A type of risk that reflects the possibility of changes in the market price of equities or equity instruments arising...
An internal measure of the capital (risk capital) that an entity is required to maintain to ensure that it remains...
A type of risk that arises in connection with a credit spread. It is the risk that the value of...
Credit risk is defined as the risk arising from potential financial losses due to the failure of a customer (borrower,...
It stands for credit risk mitigation; the process that is implemented to reduce the credit risk of an exposure (e.g.,...
The process that is implemented to reduce the credit risk of an exposure (e.g., investment, instrument, contract, etc.) by using...
The date that is set out in the terms of a financial instrument on which the last payment or receipt...
It stands for cost of risk; a measure of credit quality (for a bank or financial institution) that constitutes the...
A measure of credit quality (for a bank or financial institution) that constitutes the ratio of provisions recognized by a...
A ratio that relates expected credit loss (ECL) to impairment provisions as a percentage of loans. The ratio captures the...