Pillar 1 - Credit risk data

(data on consolidated sector as of the end of the reported year)

  31 Dec 2007 31 Dec 2008 31 Dec 2009 31 Dec 2010 31 Dec 2011 31 Dec 2012 31 Dec 2013
Banks: Own funds requirement Own funds requirements credit risk % of Total Own Funds requirements 89.2 85.8 86.4 85.9 85.2 83.8 85.4
Banks: distribution by approach % number2) Basel I 80.0 X X X X X X
STA 6.7 71.4 73.3 75.0 70.6 70.6 70.6
FIRB3) 13.3 28.6 26.7 25.0 29.4 29.4 29.4
AIRB3) N/A N/A N/A N/A N/A N/A N/A
Own funds requirements % of Own Funds requirements on credit risk Basel I 57.1 X X X X X X
STA 8.6 44.0 43.6 45.4 36.8 38.1 36.9
FIRB3) 34.3 56.0 56.4 54.6 63.2 61.9 63.1
AIRB3) N/A N/A N/A N/A N/A N/A N/A
Credit institutions: distribution by IRB exposure class1) Exposure % of risk weighted assets Central Government (A) & Central banks N/A 1.7 1.5 1.8 1.6 2.1 1.8
Institutions (B) N/A 7.9 8.7 9.0 7.5 7.5 6.3
Corporate (C) N/A 58.3 54.6 51.8 56.0 54.0 54.9
Retail N/A 22.0 26.0 29.8 29.1 29.6 29.9
Equity N/A 1.9 0.7 0.6 0.7 0.7 0.6
Securitisation positions4) N/A 0.3 1.6 0.1 0.0 0.0 0.0
Other non credit-obligation assets N/A 7.9 6.9 6.8 5.1 6.0 6.5
Other items N/A N/A N/A N/A N/A N/A N/A
Credit institutions: distribution by IRB exposure class1) Exposure % of risk weighted assets Central Governments or Central banks N/A 0.0 0.1 0.4 0.1 0.3 0.3
Regional Governments or local authorities N/A 0.1 0.2 0.1 0.1 0.1 0.1
Administrative bodies and non-commercial undertakings N/A 0.0 0.1 0.2 0.1 0.1 0.0
Multilateral Development Banks N/A 0.0 0.0 0.0 0.0 0.0 0.0
International Organisations N/A 0.0 0.0 0.0 0.0 0.0 0.0
Institutions N/A 7.5 6.9 5.9 6.8 5.9 5.1
Corporates N/A 66.1 57.8 59.1 48.0 50.0 51.4
Retail N/A 15.6 20.9 19.5 23.2 21.8 23.7
Secured by real estate property N/A 3.2 3.6 4.0 5.0 5.0 5.3
Past due items N/A 2.1 3.9 6.9 8.9 8.1 7.8
Items belonging to regulatory high-risk categories N/A 0.0 0.0 0.0 0.0 0.0 0.0
Covered bonds N/A 0.0 1.0 0.3 0.0 0.0 0.0
Securitisation positions4) N/A 0.0 0.0 0.0 0.0 0.0 0.0
Short-term claims on institutions and corporate N/A 0.9 0.2 0.2 0.4 0.5 0.4
Collective investment undertakings (CIU) N/A 0.0 0.2 0.2 0.3 0.7 0.6
Other items N/A 4.5 5.1 3.2 7.1 7.5 5.3
Credit institutions: distribution by Credit Risk Mitigation approach % number2) Financial collateral simple method N/A N/A N/A N/A N/A N/A N/A
Financial collateral comprehensive method N/A N/A N/A N/A N/A N/A N/A
Investment firms: Own funds requirement Own funds requirements credit risk % of Total Own Funds requirements 57.3 41.6 48.5 47.4 41.7 45.1 44.6
Investment firms: distribution by approach Own funds requirements % of Own Funds requirements on credit risk Basel I 81.1 X X X X X X
STA 18.9 100.0 100.0 100.0 100.0 100.0 100.0
IRB 0.0 0.0 0.0 0.0 0.0 0.0 0.0

1) As in the year 2007 the majority of banks calculated own funds requirements for credit risk under Basel I, it is not possible to provide the required breaking down through the whole banking sector

2) If a bank or an investment firm uses more than one approach, it is counted accordingly only in own funds requirements, but not in number of banks or investment firms, which are assigned according to the most advanced approach

3) Data are prezented on IRB as total

4) in the Czech republic CR SEC SA and CR SEC IRB templates are not implemented, data on securitisation are marginal, CA template is used for this purpose

Aditional information on securitization: Credit institutions - Originator 31 Dec 2007 31 Dec 2008 31 Dec 2009 31 Dec 2010 31 Dec 2011 31 Dec 2012 31 Dec 2013
                     Total amount of securitized exposures originated - on balance and off balance N/A N/A N/A N/A N/A N/A N/A
Total amount of securitization positions retained (Securitization positions - original exposure pre conversion factors) - on balance and off balance N/A N/A N/A N/A N/A N/A N/A