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• Risk Data Aggregation
  ...Reporting]] requirements<ref>BCBS 239, Principles for effective risk data aggregation and risk reporting, 2013</ref> ...uate its performance against [[Risk Appetite]]. It presupposes that [[Risk Data Integration]], that is available at the technical level
  881 bytes (118 words) - 13:42, 20 October 2019

Page text matches

• Credit Risk Concentration
  == Data Requirements == ...concentration requires detailed information about [[Exposure]] (loan level data, accurate sector assignement etc.)
  2 KB (273 words) - 11:29, 5 February 2020
• Large Exposures Framework
  * The main data challenge concerns the accurate aggregation of exposures to distinct counterparties across a potentially large banking
  4 KB (660 words) - 14:25, 27 May 2019
• Herfindahl-Hirschman Index
  Assuming the exposure data are given, it is easy to calculate the HHI by first forming the fractional * Relatively moderate data requirements (but see qualification below)
  6 KB (900 words) - 13:45, 16 April 2020
• Monte Carlo Simulation of Credit Portfolios
  ...categories of models (which generally overlap) and very many variations in data inputs, model specification and model calibration: ...he losses for each obligor, given the default / migration variable and the aggregation of all exposures to that obligor
  4 KB (586 words) - 20:49, 21 November 2022
• Exposure
  ...e relevant metric. The concept of [[Related Counterparties]] thus leads to aggregation rules to obtain the [[Single Obligor Exposure]]. * Data collection / [[Data Quality]]
  4 KB (535 words) - 17:54, 10 August 2021
• Concentration Ratio
  Assuming the exposure data are given, calculation is easy. * The relatively moderate data requirements, i.e. only the exposure size per borrower (but see qualificati
  5 KB (815 words) - 09:44, 24 June 2019
• Credit Risk Hierarchy
  ...is performed as scheduled. The following is the hierarchy of all possible aggregation levels of credit risk, starting with the most elementary level and ending u * While some layers of aggregation are fairly natural (e.g. all exposure to one legal entity) others may admit
  6 KB (775 words) - 14:54, 24 February 2020
• NACE Classification
  == Aggregation Levels == [[Category:Reference Data]]
  4 KB (524 words) - 12:39, 18 August 2022
• Loan Tape
  ...ct | lending product]] data from a financial firm's systems. (Also: ''Loan Data Tape'', ''Loan Exposures Tape'', ''Servicing Tape'', "Loan-by-Loan File"). ...ates in [https://en.wikipedia.org/wiki/Magnetic_tape_data_storage magnetic data tapes] used in earlier generations of computer storage. A loan tape can be
  4 KB (526 words) - 12:09, 10 June 2021
• Risk Taxonomy
  * The ''root node'' of the taxonomy denotes the aggregation of all types of relevant (in-scope) [[Risk | risks]] to the organization * Enable more effective [[Risk Aggregation]]
  8 KB (1,110 words) - 16:01, 16 January 2023
• Risk Data Standards
  ...ards constitute a form of assurance that the set of information supporting data-based [[Risk Analysis]] is fit-for-purpose. ...broader than that of [[Data Quality Standards]]. It is part of both the [[Data Governance]] and [[Risk Management]] function of an organization.
  10 KB (1,432 words) - 17:18, 5 December 2023
• Data Quality
  ...''' (also ''Data Integrity'') refers to the condition of information sets (data) that are to be used as inputs for qualitative or quantitative risk assessm Regulated institutions are required to have in place a formal [[Data Quality Management Framework]]<ref>ECB guide to internal models - Credit Ri
  2 KB (224 words) - 23:01, 27 September 2021
• Risk Silo
  ...its simplest form, the risk silo phenomemon may hinder efforts for [[Risk Aggregation]], that is collecting and compiling a complete overview of exposure to cert * [[Risk Data Aggregation]]
  3 KB (444 words) - 20:10, 11 March 2024
• Data Infrastructure
  ...rmation flows ([[Data Generation Process]], [[Data Sourcing]], [[Risk Data Aggregation]]) within the organization that are relevant for risk management activities The (usually off-the-shelf) software and hardware components comprising the Data Infrastructure are
  1 KB (130 words) - 15:46, 3 June 2020
• Risk Data Aggregation
  ...Reporting]] requirements<ref>BCBS 239, Principles for effective risk data aggregation and risk reporting, 2013</ref> ...uate its performance against [[Risk Appetite]]. It presupposes that [[Risk Data Integration]], that is available at the technical level
  881 bytes (118 words) - 13:42, 20 October 2019
• Economic Scenario Generator
  ...ype of model / methodology used (e.g. the degree of reliance on historical data or the integration of economic concepts) ...rent sources of risk to the firm.<ref>BCBS, Developments in Modelling Risk Aggregation</ref>
  5 KB (698 words) - 17:17, 30 October 2019
• IT Data Integrity Risk
  '''IT Data Integrity Risk''' is the risk that data stored and processed by IT systems are incomplete, inaccurate or inconsiste ...controlling data extractions, transfers and processing, including rendered data outputs), impairing the ability of an institution to provide services and p
  5 KB (777 words) - 19:01, 4 March 2020
• Digital Wealth Management
  ...forms (including robo-advisors), that use algorithms based on consumers’ data and risk preferences to provide digital services, including investment and * banking and account aggregation, and
  567 bytes (66 words) - 12:55, 16 September 2021
• Risk Aggregation
  '''Risk Aggregation''' denotes a stage of the [[Risk Measurement]] process where different risk ...named ''Inter-Risk Aggregation''.<ref>BCBS, Developments in Modelling Risk Aggregation, 2010</ref>
  1 KB (164 words) - 19:25, 5 October 2019
• Credit Portfolio Model
  === Aggregation Level === [[Credit Risk]] can be defined and analysed at vastly different levels of aggregation (See [[Credit Risk Hierarchy]] for an overview. Credit portfolio models ca
  3 KB (429 words) - 14:55, 23 June 2020
• Risk Reporting
  ...ices as articulated by the BIS<ref>BIS, Principles for effective risk data aggregation and risk reporting, 2013</ref> ...management reports should accurately and precisely convey aggregated risk data and reflect risk in an exact manner. Reports should be reconciled and valid
  2 KB (285 words) - 12:24, 26 August 2019
• Risk Tools
  * Information Technology tools of various degrees of complexity and/or data intensity ** Aggregation of data and [[Risk Reporting]]
  524 bytes (63 words) - 13:18, 31 May 2017
• Credit Risk Monitoring
  ...ve a robust and effective monitoring framework, supported by an adequate [[Data Infrastructure]], to ensure that information regarding their credit risk ex ...infrastructure provide the capability to gather and automatically compile data regarding credit risk without undue delay and with little reliance on manua
  6 KB (870 words) - 18:10, 4 June 2020
• Berger-Parker Index
  Assuming the exposure data are given and ordered , calculation is easy. ...us IT environment can already present a serious technical obstacle to this aggregation. Furthermore, large borrowers, which are actually the most relevant entitie
  2 KB (279 words) - 13:43, 16 April 2020
• Best Practices in Credit Portfolio Management
  * The Factual Basis (Data) underpinning the framework ** Portfolio Aggregation Consistency
  12 KB (1,494 words) - 20:11, 11 March 2024
• Data Governance
  ...onsibilities with respect to data management, including data ownership and data quality roles and responsibilities. One of the key outputs of data governance is an overarching [[Data Quality Management Framework]] where roles, responsibilities, policies etc.
  1 KB (191 words) - 13:37, 6 August 2019
• Data Constraints
  ...nts fall generally into the following categories, grouped according to the aggregation level at which the constraints apply * Data-Type Constraints. Values in a particular table column must be of a particul
  2 KB (280 words) - 23:54, 18 November 2018
• Realised LGD
  ...ults) an institution has, the less importance it needs to give to external data. ...ntains a minimum number of defaults in order to determine whether external data are sufficiently representative.
  15 KB (2,397 words) - 10:24, 14 May 2021
• Risk Management Failure
  * [[Risk Data Aggregation]]
  1 KB (192 words) - 11:35, 11 May 2021
• Risk Data Review
  ...Review''' denotes a process of systematic analysis of the relevant [[Risk Data]] used by an organization towards concrete [[Risk Management]] / business o ...rnal data, [[Data Infrastructure]], internal processes such as [[Risk Data Aggregation]] etc.
  1 KB (186 words) - 13:11, 21 September 2020
• Risk Data Integration
  ...ombining [[Risk Data]] residing in different sources and creating a [[Risk Data Schema | unified view]] of them. Data integration can be implemented via:
  863 bytes (110 words) - 18:02, 19 November 2019
• BCBS 239
  ''Principles for effective risk data aggregation and risk reporting''. ...iples for effective risk data aggregation will strengthen banks' risk data aggregation capabilities and internal risk reporting practices. Implementation of the p
  2 KB (331 words) - 11:45, 26 March 2021
• Credit Risk Policy
  * requirements for the handling of information and data needed for the creditworthiness assessment, as set out in Section 5.1; * requirements for exposure aggregation and credit risk limits and the management of credit risk concentrations;
  7 KB (921 words) - 22:02, 25 October 2021
• Credit Data infrastructure
  ...rmation flows ([[Data Generation Process]], [[Data Sourcing]], [[Risk Data Aggregation]]) within the organization that are relevant for [[Credit Risk Management]] ...(usually off-the-shelf) software and hardware components comprising the [[Data Infrastructure]] are
  3 KB (335 words) - 14:45, 6 September 2020
• Spatial Finance Hierarchy
  ...World Bank</ref> and using the concept of nested tiers for spatial finance data. ...national level. Aggregating Tier 3 climate and environmental observational data to a defined geographic area, i.e. countries boundaries and associated excl
  2 KB (308 words) - 19:01, 7 December 2020
• BCBS 222
  ''Principles for effective risk data aggregation and risk reporting - consultative document''. ...ole. The Basel Committee's proposed <em>Principles for effective risk data aggregation and risk reporting - consultative document</em>are intended to strengthen b
  3 KB (357 words) - 11:44, 26 March 2021
• BCBS 268
  ''Progress in adopting the principles for effective risk data aggregation and risk reporting''. ...report on <em>Progress in adopting the principles for effective risk data aggregation and risk reporting</em>.</p>
  4 KB (523 words) - 14:44, 12 October 2021
• BCBS D308
  ''Progress in adopting the principles for effective risk data aggregation and risk reporting''. ...orting</em>. Published in 2013, the Principles aim to strengthen risk data aggregation and risk reporting at banks to improve their risk management practices and
  2 KB (337 words) - 11:47, 26 March 2021
• BCBS D348
  ''Progress in adopting the Principles for effective risk data aggregation and risk reporting''. ...shed in 2013, the Principles have the objective of strengthening risk data aggregation and risk reporting at banks to improve their risk management practices and
  3 KB (376 words) - 11:47, 26 March 2021
• BCBS D399
  ''Progress in adopting the "Principles for effective risk data aggregation and risk reporting"''. ...urth report on Progress in adopting the principles for effective risk data aggregation and risk reporting</em>.</p>
  4 KB (527 words) - 11:48, 26 March 2021
• BCBS D443
  ''Progress in adopting the Principles for effective risk data aggregation and risk reporting''. ...The Principles, issued in January 2013, aim to strengthen banks' risk data aggregation and risk reporting with a view to improving their risk management, decision
  3 KB (474 words) - 11:49, 26 March 2021
• BCBS D501
  ''Progress in adopting the Principles for effective risk data aggregation and risk reporting''. ...Issued in January 2013, the Principles aim to strengthen banks' risk data aggregation and risk reporting with a view to improving their risk management, decision
  3 KB (470 words) - 11:49, 26 March 2021
• BCBS JOINT25
  ''Developments in Modelling Risk Aggregation''. ...egate risks. It also examines supervisory approaches to firms' use of risk aggregation models, particularly in light of the global financial crisis.</p>
  4 KB (600 words) - 13:08, 16 April 2021
• Stratification
  Stratification is the sorting of data attributes concerning any group of entities (people, objects etc) into dist ...in the understanding and communication of the information content of such data sets.
  2 KB (270 words) - 19:02, 2 February 2022
• How to Calculate GHG Emissions
  * Collect [[Activity Data]] and choose [[GHG Emission Factor | emission factors]] * [[GHG Emissions Aggregation | Roll-up GHG emissions data]] to corporate level.
  844 bytes (106 words) - 17:00, 9 June 2023
• GHG Emissions Aggregation
  '''GHG Emissions Aggregation''' is the process of summarizing an entities total [[GHG Emissions]] from a ...existing reporting tools and processes, and take advantage of any relevant data already collected and reported by facilities to division or corporate offic
  2 KB (338 words) - 00:33, 26 October 2021
• Data Quality Assessment
  ...data or data related processes with a view of establishing the level of [[Data Quality]]. The precise elements depend heavily on context. === Data Gathering, Input and Handling Activities ===
  2 KB (218 words) - 00:49, 26 October 2021
• Risk Score
  ** They allow the aggregation of risk contributions * Statistical Estimation is done on the basis of data for both risk factors (covariates) and risk outcomes (risk realizations)
  2 KB (314 words) - 20:12, 11 March 2024
• Global Protocol for Community-Scale Greenhouse Gas Inventories
  ...arching and sector-specific accounting and reporting guidance for sourcing data and calculating emissions, including calculation methods and equations ...facilitate insight through benchmarking - and aggregation - of comparable data.
  2 KB (270 words) - 13:49, 4 January 2022
• Territorial GHG Accounting
  '''Territorial GHG Accounting''' is the collection and aggregation of multiple [[GHG Inventory | GHG inventories]] by combining only the scope ...ation sector in particular, policy makers should seek to collect emissions data from cities based on comparable methods. For instance, the fuel sales metho
  1 KB (136 words) - 20:02, 4 January 2022
• Physical Input-Output Tables
  ...ibuted to high compilation costs, lack of physical data at the appropriate aggregation levels, lack of reproducibility and continuity in available datasets along
  1 KB (185 words) - 16:34, 28 February 2022
• Input-Output Model
  ...utput Matrix]]) is a mathematical model constructed from observed economic data which provides information about the activity of industries (economic secto ...ion of inputs required by a particular industry to produce its output. The data often concern industries in a specific geographic region (nation, state, co
  7 KB (1,016 words) - 12:20, 7 February 2024