Credit Risk Tables

21.2.
2005
Capital requirement against credit risk
Y01
Reporting period
period
Calculation of capital adequacy ratio
Balance sheet value /

Nominal amount
Credit equivalent
conversion factor, %
Risk weight
%
05
10
Own funds (Regulation No. 106.6/203.23/306.6)

Line No.
C.No Ref. No.
05
Total own funds
05 05
11
Original own funds
05 10
1705
05 15
13
05 20
1710
Additional own funds, net

Deductions from total own funds
Items eligible for covering market risk
Risk-weighted amount of credit risk and market risk (Regulations Nos. 106.7/203.24/306.7 and 106.12/203.26/306.12)
10
Total risk-weighed items
Risk-weighted amount of credit risk (Regulation No. 106.7/203.24/306.7)
10 05
Total risk-weighed asset and off-balance-sheet items
Total assets/Balance sheet total

Category I (risk weight 0 per cent)
Asset items
10 05 05
10 05 05 05
21
10 05 05 05 05
2101
Cash
10 05 05 05 10
2102
Claims on the central government of Finland and comparable items
10 05 05 05 10 05
Counterparty
10 05 05 05 10 10
Guarantee
10 05 05 05 10 15
10 05 05 05 15
10 05 05 05 15 05
Counterparty
10 05 05 05 15 10
Guarantee
10 05 05 05 15 15
10 05 05 05 20
10 05 05 05 20 05
Counterparty
10 05 05 05 20 10
Guarantee
10 05 05 05 20 15
10 05 05 05 25
10 05 05 05 25 05
Counterparty
10 05 05 05 25 10
Guarantee
10 05 05 05 25 15
10 05 05 05 30
10 05 05 05 30 05
10 05 05 05 30 10
10 05 05 05 35
2107
Claims secured by collateral in the form of deposits
10 05 05 05 40
2108
Trading-book items
10 05 05 05 45
2109a The amount of derivative contracts shown in the balance sheet (credit risk)
10 05 05 05 50
2109b The amount of derivative contracts shown in the balance sheet (market risk)
0%
Collateral
2103
Claims on Finnish municipalities and comparable items
Collateral
2104
Claims on the Bank of Finland and comparable items
Collateral
2105
Claims on the European Communities
Collateral
2106
Claims on other central governments or central banks denominated and funded in national currencies
Counterparty
Guarantee
10 05 05 10
22
10 05 05 10 05
2201
10 05 05 10 05 05
Category II (risk weight 20 per cent)
20 %
Claims on Finnish credit institutions, investment firms and comparable items
20 %
Counterparty
20 %
10 05 05 10 05 10
Guarantee
20 %
10 05 05 10 10
Short-term claims on foreign credit institutions
20 %
10 05 05 10 10 05
Counterparty
20 %
10 05 05 10 10 10
Guarantee
20 %
10 05 05 10 15
Claims on Finnish parishes and certain foreign sector entities
20 %
10 05 05 10 15 05
Counterparty
20 %
10 05 05 10 15 10
Guarantee
20 %
10 05 05 10 15 15
Collateral
20 %
10 05 05 10 25
Claims on multilateral development banks
20 %
10 05 05 10 25 05
Counterparty
20 %
10 05 05 10 25 10
Guarantee
20 %
10 05 05 10 25 15
Collateral
20 %
10 05 05 10 30
2206
Claims secured by collateral in the form of deposits
20 %
10 05 05 10 35
2207
Claims in respect of cash items in the process of collection
20 %
Category III (risk weight 50 per cent)
50 %
Loans secured by mortgages on residential property
50 %
Securities secured by mortgages on residential property
50 %
Prepayments and accrued income where counterparty risk cannot be specified
50 %
2202
2203
2205
10 05 05 15
23
10 05 05 15 05
2301
10 05 05 15 07
10 05 05 15 10
2302
Risk-weighted+C184
amount
10 05 05 20
24
Category IV (risk weight 100 per cent)
100 %
10 05 05 20 05
2401
Other claims on the public
100 %
10 05 05 20 10
2402
Other claims on foreign central governments, central banks or credit institutions
100 %
10 05 05 20 15
2403
Shares and participations
100 %
10 05 05 20 20
2404
Debentures and comparable instruments
100 %
10 05 05 20 25
2405
Real estate
100 %
10 05 05 20 30
2406
Other assets
100 %
10 05 05 25
Category V (risk weight 10%)
10 %
10 05 05 25 05
Mortgage bonds issued by mortgage banks
10 %
21.2.2005

Nominal amount
Credit equivalent
Risk weight
%
05
10
Off-balance-sheet items
10 05 10
Total off-balance-sheet items
10 05 10 05
31
Guarantees and other direct credit substitutes
10 05 10 05 05
311
100 %
0%
10 05 10 05 05 05
Counterparty
100 %
0%
10 05 10 05 05 10
Guarantee
100 %
0%
10 05 10 05 05 15
Collateral
100 %
0%
10 05 10 05 10
100 %
20 %
10 05 10 05 10 05
Counterparty
100 %
20 %
10 05 10 05 10 10
Guarantee
100 %
20 %
10 05 10 05 10 15
Collateral
100 %
20 %
10 05 10 05 15
313
100 %
50 %
10 05 10 05 20
314
100 %
100 %
312
10 05 10 10
32
Asset sales with recourse
10 05 10 10 05
321
100 %
0%
10 05 10 10 05 05
Counterparty
100 %
0%
10 05 10 10 05 10
Guarantee
100 %
0%
10 05 10 10 05 15
Collateral
100 %
0%
10 05 10 10 10
100 %
20 %
10 05 10 10 10 05
Counterparty
100 %
20 %
10 05 10 10 10 10
Guarantee
100 %
20 %
10 05 10 10 10 15
Collateral
100 %
20 %
10 05 10 10 15
323
100 %
50 %
10 05 10 10 20
324
100 %
100 %
322
10 05 10 15
33
Forward asset purchases
10 05 10 15 05
331
100 %
0%
10 05 10 15 05 05
Counterparty
100 %
0%
10 05 10 15 05 10
Guarantee
100 %
0%
10 05 10 15 05 15
Collateral
100 %
0%
10 05 10 15 10
100 %
20 %
10 05 10 15 10 05
Counterparty
100 %
20 %
10 05 10 15 10 10
Guarantee
100 %
20 %
10 05 10 15 10 15
Collateral
100 %
20 %
10 05 10 15 15
333
100 %
50 %
10 05 10 15 20
334
100 %
100 %
332
10 05 10 20
34
Forward/forward deposits
10 05 10 20 05
341
100 %
0%
10 05 10 20 05 05
Counterparty
100 %
0%
10 05 10 20 05 10
Guarantee
100 %
0%
10 05 10 20 05 15
Collateral
100 %
0%
10 05 10 20 10
100 %
20 %
10 05 10 20 10 05
Counterparty
100 %
20 %
10 05 10 20 10 10
Guarantee
100 %
20 %
10 05 10 20 10 15
Collateral
100 %
20 %
10 05 10 20 15
343
100 %
50 %
10 05 10 20 20
344
100 %
100 %
342
10 05 10 25
35
Partly-paid securities
10 05 10 25 05
351
100 %
0%
10 05 10 25 05 05
Counterparty
100 %
0%
10 05 10 25 05 10
Guarantee
100 %
0%
10 05 10 25 05 15
Collateral
100 %
0%
10 05 10 25 10
100 %
20 %
10 05 10 25 10 05
Counterparty
100 %
20 %
10 05 10 25 10 10
Guarantee
100 %
20 %
10 05 10 25 10 15
Collateral
100 %
20 %
10 05 10 25 15
353
100 %
50 %
10 05 10 25 20
354
100 %
100 %
352
10 05 10 30
36
Guarantees and other transaction-related contingent items
10 05 10 30 05
361
50 %
0%
10 05 10 30 05 05
Counterparty
50 %
0%
10 05 10 30 05 10
Guarantee
50 %
0%
10 05 10 30 05 15
Collateral
50 %
0%
10 05 10 30 10
50 %
20 %
10 05 10 30 10 05
Counterparty
50 %
20 %
10 05 10 30 10 10
Guarantee
50 %
20 %
10 05 10 30 10 15
Collateral
50 %
20 %
10 05 10 30 15
363
50 %
50 %
10 05 10 30 20
364
50 %
100 %
362
10 05 10 35
37
Securities sold with an option to resale
10 05 10 35 05
371
50 %
0%
10 05 10 35 05 05
Counterparty
50 %
0%
10 05 10 35 05 10
Guarantee
50 %
0%
10 05 10 35 05 15
Collateral
50 %
0%
10 05 10 35 10
50 %
20 %
10 05 10 35 10 05
Counterparty
50 %
20 %
10 05 10 35 10 10
Guarantee
50 %
20 %
10 05 10 35 10 15
Collateral
50 %
20 %
10 05 10 35 15
373
50 %
50 %
10 05 10 35 20
374
50 %
100 %
10 05 10 40
38
Underwriting commitments and supplementary funding facilites
372
Risk-weighted+C184
amount
21.2.2005

Nominal amount
Credit equivalent
Risk weight
%
05
381
10
10 05 10 40 05
50 %
0%
10 05 10 40 05 05
Counterparty
50 %
0%
10 05 10 40 05 10
Guarantee
50 %
0%
10 05 10 40 05 15
Collateral
50 %
0%
10 05 10 40 10
50 %
20 %
10 05 10 40 10 05
Counterparty
50 %
20 %
10 05 10 40 10 10
Guarantee
50 %
20 %
10 05 10 40 10 15
Collateral
50 %
20 %
10 05 10 40 15
383
50 %
50 %
10 05 10 40 20
384
50 %
100 %
382
10 05 10 45
39
Other commitments with a maturity of more than one year
10 05 10 45 05
391
50 %
0%
10 05 10 45 05 05
Counterparty
50 %
0%
10 05 10 45 05 10
Guarantee
50 %
0%
10 05 10 45 05 15
Collateral
50 %
0%
10 05 10 45 10
50 %
20 %
10 05 10 45 10 05
Counterparty
50 %
20 %
10 05 10 45 10 10
Guarantee
50 %
20 %
10 05 10 45 10 15
Collateral
50 %
20 %
10 05 10 45 15
393
50 %
50 %
10 05 10 45 20
394
50 %
100 %
392
10 05 10 50
40
Short-term trade-related contingent items
10 05 10 50 05
401
20 %
0%
10 05 10 50 05 05
Counterparty
20 %
0%
10 05 10 50 05 10
Guarantee
20 %
0%
10 05 10 50 05 15
Collateral
20 %
0%
10 05 10 50 10
20 %
20 %
10 05 10 50 10 05
Counterparty
20 %
20 %
10 05 10 50 10 10
Guarantee
20 %
20 %
10 05 10 50 10 15
Collateral
20 %
20 %
10 05 10 50 15
403
20 %
50 %
10 05 10 50 20
404
20 %
100 %
10 05 10 55
41
Other commitments with a maturity of one year or less
0%
10 05 10 60
42
Total derivatives
402
10 05 10 65
Total amount of derivatives to which a 0% risk weighting applies
10 05 10 65 05
Foreign exchange contracts
10 05 10 65 10
Other contracts
Risk-weighted amount of market risk (Regulation No. 106.12/203.26/306.12)
Capital requirement
Conversion
factor
10 10
Total risk-weighted amount of market risk
10 10 05
56
Total capital requirement
10 10 05 05
51
Own funds required to cover position risk on debt instruments
12,5
10 10 05 10
52
Own funds required to cover position risk on equities
12,5
10 10 05 15
53
Own funds required to cover settlement risk
12,5
10 10 05 20
54
Own funds required to cover counterparty risk
12,5
10 10 05 25
55
Capital requirement against foreign exchange risk and gold risk
12,5
10 10 05 30
Capital requirement against commodity risk
12,5
10 10 05 35
Capital requirement when an internal model is used
12,5
15
CAPITAL ADEQUACY RATIO (%)

Capital adequacy ratio calculated on the basis of data input (%)
(enter in line15 either the amount calculated by the undertaking itself or
the adjacent amount computed by the formula)
Carry forward to line 15
Risk-weighted+C184
amount
Risk-weighted
amount
21.2.2005
Y02a
Derivatives
Reporting period
period
Nominal amount
Conversion factor
%
A 'Original exposure' method

Line No.
05
Credit equivalent
amount
Risk weight Risk-weighted+C184

%
amount
10
15
C.No Ref. No.
005
42
Total derivatives
005 005
437
Total interest-rate-related contracts
005 005 005
421
Remaining time-to-maturity t 1, risk weight 0 %
0,50 %
005 005 010
Remaining time-to-maturity t 1, risk weight 0 % (lower conversion factor)
0,35 %
0%
005 005 015
0,50 %
20 %
005 005 020
0,35 %
20 %
005 005 025
0,50 %
50 %
005 005 030
0,35 %
50 %
005 005 035
0,50 %
100 %
005 005 040
Remaining time-to-maturity t 1, risk weight 100 %, (lower conversion factor)
0,35 %
100 %
005 005 045
Remaining time-to-maturity 1 < t 2, risk weight 0 %
1,00 %
0%
005 005 050
Remaining time-to-maturity 1 < t 2, risk weight 0 % (lower conversion factor)
0,75 %
0%
005 005 055
1,00 %
20 %
005 005 060
0,75 %
20 %
005 005 065
1,00 %
50 %
005 005 070
0,75 %
50 %
005 005 075
1,00 %
100 %
005 005 080
Remaining time-to-maturity 1 < t 2, risk weight 100 % (lower converson factor)
0,75 %
100 %
005 005 085
2,00 %
0%
422
423
0%
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 005 090
1,50 %
0%
005 005 095
2,00 %
20 %
005 005 100
1,50 %
20 %
005 005 105
2,00 %
50 %
005 005 110
1,50 %
50 %
005 005 115
2,00 %
100 %
005 005 120
1,50 %
100 %
005 005 125
Remaining time-to-maturity 3 < t 4, risk weight 0%
3,00 %
0%
005 005 130
Remaining time-to-maturity 3 < t 4, risk weight 0% (lower conversion factor)
2,25 %
0%
005 005 135
3,00 %
20 %
005 005 140
2,25 %
20 %
005 005 145
3,00 %
50 %
005 005 150
2,25 %
50 %
005 005 155
3,00 %
100 %
005 005 160
2,25 %
100 %
005 005 165
4,00 %
0%
005 005 170
3,00 %
0%
005 005 175
4,00 %
20 %
005 005 180
3,00 %
20 %
005 005 185
4,00 %
50 %
005 005 190
3,00 %
50 %
005 005 195
4,00 %
100 %
005 005 200
3,00 %
100 %
005 005 205
5,00 %
0%
005 005 210
3,75 %
0%
005 005 215
5,00 %
20 %
005 005 220
3,75 %
20 %
005 005 225
5,00 %
50 %
005 005 230
3,75 %
50 %
005 005 235
5,00 %
100 %
005 005 240
3,75 %
100 %
005 005 245
6,00 %
0%
424
425
426
427
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 005 250
4,50 %
0%
005 005 255
6,00 %
20 %
005 005 260
4,50 %
20 %
005 005 265
6,00 %
50 %
005 005 270
4,50 %
50 %
005 005 275
6,00 %
100 %
005 005 280
4,50 %
100 %
005 005 285
7,00 %
0%
005 005 290
5,25 %
0%
005 005 295
7,00 %
20 %
005 005 300
5,25 %
20 %
005 005 305
7,00 %
50 %
005 005 310
5,25 %
50 %
005 005 315
7,00 %
100 %
005 005 320
5,25 %
100 %
005 005 325
8,00 %
0%
005 005 330
6,00 %
0%
005 005 335
8,00 %
20 %
005 005 340
6,00 %
20 %
005 005 345
8,00 %
50 %
005 005 350
6,00 %
50 %
005 005 355
8,00 %
100 %
005 005 360
6,00 %
100 %
005 005 365
9,00 %
0%
005 005 370
6,75 %
0%
005 005 375
9,00 %
20 %
005 005 380
6,75 %
20 %
005 005 385
9,00 %
50 %
005 005 390
6,75 %
50 %
005 005 395
9,00 %
100 %
005 005 400
6,75 %
100 %
005 005 405
10,00 %
0%
428
429
430
431
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 005 410
7,50 %
0%
005 005 415
10,00 %
20 %
005 005 420
7,50 %
20 %
005 005 425
10,00 %
50 %
005 005 430
7,50 %
50 %
005 005 435
10,00 %
100 %
005 005 440
7,50 %
100 %
005 005 445
11,00 %
0%
005 005 450
8,25 %
0%
005 005 455
11,00 %
20 %
005 005 460
8,25 %
20 %
005 005 465
11,00 %
50 %
005 005 470
8,25 %
50 %
005 005 475
11,00 %
100 %
005 005 480
8,25 %
100 %
005 005 485
12,00 %
0%
005 005 490
9,00 %
0%
005 005 495
12,00 %
20 %
005 005 500
9,00 %
20 %
005 005 505
12,00 %
50 %
005 005 510
9,00 %
50 %
005 005 515
12,00 %
100 %
005 005 520
9,00 %
100 %
005 005 525
13,00 %
0%
005 005 530
9,75 %
0%
005 005 535
13,00 %
20 %
005 005 540
9,75 %
20 %
005 005 545
13,00 %
50 %
005 005 550
9,75 %
50 %
005 005 555
13,00 %
100 %
005 005 560
9,75 %
100 %
005 005 565
14,00 %
0%
432
433
434
435
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 005 570
10,50 %
0%
005 005 575
14,00 %
20 %
005 005 580
10,50 %
20 %
005 005 585
14,00 %
50 %
005 005 590
10,50 %
50 %
005 005 595
14,00 %
100 %
005 005 600
10,50 %
100 %
005 005 605
Remaining time-to-maturity more than 15 years, risk weight 0%
0%
005 005 610
20 %
005 005 615
50 %
005 005 620
100 %
005 010
457
Total foreign exchange and gold instruments
005 010 005
441
Original time-to-maturity t 1, risk weight 0%
2,00 %
005 010 010
Original time-to-maturity t 1, risk weight 0% (lower conversion factor)
1,50 %
0%
005 010 015
2,00 %
20 %
005 010 020
1,50 %
20 %
005 010 025
2,00 %
50 %
005 010 030
1,50 %
50 %
005 010 035
2,00 %
100 %
005 010 040
1,50 %
100 %
005 010 045
Original time-to-maturity 1 < t 2, risk weight 0%
5,00 %
0%
005 010 050
Original time-to-maturity 1 < t 2, risk weight 0% (lower conversion factor)
3,75 %
0%
005 010 055
5,00 %
20 %
005 010 060
3,75 %
20 %
005 010 065
5,00 %
50 %
005 010 070
3,75 %
50 %
005 010 075
5,00 %
100 %
005 010 080
3,75 %
100 %
005 010 085
8,00 %
0%
436
442
443
0%
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 010 090
6,00 %
0%
005 010 095
8,00 %
20 %
005 010 100
6,00 %
20 %
005 010 105
8,00 %
50 %
005 010 110
6,00 %
50 %
005 010 115
8,00 %
100 %
005 010 120
6,00 %
100 %
005 010 125
11,00 %
0%
005 010 130
8,25 %
0%
005 010 135
11,00 %
20 %
005 010 140
8,25 %
20 %
005 010 145
11,00 %
50 %
005 010 150
8,25 %
50 %
005 010 155
11,00 %
100 %
005 010 160
8,25 %
100 %
005 010 165
14,00 %
0%
005 010 170
10,50 %
0%
005 010 175
14,00 %
20 %
005 010 180
10,50 %
20 %
005 010 185
14,00 %
50 %
005 010 190
10,50 %
50 %
005 010 195
14,00 %
100 %
005 010 200
10,50 %
100 %
005 010 205
17,00 %
0%
005 010 210
12,75 %
0%
005 010 215
17,00 %
20 %
005 010 220
12,75 %
20 %
005 010 225
17,00 %
50 %
005 010 230
12,75 %
50 %
005 010 235
17,00 %
100 %
005 010 240
12,75 %
100 %
005 010 245
20,00 %
0%
444
445
446
447
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 010 250
15,00 %
0%
005 010 255
20,00 %
20 %
005 010 260
15,00 %
20 %
005 010 265
20,00 %
50 %
005 010 270
15,00 %
50 %
005 010 275
20,00 %
100 %
005 010 280
15,00 %
100 %
005 010 285
23,00 %
0%
005 010 290
17,25 %
0%
005 010 295
23,00 %
20 %
005 010 300
17,25 %
20 %
005 010 305
23,00 %
50 %
005 010 310
17,25 %
50 %
005 010 315
23,00 %
100 %
005 010 320
17,25 %
100 %
005 010 325
26,00 %
0%
005 010 330
19,50 %
0%
005 010 335
26,00 %
20 %
005 010 340
19,50 %
20 %
005 010 345
26,00 %
50 %
005 010 350
19,50 %
50 %
005 010 355
26,00 %
100 %
005 010 360
19,50 %
100 %
005 010 365
29,00 %
0%
005 010 370
21,75 %
0%
005 010 375
29,00 %
20 %
005 010 380
21,75 %
20 %
005 010 385
29,00 %
50 %
005 010 390
21,75 %
50 %
005 010 395
29,00 %
100 %
005 010 400
21,75 %
100 %
005 010 405
32,00 %
0%
448
449
450
451
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 010 410
24,00 %
0%
005 010 415
32,00 %
20 %
005 010 420
24,00 %
20 %
005 010 425
32,00 %
50 %
005 010 430
24,00 %
50 %
005 010 435
32,00 %
100 %
005 010 440
24,00 %
100 %
005 010 445
35,00 %
0%
005 010 450
26,25 %
0%
005 010 455
35,00 %
20 %
005 010 460
26,25 %
20 %
005 010 465
35,00 %
50 %
005 010 470
26,25 %
50 %
005 010 475
35,00 %
100 %
005 010 480
26,25 %
100 %
005 010 485
38,00 %
0%
005 010 490
28,50 %
0%
005 010 495
38,00 %
20 %
005 010 500
28,50 %
20 %
005 010 505
38,00 %
50 %
005 010 510
28,50 %
50 %
005 010 515
38,00 %
100 %
005 010 520
28,50 %
100 %
005 010 525
41,00 %
0%
005 010 530
30,75 %
0%
005 010 535
41,00 %
20 %
005 010 540
30,75 %
20 %
005 010 545
41,00 %
50 %
005 010 550
30,75 %
50 %
005 010 555
41,00 %
100 %
005 010 560
30,75 %
100 %
005 010 565
44,00 %
0%
452
453
454
455
21.2.2005
Nominal amount
Conversion factor
%
05
Credit equivalent
amount

%
amount
10
15
005 010 570
33,00 %
0%
005 010 575
44,00 %
20 %
005 010 580
33,00 %
20 %
005 010 585
44,00 %
50 %
005 010 590
33,00 %
50 %
005 010 595
44,00 %
100 %
005 010 600
33,00 %
100 %
005 010 605
Original time-to-maturity more than 15 years, risk weight 0%
0%
005 010 610
20 %
005 010 615
Original time-to-maturity more than 15 vyears, risk weight 50%
50 %
005 010 620
100 %
456
21.2.2005
Y02b
Derivatives
Reporting period
period
Replacement
Nominal
Conv. fact.
Future
Credit equivalent
Risk
Risk-weighted+C184
cost
amount
Credit exposure
amount
weight
amount
B 'Mark-to-market' method
Line No.
05
10
15
20
25
C.NoRef. No.
05
05 03
42 Total derivatives
Total value of netted derivatives
05 05
05 05 05
421 Remaining maturity 1, risk weight 0%
0%
0%
05 05 10
0%
20 %
05 05 15
0%
50 %
05 05 20
0%
100 %
05 05 25
425 Remaining maturity 1 < t 5, risk weight 0%
0,5 %
0%
05 05 30
0,5 %
20 %
05 05 35
0,5 %
50 %
05 05 40
0,5 %
100 %
05 05 45
Remaining maturity t > 5, risk weight 0%
1,5 %
0%
05 05 50
1,5 %
20 %
05 05 55
1,5 %
50 %
05 05 60
1,5 %
100 %
Total interest-rate-related contracts
05 10
05 10 05
1%
0%
05 10 10
1%
20 %
05 10 15
1%
50 %
05 10 20
1%
100 %
05 10 25
5%
0%
05 10 30
5%
20 %
Total foreign exchange and gold instruments
21.2.2005
Replacement
Nominal
Conv. fact.
Future
Credit equivalent
Risk
Risk-weighted+C184
cost
amount
Credit exposure
amount
weight
amount
05
10
15
20
25
05 10 35
5%
50 %
05 10 40
5%
100 %
05 10 45
7,5 %
0%
05 10 50
7,5 %
20 %
05 10 55
7,5 %
50 %
05 10 60
7,5 %
100 %
05 15
Total equity instruments
05 15 05
Remaining maturity 1, risk weight 0%
6%
0%
05 15 10
6%
20 %
05 15 15
6%
50 %
05 15 20
6%
100 %
05 15 25
Remaining maturity 1 < t 5, risk weight 0%
8%
0%
05 15 30
8%
20 %
05 15 35
8%
50 %
05 15 40
8%
100 %
05 15 45
10 %
0%
05 15 50
10 %
20 %
05 15 55
10 %
50 %
05 15 60
10 %
100 %
05 20
Total precious metal and other commodity instruments
05 20 05
Total precious metal instruments
05 20 05 05
7%
0%
05 20 05 10
7%
20 %
05 20 05 15
7%
50 %
05 20 05 20
7%
100 %
05 20 05 25
7%
0%
05 20 05 30
7%
20 %
05 20 05 35
7%
50 %
05 20 05 40
7%
100 %
05 20 05 45
8%
0%
05 20 05 50
8%
20 %
05 20 05 55
8%
50 %
05 20 05 60
8%
100 %
05 20 10
Total other commodity instruments
21.2.2005
Replacement
Nominal
Conv. fact.
Future
Credit equivalent
Risk
Risk-weighted+C184
cost
amount
Credit exposure
amount
weight
amount
05
10
15
20
25
05 20 10 05
10 %
0%
05 20 10 10
10 %
20 %
05 20 10 15
10 %
50 %
05 20 10 20
10 %
100 %
05 20 10 25
12 %
0%
05 20 10 30
12 %
20 %
05 20 10 35
12 %
50 %
05 20 10 40
12 %
100 %
05 20 10 45
15 %
0%
05 20 10 50
15 %
20 %
05 20 10 55
15 %
50 %
05 20 10 60
15 %
100 %

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21.2.

Capital requirement against credit risk

Calculation of capital adequacy ratio

Balance sheet value /

Own funds (Regulation No. 106.6/203.23/306.6)

C.No Ref. No.

Total own funds

Original own funds

Additional own funds, net

Total risk-weighed items

Risk-weighted amount of credit risk (Regulation No. 106.7/203.24/306.7)

Total risk-weighed asset and off-balance-sheet items

Total assets/Balance sheet total

Claims on the central government of Finland and comparable items

Claims secured by collateral in the form of deposits

Claims on Finnish municipalities and comparable items

Claims on the Bank of Finland and comparable items

Claims on the European Communities

Category II (risk weight 20 per cent)

Claims on Finnish credit institutions, investment firms and comparable items

Short-term claims on foreign credit institutions

Claims on Finnish parishes and certain foreign sector entities

Claims on multilateral development banks

Claims secured by collateral in the form of deposits

Claims in respect of cash items in the process of collection

Category III (risk weight 50 per cent)

Loans secured by mortgages on residential property

Securities secured by mortgages on residential property

Prepayments and accrued income where counterparty risk cannot be specified

Category IV (risk weight 100 per cent)

Other claims on the public

Other claims on foreign central governments, central banks or credit institutions

Shares and participations

Debentures and comparable instruments

Category V (risk weight 10%)

Mortgage bonds issued by mortgage banks

Calculation of capital adequacy ratio

Balance sheet value /

Total off-balance-sheet items

Guarantees and other direct credit substitutes

Category I (risk weight 0 per cent)

Category II (risk weight 20 per cent)

Category III (risk weight 50 per cent)

Category IV (risk weight 100 per cent)

Asset sales with recourse

Category I (risk weight 0 per cent)

Category II (risk weight 20 per cent)

Category III (risk weight 50 per cent)

Category IV (risk weight 100 per cent)

Forward asset purchases

Category I (risk weight 0 per cent)

Category II (risk weight 20 per cent)

Category III (risk weight 50 per cent)

Category IV (risk weight 100 per cent)

Category I (risk weight 0 per cent)

Category II (risk weight 20 per cent)

Category III (risk weight 50 per cent)

Category IV (risk weight 100 per cent)

Category I (risk weight 0 per cent)

Category II (risk weight 20 per cent)

Category III (risk weight 50 per cent)

Category IV (risk weight 100 per cent)

Guarantees and other transaction-related contingent items