It stands for effective expected positive exposure; a measure that is used to determine exposure at default (EAD) for OTC...

In the context of regulatory capital for counterparty credit risk (CCR), under the internal model method, regulatory multiplier (alpha) is...

In the context of regulatory capital for counterparty credit risk (CCR), under the internal model method, alpha is a multiplier...

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...

A bank’s total available stable funding (ASF) is the portion of its capital and liabilities that is stable beyond the...

It stands for available stable funding; a bank’s total available stable funding (ASF) is the portion of its capital and...

A bilateral agreement whereby one party, the seller, sells a financial asset to another party, the buyer, to the effect...