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2018 Pillar 3 Disclosures
Capital
The Pillar 1 capital requirements of Cecabank at 2018 year-end amount to €176.7 million.
The distribution by risk is as follows:
The eligible Common Equity Tier 1 capital covers these Pillar 1 capital requirements with a
surplus of 347.8% over the requirement itself.
Capital Requirements for Credit Risk
The following table shows the amount of the minimum capital requirements for credit risk and
counterparty risk at 31 December 2018. This also includes information on exposure, the effects of
technical mitigation and risk-weighted assets.
3.2.1
Capital Requirements
3 | 3.2
Item
2018
2017
Credit Risk requirements
65,299
87,434
Of which counterparty risk
10,005
11,993
Of which securitisation risk
1,914
10,971
Market Risk requirements
62,826
68,174
Of which position risk of the trading book fixed-income portfolio
51,062
63,977
Of which position risk of the trading book equity portfolio
8,764
1,308
Of which exchange rate risk
3,000
2,889
Operational Risk requirements
41,542
43,446
CVA requirements
7,016
12,227
TOTAL PILAR 1 REQUIREMENTS
176,683
211,281