ABCP: | Asset-Backed Commercial Paper |
AED: | Arab Emirates Dirham |
AIIB: | Asian Infrastructure Investment Bank (AIIB) |
ASA: | Alternative Standardised Approach |
Avg RWfund: | Average Risk Weight for an investment fund |
BCBS: | Basel Committee on Banking Supervision |
BIA: | Basic Indicator Approach |
CBR: | Combined Buffer Requirement |
CCF | Credit Conversion Factor |
CCP | Central Counterparty |
CCR: | Counterparty Credit Risk |
CDO | Collateralized Debt Obligation |
CDS | Credit Default Swap |
CM | Clearing Member |
CPMI | Committee on Payments and Market Infrastructures |
CRM: | Credit Risk Mitigation |
CVA: | Credit Valuation Adjustment |
DvP: | Delivery-Versus-Payment |
EAD: | Exposure at Default |
ECAI: | External Credit Assessment Institution |
EIF: | European Investment Fund |
ESFS: | European Financial Stability Facility |
ESM: | European Stability Mechanism |
FBA: | Fall-back Approach |
FRA: | Forward Rate Agreements |
GRE: | Government related Entities |
IBRD: | International Bank for Reconstruction and Development |
ICA | Independent Collateral Amount |
IDA: | International Development Association |
IFC: | International Finance Corporation |
IFFIm: | International Finance Facility for Immunization |
IFRS: | International Financial Reporting Standards |
IOSCO | International Organization of Securities Commissions |
LTA: | Look-Through Approach |
LTV: | Loan to Value Ratio |
MBA: | Mandate-Based Approach |
MDBs: | Multilateral Development Banks |
MF | Maturity Factor |
MIGA: | Multilateral Investment Guarantee Agency |
MNA | Master Netting Agreement |
MPOR | Margin Period of Risk |
NCV | Net Current Value |
NIB: | Nordic Investment Bank |
NICA | Net Independent Collateral Amount |
OTC: | Over the Counter |
PFE: | Potential Future Exposure |
PSEs: | Public Sector Entities |
PvP: | Payment-Versus-Payment |
QCCP | Qualifying Central Counterparty |
RC | Replacement Cost |
RWA: | Risk Weighted Assets |
SA: | Standardised Approach |
SA-CCR: | Standardized Approach - Counterparty Credit Risk |
SD | Supervisory Duration |
SDR: | Special Drawing Rights |
SEC-ERBA: | Securitisation External Ratings Based Approach |
SEC-SA: | Securitisation Standardized Approach |
SFT | Securities Financing Transaction |
SME: | Small- and Medium-sized Entities |
SNE | Single-Name Exposure |
SPE: | Special Purpose Entity |
STC: | Simple, Transparent, and Comparable |
UAE: | United Arab Emirates |
UCITS: | Undertakings for Collective Investments in Transferable Securities |
VM | Variation Margin |
VU: | Variation of the Underlying of an option |