Prospectus - Notowania

REGULATORY CAPITAL 09.30.2009 12.31.2008 1 12.31.2007 2
A Tier 1 Capital before prudential
filters
B. Tier 1 Capital prudential filters
B.1 Positive IAS/IFRS
prudential filters (+)
B.2 Negative IAS/IFRS
prudential filters (-)
C. Tier 1 Capital gross of items to
be deducted (A+B)
D. Items to be deducted from Tier
1 Capital
E. Total TIER 1 Capital (C+D)
F. Tier 2 Capital before prudential
filters
41,933
(994)
-
(994)
40,939
2,388
38,551
38,080
(1,453)
-
(1,453)
36,627
1,784
34,843
36,022
(166)
-
(166)
35,856
-1,055
34,801
12.31.2006
29,385
-
-
-
29,385
29,385
2009/2008
10.1%
-31.6%
n.a.
-31.6%
11.8%
33.9%
10.6%
2008/2007
5.7%
n.s.
n.a.
n.s.
2.2%
69.1%
0.1%
2007/2006
22.6%
n.a.
n.a.
n.a.
22.0%
n.a.
18.4%
G.
G.1
G.2
H.
I.
L.
M.
Tier 2 Capital prudential
filters
Positive IAS/IFRS
prudential filters (+)
Negative IAS/IFRS
prudential filters (-)
Tier 2 Capital gross of items to
be deducted (F+G)
Items to be deducted from
Tier 2 Capital
Total TIER 2 Capital (H+I)
Items to be deducted from
20,286
(113)
-
(133)
20,153
2,124
18,029
21,962
-
-
-
21,962
1,784
20,178
23,264
(908)
-
(908)
22,356
1,055
21,301
18,717
(1,156)
-
(1,156)
17,561
-
17,561
-7.6%
n.a.
n.a.
n.a.
-8.2%
19.1%
-10.7%
-5.6%
-100.0%
n.a.
-100.0%
-1.8%
69.1%
-5.3%
24.3%
-21.5%
n.a.
-21.5%
27.3%
n.s
21.3%
N.
O.
P.
Total Tier 1 and Tier 2
Capital
Regulatory Capital (E+L+M)
TIER 3 Capital
Regulatory Capital including
TIER 3 Capital (N+O)
1,117
55,463
-
55,463
1,068
53,953
591
54,544
1,075
55,027
301
55,328
2,616
44,330
-
44,330
4.6%
2.8%
-100.0%
1.7%
-0.7%
-2.0%
96.3%
-1.4%
-58.9%
24.1%
n.a.
24.8%
1
Data recalculated following the changes in capital.
2
For determining the various levels and total of Regulatory Capital, starting from December 31, 2007 there were some changes in the determination and
identification of the single aggregates. Although these levels of Regulatory Capital keep the same names even with reference to December 31, 2006, it
is noted that over the years the various aggregates have been determined in line with the specific regulations and the clarifications provided by the
supervisory authorities applicable at that date.
The performance of risk weighted assets is illustrated below. Following the
introduction of Basel II regulations, the information below is presented based on the
regulations applicable at each balance sheet date. As a result, the data as at December
31, 2007 and December 31, 2006 are illustrated in the same table (drawn up according
to Basel I) and the following table illustrates the information as at December 31, 2008
and September 30, 2009 (Basel II).
(in millions of €) % Change
RISK WEIGHTED ASSETS AND CAPITAL
REQUIREMENTS 12.31.2007 12.31.2006 2007/2006
Risk weighted assets
Credit risk 519,199 396,391 31.0%
Non-derivative financial assets 448,939 344,266 30.4%
Exposures (other than equities and other
subordinated assets) to or guaranteed by: 364,492 274,937 32.6%
1.1 Governments or Central Banks 67 3,145 -97.9%
1.2 Public entities 1,759 1,807 -2.7%
1.3 Banks 11,001 10,456 5.2%
1.4 Other issuers (other than residential and nonresidential
mortgages) 351,664 259,529 35.5%
Residential mortgages 51,534 34,990 47.3%
Non-residential mortgages 7,075 8,643 -18.1%
Shares, equity investments and subordinated assets 9,617 12,687 -24.2%
Other non-derivative financial assets 16,221 13,009 24.7%
Off-balance sheet assets 70,260 52,125 34.8%
Guarantees and commitments to or guaranteed by: 69,838 51,327 36.1%
1.1 Governments or Central Banks 22 11 100.0%
1.2 Public entities 306 148 106.8%
1.3 Banks 4,028 2,291 75.8%
1.4 Other issuers 65,482 48,877 34.0%
Derivative contracts to or guarantees by: 422 797 -47.1%
2.1 Governments or Central Banks - - n.a.
2.2 Public entities - - n.a.
2.3 Banks 294 320 -8.1%
2.4 Other issuers 128 478 -73.2%
- 189 -