XML 322 R269.htm IDEA: XBRL DOCUMENT v3.22.4
Risk Report - Credit Risk Exposure - Maximum Exposure to Credit Risk (Detail) - EUR (€)
€ in Millions
Dec. 31, 2022
Dec. 31, 2021
Maximum exposure to credit risk [Member]    
Financial assets at amortized cost [Abstract]    
Cash and central bank balances € 178,897 [1] € 192,025 [2]
Interbank balances (w/o central banks) 7,199 [1] 7,345 [2]
Central bank funds sold and securities purchased under resale agreements 11,479 [1] 8,370 [2]
Securities borrowed 0 [1] 63
Loans 495,979 [1] 476,827
Other assets subject to credit risk [3] 98,336 83,313 [2],[4],[5],[6]
Total financial assets at amortized cost [7] 791,891 [1] 767,942 [2],[8]
Trading assets 90,180 [1] 97,080 [2],[9]
Positive market values from derivative financial instruments 299,856 299,732 [9]
Non-trading financial assets mandatory at fair value through profit or loss 88,799 [1] 87,873 [2],[9]
Of which: [Abstract]    
Securities purchased under resale agreement 63,855 [1] 59,931
Securities borrowed 17,414 [1] 18,355
Loans 1,037 [1] 895
Financial assets designated at fair value through profit or loss 168 [1] 140 [2],[9]
Total financial assets at fair value through profit or loss [10] 479,002 [1] 484,825 [2],[9]
Financial assets at fair value through other comprehensive income 31,675 [1] 28,979
Of which: [Abstract]    
Securities purchased under resale agreement 2,156 [1] 1,231
Loans 4,069 [1] 4,370
Financial guarantees and other credit related contingent liabilities [11] 67,214 [1] 59,394
Revocable and irrevocable lending commitments and other credit related commitments [11] 251,021 [1] 234,432 [12],[13]
Total off-balance sheet 318,234 [1] 293,825
Maximum exposure to credit risk 1,620,803 [1] 1,575,572
Subject to Impairment [Member]    
Financial assets at amortized cost [Abstract]    
Cash and central bank balances 178,897 192,025
Interbank balances (w/o central banks) 7,199 7,345
Central bank funds sold and securities purchased under resale agreements 11,479 8,370
Securities borrowed 0 63
Loans 495,979 476,827
Other assets subject to credit risk [3] 93,221 79,669 [4],[5],[6]
Total financial assets at amortized cost [7] 786,776 764,298
Of which: [Abstract]    
Financial assets at fair value through other comprehensive income 31,675 28,979
Of which: [Abstract]    
Securities purchased under resale agreement 2,156 1,231
Loans 4,069 4,370
Financial guarantees and other credit related contingent liabilities 67,214 59,394 [11]
Revocable and irrevocable lending commitments and other credit related commitments 249,959 233,754 [11],[13]
Total off-balance sheet 317,173 [11] 293,148
Maximum exposure to credit risk 1,135,624 1,086,425
Netting [Member]    
Financial assets at amortized cost [Abstract]    
Central bank funds sold and securities purchased under resale agreements 700  
Other assets subject to credit risk [3] 29,171 30,639 [4],[5],[6]
Total financial assets at amortized cost 29,871 30,639 [7]
Positive market values from derivative financial instruments 227,361 238,412 [9]
Non-trading financial assets mandatory at fair value through profit or loss 2,480 2,176 [9]
Of which: [Abstract]    
Securities purchased under resale agreement 2,480 2,176
Total financial assets at fair value through profit or loss 229,841 240,588 [9],[10]
Of which: [Abstract]    
Maximum exposure to credit risk 259,712 271,227
Collateral [Member]    
Financial assets at amortized cost [Abstract]    
Central bank funds sold and securities purchased under resale agreements 10,771 8,070
Securities borrowed   63
Loans 269,428 247,109
Other assets subject to credit risk [3] 871 709 [4],[5],[6]
Total financial assets at amortized cost [7] 281,070 255,951
Trading assets 1,573 2,217 [9]
Positive market values from derivative financial instruments 53,290 41,692 [9]
Non-trading financial assets mandatory at fair value through profit or loss 78,920 75,960 [9]
Of which: [Abstract]    
Securities purchased under resale agreement 61,376 57,755
Securities borrowed 17,300 17,978
Loans 78 190 [9]
Total financial assets at fair value through profit or loss 133,783 119,869 [9],[10]
Financial assets at fair value through other comprehensive income 2,622 2,097 [13]
Of which: [Abstract]    
Securities purchased under resale agreement 1,732 1,186 [13]
Loans 11 20 [13]
Financial guarantees and other credit related contingent liabilities 4,738 3,077 [11]
Revocable and irrevocable lending commitments and other credit related commitments 24,769 18,545 [11]
Total off-balance sheet 29,507 [11] 21,622
Maximum exposure to credit risk 446,982 399,538
Guarantees and Credit derivatives [Member]    
Financial assets at amortized cost [Abstract]    
Loans [14] 38,899 33,353 [15]
Other assets subject to credit risk [3] 317 206 [4],[5],[6],[14],[15]
Total financial assets at amortized cost [7],[14] 39,216 33,559 [8],[15]
Trading assets [14] 1,264 1,091 [9],[15]
Positive market values from derivative financial instruments 6 37 [9],[15]
Non-trading financial assets mandatory at fair value through profit or loss [14] 69 187 [9],[15]
Of which: [Abstract]    
Loans 46 187 [9],[14],[15]
Financial assets designated at fair value through profit or loss 94 82 [9],[14],[15]
Total financial assets at fair value through profit or loss 1,433 1,398 [10],[14],[15]
Financial assets at fair value through other comprehensive income 879 [10] 891 [9],[15]
Of which: [Abstract]    
Loans 879 891 [15]
Financial guarantees and other credit related contingent liabilities 7,482 6,857 [11],[15]
Revocable and irrevocable lending commitments and other credit related commitments [11] 5,694 5,888 [15]
Total off-balance sheet 13,176 [11] 12,746 [12],[15]
Maximum exposure to credit risk 54,704 48,593 [15]
Total credit enhancements [Member]    
Financial assets at amortized cost [Abstract]    
Central bank funds sold and securities purchased under resale agreements 11,471 8,070
Securities borrowed   63
Loans 308,327 280,462
Other assets subject to credit risk [3] 30,359 31,555 [4],[5],[6]
Total financial assets at amortized cost [7] 350,158 320,149
Trading assets 2,837 3,308 [9]
Positive market values from derivative financial instruments 280,657 280,140 [9]
Non-trading financial assets mandatory at fair value through profit or loss 81,469 78,324 [9]
Of which: [Abstract]    
Securities purchased under resale agreement 63,855 59,931
Securities borrowed 17,300 17,978
Loans 124 378
Financial assets designated at fair value through profit or loss 94 82 [9]
Total financial assets at fair value through profit or loss 365,057 361,854 [9],[10]
Financial assets at fair value through other comprehensive income 3,500 2,988
Of which: [Abstract]    
Securities purchased under resale agreement 1,732 1,186
Loans 890 911
Financial guarantees and other credit related contingent liabilities 12,220 9,934 [11]
Revocable and irrevocable lending commitments and other credit related commitments 30,463 24,433 [11]
Total off-balance sheet 42,683 [11] 34,368
Maximum exposure to credit risk € 761,398 € 719,359
[1] Does not include credit derivative notional sold (€ 738,733 million) and credit derivative notional bought protection
[2] Does not include credit derivative notional sold (€ 491,407 million) and credit derivative notional bought protection
[3] Includes Asset Held for Sale regardless of accounting classification
[4] All amounts at amortized cost (gross) except for qualifying hedge derivatives, which are reflected at Fair value through P&L
[5] All amounts at amortized cost (gross) except for qualifying hedge derivatives, which are reflected at Fair value through P&L
[6] Includes Asset Held for Sale regardless of accounting classification
[7] All amounts at gross value before deductions of allowance for credit losses
[8] All amounts at gross value before deductions of allowance for credit losses
[9] Excludes equities, other equity interests and commodities
[10] Excludes equities, other equity interests and commodities
[11] Figures are reflected at notional amounts
[12] Figures are reflected at notional amounts
[13] Prior year’s comparatives aligned to presentation in the current year
[14] Bought Credit protection is reflected with the notional of the underlying
[15] Bought Credit protection is reflected with the notional of the underlying