Assessment of LCH Limited's SwapClear Service Abbreviations

€STR Euro short-term rate
AEDT Australian Eastern Daylight Time
AONIA Australian Overnight Index Average
ASIC Australian Securities and Investments Commission
BBSW Bank Bill Swap Rate
The Bank Reserve Bank of Australia
BoE Bank of England
BSL Business Services Limited
CaLM Collateral and Liquidity Management
CaLRM Collateral and Liquidity Risk Management
CCP Central counterparty
CCP Resilience Guidance Resilience of Central Counterparties: Further guidance on the PFMI
CCP Standards Financial Stability Standards for Central Counterparties
CEO Chief Executive Officer
CMG Crisis Management Group
CPMI Committee on Payments and Market Infrastructures
CRO Chief Risk Officer
CS Clearing and settlement
CTO Chief Technology Officer
DFAM Default fund additional margin
DMG Default Management Group
EMIR European Market Infrastructure Regulation (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)
EMIR College EMIR supervisory college for LCH Ltd
ERCo Executive Risk Committee
ESMA European Securities and Markets Authority
FMI Financial market infrastructure
FRA Forward rate agreements
FSB Financial Stability Board
Global College Multilateral Arrangement for Regulatory, Supervisory and Oversight Cooperation on LCH Ltd
IBOR Interbank offered rate
ICS Internal credit score
IRD Interest rate derivatives
IRS Interest rate swaps
IOSCO International Organization of Securities Commissions
LCH Group LCH Group Holdings Limited
LCH Ltd LCH Limited
LIBOR London Interbank Offered Rate
LMC Local Management Committee
LSEG London Stock Exchange Group plc
NDIRS Non-deliverable interest rate swaps
NIST National Institute of Standards and Technology
NZIONA New Zealand short-term rate
OIS Overnight index swaps
OTC Over-the-counter
PAIRS Portfolio Approach to Interest Rate Scenarios
PFMI Principles for Financial Market Infrastructures
PPS Protected Payments System
RFR Risk-free rate
RTTR Real-time trade registration
SLM Stress loss margin
SOFR Secured overnight financing rate
SONIA Sterling Overnight Index Average
SORA Singapore Overnight Rate Average
STLOIM Stress test losses over initial margin
TELBOR Tel Aviv Inter-Bank Offered Rate
VMGH Variation margin gains haircutting
VNS Variable notional swaps
VNOIS Variable notional overnight index swaps