- AAD
- Adjoint algorithmic differentiation
- AIG
- American International Group
- AIP
- Auction incentive pools
- ALM
- Asset-liability management
- AMC
- American Monte Carlo
- ASF
- Available stable funding
- ATM
- At-the-money
- AVA
- Additional valuation adjustment
- ATE
- Additional termination event
- Basel III
- Basel III International Banking Regulatory Framework
- BA-CVA
- Basic CVA
- BCBS
- Basel Committee on Banking Supervision
- BCVA
- Bilateral CVA
- BMR
- Bilateral margin requirements
- BRIC
- Brazil, Russia, India, and China
- CAPM
- Capital Asset Pricing Model
- CBOT
- Chicago Board of Trade
- CC
- Capital cost
- CCAR
- Comprehensive Capital Analysis and Review
- CCP
- Central counterparty
- CCR
- Counterparty credit risk
- CDS
- Credit default swap
- CDO
- Collateralised debt obligation
- CEEMEA
- Central and Eastern Europe, Middle East and Africa
- CE
- Current exposure
- CEM
- Current exposure method
- CET1
- Common Equity Tier 1
- ColVA
- Collateral valuation adjustment
- CLS
- Continuous linked settlement
- CME
- Chicago Mercantile Exchange
- ColRA
- Collateral received adjustment
- ColPA
- Collateral posted adjustment
- CRD IV
- Capital Requirements Directive IV
- CRIF
- Common Risk Interchange Format
- CSA
- Credit support annex
- CVA
- Credit value adjustment
- Dodd-Frank
- Dodd–Frank Wall Street Reform and Consumer Protection Act
- D-SIB
- Domestic systemicallyimportant bank
- DVA
- Debt value adjustment
- EAD
- Exposure at default
- EBA
- European Banking Authority
- ECB
- European Central Bank/Expected collateral balance
- ECP
- Expected capital profile
- EE
- Expected exposure
- EEE
- Effective expected exposure
- EFV
- Expected future value
- EIM
- Expected initial margin
- EMIR
- European Market Infrastructure Regulation
- ENE
- Expected negative exposure
- EPE
- Expected positive exposure
- EEPE
- Effective expected positive exposure
- ES
- Expected shortfall
- EU
- European Union
- EURIBOR
- Euro Interbank Offered Rate
- EWMA
- Exponentially-weighted moving average
- FAS
- Financial Accounting Standards
- FASB
- Financial Accounting Standards Board
- FBA
- Funding benefit adjustment
- FCA
- Funding cost adjustment
- FHS
- Filtered historical simulation
- FMI
- Financial market infrastructure
- FRTB
- Fundamental Review of the Trading Book
- FSB
- Financial Stability Board
- FTP
- Funds transfer pricing
- FVA
- Funding value adjustment
- FX
- Foreign exchange
- G7
- Group of Seven Countries (Canada, France, Germany, Great Britain, Italy, Japan, and the US)
- G20
- Group of Twenty Countries (Argentina, Australia, Brazil, Canada, China, France, Germany, India, Indonesia, Italy, Japan, Mexico, Russia, Saudi Arabia, South Africa, South Korea, Turkey, United Kingdom, and the US. The European Union is also a member)
- GAAP
- Generally Accepted Accounting Principles
- GFC
- Global financial crisis
- GPU
- Graphical processing unit
- G-SIB
- Globally-systemically-important bank
- G-SIFI
- Globally-systematically-important financial institutions
- HBOS
- Halifax Bank of Scotland
- HVAR
- Historical value-at-risk
- HQLA
- High-quality liquid asset
- IAS
- International Accountancy Standards
- IASB
- International Accounting Standards Board
- IBOR
- Interbank Offered Rate
- IFRS
- International Financial Reporting Standards
- IM
- Initial margin
- IMA
- Internal model approach
- IMM
- Internal model method
- IRB
- Internal ratings-based (approach)
- IRR
- Internal rate of return
- IRS
- Interest rate swap
- ISDA
- International Swaps and Derivatives Association, Inc.
- JTD
- Jump to default
- KVA
- Capital value adjustment
- LCR
- Liquidity coverage ratio
- LGD
- Loss given default
- LHP
- Large homogeneous pool
- LIBOR
- London Interbank Offered Rate
- LSOC
- Legally separated; operationally commingled
- LR
- Leverage ratio
- MDB
- Multilateral development bank
- MTA
- Minimum transfer amount
- MVA
- Margin value adjustment
- MTM
- Mark-to-market
- MPoR
- Margin period of risk
- NCB
- Negative collateral balance
- NDF
- Non-deliverable forward
- NEE
- Negative expected exposure
- NGR
- Net gross ratio
- NSFR
- Net stable funding ratio
- OSFI
- Office of the Superintendent of Financial Institutions
- OIS
- Overnight indexed spread
- OTC
- Over-the-counter
- P&L
- Profit and loss
- PAI
- Price alignment interest
- PAIRS
- Portfolio Approach to Interest Rate Scenarios
- PCA
- Principal component analysis
- PCB
- Positive collateral balance
- PD
- Probability of default
- PFE
- Potential future exposure
- PVP
- Payment versus payment
- ROC
- Return on capital
- ROE
- Return on equity
- QCCP
- Qualifying CCP
- QIS
- Quantitative impact study
- RFR
- Risk-free rate
- RMBS
- Residential mortgage-backed securities
- RORAC
- Return on risk-adjusted capital
- RSF
- Required stable funding
- RWA
- Risk-weighted asset
- SA-CCR
- Standardised approach for counterparty credit risk (regulatory capital)
- SA-CVA
- Standardised CVA
- SEF
- Swap execution facility
- SIFI
- Systemically-important financial institution
- SIMM
- Standard Initial Margin Model
- SLR
- Supplementary leverage ratio
- SME
- Small and medium-sized enterprise
- SPAN
- Standard Portfolio Analysis of Risk
- SPV
- Special purpose vehicle
- SSAs
- Sovereigns, supranationals, and agencies
- STM
- Settle-to-market
- TLAC
- Total loss-absorbing capital
- TLP
- Term liquidity premium
- TMT
- Technology, media, and telecommunications
- UCVA
- Unilateral CVA
- US
- United States
- UMR
- Uncleared margin requirements/rules
- VAR
- Value-at-risk
- VMGH
- Variation margin gains haircutting
- WACC
- Weighted average capital cost
- WWR
- Wrong-way risk
- xVA
- CVA, DVA, FVA, ColVA, MVA, KVA, LVA, etc.