A measure of common equity tier 1 (CET-1) that represents gross common equity tier 1 (net of prudential filters) after...

A measure of minority interest that represents the proportion of excess capital of a subsidiary that relates to third parties...

A claim, contingent claim or position (short or long) which carries a risk of financial loss (and its corresponding revenue...

Equity risk is a type of risk that reflects the possibility of changes in the market price of equities or...

It stands for economic capital; an internal measure of the capital (risk capital) that an entity is required to maintain...

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.,...