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Basel II Capital Accord
Notice of Proposed Rulemaking (NPR) and Supporting Board Documents
Draft Basel II NPR - Preamble - Plain Language
March 30, 2006 Skip repetitive navigation


LIST OF ACRONYMS
ABCP
Asset Backed Commercial Paper
ALLL
Allowance for Loan and Lease Losses
AMA
Advanced Measurement Approaches
ANPR
Advance Notice of Proposed Rulemaking
AVC
Asset Value Correlation
BCBS
Basel Committee on Banking Supervision
BHC
Bank Holding Company
CCF
Credit Conversion Factor
CEIO
Credit-Enhancing Interest-Only
CDC
Community Development Corporation
CRM
Credit Risk Mitigation
DI
Depository Institution
DvP
Delivery versus Payment
E
Measure of Effectiveness
EAD
Exposure at Default
ECL
Expected Credit Loss
EL
Expected Loss
ELGD
Expected Loss Given Default
EMRC
Effective Minimum Risk-Based Capital
EOL
Expected Operational Loss
FDIC
Federal Deposit Insurance Corporation
FFIEC
Federal Financial Institutions Examination Council
FMI
Future Margin Income
GAAP
Generally Accepted Accounting Principles
HELOC
Home Equity Line of Credit
HOLA
Home Owners' Loan Act
HVCRE
High-Volatility Commercial Real Estate
IAA
Internal Assessment Approach
IMA
Internal Models Approach
IRB
Internal Ratings Based
KIRB
Capital Requirement for Underlying Pool of Exposures (securitizations)
LGD
Loss Given Default
LTV
Loan-to-Value Ratio
M
Effective Maturity
MRA
Market Risk Amendment
MRC
Minimum Risk-Based Capital
OCC
Office of the Comptroller of the Currency
OTC
Over-the-Counter
OTS
Office of Thrift Supervision
PCA
Prompt Corrective Action
PD
Probability of Default
PFE
Potential Future Exposure
PvP
Payment versus Payment
QIS-3
Quantitative Impact Study 3
QIS-4
Quantitative Impact Study 4
QIS-5
Quantitative Impact Study 5
QRE
Qualifying Revolving Exposure
RBA
Ratings-Based Approach
SFA
Supervisory Formula Approach
SME
Small and Medium-Size Enterprise
SPE
Special Purpose Entity
SRWA
Simple Risk-Weight Approach
UL
Unexpected Loss
UOL
Unexpected Operational Loss
VaR
Value-at-Risk