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    Glossary

    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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