Enumeration | Definition |
---|---|
Corporate, sovereign and financial institution credit risk | RWA corresponding to total corporate, sovereign and institution credit risk. |
Counterparty credit risk | RWA corresponding to counterparty credit risk. |
Market risk | RWA corresponding to market risk. |
Operational risk | RWA corresponding to operational risk. |
Other RWA | Any other RWA which do not fit into the above categories. |
Retail excl mortgage credit risk | RWA corresponding to total retail excl mortgage credit risk. |
Retail mortgage credit risk | RWA corresponding to total retail mortgage credit risk. |
Structured finance risk | RWA corresponding to structured finance risk. |
Total RWA | This should be the sum of all level 1 items. |