201801 StressTestTemplates[Impairments_and_other_losses]
Impairmentsandotherlosslevel1 | Impairmentsandotherlosslevel2 |
---|---|
Retail mortgage credit risk | Total |
Retail mortgage credit risk | Owner occupied |
Retail mortgage credit risk | Buy to let |
Retail mortgage credit risk | Other retail mortgage |
Retail excl mortgage credit risk | Total |
Retail excl mortgage credit risk | Credit card |
Retail excl mortgage credit risk | Overdraft |
Retail excl mortgage credit risk | Personal or term loan |
Retail excl mortgage credit risk | Auto |
Retail excl mortgage credit risk | Other unsecured loans |
Corporate, sovereign and financial institution credit risk | Total |
Corporate, sovereign and financial institution credit risk | CRE development with LTV > 70% |
Corporate, sovereign and financial institution credit risk | CRE development with LTV <=70% |
Corporate, sovereign and financial institution credit risk | CRE investment with LTV > 70% |
Corporate, sovereign and financial institution credit risk | CRE investment with LTV <=70% |
Corporate, sovereign and financial institution credit risk | SME |
Corporate, sovereign and financial institution credit risk | Financial institution investment grade |
Corporate, sovereign and financial institution credit risk | Financial institution non investment grade |
Corporate, sovereign and financial institution credit risk | Sovereign investment grade |
Corporate, sovereign and financial institution credit risk | Sovereign non investment grade |
Corporate, sovereign and financial institution credit risk | Other wholesale investment grade |
Corporate, sovereign and financial institution credit risk | Other wholesale non investment grade |
Structured finance risk | Total |
Structured finance risk | Securitisation positions impairment charge |
Structured finance risk | Securitisation positions market value change |
Structured finance risk | Covered bonds impairment charge |
Structured finance risk | Covered bonds market value change |
Counterparty credit risk | Total |
Counterparty credit risk | Counterparty CVA |
Counterparty credit risk | Counterparty default |
Market risk | |
Operational risk | Total |
Operational risk | Misconduct risk |
Operational risk | Other operational risk |
Fair value adjustments | |
Other losses | |
Total impairments and other losses | |
Total impairments and other losses | Of which fair value through profit or loss |
Total impairments and other losses | Of which fair value through other comprehensive income |