Cross Reference Glossary
   Measurement Methods
   Risk Categories
   Supervision/Compliance/Regulation










 

Cross Reference Glossary

Measurement Methods

Credit exposure and related terms
credit exposure, gross current value, net current exposure, gross current exposure, net replace value, maximum exposure, expected exposure

Add-on related terms
add-on, add-on factors, add-on matrix, add-on yield

Margin related terms
margin, cross-margining, margin requirement, margin setting, margin roles, initial margin, net-margining

Price volatility and related terms
mark-to-market, market-to-market, marking-to-market, daily price volatility

Netting related terms
multilateral netting, bilateral netting, netting agreement

Stress related terms
Stress testing, stress scenarios

Backtesting

Capital related terms
capital adequacy, capital rules, capital charges, capital accord, market risk, market risk capital, credit risk capital

Value-at-risk (VAR)

See also: Credit exposure and related terms

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