ING Direct 2009 Annual Report Download - page 288

Gross credit risk exposures (EAD) by exposure class
Central
Governments
and Central
Banks Institutions Corporate
Residential
mortgages Other retail
Total
2009
Total
2008
Standardised Approach 8,721 3,052 15,965 5,981 12,020 45,739 63,848
Advanced IRB Approach 84,994 103,581 252,330 293,074 34,819 768,798 761,857
Total 2009 93,715 106,633 268,295 299,055 46,839 814,537 825,705
* Includes both AIRB and SA portfolios; Excludes securitisations, equities and ONCOA.
Gross credit risk exposures (EAD) by geographic area
Central
Governments
and Central
Banks Institutions Corporate
Residential
mortgages Other retail
Total
2009
Total
2008
Netherlands 26,399 2,298 74,657 137,985 19,451 260,790 244,843
Germany 10,808 21,880 6,497 47,397 4,239 90,821 92,876
Belgium 13,181 5,906 30,231 19,838 8,813 77,969 80,773
United States
of America 2,973 9,590 30,601 26,500 161 69,825 69,178
Spain 4,123 14,681 10,376 7,534 1,263 37,977 45,891
Australia 59 5,953 4,897 25,668 67 36,644 29,308
France 8,345 9,715 12,988 989 310 32,347 37, 4 49
United Kingdom 307 7,335 14,670 2,215 1,535 26,062 29,453
Italy 6,638 2,284 6,973 6,405 2,951 25,251 26,234
Canada 3,176 2,828 941 17,028 476 24,449 20,094
Other 17,706 24,163 75,464 7,496 7,573 132,402 149,606
Total 93,715 106,633 268,295 299,055 46,839 814,537 825,705
* Includes both AIRB and SA portfolios; Excludes securitisations, equities and ONCOA.
The figures presented in this table are EAD based on the country of the residence of the obligor. As such, these figures do not represent
the risk associated with a country transfer risk event, such as a restriction on the convertibility of local currency into internationally tradable
currencies. Nor do these figures represent the economic exposure that is present in a given country. The figures above are the most
significant exposures. Smaller exposures are all group under Other, where none of the individual underlying exposures are more than
EUR 15.0 billion. Figures associated with ING’s transfer risk positions and economic country risk exposure can be found in risk management
section, including their corresponding definitions.
The figures for Exposure Class ‘Central Government and Central Banks’ for Italy include EUR 1.5 billion in exposure to the Central Bank and
EUR 4.8 billion in investments in bonds issued by the central government. The Spanish figures include EUR 2.2 billion in exposure to the
Central Bank and EUR 1.5 billion in investments in bonds issued by the central government.
ING Group Annual Report 2009
286
Additional Pillar 3 information for ING Bank only (continued)
2.4 Additional information