Risk exposures (Basic indicators of the financial market»Banks) - ekonomika ČNB

Aktualizace dat Risk exposures (Basic indicators of the financial market»Banks) v této aplikaci skončila 30.6.2023. Aktualizovná data časových řad najdete na stránkách nové aplikace z dat ARAD ČNB

Nové časové řady makroekonomiky a jejich data

Data ke dni	Řada nebo sestava
-	Ostatní vybrané položky: Měsíční, pohledávky z finančních derivátů (netto, marked to market), CZK
-	Ostatní vybrané položky: Měsíční, pohledávky z finančních derivátů (netto, marked to market), EUR
-	Ostatní vybrané položky: Měsíční, pohledávky z finančních derivátů (netto, marked to market), USD
31.12.2023	Úvěry: Celkové náklady úvěrů domácnostem na bydlení v ČR vyjádřené ukazatelem cost of borrowing, Míra v %, Procenta, Měsíční
30.11.2023	Úvěry: Celkove náklady úvěrů domácnostem na bydlení v EA vyjádřené ukazatelem cost of borrowing, Míra v %, Procenta, Měsíční
31.12.2023	Úvěry: Celkové náklady úvěrů nefinančním podnikům v ČR vyjádřené ukazatelem cost of borrowing, Míra v %, Procenta, Měsíční
30.11.2023	Úvěry: Celkové náklady úvěrů nefinančním podnikům v EA vyjádřené ukazatelem cost of borrowing, Míra v %, Procenta, Měsíční
-	Podmíněný KD odliv(-)/příliv(+) deviz.aktiv (nominál.ocenění): Měsíční, Záznam o devizových opcích, které jsou in-the-money, USD
-	Podmíněný KD odliv(-)/příliv(+) deviz.aktiv (nominál.ocenění): Měsíční, Záznam o devizových opcích, které jsou in-the-money, Do 1 měsíce, USD
-	Podmíněný KD odliv(-)/příliv(+) deviz.aktiv (nominál.ocenění): Měsíční, Záznam o devizových opcích, které jsou in-the-money, Nad 1 měsíc do 3 měsíců, USD
-	Podmíněný KD odliv(-)/příliv(+) deviz.aktiv (nominál.ocenění): Měsíční, Záznam o devizových opcích, které jsou in-the-money, Nad 3 měsíce do 1 roku, USD

Vyberte statistický ukazatel pro zobrazení hodnot a grafu vývoje nebo se podívejte na poslední hodnoty.

Banking sector, total

Název ukazatele. Údaje ke dni 31.03.2020	Hodnota	Předchozí	Změna	Před rokem	Změna
IND1 <b>TOTAL RISK EXPOSURE AMOUNT </b>	2 711 177.00	2 536 803.00	6.87%	2 538 073.00	6.82%
IND2 1. RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES	2 348 493.00	2 208 459.00	6.34%	2 200 059.00	6.75%
IND3 1.1. Standardised approach (SA)	715 218.00	678 509.00	5.41%	645 734.00	10.76%
IND4 1.1.1. SA exposure classes excluding securitisation positions	4 263.00	3 138.00	35.85%	3 806.00	12.01%
IND5 1.1.1.1. Central governments or central banks	598.00	575.00	4.00%	471.00	26.96%
IND6 1.1.1.2. Regional governments or local authorities	414.00	238.00	73.95%	239.00	73.22%
IND7 1.1.1.3. Public sector entities	0.00	0.00	-	0.00	-
IND8 1.1.1.4. Multilateral Development Banks	0.00	0.00	-	0.00	-
IND9 1.1.1.5. International Organisations	17 412.00	13 753.00	26.61%	13 244.00	31.47%
IND10 1.1.1.6. Institutions	283 142.00	272 388.00	3.95%	263 918.00	7.28%
IND11 1.1.1.7. Corporates	130 573.00	128 348.00	1.73%	118 681.00	10.02%
IND12 1.1.1.8. Retail	89 703.00	85 418.00	5.02%	75 361.00	19.03%
IND13 1.1.1.9. Secured by mortgages on immovable property	13 646.00	13 339.00	2.30%	14 959.00	-8.78%
IND14 1.1.1.10. Exposures in default	43 621.00	33 144.00	31.61%	34 672.00	25.81%
IND15 1.1.1.11. Items associated with particular high risk	2 194.00	2 166.00	1.29%	2 248.00	-2.40%
IND16 1.1.1.12. Covered bonds	16.00	16.00	0.00	34.00	-52.94%
IND17 1.1.1.13. Claims on institutions and corporates with a short-term credit assessment	4 547.00	4 414.00	3.01%	5 324.00	-14.59%
IND18 1.1.1.14. Collective investments undertakings (CIU)	101 950.00	102 211.00	-0.26%	90 094.00	13.16%
IND19 1.1.1.15. Equity	23 138.00	19 358.00	19.53%	22 685.00	2.00%
IND20 1.1.1.16. Other items	1 626 452.00	1 525 116.00	6.64%	1 554 325.00	4.64%
IND21 1.1.2. Securitisation positions SA	1 531 186.00	1 444 897.00	5.97%	1 465 856.00	4.46%
IND22 1.2. Internal ratings based Approach (IRB)	18 615.00	17 791.00	4.63%	20 931.00	-11.06%
IND23 IRB approaches for an exposure class	126 118.00	112 755.00	11.85%	119 063.00	5.93%
IND24 Central governments and central banks	980 862.00	908 853.00	7.92%	886 693.00	10.62%
IND25 Institutions	405 590.00	405 499.00	0.02%	439 168.00	-7.65%
IND26 Corporates	506 562.00	461 440.00	9.78%	456 842.00	10.88%
IND27 Retail	3 949.00	4 659.00	-15.24%	6 387.00	-38.17%
IND28 1.2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used	53 480.00	48 362.00	10.58%	49 074.00	8.98%
IND29 1.2.1.1. Central governments and central banks	114 298.00	103 250.00	10.70%	132 077.00	-13.46%
IND30 1.2.1.2. Institutions	90 635.00	82 852.00	9.39%	86 817.00	4.40%
IND31 1.2.1.3. Corporates - SME	244 199.00	222 318.00	9.84%	182 487.00	33.82%
IND32 1.2.1.4. Corporates - Specialised Lending	1 024 624.00	983 457.00	4.19%	1 009 014.00	1.55%
IND33 1.2.1.5. Corporates - Other	14 666.00	13 132.00	11.68%	14 544.00	0.84%
IND34 1.2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used	72 638.00	64 392.00	12.81%	69 990.00	3.78%
IND35 1.2.2.1. Central governments and central banks	141 173.00	134 413.00	5.03%	131 093.00	7.69%
IND36 1.2.2.2. Institutions	110 633.00	101 593.00	8.90%	93 095.00	18.84%
IND37 1.2.2.3. Corporates - SME	279 923.00	264 427.00	5.86%	261 124.00	7.20%
IND38 1.2.2.4. Corporates - Specialised Lending	21 061.00	19 692.00	6.95%	25 468.00	-17.30%
IND39 1.2.2.5. Corporates - Other	221 030.00	222 137.00	-0.50%	239 861.00	-7.85%
IND40 1.2.2.6. Retail - Secured by real estate SME	4 326.00	4 451.00	-2.81%	4 192.00	3.20%
IND41 1.2.2.7. Retail - Secured by real estate non-SME	40 213.00	40 254.00	-0.10%	40 168.00	0.11%
IND42 1.2.2.8. Retail - Qualifying revolving	118 961.00	118 964.00	-0.00%	129 479.00	-8.12%
IND43 1.2.2.9. Retail - Other SME	24 108.00	22 924.00	5.16%	26 803.00	-10.05%
IND44 1.2.2.10. Retail - Other non-SME	71 158.00	57 295.00	24.20%	61 666.00	15.39%
IND45 1.2.3. Equity IRB	0.00	0.00	-	0.00	-
IND46 1.2.4. Securitisation positions IRB	6 823.00	4 834.00	41.15%	0.00	-
IND47 1.2.5. Other non credit-obligation assets	12.00	15.00	-20.00%	0.00	-
IND48 1.3. Risk exposure amount for contributions to the default fund of a CCP	63 368.00	53 176.00	19.17%	69 663.00	-9.04%
IND49 2. TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY	55 048.00	45 026.00	22.26%	52 728.00	4.40%
IND50 3. TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS	49 827.00	38 411.00	29.72%	44 778.00	11.28%
IND51 3.1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)	875.00	1 016.00	-13.88%	1 045.00	-16.27%
IND52 3.1.1. Traded debt instruments	3 486.00	4 586.00	-23.99%	4 409.00	-20.93%
IND53 3.1.2. Equity	780.00	993.00	-21.45%	2 479.00	-68.54%
IND54 3.1.3. Foreign Exchange	8 319.00	8 150.00	2.07%	16 935.00	-50.88%
IND55 3.1.4. Commodities	270 623.00	256 868.00	5.35%	251 542.00	7.59%
IND56 3.2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)	20 545.00	17 721.00	15.94%	18 006.00	14.10%
IND57 4. TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )	123 996.00	120 619.00	2.80%	115 651.00	7.22%
IND58 4.1. OpR Basic indicator approach (BIA)	126 081.00	118 528.00	6.37%	117 885.00	6.95%
IND59 4.2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches	26 612.00	16 934.00	57.15%	16 809.00	58.32%
IND60 4.3. OpR Advanced measurement approaches (AMA)	0.00	0.00	-	0.00	-
IND61 5. TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT	26 612.00	16 934.00	57.15%	16 809.00	58.32%
IND62 5.1. Advanced method	0.00	0.00	-	0.00	-
IND63 5.2. Standardised method	483.00	0.00	-	0.00	-
IND64 5.3. Based on OEM	1 588.00	1 351.00	17.54%	0.00	-
IND65 6. TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK	-	-	-	0.00	-
IND66 7. OTHER RISK EXPOSURE AMOUNTS	-	-	-	0.00	-

Large banks

Název ukazatele. Údaje ke dni 31.03.2020	Hodnota	Předchozí	Změna	Před rokem	Změna
IND1 <b>TOTAL RISK EXPOSURE AMOUNT </b>	1 743 199.00	1 616 582.00	7.83%	1 626 005.00	7.21%
IND2 1. RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES	1 494 200.00	1 391 821.00	7.36%	1 394 563.00	7.14%
IND3 1.1. Standardised approach (SA)	156 788.00	150 473.00	4.20%	133 951.00	17.05%
IND4 1.1.1. SA exposure classes excluding securitisation positions	2 459.00	1 664.00	47.78%	1 759.00	39.80%
IND5 1.1.1.1. Central governments or central banks	232.00	199.00	16.58%	64.00	262.50%
IND6 1.1.1.2. Regional governments or local authorities	238.00	229.00	3.93%	225.00	5.78%
IND7 1.1.1.3. Public sector entities	0.00	0.00	-	0.00	-
IND8 1.1.1.4. Multilateral Development Banks	0.00	0.00	-	0.00	-
IND9 1.1.1.5. International Organisations	438.00	185.00	136.76%	370.00	18.38%
IND10 1.1.1.6. Institutions	31 779.00	29 159.00	8.99%	29 394.00	8.11%
IND11 1.1.1.7. Corporates	16 228.00	15 380.00	5.51%	10 957.00	48.11%
IND12 1.1.1.8. Retail	12 173.00	11 029.00	10.37%	11 320.00	7.54%
IND13 1.1.1.9. Secured by mortgages on immovable property	485.00	336.00	44.35%	383.00	26.63%
IND14 1.1.1.10. Exposures in default	1 067.00	1 104.00	-3.35%	0.00	-
IND15 1.1.1.11. Items associated with particular high risk	0.00	0.00	-	0.00	-
IND16 1.1.1.12. Covered bonds	3.00	4.00	-25.00%	7.00	-57.14%
IND17 1.1.1.13. Claims on institutions and corporates with a short-term credit assessment	0.00	0.00	-	0.00	-
IND18 1.1.1.14. Collective investments undertakings (CIU)	91 687.00	91 182.00	0.55%	79 472.00	15.37%
IND19 1.1.1.15. Equity	0.00	0.00	-	0.00	-
IND20 1.1.1.16. Other items	1 330 589.00	1 236 514.00	7.61%	1 260 612.00	5.55%
IND21 1.1.2. Securitisation positions SA	1 249 841.00	1 166 499.00	7.14%	1 182 653.00	5.68%
IND22 1.2. Internal ratings based Approach (IRB)	17 614.00	16 980.00	3.73%	19 997.00	-11.92%
IND23 IRB approaches for an exposure class	113 582.00	100 482.00	13.04%	104 479.00	8.71%
IND24 Central governments and central banks	878 427.00	810 508.00	8.38%	789 338.00	11.29%
IND25 Institutions	240 218.00	238 529.00	0.71%	268 839.00	-10.65%
IND26 Corporates	394 793.00	354 647.00	11.32%	349 406.00	12.99%
IND27 Retail	2 947.00	3 848.00	-23.41%	5 453.00	-45.96%
IND28 1.2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used	44 469.00	40 072.00	10.97%	39 051.00	13.87%
IND29 1.2.1.1. Central governments and central banks	83 112.00	73 124.00	13.66%	102 013.00	-18.53%
IND30 1.2.1.2. Institutions	70 423.00	63 740.00	10.48%	66 836.00	5.37%
IND31 1.2.1.3. Corporates - SME	193 841.00	173 863.00	11.49%	136 052.00	42.48%
IND32 1.2.1.4. Corporates - Specialised Lending	855 048.00	811 852.00	5.32%	833 248.00	2.62%
IND33 1.2.1.5. Corporates - Other	14 666.00	13 132.00	11.68%	14 544.00	0.84%
IND34 1.2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used	69 113.00	60 409.00	14.41%	65 428.00	5.63%
IND35 1.2.2.1. Central governments and central banks	140 534.00	133 761.00	5.06%	130 218.00	7.92%
IND36 1.2.2.2. Institutions	110 633.00	101 593.00	8.90%	93 095.00	18.84%
IND37 1.2.2.3. Corporates - SME	279 884.00	264 427.00	5.85%	261 124.00	7.18%
IND38 1.2.2.4. Corporates - Specialised Lending	20 856.00	19 471.00	7.11%	25 180.00	-17.17%
IND39 1.2.2.5. Corporates - Other	93 920.00	92 870.00	1.13%	106 569.00	-11.87%
IND40 1.2.2.6. Retail - Secured by real estate SME	1 856.00	1 924.00	-3.53%	1 706.00	8.79%
IND41 1.2.2.7. Retail - Secured by real estate non-SME	30 808.00	30 926.00	-0.38%	32 966.00	-6.55%
IND42 1.2.2.8. Retail - Qualifying revolving	92 778.00	93 338.00	-0.60%	102 418.00	-9.41%
IND43 1.2.2.9. Retail - Other SME	21 367.00	20 095.00	6.33%	23 506.00	-9.10%
IND44 1.2.2.10. Retail - Other non-SME	59 381.00	49 920.00	18.95%	54 453.00	9.05%
IND45 1.2.3. Equity IRB	0.00	0.00	-	0.00	-
IND46 1.2.4. Securitisation positions IRB	6 823.00	4 834.00	41.15%	0.00	-
IND47 1.2.5. Other non credit-obligation assets	0.00	15.00	-	0.00	-
IND48 1.3. Risk exposure amount for contributions to the default fund of a CCP	45 226.00	36 394.00	24.27%	49 959.00	-9.47%
IND49 2. TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY	36 907.00	28 245.00	30.67%	33 025.00	11.75%
IND50 3. TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS	35 979.00	27 178.00	32.38%	30 457.00	18.13%
IND51 3.1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)	108.00	73.00	47.95%	88.00	22.73%
IND52 3.1.1. Traded debt instruments	40.00	0.00	-	0.00	-
IND53 3.1.2. Equity	780.00	993.00	-21.45%	2 479.00	-68.54%
IND54 3.1.3. Foreign Exchange	8 319.00	8 150.00	2.07%	16 935.00	-50.88%
IND55 3.1.4. Commodities	183 369.00	176 057.00	4.15%	169 977.00	7.88%
IND56 3.2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)	0.00	0.00	-	0.00	-
IND57 4. TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )	61 535.00	61 535.00	0.00	56 121.00	9.65%
IND58 4.1. OpR Basic indicator approach (BIA)	121 834.00	114 522.00	6.38%	113 856.00	7.01%
IND59 4.2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches	18 816.00	10 944.00	71.93%	11 505.00	63.55%
IND60 4.3. OpR Advanced measurement approaches (AMA)	0.00	0.00	-	0.00	-
IND61 5. TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT	18 816.00	10 944.00	71.93%	11 505.00	63.55%
IND62 5.1. Advanced method	0.00	0.00	-	0.00	-
IND63 5.2. Standardised method	0.00	0.00	-	0.00	-
IND64 5.3. Based on OEM	1 588.00	1 351.00	17.54%	0.00	-
IND65 6. TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK	-	-	-	0.00	-
IND66 7. OTHER RISK EXPOSURE AMOUNTS	-	-	-	0.00	-

Medium-sized banks

Název ukazatele. Údaje ke dni 31.03.2020	Hodnota	Předchozí	Změna	Před rokem	Změna
IND1 <b>TOTAL RISK EXPOSURE AMOUNT </b>	590 104.00	558 299.00	5.70%	557 362.00	5.87%
IND2 1. RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES	514 575.00	489 081.00	5.21%	485 876.00	5.91%
IND3 1.1. Standardised approach (SA)	278 108.00	257 883.00	7.84%	256 549.00	8.40%
IND4 1.1.1. SA exposure classes excluding securitisation positions	126.00	319.00	-60.50%	383.00	-67.10%
IND5 1.1.1.1. Central governments or central banks	42.00	41.00	2.44%	54.00	-22.22%
IND6 1.1.1.2. Regional governments or local authorities	6.00	6.00	0.00	12.00	-50.00%
IND7 1.1.1.3. Public sector entities	0.00	0.00	-	0.00	-
IND8 1.1.1.4. Multilateral Development Banks	0.00	0.00	-	0.00	-
IND9 1.1.1.5. International Organisations	8 276.00	4 926.00	68.01%	4 918.00	68.28%
IND10 1.1.1.6. Institutions	130 614.00	127 743.00	2.25%	126 977.00	2.86%
IND11 1.1.1.7. Corporates	46 145.00	46 224.00	-0.17%	44 089.00	4.66%
IND12 1.1.1.8. Retail	32 779.00	30 826.00	6.34%	23 962.00	36.80%
IND13 1.1.1.9. Secured by mortgages on immovable property	6 002.00	5 636.00	6.49%	6 512.00	-7.83%
IND14 1.1.1.10. Exposures in default	27 346.00	18 607.00	46.97%	22 187.00	23.25%
IND15 1.1.1.11. Items associated with particular high risk	81.00	76.00	6.58%	77.00	5.19%
IND16 1.1.1.12. Covered bonds	0.00	0.00	-	0.00	-
IND17 1.1.1.13. Claims on institutions and corporates with a short-term credit assessment	4 492.00	4 414.00	1.77%	5 285.00	-15.00%
IND18 1.1.1.14. Collective investments undertakings (CIU)	8 945.00	9 683.00	-7.62%	9 530.00	-6.14%
IND19 1.1.1.15. Equity	13 255.00	9 383.00	41.27%	12 563.00	5.51%
IND20 1.1.1.16. Other items	236 467.00	231 197.00	2.28%	229 327.00	3.11%
IND21 1.1.2. Securitisation positions SA	225 847.00	223 647.00	0.98%	221 424.00	2.00%
IND22 1.2. Internal ratings based Approach (IRB)	158.00	10.00	1 480.00%	65.00	143.08%
IND23 IRB approaches for an exposure class	7 733.00	6 938.00	11.46%	7 196.00	7.46%
IND24 Central governments and central banks	101 323.00	97 186.00	4.26%	96 061.00	5.48%
IND25 Institutions	116 633.00	119 513.00	-2.41%	118 102.00	-1.24%
IND26 Corporates	109 214.00	104 134.00	4.88%	103 321.00	5.70%
IND27 Retail	158.00	10.00	1 480.00%	65.00	143.08%
IND28 1.2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used	7 733.00	6 938.00	11.46%	7 196.00	7.46%
IND29 1.2.1.1. Central governments and central banks	31 155.00	30 092.00	3.53%	30 017.00	3.79%
IND30 1.2.1.2. Institutions	20 211.00	19 112.00	5.75%	19 981.00	1.15%
IND31 1.2.1.3. Corporates - SME	49 957.00	47 982.00	4.12%	46 063.00	8.45%
IND32 1.2.1.4. Corporates - Specialised Lending	116 633.00	119 513.00	-2.41%	118 102.00	-1.24%
IND33 1.2.1.5. Corporates - Other	0.00	0.00	-	0.00	-
IND34 1.2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used	0.00	0.00	-	0.00	-
IND35 1.2.2.1. Central governments and central banks	0.00	0.00	-	0.00	-
IND36 1.2.2.2. Institutions	0.00	0.00	-	0.00	-
IND37 1.2.2.3. Corporates - SME	0.00	0.00	-	0.00	-
IND38 1.2.2.4. Corporates - Specialised Lending	0.00	0.00	-	0.00	-
IND39 1.2.2.5. Corporates - Other	97 079.00	100 095.00	-3.01%	101 201.00	-4.07%
IND40 1.2.2.6. Retail - Secured by real estate SME	2 469.00	2 527.00	-2.30%	2 486.00	-0.68%
IND41 1.2.2.7. Retail - Secured by real estate non-SME	7 170.00	7 061.00	1.54%	4 712.00	52.16%
IND42 1.2.2.8. Retail - Qualifying revolving	9 914.00	9 829.00	0.86%	9 704.00	2.16%
IND43 1.2.2.9. Retail - Other SME	2 741.00	2 829.00	-3.11%	3 297.00	-16.86%
IND44 1.2.2.10. Retail - Other non-SME	7 879.00	4 721.00	66.89%	4 606.00	71.06%
IND45 1.2.3. Equity IRB	0.00	0.00	-	0.00	-
IND46 1.2.4. Securitisation positions IRB	0.00	0.00	-	0.00	-
IND47 1.2.5. Other non credit-obligation assets	12.00	0.00	-	0.00	-
IND48 1.3. Risk exposure amount for contributions to the default fund of a CCP	15 680.00	14 582.00	7.53%	16 674.00	-5.96%
IND49 2. TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY	15 680.00	14 582.00	7.53%	16 674.00	-5.96%
IND50 3. TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS	13 222.00	10 843.00	21.94%	13 233.00	-0.08%
IND51 3.1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)	543.00	648.00	-16.20%	815.00	-33.37%
IND52 3.1.1. Traded debt instruments	1 835.00	3 071.00	-40.25%	2 609.00	-29.67%
IND53 3.1.2. Equity	0.00	0.00	-	0.00	-
IND54 3.1.3. Foreign Exchange	0.00	0.00	-	0.00	-
IND55 3.1.4. Commodities	52 259.00	49 356.00	5.88%	50 029.00	4.46%
IND56 3.2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)	9 179.00	8 172.00	12.32%	8 172.00	12.32%
IND57 4. TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )	43 080.00	41 184.00	4.60%	41 856.00	2.92%
IND58 4.1. OpR Basic indicator approach (BIA)	0.00	0.00	-	0.00	-
IND59 4.2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches	7 096.00	5 280.00	34.39%	4 784.00	48.33%
IND60 4.3. OpR Advanced measurement approaches (AMA)	0.00	0.00	-	0.00	-
IND61 5. TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT	7 096.00	5 280.00	34.39%	4 784.00	48.33%
IND62 5.1. Advanced method	0.00	0.00	-	0.00	-
IND63 5.2. Standardised method	483.00	0.00	-	0.00	-
IND64 5.3. Based on OEM	0.00	0.00	-	0.00	-
IND65 6. TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK	-	-	-	0.00	-
IND66 7. OTHER RISK EXPOSURE AMOUNTS	-	-	-	0.00	-

Small banks

Název ukazatele. Údaje ke dni 31.03.2020	Hodnota	Předchozí	Změna	Před rokem	Změna
IND1 <b>TOTAL RISK EXPOSURE AMOUNT </b>	264 270.00	250 253.00	5.60%	235 966.00	11.99%
IND2 1. RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES	238 617.00	228 055.00	4.63%	213 406.00	11.81%
IND3 1.1. Standardised approach (SA)	238 617.00	228 055.00	4.63%	213 406.00	11.81%
IND4 1.1.1. SA exposure classes excluding securitisation positions	1 615.00	1 073.00	50.51%	1 585.00	1.89%
IND5 1.1.1.1. Central governments or central banks	313.00	323.00	-3.10%	341.00	-8.21%
IND6 1.1.1.2. Regional governments or local authorities	170.00	3.00	5 566.67%	2.00	8 400.00%
IND7 1.1.1.3. Public sector entities	0.00	0.00	-	0.00	-
IND8 1.1.1.4. Multilateral Development Banks	0.00	0.00	-	0.00	-
IND9 1.1.1.5. International Organisations	7 885.00	7 417.00	6.31%	6 063.00	30.05%
IND10 1.1.1.6. Institutions	118 409.00	113 100.00	4.69%	105 217.00	12.54%
IND11 1.1.1.7. Corporates	42 650.00	40 864.00	4.37%	37 907.00	12.51%
IND12 1.1.1.8. Retail	35 699.00	34 872.00	2.37%	32 373.00	10.27%
IND13 1.1.1.9. Secured by mortgages on immovable property	6 536.00	6 734.00	-2.94%	7 251.00	-9.86%
IND14 1.1.1.10. Exposures in default	15 208.00	13 432.00	13.22%	12 485.00	21.81%
IND15 1.1.1.11. Items associated with particular high risk	0.00	0.00	-	0.00	-
IND16 1.1.1.12. Covered bonds	14.00	13.00	7.69%	27.00	-48.15%
IND17 1.1.1.13. Claims on institutions and corporates with a short-term credit assessment	55.00	0.00	-	39.00	41.03%
IND18 1.1.1.14. Collective investments undertakings (CIU)	1 062.00	1 089.00	-2.48%	836.00	27.03%
IND19 1.1.1.15. Equity	9 001.00	9 134.00	-1.46%	9 281.00	-3.02%
IND20 1.1.1.16. Other items	0.00	0.00	-	0.00	-
IND21 1.1.2. Securitisation positions SA	0.00	0.00	-	0.00	-
IND22 1.2. Internal ratings based Approach (IRB)	0.00	0.00	-	0.00	-
IND23 IRB approaches for an exposure class	0.00	0.00	-	0.00	-
IND24 Central governments and central banks	0.00	0.00	-	0.00	-
IND25 Institutions	0.00	0.00	-	0.00	-
IND26 Corporates	0.00	0.00	-	0.00	-
IND27 Retail	0.00	0.00	-	0.00	-
IND28 1.2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used	0.00	0.00	-	0.00	-
IND29 1.2.1.1. Central governments and central banks	0.00	0.00	-	0.00	-
IND30 1.2.1.2. Institutions	0.00	0.00	-	0.00	-
IND31 1.2.1.3. Corporates - SME	0.00	0.00	-	0.00	-
IND32 1.2.1.4. Corporates - Specialised Lending	0.00	0.00	-	0.00	-
IND33 1.2.1.5. Corporates - Other	0.00	0.00	-	0.00	-
IND34 1.2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used	0.00	0.00	-	0.00	-
IND35 1.2.2.1. Central governments and central banks	0.00	0.00	-	0.00	-
IND36 1.2.2.2. Institutions	0.00	0.00	-	0.00	-
IND37 1.2.2.3. Corporates - SME	0.00	0.00	-	0.00	-
IND38 1.2.2.4. Corporates - Specialised Lending	0.00	0.00	-	0.00	-
IND39 1.2.2.5. Corporates - Other	0.00	0.00	-	0.00	-
IND40 1.2.2.6. Retail - Secured by real estate SME	0.00	0.00	-	0.00	-
IND41 1.2.2.7. Retail - Secured by real estate non-SME	0.00	0.00	-	0.00	-
IND42 1.2.2.8. Retail - Qualifying revolving	0.00	0.00	-	0.00	-
IND43 1.2.2.9. Retail - Other SME	0.00	0.00	-	0.00	-
IND44 1.2.2.10. Retail - Other non-SME	0.00	0.00	-	0.00	-
IND45 1.2.3. Equity IRB	0.00	0.00	-	0.00	-
IND46 1.2.4. Securitisation positions IRB	0.00	0.00	-	0.00	-
IND47 1.2.5. Other non credit-obligation assets	0.00	0.00	-	0.00	-
IND48 1.3. Risk exposure amount for contributions to the default fund of a CCP	2 462.00	2 199.00	11.96%	3 029.00	-18.72%
IND49 2. TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY	2 462.00	2 199.00	11.96%	3 029.00	-18.72%
IND50 3. TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS	626.00	389.00	60.93%	1 088.00	-42.46%
IND51 3.1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)	225.00	295.00	-23.73%	142.00	58.45%
IND52 3.1.1. Traded debt instruments	1 611.00	1 515.00	6.34%	1 799.00	-10.45%
IND53 3.1.2. Equity	0.00	0.00	-	0.00	-
IND54 3.1.3. Foreign Exchange	0.00	0.00	-	0.00	-
IND55 3.1.4. Commodities	22 556.00	19 348.00	16.58%	19 124.00	17.95%
IND56 3.2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)	9 321.00	7 502.00	24.25%	7 945.00	17.32%
IND57 4. TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )	13 235.00	11 846.00	11.73%	11 179.00	18.39%
IND58 4.1. OpR Basic indicator approach (BIA)	0.00	0.00	-	0.00	-
IND59 4.2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches	636.00	650.00	-2.15%	407.00	56.27%
IND60 4.3. OpR Advanced measurement approaches (AMA)	0.00	0.00	-	0.00	-
IND61 5. TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT	636.00	650.00	-2.15%	407.00	56.27%
IND62 5.1. Advanced method	0.00	0.00	-	0.00	-
IND63 5.2. Standardised method	0.00	0.00	-	0.00	-
IND64 5.3. Based on OEM	0.00	0.00	-	0.00	-
IND65 6. TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK	-	-	-	0.00	-
IND66 7. OTHER RISK EXPOSURE AMOUNTS	-	-	-	0.00	-

Building societies

Název ukazatele. Údaje ke dni 31.03.2020	Hodnota	Předchozí	Změna	Před rokem	Změna
IND1 <b>TOTAL RISK EXPOSURE AMOUNT </b>	113 604.00	111 669.00	1.73%	118 740.00	-4.33%
IND2 1. RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES	101 100.00	99 502.00	1.61%	106 214.00	-4.81%
IND3 1.1. Standardised approach (SA)	41 705.00	42 098.00	-0.93%	41 828.00	-0.29%
IND4 1.1.1. SA exposure classes excluding securitisation positions	63.00	83.00	-24.10%	78.00	-19.23%
IND5 1.1.1.1. Central governments or central banks	11.00	12.00	-8.33%	12.00	-8.33%
IND6 1.1.1.2. Regional governments or local authorities	0.00	0.00	-	0.00	-
IND7 1.1.1.3. Public sector entities	0.00	0.00	-	0.00	-
IND8 1.1.1.4. Multilateral Development Banks	0.00	0.00	-	0.00	-
IND9 1.1.1.5. International Organisations	813.00	1 225.00	-33.63%	1 893.00	-57.05%
IND10 1.1.1.6. Institutions	2 341.00	2 386.00	-1.89%	2 329.00	0.52%
IND11 1.1.1.7. Corporates	25 550.00	25 880.00	-1.28%	25 728.00	-0.69%
IND12 1.1.1.8. Retail	9 051.00	8 691.00	4.14%	7 706.00	17.45%
IND13 1.1.1.9. Secured by mortgages on immovable property	623.00	634.00	-1.74%	812.00	-23.28%
IND14 1.1.1.10. Exposures in default	0.00	0.00	-	0.00	-
IND15 1.1.1.11. Items associated with particular high risk	2 113.00	2 089.00	1.15%	2 171.00	-2.67%
IND16 1.1.1.12. Covered bonds	0.00	0.00	-	0.00	-
IND17 1.1.1.13. Claims on institutions and corporates with a short-term credit assessment	0.00	0.00	-	0.00	-
IND18 1.1.1.14. Collective investments undertakings (CIU)	257.00	257.00	0.00	257.00	0.00
IND19 1.1.1.15. Equity	882.00	842.00	4.75%	842.00	4.75%
IND20 1.1.1.16. Other items	59 396.00	57 404.00	3.47%	64 386.00	-7.75%
IND21 1.1.2. Securitisation positions SA	55 498.00	54 751.00	1.36%	61 779.00	-10.17%
IND22 1.2. Internal ratings based Approach (IRB)	844.00	800.00	5.50%	869.00	-2.88%
IND23 IRB approaches for an exposure class	4 803.00	5 335.00	-9.97%	7 389.00	-35.00%
IND24 Central governments and central banks	1 112.00	1 159.00	-4.06%	1 294.00	-14.06%
IND25 Institutions	48 739.00	47 457.00	2.70%	52 228.00	-6.68%
IND26 Corporates	2 555.00	2 659.00	-3.91%	4 115.00	-37.91%
IND27 Retail	844.00	800.00	5.50%	869.00	-2.88%
IND28 1.2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used	1 278.00	1 352.00	-5.47%	2 827.00	-54.79%
IND29 1.2.1.1. Central governments and central banks	32.00	34.00	-5.88%	46.00	-30.43%
IND30 1.2.1.2. Institutions	0.00	0.00	-	0.00	-
IND31 1.2.1.3. Corporates - SME	402.00	472.00	-14.83%	373.00	7.77%
IND32 1.2.1.4. Corporates - Specialised Lending	52 943.00	52 092.00	1.63%	57 665.00	-8.19%
IND33 1.2.1.5. Corporates - Other	0.00	0.00	-	0.00	-
IND34 1.2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used	3 525.00	3 983.00	-11.50%	4 561.00	-22.71%
IND35 1.2.2.1. Central governments and central banks	640.00	652.00	-1.84%	875.00	-26.86%
IND36 1.2.2.2. Institutions	0.00	0.00	-	0.00	-
IND37 1.2.2.3. Corporates - SME	40.00	0.00	-	0.00	-
IND38 1.2.2.4. Corporates - Specialised Lending	205.00	222.00	-7.66%	288.00	-28.82%
IND39 1.2.2.5. Corporates - Other	30 032.00	29 172.00	2.95%	32 091.00	-6.42%
IND40 1.2.2.6. Retail - Secured by real estate SME	0.00	0.00	-	0.00	-
IND41 1.2.2.7. Retail - Secured by real estate non-SME	2 234.00	2 266.00	-1.41%	2 491.00	-10.32%
IND42 1.2.2.8. Retail - Qualifying revolving	16 269.00	15 797.00	2.99%	17 358.00	-6.27%
IND43 1.2.2.9. Retail - Other SME	0.00	0.00	-	0.00	-
IND44 1.2.2.10. Retail - Other non-SME	3 898.00	2 654.00	46.87%	2 607.00	49.52%
IND45 1.2.3. Equity IRB	0.00	0.00	-	0.00	-
IND46 1.2.4. Securitisation positions IRB	0.00	0.00	-	0.00	-
IND47 1.2.5. Other non credit-obligation assets	0.00	0.00	-	0.00	-
IND48 1.3. Risk exposure amount for contributions to the default fund of a CCP	0.00	0.00	-	0.00	-
IND49 2. TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY	0.00	0.00	-	0.00	-
IND50 3. TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS	0.00	0.00	-	0.00	-
IND51 3.1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)	0.00	0.00	-	0.00	-
IND52 3.1.1. Traded debt instruments	0.00	0.00	-	0.00	-
IND53 3.1.2. Equity	0.00	0.00	-	0.00	-
IND54 3.1.3. Foreign Exchange	0.00	0.00	-	0.00	-
IND55 3.1.4. Commodities	12 439.00	12 106.00	2.75%	12 412.00	0.22%
IND56 3.2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM)	2 046.00	2 046.00	0.00	1 888.00	8.37%
IND57 4. TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR )	6 146.00	6 054.00	1.52%	6 495.00	-5.37%
IND58 4.1. OpR Basic indicator approach (BIA)	4 247.00	4 006.00	6.02%	4 029.00	5.41%
IND59 4.2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches	64.00	61.00	4.92%	113.00	-43.36%
IND60 4.3. OpR Advanced measurement approaches (AMA)	0.00	0.00	-	0.00	-
IND61 5. TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT	64.00	61.00	4.92%	113.00	-43.36%
IND62 5.1. Advanced method	0.00	0.00	-	0.00	-
IND63 5.2. Standardised method	0.00	0.00	-	0.00	-
IND64 5.3. Based on OEM	0.00	0.00	-	0.00	-
IND65 6. TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK	-	-	-	0.00	-
IND66 7. OTHER RISK EXPOSURE AMOUNTS	-	-	-	0.00	-

Banking sector, total

TOTAL RISK EXPOSURE AMOUNT (49 hodnot, 31.03.2020)

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES (49 hodnot, 31.03.2020)

1. Standardised approach (SA) (49 hodnot, 31.03.2020)

1.1. SA exposure classes excluding securitisation positions (49 hodnot, 31.03.2020)

1.1.1. Central governments or central banks (49 hodnot, 31.03.2020)

1.1.2. Regional governments or local authorities (49 hodnot, 31.03.2020)

1.1.3. Public sector entities (49 hodnot, 31.03.2020)

1.1.4. Multilateral Development Banks (49 hodnot, 31.03.2020)

1.1.5. International Organisations (49 hodnot, 31.03.2020)

1.1.6. Institutions (49 hodnot, 31.03.2020)

1.1.7. Corporates (49 hodnot, 31.03.2020)

1.1.8. Retail (49 hodnot, 31.03.2020)

1.1.9. Secured by mortgages on immovable property (49 hodnot, 31.03.2020)

1.1.10. Exposures in default (49 hodnot, 31.03.2020)

1.1.11. Items associated with particular high risk (49 hodnot, 31.03.2020)

1.1.12. Covered bonds (49 hodnot, 31.03.2020)

1.1.13. Claims on institutions and corporates with a short-term credit assessment (49 hodnot, 31.03.2020)

1.1.14. Collective investments undertakings (CIU) (49 hodnot, 31.03.2020)

1.1.15. Equity (49 hodnot, 31.03.2020)

1.1.16. Other items (49 hodnot, 31.03.2020)

1.2. Securitisation positions SA (49 hodnot, 31.03.2020)

2. Internal ratings based Approach (IRB) (49 hodnot, 31.03.2020)

IRB approaches for an exposure class (49 hodnot, 31.03.2020)

Central governments and central banks (49 hodnot, 31.03.2020)

Institutions (49 hodnot, 31.03.2020)

Corporates (49 hodnot, 31.03.2020)

Retail (49 hodnot, 31.03.2020)

2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used (49 hodnot, 31.03.2020)

2.1.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.1.2. Institutions (49 hodnot, 31.03.2020)

2.1.3. Corporates - SME (49 hodnot, 31.03.2020)

2.1.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.1.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used (49 hodnot, 31.03.2020)

2.2.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.2.2. Institutions (49 hodnot, 31.03.2020)

2.2.3. Corporates - SME (49 hodnot, 31.03.2020)

2.2.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.2.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2.6. Retail - Secured by real estate SME (49 hodnot, 31.03.2020)

2.2.7. Retail - Secured by real estate non-SME (49 hodnot, 31.03.2020)

2.2.8. Retail - Qualifying revolving (49 hodnot, 31.03.2020)

2.2.9. Retail - Other SME (49 hodnot, 31.03.2020)

2.2.10. Retail - Other non-SME (49 hodnot, 31.03.2020)

2.3. Equity IRB (49 hodnot, 31.03.2020)

2.4. Securitisation positions IRB (49 hodnot, 31.03.2020)

2.5. Other non credit-obligation assets (49 hodnot, 31.03.2020)

3. Risk exposure amount for contributions to the default fund of a CCP (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS (49 hodnot, 31.03.2020)

1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) (49 hodnot, 31.03.2020)

1.1. Traded debt instruments (49 hodnot, 31.03.2020)

1.2. Equity (49 hodnot, 31.03.2020)

1.3. Foreign Exchange (49 hodnot, 31.03.2020)

1.4. Commodities (49 hodnot, 31.03.2020)

2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) (49 hodnot, 31.03.2020)

1. OpR Basic indicator approach (BIA) (49 hodnot, 31.03.2020)

2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches (49 hodnot, 31.03.2020)

3. OpR Advanced measurement approaches (AMA) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT (49 hodnot, 31.03.2020)

1. Advanced method (49 hodnot, 31.03.2020)

2. Standardised method (49 hodnot, 31.03.2020)

3. Based on OEM (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK (44 hodnoty, 31.12.2019)

OTHER RISK EXPOSURE AMOUNTS (44 hodnoty, 31.12.2019)

Large banks

TOTAL RISK EXPOSURE AMOUNT (49 hodnot, 31.03.2020)

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES (49 hodnot, 31.03.2020)

1. Standardised approach (SA) (49 hodnot, 31.03.2020)

1.1. SA exposure classes excluding securitisation positions (49 hodnot, 31.03.2020)

1.1.1. Central governments or central banks (49 hodnot, 31.03.2020)

1.1.2. Regional governments or local authorities (49 hodnot, 31.03.2020)

1.1.3. Public sector entities (49 hodnot, 31.03.2020)

1.1.4. Multilateral Development Banks (49 hodnot, 31.03.2020)

1.1.5. International Organisations (49 hodnot, 31.03.2020)

1.1.6. Institutions (49 hodnot, 31.03.2020)

1.1.7. Corporates (49 hodnot, 31.03.2020)

1.1.8. Retail (49 hodnot, 31.03.2020)

1.1.9. Secured by mortgages on immovable property (49 hodnot, 31.03.2020)

1.1.10. Exposures in default (49 hodnot, 31.03.2020)

1.1.11. Items associated with particular high risk (49 hodnot, 31.03.2020)

1.1.12. Covered bonds (49 hodnot, 31.03.2020)

1.1.13. Claims on institutions and corporates with a short-term credit assessment (49 hodnot, 31.03.2020)

1.1.14. Collective investments undertakings (CIU) (49 hodnot, 31.03.2020)

1.1.15. Equity (49 hodnot, 31.03.2020)

1.1.16. Other items (49 hodnot, 31.03.2020)

1.2. Securitisation positions SA (49 hodnot, 31.03.2020)

2. Internal ratings based Approach (IRB) (49 hodnot, 31.03.2020)

IRB approaches for an exposure class (49 hodnot, 31.03.2020)

Central governments and central banks (49 hodnot, 31.03.2020)

Institutions (49 hodnot, 31.03.2020)

Corporates (49 hodnot, 31.03.2020)

Retail (49 hodnot, 31.03.2020)

2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used (49 hodnot, 31.03.2020)

2.1.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.1.2. Institutions (49 hodnot, 31.03.2020)

2.1.3. Corporates - SME (49 hodnot, 31.03.2020)

2.1.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.1.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used (49 hodnot, 31.03.2020)

2.2.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.2.2. Institutions (49 hodnot, 31.03.2020)

2.2.3. Corporates - SME (49 hodnot, 31.03.2020)

2.2.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.2.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2.6. Retail - Secured by real estate SME (49 hodnot, 31.03.2020)

2.2.7. Retail - Secured by real estate non-SME (49 hodnot, 31.03.2020)

2.2.8. Retail - Qualifying revolving (49 hodnot, 31.03.2020)

2.2.9. Retail - Other SME (49 hodnot, 31.03.2020)

2.2.10. Retail - Other non-SME (49 hodnot, 31.03.2020)

2.3. Equity IRB (49 hodnot, 31.03.2020)

2.4. Securitisation positions IRB (49 hodnot, 31.03.2020)

2.5. Other non credit-obligation assets (49 hodnot, 31.03.2020)

3. Risk exposure amount for contributions to the default fund of a CCP (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS (49 hodnot, 31.03.2020)

1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) (49 hodnot, 31.03.2020)

1.1. Traded debt instruments (49 hodnot, 31.03.2020)

1.2. Equity (49 hodnot, 31.03.2020)

1.3. Foreign Exchange (49 hodnot, 31.03.2020)

1.4. Commodities (49 hodnot, 31.03.2020)

2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) (49 hodnot, 31.03.2020)

1. OpR Basic indicator approach (BIA) (49 hodnot, 31.03.2020)

2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches (49 hodnot, 31.03.2020)

3. OpR Advanced measurement approaches (AMA) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT (49 hodnot, 31.03.2020)

1. Advanced method (49 hodnot, 31.03.2020)

2. Standardised method (49 hodnot, 31.03.2020)

3. Based on OEM (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK (44 hodnoty, 31.12.2019)

OTHER RISK EXPOSURE AMOUNTS (44 hodnoty, 31.12.2019)

Medium-sized banks

TOTAL RISK EXPOSURE AMOUNT (49 hodnot, 31.03.2020)

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES (49 hodnot, 31.03.2020)

1. Standardised approach (SA) (49 hodnot, 31.03.2020)

1.1. SA exposure classes excluding securitisation positions (49 hodnot, 31.03.2020)

1.1.1. Central governments or central banks (49 hodnot, 31.03.2020)

1.1.2. Regional governments or local authorities (49 hodnot, 31.03.2020)

1.1.3. Public sector entities (49 hodnot, 31.03.2020)

1.1.4. Multilateral Development Banks (49 hodnot, 31.03.2020)

1.1.5. International Organisations (49 hodnot, 31.03.2020)

1.1.6. Institutions (49 hodnot, 31.03.2020)

1.1.7. Corporates (49 hodnot, 31.03.2020)

1.1.8. Retail (49 hodnot, 31.03.2020)

1.1.9. Secured by mortgages on immovable property (49 hodnot, 31.03.2020)

1.1.10. Exposures in default (49 hodnot, 31.03.2020)

1.1.11. Items associated with particular high risk (49 hodnot, 31.03.2020)

1.1.12. Covered bonds (49 hodnot, 31.03.2020)

1.1.13. Claims on institutions and corporates with a short-term credit assessment (49 hodnot, 31.03.2020)

1.1.14. Collective investments undertakings (CIU) (49 hodnot, 31.03.2020)

1.1.15. Equity (49 hodnot, 31.03.2020)

1.1.16. Other items (49 hodnot, 31.03.2020)

1.2. Securitisation positions SA (49 hodnot, 31.03.2020)

2. Internal ratings based Approach (IRB) (49 hodnot, 31.03.2020)

IRB approaches for an exposure class (49 hodnot, 31.03.2020)

Central governments and central banks (49 hodnot, 31.03.2020)

Institutions (49 hodnot, 31.03.2020)

Corporates (49 hodnot, 31.03.2020)

Retail (49 hodnot, 31.03.2020)

2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used (49 hodnot, 31.03.2020)

2.1.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.1.2. Institutions (49 hodnot, 31.03.2020)

2.1.3. Corporates - SME (49 hodnot, 31.03.2020)

2.1.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.1.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used (49 hodnot, 31.03.2020)

2.2.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.2.2. Institutions (49 hodnot, 31.03.2020)

2.2.3. Corporates - SME (49 hodnot, 31.03.2020)

2.2.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.2.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2.6. Retail - Secured by real estate SME (49 hodnot, 31.03.2020)

2.2.7. Retail - Secured by real estate non-SME (49 hodnot, 31.03.2020)

2.2.8. Retail - Qualifying revolving (49 hodnot, 31.03.2020)

2.2.9. Retail - Other SME (49 hodnot, 31.03.2020)

2.2.10. Retail - Other non-SME (49 hodnot, 31.03.2020)

2.3. Equity IRB (49 hodnot, 31.03.2020)

2.4. Securitisation positions IRB (49 hodnot, 31.03.2020)

2.5. Other non credit-obligation assets (49 hodnot, 31.03.2020)

3. Risk exposure amount for contributions to the default fund of a CCP (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS (49 hodnot, 31.03.2020)

1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) (49 hodnot, 31.03.2020)

1.1. Traded debt instruments (49 hodnot, 31.03.2020)

1.2. Equity (49 hodnot, 31.03.2020)

1.3. Foreign Exchange (49 hodnot, 31.03.2020)

1.4. Commodities (49 hodnot, 31.03.2020)

2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) (49 hodnot, 31.03.2020)

1. OpR Basic indicator approach (BIA) (49 hodnot, 31.03.2020)

2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches (49 hodnot, 31.03.2020)

3. OpR Advanced measurement approaches (AMA) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT (49 hodnot, 31.03.2020)

1. Advanced method (49 hodnot, 31.03.2020)

2. Standardised method (49 hodnot, 31.03.2020)

3. Based on OEM (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK (44 hodnoty, 31.12.2019)

OTHER RISK EXPOSURE AMOUNTS (44 hodnoty, 31.12.2019)

Small banks

TOTAL RISK EXPOSURE AMOUNT (49 hodnot, 31.03.2020)

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES (49 hodnot, 31.03.2020)

1. Standardised approach (SA) (49 hodnot, 31.03.2020)

1.1. SA exposure classes excluding securitisation positions (49 hodnot, 31.03.2020)

1.1.1. Central governments or central banks (49 hodnot, 31.03.2020)

1.1.2. Regional governments or local authorities (49 hodnot, 31.03.2020)

1.1.3. Public sector entities (49 hodnot, 31.03.2020)

1.1.4. Multilateral Development Banks (49 hodnot, 31.03.2020)

1.1.5. International Organisations (49 hodnot, 31.03.2020)

1.1.6. Institutions (49 hodnot, 31.03.2020)

1.1.7. Corporates (49 hodnot, 31.03.2020)

1.1.8. Retail (49 hodnot, 31.03.2020)

1.1.9. Secured by mortgages on immovable property (49 hodnot, 31.03.2020)

1.1.10. Exposures in default (49 hodnot, 31.03.2020)

1.1.11. Items associated with particular high risk (49 hodnot, 31.03.2020)

1.1.12. Covered bonds (49 hodnot, 31.03.2020)

1.1.13. Claims on institutions and corporates with a short-term credit assessment (49 hodnot, 31.03.2020)

1.1.14. Collective investments undertakings (CIU) (49 hodnot, 31.03.2020)

1.1.15. Equity (49 hodnot, 31.03.2020)

1.1.16. Other items (49 hodnot, 31.03.2020)

1.2. Securitisation positions SA (49 hodnot, 31.03.2020)

2. Internal ratings based Approach (IRB) (49 hodnot, 31.03.2020)

IRB approaches for an exposure class (49 hodnot, 31.03.2020)

Central governments and central banks (49 hodnot, 31.03.2020)

Institutions (49 hodnot, 31.03.2020)

Corporates (49 hodnot, 31.03.2020)

Retail (49 hodnot, 31.03.2020)

2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used (49 hodnot, 31.03.2020)

2.1.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.1.2. Institutions (49 hodnot, 31.03.2020)

2.1.3. Corporates - SME (49 hodnot, 31.03.2020)

2.1.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.1.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used (49 hodnot, 31.03.2020)

2.2.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.2.2. Institutions (49 hodnot, 31.03.2020)

2.2.3. Corporates - SME (49 hodnot, 31.03.2020)

2.2.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.2.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2.6. Retail - Secured by real estate SME (49 hodnot, 31.03.2020)

2.2.7. Retail - Secured by real estate non-SME (49 hodnot, 31.03.2020)

2.2.8. Retail - Qualifying revolving (49 hodnot, 31.03.2020)

2.2.9. Retail - Other SME (49 hodnot, 31.03.2020)

2.2.10. Retail - Other non-SME (49 hodnot, 31.03.2020)

2.3. Equity IRB (49 hodnot, 31.03.2020)

2.4. Securitisation positions IRB (49 hodnot, 31.03.2020)

2.5. Other non credit-obligation assets (49 hodnot, 31.03.2020)

3. Risk exposure amount for contributions to the default fund of a CCP (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS (49 hodnot, 31.03.2020)

1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) (49 hodnot, 31.03.2020)

1.1. Traded debt instruments (49 hodnot, 31.03.2020)

1.2. Equity (49 hodnot, 31.03.2020)

1.3. Foreign Exchange (49 hodnot, 31.03.2020)

1.4. Commodities (49 hodnot, 31.03.2020)

2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) (49 hodnot, 31.03.2020)

1. OpR Basic indicator approach (BIA) (49 hodnot, 31.03.2020)

2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches (49 hodnot, 31.03.2020)

3. OpR Advanced measurement approaches (AMA) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT (49 hodnot, 31.03.2020)

1. Advanced method (49 hodnot, 31.03.2020)

2. Standardised method (49 hodnot, 31.03.2020)

3. Based on OEM (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK (44 hodnoty, 31.12.2019)

OTHER RISK EXPOSURE AMOUNTS (44 hodnoty, 31.12.2019)

Building societies

TOTAL RISK EXPOSURE AMOUNT (49 hodnot, 31.03.2020)

RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES (49 hodnot, 31.03.2020)

1. Standardised approach (SA) (49 hodnot, 31.03.2020)

1.1. SA exposure classes excluding securitisation positions (49 hodnot, 31.03.2020)

1.1.1. Central governments or central banks (49 hodnot, 31.03.2020)

1.1.2. Regional governments or local authorities (49 hodnot, 31.03.2020)

1.1.3. Public sector entities (49 hodnot, 31.03.2020)

1.1.4. Multilateral Development Banks (49 hodnot, 31.03.2020)

1.1.5. International Organisations (49 hodnot, 31.03.2020)

1.1.6. Institutions (49 hodnot, 31.03.2020)

1.1.7. Corporates (49 hodnot, 31.03.2020)

1.1.8. Retail (49 hodnot, 31.03.2020)

1.1.9. Secured by mortgages on immovable property (49 hodnot, 31.03.2020)

1.1.10. Exposures in default (49 hodnot, 31.03.2020)

1.1.11. Items associated with particular high risk (49 hodnot, 31.03.2020)

1.1.12. Covered bonds (49 hodnot, 31.03.2020)

1.1.13. Claims on institutions and corporates with a short-term credit assessment (49 hodnot, 31.03.2020)

1.1.14. Collective investments undertakings (CIU) (49 hodnot, 31.03.2020)

1.1.15. Equity (49 hodnot, 31.03.2020)

1.1.16. Other items (49 hodnot, 31.03.2020)

1.2. Securitisation positions SA (49 hodnot, 31.03.2020)

2. Internal ratings based Approach (IRB) (49 hodnot, 31.03.2020)

IRB approaches for an exposure class (49 hodnot, 31.03.2020)

Central governments and central banks (49 hodnot, 31.03.2020)

Institutions (49 hodnot, 31.03.2020)

Corporates (49 hodnot, 31.03.2020)

Retail (49 hodnot, 31.03.2020)

2.1. IRB approaches when neither own estimates of LGD nor Conversion Factors are used (49 hodnot, 31.03.2020)

2.1.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.1.2. Institutions (49 hodnot, 31.03.2020)

2.1.3. Corporates - SME (49 hodnot, 31.03.2020)

2.1.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.1.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2. IRB approaches when own estimates of LGD and/or Conversion Factors are used (49 hodnot, 31.03.2020)

2.2.1. Central governments and central banks (49 hodnot, 31.03.2020)

2.2.2. Institutions (49 hodnot, 31.03.2020)

2.2.3. Corporates - SME (49 hodnot, 31.03.2020)

2.2.4. Corporates - Specialised Lending (49 hodnot, 31.03.2020)

2.2.5. Corporates - Other (49 hodnot, 31.03.2020)

2.2.6. Retail - Secured by real estate SME (49 hodnot, 31.03.2020)

2.2.7. Retail - Secured by real estate non-SME (49 hodnot, 31.03.2020)

2.2.8. Retail - Qualifying revolving (49 hodnot, 31.03.2020)

2.2.9. Retail - Other SME (49 hodnot, 31.03.2020)

2.2.10. Retail - Other non-SME (49 hodnot, 31.03.2020)

2.3. Equity IRB (49 hodnot, 31.03.2020)

2.4. Securitisation positions IRB (49 hodnot, 31.03.2020)

2.5. Other non credit-obligation assets (49 hodnot, 31.03.2020)

3. Risk exposure amount for contributions to the default fund of a CCP (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS (49 hodnot, 31.03.2020)

1. Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) (49 hodnot, 31.03.2020)

1.1. Traded debt instruments (49 hodnot, 31.03.2020)

1.2. Equity (49 hodnot, 31.03.2020)

1.3. Foreign Exchange (49 hodnot, 31.03.2020)

1.4. Commodities (49 hodnot, 31.03.2020)

2. Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) (49 hodnot, 31.03.2020)

1. OpR Basic indicator approach (BIA) (49 hodnot, 31.03.2020)

2. OpR Standardised (STA) / Alternative Standardised (ASA) approaches (49 hodnot, 31.03.2020)

3. OpR Advanced measurement approaches (AMA) (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT (49 hodnot, 31.03.2020)

1. Advanced method (49 hodnot, 31.03.2020)

2. Standardised method (49 hodnot, 31.03.2020)

3. Based on OEM (49 hodnot, 31.03.2020)

TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK (44 hodnoty, 31.12.2019)

OTHER RISK EXPOSURE AMOUNTS (44 hodnoty, 31.12.2019)

Ekonomické ukazatele České národní banky

Podobné sestavy

Vyberte název statistické sestavy dat, kterou chcete prohlédnout
Risk exposures (Banks)
Risk exposures (Investment firms)
Fair value changes of the hedged items in portfolio hedge of interest rate risk (Large banks)
Fair value changes of the hedged items in portfolio hedge of interest rate risk (Medium-sized banks)
Fair value changes of the hedged items in portfolio hedge of interest rate risk (Foreign bank branches)
Risk exposures (Banks)
Performing and non-performing exposures other than held for trading (Banks)
Fair value changes of the hedged items in portfolio hedge of interest rate risk (Assets (in CZK thousands))
Risk exposures (in CZK thousands) (Credit unions)
Other risk exposure amounts (Risk exposures (in CZK thousands))
Total risk exposure amount (Risk exposures (in CZK thousands))
1.10. Exposures in default (Risk exposures (in CZK thousands))

Aplikace Ekonomika ČNB ze sekce makroekonomika zobrazuje časové řady hlavních makroekonomických údajů z ekonomiky ČR. Najdete zde přes 10.000 grafů různých hodnot od úrokových sazeb, přes statistiky státního rozpočtu, statistiky ČNB a data zpracovávaná ČSÚ. Data jsou k dispozici obvykle za posledních více než 20 let, od prosince roku 1992. Zdroj dat: ČNB ARAD