Main significant risks of the strategic risk framework

Main risks



Distribution of capital by risk type

Distribución del capital por tipología de riesgo

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


Distribución de la cartera de crédito

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%