ING Direct 2015 Annual Report Download - page 255

Contents
Report of the
Executive Board
Corporate
Governance
Consolidated
annual accounts
Parent company
annual accounts
Other
information
Additional
information
Additional Pillar III information - continued
Corporate credit risk disclosure
This table presents the READ and RWA (excluding CVA RWA), segmented by relevant factors for the exposure class ‘Corporates’. The
Industry breakdown for this table is based on the NAICS system (North American Industry Classification System).
READ
RWA
2015
2014
Delta %
2015
2014
Delta %
Corporate
Total per rating
269,558
234,493
15.0%
125,091
108,413
15%
Performing
261,661
225,600
16.0%
114,457
97,801
17%
Impaired/Non-performing
7,897
8,893
–11.2%
10,634
10,612
0%
Corporate
Geography/business units
269,558
234,493
15.0%
125,091
108,413
15%
Africa
1,654
1,675
–1.2%
1,007
1,221
–18%
America
39,936
31,679
26.1%
19,191
13,579
41%
Asia
25,601
22,046
16.1%
8,044
7,354
9%
Australia
4,083
3,511
16.3%
1,556
1,305
19%
Europe
198,284
175,581
12.9%
95,293
84,953
12%
Corporate
Europe
198,284
175,581
12.9%
95,292
84,953
12%
Netherlands
54,324
54,426
–0.2%
26,228
28,340
–7%
Belgium
39,083
33,457
16.8%
15,476
13,564
14%
Germany
8,284
6,601
25.5%
3,100
2,557
21%
Rest of Europe
96,593
81,098
19.1%
50,488
40,493
25%
Corporate
Industry
269,558
234,493
15.0%
125,091
108,413
15%
Natural Resources
48,089
44,128
9.0%
19,157
16,624
15%
Real Estate
43,999
40,512
8.6%
17,676
17,544
1%
Transportation & Logistics
30,377
25,996
16.8%
12,897
11,517
12%
Food, Beverages & Personal Care
24,600
18,349
34.1%
11,509
9,284
24%
Services
18,189
16,381
11.0%
10,435
9,052
15%
Other
104,304
89,126
17.0%
53,417
44,392
20%
Corporate
PD Bands
269,558
234,493
15.0%
125,091
108,413
15%
<0.05%
9,058
7,198
25.8%
1,239
983
26%
0.05% to 0.5%
158,886
132,793
19.6%
49,792
41,577
20%
0.5% to 5%
83,802
74,172
13.0%
50,992
41,474
23%
5% to 10%
3,049
3,425
–11.0%
2,877
2,950
–2%
10% to 20%
3,176
4,131
–23.1%
4,335
5,464
–21%
20% to 50%
3,690
3,880
–4.9%
5,222
5,352
–2%
more than 50%
7,897
8,893
–11.2%
10,634
10,612
0%
Corporate
LGD Bands
269,558
234,493
15.0%
125,091
108,413
15%
<0.10%
66,795
59,118
13.0%
4,889
4,371
12%
10% to 20%
38,908
34,011
14.4%
12,812
11,738
9%
20% to 30%
43,457
37,498
15.9%
16,322
16,098
1%
30% to 40%
59,761
57,687
3.6%
31,314
33,804
–7%
40% to 50%
38,953
26,329
47.9%
33,286
16,927
97%
50% to 60%
9,642
7,525
28%
10,039
8,551
17%
more than 60%
12,042
12,325
–2.3%
16,429
16,924
–3%
Includes both AIRB and SA portfolios; excludes equities, CVA RWA and ONCOA.
Corporates – credit risk disclosure in READ and RWA
ING Bank Annual Report 2015 253