Enumeration | Definition |
---|---|
(-) Amount exceeding the 17.65% threshold | COREP CA1 ID1.1.1.25 |
Available-for-sale | |
Counterparty CVA | CVA impact portion of the total counterparty credit risk RWA. |
Counterparty default | Default risk portion of the total counterparty credit risk RWA. |
Covered bonds | Total RWA for covered bonds. |
DTA below the 10% threshold to be risk weighted | RWAs for DTA below the 10% threshold. |
Non-Significant Investments below the 10% threshold | RWAs for Non-Significant Investments below the 10% threshold. |
Other | Any other RWA and losses which do not fit into the above categories. |
Securitisation positions | Total RWA for securitisation positions. |
Significant Investments below the 10% threshold | RWAs for Significant Investments below the 10% threshold. |