Enumeration | Definition |
---|---|
Counterparty credit risk | RWA corresponding to counterparty credit risk on a UK country of exposure basis. |
Credit risk excluding counterparty credit risk | RWA corresponding to credit risk. This is equivalent to corporate, sovereign and institution credit risk, retail credit risk and structured finance credit risk within the Capital_requirements tab in the Capital_and_other_projections template but with the RWA reported on a UK country of exposure basis. Please exclude any counterparty credit risk. |
Other RWA | All other RWA excluding credit risk. This is equivalent to Market, operational and other risk as reported within the Capital_requirements tab in the Capital_and_other_projections template but with the RWA reported on a UK country of exposure basis. |