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VI. List of Abbreviations

C 52/2017 STA Effective from 1/12/2022
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
CCFCredit Conversion Factor
CCPCentral Counterparty
CCR:Counterparty Credit Risk
CDOCollateralized Debt Obligation
CDSCredit Default Swap
CMClearing Member
CPMICommittee 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
ICAIndependent Collateral Amount
IDA:International Development Association
IFC:International Finance Corporation
IFFIm:International Finance Facility for Immunization
IFRS:International Financial Reporting Standards
IOSCOInternational Organization of Securities Commissions
LTA:Look-Through Approach
LTV:Loan to Value Ratio
MBA:Mandate-Based Approach
MDBs:Multilateral Development Banks
MFMaturity Factor
MIGA:Multilateral Investment Guarantee Agency
MNAMaster Netting Agreement
MPORMargin Period of Risk
NCVNet Current Value
NIB:Nordic Investment Bank
NICANet Independent Collateral Amount
OTC:Over the Counter
PFE:Potential Future Exposure
PSEs:Public Sector Entities
PvP:Payment-Versus-Payment
QCCPQualifying Central Counterparty
RCReplacement Cost
RWA:Risk Weighted Assets
SA:Standardised Approach
SA-CCR:Standardized Approach - Counterparty Credit Risk
SDSupervisory Duration
SDR:Special Drawing Rights
SEC-ERBA:Securitisation External Ratings Based Approach
SEC-SA:Securitisation Standardized Approach
SFTSecurities Financing Transaction
SME:Small- and Medium-sized Entities
SNESingle-Name Exposure
SPE:Special Purpose Entity
STC:Simple, Transparent, and Comparable
UAE:United Arab Emirates
UCITS:Undertakings for Collective Investments in Transferable Securities
VMVariation Margin
VU:Variation of the Underlying of an option