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

It stands for RWA adjusted for the equivalent capital deductions; a measure of the value of risk-weighted assets that is...

A measure of the value of risk-weighted assets that is adjusted to a set of regulatory capital deductions corresponding to...

It stands for required stable funding; the amount of funding an entity (e.g., a bank) requires taking into consideration the...

The amount of funding an entity (e.g., a bank) requires taking into consideration the liquidity profile and residual maturities of...

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...