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. |