Version date: 20 October 2022 - onwards
Abbreviations
|
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 the banking book (referred to in CRD as credit spread risk arising from non-trading book activities) |
|
CRD |
|
|
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 |