Abbreviations
ABCP Asset-Backed Commercial Paper
ABS Asset-Backed Security
ACH Automated Clearing House
AFS Available-for-Sale
AMLF ABCP Money Market Mutual Fund Liquidity Facility
ANPR Advance Notice of Proposed Rulemaking
ARM Adjustable-Rate Mortgage
ARS Auction Rate Security
ASC Accounting Standards Codification
BAB Build America Bonds
BAC Bank of America
BCBS Basel Committee on Banking Supervision
BEA Bureau of Economic Analysis
BHC Bank Holding Company
BIS Bank for International Settlements
BLS Bureau of Labor Statistics
C Citigroup
C&I (Loans) Commercial and Industrial (Loans)
CBO Congressional Budget Office
CCAR Comprehensive Capital Analysis and Review
CDO Collateralized Debt Obligation
Abbreviations 165
CDS Credit Default Swap
CFPB Bureau of Consumer Financial Protection
CFTC Commodity Futures Trading Commission
CHIPS Clearing House Interbank Payments System
CLS CLS Bank International
CMBS Commercial Mortgage-Backed Security
CP Commercial Paper
CPFF Commercial Paper Funding Facility
CPSS Committee on Payment and Settlement Systems
CRE Commercial Real Estate
DCE Designated Clearing Entity
DGP Debt Guarantee Program
DIF Deposit Insurance Fund
DTCC Depository Trust and Clearing Corporation
DVP Delivery Versus Payment
EFSF European Financial Stability Facility
EFSM European Financial Stability Mechanism
EME Emerging Market Economies
ESM European Stability Mechanism
ETF Exchange Traded Fund
ETN Exchange Traded Note
EU European Union
FBO Foreign Banking Organization
FDIC Federal Deposit Insurance Corporation
FHA Federal Housing Administration
FHFA Federal Housing Finance Agency
166 2011 FSOC Annual Report
FHLB Federal Home Loan Bank
FICO Fair Isaac Corporation
FIO Federal Insurance Office
FMU Financial Market Utility
FOMC Federal Open Market Committee
FRB Federal Reserve Board
FRBNY Federal Reserve Bank of New York
FSB Financial Stability Board
FSOC Financial Stability Oversight Council
FY Fiscal Year
G.O. (Bond) General Obligation (Bond)
G-20 The Group of Twenty Finance Ministers and Central Bank Governors
GDP Gross Domestic Product
GS Goldman Sachs
GSE Government-Sponsored Enterprise
HTM Held-to-Maturity
IMF International Monetary Fund
IOSCO International Organization of Securities Commissions
JPM JPMorgan Chase
LBO Leveraged Buyout
LCFI Large Complex Financial Institution
LEI Legal Entity Identifier
LIBOR London Interbank Offered Rate
LTV Loan-to-Value Ratio
M&A Mergers and Acquisitions
MBS Mortgage-Backed Security
Abbreviations 167
MMF Money Market Fund
MMIFF Money Market Investor Funding Facility
MS Morgan Stanley
NAIC National Association of Insurance Commissioners
NAICS North American Industry Classification System
NAV Net Asset Value
NBER National Bureau of Economic Research
NCUA National Credit Union Administration
NFIB National Federation of Independent Business
NFNR Nonfarm Nonresidential
NMLS Nationwide Mortgage Licensing System and Registry
NPR Notice of Proposed Rulemaking
NRSRO Nationally Recognized Statistical Rating Organization
NSA Not Seasonally Adjusted
NSCC National Securities Clearing Corporation
OCC Office of the Comptroller of the Currency
OECD Organisation for Economic Co-operation and Development
OFR Office of Financial Research
OIS Overnight Indexed Swap
OLA Orderly Liquidation Authority
OTC Over-the-Counter
OTS Office of Thrift Supervision
PDCF Primary Dealer Credit Facility
REIT Real Estate Investment Trust
Repo Repurchase Agreement
RMBS Residential Mortgage-Backed Security
168 2011 FSOC Annual Report
RTGS Real-Time Gross Settlement
RWA Risk-Weighted Assets
S&P Standard & Poor’s
SA Seasonally Adjusted
SAAR Seasonally Adjusted Annual Rate
SCAP Supervisory Capital Assessment Program
SCOOS Senior Credit Officer Opinion Survey
SEC Securities and Exchange Commission
SLOOS Senior Loan Officer Opinion Survey
SOMA System Open Market Account
SPV Special Purpose Vehicle
SRC Systemic Risk Committee
SRO Self-Regulatory Organization
TAF Term Auction Facility
TAGP Transaction Account Guarantee Program
TALF Term Asset-Backed Securities Loan Facility
TARP Troubled Asset Relief Program
TIPS Treasury Inflation Protected Securities
TLGP Temporary Liquidity Guarantee Program
TOB Tender Option Bond
TOP Term Securities Lending Facility Options Program
TSLF Term Securities Lending Facility
VA Department of Veterans Affairs
WFC Wells Fargo
Abbreviations 169
