Stress Test Data Framework Dictionary 2021: Version 02

UKRWA

Enumeration Definition
Counterparty credit risk RWA corresponding to counterparty credit risk on a UK country of exposure basis.
Credit risk excluding counterparty credit risk RWA corresponding to credit risk. This is equivalent to corporate, sovereign and institution credit risk, retail credit risk and structured finance credit risk within the Capital_requirements tab in the Capital_and_other_projections template but with the RWA reported on a UK country of exposure basis. Please exclude any counterparty credit risk.
Other RWA All other RWA excluding credit risk. This is equivalent to Market, operational and other risk as reported within the Capital_requirements tab in the Capital_and_other_projections template but with the RWA reported on a UK country of exposure basis.