ALCO

asset and liability management committee

ALM

asset and liability management

BCBS

Basel Committee on Banking Supervision

BSG

Banking Stakeholder Group

CET1

Common Equity Tier 1

CSRBB

credit spread risk from non-trading book activities

CRD

Capital Requirements Directive (Directive 2013/36/EU)

CRR

Capital Requirements Regulation (Regulation (EU) No 575/2013)

EBA

European Banking Authority

EaR

earnings at risk

EV

economic value

EVaR

economic value at risk

EVE

economic value of equity

FVOCI

fair value through other comprehensive income

ICAAP

Internal Capital Adequacy Assessment Process

IFRS 9

International Financial Reporting Standard 9 – Financial instruments

IMS

internal measurement system

IR

interest rate

IRRBB

interest rate risk arising from the banking book (referred to in CRD as interest rate risk arising from non-trading book activities)

IT

information technology

MIS

management information system

NII

net interest income

NMD

non-maturity deposit

NPE

non-performing exposure