Enumeration | Definition |
---|---|
Corporate, sovereign and financial institution credit risk | Corporate, sovereign and institution credit risk. |
Retail excl mortgage credit risk | Retail exposures, as defined by CRR Articles 123 & 154 that are not Retail Secured Credits. |
Retail mortgage credit risk | Retail exposures, as defined by CRR Articles 125 & 154, secured by residential real estate. |