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Contents Management report Corporate governance Consolidated financial statements Financial statements Pillar 3
Non-consolidated structured entities
Non-consolidated structured entities refers to all structured
entities over which Rabobank has no control. These interests are
comprised mainly of debt securities in a securitisation vehicle,
including RMBS, ABS and CDO and private equity interests.
The amount of these debt securities is almost always limited
when compared to the vehicle's total assets.
The following table shows the nature and risks of Rabobank's
interests in non-consolidated structured entities.The maximum
exposure to loss in respect of the interests in non-consolidated
structured entities is 3,028 (2014: 4,153), which also includes
contingent liabilities.
in millions of euros
On 31 December 2015
On 31 December 2014
Assets recognised by Rabobank
Securitisations
Other
Total
Securitisations
Other
Total
Financial assets held for trading
1
100
101
30
107
137
Financial assets designated at fair value
255
72
327
377
45
422
Derivatives
463
463
622
622
Loans and advances to customers
1,011
1,011
1,363
1,363
Available-for-sale financial assets
670
61
731
722
75
797
Investments in associates
395
395
600
600
Total financial assets recognised by Rabobank
2,400
628
3,028
3,114
827
3,941
Liabilities recognised by Rabobank
Derivatives
3
3
86
86
Due to customers
393
393
610
610
Total liabilities recognised by Rabobank
396
396
696
696
Income from sponsored, non-consolidated structured entities in
which Rabobank holds no interest:
in millions of euros
Fee and
commission
income
Interest income
Other results
Total income
Carrying amount of
transferred assets
On 31 December 2015
Securitisations
1
46
64
111
Asset management -
Total
1
46
64
111
On 31 December 2014
Securitisations
3
34
618
655
Asset management
35
(46)
(11)
Total
3
69
572
644
244 Rabobank Annual Report 2015
