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Act on the Appropriateness of Management Board Compensation (VorstAG)
Advanced Internal Ratings Based Approach (AIRB)
Advanced Measurement Approach (AMA)
Available net liquidity concept
Banking book
Basel II
Basel III
Bond with warrant
Capital Requirements Directive (CRD III)
Close-out risks
Collective reserve account
Committee of European Banking Supervisors (CEBS-Guidelines)
Confidence level
Contracts for Difference (CFD)
Core capital
Cost/income ratio
Counterparty risk
Credit spread
Credit value-at-risk (CVaR)
DAXSector Financial Services Performance Index
Deferred compensation
Deferred taxes
Economically required capital
European Financial Stability Facility (EFSF)
European Interbank Offered Rate (EURIBOR)
European Stability Mechanism (ESM)
Exchange Traded Commodities (ETC)
Exchange Traded Funds (ETF)
Exchange Traded Notes (ETN)
Executive compensation regulation for banks (InstitutsVergV)
Fair value
Forward Rate Agreement (FRA)
Futures contract
Hedge accounting
Individual premium reserve account
Interest rate swap
Internal Capital Adequacy Assessment Process (ICAAP)
Investment grade
Issuer risk
Leverage ratio (LR)
Lifecycle fund
Liquidity coverage ratio (LCR)
Minimum Requirements for Risk Management (MaRisk)
Multi-tier server structure
Net Stable Funding Ratio (NSFR)
OrderDesk Depot custody account
Prime Standard
Projected unit credit method
Revaluation reserve
Risk assets
Risk cover potential
Risk-bearing capability
Sales follow-up commission
Solvency Regulation (SolvV)
Stress test
Sustainable development key performance indicators (SD-KPI)
Value-at-risk (VaR)
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