ABS

Asset-backed securities

CDO

Collateralised debt obligation

CDS

Credit default swap

CCF

Credit conversion factor

CIU

Collective investment undertaking

CCP

Central counterparty

CRM

Credit risk mitigation

D-SIB

Domestic systemically important bank

ECAI

External credit assessment institution

G-SIB

Global systemically important bank

G-SIFI

Global systemically important financial institution

IRB

Internal ratings-based

LTA

Look-through approach

OTC

Over-the-counter

PD

Probability of default

Q-CCP

Qualifying central counterparty

SA-CCR

Standardised approach for counterparty credit risk

SIFI

Systemically important financial institution

SFT

Securities financing transaction