RBS 2012 Annual Report Download - page 529

RBS GROUP 2012
527
ABCP Asset Backed Commercial Paper
ADR American Depositary Receipt
AFS Available-for-sale
APR All Price Risk
APS Asset Protection Scheme
CDO Collateralised Debt Obligation
CDPC Credit Derivative Product Company
CDS Credit Default Swap
CEM Counterparty Exposure Management
CGU Cash Generating Unit
CLO Collateralised Loan Obligation
CMBS Commercial Mortgage-backed Securities
CP Commercial Paper
CRD Capital Requirements Directive
CVA Credit Valuation Adjustment
DFV Designated as at Fair Value through profit or loss
DLG Direct Line Group
EAD Exposure At Default
EC European Commission
ECB European Central Bank
EMEA Europe, the Middle East and Africa
ERF Executive Risk Forum
ESOP Executive Share Option Plan
EU European Union
FCA Financial Conduct Authority
FHFA Federal Housing Finance Agency
FI Financial Institution
FSA Financial Services Authority
FSCS Financial Services Compensation Scheme
FSMA Financial Services and Markets Act 2000
FVTPL Fair Value Through Profit or Loss
GALCO Group Asset and Liability Management Committee
GBM Global Banking & Markets
GCR Group Credit Risk
GDP Gross Domestic Product
GMS Global Merchant Services
GPF Group Policy Framework
GRG Global Restructuring Group
GTS Global Transaction Services
HFT Held-for-trading
HMT HM Treasury
IAS International Accounting Standards
IASB International Accounting Standards Board
ICB Independent Commission on Banking
IFRS International Financial Reporting Standards
IMF International Monetary Fund
IPO Initial Public Offering
IPV Independent Price Verification
IRC Incremental Risk Charge
IRRBB Interest Rate Risk in the Banking Book
LAR Loans and Receivables
LIBOR London Interbank Offered Rate
LTIP Long Term Incentive Plan
LTV Loan-to-value
M&IB Markets & International Banking
MBS Mortgage-backed Securities
MTN Medium-term Notes
NI Northern Ireland
NYSE New York Stock Exchange
OFT Office of Fair Trading
OTC Over-the-counter
PPI Payment Protection Insurance
PPL Potential Problem Loans
R&C Retail & Commercial
RBSG The Royal Bank of Scotland Group plc
REIL Risk Elements In Lending
RFS RFS Holdings B.V.
RMBS Residential Mortgage-backed Securities
RNIV Risks Not In VaR
ROE Return on Equity
ROI Republic of Ireland
RoW Rest of the World
RWA Risk-weighted asset
SEC US Securities and Exchange Commission
SME Small and Medium-sized Enterprise
SPE Special Purpose Entity
SVaR Stressed Value-at-Risk
TSR Total Shareholder Return
UK United Kingdom
UKFI UK Financial Investments Limited
US/USA United States of America
VaR Value-at-Risk
Abbreviations and acronyms