| ALM |
|
Asset and liability management |
| AM RSU |
|
Asset Managers restricted share units |
| AmC |
|
Amortised cost |
| BBA |
|
Building block approach or general model |
| CSM |
|
Contractual service margin |
| CCA |
|
Climate change adaption |
| CCM |
|
Climate change mitigation |
| DNSH |
|
Do no significant harm |
| DPF |
|
Discretionary participation features |
| EAD |
|
Exposure at default |
| ECL |
|
Expected credit losses |
| FTE |
|
Full-time equivalent |
| FVOCI |
|
Fair value through other comprehensive income |
| FVPL |
|
Fair value through profit or loss |
| LGD |
|
Loss given default |
| LIC |
|
Liability for incurred claims |
| LLP |
|
Last liquid point |
| LRC |
|
Liability for remaining coverage |
| LTPD |
|
Lifetime probability of default |
| NGFS |
|
Network for Greening the Financial System |
| OCI |
|
Other comprehensive income |
| PAA |
|
Premium allocation approach |
| PD |
|
Probability of default |
| RA |
|
Risk adjustment |
| SASB |
|
Sustainability Accounting Standards Board |
| SICR |
|
Significant increase in credit risk |
| SPPI |
|
Solely payments of principal and interest |
| UFR |
|
Ultimate forward rate |
| UI |
|
Underlying items |
| UNEP FI |
|
United Nations Environment Programme Finance Initiative |
| VFA |
|
Variable fee approach |
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