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    Glossary

    AIC
    Akaike information criterion
    ALLL
    Allowance for loan and lease losses
    ALM
    Asset and liability management
    ANN
    Artificial neural network
    API
    Application program interface
    AR
    Accuracy ratio
    ASU
    Accounting Standards Update
    BCBS
    Basel Committee on Banking Supervision
    BEA
    Bureau of Economic Analysis
    BED
    Business employment dynamics
    BLS
    Bureau of Labor Statistics
    BOC
    Bureau of Census
    C&I
    Commercial and industrial
    CCA
    Capital cost allowance
    CCAR
    Comprehensive Capital Analysis and Review
    CECL
    Current expected credit loss
    CLV
    Customer lifetime value
    CPI
    Consumer price index
    CPO
    Certified pre-owned
    CRD
    Credit Research Database
    CRE
    Commercial real estate
    CV
    Cross-validation
    DF
    Discount factor
    DFA
    Dodd-Frank Act
    DFAST
    Dodd-Frank Act Stress Test
    DPD
    Days past due
    DRD
    Default & Recovery Database
    EAD
    Exposure at default
    EBA
    European Banking Authority
    EBITDA
    Earnings before interest, taxes, depreciation, and amortization
    ECB
    European Central Bank
    ECL
    Expected credit loss
    EDF
    Expected Default Frequency
    EIR
    Effective interest rate
    ERS
    Enterprise risk solutions
    FASB
    Financial Accounting Standards Board
    FDIC
    Federal Deposit Insurance Corporation
    FPE
    Final prediction error
    FRB
    Federal Reserve Board
    FVS
    Fair value spread
    GAAP
    Generally Accepted Accounting Principles
    GAM
    Generalized additive model
    GAO
    Government Accountability Office
    GC
    Gross contribution
    HQIC
    Hannan-Quinn information criterion
    IAS
    International Accounting Standard
    IBA
    ICE Benchmark Administration
    ICE
    Intercontinental Exchange
    IFRS
    International Financial Reporting Standard
    LAS
    Loan accounting system
    LEP
    Loss emergence period
    LGD
    Loss given default
    MAE
    Mean absolute error
    MRA
    Matters requiring attention
    MRIA
    Matters requiring immediate attention
    NAR
    National Association of Realtors
    NCO
    Net charge-off
    NSA
    Not seasonally adjusted
    OCC
    Office of the Comptroller of the Currency
    PCA
    Principal component analysis
    PCR
    Principal component regression
    PD
    Probability of default
    PIT
    Point in time
    PPNR
    Pre-provision net revenue
    RMSE
    Root mean square error
    ROA
    Return on assets
    SA
    Seasonally adjusted
    SAAR
    Seasonally adjusted annual rate
    SBA
    Small Business Administration
    SBCS
    Small Business Credit Survey
    SBIC
    Schwarz’s Bayesian information criterion
    SME
    Small and medium-sized enterprises
    TTC
    Through the cycle
    VAR
    Vector autoregression
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