Pillar 2B Dictionary 2018: Version 01

Impairmentsandotherlosslevel1

Enumeration Definition
Corporate, sovereign and financial institution credit risk Impairment or other loss corresponding to total corporate, sovereign and institution credit risk.
Counterparty credit risk Losses corresponding to counterparty credit risk.
Fair value adjustments Any fair value adjustments
Market risk Losses corresponding to market risk.
Operational risk Impairment or other loss corresponding to operational risk.
Other losses Other impairments or other losses not captured elsewhere.
Retail excl mortgage credit risk Impairment or other loss corresponding to total retail excl mortgage credit risk.
Retail mortgage credit risk Impairment or other loss corresponding to total retail mortgage credit risk.
Structured finance risk Impairment or other loss corresponding to structured finance risk.
Total impairments and other losses This should be the sum of all impairments or other losses in the reporting period.