Contents Introduction Management report Appendices Corporate governance Consolidated Financial Statements Company Financial Statements
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:
Total capital ratio:
Transfer risk:
Tier 1 capital as related to the risk-weighted assets.
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.
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