1. General credit risk adjustments

2. SA General credit risk adjustments

3. Specific alowances for credit risk

4. General alowances for credit risk

5. (ii) Specific and general credit risk adjustments;

6. Specific credit risk adjustments and positions treated similarily

7. Credit risk adjustments/write-offs for observed new defaults

8. (-) IRB shortfall of credit risk adjustments to expected losses

9. RASA = the total amount of specific credit risk adjustments;

10. Accumulated changes in fair value due to credit risk

11. XCelerit technology helped us boost a complex credit risk computation

12. Accumulated negative value adjustments on LOCOM assets - credit risk induced

13. 1.1.1.13 (-) IRB shortfall of credit risk adjustments to expected losses

14. Prime Borrower: Someone who is considered a below-average credit risk

15. Aggregation of market and credit risk into the summary risk indicator

16. Drawing up mathematical and statistical calculations for credit risk analysis (scoring)

17. Sales financing and credit risk insurance, factoring, purchasing of accounts receivable

18. Accumulated impairment or Accumulated changes in fair value due to credit risk

19. Software for financial analysis, credit risk control and fraud prevention and management

20. Excluding commercial credit risk analysis and management software for the financial institutions

21. The point at which credit risk becomes exchange-rate/redenomination risk is ambiguous.

22. Accumulated impairment, accumulated changes in fair value due to credit risk and provisions

23. The credit risk equivalent of the derivative contracts was estimated at $3.3 trillion.

24. Accumulated impairment, accumulated changes in fair value due to credit risk and provisions*

25. Creating software for carrying out mathematical statistical calculations for credit risk analysis (scoring)

26. (i) a description of the type of specific and general credit risk adjustments;

27. Reconstruction and optimization of state - owned commercial line of credit risk control system.

28. Accumulated negative changes in fair value due to credit risk on non-performing exposures

29. 3 This paper mainly research Copula theory and its using in credit risk management.

30. Benga provides the modular components you need to quickly build a complete credit-risk infrastructure

31. IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures

32. There is no concentration of accounts receivable and, therefore, there is no significant credit risk.

33. Why Annaly Capital Is Allocating More Money to Credit Credit risk is becoming more attractive

34. Typicalapplications include market segmentation, customer profiling, fraud detection, evaluation of retail promotions, and credit risk analysis.

35. the exposure value before taking into account the effect of the credit risk mitigation, when applicable;

36. Using option pricing method article obtained a new pricing model of convertible bond with credit risk.

37. Specific credit risk adjustments and recoveries recorded directly to the income statement shall be disclosed separately.

38. 4 IRB excess (+) or shortfall (–) of specific credit risk adjustments to expected losses for defaulted exposures

39. Risks to a factor include: Counter-party credit risk related to clients and risk-covered debtors.

40. 4 IRB excess (+) or shortfall (-) of specific credit risk adjustments to expected losses for defaulted exposures

41. Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures

42. Credit derivative: A contract that transfers credit risk from a protection buyer to a credit protection seller.

43. Non-performing exposures - Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions

44. (b) the exposure value before taking into account the effect of the credit risk mitigation, when applicable;

45. SOFR Academy’s credit risk adjustment index, AXI, should not be lumped together with others such as Bsby

46. (vi) credit risk to each counterparty is aggregated to arrive at a single legal exposure across transactions.

47. The escrow account has exposure to the following financial risks: credit risk, liquidity risk and market risk.

48. 8 It's helpful for the enterprise to avoid commercial credit risk and ensure to receive the payment.

49. (i) the reconciliation of changes in the specific and general credit risk adjustments for impaired exposures, shown separately.

50. The tables below show the maximum exposure to credit risk without taking into account any collateral (in EUR) :

51. This item includes the general credit risk adjustments that are eligible for inclusion in T2 capital, before cap.

52. If you are already considered a credit risk by a bank, a secured loan might be your only alternative.

53. The Gini coefficient is sometimes used for the measurement of the discriminatory power of rating systems in credit risk management.

54. The Jarrow-Turnbull model was the first model of credit risk that explicitly had random interest rates at its core.

55. LIBOR and CSRs – like Bsby, BYI, Ameribor and Markit – include a credit risk component, whereas SOFRs are nearly risk free

56. Other adjustments to arrive at fair value (eg for counterparty credit risk) are not included in the term ‘bid-ask spread’.

57. Other adjustments to arrive at fair value (e.g. for counterparty credit risk) are not included in the term bid-ask spread

58. Exposure to credit risk is managed through regular analysis of the ability of borrowers to meet interest and capital repayment obligations

59. The multitude of functions include repos, tri-party, Collateral outsourcing, Collateral arbitrage, Collateral tax treatment, cross-border Collateralization, credit risk, counterparty

60. Other adjustments to arrive at fair value (e.g. for counterparty credit risk) are not included in the term ‘bid-ask spread’.

61. Exposure to credit risk is managed through regular analysis of the ability of borrowers to meet interest and capital repayment obligations.

62. 20 The clearing house is also protected from excessive credit risk through the operation of a system of daily price limits.

63. It started with things like assessing credit risk from loan applications, sorting the mail by reading handwritten characters from zip codes.

64. ECSC's exposure to credit risk is managed through regular analysis of the ability of borrowers to meet interest and capital repayment obligations.

65. CDOs, like all asset-backed securities, enable the originators of the underlying assets to pass credit risk to another institution or to individual investors.

66. The Communities take on exposure to credit risk, which is the risk that a counterparty will be unable to pay amounts in full when due

67. A non-recourse factor assumes the "credit risk" that an account will not collect due solely to the financial inability of account debtor to pay.

68. Taxpayers bear many risks but credit risk is one best left to bankers, however ineptly they may have dealt with it in the recent past.

69. Through the demonstration, we draw a conclusion that the system based on cash flow information can reflect the real credit risk than the traditional system.

70. Extending the scope of the credit risk and accounting information reported is particularly important in terms of financial stability analysis and such data will also be useful for prudential supervision purposes.

71. Under national GAAP based on BAD, it shall include specific and general allowance for credit risk, as well as the general allowance for banking risk where it reduces the carrying amount of debt instruments.

72. The Andorran banks' loan books account for between 36% and 46% of total assets and mostly comprise domestic retail loans (largely retail mortgages) as well as private banking Lombard loans backed by securities, and credit risk in the loan book stems primarily from the domestic retail and commercial loan books.

73. Arbitrages in a Progressive Enlargement Setting (Anna Aksamit, Tahir Choulli, Jun Deng and Monique Jeanblanc) Credit Risk: Pricing Credit Derivatives with a Structural Default Model (Sébastien Hitier and Ying Zhu) Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Stéphane Crépey) Dynamic One-default Model (Shiqi Song)

74. Le Comité de Bâle publie, ce jour, ses Recommandations relatives au risque de crédit et à la comptabilisation des pertes de crédit Attendues.Ce document remplace les recommandations du Comité publiées à ce sujet en 2006 (Sound credit risk assessment and valuation for loans, juin 2006).Il définit, en onze principes, les attentes des autorités de contrôle à l'égard des banques en ce