Annual Report of Euram Bank Vienna 2018

M. Capital adequacy requirements
Euram Bank uses the following methods to calculate its capital adequacy requirements:
– Credit risk: Standard approach
– Operational risk: Basic indicator approach
– Risk of adjustment to credit valuation (CVA risk): Standard method
In fiscal year 2018, the total amount of risk under Article 92 of CRR – EU Regulation no. 575/2013
amounts to EUR 129,919 thousand (EUR 146,832 thousand as at 31/12/2017).
The risk-weighted item amounts for credit risk are EUR 108,765 thousand (EUR 130,798 thousand
as at 31/12/2017) and consist of the following:
thousand
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 3,255
Exposures to corporates EUR 22,373
Exposures from retail business EUR 822
Defaulted exposures EUR 3,649
Exposures secured by real property EUR 2,310
Exposures involving
particularly high risks EUR 70,408
Exposures to institutes and corporates
with short-term credit ratings
EUR 1,875
Exposures in the form of
investment fund units (UCI)
EUR 1,938
Investment exposures EUR 160
Other positions EUR 1,975
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