ADF

Augmented Dickey Fuller

ADXY

Bloomberg - J P Morgan Asia Dollar Index

AEs

Advanced Economies

ALM

Asset Liability Management

ARCH

Auto Regressive Conditional Hetroskedasticity

ARIMA

Auto Regressive Integrated Moving Average

BCBS

Basel Committee on Banking Supervision

BIS

Bank for International Settlements

BoE

Bank of England

BoJ

Bank of Japan

BSE

Bombay Stock Exchange

BSI

Banking Stability Index

BSM

Bank Subsidiary Model

BSMD

Banking System’s Portfolio Multivariate Density

CAD

Current Account Deficit

CAMELS

Capital, Asset quality, Management, Earning, Liquidity, Systems

CASA

Current Account Savings Account

CBLO

Collateralised Borrowing and Lending Obligation

CBRC

China Banking Regulatory Commission

CBS

Core Banking Solution

CCA

Contingent Claims Analysis

CCIL

Clearing Corporation of India Limited

CCP

Central Counterparty

CD

Certificate of Deposit

CDS

Credit Default Swap

CIMDO

Consistent Information Multivariate Density Optimising

CLI

Composite Leading Indicators

CP

Commercial Paper

CRAR

Capital to Risk-weighted Assets Ratio

CRR

Cash Reserve Ratio

CSO

Central Statistical Organisation

DCCB

District Central Cooperative Bank

DICGC

Deposit Insurance and Credit Guarantee Corporation

DiDe

Distress Dependence

DJIA

Dow Jones Industrial Average

DoE

Duration of Equity

DRS

Department of Registration and Stamps

DvP

Delivery versus Payment

DXY

US Dollar Index

EAD

Exposure At Default

ECB

External Commercial Borrowing / European Central Bank

ECN

Electronic Communication Network

ECS

Electronic Clearing System

EM

Emerging Market

EMDE

Emerging Market and Developing Economy

EME

Emerging Market Economy

FC

Financial Conglomerate

FCCB

Foreign Currency Convertible Bond

FDI

Foreign Direct Investment

FI

Financial Institution

FII

Foreign Institutional Investor

FMC

Forward Markets Commission

FOMC

Federal Open Market Committee

FSDC

Financial Stability and Development Council

FSMD

Financial System’s Portfolio Multivariate Density

FSI

Financial Stress Indicator

FSLRC

Financial Sector Legislative Reforms Commission

FSR

Financial Stability Report

GARCH

Generalised Auto Regressive Conditional Hetroskedasticity

GDP

Gross Domestic Product

GFSR

Global Financial Stability Report

HCM

Holding Company Model

HFT

Held for Trading /High Frequency Trading

IBA

Indian Bank’s Association

ICAI

Institute of Chartered Accountants of India

ICT

Integrated Communication Technology

IDRBT

Institute for Development and Research in Banking Technology

IFRS

International Financial Reporting Standards

IIF

Institute of International Finance

IIP

Index of Industrial Production/ International Investment Position

IMF

International Monetary Fund

INFINET

Indian Financial Network

INR

Indian Rupee

IRDA

Insurance Regulatory and Development Authority

IRF

Interest Rate Futures

JPoD

Joint Probability of Distress

LAF

Liquidity Adjustment Facility

LEI

Long-term Economic Impact

LSR

Liquidity Sustainability Ratio

MAG

Macroeconomic Assessment Group

MENA

Middle East and North Africa

MF

Mutual Fund

MFI

Micro-Finance Institution

MoU

Memorandum of Understanding

MSE

Micro and Small Enterprises

MTM

Mark-to-Market

NBFC

Non-Banking Financial Company

NBFC-D

Deposit taking NBFC

NBFC-ND-SI

Non-Deposit taking-Systemically Important NBFC

NBFC-SI

Systemically Important NBFC

NCD

Non-Convertible Debentures

NEFT

National Electronic Fund Transfer

NHB

National Housing Bank

NOC

No Objection Certificate

NPA

Non-Performing Asset/Advances

NRI

Non-Resident Indian

NSE

National Stock Exchange

OBS

Off-Balance Sheet

OECD

Organisation for Economic Co-operation and Development

OMO

Open Market Operations

OTC

Over the Counter

P/E

Price to Earnings Ratio

PCARDB

Primary Cooperative Agriculture and Rural Development Bank

PCE

Probability of Cascade Effect

PCR

Provision Coverage Ratio

PIO

Persons of Indian Origin

PIS

Portfolio Investment Scheme

PMI

Purchase Manager Indices

PMS

Portfolio Management Services

PoD

Probability of Distress

PSB

Public Sector Bank

PSS

Payment and Settlement Systems

QE

Quantitative Easing

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 Assets

S&P

Standard and Poor

SCARDB

State Cooperative Agriculture and Rural Development Bank

SCB

Scheduled Commercial Bank

SEBI

Securities and Exchange Board of India

SI

Systemically Important

SIFI

Systemically Important Financial Institution

SLR

Statutory Liquidity Ratio

SLRI

Systemic Liquidity Risk Index

SME

Small and Medium Enterprise

SOR

Smart Order Routing

StCB

State Cooperative Bank

SUCB

Scheduled Urban Co-operative Bank

UCB

Urban Co-operative Bank

VaR

Value at Risk

VAR

Vector Autoregression

VI

Vulnerability Index

VIX

Volatility Index

WEO

World Economic Outlook

WPI

Wholesale Price Index

Y-o-Y

Year-on-Year