Glossary of Terms
ABS
Asset-Backed Securities
ALCO
Asset-Liability Committee
ALLL
Allowance for Loan and Lease Losses
ARM
Adjustable Rate Mortgage
ARIMA
Autoregressive Integrated Moving Average
BCBS
Basel Committee on Banking Supervision
BHC
Bank Holding Company
BIS
Bank for International Settlement
C&I
Commercial and Industrial
CCAR
Comprehensive Capital Analysis and Review
CDS
Credit Default Swap
CFP
Contingency Funding Plan
CFO
Chief Financial Officer
CLAR
Comprehensive Liquidity Assessment Review
CRE
Commercial Real Estate
CRO
Chief Risk Officer
CVA
Credit Value Adjustment
DCAT
Dynamic Capital Adequacy Testing
DFAST
Dodd-Frank Act Stress Tests
DTA
Deferred Tax Assets
EAD
Exposure at Default
EBA
European Banking Authority
EDF
Expected Default Frequency
EIOPA
European Insurance and Occupational Pensions Authority
EL
Expected Loss
ERM
Enterprise Risk Management
ETL
Extract, Transform, Load
FRS
Federal Reserve System
FSB
Financial Stability Board
FTP
Funds Transfer Pricing
FVA
Funding Valuation Adjustment
FVO
For Valuation Only
FX
Foreign Exchange
GAAP
Generally Accepted Accounting Principles
GCO
Gross Charge-Off
GDP
Gross Domestic Product
GSE
Government-Sponsored Enterprise
G-SIB
Global Systemically Important Bank
G-SIFI
Global Systemically Important Financial Institution
HELOC
Home Equity Line of Credit
HPI
House Price Index
HQLA
High Quality Liquid Assets
ICAAP
Internal Capital Adequacy Assessment Process
ICAS
Individual Capital Adequacy Standards
KPI
Key Performance Indicator
LCR
Liquidity Coverage Ratio
LGD
Loss Given Default
LTV
Loan-to-Value
M&A
Mergers and Acquisitions
MCST
Mid-Cycle Stress Test
MIS
Management Information System
MLE
Maximum Likelihood Estimation
MTM
Mark-To-Market
NAIC
National Association of Insurance Commissioners
NCO
Net Charge-Off
NPL
Non-Performing Loan
NSFR
Net Stable Funding Ratio
OCC
Office of the Comptroller of the Currency
OLA
Orderly Liquidation Authority
ORSA
Own Risk Solvency Assessment
OSFI
Office of the Superintendent of Financial Institutions
OTTI
Other Than Temporary Impairment
P&L
Profit and Loss
PCA
Principal Component Analysis
PD
Probability of Default
PPNR
Pre-Provision Net Revenue
PRA
Prudential Regulation Authority
QE
Quantitative Easing
RAP
Regulatory Accounting Principles
RMBS
Residential Mortgage Backed Securities
RWA
Risk-Weighted Asset
SCAP
Supervisory Capital Assessment Program
SCR
Solvency Capital Requirement
SIFI
Systemically Important Financial Institution
SSFA
Simplified Supervisory Formula Approach
SSM
Single Supervisory Mechanism
VaR
Value-at-Risk
XML
Extensible Markup Language
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