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Name Concentration Measurement
...simply defined at portfolio level, providing synthetic measures of credit risk name concentration. ...sses which can actually differentiate the effective contribution to credit risk.

2 KB (232 words) - 12:17, 19 May 2017
Herfindahl-Hirschman Index
For the purpose of measuring credit portfolio or market [[Concentration Risk]] (e.g., name, sector or geographic risk), diversity or inequality metrics, the '''Herfindahl-Hirschman Index (HHI)'

6 KB (900 words) - 13:45, 16 April 2020
Monte Carlo Simulation of Credit Portfolios
...Once the distribution is obtained it is possible to estimate various risk measures for the credit portfolio. ...gether with a suite of [[Satellite Model | satellite models]] for [[Credit Risk]] estimation

4 KB (586 words) - 20:49, 21 November 2022
Exposure
...y. The potential susceptibility to loss; the vulnerability to a particular risk. ...capacities and other tangible human assets located in hazard-prone areas. Measures of exposure can include the number of people or types of assets in an area.

4 KB (535 words) - 17:54, 10 August 2021
Concentration Ratio
For the purpose of measuring credit portfolio or market [[Concentration Risk]], diversity or inequality metrics the '''concentration ratio''' is a measu for example credit or market risk concentrations.

5 KB (815 words) - 09:44, 24 June 2019
Credit Bureau Scoring
...nsider all relevant information.<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> Institutions mitigate this risk when they comply with the following principles:

4 KB (644 words) - 13:33, 19 November 2018
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 ...Fair and mathematician Earl Isaac and started commercializing statistical measures of credit worthiness in the subsequent years.

5 KB (780 words) - 15:23, 6 November 2021
Economic Capital Models
...operationally recognized ([[Credit Risk]], [[Market Risk]], [[Operational Risk]] etc.). ...ired [[Risk Capital]], which can be used for [[Performance Management]], [[Risk Based Pricing]] and [[Capital Management]] decisions.

1 KB (169 words) - 15:02, 23 June 2020
Model Decay
...of models already deployed (in operation), whereby the [[Model Performance Measures | model performance]] may deteriorate to the point of the model not being a Model decay and failure applies to both risk models and valuation/pricing models. Both classes of models fail when they

2 KB (257 words) - 17:18, 3 November 2019
Model Performance Measures
'''Model Performance Measures''' are the quantitative measures that provide an objective assessment of model performance, namely the stand ...performance measures include discriminatory power and various calibration measures

822 bytes (102 words) - 11:13, 10 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
Stress Testing
'''Stress Testing''' is a general [[Risk Management]] term denoting any activity subjecting a system (whether be it ...conditions (e.g. temperature, pressure, crash testing etc.) and monitors / measures the outcomes of the test.

2 KB (316 words) - 14:06, 17 February 2021
Risk Measurement
...en isolated in the [[Risk Identification]] process that logically precedes Risk Measurement. ...ent becomes substantially delegated to the application of a [[Quantitative Risk Model]]

1 KB (169 words) - 14:04, 11 March 2024
Portfolio Management
...ntities. This domain is characterised by the direct underwriting of credit risk, ongoing bilateral relationships * [[Market Risk Management]], as practised e.g., by investment banks and hedge funds. Chara

3 KB (437 words) - 13:56, 29 May 2022
Risk Mitigation
'''Risk Mitigation''' (also ''Risk Elimination'', ''Risk Prevention'') denotes any activities pursued for the purpose of reducing or ...to enforce an agreed [[Risk Appetite]] level and thus entails a [[Residual Risk]].

2 KB (240 words) - 15:17, 11 March 2024
Concentration Measurement
...[Concentration Risk]] (excessive dependence and/or sensitivity on specific risk factors). Concentration measurement has wide applicability across different ...he use of a [[Concentration Index]], that is, a function that converts a [[Risk Distribution | distribution]] of observed values into a single number expre

902 bytes (113 words) - 15:18, 5 February 2020
Sector Concentration Measurement
...simply defined at portfolio level, providing synthetic measures of credit risk sector concentration. ...sses which can actually differentiate the effective contribution to credit risk.

2 KB (247 words) - 23:43, 27 January 2020
License
...ing Authors is licensed under the following Creative Commons license. Open Risk retains [https://www.openriskmanagement.com/copyright/ full copyright] to a <li> '''Licensor''' means Open Risk and any individual(s) or entity(ies) (contributing Authors) granting rights

14 KB (2,218 words) - 12:41, 5 September 2018
Correlation
...realizations. Its precise meaning and calculation varies depending on the risk area. ...ally in [[Credit Portfolio Management]] correlation is a measure of credit risk dependency between different credit exposures. It may refer to either [[Def

1 KB (175 words) - 13:50, 16 April 2021
Risk Management
...| intuitive decision making]] which typically does not involve rigorous [[Risk Analysis]], does not require additional training and does not employ elabor ...the objective is to reduce risks to an acceptable level (formally termed [[Risk Appetite]]).

6 KB (906 words) - 20:10, 11 March 2024
Geographic Concentration Measurement
...in question is a single country we have a more specific form of [[Country Risk Concentration]] Measurement. ...fication indicators can be defined at portfolio level, providing synthetic measures of geographic concentration.

3 KB (374 words) - 18:46, 16 November 2019
Model Accuracy
...[[Quantitative Risk Model]] in respect to its ability to provide reliable risk assessments. == Accuracy Measures ==

474 bytes (57 words) - 00:13, 28 January 2020
Credit Portfolio Management
...characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standalone basis but in an aggregate, po ** engages in the [[Credit Risk Transfer | distribution of credit risk]] to other investors via [[Securitization]], outright sales or credit deriv

7 KB (943 words) - 14:41, 15 November 2021
Limit framework
...assume quantifiable risks) to govern in a quantitative manner the maximum risk [[Exposure]] permitted for an individual, trading desk, business line etc. ...| risk limits]] defined by the framework is consistent with the degree of risk the firm is willing to accept while pursuing its business model

6 KB (837 words) - 13:38, 5 February 2020
Product Concentration
...t Concentration''' in the context of Risk Management is a form of [[Credit Risk Concentration]]. It arises when a material share of a [[Credit Portfolio]] ...text: For example in relation to total assets, to available [[Risk Capital|risk capital]] etc. Product concentration depends on various characteristics of

2 KB (230 words) - 12:01, 3 June 2017
Hannah Kay Index
...is defined <ref> O.Bajo R. Salas, "Inequality Foundations of Concentration Measures</ref> as * the Python library [https://github.com/open-risk/concentrationMetrics Concentration Library]

1 KB (192 words) - 14:08, 16 April 2020
Internal Fraud
'''Internal Fraud''' is the risk of unexpected financial, material or reputational loss as the result of fra Internal Fraud is a recognized risk category in regulatory frameworks worldwide ([[Basel II]]/[[Basel III]] sta

3 KB (365 words) - 14:13, 4 October 2021
External Fraud
...ent action of persons external to the firm. External Fraud is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards). ** [[IT Security Risk | Hacking damage]]

3 KB (372 words) - 15:27, 8 February 2020
Employment Practices
...' (and Workplace Safety) in the context of [[Risk Management]] denotes the risk of unexpected financial or reputational loss as the result of employment pr It is a recognized risk category in regulatory frameworks worldwide (Basel standards). The precise

2 KB (270 words) - 11:49, 22 June 2021
Political Risk
...rse to the firm's business operations. In extreme manifestations political risk may include revolution, war or other significant change in the policy stanc == Political Risk Manifestations ==

4 KB (500 words) - 15:43, 8 November 2021
Business Execution
...ion''' (in more detail, Execution, Delivery and Process Management) is the risk of unexpected financial or reputational loss as the result of poor executio It is a recognized risk category in regulatory frameworks worldwide (Basel II standards). The preci

3 KB (348 words) - 14:09, 29 March 2021
Physical Damage
...Damage''' (Also ''Damage to Physical Assets'' and ''Systems Risk'') is the risk of unexpected financial or reputational loss from damage to [[Physical Infr It is a recognized risk category in regulatory frameworks worldwide (Basel II standards).

2 KB (219 words) - 15:10, 10 August 2021
Business Disruption
...e disruption of business or system failures. It is a type of [[Operational Risk]] that threatens [[Business Continuity]] ...mprove its resilience to operational disruptions against the cost of those measures.

2 KB (294 words) - 14:44, 16 March 2020
Legal Risk
'''Legal Risk''' is the risk of losses arising from an unintentional or negligent failure to meet a prof It is a recognized risk category in regulatory frameworks worldwide (Basel II/III standards) usuall

2 KB (268 words) - 14:14, 4 October 2021
Entry Types
The Open Risk Manual can integrate and help publish a wide array of content. The followin ...lists a commonly adopted regulatory taxonomy and lists possible mitigation measures

3 KB (397 words) - 23:34, 8 March 2021
Credit Risk Management
...esses and management roles that aim to underpin the management of [[Credit Risk]], most typically (but not necessarily) in the context a [[Credit Portfolio Credit Risk Management is a superset of [[Credit Portfolio Management]], with the later

7 KB (914 words) - 16:31, 3 June 2020
Financial Guarantee
...ofile of the debtor. The manner by which this is reflected in accounting, risk management and regulatory frameworks varies significantly. ...] among [[Related Counterparties]]<ref>BCBS, Report on intra-group support measures, February 2012</ref>

6 KB (895 words) - 14:41, 6 September 2020
Discriminatory Power
...e.g. a [[Credit Scorecard]]) can be assessed using a number of statistical measures of discrimination. == Statistical Measures of Discriminatory Power ==

2 KB (209 words) - 21:01, 11 September 2020
IT Availability Risk
...IT system management; or any other event<ref>EBA, Final Guidelines on ICT Risk Assessment under SREP</ref> == Risk Sub-types ==

6 KB (926 words) - 14:14, 13 May 2017
IT Security Risk
...o IT systems and data from within or outside the institution (e.g. [[Cyber Risk | cyber-attacks]]). ...Risk is a subset of the more general [[IT Risk]] that encompasses various risk events associated with IT systems that do not have a material security prof

10 KB (1,520 words) - 17:12, 6 September 2023
IT Risk
...ng degrees of scope overlap: ''Technology Risk'', ''Cybercrime'', ''Cyber Risk'', [[Information Security | ''Infosecurity'']] == IT Risk Taxonomy ==

3 KB (367 words) - 19:25, 25 September 2021
Default Correlation
...different borrowers when considered as part of a [[Credit Portfolio]]. It measures the likelihood of [[Joint Default]] within the period of consideration. [[Category:Credit Risk Modelling]]

1 KB (143 words) - 15:57, 3 April 2019
Financial Ratios
'''Financial Ratios''' are derived measures (ratios) capturing the economic and financial condition of an entity starti ...alysis of companies, valuations, also in the [[Risk Analysis]] of [[Credit Risk]] and the assignemt of a [[Credit Rating]].

2 KB (236 words) - 14:49, 8 November 2021
Management Action
...sal. Management actions differ significantly by business line and the core risk being managed. They also range in severity and impact ...nagement action may include closing positions, hedging or other de-risking measures

2 KB (231 words) - 11:58, 27 October 2021
Tail Risk
...nd a more precise team denoting concreate classes of [[Risk Measure | risk measures]]. The term Tail Risk likely originates from the classification of probability distributions into

492 bytes (64 words) - 13:44, 16 April 2021
Risk Parameters
...ures]] used extensively for establishing capital requirements for [[Credit Risk]] in the [[Basel II]] (and subsequent) regulatory framework (specifically [ == List of Basel Risk Parameters ==

686 bytes (85 words) - 16:53, 1 September 2020
SREP
...ks in their business but also to encourage banks to develop and use better risk management techniques in monitoring and managing their risks. For that reas ...egarded as a substitute for addressing fundamentally inadequate control or risk management processes.

8 KB (1,117 words) - 15:00, 5 February 2020
Credit Scorecard Business Requirements
* The business use of the scorecard, e.g. [[Risk Acceptance]] of new clients on the basis of a [[Credit Score]], [[Behaviora ...manage (e.g. the [[Default Definition | definition of a bad loan]], the [[Risk Horizon]])

2 KB (310 words) - 21:01, 11 September 2020
Privacy Policy
...ir computers should set their browsers to refuse cookies before using Open Risk websites, with the drawback that many features of the website will not func ...ith third parties in any way. Any data collected are used only within Open Risk on a need-to-know basis.

3 KB (521 words) - 16:00, 16 May 2022
Cure Rate
...e context of [[Non-Performing Loan]] management and [[Loss Given Default]] risk assessment. It denotes the percentage of loans that previously presented ar * through forbearance measures of the credit facility (forborne cure) or

7 KB (1,026 words) - 12:28, 9 June 2021
NPL Strategy
## [[NPL Risk Factors | external factors]] impacting NPL workout and ## [[NPL Risk Capital | capital implications]]

4 KB (481 words) - 12:40, 23 January 2021
EBA 2018 Stress Test Definitions
=== Risk Parameters and Other Variables === Risk Parameters are defined first, to enable expressing subsequent definitions

17 KB (2,890 words) - 23:45, 4 May 2018
Risk Measure
...[[Risk Metric]] derived from a [[Risk Distribution]] (a representation of risk in terms of a [[Random Variable]]). ...ny mapping <math>\rho : V \rightarrow R \cup \{\infty\}</math> is called a risk measure.

3 KB (521 words) - 13:52, 16 April 2021
How to Develop an IFRS 9 Impairment Framework
* Whether there are prior developed credit risk models * Determine whether the “low credit risk assumption” will be applied to certain loans

2 KB (298 words) - 12:27, 25 September 2021
Non-Performing Loan Valuation
NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institutions as ...ts that are formalized into ''subjective'' projections of how NPL specific risk factors will materialize and therefore affect the realisation of contractua

16 KB (2,148 words) - 11:27, 18 October 2020
Best Practices in Credit Portfolio Management
** Objective Risk Based Analytical Framework ** Management of Inherent Model Risk

12 KB (1,494 words) - 20:11, 11 March 2024
Credit Portfolio Information
* Provide relative measures * [[Risk Limit]] exceptions

2 KB (258 words) - 11:14, 15 June 2019
Credit Pricing
...d credit risk. This approach is usually termed [[Risk Based Pricing]] (non-risk based pricing policies have also been used historically) ...that may involve other costs and risk elements (funding costs, pre-payment risk, other operational costs). A profit margin (or discount) will connect the e

6 KB (812 words) - 14:41, 1 September 2020
Survival Probability
'''Survival Probability''', in the context of multi-period credit risk analysis using a [[Credit Curve]], denotes the likelihood that a legal enti == Relationships with related measures ==

1 KB (165 words) - 13:58, 10 February 2021
Incremental Default Probability
...ental Default Probability''' is used in the context of multi-period credit risk analysis to denote the likelihood that a legal entity is observed to have e == Relationships with related measures ==

2 KB (291 words) - 11:30, 31 March 2021
Marginal Default Probability
...nal Default Probability''' is used in the context of multi-period [[Credit Risk]] analysis to denote the likelihood that a [[Legal Entity]] is observed to == Relationships with related measures ==

976 bytes (145 words) - 11:36, 31 March 2021
Cumulative Default Probability
...ive Default Probability''' is used in the context of multi-period [[Credit Risk]] analysis to denote the likelihood that a [[Legal Entity]] is observed to == Relationships with related measures ==

1 KB (189 words) - 11:27, 31 March 2021
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
Risk Distribution
...ool (building block) of [[Quantitative Risk Management]]. Mathematically a risk distribution is the ''[[Probability Distribution]]'' of a [[Random Variable === Risk Distribution Categories ===

10 KB (1,033 words) - 13:56, 18 October 2021
ESMA Residential Real Estate.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

4 KB (539 words) - 20:14, 12 February 2019
ESMA Corporate.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:21, 12 February 2019
ESMA Automobile.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:24, 12 February 2019
ESMA Consumer.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:26, 12 February 2019
ESMA Credit Cards.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (535 words) - 20:27, 12 February 2019
ESMA Leasing.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (531 words) - 20:28, 12 February 2019
ESMA Esoteric Assets.Exposures.Credit Impaired Obligor
(c) has a credit assessment or a credit score indicating that the risk of contractually agreed payments not being made is significantly higher tha ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

3 KB (533 words) - 20:30, 12 February 2019
ESMA Leasing 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 ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

26 KB (3,745 words) - 20:58, 12 February 2019
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 ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

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 ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

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 ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

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 ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

23 KB (3,212 words) - 21:24, 12 February 2019
ESMA Automobile 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 ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

27 KB (3,842 words) - 21:04, 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 ...asis or margins, fees, penalties, maturity and/or other generally-accepted measures of restructuring under forbearance.

16 KB (2,342 words) - 21:23, 12 February 2019
Equity Correlation Matrix
...[Credit Portfolio Management]], which in turn are used for [[Concentration Risk]] measurement Alternative correlation measures (Spearman, Kendall) as listed in [[Correlation Matrix]] are advisable when

11 KB (1,744 words) - 12:13, 10 June 2021
Correlation Matrix
NB: This article focuses on aspects of correlation matrices relevant for risk management applications. More general statistical considerations are availa === Alternative Correlation Measures ===

2 KB (317 words) - 12:12, 10 June 2021
Risk
...that ''risk is the effect of uncertainty on objectives''. In simple terms, Risk denotes the potential for developments (future states of the world) that ta ...al person) or a [[Legal Entity]]. This highlights the subjective nature of risk (it is defined from the point of view of a specific entity).

3 KB (438 words) - 21:45, 3 May 2023
Residual Risk
...certain [[Risk Mitigation]] strategy has been pursued in the context of [[Risk Management]]. ...esidual risk remains in unmanaged form, even when effective risk reduction measures are in place.

945 bytes (138 words) - 15:18, 11 March 2024
Declaration of Backing
...sures (with only certain specific exception, eg in the case of [[Political Risk]]) that selected group entities are able to meet their contractual liabilit ...s) can sue the issuer for damages.<ref>BCBS, Report on intra-group support measures, February 2012</ref>

615 bytes (86 words) - 12:07, 2 April 2019
Business Continuity
...med a [[Business Disruption]] and is one of the key forms of [[Operational Risk]]. This term also refers to all of the organisational, technical and staffing measures used to ensure the continuation of operations following a disruption to a s

1 KB (145 words) - 23:52, 9 March 2021
Credit Spread
...a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate. There are several measures of credit spread, including Z-spread and option-adjusted spread.

1 KB (169 words) - 14:11, 8 October 2019
Human Judgement
...ment''' is used in the assignment of exposures to the grades or pools of a risk model Institutions may use human judgement in the application of risk model in the following cases:

5 KB (744 words) - 14:41, 6 September 2020
How to Build an SME Credit Scorecard
* What will be the business uses of the scorecard, e.g. [[Risk Acceptance]] of new clients on the basis of a [[Credit Score]], [[Behaviora * The type of [[Credit Risk]], formalized as the [[Credit Event]] (or events) that the scorecard will h

9 KB (1,305 words) - 17:41, 8 September 2020
SME Credit Gap
...developed markets, even in countries that have enacted a variety of policy measures to support SMEs and enhance financial inclusion more broadly. <ref>Alternat * Many banks consider SMEs to be high-risk clients, as well as high-cost clients to acquire, underwrite, and serve.

2 KB (230 words) - 21:04, 31 March 2021
Climate-Related Risk Taxonomy
...a [[Risk Taxonomy]] that focuses on identifying and defining [[Risk Type | risk categories]] associated with climate / environmental factors (''Also climat ...dual changes in the weather and climate to take the appropriate adaptation measures and avoid maladaptation

2 KB (299 words) - 13:05, 11 May 2022
Exploratory Data Analysis
...ontext of [[Risk Management]] is the process of systematically analysing [[Risk Data]] for the purpose of identifying and summarizing their main characteri ...]], EDA conceptually overlaps and is usually preceded (or iterated) with [[Risk Data Review]] activities

4 KB (561 words) - 17:34, 5 December 2023
Credit Rating versus Credit Spread
...edit Rating]] is typically a more statistically driven measure of [[Credit Risk]], used within a broader [[Credit Rating System]] and typically be defined ...sensitive bond / loan products) derives a market implied degree of credit risk

888 bytes (131 words) - 13:32, 26 August 2019
Expected Loss versus Unexpected Loss
...lights a very general (and sometimes confusing) strategy in [[Quantitative Risk Management]] to ''decompose'' estimates of potential future [[Loss]] into a In the simplest case where risk is represented by a [[Random Variable]], the decomposition has an natural m

1 KB (151 words) - 13:04, 16 April 2021
Glossary of Sustainable Finance
...as the financial ones. It consists of three Ps: profit, people and planet. Measures financial, social and environmental performance of a corporation over a per ...global initiative to strengthen the insurance industry’s contribution as risk managers, insurers and investors to building resilient, inclusive and susta

21 KB (2,506 words) - 12:10, 27 February 2024
EU Sustainable Finance Taxonomy
# Member States or the EU when adopting measures or setting requirements on market actors in respect to financial products o * [[Climate-Related Risk Taxonomy]]

8 KB (1,129 words) - 13:41, 12 August 2021
Absolute Prepayment Rate
'''Absolute Prepayment Rate''' (ABS) measures the monthly rate of loan prepayments as a percentage of the original pool b ...he following formula where SMM refers to [[Single Month Mortality]], which measures the percentage of dollars prepaid in a given month expressed as a percentag

1 KB (191 words) - 16:01, 1 December 2022
Absolute Prepayment Rate Formula
where SMM refers to [[Single Month Mortality]], which measures the percentage of funds prepaid in a given month expressed as a percentage [[Category:Prepayment Risk]]

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Letter Of Credit
...eated by a non-admitted reinsurer.<ref>BCBS, Report on intra-group support measures, February 2012</ref> ...Complying Presentation, allowing the Beneficiary to further reduce payment risk, although Confirmation is usually at an extra cost.

4 KB (576 words) - 10:29, 24 September 2020
Climate Change Adaptation
...local level, so rural communities and cities have a big role to play. Such measures include ...licies needed to guide adaptation, governments need to look at large-scale measures such as

3 KB (363 words) - 10:36, 12 September 2023
Inflation
...pertains specificaly to a rising cost of labor. The consumer price index measures movements in prices of a fixed basket of goods and services purchased by a == Risk Management ==

3 KB (496 words) - 15:53, 6 December 2021
Refinancing Incentive
...a new contract. The refinancing incentive is a key driver of [[Prepayment Risk]]. .../math> to a new loan at the current rate <math>C_t</math>. This difference measures whether the expected value of prepaying the loan/mortgage exceeds the value

837 bytes (117 words) - 16:31, 1 December 2022
EU Economic Indicators
...sis of economic performance, predictions of future performance and diverse risk management activities. ...idated Banking Data, Investment Funds, Financial Stability Reporting, ESRB Risk Dashboard, Access to Finance etc.

2 KB (214 words) - 15:39, 7 October 2021
Basel III
...the financial institutions to strengthen the regulation, supervision, and risk management of the financial institutions' sector.

666 bytes (94 words) - 12:15, 31 March 2021
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
Watch List
...or more intense monitoring. This is typically for the purpose of better [[Risk Management]], but potentially also as a means to identify upside opportunit ...and monitoring</ref>, watch lists are an essential element of the [[Credit Risk Monitoring]] framework:

2 KB (253 words) - 12:36, 16 September 2021
STS Criterion 29. Credit events
Forbearance measures, as defined in Annex V Section 30 paragraphs 163 to 183 of Commission Imple ...vided in the CRR shape the way prudential regulation quantifies the credit risk to be covered by regulatory capital and such well-established definitions s

3 KB (485 words) - 20:46, 12 November 2019
STS Criterion 34. Early termination events
...rtfolio under consideration due to the previous achievement of significant risk transfer (SRT) and consequent capital relief since origination. In this res ...the counterparties in the transaction would be dealt with by BRRD-specific measures and tools (It should be noted that a number of (small) firms are likely to

5 KB (718 words) - 20:46, 12 November 2019
STS Criterion 15. Appropriate mitigation of interest rate and currency risks
=== Currency risk === ...t effect should be disclosed. The protection buyer should bear no currency risk in relation to the credit protection it receives. This may be done in eithe

5 KB (720 words) - 20:46, 12 November 2019
Construction Climate Risk Mitigation Criteria
== Construction Climate Risk Mitigation Criteria == * Individual renovation measures, installation of renewables on-site and professional, scientific and techni

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Open Risk Data Classification
== Open Risk Data Classification == ...ikipedia.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
Equator Principles
...benchmark for determining, assessing and managing environmental and social risk ([[ESG Risks]]) in [[Project Finance]]<ref>The Equator Principles, July 202 ...better assess, mitigate, document and monitor the credit and reputational risk associated with financing projects.

8 KB (1,160 words) - 18:04, 15 June 2023
Business Model Analysis
...[Business Model]] for example in the context of assessing [[Business Model Risk]] ...ency and liquidity positions. Furthermore, supervisors should consider the risk appetite of the bank or banking group and its concentrations in customers,

4 KB (541 words) - 14:11, 5 February 2020
IRRBB
...in the banking book) is the regulatory term for assessing [[Interest Rate Risk]] of regulated financial services firms (Banks) for exposures that are not ...pervisors expect banks to consider both economic value- and earnings-based measures supported by appropriate and reasonable behavioural and modelling assumptio

3 KB (359 words) - 14:21, 5 February 2020
Prompt Corrective Action Framework
...(PCA) framework is to ensure that banks take timely and guided corrective measures to restore their financial health and make their balance sheets stronger<re ...oreign banks operating through branches or subsidiaries based on breach of risk thresholds of identified indicators.

2 KB (286 words) - 15:05, 5 February 2020
Availability
...essible and usable on demand by an authorised entity. It is a metric which measures the percentage, normally computed over a periodical basis (such as a month) [[Category:Cyber Risk]]

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Capital Controls
...sovereign entity to prevent [[Capital Flight]] in the context of [[Country Risk]] events * [[Country Risk]]

242 bytes (31 words) - 12:47, 24 February 2020
Vulnerability Assessment
...fectiveness of proposed security measures and confirm the adequacy of such measures after implementation. [[Category:Cyber Risk]]

456 bytes (55 words) - 11:26, 25 February 2020
Cyber Risk Glossary
A Glossary for [[Cyber Risk]] terms based on<ref>ESB, Cyber Lexicon, 2018</ref> | [[Cyber Risk]] || The combination of the probability of cyber incidents occurring and t

10 KB (1,422 words) - 19:29, 25 September 2021
Existential Risk
...c impact warrants principled investigation and (where possible) mitigating measures. * Existential risks are generally the extreme [[Tail Risk]] of known phenomena and risks, where the extrapolation to much higher seve

3 KB (436 words) - 10:04, 18 March 2024
SARS Outbreak 2003
** Some of the measures introduced by the local financial authorities, brokerages and other market ...rs of securities clearing and settlement systems, implemented preventative measures to slow the spread of SARS (Not all at the same stage of the outbreak)

13 KB (2,019 words) - 21:18, 2 November 2020
Prevention
...a disruption. Activities and measures to avoid existing and new [[Disaster Risk | disaster risks]]. ...ducing vulnerability and exposure in such contexts where, as a result, the risk of disaster is removed.

1 KB (160 words) - 16:33, 10 August 2021
Response
...fficient and timely response relies on disaster risk-informed preparedness measures, including the development of the response capacities of individuals, commu [[Category:Disaster Risk]]

2 KB (216 words) - 16:30, 10 August 2021
Risk Treatment
'''Risk Treatment'''. Selection and implementation of measures to modify risk.

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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
BCBS 258
''The regulatory framework: balancing risk sensitivity''. ...rs are designed to complement it in ensuring the soundness of banks. These measures include the introduction of a leverage ratio, an additional capital surchar

5 KB (796 words) - 11:45, 26 March 2021
Peltzman Effect
...avioral response in which risk management measures or regulation mandating risk reduction may * [[Risk Compensation]]

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Risk Compensation
...identified risk]] may evolve after the application of [[Risk Mitigation]] measures. ...nfused with the (financial) compensation for underwritten risk (See e.g. [[Risk-Adjusted Return on Capital]])

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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
Anti-money laundering and counter-terrorist financing policies and procedures
* at the level of their business, identify, assess and manage the ML/TF risk associated with the type of customers they serve, the lending products they ...evel of the individual relationship, identify, assess and manage the ML/TF risk associated with this relationship — as part of this, institutions should:

2 KB (367 words) - 14:48, 3 June 2020
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 ...lity of its outputs, is continuously monitored and appropriate remediation measures are taken in a timely manner in the case of detected issues (e.g. worsening

2 KB (252 words) - 14:50, 3 June 2020
Creditworthiness Assessment Model
...y [[Credit Risk Model]] that is used by an organization to assess [[Credit Risk]] ([[Creditworthiness]]) on an individual transaction or obligor level. * measures to ensure the traceability, auditability, and robustness and resilience of

2 KB (241 words) - 11:11, 22 February 2021
Remuneration Framework
...is particularly important in the context of [[Internal Governance]] and [[Risk Management]] in view of the incentives it generates. ...ices should be in line with the approach to credit risk management, credit risk appetite and strategies, and should not create a conflict of interest.

2 KB (307 words) - 16:52, 3 June 2020
Corporate Credit Risk Analysis
'''Corporate Credit Risk Analysis''' denotes [[Credit Risk Analysis]] as it applies to medium-to-large sized enterprizes. ...eria, limits and relevant metrics, as well as any relevant macroprudential measures, where applied by the designated macroprudential authority.

12 KB (1,843 words) - 14:46, 1 September 2020
SME Credit Risk Analysis
'''SME Credit Risk Analysis''' is the specialization of [[Credit Risk Analysis]] to the particular context of [[SME Lending]]. General requirements for the analysis of SME Credit Risk are set in<ref>EBA, Guidelines on loan origination and monitoring EBA/GL/20

11 KB (1,537 words) - 22:17, 31 March 2021
Generic Retail Credit Risk Analysis
...it Risk Analysis''' covers general best practices when performing [[Credit Risk Analysis]] for consumer lending ...eria, limits and relevant metrics, as well as any relevant macroprudential measures where applied by the designated macroprudential authority.

3 KB (454 words) - 14:44, 1 September 2020
Monitoring of Credit Exposures and Borrowers
...onitoring of Credit Exposures and Borrowers''' is a subset of the [[Credit Risk Monitoring]] framework that focuses on the monitoring of [[Outstanding Amou ...negative development in these factors or in other factors that affect the risk profile of the borrower and/or credit facilities.

3 KB (364 words) - 18:22, 4 June 2020
Early Warning Indicators for Credit Risk
...g Indicators]] that are used specifically for the anticipation of [[Credit Risk]] events. ...ty, profitability, market and macroeconomic metrics. In the context of the risk control framework, an institution can use progressive metrics (“traffic l

6 KB (922 words) - 11:13, 22 December 2020
Credit Escalation Process
...taken by and organization on the face of materially deteriorating [[Credit Risk]] profile of a client or [[Counterparty]]. [[Category:Credit Risk Monitoring]]

2 KB (227 words) - 17:43, 18 January 2021
Equator Principle 1
...[[ESG Risks]]), including those related to Human Rights, [[Climate-Related Risk | climate change]], and [[wikipedia:Biodiversity | biodiversity]]. ...site-specific, largely reversible and readily addressed through mitigation measures; and

2 KB (231 words) - 17:03, 15 June 2023
Equator Principle 2
The Assessment Documentation should propose measures to minimise, mitigate, and where residual impacts remain, to compensate/off ...environmental or social assessment may be appropriate, applying applicable risk management standards relevant to the risks or impacts identified during the

3 KB (411 words) - 14:25, 16 June 2023
Goodness of fit
The '''Goodness of fit''' of a statistical [[Risk Model]] describes how well it ''fits'' a set of observations, where fitness There is a wide range of possible measures (See [[wikipedia:Goodness of fit | wikipedia collection]]). They can be use

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Federated Learning Glossary
* '''Risk Factor''' is any aspect that can compromise / invalidate the premise of fed * '''Property''' is any rigorously defined aspect of a federated system that measures or guarantees e.g. privacy or security features

14 KB (1,956 words) - 20:12, 17 March 2023
How to Create a Credit Risk Rating System
== How to Create a Credit Risk Rating System == ...a rating system is to rank borrowers systematically with meaningful credit risk quality differentiation, thereby assisting effective [[Credit Portfolio Man

2 KB (296 words) - 12:24, 22 February 2021
Credit Rating Agency Default Definition
| [http://www.axesor-rating.com AXESOR RISK MANAGEMENT] ...oing Insolvency Proceedings or in a situation involving similar protective measures.

26 KB (4,104 words) - 12:30, 9 June 2021
ISCO Unit Group 2529 Database And Network Professionals Not Elsewhere Classified
...ng system to ensure functioning of data processing activities and security measures;

2 KB (292 words) - 11:56, 26 February 2021
ISCO Unit Group 2635 Social Work And Counselling Professionals
...buse or neglect and taking action to protect children and other persons at risk; ...be incarcerated, released from prison or undergo alternative correctional measures;

3 KB (403 words) - 11:59, 26 February 2021
ISCO Occupation Group 2133.7 Environmental Scientist
...anage waste disposal sites. Environmental scientists perform environmental risk assessments and analyse the environmental impact of new solutions, construc * Advise On Environmental Risk Management Systems

3 KB (275 words) - 12:08, 26 February 2021
ISCO Occupation Group 3259.2 Assistant Clinical Psychologist
* Assess Healthcare Users' Risk For Harm * Evaluate Psychological Health Measures

2 KB (272 words) - 12:08, 26 February 2021
ISCO Occupation Group 3112.8 Railway Infrastructure Inspector
* Health And Safety Measures In Transportation * Perform Rail Operations Risk Management

2 KB (200 words) - 12:08, 26 February 2021
ISCO Occupation Group 6221.10 Aquaculture Recirculation Technician
* Carry Out Fish Disease Prevention Measures * Draw Up Risk Assessment

2 KB (263 words) - 12:10, 26 February 2021
ISCO Occupation Group 1112.4 Fire Commissioner
* Communicate Health And Safety Measures * Perform Risk Analysis

1 KB (158 words) - 12:10, 26 February 2021
ISCO Occupation Group 3112.2 Construction Safety Inspector
* Communicate Health And Safety Measures * Perform Risk Analysis

2 KB (200 words) - 12:10, 26 February 2021
ISCO Occupation Group 2222.1 Midwife
...cessing of medical care, promoting normal birth and carrying out emergency measures. * Take Emergency Measures In Pregnancy

3 KB (398 words) - 12:12, 26 February 2021
ISCO Occupation Group 3111.12 Radiation Protection Technician
...rds, and to prevent dangerous elevations in the radiation level. They take measures to minimise radiation emissions, and to prevent further contamination in th * Perform Risk Analysis

2 KB (234 words) - 12:12, 26 February 2021
ISCO Occupation Group 2131.4 Biologist
* Apply Risk Management Processes * Carry Out Fish Disease Prevention Measures

5 KB (557 words) - 12:14, 26 February 2021
ISCO Occupation Group 2263.4 Radiation Protection Officer
...hey ensure compliance with legislation and regulations by enforcing safety measures. Furthermore they develop radiation protection plans in particular for nuc * Perform Risk Analysis

2 KB (190 words) - 12:15, 26 February 2021
ISCO Occupation Group 1349.21 Service Manager
* Perform Risk Analysis * Cleaning Industry Health And Safety Measures

7 KB (795 words) - 12:16, 26 February 2021
ISCO Occupation Group 2263.3 Health And Safety Officer
* Draw Up Risk Assessment * Communicate Health And Safety Measures

2 KB (292 words) - 12:17, 26 February 2021
ISCO Occupation Group 2221.1 Advanced Nurse Practitioner
* Initiate Life Preserving Measures * Screen Patients For Disease Risk Factors

4 KB (482 words) - 12:18, 26 February 2021
ISCO Occupation Group 2250.2 Aquatic Animal Health Professional
* Carry Out Fish Disease Prevention Measures * Apply Risk Management Processes

4 KB (466 words) - 12:18, 26 February 2021
ISCO Occupation Group 2519.3 Ict Disaster Recovery Analyst
* Cyber Attack Counter-Measures * Internal Risk Management Policy

2 KB (244 words) - 12:18, 26 February 2021
ISCO Occupation Group 2422.11 Political Affairs Officer
...itics and other policy matters, monitor conflicts and consult on mediation measures, as well as other developmental strategies. They write reports to ensure co * Advise On Risk Management

2 KB (184 words) - 12:18, 26 February 2021
ISCO Occupation Group 2149.6 Dismantling Engineer
* Instruct On Safety Measures * Perform Risk Analysis

1 KB (152 words) - 12:19, 26 February 2021
ISCO Occupation Group 6221.8 Aquaculture Mooring Manager
* Draw Up Risk Assessment * Perform Small Vessel Safety Measures

2 KB (273 words) - 12:19, 26 February 2021
ISCO Occupation Group 3422.2 Lifeguard Instructor
...udents are aware of the importance of checking safe water quality, heeding risk management and being aware of the necessary protocols and regulations regar * Protective Measures Related To Swimming Pool Chemicals

2 KB (277 words) - 12:20, 26 February 2021
ISCO Occupation Group 2149.8 Health And Safety Engineer
...ngerous substances, etc.) in order to design and improve health and safety measures. * Draw Up Risk Assessment

3 KB (341 words) - 12:20, 26 February 2021
ISCO Occupation Group 9123.1 Window Cleaner
* Risk Assessment For Window Cleaning * Cleaning Industry Health And Safety Measures

2 KB (221 words) - 12:21, 26 February 2021
ISCO Occupation Group 2529.6 Ict Security Consultant
* Implement Ict Risk Management * Cyber Attack Counter-Measures

2 KB (229 words) - 12:21, 26 February 2021
ISCO Occupation Group 2529.7 Ict Security Manager
* Implement Ict Risk Management * Internal Risk Management Policy

2 KB (232 words) - 12:21, 26 February 2021
ISCO Occupation Group 3257.5 Occupational Health And Safety Inspector
* Communicate Health And Safety Measures * Risk Management

2 KB (215 words) - 12:22, 26 February 2021
ISCO Occupation Group 2133.10 Pipeline Environmental Project Manager
* Implement Environmental Protection Measures * Perform Risk Analysis

2 KB (226 words) - 12:22, 26 February 2021
ISCO Occupation Group 2619.9 Ombudsman
* Communicate Health And Safety Measures * Advise On Risk Management

1 KB (163 words) - 12:23, 26 February 2021
ISCO Occupation Group 2529.1 Chief Ict Security Officer
* Implement Ict Risk Management * Cyber Attack Counter-Measures

2 KB (275 words) - 12:23, 26 February 2021
ISCO Occupation Group 3257.6 Transport Health And Safety Inspector
...d and sea transport, and develop policies and procedures that minimise the risk to properties, employees and computer systems. * Develop Appropriate Health And Safety Measures In Accordance With Available Resources

2 KB (208 words) - 12:24, 26 February 2021
ISCO Occupation Group 3152.2 Helmsman
* Implement Environmental Protection Measures * Perform Risk Analysis

3 KB (396 words) - 12:27, 26 February 2021
ISCO Specialization 5414.1.1 Airport Security Officer
* Ensure Compliance With Airport Security Measures * Perform Risk Analysis

2 KB (205 words) - 12:43, 26 February 2021
ISCO Specialization 1321.1.3 Operations Manager
* Internal Risk Management Policy * Perform Risk Analysis

6 KB (683 words) - 12:44, 26 February 2021
ISCO Specialization 2634.2.3 Health Psychologist
* Apply Health Psychological Measures * Psychological Treatment Measures

4 KB (489 words) - 12:44, 26 February 2021
ISCO Specialization 1324.3.2 Import Export Manager
* Perform Financial Risk Management In International Trade * Protective Measures Against The Introduction Of Organisms

4 KB (430 words) - 12:44, 26 February 2021
ISCO Specialization 2131.4.1 Aquaculture Biologist
* Carry Out Fish Disease Prevention Measures * Apply Risk Management Processes

4 KB (443 words) - 12:45, 26 February 2021
ISCO Specialization 1219.1.1 Facilities Manager
* Perform Risk Analysis * Cleaning Industry Health And Safety Measures

2 KB (264 words) - 12:46, 26 February 2021
ISCO Specialization 2131.4.7 Epidemiologist
...rmine the way in which diseases are spread out and propose risk preventive measures to health policy organisms. * Take Disease Prevention Measures

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ISCO Specialization 3257.4.1 Hazardous Materials Inspector
...g legislation. They investigate violations, oversee tests of emergency and risk response plans, and consult on the improvement of the facilities' operation * Implement Environmental Protection Measures

2 KB (278 words) - 12:47, 26 February 2021
ISCO Specialization 3112.1.8 Fire Safety Tester
...s materials, as well as on fire prevention and fire fighting systems. They measures, among other things, the flame resistance and behaviour of materials under * Perform Risk Analysis

2 KB (199 words) - 12:49, 26 February 2021
ISCO Specialization 2634.2.1 Clinical Psychologist
* Evaluate Clinical Psychological Measures * Psychological Treatment Measures

5 KB (541 words) - 12:50, 26 February 2021
ISCO Specialization 3257.5.1 Healthcare Inspector
* Communicate Health And Safety Measures * Advise On Risk Management

2 KB (207 words) - 12:51, 26 February 2021
ISCO Specialization 3411.8.1 Store Detective
...lifting. Once the individual is caught red-handed, they take all the legal measures, including announcing the police. * Perform Risk Analysis

1 KB (157 words) - 12:51, 26 February 2021
ISCO Specialization 3112.1.6 Fire Inspector
* Communicate Health And Safety Measures * Perform Risk Analysis

1 KB (170 words) - 12:55, 26 February 2021
BCBS 107
...r improving capital regulation to take into account changes in banking and risk management practices while at the same time preserving the benefits of a fr ...ucture of the 1996 Market Risk Amendment regarding the treatment of market risk; and the definition of eligible capital.

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 114
...k management and controls and maintain the integrity of regulatory capital measures. <li>sound risk management and control processes for banks that utilise the fair value opti

3 KB (504 words) - 11:43, 26 March 2021
BCBS 118
...r improving capital regulation to take into account changes in banking and risk management practices while at the same time preserving the benefits of a fr ...ucture of the 1996 Market Risk Amendment regarding the treatment of market risk; and the definition of eligible capital.

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 121
''Sound Credit Risk Assessment and Valuation for Loans - consultative paper''. ...Basel Committee on Banking Supervision believes will promote sound credit risk assessment and controls. </li>

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 130
...isting system of supervision and regulation, and form a basis for remedial measures by government authorities and banking supervisors.</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 interne

3 KB (362 words) - 11:43, 26 March 2021
BCBS 143
...ing Supervision]] on August 2008 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...ing their economic capital models, the further use and recognition of risk measures derived from these models remain subject to significant methodological, imp

3 KB (392 words) - 11:43, 26 March 2021
BCBS 152
...king Supervision]] on March 2009 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...their economic capital frameworks, the further use and recognition of risk measures derived from these frameworks remain subject to significant methodological,

3 KB (397 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 164
...from financial and economic stress, whatever the source, thus reducing the risk of spillover from the financial sector to the real economy. ...the crisis. Through its reform package, the Committee also aims to improve risk management and governance as well as strengthen banks' transparency and dis

11 KB (1,648 words) - 11:44, 26 March 2021
BCBS 165
...sion]] on December 2009 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''International framework for liquidity risk measurement, standards and monitoring – consultative document''.

6 KB (943 words) - 11:44, 26 March 2021
BCBS 169
...regulated central counterparties. Strengthening the use of these and other measures would help limit the market impact of a bank failure. <li>Recommendation 3: Convergence of national resolution measures</li>

4 KB (549 words) - 11:44, 26 March 2021
BCBS 174
...proposal is an important element of finalising the Committee's package of measures to strengthen the resilience of the banking sector, set out in the December 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 (399 words) - 11:44, 26 March 2021
BCBS 179
...e's response to the financial crisis: report to the G20 describes the measures taken by the Committee and its governing body of Central Bank Governors and <li>better coverage of risk, especially for capital market activities;</li>

3 KB (490 words) - 11:44, 26 March 2021
BCBS 186
...sion]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ...roduction of a leverage ratio as a backstop to the risk-based requirement, measures to promote the build up of capital that can be drawn down in periods of str

9 KB (1,436 words) - 11:44, 26 March 2021
BCBS 187
...roduction of a leverage ratio as a backstop to the risk-based requirement, measures to promote the build up of capital that can be drawn down in periods of str Including the effect of all changes to the definition of capital and risk-weighted assets, as well as assuming full implementation as of 31 December

9 KB (1,415 words) - 11:44, 26 March 2021
BCBS 188
...sion]] on December 2010 in the [[:Category:BCBS Liquidity Risk | Liquidity Risk]] category. ''Basel III: International framework for liquidity risk measurement, standards and monitoring''.

9 KB (1,428 words) - 11:44, 26 March 2021
BCBS 193
''Revisions to the Basel II market risk framework updated as of 31 December 2010''. ...itative minimum requirements as well as stress testing requirements. These measures will reduce the incentive for regulatory arbitrage between the banking and

4 KB (631 words) - 11:44, 26 March 2021
BCBS 201
...mportant banks which current regulatory policies do not fully address. The measures will enhance the going-concern loss absorbency of global systemically impor 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

4 KB (498 words) - 11:44, 26 March 2021
BCBS 202
...B) and the Basel Committee on Banking Supervision. As part of a package of measures for addressing these risks, the Basel Committee has made proposals for impr 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

8 KB (1,254 words) - 11:44, 26 March 2021
BCBS 207
...ated by G-SIBs which current regulatory policies do not fully address. The measures will enhance the going-concern loss absorbency of G-SIBs and reduce the 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 interne

3 KB (470 words) - 11:44, 26 March 2021
BCBS 213
...ions of banks, emphasising the importance of good corporate governance and risk management, as well as compliance with supervisory standards. ...e increasing focus on effective crisis management, recovery and resolution measures in reducing both the probability and impact of a bank failure. The Committe

6 KB (808 words) - 11:44, 26 March 2021
BCBS 219
...anking Supervision]] on May 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...sets out a revised market risk framework and proposes a number of specific measures to improve trading book capital requirements. These proposals reflect the C

4 KB (559 words) - 13:06, 16 April 2021
BCBS 22
...f "BACKTESTING" In Conjunction With The Internal Models Approach To Market Risk Capital Requirements''. ...easures. The other two papers in the package are an overview of the market risk amendment and a detailed description of the methodology adopted.

2 KB (272 words) - 11:44, 26 March 2021
BCBS 230
...ions of banks, emphasising the importance of good corporate governance and risk management, as well as compliance with supervisory standards. ...instances. Close attention was given to addressing many of the significant risk management weaknesses and other vulnerabilities highlighted in thefinancial

5 KB (778 words) - 11:55, 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 254
...ng Supervision]] on June 2013 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''The non-internal model method for capitalising counterparty credit risk exposures - consultative document''.

3 KB (468 words) - 11:45, 26 March 2021
BCBS 255
G-SIBs are subject to higher capital requirements and other policy measures to reduce the probability and impact of their failure. In particular, they 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 (416 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 28 A
...on January 1997 in the [[:Category:BCBS Interest Rate Risk | Interest Rate Risk]] category. ''Consultative document - Principles for the management of interest rate risk''.

2 KB (318 words) - 11:45, 26 March 2021
BCBS 283
...ndard for measuring, aggregating and controlling single name concentration risk across jurisdictions. ...mits can directly contribute towards the reduction of systemwide contagion risk.

4 KB (645 words) - 12:04, 26 March 2021
BCBS 288
...pervision]] on September 2014 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...mpact of proposals to revise the internal models-based approach for market risk, as set out in the second consultative paper of the Basel Committee's funda

4 KB (666 words) - 11:45, 26 March 2021
BCBS 49 B
...isting system of supervision and regulation, and form a basis for remedial measures by government authorities and the bank supervisors. Such assessments are ty 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 (421 words) - 11:46, 26 March 2021
List of Model Validation Questions
...the precise elements involved depend significantly on the nature of the [[Risk Model | models]] being validated, the context and importance of [[Model Usa * How much [[Intrinsic Model Risk]] is there (alternative possible models, hidden assumptions)

2 KB (225 words) - 11:34, 15 September 2021
BCBS 72
...your opinion on the pros and cons of outsourcing of internal audit and the measures to be taken when outsourcing is done? 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

5 KB (690 words) - 11:46, 26 March 2021
BCBS 81
...ty to take action. A programme of reform should also include any necessary measures that would have to be taken by other authorities (e.g., legislators, regula 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

5 KB (707 words) - 11:46, 26 March 2021
BCBS 85
...tification programme that involves more extensive due diligence for higher risk accounts, and includes proactive account monitoring for suspicious activiti ...there are recommendations for higher standards of due diligence for higher risk areas within a bank, where applicable. 

7 KB (1,102 words) - 11:46, 26 March 2021
BCBS 88
...nt in its financial resources, risk profile, strategic business direction, risk management capabilities and/or quality of management". In such cases, and g ...and problems rests with the Board and management of the bank. Supervisory measures have to be proportionate. Corrective action should fit the scale of the pro

6 KB (896 words) - 11:46, 26 March 2021
BCBS 89
...amended to provide for sanctions to deter terrorist activities, including measures to deter terrorist financing. 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 (356 words) - 11:46, 26 March 2021
BCBS 92
...each bank's internal auditors to discuss the risk areas identified and the measures taken. 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

6 KB (913 words) - 14:37, 4 October 2021
BCBS 98
''Risk Management Principles for Electronic Banking''. ...operational, legal and reputational risks, thereby influencing the overall risk profile of banking. 

10 KB (1,410 words) - 11:47, 26 March 2021
BCBS D298
...]] on November 2014 in the [[:Category:BCBS Operational Risk | Operational Risk]] category. ...termining internal-model based estimates of credit, market and operational risk-weighted assets. The report also discusses the role of disclosure, implemen

2 KB (276 words) - 11:47, 26 March 2021
BCBS D306
...ased on revised standardised approaches for credit, market and operational risk, which are currently under consultation. The floor is meant to mitigate model risk and measurement error stemming from internally-modelled approaches. It woul

3 KB (395 words) - 11:47, 26 March 2021
BCBS D308
''Progress in adopting the principles for effective risk data aggregation and risk reporting''. ...engthen risk data aggregation and risk reporting at banks to improve their risk management practices and decision-making processes. Firms designated as glo

2 KB (337 words) - 11:47, 26 March 2021
BCBS D326
...ds: [[Government Parliament Objectives]], [[Regulatory Framework]], [[Risk Measures]], [[Efficiency]], [[Financial Crisis]], [[Effectiveness]] 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 (439 words) - 11:47, 26 March 2021
BCBS D330
...lls, excessive risk concentrations, misaligned compensation and inadequate risk management; and</li> ...ry work on recovery and resolution issues. Part II concerns the corrective measures available to turn around a weak bank and, for resolution authorities, tools

3 KB (467 words) - 11:47, 26 March 2021
BCBS D344
...crisis to strengthen the international regulatory framework for banks. The measures introduced by the Committee include: <li>enhancing risk capture;</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 D362
...g Supervision]] on March 2016 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches - con

3 KB (465 words) - 11:48, 26 March 2021
BCBS D367
...g Supervision]] on April 2016 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...o foster harmonisation in the measurement and application of two important measures of asset quality and thereby promote consistency in supervisory reporting a

4 KB (513 words) - 11:48, 26 March 2021
BCBS D383
<li>"Measures of financialinclusion - a centralbank perspective" (Irving Fisher Committee 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

4 KB (581 words) - 11:48, 26 March 2021
BCBS D401
...f accounting provisions and standards for transitional arrangements. These measures are in response to the forthcoming international accounting standards on ex * Keywords: [[Transition]], [[Provisions]], [[Credit Risk]], [[Expected Credit Loss]]

3 KB (370 words) - 11:48, 26 March 2021
BCBS D402
...banks based on 12 indicators in five categories, resulting in a score that measures the systemic importance of each bank. The bank's overall score is mapped to ...the global banking system that could introduce new dimensions of systemic risk not previously anticipated.

3 KB (471 words) - 11:48, 26 March 2021
BCBS D403
...g Supervision]] on April 2017 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...promote harmonisation in the measurement and application of two important measures of asset quality, non-performing exposures and forbearance, thereby fosteri

2 KB (309 words) - 11:48, 26 March 2021
BCBS D423
...Supervision]] on October 2017 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Identification and management of step-in risk''.

3 KB (484 words) - 11:48, 26 March 2021
BCBS D460
...apply proportionality measures in their jurisdictions. In most cases, such measures are applied to banks that represent a relatively small share of total banki ...ng the intensity of on- and off-site examinations, requirements related to risk management controls and governance, and supervisory stress tests.

3 KB (419 words) - 11:49, 26 March 2021
BCBS D498
''Measures to reflect the impact of Covid-19''. ...s to ensure that banks reflect the risk-reducing effect of the exceptional measures when calculating their capital requirements. It also sets out the amended t

2 KB (260 words) - 11:49, 26 March 2021
BCBS D501
''Progress in adopting the Principles for effective risk data aggregation and risk reporting''. ...s' risk data aggregation and risk reporting with a view to improving their risk management, decision-making processes and resolvability.

3 KB (470 words) - 11:49, 26 March 2021
BCBS D510
...lementing the Basel III regulatory reforms, and on Basel Framework-related measures taken by Basel Committee members in response to Covid-19. 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

2 KB (256 words) - 11:49, 26 March 2021
BCBS JOINT26
...ng Supervision]] on July 2011 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...a broad suite of tools to address misaligned incentives, which may include measures to improve loan origination standards, and to align compensation arrangemen

3 KB (452 words) - 11:50, 26 March 2021
BCBS JOINT28
''Report on intra-group support measures''. ...sectors. The report provides an important overview of intra-group support measures used in practice at a time when authorities are increasingly focused on way

2 KB (261 words) - 11:50, 26 March 2021
BCBS JOINT37
...upervision]] on February 2015 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Developments in credit risk management across sectors: current practices and recommendations - consulta

4 KB (543 words) - 11:50, 26 March 2021
BCBS JOINT38
...ng Supervision]] on June 2015 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Developments in credit risk management across sectors: current practices and recommendations''.

4 KB (534 words) - 11:50, 26 March 2021
BCBS JOINT5
...t that institutions in each sector are offering the same services, AML/CFT measures and standards need to be reasonably consistent, otherwise there would be 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 interne

3 KB (482 words) - 11:50, 26 March 2021