Enumeration | Definition |
---|---|
Auto | Retail loans secured on automobiles. |
Buy to let | Not owner-occupier. Includes consent-to-let. |
Counterparty CVA | Credit valuation impact portion of the total counterparty credit risk RWA. |
Counterparty default | Default risk portion of the total counterparty credit risk RWA. |
Covered bonds | RWA corresponding to covered bonds. |
CRE development with LTV <=70% | Facilities where the loan to value <=70% that are secured against development transactions where the primary means of repayment is through the completion of that development. Includes: a) house builder with non-recourse SPV exposure for a specific property development; and b) specific developments or structured exposures for corporate property companies (e.g. British Land PLC). Excludes trading exposures to house builders. |
CRE development with LTV > 70% | Facilities where the loan to value >70% that are secured against development transactions where the primary means of repayment is through the completion of that development. Includes: a) house builder with non-recourse SPV exposure for a specific property development; and b) specific developments or structured exposures for corporate property companies (e.g. British Land PLC). Excludes trading exposures to house builders. |
CRE investment with LTV <=70% | Facilities where the loan to value <=70% that are secured against property where the rental income from the property is the primary means of repayment of the facility. Includes: a) exposures to commercial real estate properties where the development phase has been concluded; and b) hotels and nursing homes on a third party lease. Excludes: a) loans to social housing associations; b) other hotel and nursing homes loans (i.e. owner occupied); c) Op Co/Prop Co exposures with a wider corporate relationship; d) other exposures of corporate property companies (e.g. General Corporate unsecured balance sheet lending); e) CRE exposures held at Fair Market Value; and f) hedging positions where there is no debt. |
CRE investment with LTV > 70% | Facilities where the loan to value >70% that are secured against property where the rental income from the property is the primary means of repayment of the facility. Includes: a) exposures to commercial real estate properties where the development phase has been concluded; and b) hotels and nursing homes on a third party lease. Excludes: a) loans to social housing associations; b) other hotel and nursing homes loans (i.e. owner occupied); c) Op Co/Prop Co exposures with a wider corporate relationship; d) other exposures of corporate property companies (e.g. General Corporate unsecured balance sheet lending); e) CRE exposures held at Fair Market Value; and f) hedging positions where there is no debt. |
Credit card | Includes credit granted either via delayed debit cards or via credit cards (as per Regulation (EU) No 1071/2013 of the ECB). |
Financial institution investment grade | Investment grade exposures to financial institutions authorised and supervised by the competent authorities and subject to prudential requirements comparable to those applied to institutions in terms of robustness shall be treated as exposures to institutions. |
Financial institution non investment grade | Non investment grade exposures to financial institutions authorised and supervised by the competent authorities and subject to prudential requirements comparable to those applied to institutions in terms of robustness shall be treated as exposures to institutions. |
Other retail mortgage | Other non buy to let or owner occupied retail mortgage credit risk |
Other unsecured loans | Other unsecured loans other than credit cards, overdrafts, personal or term loan or car loans. |
Other wholesale investment grade | Please include all other investment grade wholesale exposures, not otherwise included. This should be all quasi sovereign, large and mid corporates and other. |
Other wholesale non investment grade | Please include all other non investment grade wholesale exposures, not otherwise included. This should be all quasi sovereign, large and mid corporates and other. |
Overdraft | Refers to exposures to overdrafts. |
Owner occupied | All owner occupier mortgages. |
Personal or term loan | Retail loan having a specified repayment schedule, excluding those secured on automobiles. |
Securitisation positions | RWA corresponding to securitisation positions. |
SME | Includes exposures to SME corporates, excluding CRE. |
Sovereign investment grade | Includes all investment grade exposures to countries and central banks. |
Sovereign non investment grade | Includes all non investment grade exposures to countries and central banks. |
Total | The total of the associated level 1 item. |