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• Portfolio Management
  ...formal management of a [[Portfolio]] (collection) of financial positions (assets), contracts or other such legally defined economic artefacts. * the business model of the [[Portfolio Manager]] (trading, buy-and-hold)
  3 KB (437 words) - 13:56, 29 May 2022
• Market Risk
  '''Market Risk''' is a broad risk category that applies to financial or real assets that are actively traded in markets. It reflects the fact that future marke ...k management, market risk is relevant for positions included in the banks' trading book as well as interest rate and foreign exchange positions in the whole b
  4 KB (657 words) - 16:14, 11 March 2024
• Model Taxonomy
  ...of quantitative models and tools that may be used to assist with pricing, trading, structuring, marketing or any other business / management purpose not link * The prevalent risk type in a given business activity. E.g. trading businesses tend to recognize and treat many risks as "market risks"
  5 KB (679 words) - 19:39, 11 March 2024
• Risk Data Standards
  ...of related fields (tags) that represent a vocabulary for classifying data assets ...API's. Such vendor data would typically be the basis for creating market / trading risk frameworks (VaR systems, CVA/PFE systems etc). Vendor formats are gene
  10 KB (1,432 words) - 17:18, 5 December 2023
• Limit framework
  ...titative manner the maximum risk [[Exposure]] permitted for an individual, trading desk, business line etc. ** By Trading Desk
  6 KB (837 words) - 13:38, 5 February 2020
• Internal Fraud
  ** Misappropriation of assets ** Malicious destruction of assets
  3 KB (365 words) - 14:13, 4 October 2021
• External Fraud
  * Trading and Sales: ** Theft of Assets
  3 KB (372 words) - 15:27, 8 February 2020
• Business Execution
  ** Negligent loss or damage of client assets * Trading and Sales: Data entry errors, model risk
  3 KB (348 words) - 14:09, 29 March 2021
• Physical Damage
  ...l or reputational loss from damage to [[Physical Infrastructure | physical assets]] owned or operated by the firm, ranging from [[Natural Disaster | natural * Trading and Sales: Business continuity failure, damage to building and premises
  2 KB (219 words) - 15:10, 10 August 2021
• Fintech Risk Events
  | Electronic Trading * [[Internal Fraud]] - misappropriation of assets, tax evasion, intentional mismarking of positions, bribery
  9 KB (1,186 words) - 12:35, 11 March 2024
• IFRS 9 Glossary
  ...nce between that initial amount and the maturity amount and, for financial assets, adjusted for any loss allowance | The allowance for expected credit losses on financial assets
  10 KB (1,464 words) - 11:38, 25 September 2020
• IFRS 9
  ...IFRS 9 is to establish principles for the financial reporting of financial assets and liabilities that will present relevant and useful information to users Recognition of financial assets and liabilities requires their classification into one of the three availab
  8 KB (1,123 words) - 13:25, 25 October 2019
• FVPL
  Fair value through profit or loss is an accounting method for financial assets and liabilities * it meets the definition of held for trading.
  707 bytes (99 words) - 00:51, 28 January 2020
• Held For Trading
  '''Held for trading''' in the context of [[IFRS 9]] is an accounting term<ref>IFRS Standard 9, Financial liabilities held for trading include:
  2 KB (229 words) - 00:52, 28 January 2020
• Static Balance Sheet Assumption
  ...ccount, for the calculation of the impact of the scenarios, changes in the assets and liabilities of the institution that derive from: # Differences in maturities or other characteristics of assets or liabilities.
  3 KB (491 words) - 13:11, 25 October 2019
• Fair Value Hierarchy
  ...usted) quoted prices in [[Active Market | active markets]] for ''identical assets or liabilities'' and the lowest priority (Level 3) to unobservable inputs. ...rice | quoted prices]] in active markets for identical [[Financial Asset | assets]] or liabilities that the entity can access at the measurement date. A quo
  5 KB (687 words) - 09:28, 19 September 2021
• IT Security Risk
  ...ies of events that adversely affects the [[Information Asset | information assets]] of an organization. The overall narrative of this type of [[Risk Event]] ...nstitution for different purposes (e.g. fraud, performing and hiding rogue trading activities, data theft, activism / sabotage) by a variety of techniques (e.
  10 KB (1,520 words) - 17:12, 6 September 2023
• Asset Quality
  ...ed with the loan and investment portfolios, other real estate owned, other assets, and off-balance-sheet transactions, but also the ability of management to ...her risks that may affect the value or marketability of an institution’s assets, including but not limited to
  2 KB (319 words) - 12:32, 30 May 2017
• Hold to Collect Business Model
  ...y financial assets are held to their maturity as opposed to being held-for-trading.
  779 bytes (112 words) - 14:16, 12 November 2019
• EU Financial Regulation
  ...s]]). Both primary markets (originating securities) and secondary markets (trading platforms) | Articulation of risk sharing between member countries, lack of risk-free assets, proportionality of regulatory requirements for smaller banks
  11 KB (1,404 words) - 20:56, 27 September 2021
• Risk Diversification
  ...context of managing a portfolio of financial assets with readily observed trading prices ...ession "risk-on / risk-off" suggests a market psychology behind all traded assets dominated by a single key risk factor, hence eliminating any diversificatio
  5 KB (678 words) - 16:31, 25 September 2021
• Best Practices in Credit Portfolio Management
  ** Enable Scenario Analysis and Stress Testing of Credit Assets * (Where suitable) market / credit trading experience
  12 KB (1,494 words) - 20:11, 11 March 2024
• EBA NPL.Counterparty.Current Assets
  == Definition of Counterparty / Current Assets== <b>Counterparty.Current Assets</b>: Amount of current assets held by the Corporate Counterparty, excluding cash and cash equivalent item
  2 KB (222 words) - 14:17, 29 March 2021
• Risk Management Jobs
  [[Market Risk]] is a broad risk category that applies to financial or real assets that are actively traded in markets. There are general principles applicabl * [[Market Risk Controller]] (Also Trading Risk Controller)
  6 KB (815 words) - 18:57, 20 November 2020
• Warehousing Risk
  ...held for brief periods for the purpose of facilitating activities such as trading or securitization * [[Credit Risk]] associated with assets accumulated towards inclusion in a [[Securitization]] transaction
  575 bytes (69 words) - 17:49, 11 September 2019
• Equity Observable
  ...ither a single equity asset, an equity index, or a custom basket of equity assets. ...This may for example be the dividend, or it may be the value of an equity trading index.
  1 KB (185 words) - 11:04, 8 October 2019
• Derivative Instrument
  ...lity to the existence of markets for an underlying asset or a portfolio of assets on which such agreements are written. The derivative itself is merely a con
  3 KB (452 words) - 17:37, 15 December 2020
• Future Instrument
  This contrasts with options trading in which the option buyer may choose whether or not to exercise the option ...t a pledge to make a certain transaction at a future date. The exchange of assets occurs on the date specified in the contract.
  2 KB (354 words) - 13:21, 11 October 2021
• Swap
  ...Fund Leg, and so on, that are different ways that people trading in those assets distinguish between those legs. For example in IR, we talk Fixed, Floating.
  3 KB (425 words) - 14:29, 6 December 2021
• Primary Market
  ...gination]] and is contrasted with the [[Secondary Market]] where financial assets are traded and purchased by other finance providers or investors.
  1 KB (145 words) - 11:51, 10 June 2021
• Investment Company
  ...g a value exceeding 40 per centum of the value of such issuer&apos;s total assets (exclusive of Government securities and cash items) on an unconsolidated ba
  2 KB (286 words) - 11:16, 8 October 2019
• BCBS 240
  ...latory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for market risk''. ...ghted assets for market risk. This analysis of risk-weighted assets in the trading book is part of the wider Regulatory Consistency Assessment Programme (RCAP
  3 KB (400 words) - 11:45, 26 March 2021
• Climate Risk Concentration
  ...ation depends on its nature ([[Business Model | business models]], typical assets and liabilities) and its existing exposure to major [[Risk Type | risk type ...ating or revolving around explicit financial contracts (this includes also trading of financial products). It is less relevant for those hard to quantify risk
  5 KB (689 words) - 18:02, 5 February 2024
• Working Capital
  ...t trading operations usually expressed as the difference between [[Current Assets]] (receivables, inventory and operating cash balances) and [[Current Liabil * working capital/total assets
  653 bytes (90 words) - 22:04, 31 March 2021
• Pre-Shipment Finance
  ...is that rather that there is greater control and reassurance based on the trading relationship between the seller and its buyer(s). ...mance of the seller in a repeatable and predictable fashion. Security over assets prior to shipment is an important control mechanism, but is not the primary
  6 KB (940 words) - 12:41, 8 February 2020
• Current Assets
  '''Current Assets'''. They are valuable assets (resources or property) of an organization that will be turned into cash wi More specifically, current assets are assets that are:<ref>IAS 1.66</ref>
  1 KB (171 words) - 21:41, 27 May 2021
• Supply Chain Finance Intermediation Platform
  ...ings vendors and buyers of value network financial assets together for the trading and settlement of transactions.
  272 bytes (35 words) - 23:03, 10 February 2020
• Covid-19 Pandemic Risk Events
  | Commodity Trading | Commodity Trading
  27 KB (3,147 words) - 12:25, 25 May 2020
• Corporate Credit Risk Analysis
  ...within the purpose of the loan agreement, any proceeds on the sale of the assets are the primary sources of repayment. * the failures of significant trading partners, customers or suppliers;
  12 KB (1,843 words) - 14:46, 1 September 2020
• ISCO Occupation Group 2412.6 Investment Fund Manager
  ...nd selling recommendations. They make decisions on when to buy or sell the assets included in a portfolio. This manager works in a variety of settings such
  2 KB (298 words) - 12:11, 26 February 2021
• ISCO Occupation Group 3311.3 Financial Trader
  ...ncial Trader''': Financial traders buy and sell financial products such as assets, shares and bonds for private clients, banks or companies. They monitor the * Assess Risks Of Clients' Assets
  2 KB (222 words) - 12:17, 26 February 2021
• ISCO Occupation Group 1346.2 Brokerage Firm Director
  ...ding. They envision strategies aimed at increasing the efficiency of asset trading with a focus on profitability. They may also advise clients on appropriate * Assess Risks Of Clients' Assets
  1 KB (172 words) - 12:23, 26 February 2021
• BCBS D337
  ...gulatory Consistency Assessment Programme (RCAP) - Report on risk-weighted assets for counterparty credit risk (CCR)''. ...of the Basel framework. This exercise completes the Committee's review of trading-related internal models and follows two earlier exercises that focused on m
  3 KB (398 words) - 11:47, 26 March 2021
• BCBS 107
  ...rporate Market Risks, and the 2005 paper on The Application of Basel II to Trading Activities and the Treatment of Double Default Effects.</strong></p> ...nks to hold total capital equivalent to at least 8% of their risk-weighted assets; the basic structure of the 1996 Market Risk Amendment regarding the treatm
  20 KB (3,034 words) - 11:39, 26 March 2021
• BCBS 118
  ...rporate Market Risks, and the 2005 paper on the Application of Basel II to Trading Activities and the Treatment of Double Default Effects.</p> ...nks to hold total capital equivalent to at least 8% of their risk-weighted assets; the basic structure of the 1996 Market Risk Amendment regarding the treatm
  19 KB (2,931 words) - 12:29, 26 March 2021
• BCBS 134
  ''Guidelines for Computing Capital for Incremental Default Risk in the Trading Book''. ...capital regime in response to the increasing amount of exposure in banks' trading books to credit-risk related and often illiquid products whose risk is not
  4 KB (627 words) - 11:43, 26 March 2021
• BCBS 164
  ...The banking system therefore was not able to absorb the resulting systemic trading and credit losses nor could it cope with the reintermediation of large off- ...tee standard, banks could hold as little as 2% common equity to risk-based assets, before the application of key regulatory adjustments.</li>
  11 KB (1,648 words) - 11:44, 26 March 2021
• BCBS 203
  ...w the measurement of risk-weighted assets in both the banking book and the trading book to ensure consistency in practice across banks and jurisdictions. The
  3 KB (427 words) - 11:44, 26 March 2021
• BCBS 220
  ...: ensuring the consistency of outcomes initially focusing on risk-weighted assets</li> ...he two Level 3 assessments of risk-weighted assets in the banking book and trading book will deliver initial findings to the Basel Committee by end 2012.</p>
  3 KB (360 words) - 11:44, 26 March 2021
• BCBS 234
  ...e evaluation of banks' calculation of risk-weighted assets for banking and trading book exposures relevant for the implementation of the Basel III framework i
  3 KB (368 words) - 11:45, 26 March 2021

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