Inhoudsopgave
Voorwoord Bestuursverslag Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3
LBB
Lokaal Bankbedrijf
RC
Risk Committee
LCR
Liquidity Coverage Ratio
RMBS
Residential Mortgage Backed Securities
LGD
Loss Given Default
RMC
Risk Management Committee
LGTE
Loss Given Transfer Event
RM
Risk Management
LTV
Loan to Value
RM FM
Risk Management Financial Markets
LQR
Loan Quality Classification
RM FMA
Risk Management Financial Markets Advisory
MCRG
Monitoring Committee Rabobank Group
ROC
Regulatory Oversight Committee
MGC
Model Governance Committee
RRR
Rabobank Risk Rating
MREL
Minimum Required Eligible Liabilities
RWA
Risk Weighted Assets
MTM
Mark to Market
RWEA
Risk Weighted Exposure Amount
NBFI
Non-Banking Financial Institution
RWS
Risk Weights for Securitisations
NFR
Non-Financial Risk
SFT
Securities Financing Transactions
NHG
Nationale Flypotheek Garantie
SIFI
Systemically Important Financial Institution
NSFR
Net Stable Funding Ratio
S&P
Standard and Poor's
ORM
Operational Risk Management
SREP
Supervisory Review and Evaluation Process
OTC
Over The Counter
SRT
Significant RiskTransfer
P&L
Profit and Loss
SSM
Single Supervisory Mechanism
PFE
Potential Future Exposure
SPV
Special Purpose Vehicle
PD
Probability of Default
SVaR
Stressed Value at Risk
PFE
Potential Future Exposure
TLAC
Total Loss Absorbing Capacity
PRA
Probability ofTransfer Event
TPS
Trust Preferred Securities
RAROC
Risk Adjusted Return On Capital
TRS
Total Return Swap
RAS
Risk Appetite Statement
UL
Unexpected Loss
RC
Regulatory Capital
VaR
Value at Risk
398 Rabobank Jaarverslag 2016
