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The Credit Conversion Factor (CCF) is a key concept in the field of credit risk management and regulatory capital requirements for financial institutions. It is primarily used to convert off-balance-sheet exposures into equivalent on-balance-sheet credit exposures for the purposes of calculating capital requirements under frameworks like Basel III.

Ancestors (6)

  1. Credit risk
  2. Actuarial science
  3. Applied mathematics
  4. Fields of mathematics
  5. Mathematics
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