ING Direct 2009 Annual Report Download - page 302

BANKING BOOK POSITIONS
Equities
Total exposure under the Simple Risk Weight Approach at the 31 December 2009 is EUR 1,746 million (2008: EUR 1,042 million) resulting
in EUR 364 million (2008: 194 million) of capital requirement.
Equities Unrealised Gains and Losses
2009 2008
Gross unrealised gains 2,570 874
Gross unrealised losses –12 –211
Total 2,558 663
Please refer to the Market Risk Segment in the Risk Management section for a description of the equity holdings and accounting
methodology.
Interest rate risk
Earnings Sensitivity
2009 2008
By line of business
ING Commercial Banking –44 –132
ING Retail Banking –115 –101
ING Direct –281 5
ING Bank Corporate Line 546
Total –435 –182
By Currency
Euro –262 –221
US Dollar –193 36
Pound Sterling –26 3
Other 46
Total –435 –182
Net Present Value at Risk
2009 2008
By line of business
ING Commercial Banking –427 –710
ING Retail Banking –51 –100
ING Direct 49 –232
ING Bank Corporate Line –1,406 –1,388
Total –1,835 –2,430
By Currency
Euro –1,811 –2,140
US Dollar –39 –238
Pound Sterling –53 –41
Other 68 –11
Total –1,835 –2,430
The Earnings Sensitivity and the Net Present Value at Risk are based on a 1% instantaneous upward shock. In the Risk Management
section a detailed description is given on the interest rate risk in the Banking book. For 2009 the scope for Pillar 3 non-trading exposures
is in line with the risk paragraph where several banking books are governed by the trading risk process. In the 2008 Pillar 3 figures
non-trading exposures are excluded from the trading governance resulting in minor differences with the 2008 numbers from the
risk paragraph.
ING Group Annual Report 2009
300
Additional Pillar 3 information for ING Bank only (continued)
2.4 Additional information