2022 Interim Results - Debt Investor Presentation
Risk weighted assets (RWAS) /
Leverage ratio
Customer lending average credit risk weights - June 20221,2
(Based on regulatory exposure class)
Bank of Ireland 2022 Interim Results - Debt Investor Presentation
EBA Transparency Exercise 2021
Country by Country Average IRB risk weights
Residential Mortgages - Jun 2021
EAD³
RWA
Avg. Risk
Sweden 3.9%
(€bn)
(€bn)
Weight
Netherlands
8.9%
Belgium
France
10.7%
Ireland Mortgages
11.7%
22.1
4.9
22%
Denmark
13.4%
UK Mortgages
18.9
3.7
19%
Austria
13.5%
UK
14.1%
SME
16.6
11.5
69%
Germany
14.4%
Corporate
12.0
10.8
92%
Portugal
15.2%
Spain
15.7%
Other Retail
6.1
4.4
72%
Finland
19.0%
Norway
19.6%
Customer lending credit risk
75.7
35.3
45%
Italy
19.8%
Ireland
30.0%
•
IRB approach accounts for:
54% of credit EAD (Dec 2021:55%)
70% of credit RWA (Dec 2021: 70%)
EBA Risk Dashboard - Jun 2021
Country by Country Average Regulatory Leverage ratios
27
27
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 IrelandView entire presentation