ING Direct 2008 Annual Report Download - page 262

CREDIT RISK EXPOSURES
Gross credit risk exposures (EAD) by exposure class
2008
Central
governments
and central
banks Institutions Corporate
Residential
mortgages Other retail Total
Standardised Approach 7,801 3,165 17,706 21,060 14,116 63,848
AIRB Approach 75,869 127,797 272,645 255,567 29,979 761,857
Total 83,670 130,962 290,351 276,627 44,095 825,705
Includes both AIRB and SA portfolios; Excludes securitisations, equities and ONCOA.
Gross credit risk exposures (EAD) by geographic area
2008
Central
governments
and central
banks Institutions Corporate
Residential
mortgages Other retail Total
Netherlands 9,258 2,711 78,636 134,051 20,187 244,843
Germany 11,566 27,371 6,808 43,627 3,504 92,876
Belgium 15,111 5,181 33,115 18,319 9,047 80,773
United States of America 120 11,201 32,159 25,636 62 69,178
Spain 10,134 16,856 11,027 7,292 582 45,891
France 7,697 14,462 14,198 922 170 37,449
Australia 497 4,722 4,364 19,701 24 29,308
United Kingdom 425 10,120 16,436 2,089 383 29,453
Italy 6,328 3,914 9,116 5,794 1,082 26,234
Canada 1,415 3,833 1,003 13,388 455 20,094
Other 21,119 30,591 83,489 5,808 8,599 149,606
Total 83,670 130,962 290,351 276,627 44,095 825,705
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 16.5 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.
Gross credit risk exposures (EAD) by economic sector
2008
Central
governments
and central
banks Institutions Corporate
Residential
mortgages Other retail Total
Builders & Contractors 16,876 2,475 19,351
Central Banks 23,786 23,786
Central Governments 53,794 53,794
Commercial Banks 806 110,377 882 28 112,093
Food, Beverages & Personal Care 18,203 2,246 20,449
General Industries 17,865 2,344 20,209
Lower Public Administration 5,019 15,526 106 20,651
Natural Resources 28,794 406 29,200
Non-Bank Financial Institutions 3,690 48,344 845 52,879
Private Individuals 124 276,627 22,314 299,065
Real Estate 191 40 53,305 2,009 55,545
Services 93 18,982 3,898 22,973
Transportation & Logistics 24,166 1,066 25,232
Other 74 1,236 62,810 6,358 70,478
Total 83,670 130,962 290,351 276,627 44,095 825,705
Includes both AIRB and SA portfolios; Excludes securitisations, equities and ONCOA.
The figures presented above are based on the Basel II defined EAD, and differ from the industry distribution figures that are presented in
the annual accounts. Note that all other sectors have exposures that are less than 16.5 billion.
2.4 Additional information
Additional Pillar 3 information for ING Bank only (continued)
ING Group Annual Report 2008
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