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