a revised framework
1Heath-Jarrow-Morton framework — The Heath Jarrow Morton framework is a general framework to model the evolution of interest rates (forward rates in particular) for risk management in general and asset liability management in particular. The HJM framework originates from the… …
2National Response Framework — The United States National Response Framework (NRF) is part of the National Strategy for Homeland Security that presents the guiding principles enabling all levels of domestic response partners to prepare for and provide a unified national… …
3Resource Description Framework — (RDF, «среда описания ресурса»[1]) это разработанная консорциумом Всемирной паутины модель для представления данных, в особенности метаданных[2]. RDF представляет утверждения о ресурсах в виде, пригодном для машинной обработки. RDF является… …
4Quality and Outcomes Framework — The Quality and Outcomes Framework (QOF) is a system for payment of GPs in the UK National Health Service. It was introduced as part of the new General medical services (GMS) NHS contract in April 2004. It is supported by an IT system called QMAS …
5Basel II Accord — Basel II (also known as Βασιλεία ΙΙ in Greek) is the second of the Basel Accords, which are recommendations on banking laws and regulations issued by the Basel Committee on Banking Supervision. The purpose of Basel II, which was initially… …
6Advanced IRB — The term Advanced IRB or A IRB is an abbreviation of advanced internal rating based approach and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this approach… …
7Foundation IRB — The term Foundation IRB or F IRB is an abbreviation of foundation internal ratings based approach and it refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this… …
8Advanced measurement approach — The advanced measurement approach (AMA) is a set of operational risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this approach the banks are allowed to develop their own empirical model to… …
9Probability of default — Basel II Bank for International Settlements Basel Accords Basel I Basel II Background Banking Monetary policy Central bank Risk …
10Standardized approach (credit risk) — The term standardized approach (or standardised approach) refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules for banking institutions.Under this approach the banks are required to use ratings from …
