Pillar 2B Dictionary 2018: Version 01

RWAlevel1

Enumeration Definition
Corporate, sovereign and financial institution credit risk RWA corresponding to total corporate, sovereign and institution credit risk.
Counterparty credit risk RWA corresponding to counterparty credit risk.
Market risk RWA corresponding to market risk.
Operational risk RWA corresponding to operational risk.
Other RWA Any other RWA which do not fit into the above categories.
Retail excl mortgage credit risk RWA corresponding to total retail excl mortgage credit risk.
Retail mortgage credit risk RWA corresponding to total retail mortgage credit risk.
Structured finance risk RWA corresponding to structured finance risk.
Total RWA This should be the sum of all level 1 items.