MREL and Stochastic: Difference between pages

Latest revision as of 14:00, 8 April 2021

Spreadsheets and models.

Describing a model or process containing one or more random components.

As opposed to a deterministic model.

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-Minimum Requirement for own funds and Eligible Liabilities.
+''Spreadsheets and models.''
-''Bank [[resolution]] and [[recovery]].''
+Describing a model or process containing one or more random components.
-The term used in draft [[EU]] legislation for loss absorbing capital ([[LAC]]) but seen in relation to total liabilities rather than risk weighted assets (RWAs) as [[PLAC]] and [[SLAC]] (UK) and [[GCLAC]] or GLAC ([[FSB]]). [EU definitions likely to be subject to change.]
+As opposed to a deterministic model.
-[[Category:Compliance_and_audit]]
-[[Category:Risk_frameworks]]
+== See also ==
+* [[Deterministic]]
+* [[Financial model]]
+* [[Heuristic]]
+* [[Model]]
+* [[Monte Carlo method]]
+* [[Simulation]]
+* [[Spreadsheet]]
+* [[Stochastic simulation]]
+* [[Tab]]
+* [[Workbook]]
+[[Category:Knowledge_and_information_management]]