Kyiv
Ukraine
http://www.ubs.gov.ua/
University of Banking of National Bank of Ukraine
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structural model, Moody’s KMV model, probability of default, level of confidence, credit limit, unsecured loan, asset portfolio, balance sheet, bankruptcy, overlending
integrated risk management, cash flow at risk, economical capital, pricing, interest rate, spread, credit risk, market risk, operational risk, liquidity risk
credit risk, pricing, loan, probability of default, loss given default, cash flow at risk, liquidity premium, credit premium, expected losses, risk-adjusted return on capital (RAROC), present value, liquidity risk
price, present value, cash flow, discount factor, coupon bond, zero-coupon bond, coupon accrual, coupon rate, default, continuous-time model, implied survival probability, recovery rate, credit spread, credit risk, Ukrainian Eurobond
dynamic pricing, retail, term deposit, automatic control, interest expense, net interest income, optimal interest rate, optimization, variational method
asset pricing, funding matrix, economic capital, cash flow at risk, risk-adjusted return on capital (RAROC), cash flow matching, interest rate, asset, liability
dynamic model, bank, balance sheet, risk management, loan, deposit, credit risk, provisions for impairment, interest rate, operating expenses, return on equity (ROE), capital, liquidity, growth rate
retail deposit, individual deposit, deposit supply, banking, utility function, maturity structure, interest expense, yield curve, rolled over deposit, deposit portfolio, multinomial logit regression, Boltzmann distribution, Gibbs distribution, discrete choice, customer property, interest rate, SAS/E
price, future value, present value, coupon bond, zero-coupon bond, yield curve, forward interest rate, spot interest rate, discount factor, continuously compounded factor, no-arbitrage, cash flow
loan, payment, delinquency, default, cash flow, present value, interest rate, credit spread, credit risk, liquidity risk, Markov chain, soft collection
closed economy, stock flow consistent framework, probability of default, fire sales, write-offs, recovery, monetary theory of production, households, banks, firms, inventory, borrowing, depositing, wage, net wealth, markup, credit risk, consumption
credit spread, credit risk, cumulative probability of default, risk-free interest rate, bullet loan, future value, loan pricing, transition matrix, credit rating, rating migration, maturity, term structure, accrual, interest losses, principal losses
deposit risk, early withdrawal risk, early redemption risk, rollover risk, liquidity risk, run risk, bank, time deposit, non-maturity deposits, cash flow at risk, exposure to risk
bank, time deposit, retail, balance, credit turnover, debit turnover, term to maturity, rollover rate, dynamics, money conservation law, liquidity, early warning indicator, Basel iii, asset liability management (ALM), Volterra integral equation, Laplace transform
bullet loan, fixed rate loan, loan portfolio, principal cash flow, interest cash flow, interest accrual, sensitivity of interest cash flows, yield curve, Nelson-Siegel model, sudden stepwise change, interest rate risk, continuous-time model, differential advective equation
bank, lending, loan, mortgage, borrower, credit risk, open currency position, currency risk, domestic currency, foreign currency, interest rate, devaluation, double-entry rule, accounting standards
guaranteed deposits, bank, Deposit Guarantee Fund, value at credit risk, share of deposits at credit risk, premium, default, deposit insurance
dynamic model, bank, risk management, loan, deposit, credit risk, provisions for impairment, return on equity (ROE), liquidity, profit, growth rate
Allowance, Bank, Borrower, Provision, Credit Risk, Bankruptcy, Default, Premium, Insurance, Expected Losses, Unexpected Losses, Collateral
retail term deposit, bank, balance, credit turnover, debit turnover, term to maturity, maturity profile, depositing regime, oscillation, Volterra sum-difference equation, discrete-time model, asset and liability management
retail term deposit, bank, balance, credit turnover, debit turnover, term to maturity, Volterra integral equation, Erlang distribution
open economy, exchange rate, export, import, monetary production theory, transactions-flow matrix, stock flow consistent approach
equation of exchange, money in circulation, velocity of money, production-sale cycle, production costs, sale revenues, gross domestic product (GDP), demand for money
