LIST OF ACRONYMS
- ABCP
- Asset Backed Commercial Paper
- ALLL
- Allowance for Loan and Lease Losses
- AMA
- Advanced Measurement Approaches
- ANPR
- Advance Notice of Proposed Rulemaking
- AVC
- Asset Value Correlation
- BCBS
- Basel Committee on Banking Supervision
- BHC
- Bank Holding Company
- CF
- Conversion Factor
- CEIO
- Credit-Enhancing Interest-Only Strip
- CRM
- Credit Risk Mitigation
- DI
- Depository Institution
- DvP
- Delivery versus Payment
- E
- Measure of Effectiveness
- EAD
- Exposure at Default
- ECL
- Expected Credit Loss
- EL
- Expected Loss
- ELGD
- Expected Loss Given Default
- EOL
- Expected Operational Loss
- FDIC
- Federal Deposit Insurance Corporation
- FFIEC
- Federal Financial Institutions Examination Council
- FMI
- Future Margin Income
- GAAP
- Generally Accepted Accounting Principles
- HELOC
- Home Equity Line of Credit
- HOLA
- Home Owners' Loan Act
- HVCRE
- High-Volatility Commercial Real Estate
- IAA
- Internal Assessment Approach
- IMA
- Internal Models Approach
- IRB
- Internal Ratings Based
- KIRB
- Capital Requirement for Underlying Pool of Exposures (securitizations)
- LGD
- Loss Given Default
- LTV
- Loan-to-Value Ratio
- M
- Effective Maturity
- MRA
- Market Risk Amendment
- MRC
- Minimum Risk-Based Capital
- OCC
- Office of the Comptroller of the Currency
- OTC
- Over-the-Counter
- OTS
- Office of Thrift Supervision
- PCA
- Prompt Corrective Action
- PD
- Probability of Default
- PFE
- Potential Future Exposure
- PvP
- Payment versus Payment
- QIS-3
- Quantitative Impact Study 3
- QIS-4
- Quantitative Impact Study 4
- QIS-5
- Quantitative Impact Study 5
- QRE
- Qualifying Revolving Exposure
- RBA
- Ratings-Based Approach
- SFA
- Supervisory Formula Approach
- SME
- Small and Medium-Size Enterprise
- SPE
- Special Purpose Entity
- SRWA
- Simple Risk-Weight Approach
- UL
- Unexpected Loss
- UOL
- Unexpected Operational Loss
- VaR
- Value-at-Risk