74.2 Own funds requirements Inhoudsopgave Voorwoord Bestuursverslag Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3 C 02.00 - OWN FUNDS REQUIREMENTS (CA2) Amount x 1,000 7 Total risk exposure amount 27 7,225,577 1* Of which: Investment firms under Article 90 paragraph 2 and Article 93 of CRR 1** Of which: Investment firms under Article 91 paragraph 1 and 2 and Article 92 of CRR 1.1 Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries 178,777,981 1.1.1 Standardised approach (SA) 18,958,746 1.1.1.1 SA exposure classes excluding securitisation positions 18,958,746 1.1.1.1.01 Central governments or central banks 4,246,761 1.1.1.1.02 Regional governments or local authorities 1.1.1.1.03 Public sector entities 1.1.1.1.04 Multilateral Development Banks 1.1.1.1.05 International Organisations 1.1.1.1.06 Institutions 288,258 1.1.1.1.07 Corporates 7,747,848 1.1.1.1.08 Retail 3,697,535 1.1.1.1.09 Secured by mortgages on immovable property 1,504,995 1.1.1.1.10 Exposures in default 1,418,422 1.1.1.1.11 Items associated with particular high risk 54,927 1.1.1.1.12 Covered bonds 1.1.1.1.13 Claims on institutions and corporates with a short-term credit assessment 1.1.1.1.14 Collective investments undertakings (CIU) 1.1.1.1.15 Equity 1.1.1.1.16 Other items 1.1.1.2 Securitisation positions SA 1.1.1.2* of which: resecuritisation 1.1.2 Internal ratings based Approach (IRB) 159,756,735 1.1.2.1 IRB approaches when neither own estimates of LGD nor Conversion Factors are used 4,419,590 1.1.2.1.01 Central governments and central banks 10,516 1.1.2.1.02 Institutions 3,286,151 1.1.2.1.03 Corporates-SME 865 1.1.2.1.04 Corporates - Specialised Lending 69,892 1.1.2.1.05 Corporates - Other 1,052,166 1.1.2.2 IRB approaches when own estimates of LGD and/or Conversion Factors are used 131,418,694 1.1.2.2.01 Central governments and central banks 1,187,533 1.1.2.2.02 Institutions 3,381,115 1.1.2.2.03 Corporates-SME 26,741,006 1.1.2.2.04 Corporates - Specialised Lending 13,061,173 1.1.2.2.05 Corporates - Other 42,297,620 1.1.2.2.06 Retail - Secured by real estate SME 7,438,449 1.1.2.2.07 Retail - Secured by real estate non-SME 27,776,381 1.1.2.2.08 Retail - Qualifying revolving 1.1.2.2.09 Retail - Other SME 7,677,138 1.1.2.2.10 Retail - Other non-SME 1,858,279 1.1.2.3 Equity IRB 10,263,312 1.1.2.4 Securitisation positions IRB 1,805,721 1.1.2.4* Of which: resecuritisation 179,274 1.1.2.5 Other non credit-obligation assets 11,849,417 1.1.3 Risk exposure amount for contributions to the default fund of a CCP 62,500 1.2 Total risk exposure amount for settlement/delivery 1.2.1 Settlement/delivery risk in the non-Trading book 1.2.2 Settlement/delivery risk in the Trading book 373 14. Appendices

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Jaarverslagen Rabobank | 2016 | | pagina 374