Fully loaded and Risk mitigation: Difference between pages

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imported>Doug Williamson
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''Bank prudential management.''
The use of techniques to reduce the likelihood or the potential size of adverse effects on the organisation. (But without avoiding or transferring the risk entirely.)


Fully loaded measures are ones presented by a bank early on a voluntary basis, as if any transitional implementation period had already come to end.
For example, requiring collateral from borrowers in order to mitigate credit risk.


More stringent measures are calculated and reported, ignoring the softening benefit of any transitional implementation period.


== See also ==
* [[Collateral]]
* [[Credit risk]]
* [[First line of defence]]


Examples include Basel III and CRD IV.
[[Category:Financial_risk_management]]
[[Category:Risk_frameworks]]
 
== See also ==
* [[Bank supervision]]
* [[Basel III]]
* [[Capital adequacy]]
* [[CRD IV]]
* [[Fully loaded Basel III]]
* [[Liquidity Coverage Ratio]]
* [[Leverage Ratio]]
* [[Macroprudential]]
* [[Microprudential]]
* [[Moral hazard]]
* [[Net stable funding ratio]]
* [[Too Big To Fail]]

Revision as of 09:42, 5 August 2015

The use of techniques to reduce the likelihood or the potential size of adverse effects on the organisation. (But without avoiding or transferring the risk entirely.)

For example, requiring collateral from borrowers in order to mitigate credit risk.


See also

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