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CET1 Capital

It stands for common equity tier-1 capital; a component of total Tier 1 capital that includes the core capital that...

DW

It stands for discount window; a lending facility that a central bank or similar entity provides to help banks and...

MMI

MMI stands for money market instrument; a financial instrument representing a short-term financing vehicle which can be “relatively easily” converted...

NGR

It stands for net-to-gross ratio; the ratio of the current net market value of open positions held between two counterparties...

FFC

An abbreviation for "for further credit"; an instruction that is set by a bank to receive a wire transfer, specifying...

FBO

An abbreviation for "for benefit of"; an instruction that is set by a bank to receive a wire transfer, specifying...

EEPE

It stands for effective expected positive exposure; a measure that is used to determine exposure at default (EAD) for OTC...

RNIV

Risks not in value at risk (VaR) are those risks/ risk factors that are not captured or covered by VaR....

RSF

It stands for required stable funding; the amount of funding an entity (e.g., a bank) requires taking into consideration the...

ASF

It stands for available stable funding; a bank’s total available stable funding (ASF) is the portion of its capital and...