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From Open Risk Manual
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  • where SMM refers to [[Single Month Mortality]], which measures the percentage of funds prepaid in a given month expressed as a percentage [[Category:Prepayment Risk]] ...
    925 bytes (131 words) - 16:02, 1 December 2022
  • ...ment''' is used in the assignment of exposures to the grades or pools of a risk model Institutions may use human judgement in the application of risk model in the following cases: ...
    5 KB (744 words) - 14:41, 6 September 2020
  • ...d credit risk. This approach is usually termed [[Risk Based Pricing]] (non-risk based pricing policies have also been used historically) ...that may involve other costs and risk elements (funding costs, pre-payment risk, other operational costs). A profit margin (or discount) will connect the e ...
    6 KB (812 words) - 14:41, 1 September 2020
  • ...pertains specificaly to a rising cost of labor. The consumer price index measures movements in prices of a fixed basket of goods and services purchased by a == Risk Management == ...
    3 KB (496 words) - 15:53, 6 December 2021
  • ...c impact warrants principled investigation and (where possible) mitigating measures. * Existential risks are generally the extreme [[Tail Risk]] of known phenomena and risks, where the extrapolation to much higher seve ...
    3 KB (436 words) - 10:04, 18 March 2024
  • * Assess Healthcare Users' Risk For Harm * Evaluate Psychological Health Measures ...
    2 KB (272 words) - 12:08, 26 February 2021
  • ...ng degrees of scope overlap: ''Technology Risk'', ''Cybercrime'', ''Cyber Risk'', [[Information Security | ''Infosecurity'']] == IT Risk Taxonomy == ...
    3 KB (367 words) - 19:25, 25 September 2021
  • For the purpose of measuring credit portfolio or market [[Concentration Risk]], diversity or inequality metrics the '''concentration ratio''' is a measu for example credit or market risk concentrations. ...
    5 KB (815 words) - 11:26, 17 May 2024
  • ...essible and usable on demand by an authorised entity. It is a metric which measures the percentage, normally computed over a periodical basis (such as a month) [[Category:Cyber Risk]] ...
    865 bytes (122 words) - 14:43, 17 March 2020
  • ...apply proportionality measures in their jurisdictions. In most cases, such measures are applied to banks that represent a relatively small share of total banki ...ng the intensity of on- and off-site examinations, requirements related to risk management controls and governance, and supervisory stress tests.</p> ...
    3 KB (419 words) - 11:49, 26 March 2021
  • For the purpose of measuring credit portfolio or market [[Concentration Risk]] (e.g., name, sector or geographic risk), diversity or inequality metrics, the '''Herfindahl-Hirschman Index (HHI)' ...
    6 KB (901 words) - 11:24, 17 May 2024
  • * Apply Health Psychological Measures * Psychological Treatment Measures ...
    4 KB (489 words) - 12:44, 26 February 2021
  • ...of models already deployed (in operation), whereby the [[Model Performance Measures | model performance]] may deteriorate to the point of the model not being a Model decay and failure applies to both risk models and valuation/pricing models. Both classes of models fail when they ...
    2 KB (257 words) - 17:18, 3 November 2019
  • ...or more intense monitoring. This is typically for the purpose of better [[Risk Management]], but potentially also as a means to identify upside opportunit ...and monitoring</ref>, watch lists are an essential element of the [[Credit Risk Monitoring]] framework: ...
    2 KB (253 words) - 12:36, 16 September 2021
  • ...Damage''' (Also ''Damage to Physical Assets'' and ''Systems Risk'') is the risk of unexpected financial or reputational loss from damage to [[Physical Infr It is a recognized risk category in regulatory frameworks worldwide (Basel II standards). ...
    2 KB (219 words) - 15:10, 10 August 2021
  • ...anking Supervision]] on May 2012 in the [[:Category:BCBS Risk Management | Risk Management]] category. ...sets out a revised market risk framework and proposes a number of specific measures to improve trading book capital requirements. These proposals reflect the C ...
    4 KB (559 words) - 13:06, 16 April 2021
  • ...the precise elements involved depend significantly on the nature of the [[Risk Model | models]] being validated, the context and importance of [[Model Usa * How much [[Intrinsic Model Risk]] is there (alternative possible models, hidden assumptions) ...
    2 KB (225 words) - 11:34, 15 September 2021
  • ...regulated central counterparties. Strengthening the use of these and other measures would help limit the market impact of a bank failure.</p> <li>Recommendation 3: Convergence of national resolution measures</li> ...
    4 KB (549 words) - 11:44, 26 March 2021
  • ...on January 1997 in the [[:Category:BCBS Interest Rate Risk | Interest Rate Risk]] category. ''Consultative document - Principles for the management of interest rate risk''. ...
    2 KB (318 words) - 11:45, 26 March 2021
  • == Open Risk Data Classification == ...ikipedia.org/wiki/Open_data Open Data] license. This entry classifies open risk data along various dimensions ...
    3 KB (426 words) - 11:58, 24 June 2020
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