巴塞尔协议缩略词表
ABCP
Asset-backed commercial paper
ADC
Acquisition, development and construction
AMA
Advanced measurement approaches
ASA
Alternative standardised approach
CCF
Credit conversion factor
CDR
Cumulative default rate
CF
Commodities finance
CRM
Credit risk mitigation
EAD
Exposure at default
ECA
Export credit agency
ECAI
External credit assessment institution
EL
Expected loss
FMI
Future margin income
HVCRE
High-volatility commercial real estate
IPRE
Income-producing real estate
IRB approach
Internal ratings-based approach
LGD
Loss given default
M
Effective maturity
MDB
Multilateral development bank
NIF
Note issuance facility
OF
Object finance
PD
Probability of default
PF
Project finance
PSE
Public sector entity
RBA
Ratings-based approach
RUF
Revolving underwriting facility
SF
Supervisory formula
SL
Specialised lending
SME
Small- and medium-sized enterprise
SPE
Special purpose entity
UCITS
Undertakings for collective investments in transferable securities
UL
Unexpected loss
资产支持型商业票据
收购、开发与建设
高级计量法
另外一种标准法
信用转换系数
积累违约率
商品融资
信用风险缓释技术
违约风险暴露
出口信贷机构
外部信用评估机构
预期损失
未来利差收入
高波动性商业房地产
创造收入的房地产
内部评级法
违约损失率
有效到期日
多边发开银行
票据发行工具
物品融资
违约率
项目融资
共公部门企业
采用评级的方法
循环认购工具
监管模式
专业贷款
中小企业
特别目的机构
集体投资可转让证券
非预期损失