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ALM Models
* [[Interest Rate Risk]] * Currency Risk

770 bytes (104 words) - 17:51, 1 December 2022
Financial Products
...volve a financial product. For example the exchange of [[Cash]] from one [[Currency]] to another can be an anonymous, [[Spot Transaction]] (not a financial pro ...ype]] that underlies the product (e.g [[Credit Risk]], [[Insurance]], [[FX Risk]] etc.)

7 KB (1,020 words) - 18:40, 4 March 2024
Forbearance
Forbearance is a common strategy for [[Credit Risk Management]] of banking products. It is a distinct feature of bank based le ...rest rate below the current interest rate that counterparties with similar risk characteristics could obtain from the same or other institutions in the mar

6 KB (840 words) - 18:21, 2 March 2023
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
Lending products
* Currency: The currency in which the loan is denominated (if different from the unit used in the bo ...ditional clauses depending on the borrower, the intended use of funds, and risk management policies of the lender.

3 KB (383 words) - 10:28, 18 October 2021
Financial Crisis
Past financial crises are invaluable source of information for [[Risk Management]] as they reveal important information about how financial syste * [[Currency Crisis]]

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Product Concentration
...because of product features (such as reference to interest rates, foreign currency rates etc.) ...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
Mortgage
...be fixed or variable (floating) and reference various rates, even foreign currency rates * [[Credit Risk]], the risk that the borrower will not be able or willing to repay part or the whole of

3 KB (446 words) - 13:14, 1 December 2022
Consumer Loan
...be fixed or variable (floating) and reference various rates, even foreign currency rates == Credit Risk ==

2 KB (236 words) - 15:52, 11 June 2021
Corporate Loan
* Currency ...be fixed or variable (floating) and reference various rates, even foreign currency rates

2 KB (307 words) - 15:59, 11 June 2021
Corporate Bond
...be fixed or variable (floating) and reference various rates, even foreign currency rates == Credit Risk ==

2 KB (321 words) - 01:27, 11 February 2020
Sovereign Risk
'''Sovereign Risk''' denotes the credit risk associated with financing instruments used by government, government-linked ...primarily debt issued in foreign currency (the assumption being that local currency debt can always be serviced)

1 KB (165 words) - 22:15, 1 October 2017
Restructuring
...eferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ...eferral of interest or principal, change in priority ranking, or change in currency or composition of payment. ISDA 2003 Term: Restructuring.'

4 KB (520 words) - 11:13, 31 March 2021
FVOCI
...ingly, it is treated as an asset measured at amortised cost in the foreign currency. Exchange differences on the amortised cost are recognised in === Market Risk ===

5 KB (687 words) - 09:56, 9 June 2020
Mortgage Loan
For discussion of [[Credit Risk]] characteristics look at the [[Mortgage]] article. * Currency: The currency in which the monetary amount is expressed (in 3-letter ISO 4217 format).

2 KB (285 words) - 15:51, 10 March 2022
Risk Event
...(materialized) evidence for what was earlier only a potentiality ([[Event Risk]]). * Depending on the nature (for example severity) of the risk event, alternative terms used might be [[Incident]] or [[Disaster]].

3 KB (517 words) - 15:08, 10 August 2021
FX Lending
...the obligor is domiciled and/or operating but in an alternative (foreign) currency. == Risk Factors ==

956 bytes (142 words) - 00:00, 14 August 2018
Reference Interest Rate
...nstrument, e.g., as used by banks in the management of their interest rate risk in the banking book. It is a market rate that is a rate of interest paid by ...de instrument-specific or entity-specific credit risk spreads or liquidity risk spreads<ref>EBA: 2018 EU-Wide Stress Test - Draft Methodological Note</ref>

2 KB (353 words) - 14:02, 8 October 2019
Country Risk
...ts associated with a specific sovereign / jurisdiction / country. Country risk manifests very differently for entities residing outside the country affect In the context of [[Supply Chain Finance]] it is a risk incurred by a vendor of products that a buyer ina different country is not

2 KB (307 words) - 11:15, 12 May 2020
Transfer Risk
...emit funds across sovereign borders. It forms part of the overal [[Country Risk]] profile of sovereign region ...tors specific to the transfer and convertibility risk component of country risk are

1 KB (187 words) - 19:31, 1 October 2017
Country Ceiling
* [[Political Risk]] * [[Foreign Currency Ceiling]]

411 bytes (55 words) - 13:11, 11 March 2022
Sovereign Credit Rating
...with the liabilities of Sovereign entities, thus a measure of [[Sovereign Risk]] * [[Local Currency Rating]]

1 KB (191 words) - 12:27, 22 February 2021
Local Currency Rating
...terms of ability to repay obligations denominated in the prevailing local currency ...entities domiciled and/or operating in regions with significant [[Country Risk]]

762 bytes (104 words) - 23:19, 1 October 2017
Foreign Currency Rating
...assessed in terms of ability to repay obligations denominated in a foreign currency ...entities domiciled and/or operating in regions with significant [[Country Risk]]

910 bytes (127 words) - 23:19, 1 October 2017
FX Lending Risk
...ding]] category (lending denominated in a currency other than the domestic currency of the borrower) == Risk Factors ==

3 KB (512 words) - 13:04, 16 April 2021
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 Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

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 Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

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 Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

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 Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

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 Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

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 Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

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 Include the currency in which the amount is denominated, using {CURRENCYCODE_3} format.

16 KB (2,342 words) - 21:23, 12 February 2019
Overnight Risk-Free Rate
...offered rates (IBORs) in the unsecured lending markets<ref>FSB, Overnight Risk-Free Rates: A User’s Guide, June 2019</ref> ! Currency !! Name / Symbol !! Description !! Publication Timing

1 KB (201 words) - 11:47, 11 June 2019
SME Credit Data
...bles that can be used for diverse [[:Category:SME Credit Risk | SME Credit Risk]] analyses, in particular: * The Modeling scope is [[SME Credit Score]] or Rating, linked to Risk Ranking and [[Probability of Default]] of the SME Borrower, not [[Expected

13 KB (1,782 words) - 15:15, 29 March 2021
Green Finance
...that ''explicitly'' reference and/or address environmental [[Risk Factor | risk factors]] or variables, thereby crystallising monetary value for such [[wik * local currency green bond markets

1 KB (128 words) - 13:12, 31 January 2020
Retail Credit Data
...hat can be used for diverse [[:Category:Retail Credit Risk | Retail Credit Risk]] analyses, in particular as [[Retail Credit Score Factor]] for * Support [[Risk Acceptance]] Credit Scoring Models for new retail clients

13 KB (1,811 words) - 16:51, 27 February 2020
Future Instrument
...nstrument'''. Agreement to buy or sell a specific amount of a commodity, a currency or a financial instrument at a particular price on a stipulated future date A futures contract obligates the buyer to purchase the underlying commodity, currency or financial instrument and the seller to sell it unless the contract is so

2 KB (354 words) - 13:21, 11 October 2021
OTC Currency Option
...t that grants the holder the right, but not the obligation, to buy or sell currency at a specified exchange rate during a specified period of time. ...e rates. Investors can hedge against foreign currency risk by purchasing a currency option put or call. For example, assume that an investor believes that the

1 KB (236 words) - 11:05, 8 October 2019
Credit Agreement Terms
...actual loans. There would be separate limits in these, based on currency, risk type and so on (as per Credit Facility generally). So one might use the bor

3 KB (518 words) - 11:16, 8 October 2019
Financial Institution
...ancial and monetary transactions such as deposits, loans, investments, and currency exchange. Financial institutions encompass a broad range of business operat * engages in risk transfer using various types of contracts

2 KB (299 words) - 15:24, 4 March 2024
Inflation
...normal working of the economy leading to the effective abandonment of the currency == Risk Management ==

3 KB (496 words) - 15:53, 6 December 2021
Political Risk Insurance
...ion from certain types of [[Geopolitical Risk]], such currency [[Transfer Risk]], ...ctions, expropriation, and political violence<ref>An Overview of Political Risk Insurance, K Hamdani, E Liebers, and G Zanjani, Federal Reserve Bank of New

2 KB (274 words) - 13:04, 10 October 2019
Criteria for STS Synthetic Securitisation
...plicity ||[[STS Criterion 1. Balance sheet synthetic securitisation credit risk mitigation]] | STS Standardisation ||[[STS Criterion 14. Risk retention requirements]]

3 KB (316 words) - 18:14, 12 November 2019
Loan
...led interest. Failure to perform (fulfil) this contract is termed [[Credit Risk]] * Currency: The currency in which the monetary amount is expressed (in 3-letter ISO 4217 format).

3 KB (474 words) - 16:00, 11 June 2021
STS Criterion 15. Appropriate mitigation of interest rate and currency risks
Appropriate mitigation of interest rate and currency risks <ref>EBA STS Framework for Synthetic Securitisation, EBA/DP/2019/01</ === Currency risk ===

5 KB (720 words) - 20:46, 12 November 2019
Continuous Linked Settlement
CLS operates a multi-currency settlement system that mitigates risk for foreign exchange transactions through the provision of its payment vers

489 bytes (65 words) - 14:05, 13 February 2020
Telegraphic Transfer
...ent who will act on the instructions. The transfer is normally made in the currency of the payee's country. The telegraph is now replaced by modern communicati

438 bytes (68 words) - 23:03, 10 February 2020
List of Retail Credit Score Factors
=== Impact on Credit Risk === '''NB The identity key ''in itself'' does not hold credit risk relevant information (is not a credit score factor) but it may provide link

9 KB (1,235 words) - 13:08, 7 September 2020
Business Continuity Glossary
| A risk management method of calculating loss based on a value and level of frequen | A test designed to validate the currency of contact lists and the processes by which they are maintained.

90 KB (12,017 words) - 15:01, 10 August 2021
Credit Risk Appetite, Strategy and Credit Risk Limits
== Credit Risk Appetite, Strategy and Credit Risk Limits == ...e aligned with the institution’s overall RAF. The institution’s credit risk appetite should specify

2 KB (296 words) - 12:49, 3 June 2020