Main risks in the Risk Appetite Framework

Main risks



Overall risk profile by portfolio (distribution of credit risk exposures) %EAD (Exposure at default)

1 Large corporates 10.2
2 Midsize businesses 10.6
3 Small businesses 6.1
4 Retailers and sole proprietors 1.6
5 Mortgage loans 34.3
6 Consumer loans 2.0
7 Banks 2.7
8 Sovereigns 18.7
9 Other 13.9