Enumeration | Definition |
---|---|
Corporate, sovereign and financial institution credit risk | Impairment or other loss corresponding to total corporate, sovereign and institution credit risk. |
Counterparty credit risk | Losses corresponding to counterparty credit risk. |
Fair value adjustments | Any fair value adjustments |
Market risk | Losses corresponding to market risk. |
Operational risk | Impairment or other loss corresponding to operational risk. |
Other losses | Other impairments or other losses not captured elsewhere. |
Retail excl mortgage credit risk | Impairment or other loss corresponding to total retail excl mortgage credit risk. |
Retail mortgage credit risk | Impairment or other loss corresponding to total retail mortgage credit risk. |
Structured finance risk | Impairment or other loss corresponding to structured finance risk. |
Total impairments and other losses | This should be the sum of all impairments or other losses in the reporting period. |