List of Acronyms and Symbols
Acronyms
| AMA | Advanced Measurement Approach |
| ASF | Available Stable Funding |
| AT1 | Additional Tier 1 |
| BCBS | Basel Committee on Banking Supervision |
| BIC | Bayesian Information Criterion |
| BIS | Bank for International Settlements |
| BL | Bill of Lading |
| BPCE | Banque Populaire Caisse d'Epargne |
| CAPM | Capital Asset Pricing Model |
| CB | Capital Conservation Buffer |
| CCB | Countercyclical Capital Buffer |
| cdf | cumulative distribution function |
| CEO | Chief Executive Officer |
| CET1 | Common Equity Tier 1 |
| CF_VaR | Cornish–Fisher Value‐at‐Risk |
| COCON | Code of Conduct |
| CRS | Conduct Risk Score |
| EAD | Exposure at Default |
| ECAI | External Credit Assessment Institution |
| EL | Expected Loss |
| EMEIA | Europe, the Middle East, India and Africa |
| ES | Expected Shortfall |
| EVT | Extreme Value Theory |
| EWMA | Exponentially Weighted Moving Average |
| ExCo | Executive Committee |
| EY | Ernst & Young Global Limited |
| FCA | Financial Conduct Authority |
| F&P | Fit and Proper individuals |
| FSB | Financial Stability Board |
| FX | Foreign Exchange market |
| GAFAM | Google (Alphabet), Apple, Facebook (Meta), Amazon and Microsoft |
| GARCH | Generalized Autoregressive Conditional Heteroscedasticity |
| GEV | Generalized Extreme Value |
| GBP | Great British Pound |
| GDPR | General Data Protection Regulation |
| G‐SIB | Global Systemically Important Bank |
| HQLA | High‐Quality Liquid Assets |
| HFT | High‐Frequency Trading |
| HR | Human Resources |
| IRB | Internal Ratings‐Based |
| KPI | Key Performance Indicator |
| KYC | Know Your Customer |
| LCR | Liquidity Coverage ... |
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