Glossar

Advanced Internal Ratings Based Approach (AIRB)
Advanced Measurement Approach (AMA)
AIFM-Steueranpassungsgesetz (AIFM-StAnpG)
Anwartschaftsbarwertverfahren
Asset-Liability-Studie
Available for Sale
Available Net Liquidity Concept
Bankbuch
Basel II
Basel III
Capital Requirements Directive
(CRD IV)
Capital Requirements Regulation (CRR)
Close-Out-Risiken
Committee of European Banking Supervisors (CEBS-Guidelines)
Contracts for Difference (CFD)
Cost-Income-Ratio (CIR)
Credit Spread
Credit-Value-at-Risk (CVaR)
DAXSector Financial Services Performance Index
Deferred Compensation
ErC
European Interbank Offered Rate (EURIBOR)
Exchange Traded Commodities (ETC)
Exchange Traded Funds (ETF)
Exchange Traded Notes (ETN)
Fair Value
GIIPS
Hedge Accounting
Impairment
Instituts-Vergütungsverordnung (InstitutsVergV)
Internal Capital Adequacy Assessment Process (ICAAP)
Investment Grade
Kernkapital
Konfidenzniveau
Konversionsfaktor
Latente Steuern
Leverage Ratio (LR)
Liquidity Coverage Ratio (LCR)
Mindestanforderungen an das Risikomanagement
MaRisk
Multi-Tier-Serverstruktur
Net Stable Funding Ratio (NSFR)
Neubewertungsrücklage
Ökonomisches Kapital (Ökonomisches Risikokapital)
Optionsschein
Order Desk Depot
Prime Standard
Risikoaktiva /risikogewichtete Aktiva
Risikodeckungsmasse
Risikotragfähigkeit
Solvabilitätsverordnung (SolvV)
Stresstest
Trailing Stop
Value-at-Risk (VaR)
Vertriebsfolgeprovision
Waiver-Regelung
White Labeling
Zinsswap