DOCUMENT
Office of Financial Research Glossary
106 definitions by U.S. Department of the Treasury

2a-7 FundsAbsorption RatioAgent-Based ModelsArbitrageAsset-Backed Commercial PaperAsset-Backed SecurityBank for International SettlementsBank Holding CompanyBasel Committee on Banking SupervisionBroker-DealerCall ReportCentral ClearingCentral CounterpartyClearing BankCollateralCollateralized Debt ObligationCommercial PaperComprehensive Capital Analysis and ReviewConditional Value at RiskContingent LiabilityCountercyclicalCredit CycleCredit Default SwapCredit Risk TransferCredit Value AdjustmentCrowded TradeCyclical RiskDebt Value AdjustmentDerivativeDiscount WindowDuration RiskEuro AreaEuropean UnionExchange-Traded FundExtensible Business Reporting LanguageExtensible Markup LanguageFederal Financial Institutions Examination CouncilFederal Funds RateFinancial Accounting Standards BoardFinancial ContagionFinancial IntermediationFinancial StabilityFinancial Stability BoardFire SaleFixed Net Asset ValueForm N-MFPForm Private FundsFunding LiquidityFuturesGeneral Collateral FinanceGenerally Accepted Accounting PrinciplesGovernment-Sponsored EnterpriseGross Domestic ProductHaircutInterest Rate SwapInternational Monetary FundInternational Organization for StandardizationInternational Swaps and Derivatives AssociationLegal Entity IdentifierLeverageLiquidity Coverage RatioLoan OriginationLoan-To-Value RatioLondon Interbank Offered RateLong Term Capital ManagementMacroprudential SupervisionMargin RequirementMarket DepthMarket LiquidityMaturity TransformationMetadataMicroprudential SupervisionMoney Market FundOptionOvernight Indexed SwapOver-the-CounterPrime BrokerRegulatory ArbitrageRehypothecationRepo RunRepurchase AgreementRisk ManagementRisk PremiumRisk TransformationSecurities Industry and Financial Markets AssociationSecurities Lending/BorrowingSecuritizationShadow Banking SystemShort-Term Wholesale FundingSociety for Worldwide Interbank Financial Telecommunication MessagesSovereign Debt CrisisStress TestStructural RiskStructured Investment VehicleSupervisory Capital Assessment ProgramSwapSwap Execution FacilitySystemic Expected ShortfallTail RiskTerm PremiumTier 1 Capital Ratio and Tier 1 Common Capital RatiosToo Big To FailTri-Party RepoUnderwriting StandardsValue at RiskVariable Rate Demand Note
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Date
2012-12-31
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