Contents Foreword Management report Corporate governance Consolidated Financial Statements Company Financial Statements Pillar 3
Sustainability photo:
Customer profile to identify whether a customer is a sustainability leader in its industry
or an average or below-average performer.
Tier 1 capital:
This capital is determined based on the regulator's requirements. For Rabobank, this
represents the sum of the common equity tier 1 capital, grandfathered instruments
and share of non-controlling interests less transitional provisions and deductions.
Tier 1 ratio:
Tier 1 capital as related to the risk-weighted assets.
Total capital ratio:
Transfer risk:
Regulatory capital divided by risk-weighted assets.
Transfer risk relates to the possibility of foreign governments placing restrictions on
funds transfers from debtors in their own country to creditors in other countries.
Value at Risk (VaR):
Value at Risk (VaR) is used in calculating market risk, indicating the maximum loss to
be incurred for a given confidence level and horizon and based on 'normal' market
conditions and on one year of historical market trends. For day-to-day control,
a confidence level of 97.5% and 1-day horizon are applied.
396 Rabobank Annual Report 2016
