Enumeration | Definition |
---|---|
CRE | This should be the sum of CRE development and CRE investment asset classes. |
Credit card | Includes credit granted either via delayed debit cards or via credit cards (as per Regulation (EU) No 1071/2013 of the ECB). THis should only be credit cards that are mapped to Retail non mortgage non SME asset class in the Risk_measures_by_portfolio core template. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'qualifying revolving', 'other retail, non-SME' and 'other retail, SME' of which credit card. b) On standardised: i) subset of retail of which credit card. ii) a subset of exposures in default, in particular those relating to credit card. |
Large corporate | Includes exposures to corporates with an annual turnover in excess of £500m. It corresponds to a subset of the following exposures classes in COREP: a) On IRB it corresponds to a subset of 'corporates - other' exposures class, defined by all the companies with a turnover above £500m, having excluded exposures towards CRE. b) On standardised it corresponds to the sum of the following: i) subset of 'corporates' exposures class, defined as those companies with a turnover above £500m, having excluded exposures towards CRE. ii) a subset of 'exposures in default' asset class, in particular the part including exposures versus corporates with a turnover above £500m, having excluded exposures towards CRE. |
Mid corporate | Includes exposures to corporates with an annual turnover below £500m, excluding SMEs and CRE. It corresponds to a subset of the following exposures classes in COREP: a) On IRB it corresponds to a subset of 'corporates - other' exposures class, defined by all the companies with a turnover below £500m, having excluded exposures towards CRE. b) On standardised it corresponds to the sum of the following: i) subset of 'corporates' exposures class, defined as those companies with a turnover below £500m, having excluded exposures towards SME (as in CR SA row 11 ) and CRE. ii) a subset of 'exposures in default' asset class, in particular the part including exposures versus corporates with a turnover below £500m, having excluded exposures towards SME and CRE. |
Mortgages | It is lending to individuals secured by mortgage on land and buildings where the lender has either a first or second (or subsequent) charge, where at least 40% of the land and buildings is used for residential purposes, and where the premises are for occupation by either the borrower (or dependant), or any other third party (e.g. it includes ‘buy to let’ lending to individuals). |
Other retail | This is the sum of all Retail non mortgage non SME asset class exposures other than Credit cards or Personal or term loan. |
Other wholesale | This is the sum of Asset classes Financial institution, Housing association, Sovereign, Quasi Sovereign and Other wholesale from Risk_measures_by_portfolio. |
Personal or term loan | Retail loan having a specified repayment schedule. THis should only be Personal or term loan that are mapped to Retail non mortgage non SME asset class in the Risk_measures_by_portfolio core template. Defined as a subset of the COREP exposures classes: a) On IRB: subset of 'other retail, non-SME' and 'other retail, SME' of which personal or term loan. All Retail SME exposures secured by real estate property that have a term on the loan. b) On standardised: i) subset of retail of which personal or term loan. ii) a subset of exposures in default, in particular those relating to personal or term loan. iii) All Retail SME exposures secured by mortgages on immovable property that have a term on the loan. |
Retail SME | As defined in https://www.handbook.fca.org.uk/handbook/glossary/G2259.html. This should include Retail SME exposures to Credit card, Personal or term loan, Overdrafts and other. |
SME | Includes exposures to SME corporates, excluding CRE. It corresponds to the following exposures classes in COREP: a) On IRB it corresponds to a subset of 'corporate - SME' exposures class, having excluded exposures towards CRE. b) On standardised it corresponds to exposures towards SME, as in row 11 of template CR SA. |