AEs

Advanced Economies

AI

Alternative Investment

AMCs

Asset Management Companies

BCBS-IADI

Basel Committee on Banking Supervision – International Association of Deposit Insurers

BIS

Bank for International Settlements

BRICS

Brazil, Russia, India, China and South Africa

BSE

Bombay Stock Exchange

BSI

Banking Stability Index

BSMD

Banking System’s Portfolio Multivariate Density

BSMs

Banking Stability Measures

CAB

Current Account Balance

CAD

Current Account Deficit

CBLO

Collateralised Borrowing and Lending Obligation

CCIL

Clearing Corporation of India Limited

CCP

Central Counterparty

CD

Certificate of Deposit / Credit to Deposit

CDS

Credit Default Swap

CET 1

Common Equity Tier 1

CIS

Collective Investment Scheme

CP

Commercial Paper

CPI

Consumer Price Index

CPSS

Committee on Payment and Settlement Systems

CRAR

Capital to Risk-weighted Assets Ratio

CRR

Cash Reserve Ratio

CSO

Central Statistical Organisation

DB

Defined Benefit

DC

Defined Contribution

DCCB

District Central Co-operative Bank

DICGC

Deposit Insurance and Credit Guarantee Corporation

DMA

Direct Market Access

DP

Dynamic Provisions

DSB

Designated Settlement Banks

ECB

European Central Bank / External Commercial Borrowing

EDEs

Emerging and Developing Economies

EEFC

Exchange Earners' Foreign Currency

EPFO

Employees’ Provident Fund Organisation

EPS

Employees’ Pension Scheme

ES

Expected Shortfall

EU

European Union

FCNRB

Foreign Currency Non Resident Bank

FDI

Foreign Direct Investment

FII

Foreign Institutional Investor

FMI

Financial Market Infrastructure

FSB

Financial Stability Board

FSDC

Financial Stability and Development Council

FSR

Financial Stability Report

GDP

Gross Domestic Product

GFD

Gross Fiscal Deficit

GFSR

Global Financial Stability Report

HFT

High Frequency Trading

IAIS

International Association of Insurance Supervisors

IASB

International Accounting Standards Board

ID

Investment to Deposit

IFRS

International Financial Reporting Standard

IIP

Index of Industrial Production

IMF

International Monetary Fund

IOSCO

International Organisation of Securities Commissions

IRDA

Insurance Regulatory and Development Authority

IRS

Interest Rate Swap

JPoD

Joint Probability of Distress

KYC

Know Your Customer

LAF

Liquidity Adjustment Facility

LaR

Liquidity at Risk

LGD

Loss Given Default

LIBOR

London Inter-bank Offered Rate

LTRO

Longer-Term Refinancing Operation

LTV

Loan To Value

MF

Mutual Fund

MOVE

Merrill Lynch Option Volatility Estimate

MSCI

Morgan Stanley Capital International

MSF

Marginal Standing Facility

MTM

Mark-to-Market

NBFC-ND-SI

Non-Banking Financial Company-Non Deposit taking-Systemically Important

NBFCs

Non-Banking Financial Companies

NCDs

Non-convertible Debentures

NDTL

Net Demand and Time Liabilities

NEFT

National Electronic Fund Transfer

NIIP

Net International Investment Position

NIM

Net Interest Margin

NPA

Non-Performing Asset

NPS

National Pension System

NRE

Non Resident External

NRI

Non Resident Indian

NRO

Non Resident Ordinary

NSE

National Stock Exchange

OBS

Off-Balance Sheet

OIS

Overnight Indexed Swap

OMO

Open Market Operation

OTC

Over The Counter

PFCE

Private Final Consumption Expenditure

PFRDA

Pension Fund Regulatory and Development Authority

PoD

Probability of Distress

PSBs

Public Sector Banks

PSS

Payment and Settlement Systems

RBI

Reserve Bank of India

RD

Revenue Deficit

REER

Real Effective Exchange Rate

RoA

Return on Assets

RoE

Return on Equity

RRB

Regional Rural Bank

RTGS

Real Time Gross Settlement

RWA

Risk-Weighted Asset

S&P

Standard and Poor’s

SCBs

Scheduled Commercial Banks

SEBI

Securities and Exchange Board of India

SEBs

State Electricity Boards

SIFI

Systemically Important Financial Institution

SLI

Systemic Liquidity Index

SLR

Statutory Liquidity Ratio

SP

Specific Provision

StCB

State Co-operative Bank

SUCB

Scheduled Urban Co-operative Bank

TI

Toxicity Index

UCB

Urban Co-operative Bank

VaR

Value at Risk

VAR

Vector Autoregression

VI

Vulnerability Index

VIX

US Chicago Board of Options

Exchange’s Volatility Index

WEO

World Economic Outlook

WPI

Wholesale Price Index

Y-o-Y

Year-on-Year