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Capital requirements to credit risk

Calculating risk-weighted exposures in scope of credit risk, Group and Bank use standard method and internal rating based method as for portfolios described in the point 6, according to the approval of the competent authorities described in the point 11.1.

Exposure to securitization positions are not present (Explanations in the additional information to the Yearly Financial Report). (Art. 449)

The below table presents risk-weighted assets amounts and own funds requirements in scope of credit risk (without counterparty credit risk).

Credit risk - risk-weighted assets and capital requirements (PLN thous.) +

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		Risk Weighted Assets 2016	Own funds requirements 2016
1	Central governments or central banks	0	0
2	Institutions	0	0
3	Corporates	0	0
4	of which: Specialized lending		0
5	of which: SMEs	0	0
6	Detal	7 236 430	578 914
7	Retail	6 287 171	502 974
8	* SME’s	11 867	949
9	* Non-SME’s	6 275 304	502 024
10	Qualifying revolving	949 259	75 941
11	Other retail	0	0
12	* SMEs	0	0
13	* Non-SME’s	0	0
14	Equity	0	0
15	Total IRB approach	7 236 430	578 914
16	Central governments or central banks	6	0
17	Regional governments or local authorities	74 731	5 978
18	Public sector entities	12 700	1 016
19	Multilateral development banks	0	0
20	International organizations	0	0
21	Institutions	436 676	34 934
22	Corporates	10 284 611	822 769
23	of which: SMEs	5 416 372	433 310
24	Retail	4 434 959	354 797
25	of which: SMEs	1 018 829	81 506
26	Secured by mortgages on immovable property	1 385	111
27	of which: SMEs	1 385	111
28	Exposures in default	1 361 093	108 887
29	Items associated with particularly high risk	45	4
30	Covered bonds	0	0
31	Claims on institutions and corporates with a short-term credit assessment	0	0
32	Collective investments undertakings	0	0
33	Equity exposures	43 154	3 453
34	Other exposures	742 572	92 903
35	Total standarized approach and other items (Table no 7 = lines 2+27+28)	17 391 930	1 424 853
36	Total credit risk and other items (Table no 7 = lines 2+4+27+28)	24 628 361	2 003 767

Exposure (EAD) as for asset classes under the standardised method with the breakdown by risk weight - without counterparty credit risk (PLN thous.) +

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Exposure classes		Risk weight
Exposure classes		0%	20%	35%	50%	70%	75%	100%	150%	250%	Other	Total
1	Central governments or central banks	18 439 332	29	0	0	0	0	0	0	0	0	18 439 361
2	Regional governments or local authorities	0	373 653	0	0	0	0	0	0	0	0	373 653
3	Public sector entities	10 172	8	0	24 474	0	0	461	0	0	0	35 115
4	Multilateral development banks	79 246	0	0	0	0	0	0	0	0	0	79 246
5	International organizations	0	0	0	0	0	0	0	0	0	0	0
6	Institutions	5 799	1 307 364	0	357 396	0	0	0	0	0	0	1 670 559
7	Corporates	55 426	209 015	180 243	280 773	0	4 416	10 740 210	0	0	0	11 470 083
8	Retail	6 973	28 525	28 407	38 783	0	5 918 149	279 266	0	0	0	6 300 104
9	Secured by mortgages on immovable property	0	1 024	0	2 743	0	0	241	0	0	0	4 008
10	Exposures in default	26 188	0	0	0	0	0	666 079	437 840	0	0	1 130 107
11	Items associated with particularly high risk	0	0	0	0	0	0	0	45	0	0	45
12	Covered bonds	0	0	0	0	0	0	0	0	0	0	0
13	Claims on institutions and corporates with a short-term credit assessment	0	0	0	0	0	0	0	0	0	0	0
14	Collective investments undertakings	0	0	0	0	0	0	0	0	0	0	0
15	Equity exposures	0	0	0	0	0	0	43 154	0	0	0	43 154
16	Other exposures	675 749	99 571	0	0	0	0	463 435	0	279 137	0	1 517 892
17	Total	19 298 884	2 019 190	208 650	704 169	0	5 922 565	12 192 846	437 885	279 137	0	41 063 326

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Capital requirements to credit risk

Credit risk - risk-weighted assets and capital requirements (PLN thous.) +

Exposure (EAD) as for asset classes under the standardised method with the breakdown by risk weight - without counterparty credit risk (PLN thous.) +