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R I S K A S S E S S M E N T O F T H E E U R O P E A N B A N K I N G S Y S T E M

9

RoE

return on equity

RTS

regulatory technical standards

RWA

risk-weighted assets

RW

risk weights

SME

small and medium-sized

enterprises

TLAC

total loss absorbing capacity

TLTRO

targeted long-term refinancing

operations

TOI

Total operating income

UCITS

undertakings for collective

investments in transferable

securities