List of Terms andtheir Abbreviations
asset-backed commercial paper (ABCP)
asset-backed securities (ABS)
asset–liability committee (ALCO)
asset–liability management (ALM)
advanced measurement approach (AMA)
asset-swap spread (ASW)
Balance Sheet Management Committee (BSMCO)
Basel Committee for Banking Supervision (BCBS)
Bank Financial Strength Ratings (BFSR)
Bank for International Settlements (BIS)
Bank of England (BoE)
basic indicator approach (BIA)
basis points (bps)
basis point value (BPV)
business as usual (BAU)
capital adequacy directive (CAD)
Capital Requirements Directive (CRD)
certificates of deposit (CDs)
cheapest-to-deliver (CTD)
Chicago Board of Trade (CBOT)
Chicago Board Options Exchange (CBOE)
chief executive officer (CEO)
chief operating officer (COO)
chief risk officer (CRO)
collateralised debt obligations (CDO)
collaterised loan obligations (CLOs)
commercial mortgage-backed securities (CMBS)
commercial paper (CP)
Committee of European Banking Supervisors (CEBS)
consumer price index (CPI)
contingency funding plan (CFP)
contingent convertible (CoCo)
cost of capital (CoC)
cost of funds (COF)
countercyclical capital buffer (CCB)
credit default swap (CDS)
credit-linked note (CLN)
credit rating agencies (CRA)
credit support annexe (CSA)
credit value adjustment (CVA)
debt service coverage ratio (DSCR)
debt value adjustment (DVA)
discount window facility (DWF)
dollar value of a basis point (DVBP)
dollar value of 1 basis point (DV01)
earnings-at-risk (EAR)
earnings ...
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