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Glossary

A
Accruals
Act on the Appropriateness of Management Board Compensation (VorstAG)
Advanced Internal Ratings Based Approach (AIRB)
Advanced Measurement Approach (AMA)
AIFM Tax Amendment Act (AIFM-StAnpG)
Alternative Investment Fund Managers Directive
Asset liability study
Available net liquidity concept
Available-for-sale
B
Bank Recovery and Resolution Directive (BRRD)
Banking book
Basel II
Basel III
C
Capital Requirements Directive (CRD IV)
Capital Requirements Regulation (CRR)
Close-out risks
Committee of European Banking Supervisors (CEBS-Guidelines)
Compensation fund of German banks (Entschädigungsfonds deutscher Banken, EdB)
Confidence level
Contracts for Difference (CFD)
Conversion factor
Core capital
Cost/income ratio
Credit spread
Credit value-at-risk (CVaR)
D
DAXSector Financial Services Performance Index
Deferred compensation
Deferred taxes
E
Economically required capital
European Interbank Offered Rate (EURIBOR)
Exchange Traded Commodities (ETC)
Exchange Traded Funds (ETF)
Executive compensation regulation for banks (InstitutsVergV)
F
Fintechs
G
GIIPS
H
Hedge accounting
I
Impairment
Interest rate swap
Internal Capital Adequacy Assessment Process (ICAAP)
Investment Grade
L
Leverage ratio (LR)
Liquidity Coverage Ratio (LCR)
M
Markets in Financial Instruments Regulation (MiFID)
Minimum requirements for risk management (MaRisk)
Multi-tier server structure
N
Net Stable Funding Ratio (NSFR)
O
Order Desk Depot custody account
P
Prime Standard
Projected unit credit method
R
Responsive Design
Revaluation reserves
Risk assets
Risk cover potential
S
Sales follow-up commission
Single Resolution Mechanism (SRM)
Solvency Regulation (SolvV)
Stress test
T
Trailing stop
V
Value-at-risk (VaR)
VideoIdent
W
Waiver regulation
Warrant
White labelling