Main risks in the Risk Appetite Framework
Overall risk profile by portfolio (distribution of credit risk exposures) %EAD (Exposure at default)
1 | Large corporates | 10.2 |
2 | Midsize businesses | 10.6 |
3 | Small businesses | 6.1 |
4 | Retailers and sole proprietors | 1.6 |
5 | Mortgage loans | 34.3 |
6 | Consumer loans | 2.0 |
7 | Banks | 2.7 |
8 | Sovereigns | 18.7 |
9 | Other | 13.9 |