Main significant risks of the strategic risk framework
Distribution of capital by risk type
Capital mapping
31.12.2015 (%)
1 | Credit risk | 79.3% |
2 | Structural risk | 7.0% |
3 | Operational risk | 7.0% |
4 | Market risk | 2.3% |
5 | Others | 4.4% |
Distribution of the credit portfolio
Overall risk profile by portfolio (distribution of credit risk exposures) %EAD (Exposure at default)
1 | Large corporates | 10.1% |
2 | Midsize businesses | 11.4% |
3 | Small businesses | 6.5% |
4 | Retailers and sole proprietors | 1.6% |
5 | Mortgage loans | 34.2% |
6 | Consumer loans | 1.9% |
7 | Banks | 1.9% |
8 | Sovereigns | 20.4% |
9 | Other risks | 12.0% |