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AT1 Capital Instrument

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

AT1 Instrument

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

PONV Condition

The condition of point of non-viability (PoNV) requires that all additional tier-1 capital instruments (AT1 instruments) and tier-2 capital instruments...

TTLM

It stands for tranche thickness loss multiple; in relation to a tranche and tranche thickness, it is the loss coverage...

PONV

It stands for point of non-viability; a situation where a bank or other regulated institutions experience serious financial stress due...

CAPM

Introduced by Jack Treynor (1961, 1962), William Sharpe (1964), John Lintner (1965) and Jan Mossin (1966) independently, and capitalized on...

AT1

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

CT-1 Capital

It stands for core tier-1 capital; a bank's or financial institution's capital that is made up of its equity capital...

NCO

It stands for net charge-off; the difference between the amount of gross charge-offs (GCO), or simply charge-offs, and any recoveries...

FCDO

It stands for forward-starting CDO; a single-tranche CDO (an exotic CDO product) with a premium starting at a pre-specified time…