A measure that is used to determine exposure at default (EAD) for OTC derivatives under a bank's internal model method....

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...

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...

An acronym for too big to fail; a bank, an insurance firm, or any type of financial institution that are...

A bank, an insurance firm, or any type of financial institution that are identified by a regulatory authority as potentially...

It stands for contingent capital note; a type of contingent convertible (CoCo)- contingent convertible bond- that is designed to automatically...