14.7 List of abbreviations
AFS
ALM
AMA
AT1
BCVA
BOE
BPV
CET1
CPM
CRD IV
CRUA
CVA
Contents Foreword Management report Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3
Name
Registered office
Capital
W
Wiebach C.V.
Utrecht
1
Winterhude II Wohnbau GmbH Co. KG
Hamburg
80
Woodands Canada Holdings Ltd.
Saint John
100
Woodlands Canada i Ltd.
Saint John
100
WVG Winterhude II Verwaltungs GmbH
Hamburg
80
Y
Yellow Newco B.V.
Utrecht
100
Z
Zèta B.V.
Amsterdam
100
Zodiac B.V.
Amsterdam
100
ABCP
Asset Backed Commercial Paper
DDOS
Distributed Denial of Services
AC
Audit and Compliance Committee
DLL
De Lage Landen
Available-for-sale financial assets
DNB
De Nederlandsche Bank
IRB
Advanced Internal Ratings Based
DRN
Deferred Remuneration Note
Asset Liability Management
DSIB
Domestic Systemically Important Bank
ALCO
Asset Liability Committee
EAD
Exposure at Default
Advanced Measurement Approach
EATE
Exposure at Transfer Event
AQR
Asset Quality Review
EatR
Equity at Risk
Additional Tier 1
ECAI
External Credit Assessment Institution
BCBS
Basel Committee on Banking Supervision
ECB
European Central Bank
Bilateral Credit Value Adjustment
EC
Economic Capital
BDC
Bad Debt Costs
EDTF
Enhanced Disclosure Task Force
BEICF
Business Environment and Internal Control Factors
EL
Expected Loss
Bank of England
ETP
Exchange Traded Products
Basis Point Value
FED
Federal Reserve Bank
BRRD
Bank Recovery and Resolution Directive
FSB
Financial Stability Board
CAD
Capital Adequacy Directive
GFM
Global Financial Markets
CBA
Confidence Band Approach
GIC
Guaranteed Investment Contracts
CCB
CounterCyclical Buffer
GLAC
Gone concern Loss Absorbing Capital
CCP
Central Counterparties
GSIB
Global Systemic Important Bank
CDS
Credit Default Swap
HQLA
High Quality Liquid Assets
Common Equity Tier 1
IAA
Internal Assessment Approach
CFO
Chief Financial Officer
IatR
Income at Risk
CLC
Country Limits Committee
IBNR
Incurred But Not Reported
CPBP
Clients, Products Business Practices
ICAAP
Internal Capital Adequacy Assessment Process
Credit Portfolio Management
ICFM
Investment Committee Financial Markets
CRD
Capital Requirements Directive
IFRS
International Financial Reporting Standards
CRO
Chief Risk Officer
ILAAP
Internal Liquidity Adequacy Assessment Process
Capital Requirements Directive IV
IMA
Internal Method Approach
CRR
Capital Requirements Regulation
IMM
Internal Model Method
Coöperatieve Rabobank U.A.
IRB
Internal Ratings Based
CSA
Credit Support Annex
IRC
Incremental Risk Charge
Credit Value Adjustment
ISDA
International Swaps and Derivatives Association
391 14. Appendices