ourexpertise - Crédit Agricole CIB

32010 MANAGEMENT REPORT• Credit risk: capital requirements using the IRB method€ millionRiskweightedasset31.12.2010 31.12.2009CapitalrequirementsRisk weightedassetCapitalrequirementsCentral governments and central banks 879 70 865 69Institutions 9,418 753 11,354 908Corporates 69,577 5,566 72,741 5,819Retail customers 321 26 351 28Equities 2,787 223 2,697 216Securitisations 8,751 700 8,992 719Total 91,734 7,339 97,000 7,760The capital requirement calculated using the internal rating-based method equalled 72% of total capital requirements at 31 December 2010(72% at 31 December 2008).• Capital requirements with respect to market risk and settlement risk€ millionRiskweightedasset31.12.2010 31.12.2009CapitalrequirementsRisk weightedassetCapitalrequirementsMarket risk using standardised approach 2,705 216 2,482 199Interest-rate risks 1,455 116 1,307 105Securities valuation risks 62 5 51 4Exchange-rate risks 1,019 82 794 64Commodity risks 168 13 330 26Market risk measured using an internal model 3,985 319 4,469 358of which additional capital requirements resulting from major risklimits being exceededSettlement risk 14 1 5Total 6,704 536 6,957 557The capital requirement for market risk and settlement risk equalled 5% of total capital requirements at 31 December 2010 (5% at 31December 2009).• Capital requirements relating to operational risks€ millionRiskweightedasset31.12.2010 31.12.2009CapitalrequirementsRisk weightedassetCapitalrequirementsStandardised approach to measuring operational risk 1,223 98 1,173 94Advanced approach to measuring operational risk 11,960 957 12,154 972Total 13,183 1,055 13,327 1,066The capital requirement for operational risk equalled 10% of total capital requirements at 31 December 2010 (10% at 31 December 2009).126SHELF-REGISTRATION DOCUMENT CRÉDIT AGRICOLE CIB 2010