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2019 Financial
and Social Report

Credit risk – introduction

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Qualitative information on credit risk are disclosed in Financial Report (chapter on credit risk) and in Management Report, according to requirements of Table EU CRA – General qualitative information about credit risk (EBA/GL/2016/11).

XLS
Net value of exposures at the end of the period *) Average net exposures over the period *)
1 Central governments or central banks
2 Institutions
3 Corporates
4 of which: Specialized lending
5 of which: SMEs
6 Retail 34 968 992 33 859 628
7 Secured by real estate property 30 679 334 29 764 951
8 * SME 38 998 25 577
9 * Non-SME 30 640 336 29 739 374
10 Qualifying revolving 4 289 658 4 094 678
11 Other retail 0 0
12 * SME 0 0
13 * Non-SME 0 0
14 Equity 0 0
15 Total IRB approach 34 968 992 33 859 628
16 Central governments or central banks 24 518 701 24 080 072
17 Regional governments or local authorities 288 359 314 697
18 Public sector entities 84 878 71 145
19 Multilateral development banks 176 117 152 826
20 International organizations 0 0
21 Institutions 901 506 931 942
22 Corporates 21 545 763 20 675 994
23 of which: SMEs 12 327 900 12 254 066
24 Retail 22 259 099 19 072 960
25 of which: SMEs 2 630 829 2 615 964
26 Secured by mortgages on immovable property 4 210 422 4 202 968
27 of which: SMEs 299 75
28 Exposures in default 1 403 828 1 222 582
29 Items associated with particularly high risk 44 44
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 199 419 147 330
34 Other exposures 2 209 353 1 925 265
35 Total standarized approach 72 183 240 67 372 275
36 Total 107 152 232 101 231 904
*without counterparty credit risk, on-balance and off-balance
XLS
European Union (EU) Poland Other EU countries Other geographical areas Total
1 Central governments or central banks
2 Institutions
3 Corporates
4 Retail 160 303 34 345 786 320 821 142 081 34 968 992
5 Equity
6 Total IRB approach 160 303 34 345 786 320 821 142 081 34 968 992
7 Central governments or central banks 24 518 701 24 518 701
8 Regional governments or local authorities 288 359 288 359
9 Public sector entities 84 878 84 878
10 Multilateral development banks 176 117 176 117
11 International organizations
12 Institutions 495 686 17 171 16 222 372 427 901 506
13 Corporates 257 131 21 288 632 21 545 763
14 Retail 25 584 21 830 171 267 020 136 325 22 259 099
15 Secured by mortgages on immovable property 5 119 4 204 435 638 231 4 210 422
16 Exposures in default 1 612 1 376 985 10 491 14 742 1 403 828
17 Items associated with particularly high risk 32 12 44
18 Covered bonds
19 Claims on institutions and corporates with a short-term credit assessment
20 Collective investments undertakings
21 Equity exposures 96 418 103 001 199 419
22 Other exposures 2 209 353 2 209 353
23 Total standarized approach 954 550 70 333 695 283 242 611 753 72 183 240
24 Total 1 114 853 104 679 481 604 063 753 834 107 152 232
*) without counterparty credit risk, net values of balance sheet and off-balance sheet exposures
XLS
Agriculture, forestry and fishing Mining and quarrying Manufacturing Electricity, gas, steam and air conditioning supply Water supply Constructiom Wholesale and retail trade Transport and storage Accomodation and food service activities Information and communication
1 Central governments or central banks
2 Institutions
3 Corporates
4 Retail 398 6 462 6 034 13 026 549 4 556 99
5 Equity
6 Total IRB approach 398 6 462 6 034 13 026 549 4 556 99
7 Central governments or central banks 92 227
8 Regional governments or local authorities
9 Public sector entities 10 498 40 176
10 Multilateral development banks
11 International organizations
12 Institutions
13 Corporates 73 487 64 645 6 599 638 433 993 182 251 1 304 971 6 519 811 2 002 388 124 367 855 646
14 Retail 28 360 14 839 311 259 4 986 24 701 343 111 536 394 615 804 75 568 62 479
15 Secured by mortgages on immovable property
16 Exposures in default 3 232 233 196 616 85 1 031 40 165 73 198 40 180 17 695 1 792
17 Items associated with particularly high risk
18 Covered bonds
19 Claims on institutions and corporates with a short-term credit assessment
20 Collective investments undertakings
21 Equity exposures
22 Other exposures
23 Total standarized approach 101 847 79 484 6 910 897 438 979 206 952 1 648 092 7 056 703 2 750 595 199 935 918 125
24 Total 102 245 79 484 6 917 359 438 979 206 952 1 654 126 7 069 730 2 751 144 204 491 918 225
Financial and insurance activity Real estate activities Professional, scientific and technical activities Administrative and support services activities Public administration and defence, compulsory social security Education Human healyh services and social work acivities Arts, entertainment and recreation Other services Total
1 Central governments or central banks
2 Institutions
3 Corporates
4 Retail 643 571 3 651 925 897 819 368 38 998
5 Equity
6 Total IRB approach 643 571 3 651 925 897 819 368 38 998
7 Central governments or central banks 249 92 476
8 Regional governments or local authorities 269 479 15 269 494
9 Public sector entities 42 094 2 001 95 84 874
10 Multilateral development banks
11 International organizations
12 Institutions
13 Corporates 416 886 1 141 590 703 199 658 991 61 15 731 147 989 17 669 17 820 21 281 134
14 Retail 44 383 52 283 202 550 105 320 70 27 376 66 884 19 487 34 846 2 570 701
15 Secured by mortgages on immovable property
16 Exposures in default 2 600 31 741 14 846 10 443 0 788 507 832 893 436 878
17 Items associated with particularly high risk
18 Covered bonds
19 Claims on institutions and corporates with a short-term credit assessment
20 Collective investments undertakings
21 Equity exposures
22 Other exposures
23 Total standarized approach 461 289 1 193 873 905 749 764 311 269 611 85 201 215 122 39 157 52 776 24 298 700
24 Total 1 388 395 3 615 074 2 743 047 2 306 150 808 832 259 083 648 328 118 303 160 324 24 337 698
*) without counterparty credit risk, net values of balance sheet and off-balance sheet exposures
XLS
On demand <= 1 year > 1 year <= 5 years > 5 years No stated maturity Total
1 Central governments or central banks
2 Institutions
3 Corporates
4 Retail 1 039 491 1 502 551 2 225 192 30 201 758 31 748 809
5 Equity
6 Total IRB approach 1 039 491 1 502 551 2 225 192 30 201 758 31 748 809
7 Central governments or central banks 2 742 990 19 691 236 1 537 733 546 742 24 518 701
8 Regional governments or local authorities 102 612 48 673 66 069 71 005 173 891
9 Public sector entities 20 866 21 865 42 147 56 918
10 Multilateral development banks 81 745 94 372 176 117
11 International organizations
12 Institutions 115 000 780 837 20 5 649 786 490
13 Corporates 2 423 903 9 204 897 7 776 579 2 065 029 75 355 15 861 460
14 Retail 763 590 934 626 7 903 857 12 634 923 22 103 21 808 863
15 Secured by mortgages on immovable property 1 586 869 28 863 4 179 104 4 191 283
16 Exposures in default 657 847 133 754 272 921 321 743 17 563 1 374 144
17 Items associated with particularly high risk 44 44
18 Covered bonds
19 Claims on institutions and corporates with a short-term credit assessment
20 Collective investments undertakings
21 Equity exposures 199 419 199 419
22 Other exposures 2 209 353 2 209 353
23 Total standarized approach 3 425 972 13 733 888 35 561 652 16 403 062 3 058 666 65 791 257
24 Total 4 465 462 15 236 439 37 786 844 46 604 821 3 058 666 97 540 066
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