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ADC
Advanced Data Collection
ALCO
Asset and Liability Committee
ALM
Asset and Liability Management
AQR
Asset Quality Review
BCAR
Basel Capital Adequacy Reports
BCBS
Basel Committee on Banking Supervision
BHC
Bank Holding Companies
BIS
Bank for International Settlement
BoE
Bank of England
BPO
Business Process Outsourcing
C&I
Commercial and Industrial
CAD
Computer Aided Design
CCAR
Comprehensive Capital Analysis and Review
CCP
Central Counterparty
CDS
Credit Default Swap
CLO
Commercial Loan Origination
COBOL
Common Business Oriented Language
CoCo
Conversion of Contingent Convertible
COREP
Common Reporting
CRD
Capital Requirement Directive
CRE
Commercial Real Estate
CRO
Chief Risk Officer
CRR
Capital Requirements Regulation
CVS
Calculation, Validation & Support
DFAST
Dodd-Frank Act Stress Test
DM
Delivery Manager
DSIB
Domestically Systematically Important Banks
EBA
European Banking Authority
ECB
European Central Bank
EDF
Expected Default Frequency
EL
Expected Loss
EMIR
European Market Infrastructure Regulation
ERM
Enterprise Risk Management
ETL
Extract, Transform, and Load
EWALGD
Estimated Weighted Average Loss Given Default
FBO
Foreign Banking Organizations
FCA
Financial Conduct Authority
FDSF
Firm Data Submission Framework
FPR
Financial Planning Reporting
FP&A
Financial Planning and Analysis
FPC
Financial Policy Committee
FPML
Financial Products Markup Language
FSB
Financial Services Board
FTP
Funds Transfer Pricing 
GAAP
Generally Accepted Accounting Principles 
G-SIB
Globally Systematically Important Banks 
HPE
Hybrid Point-of-Entry 
ICAAP
Internal Capital Adequacy Assessment Process 
IFRS
International Financial Reporting Standards 
ILAAP
Internal Liquidity Adequacy Assessment Process 
ITO
Information Technology Outsourcing 
J-FSA
Japan Financial Supervisory Agency 
KPI
Key Performance Indicator 
KPO
Knowledge Process Outsourcing 
L&D
Learning and Development 
LCR
Liquidity Coverage Ratio 
LEI
Legal Entity Identifier 
LGD
Loss Given Default 
MABL
Moody’s Analytics Banking Lab 
MLAC
Minimum Loss Absorbance Capacity 
MPA
Mortgage Portfolio Analyzer 
MPE
Multiple Point-of-Entry 
MRA
Matters Requiring Attention 
NCA
National Competent Authorities 
NSFR
Net Stable Funding Ratio 
OCC
Office of the Comptroller of the Currency 
OD
Organizational Development 
OFR
Office of Financial Research 
OLAP
Online Analytical Processing 
ORSA
Own Risk Solvency Assessment 
OSFI
Office of the Superintendent of Financial Institutions 
P&L
Profit and Loss 
PD
Probability of Default 
PPNR
Pre-Provision Net Revenue 
PRA
Prudential Regulation Authority 
QA
Quantitative Analytics 
RRP
Recovery and Resolution Plan 
RWA
Risk-Weighted Asset 
SCR
Solvency Capital Requirement 
SFA
Supervisory Formula Approach 
SIFI
Systemically Important Financial Institutions 
SPE
Single Point-of-Entry 
SSFA
Simplified Supervisory Formula Approach 
VaR
Value-at-Risk 
XBRL
eXtensible Business Reporting Language
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