A method of calculating regulatory capital requirements based on an institution's own internal assessment.

In relation to floating interest rates, the rate of interest charged by the lender over and above the relevant cost of funding, such as LIBOR or EURIBOR

Revaluing the price of an asset or liability to reflect current market value.

This is used as a qualifier to certain representations and undertakings as well as triggering the material adverse change Event of Default. This definition should be considered on ...

The capital structure layer of funding between common equity and secured borrowing, usually subordinated and sometimes may carry an equity warrant. Mezzanine finance may also invol ...

The minimum level of regulatory capital that insurance companies are required to maintain under Solvency II.

Refers to the trading of securities and derivatives by counterparties directly rather than through a recognised exchange.

The party borrowing money from a Lender. (CREFC, CRE Glossary of Terms, EU Version)

Contractual breaches or other events the occurrence of which gives the lender the right to demand a full and immediate repayment of the loan (subject to cure rights). These are def ...

The percentage rate charged by a Lender which includes the reference rate (e.g. LIBOR / EURIBOR / SONIA) plus a margin.