2020 Universal registration document and annual financial report - BNP PARIBAS 491
5risks and CaPital adequaCy Pillar 3
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Appendix 6: Acronyms
Appendix 6: Acronyms
Acronyms ABCP Asset-Backed Commercial Paper ABS Asset-Backed Securities ACPR Autorité de contrôle prudentiel et de résolution ALCo Asset and Liability Committee ALM Asset and Liability Management AMA Advanced Measurement Approach bp Basis points BNB Banque Nationale de Belgique BRRD Bank Recovery and Resolution Directive CCP Central Counterparty CCF Credit Conversion Factor CDO Collaterised Debt Obligations CDS Credit Default Swap CEBS Committee of European Banking Supervisors CLO Collaterised Loan Obligations CMBS Commercial Mortgage Backed Securities CMG Crisis Management Group CRD Capital Requirement Directive CRM Comprehensive Risk Measure CRR Capital Requirement Regulation CVA Credit Valuation Adjustment D-SIBs Domestic Systemically Important Banks EAD Exposure at Default EBA European Banking Authority ECB European Central Bank EEA European Economic Area EEPE Effective Expected Positive Exposure EHQLA Extremely High Credit Quality Liquid Assets EL Expected Loss ESRB European Systemic Risk Board FBF Fédération Bancaire Française FED Federal Reserve System of the United States FICC Fixed Income Currency and Commodities
Acronyms FSB Financial Stability Board G-SIBs Global Systemically Important Banks GDP Gross Domestic Product GRR Global Recovery Rate HCSF Haut Conseil de Stabilité Financière HQLA High Quality Liquid Assets ICAAP Internal Capital Adequacy Assessment Process IFRS International Financial Reporting Standards IMF International Monetary Fund IRBA Internal Ratings-Based Approach IRC Incremental Risk Charge ISDA International Swaps and Derivatives Association KYC Know Your Customer LGD Loss Given Default LTV Loan-to-Value MTN Medium Term Note
MREL Minimum Requirement for own funds and Eligible Liabilities
NBI Net Banking Income NPV Net Present Value P&C Property & Casualty PD Probability of Default PVA Prudent Valuation Adjustment RMBS Residential Mortgage-Backed Securities RW Risk Weight SFT Securities Financing Transactions SME Small and Medium Enterprises SREP Supervisory Review and Evaluation Process TLAC Total Loss Absorbing Capacity TLTRO Targeted Long Term Refinancing Operation VaR Value at Risk
