ING Direct 2015 Annual Report Download - page 252

Download and view the complete annual report

Please find page 252 of the 2015 ING Direct annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.

Page out of 286

  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • 35
  • 36
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • 45
  • 46
  • 47
  • 48
  • 49
  • 50
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60
  • 61
  • 62
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • 72
  • 73
  • 74
  • 75
  • 76
  • 77
  • 78
  • 79
  • 80
  • 81
  • 82
  • 83
  • 84
  • 85
  • 86
  • 87
  • 88
  • 89
  • 90
  • 91
  • 92
  • 93
  • 94
  • 95
  • 96
  • 97
  • 98
  • 99
  • 100
  • 101
  • 102
  • 103
  • 104
  • 105
  • 106
  • 107
  • 108
  • 109
  • 110
  • 111
  • 112
  • 113
  • 114
  • 115
  • 116
  • 117
  • 118
  • 119
  • 120
  • 121
  • 122
  • 123
  • 124
  • 125
  • 126
  • 127
  • 128
  • 129
  • 130
  • 131
  • 132
  • 133
  • 134
  • 135
  • 136
  • 137
  • 138
  • 139
  • 140
  • 141
  • 142
  • 143
  • 144
  • 145
  • 146
  • 147
  • 148
  • 149
  • 150
  • 151
  • 152
  • 153
  • 154
  • 155
  • 156
  • 157
  • 158
  • 159
  • 160
  • 161
  • 162
  • 163
  • 164
  • 165
  • 166
  • 167
  • 168
  • 169
  • 170
  • 171
  • 172
  • 173
  • 174
  • 175
  • 176
  • 177
  • 178
  • 179
  • 180
  • 181
  • 182
  • 183
  • 184
  • 185
  • 186
  • 187
  • 188
  • 189
  • 190
  • 191
  • 192
  • 193
  • 194
  • 195
  • 196
  • 197
  • 198
  • 199
  • 200
  • 201
  • 202
  • 203
  • 204
  • 205
  • 206
  • 207
  • 208
  • 209
  • 210
  • 211
  • 212
  • 213
  • 214
  • 215
  • 216
  • 217
  • 218
  • 219
  • 220
  • 221
  • 222
  • 223
  • 224
  • 225
  • 226
  • 227
  • 228
  • 229
  • 230
  • 231
  • 232
  • 233
  • 234
  • 235
  • 236
  • 237
  • 238
  • 239
  • 240
  • 241
  • 242
  • 243
  • 244
  • 245
  • 246
  • 247
  • 248
  • 249
  • 250
  • 251
  • 252
  • 253
  • 254
  • 255
  • 256
  • 257
  • 258
  • 259
  • 260
  • 261
  • 262
  • 263
  • 264
  • 265
  • 266
  • 267
  • 268
  • 269
  • 270
  • 271
  • 272
  • 273
  • 274
  • 275
  • 276
  • 277
  • 278
  • 279
  • 280
  • 281
  • 282
  • 283
  • 284
  • 285
  • 286

Contents
Report of the
Executive Board
Corporate
Governance
Consolidated
annual accounts
Parent company
annual accounts
Other
information
Additional
information
Additional Pillar III information - continued
Sovereign credit risk disclosure
The table below presents the READ and RWA (excl. CVA RWA), segmented by relevant factors for the exposure class ‘Sovereigns’.
The figures per geography for each exposure class are based on the country of residence of the obligor.
READ
RWA
2015
2014
Delta %
2015
2014
Delta %
Sovereigns
Total per rating
117,789
103,137
14.2%
8,297
7,926
5%
Performing
117,771
103,132
14.2%
8,229
7,926
4%
Non-performing
18
6
221.4%
68
0
241,17%
Sovereigns
Geography/business units
117,789
103,137
14.2%
8,297
7,926
5%
Africa
313
229
36.8%
180
30
503%
America
3,490
3,254
7.2%
18
19
–3%
Asia
6,868
3,818
79.9%
428
228
88%
Australia
3,061
4,433
–31.0%
-
Europe
104,057
91,402
13.8%
7,671
7,650
0%
Sovereigns
Europe
104,057
91,402
13.8%
7,671
7,650
0%
Netherlands
25,205
15,308
64.7%
224
379
–41%
Belgium
14,691
13,775
6.6%
147
141
4%
Germany
24,364
26,661
–8.6%
64
-
Other Europe
39,797
35,658
11.6%
7,236
7,129
1%
Sovereigns
Product Type
117,789
103,137
14.2%
8,297
7,926
5%
Bond Investments
70,427
73,108
–3.7%
4,373
4,558
–4%
Revolving
23,983
12,255
95.7%
776
693
12%
Money Market
15,128
9,066
66.9%
2,270
1,973
15%
Term Loans
4,414
4,558
–3.2%
390
348
12%
Derivatives
2,229
2,695
–17.3%
262
288
–9%
Other
1,608
1,455
10.5%
226
66
242%
Sovereigns
PD Bands
117,789
103,137
14.2%
8,297
7,926
5%
<0.05%
91,754
82,105
11.8%
283
240
18%
0.05% to 0.5%
25,532
20,584
24.0%
7,386
7,303
1%
0.5% to 5%
276
251
10.0%
195
46
325%
5% to 10%
63
77
–18.0%
10
20
–51%
10% to 20%
43
111
–61.4%
30
316
–90%
20% to 50%
103
3
2,995.3%
325
1
34,6%
more than 50%
18
6
221.4%
68
0
241,1%
Sovereigns
LGD Bands
117,789
103,137
14.2%
8,297
7,926
5%
<0.10%
1,107
1,388
–20.2%
41
50
–18%
10% to 20%
715
792
–9.7%
42
76
–45%
20% to 30%
3,436
3,086
11.4%
15
18
–17%
30% to 40%
106,645
91,324
16.8%
5,241
4,611
14%
40% to 50%
5,689
6,429
–11.5%
2,443
2,847
–14%
50% to 60%
1
–100%
2
–100%
more than 60%
197
116
69.3%
515
324
59%
Includes both AIRB and SA portfolios; excludes equities, CVA RWA and ONCOA.
Sovereigns – credit risk disclosure in READ and RWA
ING Bank Annual Report 2015 250