| { | |
| "ABoR": "Administrative Board of Review", | |
| "ABS": "asset-backed security", | |
| "ABSPP": "asset-backed securities purchase programme", | |
| "ACH": "automated clearing house", | |
| "AIF": "alternative investment fund", | |
| "AMA": "advanced measurement approach", | |
| "AMC": "asset management company", | |
| "AMI-Pay": "Advisory Group on Market Infrastructures for Payments", | |
| "AMI-SeCo": "Advisory Group on Market Infrastructures for Securities and Collateral", | |
| "AML": "anti-money laundering", | |
| "API": "application programming interface", | |
| "APP": "asset purchase programme", | |
| "ASC": "Advisory Scientific Committee", | |
| "ASLP": "automated security lending programme", | |
| "AT1": "Additional Tier 1", | |
| "ATC": "Advisory Technical Committee", | |
| "ATM": "automated teller machine", | |
| "b.o.p.": "balance of payments", | |
| "BCBS": "Basel Committee on Banking Supervision", | |
| "BCPs": "Basel Core Principles", | |
| "BEPGs": "Broad Economic Policy Guidelines", | |
| "BIC": "Business Identifier Code", | |
| "BIS": "Bank for International Settlements", | |
| "BPM6": "Balance of Payments and International Investment Position Manual", | |
| "bps": "basis points", | |
| "BRM": "breach reporting mechanism", | |
| "BRRD": "Bank Recovery and Resolution Directive", | |
| "c.i.f.": "Cost, insurance and freight at the importer’s border", | |
| "CAPE": "cyclically adjusted price/earnings (ratio)", | |
| "CAPM": "capital asset pricing model", | |
| "CAS": "capital adequacy statement", | |
| "CBOE": "Chicago Board Options Exchange", | |
| "CBPP": "covered bond purchase programme", | |
| "CBR": "combined buffer requirement", | |
| "CCBM": "correspondent central banking model", | |
| "CCBM2": "Collateral Central Bank Management", | |
| "CCoB": "capital conservation buffer", | |
| "CCP": "central counterparty", | |
| "CCyB": "countercyclical capital buffer", | |
| "CDS": "credit default swap", | |
| "CESR": "Committee of European Securities Regulators", | |
| "CET1": "Common Equity Tier 1", | |
| "CGFS": "Committee on the Global Financial System", | |
| "CGO": "Compliance and Governance Office", | |
| "CISS": "composite indicator of systemic stress", | |
| "CJEU": "Court of Justice of the European Union", | |
| "CMU": "capital markets union", | |
| "CO2": "carbon dioxide", | |
| "COGESI": "Contact Group on Euro Securities Infrastructures", | |
| "COI": "Centralised On-Site Inspections Division", | |
| "COREP": "common reporting", | |
| "CPI": "consumer price index", | |
| "CPMI": "Committee on Payments and Market Infrastructures", | |
| "CPSIPS": "Core Principles for Systemically Important Payment Systems", | |
| "CRD": "Capital Requirements Directive", | |
| "CRE": "commercial real estate", | |
| "CRR": "Capital Requirements Regulation", | |
| "CSD": "central securities depository ", | |
| "CSPP": "corporate sector purchase programme", | |
| "D-SIB": "domestic systemically important bank", | |
| "DFR": "deposit facility rate", | |
| "DG ECFIN": "Directorate General for Economic and Financial Affairs, European Commission", | |
| "DGS": "deposit guarantee scheme", | |
| "DLT": "distributed ledger technology", | |
| "DSR": "debt service ratio", | |
| "DSTI": "debt service-to-income", | |
| "DTA": "deferred tax asset", | |
| "DTI": "debt-to-income", | |
| "DvD": "delivery versus delivery", | |
| "DvP": "delivery versus payment", | |
| "EAD": "exposure at default", | |
| "EBA": "European Banking Authority", | |
| "EBITDA": "earnings before interest, taxes, depreciation and amortisation", | |
| "EBP": "excess bond premium", | |
| "EBPP": "Electronic Bill Presentment and Payment ", | |
| "ECA": "European Court of Auditors", | |
| "ECAF": "Eurosystem credit assessment framework", | |
| "ECB": "European Central Bank ", | |
| "ECL": "expected credit loss", | |
| "ECOFIN": "Economic and Financial Affairs Council. Council of the European Union", | |
| "ECU": "European Currency Unit ", | |
| "EDF": "expected default frequency", | |
| "EDI": "electronic data interchange ", | |
| "EDIS": "European Deposit Insurance Scheme", | |
| "EDP": "excessive deficit procedure ", | |
| "EDW": "European Data Warehouse", | |
| "EEA": "European Economic Area ", | |
| "EER": "effective exchange rate ", | |
| "EFC": "Economic and Financial Committee ", | |
| "EFSF": "European Financial Stability Facility ", | |
| "EFSM": "European Financial Stabilisation Mechanism ", | |
| "EIOPA": "European Insurance and Occupational Pensions Authority", | |
| "EL": "Expected Loss", | |
| "ELB": "effective lower bound", | |
| "ELBE": "Expected Loss Best Estimate", | |
| "ELMI": "electronic money institution", | |
| "EMIR": "European Market Infrastructure Regulation", | |
| "EMMS": "Euro Money Market Survey", | |
| "EMS": "European Monetary System ", | |
| "EMU": "Economic and Monetary Union ", | |
| "EONIA": "euro overnight index average", | |
| "ERM II": "exchange rate mechanism II", | |
| "ERPB": "Euro Retail Payments Board", | |
| "ESA": "European Supervisory Authority", | |
| "ESA 2010": "European System of Accounts 2010 ", | |
| "ESA 95": "European System of Accounts 1995 ", | |
| "ESCB": "European System of Central Banks", | |
| "ESCG": "European Systemic Cyber Group", | |
| "ESFS": "European System of Financial Supervision", | |
| "ESM": "European Stability Mechanism", | |
| "ESMA": "European Securities and Markets Authority", | |
| "ESRB": "European Systemic Risk Board", | |
| "ETF": "exchange-traded fund", | |
| "EUCLID": "European centralised infrastructure for supervisory data", | |
| "EURIBOR": "euro interbank offered rate", | |
| "€STR": "euro short-term rate", | |
| "EVE": "economic value of equity", | |
| "f.o.b.": "Free on board at the exporter’s border", | |
| "FINREP": "financial reporting", | |
| "FMI": "financial market infrastructure", | |
| "FOLTF": "failing or likely to fail", | |
| "FOMC": "Federal Open Market Committee", | |
| "FRA": "forward rate agreement", | |
| "FSB": "Financial Stability Board", | |
| "FSR": "Financial Stability Review", | |
| "FTS": "funds transfer system", | |
| "FVA": "fair value accounting", | |
| "FVC": "financial vehicle corporation", | |
| "FX": "foreign exchange", | |
| "G-SIB": "global systemically important bank", | |
| "G-SII": "global systemically important institution", | |
| "GAAP": "generally accepted accounting principles", | |
| "GDP": "gross domestic product", | |
| "HICP": "Harmonised Index of Consumer Prices", | |
| "HLEG": "High-Level Expert Group on Sustainable Finance", | |
| "HoM": "Head of Mission", | |
| "HQLA": "high-quality liquid asset", | |
| "i.i.p.": "international investment position", | |
| "IAIG": "internationally active insurance group", | |
| "IAIS": "International Association of Insurance Supervisors", | |
| "IAS": "International Accounting Standards", | |
| "IBAN": "International Bank Account Number", | |
| "IC": "internal capital", | |
| "ICAAP": "Internal Capital Adequacy Assessment Process", | |
| "ICMA": "International Capital Market Association", | |
| "ICPFs": "insurance corporations and pension funds", | |
| "ICR": "interest coverage ratio", | |
| "ICS": "Insurance Capital Standard", | |
| "ICSD": "international central securities depository", | |
| "IF": "investment fund", | |
| "IFRS": "International Financial Reporting Standards", | |
| "IFTS": "interbank funds transfer system", | |
| "ILAAP": "Internal Liquidity Adequacy Assessment Process", | |
| "ILO": "International Labour Organization", | |
| "ILS": "inflation-linked swap", | |
| "IMAS": "SSM Information Management System", | |
| "IMF": "International Monetary Fund", | |
| "IMI": "internal model investigation", | |
| "IOSCO": "International Organization of Securities Commissions", | |
| "IPS": "institutional protection scheme", | |
| "IRB": "internal ratings-based", | |
| "IRBA": "internal ratings-based approach", | |
| "IRR": "internal rate of return", | |
| "IRRBB": "interest rate risk in the banking book", | |
| "IRT": "Internal Resolution Team", | |
| "ISIN": "International Securities Identification Number", | |
| "ITS": "Implementing Technical Standards", | |
| "JSS": "Joint Supervisory Standards", | |
| "JST": "Joint Supervisory Team", | |
| "JSTC": "Joint Supervisory Team coordinator", | |
| "KRI": "key risk indicator", | |
| "LCBG": "large and complex banking group", | |
| "LCR": "liquidity coverage ratio", | |
| "LGD": "loss-given-default", | |
| "LSI": "less significant institution", | |
| "LSTI": "loan service-to-income", | |
| "LTD": "loan-to-deposit", | |
| "LTG": "long-term guarantee", | |
| "LTI": "loan-to-income", | |
| "LTRO": "longer-term refinancing operation", | |
| "LTSF": "loan-to-stable-funding", | |
| "LTV": "loan-to-value", | |
| "M&A": "mergers and acquisitions", | |
| "MDA": "maximum distributable amount", | |
| "MFI": "monetary financial institution", | |
| "MiFID": "Markets in Financial Instruments Directive", | |
| "MiFIR": "Markets in Financial Instruments Regulation", | |
| "MIP": "macroeconomic imbalance procedure", | |
| "MMF": "money market fund", | |
| "MMS": "money market statistics", | |
| "MMSR": "money market statistical reporting", | |
| "MPC": "Monetary Policy Committee", | |
| "MREL": "minimum requirement for own funds and eligible liabilities", | |
| "MSC": "merchant service charge", | |
| "NAV": "net asset value", | |
| "NBNI": "non-bank, non-insurance", | |
| "NCA": "national competent authority", | |
| "NCB": "national central bank", | |
| "NDA": "national designated authority", | |
| "NFC": "non-financial corporation", | |
| "NFCI": "net fee and commission income", | |
| "NII": "net interest income", | |
| "NIRP": "negative interest rate policy", | |
| "NPE": "non-performing exposure", | |
| "NPLs": "non-performing loans", | |
| "NRA": "national resolution authority", | |
| "NSA": "national supervisory authority", | |
| "NSFR": "net stable funding ratio", | |
| "O&D": "options and discretions", | |
| "O-SII": "other systemically important institution", | |
| "OECD": "Organisation for Economic Co-operation and Development", | |
| "OFI": "other financial institution", | |
| "OIS": "overnight index swap", | |
| "OJ": "Official Journal of the European Union", | |
| "ORC": "overall recovery capacity", | |
| "OSI": "on-site inspection", | |
| "OTC": "over-the-counter", | |
| "P&L": "profit and loss", | |
| "P/E": "price/earnings (ratio)", | |
| "P2G": "Pillar 2 guidance", | |
| "P2P payment": "peer-to-peer payment", | |
| "P2R": "Pillar 2 requirement", | |
| "PCE": "personal consumption expenditure", | |
| "PD": "probability of default", | |
| "PE-ACH": "pan-European automated clearing house", | |
| "PIN": "personal identification number", | |
| "PPI": "prudential policy index", | |
| "PPP": "purchasing power parity", | |
| "PQD": "public quantitative disclosure", | |
| "PSPP": "public sector purchase programme", | |
| "PvP": "payment versus payment", | |
| "QE": "quantitative easing", | |
| "RAROC": "risk-adjusted return on capital", | |
| "RAS": "risk appetite statement", | |
| "repo": "repurchase agreement, repurchase operation", | |
| "ROA": "return on assets", | |
| "ROE": "return on equity", | |
| "RORAC": "return on risk-adjusted capital", | |
| "RRE": "residential real estate", | |
| "RTGS system": "real-time gross settlement system", | |
| "RTS": "Regulatory Technical Standards", | |
| "RWA": "risk-weighted asset", | |
| "S&P": "Standard & Poor’s", | |
| "SBBS": "sovereign bond-backed security", | |
| "SCR": "Solvency Capital Requirement", | |
| "SDR": "special drawing right", | |
| "SEP": "Supervisory Examination Programme", | |
| "SEPA": "Single Euro Payments Area", | |
| "SFT": "securities financing transaction", | |
| "SGP": "Stability and Growth Pact", | |
| "SI": "significant institution", | |
| "SII": "systemically important institution", | |
| "SIPS": "systemically important payment system", | |
| "SMEs": "small and medium-sized enterprises", | |
| "SPV": "special-purpose vehicle", | |
| "SQA": "Supervisory Quality Assurance", | |
| "SRB": "systemic risk buffer", | |
| "SREP": "Supervisory Review and Evaluation Process", | |
| "SRF": "Single Resolution Fund", | |
| "SRM": "Single Resolution Mechanism", | |
| "SRMR": "Single Resolution Mechanism Regulation", | |
| "SSG": "SSM Simplification Group", | |
| "SSM": "Single Supervisory Mechanism", | |
| "SSMR": "Single Supervisory Mechanism Regulation", | |
| "SSS": "securities settlement system", | |
| "STE": "Short Term Exercise", | |
| "STP": "straight-through processing", | |
| "T2": "Tier 2", | |
| "T2S": "TARGET2-Securities", | |
| "TFEU": "Treaty on the Functioning of the European Union", | |
| "TIPS": "TARGET instant payment settlement", | |
| "TLAC": "total loss-absorbing capacity", | |
| "TLTRO": "targeted longer-term refinancing operation", | |
| "TREA": "total risk exposure amount", | |
| "TRIM": "targeted review of internal models", | |
| "TRN": "transaction reference number", | |
| "TSCG": "Treaty on Stability, Coordination and Governance in the Economic and Monetary Union", | |
| "UL": "Unexpeccted Loss", | |
| "TSCR": "total SREP capital requirement (P1R+P2R)", | |
| "UCITS": "undertaking for collective investment in transferable securities", | |
| "ULCM": "Unit labour costs in the manufacturing sector.", | |
| "ULCT": "Unit labour costs in the total economy.", | |
| "VaR": "value at risk", | |
| "VIX": "Chicago Board Options Exchange’s Volatility Index", | |
| "XML": "Extensible Markup Language" | |
| } |