Contents Management report Corporate governance Consolidated financial statements Financial statements NHG Nationale Hypotheek Garantie NSFR Net Stable Funding Ratio ORM Operational Risk Management OTC Over The Counter P&L Profit and Loss PFE Potential Future Exposure PD Probability of Default PFE Potential Future Exposure PTA Platform Taxateurs Accountants PRA Probability ofTransfer Event RAROC Risk Adjusted Return On Capital RAS Risk Appetite Statement RC Regulatory Capital RC Risk Committee RMBS Residential Mortgage Backed Securities RMC Risk Management Committee RM Risk Management RM FM Risk Management Financial Markets RM FMA Risk Management Financial Markets Advisory RN Rabobank Nederland ROC Regulatory Oversight Committee RRR Rabobank Risk Rating RWA Risk Weighted Assets RWEA Risk Weighted Exposure Amount RWS Risk Weights for Securitisations SIFI Systemically Important Financial Institution S&P Standard and Poor's SREP Supervisory Review and Evaluation Process SSM Single Supervisory Mechanism SPV Special Purpose Vehicle SVaR Stressed Value at Risk TLAC Total Loss Absorbing Capacity TPS Trust Preferred Securities TRS Total Return Swap UL Unexpected Loss VaR Value at Risk 387 14. Appendices

Rabobank Bronnenarchief

Annual Reports Rabobank | 2015 | | pagina 388