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Abbreviations glossary

c.i.f.

Cost, insurance and freight at the importer’s border

CAPE

cyclically adjusted price/earnings (ratio)

CAPM

capital asset pricing model

CAS

See capital adequacy statement (CAS)

CBOE

Chicago Board Options Exchange

CBPP

covered bond purchase programme

CBR

See combined buffer requirement (CBR)

CCBM

See correspondent central banking model (CCBM)

CCBM2

See Collateral Central Bank Management (CCBM2)

CCoB

See capital conservation buffer (CCoB)

CCP

See central counterparty (CCP)

CCyB

See countercyclical capital buffer (CCyB)

CDS

credit default swap

CESR

Committee of European Securities Regulators

CET1

Common Equity Tier 1

CGFS

Committee on the Global Financial System

CGO

Compliance and Governance Office

CISS

composite indicator of systemic stress

CJEU

See Court of Justice of the European Union (CJEU)

CMU

capital markets union

CO2

carbon dioxide

COGESI

Contact Group on Euro Securities Infrastructures

COI

Centralised On-Site Inspections Division

COREP

common reporting

CPI

See consumer price index (CPI)

CPMI

Committee on Payments and Market Infrastructures

CPSIPS

See Core Principles for Systemically Important Payment Systems (CPSIPS)

CRD

Capital Requirements Directive

CRE

commercial real estate

CRR

Capital Requirements Regulation

CRR/CRD IV

See Capital Requirements Regulation / Capital Requirements Directive (CRR/CRD IV)

CSD

See central securities depository (CSD)

CSPP

corporate sector purchase programme