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Default Definition
== Definition == ...", signalling a [[Default Event]]. The need for a precise credit ''default definition'' arises from the variety of possible "states" and paths when a borrower en

8 KB (1,109 words) - 16:07, 22 February 2021
Contractual Definition
== Definition == '''Contractual Definition'''. A contractual element that defines something in a contract or other leg

816 bytes (115 words) - 11:06, 8 October 2019
Credit Event Definition
== Definition == '''Credit Event Definition'''. Contract definition for a credit event as it pertains to the master agreement

723 bytes (98 words) - 11:14, 8 October 2019
Temporal Entity Definition
== Definition == ...ion'''. How a temporal entity is defined. This may be in terms of a simple definition (like a date), a specification that unambiguously specifies the temporal en

1 KB (183 words) - 11:19, 8 October 2019
Temporal Measure Definition
== Definition == '''Temporal Measure Definition'''.

589 bytes (83 words) - 11:19, 8 October 2019
Good-Bad Definition
== Definition == '''Good-Bad Definition''' is an important [[Credit Scorecard Design]] decision in the context of [

638 bytes (80 words) - 21:01, 11 September 2020
Credit Rating Agency Default Definition
== Definition == The '''Credit Rating Agency Default Definition''' collects the [[Default Definition]] of [[External Credit Assessment Institution | European Credit Rating Agen

26 KB (4,104 words) - 12:30, 9 June 2021
XBRL Definition Linkbase
== Definition == The '''XBRL Definition Linkbase''' associates [[XBRL Concept | concepts]] with other concepts usin

2 KB (359 words) - 15:22, 28 April 2023

Page text matches

Final Settlement
== Definition ==

509 bytes (70 words) - 14:11, 15 June 2021
Acceptance for Settlement
== Definition ==

391 bytes (56 words) - 14:13, 15 June 2021
Aggregator
== Definition ==

630 bytes (85 words) - 23:47, 9 March 2021
Name Concentration
== Definition ==

2 KB (289 words) - 10:51, 23 June 2019
Credit Risk Concentration
== Definition == * the definition of individual exposures and the [[Related Counterparties|related entity]] a

2 KB (273 words) - 11:29, 5 February 2020
Related Counterparties
== Definition ==

3 KB (464 words) - 14:56, 22 January 2021
Name Concentration Measurement
== Definition ==

2 KB (232 words) - 12:17, 19 May 2017
Large Exposures Framework
== Definition == == Definition of large exposure: ==

4 KB (660 words) - 14:25, 27 May 2019
Herfindahl-Hirschman Index
== Definition == * Unambiguous definition: Compared to the simpler [[Concentration Ratio]] measures the HHI index doe

6 KB (900 words) - 13:45, 16 April 2020
Granularity Adjustment
== Definition ==

2 KB (362 words) - 10:54, 25 March 2020
Monte Carlo Simulation of Credit Portfolios
== Definition ==

4 KB (586 words) - 20:49, 21 November 2022
Exposure
== Definition == === Regulatory Definition ===

4 KB (535 words) - 17:54, 10 August 2021
Concentration Ratio
== Definition == * The definition of the concentration ratio must pick a set of representative entities (the

5 KB (815 words) - 09:44, 24 June 2019
Basel II
== Definition ==

425 bytes (52 words) - 12:14, 31 March 2021
Credit Risk Hierarchy
== Definition ==

6 KB (775 words) - 14:54, 24 February 2020
Model Risk
== Definition ==

7 KB (1,077 words) - 19:50, 11 March 2024
Accuracy Ratio
== Definition == Mathematically the above definition is expressed as

3 KB (382 words) - 12:52, 16 September 2021
Algorithm
== Definition ==

2 KB (276 words) - 18:01, 5 December 2023
ALM Models
== Definition ==

770 bytes (104 words) - 17:51, 1 December 2022
AMA Models
== Definition ==

2 KB (238 words) - 14:34, 19 November 2019
Basel II Models
== Definition ==

678 bytes (92 words) - 12:15, 31 March 2021
Backtesting
== Definition ==

3 KB (371 words) - 23:40, 9 March 2021
Behavioral Scoring
== Definition ==

1 KB (178 words) - 21:00, 11 September 2020
Model Calibration
== Definition ==

834 bytes (123 words) - 13:19, 19 October 2020
Credit Bureau Scoring
== Definition ==

4 KB (644 words) - 13:33, 19 November 2018
Credit Score
== Definition ==

5 KB (780 words) - 15:23, 6 November 2021
Confusion Matrix
== Definition ==

1 KB (165 words) - 15:08, 5 September 2020
Counterparty Exposure Models
== Definition ==

975 bytes (128 words) - 17:00, 1 September 2020
Data Sourcing
== Definition ==

830 bytes (101 words) - 11:28, 5 January 2022
Data Cleansing
== Definition ==

2 KB (217 words) - 21:01, 11 September 2020
Default Definition
== Definition == ...", signalling a [[Default Event]]. The need for a precise credit ''default definition'' arises from the variety of possible "states" and paths when a borrower en

8 KB (1,109 words) - 16:07, 22 February 2021
Diagnostic Tests
== Definition ==

830 bytes (106 words) - 19:33, 27 January 2020
Discriminant Analysis
== Definition ==

502 bytes (61 words) - 12:27, 5 September 2020
Economic Capital Models
== Definition ==

1 KB (169 words) - 15:02, 23 June 2020
Expert Based Models
== Definition ==

567 bytes (70 words) - 19:57, 11 March 2024
Explanatory Variables
== Definition ==

1 KB (177 words) - 12:27, 27 October 2021
Good-Bad Analysis
== Definition == * [[Good-Bad Definition]]

581 bytes (73 words) - 10:33, 9 September 2020
High Risk Model
== Definition ==

578 bytes (70 words) - 22:27, 3 November 2019
Model Validation
== Definition ==

1 KB (145 words) - 11:03, 15 September 2021
Quantitative Model Validation
== Definition ==

1,008 bytes (137 words) - 11:04, 15 September 2021
Initial Validation
== Definition ==

639 bytes (88 words) - 00:05, 28 January 2020
Implementation Validation
== Definition ==

2 KB (216 words) - 18:14, 18 November 2018
Information Criteria
== Definition ==

686 bytes (74 words) - 21:02, 11 September 2020
Kolmogorov-Smirnov Test
== Definition ==

516 bytes (59 words) - 21:01, 11 September 2020
Linear Regression Models
== Definition ==

888 bytes (113 words) - 15:42, 6 September 2020
Logit/Probit Models
== Definition ==

492 bytes (58 words) - 13:58, 19 November 2019
Low Default Portfolios
== Definition ==

1 KB (185 words) - 17:22, 3 November 2019
Missing Data Imputation
== Definition ==

925 bytes (133 words) - 20:51, 21 November 2022
Quantitative Model
== Definition ==

545 bytes (67 words) - 20:51, 21 November 2022
Model Assumptions
== Definition ==

2 KB (250 words) - 21:01, 11 September 2020