Risks not in value at risk (VaR) are those risks/ risk factors that are not captured or covered by VaR....

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

An acronym for designated as at fair value through profit and loss; designating an item as at fair value through...

An acronym for net stable funding ratio; the ratio of available stable funding, ASF, (at disposal of an entity) to...

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

It stands for net interest income; the difference between interest receivable on financial assets classified as loans and receivables or...

An acronym for too big to fail; a bank, an insurance firm, or any type of financial institution that are...

It stands for contingent capital note; a type of contingent convertible (CoCo)- contingent convertible bond- that is designed to automatically...

A statistical expression or function that determines the probabilities of occurrence of different possible outcomes for a continuous random variable,...

In accounting, GL stands for general ledger; a bookkeeping ledger in which accounting figures (related to transactions and events) are...