No notes
Empty basket
Print version
Delete
2018 Financial and Social Report

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 6.1 according to the approval of the competent authorities described in the point 10.1.

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

Exposures CCF and CRM Exposures after CRM RWA’s and RWA density
Exposure classes On-balance sheet amount Off-balance-sheet amount On-balance sheet amount Off-balance-sheet amount RWAs RWA density
1 Central governments or central banks 24 877 678 100 24 877 678 0 847 550 3,4%
2 Regional governments or local authorities 229 455 116 757 229 455 20 334 49 822 19,9%
3 Public sector entities 52 161 53 960 52 161 10 773 26 941 42,8%
4 Multilateral development banks 82 233 0 82 233 0 0 0,0%
5 International organizations 0 0 0 0 0 0,0%
6 Institutions 959 420 248 050 959 420 123 759 290 619 26,8%
7 Corporates 14 621 001 6 253 173 14 621 001 307 621 13 575 019 90,9%
8 Retail 8 136 898 234 966 8 139 681 9 107 5 688 715 69,8%
9 Secured by mortgages on immovable property 0 0 0 0 0 0,0%
10 Exposures in default 1 311 906 41 635 1 311 262 39 688 1 629 973 120,7%
11 Items associated with particularly high risk 44 0 44 0 67 150,0%
12 Covered bonds 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%
14 Collective investments undertakings 0 0 0 0 0 0,0%
15 Equity exposures 94 154 0 94 154 0 94 154 100,0%
16 Other exposures 1 408 394 0 1 408 394 0 580 050 41,2%
17 Total 51 773 345 6 948 640 51 775 484 511 282 22 782 910 43,6%

The below table presents exposures’ amounts in scope of standardised approach of credit risk own funds requirements and the breakdown by asset class and risk weight (without counterparty credit risk).

Exposure classes Risk weight Total Of which unrated
0% 20% 35% 50% 75% 100% 150% 250% 1250% Others Subtraction
1 Central governments or central banks 24 495 845 46 482 58 5 335 286 24 877 678
2 Regional governments or local authorities 249 790 249 790
3 Public sector entities 62 933 1 62 934
4 Multilateral development banks 82 233 82 233
5 International organizations
6 Institutions 760 385 322 794 1 083 179
7 Corporates 192 686 199 485 151 823 200 951 14 183 678 14 928 622
8 Retail 66 992 38 451 41 667 57 296 7 648 548 295 833 8 148 788
9 Secured by mortgages on immovable property
10 Exposures in default 40 995 668 042 641 914 1 350 950
11 Items associated with particularly high risk 44 44
12 Covered bonds
13 Claims on institutions and corporates with a short-term credit assessment
14 Collective investments undertakings
15 Equity exposures 94 154 94 154
16 Other exposures 828 344 580 050 1 408 394
17 Total 25 707 095 1 294 593 193 490 644 032 7 648 548 15 821 763 641 958 335 286 52 286 766