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2018 Pillar 3 Disclosures
Capital
Risk Category
2018
2017
RWA
Capital
requirm.
RWA
Capital
requirm.
Central administrations or central banks
163,326
13,066
162,293
12,983
Regional administrations and local authorities
0
0
0
0
Public sector entities and other non-profit public institutions
5,109
409
15,555
1,244
Institutions
256,196
20,496
404,592
32,367
Corporates
280,165
22,413
210,391
16,831
Retail
6,298
504
6,725
538
Exposures secured by mortgages on immovable property
14,609
1,169
15,094
1,208
Exposures in default
1,034
82
604.5
48
Exposures associated with particularly high risk
0
0
6,747
540
Exposure to institutions and corporates with
a short-term credit assessment
2
0
38,500
3,080
Equity exposures
11,627
930
40,097
3,208
Other exposures
53,947
4,316
55,185
4,415
Securitisation exposures
23,926
1,914
137,139
10,971
Total
816,239
65,299
1,092,924
87,434
Thousands of euros.
3 | 3.2
The comparison of risk-weighted assets and consumption by credit risk and counterparty risk with
respect to the previous year are shown below:
Capital requirements for position risk
The table below shows the requirements for price risk of positions held in the bank’s trading book
at 31 December 2018, based on the method applied in its calculation:
3.2.2
Method applied
Capital
requirement
Position risk of debt instruments in the trading book calculated in accordance with the terms of Part
Three, Title IV, Chapter 2, Section 2 of Regulation (EU) No. 575/2013
51,062
- General risk (*)
45,958
- Specific risk:
5,104
Position risk in equity instruments calculated in accordance with Part Three, Title IV, Chapter 2,
Section 3 of Regulation (EU) No. 575/2013
8,764
Total capital requirements for price risk of the trading book
59,826
Thousands of euros.
(*) Calculated by applying the “maturity-based” method.