Search by property
From Open Risk Manual
This page provides a simple browsing interface for finding entities described by a property and a named value. Other available search interfaces include the page property search, and the ask query builder.
List of results
- Data Proxies + (12:15:07, 27 October 2021)
- Category:Pillar I + (10:32:37, 26 March 2021)
- Basel II Models + (10:15:08, 31 March 2021)
- Category:Credit Scoring + (11:17:32, 10 September 2020)
- Credit Score Calculator + (19:00:59, 11 September 2020)
- Category:Relationship - Property Collateral Table + (01:09:41, 1 March 2018)
- Credit Exposures + (22:05:10, 27 January 2020)
- Category:ALM Models + (13:05:43, 19 November 2019)
- Credit Risk Analysis + (12:42:47, 1 September 2020)
- Credit Cards + (13:14:44, 24 February 2020)
- Category:Revenue Risk + (19:30:23, 29 May 2017)
- Category:EBA 2018 Stress Test Methodology + (11:55:41, 23 June 2017)
- Conservative Constraints in Stress Testing + (16:39:36, 4 May 2018)
- Category:Concentration Measurement + (17:42:18, 1 April 2020)
- Concentration Measurement + (13:18:15, 5 February 2020)
- Category:Property Collateral Table + (01:16:52, 1 March 2018)
- Category:Data Quality + (12:27:11, 3 November 2019)
- Data Cleansing + (19:01:54, 11 September 2020)
- Category:AQR Manual + (18:12:15, 29 May 2017)
- AQR Manual + (11:40:25, 8 February 2022)
- Credit Risk Management + (14:31:55, 3 June 2020)
- Category:Lease Table + (00:13:57, 1 March 2018)
- Category:Portfolio Management + (10:04:12, 10 June 2021)
- Credit Portfolio Management + (12:41:21, 15 November 2021)
- Category:Non-Property Collateral Table + (01:16:39, 1 March 2018)
- Bankruptcy + (14:59:28, 1 September 2020)
- Category:Credit Portfolio Management + (10:07:20, 10 June 2021)
- Default Dependency + (09:46:28, 3 June 2017)
- Category:Forbearance Table + (01:13:05, 1 March 2018)
- Credit Risk Modelling + (12:27:52, 3 June 2020)
- Current Expected Credit Loss + (09:15:20, 15 November 2018)
- Data Infrastructure + (13:46:32, 3 June 2020)
- Discriminant Analysis + (10:27:14, 5 September 2020)
- Category:Prospect Theory + (19:09:51, 8 September 2020)
- Anchoring Bias + (08:56:54, 5 March 2019)
- Credit Score + (13:23:15, 6 November 2021)
- CAMELS Rating Model + (17:14:23, 21 December 2020)
- Capital adequacy + (20:57:18, 7 November 2019)
- Consumer Credit + (11:13:15, 24 February 2020)
- Credit-Adjusted Effective Interest Rate + (13:58:24, 31 July 2019)
- Deposit Products + (09:41:15, 5 September 2020)
- Category:Counterparty Table + (00:10:33, 1 March 2018)
- Annual Percentage Rate + (13:55:36, 8 October 2019)
- Category:Counterparty Group Table + (00:42:55, 1 March 2018)
- Category:Stub + (10:09:26, 8 March 2021)
- Debt Acceleration + (09:16:46, 31 March 2021)
- Currency Crisis + (10:44:00, 19 May 2017)
- Credit Loss + (15:11:53, 2 April 2019)
- Volume Risk + (09:58:45, 27 September 2021)
- Risk Profile + (15:58:52, 15 February 2019)
- Interest Rate Risk + (12:16:33, 5 February 2020)
- Counterparty Risk + (13:35:51, 7 October 2021)
- Category:Standards + (09:37:51, 11 June 2021)
- Category:Stress Testing + (17:37:23, 29 May 2017)
- Category:IFRS 9 + (21:06:45, 2 June 2017)
- Forward-Looking Scenario + (10:30:02, 9 October 2019)
- Category:IT Risk + (17:12:47, 4 March 2020)
- Attack Vector + (17:11:25, 4 March 2020)
- Category:Risk Taxonomy + (11:02:05, 21 May 2019)
- Category:Products and Markets + (10:36:51, 25 September 2021)
- Consumer Finance + (13:34:47, 25 September 2021)
- File:Cc-nc-nd.png + (22:30:59, 12 March 2017)
- Category:Index + (17:31:52, 29 May 2017)
- Concentration Index + (13:16:14, 14 June 2021)
- Systemic Risk + (11:11:44, 10 June 2021)
- Mortgage + (11:14:29, 1 December 2022)
- Category:Business Risk + (19:42:58, 30 May 2017)
- Category:Human Resources + (18:35:03, 29 May 2017)
- Human Resources + (12:15:09, 4 October 2021)
- Expert Biases + (13:15:12, 25 September 2021)
- Model Development + (12:27:21, 7 September 2020)
- Category:Tools + (19:11:46, 8 September 2020)
- Category:Information Technology + (18:10:18, 29 May 2017)
- Counterparty + (17:17:41, 27 January 2021)
- Bootstrap:Footer + (13:00:44, 2 May 2018)
- Category:Insurance + (11:23:38, 24 February 2020)
- Motor Insurance + (13:35:13, 22 March 2021)
- Credit Risk Concentration + (09:29:30, 5 February 2020)
- AMA Models + (12:34:32, 19 November 2019)
- Category:Risk Management + (10:01:25, 10 June 2021)
- Risk Limit + (12:11:41, 4 October 2021)
- Category:Concentration Index + (09:16:41, 24 September 2020)
- Gini Index + (11:16:28, 15 June 2021)
- Category:Model Validation + (09:01:08, 27 March 2019)
- Category:Model Development + (12:00:48, 19 November 2019)
- Data Sourcing + (09:28:58, 5 January 2022)
- Category:Country Risk + (09:49:16, 30 September 2017)
- Category:Crossborder Finance + (15:27:54, 1 October 2017)
- Political Risk + (13:43:26, 8 November 2021)
- Frequently Asked Questions + (21:30:13, 8 March 2021)
- Category:Regulation + (19:10:04, 8 September 2020)
- Category:Large Exposures + (18:32:38, 29 May 2017)
- Large Exposures Framework + (12:25:05, 27 May 2019)
- Category:Portfolio Risk Models + (13:04:44, 19 November 2019)
- Category:Pillar II + (10:32:50, 26 March 2021)
- Category:Sector Concentration + (18:22:33, 29 May 2017)
- Category:Risk Concentration + (17:27:54, 29 May 2017)
- Sector Concentration Measurement + (21:43:31, 27 January 2020)
- Category:Banking + (19:02:40, 8 September 2020)
- Category:ALM + (18:21:23, 29 May 2017)
- Category:Risk Analysis + (15:52:03, 16 February 2020)
- Static Pool Analysis + (10:33:27, 10 June 2021)
- Property:Foaf:knows + (09:30:31, 4 September 2018)
- Property:Foaf:homepage + (09:30:31, 4 September 2018)
- Property:Owl:differentFrom + (09:30:31, 4 September 2018)
- Category:Imported vocabulary + (22:58:58, 4 September 2018)
- Category:Pages with ignored display titles + (22:57:53, 4 September 2018)
- Property:Foaf:name + (09:30:31, 4 September 2018)
- Category:Financial Product + (13:54:56, 8 October 2019)
- Bank Account + (12:58:30, 8 October 2019)
- Category:Loan Valuation + (19:02:06, 29 May 2017)
- Loan Valuation + (12:10:03, 29 March 2021)
- Physical Damage + (13:10:47, 10 August 2021)
- Employment Practices + (09:49:53, 22 June 2021)
- External Fraud + (13:27:07, 8 February 2020)
- Category:Risk Elements + (13:57:54, 15 March 2019)
- Category:Operational Risk + (12:12:01, 8 February 2020)
- Internal Fraud + (12:13:24, 4 October 2021)
- Advanced Features + (10:27:16, 16 May 2020)
- Category:Credit Risk + (16:11:11, 25 June 2019)
- Credit Risk Hierarchy + (12:54:58, 24 February 2020)
- Category:General + (19:07:24, 8 September 2020)
- License + (10:41:28, 5 September 2018)
- Confusion Matrix + (13:08:17, 5 September 2020)
- Category:Pages with broken file links + (19:10:24, 29 May 2017)
- ALM Manager + (11:50:36, 1 December 2022)
- Asset and Liability Management + (11:50:51, 1 December 2022)
- Repayments Of Borrowings + (11:51:27, 1 December 2022)
- Behavioural Risk + (11:56:53, 1 December 2022)
- Amortization Schedule + (11:58:35, 1 December 2022)
- Burnout + (13:08:12, 1 December 2022)
- Category:Prepayment Risk Models + (13:19:21, 1 December 2022)
- Thrift Institution + (13:46:48, 1 December 2022)
- Weighted Average Life + (14:00:20, 1 December 2022)
- Absolute Prepayment Rate + (14:01:22, 1 December 2022)
- Absolute Prepayment Rate Formula + (14:02:23, 1 December 2022)
- Single Month Mortality + (14:03:42, 1 December 2022)
- Seasoning + (14:05:12, 1 December 2022)
- Refinancing Incentive + (14:31:57, 1 December 2022)
- Structural Credit Models + (14:33:01, 1 December 2022)
- Reduced Form Models + (14:34:39, 1 December 2022)
- Maturity Equivalent PSA + (14:36:56, 1 December 2022)
- Public Securities Association + (14:39:24, 1 December 2022)
- TAC Tranche + (14:40:16, 1 December 2022)
- FFIEC Down Prepay Speed + (14:41:01, 1 December 2022)
- FFIEC Up Prepay Speed + (14:41:31, 1 December 2022)
- Pass Through MBS Instrument + (14:44:05, 1 December 2022)
- Option Adjusted Spread + (14:52:07, 1 December 2022)
- Curtailment Amount Applicability + (14:53:45, 1 December 2022)
- Curtailment + (14:56:19, 1 December 2022)
- Loan Pool Prepayment Model + (15:38:52, 1 December 2022)
- Prepayment Risk Model + (15:40:31, 1 December 2022)
- Prepayment Risk Monitoring + (15:51:12, 1 December 2022)
- ALM Models + (15:51:46, 1 December 2022)
- Prepayment Option + (16:20:05, 1 December 2022)
- Prepayment Risk + (16:53:01, 1 December 2022)
- Commodity Risk + (13:44:45, 15 January 2023)
- Category:Contractual Risks + (13:54:28, 15 January 2023)
- Electricity Climate Risk Mitigation Criteria + (14:13:37, 15 January 2023)
- ESG Factors + (14:14:39, 15 January 2023)
- Energy Access + (15:22:59, 15 January 2023)
- Energy Concentration Risk + (16:11:23, 15 January 2023)
- Category:Pension Risk + (13:56:55, 16 January 2023)
- Risk Taxonomy + (14:01:46, 16 January 2023)
- FM SFLP.Reference Pool ID + (13:14:31, 17 January 2023)
- FM SFLP.Master Servicer + (13:14:36, 17 January 2023)
- FM SFLP.UPB at Issuance + (13:14:39, 17 January 2023)
- FM SFLP.Origination Date + (13:14:42, 17 January 2023)
- FM SFLP.Months to Amortization + (13:15:00, 17 January 2023)
- FM SFLP.Repurchase Date + (13:15:05, 17 January 2023)
- FM SFLP.Unscheduled Principal Current + (13:15:08, 17 January 2023)
- FM SFLP.Original List Start Date + (13:15:18, 17 January 2023)
- FM SFLP.Original List Price + (13:15:19, 17 January 2023)
- FM SFLP.Current List Start Date + (13:15:20, 17 January 2023)
- FM SFLP.Current List Price + (13:15:20, 17 January 2023)
- FM SFLP.Next Payment Change Date + (13:15:39, 17 January 2023)
- FM SFLP.Index + (13:15:39, 17 January 2023)
- Category:FM SFLP Template + (13:18:41, 17 January 2023)
- FM SFLP.Mortgage Insurance Cancellation Indicator + (15:35:10, 17 January 2023)
- FM SFLP.Scheduled Principal Current + (16:09:48, 17 January 2023)
- FM SFLP.ARM Cap Structure + (16:25:35, 17 January 2023)
- FM SFLP.ARM Plan Number + (16:26:38, 17 January 2023)
- Guarantor + (13:55:31, 2 February 2023)
- Personal Dated Facts + (13:57:18, 2 February 2023)
- Property Valuer + (13:57:41, 2 February 2023)
- Agency MBS Deal + (13:58:11, 2 February 2023)
- Pool Backed Security Issuer + (13:58:43, 2 February 2023)
- Zero Coupon And Original Issue Discount Bond Call Terms + (13:59:11, 2 February 2023)
- Open Risk Data Providers + (14:00:39, 2 February 2023)
- Fannie Mae + (14:05:16, 2 February 2023)
- EBA NPL Template + (14:20:24, 3 February 2023)
- Category:Business Models + (10:36:38, 10 February 2023)
- Business Model Risk + (14:35:02, 10 February 2023)
- Category:Business Model Risk Ontology + (14:36:11, 10 February 2023)
- Business Process Model + (14:37:19, 10 February 2023)
- Business Model Risk Ontology + (14:38:02, 10 February 2023)
- Customer Segmentation + (14:38:21, 10 February 2023)
- Competitors + (14:39:26, 10 February 2023)
- Cost Structure + (14:39:35, 10 February 2023)
- Key Partnerships + (14:39:44, 10 February 2023)
- Key Activities + (14:39:58, 10 February 2023)
- Key Resources + (14:40:08, 10 February 2023)
- Revenue + (14:40:18, 10 February 2023)
- Customer Relationship + (14:40:31, 10 February 2023)
- Value Proposition + (14:40:56, 10 February 2023)
- Risk Type + (11:49:48, 13 February 2023)
- Master Data Table + (11:29:38, 21 February 2023)
- Credit Network + (14:18:47, 22 February 2023)
- Temporal Grid + (16:47:54, 22 February 2023)
- Loan Portfolio Management + (10:09:11, 27 February 2023)
- Credit Servicing + (16:15:44, 2 March 2023)
- Credit Origination + (16:15:58, 2 March 2023)
- Credit Life Cycle + (16:16:33, 2 March 2023)
- Category:Credit Life Cycle + (16:16:48, 2 March 2023)
- NPL Life Cycle + (16:17:16, 2 March 2023)
- Category:Loan Phases + (16:20:02, 2 March 2023)
- Forbearance + (16:21:19, 2 March 2023)
- Debt Collection + (16:21:58, 2 March 2023)
- Foreclosure + (16:22:23, 2 March 2023)
- Payment Schedule + (16:52:11, 2 March 2023)
- Prepayment + (16:53:36, 2 March 2023)
- Category:Loans Events + (16:53:54, 2 March 2023)
- Scheduled Payment + (14:18:57, 6 March 2023)
- Contractual Cash Flows + (14:22:49, 6 March 2023)
- Credit Data + (17:15:21, 6 March 2023)
- Credit Scoring Models + (13:41:31, 7 March 2023)
- Counterparty Group + (14:18:28, 11 March 2023)
- Statistical Models + (14:21:40, 11 March 2023)
- FM SFLP.Borrower Credit Score At Issuance + (14:23:57, 11 March 2023)
- FM SFLP.Co-Borrower Credit Score At Issuance + (14:27:44, 11 March 2023)
- FM SFLP.Co-Borrower Credit Score Current + (16:05:57, 11 March 2023)
- FM SFLP.Borrower Credit Score Current + (16:07:39, 11 March 2023)
- FM SFLP.Original Interest Rate + (16:22:47, 11 March 2023)
- FM SFLP.Channel + (16:25:23, 11 March 2023)
- FM SFLP.Original Loan Term + (16:28:02, 11 March 2023)
- Federated Learning Glossary + (18:12:17, 17 March 2023)
- Overview of the Julia-Python-R Universe + (16:07:29, 31 March 2023)
- XBRL Attribute + (11:13:48, 28 April 2023)
- XBRL Abstract Concept + (11:16:43, 28 April 2023)
- XBRL Hypercube + (11:28:29, 28 April 2023)
- XBRL Arc + (11:34:28, 28 April 2023)
- XBRL Axis + (12:51:39, 28 April 2023)
- XBRL Balance + (12:53:43, 28 April 2023)
- XBRL Block Tag + (13:02:07, 28 April 2023)
- XBRL Calculation Linkbase + (13:09:36, 28 April 2023)
- XBRL Conformance Suite + (13:12:25, 28 April 2023)
- XBRL Context + (13:13:14, 28 April 2023)
- XBRL Data Point + (13:14:17, 28 April 2023)
- XBRL Data Type + (13:17:07, 28 April 2023)
- XBRL Definition Linkbase + (13:22:30, 28 April 2023)
- XBRL Dimension Value + (13:24:44, 28 April 2023)