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BIS Document Topics
* [[:Category:BCBS Risk Management | Risk Management]] * [[:Category:BCBS Interest Rate Risk | Interest Rate 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. * [[Interest Rate Risk]]

770 bytes (104 words) - 17:51, 1 December 2022
Risk Limit
...idity Risk]] exposures. Internal [[Risk Policy]] limits aim to contain the risk exposures undertaken by the organization below an acceptable level. ...rtainty. Limits can be set at a variety of hierarchies, depending on the [[Risk Type]]: e.g. total, sectoral, regional, by business line, [[Single Obligor

6 KB (943 words) - 14:11, 4 October 2021
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
Risk Taxonomy
...xonomy''' is the (typically hierarchical) categorization of [[Risk Type | risk types]]. A common approach is to adopt a tree structure, whereby risks high ...uistics and metadata | classification scheme]], a formal list of concepts (Risk Types), denoted by controlled words (labels), generally arranged in tree fo

8 KB (1,110 words) - 16:01, 16 January 2023
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 == Credit Portfolio Management Approaches ==

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
Significant Increase in Credit Risk
...cial Instruments</ref>, is a significant change in the estimated [[Default Risk]] (over the remaining [[Expected Life |expected life]] of the financial ins == Determination of Significant Increase in Credit Risk ==

7 KB (1,085 words) - 11:20, 22 December 2020
Risk Premium
...k characteristics versus another asset that is considered free of the said risk. ...mia can be due to credit, liquidity and a variety of other [[Risk Factor | risk factors]]

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Liquidity 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
== Composite Risk Rating == === Risk Factors ===

7 KB (1,016 words) - 19:14, 21 December 2020
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
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
Independent Risk Management
...osition with sufficient stature, independence, resources and access to the management board. ...s '''second line of defence'''. The function is responsible for overseeing risk-taking activities across the enterprise and should have authority within th

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
...k is formally underwritten (Banking, Insurance) which singles out specific risk types as part of the "business-as-usual" and distinct from other potential ...role, external) is not relevant and is not indicated. E.g., there is no ''Risk Consultant''.

6 KB (815 words) - 18:57, 20 November 2020
Equity Correlation Matrix
...[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
...it Data]]). Therefore a grouping of data inputs that can be used as credit risk factors into conceptual categories is useful as an organizing principle. ...tative versus Qualitative Risk Factors]] is a major dichotomy. Qualitative risk factors will typically be captured in text, have an element of subjectivity

10 KB (1,333 words) - 21:00, 31 March 2021
Thomas Cook Group
== Thomas Cook Group Risk Event == ...gement]] perspective). The entry also explores the potential of annotating risk events with semantic information.

22 KB (2,907 words) - 19:05, 11 October 2019
Securitisation
...ns and credit card receivables. Although initially used to transfer credit risk, securitization techniques are also * Originators may use securitization as part of their [[Credit Portfolio Management]] tools

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
...[Business Model]] for example in the context of assessing [[Business Model Risk]] ...ir customer base, their operating approach, and the direction of the board management.

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 ...nsequently, SCF is largely ‘event-driven’. Each intervention (finance, risk mitigation or payment) in the financial supply chain is driven by an event

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. * [[Credit Risk]] coverage in non-recourse factoring as the finance provider will pay norma

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 ...to the seller. Such ‘without recourse’ relates to the credit risk or risk of non-payment by the buyer of the invoice or account payable. It is common

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 ...es for multiple distributors in a number of global territories, any agreed risk-sharing arrangements, and the operating model applying to the three parties

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
...ent the breadth and sequence of such events reasonably accurately to allow risk managers understand existing vulnerabilities of financial / economic system ...f structured [https://www.openriskmanual.org/data/index.php/Main_Page Open Risk Data]

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

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
'''Corporate Credit Risk Analysis''' denotes [[Credit Risk Analysis]] as it applies to medium-to-large sized enterprizes. ...to ensure that the application is in line with the institution’s credit risk appetite, policies, credit-granting criteria, limits and relevant metrics,

12 KB (1,843 words) - 14:46, 1 September 2020
Early Warning Indicators for Credit Risk
...g Indicators]] that are used specifically for the anticipation of [[Credit Risk]] events. ...etrics (“traffic light approach”) or EWI to inform the institution’s management that a stress situation (“red triggers”) could potentially be reached.<

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 * [[Interest Rate 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 * [[Interest Rate 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 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
...clients with financial advice in matters such as financial forecasting and risk analysis. They may audit financial data, resolve insolvency cases, prepare * Liquidity Management

3 KB (370 words) - 14:41, 16 September 2021
ISCO Specialization 1211.1.4 Corporate Treasurer
...t organisation, cash flow monitoring, liquidity planning and control, risk management including currency and commodity risks and maintain close connection with b * Liquidity Management

2 KB (210 words) - 12:48, 26 February 2021
ISCO Specialization 3311.2.1 Foreign Exchange Broker
.... They undertake technical analysis of economic information such as market liquidity and volatility, to predict the future rates of currencies on the foreign ex * Analyse Financial Risk

2 KB (187 words) - 12:48, 26 February 2021
ISCO Specialization 3311.3.2 Foreign Exchange Trader
...e rates. They undertake technical analysis of economic information (market liquidity and volatility ) to predict the future rates of currencies on the foreign e * Analyse Financial Risk

1 KB (172 words) - 12:52, 26 February 2021