Package org.drip.capital.definition
Class Business
java.lang.Object
org.drip.capital.definition.Business
public class Business
extends java.lang.Object
Business maintains the C1 Fixings for the Business Categorical Variate. The References
are:
- Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm
- Glasserman, P. (2004): Monte Carlo Methods in Financial Engineering Springer
- Kupiec, P. H. (2000): Stress Tests and Risk Capital Risk 2 (4) 27-39
- Module = Portfolio Core Module
- Library = Capital Analytics
- Project = Basel Market Risk and Operational Capital
- Package = Economic Risk Capital Categorical Definitions
- Author:
- Lakshmi Krishnamurthy
-
Field Summary
Fields Modifier and Type Field Description static java.lang.StringADVISORYAdvisory Businessstatic java.lang.StringAIAI Businessstatic java.lang.StringBHCFINANCIALBHC Financial Businessstatic java.lang.StringCAICAI Businessstatic java.lang.StringCAPITAL_MARKETS_ORGANIZATIONCapital Markets Organization Businessstatic java.lang.StringCAPITAL_MARKETS_ORIGINATION_LENDINGCapital Markets Origination Lending Businessstatic java.lang.StringCARDSCards Businessstatic java.lang.StringCASHCash Businessstatic java.lang.StringCENTRAL_AMERICA_MORTGAGESCentral America Mortgages Businessstatic java.lang.StringCLPCLP Businessstatic java.lang.StringCOMMERCIAL_REAL_ESTATECommercial Real Estate Businessstatic java.lang.StringCOMMODITIESCommodities Businessstatic java.lang.StringCOMMODITIES_HOUSTONHouston Commodities Businessstatic java.lang.StringCONSUMER_CARDSConsumer Cards Businessstatic java.lang.StringCONSUMER_OTHERConsumer Other Businessstatic java.lang.StringCONVERTSConverts Businessstatic java.lang.StringCORPORATE_CENTERCorporate Center Businessstatic java.lang.StringCREDIT_MACRO_HEDGECredit Macro Hedge Businessstatic java.lang.StringCREDIT_MARKETSCredit Markets Businessstatic java.lang.StringCREDIT_TRADINGCredit Trading Businessstatic java.lang.StringDISTRESSEDDistressed Businessstatic java.lang.StringEM_ABFEM ABF Businessstatic java.lang.StringEM_ASSET_BACKED_FINANCEEM Asset Backed Finance Businessstatic java.lang.StringEM_BONDSEM Bonds Businessstatic java.lang.StringEM_CREDIT_TRADINGEM Credit Trading Businessstatic java.lang.StringEM_PRIMARY_LOANSEM Prm Loans Businessstatic java.lang.StringEQUITIESEquities Businessstatic java.lang.StringEQUITY_DERIVATIVESEquity Derivatives Businessstatic java.lang.StringEQUITY_UNDERWRITINGEquity Underwriting Businessstatic java.lang.StringFIMAFIMA Businessstatic java.lang.StringFINANCEFinance Businessstatic java.lang.StringG10_FXG10 FX Businessstatic java.lang.StringG10_RATESG10 Rates Businessstatic java.lang.StringGLOBAL_CREDIT_MARKETSGlobal Credit Markets Businessstatic java.lang.StringGLOBAL_SECURITIZED_MARKETSGlbl Securitized Markets Businessstatic java.lang.StringGSSG_WESTGSSG West Businessstatic java.lang.StringGTSGTS Businessstatic java.lang.StringGTS_HOLDINGS_TRADEGTS Holdings-Trade Businessstatic java.lang.StringGWMGWM Businessstatic java.lang.StringIG_BONDSIG Bonds Businessstatic java.lang.StringIG_PRIMARY_LOANSIG Prmry Loans Businessstatic java.lang.StringINTERNATIONAL_CARDSInternational Cards Businessstatic java.lang.StringINTERNATIONAL_RETAIL_BANKINGInternational Retail Banking Businessstatic java.lang.StringLEVERAGED_FINANCELev Fin Businessstatic java.lang.StringLOAN_PORTFOLIO_MANAGEMENTLocal Markets Businessstatic java.lang.StringLOCAL_MARKETSLocal Markets Businessstatic java.lang.StringLONG_TERM_ASSET_GROUPLong Term Asset Group Businessstatic java.lang.StringMUNICIPALMunicipal Businessstatic java.lang.StringMUNICIPAL_SECURITIESMunicipal Securities Businessstatic java.lang.StringMUNICIPAL_SECURITIES_BHC_COMMUNITYMunicipal Securities - Community Businessstatic java.lang.StringNIKKO_INVESTMENTSNikko Investments Businessstatic java.lang.StringOS_BOS and B Businessstatic java.lang.StringOTHER_BAMOther_BAM Businessstatic java.lang.StringOTHER_CONSUMEROther_Consumer Businessstatic java.lang.StringOTHER_FI_UNDERWRITINGOther FI Undwrtng Businessstatic java.lang.StringOTHER_GLOBAL_MARKETSOther FI Glbl Mkts Businessstatic java.lang.StringOTHER_SPECIAL_ASSET_POOLOther Special Asset Pool Businessstatic java.lang.StringPECDPECD Businessstatic java.lang.StringPRIME_FINANCEPrime Finance Businessstatic java.lang.StringPRIMERICA_FINANCIAL_SERVICESPrimerica Financial Services Businessstatic java.lang.StringPRIVATE_BANKINGPrivate Banking Businessstatic java.lang.StringPROJECT_FINANCEProject Finance Businessstatic java.lang.StringRATES_AND_CURRENCIESRates and Currencies Businessstatic java.lang.StringREAL_ESTATE_LENDINGReal Estate Lending Businessstatic java.lang.StringRETAIL_AUTO_LENDINGRetail Auto Lending Businessstatic java.lang.StringRETAIL_BANKINGRetail Banking Businessstatic java.lang.StringRETAIL_PARTNER_CARDSRetail Partner Cards Businessstatic java.lang.StringRISK_TREASURYRisk Treasury Businessstatic java.lang.StringRUBICON_INDIARubicon - India Businessstatic java.lang.StringSAP_ADMINSAP Admin Businessstatic java.lang.StringSECURITIZED_MARKETSSecuritized Markets Businessstatic java.lang.StringSHORT_TERMShort Term Businessstatic java.lang.StringSMITH_BARNEY_BAMSmith_Barney_BAM Businessstatic java.lang.StringSTUDENT_LOANSStudent Loans Businessstatic java.lang.StringUS_COMMERCIAL_BANKINGUS Commercial Banking Businessstatic java.lang.StringUS_CONSUMER_INSTALLMENT_LOANSUS Consumer Installment Loans Business -
Constructor Summary
Constructors Constructor Description Business() -
Method Summary
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Field Details
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ADVISORY
public static final java.lang.String ADVISORYAdvisory Business- See Also:
- Constant Field Values
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AI
public static final java.lang.String AIAI Business- See Also:
- Constant Field Values
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BHCFINANCIAL
public static final java.lang.String BHCFINANCIALBHC Financial Business- See Also:
- Constant Field Values
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CAI
public static final java.lang.String CAICAI Business- See Also:
- Constant Field Values
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CAPITAL_MARKETS_ORGANIZATION
public static final java.lang.String CAPITAL_MARKETS_ORGANIZATIONCapital Markets Organization Business- See Also:
- Constant Field Values
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CAPITAL_MARKETS_ORIGINATION_LENDING
public static final java.lang.String CAPITAL_MARKETS_ORIGINATION_LENDINGCapital Markets Origination Lending Business- See Also:
- Constant Field Values
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CARDS
public static final java.lang.String CARDSCards Business- See Also:
- Constant Field Values
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CASH
public static final java.lang.String CASHCash Business- See Also:
- Constant Field Values
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CENTRAL_AMERICA_MORTGAGES
public static final java.lang.String CENTRAL_AMERICA_MORTGAGESCentral America Mortgages Business- See Also:
- Constant Field Values
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CLP
public static final java.lang.String CLPCLP Business- See Also:
- Constant Field Values
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COMMERCIAL_REAL_ESTATE
public static final java.lang.String COMMERCIAL_REAL_ESTATECommercial Real Estate Business- See Also:
- Constant Field Values
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COMMODITIES
public static final java.lang.String COMMODITIESCommodities Business- See Also:
- Constant Field Values
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COMMODITIES_HOUSTON
public static final java.lang.String COMMODITIES_HOUSTONHouston Commodities Business- See Also:
- Constant Field Values
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CONSUMER_CARDS
public static final java.lang.String CONSUMER_CARDSConsumer Cards Business- See Also:
- Constant Field Values
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CONSUMER_OTHER
public static final java.lang.String CONSUMER_OTHERConsumer Other Business- See Also:
- Constant Field Values
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CONVERTS
public static final java.lang.String CONVERTSConverts Business- See Also:
- Constant Field Values
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CORPORATE_CENTER
public static final java.lang.String CORPORATE_CENTERCorporate Center Business- See Also:
- Constant Field Values
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CREDIT_MACRO_HEDGE
public static final java.lang.String CREDIT_MACRO_HEDGECredit Macro Hedge Business- See Also:
- Constant Field Values
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CREDIT_MARKETS
public static final java.lang.String CREDIT_MARKETSCredit Markets Business- See Also:
- Constant Field Values
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CREDIT_TRADING
public static final java.lang.String CREDIT_TRADINGCredit Trading Business- See Also:
- Constant Field Values
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DISTRESSED
public static final java.lang.String DISTRESSEDDistressed Business- See Also:
- Constant Field Values
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EM_ABF
public static final java.lang.String EM_ABFEM ABF Business- See Also:
- Constant Field Values
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EM_ASSET_BACKED_FINANCE
public static final java.lang.String EM_ASSET_BACKED_FINANCEEM Asset Backed Finance Business- See Also:
- Constant Field Values
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EM_BONDS
public static final java.lang.String EM_BONDSEM Bonds Business- See Also:
- Constant Field Values
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EM_CREDIT_TRADING
public static final java.lang.String EM_CREDIT_TRADINGEM Credit Trading Business- See Also:
- Constant Field Values
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EM_PRIMARY_LOANS
public static final java.lang.String EM_PRIMARY_LOANSEM Prm Loans Business- See Also:
- Constant Field Values
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EQUITIES
public static final java.lang.String EQUITIESEquities Business- See Also:
- Constant Field Values
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EQUITY_DERIVATIVES
public static final java.lang.String EQUITY_DERIVATIVESEquity Derivatives Business- See Also:
- Constant Field Values
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EQUITY_UNDERWRITING
public static final java.lang.String EQUITY_UNDERWRITINGEquity Underwriting Business- See Also:
- Constant Field Values
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FIMA
public static final java.lang.String FIMAFIMA Business- See Also:
- Constant Field Values
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FINANCE
public static final java.lang.String FINANCEFinance Business- See Also:
- Constant Field Values
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G10_FX
public static final java.lang.String G10_FXG10 FX Business- See Also:
- Constant Field Values
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G10_RATES
public static final java.lang.String G10_RATESG10 Rates Business- See Also:
- Constant Field Values
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GLOBAL_SECURITIZED_MARKETS
public static final java.lang.String GLOBAL_SECURITIZED_MARKETSGlbl Securitized Markets Business- See Also:
- Constant Field Values
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GLOBAL_CREDIT_MARKETS
public static final java.lang.String GLOBAL_CREDIT_MARKETSGlobal Credit Markets Business- See Also:
- Constant Field Values
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GSSG_WEST
public static final java.lang.String GSSG_WESTGSSG West Business- See Also:
- Constant Field Values
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GTS
public static final java.lang.String GTSGTS Business- See Also:
- Constant Field Values
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GTS_HOLDINGS_TRADE
public static final java.lang.String GTS_HOLDINGS_TRADEGTS Holdings-Trade Business- See Also:
- Constant Field Values
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GWM
public static final java.lang.String GWMGWM Business- See Also:
- Constant Field Values
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IG_BONDS
public static final java.lang.String IG_BONDSIG Bonds Business- See Also:
- Constant Field Values
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IG_PRIMARY_LOANS
public static final java.lang.String IG_PRIMARY_LOANSIG Prmry Loans Business- See Also:
- Constant Field Values
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INTERNATIONAL_CARDS
public static final java.lang.String INTERNATIONAL_CARDSInternational Cards Business- See Also:
- Constant Field Values
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INTERNATIONAL_RETAIL_BANKING
public static final java.lang.String INTERNATIONAL_RETAIL_BANKINGInternational Retail Banking Business- See Also:
- Constant Field Values
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LEVERAGED_FINANCE
public static final java.lang.String LEVERAGED_FINANCELev Fin Business- See Also:
- Constant Field Values
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LOAN_PORTFOLIO_MANAGEMENT
public static final java.lang.String LOAN_PORTFOLIO_MANAGEMENTLocal Markets Business- See Also:
- Constant Field Values
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LOCAL_MARKETS
public static final java.lang.String LOCAL_MARKETSLocal Markets Business- See Also:
- Constant Field Values
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LONG_TERM_ASSET_GROUP
public static final java.lang.String LONG_TERM_ASSET_GROUPLong Term Asset Group Business- See Also:
- Constant Field Values
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MUNICIPAL_SECURITIES
public static final java.lang.String MUNICIPAL_SECURITIESMunicipal Securities Business- See Also:
- Constant Field Values
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MUNICIPAL_SECURITIES_BHC_COMMUNITY
public static final java.lang.String MUNICIPAL_SECURITIES_BHC_COMMUNITYMunicipal Securities - Community Business- See Also:
- Constant Field Values
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MUNICIPAL
public static final java.lang.String MUNICIPALMunicipal Business- See Also:
- Constant Field Values
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NIKKO_INVESTMENTS
public static final java.lang.String NIKKO_INVESTMENTSNikko Investments Business- See Also:
- Constant Field Values
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OS_B
public static final java.lang.String OS_BOS and B Business- See Also:
- Constant Field Values
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OTHER_FI_UNDERWRITING
public static final java.lang.String OTHER_FI_UNDERWRITINGOther FI Undwrtng Business- See Also:
- Constant Field Values
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OTHER_GLOBAL_MARKETS
public static final java.lang.String OTHER_GLOBAL_MARKETSOther FI Glbl Mkts Business- See Also:
- Constant Field Values
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OTHER_SPECIAL_ASSET_POOL
public static final java.lang.String OTHER_SPECIAL_ASSET_POOLOther Special Asset Pool Business- See Also:
- Constant Field Values
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OTHER_BAM
public static final java.lang.String OTHER_BAMOther_BAM Business- See Also:
- Constant Field Values
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PECD
public static final java.lang.String PECDPECD Business- See Also:
- Constant Field Values
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OTHER_CONSUMER
public static final java.lang.String OTHER_CONSUMEROther_Consumer Business- See Also:
- Constant Field Values
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PRIME_FINANCE
public static final java.lang.String PRIME_FINANCEPrime Finance Business- See Also:
- Constant Field Values
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PRIMERICA_FINANCIAL_SERVICES
public static final java.lang.String PRIMERICA_FINANCIAL_SERVICESPrimerica Financial Services Business- See Also:
- Constant Field Values
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PRIVATE_BANKING
public static final java.lang.String PRIVATE_BANKINGPrivate Banking Business- See Also:
- Constant Field Values
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PROJECT_FINANCE
public static final java.lang.String PROJECT_FINANCEProject Finance Business- See Also:
- Constant Field Values
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RATES_AND_CURRENCIES
public static final java.lang.String RATES_AND_CURRENCIESRates and Currencies Business- See Also:
- Constant Field Values
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REAL_ESTATE_LENDING
public static final java.lang.String REAL_ESTATE_LENDINGReal Estate Lending Business- See Also:
- Constant Field Values
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RETAIL_AUTO_LENDING
public static final java.lang.String RETAIL_AUTO_LENDINGRetail Auto Lending Business- See Also:
- Constant Field Values
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RETAIL_BANKING
public static final java.lang.String RETAIL_BANKINGRetail Banking Business- See Also:
- Constant Field Values
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RETAIL_PARTNER_CARDS
public static final java.lang.String RETAIL_PARTNER_CARDSRetail Partner Cards Business- See Also:
- Constant Field Values
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RISK_TREASURY
public static final java.lang.String RISK_TREASURYRisk Treasury Business- See Also:
- Constant Field Values
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RUBICON_INDIA
public static final java.lang.String RUBICON_INDIARubicon - India Business- See Also:
- Constant Field Values
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SAP_ADMIN
public static final java.lang.String SAP_ADMINSAP Admin Business- See Also:
- Constant Field Values
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SECURITIZED_MARKETS
public static final java.lang.String SECURITIZED_MARKETSSecuritized Markets Business- See Also:
- Constant Field Values
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SHORT_TERM
public static final java.lang.String SHORT_TERMShort Term Business- See Also:
- Constant Field Values
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SMITH_BARNEY_BAM
public static final java.lang.String SMITH_BARNEY_BAMSmith_Barney_BAM Business- See Also:
- Constant Field Values
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STUDENT_LOANS
public static final java.lang.String STUDENT_LOANSStudent Loans Business- See Also:
- Constant Field Values
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US_COMMERCIAL_BANKING
public static final java.lang.String US_COMMERCIAL_BANKINGUS Commercial Banking Business- See Also:
- Constant Field Values
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US_CONSUMER_INSTALLMENT_LOANS
public static final java.lang.String US_CONSUMER_INSTALLMENT_LOANSUS Consumer Installment Loans Business- See Also:
- Constant Field Values
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Constructor Details
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Business
public Business()
-