Pillar 2B Dictionary 2018: Version 01

ExposureforRWAlevel1

Enumeration Definition
Corporate, sovereign and financial institution credit risk Exposure for RWA corresponding to total corporate, sovereign and institution credit risk.
Retail excl mortgage credit risk Exposure for RWA corresponding to total retail excl mortgage credit risk.
Retail mortgage credit risk Exposure for RWA corresponding to total retail mortgage credit risk.
Total exposure for RWA This should be the sum of all Total level 2 items.