Annual Report Euram Bank AG 2014 / 2015


J. Required own funds

Euram Bank uses the following methods

to calculate its required own funds:

Credit risk: Standard approach

Operational risk: Basic indicator approach

Risk of adjustment to credit valuation

(CVA risk): Standard method

In the financial year 2014/2015, the total

amount of risk under Article 92 of the CRR

– EU Regulation no. 575/2013 amounts to

EUR 65,522 thousand (EUR 58,938 thousand

as at 30.6.2014).

The total amount of risk from foreign currency

risks amounts to EUR 0 (EUR 0 as at


The total amount of risk from adjustment

to the credit valuation (CVA risk)

amounts to EUR 856.53 (EUR 362.13 as

at 30.6.2014).

The total amount of risk of the exposures

to operational risk amounts to EUR 17,959

thousand (EUR 22,438 thousand).

The risk weighted item amounts for the

credit risk are EUR 47,562 thousand (EUR

36,500 thousand as at 30.6.2014) and

break down as follows:


Exposures to central governments or central banks EUR 0

Exposures to regional or local administrative bodies EUR 0

Exposures to multilateral development banks EUR 0

Exposures to institutes EUR 9,379

Exposures to corporates EUR 22,213

Exposures from retail business EUR 3,105

Defaulted exposures EUR 0

Exposures secured by real estate property EUR 1,315

Exposures to institutes and corporates with short-term

credit ratings EUR 1,569

Exposures in the form of investment fund units (UCI) EUR 3,723

Investment exposures EUR 159

Other items EUR 6,099

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