October 2024
Intermediate to advanced
432 pages
16h 57m
English
| ABCP | asset-backed commercial paper |
| ABS | asset-backed securities |
| ACH | Automated Clearing House |
| ACL | allowance for credit losses |
| AFS | available for sale |
| ALLL | allowance for loan and lease losses |
| ALM | asset-liability management |
| AMLF | Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility |
| AOCI | accumulated other comprehensive income |
| APA | Administrative Procedure Act |
| APT | arbitrage pricing theory |
| AT1 | additional Tier 1 capital |
| ATM | at-the-money |
| ATMF | at-the-money forward |
| BBA | British Bankers’ Association |
| BCBS | Basel Committee on Banking Supervision |
| BHC | bank holding company |
| BIS | Bank for International Settlements |
| bps | basis points |
| BRRD | Bank Recovery and Resolution Directive |
| BTFP | Bank Term Funding Program |
| CAPM | capital asset pricing model |
| CBDC | central bank digital currency |
| CBOE | Chicago Board Options Exchange |
| CBRT | Central Bank of Turkey |
| CCAR | Comprehensive Capital Analysis and Review |
| CCP | central counterparty |
| CCyB | countercyclical buffer |
| CD | certificate of deposit |
| CDF | cumulative distribution function |
| CDO | collateralized debt obligation |
| CDS | credit default swap |
| CECL | current expected credit losses |
| CET1 | common equity Tier 1 capital |
| CFPB | Consumer Financial Protection Bureau |
| CFR | Code of Federal Regulations |
| CFTC | Commodities Futures Trading Commission |
| CLO | collateralized loan obligations |
| CLS | Continuous Linked Settlement |
| CHIPS | Clearing House Interbank Payments System |
| CMBS | commercial mortgage-backed security ... |
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