Panda Project
panda
(2014-04-04 05:15:14, Hit :
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ABCP Asset-backed commercial paper ÀÚ»ê´ãº¸ºÎ ±â¾÷¾îÀ½
ASF Available stable funding °¡¿ë ¾ÈÁ¤Àû ÀÚ±ÝÁ¶´Þ
AVC Asset value correlation Àڻ갡ġ»ó°ü°ü°è
CCF Credit conversion factor ½Å¿ëȯ»êÀ²
CCPs Central counterparties Áß¾Óû»ê¼Ò
CD Certificate of deposit ¾çµµ¼º¿¹±ÝÁõ¼
CCR Counterparty credit risk °Å·¡»ó´ë¹æ ½Å¿ë¸®½ºÅ©
CDS Credit default swap ½Å¿ëºÎµµ½º¿Ò
CP Commercial paper ±â¾÷¾îÀ½
CRM Credit risk mitigation ½Å¿ë¸®½ºÅ©°æ°¨
CUSIP Committee on Uniform Security Identification Procedures ä±Ç½Äº°ÄÚµå
CVA Credit valuation adjustment ½Å¿ë°¡Ä¡Á¶Á¤
DTAs Deferred tax assets ÀÌ¿¬¹ýÀμ¼ÀÚ»ê
DTLs Deferred tax liabilities ÀÌ¿¬¹ýÀμ¼ºÎä
DVA Debit valuation adjustment ºÎä°¡Ä¡Á¶Á¤
DvP Delivery-versus-payment Áõ±Ç´ë±Ýµ¿½Ã°áÁ¦
EAD Exposure at default ºÎµµ½ÃÀͽºÆ÷Á®
ECAI External credit assessment institution ¿ÜºÎ½Å¿ëÆò°¡»ç
EL Expected loss ¿¹»ó¼Õ½Ç
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EPE Expected positive exposure (¾ç(+)ÀÇ) ±â´ëÀͽºÆ÷Á®
FIRB Foundation internal ratings-based approach ±âº» ³»ºÎµî±Þ¹ý
IMM Internal model method ³»ºÎ¸ðÇü¹ý
IRB Internal ratings-based ³»ºÎµî±Þ¹ý
ISIN International securities identification number ±¹Á¦Áõ±Ç½Äº°¹øÈ£
LCR Liquidity coverage ratio À¯µ¿¼ºÄ¿¹ö¸®ÁöºñÀ²
LGD Loss given default ºÎµµ½Ã¼Õ½Ç(·ü)
MtM Mark-to-market ½Ã°¡Æò°¡
NSFR Net stable funding ratio ¼ø¾ÈÁ¤ÀÚ±ÝÁ¶´ÞºñÀ²
OBS Off-balance sheet B/S ³¿Ü
PD Probability of default ºÎµµÈ®·ü
PSE Public sector entity °ø°ø±â°ü
PvP Payment-versus-payment ¿Üȯµ¿½Ã°áÁ¦
RBA Ratings-based approach ½Å¿ëµî±Þ¹ý
RSF Required stable funding ÇÊ¿ä ¾ÈÁ¤Àû ÀÚ±ÝÁ¶´Þ
SFT Securities financing transaction Áõ±Ç±ÝÀ¶°Å·¡
SIV Structured investment vehicle ±¸Á¶ÈÅõÀÚȸ»ç
SME Small and medium sized enterprise Áß¼Ò±â¾÷
SPV Special purpose vehicle Ư¼ö¸ñÀûȸ»ç
VaR Value-at-Risk ÃÖ´ë¼Õ½Ç¿¹»ó¾×
VRDN Variable rate demand note º¯µ¿±Ý¸®¿ä±¸Ã¤±Ç
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