It stands for contingent capital note; a type of contingent convertible (CoCo)- contingent convertible bond- that is designed to automatically...
A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...
In accounting, GL stands for general ledger; a bookkeeping ledger in which accounting figures (related to transactions and events) are...
It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...
It stands for non-performing loan; a loan that carries a very high risk of default (100% probability of default), with...
It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...
It stands for loan to deposit ratio; the ratio of loans extended to customers carried at amortized cost net of...
It stands for economic capital; an internal measure of the capital (risk capital) that an entity is required to maintain...
It stands for credit risk mitigation; the process that is implemented to reduce the credit risk of an exposure (e.g.,...
It stands for cost of risk; a measure of credit quality (for a bank or financial institution) that constitutes the...