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Risk-weighted value 2015 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

1,395,723

1,368,787

534,448

 

1,903,235

Regional governments and local authorities

832,034

1,087,803

310,542

 

1,398,345

224

18

Public sector entities

59,216

59,191

 

59,191

11,838

947

Multilateral Developments Banks

134,763

138,042

 

138,042

Institutions

1,058,171

1,069,370

-430,619

 

638,751

132,636

10,611

431,682

Corporates

2,725,801

2,895,584

-266,387

 

2,629,197

2,234,607

178,768

127,982

266,387

Retail exposures

397,759

416,186

-35,640

 

380,546

200,336

16,027

5,668

35,640

Secured by mortgages on immovable property

1,516,457

1,676,873

-110,889

 

1,565,984

548,233

43,859

3,351

110,889

Exposures in default

178,666

159,176

-1,455

 

157,721

172,111

13,769

6,003

1,455

High risk

2,301

4,602

 

4,602

4,747

380

Equity

10,398

12,075

 

12,075

20,789

1,663

Other items

103,422

100,818

 

100,818

98,158

7,852

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

8,414,711

8,988,507

 

8,988,507

3,423,679

273,894

143,004

846,053

 

 

 

 

 

 

 

 

 

 

Whereof:

 

 

 

 

 

 

 

 

 

Assets

7,646,838

8,155,567

 

8,155,567

3,103,020

248,241

124,770

829,231

Off-balance sheet items

718,266

780,676

 

780,676

277,521

22,202

18,234

16,822

Derivatives

49,607

52,264

 

52,264

43,138

3,451

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

8,414,711

8,988,507

 

8,988,507

3,423,679

273,894

143,004

846,053