Basel 2 2003/7/20 A Basket of Assets A Hybrid Approach A Pegged Currency Adequate Capitalized Adjusted Borrower Grade Adjusted Value Advanced Approach Advanced Internal Ratings-based ApproachAIRB

Advanced Measurement ApproachAMA Aggregate Characteristics Aggregate Default Probabilities Asset Mismatch

Asset-backed Commercial Paper Programs

Assets-Backed SecuritiesABS At Arm's Length Back Testing Back Testing Results Bank for International SettlementBIS Banking Book Exposures Basel 2 Baseline Level of Risk Weighted Assets Basic Indicator ApproachBIA Basis Point Basis Risk Benchmark Haircuts Benchmark Risk WeightBRW Blanket Charges Block Additional Drawing Business Line Business Units Callable Capital Capital Factor

Capital Market Driven Transactions Capital Relief Capital Requirement Capital Surplus Change Control Procedures Claims on Sovereigns Clean Break Clean-up Call Close-out Costs Collateral Haircuts Collateralized Bond ObligationCBO Collateralized Debt ObligationCDO Collateralized Lending ObligationCLO Collateralized mortgage ObligationCMO Collateralized Transaction Comfort Letter Commercial Real EstateCRE Commodities Finance Comprehensive Approach Concentration Risk Conduit Programs Consolidated basis Consolidated on a Prorata Basis Consultative PaperCP Conversion Factor Core Market Participant Core Principles of Effective Banking Supervision

Corporate Exposure Counter party Risk Credit Conversion FactorCCF Credit Default Swaps Credit Enhancement Factors Credit Equivalent Amount Credit Linked NoteCLN

Credit migration Credit Policy Credit Risk Mitigation Credit VaR Cross-default or Cross-acceleration Clauses

Cross-reference Clauses Currency Mismatch Customized or Unique Credit Derivatives Products

Daily Mark to Market Daily Marking to Market Daily Remargining Early Amortization Provisions Economic Capital Economic Loss Economics Subordination Eligible Collateral Entire Asset Pool Size Equity Exposure Expected Default FrequencyEDF Expected LossEL Export Credit AgenciesECAs Exposure at DefaultEAD Exposure IndicatorEI External Credit Assessment InstitutionECAI

Financial InstitutionsFI F irst Lien First Loss Protection First to Default Fixed Notional Amount of the Facility Floor Floor Factor Foreign ExchangeFX Form of Documentation or Legal Risk

Foundation ApproachFA Foundation Internal Ratings-based ApproachFIRB

Front Office Full Sub-consolidation Full-guaranteed Exposure Future Margin Income Future ValueFV Granularity Adjustment

General Provision

Gross Income HaircutsH High-Volatility Commercial Real Estate Higher-risk Categories Hybrid Capital Instrument Income-Producing Real EstateIPRE Imperfect Expected Correlation Implicit and Residual Risk Implicit Recourse Individual Fixed Relationships Information TechnologyIT Interest Rate RiskIRR Internal Default Experience Internal Loss Reporting Practices Internal Measurement ApproachIMA Internal Measurement Methodology Internal Models ApproachIMA Internal Validation International Accounting Standards CommitteeIASC

International Swaps and Derivatives AssociationISDA

Internationally Active Banks Intra-group Transactions Investing Bank

Issue Issuer Issuer Assessment Issue-specific Assessment Issuing Bank Joint Venture Junior Tranche

KIRB IRB

Legal Opinion Legal Transferability Liquidity Facilities Loan Servicers Loan-To-ValueLTV / Look-through Approach Look-through Criteria Look-through Treatment Loss Database Criteria Loss Database Systems Loss Distribution Approach Loss Given DefaultLGD Loss Given that EventLGE Main Index Mapping Analysis Mapping Process Mapping to External Data Sets Margin Lenging Mark to MarketMTM Mark to Model Market Maker Market Making Marking to Model Matched Principal Broking Material Involvement Materiality Level

Materiality Limits Materiality Thresholds Matrix of Add-on Maturity Mismatches Meaningful differentiation of risk Minimum Capital Requirement Mismatch Currency Moral or Reputation Risk Multilateral Development BanksMDBs Multiple Assessment Multi-tenanted Commercial Real Estate Mutual Fund Units Nominal Guarantee Non-significant Business Note Issuance FacilityNIF Object Finance Off Balance Sheet Items Offsetting Position Off-site Review On-balance Sheet Netting On-site Examination or Inspections Operating Standards Operational Risk Operational Risk Sound Practices Organisation for Economics Co-operation and DevelopmentOECD

Originating Bank Originating Institution Originator Outlier Outlier Banks Over the CounterOTC Override Own Estimates Approach Particular Position Type

Performing Loan Plausibility Test Pooled Data Sources Post-credit-event Valuations Principles for the Management and Supervision of Interest Rate Risk

Probability of DefaultPD Probability of Loss EventPE Project Finance Exposure Proportional Cover Protected Portion Prudent Valuation Guidance Public Sector EntitiesPSEs Qualifying Revolving Retail ExposuresQRRE

Quantification of Internal Ratings Quantitative Impact Study 3 QIS 3 Rate Index Rating Based ApproachRBA Rating System Readily Available Close Out Prices Reaging Receivable Recovery Process Recovery Rate Reference Assets Reference Definition of Default Regulatory Capital Remaining Risk Remarging Clauses Repackagers Reported Capital Amounts Residential Real EstateRRE Reputational Risk Residual Risk Factor Retail Exposure

Revolving Exposure Revolving Underwriting FacilityRUF Risk-adjusted Return on CapitalRAROC Risk Based CapitalRBC Risk Factor Risk Inputs Risk of Environmental Liability Risk Reporting Systems Risk WeightRW Risk Weighted AssetsRWA Risk-based Capital Charge Roll-off Risks Seasoning Second Loss Credit Enhancement Secured by Residential Property Secured on Commercial Real Estate Second to Default Securitization Tranches Segmentation by borrower risk Segmentation by delinquency status Segmentation by product Senior Debt Senior Tranche Senior Unsecured Claims Servicer Servicing Agent Servicing Assets Servicing Fee Short-term assessment Simple Approach Single-name Credit Derivatives Sovereign Risk Special Purpose CompanySPC Special Purpose EntitySPE Special Purpose VehicleSPV

Specific Provision

Sponsoring Bank Stale Position Stand-alone Basis Standard Haircut Approach Standard Supervisory Haircut Standardised Approach Standardized Interest Rate Shock Standardized Parallel Rate Shock Standardized Rate Shock Stress Testing Processes Structure Interaction Sub-participation Sub-portfolio Substitution Ceiling Treatment Supervisory Formula Approach SFA Supervisory Response Supervisory Treatments Surplus Capital Synthetic Securitization Transaction The Amendment to the Capital Accord to Incorporate Market Risks

The European Community The Exposure Classs Granularity Scaling Factor GSF

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The Simple Approach Total Allowance Total Rate of Return Swaps Total Return Swaps Trading Book Traditional Securitisations Tranched Cover Transaction Structure Transfer Risk

Treatment of Guarantees/Credit Derivatives /True Sale Typical Granularity Uncovered Portion Underlying Asset Pool Underlying Assets Underlying Data Underlying Exposure Undertakings for Collective Investment in Transferable SecuritiesUCITS

Unearned Credit Spreads Unexpected LossesUL Unsolicited Ratings Use Test Validation Valuation Methodologies Value at RiskVAR Vintage of exposure Volatility Weighted Maturity Well Capitalized Well-developed and well-documented

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A Basket of AssetsA Pegged CurrencyCollateralized Bond ObligationCBOCorporate ExposureCounter party RiskFirst LienOutlier