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ACLI
American Council of Life Insurers
ALM
Asset and Liability Management
AQR
Asset Quality Review
ARMA
AutoRegressive Moving-Average
BCBS
Basel Committee on Banking Supervision
BHC
Bank Holding Company
CCAR
Comprehensive Capital Analysis and Review
CDS
Credit Default Swap
CEBS
Committee of European Banking Supervisors
CFO
Chief Financial Officer
CRD
Capital Requirements Directives
CRO
Chief Risk Officer
DFAST
Dodd-Frank Act Stress Tests
DSGE
Dynamic Stochastic General Equilibrium
EAD
Exposure at Default
EBA
European Banking Authority
ECB
European Central Bank
EIOPA
European Insurance and Occupational Pensions Authority
ETL
Extract, Transform, Load
EIR
Effective Interest Rate
EL
Expected Loss
FDSF
Firm Data Submission Framework
FE
Fixed Effects
FSB
Financial Stability Board
FX
Foreign Exchange
GDP
Gross Domestic Product
GLS
Generalised Least Squares
GMM
Generalised Method Moments
IMF
International Monetary Fund
KPI
Key Performance Indicators
LCR
Liquidity Coverage Ratio
LGD
Loss Given Default
MLE
Maximum Likelihood Estimation
NAIC
National Association of Insurance Commissioners
NPL
Non-Performing Loans
NSFR
Net Stable Funding Ratio
OLS
Ordinary Least Squares
ORSA
Own Risk Solvency Assessment
P&L
Profit and Loss
PCA
Principal Component Analysis
PD
Probability of Default
PPNR
Pre-Provision Net Revenue
PRA
Prudential Regulation Authority (UK)
Qreg
Quantile Regressions
RE
Random Effects
RST
Reverse Stress Testing
RWA
Risk Weighted Asset
SCAP
Supervisory Capital Assessment Programme (US)
SCR
Solvency Capital Requirement
SIFI
Systemically Important Financial Institution
SSM
Single Supervisory Mechanism
SVAR
Structural Vector AutoRegressive
VaR
Value-at-Risk
XML
Extensible Markup Language
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