Financial and business terms. 2012.
risk management — Controlling the probability, and/or the severity, of a potential adverse event so that the consequences of that event are within acceptable limits. Since all risks have, by definition, the potential to generate losses, and since capital is the… … Financial and business terms
Solvency II — is the updated set of regulatory requirements for insurance firms that operate in the European Union. The rationale for European Union insurance legislation is to facilitate the development of a Single Market in insurance services in Europe,… … Wikipedia
Solvency cone — The solvency cone is a concept used in financial mathematics which models the possible trades in the financial market. This is of particular interest to markets with transaction costs. Specifically, it is the convex cone of portfolios that can be … Wikipedia
Risk-Based-Capital-Konzept — das US amerikanische Pendant zu den in Deutschland geltenden Solvabilitätsvorschriften und ein Vorbild zur risikobasierten Kapitalausstattung gemäß ⇡ Solvency II. Das hinter dem R. B. C. K. stehende Modell wurde von der National Association of… … Lexikon der Economics
Solvency Ratio Directive — 1989 legislation setting down legally binding requirements for banks in terms of their risk assets … Glossary of the European Union and European Communities
Debtors 20% risk weighting — In finance this normally means Institutions for which a basic solvency risk weight of 20 % is applicable: Regional authorities of Zone A countries. Banks in Zone A countries (excluding central banks Zone A). Banks in Zone B countries/LCLF … International financial encyclopaedia
Debtors zero-risk weighting — In finance this normally means Institutions for which a basic solvency risk weight of 0 % is applicable: • Central governments of Zone A countries. • Central governments of Zone B countries/LCLF. • Local country regional authorities. • Central… … International financial encyclopaedia
Operational risk — Categories of financial risk Credit risk Concentration risk Market risk Interest rate risk Currency risk Equity risk Commodity risk Liquidity risk Refinancing risk … Wikipedia
Operational risk management — See also: Risk management The term Operational Risk Management (ORM) is defined as a continual cyclic process which includes risk assessment, risk decision making, and implementation of risk controls, which results in acceptance, mitigation, or… … Wikipedia
Coherent risk measure — In the field of financial economics there are a number of ways that risk can be defined; to clarify the concept theoreticians have described a number of properties that a risk measure might or might not have. A coherent risk measure is a function … Wikipedia
