A measure of downturn loss given default (downturn LGD) that accounts for regulatory capital requirements for banks in order to...
A set of adjustments that are made to a bank's regulatory capital (e.g., CET-1 capital) to account for the effect...
A set of adjustments that are made to a bank's regulatory capital (e.g., CET-1 capital) to account for the effect...
An acronym for risk asset ratio; a measure of total regulatory capital as a percentage of risk-weighted assets (RWAs). In...
A measure of total regulatory capital as a percentage of risk-weighted assets (RWAs). In other words, it reflects the amount...
An impairment allowance that is defined and set by a regulatory authority. By nature impairment allowances are created for impairment...
The portion of total deposits that the banks (private or commercial) are required to maintain with the central bank in...
An entity that is in charge of managing a country's currency (and broadly, money supply), credit and interest rates. It...
In general, a reserve (specifically, a commercial bank reserve) is a monetary amount that is created and put aside in...
The situation that arises when a regulator considers a bank to be no longer viable (point of non-viability, PONV), setting...