It stands for net-to-gross ratio; the ratio of the current net market value of open positions held between two counterparties...
The ratio of the current net market value of open positions held between two counterparties related to the current gross...
A form of electronic payment that involving sending money directly from one bank account to another, via a clearing house....
An electronic transfer of funds that is conducted via a network run by banks and transfer service agencies around the...
It stands for RWA adjusted for the equivalent capital deductions; a measure of the value of risk-weighted assets that is...
A measure of the value of risk-weighted assets that is adjusted to a set of regulatory capital deductions corresponding to...
It stands for required stable funding; the amount of funding an entity (e.g., a bank) requires taking into consideration the...
The amount of funding an entity (e.g., a bank) requires taking into consideration the liquidity profile and residual maturities of...
The interest rate that a central bank pays to commercial banks for their deposits with it. It may also implies...
A measure of downturn loss given default (downturn LGD) that accounts for regulatory capital requirements for banks in order to...