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BIS Document Topics
* [[:Category:BCBS Risk Management | Risk Management]] * [[:Category:BCBS Liquidity Risk | Liquidity Risk]]

2 KB (198 words) - 16:07, 11 February 2024
ALM Models
...''' is a broad description of models that are used for asset and liability management. * [[Liquidity Risk]]

770 bytes (104 words) - 17:51, 1 December 2022
Risk Limit
...Exposure | risk exposures]] such as [[Credit Risk]], [[Market Risk]] or [[Liquidity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk e ...ost widely used in [[Market Risk]], [[Credit Risk]] and [[Liquidity Risk]] management, where quantitative metrics characterising risk exposures can be establishe

6 KB (943 words) - 14:11, 4 October 2021
Market Risk
In the context of bank risk management, market risk is relevant for positions included in the banks' trading book * [[Liquidity Risk]]: the volatility of the bid-ask spread that reflects the depth of the

4 KB (657 words) - 16:14, 11 March 2024
Risk Taxonomy
...organizational structure and the objectives of the agent engaging in risk management determine the scope and content of the taxonomy. A risk taxonomy enters in [[Risk Management]] activity as a tool to help with a variety of tasks:

8 KB (1,110 words) - 16:01, 16 January 2023
Credit Portfolio Management
...ections of credit assets). The defining characteristic of credit portfolio management activities is that [[Credit Risk]] is assessed and managed not on a standal == Credit Portfolio Management Approaches ==

7 KB (943 words) - 14:41, 15 November 2021
Limit framework
...ntities as relevant and generally expressed relative to earnings, capital, liquidity or other relevant measures (e.g. growth, volatility); ...l as exposures to specific products or markets.<ref>CEBS Guidelines on the management of concentration risk under the supervisory review process (GL31), 2010</re

6 KB (837 words) - 13:38, 5 February 2020
Significant Increase in Credit Risk
...erably depending on the nature of the borrower, the product type, internal management methods and external market resources. === Internal (Management) Indicators ===

7 KB (1,085 words) - 11:20, 22 December 2020
Risk Premium
Risk premia can be due to credit, liquidity and a variety of other [[Risk Factor | risk factors]] [[Category:Risk Management]]

378 bytes (55 words) - 00:44, 28 January 2020
ICAAP versus SREP
...ocesses and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks, to which they are or might be exposed, includi

825 bytes (122 words) - 11:58, 27 March 2019
Liquidity Risk
...idity risk has two major sub-categories, Market Liquidity Risk and Funding Liquidity Risk == Market Liquidity Risk ==

1 KB (165 words) - 13:05, 26 May 2017
SREP
...rocesses and mechanisms as well as capital and liquidity to ensure a sound management and coverage of their risks. ...their business but also to encourage banks to develop and use better risk management techniques in monitoring and managing their risks. For that reason, Pillar

8 KB (1,117 words) - 15:00, 5 February 2020
CAMELS Rating Model
* [[Management Capability | '''M'''anagement Capability]] * [[Liquidity Risk | Adequacy of '''L'''iquidity]]

7 KB (1,016 words) - 19:14, 21 December 2020
IFRS 9 versus IAS 39
...lusion in the regulatory liquidity buffer but which, on the basis of their management during normal times, belong to a hold-to-collect business model may be meas

1 KB (165 words) - 11:59, 27 March 2019
Reference Interest Rate
...k-free rate relevant for a given instrument, e.g., as used by banks in the management of their interest rate risk in the banking book. It is a market rate that i ...not include instrument-specific or entity-specific credit risk spreads or liquidity risk spreads<ref>EBA: 2018 EU-Wide Stress Test - Draft Methodological Note<

2 KB (353 words) - 14:02, 8 October 2019
Non-Performing Loan Valuation
NPL assets are [[Liquidity Risk | illiquid assets]] held by banks or other credit granting institution <td>Speaker: Imre Balogh, Bank Asset Management Company, Slovenia

16 KB (2,148 words) - 11:27, 18 October 2020
Independent Risk Management
...osition with sufficient stature, independence, resources and access to the management board. In the popular [[Three Lines of Defense]] paradigm of [[Risk Management]] the independent risk function is a key component of the bank’s '''secon

3 KB (366 words) - 23:04, 25 November 2020
Chief Risk Officer
The '''Chief Risk Officer''' is a senior management position, typically found in regulated large financial institutions such as ...For regulated banks this function must be sufficiently [[Independent Risk Management | independent]] from the rest of the firm.

2 KB (277 words) - 14:53, 4 October 2021
Risk Management Jobs
...ich means that there are many areas where the boundaries of what is a risk management role (versus other business roles) are quite diffuse. This is particularly ...hat certain activities must be further separated (e.g., [[Independent Risk Management]] and the [[Three Lines of Defense]] model). We do not follow this pattern

6 KB (815 words) - 18:57, 20 November 2020
Equity Correlation Matrix
...f the likelihood of [[Joint Default]] in the context of [[Credit Portfolio Management]], which in turn are used for [[Concentration Risk]] measurement ...ure of the market''(s) where the instruments are traded (trading platform, liquidity etc.)

11 KB (1,744 words) - 12:13, 10 June 2021
Weak Bank
...rategic business direction, risk management capabilities and/or quality of management.<ref>BCBS, Supervisory Guidance on Dealing with Weak Banks, March 2002</ref

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SME Credit Score Factor
* Liquidity: working capital, liability maturity profile === Management Factors ===

10 KB (1,333 words) - 21:00, 31 March 2021
Thomas Cook Group
...the [[Risk Event]] (and other descriptive elements relevant from a [[Risk Management]] perspective). The entry also explores the potential of annotating risk ev ...MANAGEMENT LIMITED (United Kingdom, 08927429)">THOMAS COOK IN DESTINATION MANAGEMENT LIMITED</a> (United Kingdom, <span class="start_date"> 7 Mar 2014</span>- )

22 KB (2,907 words) - 19:05, 11 October 2019
Securitisation
* Originators may use securitization as part of their [[Credit Portfolio Management]] tools * [[Liquidity Risk]]

2 KB (313 words) - 13:03, 21 September 2020
EU Economic Indicators
...f economic performance, predictions of future performance and diverse risk management activities. | Internal Liquidity Management, Financial Market Data, Balance Sheet Items

2 KB (214 words) - 15:39, 7 October 2021
Business Model Analysis
...ir customer base, their operating approach, and the direction of the board management. ...ding structure, assets and liabilities, and the trends in its solvency and liquidity positions. Furthermore, supervisors should consider the risk appetite of th

4 KB (541 words) - 14:11, 5 February 2020
Supply Chain Finance
...s and techniques to optimise the management of the [[Working Capital]] and liquidity invested in [[Physical Supply Chain]] processes and transactions. Supply ch

2 KB (310 words) - 15:20, 8 February 2020
Financial Supply Chain
Financial Supply Chain Management refers to the range of corporate management practices and transactions that facilitate the purchase of, sale and * the management of liquidity and working capital

1 KB (182 words) - 09:49, 7 February 2020
Receivables Discounting
* Finance and liquidity availability to mitigate limited credit availability from traditional banki * Potential for balance sheet management via ‘true sale’ of the receivables under the relevant legal structures

7 KB (1,050 words) - 10:47, 25 February 2020
Forfaiting
* Finance and liquidity availability for sellers with limited credit availability from traditional === Risk Management ===

10 KB (1,429 words) - 11:30, 15 June 2021
Factoring
...nctions beyond pure financing to include collection of receivables, debtor management, and protection against default by debtors. * Finance and liquidity availability for sellers with limited credit availability from traditional

12 KB (1,791 words) - 15:46, 8 February 2020
Payables Finance
...ing, Confirmed Payables, Supplier Payments, Vendor Pre-Pay, Trade Payables Management, Buyer-Led Supply Chain Finance, or Supplier Finance * Improved payment and commercial terms and liquidity optimisation

8 KB (1,186 words) - 16:14, 8 February 2020
Distributor Finance
...manufacturer to cover the holding of goods for re-sale and to bridge the [[Liquidity Gap]] until the receipt of funds from receivables following the sale of goo * Working capital optimisation permitting the distributor to bridge the liquidity gap between the purchase of inventory and payments received from its custom

6 KB (901 words) - 16:16, 8 February 2020
Procurement Finance
...ent Finance'''. It is the chain of financial processes, risk and liquidity management decisions, events and activities that provide financial support in part or

287 bytes (37 words) - 11:20, 9 March 2022
Blockchain
== Use Cases in Risk Management == ...areas where blockchain techologies may have an impact on improving [[Risk Management]]

688 bytes (86 words) - 15:02, 17 December 2020
Business Continuity Glossary
...ontinuity, August 2006</ref>, <ref>Business Continuity Planning and Crisis Management, FRBNY, 2015</ref> <ref>Guide for All-Hazard Emergency Operations Planning, <ref>Glossary of General Business Continuity Management Terms, Business Continuity Institute (BCI), December 2002</ref>

90 KB (12,017 words) - 15:01, 10 August 2021
Covid-19 Pandemic Risk Events
| Liquidity Risk | Parking Management Inc.

27 KB (3,147 words) - 12:25, 25 May 2020
Risk Management Koans
== Collection of Risk Management Koans == * Student: Master, what is liquidity?

1 KB (212 words) - 11:28, 19 April 2020
Management Responsibilities in Credit Granting
== Management Responsibilities in Credit Granting == The management body, as referred to in the EBA Guidelines on internal governance, in relat

2 KB (262 words) - 11:29, 3 June 2020
Corporate Credit Risk Analysis
* the occurrence of severe but plausible management problems; * a severe but plausible outflow of liquidity, changes in funding or an increase in a borrower’s balance sheet leverage

12 KB (1,843 words) - 14:46, 1 September 2020
Early Warning Indicators for Credit Risk
...etrics (“traffic light approach”) or EWI to inform the institution’s management that a stress situation (“red triggers”) could potentially be reached.< ...ement function, the heads of functions involved in credit granting and the management body.

6 KB (922 words) - 11:13, 22 December 2020
Risk Committee
...and future risk tolerance/appetite and strategy, and for overseeing senior management’s implementation of that strategy. <ref>BCBS, Principles for enhancing Risk Committee responsibities include capital and liquidity management, as well as for credit, market, operational, compliance, reputational and o

949 bytes (124 words) - 14:39, 24 November 2020
ALM Manager
...starting point for defining a more specific [[Risk Management Jobs | risk management job profile]]. This is NOT a template for a job vacancy advertisement as it * [[Liquidity Risk]]

2 KB (323 words) - 13:50, 1 December 2022
Stress Testing Analyst
...of specialized [[Stress Testing]] techniques to assist with diverse [[Risk Management]] tasks. * [[Liquidity Stress Test]] focusing on the liquidity of a firm (its ability to meet cash payments without disruption)

2 KB (296 words) - 23:25, 25 November 2020
Asset and Liability Management
'''Asset and Liability Management''' (ALM) is a broad description of tasks with the precise composition depen * [[Liquidity Risk]]

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Credit Rating Methodology
* Quantitative Analysis of Corporate Balance Sheet ([[Financial Ratios]], [[Liquidity]]) usually from audited reports ...ysis of Business Profile ([[Business Model Risk]], product mix, quality of management, [[Internal Governance]], [[SWOT Analysis]])

2 KB (259 words) - 17:37, 11 November 2021
ISCO Occupation Group 1211.1 Financial Manager
* Financial Management * Assume Responsibility For The Management Of A Business

11 KB (1,230 words) - 14:30, 29 March 2021
ISCO Specialization 1211.1.2 Bank Treasurer
...oversee all aspects of the financial management of a bank. They manage the liquidity and solvency of the bank. They manage and present current budgets, revise f * Financial Management

2 KB (219 words) - 14:31, 29 March 2021
ISCO Occupation Group 2413.1 Financial Analyst
...on financial matters such as profitability, liquidity, solvency, and asset management. They provide recommendations on financial matters for decision-making proc * Financial Management

2 KB (245 words) - 12:17, 26 February 2021
ISCO Occupation Group 2411.1 Accountant
* Liquidity Management * Advise On Risk Management

3 KB (370 words) - 14:41, 16 September 2021