Supervisory Banking Statistics

T03.03.3 Risk exposures composition by classification (size)
(EUR billions)
Total assets
Risk exposures
(Q3 2016)
Total
Less than €30
billion
Between €30
billion and €100
billion
Between €100
billion and €200
billion
Between €200
billion and €300
billion
More than €300
billion
G-SIBs 8)
Credit risk-weighted exposure amounts 6,894.32 184.40 1,090.33 677.31 507.57 1,489.85 2,944.86
Standardised approach (SA) 3,107.20 149.75 803.28 329.61 157.39 534.41 1,132.76
Internal ratings based approach (IRB) 3,779.70 C C 347.39 349.58 952.65 1,808.69
Risk exposure for contributions to the default fund of a CCP 1) 7.41 C C 0.31 0.60 2.79 3.41
Settlement/delivery risk exposure amount 0.17 C C 0.01 C 0.01 0.13
Market risk exposure amount 319.33 2.31 37.28 28.71 22.43 76.98 151.62
Market risk exposure under SA 2) 128.05 C 32.05 17.94 C 21.50 43.33
Market risk exposure under IM approach 3) 191.28 C 5.23 10.77 C 55.48 108.29
Operational risk exposure amount 818.18 19.61 87.49 63.34 58.77 165.79 423.18
Operational risk exposure under BIA 4) 65.67 C 25.06 1.76 C 10.02 8.01
Operational risk exposure under TSA/ASA 5) 324.43 8.88 58.06 46.96 35.97 57.90 116.67
Operational risk exposure under AMA 6) 428.08 C 4.37 14.62 C 97.87 298.50
Risk exposure for credit valuation adjustment 94.37 1.49 13.80 12.67 9.56 18.03 38.82
Other 7) 27.96 C C 1.75 C 18.42 2.95
Total risk exposure amount 8,154.33 208.61 1,230.34 783.79 600.96 1,769.07 3,561.56
Source: ECB.
Notes: Significant institutions at the highest level of consolidation for which common reporting (COREP) and financial reporting (FINREP) are available.
Only relevant components of risk exposures have been reported.
C: the value is suppressed for confidentiality reasons.
1) CCP stands for central counterparty.
2) SA stands for standardised appraoch.
3) IM stands for internal model.
4) BIA stands for basic indicator approach.
5) TSA stands for traditional standardised approach. ASA stands for alternative standardised approach.
6) AMA stands for advanced measurement approach.
7) Includes "additional risk exposure amount due to fixed overheads", "total risk exposure amount related to large exposures in the trading book" and "other risk exposure amounts".
8) G-SIBs: global systemically important banks. Data based on the last available list of G-SIBs is used as published by the Financial Stability Board.
Supervisory Banking Statistics, Third quarter 2016 66