Pillar 2B Dictionary 2018: Version 01

Exposure_for_RWA

This table covers all Exposure for RWAs by the reporting entity. Please specify the breakdown of 'Other retail mortgage' in the description of exposure for RWA item. For all level 1 items without a level 2 item, please report the total Exposure for RWA for this risk type. Where a level 2 item is provided, please treat this as a mandatory item. Each "Total" level 2 items should be equal to the sum of other level 2 enumerations for the respective risk type.

201801 StressTestTemplates

Order Field Name Type Enumeration Definition Range Bottom Range Top Range Scope Mandatory Unique
1 Exposure for RWA level 1 String (255 long) ExposureforRWAlevel1 ExposureforRWAlevel1 Yes Yes
2 Exposure for RWA level 2 String (255 long) ExposureforRWAlevel2 ExposureforRWAlevel2 - Yes
3 Base year 0 Float Baseyear0 0.0000 Inclusive Yes -
4 Base year 1 Float Baseyear1 0.0000 Inclusive Yes -
5 Base year 2 Float Baseyear2 0.0000 Inclusive Yes -
6 Base year 3 Float Baseyear3 0.0000 Inclusive Yes -
7 Base year 4 Float Baseyear4 0.0000 Inclusive Yes -
8 Base year 5 Float Baseyear5 0.0000 Inclusive Yes -
9 Stress year 0 pre management actions Float Stressyear0premanagementactions 0.0000 Inclusive Yes -
10 Stress year 1 pre management actions Float Stressyear1premanagementactions 0.0000 Inclusive Yes -
11 Stress year 2 pre management actions Float Stressyear2premanagementactions 0.0000 Inclusive Yes -
12 Stress year 3 pre management actions Float Stressyear3premanagementactions 0.0000 Inclusive Yes -
13 Stress year 4 pre management actions Float Stressyear4premanagementactions 0.0000 Inclusive Yes -
14 Stress year 5 pre management actions Float Stressyear5premanagementactions 0.0000 Inclusive Yes -
15 Stress year 0 post management actions Float Stressyear0postmanagementactions 0.0000 Inclusive Yes -
16 Stress year 1 post management actions Float Stressyear1postmanagementactions 0.0000 Inclusive Yes -
17 Stress year 2 post management actions Float Stressyear2postmanagementactions 0.0000 Inclusive Yes -
18 Stress year 3 post management actions Float Stressyear3postmanagementactions 0.0000 Inclusive Yes -
19 Stress year 4 post management actions Float Stressyear4postmanagementactions 0.0000 Inclusive Yes -
20 Stress year 5 post management actions Float Stressyear5postmanagementactions 0.0000 Inclusive Yes -
21 Description of Exposure for RWA item String (255 long) DescriptionofExposureforRWAitem - -