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Default Definition
== Definition == ...", signalling a [[Default Event]]. The need for a precise credit ''default definition'' arises from the variety of possible "states" and paths when a borrower en

8 KB (1,109 words) - 16:07, 22 February 2021
Contractual Definition
== Definition == '''Contractual Definition'''. A contractual element that defines something in a contract or other leg

816 bytes (115 words) - 11:06, 8 October 2019
Credit Event Definition
== Definition == '''Credit Event Definition'''. Contract definition for a credit event as it pertains to the master agreement

723 bytes (98 words) - 11:14, 8 October 2019
Temporal Entity Definition
== Definition == ...ion'''. How a temporal entity is defined. This may be in terms of a simple definition (like a date), a specification that unambiguously specifies the temporal en

1 KB (183 words) - 11:19, 8 October 2019
Temporal Measure Definition
== Definition == '''Temporal Measure Definition'''.

589 bytes (83 words) - 11:19, 8 October 2019
Good-Bad Definition
== Definition == '''Good-Bad Definition''' is an important [[Credit Scorecard Design]] decision in the context of [

638 bytes (80 words) - 21:01, 11 September 2020
Credit Rating Agency Default Definition
== Definition == The '''Credit Rating Agency Default Definition''' collects the [[Default Definition]] of [[External Credit Assessment Institution | European Credit Rating Agen

26 KB (4,104 words) - 12:30, 9 June 2021
XBRL Definition Linkbase
== Definition == The '''XBRL Definition Linkbase''' associates [[XBRL Concept | concepts]] with other concepts usin

2 KB (359 words) - 15:22, 28 April 2023

Page text matches

Final Settlement
== Definition ==

509 bytes (70 words) - 14:11, 15 June 2021
Acceptance for Settlement
== Definition ==

391 bytes (56 words) - 14:13, 15 June 2021
Aggregator
== Definition ==

630 bytes (85 words) - 23:47, 9 March 2021
Name Concentration
== Definition ==

2 KB (289 words) - 10:51, 23 June 2019
Credit Risk Concentration
== Definition == * the definition of individual exposures and the [[Related Counterparties|related entity]] a

2 KB (273 words) - 11:29, 5 February 2020
Related Counterparties
== Definition ==

3 KB (464 words) - 14:56, 22 January 2021
Name Concentration Measurement
== Definition ==

2 KB (232 words) - 12:17, 19 May 2017
Large Exposures Framework
== Definition == == Definition of large exposure: ==

4 KB (660 words) - 14:25, 27 May 2019
Herfindahl-Hirschman Index
== Definition == * Unambiguous definition: Compared to the simpler [[Concentration Ratio]] measures the HHI index doe

6 KB (900 words) - 13:45, 16 April 2020
Granularity Adjustment
== Definition ==

2 KB (362 words) - 10:54, 25 March 2020
Monte Carlo Simulation of Credit Portfolios
== Definition ==

4 KB (586 words) - 20:49, 21 November 2022
Exposure
== Definition == === Regulatory Definition ===

4 KB (535 words) - 17:54, 10 August 2021
Concentration Ratio
== Definition == * The definition of the concentration ratio must pick a set of representative entities (the

5 KB (815 words) - 09:44, 24 June 2019
Basel II
== Definition ==

425 bytes (52 words) - 12:14, 31 March 2021
Credit Risk Hierarchy
== Definition ==

6 KB (775 words) - 14:54, 24 February 2020
Model Risk
== Definition ==

7 KB (1,077 words) - 19:50, 11 March 2024
Accuracy Ratio
== Definition == Mathematically the above definition is expressed as

3 KB (382 words) - 12:52, 16 September 2021
Algorithm
== Definition ==

2 KB (276 words) - 18:01, 5 December 2023
ALM Models
== Definition ==

770 bytes (104 words) - 17:51, 1 December 2022
AMA Models
== Definition ==

2 KB (238 words) - 14:34, 19 November 2019
Basel II Models
== Definition ==

678 bytes (92 words) - 12:15, 31 March 2021
Backtesting
== Definition ==

3 KB (371 words) - 23:40, 9 March 2021
Behavioral Scoring
== Definition ==

1 KB (178 words) - 21:00, 11 September 2020
Model Calibration
== Definition ==

834 bytes (123 words) - 13:19, 19 October 2020
Credit Bureau Scoring
== Definition ==

4 KB (644 words) - 13:33, 19 November 2018
Credit Score
== Definition ==

5 KB (780 words) - 15:23, 6 November 2021
Confusion Matrix
== Definition ==

1 KB (165 words) - 15:08, 5 September 2020
Counterparty Exposure Models
== Definition ==

975 bytes (128 words) - 17:00, 1 September 2020
Data Sourcing
== Definition ==

830 bytes (101 words) - 11:28, 5 January 2022
Data Cleansing
== Definition ==

2 KB (217 words) - 21:01, 11 September 2020
Default Definition
== Definition == ...", signalling a [[Default Event]]. The need for a precise credit ''default definition'' arises from the variety of possible "states" and paths when a borrower en

8 KB (1,109 words) - 16:07, 22 February 2021
Diagnostic Tests
== Definition ==

830 bytes (106 words) - 19:33, 27 January 2020
Discriminant Analysis
== Definition ==

502 bytes (61 words) - 12:27, 5 September 2020
Economic Capital Models
== Definition ==

1 KB (169 words) - 15:02, 23 June 2020
Expert Based Models
== Definition ==

567 bytes (70 words) - 19:57, 11 March 2024
Explanatory Variables
== Definition ==

1 KB (177 words) - 12:27, 27 October 2021
Good-Bad Analysis
== Definition == * [[Good-Bad Definition]]

581 bytes (73 words) - 10:33, 9 September 2020
High Risk Model
== Definition ==

578 bytes (70 words) - 22:27, 3 November 2019
Model Validation
== Definition ==

1 KB (145 words) - 11:03, 15 September 2021
Quantitative Model Validation
== Definition ==

1,008 bytes (137 words) - 11:04, 15 September 2021
Initial Validation
== Definition ==

639 bytes (88 words) - 00:05, 28 January 2020
Implementation Validation
== Definition ==

2 KB (216 words) - 18:14, 18 November 2018
Information Criteria
== Definition ==

686 bytes (74 words) - 21:02, 11 September 2020
Kolmogorov-Smirnov Test
== Definition ==

516 bytes (59 words) - 21:01, 11 September 2020
Linear Regression Models
== Definition ==

888 bytes (113 words) - 15:42, 6 September 2020
Logit/Probit Models
== Definition ==

492 bytes (58 words) - 13:58, 19 November 2019
Low Default Portfolios
== Definition ==

1 KB (185 words) - 17:22, 3 November 2019
Missing Data Imputation
== Definition ==

925 bytes (133 words) - 20:51, 21 November 2022
Quantitative Model
== Definition ==

545 bytes (67 words) - 20:51, 21 November 2022
Model Assumptions
== Definition ==

2 KB (250 words) - 21:01, 11 September 2020
Model Development
== Definition ==

734 bytes (87 words) - 14:27, 7 September 2020
Model Inventory
== Definition == * Establishing a comprehensive model inventory requires a sharp definition of what constitutes a ''model'' and this may be a non-trivial undertaking i

939 bytes (133 words) - 14:35, 19 November 2019
Model Decay
== Definition ==

2 KB (257 words) - 17:18, 3 November 2019
Model Documentation
== Definition ==

2 KB (243 words) - 12:04, 31 March 2021
Model Governance
== Definition ==

848 bytes (110 words) - 11:14, 15 September 2021
Model Failure
== Definition ==

602 bytes (82 words) - 17:16, 3 November 2019
Model Performance Measures
== Definition ==

822 bytes (102 words) - 11:13, 10 September 2020
Model Parameters
== Definition == ...'' denotes a set of quantitative (numerical) attributes that a part of the definition and use of a ''model''. Parameters may be calibrated with reference to data

893 bytes (116 words) - 18:42, 28 January 2020
Model Selection
== Definition ==

934 bytes (120 words) - 18:10, 8 September 2020
Model Specification
== Definition ==

1 KB (162 words) - 14:17, 7 September 2020
Model Usage
== Definition ==

1 KB (161 words) - 19:43, 11 March 2024
Model Complexity
== Definition ==

591 bytes (82 words) - 22:13, 3 November 2019
Out of Sample Testing
== Definition ==

526 bytes (69 words) - 19:42, 27 January 2020
Over-Fitting
== Definition ==

572 bytes (77 words) - 21:02, 11 September 2020
Periodic Validation
== Definition ==

1 KB (152 words) - 00:17, 28 January 2020
Portfolio Stratification
== Definition ==

815 bytes (97 words) - 15:14, 10 June 2021
Power Curve
== Definition ==

987 bytes (128 words) - 21:01, 11 September 2020
Probability of Default
== Definition == * The estimate is sensitive to the [[Default Definition]]

4 KB (532 words) - 18:59, 4 September 2020
Retail Model
== Definition ==

459 bytes (59 words) - 19:47, 27 January 2021
Risk-Neutral Pricing Models
== Definition ==

464 bytes (62 words) - 13:58, 19 November 2019
Roll Rates
== Definition == ...uency that is adequately correlated with eventual default - See [[Good-Bad Definition]])

4 KB (658 words) - 12:17, 7 September 2020
Scorecards
== Definition ==

2 KB (242 words) - 12:12, 2 September 2021
Sensitivity Analysis
== Definition ==

1 KB (205 words) - 14:18, 27 October 2021
Simulation Models
== Definition ==

1 KB (183 words) - 13:53, 5 December 2023
Analytic Models
== Definition ==

1 KB (172 words) - 00:22, 28 January 2020
Static Pool Analysis
== Definition ==

1 KB (182 words) - 12:33, 10 June 2021
Risk Analysis
== Definition ==

2 KB (207 words) - 15:09, 11 March 2024
Statistical Models
== Definition ==

976 bytes (127 words) - 16:21, 11 March 2023
Structural Credit Models
== Definition ==

1 KB (141 words) - 16:33, 1 December 2022
Validation Standards
== Definition ==

1 KB (167 words) - 23:44, 27 January 2020
Valuation Models
== Definition ==

944 bytes (130 words) - 17:14, 29 September 2021
Visualization
== Definition ==

912 bytes (109 words) - 13:29, 6 July 2020
Basel II Advanced IRB Capital Model
== Definition ==

7 KB (1,023 words) - 12:30, 26 March 2021
Risk Appetite
== Definition ==

3 KB (475 words) - 11:13, 16 November 2021
Risk Appetite Framework
== Definition ==

1 KB (152 words) - 11:09, 16 November 2021
Volume Risk
== Definition ==

1 KB (165 words) - 11:58, 27 September 2021
Financial Products
== Definition ==

7 KB (1,020 words) - 18:40, 4 March 2024
Counterparty
== Definition ==

1 KB (142 words) - 19:17, 27 January 2021
ABS Loan Level Initiative
== Definition ==

2 KB (251 words) - 12:35, 16 September 2021
Business Sector
== Definition ==

2 KB (269 words) - 11:11, 22 December 2020
Factor Models
== Definition ==

573 bytes (69 words) - 19:48, 27 January 2020
NACE Classification
== Definition ==

4 KB (524 words) - 12:39, 18 August 2022
Amortised Cost
== Definition ==

2 KB (271 words) - 14:22, 12 November 2019
Fair Value
== Definition ==

305 bytes (41 words) - 21:44, 6 September 2021
Forbearance
== Definition == There is no formal international definition of this term, and it is therefore described and used in different ways acro

6 KB (840 words) - 18:21, 2 March 2023
Provisioning
== Definition == * Bank treatment and definition of cured assets for provisioning purposes, including forbearance considerat

2 KB (270 words) - 15:21, 15 September 2021
Credit Valuation Adjustment
== Definition ==

498 bytes (64 words) - 19:22, 27 January 2020
Three Lines of Defense
== Definition ==

1 KB (158 words) - 18:16, 8 February 2024
ISO 31000
== Definition ==

304 bytes (40 words) - 16:42, 29 May 2017
Template
== Suggested Section: Definition == This special section should always be present for articles of type "Definition" (which is the majority of [[Entry Types]]). It comprises of at least a sen

2 KB (353 words) - 12:22, 18 January 2021
Loan Tape
== Definition ==

4 KB (526 words) - 12:09, 10 June 2021
Credit Portfolio
== Definition ==

2 KB (317 words) - 13:57, 17 November 2019
Sector Concentration
== Definition ==

2 KB (300 words) - 15:05, 27 October 2019
Holistic risk management
== Definition ==

2 KB (304 words) - 13:58, 18 November 2020
Diversification Benefit
== Definition ==

417 bytes (56 words) - 10:42, 24 September 2020
Asset Management Company
== Definition ==

472 bytes (62 words) - 12:03, 25 September 2020
Non-Performing Asset
== Definition ==

383 bytes (50 words) - 12:05, 25 September 2020
Banking Book
== Definition ==

258 bytes (34 words) - 13:21, 25 October 2019
Trading Book
== Definition ==

2 KB (293 words) - 21:31, 1 November 2021
Risk Policy
== Definition ==

857 bytes (114 words) - 12:52, 3 June 2020
Feedback Effects
== Definition ==

2 KB (282 words) - 11:49, 12 September 2023
Stress Testing
== Definition ==

2 KB (316 words) - 14:06, 17 February 2021
Risk Limit
== Definition ==

6 KB (943 words) - 14:11, 4 October 2021
ICAAP
== Definition ==

3 KB (369 words) - 12:39, 25 September 2020
Idiosyncratic Risk
== Definition ==

2 KB (311 words) - 12:33, 10 June 2021
Systemic Risk
== Definition ==

921 bytes (115 words) - 13:11, 10 June 2021
Business Risk
== Definition ==

1 KB (159 words) - 19:39, 16 March 2020
Risk Measurement
== Definition ==

1 KB (169 words) - 14:04, 11 March 2024
Portfolio Management
== Definition ==

3 KB (437 words) - 13:56, 29 May 2022
Risk Mitigation
== Definition ==

2 KB (240 words) - 15:17, 11 March 2024
Concentration Measurement
== Definition ==

902 bytes (113 words) - 15:18, 5 February 2020
Asset Quality Review
== Definition == * [[Non-Performing Exposure]] (NPE) definitions: the definition of “Non-performing” relative to the EBA simplified approach for the AQR

3 KB (358 words) - 12:18, 25 September 2020
Sector Concentration Measurement
== Definition ==

2 KB (247 words) - 23:43, 27 January 2020
Market Risk
== Definition == * [https://www.eba.europa.eu/regulation-and-policy/market-risk EBA Definition]

4 KB (657 words) - 16:14, 11 March 2024
Corporate Values
== Definition ==

1 KB (177 words) - 23:39, 27 January 2020
Single Obligor Exposure
== Definition ==

1 KB (154 words) - 15:11, 22 January 2021
ASRF model
==Definition ==

5 KB (696 words) - 12:30, 26 March 2021
Internal Controls
== Definition ==

2 KB (219 words) - 16:51, 11 November 2021
Interest Rate Risk
== Definition ==

1,018 bytes (149 words) - 14:16, 5 February 2020
Lending products
== Definition ==

3 KB (383 words) - 10:28, 18 October 2021
Reject Inference
== Definition ==

1 KB (148 words) - 20:10, 11 March 2024
Model Taxonomy
== Definition ==

5 KB (679 words) - 19:39, 11 March 2024
Model Outputs
== Definition ==

1 KB (153 words) - 11:34, 20 November 2019
Correlation
== Definition ==

1 KB (175 words) - 13:50, 16 April 2021
Risk Taxonomy
== Definition == ...indicated with a blue arrow. End-nodes lead to the corresponding category definition and the list of articles belonging to that.

8 KB (1,110 words) - 16:01, 16 January 2023
Expert Biases
== Definition ==

620 bytes (79 words) - 15:15, 25 September 2021
Financial Regulators
== Definition ==

2 KB (292 words) - 16:19, 25 September 2021
Financial Crisis
== Definition ==

719 bytes (92 words) - 12:43, 19 May 2017
COPYING
== Definition == The main body of the article (when the definition section is not sufficient).

2 KB (288 words) - 20:52, 19 October 2014
Shannon Index
== Definition ==

1 KB (161 words) - 00:22, 18 June 2021
Gini Index
== Definition ==

2 KB (242 words) - 13:16, 15 June 2021
Risk Data Standards
== Definition == ...e readily consumed in a web browser (is is essentially a javascript object definition)

10 KB (1,432 words) - 17:18, 5 December 2023
Risk Data
== Definition ==

2 KB (221 words) - 00:50, 20 November 2019
Data Quality
== Definition ==

2 KB (224 words) - 23:01, 27 September 2021
Risk Culture
== Definition == ==== Inability to risk manage: Lack of sufficient definition ====

6 KB (952 words) - 21:42, 31 March 2021
Risk Management
== Definition ==

6 KB (906 words) - 20:10, 11 March 2024
Geographic Concentration Measurement
== Definition ==

3 KB (374 words) - 18:46, 16 November 2019
Model Accuracy
== Definition ==

474 bytes (57 words) - 00:13, 28 January 2020
Price Risk
== Definition ==

1 KB (191 words) - 17:29, 11 September 2019
Regulatory Arbitrage
== Definition ==

368 bytes (44 words) - 11:54, 22 July 2019
Operational Risk
== Definition ==

1 KB (210 words) - 19:55, 16 March 2020
Compliance Risk
== Definition ==

534 bytes (68 words) - 14:35, 4 October 2021
Basel I
== Definition ==

285 bytes (32 words) - 12:19, 31 March 2021
Anchoring Bias
== Definition ==

892 bytes (114 words) - 10:56, 5 March 2019
Key Risk Indicator
== Definition ==

2 KB (268 words) - 11:28, 23 July 2018
Capital adequacy
== Definition ==

2 KB (234 words) - 22:57, 7 November 2019
Quantitative Model Development
== Definition ==

430 bytes (50 words) - 00:19, 28 January 2020
Model Monitoring
== Definition ==

591 bytes (82 words) - 00:15, 28 January 2020
Term Structure
== Definition ==

2 KB (320 words) - 11:52, 17 September 2021
Consumer Finance
== Definition ==

478 bytes (63 words) - 15:34, 25 September 2021
Risk-weighted asset
== Definition ==

158 bytes (18 words) - 11:40, 26 April 2021
Credit Risk
== Definition ==

3 KB (422 words) - 16:32, 11 November 2021
Risk Capital
== Definition ==

1 KB (213 words) - 12:53, 5 February 2020
Semi-Analytic Models
== Definition ==

607 bytes (76 words) - 00:26, 28 January 2020
Asset Management
== Definition ==

62 bytes (6 words) - 10:48, 13 November 2017
Credit Exposures
== Definition ==

442 bytes (66 words) - 00:05, 28 January 2020
Credit Portfolio Management
== Definition ==

7 KB (943 words) - 14:41, 15 November 2021
Spread Product
== Definition ==

153 bytes (19 words) - 00:28, 28 January 2020
Credit Card ABS
== Definition ==

781 bytes (111 words) - 15:17, 8 October 2019
Credit Value at Risk
== Definition ==

1 KB (213 words) - 20:51, 21 November 2022
Leasing
== Definition ==

550 bytes (74 words) - 16:01, 11 June 2021
Distribution
== Definition ==

674 bytes (91 words) - 14:52, 18 October 2021
Effective Maturity
== Definition == ...undation and advanced approaches) to measure M for each facility using the definition provided below.

1 KB (191 words) - 13:00, 22 May 2017
Prepayment Risk
== Definition ==

2 KB (331 words) - 18:53, 1 December 2022
Loss Given Default
== Definition == * An LGD estimate is sensitive to the [[Default Definition]] which can substantially change the implied [[Cure Rate]]

4 KB (552 words) - 09:55, 14 May 2021
Limit framework
== Definition ==

6 KB (837 words) - 13:38, 5 February 2020
Normal distribution
== Definition ==

106 bytes (10 words) - 13:51, 18 October 2021
Internal Ratings-Based Approach
== Definition ==

101 bytes (10 words) - 12:31, 26 March 2021
Expected Loss
== Definition == ...s general applicability but it is adopted concretely and has very specific definition and meaning in

3 KB (509 words) - 10:19, 14 May 2021
Product Concentration
== Definition ==

2 KB (230 words) - 12:01, 3 June 2017
Hannah Kay Index
== Definition ==

1 KB (192 words) - 14:08, 16 April 2020
Internal Fraud
== Definition == ...frameworks worldwide ([[Basel II]]/[[Basel III]] standards). The Basel II definition states more specifically: ''Losses due to acts of a type intended to defrau

3 KB (365 words) - 14:13, 4 October 2021
Mortgage
== Definition == ...ti-Family House | multi-family housing]] with a small number of units. The definition implies that the property is used only for residential purposes and not to

3 KB (446 words) - 13:14, 1 December 2022
Default Event
== Definition ==

438 bytes (64 words) - 16:39, 15 June 2023
Default Risk
== Definition ==

477 bytes (73 words) - 14:56, 9 August 2019
Recovery Risk
== Definition ==

691 bytes (97 words) - 18:13, 8 November 2019
Retail Deposits
== Definition ==

1 KB (167 words) - 17:09, 29 September 2021
Life Insurance
== Definition ==

1 KB (167 words) - 18:25, 28 January 2020
External Fraud
== Definition == The precise Basel definition of external fraud reads: ''Losses due to acts of a type intended to defraud

3 KB (372 words) - 15:27, 8 February 2020
Consumer Loan
== Definition ==

2 KB (236 words) - 15:52, 11 June 2021
Health Insurance
== Definition ==

1 KB (154 words) - 00:53, 28 January 2020
Cost Risk
== Definition ==

706 bytes (95 words) - 11:51, 11 March 2024
Embodied Energy
== Definition ==

127 bytes (11 words) - 11:54, 11 March 2024
Energy Access
== Definition ==

708 bytes (91 words) - 17:22, 15 January 2023
Employment Practices
== Definition == ...in regulatory frameworks worldwide (Basel standards). The precise Basel II definition is: ''Losses arising from acts inconsistent with employment, health or safe

2 KB (270 words) - 11:49, 22 June 2021
Credit Cards
== Definition == * FIBO definition of [[Credit Card]] product

2 KB (317 words) - 15:14, 24 February 2020
Revolving Credit
== Definition ==

837 bytes (114 words) - 18:31, 28 January 2020
Exposure At Default
== Definition ==

1 KB (173 words) - 19:57, 24 October 2018
Pension Risk
== Definition ==

2 KB (249 words) - 14:34, 6 December 2021
Motor Insurance
== Definition ==

729 bytes (98 words) - 15:35, 22 March 2021
Property Insurance
== Definition ==

885 bytes (119 words) - 18:27, 28 January 2020
Liability Insurance
== Definition ==

1 KB (145 words) - 18:25, 28 January 2020
Strategic Risk
== Definition ==

1 KB (199 words) - 15:01, 18 November 2020
Reputation Risk
== Definition ==

1 KB (196 words) - 14:24, 4 October 2021
Human Resources
== Definition ==

1 KB (195 words) - 14:15, 4 October 2021
Market Demand
== Definition ==

990 bytes (132 words) - 11:54, 10 June 2021
Political Risk
== Definition == ...culties. Hence while an unwillingness to repay sovereign obligations is by definition a political decision at the sovereign level it is but a specific policy dec

4 KB (500 words) - 15:43, 8 November 2021
Business Execution
== Definition == ...regulatory frameworks worldwide (Basel II standards). The precise Basel II definition is: "''Losses from failed transaction processing or process management, fro

3 KB (348 words) - 14:09, 29 March 2021
Physical Damage
== Definition ==

2 KB (219 words) - 15:10, 10 August 2021
Business Disruption
== Definition ==

2 KB (294 words) - 14:44, 16 March 2020
Legal Risk
== Definition ==

2 KB (268 words) - 14:14, 4 October 2021
Corporate Loan
== Definition ==

2 KB (307 words) - 15:59, 11 June 2021
Corporate Bond
== Definition ==

2 KB (321 words) - 01:27, 11 February 2020
Counterparty Risk
== Definition ==

1 KB (199 words) - 15:35, 7 October 2021
Bank Debt
== Definition ==

1 KB (156 words) - 18:24, 28 January 2020
Sovereign Risk
== Definition ==

1 KB (165 words) - 22:15, 1 October 2017
Wholesale Deposits
== Definition ==

960 bytes (137 words) - 12:54, 26 May 2017
Financial Literacy
== Definition ==

1 KB (187 words) - 13:44, 5 April 2022
Fintech Risk Management
== Definition ==

2 KB (280 words) - 23:08, 10 February 2020
Expected Credit Loss
== Definition ==

3 KB (453 words) - 17:42, 18 February 2022
Open Risk Data
== Definition ==

728 bytes (108 words) - 17:28, 23 January 2020
12-month Expected Credit Losses
== Definition == Conceptually the definition is captured in the following mathematical expression

2 KB (235 words) - 20:12, 24 October 2018
Lifetime Expected Credit Losses
== Definition == Conceptually the definition is captured in the following mathematical expression

1 KB (212 words) - 20:11, 24 October 2018
Credit-Impaired Financial Asset
== Definition ==

1 KB (203 words) - 13:06, 16 September 2021
Credit Loss
== Definition == ...he expected shortfalls versus the contractual cash flows, hence making the definition of an Expected Credit Loss measure redundant. The Credit Loss is actually a

1 KB (225 words) - 17:11, 2 April 2019
Credit Event
== Definition ==

3 KB (352 words) - 11:46, 31 March 2021
Past Due
== Definition ==

810 bytes (119 words) - 14:10, 8 October 2018
IFRS 9 Modeling Resources
|Definition of default ...archive.ifrs.org/Meetings/MeetingDocs/IASB/2013/September/05D%20Impairment-Definition%20of%20default.pdf IFRS Site]

24 KB (3,113 words) - 16:52, 1 September 2020
Concentration Index
== Definition ==

4 KB (464 words) - 15:16, 14 June 2021
Lorenz Curve
== Definition ==

353 bytes (41 words) - 13:53, 8 September 2020
Atkinson Index
== Definition ==

2 KB (245 words) - 13:45, 16 April 2020
Generalized Entropy Index
== Definition ==

1 KB (202 words) - 00:21, 18 June 2021
Kolm Index
== Definition ==

1 KB (172 words) - 16:05, 18 June 2021
Business Model Risk
== Definition ==

2 KB (347 words) - 16:35, 10 February 2023
Market Share
== Definition ==

470 bytes (61 words) - 11:54, 10 June 2021
Performance Risk
== Definition ==

734 bytes (98 words) - 13:36, 20 October 2020
Drawdown Risk
== Definition ==

698 bytes (99 words) - 10:13, 24 September 2020
Credit Correlation
== Definition ==

253 bytes (30 words) - 11:48, 3 June 2017
Entry Types
...ent content to properly define the topic covered by the entry. Besides the definition itself, such entries will typically elaborate on the key issues around the Such ''definition type'' entries should aim to be relatively brief. Elaborating on specific i

3 KB (397 words) - 23:34, 8 March 2021
Representativeness
== Definition ==

477 bytes (66 words) - 13:57, 4 August 2019
Semantic Documentation Example
=== Definition ===

2 KB (241 words) - 17:59, 20 November 2019
Revenue Risk
== Definition ==

226 bytes (28 words) - 00:34, 28 January 2020
Wholesale Funding Risk
== Definition ==

685 bytes (100 words) - 18:44, 28 January 2020
IFRS 9 Glossary
!3. Short Definition |Definition of Default

10 KB (1,464 words) - 11:38, 25 September 2020
Credit-Adjusted Effective Interest Rate
== Definition ==

2 KB (355 words) - 15:58, 31 July 2019
Effective Interest Rate
== Definition ==

2 KB (257 words) - 15:26, 31 July 2019
Gross Carrying Amount
== Definition ==

1 KB (169 words) - 13:06, 25 May 2020
Forward-Looking Information
== Definition ==

2 KB (336 words) - 14:14, 8 February 2020
Reasonable and Supportable Information
== Definition == The EBA definition of Reasonable and Supportable Information is identical to the BIS Guidance<

2 KB (246 words) - 16:01, 18 May 2017
Significant Increase in Credit Risk
== Definition ==

7 KB (1,085 words) - 11:20, 22 December 2020
Loss Allowance
== Definition ==

2 KB (221 words) - 13:09, 29 March 2021
Low Credit Risk
== Definition == ...ings or other methodologies that are consistent with a globally understood definition of low credit risk and that consider the risks and the type of financial in

2 KB (332 words) - 22:56, 27 August 2017
Effective Interest Method
== Definition ==

584 bytes (76 words) - 00:50, 28 January 2020
NPL
== Definition ==

377 bytes (54 words) - 11:36, 8 October 2018
Non-Performing Exposure
== Definition == ...t the identification of an exposure as non-performing under the harmonized definition is not intended to affect its categorisation as impaired for ''accounting p

3 KB (365 words) - 12:30, 16 September 2021
Financial Difficulty
== Definition ==

3 KB (400 words) - 14:15, 4 October 2021
Loan Valuation
== Definition ==

3 KB (485 words) - 14:10, 29 March 2021
Credit Risk Management
== Definition ==

7 KB (914 words) - 16:31, 3 June 2020
Restructuring
== Definition == ISDA 2003 Term: Restructuring. FpML full definition: 'A credit event. A restructuring is an event that materially impacts the r

4 KB (520 words) - 11:13, 31 March 2021
Loan Modification
== Definition ==

255 bytes (29 words) - 13:38, 8 October 2018
Delinquency
== Definition == ...bserved delinquency might not be an accidental lapse but signals [[Default Definition | repayment difficulty]]

4 KB (582 words) - 15:14, 15 June 2019
NPL Glossary
!2. Short Definition

6 KB (800 words) - 11:19, 28 September 2021
Non-Performing Loan
== Definition ==

1 KB (155 words) - 17:51, 3 June 2022
IFRS 9
== Definition ==

8 KB (1,123 words) - 13:25, 25 October 2019
Modification Gain or Loss
== Definition ==

1 KB (185 words) - 14:44, 29 September 2021
Derecognition
== Definition ==

265 bytes (30 words) - 22:23, 6 September 2021
FVPL
* it meets the definition of held for trading.

707 bytes (99 words) - 00:51, 28 January 2020
Transaction Costs
== Definition ==

755 bytes (99 words) - 00:53, 28 January 2020
Held For Trading
== Definition ==

2 KB (229 words) - 00:52, 28 January 2020
Hedge Ratio
== Definition ==

376 bytes (53 words) - 18:48, 28 January 2020
Forecast Transaction
== Definition ==

376 bytes (43 words) - 00:50, 28 January 2020
Firm Commitment
== Definition ==

262 bytes (35 words) - 00:40, 28 January 2020
Financial Guarantee
== Definition ==

6 KB (895 words) - 14:41, 6 September 2020
Reclassification Date
== Definition ==

456 bytes (59 words) - 00:52, 28 January 2020
FVOCI
== Definition ==

5 KB (687 words) - 09:56, 9 June 2020
Lifetime PD
== Definition == * the definition of [[Lifetime Expected Credit Losses]] as probability weighted amounts

2 KB (319 words) - 19:10, 21 December 2020
Risk Exposure
== Definition ==

224 bytes (31 words) - 00:42, 28 January 2020
Risk Framework
== Definition ==

1 KB (134 words) - 13:25, 11 March 2024
Risk Modelling
== Definition ==

216 bytes (26 words) - 00:43, 28 January 2020
Risk Model
== Definition == * The [[Abstract Risk Model]], provides the conceptual definition of the risk model

2 KB (334 words) - 14:34, 20 November 2019
Risk Identification
== Definition ==

2 KB (254 words) - 14:11, 11 March 2024
Risk Premium
== Definition ==

378 bytes (55 words) - 00:44, 28 January 2020
Risk Factor
== Definition ==

4 KB (494 words) - 16:55, 11 November 2021
Discriminatory Power
== Definition ==

2 KB (209 words) - 21:01, 11 September 2020
Recognition
== Definition == ...sition or the statement(s) of financial performance an item that meets the definition of one of the elements of financial statements (an asset, a liability, equi

1 KB (184 words) - 22:33, 6 September 2021
Annual Percentage Rate
== Definition ==

530 bytes (75 words) - 15:55, 8 October 2019
Fees And Commissions Specification
== Definition ==

370 bytes (48 words) - 15:51, 25 September 2021
Interest Rate
== Definition ==

2 KB (260 words) - 15:00, 13 February 2020
Bank Account
== Definition ==

666 bytes (95 words) - 14:58, 8 October 2019
Currency Conversion Service
== Definition ==

1 KB (172 words) - 15:08, 8 October 2019
Investment Or Deposit
== Definition ==

581 bytes (73 words) - 16:37, 25 September 2021
Payment Card
== Definition ==

512 bytes (64 words) - 16:38, 25 September 2021
Payment Service
== Definition ==

971 bytes (129 words) - 14:55, 8 October 2019
Credit Card
== Definition ==

1 KB (181 words) - 15:16, 8 October 2019
Mortgage Loan
== Definition ==

2 KB (285 words) - 15:51, 10 March 2022
Quantitative Risk Management
== Definition ==

931 bytes (120 words) - 14:28, 19 November 2019
Insurance Risk
== Definition ==

207 bytes (27 words) - 15:13, 21 January 2020
Credit Quality
== Definition ==

429 bytes (51 words) - 16:49, 1 September 2020
Risk Acceptance
== Definition ==

954 bytes (138 words) - 15:37, 10 August 2021
Credit Score Calculator
== Definition ==

478 bytes (66 words) - 21:00, 11 September 2020
Credit Score Factor
== Definition ==

4 KB (637 words) - 14:10, 29 March 2021
Competing Risks
== Definition ==

1 KB (193 words) - 13:14, 1 December 2022
Risk Silo
== Definition ==

3 KB (444 words) - 20:10, 11 March 2024
Garbage In Garbage Out
== Definition ==

2 KB (351 words) - 11:30, 27 June 2020
How To Improve Risk Culture
* Granularity of definition and ability to objectively demonstrate progress towards desired state

6 KB (851 words) - 00:36, 26 October 2021
Gap Risk
== Definition ==

491 bytes (73 words) - 18:36, 28 January 2020
Correlation Risk
== Definition ==

702 bytes (95 words) - 11:45, 3 June 2017
Behavioural Risk
== Definition ==

868 bytes (127 words) - 13:56, 1 December 2022
Smile Risk
== Definition ==

434 bytes (59 words) - 18:38, 28 January 2020
Internal Governance
== Definition ==

1,013 bytes (123 words) - 14:27, 4 October 2021
Data Infrastructure
== Definition ==

1 KB (130 words) - 15:46, 3 June 2020
Risk Data Aggregation
== Definition ==

881 bytes (118 words) - 13:42, 20 October 2019
Solvency Stress Test
== Definition ==

672 bytes (89 words) - 18:43, 28 January 2020
Bank Stress Testing
== Definition ==

709 bytes (101 words) - 11:18, 17 July 2020
Liquidity Stress Test
== Definition ==

394 bytes (50 words) - 18:44, 28 January 2020
Static Balance Sheet Assumption
== Definition ==

3 KB (491 words) - 13:11, 25 October 2019
Reverse Stress Testing
== Definition ==

2 KB (250 words) - 10:35, 13 June 2017
Economic Capital
== Definition ==

635 bytes (79 words) - 12:25, 16 September 2021
Five Cs Of Credit Analysis
== Definition ==

9 KB (1,373 words) - 14:11, 29 March 2021
Economic Scenario Generator
== Definition ==

5 KB (698 words) - 17:17, 30 October 2019
Satellite Model
== Definition ==

1 KB (149 words) - 18:47, 28 January 2020
Loan Covenant
== Definition ==

1 KB (212 words) - 18:38, 4 June 2020
Hedge Accounting
== Definition ==

869 bytes (117 words) - 12:38, 21 May 2021
Hedge Effectiveness
== Definition ==

303 bytes (45 words) - 18:51, 28 January 2020
Classification of Financial Instruments
== Definition == ...rticular debt instrument (e.g. an entity can hold a naked position and the definition of credit events in a standardised CDS is broader than a failure to pay).

3 KB (473 words) - 15:14, 29 March 2021
Fair Value Hierarchy
== Definition ==

5 KB (687 words) - 09:28, 19 September 2021
Collateral Valuation
== Definition ==

2 KB (323 words) - 18:40, 24 January 2021
First Party Fraud
== Definition == ...prolong or to extend an existing credit product does not fall within this definition.

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Third Party Fraud
== Definition ==

747 bytes (111 words) - 18:15, 24 September 2021
Sound Management of Operational Risk
== Definition ==

4 KB (506 words) - 13:06, 2 April 2019
Financial Industry Business Ontology
== Definition ==

989 bytes (140 words) - 19:22, 5 October 2019
IT Availability Risk
== Definition ==

6 KB (926 words) - 14:14, 13 May 2017
IT Security Risk
== Definition ==

10 KB (1,520 words) - 17:12, 6 September 2023
IT Change Risk
== Definition ==

7 KB (1,011 words) - 11:32, 23 August 2019
IT Data Integrity Risk
== Definition ==

5 KB (777 words) - 19:01, 4 March 2020
IT Outsourcing Risk
== Definition ==

4 KB (564 words) - 15:48, 11 September 2019
IT Risk
== Definition ==

3 KB (367 words) - 19:25, 25 September 2021
Marketplace Lending
== Definition ==

510 bytes (68 words) - 13:16, 24 February 2020
Mobile Payments
== Definition ==

518 bytes (72 words) - 11:55, 27 September 2021
Digital Wealth Management
== Definition ==

567 bytes (66 words) - 12:55, 16 September 2021
Marketplace Lending Risk
== Definition ==

3 KB (407 words) - 16:25, 25 September 2021
Market Risk Management
== Definition ==

303 bytes (42 words) - 12:10, 10 June 2021
Four Eyes Principle
== Definition ==

3 KB (485 words) - 11:03, 1 November 2023
Key Person Risk
== Definition ==

788 bytes (112 words) - 15:54, 25 September 2021
Non-Accrual Loan
== Definition ==

299 bytes (38 words) - 10:19, 28 September 2021
Data Integrity Validation
== Definition == ...hat are necessary to perform the data integrity audit<ref>Eurostat, D2.5 - Definition of validation levels and other related concepts </ref>

4 KB (586 words) - 14:06, 20 October 2019
Default Correlation
== Definition ==

1 KB (143 words) - 15:57, 3 April 2019
Loss Correlation
== Definition ==

367 bytes (40 words) - 11:23, 28 September 2021
Joint Default
== Definition ==

1,010 bytes (151 words) - 15:19, 3 April 2019
Default Dependency
== Definition ==

301 bytes (42 words) - 11:46, 3 June 2017
Implied Correlation
== Definition ==

533 bytes (74 words) - 13:18, 27 September 2021
Fintech
== Definition ==

3 KB (407 words) - 17:55, 5 December 2023
Financial Ratios
== Definition ==

2 KB (236 words) - 14:49, 8 November 2021
Debt Service Coverage Ratio
== Definition ==

332 bytes (49 words) - 14:49, 1 September 2020
Loan to Value Ratio
== Definition ==

371 bytes (54 words) - 16:48, 1 September 2020
Foreclosure
== Definition ==

570 bytes (80 words) - 18:22, 2 March 2023
Information Theft
== Definition ==

650 bytes (93 words) - 19:10, 4 March 2020
Attack Vector
== Definition ==

477 bytes (65 words) - 19:11, 4 March 2020
Credit Rating
== Definition == * The type of [[Credit Event]] (or events) captured ([[Default Definition]])

5 KB (638 words) - 16:05, 22 February 2021
Temporary Allowance Adjustments
== Definition ==

2 KB (298 words) - 15:14, 18 May 2017
ECL Model Validation
== Definition ==

774 bytes (99 words) - 10:35, 25 February 2020
Management Action
== Definition ==

2 KB (231 words) - 11:58, 27 October 2021
Scenario Analysis
== Definition ==

3 KB (372 words) - 16:16, 11 May 2023
Business Environment and Internal Control Factors
== Definition ==

506 bytes (64 words) - 12:22, 9 October 2019
Banking Crisis
== Definition ==

271 bytes (40 words) - 00:07, 26 May 2017
Market Crash
== Definition ==

182 bytes (24 words) - 11:47, 10 June 2021
Sovereign Crisis
== Definition ==

72 bytes (7 words) - 23:19, 1 October 2017
Currency Crisis
== Definition ==

38 bytes (3 words) - 12:44, 19 May 2017
Financial Model
== Definition ==

77 bytes (7 words) - 12:47, 19 May 2017
Reference Data
== Definition ==

334 bytes (41 words) - 22:16, 20 January 2021
Consumer Credit
== Definition ==

181 bytes (24 words) - 13:13, 24 February 2020
Credit File
== Definition ==

1,015 bytes (131 words) - 14:13, 29 March 2021
Expected Life
== Definition ==

3 KB (392 words) - 13:13, 1 December 2022
Use of Funds
== Definition ==

414 bytes (60 words) - 16:39, 23 October 2021
Tail Risk
== Definition ==

492 bytes (64 words) - 13:44, 16 April 2021
Ability and Willingness to Pay
== Definition ==

805 bytes (121 words) - 12:53, 22 February 2021
Strategic Default
== Definition ==

1 KB (187 words) - 12:13, 25 May 2017
Risk Aggregation
== Definition ==

1 KB (164 words) - 19:25, 5 October 2019
Var-Covar Model
== Definition ==

2 KB (274 words) - 13:00, 16 April 2021
Liquidity Risk
== Definition ==

1 KB (165 words) - 13:05, 26 May 2017
Funding Risk
== Definition ==

257 bytes (37 words) - 14:38, 5 February 2020
Missing Data
== Definition ==

1 KB (209 words) - 21:02, 11 September 2020
Availability Bias
== Definition ==

326 bytes (41 words) - 16:56, 29 May 2017
Risk Parameters
== Definition ==

686 bytes (85 words) - 16:53, 1 September 2020
SREP
== Definition ==

8 KB (1,117 words) - 15:00, 5 February 2020
Concentration Risk
== Definition ==

4 KB (601 words) - 11:01, 24 September 2020
Risk Type
== Definition ==

1 KB (189 words) - 13:49, 13 February 2023
Balance Sheet Risks
== Definition ==

312 bytes (46 words) - 15:02, 5 June 2017
Credit Scorecard Business Requirements
== Definition == ...s) that the scorecard will help to manage (e.g. the [[Default Definition | definition of a bad loan]], the [[Risk Horizon]])

2 KB (310 words) - 21:01, 11 September 2020
Credit Scorecard Strategy Curve
== Definition == * [[Good-Bad Definition]]

517 bytes (67 words) - 21:01, 11 September 2020
What If Analysis
== Definition ==

504 bytes (64 words) - 16:56, 11 November 2021
Credit Rating Model
== Definition ==

2 KB (226 words) - 20:52, 21 November 2022
Linear Programming
== Definition ==

514 bytes (55 words) - 21:01, 11 September 2020
Integer Programming
== Definition ==

432 bytes (43 words) - 21:01, 11 September 2020
Bankruptcy
== Definition ==

2 KB (348 words) - 16:59, 1 September 2020
Repossession
== Definition ==

54 bytes (4 words) - 09:12, 30 May 2017
Risk Based Pricing
== Definition ==

2 KB (262 words) - 14:53, 1 September 2020
Collateral
== Definition ==

2 KB (296 words) - 11:42, 22 December 2020
Credit Portfolio Model
== Definition == ...nature of the [[Credit Rating System]] adopted. For example the number and definition of [[Credit Rating]] in a [[Credit Rating Scale]].

3 KB (429 words) - 14:55, 23 June 2020
Solvency
== Definition ==

50 bytes (4 words) - 11:30, 30 May 2017
CAMELS Rating Model
== Definition ==

7 KB (1,016 words) - 19:14, 21 December 2020
Asset Quality
== Definition ==

2 KB (319 words) - 12:32, 30 May 2017
GHG Emission Removal
== Definition ==

450 bytes (59 words) - 17:26, 1 November 2021
GHG Emission Scope
== Definition ==

1 KB (197 words) - 19:04, 4 January 2022
Environmentally Extended Input-Output Data
== Definition ==

616 bytes (79 words) - 18:00, 16 November 2023
EXIOBASE
== Definition ==

7 KB (1,018 words) - 19:04, 30 April 2024
Risk Process
== Definition ==

718 bytes (92 words) - 18:35, 17 November 2019
Risk Reporting
== Definition ==

2 KB (285 words) - 12:24, 26 August 2019
Risk Tools
== Definition ==

524 bytes (63 words) - 13:18, 31 May 2017
Quantitative Risk Model
== Definition ==

1 KB (180 words) - 16:59, 18 February 2024
General Provisions
== Definition ==

1 KB (201 words) - 14:07, 8 October 2018
Total Eligibile Provisions
== Definition ==

2 KB (229 words) - 14:11, 8 October 2018
Regulatory Expected Loss
== Definition ==

2 KB (266 words) - 10:18, 14 May 2021
Specific Provisions
== Definition ==

406 bytes (48 words) - 14:11, 8 October 2018
Under-Performing Loan
== Definition ==

63 bytes (5 words) - 15:45, 2 June 2017
Stage 1 Assets
== Definition ==

985 bytes (130 words) - 12:45, 25 July 2017
Stage 2 Assets
== Definition ==

1 KB (156 words) - 14:45, 25 July 2017
1-year Probability of Default
== Definition ==

376 bytes (50 words) - 17:07, 2 June 2017
Stage 3 Assets
== Definition ==

791 bytes (104 words) - 14:27, 5 August 2019
Net Carrying Amount
== Definition ==

551 bytes (78 words) - 17:17, 2 June 2017
Contractual Cash Flows
== Definition ==

5 KB (661 words) - 16:22, 6 March 2023
Rebuttable Presumption
== Definition == * For the legal definition of Rebuttable Presumption see [https://en.wikipedia.org/wiki/Rebuttable_pre

1 KB (153 words) - 18:07, 6 June 2017
Value at Risk
== Definition ==

1 KB (168 words) - 11:34, 18 March 2024
Credit Scorecard
== Definition ==

3 KB (467 words) - 21:00, 11 September 2020
Contractual Risks
== Definition ==

887 bytes (115 words) - 11:22, 7 August 2019
Solely Payments of Principal and Interest
== Definition ==

4 KB (624 words) - 14:48, 6 April 2019
Risk Event
== Definition ==

3 KB (517 words) - 15:08, 10 August 2021
Macroeconomic Scenarios
== Definition ==

2 KB (243 words) - 14:11, 17 February 2021
Cure Rate
== Definition == * The cure rate is defined with respect to specific [[Default Definition]], so its measurement will depend on the choice made

7 KB (1,026 words) - 12:28, 9 June 2021
FX Lending
== Definition ==

956 bytes (142 words) - 00:00, 14 August 2018
IFRS 9 Model Validation
== Definition ==

6 KB (893 words) - 12:53, 16 September 2021
Perfect Foresight Assumption
== Definition ==

2 KB (271 words) - 14:59, 23 June 2017
NPL Strategy
== Definition ==

4 KB (481 words) - 12:40, 23 January 2021
NPL Risk Factors
== Definition ==

4 KB (608 words) - 16:57, 1 September 2020
NPL Risk Capital
== Definition ==

2 KB (282 words) - 16:57, 1 September 2020
NPL Life Cycle
== Definition == ...minimum period (recommended to be aligned with the cure period in the EBA definition of NPE, i.e. at least 1 year), given their increased risk, before they can

3 KB (414 words) - 18:17, 2 March 2023
Loss Given Impairment
== Definition ==

586 bytes (86 words) - 18:32, 7 November 2019
Loss Given Loss
== Definition == ...is narrowing the sample of credit events (effectively implying a different definition of default). Hence care must exercised to ensure the overall system of risk

1 KB (201 words) - 16:48, 1 September 2020
Current Expected Credit Loss
== Definition ==

4 KB (582 words) - 11:15, 15 November 2018
Troubled Debt Restructuring
== Definition ==

1 KB (202 words) - 21:39, 8 November 2019
Targeted Review of Internal Models
== Definition ==

1 KB (168 words) - 11:42, 16 April 2020
Expectation Measure
== Definition ==

2 KB (221 words) - 12:34, 7 December 2021
Default Rate
== Definition == ...dit event is also always associated with an exposure at risk (although the definition of that may vary). Volume based approaches focus on the size of debt defaul

11 KB (1,612 words) - 14:40, 6 September 2020
Credit Rating System
== Definition ==

3 KB (358 words) - 16:06, 22 February 2021
Rating System Cyclicality
== Definition ==

1 KB (155 words) - 19:40, 15 October 2017
Unexpected Loss
== Definition ==

2 KB (232 words) - 13:20, 30 September 2021
Expected Loss Best Estimate
== Definition ==

4 KB (570 words) - 09:59, 14 May 2021
Margin of Conservatism
== Definition == ...epresentativeness of the historical observations due to the changes in the definition of default

9 KB (1,337 words) - 00:44, 14 November 2019
Conservative Constraints in Stress Testing
== Definition ==

4 KB (605 words) - 18:39, 4 May 2018
EBA 2018 Stress Test Definitions
! Term !! Formula !! Definition / Notes ...lations of each LGD in more detail in the accompanying note. The following definition applies: Cure(t) is the component of the LGD(t) calculation that correspond

17 KB (2,890 words) - 23:45, 4 May 2018
Known Use of Proceeds
== Definition ==

522 bytes (77 words) - 15:43, 22 March 2021
Motor Vehicle Loan
== Definition ==

273 bytes (41 words) - 15:36, 22 March 2021
IFRS 9 Classification
== Definition ==

532 bytes (67 words) - 12:31, 25 July 2017
Incurred Loss
== Definition ==

60 bytes (6 words) - 12:40, 25 July 2017
Credit Risk Monitoring
== Definition ==

6 KB (870 words) - 18:10, 4 June 2020
Advanced IRB Credit Risk Model
== Definition ==

84 bytes (10 words) - 14:30, 19 November 2019
Hold to Collect Business Model
== Definition ==

779 bytes (112 words) - 14:16, 12 November 2019
Hybrid Debt Instruments
== Definition ==

70 bytes (7 words) - 14:35, 25 July 2017
IFRS 9 versus IRB Models
| [[Default Definition]] || Specific definition based on a combination of days past due and unlikely to pay.

2 KB (250 words) - 14:14, 29 March 2021
Repudiation
== Definition ==

133 bytes (13 words) - 11:17, 31 March 2021
Moratorium
== Definition ==

57 bytes (5 words) - 16:26, 25 July 2017
Debt Acceleration
== Definition ==

137 bytes (13 words) - 11:16, 31 March 2021
IFRS 9 Model Risk
== Definition ==

2 KB (286 words) - 14:14, 29 March 2021
Risk Metric
== Definition ==

1 KB (193 words) - 13:55, 16 April 2021
Risk Measure
== Definition ==

3 KB (521 words) - 13:52, 16 April 2021
Expected Shortfall
== Definition ==

1 KB (163 words) - 15:05, 9 November 2020
Risk Capacity
== Definition ==

515 bytes (67 words) - 18:47, 10 August 2021
Risk Profile
== Definition ==

2 KB (266 words) - 17:58, 15 February 2019
Total Balance Sheet Value
== Definition ==

193 bytes (27 words) - 22:24, 12 April 2021
Test
== Definition ==

593 bytes (78 words) - 15:01, 18 October 2021
Regulatory Stress Testing
== Definition ==

296 bytes (37 words) - 15:34, 5 February 2020
IFRS 9 Measurement
== Definition ==

734 bytes (88 words) - 17:55, 27 August 2017
Forward-Looking Scenario
== Definition ==

655 bytes (85 words) - 12:30, 9 October 2019
How to Develop an IFRS 9 Impairment Framework
* Establish the [[Default Definition | definition of default]]

2 KB (298 words) - 12:27, 25 September 2021
IFRS 9 Stages
== Definition ==

1 KB (193 words) - 20:10, 24 October 2018
Investment Grade
== Definition ==

2 KB (279 words) - 11:46, 22 February 2021
Point-in-time
== Definition ==

1 KB (158 words) - 19:39, 15 October 2017
Through-the-cycle
== Definition ==

1 KB (147 words) - 13:43, 22 February 2021
Rating Momentum
== Definition ==

736 bytes (101 words) - 18:56, 21 December 2020
Stress Scenario
== Definition ==

2 KB (343 words) - 13:25, 12 November 2019
Specialized Lending
== Definition ==

3 KB (406 words) - 18:33, 18 March 2021
Basel II Capitalized Risks
== Definition ==

366 bytes (50 words) - 12:31, 26 March 2021
Net Interest Income
== Definition ==

630 bytes (86 words) - 14:58, 13 April 2021
EBA 2018 Credit Risk Stress Test
* A common definition of S3 assets as non-performing exposures should be applied for the projecti ...rast to the scope of PnL impact, the estimation of REA follows the CRR/CRD definition of credit risk. Therefore, exposures subject to CCR and fair value position

12 KB (1,891 words) - 18:43, 4 May 2018
Reference Interest Rate
== Definition ==

2 KB (353 words) - 14:02, 8 October 2019
Margin
== Definition ==

1 KB (221 words) - 11:49, 17 September 2021
Maturity Date
== Definition ==

1,000 bytes (161 words) - 21:41, 10 February 2020
Original Maturity
== Definition ==

387 bytes (62 words) - 16:30, 7 September 2017
Volume
== Definition ==

901 bytes (133 words) - 16:33, 7 September 2017
Deposit Products
== Definition ==

784 bytes (114 words) - 11:41, 5 September 2020
Hazard Rate
== Definition == ...ct [[Kaplan-Meier Estimator | empirical estimate]] or an ingredient in the definition of a theoretical [[Default Process]] (a [[Hazard Rate Model]])

837 bytes (120 words) - 13:56, 10 February 2021
Cumulative Incidence Function
== Definition ==

220 bytes (22 words) - 14:04, 10 February 2021
Median Survival Time
== Definition ==

303 bytes (35 words) - 11:48, 31 March 2021
Absolute Emissions
== Definition ==

1 KB (193 words) - 15:54, 3 November 2021
Emissions Attribution Factor
== Definition ==

768 bytes (101 words) - 15:08, 12 March 2022
Country Risk
== Definition ==

2 KB (307 words) - 11:15, 12 May 2020
Transfer Risk
== Definition ==

1 KB (187 words) - 19:31, 1 October 2017
Country Risk Score
== Definition ==

332 bytes (43 words) - 11:44, 30 September 2017
Credit Rating versus Credit Score
== Regulatory Definition ==

2 KB (360 words) - 21:00, 11 September 2020
Country Ceiling
== Definition ==

411 bytes (55 words) - 13:11, 11 March 2022