Regulatory Capital


The Bank’s Tier 1 capital ratio was 11.3 % as of June 30, 2010, up from 11.2 % at the end of the first quarter 2010 and well above our published target of 10 %. The consolidation of parts of ABN AMRO’s commercial banking activities in the Netherlands contributed € 8 billion to the quarter-on-quarter growth in risk-weighted assets and a reduction of € 0.2 billion in our Tier 1 capital, resulting in a 35 basis point reduction in the Tier 1 capital ratio. The core Tier 1 ratio, which excludes hybrid capital instruments, was 7.5 % as of June 30, 2010, unchanged from the end of the first quarter 2010. Tier 1 capital as of June 30, 2010 was € 34.3 billion, € 1.5 billion higher than at the end of the first quarter 2010, reflecting increases from foreign exchange effects of € 1.6 billion and capital formation through net income of € 1.2 billion. This development was partially offset by € 1.1 billion higher capital deductions, principally due to re-assessed securitization positions in the trading book. Risk-weighted assets were € 303 billion as of June 30, 2010, € 11 billion higher than at the end of the first quarter 2010. This increase primarily reflected the development of foreign exchange rates while higher risk-weighted assets following the aforementioned acquisition were offset by reductions in credit and market risk.

Service Functions

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