By using our website you agree that we can place cookies on your device. More information including how to disable cookies is available in our Cookie Statement

Risk-weighted value 2016 per exposure class

 

 

 

 

 

 

 

 

 

 

in thousands of EUR

Average net exposure value

Net exposure value ultimo year

Credit risk mitigation

 

Fully adjusted exposure value

Risk-
weighted
value

Required capital for credit risk

Net exposure value that is covered by eligible financial collateral, and other eligible collateral

Net exposure that is covered by guarantees or credit derivatives

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Exposure class:

 

 

 

 

 

 

 

 

 

Central governments and central banks

1,536,074

1,703,360

524,878

 

2,228,238

Regional governments and local authorities

1,088,766

1,089,729

363,857

 

1,453,586

141

11

Public sector entities

69,257

79,323

-30,000

 

49,323

9,865

789

30,000

Multilateral Developments Banks

135,351

132,660

 

132,660

Institutions

1,028,133

986,895

-402,141

 

584,754

129,766

10,381

405,901

Corporates

3,164,432

3,433,279

-282,485

 

3,150,794

2,670,491

213,639

111,022

283,292

Retail exposures

389,496

362,805

-20,701

 

342,104

178,196

14,256

4,538

20,722

Secured by mortgages on immovable property

1,829,803

1,982,732

-144,023

 

1,838,709

676,227

54,098

2,080

144,023

Exposures in default

162,794

166,411

-9,385

 

157,026

167,210

13,377

5,983

9,386

High risk

5,916

7,230

 

7,230

8,830

707

Equity

11,946

11,816

 

11,816

19,603

1,568

Other items

108,848

116,877

 

116,877

109,679

8,775

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

9,530,816

10,073,117

 

10,073,117

3,970,008

317,601

123,623

893,324

 

 

 

 

 

 

 

 

 

 

Whereof:

 

 

 

 

 

 

 

 

 

Assets

8,585,131

9,014,692

 

9,014,692

3,518,340

281,468

101,247

876,081

Off-balance sheet items

890,674

1,000,669

 

1,000,669

403,442

32,275

22,376

17,243

Derivatives

55,011

57,756

 

57,756

48,226

3,858

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

9,530,816

10,073,117

 

10,073,117

3,970,008

317,601

123,623

893,324