| 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 LLC |
LCH.Clearnet LLC |
| 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 |
