Financial Terminology -- Risk Related

1. WSC --> Wholesale Credit (Risk)

2. CCAR --> Comprehensive Capital Analysis and Review

3. CVA --> Credit Value Adjustment

4. BHC --> Bank Holding Company

5. SLA --> Stress Loss Aggregation

6. NCL --> Net Credit Loss

7. LLR --> Loan Loss Reserve

8. VaR --> Value at Risk

9. Var --> Variance

10. RC --> Risk Capital

11. BIII --> Basel III

12. FR --> Federal Reserve

13. DFA Stress Test --> Dodd-Frank Act Stress Test

14. CDS --> Credit Default Swap

15. FX --> Foreign eXchange

16. ALM --> Asset Liability Management

17. PNL --> Profit And Loss 

18. RWA --> Risk Weighted Asset 

19. PFE --> Potential Future Exposure 

20. Notching -->  The process of downgrading FRRS

21. RMBS --> Residential Mortgage-Backed Security 

22. CLP --> Commercial Loan Portfolio

23. CRE --> Commercial Real Estate

24. PPNR --> Pre-Provision Net Revenue 

25. RAR --> Risk Appetite Reporting 

25, FVO --> Fair Value Option

26. FRR --> Facility Risk Rating

27. FDIC --> Federal Deposit Insurance Corporation 

28. GCD --> Global Commodity Derivatives

 

Reference Links:

1. CCAR: http://www.federalreserve.gov/bankinforeg/ccar.htm

2. CVA: http://en.wikipedia.org/wiki/Credit_valuation_adjustment

3. BHC: http://en.wikipedia.org/wiki/Bank_holding_company

4. DFA Stress Test: http://www.federalreserve.gov/bankinforeg/dfa-stress-tests.htm

5. CDS: http://en.wikipedia.org/wiki/Credit_default_swap

6. Var: http://www.investopedia.com/terms/v/variance.asp

7. VaR: http://en.wikipedia.org/wiki/Value_at_risk

8. ALM: http://en.wikipedia.org/wiki/Asset_liability_management

9. PNL: http://www.investopedia.com/terms/p/plstatement.asp

10. RWA: http://en.wikipedia.org/wiki/Risk-weighted_asset

11. Notching: http://www.investopedia.com/terms/n/notching.asp

12. RMBS: http://en.wikipedia.org/wiki/Residential_mortgage-backed_security

13. Commercial Loan: http://www.investopedia.com/terms/c/commercial-loan.asp

13. PPNR: http://www.moodysanalytics.com/~/media/Insight/Regulatory/Stress-Testing/2014/2014-28-01-Macroeconomic-Conditional-PPNR-Forecasting-Webinar-Slides.ashx