Bachelor's thesis (Turku University of Applied Sciences) Degree Program in Business Management
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Vorobyev Artem
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party credit risks CET Common Equity Tier I, first pillar of bank’s capital reserves CRD Capital Requirements Dircetive, a part of upcoming financial regulations that accompanies Basel Accords CRM Comprehensive Risk Measure, one of the ways to estimate credit risk exposure of an investment portfolio ECB European Central Bank, a major financial institution that oversees implementation of monetary policies in the Euro area ESCB European System of Central Banks represents the organizational structure of EU banking sector as cooperation of ECB and National Central Banks GLS Global Liquidity Standards, a major innovation of Basel III Accords and CRD IV that introduces new liquidity and capital buffer requirements for banks IMF International Monetary Fund constructed by some of the world’s countries to ensure financial stability on an international level IPO Initial Price Offering for newly issued equity securities that are traded at the primary market IRM Incremental Risk Measure for counter-party risk exposure of corporate securities and CDS issuers IRS Interest rate SWAPS, a derivative instrument to hedge against market risks LCR Liquidity Coverage Ration, one of the new ratio calculations introduced by Basel Accords and CRD to establish a new procedure of liquidity buffer estimations MPT Modern Portfolio Theory, a portfolio organization framework that focuses on the benefits of diversification NsFR Net Stable Funding Ratio, was first introduced together with LCR as a part of upcoming regulation to ensure long-term stability of investment funding sources OTC Over-the-Counter market for direct trade operations among institutional investors in bypass of the stock exchange PFE Potential Future Exposure, a method to measure future exposure to counter-party risk RWA Risk-Weighted Assets, financial and real assets whose value was calculated on the basis of potential risk exposure in order to cover potential losses VaR Value-at-Risk economic model used primarily for probability estimations of market risk exposure 6 TURKU UNIVERSITY OF APPLIED SCIENCES THESIS | Artem Vorobyev Download 1.77 Mb. Do'stlaringiz bilan baham: 
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