Abbreviations

ABCP

Asset-backed commercial paper

ADC

Acquisition, development and construction

AMA

Advanced measurement approaches

ASA

Alternative standardised approach

CCF

Credit conversion factor

CCR

Counterparty credit risk

CDR

Cumulative default rate

CEM

Current exposure method

CF

Commodities finance

CMV

Current market value

CRM

Credit risk mitigation

DvP

Delivery-versus-payment

EAD

Exposure at default

ECA

Export credit agency

ECAI

External credit assessment institution

EL

Expected loss

EPE

Expected positive exposure

FMI

Future margin income

HVCRE

High-volatility commercial real estate

IAA

Internal assessment approach

IMM

Internal model method

IPRE

Income-producing real estate

I/O

Interest-only strips

IRB

Internal ratings-based

 LGD

Loss given default

M

Effective maturity

MDB

Multilate