- Inhoudsopgave Voorwoord Bestuursverslag Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3 1.3 Total risk exposure amount for position, foreign exchange and commodities risks 3,885,892 1.3.1 Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) 449,361 1.3.1.1 Traded debt instruments 2,341 1.3.1.2 Equity 1.3.1.3 Foreign Exchange 1.3.1.4 Commodities 1.3.2 Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) 447,020 1.4 Total risk exposure amount for operational risk (opr 3,436,531 1.4.1 OpR Basic indicator approach (BIA) 27,107,644 1.4.2 OpR Standardised (STA)/Alternative Standardised (ASA) approaches 1.4.3 OpR Advanced measurement approaches (AMA) 1.5 Additional risk exposure amount due to fixed overheads 27,107,644 1.6 Total risk exposure amount for credit valuation adjustment 1,453,999 1.6.1 Advanced method 1,453,999 1.6.2 Standardised method 1.6.3 Based on OEM 1.7 Total risk exposure amount related to large exposures in the trading book 1.8 Other risk exposure amounts 1.8.2 Of which: Additional stricter prudential requirements based on Art 458 1.8.2* Of which: requirements for large exposures 1.8.2** Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property 1.8.2*** Of which: due to intra financial sector exposures 1.8.3 Of which: Additional stricter prudential requirements based on Art 459 1.8.4 Of which: Additional risk exposure amount due to Article 3 CRR 374 Rabobank Jaarverslag 2016

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Jaarverslagen Rabobank | 2016 | | pagina 375