User:Lqin99/Books/Bank Risk Management

Concepts and Terms

 * Basel Accords
 * Basel Committee on Banking Supervision
 * Basel I
 * Basel II
 * Basel III
 * Basel 4
 * Tier 1 capital
 * Tier 2 capital
 * Credit risk
 * Market risk
 * Operational risk
 * Capital requirement
 * Subordinated debt
 * Preferred stock
 * Provision (accounting)
 * Reserve requirement
 * List of bank stress tests
 * Common equity
 * Retained earnings
 * Risk-weighted asset
 * Systemically important financial institution
 * Credit valuation adjustment
 * Derivative (finance)
 * Model risk
 * Sampling error
 * Stress testing
 * Yield spread
 * Probability of default
 * Exposure at default
 * Loss given default
 * Net stable funding ratio
 * Stress test (financial)
 * Scenario analysis
 * Market liquidity
 * Procyclical and countercyclical
 * Dodd–Frank Wall Street Reform and Consumer Protection Act
 * Comprehensive Capital Analysis and Review
 * Credit rating
 * BCBS 239
 * List of systemically important banks
 * Single Supervisory Mechanism
 * CAMELS rating system
 * Balance sheet
 * Antifragility
 * Office of the Comptroller of the Currency
 * Federal Reserve System
 * Federal Deposit Insurance Corporation
 * Consumer Financial Protection Bureau
 * Federal Housing Finance Agency
 * Fannie Mae
 * Freddie Mac
 * Bank holding company
 * United States Department of the Treasury
 * Mortgage loan
 * Systemic risk
 * Federal Reserve Board of Governors
 * Security (finance)
 * Bank regulation
 * Money market
 * Monetary policy
 * Risk-adjusted return on capital
 * Internal ratings-based approach (credit risk)
 * Standardized approach (operational risk)
 * Advanced measurement approach
 * Bond duration
 * Value at risk
 * Economic capital
 * Liquidity risk
 * Legal risk
 * Standardized approach (credit risk)
 * Foundation IRB
 * Advanced IRB
 * Basic indicator approach
 * Corporation
 * Risk
 * Concentration risk
 * Interest rate risk
 * Foreign exchange risk
 * Equity risk
 * Commodity risk
 * Refinancing risk
 * Country risk
 * Political risk
 * Valuation risk
 * Reputational risk
 * Volatility risk
 * Settlement risk
 * Profit risk
 * Holding period risk
 * Basis risk
 * Shape risk
 * Margining risk
 * Libor
 * Implied volatility