一级资本 (Tier 1 capital)

一级资本比率 (Tier 1 capital ratio)

一般市场风险 (general market risk)

一般银行业务风险监管储备 (regulatory reserve for general banking risks)

二级资本 (Tier 2 capital)

二级资本票据 (Tier 2 capital instrument)

中央交易对手方 (central counterparty)

内部信用评级 (internal credit rating)

内部评估计算法 (internal assessment approach)

内部评估程序 (internal assessment process)

内部评级基准计算法 (internal ratings-based approach)

内部资本 (internal capital)

内部模式 (internal model)

内部模式计算法 (internal models approach)

内部模式(对手方信用风险)计算法 (internal models (counterparty credit risk) approach)

公司集团 (group of companies)

公平价值 (fair value)

公营单位 (public sector entity)

分份额信用保障 (tranched credit protection)

反担保 (counter-guarantee)

止赔点 (detachment point)

主要指数 (main index)

出售收益 (gain-on-sale)

可扣减持有 (deductible holding)

可作净额计算的 (nettable)

外部信用评估机构 (external credit assessment institution)指

外汇管制 (exchange controls)

市场风险 (market risk)

市场风险的风险加权数额 (risk-weighted amount for market risk)

市场风险资本要求 (market risk capital charge)

本地公营单位 (domestic public sector entity)

本地货币 (local currency)

本地货币风险承担 (domestic currency exposure)

交易日 (trading day)指金融市场开放进行交易的日子；

交易帐 (trading book)

交易关联或有项目 (transaction-related contingency)

份额 (tranche)

全面方法 (comprehensive approach)

再证券化交易 (re-securitization transaction)

再证券化类别风险承担 (re-securitization exposure)

名义数额 (notional amount)

合成持有 (synthetic holding)

合成证券化交易 (synthetic securitization transaction)

合股公司 (joint-stock company)

合资格准备金总额 (total eligible provisions)

合资格ABCP风险承担 (eligible ABCP exposure)

合资格CCP (qualifying CCP)

合资格CVA对冲 (eligible CVA hedge)

回溯测试 (back-testing)

回购形式交易 (repo-style transaction)

多层客户结构 (multi-level client structure)

多层客户结构内的客户 (client within a multi-level client structure)

扣减 (haircut)

有效跨产品净额结算协议 (valid cross-product netting agreement)

有效预期正风险承担 (effective expected positive exposure)

有效双边净额结算协议 (valid bilateral netting agreement)

有效EPE (effective EPE)

有追索权的资产出售 (asset sale with recourse)

有关风险 (relevant risk)

有关国际组织 (relevant international organization

住宅按揭贷款 (residential mortgage loan)

低阶客户 (lower level client)

利率合约 (interest rate contract)

利率衍生工具合约 (interest rate derivative contract)

投资机构 (investing institution)具

事先同意 (prior consent)

例外情况 (exception)

受限制司法管辖区 (restricted jurisdiction)

受限制官方实体 (restricted sovereign)

受限制非本地公营单位 (restricted foreign public sector entity)

受限制保险规管当局 (restricted insurance regulator)

受限制集体投资计划 (restricted collective investment scheme)指

受限制债务证券 (restricted debt securities)

受限制证券规管当局 (restricted securities regulator

受压风险值 (stressed VaR)具

季度 (calendar quarter)

季度终结日 (calendar quarter end date)指

官方实体 (sovereign)

官方实体集中风险 (sovereign concentration risk)

官方实体集中风险的风险加权数额 (risk-weighted amount for sovereign concentration risk)

所有权转移 (title transfer)

承担义务人 (obligor)

承担义务人等级 (obligor grade)

抵销交易 (offsetting transaction)

直接信贷替代项目 (direct credit substitute)

直接客户 (direct client)

股权关联衍生工具合约 (equity-related derivative contract)

金融工具 (financial instrument)

金融业实体 (financial sector entity)

长期ECAI特定债项评级 (long-term ECAI issue specific rating)

长结算期交易 (long settlement transaction)

附属成员 (affiliate)

非本地公营单位 (foreign public sector entity)

非重大LAC投资 (insignificant LAC investment)

非资本LAC负债 (non-capital LAC liability)具

非资本LAC债务票据 (non-capital LAC debt instrument)

非资本LAC债务资源 (non-capital LAC debt resources)

非证券化类别风险承担 (non-securitization exposure)

信用估值调整 (credit valuation adjustment)

信用估值调整资本要求 (credit valuation adjustment capital charge)

信用事件 (credit event)

信用保障 (credit protection)

信用保障提供者 (credit protection provider)

信用衍生工具合约 (credit derivative contract)

信用风险 (credit risk

信用风险的风险加权数额 (risk-weighted amount for credit risk)

信用风险组成部分 (credit risk components)

信用挂钩票据 (credit-linked note)

信用提升 (credit enhancement)

信用违责掉期 (credit default swap)

信用质素等级 (credit quality grade)

信用关联衍生工具合约 (credit-related de

保险商号 (insurance firm)

保险规管当局 (insurance regulator)

保证金协议 (margin agreement)

保证金门槛 (margin threshold)

保证金风险期间 (margin period of risk)

保证金借贷交易 (margin lending transaction)

按市价计值 (mark-to-market)

按模式计值 (mark-to-model)

持物业空壳公司 (property-holding shell company)

持仓 (position)

指明官方实体 (specified sovereign entity

相关交易组合 (correlation trading portfolio)

衍生工具合约 (derivative contract)

重大LAC投资 (significant LAC investment)

重要附属公司 (material subsidiary)

风险加权数额 (risk-weighted amount)

风险承担数额 (exposure amount)

风险值 (value-at-risk, VaR)

风险类别 (risk category)

首先违责者信用衍生工具合约 (first-to-default credit derivative contract)

特定目的工具 (special purpose vehicle)

特定风险 (specific risk)

特定准备金 (specific provisions)

特定错向风险 (specific wrong-way risk)具

起赔点 (attachment point)

高级管理人员 (senior management)

高阶客户 (higher level client)

高级CVA方法 (advanced CVA method)

参照义务 (reference obligation)

参照实体 (reference entity)

商品 (commodity)

商品关联衍生工具合约 (commodity-related derivative contract)

商业实体 (commercial entity)

基本指标计算法 (basic indicator approach)

基本计算法 (basic approach)

基础IRB计算法 (foundation IRB approach)

专业投资者 (professional investor)

掉期合约 (swap contract)

推断评级 (inferred rating)

混合组合 (mixed pool)

净帐面价值 (net book value)

现行风险承担 (current exposure)

现行风险承担方法 (current exposure method)

现行风险承担正数 (positive current exposure)

票据发行及循环式包销融通 (note issuance and revolving underwriting facilities)

第3C条规定 (section 3C requirement)

第二违责者信用衍生工具合约 (second-to-default credit derivative contract)指

组成项目 (underlying exposures) ——

(

处置实体 (resolution entity)

货币错配 (currency mismatch)

货银对付形式 (delivery-versus-payment basis)

通胀衍生工具合约 (inflation derivative contract)

部分付款股份及证券 (partly paid-up shares and securities)

最低转移额 (minimum transfer amount)

最近3个年度 (last 3 years)

最终客户 (end client)

最短持有期 (minimum holding period)

单独基础 (solo basis)

单独—综合附属公司 (solo-consolidated subsidiary)

单独—综合基础 (solo-consolidated basis)

场外衍生工具交易 (OTC derivative transaction, over-the-counter derivative transaction)

惠誉评级 (Fitch Ratings)

提升信用的纯利息份额 (credit-enhancing interest-only strip)

提早摊销规定 (early amortization provision)

普通股权一级资本 (Common Equity Tier 1 capital)

普通股权一级资本比率 (Common Equity Tier 1 capital ratio)

替代标准计算法 (alternative standardized approach)

期货合约 (futures contract)

期权合约 (option contract)

减值损失 (impairment loss)

无评级 (unrated)

无隔离抵押品 (unsegregated collateral)就

发起机构 (originating institution)

短期ECAI特定债项评级 (short-term ECAI issue specific rating)

结清权 (clean-up call)

结算中介人 (clearing intermediary)

结算成员 (clearing member)

结算客户 (clearing client)

评级及投资资料有限公司 (Rating and Investment Information, Inc.)

评级系统 (rating system)

贸易关联或有项目 (trade-related contingency)

间接客户 (indirect client)

间接持有 (indirect holding)

阶级高于该机构的客户 (clients at levels higher than the institution)

集体投资计划 (collective investment scheme)

集体准备金 (collective provisions)

债务估值调整 (debit valuation adjustment)

债务关联衍生工具合约 (debt-related derivative contract)

传统证券化交易 (traditional securitization transaction)

汇率合约 (exchange rate contract)

业务操作风险 (operational risk)

业务操作风险的风险加权数额 (risk-weighted amount for operational risk)

经批准内部评估程序 (approved internal assessment process)

置信区间 (confidence interval)

资本充足比率 (capital adequacy ratio)

资本要求 (capital charge)

资本基础 (capital base)

违责或然率 (probability of default)

违责风险的未结清风险承担 (outstanding default risk exposure)

违责风险的风险承担 (default risk exposure)

违责基金承担 (default fund contribution)

违责损失率 (loss given default)

过渡期 (transitional period)

逾期风险承担 (past due exposure)

预期风险承担 (expected exposure)

对手方信用风险 (counterparty credit risk)

对手方违责风险 (counterparty default risk)

监管可扣减项目 (regulatory deductible item)

监管母银行当局 (home authority)

监管资本 (regulatory capital)

监管资本套戥 （读音：děng）(regulatory capital arbitrage)

综合风险资本要求 (comprehensive risk charge)具

综合基础 (consolidated basis)

综合集团 (consolidation group)

认可交易所 (recognized exchange)

认可净额计算 (recognized netting)

认可期货交易所 (recognized futures exchange)

认可减低信用风险措施 (recognized credit risk mitigation)

认可证券交易所 (recognized stock exchange)

远期合约 (forward contract)

远期有期存款 (forward forward deposits placed)

远期资产购买 (forward asset purchase)

递增风险 (incremental risks)

递增风险资本要求 (incremental risk charge)

银行附属公司 (bank subsidiary)

银行帐 (banking book)

标普全球评级 (S&P Global Ratings)

标准(市场风险)计算法 (standardized (market risk) approach)

标准(信用风险)计算法 (standardized (credit risk) approach)

标准组合 (SA pool)

标准业务线 (standardized business line)

标准(业务操作风险)计算法 (standardized (operational risk)approach)

标准(对手方信用风险)计算法 (standardized (counterparty credit risk) approach)

标准监管扣减 (standard supervisory haircut)

标准CVA方法 (standardized CVA method)

担保 (guarantee)

独立金额 (independent amount)

穆迪投资者服务 (Moody’s Investors Service)指

融通等级 (facility grade)

压力测试 (stress-testing)

营业日 (business day)就

获评级 (rated)

总回报掉期 (total return swap)

总收入 (gross income)

总资本 (Total capital)

总资本比率 (Total capital ratio)

额外一级资本 (Additional Tier 1 capital)

额外一级资本票据 (Additional Tier 1 capital instrument)

证券化内部评级基准计算法 (securitization internal ratings-based approach)

证券化外部评级基准计算法 (securitization external ratings-based approach)

证券化交易 (securitization transaction)

证券化票据 (securitization issues)

证券化备选计算法 (securitization fall-back approach)

证券化标准计算法 (securitization standardized approach)

证券化类别风险承担 (securitization exposure)

证券商号 (securities firm)

证券规管当局 (securities regulator)

证券融资交易 (securities financing transaction)

属官方实体的非本地公营单位 (sovereign foreign public sector entity)

摊薄风险 (dilution risk)

A类可扣减项目 (Type A deductible item)

ABCP计划 (ABCP programme)

ASA计算法 (ASA approach)

B类可扣减项目 (Type B deductible item)

BIA计算法 (BIA approach)

BSC计算法 (BSC approach)

CARE Ratings Limited

CCP关联交易 (CCP-related transaction)

CEM风险加权数额 (CEM risk-weighted amount)

CET1资本 (CET1 capital)指普通股权一级资本

CET1资本票据 (CET1 capital instrument)

CIS风险承担 (CIS exposure)

CVA风险加权数额 (CVA risk-weighted amount)

CVA资本要求 (CVA capital charge)

ECAI特定债项评级 (ECAI issue specific rating)

EL总额 (total EL amount)

EL额 (EL amount)

IAA

IAA批准 (IAA approval)

IMM计算法 (IMM approach)指内部模式计算法；

IMM(CCR)批准 (IMM(CCR) approval)

IMM(CCR)计算法 (IMM(CCR) approach)

IMM(CCR)风险加权数额 (IMM(CCR) risk-weighted amount)

IPO指首次公开发售

IRB子类别 (IRB subclass)

IRB计算法 (IRB approach)

IRB涵盖比率 (IRB coverage ratio)

IRB组合 (IRB pool)

IRB类别 (IRB class)

《LAC规则》 (LAC Rules)

nth违责者信用衍生工具合约 (nth-to-default credit derivative contract)

PD/LGD计算法 (PD/LGD approach)

SA-CCR计算法 (SA-CCR approach)指标准(对手方信用风险)计算法

SA-CCR风险加权数额 (SA-CCR risk-weighted amount)

SEC-ERBA指证券化外部评级基准计算法

SEC-FBA指证券化备选计算法

SEC-IRBA指证券化内部评级基准计算法

SEC-SA指证券化标准计算法

SFT 指证券融资交易

STC计算法 (STC approach)

STM计算法 (STM approach)

STO计算法 (STO approach)指标准(业务操作风险)计算法