AEs

Advanced Economies

AFS

Available for Sale

AIFs

Alternative Investment Funds

AMFI

Association of Mutual Funds of India

ARCs

Asset Reconstruction Companies

ARMA

Autoregressive Moving Average

AUC

Assets Under Custody

AUM

Assets Under Management

B.R. Act

Banking Regulation Act

BCBS

Basel Committee on Banking Supervision

BCP

Business Continuity Plan

BFS

Board for Financial Supervision

BIS

Bank for International Settlements

BSE

Bombay Stock Exchange

BSI

Banking Stability Indicator

BSMD

Banking System’s Portfolio Multivariate Density

BSMs

Banking Stability Measures

BSX

Banking Stability Index

CAD

Current Account Deficit

CAGR

Compound Annual Growth Rate

CAMELS

Capital adequacy, Asset quality, Management, Earning, Liquidity and System & control

CBLO

Collateralised Borrowing and Lending  Obligation

CCIL

Clearing Corporation of India Limited

CCP

Central Counterparty

CDR

Corporate Debt Restructuring

CDS

Credit Default Swaps

CDSL

Central Depository Services (India) Limited

CFSA

Committee on Financial Sector  Assessment

CIMDO

Consistent Information Multivariate Density Optimizing

CMIE

Centre for Monitoring Indian Economy

CPI

Consumer Price Index

CRAR

Capital to Risk Weighted Assets Ratio

CRAs

Credit Rating Agencies

CRILC

Central Repository of Information on Large Credits

CRR

Cash Reserve Ratio

DB

Defined Benefit

DBOD

Department of Banking Operations and Development

DC

Defined Contribution

DCCBs

District Central Cooperative Banks

DICGC

Deposit Insurance and Credit Guarantee Corporation

DR

Disaster Recovery

DRTs

Debt Recovery Tribunals

D-SIBs

Domestic Systemically Important Banks

EAD

Exposure At Default

EBIT

Earnings Before Interest and Tax

EBITDA

Earnings Before Interest, Tax, Depreciation and Amortisation

EBPT

Earnings Before Provisions & Taxes

ECB

European Central Bank

ECR

Export Credit Refinance

EL

Expected Loss

EMDEs

Emerging Market and Developing Economies

EPFO

Employees’ Provident Fund Organisation

EPS

Earnings per Share

ES

Expected Shortfall

FCNR(B)

Foreign Currency Non-Resident (Bank)

FDI

Foreign Direct Investment

FICCI

Federation of Indian Chambers of Commerce and industry

FIIs

Foreign Institutional Investors

FMC

Forward Markets Commission

FMIs

Financial Market Infrastructures

FPI

Foreign Portfolio Investors

FRA

Financial Resolution Authority

FSB

Financial Stability Board

FSDC

Financial Stability and Development Council

FSR

Financial Stability Report

FY

Financial Year

GCF

Gross Capital Formation

GDP

Gross Domestic Product

GFD

Gross Fiscal Deficit

GLAC

Gone-Concern Loss-Absorbing Capacity

GNPA

Gross Non-Performing Advances

GPD

Gross Primary Deficit

G-Sec

Government Securities

G-SIBs

Global Systemically Important Banks

HFT

Held for Trading

HQLAs

High Quality Liquid Assets

HTM

Held to Maturity

IADI

International Association of Deposit Insurers

IIP

Index of Industrial Production

INR

Indian Rupee

IOSCO

International Organisation of Securities Commissions

IPOs

Initial Public Offers

IRB

Internal Risk Based

IRDA

Insurance Regulatory and Development Authority

IT

Information Technology

JPoD

Joint Probability of Default

KYC

Know Your Client

LAF

Liquidity Adjustment Facility

LCR

Liquidity Coverage Ratio

LGD

Loss Given Default

MFs

Mutual Funds

MMFs

Money Market Funds

MSF

Marginal Standing Facility

MTM

Mark to Market

NABARD

National Bank for Agriculture and Rural Development

NBFCs

Non Banking Financial Companies

NBFCs-ND-SI

Non Banking Financial Companies-Non-Deposit Taking- Systemically Important

NDS-OM

Negotiated Dealing System-Order Matching

NDTL

Net Demand and Time Liabilities

NFCs

Non-Financial Companies

NII

Net Interest Income

NNPAs

Net Non-Performing Advances

NPAs

Non Performing Advances

NPS

National Pension System

NRI

Non-Resident Indian

NSDL

National Securities Depository Limited

NSE

National Stock Exchange

NSSO

National Sample Survey Organisation

OBS

Off Balance Sheet

ODIs

Offshore Derivatives Instruments

OTC

Over The Counter

PSS

Payment and Settlement System

P2P

Peer-to-Peer

PAT

Profit After Tax

P-B ratio

Price-to-Book Value Ratio

PBT

Profit Before Tax

PCA

Prompt Corrective Action

PCR

Provision Coverage Ratio

PD

Probability of Default

PDs

Primary Dealers

PFE

Potential Future Exposure

PFMs

Pension Fund Managers

PFRDA

Pension Fund Regulatory and Development Authority

PNs

Promissory Notes

PoDs

Probabilities of Distress

PONV

Point of Non-Viability

PPI

Prepaid Payment Instruments

PSBs

Public Sector Banks

QQE

Quantitative and Qualitative Easing

QIBs

Qualified Institutional Buyers

QIS

Quantitative Impact Study

RBI

Reserve Bank of India

RBS

Risk Based Supervision

RCS

Registrar of Co-operative Societies

RD

Revenue Deficit

REER

Real Effective Exchange Rate

RMBS

Residential Mortgage Backed Securities

RoA

Return on Assets

RoE

Return on Equity

RRBs

Regional Rural Banks

RRoA

Risk Adjusted Return on Assets

RWA

Risk Weighted Asset

SARFAESI

Securitisation and Reconstruction of Financial Assets and Enforcement of Security Interest

SBIG

Shadow Banking Implementation Group

SC/RC

Securitisation Companies/ Reconstruction Companies

SCBs

Scheduled Commercial Banks

SCR

Supervisory Capital Ratio

SEBI

Securities and Exchange Board of India

SIFIs

Systemically Important Financial Institutions

SLR

Statutory Liquidity Ratio

SMEs

Small and Medium Enterprises

SPARC

Supervisory Program for Assessment of Risk and Capital

SPVs

Special Purpose Vehicles

SREP

Supervisory Review and Evaluation Process

SRs

Security Receipts

StCBs

State Cooperative Banks

STT

Securities Transaction Tax

SUCBs

Scheduled Urban Co-operative Banks

TBTF

Too Big To Fail

TI

Toxicity Index

UL

Unexpected Loss

VaR

Value At Risk

VAR

Vector Auto Regression

VI

Vulnerability Index

WDRA

Warehousing Development and Regulatory Authority

WPI

Wholesale Price Index

y-o-y

Year-on-Year