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P.
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2018 Pillar 3 Disclosures
Capital
3 | 3.2
Risk Category
Net Exposure*
Value of the Exposure **
RWA***
Capital
requirm.
On-balance-
sheet
Exposure
Off-balance-
sheet
Exposure
On-balance-
sheet
Exposure
Off-balance-
sheet
Exposure RWA
RWA
Density
****
Central administrations or central banks
4,136,458
6,150 4,145,009
6,150 163,326
4% 13,066
Regional administrations and local
authorities
333,897
100,000
333,897
35,000
0
0%
0
Public sector entities and other
non-profit public institutions
21,177
349
12,626
349 5,109
39%
409
Institutions
682,232
229,001
682,232
153,159 256,196
31% 20,496
Corporates
292,731
147,274
292,731
104,400 280,165
71% 22,413
Retail
7,774
1,308
7,774
624 6,298
75%
504
Exposures secured by mortgages
on immovable property
41,739
0
41,739
0 14,609
35% 1,169
Exposures in default
899
0
899
0 1,034 115%
82
Exposure to institutions and corporates
with a short-term credit assessment
4
0
4
0
2
50%
0
Equity exposures
11,627
0
11,627
0 11,627 100%
930
Other exposures
172,963
0
172,963
0 53,947
31% 4,316
Securitisation exposures
36,140
227
36,140
0 23,926
66% 1,914
Total
5,737,641
484,309 5,737,641 299,682 816,239 14% 65,299
Thousands of euros.
* Net of corrections and provisions.
** Fully adjusted exposure value following application of credit-risk mitigation techniques and following the adjustment of exposure corresponding to
conversion-factor memorandum account entries.
*** Risk-weighted assets
**** Density of risk-weighted assets: RWA / Value of exposure.