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Act on the Appropriateness of Management Board Compensation (VorstAG)
Advanced Internal Ratings Based Approach (AIRB)
Advanced Measurement Approach (AMA)
Available net liquidity concept
Banking book
Basel II
Basel III
Capital Requirements Directive (CRD III)
Close-out risks
Committee of European Banking Supervisors (CEBS-Guidelines)
Confidence level
Contracts for Difference (CFD)
Conversion factor
Core capital
Cost/income ratio
Credit spread
Credit value-at-risk (CVaR)
DAXSector Financial Services Performance Index
Deferred compensation
Deferred taxes
Economically required capital
ErC allocation
European Interbank Offered Rate (EURIBOR)
Exchange Traded Commodities (ETC)
Exchange Traded Funds (ETF)
Exchange Traded Notes (ETN)
Executive compensation regulation for banks (InstitutsVergV)
Fair value
Forward Rate Agreement (FRA)
Hedge accounting
Interest rate swap
Internal Capital Adequacy Assessment Process (ICAAP)
Investment Grade
Leverage ratio (LR)
Liquidity coverage ratio (LCR)
Minimum Requirements for Risk Management (MaRisk)
Multi-tier server structure
Net Stable Funding Ratio (NSFR)
Order Desk Depot custody account
Prime Standard
Projected unit credit method
Revaluation reserve
Risk assets
Risk-bearing capacity
Risk cover potential
Sales follow-up commission
Solvency Regulation (SolvV)
Stop loss/Take profit
Stress test
Trailing stop
Value-at-risk (VaR)
Waiver regulation
White labelling