巴塞尔资本协议中英文完整版(04缩写词)

ABCP Asset-backed commercial paper资产支持型商业票据

ADC Acquisition, development and construction收购、开发与建设

AMA Advanced measurement approaches高级计量法

ASA Alternative standardised approach另外一种标准法

CCF Credit conversion factor信用转换系数

CDR Cumulative default rate积累违约率

CF Commodities finance商品融资

CRM Credit risk mitigation信用风险缓释技术

EAD Exposure at default违约风险暴露

ECA Export credit agency出口信贷机构

ECAI External credit assessment institution外部信用评估机构

EL Expected loss预期损失

FMI Future margin income未来利差收入

HVCRE High-volatility commercial real estate高波动性商业房地产

IPRE Income-producing real estate 创造收入的房地产

IRB approach Internal ratings-based approach内部评级法

LGD Loss given default违约损失率

M Effective maturity有效到期日

MDB Multilateral development bank多边发开银行

NIF Note issuance facility票据发行工具

OF Object finance物品融资

PD Probability of default违约率

PF Project finance项目融资

PSE Public sector entity共公部门企业

RBA Ratings-based approach采用评级的方法

RUF Revolving underwriting facility 循环认购工具

 

SF Supervisory formula监管工式

SL Specialised lending专业贷款

SME Small- and medium-sized enterprise中小企业

SPE Special purpose entity特别目的机构

UCITS Undertakings for collective investments in transferable securities
集体投资可转让证券

UL Unexpected loss非预期损失