Bank of Ireland 2021 Interim Results - Debt Investor Presentation
Risk weighted assets (RWAS)/
leverage ratio
Customer lending average credit risk weights - Jun 20211,2
(Based on regulatory exposure class)
Bank of Ireland 2021 Interim Results - Debt Investor Presentation
EBA Transparency Exercise 2020
Country by Country Average IRB risk weights
Residential Mortgages - Jun 2020
Sweden
Belgium
United Kingdom
4.2%
10.2%
10.4%
EAD³
RWA
(€bn)
(€bn)
Avg. Risk
Weight
Austria
10.7%
France
12.0%
Netherlands
12.3%
Germany
14.4%
Ireland Mortgages
23.1
5.9
26%
Spain
14.5%
UK Mortgages
22.7
4.5
20%
Denmark
14.7%
Finland
16.9%
SME
17.4
11.9
69%
Portugal
20.1%
Italy
20.3%
Corporate
11.5
11.5
100%
Norway
21.1%
Other Retail
6.2
4.4
72%
Ireland
29.7%
Customer lending credit risk
80.9
38.2
47%
EBA Risk Dashboard Q2 2020
Country by Country Average Leverage ratio
Regulatory Leverage Ratio - Jun 2020
IRB approach at Jun 2021 accounts for:
59% of credit EAD (Dec 2020: 66%)
72% of credit RWA (Dec 2020: 73%)
Regulatory RWA has increased from €48.4bn at Dec 2020
to €49.1bn at Jun 2021. The increase primarily reflects
growth in the Group's corporate banking loan portfolio.
Sweden
4.2%
Germany
Netherlands
United Kingdom
4.6%
4.7%
Denmark
4.8%
5.0%
France
5.1%
Spain
5.3%
Finland
5.4%
Italy
6.0%
Belgium
6.0%
Norway
6.6%
Austria
6.6%
Portugal
Ireland
7.2%
9.4%
1 EAD and RWA include both IRB and Standardised approaches and comprise both non-defaulted and defaulted loans
2 Securitised exposures are excluded from the table (i.e. excludes exposures included in CRT executed in Nov 2017 and Dec 2019)
3 Exposure at default (EAD) is a regulatory estimate of credit risk exposure consisting of both on balance exposures and off balance
sheet commitments
Bank of Ireland
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