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Contents Foreword Management report Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3
edtf 13 Table 10: Rabobank's IRB
exposure.
Rabobank's IRB exposure as defined in CRR (CRD IV)
Exposure
Risk-weighted
assets
Exposure-weighted
average LGD
Exposure-weighted
average PD
Exposure-weighted
average risk weight
Rabobank
(Virtually) no risk
179,273
5,553
32.8
3.1
Adequate to good
413,441
123,596
21.5
1.4
29.9
Past due 90 days
1,362
569
19.6
100
41.7
Other defaults
13,317
6,121
35.9
100
46.0
Total exposure
607,392
135,838
25.2
3.4
22.4
Central governments and central banks
(Virtually) no risk
113,130
170
39.1
0.2
Adequate to good
1,718
1,028
36.7
2.0
59.8
Past due 90 days
2
100
Other defaults
21
37.1
100
Total exposure
114,871
1,198
39.1
0.1
1.0
Financial institutions
(Virtually) no risk
9,780
1,387
23.2
14.2
Adequate to good
7,982
5,280
37.4
0.7
66.2
Past due 90 days
Other defaults
493
10.3
100
Total exposure
18,255
6,667
29.1
3
36.5
Corporates
(Virtually) no risk
17,041
1,956
17.9
0.1
11.5
Adequate to good
191,204
76,052
19.5
1.9
39.8
Past due 90 days
197
61
9.5
100
30.8
Other defaults
10,541
5,154
37.5
100
48.9
Total exposure
218,983
83,223
20.2
6.6
38
Retail secured by real estate
(Virtually) no risk
38,857
2,021
23.4
0.1
5.2
Adequate to good
182,993
31,969
21.6
0.6
17.5
Past due 90 days
886
500
17.5
100
56.5
Other defaults
1,435
725
26.5
100
50.5
Total exposure
224,171
35,215
21.9
1.5
15.7
Retail SME
(Virtually) no risk
256
15
32.2
0.1
5.7
Adequate to good
24,258
7,412
26.9
3.7
30.6
Past due 90 days
177
8
30.7
100
4.4
Other defaults
817
242
48.4
100
29.6
Total exposure
25,509
7,677
27.7
7.4
30.1
Retail other
(Virtually) no risk
209
5
8.4
0.1
2.5
Adequate to good
5,286
1,853
41.3
1.2
35.1
Past due 90 days
100
39.2
100
Other defaults
9
33.2
100
Total exposure
5,603
1,858
40
3.1
33.2
325 6. Credit Risk
