INDEX
- 4 Ps
- acceptance financing
- accrual pricing
- active credit score
- Additional Tier 1 (AT1)
- capital
- instrument requirements
- issuances
- adjusted Nelson-Siegel (adjusted N-S) approach
- Advanced Measurement Approach (AMA)
- aftercare
- alternative investments
- annual coupons, payment
- annual effective rate (AER)
- annualised percentage rate (APR)
- annuity,
- pension
- approvals
- arbitrage
- arrears
- asset and liability committee (ALCO)
- best practice guidelines
- book
- deposit/product pricing committee
- forward agenda
- governance best-practice principles
- governance framework, improvement
- membership
- mission
- organisation structure
- policy approval process
- principles/responsibilities
- reference terms
- reporting
- subcommittee
- usage
- asset classes
- risk profile
- usage
- asset encumbrance policy
- asset-backed bonds
- asset-backed commercial paper (ABCP)
- asset-backed securities (ABSs)
- finance, contrast
- asset-liability management (ALM)
- bank report
- centralised clearing, relationship
- desk
- discipline
- gap
- policies
- process
- purposes
- report, proposal
- smile
- assets
- duration
- encumbrance
- growth
- impairment
- prepayment options
- securitisation
- writing strategy, risk appetite statement (consistency)
- available capital
- Available Stable Funding (ASF) factors
- back-up facility
- balance sheet
- liability side
- objectives
- risk management
- stress
- Balance Sheet Management Committee (BSMCO)
- bank business model
- strategy, relationship
- bank capital
- treatment
- Bank for International Settlements (BIS)
- bank liquidity
- principles
- report
- risk, measurement
- Bank of England (BoE)
- bank strategy
- dynamic process
- setting
- banker’s acceptances
- banking
- activities
- business
- model, capital (relationship)
- products
- risks, categorisation
- services
- vanilla commercial banking products
- banking book
- interest-rate risk
- bankruptcy
- banks
- analysis ratios
- balance sheet
- bank-specific requirements (target state), definition
- bills
- black box approaches, usage
- borrowing
- buffer requirement, Basel III basis
- capital structure, Basel III compliance
- cost-income ratios
- credit approval, ratings
- factors, cash flow sensitivity
- financial objectives
- funding/lending strategies
- income statement, components
- interest-rate risk in the banking book (IRRBB) hedge structure
- internal funding arrangement
- internal ratings
- internal yield curve, construction
- liabilities structure
- NII, sensitivity
- non-interest-bearing liabilities
- operating costs
- P&L, components
- policy standard, setting
- price takers
- RARoC target, application
- strategic plan, elements/evaluation
- stress resilience, confidence (maintenance)
- supervision
- base case capital projection
- base case scenario projection
- Basel Committee
- principles
- Basel committee, banking book interest-rate risk (high-level principles)
- Basel I, Standardised Approach
- Basel III
- BCBS 189
- capital buffers, impact
- liquidity metrics
- rules, issuance
- Basel liquidity metrics, implications
- Basic Indicator Approach (BIA)
- basis
- management
- risk
- behavioural tenor
- benchmark
- Best Estimate of Expected Losses (BEEL)
- best-practice bank supervision processes
- best-practice liquidity risk management framework
- bid-offer price
- bid-offer spreads
- bills
- black box approaches, usage
- bonds
- dirty price
- maturity, relative value (indication)
- quote availability
- bootstrapping
- borrower deterioration
- borrower of funds
- borrowing rate
- breakeven principle
- brokers, screen (example)
- bullet, meaning
- business
- line funding, usage
- line profit
- model, capital (relationship)
- planning
- requests, rubber stamp
- units, portfolio review
- buy-sell
- cap/floor risk
- management
- capital
- allocation
- available capital
- banking model, relationship
- base case capital projection
- business model, relationship
- calculations
- capital-light growth opportunities
- considerations
- cost
- efficiency, improvement
- framework, Basel III framework basis
- funding, relationship
- initial capital assessment
- liability structure
- liquidity, difference (understanding)
- markets
- plans
- rate, cost
- regulation
- requirement
- resource management
- sources
- structure considerations
- surplus/deficit
- targets
- capital adequacy
- securing
- stress testing, relationship
- capital buffers
- assessment
- mixed approach, assessment
- Capital Conservation Buffer (CCB)
- capital management
- policy
- risk taxonomy
- strategy
- capital Planning Buffer (CPB)
- Capital Requirements Directive IV (CRDIV)
- capital buffers
- Capital Requirements Regulation (CRR)
- cash flows
- multiple cash flows
- net present value (NPV)
- perpetual cash flows
- sensitivity
- cash hedges
- cash matching
- cash products
- cash reserves
- cash-driven transaction
- central bank counterparty
- centralised clearing, ALM (relationship)
- certificates of deposit (CDs)
- issuance
- purchase
- CET1
- challenger banks
- checking accounts
- churn
- classic repo
- clean deposits
- clean price
- clearing banks
- client risk
- closed form analytical approximations, Monte Carlo simulation (contrast)
- collared range accrual deposit
- collateral
- amounts/value, monitoring
- collection
- concentrations, monitoring/limiting
- funding, management
- general collateral (GC) trade
- liquidity
- management
- negotiation/dependence
- provision
- value, volatility
- collateralisation
- collateralised loan
- collection items
- commercial banks
- balance sheet, representation
- deposit
- commercial bills
- commercial letter of credit
- commercial mortgage, risk weight
- commercial paper (CP)
- debt securities
- issuance
- programme liability profile
- commercial real estate (CRE)
- assets, concentration
- RW% calculation
- commissions
- common analytics function (CAF)
- Common Reporting (COREP) (EU)
- comparative advantage
- competitive landscape
- competitor action
- complaint response
- compound interest
- compounding
- effect
- concentration report
- conduct risk
- constitutional weakness
- consumer default/debt counseling
- consumer loan vintage analysis
- contingency funding plan (CFP)
- contingent liabilities
- continuous liquidity
- contract period
- contractual maturity ladder
- conventional swap rates, calculation
- core equity Tier 1 capital
- core liabilities
- corporate banking product tenor behaviour
- corporate bonds/loans, priorities
- corporate customer commercial bank, risk-weighted assets calculation
- corporate debt
- corporate finance project appraisal
- corporate governance, examination
- corporate governance, test
- corporate lending pricing (screen)
- corporate loans
- cost of associated regulatory capital (CRC)
- cost of funds (COF)
- cost to income ratio
- counter-cyclical buffer (CCyB)
- counterparty
- risk
- Counterparty Credit Risk (CCR)
- covenants
- covering costs
- credit
- assessment
- availability
- concentration risk
- credit-supported commercial paper
- facilities, ELGD estimation methods
- intermediation
- limits
- loss distribution
- process
- security bond
- spread, investor premium (role)
- credit cards
- Credit Conversion Factors (CCFs)
- risk classification
- Credit Default Swaps (CDSs), usage
- credit rating
- considerations
- credit risk
- assessment
- exposure, reduction
- indicators
- measuring/monitoring
- organisational structures
- portfolio credit risk management
- regulatory capital (calculation), internal ratings (usage)
- Credit Support Annexe (CSA)
- Credit Valuation Adjustment (CVA)
- cross currency swaps (CCSs)
- MtM PV simulations
- cross-border lending, default events/measures
- cross-border trade transactions
- cross-rates
- cumulative gap
- cumulative liquidity model
- currencies, money market year base (usage)
- customer
- behaviour, cash flow sensitivity
- credit risk
- interface, products (contrast)
- knowledge
- requirements
- service
- cut-offs
- data quality
- day-count base
- days remaining
- deal structuring/rating
- dealer-issued paper (dealer paper)
- debt
- interest exposure
- levels, serviceability
- market instruments, yield (setting)
- restructuring
- securities, issuance
- Debt Service Coverage Ratio (DSCR)
- debt value adjustment (DVA)
- debt/EBITDA ratio
- default
- curves
- intensity (hazard rate)
- probability. see probability of default.
- defaulted assets, counterparty risk parameters
- delinquency data
- delivery-vs-payment basis (DVP)
- demand deposits
- deposits
- product analysis
- derivatives
- book
- funding policy
- hedges
- liabilities/assets
- portfolio maturity
- risks
- dirty price
- discount basis
- discount factors
- discount function (DF)
- discount rates
- discount, trading
- discounting
- distance to default
- diversification, elements
- dividend policy
- downturn LGD, bank calculation
- drawdown profile
- due diligence
- duration gap
- early redemption risk
- economic capital demand, risk-weighted assets (relationship)
- economic loss
- Economic Value Added (EVA)
- economic value of equity (EVE) sensitivity
- effective interest rates
- efficiency ratios
- eligible banker’s acceptance
- EONIA
- equities
- Euribor
- Euro-CDs
- eurocommercial paper
- Europe securitisation, originators/asset classes (usage)
- European Central Bank (ECB)
- European commercial banking group
- European universal banking institution
- Eurozone AAA sovereign bond yield curve
- excess return
- excess spread
- exchange cross-rates
- Executive Credit Committee
- Executive Management Committee (ExCo)
- exotics, exposures
- expected exposure at default (EAD)
- expected loss given default (ELGD)
- expected losses
- expected negative exposure (ENE)
- expected positive exposure (EPE)
- exponential function
- exposure at default (EAD)
- external credit rating agencies
- extrapolation
- facilities/accounts (transactions)
- facility risk/maturity
- Fair, Isaac and Company (FICO), credit scoring system
- federal funds (fed funds)
- financial analysis
- Financial Conduct Authority (FCA), launch/behaviour
- financial engineering techniques
- Financial Services Authority (FSA)
- financial services, marketing
- financial statements/ratios
- FinTech
- firm liquidity pricing (FLP)
- first leg (opening leg)
- fit-for-purpose internal FTP process, implementation
- fixed coupons, receiving
- fixed maturity products, treatment
- fixed-rate assets/liabilities, floating-rate assets/liabilities (net hedge)
- fixed-rate interest
- fixed-rate loans
- fixed-rate mortgage offer, timeline
- fixed-rate payer
- fixed-rate payments, differences
- fixing date
- floating payment
- floating-floating swaps
- floating-rate assets/liabilities, fixed-rate assets/liabilities (net hedge)
- floating-rate interest
- floating-rate loans
- floating-rate payer
- foreign exchange (FX)
- bank level risks
- interest day base, knowledge
- rates
- trader
- forward borrowing requirement, hedging
- forward contract (forward)
- forward contract (forward) rate
- forward cross-rates
- forward exchange rates
- forward gap
- forward outright
- forward rate agreement (FRA)
- contracts, series
- example
- forward start yield, calculation
- forward swaps
- forward transaction
- forward-forwards
- forward-looking capital assessment
- full marginal cost (FMC) pricing
- Fundamental Review of the Trading Book (FRTB) rules, Basel III implementation
- funding
- capital, relationship
- concentration
- cost
- gap
- position
- requirement (hedging), OIS swap (usage)
- rollover
- source report
- structures
- total funding report
- valuation adjustment
- funding risk per basis point (FR01)
- Funding Valuation Adjustment (FVA)
- funds transfer price (FTP)
- corporate bank regime
- curve
- fit-for-purpose internal FTP process, implementation
- template regimes
- wholesale bank regime
- funds, borrower
- future value (FV)
- future yield levels, acting (indicator)
- futures (derivatives type)
- gap analysis
- gap risk
- management
- gaps
- analysis
- early detection
- income
- limits
- profile
- GBP swap curves
- general collateral (GC)
- geographical region, limits
- Gilt yields/strip yields
- Global Master Repurchase Agreement (GMRA) agreement
- globally systemically important institutions (G-SIFIs)
- going concern basis
- government securities/exposure
- Group ALCO (GALCO)
- group entity (obligor)
- Group Treasury (GT)
- function
- liaison
- growth, generation
- guarantees
- haircut
- hazard rate
- HBOS, failure
- hedging
- policy
- high-quality liquid assets (HQLAs), portfolio (management)
- high-yield bonds
- historical recoveries, basis
- hurdle RARoCs, setting
- IAS 39, usage
- ICE Benchmark Administration (IBA), currency basis
- ICE LIBOR
- IFRS 9, usage
- impaired assets
- impairment
- default, contrast
- implied 1-year rates
- implied market LGD
- implied TLP, extractione
- incremental gap
- incurred loss model
- Individual Capital Guidance (ICG)
- individual liquidity adequacy assessment process (ILAAP)
- best practice
- framework
- policy
- stress testing
- individual obligor, limit category
- industrial sector, limits
- inflation
- information technology (IT) systems
- initial capital assessment
- initial margin
- instant access basis
- inter-bank counterparty
- inter-entity lending report
- interbank lending rates
- interbank liquidity crisis
- interest
- basis mismatch hedging, OIS instrument (usage)
- day base, knowledge
- fixed rate, notional sum
- income
- present value/future value
- interest rates
- conventions
- effective interest rates
- expectations
- exposure
- hedging tools
- increase
- interest-rate derivative instruments, pricing
- interest-rate risk, generation
- level
- movements, product volume sensitivity
- shock, scenarios
- simulations
- term structure
- interest-bearing current account
- interest-rate gap
- interest-rate risk
- high-level principles
- interest-rate risk in the banking book (IRRBB)
- bank hedge structure
- hedging efficiency, improvement
- UK commercial bank IRRBB reporting
- interest-rate swaps (IRSs)
- intermediation
- Internal Capital Adequacy Assessment Process (ICAAP)
- documentation requirements
- explanation
- governance process
- implementation
- internal management tool
- management responsibility
- planning process
- process
- production/approval process, steps
- quality
- requirements
- risk types, incorporation
- stress testing framework, example
- three-level scenario
- internal capital assessment
- case study
- components
- internal core competencies
- internal estimates, benchmarking
- internal liquidity adequacy assessment (ILAA)
- internal rate of return (IRR)
- internal ratings
- internal risk rating criteria, usage
- internal yield curve construction process, repair
- International Capital Market Association (ICMA), Global Master Repo Agreement
- International Swap Dealer Association (ISDA)
- interpolation
- intra-day liquidity
- intra-day throughput
- inventory
- investment-grade borrowers, corporate bonds/loans (priorities)
- investor premium, role
- Japan, central bank (negative base interest-rate monetary policy)
- judgemental maturities
- key control indicators (KCIs)
- key performance indicators (KPIs)
- key risk indicators (KRIs)
- know your risk principle/dictum
- known maturities
- labour supply/relations, industry characteristics
- leadership commitment
- least squares (OLS) method
- legal documentation, usage
- legal due diligence
- legal opinions
- legal treatment
- lending rate
- lending, credit risk involvement
- letter of credit (LoC)
- letter of indemnity
- Level 1 risk taxonomy
- leverage
- ratio
- leveraged loan
- liabilities
- activities, generation
- liquidity value
- strategies
- licences
- life assurance companies
- line of credit
- linearity
- linking strategy
- liquid asset buffer (LAB)
- hedging
- liquid assets
- liquidity
- asset buffer
- capital, difference (understanding)
- policy
- provider
- ratios
- reporting
- requirements
- sources
- stress scenario/testing
- liquidity coverage ratio (LCR)
- liquidity risk
- explanation
- management
- liquidity risk factor (LRF)
- liquidity supervisory review and evaluation process (L-SREP)
- liquidity transfer pricing (LTP)
- loan
- agreement
- collateralised loan
- loss, provisions
- origination process standards
- portfolio, diversification
- product optionality
- review mechanism, establishment
- security
- workout, process (devising)
- Loan Equivalents
- Loan Life Coverage Ratio (LLCR)
- Loan to Value Ratio (LTV)
- loan-deposit ratio (LDR)
- loan-to-deposit ratio (LTD)
- loan-to-value percentages
- lognormal distributions
- London Clearing House (LCH), OIS discounting usage
- London Interbank Offered Rate (Libor/LIBOR)
- fixed-rate interest, relationship
- overnight Libor-based income, receiving
- tenor
- London subsidiary, regime (implementation)
- long-dated customer funding, raising
- long-dated tenor
- long-run strategy, usages
- loss
- data thresholds/allocation/events
- leader product
- Loss Distribution Approach (LDA)
- loss given default (LGD)
- macro-level credit limits
- macro/micro market environment
- macroeconomic deterioration
- managed rate products, treatment
- margin
- marginal gap
- market
- clustering
- market implied probability of default
- rates
- risk, absence
- share
- spot curve
- market LGD
- market-driven maturities
- marketing
- master plan
- material integrated risk assessment (MIRA)
- material risks
- material risks, assessment
- maturity
- gap, models
- schedule time buckets
- transformation
- maximum distributable amount (MDA)
- Media, usage
- message, consistency
- minimum internal/external rating criteria
- mismatch risk
- modified duration
- money
- borrowing
- nearness
- money markets
- deposits
- securities
- year base (365 days), usage
- yield curve
- money transmission account (MTA)
- Monte Carlo simulation
- closed form analytical approximations, contrast
- monthly saver accounts
- mortgage portfolio
- mortgage transaction, support
- mortgage-backed bonds
- multiple cash flows
- negotiable CDs
- Nelson-Siegel (N-S) family/model
- net interest income (NII)
- sensitivity
- volatility, reduction
- net interest margin (NIM)
- sensitivity, example
- volatility, reduction
- net present value (NPV)
- net profit less the cost of use of economic capital (NIACC)
- net stable funding ratio (NSFR)
- netting
- nominal value, calculation
- non-defaulting counterparties
- non-deliverable forwards
- non-interest bearing liabilities (non-int) (NIBL)
- non-interest-bearing balances, treatment
- non-interest-bearing current account
- non-retail exposures
- non-traded market risk (NTMR), assessment method
- Northern Rock
- case study
- CDS price history
- funding types
- not taken up (NTU) rates
- notes
- notional sum
- notional value
- notional, term (usage)
- obligation, priority (determination)
- observed spot curve
- off-balance-sheet
- items
- on-balance-sheet netting
- on-demand overdraft
- one-fours FRA
- operating (non-interest) expenses
- operating costs
- operational deposit
- operational risk
- capital allocation
- capital requirements
- distribution assumptions/data integration
- elimination
- failure
- indicators
- Loss Distribution Approach (LDA)
- losses
- management framework
- standardised approach
- tolerance
- Operational Risk Management Committees
- option(s) risk
- options
- Ordinary Least Squares (OLS)
- over-the-counter (OTC) derivatives
- overcollateralisation
- overdraft, distinctions
- Overnight Index Swaps
- overnight interest-rate swaps
- overnight roll
- overnight-index swap (OIS)
- own-asset securitisation transaction, issues
- Pan European Credit Data Consortia (PECDC)
- par yield curve, extraction
- parallel shift
- parametric methods
- Pareto distributions
- Paris Club restructure data
- pay fixed swap hedge, amortisation
- payment guarantee
- peer group analysis
- pension funds
- performance
- bond
- metrics
- triggers
- periodic gap
- perpetual cash flows
- perpetuity
- personal loans
- Pillar II (Basel II), limits (incorporation)
- Pillar IIA operational risk
- Pillar IIA/Pillar IIB
- pip
- pipeline risk
- management
- pivotal shift
- Point-in-Time (PIT) migration
- point-in-time capital assessment Pillar I/IIA
- policy exceptions, volume
- political risks, industry characteristics
- portfolio credit risk management
- position management
- post transaction close
- Potential Future Exposure (PFE)
- preference shares
- prepayment risk
- management
- prepayment trends
- present value (PV)
- multiple discounting, usage
- preset contingencies
- press, usage
- price setting
- price takers
- price volatility
- pricing, factors
- prime CDs
- prime rate
- priority waterfall
- probability of default (PD)
- estimation
- margin, factor
- market implied probability of default
- usage
- product
- credit risk measurement
- Product, Price, Promotion, Place (4 Ps)
- products
- profit and loss (P&L) report
- profit margins, industry characteristics
- profitability
- profits
- project management
- property bridge finance
- proprietary knowledge
- provisioning, policy setting
- provisions
- Prudential Regulatory Authority (PRA)
- PSA/ISMA GRMA
- public records
- qualitative factors
- qualitative input/model validation
- quality perception
- radio, usage
- rating agency confirmations
- rating agency due diligence
- ratios, formulae/description
- RBS credit-risky curve, extraction
- RBS Financial Markets, euro quote
- recovery rate (RR)
- reference interest fixing rate
- reference rate
- regulatory add-ons
- regulatory capital
- calculation, internal ratings (usage)
- requirements
- reinvestment risk, avoidance
- repurchase agreement (repo)
- Required Stable Funding (RSF) factors
- reserves
- retail bank FTP regime
- retail banking asset-liability interconnection
- retail customer commercial bank, risk-weighted assets calculation
- retail exposures
- retail mortgage
- interest rate
- risk weight
- retail portfolio
- Retail Price Index (RPI) data
- retained earnings
- return on assets (ROA)
- Return on Capital (RoC)
- Return on Equity (RoE)
- Return on Risk-Weighted Assets (RoRWA)
- returns
- targets
- Reuters dealing system, usage
- revenue offset
- reverse repo
- revolving credit facility (RCF)
- revolving line of credit
- revolving period
- risk
- allocation
- default
- exposure, measurement
- hedging
- indicators
- limits
- quantification
- risk-adjusted loan pricing
- risk-adjusted ratios, calculation
- taxonomy
- trends, assessment
- weight, NPL
- risk appetite
- statement, template
- risk management
- strengthening
- risk weighting percentage (RW%)
- risk-adjusted capital (RAC)
- risk-adjusted return on capital (RARoC)
- risk-adjusted return on equity (RARoE)
- risk-free curves
- risk-free yield
- risk-risk-free interest rate
- risk-weighted asset (RWA)
- calculation, summary
- credit
- economic capital demand, relationship
- value
- risk-weighted assets (RWA)
- risky asset portfolio
- risky curves
- run-off risk
- S-form
- sales volume, maximisation
- savings deposit (non-instant access)
- second leg (closing leg)
- secondary markets, proceeds
- sector concentrations (SRC)
- secured obligation
- securities
- trading house, funding mix/reporting implementation
- securitisable assets
- securitisation
- security interest, perfecting
- sell/buyback
- settlement date
- settlement rates
- settlements
- share capital, treatment
- shareholder value, increase
- short-date forwards, production
- short-dated yield curve
- short-term capital
- short-term funding, requirement
- short-term government repo rate
- short-term interest-rate futures, trading
- simple interest
- simulation
- analysis
- modeling
- Singapore dollars
- single name concentration (SNC)
- Small to Medium Enterprise (SME)
- credit exposures
- loans, credit RWAs
- supporting factor
- social media, usage
- South African Reserve Bank (SARB)
- special (repo rate)
- special purpose vehicle (SPV)
- specialised lending
- specific collateral
- specimen interest-rate gap
- spline methods
- spot exchange rates
- spot FX trade
- spot yields
- stakeholders, expectations
- Standard & Poor’s (S&P) LossStat
- Standby letter of credit
- start-up loan
- static interest-rate gap report
- statistical methods, usage
- sterling market day-count basis (actual/365)
- stock collateral
- stock driven transaction
- stock lending
- stock loan
- strategic ALM
- strategic balance sheet objectives
- strategic metrics
- strategic planning process
- strategy
- bank business model, relationship
- development, considerations
- stress
- management actions
- scenarios
- stress testing
- approaches
- capital adequacy, relationship
- types, application
- stress tests
- structural balance sheet hedging, application
- structured bonds
- structured deposit
- structured hedge fund derivatives desk
- sub-investment-grade borrowers, corporate bonds/loans (priorities)
- subordinated debt
- subordination
- subprime-lending restrictions
- substitute products, threat
- supervisory review process (SRP) (SREP)
- bilateral SREP process
- supplier power, industry characteristics
- supranational debt
- surplus domestic currency deposits, exchange
- survival curves
- Svensson discount functione
- Svensson extension, usage
- swap and overnight index (SONIA) swap yield curves
- swaps
- derivatives type
- exposures
- mark-to-market (MtM) value
- total return swap
- SWIFT, usage
- syndicated loan
- target rate of return
- technological change, impact
- tender bond (bid bond)
- tenor
- term assets, financing
- term liquidity premium (TLP)
- calculation
- term loan
- term structure
- term-based liability
- term-sheet, building
- theoretical zero-coupon (spot) yield curve
- Through-the-Cycle (TtC) migration
- Through-the-Cycle (TtC) PD
- through-the-cycle asset origination standards process
- Tier 1 capital/Tier 2 capital
- issuances
- Tier 2 (T2)
- instrument requirements
- time deposits
- time-specific obligations
- total liquidity requirement
- total return swap
- trade bills
- trade date
- trade finance
- trade lines
- trading book
- market risks
- trading income
- trading losses
- traditional ALM
- training, objectives/scope
- transaction
- launch/close
- regulatory approvals/opinions
- risk-reward profile
- Treasury bills (T-bills)
- two-way bid-offer price
- U-form
- UK banks
- customer funding gap
- funding
- liquidity ratios
- NIMs
- UK interest rates, volatility
- UK sterling market, year base/interest calculation
- uncollateralised derivatives net position FTP pricing
- undated bonds
- underlying assets
- underwriting standards
- unexpected losses
- United Kingdom (UK)
- banking licence application “challenge session” agenda
- commercial bank IRRBB reporting
- multinational integrated bank
- securities/derivatives trading house
- unsecured term loan
- US commercial paper, eurocommercial paper (comparison)
- US dollar market
- US maturity mismatch add-on
- use test
- satisfaction
- value date
- Value-at-Risk (VaR)
- technique, usage
- vanilla commercial bank, example
- vanilla commercial banking products
- vanilla interest-rate swap
- vanilla product
- vanilla securitisation structure
- variable rate products, treatment
- variation margin
- vintage analysis
- warranty obligations guarantee
- watch list, creation
- weighted average asset encumbrance
- weighted average cost of funds (WACF)
- working capital
- requirement
- workout LGD
- workout process
- yield basis
- yield curve
- calculation, illustrations
- internal yield curve construction process, repair
- risk
- yield-to-maturity (YTM) yield curve
- yield-to-redemption yield curve
- zero-coupon yield curve
- yield to maturity (YTM)
- zero-coupon bondholders, reinvestment risk avoidance
- zero-coupon bonds
- zero-coupon interest rate
- zero-coupon yield curve
- zero-coupon yields
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