Contents Foreword Management report Corporate governance
Consolidated Financial Statements
Company Financial Statements
Pillar 3
Risk Weighted Exposure Amounts
Risk weighted exposure amounts as at 31 December 2016
amounted to EUR 211,226 million. A summary breakdown of
total risk weighted exposure amounts by risk type and division
is provided in the table below.
Risk weighted Exposure Amounts
in millions of euros
At 31 December
2016
At 31 December
2015
IRB approach
Central governments and central banks
1,198
1,109
Financial Institutions
6,667
6,637
Corporates
83,223
85,282
Retail
44,750
41,102
Equities in the banking book
10,263
13,465
Other non-credit obligations and transfer
risk
11,912
15,088
Securitisation positions
1,806
2,219
Total IRB approach
159,819
164,902
Standardised approach
Central governments and central banks
4,247
3,734
Institutions
288
137
Corporates
7,748
8,445
Retail
3,698
3,130
Secured by mortgages immovable
property
1,505
2,335
Exposures in default
1,418
894
Exposures associated with particularly
high risk
55
55
Total standardised approach
18,959
18,730
Total credit risk and transfer risk
178,778
183,632
Market risk
5,340
4,948
Operational risk
27,108
24,512
Total
211,226
213,092
Credit Risk Exposures
Total credit risk exposures as at 31 December 2016 amounted to
EUR 607,392 million under the IRB approach (2015: EUR 593,660
million) and EUR 21,656 million under the standardised
approach (2015: EUR 19,626 million). A summary of credit risk
exposures is provided in the table below. Information regarding
exposures of equities in the banking book and securitisation
positions can be found in paragraph 6.6 and 7.5 respectively.
Summary Credit Risk Exposures
in millions of euros
At 31 December
2016
At 31 December
2015
IRB approach
Central governments and central banks
114,871
94,381
Financial Institutions
18,255
19,643
Corporates
218,983
220,365
Retail
255,283
259,271
Total IRB approach
607,392
593,660
Standardised approach
Central governments and central banks
3,168
1,596
Institutions
1,277
354
Corporates
7,841
8,482
Retail
5,032
4,537
Secured by mortgages immovable
property
3,079
3,853
Exposures in default
1,223
765
Exposures associated with particularly
high risk
37
37
Total standardised approach
21,656
19,626
299 1. Summary analysis
