Investor Presentaiton
Risk weighted assets (RWA)
RWA Density¹
Bank of Ireland Group
Customer lending Avg. Credit Risk Weights²
As at June 2016 (Based on regulatory exposure class)
EAD³
RWA
Avg. Risk
(€bn)
(€bn)
Weight
ROI mortgages
25.0
6.6
26%
UK mortgages
24.3
5.0
20%
SME
21.2
14.7
69%
Corporate
12.7
12.8
101%
Other Retail
4.3
2.6
60%
46%
47%
Total customer lending
87.4
41.6
48%
41%
41%
Dec 15
Jun 16
Total RWA / Total Assets (Incl BOI Life Assets)
Total RWA / Total Assets (Excl BOI Life Assets)
Total Credit RWA
IRB approach accounts for:
77% of credit EAD (Dec 2015: 75%)
81% of credit RWA (Dec 2015: 81%)
RWA density calculated as Total RWA / Total balance sheet assets as at June 2016
²Data sourced from the Group's regulatory reporting platform. EAD and RWA include both IRB and Standardised approaches. Comprises both non-defaulted and defaulted loans
Exposure at default (EAD) is a regulatory estimate of credit risk consisting of both on balance exposures and off balance sheet commitments
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