ABN AMRO publishes the EBA disclosure templates as listed below in attachment to this press release. This publication is part of the EU-wide Transparency Exercise conducted by the European Banking Authority (EBA) to fulfil the EBA Board of Supervisors’ decision.
Background 2013 EU-wide Transparency Exercise
EBA proposed to conduct the next EU-wide stress test exercise in 2014 once the asset quality reviews are completed. To ensure transparency and comparability over the years, the EBA provides disclosure on the actual exposures of the EU banking sector in an agreed form and scope to assure a sufficient and appropriate level of information for market participants.
ABN AMRO took part in the EBA exercise, which includes 64 banks. Based on EBA guidelines, for each of these banks the following set of information was collected for disclosure:
|I.||Composition of capital|
|II.||Composition of RWA by risk type|
|III.||Exposures to sovereigns in European Economic Area|
|IV.||Breakdown of credit risk exposures and RWAs|
|V.||Loan-to-Value per portfolio, value adjustments and provisions|
|VI.||Breakdown of market risk and securitisation exposures|