XML 144 R135.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
Note 7 - Risk Management - Market Risk (Details) - EUR (€)
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Interest Rate Risk Member | Weighted average [Member]      
Breakdown Of Var Line Items      
Value At Risk € 21,000,000 € 20,000,000 € 25,000,000
Interest Rate Risk Member | Maximum Member      
Breakdown Of Var Line Items      
Value At Risk 28,000,000 23,000,000 27,000,000
Interest Rate Risk Member | Minimum [Member]      
Breakdown Of Var Line Items      
Value At Risk 13,000,000 17,000,000 23,000,000
Interest Rate Risk Member | Var At The End Of The Period [Member]      
Breakdown Of Var Line Items      
Value At Risk 24,000,000 19,000,000 23,000,000
Currency Risk Member | Weighted average [Member]      
Breakdown Of Var Line Items      
Value At Risk 6,000,000 6,000,000 10,000,000
Currency Risk Member | Maximum Member      
Breakdown Of Var Line Items      
Value At Risk 6,000,000 7,000,000 11,000,000
Currency Risk Member | Minimum [Member]      
Breakdown Of Var Line Items      
Value At Risk 5,000,000 6,000,000 7,000,000
Currency Risk Member | Var At The End Of The Period [Member]      
Breakdown Of Var Line Items      
Value At Risk 5,000,000 5,000,000 7,000,000
Stock Market Risk [Member] | Weighted average [Member]      
Breakdown Of Var Line Items      
Value At Risk 4,000,000 4,000,000 3,000,000
Stock Market Risk [Member] | Maximum Member      
Breakdown Of Var Line Items      
Value At Risk 3,000,000 6,000,000 2,000,000
Stock Market Risk [Member] | Minimum [Member]      
Breakdown Of Var Line Items      
Value At Risk 5,000,000 4,000,000 4,000,000
Stock Market Risk [Member] | Var At The End Of The Period [Member]      
Breakdown Of Var Line Items      
Value At Risk 5,000,000 3,000,000 4,000,000
Vega Correlation Risk [Member] | Weighted average [Member]      
Breakdown Of Var Line Items      
Value At Risk 9,000,000 9,000,000 13,000,000
Vega Correlation Risk [Member] | Maximum Member      
Breakdown Of Var Line Items      
Value At Risk 9,000,000 11,000,000 12,000,000
Vega Correlation Risk [Member] | Minimum [Member]      
Breakdown Of Var Line Items      
Value At Risk 9,000,000 7,000,000 14,000,000
Vega Correlation Risk [Member] | Var At The End Of The Period [Member]      
Breakdown Of Var Line Items      
Value At Risk 8,000,000 7,000,000 14,000,000
Diversification Effect Member | Weighted average [Member]      
Breakdown Of Var Line Items      
Value At Risk (20,000,000) [1] (20,000,000) [2] (23,000,000) [3]
Diversification Effect Member | Maximum Member      
Breakdown Of Var Line Items      
Value At Risk (21,000,000) [1] (21,000,000) [2] (19,000,000) [3]
Diversification Effect Member | Minimum [Member]      
Breakdown Of Var Line Items      
Value At Risk (18,000,000) [1] (18,000,000) [2] (26,000,000) [3]
Diversification Effect Member | Var At The End Of The Period [Member]      
Breakdown Of Var Line Items      
Value At Risk (22,000,000) [1] (17,000,000) [2] (26,000,000) [3]
Total Member | Weighted average [Member]      
Breakdown Of Var Line Items      
Value At Risk 19,000,000 21,000,000 27,000,000
Total Member | Maximum Member      
Breakdown Of Var Line Items      
Value At Risk 25,000,000 26,000,000 34,000,000
Total Member | Minimum [Member]      
Breakdown Of Var Line Items      
Value At Risk 14,000,000 16,000,000 22,000,000
Total Member | Var At The End Of The Period [Member]      
Breakdown Of Var Line Items      
Value At Risk € 20,000,000 € 17,000,000 € 22,000,000
[1]

(*) The div ersification 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.

[2]

(*) The div ersification 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.

[3]

(*) The div ersification 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.