2013/14 Assessment of LCH.Clearnet Limited's SwapClear Service Abbreviations

ALCo Asset and Liquidity Committee
AMUG Australian Member User Group
ASIC Australian Securities and Investments Commission
BoE Bank of England
CaLM Collateral and Liquidity Management
CaLRM Collateral and Liquidity Risk Management
CBA Commonwealth Bank
CCP central counterparty
CCP Standards Financial Stability Standards for Central Counterparties
CEO Chief Executive Officer
CFR Council of Financial Regulators
CFTC Commodity Futures Trading Commission
CMT Crisis Management Team
COO Chief Operating Officer
CPSS Committee on Payment and Settlement Systems
CRO Chief Risk Officer
CS clearing and settlement
DFAM default fund additional margin
EMIR Regulation (EU) No 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories
ERCo Executive Risk Committee
ESA Exchange Settlement Account
EU European Union
FCM Futures Commission Merchant
FEX Financial and Energy Exchange
FMI financial market infrastructure
FSMA Financial Services and Markets Act 2000
FSS Financial Stability Standards
FX foreign exchange
ICS internal credit score
IOSCO International Organization of Securities Commissions
IRD interest rate derivative
ISA individually segregated account
IT information technology
LCH.C Group LCH.Clearnet Group Ltd
LCH.C Ltd LCH.Clearnet Ltd
LCH.C SA LCH.Clearnet SA
LCR liquidity coverage ratio
LME London Metal Exchange
LSOC legally separated operationally comingled
MRMC Market Risk Management Committee
MWG Model Working Group
NAB National Australia Bank
NCA national competent authority
OSA omnibus segregated account
OTC over-the-counter
PAIRS Portfolio Approach to Interest Rate Scenarios
PPS Protected Payments System
RRP Recovery and Resolution Plan Programme
STLOIM stress-test loss over initial margin
SWIFT Society for Worldwide Interbank Financial Telecommunication
TCS Tata Consultancy Services Limited