Definition
ABCP Asset-backed commercial paper
ALA Alternative Liquidity Approaches
CD Certificate of deposit
CDS Credit default swap
CFP CP Contingency Funding Plan Commercial paper
ECAI External credit assessment institution
HQLA High quality liquid assets
IRB Internal ratings-based
LCR Liquidity Coverage Ratio
LTV Loan to Value Ratio
NSFR Net Stable Funding Ratio OBS Off-balance sheet
PD PSE Probability of default Public sector entity
RMBS Residential mortgage backed securities
SIV Structured investment vehicle
SPE Special purpose entity