Filter by Categories
Accounting
Banking

Countercyclical Capital Buffer

A precautionary risk management tool (part of the Basel III agreement) that is used to promote the build-up of capital...

Credit Risk of Bonds

The credit risk that is associated with, or resulting from, bonds. It measures the ability of a bond issuer to...

Conjectural Wrong Way Risk

A type of wrong way risk (WWR) that comes into play because of general market risk factors (macroeconomic factors) affecting...

Cash Flow Mapping

An interest risk management procedure in which the cash flows of a specific claim are assigned or mapped to a...