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Risk Diversification
...context of managing a portfolio of financial assets with readily observed trading prices ...ession "risk-on / risk-off" suggests a market psychology behind all traded assets dominated by a single key risk factor, hence eliminating any diversificatio

5 KB (678 words) - 16:31, 25 September 2021
Best Practices in Credit Portfolio Management
** Enable Scenario Analysis and Stress Testing of Credit Assets * (Where suitable) market / credit trading experience

12 KB (1,494 words) - 20:11, 11 March 2024
EBA NPL.Counterparty.Current Assets
== Definition of Counterparty / Current Assets== Counterparty.Current Assets: Amount of current assets held by the Corporate Counterparty, excluding cash and cash equivalent item

2 KB (222 words) - 14:17, 29 March 2021
Risk Management Jobs
[[Market Risk]] is a broad risk category that applies to financial or real assets that are actively traded in markets. There are general principles applicabl * [[Market Risk Controller]] (Also Trading Risk Controller)

6 KB (815 words) - 18:57, 20 November 2020
Warehousing Risk
...held for brief periods for the purpose of facilitating activities such as trading or securitization * [[Credit Risk]] associated with assets accumulated towards inclusion in a [[Securitization]] transaction

575 bytes (69 words) - 17:49, 11 September 2019
Equity Observable
...ither a single equity asset, an equity index, or a custom basket of equity assets. ...This may for example be the dividend, or it may be the value of an equity trading index.

1 KB (185 words) - 11:04, 8 October 2019
Derivative Instrument
...lity to the existence of markets for an underlying asset or a portfolio of assets on which such agreements are written. The derivative itself is merely a con

3 KB (452 words) - 17:37, 15 December 2020
Future Instrument
This contrasts with options trading in which the option buyer may choose whether or not to exercise the option ...t a pledge to make a certain transaction at a future date. The exchange of assets occurs on the date specified in the contract.

2 KB (354 words) - 13:21, 11 October 2021
Swap
...Fund Leg, and so on, that are different ways that people trading in those assets distinguish between those legs. For example in IR, we talk Fixed, Floating.

3 KB (425 words) - 14:29, 6 December 2021
Primary Market
...gination]] and is contrasted with the [[Secondary Market]] where financial assets are traded and purchased by other finance providers or investors.

1 KB (145 words) - 11:51, 10 June 2021
Investment Company
...g a value exceeding 40 per centum of the value of such issuer's total assets (exclusive of Government securities and cash items) on an unconsolidated ba

2 KB (286 words) - 11:16, 8 October 2019
BCBS 240
...latory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for market risk''. ...ghted assets for market risk. This analysis of risk-weighted assets in the trading book is part of the wider Regulatory Consistency Assessment Programme (RCAP

3 KB (400 words) - 11:45, 26 March 2021
Climate Risk Concentration
...ation depends on its nature ([[Business Model | business models]], typical assets and liabilities) and its existing exposure to major [[Risk Type | risk type ...ating or revolving around explicit financial contracts (this includes also trading of financial products). It is less relevant for those hard to quantify risk

5 KB (689 words) - 18:02, 5 February 2024
Working Capital
...t trading operations usually expressed as the difference between [[Current Assets]] (receivables, inventory and operating cash balances) and [[Current Liabil * working capital/total assets

653 bytes (90 words) - 22:04, 31 March 2021
Pre-Shipment Finance
...is that rather that there is greater control and reassurance based on the trading relationship between the seller and its buyer(s). ...mance of the seller in a repeatable and predictable fashion. Security over assets prior to shipment is an important control mechanism, but is not the primary

6 KB (940 words) - 12:41, 8 February 2020
Current Assets
'''Current Assets'''. They are valuable assets (resources or property) of an organization that will be turned into cash wi More specifically, current assets are assets that are:<ref>IAS 1.66</ref>

1 KB (171 words) - 21:41, 27 May 2021
Supply Chain Finance Intermediation Platform
...ings vendors and buyers of value network financial assets together for the trading and settlement of transactions.

272 bytes (35 words) - 23:03, 10 February 2020
Covid-19 Pandemic Risk Events
| Commodity Trading | Commodity Trading

27 KB (3,147 words) - 12:25, 25 May 2020
Corporate Credit Risk Analysis
...within the purpose of the loan agreement, any proceeds on the sale of the assets are the primary sources of repayment. * the failures of significant trading partners, customers or suppliers;

12 KB (1,843 words) - 14:46, 1 September 2020
ISCO Occupation Group 2412.6 Investment Fund Manager
...nd selling recommendations. They make decisions on when to buy or sell the assets included in a portfolio. This manager works in a variety of settings such

2 KB (298 words) - 12:11, 26 February 2021
ISCO Occupation Group 3311.3 Financial Trader
...ncial Trader''': Financial traders buy and sell financial products such as assets, shares and bonds for private clients, banks or companies. They monitor the * Assess Risks Of Clients' Assets

2 KB (222 words) - 12:17, 26 February 2021
ISCO Occupation Group 1346.2 Brokerage Firm Director
...ding. They envision strategies aimed at increasing the efficiency of asset trading with a focus on profitability. They may also advise clients on appropriate * Assess Risks Of Clients' Assets

1 KB (172 words) - 12:23, 26 February 2021
BCBS D337
...gulatory Consistency Assessment Programme (RCAP) - Report on risk-weighted assets for counterparty credit risk (CCR)''. ...of the Basel framework. This exercise completes the Committee's review of trading-related internal models and follows two earlier exercises that focused on m

3 KB (398 words) - 11:47, 26 March 2021
BCBS 107
...rporate Market Risks, and the 2005 paper on The Application of Basel II to Trading Activities and the Treatment of Double Default Effects. ...nks to hold total capital equivalent to at least 8% of their risk-weighted assets; the basic structure of the 1996 Market Risk Amendment regarding the treatm

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 118
...rporate Market Risks, and the 2005 paper on the Application of Basel II to Trading Activities and the Treatment of Double Default Effects. ...nks to hold total capital equivalent to at least 8% of their risk-weighted assets; the basic structure of the 1996 Market Risk Amendment regarding the treatm

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 134
''Guidelines for Computing Capital for Incremental Default Risk in the Trading Book''. ...capital regime in response to the increasing amount of exposure in banks' trading books to credit-risk related and often illiquid products whose risk is not

4 KB (627 words) - 11:43, 26 March 2021
BCBS 164
...The banking system therefore was not able to absorb the resulting systemic trading and credit losses nor could it cope with the reintermediation of large off- ...tee standard, banks could hold as little as 2% common equity to risk-based assets, before the application of key regulatory adjustments.</li>

11 KB (1,648 words) - 11:44, 26 March 2021
BCBS 203
...w the measurement of risk-weighted assets in both the banking book and the trading book to ensure consistency in practice across banks and jurisdictions. The

3 KB (427 words) - 11:44, 26 March 2021
BCBS 220
...: ensuring the consistency of outcomes initially focusing on risk-weighted assets</li> ...he two Level 3 assessments of risk-weighted assets in the banking book and trading book will deliver initial findings to the Basel Committee by end 2012.

3 KB (360 words) - 11:44, 26 March 2021
BCBS 234
...e evaluation of banks' calculation of risk-weighted assets for banking and trading book exposures relevant for the implementation of the Basel III framework i

3 KB (368 words) - 11:45, 26 March 2021
BCBS 265
''Fundamental review of the trading book: A revised market risk framework – consultative document''. ...nsultative paper on the fundamental review of capital requirements for the trading book. The paper comprises a detailed set of proposals for a comprehensive r

5 KB (782 words) - 13:07, 16 April 2021
BCBS 267
...amme (RCAP) - Second report on risk-weighted assets for market risk in the trading book''. ...gulatory consistency of risk-weighted assets (RWAs) for market risk in the trading book. This study is a part of its wider Regulatory Consistency Assessment P

3 KB (415 words) - 11:45, 26 March 2021
BCBS 64
''Trading and Derivatives Disclosures of Banks and Securities Firms''. ...e to encourage financial institutions to enhance the transparency of their trading and derivatives activities. Transparency through public disclosure is cruci

4 KB (609 words) - 11:46, 26 March 2021
BCBS 90
...banks provided even the most basic disclosures of the amount and types of assets securitised and the associated accounting treatment. </li> ...one half of the banks discussed the techniques they use to manage impaired assets. However, only a small number of banks disclosed the effect of their use of

7 KB (1,011 words) - 11:46, 26 March 2021
BCBS D346
''Fundamental review of the trading book - interim impact analysis''. ...he results of its interim impact analysis of its fundamental review of the trading book. The report assesses the impact of proposed revisions to the market ri

3 KB (474 words) - 11:47, 26 March 2021
BCBS D484
...eks views on the usefulness of flow statements of risk-weighted assets for trading desks under the internal models approach and how it can be further enhanced ...idual trading desks. Banks will have to disclose information on individual trading desks with the highest standalone capital requirement which, summed togethe

3 KB (414 words) - 11:49, 26 March 2021
BCBS D485
...ires disclosure of sovereign exposures and the corresponding risk-weighted assets by individual currency. ...further classified into "fair value", "available for sale" and "financial assets held at amortised cost" categories. In addition, this template requires a m

3 KB (395 words) - 11:49, 26 March 2021
Total Current Assets
'''Total Current Assets'''. The amount of assets that the entity * (b) holds primarily for the purpose of trading;

922 bytes (124 words) - 22:24, 12 April 2021
Sustainable Portfolio Management
...e management of a portfolio (meaning a collection) of financial positions (assets, contracts) while recognizing and integrating some or all of the [[Sustaina * the business model of the [[Portfolio Manager]] (trading, buy-and-hold investor etc.)

2 KB (296 words) - 13:09, 16 June 2023
Business Model Risk Ontology
...nts is not an instant and anonymous transaction (as it is for example in a trading business model) but is instead an ongoing process. The types of customer re | Key Resources are the company assets and liabilities required to implement a certain business model. These resou

10 KB (1,478 words) - 16:38, 10 February 2023
European Sustainability Reporting Standards
...than 250 employees, a turnover of over €40 million and over €20m total assets) ...blishes a scheme for [[GHG Allowance | greenhouse gas emission allowance]] trading within the Community in order to promote reductions of greenhouse gas emiss

9 KB (1,271 words) - 15:30, 31 May 2023