1、Basel術語縮寫ABCP Asset-backed commercial paperAEGAccounting Experts GroupAFS Available for saleALAAlternative Liquidity ApproachAMA Advanced Measurement Approaches (for operational risk)AT1 Additional Tier 1 CapitalBCBS Basel Committee on Banking SupervisionBCGBasel Consultative GroupBCP Basel Core Pri

2、nciples for Effective Banking SupervisionBOE英格蘭銀行BIA Basic Indicator Approach (for operational risk)BIS Bank for International SettlementsCCompliant(grade) 達標（等級）CAR Capital adequacy ratioCBRC China Banking Regulatory CommissionCCF Credit Conversion FactorCCP Central counterpartyCCR Counterparty cre

3、dit riskCCTFCoherence and Calibration Task ForceCEM Current Exposure Method (for counterparty credit risk)CET1 Common Equity Tier 1 Capital 普通股一級資本CNY Chinese yuan renminbiCRM Comprehensive Risk Measure (for correlation trading)CRM Credit risk mitigation (for credit risk)CVACredit Valuation Adjustme

4、nt信用估值調整D-SIB Domestic Systemically Important Bank國內系統重要性銀行DTA Deferred tax assetDATData analysis team 數據分析小組DPDefault Probability 違約概率EADExposure at DefaultECAExport credit agencyECAI External credit assessment institutionECEligible collaterals 合格抵質押品EUEuropean union 歐盟EUREuro 歐元EL Expected lossFAQ

5、 Frequently asked questionFIRBFoundation IRBFSBFinancial Stability Board 金融穩定委員會FSA英國金融服務管理局（Financial Service Authority），該局于1997年10月由1985年成立的證券投資委員會（Securities and Investments BoardSIB組織）改組而成，作為獨立的非政府組織，擬成為英國金融市場統一的監管機構，行使法定職責，直接向英國財政部負責。G-SIB Global Systemically Important Bank 全球系統重要性銀行HVCREHigh v

6、olatility commercial real estateIAAInternal Assessment Approach (for securitisations)ICAAPInternal capital adequacy assessment processIRB Internal Ratings-based Approach (for credit risk)IMA Internal Models Approach (for market risk)IMMInternal Models Method (for counterparty credit risk)IRCIncremen

7、tal Risk Charge (for market risk)JPYJapanese yen 日元LCLargely Compliant(grade) 基本達標（等級）LFLiquidity facilityLGDLoss-given-defaultLPLoan provision貸款損失準備MPGMacroprudential Supervision Group 宏觀審慎監管組MDAMaxmium distributable amount 最大可分配額MRMarket riskMNCMaterially non-Compliant (grade) 實質上不達標（等級）NPL Non-pe

8、rforming loanNCNon-Compliant (grade) 不達標（等級）OTCOver-the-counter 柜臺PBoC Peoples Bank of ChinaPD Probability of defaultPDGPolicy development groupPONV Point of non-viabilityPSE Public sector entityPRC Peoples Republic of ChinaQISQuantitative impact study定量影響測算Q&AsQuestions &answers RMGRisk Mea

9、surement GroupRCAPRegulatory Consistency Assessment Programme 監管一致性評估項目RWA Risk-weighted assets風險加權資產RSWRisk-weighted assets 風險加權資產RTFResearch Task ForceSA Standardised Approach (for credit risk)SA-CCRStandardised approach for measuring counterparty credit risk exposuresSDStructured deposit 結構性存款SIG

10、 Supervision and Implementation GroupSIBSystemically Important Bank 系統重要性銀行SIGTBSupervision and Implementation Group Trading BookSL Specialised lendingSM Standardised method (for counterparty credit risk)SME Small and medium-sized EnterprisesSREPSupervisory review and evaluation processSFTsSecuritie

11、s Financing Transactions STCsimple, transparent and comparableTLACtotal loss-absorbing capacityTFSETask Force on Sovereign ExposuresTFSATask Force on Standardised ApproachTBGTrading Book GroupTFIRTask Force on Interest Rate Risk in the Banking Book TFRCTask Force on the Scope of Regulatory Consolida

12、tionTSA The Standardised Approach (for operational risk)UCITS Undertakings for collective investments in transferable securitiesUL Unexpected lossVaRValue-at-riskWGMRWorking Group on Margining RequirementsWGLWorking Group on LiquidityWGORWorking Group on Operational RiskWGDWorking Group on Disclosur

13、eWMP Wealth management productLCRLiquidity Coverage Ratio 流動性覆蓋率巴塞爾3一、capital 資本Pillar 1 Minimum capital requirement Capital and CAR Leverage ratio Credit risk: the standardized approach the internal ratings-based approachMarket risk: the standardized measurement method the internal models approachO

14、perational risk: the basic indicator approach The standardized approach Advanced measurement approachPillar 2 Supervisory review 監督檢查4 principlesICAAP 內部資本充足評估程序 Risk appetite Stress testingSupervisory review, evaluation, and measuresPillar 3 Market discipline 市場約束Disclosure requirement2、 liquidity 流動性Liquidity risk managementRegulatory standards Liquidity coverage ratio Net stable funding ration AD ratio存貸比 Liquidity ratio3、 loan loss provisioningRegulatory standards Provision ratio Provision coverage ratio順序Core tier 1 C