A. Qualitative information

As shown in the table on regulatory capital and capital ratios, the Banca IFIS Group, at 31 December 2010, had a ratio between both tier 1 capital and risk-weighted assets of 11.5% and between regulatory capital and risk-weighted assets of 11.3%, exceeding the minimum requirement of 8%.

The increase on the previous year was due to the share capital increase in July 2010.

B. Quantitative information

Categories/Amounts

Non-weighted amounts

Weighted amounts/

requirements

31.12.2010

31.12.2009

31.12.2010

31.12.2009

A. RISK ASSETS

 

 

 

 

A.1 CREDIT RISK AND COUNTERPARTY RISK

2,823,794

1,963,987

1,621,454

1,502,331

1. Standardised approach

2,823,794

1,963,987

1,621,454

1,502,331

2. Internal rating method

-

-

-

-

2.1 Basic indicator approach

 

 

 

 

2.2 Advanced measurement approach

 

 

 

 

3. Securitisation programmes

-

-

-

-

B. REGULATORY CAPITAL REQUIREMENTS

 

 

 

 

B.1 CREDIT RISK AND COUNTERPARTY RISK

 

 

129,716

120,186

B.2 MARKET RISKS

 

 

1,893

1,892

1. Standard method

 

 

1,893

1,892

2. Internal models

 

 

-

-

3. Concentration risk

 

 

-

-

B.3 OPERATIONAL RISK

 

 

12,144

10,108

1. Basic indicator approach

 

 

12,144

10,108

2. Standardised approach

 

 

-

-

3. Advanced measurement approach

 

 

-

-

B.4 Other prudential requirements

 

 

-

-

B.5 Other calculation factors

 

 

-

-

B.6 Total prudential requirements

 

 

143,753

132,186

C. RISK ASSETS AND CAPITAL REQUIREMENT RATIOS

 

 

 

 

C.1 Risk-weighted assets

 

 

1,796,910

1,652,319

C.2 Tier 1/Risk-weighted assets (Tier 1 capital ratio)

 

 

11.49%

9.20%

C.3 Regulatory capital including TIER 3/Risk-weighted assets (Total capital ratio)

 

 

11.28%

8.90%