Chart 3
Chart 3 shows the UL+EL average risk weight for drawn exposures for all participating institutions. Individual institutions' values are not shown. Only a range is provided. The 25th and 75th percentiles and medians are also shown for each portfolio. The values of the percentiles and medians are provided in Tables B and C.

The range for the Corporate-Bank-Sovereign portfolio extends from about 85 percent to about 5 percent.

The range for the SME portfolio extends from about 140 percent to about 20 percent.

The range for the HVCRE portfolio extends from about 135 percent to about 40 percent.

The range for the IPRE portfolio extends from about 95 percent to about 15 percent.

The range for the HELOC portfolio extends from about 110 percent to about 5 percent.

The range for the Other mortgage portfolio extends from about 50 percent to about 5 percent.

The range for the QRE portfolio extends from about 150 percent to about 5 percent.

The range for the Other retail portfolio extends from about 150 percent to about 5 percent.

The range for the RBE portfolio extends from about 150 percent to about 15 percent.