English words in Hungarian

I am looking for a Hungarian teacher or person who can clarify some questions related to Hungarian grammar. So this question is not related to customs or habits, I am only asking about the official grammar. My problem is that in Hungarian people often need to use English words and it is confiusing when should I use the Hungarian pronunciation and when should I use the English one. The confusion is that I often hear NBA with English pronunciation, and FIFA with Hungarian. I am curious that according to the official Hungarian grammar rules NBA should be said with Hungarian pronunciation when I am referring to the National Basketball Association or the English pronunciation is the correct one? I hear the English one during a Hungarian Television broadcast as well. And comparing it with FIFA, I hear the Hungarian pronunciation, which does not make any sense for me, so I am looking for some sort of official clarification.