit Risk Modelling]]
  6 KB (1,061 words) - 19:01, 4 September 2020
• Conditional Transition Matrix
  Model construction varies depending on the context. In [[Credit Risk Modelling]] context there are two broad categories * Fitting Markov Chain models to market data that capture transition rates
  4 KB (621 words) - 15:14, 31 October 2018
• Probability of Default Model
  ...ion framework that enables the calculation of a [[Probability of Default]] risk measure on the basis of quantitative and qualitative information === Risk Drivers ===
  6 KB (863 words) - 17:49, 11 October 2019
• Credit Scoring with Python
  [[Risk Data Review]] is a collection of procedures that aim to [[Model Validation]] of a Credit Scorecard aims to contain the [[Model Risk]] associated with using the scorecard (the potential for error in the devel
  8 KB (1,121 words) - 13:48, 21 September 2020
• Credit History
  ...in a [[Credit Report]] consisting of information provided by lenders that capture relevant behavioral data points. [[Category:Credit Risk Analysis]]
  357 bytes (50 words) - 14:39, 1 September 2020
• ESMA Consumer Exposures Table
  (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha This is not intended to capture instances where the obligor may renegotiate an increased underlying exposur
  24 KB (3,380 words) - 21:23, 12 February 2019
• ESMA Corporate Exposures Table
  (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha This is not intended to capture instances where the obligor may renegotiate an increased underlying exposur
  33 KB (4,716 words) - 21:22, 12 February 2019
• ESMA Residential Real Estate Exposures Table
  (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha This is not intended to capture instances where the obligor may renegotiate an increased underlying exposur
  32 KB (4,544 words) - 21:15, 12 February 2019
• ESMA Esoteric Assets Exposures Table
  (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha This is not intended to capture instances where the obligor may renegotiate an increased underlying exposur
  23 KB (3,212 words) - 21:24, 12 February 2019
• ESMA Credit Cards Exposures Table
  (c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha This is not intended to capture instances where the obligor may renegotiate an increased underlying exposur
  16 KB (2,342 words) - 21:23, 12 February 2019
• Credit Rating State
  ...ion that aims to simplify and capture the factors determining the [[Credit Risk]] of a given entity. In the simplest form a credit rating state implies an
  488 bytes (71 words) - 13:24, 3 April 2019
• Business Model
  ...Key Activities are akin to a ''flow description'' of the firm. Activities capture the main processes that must be in place to make the business model work. * [[Financial Statements]] capture ex-post the realizations of some financial variables related to the busines
  4 KB (538 words) - 15:41, 11 May 2023
• How to Map Climate Risk to the Open Risk Taxonomy
  == How to Map Climate Risk to the Open Risk Taxonomy == ...new form of risk as they are new (or more sharply defined) [[Risk Factor | risk factors]].
  8 KB (1,086 words) - 12:25, 24 August 2023
• Golden Source
  ...sion making correctly describe the "real world" phenomenon are supposed to capture. [[Category:Risk Data]]
  677 bytes (87 words) - 16:59, 7 September 2020
• Retail versus SME Credit Scorecards
  ...ard | credit scorecards]] used in the classification (scoring) of [[Credit Risk]] for [[Consumer Credit]] and [[SME Lending]] respectively. ...micro and small enterprises there is typically a strong dependency on the risk profile of the business owner (a [[Natural Person]]) hence retail credit sc
  1 KB (202 words) - 21:01, 11 September 2020
• EU Sustainable Finance Taxonomy
  ...System of Integrated Environmental and Economic Accounting. It can neither capture activities which have been avoided, nor individual behavioural choices * [[Climate-Related Risk Taxonomy]]
  8 KB (1,129 words) - 13:41, 12 August 2021
• Personal Dated Facts
  ...are kept as individual records there AND are aggregated for accounting and risk management purposes. ...hanges with payment and market value. Gets aggregated for various kinds of risk assessment and exposure assessment. The reporting by the servicer is monthl
  4 KB (694 words) - 15:57, 2 February 2023
• Inflation
  ...lation Index | indexes]] such as the [[Consumer Price Index]] are aimed to capture the average level of inflation. [[Wage Inflation]] pertains specificaly to == Risk Management ==
  3 KB (496 words) - 15:53, 6 December 2021
• Geofinance
  ...nance''' is a composite (portmanteau) word (Geography + Finance) aiming to capture the interplay between geography and the financial organization of economic * [[Crossborder Lending]] and [[Geopolitical Risk]] as an enduring concern whenever finance (including insurance) is occurrin
  1 KB (181 words) - 18:40, 7 December 2020
• Trailing Twelve Month Default Rate
  ...fault rate estimates based on calendar years, the TTM default rate aims to capture the dynamics (time evolution) of the default rate and identify [[Default Ra [[Category:Credit Risk Modelling]]
  1 KB (190 words) - 13:26, 6 July 2020
• Model Risk Taxonomy
  ...overall framework that may help with mitigating or otherwise managing this risk A model risk taxonomy is related to the broader [[Risk Taxonomy]] that is applicable within an organization in two distinct ways:
  4 KB (638 words) - 13:39, 11 January 2021
• Climate Change Mitigation
  # increasing carbon capture and storage use; [[Category:Climate-Related Risk]]
  3 KB (463 words) - 13:52, 11 September 2023
• Sustainable Electricity
  However, with electricity generation from natural gas, where the risk of fugitive emissions across the gas supply chain is seen as high, there is ...ration will not meet the required threshold. Coal- fired power with carbon capture and sequestration may qualify in the short-term, but new coal plants genera
  5 KB (759 words) - 16:05, 9 June 2023
• Sustainable Water Supply
  ...on activities: 8. Landfill gas capture and energetic utilization; 9 Carbon Capture and Storage ...ration of municipal waste, and the risk that further increasing capacities risk overcapacity and could result in lock-in effects. This would in turn discou
  5 KB (759 words) - 13:02, 11 May 2022
• Water Supply and Waste Management Climate Risk Mitigation Criteria
  == Water Supply and Waste Management Climate Risk Mitigation Criteria == == Electricity Climate Risk Mitigation Criteria ==
  1 KB (130 words) - 13:04, 11 May 2022
• Business Continuity Glossary
  | A risk management method of calculating loss based on a value and level of frequen | [[Corporate Risk]]
  90 KB (12,017 words) - 15:01, 10 August 2021
• Credit Risk Policy
  ...il an organization's perception and attitude towards the range or [[Credit Risk | credit risks]] it faces and desires to manage The Credit Risk policy is a key part of an organization's [[Risk Framework]]
  7 KB (921 words) - 22:02, 25 October 2021
• Technology-enabled innovation for credit granting
  ...vation in use. This should be commensurate with the business model, credit risk exposure, complexity of the methods and the extent of the use of technology
  2 KB (252 words) - 14:50, 3 June 2020
• Credit Data infrastructure
  ...Data Aggregation]]) within the organization that are relevant for [[Credit Risk Management]] activities * Data infrastructure plays a crucial role in supporting the organization's [[Risk Data]] needs, e.g. in the relation to [[Data Quality]]
  3 KB (335 words) - 14:45, 6 September 2020
• Bias
  ...lack of accuracy. Bias (systematic error), can occur because of failure to capture all relevant processes involved or because the available data are not repre [[Category:Risk Management Biases]]
  679 bytes (95 words) - 22:25, 4 November 2021
• Market Pathologies
  This list aims to capture the different forms of [[Market Failure]] [[Category:Market Risk]]
  301 bytes (39 words) - 13:50, 19 October 2020
• Key Activities
  '''Key Activities''' capture the main [[Process | processes]] that must be in place to make the [[Busine [[Category:Business Model Risk Ontology]]
  477 bytes (58 words) - 16:39, 10 February 2023
• Revenue
  ...products sold, revenue per product etc). A metric that is commonly used to capture revenue in a comprehensive way is Customer Lifetime Value which attempts to * [[Revenue Risk]]
  1 KB (203 words) - 16:40, 10 February 2023
• Database
  ...re that interacts with end users, applications, and the database itself to capture and analyze the data. The DBMS software additionally encompasses the core f In modern [[Risk Management]] databases play a key role in storing [[Risk Data]]
  834 bytes (122 words) - 20:48, 15 January 2021
• ISCO Occupation Group 6221.8 Aquaculture Mooring Manager
  * Draw Up Risk Assessment * Operate Fish Capture Equipment
  2 KB (273 words) - 12:19, 26 February 2021
• ISCO Occupation Group 3435.22 Stunt Performer
  * Perform Risk Analysis * Perform With Motion Capture Equipment
  2 KB (227 words) - 12:21, 26 February 2021
• ISCO Occupation Group 2511.8 Ict Business Analyst
  ...hnology. They also identify change needs, assess the impact of the change, capture and document requirements and then ensure that these requirements are deliv * Internal Risk Management Policy
  2 KB (203 words) - 12:23, 26 February 2021
• ISCO Specialization 1221.3.2 Marketing Manager
  * Perform Risk Analysis * Capture People'S Attention
  5 KB (618 words) - 12:51, 26 February 2021
• BCBS 101
  ...ing Supervision]] on August 2003 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Consolidated KYC Risk Management - consultative document''.
  4 KB (551 words) - 11:39, 26 March 2021
• BCBS 115
  ...ng Supervision]] on July 2005 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...D parameters must "reflect economic downturn conditions where necessary to capture the relevant risks." The same paragraph indicates that "supervisors will co
  6 KB (813 words) - 11:43, 26 March 2021
• BCBS 138
  ''Principles for Sound Liquidity Risk Management and Supervision''. ...blished for public comment </span><em><span>Principles for Sound Liquidity Risk Management and Supervision</span></em><span>.</span></p>
  5 KB (745 words) - 11:43, 26 March 2021
• BCBS 140
  ...ng Supervision]] on July 2008 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Proposed revisions to the Basel II market risk framework''.
  5 KB (717 words) - 11:43, 26 March 2021
• BCBS 141
  ''Guidelines for Computing Capital for Incremental Risk in the Trading Book''. ...of global financial institutions commented that singling out just default risk was inconsistent with their internal practices and could be potentially bur
  5 KB (720 words) - 11:43, 26 March 2021
• BCBS 148
  ...Supervision]] on January 2009 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Revisions to the Basel II market risk framework''.
  3 KB (471 words) - 11:43, 26 March 2021
• BCBS 150
  ...so-called "resecuritisations") are more highly correlated with systematic risk than are traditional securitisations. Resecuritisations, therefore, warrant ...uacy of capital buffers above the regulatory minimum to reflect the unique risk profile of a particular institution.</p>
  7 KB (993 words) - 11:43, 26 March 2021
• BCBS 158
  ...ng Supervision]] on July 2009 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Revisions to the Basel II market risk framework''.
  3 KB (446 words) - 11:44, 26 March 2021
• BCBS 18
  ...g Supervision]] on April 1995 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...h certain off-balance-sheet items and (b) enlarge the matrix of add-ons to capture more accurately the potential future exposure associated with longer maturi
  2 KB (251 words) - 11:44, 26 March 2021
• BCBS 189
  ...to the credit valuation adjustments applied to address counterparty credit risk in bilateral trades) represents the initial phase of Basel III reforms, whi ...rated, including the global standards for market risk, counterparty credit risk and securitisation;</li>
  4 KB (567 words) - 17:26, 8 June 2021
• BCBS 193
  ''Revisions to the Basel II market risk framework updated as of 31 December 2010''. ...here banks may be allowed by their supervisor to calculate a comprehensive risk capital charge subject to strict qualitative minimum requirements as well a
  4 KB (631 words) - 11:44, 26 March 2021
• BCBS 246
  ...g Supervision]] on March 2013 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...the large exposures framework is a tool that could be used to mitigate the risk of contagion between global systemically important banks, thus underpinning
  4 KB (589 words) - 11:45, 26 March 2021
• BCBS 251
  ...isk based leverage ratio to act as a credible supplementary measure to the risk-based capital requirements. The leverage ratio is intended to:</p> <li>reinforce the risk-based requirements with a simple, non-risk-based "backstop" measure.</li>
  4 KB (520 words) - 11:45, 26 March 2021
• BCBS 265
  ...ng Supervision]] on October 2013 in the [[:Category:BCBS Risk Management | Risk Management]] category. ''Fundamental review of the trading book: A revised market risk framework – consultative document''.
  5 KB (782 words) - 13:07, 16 April 2021
• BCBS 270
  ...the on- and off-balance sheet sources of banks' leverage. This simple, non-risk based "backstop" measure will restrict the build-up of excessive leverage i ...d in the Basel framework's Standardised Approach for credit risk under the risk-based requirements, subject to a floor of 10%.</li>
  6 KB (825 words) - 11:45, 26 March 2021
• BCBS 277
  * Keywords: [[Risk Capture]], [[Pillar 2]], [[Pillar II]], [[Governance]], [[Capital Policy]], [[Stres The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne
  3 KB (464 words) - 11:45, 26 March 2021
• BCBS D325
  ...ng Supervision]] on July 2015 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Review of the Credit Valuation Adjustment Risk Framework - consultative document''.
  4 KB (561 words) - 11:47, 26 March 2021
• BCBS D344
  <li>enhancing risk capture;</li> <li>addressing liquidity risk; and</li>
  2 KB (311 words) - 11:47, 26 March 2021
• BCBS D349
  ...sion]] on December 2015 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Identification and measurement of step-in risk - consultative document''.
  3 KB (437 words) - 11:47, 26 March 2021
• BCBS D365
  ...and that a credible leverage ratio is one that ensures broad and adequate capture of both the on- and off-balance sheet sources of banks' leverage.</p> The above regulatory document ''abstract'' is quoted verbatim in this Open Risk Manual entry and provided free of charge for the convenience of all interne
  3 KB (503 words) - 11:48, 26 March 2021
• BCBS D488
  ...upervision]] on November 2019 in the [[:Category:BCBS Market Risk | Market Risk]] category. ''Credit Valuation Adjustment risk - targeted revisions''.
  2 KB (353 words) - 11:49, 26 March 2021
• BCBS D508
  ...on]] on August 2020 in the [[:Category:BCBS Operational Risk | Operational Risk]] category. ''Revisions to the Principles for the Sound Management of Operational Risk''.
  2 KB (323 words) - 11:49, 26 March 2021
• Random Variable Representation
  * explicity specified through some functional form (see. e.g. [[Risk Distribution]]) * Representing random variables via a sample may be materially inadequate to capture low-likelihood realizations
  1 KB (154 words) - 15:13, 16 April 2021
• Green Swan
  ...C. (2020). Taming the Green Swan: How to improve climate-related financial risk assessments</ref> ...ge]] introduces (besides other changes and risks) a new type of [[Systemic Risk]] that involves interacting, nonlinear, fundamentally unpredictable, enviro
  3 KB (418 words) - 18:41, 5 September 2023
• List of ESG Factors
  This is a list of [[ESG Factors]] as currently considered to capture most material [[Environmental Social and Corporate Governance]] criteria<re ...y high (greater than 80%) in the World Resources Institute’s (WRI) Water Risk Atlas tool ‘Aqueduct’.
  18 KB (2,504 words) - 12:08, 11 March 2024
• Business Model Risk Ontology
  ...describe a [[Business Model]] and its susceptibility to various forms of [[Risk]] ...s of <ref>[https://www.openriskmanagement.com/open-risk-white-papers/ Open Risk White Paper]: Identification Framework for Business Model Risks, Jan 2016</
  10 KB (1,478 words) - 16:38, 10 February 2023
• Carbon Removal versus Carbon Capture
  '''Carbon Removal versus Carbon Capture''' captures two distinct mitigation pathways in addition to the reduction o ...forestation and soil management or technological solutions like direct air capture and enhanced mineralization. Carbon removal is not a substitute for cutting
  1 KB (211 words) - 19:01, 5 September 2023
• Energy Risk Appetite
  ...ursuing its [[Business Model]]. It denotes total amount and type of energy risk that an organization is prepared to accept, tolerate, or be exposed to at a ...element of the broader / more detailed [[Energy Risk Framework]]. A energy risk appetite statement might entail
  1 KB (176 words) - 14:44, 11 March 2024