Inhoudsopgave Bestuursverslag Corporate governance Jaarrekening Rabobank Groep Jaarrekening Rabobank
Table 47: Aggregate amount of securitisation exposure
retained or purchased
Aggregate amount of securitisation exposure retained or purchased and the associated IRB capital charges
Total exposure Regula tory
IAA IRB STD Total Of which: in the trading Capital charges
approach approach approach exposure resecuritisation book before cap
Risk weight bands
<10% 5,074
>10% <20% 1,798
20% 35%
>40% <100% 254
100% <850%
Unrated
7,126 5,249 229 12,604 531 229 196
Deduction own funds 51
Total 12,655
3,567 130 8,772
463 2,261
95 99 194
964 1,219
159 159
140 130 51
3 23
125 99 5
258 70
5 47
The difference between the exposures reported in the tables
above (12,748 and 12,655) can be explained by adjustments of
positions for provision and tax.
361 7. Securitisation
