In the context of regulatory capital for counterparty credit risk (CCR), under the internal model method, alpha is a multiplier...

A bank’s total available stable funding (ASF) is the portion of its capital and liabilities that is stable beyond the...

It stands for available stable funding; a bank’s total available stable funding (ASF) is the portion of its capital and...

Additional tier-1 (AT-1) securities are hybrid instruments that rank between common equity tier-1 (CET-1) and subordinated debt (tier 2). Banks...

It stands for additional tier-1 security; additional tier-1 (AT-1) securities are hybrid instruments that rank between common equity tier-1 (CET-1)...

It stands for additional tier-1 bond; a capital instrument that is subject to specific terms and conditions for eligibility as...

A capital instrument that belongs to that bank's capital raised and created to absorb losses on a going-concern basis, although...

It stands for additional tier-1 capital instrument; a capital instrument that belongs to that bank's capital raised and created to...

It stands for additional tier-1 capital; a layer of capital whereby an entity can absorb losses on a going-concern basis,...

A layer of capital whereby an entity can absorb losses on a going-concern basis, although its instruments (AT1 instruments) do...