Annual Accounts and Report as at 30 June 2011 Draft - Mediobanca

2.3 Capital adequacyA. QUALITATIVE INFORMATIONAs at 30 June 2011, the Bank’s total core ratio, calculated as regulatorycapital as a percentage of risk-weighted assets, stood at 16.46%, while the coreTier 1 ratio, calculated as Tier 1 capital as a percentage of risk-weighted assets,amounted to 12.28%. These figures were in line with those recorded last year,confirming the Bank’s solidity.B. QUANTITATIVE INFORMATIONCategories/amountsUnweighted amountsWeighted amounts/requirements30/6/11 30/6/10 30/6/11 30/6/10A. RISK ASSETSA.1 Credit and counterpart risk 56,364,865 57,548,076 30,074,513 29,694,9071. Standard methodology 56,084,722 57,236,114 29,871,948 29,547,1672. Internal rating methodology — — — —2.1 Basic — — — —2.2 Advanced — — — —3. Securitization 280,143 311,962 202,565 147,740B. REGULATORY CAPITAL REQUIREMENTSB.1 Credit and counterpart risk 1,804,471 1,781,694B.2 Market risk 410,294 376,6771. Standard methodology 410,294 376,6772. Internal models — —3. Concentration risk — —B.3 Operational risk 104,241 107,7951. Basic Indicator Approach (BIA) 104,241 107,7952. Standard methodology — —3. Advanced methodology — —B.4 Other prudential requirements — —B.5 Other calculation elements — —B.6 Total prudential requirements 2,319,006 2,266,166C. RISK ASSETS AND REGULATORY RATIOSC.1 Risk-weighted assets 38,650,093 37,769,438C.2 Tier 1 capital/risk-weighted assets (Tier 1 capital ratio)12.28% 12.53%C.3 Regulatory capital/risk-weighted assets (total capital ratio)16.46% 14.59%– 423