Abbreviations

CAMELS
Capital, Assets, Management, Earnings, Liquidity, and Sensitivity
CMO
Collateralized mortgage obligations
FCB
Foreign central bank
FOMC
Federal Open Market Committee
FRBNY
Federal Reserve Bank of New York
GSE
Government-sponsored enterprise
LLC
Limited liability company
LSAP
Large-scale asset purchase program
MBS
Mortgage-backed securities
OMO
Open market operation
RRP
Reverse repurchase agreement
SOMA
System Open Market Account
TAF
Term Auction Facility
TDF
Term Deposit Facility
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Last Update: May 31, 2018