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