What is the TWRA?

Calculating Credit Risk weighted Assets Calculating Market Risk Weighted Assets Total RWA CRWC 0.00 On-Balance Sheet Assets Risk Weights Foreign Currency Portfolios FX Rate LCY Equivalent MRWC 0.00 Asset Values $'million 1,220 CRWC $'million Chinese yuan 0.00 ORWC TRWA 0% FCY Position (2,134) 336 5,955,687 (325) Cash Investments Treasury Securities Other Investments 0.00 Swiss Francs Vietnam dong Euros 890 0% 1,756 100% Market Risk-weighted Component (MRWC) 100% Loans Corporate Retail Mortgages 6,324 3,497 2,087 100% 75% 100% Property and Equipment Total On-Balance Sheet Assets 1649 17,423 Calculating Operational Risk Weighted Assets Annual Gross Income (AGI) for: 2019 1,123 2020 985 2021 -120 Off-Balance Sheet Assets Commitments 1,756 100% Total On and Off Balance Sheet Assets 19,179 0 Operational Risk Capital Charge (k) ORWA Factor Operational Risk-weighted Component (ORWC) Calculating Credit Risk weighted Assets Calculating Market Risk Weighted Assets Total RWA CRWC 0.00 On-Balance Sheet Assets Risk Weights Foreign Currency Portfolios FX Rate LCY Equivalent MRWC 0.00 Asset Values $'million 1,220 CRWC $'million Chinese yuan 0.00 ORWC TRWA 0% FCY Position (2,134) 336 5,955,687 (325) Cash Investments Treasury Securities Other Investments 0.00 Swiss Francs Vietnam dong Euros 890 0% 1,756 100% Market Risk-weighted Component (MRWC) 100% Loans Corporate Retail Mortgages 6,324 3,497 2,087 100% 75% 100% Property and Equipment Total On-Balance Sheet Assets 1649 17,423 Calculating Operational Risk Weighted Assets Annual Gross Income (AGI) for: 2019 1,123 2020 985 2021 -120 Off-Balance Sheet Assets Commitments 1,756 100% Total On and Off Balance Sheet Assets 19,179 0 Operational Risk Capital Charge (k) ORWA Factor Operational Risk-weighted Component (ORWC)