Idiosyncratic risk represents risks that are particular to the conditions and circumstances of one or a defined group of individual borrowers, assets or securities.

Implied volatility is the estimated volatility of a security's price.

Index is a statistical composite that measures changes, performance, and risk of financial markets.

Inflation rate is the change in the purchasing power of money expressed as an annual percentage change.

Information security are the processes, policies, and procedures of protecting information systems from unauthorized access, inproper use, disclosure, disruption, modification or destruction.

Innovative capital includes complex financial instruments that have both equity and debt features.

Insolvency occurs when liabilities exceed assets; while not synonymous with bankruptcy or illiquidity, it typically leads to either or both.

An institutional borrower is a financially sophisticated organization such as a large publicly traded company, a hedge fund, a large bank, or a large insurer, who borrows substantial amounts of capital using debt securities or direct borrowing.

Insurance provides financial compensation for loss; in exchange for periodic payments the insurer guarantees the insured a sum of money upon the occurrence of an adverse specific event.

An interbank loan is a loan between banks.

Interbank market is the market where banks trade with each others, and include the interbank foreign exchange and loan market.

Interest rate, the price of credit, is the rate charged for accessing and using borrowed funds.

The interest rate margin is the difference between the interest income the bank earns on its assets and the interest expense it pays on its liabilities.

Interest rate risk is the potential loss of value due to the variability of interest rates.

Interest rate swap is a contractual agreement under which two parties exchange interest payments of differing nature on an predetermined amount for a known period of time with known frequency.

The interest rate risk in the banking book reflects the fact that bank assets and liabilities have different maturities, are priced off different interest rates, and are repriced at different points in time.

The Internal Assessment Approach allows banks to map their internal credit assessment of a securitization exposure to an equivalent external credit rating from a nationally recognized statistical rating organization.

Internal Capital Adequacy Assessment Process is a requirement of the Basel II Accord, and requries banks to hold capital in excess of Pillar 1 minimum capital requirements to ensure that material risks of the firm are adequately covered by capital.

Internal data, in terms of operational risk management, relates to operational risk and loss data that is internal to the organization.

Internal Fraud under the Basel II Accord include operational risk events such the misappropriation of assets, tax evasion, intentional mismarking of positions, and bribery.

Internal process risk is the potential loss resulting from improper execution of processes and procedures in conducting a bank's day-to-day operations.

Internal Ratings Based approach to determine the regulatory minimum capital requirement for credit risk uses the bank's own information, and includes two different procedures that have methodological differences to forecast the different risk factors.

An international bank is a commercial, investment or merchant bank with operations in several different countries.

An investment bank predominantly deals with corporate and institutional customers, issues financial securities in the financial and capital markets, provides advice on transactions such as mergers and acquisitions, manages investments and trades on its own account.

An issuer is a legal entity that sells financial instruments to raise funds to finance its operations; sovereign and local governments, corporations, institutions, and other legal entities are typical issuers.