Abbreviations

• Author: Dobkowitz, Sonja; Evrard, Johanne; Carmassi, Jacopo; Silva, André; Parisi, Laura; Wedow, Michael
• Pages: 55-55

ECB Occasional Paper Series No 208 / April 2018

55

Abbreviations

ARS Aggregate Risk Score

ARW Aggregate Risk W eight

AUROC Area Under the Receiver Operating Characteristics Curve

BRRD Bank Recovery and Resolution Directive

COREP Common Reporting

DGS Deposit Guarantee Scheme

DGSD Deposit Guarantee Scheme Directive

DIF Deposit Insurance Fund

EBA European Banking Authority

EDIS European Deposit Insurance Scheme

FDIC Federal Deposit Insurance Corporation

FINREP Financial Reporting

G-SIB Global Systemically Important Bank

IRS Individual Risk Score

LGD Loss Given Default

MREL Minimum Requirement for own funds and Eligible Liabilities

NPL Non-Performing Loans

OECD Organisation for Economic Cooperation and Development

JRC Joint Research Centre

PD Probability of Default

ROE Return on Equity

RWA Risk Weighted Assets

SRF Single Resolution Fund

TLAC Total Loss-Absorbing Capacity