Basel术语缩写

1、Basel术语缩写ABCP Asset-backed commercial paperAEGAccounting Experts GroupAFS Available for saleALAAlternative Liquidity ApproachAMA Advanced Measurement Approaches (for operational risk)AT1 Additional Tier 1 CapitalBCBS Basel Committee on Banking SupervisionBCGBasel Consultative GroupBCP Basel Core Pri

2、nciples for Effective Banking SupervisionBOE英格兰银行BIA Basic Indicator Approach (for operational risk)BIS Bank for International SettlementsCCompliant(grade) 达标（等级）CAR Capital adequacy ratioCBRC China Banking Regulatory CommissionCCF Credit Conversion FactorCCP Central counterpartyCCR Counterparty cre

3、dit riskCCTFCoherence and Calibration Task ForceCEM Current Exposure Method (for counterparty credit risk)CET1 Common Equity Tier 1 Capital 普通股一级资本CNY Chinese yuan renminbiCRM Comprehensive Risk Measure (for correlation trading)CRM Credit risk mitigation (for credit risk)CVACredit Valuation Adjustme

4、nt信用估值调整D-SIB Domestic Systemically Important Bank国内系统重要性银行DTA Deferred tax assetDATData analysis team 数据分析小组推荐精选DPDefault Probability 违约概率EADExposure at DefaultECAExport credit agencyECAI External credit assessment institutionECEligible collaterals 合格抵质押品EUEuropean union 欧盟EUREuro 欧元EL Expected los

5、sFAQ Frequently asked questionFIRBFoundation IRBFSBFinancial 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 BoardSIB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HVCREHi

6、gh volatility commercial real estateIAAInternal Assessment Approach (for securitisations)ICAAPInternal capital adequacy assessment processIRB Internal Ratings-based Approach (for credit risk)IMA Internal Models Approach (for market risk)IMMInternal Models Method (for counterparty credit risk)IRCIncr

7、emental Risk Charge (for market risk)JPYJapanese yen 日元LCLargely Compliant(grade) 基本达标（等级）LFLiquidity facilityLGDLoss-given-defaultLPLoan provision贷款损失准备MPGMacroprudential Supervision Group 宏观审慎监管组推荐精选MDAMaxmium distributable amount 最大可分配额MRMarket riskMNCMaterially non-Compliant (grade) 实质上不达标（等级）NP

8、L Non-performing loanNCNon-Compliant (grade) 不达标（等级）OTCOver-the-counter 柜台PBoC Peoples Bank of ChinaPD Probability of defaultPDGPolicy development groupPONV Point of non-viabilityPSE Public sector entityPRC Peoples Republic of ChinaQISQuantitative impact study定量影响测算Q&AsQuestions &answers RMGRisk Mea

9、surement GroupRCAPRegulatory Consistency Assessment Programme 监管一致性评估项目RWA Risk-weighted assets风险加权资产RSWRisk-weighted assets 风险加权资产RTFResearch Task ForceSA Standardised Approach (for credit risk)SA-CCRStandardised approach for measuring counterparty credit risk exposuresSDStructured deposit 结构性存款SIG

10、 Supervision and Implementation GroupSIBSystemically Important Bank 系统重要性银行SIGTBSupervision and Implementation Group Trading BookSL Specialised lendingSM Standardised method (for counterparty credit risk)SME Small and medium-sized EnterprisesSREPSupervisory review and evaluation process推荐精选SFTsSecur

11、ities Financing Transactions STCsimple, transparent and comparableTLACtotal loss-absorbing capacityTFSETask Force on Sovereign ExposuresTFSATask Force on Standardised ApproachTBGTrading Book GroupTFIRTask Force on Interest Rate Risk in the Banking Book TFRCTask Force on the Scope of Regulatory Conso

12、lidationTSA The Standardised Approach (for operational risk)UCITS Undertakings for collective investments in transferable securitiesUL Unexpected lossVaRValue-at-riskWGMRWorking Group on Margining RequirementsWGLWorking Group on LiquidityWGORWorking Group on Operational RiskWGDWorking Group on Discl

13、osureWMP Wealth management productLCRLiquidity Coverage Ratio 流动性覆盖率巴塞尔3一、capital 资本Pillar 1 Minimum capital requirement Capital and CAR Leverage ratio Credit risk: the standardized approach the internal ratings-based approachMarket risk: the standardized measurement method the internal models appro

14、ach推荐精选Operational risk: the basic indicator approach The standardized approach Advanced measurement approachPillar 2 Supervisory review 监督检查4 principlesICAAP 内部资本充足评估程序 Risk appetite Stress testingSupervisory review, evaluation, and measuresPillar 3 Market discipline 市场约束Disclosure requirement2、 liquidity 流动性Liquidity risk managementRegulatory standards Liquidity coverage ratio Net stable funding ration AD ratio存贷比 Liquidity ratio3、 loan loss provisioningRegulatory standards Provision ratio Provision coverage ratio顺序Core tier 1 CAR核心一级资本充足率 (Capital adequacy