ABCP

 Asset-backed commercial paper

AIRB

Advanced IRB

AMA

Advanced measurement approaches

CCF

Credit conversion factor

CCP

Central counterparty

CCR

Counterparty credit risk

CR

Credit risk

CRM

Credit risk mitigation

CVA

Credit valuation adjustment

EAD

Exposure at default

ECA

Export credit agency

ECAI

External credit assessment institution

EL

Expected loss

ERBA

External Ratings Based Approach

FIRB

Foundation IRB

HVCRE

High-volatility commercial real estate

IAA

Internal assessment approach

IMM

Internal Models Method

IPRE

Income-producing real estate

IRB

Internal ratings-based

IRBA

Internal ratings-based advanced approach IRBF Internal ratings-based foundation approach IRC Incremental risk charge

LGD

Loss-given-default

MDB

Multilateral development bank

MR

Market risk

OF

Object finance

PD

Probability of default

PF

Project finance

PSE