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List of Abbreviations

ABCPAsset-backed commercial paper
 
ALAAlternative Liquidity Approaches
 
CDCertificate of deposit
 
CDSCredit default swap
 
CFPContingency Funding Plan
 
CPCommercial paper
 
ECAIExternal credit assessment institution
 
HQLAHigh quality liquid assets
 
IRBInternal ratings-based
 
LCRLiquidity Coverage Ratio
 
LTVLoan to Value Ratio
 
NSFRNet Stable Funding Ratio
 
OBSOff-balance sheet
 
PDProbability of default
 
PSEPublic sector entity
 
RMBSResidential mortgage backed securities
 
SIVStructured investment vehicle
 
SPESpecial purpose entity