In the phrase "Lord, have mercy" the word "mercy" is a term that signifies love in action, love working to bring about forgiveness, liberation and wholeness.
To have mercy is to acquit the other of the guilt which by his own efforts he cannot wipe away, to release him from the debts he himself cannot pay, to make him whole from the sickness for which he cannot - unaided - find any cure. The term "mercy" means furthermore that all this is conferred as a free gift.
- Metropolitan Kallistos Ware
From his book, 'The Orthodox Way'