74.7 List of abbreviations
Inhoudsopgave Voorwoord Bestuursverslag Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3
Name
Registered office
Capital
W
Wiebach C.V.
Winterhude II Wohnbau GmbH Co. KG
Woodands Canada Holdings Ltd.
Woodlands Canada i Ltd.
WVG Winterhude II Verwaltungs GmbH
Utrecht
Hamburg
Saint John
Saint John
Hamburg
1
80
100
100
80
Yellow Newco B.V.
Utrecht
100
Z
Zèta B.V.
Zodiac B.V.
Amsterdam
Amsterdam
100
100
ABCP
Asset Backed Commercial Paper
DDOS
Distributed Denial of Services
AC
Audit and Compliance Committee
DLL
De Lage Landen
AFS
Available-for-sale financial assets
DNB
De Nederlandsche Bank
IRB
Advanced Internal Ratings Based
DRN
Deferred Remuneration Note
ALM
Asset Liability Management
DSIB
Domestic Systemically Important Bank
ALCO
Asset Liability Committee
EAD
Exposure at Default
AMA
Advanced Measurement Approach
EATE
Exposure atTransfer Event
AQR
Asset Quality Review
EatR
Equity at Risk
AT1
Additional Tier 1
ECAI
External Credit Assessment Institution
BCBS
Basel Committee on Banking Supervision
ECB
European Central Bank
BCVA
Bilateral Credit Value Adjustment
EC
Economic Capital
BDC
Bad Debt Costs
EDTF
Enhanced Disclosure Task Force
BEICF
Business Environment and Internal Control Factors
EL
Expected Loss
BOE
Bank of England
ETP
Exchange Traded Products
BPV
Basis Point Value
FED
Federal Reserve Bank
BRRD
Bank Recovery and Resolution Directive
FSB
Financial Stability Board
CAD
Capital Adequacy Directive
GFM
Global Financial Markets
CBA
Confidence Band Approach
GIC
Guaranteed Investment Contracts
CCB
Countercyclical Buffer
GLAC
Gone concern Loss Absorbing Capital
CCP
Central Counterparties
GSIB
Global Systemic Important Bank
CDS
Credit Default Swap
HQLA
FHigh Quality Liquid Assets
CET1
Common Equity Tier 1
IAA
Internal Assessment Approach
CFO
Chief Financial Officer
latR
Income at Risk
CLC
Country Limits Committee
IBNR
Incurred But Not Reported
CPBP
Clients, Products Business Practices
ICAAP
Internal Capital Adequacy Assessment Process
CPM
Credit Portfolio Management
ICFM
Investment Committee Financial Markets
CRD
Capital Requirements Directive
IFRS
International Financial Reporting Standards
CRO
Chief Risk Officer
ILAAP
Internal Liquidity Adequacy Assessment Process
CRD IV
Capital Requirements Directive IV
IMA
Internal Method Approach
CRR
Capital Requirements Regulation
IMM
Internal Model Method
CRUA
Coöperatieve Rabobank U.A.
IRB
Internal Ratings Based
CSA
Credit Support Annex
IRC
Incremental Risk Charge
CVA
Credit Value Adjustment
ISDA
International Swaps and Derivatives Association
397 14. Appendices