- - Inhoudsopgave Bestuursverslag Corporate governance InTable 13 the exposure value which is covered by eligible collateral and covered by guarantees and credit derivatives is presented. Table 14 presents the exposure to which the SA is applied. InTable 15 the exposures for the SA before and after credit risk mitigation is shown. Credit risk mitigation lowers the amount of credit risk due to e.g. collateralization and guarantees.The exposure with the 250% risk weight concerns the capital that is hold for deferred tax assets in accordance with CRR (CRD IV). Table 16 the undrawn commitments are presented.Table 17 gives an overview of the IRB exposures by internal rating scales. The external rating equivalents are included for comparison purposes. edtf 30 Table 13: Rabobank's exposure secured by collaterals, guarantees and credit derivatives (IRB approach) Table 14: Rabobank's SA exposure as defined in CRR (CRD IV) Jaarrekening Rabobank Groep Jaarrekening Rabobank Table 16: Amount of undrawn commitments and average credit conversion factor Rabobank's exposure secured by collateralsguarantees and credit derivatives (IRB approach) Exposure Of which secured by guarantees and credit derivatives Of which secured by collateral Central governments and central banks 94,381 715 93,666 Institutions 19,643 19,643 Corporates 220,365 4,639 215,726 Retail 259,271 13,379 245,891 Total IRB approach 593,660 18,734 574,926 Rabobank's SA exposure as defined in CRR (CRD IV) Exposure Risk- weighted exposure amount Exposure- weighted average risk weight Central governments and central banks 102 0.0 Financial institutions 354 137 39 Corporates 9,267 9,315 101 Retail secured by real estate 2,197 852 39 Retail other 6,212 4,691 76 Deferred tax assets 1,494 3,735 250 Rabobank 19,626 18,730 95 Amount of undrawn commitments and average credit conversion factor Original exposure pre conversion factors Average credit conversion factor Exposure value Central government and central institutions 1,330 28 370 Institutions 3,624 59 2,145 Corporates 86,407 59 51,137 Retail secured by real estate 10,406 72 7,449 Retail other 6,849 97 6,615 Total 108,617 62 67,716 Table 15: Exposure under the SA by risk weight Exposure under the SA by risk weight Risk weight Before credit risk mitigation After credit risk mitigation 0% 102 102 20% 269 269 35% 2,265 2,148 50% 252 250 75% 4,902 4,538 100% 15,813 10,531 150% 1,224 294 250% 1,494 1,494 Total exposure 26,321 19,626 340 Rabobank Jaarverslag 2015

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Jaarverslagen Rabobank | 2015 | | pagina 341