Pillar 2B Dictionary 2018: Version 01

201801 StressTestTemplates[Exposure_for_RWA]

Compares patterns / combinations of data entries to pre-defined lists elsewhere in the Pillar 2B Dictionary. Each check will fail if a data item differs from those listed.

201801 StressTestTemplates[Exposure_for_RWA]

ExposureforRWAlevel1 ExposureforRWAlevel2
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
Total exposure for RWA