XML 165 R144.htm IDEA: XBRL DOCUMENT v3.8.0.1
Note 7 - Risk Management - Market Risk (Details) - EUR (€)
€ in Millions
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Breakdown Of Var Line Items      
Value At Risk € 22 € 26 € 24
Interest Rate [Member] | Weighted Average [Member]      
Breakdown Of Var Line Items      
Value At Risk 25 28  
Interest Rate [Member] | Maximum [Member]      
Breakdown Of Var Line Items      
Value At Risk 27 30 32
Interest Rate [Member] | Minimun [Member]      
Breakdown Of Var Line Items      
Value At Risk 23 21 20
Interest Rate [Member] | Closing date [Member]      
Breakdown Of Var Line Items      
Value At Risk 23 29 21
Currency Risk [Member] | Weighted Average [Member]      
Breakdown Of Var Line Items      
Value At Risk 10 10  
Currency Risk [Member] | Maximum [Member]      
Breakdown Of Var Line Items      
Value At Risk 11 16 5
Currency Risk [Member] | Minimun [Member]      
Breakdown Of Var Line Items      
Value At Risk 7 10 6
Currency Risk [Member] | Closing date [Member]      
Breakdown Of Var Line Items      
Value At Risk 7 7 9
Stock Market Risk [Member] | Weighted Average [Member]      
Breakdown Of Var Line Items      
Value At Risk 3 4  
Stock Market Risk [Member] | Maximum [Member]      
Breakdown Of Var Line Items      
Value At Risk 2 4 3
Stock Market Risk [Member] | Minimun [Member]      
Breakdown Of Var Line Items      
Value At Risk 4 1 3
Stock Market Risk [Member] | Closing date [Member]      
Breakdown Of Var Line Items      
Value At Risk 4 2 3
Vega Correlation Risk [Member] | Weighted Average [Member]      
Breakdown Of Var Line Items      
Value At Risk 13 11  
Vega Correlation Risk [Member] | Maximum [Member]      
Breakdown Of Var Line Items      
Value At Risk 12 11 9
Vega Correlation Risk [Member] | Minimun [Member]      
Breakdown Of Var Line Items      
Value At Risk 14 11 9
Vega Correlation Risk [Member] | Closing date [Member]      
Breakdown Of Var Line Items      
Value At Risk 14 12 11
Diversification Effect [Member] | Weighted Average [Member]      
Breakdown Of Var Line Items      
Value At Risk (23) (23)  
Diversification Effect [Member] | Maximum [Member]      
Breakdown Of Var Line Items      
Value At Risk (19) (23) (18)
Diversification Effect [Member] | Minimun [Member]      
Breakdown Of Var Line Items      
Value At Risk (26) (20) (17)
Diversification Effect [Member] | Closing date [Member]      
Breakdown Of Var Line Items      
Value At Risk [1] (26) (24) (20)
Total [Member] | Weighted Average [Member]      
Breakdown Of Var Line Items      
Value At Risk 27 29 24
Total [Member] | Maximum [Member]      
Breakdown Of Var Line Items      
Value At Risk 34 38 30
Total [Member] | Minimun [Member]      
Breakdown Of Var Line Items      
Value At Risk 22 23 21
Total [Member] | Closing date [Member]      
Breakdown Of Var Line Items      
Value At Risk € 22 € 26 € 24
[1]

(*) The diversification effect is the difference between the sum of the average individual risk factors and the total VaR figure that includes the implied correlation between all the variables and scenarios used in the measurement.