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 11.1.

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.

XLS

	Exposure classes	Risk weight									Total
	Exposure classes	0%	20%	35%	50%	75%	100%	150%	250%	Other	Total
1	Central governments or central banks	24 298 221							533 129		24 831 349
2	Regional governments or local authorities		174 055								174 055
3	Public sector entities		3		57 144						57 146
4	Multilateral development banks	176 117									176 117
5	International organizations
6	Institutions		870 099		1 140 878		49 575				2 060 551
7	Corporates		62 173		199 626		15 624 864			281 908	16 168 571
8	Retail		8 701		61 317	15 654 230	461 989			73 760	16 259 997
9	Secured by mortgages on immovable property			3 065 361		1 146	1 092 630	552			4 159 689
10	Exposures in default						523 599	1 163 650			1 687 249
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						199 263		156		199 419
16	Other exposures
17	Total	24 474 338	1 115 030	3 065 361	1 458 965	15 65 376	17 951 919	1 164 246	533 285	355 668	65 774 189

(*) on-balance and off-balance, securities financing and derivatives

		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	24 518 701	0	24 831 151	199	1 338 698	5,4%
2	Regional governments or local authorities	173 915	114 378	173 915	140	34 811	20,0%
3	Public sector entities	56 672	32 942	56 672	472	28 572	50,0%
4	Multilateral development banks	176 117	0	176 117	0	0	0,0%
5	International organizations
6	Institutions	786 490	148 020	1 674 700	15 308	632 945	37,5%
7	Corporates	15 223 808	7 115 144	14 819 967	1 293 822	14 920 003	92,6%
8	Retail	17 099 206	456 803	16 253 335	6 611	11 843 653	72,8%
9	Secured by mortgages on immovable property	4 086 479	225 948	4 075 352	84 336	2 132 375	51,3%
10	Exposures in default	1 719 558	32 947	1 654 310	32 442	2 268 328	134,5%
11	Items associated with particularly high risk	44	0	44	0	66	150,0%
12	Covered bonds
13	Claims on institutions and corporates with a short-term credit assessment
14	Collective investments undertakings
15	Equity exposures	199 419	0	199 419	0	199 653	100,1%
16	Other exposures
17	Total	64 040 409	8 126 183	63 914 982	1 433 330	33 399 105	51,1%

Capital requirements to credit risk

Table 17. EU CR4 - Standardised approach - Credit risk exposure and CRM effects (in PLN thous.)

Table 18. EU CR5 - Standardized approach (in PLN thous.)

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