GENERAL MEETING DRAFT - Bankier.pl

Quantitative Information
375
>> Consolidated Financial Statements
Part E – Information on risks and related risk management policies
The tables below do not include information on the so-called “self-securitizations”, i.e. securitization transactions in which the Group has acquired all the liabilities issued by the SPVs.
C.1.1 Banking Gruop - Exposure resulting from securitisation transactions broken down by quality of underlying assets
Quality of underlying assets / Exposures
A.
B.
Balance-sheet exposure Guarantees given
Credit Facilities
Senior Mezzanine Junior
Senior Mezzanine Junior
Senior
Mezzanine
Gross Net exposure Gross Net exposure Gross Net exposure Gross Net exposure Gross Net exposure
Gross Net exposure Gross Net exposure Gross Net exposure
exposure
exposure
exposure
exposure
exposure
exposure
exposure
exposure
With own underlying
assets:
41,954,345 41,210,225 2,408,239 2,194,426 1,081,821 1,320,334 - - 613,495 77,956 - - - - 720,918 626,812 30,220 30,220
a) Impaired - - 903,044 842,104 448,166 201,862 - - 613,495 77,956 - - - - 720,918 626,812 - -
b) Other
With third-party underlying
41,954,345 41,210,225 1,505,195 1,352,322 633,655 1,118,472 - - - - - - - - - - 30,220 30,220
assets:
9,335,659 9,155,358 1,818,937 1,806,873 108,565 55,864 - - - - - - 2,004,563 2,004,563 76,431 76,431 - -
a) Impaired - - 4,778 64 900 44 - - - - - - - - - - - -
b) Other 9,335,659 9,155,358 1,814,159 1,806,809 107,665 55,820 - - - - - - 2,004,563 2,004,563 76,431 76,431 - -
In-house securitizations not involving derecognition of the assets are accounted for as retained risk, i.e. the difference between sold assets and the corresponding liabilities recognized under IAS 39.
Junior
Gross Net exposure
exposure