Abbreviations
ABS | asset-backed security |
ACR | adjusted current ratio |
ADIA | Abu Dhabi Investment Authority |
AIF | alternative investment fund |
AIFM | alternative investment fund manager |
ALM | asset liability management |
AMH | adaptive market hypothesis |
AuM | assets under management |
AVM | asset value model |
B | bow factor |
bps | basis points |
C | contributions, drawdowns, capital calls of funds |
CalPERS | California Public Employees' Retirement System |
CalSTRS | California State Teachers' Retirement System |
CAPM | capital asset pricing model |
CC | committed capital |
CDO | collateralized debt obligation |
CFA | cash flow adjustment |
CFaR | cash-flow-at-risk |
CFO | collateralized fund obligation |
CIC | China Investment Corporation |
CR | current ratio |
D | distributions, capital repayments of funds |
DB | defined benefit plan |
DC | defined contribution plan |
DCF | discounted cash flows |
DMM | default mode model |
EIOPA | European Insurance and Occupational Pensions Authority |
ESG | environmental, social and corporate governance |
ESMA | European Securities and Markets Authority |
EUR | euro |
EVCA | European Venture Capital and Private Equity Association |
FoF | fund-of-funds |
FOIA | Freedom of Information Act |
FRI | fixed interest rate |
FRN | floating-rate note |
G | growth rate |
GIC | Government of Singapore Investment Corporation |
GP | general partner |
HMC | Harvard Management Corporation |
HNW | high net worth |
iCaR | invested-capital-at-risk |
IFRS | International Financial Reporting Standard |
IIRR | interim IRR |
IMF |
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