Inhoudsopgave Voorwoord Bestuursverslag Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3 Risk Weighted Exposure Amounts Risk weighted exposure amounts as at 31 December 2016 amounted to EUR 211,226 million. A summary breakdown of total risk weighted exposure amounts by risk type and division is provided in the table below. Risk weighted Exposure Amounts in millions of euros IRB approach At 31 December At 31 December 2016 2015 Credit Risk Exposures Total credit risk exposures as at 31 December 2016 amounted to EUR 607,392 million under the IRB approach (2015: EUR 593,660 million) and EUR 21,656 million under the standardised approach (2015: EUR 19,626 million). A summary of credit risk exposures is provided in the table below. Information regarding exposures of equities in the banking book and securitisation positions can be found in paragraph 6.6 and 7.5 respectively. Central governments and central banks 1,198 1,109 Summary Credit Risk Exposures Financial Institutions 6,667 6,637 At 31 December At 31 December Corporates 83,223 85,282 in millions of euros 2016 2015 Retail 44,750 41,102 IRB approach Equities in the banking book 10,263 13,465 Central governments and central banks 114,871 94,381 Other non-credit obligations and transfer Financial Institutions 18,255 19,643 risk 11,912 15,088 Corporates 218,983 220,365 Securitisation positions 1,806 2,219 Retail 255,283 259,271 Total IRB approach 159,819 164,902 Total IRB approach 607,392 593,660 Standardised approach Standardised approach Central governments and central banks 4,247 3,734 Central governments and central banks 3,168 1,596 Institutions 288 137 Institutions 1,277 354 Corporates 7,748 8,445 Corporates 7,841 8,482 Retail 3,698 3,130 Retail 5,032 4,537 Secured by mortgages immovable property 1,505 2,335 Secured by mortgages immovable property 3,079 3,853 Exposures in default 1,418 894 Exposures in default 1,223 765 Exposures associated with particularly high risk 55 55 Exposures associated with particularly high risk 37 37 Total standardised approach 18,959 18,730 Total standardised approach 21,656 19,626 Total credit risk and transfer risk 178,778 183,632 Market risk 5,340 4,948 Operational risk 27,108 24,512 Total 211,226 213,092 303 1. Summary analysis

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Jaarverslagen Rabobank | 2016 | | pagina 304