HSBC 2015 Annual Report Download - page 483

HSBC HOLDINGS PLC
481
Strategic Report Financial Review Corporate Governance Financial Statements Shareholder Information
A
bbreviation Brief description
L
LCR Liquidity coverage ratio
LFRF Liquidity and funding risk management framework
LGD1 Loss given default
Libor London Interbank Offered Rate
LICs Loan impairment charge and other credit risk provisions
LMU Loan Management Unit, part of Wholesale Credit and Market Risk
LTV1 Loan-to-value ratio
M
Madoff Securities Bernard L. Madoff Investment Securities LLC
Mainland China People’s Republic of China excluding Hong Kong
Malachite Malachite Funding Limited, a term-funding vehicle
Markets HSBC’s treasury and capital markets services in Global Banking and Markets
Mazarin Mazarin Funding Limited, an asset-backed CP conduit
MBS US mortgage-backed security
MENA Middle East and North Africa
Monoline Monoline insurance company
MREL EU minimum requirements for own funds and eligible liabilities
MXN Mexican peso
N
NII Net interest income
NSFR Net stable funding ratio
NYSE New York Stock Exchange
O
OCC Office of the Comptroller of the Currency (US)
ORMF Operational risk management framework
OTC1 Over-the-counter
P
PCM Payments and Cash Management
PD1 Probability of default
Performance Shares1 Awards of HSBC Holdings ordinary shares under employee share plans that are subject to corporate performance
conditions
Ping An Ping An Insurance (Group) Company of China, Ltd, the second-largest life insurer in the PRC
PPI Payment protection insurance product
PRA Prudential Regulation Authority (UK)
PRC People’s Republic of China
Premier HSBC Premier, HSBC’s premium personal global banking service
Principal plan HSBC Bank (UK) Pension Scheme
PVIF Present value of in-force long-term insurance business and long-term investment contracts with DPF
PwC PricewaterhouseCoopers LLP and its network of firms
R
RBWM Retail Banking and Wealth Management, a global business
Repo1 Sale and repurchase transaction
Reverse repo Security purchased under commitments to sell
RMB Renminbi
RMM Risk Management Meeting of the Group Management Board
RNIV Risk not in VaR
RoRWA Return on average risk-weighted assets
RTS Regulatory Technical Standards
RWA1 Risk-weighted assets
S
SE1 Structured entity
SEC Securities and Exchange Commission (US)
ServCo group Separately incorporated group of service companies planned in response to UK ring-fencing proposals
SIC Securities investment conduit
SME Small and medium-sized enterprise
Solitaire Solitaire Funding Limited, a special purpose entity managed by HSBC
SPE1 Special purpose entity
SRB1 Systemic Risk Buffer
T
The Hongkong and Shanghai
Banking Corporation
The Hongkong and Shanghai Banking Corporation Limited, the founding member of HSBC
TLAC1 Total loss absorbing capacity
TRL Turkish lira