Title[ Introduction
Section[ Abbreviations
ABCP Asset-backed commercial paper
ADC Acquisition, development and construction
AMA Advanced measurement approaches
ASA Alternative standardised approach
CCF Credit conversion factor
CCR Counterparty credit risk
CDR Cumulative default rate
CEM Current exposure method
CF Commodities finance
CMV Current market value
CRM Credit risk mitigation
DvP Delivery-versus-payment
EAD Exposure at default
ECA Export credit agency
ECAI External credit assessment institution
EL Expected loss
EPE Expected positive exposure
FMI Future margin income
HVCRE High-volatility commercial real estate
IAA Internal assessment approach
IMM Internal model method
IPRE Income-producing real estate
I/O Interest-only strips
IRB Internal ratings-based
LGD Loss given default
M Effective maturity
MDB Multilateral development bank
NIF Note issuance facility
OF Object finance
PD Probability of default
PF Project finance
PSE Public sector entity
PvP Payment-versus-payment
QRRE Qualifying revolving retail exposures
RBA Ratings-based approach
RUF Revolving underwriting facility
SF Supervisory formula
SFT Securities financing transaction
SL Specialised lending
SM Standard method
SME Small- and medium-sized entity
SPE Special purpose entity
UCITS Undertakings for collective investments in transferable securities
UL Unexpected loss
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