Home
> Monetary Policy
> Quarterly Report on Federal Reserve Balance Sheet Developments
> Monthly Report on Credit and Liquidity Programs, 2012
> CLBS Report, Contents, February 2012
Monthly Report on Credit and Liquidity Programs
and the Balance Sheet
February 2012 (1.36 MB PDF)
Purpose | Abbreviations | Overview |
Abbreviations
ABCP | Asset-backed commercial paper |
ABS | Asset-backed securities |
AIA | American International Assurance Company Ltd. |
AIG | American International Group, Inc. |
AIGFP | AIG Financial Products Corp. |
ALICO | American Life Insurance Company |
AMLF | Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility |
ARM | Adjustable rate mortgage |
CAMELS | Capital, Assets, Management, Earnings, Liquidity, and Sensitivity |
CDO | Collateralized debt obligations |
CMBS | Commercial mortgage-backed securities |
CMO | Collateralized mortgage obligations |
CPFF | Commercial Paper Funding Facility |
CUSIP | Committee on Uniform Security Identification Procedures |
FCB | Foreign central bank |
FOMC | Federal Open Market Committee |
FRBNY | Federal Reserve Bank of New York |
GAAP | Generally accepted accounting principles in the United States of America |
GSE | Government-sponsored entity |
JPMC | JPMorgan Chase & Co. |
LLC | Limited liability company |
LSAP | Large-scale asset purchase programs |
MBS | Mortgage-backed securities |
ML II | Maiden Lane II LLC |
ML III | Maiden Lane III LLC |
MMMF | Money market mutual fund |
NRSRO | Nationally recognized statistical rating organization |
OIG | Office of the Inspector General |
OMO | Open market operations |
PDCF | Primary Dealer Credit Facility |
RMBS | Residential mortgage-backed securities |
SBA | Small Business Administration |
SOMA | System Open Market Account |
SPV | Special purpose vehicle |
TAF | Term Auction Facility |
TALF | Term Asset-Backed Securities Loan Facility |
TARP | Troubled Asset Relief Program |
TBA | To be announced |
TIPS | Treasury inflation-protected securities |
TSLF | Term Securities Lending Facility |
VIE | Variable interest entity |
Last update:
August 2, 2013