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Net CET-1

A measure of common equity tier 1 (CET-1) that represents gross common equity tier 1 (net of prudential filters) after...

Net Common Equity Tier 1

A measure of common equity tier 1 (CET-1) that represents gross common equity tier 1 (net of prudential filters) after...

COR

It stands for cost of risk; a measure of credit quality (for a bank or financial institution) that constitutes the...

Cost of Risk

A measure of credit quality (for a bank or financial institution) that constitutes the ratio of provisions recognized by a...

Coverage Ratio

A ratio that relates expected credit loss (ECL) to impairment provisions as a percentage of loans. The ratio captures the...

Additional Tier-1 Security

Additional tier-1 (AT-1) securities are hybrid instruments that rank between common equity tier-1 (CET-1) and subordinated debt (tier 2). Banks...

AT-1 Security

It stands for additional tier-1 security; additional tier-1 (AT-1) securities are hybrid instruments that rank between common equity tier-1 (CET-1)...

Credit Quality

Broadly speaking, the credit quality of a bank is its financial solvency as manifested in its ability to continue its...

EAD

It stands for exposure at default; a measure of a bank's exposure to losses arising from defaulting loans. It represents...

Exposure at Default

A measure of a bank's exposure to losses arising from defaulting loans. It represents the total amount of potential losses...