BondStats

BONDSTATS BANKING REFERENCE

Bank Balance Sheet & Prudential Finance Encyclopedia

Bank capital, liquidity, provisioning, resolution and balance-sheet mechanics explained.

An institutional map of bank balance sheets, regulatory capital, liquidity rules, credit-loss provisioning, funding structure and resolution mechanics.

121 ENTRIES5 CATEGORIESCRAWLABLE A–Z REFERENCE

A–Z MARKET REFERENCE

Stress Capital Buffer

Resolution & Supervision

Stress Capital Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Recovery and Resolution Planning

Resolution & Supervision

Recovery and Resolution Planning is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Comprehensive Capital Analysis and Review

Resolution & Supervision

Comprehensive Capital Analysis and Review is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Creditor Hierarchy in Bank Resolution

Resolution & Supervision

Creditor Hierarchy in Bank Resolution is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Bank Liquidity Buffer

Bank Balance Sheet Mechanics

Bank Liquidity Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Capital Conservation Buffer

Capital & Loss Absorption

Capital Conservation Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Countercyclical Capital Buffer

Capital & Loss Absorption

Countercyclical Capital Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Liquidity Buffer Requirement

Liquidity Regulation

Liquidity Buffer Requirement is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Liquidity Stress Test

Liquidity Regulation

Liquidity Stress Test is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

NPL Coverage Ratio

Credit Losses & Provisioning

NPL Coverage Ratio is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Provision Coverage Ratio

Credit Losses & Provisioning

Provision Coverage Ratio is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Total Capital Ratio

Capital & Loss Absorption

Total Capital Ratio is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Additional Tier 1 Capital

Capital & Loss Absorption

Additional Tier 1 Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Recovery on Charged-Off Loan

Credit Losses & Provisioning

Recovery on Charged-Off Loan is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Unrealized Losses on Securities

Bank Balance Sheet Mechanics

Unrealized Losses on Securities is a bank balance-sheet concept that helps explain earnings sensitivity, valuation effects or the classification of assets and liabilities as rates and funding conditions change.

Allowance for Loan and Lease Losses

Credit Losses & Provisioning

Allowance for Loan and Lease Losses is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Failing or Likely to Fail

Resolution & Supervision

Failing or Likely to Fail is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Fair Value Through Profit or Loss

Bank Balance Sheet Mechanics

Fair Value Through Profit or Loss is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Supervisory Review and Evaluation Process

Resolution & Supervision

Supervisory Review and Evaluation Process is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Bank Balance Sheet Mechanics

Duration Gap is a bank balance-sheet concept that helps explain earnings sensitivity, valuation effects or the classification of assets and liabilities as rates and funding conditions change.

Held-to-Maturity Securities

Bank Balance Sheet Mechanics

Held-to-Maturity Securities is a bank balance-sheet concept that helps explain earnings sensitivity, valuation effects or the classification of assets and liabilities as rates and funding conditions change.

Liquidity Reserve

Liquidity Regulation

Liquidity Reserve is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Resolution Buffer

Capital & Loss Absorption

Resolution Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Asset Separation Tool

Resolution & Supervision

Asset Separation Tool is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Available Stable Funding

Liquidity Regulation

Available Stable Funding is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Bank Bond Funding

Bank Balance Sheet Mechanics

Bank Bond Funding is a bank-funding concept describing a source, composition or regulatory characteristic of liabilities used to finance the balance sheet.

Capital Distribution Constraint

Capital & Loss Absorption

Capital Distribution Constraint is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Central Bank Funding

Bank Balance Sheet Mechanics

Central Bank Funding is a bank-funding concept describing a source, composition or regulatory characteristic of liabilities used to finance the balance sheet.

Contingency Funding Plan

Liquidity Regulation

Contingency Funding Plan is a bank-funding concept describing a source, composition or regulatory characteristic of liabilities used to finance the balance sheet.

Derivative Collateral Outflow

Liquidity Regulation

Derivative Collateral Outflow is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Dodd-Frank Stress Test

Resolution & Supervision

Dodd-Frank Stress Test is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Liquidity Regulation

LCR Buffer Use is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Liquidity Regulation

Level 1 HQLA is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Liquidity Regulation

Level 2A HQLA is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Liquidity Regulation

Level 2B HQLA is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Liquidity Contingency Plan

Liquidity Regulation

Liquidity Contingency Plan is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Liquidity Risk Appetite

Liquidity Regulation

Liquidity Risk Appetite is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Liquidity Risk Limit

Liquidity Regulation

Liquidity Risk Limit is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Loan Loss Reserve

Credit Losses & Provisioning

Loan Loss Reserve is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Minimum Bail-In Requirement

Resolution & Supervision

Minimum Bail-In Requirement is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Net Interest Margin

Bank Balance Sheet Mechanics

Net Interest Margin is a bank balance-sheet concept that helps explain earnings sensitivity, valuation effects or the classification of assets and liabilities as rates and funding conditions change.

Operational Deposit Treatment

Liquidity Regulation

Operational Deposit Treatment is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Pillar 1 Capital

Capital & Loss Absorption

Pillar 1 Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Problem Loan Ratio

Credit Losses & Provisioning

Problem Loan Ratio is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Regulatory Liquidity Shortfall

Liquidity Regulation

Regulatory Liquidity Shortfall is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Required Stable Funding

Liquidity Regulation

Required Stable Funding is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Secured Bank Funding

Bank Balance Sheet Mechanics

Secured Bank Funding is a bank-funding concept describing a source, composition or regulatory characteristic of liabilities used to finance the balance sheet.

Single Resolution Board

Resolution & Supervision

Single Resolution Board is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Stable Funding Requirement

Liquidity Regulation

Stable Funding Requirement is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Systemic Risk Buffer

Capital & Loss Absorption

Systemic Risk Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Capital & Loss Absorption

Tier 1 Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Capital & Loss Absorption

Tier 2 Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Unsecured Bank Funding

Bank Balance Sheet Mechanics

Unsecured Bank Funding is a bank-funding concept describing a source, composition or regulatory characteristic of liabilities used to finance the balance sheet.

Wholesale Funding Mix

Bank Balance Sheet Mechanics

Wholesale Funding Mix is a bank-funding concept describing a source, composition or regulatory characteristic of liabilities used to finance the balance sheet.

Wholesale Funding Run-Off

Liquidity Regulation

Wholesale Funding Run-Off is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Accumulated Other Comprehensive Income

Bank Balance Sheet Mechanics

Accumulated Other Comprehensive Income is a bank balance-sheet concept that helps explain earnings sensitivity, valuation effects or the classification of assets and liabilities as rates and funding conditions change.

Allowance for Credit Losses

Credit Losses & Provisioning

Allowance for Credit Losses is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Coupon Discretion on AT1

Capital & Loss Absorption

Coupon Discretion on AT1 is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Multiple Point of Entry

Resolution & Supervision

Multiple Point of Entry is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

No Creditor Worse Off

Resolution & Supervision

No Creditor Worse Off is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Provision for Credit Losses

Credit Losses & Provisioning

Provision for Credit Losses is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Sale of Business Tool

Resolution & Supervision

Sale of Business Tool is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Single Point of Entry

Resolution & Supervision

Single Point of Entry is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Capital & Loss Absorption

AT1 Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Available-for-Sale Securities

Bank Balance Sheet Mechanics

Available-for-Sale Securities is a bank balance-sheet concept that helps explain earnings sensitivity, valuation effects or the classification of assets and liabilities as rates and funding conditions change.

Resolution & Supervision

Bail-In Tool is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Bail-Inable Debt

Capital & Loss Absorption

Bail-Inable Debt is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Bank Resolution

Resolution & Supervision

Bank Resolution is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Capital Headroom

Capital & Loss Absorption

Capital Headroom is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Capital Trigger

Capital & Loss Absorption

Capital Trigger is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Defaulted Exposure

Credit Losses & Provisioning

Defaulted Exposure is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Encumbrance Ratio

Liquidity Regulation

Encumbrance Ratio is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Resolution & Supervision

External MREL is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Resolution & Supervision

External TLAC is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Capital & Loss Absorption

G-SIB Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Going-Concern Capital

Capital & Loss Absorption

Going-Concern Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Gone-Concern Capital

Capital & Loss Absorption

Gone-Concern Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Interbank Funding

Bank Balance Sheet Mechanics

Interbank Funding is a bank-funding concept describing a source, composition or regulatory characteristic of liabilities used to finance the balance sheet.

Resolution & Supervision

Internal MREL is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Resolution & Supervision

Internal TLAC is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Liquidity Add-On

Liquidity Regulation

Liquidity Add-On is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Liquidity Inflow

Liquidity Regulation

Liquidity Inflow is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Liquidity Outflow

Liquidity Regulation

Liquidity Outflow is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

MREL Requirement

Capital & Loss Absorption

MREL Requirement is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Management Buffer

Capital & Loss Absorption

Management Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Capital & Loss Absorption

O-SII Buffer is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Provisioning Ratio

Credit Losses & Provisioning

Provisioning Ratio is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Regulatory Capital

Capital & Loss Absorption

Regulatory Capital is a bank-capital concept used to measure, require or preserve loss-absorbing resources available to support a bank through stress.

Resolution Authority

Resolution & Supervision

Resolution Authority is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Resolution Entity

Resolution & Supervision

Resolution Entity is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Resolution Fund

Resolution & Supervision

Resolution Fund is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Resolution Group

Resolution & Supervision

Resolution Group is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Resolution Plan

Resolution & Supervision

Resolution Plan is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Resolution Valuation

Resolution & Supervision

Resolution Valuation is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Resolution Weekend

Resolution & Supervision

Resolution Weekend is a bank-resolution concept describing how authorities prepare for, trigger or execute the stabilization of a failing institution while allocating losses across the capital structure.

Restructured Loan

Credit Losses & Provisioning

Restructured Loan is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Securities Book

Bank Balance Sheet Mechanics

Securities Book is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Stage Migration

Credit Losses & Provisioning

Stage Migration is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

TLAC Requirement

Capital & Loss Absorption

TLAC Requirement is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Credit Losses & Provisioning

Texas Ratio is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Bank Balance Sheet

Bank Balance Sheet Mechanics

Bank Balance Sheet is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Committed Facility Outflow

Liquidity Regulation

Committed Facility Outflow is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Credit Losses & Provisioning

Cost of Risk is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Credit Loss Provision

Credit Losses & Provisioning

Credit Loss Provision is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Deposit Guarantee Scheme

Resolution & Supervision

Deposit Guarantee Scheme is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Deposit Run-Off Rate

Liquidity Regulation

Deposit Run-Off Rate is a bank-liquidity concept used to assess whether a bank can meet cash outflows and maintain a resilient funding profile under normal and stressed conditions.

Internal Ratings-Based Approach

Capital & Loss Absorption

Internal Ratings-Based Approach is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Loan Loss Provision

Credit Losses & Provisioning

Loan Loss Provision is a bank-credit-loss concept used to recognize, reserve for or measure deterioration and losses in lending exposures.

Material Legal Entity

Resolution & Supervision

Material Legal Entity is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Maximum Distributable Amount

Capital & Loss Absorption

Maximum Distributable Amount is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Net Cash Outflow

Liquidity Regulation

Net Cash Outflow is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Net Interest Income

Bank Balance Sheet Mechanics

Net Interest Income is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Credit Losses & Provisioning

Past Due Loan is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Pillar 2 Guidance

Capital & Loss Absorption

Pillar 2 Guidance is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Pillar 2 Requirement

Capital & Loss Absorption

Pillar 2 Requirement is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Point of Non-Viability

Capital & Loss Absorption

Point of Non-Viability is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Prompt Corrective Action

Resolution & Supervision

Prompt Corrective Action is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Public Interest Assessment

Resolution & Supervision

Public Interest Assessment is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Credit Losses & Provisioning

Stage 1 ECL is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Credit Losses & Provisioning

Stage 2 ECL is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

Credit Losses & Provisioning

Stage 3 ECL is a prudential-banking concept used to assess capital, liquidity, asset quality, funding resilience or the management of a bank balance sheet.

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