Basel术语缩写.doc

Basel术语缩写 ABCP Asset-backed commercial paper AEG Accounting Experts Group AFS Available for sale ALA Alternative Liquidity Approach AMA Advanced Measurement Approaches (for operational risk) AT1 Additional Tier 1 Capital BCBS Basel Committee on Banking Supervision BCG Basel Consultative Group BCP Basel Core Principles for Effective Banking Supervision BOE 英格兰银行BIA Basic Indicator Approach (for operational risk) BIS Bank for International Settlements C Compliant(grade) 达标（等级） CAR Capital adequacy ratio CBRC China Banking Regulatory Commission CCF Credit Conversion Factor CCP Central counterparty CCR Counterparty credit risk CCTF Coherence and Calibration Task Force CEM Current Exposure Method (for counterparty credit risk) CET1 Common Equity Tier 1 Capital 普通股一级资本 CNY Chinese yuan renminbi CRM Comprehensive Risk Measure (for correlation trading) CRM Credit risk mitigation (for credit risk) CVA Credit Valuation Adjustment信用估值调整 D-SIB Domestic Systemically Important Bank国内系统重要性银行 DTA Deferred tax asset DAT Data analysis team 数据分析小组 DP Default Probability 违约概率 EAD Exposure at Default ECA Export credit agency ECAI External credit assessment institution EC Eligible collaterals 合格抵质押品 EU European union 欧盟 EUR Euro 欧元 EL Expected loss FAQ Frequently asked question FIRB Foundation IRB FSB Financial Stability Board 金融稳定委员会 FSA 英国金融服务管理局（Financial Service Authority），该局于1997年10月由1985年成立的证券投资委员会（Securities and Investments Board—SIB组织）改组而成，作为独立的非政府组织，拟成为英国金融市场统一的监管机构，行使法定职责，直接向英国财政部负责。 G-SIB Global Systemically Important Bank 全球系统重要性银行 HVCRE High volatility commercial real estate IAA Internal Assessment Approach (for securitisations) ICAAP Internal capital adequacy assessment process IRB Internal Ratings-based Approach (for credit risk) IMA Internal Models Approach (for market risk) IMM Internal Models Method (for counterparty credit risk) IRC Incremental Risk Charge (for market risk)