| Abbreviations |
Description |
| % |
Percent |
| & |
and |
| § |
Paragraph / Article |
| ABCP |
Asset-backed Commercial Paper |
| ABGB |
Austrian civil code (Allgemeines bürgerliches Gesetzbuch) |
| ABS |
Asset-backed Security |
| AbwMechG |
Law on bank resolution framework (Abwicklungsmechanismusgesetz) |
| AdT1 |
Additional Tier 1 |
| AFS |
Panel for financial stability (Ausschuss für Finanzstabilität) |
| AIA |
automatic exchange of information |
| AIF |
Alternative Investment Fund |
| AIFM |
Alternative Investment Fund Manager |
| AIFMD |
Alternative Investment Fund Managers Directive |
| AIRBA |
Advanced Internal Ratings-Based Approach |
| AIS |
Account Information Services |
| Algo ID |
Algorithm Identification |
| ALM |
Asset Liability Management |
| ALMM |
Additional Liquidity Monitoring Metrics |
| AltvVerbG |
Regulation for the enhancement of pension plans (Altersvorsorge-Verbesserungsgesetz) |
| AltZertG |
German Act on the Certification of Retirement and Basic Pension Plans (Gesetz über die Zertifizierung von Altersvorsorge- und Basisrentenverträgen) |
| AMA |
Advanced Measurement Approach (fortgeschrittener Messansatz für operationelle Risiken ) |
| AMLD |
Anti-Money Laundering Directive |
| AnaCredit |
Analytical Credit Dataset |
| APA |
Approved Publication Arrangement |
| APRC |
Annual Percentage Rate of Charge |
| APV |
Adjusted Present Value |
| AP-VO |
Regulation on the annex of audit reports (Verordnung über die Anlage zum Prüfungsbericht) |
| Art. |
Article |
| ASF |
Available Stable Funding |
| AT |
Austria |
| ATM |
Automatic teller machine |
| AVA |
Additional Value Adjustment |
| BaFin |
German institute for financial supervision (Bundesanstalt für Finanzdienstleistungsaufsicht) |
| BaSAG |
Regulation on recovery and Resolution (Sanierungs- und Abwicklungsgesetz) |
| BaSaPV |
bank recovery plan regulation (Bankensanierungsplanverordnung) |
| BC |
Basic Cubes |
| BCBS |
Basel Committee on Banking Supervision |
| BG |
Bulgaria |
| BGB |
German civil code (Bürgerliches Gesetzbuch) |
| BGBL |
Federal gazette of Germany (Bundesgesetzblatt) |
| BI |
Business Indicator |
| BIA |
Business Indicator Approach |
| BIRD |
Banks’ Integrated Reporting Dictionary |
| BIS |
Bank for International Settlements |
| BMASK (AT) |
Austrian ministry for labour, social policy and consumer protection (Bundesministerium für Arbeit, Soziales und Konsumentenschutz ) |
| BMF |
German ministry of finance (Bundesministerium der Finanzen) |
| BMJV |
German ministry of justice and consumer protection (Bundesministerium der Justiz und für Verbraucherschutz ) |
| Bn. |
Billion |
| BP |
Basis Points |
| BRL |
Brazilian Real |
| BRRD |
Bank Recovery and Resolution Directive |
| BS |
balance sheet amount (Bilanzsumme) |
| BSI |
German ministry of security and information technology (Bundesamt für Sicherheit in der Informationstechnik) |
| BuBa |
German Central Bank (Bundesbank) |
| BWG |
Austrian Banking Act (Bankenwesengesetz (Österreich)) |
| BZSt |
German Central Tax Office (Bundeszentralamt für Steuern) |
| CA |
Competent authority |
| CBC |
Counterbalancing Capacity |
| CCF |
Credit Conversion Factor |
| CCP |
Central Counterparty |
| CCR |
Counterparty Credit Risk |
| CDS |
Credit Default Swap |
| CEBS |
Committee of European Banking Supervisors |
| CECL |
Current Expected Credit Losses |
| CEM |
Current Exposure Method |
| CESR |
Center for Environmental Systems Research |
| CET 1 |
Common Equity Tier 1 |
| cf. |
compare |
| CFR |
Core Funding Ratio |
| CLP |
Chilean Peso |
| CM |
Clearing Member |
| CMU |
Capital Market Union |
| CNVA |
Constant Net Asset Value |
| CNY |
Chinese yuan |
| CoCo-Bonds |
Contingent Convertible Bonds |
| COM |
Commission |
| COP |
Colombian peso |
| COREP |
Common solvency ratio reporting |
| CP |
Consultation Paper |
| CPMI |
Committee on Payments and Market Infrastructures |
| CR |
Credit Rating |
| CRA |
Credit rating agency |
| CRD |
Capital Requirements Directive |
| CRM |
Credit Risk Management |
| CRR |
Capital Requirements Regulation |
| CSD |
Central Securities Depositories |
| CSDR |
Central Securities Depositories Regulation |
| CSR |
Corporate social responsibility |
| CV |
Curriculum Vitae |
| CVA |
Credit Valuation Adjustment |
| CY |
Cyprus |
| DCGK |
German corporate goveranacne codex (Deutscher Corporate Governance Kodex ) |
| DE |
Germany (Deutschland) |
| DelVO |
Delegated act (Delegierte Verordnung) |
| DGS |
Deposit Guarantee Scheme |
| DIF |
Deposit Insurance Funds |
| DKK |
Danish krone |
| DLT |
Distributed Ledger Technology |
| Doc. |
Document |
| DP |
Discussion Paper (Diskussionspapier) |
| DQ |
Data Quality |
| DRSP |
Data Reporting Services Provider |
| DTI |
Debt to income |
| DTS |
Draft Technical Standards |
| DV |
Delegated act (Delegierte Verordnung) |
| DWH |
Datawarehouse |
| e. g. |
for example |
| EAD |
Exposure at Default |
| EBA |
European Banking Authority |
| EbAV |
Institutions for occupational retirement provision (Einrichtungen der betrieblichen Altersversorgung ) |
| EC |
European Commission |
| ECAI |
External Credit Assessment Institutions |
| ECB |
European Central Bank |
| ECL |
Expected Credit Loss |
| ECOFIN |
Economic and Financial counsel (Rat f. Wirtschaft und Finanzen) |
| ECON |
Panel for Econmics and currency of the European Parliament (Ausschuss für Wirtschaft und Währung des Europäischen Parlaments) |
| econ. |
economical |
| ED |
Exposure Draft |
| EDIS |
European Deposit Insurance Scheme |
| EE |
Estonia |
| EE |
Expected Exposure |
| EEA |
European Economic Area |
| EESC |
European Economic and Social Committee |
| eG |
cooperative association (Eingetragene Genossenschaft) |
| EG |
European Community (Europäische Gemeinschaft) |
| EGBGB |
Introductory Act to the Civil Code (Einführungsgesetz zum Bürgerlichen Gesetzbuche) |
| E-GeldE |
Electronic Money Act |
| EIOPA |
European Insurance and Occupational Pensions Authority |
| EKU |
Equity backing (Eigenkapitalunterlegung) |
| EL |
Greece |
| EL |
Expected Loss |
| ELA |
Emergency Liquidity Assistance |
| ELTIF |
European Long-Term Investment Fund |
| EMIR |
European Market Infrastructure Regulation |
| EP |
European Parliament |
| EPM |
Efficient portfolio management |
| ERBA |
External Ratings Based Approach |
| ERF |
European Reporting Framework |
| ESAEG |
German Deposit Guarantee and Investor Compensation Act (Einlagensicherungs- und Anlegerentschädigungsgesetz) |
| ESAs |
European Supervisory Authorities |
| ESCB |
European System of Central Banks |
| ESIS |
European Standardised Information Sheet |
| ESMA |
European Securities and Markets Authority |
| esp. |
especially |
| etc. |
et cetera |
| EU |
European Union |
| EUR |
Euro |
| EURIBOR |
Euro Interbank Offered Rate |
| EuSEF |
European Social Entrepreneurship Fund |
| EuVECA |
European Venture Capital Fund |
| FATCA |
Foreign Account Tax Compliance Act |
| FBA |
Fall-back approach |
| ff. |
following pages |
| FI |
Financial Institution |
| FinaRisikoV |
Regulation on financial and risk bearing capacity information (Finanz- und Risikotragfähigkeits-informationenverordnung) |
| FinaV |
Financial information directive (Finanzinformationenverordnung) |
| FINREP |
Financial Reporting Framework |
| FinStab |
financial markets stability (Finanzmarktstabilität) |
| FIRB |
Foreign Investment Review Board |
| FKAustG |
Regulation on information exchange on financial accounts (Finanzkonten-Informationsaustauschgesetz) |
| FMA |
Austrian Financial Markets Authority (Finanzmarktaufsicht (Österreich)) |
| FMA-KVO |
cost regulation of FMA (Kostenverordnung der Finanzmarktaufsicht) |
| FMI |
Financial Market Infrastructure |
| FMSA |
German Institute für financial markets stability (Bundesanstalt für Finanzmarktstabilisierung) |
| FMSANeuOG |
Gesetz zur Neuordnung der Aufgaben der Bundesanstalt für Finanzmarktstabilisierung |
| FMStFG |
Finanzmarktstabilisierungsfondsgesetz |
| FMStFV |
Finanzmarktstabilisierungsfonds-Verordnung |
| FMV |
Funds Reporting Regulation (Fonds-Melde-Verordnung) |
| FP |
Funding Plans |
| FRA |
Forward Rate Agreement |
| FRTB |
Fundamental Review of the Trading Book |
| FSB |
Financial Stability Board |
| FSC |
Financial Stability Committee |
| FV |
Fair Value |
| FX |
Foreign Exchange |
| G20 |
Group ot Twenty |
| GAAP |
Generally Accepted Accounting Principles |
| GCC |
Groups of Connected Counterparties |
| G-CRAECL |
Guidance on credit riskandaccounting for expected credit losses |
| GD |
General Direction |
| GDP |
Gross Domestic Product |
| GewO |
Code of Trade and Commerce (Gewerbeordnung) |
| GFS |
General Functional Specifications |
| GL |
Guideline |
| GMSG |
Code of Trade and Commerce (Gemeinsames Meldestandard-Gesetz) |
| GocC |
Groups of Connected Clients |
| GS-I |
Global Standards One |
| G-SIBs |
Global Systemically Important Banks |
| G-SIFIs |
Global Systemically Important Financial Institutions |
| G-SII |
Global Systemically Important Institution |
| h |
Hours |
| HFT |
High-frequency trading |
| HGB |
German Coomercial Code (Handelsgesetzbuch) |
| HIKrG |
Act on mortgage and property loans (Hypothekar- und Immobilienkreditgesetz) |
| HQLA |
High quality liquid assets (Hochliquide Aktiva) |
| HR |
Human Resources |
| HU |
Hungary |
| i. a. |
in accordance |
| i. e. |
that means |
| IAS |
International Accounting Standards |
| IASB |
International Accounting Standards Board |
| ICAAP |
Internal Capital Adequacy Assessment Process |
| ICS |
internal control systems |
| ID |
Identification Number |
| IDR |
Indonesian Rupiah |
| IDV |
non-automatic data processing (Individuelle Datenverarbeitung) |
| IDW |
Institute of Public Auditors in Germany (Institut der Wirtschaftsprüfer) |
| IFRS |
International Financial Reporting Standards |
| IGA |
Intergovernmental Agreement |
| ILAAP |
Internal Liquidity Adequacy Assessment Process |
| IM |
Internal Model |
| IMA |
Internal Models Approach |
| IMM |
Internal Model Method |
| Immo-InvFG |
Regulation on real estate and investment fund (Immobilien-Investmentfondsgesetz) |
| incl. |
including |
| INR |
Indian Rupee |
| InstitutsVergV |
Guidelines on sound remuneration (Institutsvergütungsverordnung) |
| InvFG |
Funds Reporting Regulation (Investmentfondsgesetz) |
| InvG |
Investment regulation (Investmentgesetz) |
| IOSCO |
International Organization of Securities Commissions |
| IP |
Internet Protocol |
| IPS |
Institutional Protection Schemes |
| IR |
Internal revision (Interne Revision) |
| IRB |
Internal Ratings Based |
| IRBA |
Internal Ratings-Based Approach |
| IRC |
Incremental Risk Capital |
| IRD |
Interest Rate Derivative |
| IRRBB |
Interest Rate Risk in the Banking Book |
| IS |
Iceland |
| IS |
Systematic internaliser |
| ISDA |
International Swaps and Derivatives Association |
| ISO |
International Organization for Standardization |
| IT |
Information Technology |
| ITS |
Implementing Technical Standards |
| IVV |
Guidelines on sound remuneration (Institutsvergütungsverordnung) |
| JSTs |
Joint Supervisory Teams |
| KAGB |
Investment code (Kapitalanlagegesetzbuch) |
| KESt |
tax on capital gains (Kapitalertragssteuer) |
| KI |
credit institution (Kreditinstitut) |
| KID |
account information service (Kontoinformationsdienst) |
| KMG |
capital markets act (Kapitalmarktgesetz) |
| KontRegG |
Central account repository and account inspections act (Kontenregister- und Konteneinschaugesetz) |
| KredReorgG |
Law on re-organisation of credit institutions (Kreditinstitute-Reorganisationsgesetz) |
| KRW |
South Korean Won |
| KSA |
Standardised approach for credit risk (Kreditrisiko-Standardansatz) |
| KWG |
German Banking Act (Kreditwesengesetz) |
| KYO |
Know your customer |
| LCR |
Liquidity Coverage Ratio |
| LDP |
Low Default Portfolio |
| LEI |
Legal Entity Identifier |
| LG |
lessor (Leasinggeber) |
| LGD |
Loss Given Default |
| LI |
Liechtenstein |
| LIBOR |
London Interbank Offered Rate |
| Li-SREP |
Liquidity Supervisory Review and Evaluation Process |
| LN |
lessee (Leasingnehmer) |
| LR |
Leverage Ratio |
| LRCalc |
Leverage Ratio Calculation |
| LSI |
Less Significant Institutions |
| LT |
Lithuania |
| LTA |
Look-through approach |
| LTV |
Loan-to-Value |
| LV |
Latvia |
| LVNAV |
Low Volatility Net Asset Value |
| MAD |
Market Abuse Directive |
| MAR |
Market Abuse Regulation |
| MaRisk |
Minimum requirements for risk management (Mindestanforderungen an das Risikomanagement) |
| max. |
maximum |
| MBA |
Mandate-based approach |
| MBM |
Marktbewertungsmethode (market valuation method) |
| MIF |
Multilateral Interchange Fee |
| MiFID |
Markets in Financial Instruments Directive |
| MiFIR |
Markets in Financial Instruments Regulation |
| Mio. |
Million |
| ML |
Money Laundering |
| MMF |
Money Market Fund |
| MREL |
Minimum requirement for own funds and eligible liabilities |
| MT |
message type |
| MT |
Malta |
| MTF |
Multilateral Trading Facility |
| MW |
Reporting department (Meldewesen ) |
| MYR |
Malaysian Ringgit |
| NCA |
National Competent Authority |
| NDF |
Non-Deliverable Forward |
| NFC |
Non-Financial Counterparty |
| NGAAP |
National Generally Accepted Accounting Principles |
| NIMM |
Non-Internal Model Method |
| NO |
Norway |
| No. |
Number |
| NOK |
Norwegian krone |
| NSFR |
Net Stable Funding Ratio |
| OCI |
Other Comprehensive Income |
| OECD |
Organisation for Economic Co-operation and Development |
| OEM |
Original Exposure Method |
| OeNB |
Austrian Central Bank (Österreichische Nationalbank) |
| OGA |
Collective investment undertakings (Organismus für gemeinsame Anlagen) |
| OGAW |
Undertakings for collective investments in transferable securities (Organismus für gemeinsame Anlagen in Wertpapieren) |
| OIS |
Overnight Index Swaps |
| ONDs |
Options and National Discretions |
| OP |
Opinion |
| OpRisk |
Operational Risk |
| O-SIBs |
Other Systemically Important Banks |
| O-SII |
Other Systemically Important Institutions |
| OTC |
Over-the-Counter |
| OTF |
Organized Trading Facility |
| P/L, P&L |
Profit and Loss |
| PAngV |
Quotation of Prices Act (Preisangabenverordnung) |
| par. |
paragraph |
| PD |
Prospectus Directive |
| PD |
Propability of Default |
| PEP |
Political Exposed Persons |
| PfandBG |
German Covered Bond Act (Pfandbriefgesetz) |
| PFMI |
Principles for Financial Market Infrastructures |
| PHP |
Philippine peso |
| PIN |
Personal identification number |
| PIS |
Payment Initiation Services |
| PL |
Poland |
| PLN |
Polish zloty |
| PONV |
Point of non-viability |
| PRIIPs |
Packaged Retail Investment and Insurance-based Investment Products |
| PSD |
Payment Services Directive |
| PT |
Portugal |
| Q |
Quarter |
| Q&A |
Questions & Answers |
| Q-CCP |
Qualifying Central Counterparty |
| QIS |
Quantitative impact study |
| RCAP |
Regulatory Consistency Assessment Programme |
| RFID |
Radio Frequency Identification |
| RGW |
risk weight (Risikogewicht) |
| RIs |
Risk Indicators |
| RiskAbschG |
Regulation on shielding of risk and on recovery and resolution plans for credit institutions and financial groups (Gesetz zur Abschirmung von Risiken und zur Planung der Sanierung und Abwicklung von Kreditinstituten und Finanzgruppen) |
| RL |
Guideline (Richtlinie) |
| RRP |
Recovery and Resolution Plans |
| RSF |
Required Stable Funding |
| RStruktFG |
German restructuring law for funds (Restrukturierungsfondsgesetz) |
| RStruktG |
German restructuring law (Restrukturierungsgesetz) |
| RTS |
Regulatory Technical Standards |
| RUB |
Russian ruble |
| RW |
risk weight |
| RWA |
Risk Weighted Assets |
| SA |
Standard Approach |
| SA-CCR |
Standardised Approach for Counterparty Credit Risk |
| SA-CVA |
Standardised Approach for Credit Valuation Adjustment |
| SAG |
German BRRD implementation act (Sanierungs- und Abwicklungsgesetz) |
| SB |
Shadow-Banking |
| SBA |
Sensitivity based Approach |
| SBP |
Supervisory Benchmarking Portfolios |
| SC |
Smart Cubes |
| SCA |
Strong Customer Authentification |
| SE |
Sweden |
| SEC-ERBA |
Securitisation External Ratings-Based Approach |
| SEC-IRBA |
Securitisation Internal Ratings-Based Approach |
| SEC-SA |
Securitisation Standardised Approach |
| SecuRe Pay |
The european forum on the security of retail payments |
| SEK |
Swedish crown |
| SEPA |
Single Euro Payments Area |
| SF |
Supporting Factor |
| SFD |
Start Frame Delimiter |
| SFTR |
Securities Financing Transaction Regulation |
| SI |
Systematic Internalizer |
| SiEi-APV |
Protection schemes (Sicherungseinrichtungen-APV (Austria)) |
| SIMM |
Standard Initial Margin Model |
| SIPS |
Systemically important payment system |
| SIs |
Significant Institutions |
| SL |
Specialized Lending |
| SM |
Standard Method |
| SMA |
Standardised Measurement Approach |
| SME |
Small and medium-sized enterprises |
| SolvV |
German Solvency Regulation (Solvabilitätsverordnung) |
| SP |
Spain |
| SPE |
Supervisory Pilot Exercise |
| spec. |
special |
| SPV |
Special Purpose Vehicle |
| SREP |
Supervisory Review and Evaluation Process |
| SRF |
Single Resolution Fund |
| SRI |
Summary Risk Indikator |
| SRM |
Single Resolution Mechanism |
| SSM |
Single Supervisory Mechanism |
| SSSs |
Securities settlement system |
| STC |
Simple, Transparent and Comparable |
| STE |
Short Term Exercise |
| STMMF |
Short-term money market funds |
| STP |
Straight-through Processing |
| STS |
Simple, Transparent and Standardised |
| sVaR |
Stressed Value at Risk |
| SWIFT |
Society for Worldwide Interbank Financial Telecommunication |
| T |
Thousand |
| T2 |
Tier 2 |
| T2S |
TARGET2-Securities |
| TB |
Trading Book |
| TLAC |
Total Loss-Absorbing Capacity |
| TR |
Trade Repository |
| TRIM |
Targeted Review of Internal Models |
| TS |
Technical Standard |
| TWD |
Taiwan dollar |
| UCITS |
Undertaking for Collective Investment in Transferable Securities |
| UGB |
Austrian Commercial code (Unternehmergesetzbuch ) |
| UNIFI |
UNIversal Financial Industry message scheme |
| UPI |
Unique product identifier |
| USD |
United States Dollar |
| UTC-Time |
Coordinated Universal Time |
| UTI |
Unique transaction identifier |
| VAG |
Insurance supervision law (Versicherungsaufsichtsgesetz) |
| VaR |
Value at Risk |
| VERA |
Wealth, profit and risk disclosure (Vermögens-, Erfolgs- und Risikoausweis) |
| VM |
Variation Margin |
| VO |
Regulation (Verordnung) |
| VVaG |
Mutual insurance association (Versicherungsverein auf Gegenseitigkeit) |
| VZKG |
Consumer payment account act (Verbraucherzahlungskontogesetz) |
| WpDVerOV |
Investment service-, behaviour- and organisation- directive (Wertpapierdienstleistungs- Verhaltens- und Organisations-verordnung) |
| WpHG |
Securities Trading Act (Wertpapierhandelsgesetz) |
| XBRL |
eXtensible Business Reporting Language |
| yrs. |
Years |
| ZaDIG |
Austrian Payment Services Act (Zahlungsdienstegesetz) |
| ZAG |
German Payment Services Oversight Act (Zahlungsdiensteaufsichtsgesetz ) |
