Capitalize abbreviations for departments and agencies of government, other organizations, and corporations; capitalize the call letters of radio and television stations.
EPA, FBI, OPEC, IBM, WCRB, KNBC-TV
Note that no periods are used.
Initialisms are abbreviations formed from the first letters of words (MLB, NIH); acronyms are initialisms that can be pronounced as words (NATO, AIDS).
Exercise: Capitalization
Related topic:
Abbreviating organization names