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...

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...

It stands for capital adequacy ratio; a ratio that determines a bank's capacity to meet its liabilities and encounter certain...

An acronym for risk asset ratio; a measure of total regulatory capital as a percentage of risk-weighted assets (RWAs). In...

It stands for probability of default; in connection with the risk of default (associated with a loan or a credit...