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Regulatory Adjustment

A set of adjustments that are made to a bank's regulatory capital (e.g., CET-1 capital) to account for the effect...

Loan Deposit Ratio

The ratio of loans extended to customers carried at amortized cost net of provisions for impairment losses and excluding reverse...

Regulatory Adjustments

A set of adjustments that are made to a bank's regulatory capital (e.g., CET-1 capital) to account for the effect...

Net CET-1

A measure of common equity tier 1 (CET-1) that represents gross common equity tier 1 (net of prudential filters) after...

EC

It stands for economic capital; an internal measure of the capital (risk capital) that an entity is required to maintain...

Net Common Equity Tier 1

A measure of common equity tier 1 (CET-1) that represents gross common equity tier 1 (net of prudential filters) after...

Excess Minority Interest

A measure of minority interest that represents the proportion of excess capital of a subsidiary that relates to third parties...

Exposure

A claim, contingent claim or position (short or long) which carries a risk of financial loss (and its corresponding revenue...

Difference Between Equity Risk and Equity Price Risk

Equity risk is a type of risk that reflects the possibility of changes in the market price of equities or...

ECap

It stands for economic capital; an internal measure of the capital (risk capital) that an entity is required to maintain...