Index

 

  • Absolute capital allocation method
  • Absorption rate
  • Accuracy
    • of data
    • of models
  • Acquisitions and mergers
  • Adaptive control processes
  • Adjustable rate mortgages (ARMs)
  • Advanced Measurement Approach (AMA)
  • Age of loan
  • Aggregation
    • of capital
    • of operational risks
  • Allowance for loan and lease losses (ALLL)
  • Ambiguity effect
  • American-style options
  • Amortization
  • Analysis of risk
  • Analytic methods for credit portfolio
  • Analytic methods for credit portfolio assessment
  • Analytic VaR measurement
  • Appraisals
  • Area under the curve
  • Ask (contract)
  • Assessments. See also Stress testing
    • controls assessment
    • of credit portfolios
    • for operational risk management
    • penetration assessment tests
    • point-in-time (PIT)
    • for probability of default (PD)
    • quantitative
    • risk control self-assessments (RCSAs)
    • through-the-cycle (TTC)
  • Asset-backed commercial paper (ABCP)
  • Asset-Liability Committee Meeting (ALCO)
  • Asset-liability management (ALM)
  • Assets
    • deposits and
    • managing
    • over-relying on
    • selling
  • Asset targets
  • Associated resecuritizations
  • Attachment point
  • At-the-money (ATM) options
  • Audits
    • of loans approved
    • process of
    • risk management vs.
  • Automated underwriting systems (AUS)
  • Available-for-sale (AFS)

 

  • Back-end risk mitigation
  • Backward-looking risk analysis
  • Balance in risk outcomes
  • Balance sheet composition
  • Balance sheet optimization models
  • Bank for International Settlements
  • Bank holding companies
  • Bank letters of credit
  • Bank-specific scenarios
  • Basel Committee
  • Basel III standards
  • Basic Indicator Approach ...

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