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2018 Pillar 3 Disclosures
Capital requirements for operational risk
Calculation of the Pillar 1 Regulatory Capital for operational risk is performed by applying the
percentages established in the standard method to the relevant revenue. The procedure includes
the following aspects:
•
Determination of relevant revenue.
•
Assignment of relevant revenue to business lines.
•
Application of weighting to the business lines.
•
Calculation of capital consumption
The following table indicates the capital consumptions at the close of 2018 for each line of
business:
Line of business
Weighting
Requirements
Trading and sales
18%
11,514
Commercial banking
15%
13,838
Retail banking
12%
46
Asset management
12%
0
Payment and settlement
18%
4,056
Agency services
15%
12,022
Retail brokerage
12%
0
Business funding
18%
65
Total
41,542
Thousands of euros.
Additionally, as mentioned in section 3.2.5, the bank applies a more stringent methodology than
that required by regulations, under the Pillar 2 framework.
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