Disclosure Report as at 31 December 2018 in accordance with CRR
(WorldNews Germany)

2018Disclosure Report as at 31 December in accordance with the Capital Requirements Regulation (CRR) Contents 3Introduction 5Equity capital, capital requirement and RWA 5Capital structure 9Connection between balance-sheet and regulatory positions 13 Capital requirement and RWA 15 Risk-oriented overall bank management 15Risk statement 16Risk management organisation 17Risk strategy and risk management 19 Risk-bearing capacity and stress testing 21 A. Credit risk (CR) 21Risk management 25Credit risk model 34Credit risk mitigation 37Credit risk and credit risk mitigation in the IRBA 43Credit risk and credit risk mitigation in the SACR 46Overarching portfolio analyses 52Loan loss provisions for...