Bank of Ireland 2022 Interim Results
Customer lending average credit risk weights - June 20221,2
(Based on regulatory exposure class)
EAD³
RWA
(€bn)
(€bn)
Avg. Risk
Weight
Risk weighted assets (RWAS) / Leverage ratio
Bank of Ireland 2022 Interim Results
EBA Transparency Exercise 2021
Country by Country Average IRB risk weights
Residential Mortgages - Jun 2021
Sweden 3.9%
Netherlands
8.9%
Ireland Mortgages
22.1
4.9
22%
Belgium
France
10.7%
11.7%
UK Mortgages
18.9
3.7
19%
Denmark
13.4%
Austria
13.5%
SME
16.6
11.5
69%
UK
14.1%
Corporate
12.0
10.8
92%
Germany
14.4%
Portugal
15.2%
Other Retail
6.1
4.4
72%
Spain
15.7%
Finland
19.0%
Customer lending credit risk
75.7
35.3
45%
Norway
19.6%
Italy
19.8%
Ireland
30.0%
.
IRB approach accounts for:
•
54% of credit EAD (Dec 2021:55%)
70% of credit RWA (Dec 2021: 70%)
Regulatory RWA has increased from €46.4bn at Dec 2021 to
€47.5bn at June 2022. The increase primarily reflects book
mix change and new lending
Leverage Ratio
•
.
Fully Loaded leverage ratio: 6.1%
Regulatory leverage ratio: 6.3%
EBA Risk Dashboard - Jun 2021
Country by Country Average Regulatory Leverage ratios
Sweden
4.8%
Denmark
4.9%
France
5.5%
Germany
5.6%
Spain
5.7%
Finland
5.9%
Belgium
6.1%
Netherlands
6.4%
Italy
6.4%
Austria
6.5%
Portugal
6.9%
Ireland
8.5%
0%
2%
4%
6%
8%
10%
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 transactions)
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
49View entire presentation