This section presents in detail the method of calculating the UL capital requirements for retail exposures. The first sub-section provides three risk-weight functions, one for residential mortgage exposures, a second for qualifying revolving retail exposures, and a third for other retail exposures. Second sub-section presents the risk components to serve as inputs to the risk- weight functions. The method of calculating expected losses, and for determining the difference between that measure and provisions is described in section CA-5.7.