Stress Test Data Framework Dictionary 2017: Version 02

Creditrisktype

Enumeration Definition
Corporate, sovereign and financial institution credit risk Corporate, sovereign and institution credit risk.
Retail excl mortgage credit risk Retail exposures, as defined by CRR Articles 123 & 154 that are not Retail Secured Credits.
Retail mortgage credit risk Retail exposures, as defined by CRR Articles 125 & 154, secured by residential real estate.