User:Josterri12/Books/Model Risk Management 2
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Model Risk Management
[edit ]- 2010 European Union bank stress test
- 2011 European Union bank stress test
- 2014 European Union bank stress test
- 2016 European Union bank stress test
- Accounting
- Accounting liquidity
- Accounting scandals
- Advanced IRB
- Advanced measurement approach
- American Bankers Association
- Amortising swap
- Anti-competitive practices
- Arbitrage
- Asian option
- Asset swap
- Audit
- Backspread
- Backtesting
- Bank
- Bank for International Settlements
- Bank holding company
- Bank regulation
- Bank run
- Banking license
- Bankruptcy
- Barrier option
- Basel Accords
- Basel Committee on Banking Supervision
- Basel I
- Basel IA
- Basel II
- Basel III
- Basel IV
- Basic indicator approach
- Basis point
- Basis risk
- Basis swap
- Basket option
- Bear spread
- Binary option
- Binomial options pricing model
- Black model
- Black–Scholes model
- Bond (finance)
- Bond duration
- Bond market
- Bond option
- Box spread (options)
- Bretton Woods system
- Bull spread
- Butterfly (options)
- Calendar spread
- Call option
- Capital Adequacy Directive
- Capital adequacy ratio
- Capital budgeting
- Capital requirement
- Capital Requirements Directives
- Capital Requirements Regulation 2013
- Cash
- Cash flow
- Central bank
- Certificate of deposit
- Chooser option
- Clearing house (finance)
- Cliquet option
- CME Group
- Collar (finance)
- Collateral (finance)
- Collateralized debt obligation
- Collection cost
- Commodity market
- Commodity risk
- Commodore option
- Common equity
- Compound option
- Comprehensive Capital Analysis and Review
- Concentration risk
- Conditional variance swap
- Conduit and Sink OFCs
- Constant maturity swap
- Constant proportion portfolio insurance
- Contango
- Contract for difference
- Corporate bond
- Corporate finance
- Corporation
- Correlation swap
- Counterparty
- Country risk
- Covariance matrix
- Covered call
- Credit
- Credit conversion factor
- Credit default option
- Credit default swap
- Credit derivative
- Credit rating
- Credit rating agency
- Credit risk
- Credit score
- Credit spread (options)
- Credit valuation adjustment
- Credit-linked note
- Currency future
- Currency swap
- Debit spread
- Debt-to-equity ratio
- Default (finance)
- Deposit account
- Deposit insurance
- Derivative (finance)
- Derivatives market
- Diagonal spread
- Diversification (finance)
- Dividend future
- Dividend swap
- Dodd–Frank Wall Street Reform and Consumer Protection Act
- Double default
- Economic capital
- Employee stock option
- Energy derivative
- Equity derivative
- Equity risk
- Equity swap
- Equity-linked note
- European Systemic Risk Board
- European Union
- Exercise (options)
- Exotic derivative
- Exotic option
- Expected loss
- Expected return
- Expected shortfall
- Expiration (options)
- Exposure at default
- Externality
- Federal Deposit Insurance Corporation
- Federal Reserve
- Federal Reserve Board of Governors
- Fence (finance)
- Finance
- Financial centre
- Financial crisis
- Financial crisis of 2007–2008
- Financial instrument
- Financial market
- Financial market participants
- Financial regulation
- Financial risk management
- Financial risk modeling
- Financial Stability Board
- Financial Stability Institute
- Financial Stability Oversight Council
- Financial statement
- Finite difference methods for option pricing
- Fixed income
- Foreign exchange derivative
- Foreign exchange market
- Foreign exchange option
- Foreign exchange risk
- Foreign exchange swap
- Forward contract
- Forward market
- Forward price
- Forward rate
- Forward rate agreement
- Forward start option
- Foundation IRB
- Fractional-reserve banking
- Full Faith and Credit Clause
- Fund derivative
- Futures contract
- Glass–Steagall in post-financial crisis reform debate
- Glass–Steagall legislation
- Government debt
- Government policies and the subprime mortgage crisis
- Great Recession
- Greeks (finance)
- Guarantee
- Haircut (finance)
- Hazard
- Hedge (finance)
- Historical simulation (finance)
- History of private equity and venture capital
- Implied volatility
- Indemnity
- Independent Community Bankers of America
- Inflation derivative
- Inflation swap
- Institute of International Finance
- Institutional investor
- Insurance
- Interest
- Interest rate
- Interest rate derivative
- Interest rate future
- Interest rate option
- Interest rate risk
- Interest rate swap
- Intermarket Spread
- Internal ratings-based approach (credit risk)
- International Financial Reporting Standards
- International lender of last resort
- Investor
- Iron butterfly (options strategy)
- Iron condor
- Legal risk
- Letter of credit
- Leverage (finance)
- Leveraged buyout
- Libor
- Line of credit
- Liquidity at risk
- Liquidity risk
- List of bank stress tests
- List of banking crises
- List of economic crises
- List of systemically important banks
- Loan
- Loan covenant
- Loan purpose
- Loan-to-value ratio
- Lookback option
- Loss given default
- Macroprudential regulation
- Margin (finance)
- Margin at risk
- Margining risk
- Market discipline
- Market liquidity
- Market portfolio
- Market risk
- Mergers and acquisitions
- Microprudential regulation
- Minimum capital
- Minimum capital requirement
- Minsky moment
- Model risk
- Modern portfolio theory
- Monetary policy
- Money market
- Money supply
- Moneyness
- Monte Carlo methods for option pricing
- Moody's Investors Service
- Mortgage insurance
- Mortgage loan
- Mortgage-backed security
- Mountain range (options)
- Net stable funding ratio
- Normal backwardation
- OECD
- Office of the Comptroller of the Currency
- Office of Thrift Supervision
- Offshore financial centre
- Open interest
- Operational risk
- Operational risk management
- Option (finance)
- Option style
- Overnight indexed swap
- Performance bond
- Political risk
- Potential future exposure
- Power reverse dual-currency note
- Private equity
- Probability of default
- Procyclical and countercyclical variables
- Profit at risk
- Profit risk
- Property derivative
- Protective put
- Prudential Regulation Authority (United Kingdom)
- Put option
- Put–call parity
- Quick ratio
- Rainbow option
- Ratio spread
- Real estate
- Real options valuation
- Recession
- Refinancing risk
- Repurchase agreement
- Reputational risk
- Reserve requirement
- Retail
- Risk
- Risk aversion
- Risk management
- Risk parity
- Risk pool
- Risk return ratio
- Risk reversal
- Risk-adjusted return on capital
- Risk-based pricing
- Risk-free interest rate
- Risk-weighted asset
- Sampling error
- Scenario analysis
- Securitization
- Security (finance)
- Separation of investment and retail banking
- Settlement risk
- Shipping markets
- Single-stock futures
- Slippage (finance)
- Solvency
- Solvency II Directive 2009
- Sovereign credit risk
- Speculation
- Spot market
- Standard & Poor's
- Standardized approach (credit risk)
- Standardized approach (operational risk)
- Stock
- Stock market
- Stock market bubble
- Stock market crash
- Stock market index future
- Straddle
- Strangle (options)
- Strategic risk
- Stress test (financial)
- Stress testing
- Stress testing (software)
- Strike price
- Structured finance
- Swap (finance)
- Swaption
- Syndicated loan
- Synthetic CDO
- Systematic risk
- Systemic risk
- Systemically important financial institution
- Think tank
- Tier 1 capital
- Tier 2 capital
- Time deposit
- Times interest earned
- Too big to fail
- Too connected to fail
- Total return swap
- Trinomial tree
- Troubled Asset Relief Program
- United States Department of the Treasury
- United States housing bubble
- Valuation of options
- Valuation risk
- Value at risk
- Vanna–Volga pricing
- Variance swap
- Venture capital
- Vertical spread
- Volatility (finance)
- Volatility risk
- Volatility swap
- Volcker Rule
- Warrant (finance)
- Washington, D.C.
- Weather derivative
- World Pensions & Investments Forum
- XVA
- Year-on-Year Inflation-Indexed Swap
- Yield curve
- Yield spread
- Zero coupon swap
- Zero-Coupon Inflation-Indexed Swap