NBFI NFR NSFR ORM OTC PFE Contents Foreword Management report Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3 LBB Lokaal Bankbedrijf RC Risk Committee LCR Liquidity Coverage Ratio RMBS Residential Mortgage Backed Securities LGD Loss Given Default RMC Risk Management Committee LGTE Loss Given Transfer Event RM Risk Management LTV Loan to Value RM FM Risk Management Financial Markets LQR Loan Quality Classification RM FMA Risk Management Financial Markets Advisory MCRG Monitoring Committee Rabobank Group ROC Regulatory Oversight Committee MGC Model Governance Committee RRR Rabobank Risk Rating MREL Minimum Required Eligible Liabilities RWA Risk Weighted Assets MTM Mark to Market RWEA Risk Weighted Exposure Amount Non-Banking Financial Institution RWS Risk Weights for Securitisations Non-Financial Risk SFT Securities Financing Transactions NHG Nationale Hypotheek Garantie SIFI Systemically Important Financial Institution Net Stable Funding Ratio S&P Standard and Poor's Operational Risk Management SREP Supervisory Review and Evaluation Process Over The Counter SRT Significant Risk Transfer P&L Profit and Loss SSM Single Supervisory Mechanism Potential Future Exposure SPV Special Purpose Vehicle PD Probability of Default SVaR Stressed Value at Risk PFE Potential Future Exposure TLAC Total Loss Absorbing Capacity PRA Probability of Transfer Event TPS Trust Preferred Securities RAROC Risk Adjusted Return On Capital TRS Total Return Swap RAS Risk Appetite Statement UL Unexpected Loss RC Regulatory Capital VaR Value at Risk 392 Rabobank Annual Report 2016

Rabobank Bronnenarchief

Annual Reports Rabobank | 2016 | | pagina 324