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Large Exposures Framework
..., i.e., no form of concentration risk is considered in calculating capital requirements. This is explained in more detail in the [[Basel_II_Advanced_IRB_Capital_Mo To serve as a backstop to risk-based capital requirements, the large exposures framework is designed so that the maximum possible los

4 KB (660 words) - 14:25, 27 May 2019
Model Risk
* Regulatory view of model risk and minimum capital requirements.

7 KB (1,077 words) - 19:50, 11 March 2024
Credit Score
...may feed into calculations of regulatory capital which determines minimum requirements for a bank's own funds (equity capital)

5 KB (780 words) - 15:23, 6 November 2021
Trading Book
== Capital Requirements for Market Risk == ...books are subject to minimum capital requirements for [[Market Risk]]<ref>Minimum capital

2 KB (293 words) - 21:31, 1 November 2021
ICAAP
...k Capital]] to support its risks beyond the minimum [[Regulatory Capital]] requirements stipulated under [[Pillar I]].<ref>Basel Committee on Banking Supervision,

3 KB (369 words) - 12:39, 25 September 2020
Risk Culture
...difference towards the "spirit of the law". This can range from a "minimum requirements" compliance attitude, to "hyper-compliance", where every requirement is met ...cting on their views may lead to penalties or be simply ignored. A minimum requirements culture is then seen as a safe haven

6 KB (952 words) - 21:42, 31 March 2021
Gap Risk
...mall change in the price of the underlying instrument.<ref>Minimum capital requirements for market risk, BCBS D352</ref>

491 bytes (73 words) - 18:36, 28 January 2020
Correlation Risk
...the value of an instrument with multiple underlyings. <ref>Minimum capital requirements for market risk, BCBS D352</ref>

702 bytes (95 words) - 11:45, 3 June 2017
Behavioural Risk
...l risk if the right to call lies with a retail client <ref>Minimum capital requirements for market risk, BCBS D352</ref>

868 bytes (127 words) - 13:56, 1 December 2022
Smile Risk
...same underlying and maturity, but different moneyness<ref>Minimum capital requirements for market risk, BCBS D352</ref>

434 bytes (59 words) - 18:38, 28 January 2020
Solvency Stress Test
...ons, solvency is with reference to the firm's regulatory minimum own funds requirements. <ref>EBA/CP/2016/28</ref> ...performed by means of projecting the institution’s capital resources and requirements, highlighting the institution’s vulnerabilities and assessing its capacit

672 bytes (89 words) - 18:43, 28 January 2020
Liquidity Stress Test
...quidity position of an institution, including on its minimum or additional requirements<ref>EBA/CP/2016/28</ref>

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SREP
...should have the ability to require banks to hold capital in excess of the minimum. ...k to intervene at an early stage to prevent capital from falling below the minimum levels required to support the risk characteristics of a particular bank an

8 KB (1,117 words) - 15:00, 5 February 2020
Credit Scorecard Business Requirements
'''Credit Scorecard Business Requirements''' is the set of objectives and constraints set by an organization in the c Indicatively such requirements may specify:

2 KB (310 words) - 21:01, 11 September 2020
Cure Rate
...riod applied to determine cure rates should be 12 months (aligned with the minimum cure period defined in<ref>EBA: Implementing Technical Standards (ITS) on s In applying these requirements, the following should be taken into account:

7 KB (1,026 words) - 12:28, 9 June 2021
EBA 2018 Credit Risk Stress Test
...of REA (risk-weighted exposure amounts), banks should adhere to regulatory requirements based on stressed regulatory risk parameters === Reporting Requirements ===

12 KB (1,891 words) - 18:43, 4 May 2018
Downturn LGD
== Regulatory Requirements == The calculation of downturn LGD is subject to specific requirements<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref>

6 KB (861 words) - 18:45, 7 November 2019
Data Maintenance Requirements
...orting, '''Data Maintenance Requirements''' refers to the legally required minimum standards around IT systems and process to ensure compliance == ECB TRIM Requirements for the management of IRB data ==

1 KB (175 words) - 22:44, 18 November 2018
Realised LGD
...ere such estimates are used among others for the determination of own fund requirements<ref>ECB guide to internal models - Credit Risk, Sep 2018</ref> . == ECB TRIM Requirements ==

15 KB (2,397 words) - 10:24, 14 May 2021
How to Build an SME Credit Scorecard
[[Statistical Models]] have minimum requirements on data availability and [[Data Quality]]. In the absence of available data ...ents of all regulatory bodies involved. This may place constraints on data requirements, model explainability etc.

9 KB (1,305 words) - 17:41, 8 September 2020
EU Sustainable Finance Taxonomy
...lly adopted by the European Parliament and Council in April 2019, sets out requirements for financial market participants in relation to the disclosure of sustaina # Member States or the EU when adopting measures or setting requirements on market actors in respect to financial products or corporate bonds that a

8 KB (1,129 words) - 13:41, 12 August 2021
Futures Trading Margin
...tinuously under review: at times of high market volatility, initial margin requirements can be raised. Notes from Investopedia

2 KB (253 words) - 11:08, 8 October 2019
Exchange Specific Share
...m share price and a minimum number of shareholders. Exchanges have listing requirements to ensure that only high quality securities are traded on them and to uphol

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Model Risk Management
...ne and (where available) are driven by regulatory requirements focusing on minimum standards

1 KB (152 words) - 17:08, 3 November 2019
STS Criterion 29. Credit events
* Failure to pay of the underlying obligor, defined to encompass at a minimum the circumstances defined in Article 178 (1)(b) of the CRR; * Bankruptcy of the underlying obligor, defined to encompass at a minimum the circumstances defined in Article 178 (3)(e) and (f) of the CRR;

3 KB (485 words) - 20:46, 12 November 2019
STS Criterion 30. Credit protection payments
...e corresponding underlying exposures in order to determine the IRB capital requirements on the originator for such underlying exposure according to the CRR. Where ...y regimes, it is important from the originator’s perspective to ensure a minimum degree of timeliness in credit protection payments in all circumstances. Fo

5 KB (797 words) - 14:29, 29 March 2021
STS Criterion 33. Verification agent
...the originator at the outset of the transaction, in order to verify, at a minimum, the following points for each of the underlying exposures in relation to w ...vide to the verification agent all the necessary information to verify the requirements set out in the first paragraph.

3 KB (390 words) - 20:46, 12 November 2019
Sustainable Real Estate
...sion buildings as eligible under the mitigation criteria, considering as a minimum benchmark the top performing 15% of the stock as representative of the best ...rating Taxonomy eligibility, DNSH criteria have been established to ensure minimum safeguards across the building life cycle by adopting EU and international

8 KB (1,165 words) - 12:14, 4 October 2023
Equator Principles
...adhere to specific disclosure requirements. Clients must ensure that at a minimum relevant summaries are available online. The lender will at least annually ...here would be a clear conflict between applicable laws and regulations and requirements set out in the Equator Principles including confidentiality obligations, th

8 KB (1,160 words) - 18:04, 15 June 2023
Pillar II Glossary
...lationship between Pillar 2 capital expectations, Pillar 1 minimum capital requirements and Basel III buffers. This often has important implications for how automa ...tured or not fully captured under the Pillar 1 requirements of the Capital Requirements Regulation (CRR). Binding Pillar 2 capital expectations. These are publicly

3 KB (460 words) - 15:13, 5 February 2020
Business Continuity Glossary
...description of work that is performed to accomplish the specific business requirements of the organization. Examples of business function include delivering raw m ...This timeline may range from minutes to weeks, depending upon the recovery requirements and methodology.

90 KB (12,017 words) - 15:01, 10 August 2021
BCBS 258
...), a proposed framework for measuring and controlling large exposures, and minimum liquidity and funding standards. The Committee has also introduced a compre ...apital, improved risk coverage, capital buffers, and liquidity and funding requirements) in accordance with the internationally-agreed transition period deadlines

5 KB (796 words) - 11:45, 26 March 2021
Credit Risk Policy
* requirements for the handling of information and data needed for the creditworthiness as * requirements for the creditworthiness assessment, including a sensitivity analysis, as r

7 KB (921 words) - 22:02, 25 October 2021
Statistical Models for Valuation
== EBA Requirements<ref>EBA, Guidelines on loan origination and monitoring EBA/GL/2020/06</ref> ...proven track record, property-specific variables considered, the use of minimum available and accurate information, and models’ uncertainty.

2 KB (261 words) - 17:37, 4 June 2020
Equator Principle 3
...ble standards. The applicable standards (as described above) represent the minimum standards required by the EPFI. ...l standards relevant to specific risks of the Project and apply additional requirements.

2 KB (318 words) - 15:17, 16 March 2021
Equator Principle 10
...'''Reporting and Transparency'''. Those concern both the borrower (client) requirements and the lender involved in [[Project Finance]] === Client Reporting Requirements ===

2 KB (267 words) - 18:11, 15 June 2023
Co-Origination of Loans
* Sharing of Risk and Rewards: Minimum 20% of the [[Credit Risk]] by way of direct [[Exposure]] shall be on NBFC's ...nding. The lenders shall be entitled to independently assess the risks and requirements of the applicant borrowers. The [[Loan Agreement]] would be tripartite in n

4 KB (677 words) - 22:24, 27 September 2021
How to Create a Credit Risk Rating System
...ormally regulated as a financial intermediary? This determines the minimum requirements from a regulatory perspective and fixes the applicable rules in a given jur

2 KB (296 words) - 12:24, 22 February 2021
Credit Rating Agency Default Definition
...aptured within CEREP default statistics in accordance with CEREP reporting requirements.A default of a sovereign marked as ?default? is defined as a situation when ...aptured within CEREP default statistics in accordance with CEREP reporting requirements.

26 KB (4,104 words) - 12:30, 9 June 2021
ISCO Unit Group 1324 Supply Distribution And Related Managers
(b) preparing and implementing plans to maintain required stock levels at minimum cost; (c) negotiating contracts with suppliers to meet quality, cost and delivery requirements;

3 KB (352 words) - 11:56, 26 February 2021
BCBS 107
...the details of the agreed Framework for measuring capital adequacy and the minimum standard to be achieved which the national supervisory authorities represen ...e welcomed the concept and rationale of the three pillars (minimum capital requirements, supervisory review, and market discipline) approach on which the revised F

20 KB (3,034 words) - 11:39, 26 March 2021
BCBS 109
...ountry's performance relative to the chosen standards, consistent with the requirements of the Basel Committee's Core Principles for Effective Banking Supervision ...pline components of the new Framework even if the Basel II minimum capital requirements are not fully implemented by the implementation date. National supervisors

5 KB (748 words) - 11:39, 26 March 2021
BCBS 111
...Standards: a Revised Framework describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represe ...led, seeks to improve on the existing rules by aligning regulatory capital requirements more closely to the underlying risks that banks face. In addition, the Revi

7 KB (1,008 words) - 11:43, 26 March 2021
BCBS 116
...Standards: a Revised Framework2 describes a more comprehensive measure and minimum standard for capital adequacy that national supervisory authorities represe ...led, seeks to improve on the existing rules by aligning regulatory capital requirements more closely to the underlying risks that banks face. In addition, the Revi

6 KB (932 words) - 11:43, 26 March 2021
BCBS 118
...the details of the agreed Framework for measuring capital adequacy and the minimum standard to be achieved which the national supervisory authorities represen ...e welcomed the concept and rationale of the three pillars (minimum capital requirements, supervisory review, and market discipline) approach on which the revised F

19 KB (2,931 words) - 12:29, 26 March 2021
BCBS 121
...g framework. This paper is not intended to set forth additional accounting requirements for provisions for loan losses beyond those established by accounting stand ...nition and measurement of loan losses, undermine the usefulness of capital requirements and hamper proper assessment and control of a bank's credit risk exposure.

7 KB (1,077 words) - 11:43, 26 March 2021
BCBS 128
<td> The First Pillar - Minimum Capital Requirements</td>

3 KB (386 words) - 14:45, 9 April 2021
BCBS 148
...VaR requirement will help reduce the procyclicality of the minimum capital requirements for market risk.</p>

3 KB (471 words) - 11:43, 26 March 2021
BCBS 15
...or calculating capital requirements, subject to the fulfillment of certain minimum standards</p>

2 KB (274 words) - 11:43, 26 March 2021
BCBS 150
<h3>Enhancements to Pillar 1 (minimum capital requirements)</h3> ...he capital regime. In response, the Committee proposes to increase capital requirements for liquidity lines extended to support asset-backed commercial paper (ABCP

7 KB (993 words) - 11:43, 26 March 2021