- Partial adjusted liquidity gap
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the difference between total assets and total liabilities, calculated for each maturity range; tells about a mismatch between matured assets and matured liabilities in a given tenor, their real-terms maturity date taken into account
- Partial contractual liquidity gap
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the difference between total assets and total liabilities, calculated for each maturity range; tells about a mismatch between matured assets and matured liabilities in a given tenor
- PBA
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the Polish Bank Association
- PCBA
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the Polish Classification of Business Activity
- PFSA
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the Polish Financial Supervision Authority
- Pillar I
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a part of the Basel II requirements containing regulations on the minimum capital requirements for credit, interest rate, FX, liquidity and operational risks
- Pillar II
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a part of the Basel II requirements containing regulations on a bank’s internal risk management and risk mitigation processes
- Pillar III
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a part of the Basel II requirements containing regulations on obligatory disclosures of risk profile information and the banks’ capital adequacy
- Pre-settlement risk
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the risk of the counterparty’s losing creditworthiness while its transaction with the bank is pending
- Probability of Default, PD
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a statistical assessment of the probability of a borrower’s insolvency on the annual scale (defines the portfolio-related credit risk to become materialized in the future)