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

 

 

 

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