INDEX

  1. 4 Ps

 

  1. acceptance financing
  2. accrual pricing
  3. active credit score
  4. Additional Tier 1 (AT1)
    1. capital
    2. instrument requirements
    3. issuances
  5. adjusted Nelson-Siegel (adjusted N-S) approach
  6. Advanced Measurement Approach (AMA)
  7. aftercare
  8. alternative investments
  9. annual coupons, payment
  10. annual effective rate (AER)
  11. annualised percentage rate (APR)
  12. annuity,
    1. pension
  13. approvals
  14. arbitrage
  15. arrears
  16. asset and liability committee (ALCO)
    1. best practice guidelines
    2. book
    3. deposit/product pricing committee
    4. forward agenda
    5. governance best-practice principles
    6. governance framework, improvement
    7. membership
    8. mission
    9. organisation structure
    10. policy approval process
    11. principles/responsibilities
    12. reference terms
    13. reporting
    14. subcommittee
    15. usage
  17. asset classes
    1. risk profile
    2. usage
  18. asset encumbrance policy
  19. asset-backed bonds
  20. asset-backed commercial paper (ABCP)
  21. asset-backed securities (ABSs)
    1. finance, contrast
  22. asset-liability management (ALM)
    1. bank report
    2. centralised clearing, relationship
    3. desk
    4. discipline
    5. gap
    6. policies
    7. process
    8. purposes
    9. report, proposal
    10. smile
  23. assets
    1. duration
    2. encumbrance
    3. growth
    4. impairment
    5. prepayment options
    6. securitisation
    7. writing strategy, risk appetite statement (consistency)
  24. available capital
  25. Available Stable Funding (ASF) factors

 

  1. back-up facility
  2. balance sheet
    1. liability side
    2. objectives
    3. risk management
    4. stress
  3. Balance Sheet Management Committee (BSMCO)
  4. bank business model
    1. strategy, relationship
  5. bank capital
    1. treatment
  6. Bank for International Settlements (BIS)
  7. bank liquidity
    1. principles
    2. report
    3. risk, measurement
  8. Bank of England (BoE)
  9. bank strategy
    1. dynamic process
    2. setting
  10. banker’s acceptances
  11. banking
    1. activities
    2. business
    3. model, capital (relationship)
    4. products
    5. risks, categorisation
    6. services
    7. vanilla commercial banking products
  12. banking book
    1. interest-rate risk
  13. bankruptcy
  14. banks
    1. analysis ratios
    2. balance sheet
    3. bank-specific requirements (target state), definition
    4. bills
    5. black box approaches, usage
    6. borrowing
    7. buffer requirement, Basel III basis
    8. capital structure, Basel III compliance
    9. cost-income ratios
    10. credit approval, ratings
    11. factors, cash flow sensitivity
    12. financial objectives
    13. funding/lending strategies
    14. income statement, components
    15. interest-rate risk in the banking book (IRRBB) hedge structure
    16. internal funding arrangement
    17. internal ratings
    18. internal yield curve, construction
    19. liabilities structure
    20. NII, sensitivity
    21. non-interest-bearing liabilities
    22. operating costs
    23. P&L, components
    24. policy standard, setting
    25. price takers
    26. RARoC target, application
    27. strategic plan, elements/evaluation
    28. stress resilience, confidence (maintenance)
    29. supervision
  15. base case capital projection
  16. base case scenario projection
  17. Basel Committee
    1. principles
  18. Basel committee, banking book interest-rate risk (high-level principles)
  19. Basel I, Standardised Approach
  20. Basel III
    1. BCBS 189
    2. capital buffers, impact
    3. liquidity metrics
    4. rules, issuance
  21. Basel liquidity metrics, implications
  22. Basic Indicator Approach (BIA)
  23. basis
    1. management
    2. risk
  24. behavioural tenor
  25. benchmark
  26. Best Estimate of Expected Losses (BEEL)
  27. best-practice bank supervision processes
  28. best-practice liquidity risk management framework
  29. bid-offer price
  30. bid-offer spreads
  31. bills
  32. black box approaches, usage
  33. bonds
    1. dirty price
    2. maturity, relative value (indication)
    3. quote availability
  34. bootstrapping
  35. borrower deterioration
  36. borrower of funds
  37. borrowing rate
  38. breakeven principle
  39. brokers, screen (example)
  40. bullet, meaning
  41. business
    1. line funding, usage
    2. line profit
    3. model, capital (relationship)
    4. planning
    5. requests, rubber stamp
    6. units, portfolio review
  42. buy-sell

 

  1. cap/floor risk
    1. management
  2. capital
    1. allocation
    2. available capital
    3. banking model, relationship
    4. base case capital projection
    5. business model, relationship
    6. calculations
    7. capital-light growth opportunities
    8. considerations
    9. cost
    10. efficiency, improvement
    11. framework, Basel III framework basis
    12. funding, relationship
    13. initial capital assessment
    14. liability structure
    15. liquidity, difference (understanding)
    16. markets
    17. plans
    18. rate, cost
    19. regulation
    20. requirement
    21. resource management
    22. sources
    23. structure considerations
    24. surplus/deficit
    25. targets
  3. capital adequacy
    1. securing
    2. stress testing, relationship
  4. capital buffers
    1. assessment
    2. mixed approach, assessment
  5. Capital Conservation Buffer (CCB)
  6. capital management
    1. policy
    2. risk taxonomy
    3. strategy
  7. capital Planning Buffer (CPB)
  8. Capital Requirements Directive IV (CRDIV)
    1. capital buffers
  9. Capital Requirements Regulation (CRR)
  10. cash flows
    1. multiple cash flows
    2. net present value (NPV)
    3. perpetual cash flows
    4. sensitivity
  11. cash hedges
  12. cash matching
  13. cash products
  14. cash reserves
  15. cash-driven transaction
  16. central bank counterparty
  17. centralised clearing, ALM (relationship)
  18. certificates of deposit (CDs)
    1. issuance
    2. purchase
  19. CET1
  20. challenger banks
  21. checking accounts
  22. churn
  23. classic repo
  24. clean deposits
  25. clean price
  26. clearing banks
  27. client risk
  28. closed form analytical approximations, Monte Carlo simulation (contrast)
  29. collared range accrual deposit
  30. collateral
    1. amounts/value, monitoring
    2. collection
    3. concentrations, monitoring/limiting
    4. funding, management
    5. general collateral (GC) trade
    6. liquidity
    7. management
    8. negotiation/dependence
    9. provision
    10. value, volatility
  31. collateralisation
  32. collateralised loan
  33. collection items
  34. commercial banks
    1. balance sheet, representation
    2. deposit
  35. commercial bills
  36. commercial letter of credit
  37. commercial mortgage, risk weight
  38. commercial paper (CP)
    1. debt securities
    2. issuance
    3. programme liability profile
  39. commercial real estate (CRE)
    1. assets, concentration
    2. RW% calculation
  40. commissions
  41. common analytics function (CAF)
  42. Common Reporting (COREP) (EU)
  43. comparative advantage
  44. competitive landscape
  45. competitor action
  46. complaint response
  47. compound interest
  48. compounding
    1. effect
  49. concentration report
  50. conduct risk
  51. constitutional weakness
  52. consumer default/debt counseling
  53. consumer loan vintage analysis
  54. contingency funding plan (CFP)
  55. contingent liabilities
  56. continuous liquidity
  57. contract period
  58. contractual maturity ladder
  59. conventional swap rates, calculation
  60. core equity Tier 1 capital
  61. core liabilities
  62. corporate banking product tenor behaviour
  63. corporate bonds/loans, priorities
  64. corporate customer commercial bank, risk-weighted assets calculation
  65. corporate debt
  66. corporate finance project appraisal
  67. corporate governance, examination
  68. corporate governance, test
  69. corporate lending pricing (screen)
  70. corporate loans
  71. cost of associated regulatory capital (CRC)
  72. cost of funds (COF)
  73. cost to income ratio
  74. counter-cyclical buffer (CCyB)
  75. counterparty
    1. risk
  76. Counterparty Credit Risk (CCR)
  77. covenants
  78. covering costs
  79. credit
    1. assessment
    2. availability
    3. concentration risk
    4. credit-supported commercial paper
    5. facilities, ELGD estimation methods
    6. intermediation
    7. limits
    8. loss distribution
    9. process
    10. security bond
    11. spread, investor premium (role)
  80. credit cards
  81. Credit Conversion Factors (CCFs)
    1. risk classification
  82. Credit Default Swaps (CDSs), usage
  83. credit rating
    1. considerations
  84. credit risk
    1. assessment
    2. exposure, reduction
    3. indicators
    4. measuring/monitoring
    5. organisational structures
    6. portfolio credit risk management
    7. regulatory capital (calculation), internal ratings (usage)
  85. Credit Support Annexe (CSA)
  86. Credit Valuation Adjustment (CVA)
  87. cross currency swaps (CCSs)
    1. MtM PV simulations
  88. cross-border lending, default events/measures
  89. cross-border trade transactions
  90. cross-rates
  91. cumulative gap
  92. cumulative liquidity model
  93. currencies, money market year base (usage)
  94. customer
    1. behaviour, cash flow sensitivity
    2. credit risk
    3. interface, products (contrast)
    4. knowledge
    5. requirements
    6. service
  95. cut-offs

 

  1. data quality
  2. day-count base
  3. days remaining
  4. deal structuring/rating
  5. dealer-issued paper (dealer paper)
  6. debt
    1. interest exposure
    2. levels, serviceability
    3. market instruments, yield (setting)
    4. restructuring
    5. securities, issuance
  7. Debt Service Coverage Ratio (DSCR)
  8. debt value adjustment (DVA)
  9. debt/EBITDA ratio
  10. default
    1. curves
    2. intensity (hazard rate)
    3. probability. see probability of default.
  11. defaulted assets, counterparty risk parameters
  12. delinquency data
  13. delivery-vs-payment basis (DVP)
  14. demand deposits
  15. deposits
    1. product analysis
  16. derivatives
    1. book
    2. funding policy
    3. hedges
    4. liabilities/assets
    5. portfolio maturity
    6. risks
  17. dirty price
  18. discount basis
  19. discount factors
  20. discount function (DF)
  21. discount rates
  22. discount, trading
  23. discounting
  24. distance to default
  25. diversification, elements
  26. dividend policy
  27. downturn LGD, bank calculation
  28. drawdown profile
  29. due diligence
  30. duration gap

 

  1. early redemption risk
  2. economic capital demand, risk-weighted assets (relationship)
  3. economic loss
  4. Economic Value Added (EVA)
  5. economic value of equity (EVE) sensitivity
  6. effective interest rates
  7. efficiency ratios
  8. eligible banker’s acceptance
  9. EONIA
  10. equities
  11. Euribor
  12. Euro-CDs
  13. eurocommercial paper
  14. Europe securitisation, originators/asset classes (usage)
  15. European Central Bank (ECB)
  16. European commercial banking group
  17. European universal banking institution
  18. Eurozone AAA sovereign bond yield curve
  19. excess return
  20. excess spread
  21. exchange cross-rates
  22. Executive Credit Committee
  23. Executive Management Committee (ExCo)
  24. exotics, exposures
  25. expected exposure at default (EAD)
  26. expected loss given default (ELGD)
  27. expected losses
  28. expected negative exposure (ENE)
  29. expected positive exposure (EPE)
  30. exponential function
  31. exposure at default (EAD)
  32. external credit rating agencies
  33. extrapolation

 

  1. facilities/accounts (transactions)
  2. facility risk/maturity
  3. Fair, Isaac and Company (FICO), credit scoring system
  4. federal funds (fed funds)
  5. financial analysis
  6. Financial Conduct Authority (FCA), launch/behaviour
  7. financial engineering techniques
  8. Financial Services Authority (FSA)
  9. financial services, marketing
  10. financial statements/ratios
  11. FinTech
  12. firm liquidity pricing (FLP)
  13. first leg (opening leg)
  14. fit-for-purpose internal FTP process, implementation
  15. fixed coupons, receiving
  16. fixed maturity products, treatment
  17. fixed-rate assets/liabilities, floating-rate assets/liabilities (net hedge)
  18. fixed-rate interest
  19. fixed-rate loans
  20. fixed-rate mortgage offer, timeline
  21. fixed-rate payer
  22. fixed-rate payments, differences
  23. fixing date
  24. floating payment
  25. floating-floating swaps
  26. floating-rate assets/liabilities, fixed-rate assets/liabilities (net hedge)
  27. floating-rate interest
  28. floating-rate loans
  29. floating-rate payer
  30. foreign exchange (FX)
    1. bank level risks
    2. interest day base, knowledge
    3. rates
    4. trader
  31. forward borrowing requirement, hedging
  32. forward contract (forward)
  33. forward contract (forward) rate
  34. forward cross-rates
  35. forward exchange rates
  36. forward gap
  37. forward outright
  38. forward rate agreement (FRA)
    1. contracts, series
    2. example
  39. forward start yield, calculation
  40. forward swaps
  41. forward transaction
  42. forward-forwards
  43. forward-looking capital assessment
  44. full marginal cost (FMC) pricing
  45. Fundamental Review of the Trading Book (FRTB) rules, Basel III implementation
  46. funding
    1. capital, relationship
    2. concentration
    3. cost
    4. gap
    5. position
    6. requirement (hedging), OIS swap (usage)
    7. rollover
    8. source report
    9. structures
    10. total funding report
    11. valuation adjustment
  47. funding risk per basis point (FR01)
  48. Funding Valuation Adjustment (FVA)
  49. funds transfer price (FTP)
    1. corporate bank regime
    2. curve
    3. fit-for-purpose internal FTP process, implementation
    4. template regimes
    5. wholesale bank regime
  50. funds, borrower
  51. future value (FV)
  52. future yield levels, acting (indicator)
  53. futures (derivatives type)

 

  1. gap analysis
  2. gap risk
    1. management
  3. gaps
    1. analysis
    2. early detection
    3. income
    4. limits
    5. profile
  4. GBP swap curves
  5. general collateral (GC)
  6. geographical region, limits
  7. Gilt yields/strip yields
  8. Global Master Repurchase Agreement (GMRA) agreement
  9. globally systemically important institutions (G-SIFIs)
  10. going concern basis
  11. government securities/exposure
  12. Group ALCO (GALCO)
  13. group entity (obligor)
  14. Group Treasury (GT)
    1. function
    2. liaison
  15. growth, generation
  16. guarantees

 

  1. haircut
  2. hazard rate
  3. HBOS, failure
  4. hedging
    1. policy
  5. high-quality liquid assets (HQLAs), portfolio (management)
  6. high-yield bonds
  7. historical recoveries, basis
  8. hurdle RARoCs, setting

 

  1. IAS 39, usage
  2. ICE Benchmark Administration (IBA), currency basis
  3. ICE LIBOR
  4. IFRS 9, usage
  5. impaired assets
  6. impairment
    1. default, contrast
  7. implied 1-year rates
  8. implied market LGD
  9. implied TLP, extractione
  10. incremental gap
  11. incurred loss model
  12. Individual Capital Guidance (ICG)
  13. individual liquidity adequacy assessment process (ILAAP)
    1. best practice
    2. framework
    3. policy
    4. stress testing
  14. individual obligor, limit category
  15. industrial sector, limits
  16. inflation
  17. information technology (IT) systems
  18. initial capital assessment
  19. initial margin
  20. instant access basis
  21. inter-bank counterparty
  22. inter-entity lending report
  23. interbank lending rates
  24. interbank liquidity crisis
  25. interest
    1. basis mismatch hedging, OIS instrument (usage)
    2. day base, knowledge
    3. fixed rate, notional sum
    4. income
    5. present value/future value
  26. interest rates
    1. conventions
    2. effective interest rates
    3. expectations
    4. exposure
    5. hedging tools
    6. increase
    7. interest-rate derivative instruments, pricing
    8. interest-rate risk, generation
    9. level
    10. movements, product volume sensitivity
    11. shock, scenarios
    12. simulations
    13. term structure
  27. interest-bearing current account
  28. interest-rate gap
  29. interest-rate risk
    1. high-level principles
  30. interest-rate risk in the banking book (IRRBB)
    1. bank hedge structure
    2. hedging efficiency, improvement
    3. UK commercial bank IRRBB reporting
  31. interest-rate swaps (IRSs)
  32. intermediation
  33. Internal Capital Adequacy Assessment Process (ICAAP)
    1. documentation requirements
    2. explanation
    3. governance process
    4. implementation
    5. internal management tool
    6. management responsibility
    7. planning process
    8. process
    9. production/approval process, steps
    10. quality
    11. requirements
    12. risk types, incorporation
    13. stress testing framework, example
    14. three-level scenario
  34. internal capital assessment
    1. case study
    2. components
  35. internal core competencies
  36. internal estimates, benchmarking
  37. internal liquidity adequacy assessment (ILAA)
  38. internal rate of return (IRR)
  39. internal ratings
  40. internal risk rating criteria, usage
  41. internal yield curve construction process, repair
  42. International Capital Market Association (ICMA), Global Master Repo Agreement
  43. International Swap Dealer Association (ISDA)
  44. interpolation
  45. intra-day liquidity
  46. intra-day throughput
  47. inventory
  48. investment-grade borrowers, corporate bonds/loans (priorities)
  49. investor premium, role

 

  1. Japan, central bank (negative base interest-rate monetary policy)
  2. judgemental maturities

 

  1. key control indicators (KCIs)
  2. key performance indicators (KPIs)
  3. key risk indicators (KRIs)
  4. know your risk principle/dictum
  5. known maturities

 

  1. labour supply/relations, industry characteristics
  2. leadership commitment
  3. least squares (OLS) method
  4. legal documentation, usage
  5. legal due diligence
  6. legal opinions
  7. legal treatment
  8. lending rate
  9. lending, credit risk involvement
  10. letter of credit (LoC)
  11. letter of indemnity
  12. Level 1 risk taxonomy
  13. leverage
    1. ratio
  14. leveraged loan
  15. liabilities
    1. activities, generation
    2. liquidity value
    3. strategies
  16. licences
  17. life assurance companies
  18. line of credit
  19. linearity
  20. linking strategy
  21. liquid asset buffer (LAB)
    1. hedging
  22. liquid assets
  23. liquidity
    1. asset buffer
    2. capital, difference (understanding)
    3. policy
    4. provider
    5. ratios
    6. reporting
    7. requirements
    8. sources
    9. stress scenario/testing
  24. liquidity coverage ratio (LCR)
  25. liquidity risk
    1. explanation
    2. management
  26. liquidity risk factor (LRF)
  27. liquidity supervisory review and evaluation process (L-SREP)
  28. liquidity transfer pricing (LTP)
  29. loan
    1. agreement
    2. collateralised loan
    3. loss, provisions
    4. origination process standards
    5. portfolio, diversification
    6. product optionality
    7. review mechanism, establishment
    8. security
    9. workout, process (devising)
  30. Loan Equivalents
  31. Loan Life Coverage Ratio (LLCR)
  32. Loan to Value Ratio (LTV)
  33. loan-deposit ratio (LDR)
  34. loan-to-deposit ratio (LTD)
  35. loan-to-value percentages
  36. lognormal distributions
  37. London Clearing House (LCH), OIS discounting usage
  38. London Interbank Offered Rate (Libor/LIBOR)
    1. fixed-rate interest, relationship
    2. overnight Libor-based income, receiving
    3. tenor
  39. London subsidiary, regime (implementation)
  40. long-dated customer funding, raising
  41. long-dated tenor
  42. long-run strategy, usages
  43. loss
    1. data thresholds/allocation/events
    2. leader product
  44. Loss Distribution Approach (LDA)
  45. loss given default (LGD)

 

  1. macro-level credit limits
  2. macro/micro market environment
  3. macroeconomic deterioration
  4. managed rate products, treatment
  5. margin
  6. marginal gap
  7. market
    1. clustering
    2. market implied probability of default
    3. rates
    4. risk, absence
    5. share
    6. spot curve
  8. market LGD
  9. market-driven maturities
  10. marketing
  11. master plan
  12. material integrated risk assessment (MIRA)
    1. material risks
  13. material risks, assessment
  14. maturity
    1. gap, models
    2. schedule time buckets
    3. transformation
  15. maximum distributable amount (MDA)
  16. Media, usage
  17. message, consistency
  18. minimum internal/external rating criteria
  19. mismatch risk
  20. modified duration
  21. money
    1. borrowing
    2. nearness
  22. money markets
    1. deposits
    2. securities
    3. year base (365 days), usage
    4. yield curve
  23. money transmission account (MTA)
  24. Monte Carlo simulation
    1. closed form analytical approximations, contrast
  25. monthly saver accounts
  26. mortgage portfolio
  27. mortgage transaction, support
  28. mortgage-backed bonds
  29. multiple cash flows

 

  1. negotiable CDs
  2. Nelson-Siegel (N-S) family/model
  3. net interest income (NII)
    1. sensitivity
    2. volatility, reduction
  4. net interest margin (NIM)
    1. sensitivity, example
    2. volatility, reduction
  5. net present value (NPV)
  6. net profit less the cost of use of economic capital (NIACC)
  7. net stable funding ratio (NSFR)
  8. netting
  9. nominal value, calculation
  10. non-defaulting counterparties
  11. non-deliverable forwards
  12. non-interest bearing liabilities (non-int) (NIBL)
  13. non-interest-bearing balances, treatment
  14. non-interest-bearing current account
  15. non-retail exposures
  16. non-traded market risk (NTMR), assessment method
  17. Northern Rock
    1. case study
    2. CDS price history
    3. funding types
  18. not taken up (NTU) rates
  19. notes
  20. notional sum
  21. notional value
  22. notional, term (usage)

 

  1. obligation, priority (determination)
  2. observed spot curve
  3. off-balance-sheet
    1. items
  4. on-balance-sheet netting
  5. on-demand overdraft
  6. one-fours FRA
  7. operating (non-interest) expenses
  8. operating costs
  9. operational deposit
  10. operational risk
    1. capital allocation
    2. capital requirements
    3. distribution assumptions/data integration
    4. elimination
    5. failure
    6. indicators
    7. Loss Distribution Approach (LDA)
    8. losses
    9. management framework
    10. standardised approach
    11. tolerance
  11. Operational Risk Management Committees
  12. option(s) risk
  13. options
  14. Ordinary Least Squares (OLS)
  15. over-the-counter (OTC) derivatives
  16. overcollateralisation
  17. overdraft, distinctions
  18. Overnight Index Swaps
  19. overnight interest-rate swaps
  20. overnight roll
  21. overnight-index swap (OIS)
  22. own-asset securitisation transaction, issues

 

  1. Pan European Credit Data Consortia (PECDC)
  2. par yield curve, extraction
  3. parallel shift
  4. parametric methods
  5. Pareto distributions
  6. Paris Club restructure data
  7. pay fixed swap hedge, amortisation
  8. payment guarantee
  9. peer group analysis
  10. pension funds
  11. performance
    1. bond
    2. metrics
    3. triggers
  12. periodic gap
  13. perpetual cash flows
  14. perpetuity
  15. personal loans
  16. Pillar II (Basel II), limits (incorporation)
  17. Pillar IIA operational risk
  18. Pillar IIA/Pillar IIB
  19. pip
  20. pipeline risk
    1. management
  21. pivotal shift
  22. Point-in-Time (PIT) migration
  23. point-in-time capital assessment Pillar I/IIA
  24. policy exceptions, volume
  25. political risks, industry characteristics
  26. portfolio credit risk management
  27. position management
  28. post transaction close
  29. Potential Future Exposure (PFE)
  30. preference shares
  31. prepayment risk
    1. management
  32. prepayment trends
  33. present value (PV)
    1. multiple discounting, usage
  34. preset contingencies
  35. press, usage
  36. price setting
  37. price takers
  38. price volatility
  39. pricing, factors
  40. prime CDs
  41. prime rate
  42. priority waterfall
  43. probability of default (PD)
    1. estimation
    2. margin, factor
    3. market implied probability of default
    4. usage
  44. product
    1. credit risk measurement
  45. Product, Price, Promotion, Place (4 Ps)
  46. products
  47. profit and loss (P&L) report
  48. profit margins, industry characteristics
  49. profitability
  50. profits
  51. project management
  52. property bridge finance
  53. proprietary knowledge
  54. provisioning, policy setting
  55. provisions
  56. Prudential Regulatory Authority (PRA)
  57. PSA/ISMA GRMA
  58. public records

 

  1. qualitative factors
  2. qualitative input/model validation
  3. quality perception

 

  1. radio, usage
  2. rating agency confirmations
  3. rating agency due diligence
  4. ratios, formulae/description
  5. RBS credit-risky curve, extraction
  6. RBS Financial Markets, euro quote
  7. recovery rate (RR)
  8. reference interest fixing rate
  9. reference rate
  10. regulatory add-ons
  11. regulatory capital
    1. calculation, internal ratings (usage)
    2. requirements
  12. reinvestment risk, avoidance
  13. repurchase agreement (repo)
  14. Required Stable Funding (RSF) factors
  15. reserves
  16. retail bank FTP regime
  17. retail banking asset-liability interconnection
  18. retail customer commercial bank, risk-weighted assets calculation
  19. retail exposures
  20. retail mortgage
    1. interest rate
    2. risk weight
  21. retail portfolio
  22. Retail Price Index (RPI) data
  23. retained earnings
  24. return on assets (ROA)
  25. Return on Capital (RoC)
  26. Return on Equity (RoE)
  27. Return on Risk-Weighted Assets (RoRWA)
  28. returns
    1. targets
  29. Reuters dealing system, usage
  30. revenue offset
  31. reverse repo
  32. revolving credit facility (RCF)
  33. revolving line of credit
  34. revolving period
  35. risk
    1. allocation
    2. default
    3. exposure, measurement
    4. hedging
    5. indicators
    6. limits
    7. quantification
    8. risk-adjusted loan pricing
    9. risk-adjusted ratios, calculation
    10. taxonomy
    11. trends, assessment
    12. weight, NPL
  36. risk appetite
    1. statement, template
  37. risk management
    1. strengthening
  38. risk weighting percentage (RW%)
  39. risk-adjusted capital (RAC)
  40. risk-adjusted return on capital (RARoC)
  41. risk-adjusted return on equity (RARoE)
  42. risk-free curves
  43. risk-free yield
  44. risk-risk-free interest rate
  45. risk-weighted asset (RWA)
    1. calculation, summary
    2. credit
    3. economic capital demand, relationship
    4. value
  46. risk-weighted assets (RWA)
  47. risky asset portfolio
  48. risky curves
  49. run-off risk

 

  1. S-form
  2. sales volume, maximisation
  3. savings deposit (non-instant access)
  4. second leg (closing leg)
  5. secondary markets, proceeds
  6. sector concentrations (SRC)
  7. secured obligation
  8. securities
    1. trading house, funding mix/reporting implementation
  9. securitisable assets
  10. securitisation
  11. security interest, perfecting
  12. sell/buyback
  13. settlement date
  14. settlement rates
  15. settlements
  16. share capital, treatment
  17. shareholder value, increase
  18. short-date forwards, production
  19. short-dated yield curve
  20. short-term capital
  21. short-term funding, requirement
  22. short-term government repo rate
  23. short-term interest-rate futures, trading
  24. simple interest
  25. simulation
    1. analysis
    2. modeling
  26. Singapore dollars
  27. single name concentration (SNC)
  28. Small to Medium Enterprise (SME)
    1. credit exposures
    2. loans, credit RWAs
    3. supporting factor
  29. social media, usage
  30. South African Reserve Bank (SARB)
  31. special (repo rate)
  32. special purpose vehicle (SPV)
  33. specialised lending
  34. specific collateral
  35. specimen interest-rate gap
  36. spline methods
  37. spot exchange rates
  38. spot FX trade
  39. spot yields
  40. stakeholders, expectations
  41. Standard & Poor’s (S&P) LossStat
  42. Standby letter of credit
  43. start-up loan
  44. static interest-rate gap report
  45. statistical methods, usage
  46. sterling market day-count basis (actual/365)
  47. stock collateral
  48. stock driven transaction
  49. stock lending
  50. stock loan
  51. strategic ALM
  52. strategic balance sheet objectives
  53. strategic metrics
  54. strategic planning process
  55. strategy
    1. bank business model, relationship
    2. development, considerations
  56. stress
    1. management actions
    2. scenarios
  57. stress testing
    1. approaches
    2. capital adequacy, relationship
    3. types, application
  58. stress tests
  59. structural balance sheet hedging, application
  60. structured bonds
  61. structured deposit
  62. structured hedge fund derivatives desk
  63. sub-investment-grade borrowers, corporate bonds/loans (priorities)
  64. subordinated debt
  65. subordination
  66. subprime-lending restrictions
  67. substitute products, threat
  68. supervisory review process (SRP) (SREP)
    1. bilateral SREP process
  69. supplier power, industry characteristics
  70. supranational debt
  71. surplus domestic currency deposits, exchange
  72. survival curves
  73. Svensson discount functione
  74. Svensson extension, usage
  75. swap and overnight index (SONIA) swap yield curves
  76. swaps
    1. derivatives type
    2. exposures
    3. mark-to-market (MtM) value
    4. total return swap
  77. SWIFT, usage
  78. syndicated loan

 

  1. target rate of return
  2. technological change, impact
  3. tender bond (bid bond)
  4. tenor
  5. term assets, financing
  6. term liquidity premium (TLP)
    1. calculation
  7. term loan
  8. term structure
  9. term-based liability
  10. term-sheet, building
  11. theoretical zero-coupon (spot) yield curve
  12. Through-the-Cycle (TtC) migration
  13. Through-the-Cycle (TtC) PD
  14. through-the-cycle asset origination standards process
  15. Tier 1 capital/Tier 2 capital
    1. issuances
  16. Tier 2 (T2)
    1. instrument requirements
  17. time deposits
  18. time-specific obligations
  19. total liquidity requirement
  20. total return swap
  21. trade bills
  22. trade date
  23. trade finance
  24. trade lines
  25. trading book
    1. market risks
  26. trading income
  27. trading losses
  28. traditional ALM
  29. training, objectives/scope
  30. transaction
    1. launch/close
    2. regulatory approvals/opinions
    3. risk-reward profile
  31. Treasury bills (T-bills)
  32. two-way bid-offer price

 

  1. U-form
  2. UK banks
    1. customer funding gap
    2. funding
    3. liquidity ratios
    4. NIMs
  3. UK interest rates, volatility
  4. UK sterling market, year base/interest calculation
  5. uncollateralised derivatives net position FTP pricing
  6. undated bonds
  7. underlying assets
  8. underwriting standards
  9. unexpected losses
  10. United Kingdom (UK)
    1. banking licence application “challenge session” agenda
    2. commercial bank IRRBB reporting
    3. multinational integrated bank
    4. securities/derivatives trading house

     

  11. unsecured term loan
  12. US commercial paper, eurocommercial paper (comparison)
  13. US dollar market
  14. US maturity mismatch add-on
  15. use test
    1. satisfaction

     

  16. value date
  17. Value-at-Risk (VaR)
    1. technique, usage
  18. vanilla commercial bank, example
  19. vanilla commercial banking products
  20. vanilla interest-rate swap
  21. vanilla product
  22. vanilla securitisation structure
  23. variable rate products, treatment
  24. variation margin
  25. vintage analysis

 

  1. warranty obligations guarantee
  2. watch list, creation
  3. weighted average asset encumbrance
  4. weighted average cost of funds (WACF)
  5. working capital
    1. requirement
  6. workout LGD
  7. workout process

 

  1. yield basis
  2. yield curve
    1. calculation, illustrations
    2. internal yield curve construction process, repair
    3. risk
    4. yield-to-maturity (YTM) yield curve
    5. yield-to-redemption yield curve
    6. zero-coupon yield curve
  3. yield to maturity (YTM)

 

  1. zero-coupon bondholders, reinvestment risk avoidance
  2. zero-coupon bonds
  3. zero-coupon interest rate
  4. zero-coupon yield curve
  5. zero-coupon yields
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