5.2 Regulatory Capital
Contents Management report Corporate governance Consolidated financial statements Financial statements
Rabobank is using the most advanced calculation methods
for calculating the Regulatory Capital (RC) requirements under
Basel II and CRR (CRD IV) for credit, market and operational risks.
Table 3 presents an overview of the Regulatory Capital
requirements and the Risk Weighted Exposure Amounts (RWEA)
at 31 December 2015 for the different risk types. The largest part
of the capital requirement relates to credit risk (86%). Market risk
accounts for 2% of the capital requirements and operational risk
comprises 12% of the Regulatory Capital requirements.
edtf 14 Table 3: Regulatory Capital requirements and risk weighted exposure.
Regulatory capital requirements and risk weighted exposure
At 31 December 2015 At 31 December 2014
Risk-weighted
exposure amount
Capital
requirement
Risk-weighted
exposure amount
Capital
requirement
IRB approach
Central governments and central banks
1,109
89
1,137
91
Financial Institutions
6,637
531
9,542
763
Corporates
85,282
6,823
82,257
6,581
Retail
41,102
3,288
37,275
2,982
Equities
13,465
1,077
14,554
1,164
Other non-credit obligations and transfer risk
15,088
1,207
16,124
1,290
Securitisation positions
2,219
178
2,982
239,000
Total IRB approach
164,902
13,192
163,871
13,110
Standardised approach
Central governments and central banks - - 1 -
Financial Institutions
137
11
570
46,000
Corporates
9,315
745
9,799
784,000
Retail secured by real estate
852
68
648
52,000
Retail other
4,691
375
4,692
375,000
Securitisation positions - - - -
Deferred tax assets
3,734
299
4,069
325
Total standardised approach
18,730
1,498
19,779
1,582
Total credit risk and transfer risk
183,632
14,691
183,650
14,692
Market risk
4,948
396
5,091
408
Operational risk
24,512
1,961
23,129
2
Total
213,092
17,047
211,870
16,950
322 Rabobank Annual Report 2015