A loan that carries a very high risk of default (100% probability of default), with the worst credit grade on...
A measure of downturn loss given default (downturn LGD) that accounts for regulatory capital requirements for banks in order to...
A measure of common equity tier-1 (CET-1) that represents core tier-1 capital net of minority interest in core tier 1....
An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...
An allowance (provision) that is created by a bank for potential impairment losses (that may arise from the loans and...
It stands for loan to deposit ratio; the ratio of loans extended to customers carried at amortized cost net of...
A measure of common equity tier 1 (CET-1) that represents core tier-1 capital net of minority interest in core tier...
A measure of common equity tier-1 (CET-1) that represents core tier-1 capital net of minority interest in core tier 1....
The ratio of loans extended to customers carried at amortized cost net of provisions for impairment losses and excluding reverse...
A set of adjustments that are made to a bank's regulatory capital (e.g., CET-1 capital) to account for the effect...