That's a convention that varies from one region to another. For instance, in the UK it's normal to write initialisms in all caps (e.g. CNN or the FBI) but not a

That's a convention that varies from one region to another. For instance, in the UK it's normal to write initialisms in all caps (e.g. CNN or the FBI) but not acronyms (e.g. Nasa, Opec, or Geico).