Inhoudsopgave Bestuursverslag Corporate governance
Risk Weighted Exposure Amounts
Risk Weighted Exposure Amounts as at 31 December 2015
amounted to EUR 213,092 million. A summary breakdown of
total Risk Weighted Exposure Amounts by risk type and by
division is provided in the table below.
Jaarrekening Rabobank Groep Jaarrekening Rabobank
Credit Risk Exposures
Total Credit Risk exposures as at 31 December 2015 amounted
to EUR 593,660 million underthe IRB approach (2014: EUR
582,487 million) and EUR 19,629 million of exposures underthe
Standardised Approach (2014: EUR 24,534 million). A summary
of credit risk exposures is provided in the table below.
Risk weighted Exposure Amounts
Summary Credit Risk Exposures
in millions of euros
At 31 December
2015
At 31 December
2014
in millions of euros
At 31 December
2015
At 31 December
2014
IRB approach
IRB approach
Central governments and central banks
1,109
1,137
Central governments and central banks
94,381
74,361
Financial Institutions
6,637
9,542
Financial Institutions
19,643
26,961
Corporates
85,282
82,257
Corporates
220,365
219,271
Retail
41,102
37,275
Retail
259,271
261,894
Equities
13,465
14,554
Equity
Other non-credit obligations and transfer
risk
15,088
16,124
Other non-credit obligations and transfer
risk
Securitisation positions
2,219
2,982
Securitisation positions
Total IRB approach
164,902
163,871
Total IRB approach
593,660
582,487
Standardised approach
Standardised approach
Central governments and central banks - 1
Central governments and central banks
102
2,413
Financial Institutions
137
570
Financial Institutions
354
857
Corporates
9,315
9,799
Corporates
9,267
11,093
Retail secured by real estate
852
648
Retail secured by real estate
2,197
2,037
Retail other
4,691
4,692
Retail other
6,211
6,506
Securitisation positions
Securitisation positions
Deferred tax assets
3,735
4,069
Deferred tax assets
1,498
1,628
Total standardised approach
18,730
19,779
Total standardised approach
19,629
24,534
Total credit risk and transfer risk
183,632
183,650
Market risk
4,948
5,091
Operational risk
24,512
23,129
Total
213,092
211,870
313 1. Summary analysis
