Management report
Corporate governance
Consolidated financial statements
Financial statements
Table 47: Aggregate amount of securitisation exposure
retained or purchased
Aggregate amount of securitisation exposure retained or purchased and the associated IRB capital charges
Total exposure Regula tory
IAA IRB STD Total Of which: in the trading Capital charges
approach approach approach exposure resecuritisation book before cap
Risk weight bands
10%
10% <20%
20% 35%
>40%< 100%
100% <850%
Unrated
Deduction own funds
Total
5,074
1,798
7,126
3,567
463
95
964
159
5,249
8,772
2,261
194
1,219
159
12,604
51
12,655
140
3
125
258
5
51
23
5
70
47
The difference between the exposures reported in the tables
above (12,748 and 12,655) can be explained by adjustments of
positions for provision and tax.
351 7. Securitisation
