201801 StressTestTemplates[RWA]
RWAlevel1 | RWAlevel2 |
---|---|
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 | Covered bonds |
Structured finance risk | Securitisation positions |
Counterparty credit risk | Total |
Counterparty credit risk | Counterparty CVA |
Counterparty credit risk | Counterparty default |
Market risk | |
Operational risk | |
Other RWA | |
Total RWA |