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).