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