NEDBANK CAPITAl - Nedbank Group Limited

isk and BALANCE SHEET management reportBalance sheet credit exposure 3 by Basel II asset class and business clusterRmNedbankBusinessBankingNedbank NedbankCorporate 2 Capital 2NedbankRetail 2ImperialBankCentralManagement2009 2008Advanced Internal Ratings-basedApproach (AIRB) 52 013 129 510 69 124 150 414 – 22 270 423 331 469 860Corporate 6 303 62 565 22 656 1 91 525 136 101Specialised lending – high-volatilitycommercial real estate 7 442 7 442 8 301Specialised lending – incomeproducingreal estate 2 211 39 998 42 209 38 507Specialised lending – object finance 439 439 449Specialised lending – commoditiesfinance 55 55 62Specialised lending – project finance 4 811 4 811 2 897Small and medium enterprises (SME)– corporate 19 390 4 096 186 23 672 23 798Public sector entities 2 10 642 3 262 1 499 15 405 12 705Local governments and municipalities 298 4 357 516 5 171 2 444Sovereign 5 795 20 771 26 566 27 653Banks 1 377 30 338 30 716 43 326Securities firms 5 866 871 2 091Retail mortgages 4 314 4 119 293 123 611 119 853Retail revolving credit 7 028 7 028 6 832Retail – other 2 580 1 6 20 654 23 241 23 520SME – retail 16 914 27 190 3 209 20 340 21 091Securitisation exposure 229 229 230Standardised Approach – 9 859 – 10 500 54 319 – 74 678 67 692Corporate 2 649 1 557 4 206 1 628SME – corporate 1 034 12 552 13 586 12 729Public sector entities 24 6 30 21Local government and municipalities 28 2 550 2 578 26Sovereign 855 115 970 2 245Banks 929 7 640 8 569 10 456Securities firms 302 302 303Retail mortgages 2 338 1 922 2 988 7 248 3 286Retail – other 1 499 938 30 951 33 388 30 678SME – retail 201 3 301 3 502 3 677Securitisation exposure 299 299 283Other 2 360Properties in possession 9 2 – 876 – – 887 791Non-regulated entities 68 8 411 14 894 6 156 – 136 29 665 30 481140NEDBANK GROUP ANNUAL REPORT 2009