Interbank Markets

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CAMEL

Acronym for banks credit ratings

Interbank markets

Wholesale markets with no centralized market exchanges. Few restrictions.q

End of month

Value dates are adjusted to be the last day of the month

capital, assets,management, earnings, liquidity, sensitivity to market

Camel stands for

modified business day

Dates are adjusted for weekends/holidays to the next good business date, or previous if that day is in next month

fed wire

Federal reserve Banks RTGS system in which all payments are made in full immediately and no trades or other transactions are netted.

EURo1

Multilateral DNS system for credit transfers of higher priority and typically large denomination at both domestic and cross-border level.

CrestCREST

Operated by Euroclear. Provides real-time DVP for transaction in UK securities. Settles in a series of very high frequency cycles throughout the day.

Net stable funding ratio

Promotes resilience over a longer time horizon (one year) by incentivizing banks to fund their actives with more stable sources of funding.

Liquidity coverage ratio

Promotes short-term resilience of a bank's liquidity risk profile by ensuring that it has sufficient high-quality liquid assets to survive a significant stress scenario lasting for one month

CHAPS

Routed via the RTGS system and settled individually across the paying and receiving banks' settlement accounts held at bank of england

Real time gross settlement

Used to mitigate Counter party credit risk. system where transfers between banks are made by debiting and crediting their accounts at the central bank.

Following business day

Value dates adjusted for weekends/holidays to the next good business day

previous business day

Value dates are adjusted for weekends to the previous good business day

FEDWIRE, CHIPS

Two interbank settlements for USD

CHIPS

delayed net payment or deferred net settlement system. Combines the liquidity efficiency of a netting system with the intraday finality of an RTGS system.

Day count conventions

determines how interest accrues over a period of time

earnings mix

diversity of earnings

No date adjustment

value dates are not adjusted for weekends or holidays and are forced to mature within a cycle of days


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