14.2 Own funds requirements
Contents Foreword Management report Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3
C02.00 -
OWN FUNDS REQUIREMENTS (CA2)
Amount x 1,000
1
Total risk exposure amount
211,225,517
1*
Of which: Investment firms under Article 90 paragraph 2 and Article 93 of CRR
1** Of which: Investment firms under Article 91 paragraph 1 and 2 and Article 92 of CRR
1.1
Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries
178,777,981
1.1.1
Standardised approach (SA)
18,958,746
1.1.1.1
SA exposure classes excluding securitisation positions
18,958,746
1.1.1.1.01
Central governments or central banks
4,246,761
1.1.1.1.02
Regional governments or local authorities
1.1.1.1.03
Public sector entities
1.1.1.1.04
Multilateral Development Banks
1.1.1.1.05
International Organisations
1.1.1.1.06
Institutions
288,258
1.1.1.1.07
Corporates
7,747,848
1.1.1.1.08
Retail
3,697,535
1.1.1.1.09
Secured by mortgages on immovable property
1,504,995
1.1.1.1.10
Exposures in default
1,418,422
1.1.1.1.11
Items associated with particular high risk
54,927
1.1.1.1.12
Covered bonds
1.1.1.1.13
Claims on institutions and corporates with a short-term credit assessment
1.1.1.1.14
Collective investments undertakings (CIU)
1.1.1.1.15
Equity
1.1.1.1.16
Other items
1.1.1.2
Securitisation positions SA
1.1.1.2*
of which: resecuritisation
1.1.2
Internal ratings based Approach (IRB)
159,756,735
1.1.2.1
IRB approaches when neither own estimates of LGD nor Conversion Factors are used
4,419,590
1.1.2.1.01
Central governments and central banks
10,516
1.1.2.1.02
Institutions
3,286,151
1.1.2.1.03
Corporates - SME
865
1.1.2.1.04
Corporates - Specialised Lending
69,892
1.1.2.1.05
Corporates - Other
1,052,166
1.1.2.2
IRB approaches when own estimates of LGD and/or Conversion Factors are used
131,418,694
1.1.2.2.01
Central governments and central banks
1,187,533
1.1.2.2.02
Institutions
3,381,115
1.1.2.2.03
Corporates - SME
26,741,006
1.1.2.2.04
Corporates - Specialised Lending
13,061,173
1.1.2.2.05
Corporates - Other
42,297,620
1.1.2.2.06
Retail - Secured by real estate SME
7,438,449
1.1.2.2.07
Retail - Secured by real estate non-SME
27,776,381
1.1.2.2.08
Retail - Qualifying revolving
1.1.2.2.09
Retail - Other SME
7,677,138
1.1.2.2.10
Retail - Other non-SME
1,858,279
1.1.2.3
Equity IRB
10,263,312
1.1.2.4
Securitisation positions IRB
1,805,721
1.1.2.4*
Of which: resecuritisation
179,274
1.1.2.5
Other non credit-obligation assets
11,849,417
1.1.3
Risk exposure amount for contributions to the default fund of a CCP
62,500
1.2
Total risk exposure amount for settlement/delivery
1.2.1
Settlement/delivery risk in the non-Trading book
1.2.2
Settlement/delivery risk in the Trading book
369 14. Appendices
