14.2 Own funds requirements
Inhoudsopgave
Bestuursverslag
Corporate governance
Jaarrekening Rabobank Groep
Jaarrekening Rabobank
C 02.00 - OWN FUNDS REQUIREMENTS (CA2)
Amount x 1,000
1
Total risk exposure amount
213,091,666
Of which: Investment firms under Article 90 paragraph 2 and Article 93 of CRR
Of which: Investment firms under Article 91 paragraph 1 and 2 and Article 92 of CRR
Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries
183,631,895
.1
Standardised approach (SA)
18,729,786
.1.1
SA exposure classes excluding securitisation positions
18,729,786
.1.1.01
Central governments or central banks
3,734,420
.1.1.02
Regional governments or local authorities
.1.1.03
Public sector entities
.1.1.04
Multilateral Development Banks
.1.1.05
International Organisations
.1.1.06
Institutions
137,186
.1.1.07
Corporates
8,444,938
.1.1.08
Retail
3,130,264
.1.1.09
Secured by mortgages on immovable property
2,334,515
.1.1.10
Exposures in default
893,564
.1.1.11
Items associated with particular high risk
54,898
.1.1.12
Covered bonds
.1.1.13
Claims on institutions and corporates with a short-term credit assessment
.1.1.14
Collective investments undertakings (CIU)
.1.1.15
Equity
.1.1.16
Other items
.1.2
Securitisation positions SA
.1.2*
of which: resecuritisation
.2
Internal ratings based Approach (IRB)
164,839,609
.2.1
IRB approaches when neither own estimates of LGD nor Conversion Factors are used
.2.1.01
Central governments and central banks
.2.1.02
Institutions
.2.1.03
Corporates-SME
.2.1.04
Corporates - Specialised Lending
.2.1.05
Corporates - Other
.2.2
IRB approaches when own estimates of LGD and/or Conversion Factors are used
134,129,841
.2.2.01
Central governments and central banks
1,109,257
.2.2.02
Institutions
6,637,154
.2.2.03
Corporates-SME
31,028,101
.2.2.04
Corporates - Specialised Lending
9,572,346
.2.2.05
Corporates - Other
44,681,129
.2.2.06
Retail - Secured by real estate SME
6,014,213
.2.2.07
Retail - Secured by real estate non-SME
26,178,387
.2.2.08
Retail - Qualifying revolving
.2.2.09
Retail-Other SME
6,742,072
.2.2.10
Retail - Other non-SME
2,167,181
.2.3
Equity IRB
13,465,083
.2.4
Securitisation positions IRB
2,218,935
.2.4*
Of which: resecuritisation
185,734
.2.5
Other non credit-obligation assets
15,025,751
.3
Risk exposure amount for contributions to the default fund of a CCP
62,500
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
2
2.1
2.2
3
3.1
3.1.1
3.1.2
3.1.3
3.1.4
3.2
Total risk exposure amount for settlement/delivery
Settlement/delivery risk in the non-Trading book
Settlement/delivery risk in the Trading book
Total risk exposure amount for position, foreign exchange and commodities risks
Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)
Traded debt instruments
Equity
Foreign Exchange
Commodities
Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)
3,260,440
432,691
38,883
393,807
2,827,750
386 Rabobank Jaarverslag 2015
