巴塞爾協(xié)議縮略詞表

字號(hào):

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 
     資產(chǎn)支持型商業(yè)票據(jù) 
    收購(gòu)、開(kāi)發(fā)與建設(shè) 
    高級(jí)計(jì)量法 
    另外一種標(biāo)準(zhǔn)法 
    信用轉(zhuǎn)換系數(shù) 
    積累違約率 
    商品融資 
    信用風(fēng)險(xiǎn)緩釋技術(shù) 
    違約風(fēng)險(xiǎn)暴露 
    出口信貸機(jī)構(gòu) 
    外部信用評(píng)估機(jī)構(gòu) 
    預(yù)期損失 
    未來(lái)利差收入  
    高波動(dòng)性商業(yè)房地產(chǎn) 
    創(chuàng)造收入的房地產(chǎn)  
    內(nèi)部評(píng)級(jí)法 
    違約損失率 
    有效到期日 
    多邊發(fā)開(kāi)銀行 
    票據(jù)發(fā)行工具 
    物品融資 
    違約率 
    項(xiàng)目融資 
    共公部門(mén)企業(yè) 
    采用評(píng)級(jí)的方法 
    循環(huán)認(rèn)購(gòu)工具 
    監(jiān)管模式 
    專業(yè)貸款 
    中小企業(yè) 
    特別目的機(jī)構(gòu) 
    集體投資可轉(zhuǎn)讓證券 
    非預(yù)期損失