What is Corporate Culture?
Corporate culture results from common values, fundamental assumptions, beliefs, behaviours, and past business decisions
Cumulative Density Function
The CDF of a variable X, also known as the X distribution function, represents likelihood that X will have a value le...
Economic Risk
Economic risk usually occurs when currency volatility affects the firm’s cash flows or its competitive standing wit...
Spearman’s Rank
The Spearman's Rank Correlation Coefficient is used to discover the strength of a link between two sets of data. It i...
Liquidity Coverage Ratio
The LCR focuses on the bank’s ability to weather a 30-day period of reduced/disrupted liquidity
Economic Structure
Economic Structure refers to the shifting balance of output, trade, earnings and employment across several economic s...
Fat Tail
A fat tail is a probability distribution that more commonly forecasts movements of 3 or more standard deviations than...
Expected Shortfall
Expected shortfall is a risk metric that includes expected losses above and beyond the VaR level.
Loss Ratio
A loss ratio is defined as the percentage of payouts or claims against the premium generated during the period.
Risk Data Aggregation
Risk Data Aggregation is defining, collecting & processing risk data in accordance with the bank's risk reporting req...