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.String
ADVISORY
Advisory Businessstatic java.lang.String
AI
AI Businessstatic java.lang.String
BHCFINANCIAL
BHC Financial Businessstatic java.lang.String
CAI
CAI Businessstatic java.lang.String
CAPITAL_MARKETS_ORGANIZATION
Capital Markets Organization Businessstatic java.lang.String
CAPITAL_MARKETS_ORIGINATION_LENDING
Capital Markets Origination Lending Businessstatic java.lang.String
CARDS
Cards Businessstatic java.lang.String
CASH
Cash Businessstatic java.lang.String
CENTRAL_AMERICA_MORTGAGES
Central America Mortgages Businessstatic java.lang.String
CLP
CLP Businessstatic java.lang.String
COMMERCIAL_REAL_ESTATE
Commercial Real Estate Businessstatic java.lang.String
COMMODITIES
Commodities Businessstatic java.lang.String
COMMODITIES_HOUSTON
Houston Commodities Businessstatic java.lang.String
CONSUMER_CARDS
Consumer Cards Businessstatic java.lang.String
CONSUMER_OTHER
Consumer Other Businessstatic java.lang.String
CONVERTS
Converts Businessstatic java.lang.String
CORPORATE_CENTER
Corporate Center Businessstatic java.lang.String
CREDIT_MACRO_HEDGE
Credit Macro Hedge Businessstatic java.lang.String
CREDIT_MARKETS
Credit Markets Businessstatic java.lang.String
CREDIT_TRADING
Credit Trading Businessstatic java.lang.String
DISTRESSED
Distressed Businessstatic java.lang.String
EM_ABF
EM ABF Businessstatic java.lang.String
EM_ASSET_BACKED_FINANCE
EM Asset Backed Finance Businessstatic java.lang.String
EM_BONDS
EM Bonds Businessstatic java.lang.String
EM_CREDIT_TRADING
EM Credit Trading Businessstatic java.lang.String
EM_PRIMARY_LOANS
EM Prm Loans Businessstatic java.lang.String
EQUITIES
Equities Businessstatic java.lang.String
EQUITY_DERIVATIVES
Equity Derivatives Businessstatic java.lang.String
EQUITY_UNDERWRITING
Equity Underwriting Businessstatic java.lang.String
FIMA
FIMA Businessstatic java.lang.String
FINANCE
Finance Businessstatic java.lang.String
G10_FX
G10 FX Businessstatic java.lang.String
G10_RATES
G10 Rates Businessstatic java.lang.String
GLOBAL_CREDIT_MARKETS
Global Credit Markets Businessstatic java.lang.String
GLOBAL_SECURITIZED_MARKETS
Glbl Securitized Markets Businessstatic java.lang.String
GSSG_WEST
GSSG West Businessstatic java.lang.String
GTS
GTS Businessstatic java.lang.String
GTS_HOLDINGS_TRADE
GTS Holdings-Trade Businessstatic java.lang.String
GWM
GWM Businessstatic java.lang.String
IG_BONDS
IG Bonds Businessstatic java.lang.String
IG_PRIMARY_LOANS
IG Prmry Loans Businessstatic java.lang.String
INTERNATIONAL_CARDS
International Cards Businessstatic java.lang.String
INTERNATIONAL_RETAIL_BANKING
International Retail Banking Businessstatic java.lang.String
LEVERAGED_FINANCE
Lev Fin Businessstatic java.lang.String
LOAN_PORTFOLIO_MANAGEMENT
Local Markets Businessstatic java.lang.String
LOCAL_MARKETS
Local Markets Businessstatic java.lang.String
LONG_TERM_ASSET_GROUP
Long Term Asset Group Businessstatic java.lang.String
MUNICIPAL
Municipal Businessstatic java.lang.String
MUNICIPAL_SECURITIES
Municipal Securities Businessstatic java.lang.String
MUNICIPAL_SECURITIES_BHC_COMMUNITY
Municipal Securities - Community Businessstatic java.lang.String
NIKKO_INVESTMENTS
Nikko Investments Businessstatic java.lang.String
OS_B
OS and B Businessstatic java.lang.String
OTHER_BAM
Other_BAM Businessstatic java.lang.String
OTHER_CONSUMER
Other_Consumer Businessstatic java.lang.String
OTHER_FI_UNDERWRITING
Other FI Undwrtng Businessstatic java.lang.String
OTHER_GLOBAL_MARKETS
Other FI Glbl Mkts Businessstatic java.lang.String
OTHER_SPECIAL_ASSET_POOL
Other Special Asset Pool Businessstatic java.lang.String
PECD
PECD Businessstatic java.lang.String
PRIME_FINANCE
Prime Finance Businessstatic java.lang.String
PRIMERICA_FINANCIAL_SERVICES
Primerica Financial Services Businessstatic java.lang.String
PRIVATE_BANKING
Private Banking Businessstatic java.lang.String
PROJECT_FINANCE
Project Finance Businessstatic java.lang.String
RATES_AND_CURRENCIES
Rates and Currencies Businessstatic java.lang.String
REAL_ESTATE_LENDING
Real Estate Lending Businessstatic java.lang.String
RETAIL_AUTO_LENDING
Retail Auto Lending Businessstatic java.lang.String
RETAIL_BANKING
Retail Banking Businessstatic java.lang.String
RETAIL_PARTNER_CARDS
Retail Partner Cards Businessstatic java.lang.String
RISK_TREASURY
Risk Treasury Businessstatic java.lang.String
RUBICON_INDIA
Rubicon - India Businessstatic java.lang.String
SAP_ADMIN
SAP Admin Businessstatic java.lang.String
SECURITIZED_MARKETS
Securitized Markets Businessstatic java.lang.String
SHORT_TERM
Short Term Businessstatic java.lang.String
SMITH_BARNEY_BAM
Smith_Barney_BAM Businessstatic java.lang.String
STUDENT_LOANS
Student Loans Businessstatic java.lang.String
US_COMMERCIAL_BANKING
US Commercial Banking Businessstatic java.lang.String
US_CONSUMER_INSTALLMENT_LOANS
US 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
-
Field Details
-
ADVISORY
public static final java.lang.String ADVISORYAdvisory Business- See Also:
- Constant Field Values
-
AI
public static final java.lang.String AIAI Business- See Also:
- Constant Field Values
-
BHCFINANCIAL
public static final java.lang.String BHCFINANCIALBHC Financial Business- See Also:
- Constant Field Values
-
CAI
public static final java.lang.String CAICAI Business- See Also:
- Constant Field Values
-
CAPITAL_MARKETS_ORGANIZATION
public static final java.lang.String CAPITAL_MARKETS_ORGANIZATIONCapital Markets Organization Business- See Also:
- Constant Field Values
-
CAPITAL_MARKETS_ORIGINATION_LENDING
public static final java.lang.String CAPITAL_MARKETS_ORIGINATION_LENDINGCapital Markets Origination Lending Business- See Also:
- Constant Field Values
-
CARDS
public static final java.lang.String CARDSCards Business- See Also:
- Constant Field Values
-
CASH
public static final java.lang.String CASHCash Business- See Also:
- Constant Field Values
-
CENTRAL_AMERICA_MORTGAGES
public static final java.lang.String CENTRAL_AMERICA_MORTGAGESCentral America Mortgages Business- See Also:
- Constant Field Values
-
CLP
public static final java.lang.String CLPCLP Business- See Also:
- Constant Field Values
-
COMMERCIAL_REAL_ESTATE
public static final java.lang.String COMMERCIAL_REAL_ESTATECommercial Real Estate Business- See Also:
- Constant Field Values
-
COMMODITIES
public static final java.lang.String COMMODITIESCommodities Business- See Also:
- Constant Field Values
-
COMMODITIES_HOUSTON
public static final java.lang.String COMMODITIES_HOUSTONHouston Commodities Business- See Also:
- Constant Field Values
-
CONSUMER_CARDS
public static final java.lang.String CONSUMER_CARDSConsumer Cards Business- See Also:
- Constant Field Values
-
CONSUMER_OTHER
public static final java.lang.String CONSUMER_OTHERConsumer Other Business- See Also:
- Constant Field Values
-
CONVERTS
public static final java.lang.String CONVERTSConverts Business- See Also:
- Constant Field Values
-
CORPORATE_CENTER
public static final java.lang.String CORPORATE_CENTERCorporate Center Business- See Also:
- Constant Field Values
-
CREDIT_MACRO_HEDGE
public static final java.lang.String CREDIT_MACRO_HEDGECredit Macro Hedge Business- See Also:
- Constant Field Values
-
CREDIT_MARKETS
public static final java.lang.String CREDIT_MARKETSCredit Markets Business- See Also:
- Constant Field Values
-
CREDIT_TRADING
public static final java.lang.String CREDIT_TRADINGCredit Trading Business- See Also:
- Constant Field Values
-
DISTRESSED
public static final java.lang.String DISTRESSEDDistressed Business- See Also:
- Constant Field Values
-
EM_ABF
public static final java.lang.String EM_ABFEM ABF Business- See Also:
- Constant Field Values
-
EM_ASSET_BACKED_FINANCE
public static final java.lang.String EM_ASSET_BACKED_FINANCEEM Asset Backed Finance Business- See Also:
- Constant Field Values
-
EM_BONDS
public static final java.lang.String EM_BONDSEM Bonds Business- See Also:
- Constant Field Values
-
EM_CREDIT_TRADING
public static final java.lang.String EM_CREDIT_TRADINGEM Credit Trading Business- See Also:
- Constant Field Values
-
EM_PRIMARY_LOANS
public static final java.lang.String EM_PRIMARY_LOANSEM Prm Loans Business- See Also:
- Constant Field Values
-
EQUITIES
public static final java.lang.String EQUITIESEquities Business- See Also:
- Constant Field Values
-
EQUITY_DERIVATIVES
public static final java.lang.String EQUITY_DERIVATIVESEquity Derivatives Business- See Also:
- Constant Field Values
-
EQUITY_UNDERWRITING
public static final java.lang.String EQUITY_UNDERWRITINGEquity Underwriting Business- See Also:
- Constant Field Values
-
FIMA
public static final java.lang.String FIMAFIMA Business- See Also:
- Constant Field Values
-
FINANCE
public static final java.lang.String FINANCEFinance Business- See Also:
- Constant Field Values
-
G10_FX
public static final java.lang.String G10_FXG10 FX Business- See Also:
- Constant Field Values
-
G10_RATES
public static final java.lang.String G10_RATESG10 Rates Business- See Also:
- Constant Field Values
-
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
-
GTS
public static final java.lang.String GTSGTS Business- See Also:
- Constant Field Values
-
GTS_HOLDINGS_TRADE
public static final java.lang.String GTS_HOLDINGS_TRADEGTS Holdings-Trade Business- See Also:
- Constant Field Values
-
GWM
public static final java.lang.String GWMGWM Business- See Also:
- Constant Field Values
-
IG_BONDS
public static final java.lang.String IG_BONDSIG Bonds Business- See Also:
- Constant Field Values
-
IG_PRIMARY_LOANS
public static final java.lang.String IG_PRIMARY_LOANSIG Prmry Loans Business- See Also:
- Constant Field Values
-
INTERNATIONAL_CARDS
public static final java.lang.String INTERNATIONAL_CARDSInternational Cards Business- See Also:
- Constant Field Values
-
INTERNATIONAL_RETAIL_BANKING
public static final java.lang.String INTERNATIONAL_RETAIL_BANKINGInternational Retail Banking Business- See Also:
- Constant Field Values
-
LEVERAGED_FINANCE
public static final java.lang.String LEVERAGED_FINANCELev Fin Business- See Also:
- Constant Field Values
-
LOAN_PORTFOLIO_MANAGEMENT
public static final java.lang.String LOAN_PORTFOLIO_MANAGEMENTLocal Markets Business- See Also:
- Constant Field Values
-
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
-
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
-
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
-
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
-
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
-
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
-
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()
-