14.3 List of abbreviations Contents Management report Corporate governance Consolidated financial statements Financial statements ABCP Asset Backed Commercial Paper ECB European Central Bank AC Audit and Compliance Committee EC Economic Capital AFS Available For Sale EDTF Enhanced Disclosure Task Force IRB Advanced Internal Ratings Based EIB European Investment Bank ALM Asset Liability Management EL Expected Loss ALCO Asset Liability Committee ETP Exchange Traded Products AMA Advanced Measurement Approach FED Federal Reserve Bank AQR Asset Quality Review FSB Financial Stability Board AT1 Additional Tier 1 GFM Global Financial Markets BCBS Basel Committee on Banking Supervision GIC Guaranteed Investment Contracts BCVA Bilateral Credit Value Adjustment GLAC Gone concern Loss Absorbing Capital BOE Bank of England GSIB Global Systemic Important Bank BPV Basis Point Value GIIPS Greece, Italy, Ireland, Portugal, Spain BRRD Bank Recovery and Resolution Directive HQLA FHigh Quality Liquid Assets CAD Capital Adequacy Directive IAA Internal Assessment Approach CBA Confidence Band Approach latR Income at Risk CCP Central Counterparties IBNR Incurred But Not Reported CDS Credit Default Swap ICAAP Internal Capital Adequacy Assessment Process CET1 Common Equity Tier 1 ICFM Investment Committee Financial Markets CFO Chief Financial Officer IFRS International Financial Reporting Standards CLC Country Limits Committee ILAAP Internal Liquidity Adequacy Assessment Process CPM Credit Portfolio Management IMA Internal Method Approach CRD Capital Requirements Directive IMM Internal Model Method CRO Chief Risk Officer IRB Internal Ratings Based CRD IV Capital Requirements Directive IV IRC Incremental Risk Charge CRR Capital Requirements Regulation ISDA International Swaps and Derivatives Association CSA Credit Support Annex LCR Liquidity Coverage Ratio CVA Credit Value Adjustment LGD Loss Given Default DDOS Distributed Denial of Services LGTE Loss Given Transfer Event DLL De Lage Landen LTV Loan to Value DNB De Nederlandsche Bank LQR Loan Quality Classification DRN Deferred Remuneration Note MCRG Monitoring Committee Rabobank Group DSIB Domestic Systemically Important Bank MGC Model Governance Committee EAD Exposure at Default MREL Minimum Required Eligible Liabilities EATE Exposure atTransfer Event MTM Mark to Market EatR Equity at Risk NBFI Non-Banking Financial Institution ECAI External Credit Assessment Institution NFR Non-Financial Risk 386 Rabobank Annual Report 2015

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Annual Reports Rabobank | 2015 | | pagina 387