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Banking

NGR

It stands for net-to-gross ratio; the ratio of the current net market value of open positions held between two counterparties...

Net-to-Gross Ratio

The ratio of the current net market value of open positions held between two counterparties related to the current gross...

Bank Transfer

A form of electronic payment that involving sending money directly from one bank account to another, via a clearing house....

Wire Transfer

An electronic transfer of funds that is conducted via a network run by banks and transfer service agencies around the...

RWAE

It stands for RWA adjusted for the equivalent capital deductions; a measure of the value of risk-weighted assets that is...

RWA Adjusted for the Equivalent Capital Deductions

A measure of the value of risk-weighted assets that is adjusted to a set of regulatory capital deductions corresponding to...

RSF

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

Required Stable Funding

The amount of funding an entity (e.g., a bank) requires taking into consideration the liquidity profile and residual maturities of...

Bank Rate

The interest rate that a central bank pays to commercial banks for their deposits with it. It may also implies...

Regulatory Downturn LGD

A measure of downturn loss given default (downturn LGD) that accounts for regulatory capital requirements for banks in order to...