4632019 Universal registration document and annual financial report - BNP PARIBAS
5risks and CaPital adequaCy Pillar 3
5
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
EDTF Enhanced Disclosure Task Force
EEA European Economic Area
EEPE Effective Expected Positive Exposure
EHQLA Extremely High Credit Quality Liquid Assets
EL Expected Loss
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 Process
TLAC Total Loss Absorbing Capacity
TLTRO Targeted Long Term Refinancing Operation
VaR Value at Risk