| ABCP | Asset-backed commercial paper
|
| ALA | Alternative Liquidity Approaches
|
| CD | Certificate of deposit
|
| CDS | Credit default swap
|
| CFP | Contingency Funding Plan
|
| CP | Commercial paper
|
| ECAI | External credit assessment institution
|
| HQLA | High quality liquid assets
|
| IRB | Internal ratings-based
|
| LCR | Liquidity Coverage Ratio
|
| LTV | Loan to Value Ratio
|
| NSFR | Net Stable Funding Ratio
|
| OBS | Off-balance sheet
|
| PD | Probability of default
|
| PSE | Public sector entity
|
| RMBS | Residential mortgage backed securities
|
| SIV | Structured investment vehicle
|
| SPE | Special purpose entity
|
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