Risk-weighted assets
Securitisation
Tier I capital
Tier I ratio
Triple A rating
Value at Risk
Vendor finance
82 Rabobank Group Annual Report 2005
Glossary of terms
All on-balance-sheet and off-balance-sheet items that are measured
taking into account the risk weightings specified by the supervisory
authority.
Restructuring of loans in the form of tradable securities.
Tier I/core capital of Rabobank Group consists of Member Certificates,
Trust Preferred Securities, other reserves and part of third-party interests.
The ratio of core capital to risk-weighted assets. The minimum Tier I ratio
required by external supervisory authorities is 4.0.
The Triple A rating is the highest credit rating awarded by rating agencies.
A Triple A rating reflects the highest possible creditworthiness and
therefore the lowest possible risk that the company will go bankrupt.
The measure of market risk on the trading portfolio, which based on
historical data reflects the highest possible loss that could be suffered
by Rabobank Group in one day, assuming a probability of 97.5%.
Financing products (including leasing) designed to support sales
offered via the distribution channels of a manufacturer or distributor
of capital assets.
