A category of risks that comprises traded market risk, foreign exchange risk and commodity risk. For example, traded market risk...

It stands for minimum conditional value at risk (minimum conditional VaR); a method of calculating conditional value at risk (conditional...

It stands for non-performing loan; a loan that carries a very high risk of default (100% probability of default), with...

It stands for downturn loss given default; a measure of loss given default (LGD) that captures the worst level reached...

It stands for loan to deposit ratio; the ratio of loans extended to customers carried at amortized cost net of...

A measure of common equity tier 1 (CET-1) that represents gross common equity tier 1 (net of prudential filters) after...

It stands for economic capital; an internal measure of the capital (risk capital) that an entity is required to maintain...

It stands for economic capital; an internal measure of the capital (risk capital) that an entity is required to maintain...

It stands for credit risk mitigation; the process that is implemented to reduce the credit risk of an exposure (e.g.,...

It stands for cost of risk; a measure of credit quality (for a bank or financial institution) that constitutes the...