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E U R O P E A N B A N K I N G A U T H O R I T Y

8

Abbreviations

AQR

asset quality review

AT1

additional tier 1

BIS

Bank for International

Settlements

BRRD

Bank Recovery and Resolution

Directive

CAPM

Capital Asset Pricing Model

CCP

counterparty clearing party /

parties

CDS

credit default swap

CERT

Computer Emergency Response

Team

CET1

common equity tier 1

CoCo

contingent convertible

CoE

cost of equity

COREP

common reporting

CRD

Capital Requirements Directive

CRR

Capital Requirements Regulation

CRE

Commercial Real Estate

DDoS

Distributed denial of service

DM

developed markets

EA

Euro area

EBA

European Banking Authority

ECB

European Central Bank

EDIS

European Deposit Insurance

Scheme

EDF

expected default frequencies

EEA

European economic area

EM

emerging market(s)

EMIR

European Market Infrastructure

Regulation

ESA

European Supervisory Authority

EURIBOR

Euro interbank offered rate

EWS

early warning system

FBE

forborne exposure

FBL

forborne loan(s)

FED

federal reserve (system) (of the

US)

FINREP

financial reporting

GDP

gross domestic product

GL

guideline

ICT

information and communication

technologies

ICAAP

internal capital adequacy

assessment process

IFRS

International Financial Reporting

Standard

IMF

International Monetary Fund

IRB

Internal ratings based

ITS

implementing technical standard

KRI

key risk indicator

LCU

local currency

LIBOR

London interbank offered rate

LTRO

long-term refinancing operation

MPO

monetary policy and operations

MREL

minimum requirement for own

funds and eligible liabilities

NEA

non-Euro area

NII

net interest income

NPE

non-performing exposure

NPL(s)

non-performing loan(s)

NSFR

net stable funding ratio

OTC

over the counter

pp

percentage point(s)

P&L

Profit and Losses

QE

quantitative easing

RAQ

risk assessment questionnaire

RAR

report on the risks and

vulnerabilities of the European

Banking System

RoA

return on assets