Enumeration | Definition |
---|---|
All | All |
ALM and liquidity risk | ALM and liquidity risk |
Corporate, sovereign and financial institution credit risk | Corporate, sovereign and institution credit risk |
Counterparty credit risk | Counterparty credit risk |
Insurance risk | Insurance risk |
Market risk | Market risk |
Operational risk | Operational risk |
Other | Please include all risks other than those listed |
Pensions risk | Pensions 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. |
Structured finance risk | Structured finance risk |