Corporate Credit Exposure


The following table breaks down several of our main corporate credit exposure categories according to the creditworthiness categories of our counterparties.

Corporate credit exposure credit risk profile by creditworthiness category

Loans1

Irrevocable lending commitments2

Contingent liabilities

OTC derivatives3

Total

in € m.

Jun 30, 2010

Dec 31, 2009

Jun 30, 2010

Dec 31, 2009

Jun 30, 2010

Dec 31, 2009

Jun 30, 2010

Dec 31, 2009

Jun 30, 2010

Dec 31, 2009

1

Includes impaired loans mainly in category CCC and below amounting to € 5.0 billion as of June 30, 2010 and € 4.9 billion as of December 31, 2009.

2

Includes irrevocable lending commitments related to consumer credit exposure of € 4.3 billion as of June 30, 2010 and € 2.9 billion as of December 31, 2009.

3

Includes the effect of netting agreements and cash collateral received where applicable.

AAA–AA

29,876

28,134

24,142

22,211

8,270

6,573

26,810

23,966

89,098

80,884

A

35,487

29,634

30,128

22,758

17,722

13,231

18,607

13,793

101,944

79,416

BBB

57,152

46,889

33,779

28,814

18,987

15,753

10,863

7,600

120,781

99,056

BB

51,617

43,401

19,749

23,031

14,713

9,860

14,421

12,785

100,500

89,077

B

10,727

9,090

7,338

5,935

5,731

4,290

3,041

1,952

26,837

21,267

CCC and below

15,059

14,633

1,453

1,376

1,972

2,476

3,757

4,444

22,241

22,929

Total

199,918

171,781

116,589

104,125

67,395

52,183

77,499

64,540

461,401

392,629

The above table shows an overall increase in our corporate credit exposure primarily reflecting increases of € 36 billion due to foreign exchange rate changes and € 27 billion due to the acquisition of Sal. Oppenheim Group and parts of ABN AMRO’s commercial banking activities in the Netherlands.

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