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)
Asset liability study
Available net liquidity concept
Banking book
Basel II
Basel III
Capital Requirements Directive (CRD IV)
Capital Requirements Regulation (CRR)
Close-out risks
Committee of European Banking Supervisors (CEBS-Guidelines)
Confidence level
Conversion factor
Contracts for Difference (CFD)
Core capital
Cost/income ratio
Credit spread
Credit value-at-risk (CVaR)
DAXSector Financial Services Performance Index
Deferred compensation
Deferred taxes
Economically required capital
European Interbank Offered Rate(EURIBOR)
Exchange Traded Commodities (ETC)
Executive compensation regulation for banks (InstitutsVergV)
Fair value
Forward Rate Agreement (FRA)
Hedge accounting
Interest rate swap
Internal Capital Adequacy Assessment Process (ICAAP)
Investment Grade
Leverage ratio (LR)
Liquidity coverage ratio (LCR)
Minimum requirements for risk management (MaRisk)
Multi-tier server structure
Net Stable Funding Ratio (NSFR)
Order Desk Depot custody account
Prime Standard
Projected unit credit method
Revaluation reserves
Risk assets
Risk cover potential
Risk-bearing capacity
Sales follow-up commission
Solvency Regulation (SolvV)
Stress test
Trailing stop
Value-at-risk (VaR)
Waiver regulation
White labelling