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

Rabobank Bronnenarchief

Annual Reports Rabobank | 2016 | | pagina 323