AuthorDobkowitz, Sonja; Evrard, Johanne; Carmassi, Jacopo; Silva, André; Parisi, Laura; Wedow, Michael
ECB Occasional Paper Series No 208 / April 2018
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

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