Letters that stand for parts of a name are called initials.
An acronym.
acronym
It is called an acronym.
The acronym QRZ typically stands for a query of roughly "who is calling" or "who just called." (Note that the acronym's letters don't match the first letters of the words).
Using all capital letters for a name is called "acronym."
Acronym ?
An acronym or abbreviation. When it is a name, then it is called that person's "Initials", as in "E.B White".
Acronym
It is called an acronym.
It's called an 'acronym'.
Using only the first letters of a word to form a new word or phrase is called an acronym.