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    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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