Fair value of financial instruments - Schedule of effect on fair value of financial instruments classified as Level 3 of a reasonable change in the assumptions used in the valuation (Details)
€ in Thousands |
12 Months Ended |
|
Dec. 31, 2025
EUR (€)
|
Dec. 31, 2024
EUR (€)
|
Dec. 31, 2023
EUR (€)
|
| Discounted Cash Flows | Financial liabilities held for trading | Constant Maturity Swap (CMS) |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value liabilities due to changes in inputs |
|
|
€ 0
|
| Increase in fair value assets due to changes in inputs |
|
|
0
|
| Discounted Cash Flows | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value liabilities due to changes in inputs |
€ (2,420)
|
€ (4,090)
|
(4,090)
|
| Increase in fair value assets due to changes in inputs |
660
|
1,650
|
1,650
|
| Volatility Option Model Valuation Technique | Financial liabilities held for trading | Cap&Floor |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value liabilities due to changes in inputs |
(90)
|
(110)
|
(110)
|
| Increase in fair value assets due to changes in inputs |
70
|
70
|
70
|
| Volatility Option Model Valuation Technique | Financial liabilities held for trading | FX Options |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value liabilities due to changes in inputs |
(330)
|
(30)
|
(30)
|
| Increase in fair value assets due to changes in inputs |
220
|
20
|
20
|
| Volatility Option Model Valuation Technique | Financial liabilities held for trading | Swaptions |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value liabilities due to changes in inputs |
|
|
(210)
|
| Increase in fair value assets due to changes in inputs |
|
|
€ 100
|
| Discounted cash flows on inflation swap rate | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value liabilities due to changes in inputs |
(1,380)
|
(4,770)
|
|
| Increase in fair value assets due to changes in inputs |
€ 1,400
|
€ 4,240
|
|
| Minimum | Credit spread | Discounted Cash Flows | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.00084
|
0.0034
|
|
| Minimum | Volatility | Discounted Cash Flows | Financial liabilities held for trading | Constant Maturity Swap (CMS) |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.10
|
| Minimum | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | Cap&Floor |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.10
|
0.10
|
0.10
|
| Minimum | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | FX Options |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.10
|
0.10
|
0.10
|
| Minimum | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | Swaptions |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.10
|
| Minimum | Inflation Swap Rate | Discounted Cash Flows | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.10
|
| Minimum | Inflation Swap Rate | Discounted cash flows on inflation swap rate | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.01
|
0.01
|
|
| Maximum | Credit spread | Discounted Cash Flows | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.00192
|
0.0068
|
|
| Maximum | Volatility | Discounted Cash Flows | Financial liabilities held for trading | Constant Maturity Swap (CMS) |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.90
|
| Maximum | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | Cap&Floor |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.90
|
0.90
|
0.90
|
| Maximum | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | FX Options |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.90
|
0.90
|
0.90
|
| Maximum | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | Swaptions |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.90
|
| Maximum | Inflation Swap Rate | Discounted Cash Flows | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.90
|
| Maximum | Inflation Swap Rate | Discounted cash flows on inflation swap rate | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.99
|
0.99
|
|
| Weighted average | Credit spread | Discounted Cash Flows | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.001070
|
|
|
| Significant unobservable input, liabilities |
|
0.0044
|
|
| Weighted average | Volatility | Discounted Cash Flows | Financial liabilities held for trading | Constant Maturity Swap (CMS) |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.4766
|
| Weighted average | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | Cap&Floor |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.4380
|
0.4220
|
0.4220
|
| Weighted average | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | FX Options |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.4230
|
0.4530
|
0.4530
|
| Weighted average | Volatility | Volatility Option Model Valuation Technique | Financial liabilities held for trading | Swaptions |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.3555
|
| Weighted average | Inflation Swap Rate | Discounted Cash Flows | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
|
|
0.3903
|
| Weighted average | Inflation Swap Rate | Discounted cash flows on inflation swap rate | Financial liabilities held for trading | Interest rate swaps |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, liabilities |
0.5040
|
0.4712
|
|
| Financial assets held for trading | Corporate debt | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (2,240)
|
€ (2,240)
|
€ (4,500)
|
| Increase in fair value assets due to changes in inputs |
€ 2,290
|
€ 2,290
|
€ 4,610
|
| Financial assets held for trading | Corporate debt | Minimum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
0
|
0
|
| Financial assets held for trading | Corporate debt | Maximum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.10
|
0.10
|
0.10
|
| Financial assets held for trading | Corporate debt | Weighted average | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0510
|
0.0510
|
0.0506
|
| Financial assets held for trading | Other debt securities | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (1,320)
|
€ (1,320)
|
|
| Increase in fair value assets due to changes in inputs |
€ 620
|
€ 620
|
|
| Financial assets held for trading | Other debt securities | Minimum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.10
|
0.10
|
|
| Financial assets held for trading | Other debt securities | Maximum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.90
|
0.90
|
|
| Financial assets held for trading | Other debt securities | Weighted average | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.3550
|
0.3550
|
|
| Financial assets held for trading | Government debt | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (9,210)
|
€ (9,210)
|
€ (8,070)
|
| Increase in fair value assets due to changes in inputs |
€ 9,240
|
€ 9,240
|
€ 8,020
|
| Financial assets held for trading | Government debt | Minimum | Discount curve | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
0
|
0
|
| Financial assets held for trading | Government debt | Maximum | Discount curve | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.08
|
0.08
|
0.08
|
| Financial assets held for trading | Government debt | Weighted average | Discount curve | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0400
|
0.0400
|
0.0399
|
| Financial assets held for trading | Currency swap contract | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (10)
|
€ (10)
|
|
| Increase in fair value assets due to changes in inputs |
€ 10
|
€ 10
|
|
| Financial assets held for trading | Currency swap contract | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
|
€ (900)
|
| Increase in fair value assets due to changes in inputs |
|
|
€ 1,030
|
| Financial assets held for trading | Currency swap contract | Minimum | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
(0.0006)
|
| Financial assets held for trading | Currency swap contract | Minimum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.463
|
1.58
|
|
| Financial assets held for trading | Currency swap contract | Maximum | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.0006
|
| Financial assets held for trading | Currency swap contract | Maximum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.483
|
1.65
|
|
| Financial assets held for trading | Currency swap contract | Weighted average | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.000040
|
| Financial assets held for trading | Currency swap contract | Weighted average | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.4730
|
1.6150
|
|
| Financial assets held for trading | Credit default swaps | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
€ (90)
|
|
| Increase in fair value assets due to changes in inputs |
|
€ 100
|
|
| Financial assets held for trading | Credit default swaps | Credit Default Models |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
|
€ (140)
|
| Increase in fair value assets due to changes in inputs |
|
|
€ 140
|
| Financial assets held for trading | Credit default swaps | Minimum | Illiquid credit default spread curves | Credit Default Models |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.0100
|
| Financial assets held for trading | Credit default swaps | Minimum | Credit spread | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
1
|
|
| Financial assets held for trading | Credit default swaps | Maximum | Illiquid credit default spread curves | Credit Default Models |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.0200
|
| Financial assets held for trading | Credit default swaps | Maximum | Credit spread | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
2.50
|
|
| Financial assets held for trading | Credit default swaps | Weighted average | Illiquid credit default spread curves | Credit Default Models |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.014914
|
| Financial assets held for trading | Credit default swaps | Weighted average | Credit spread | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
1.7883
|
|
| Financial assets held for trading | EQ Options | EQ option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (170)
|
€ (480)
|
€ (480)
|
| Increase in fair value assets due to changes in inputs |
240
|
690
|
690
|
| Financial assets held for trading | EQ Options | Local volatility |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
(18,860)
|
(21,540)
|
(21,540)
|
| Increase in fair value assets due to changes in inputs |
€ 18,860
|
€ 21,540
|
€ 21,540
|
| Financial assets held for trading | EQ Options | Minimum | Volatility | EQ option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
0
|
0
|
| Financial assets held for trading | EQ Options | Minimum | Volatility | Local volatility |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.10
|
0.10
|
0.10
|
| Financial assets held for trading | EQ Options | Maximum | Volatility | EQ option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.70
|
0.70
|
0.70
|
| Financial assets held for trading | EQ Options | Maximum | Volatility | Local volatility |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.90
|
0.90
|
0.90
|
| Financial assets held for trading | EQ Options | Weighted average | Volatility | EQ option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.4050
|
0.4125
|
0.4125
|
| Financial assets held for trading | EQ Options | Weighted average | Volatility | Local volatility |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.5000
|
0.5000
|
0.5000
|
| Financial assets held for trading | Inflation Derivatives | Asset Swap Model Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (180)
|
€ (210)
|
€ (210)
|
| Increase in fair value assets due to changes in inputs |
€ 170
|
€ 180
|
€ 180
|
| Financial assets held for trading | Inflation Derivatives | Minimum | Inflation Swap Rate | Asset Swap Model Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.02
|
0.02
|
0.02
|
| Financial assets held for trading | Inflation Derivatives | Maximum | Inflation Swap Rate | Asset Swap Model Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.08
|
0.08
|
0.08
|
| Financial assets held for trading | Inflation Derivatives | Weighted average | Inflation Swap Rate | Asset Swap Model Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0490
|
0.0478
|
0.0478
|
| Financial assets held for trading | IR Options | IR option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (190)
|
€ (160)
|
€ (160)
|
| Increase in fair value assets due to changes in inputs |
190
|
€ 220
|
€ 220
|
| Financial assets held for trading | IR Options | INF option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
(630)
|
|
|
| Increase in fair value assets due to changes in inputs |
€ 630
|
|
|
| Financial assets held for trading | IR Options | Minimum | Volatility | IR option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
0
|
0.000
|
| Financial assets held for trading | IR Options | Minimum | Volatility | INF option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
|
|
| Financial assets held for trading | IR Options | Maximum | Volatility | IR option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.30
|
0.30
|
0.300
|
| Financial assets held for trading | IR Options | Maximum | Volatility | INF option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.30
|
|
|
| Financial assets held for trading | IR Options | Weighted average | Volatility | IR option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.1480
|
0.1734
|
0.1734
|
| Financial assets held for trading | IR Options | Weighted average | Volatility | INF option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.1490
|
|
|
| Financial assets held for trading | Interest rate swaps | Discounted Cash Flows on credit spread |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (2,100)
|
€ (1,910)
|
€ (1,910)
|
| Increase in fair value assets due to changes in inputs |
840
|
1,740
|
1,740
|
| Financial assets held for trading | Interest rate swaps | Discounting Cash Flows On Inflation Swap Rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
0
|
|
|
| Increase in fair value assets due to changes in inputs |
1,410
|
|
|
| Financial assets held for trading | Interest rate swaps | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
|
(30)
|
| Increase in fair value assets due to changes in inputs |
|
|
30
|
| Financial assets held for trading | Interest rate swaps | Others |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
(11,240)
|
(4,090)
|
(4,090)
|
| Increase in fair value assets due to changes in inputs |
€ 8,230
|
0
|
0
|
| Financial assets held for trading | Interest rate swaps | Discounted Cash Flows on swap rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
(2,450)
|
(2,450)
|
| Increase in fair value assets due to changes in inputs |
|
€ 2,410
|
2,410
|
| Financial assets held for trading | Interest rate swaps | Prepayment modelling |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
|
0
|
| Increase in fair value assets due to changes in inputs |
|
|
€ 50
|
| Financial assets held for trading | Interest rate swaps | Minimum | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
(0.00052)
|
| Financial assets held for trading | Interest rate swaps | Minimum | Credit spread | Discounted Cash Flows on credit spread |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.196
|
0.478
|
0.478
|
| Financial assets held for trading | Interest rate swaps | Minimum | Inflation Swap Rate | Discounting Cash Flows On Inflation Swap Rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.010
|
|
|
| Financial assets held for trading | Interest rate swaps | Minimum | Swap rate | Discounted Cash Flows on swap rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.01
|
0.010
|
| Financial assets held for trading | Interest rate swaps | Minimum | Other Measurement Input | Others |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.05
|
0.05
|
0.05
|
| Financial assets held for trading | Interest rate swaps | Minimum | Prepayment rate | Prepayment modelling |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.025
|
| Financial assets held for trading | Interest rate swaps | Maximum | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.00052
|
| Financial assets held for trading | Interest rate swaps | Maximum | Credit spread | Discounted Cash Flows on credit spread |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.275
|
2.734
|
2.734
|
| Financial assets held for trading | Interest rate swaps | Maximum | Inflation Swap Rate | Discounting Cash Flows On Inflation Swap Rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.990
|
|
|
| Financial assets held for trading | Interest rate swaps | Maximum | Swap rate | Discounted Cash Flows on swap rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.99
|
0.990
|
| Financial assets held for trading | Interest rate swaps | Maximum | Prepayment rate | Prepayment modelling |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.090
|
| Financial assets held for trading | Interest rate swaps | Weighted average | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.000009
|
| Financial assets held for trading | Interest rate swaps | Weighted average | Credit spread | Discounted Cash Flows on credit spread |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.5050
|
1.5536
|
1.5536
|
| Financial assets held for trading | Interest rate swaps | Weighted average | Inflation Swap Rate | Discounting Cash Flows On Inflation Swap Rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.9900
|
|
|
| Financial assets held for trading | Interest rate swaps | Weighted average | Swap rate | Discounted Cash Flows on swap rate |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.4958
|
0.4958
|
| Financial assets held for trading | Interest rate swaps | Weighted average | Prepayment rate | Prepayment modelling |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.0892
|
| Financial assets held for trading | Other derivatives | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (3,480)
|
€ (3,000)
|
|
| Increase in fair value assets due to changes in inputs |
€ 3,470
|
€ 3,080
|
|
| Financial assets held for trading | Other derivatives | Minimum | Price | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0060
|
0.0060
|
|
| Financial assets held for trading | Other derivatives | Maximum | Price | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0300
|
0.0300
|
|
| Financial assets held for trading | Other derivatives | Weighted average | Price | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.017980
|
0.018150
|
|
| Financial assets held for trading | Property derivatives | Option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (2,640)
|
€ (3,390)
|
€ (3,390)
|
| Increase in fair value assets due to changes in inputs |
€ 2,640
|
€ 3,390
|
€ 3,390
|
| Financial assets held for trading | Property derivatives | Minimum | Growth rate | Option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
(0.05)
|
(0.05)
|
(0.05)
|
| Financial assets held for trading | Property derivatives | Maximum | Growth rate | Option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.05
|
0.05
|
0.05
|
| Financial assets held for trading | Property derivatives | Weighted average | Growth rate | Option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0000
|
0.0000
|
0.0000
|
| Financial assets held for trading | Cap&Floor | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
€ 0
|
|
| Increase in fair value assets due to changes in inputs |
|
€ 0
|
|
| Financial assets held for trading | Cap&Floor | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (380)
|
|
|
| Increase in fair value assets due to changes in inputs |
€ 520
|
|
|
| Financial assets held for trading | Cap&Floor | Minimum | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
(0.0002)
|
|
| Financial assets held for trading | Cap&Floor | Minimum | Volatility | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
(0.000650)
|
|
|
| Financial assets held for trading | Cap&Floor | Maximum | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.0002
|
|
| Financial assets held for trading | Cap&Floor | Maximum | Volatility | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.000650
|
|
|
| Financial assets held for trading | Cap&Floor | Weighted average | Interest rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.000000
|
|
| Financial assets held for trading | Cap&Floor | Weighted average | Volatility | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.000100
|
|
|
| Financial assets held for trading | FX Options | Fx option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (500)
|
€ (650)
|
€ (650)
|
| Increase in fair value assets due to changes in inputs |
€ 490
|
€ 660
|
€ 660
|
| Financial assets held for trading | FX Options | Minimum | Volatility | Fx option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
0
|
0
|
| Financial assets held for trading | FX Options | Maximum | Volatility | Fx option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.40
|
0.40
|
0.40
|
| Financial assets held for trading | FX Options | Weighted average | Volatility | Fx option pricing model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.1980
|
0.2010
|
0.2010
|
| Financial assets held for trading | Repos/Reverse Repos | Others |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (10,500)
|
€ (50)
|
€ (50)
|
| Increase in fair value assets due to changes in inputs |
10,500
|
0
|
0
|
| Financial assets held for trading | Securitisation Swap | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
0
|
(630)
|
(630)
|
| Increase in fair value assets due to changes in inputs |
€ 0
|
€ 630
|
€ 630
|
| Financial assets held for trading | Securitisation Swap | Minimum | Prepayment rate | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.10
|
0.10
|
0.1000
|
| Financial assets held for trading | Securitisation Swap | Maximum | Prepayment rate | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.90
|
0.90
|
0.9000
|
| Financial assets held for trading | Securitisation Swap | Weighted average | Prepayment rate | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.5000
|
0.5000
|
0.5000
|
| Financial assets held for trading | Fx forward | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (10)
|
€ (60)
|
|
| Increase in fair value assets due to changes in inputs |
€ 20
|
€ 70
|
|
| Financial assets held for trading | Fx forward | Minimum | Swap rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
0
|
|
| Financial assets held for trading | Fx forward | Maximum | Swap rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.15
|
0.15
|
|
| Financial assets held for trading | Fx forward | Weighted average | Swap rate | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0810
|
0.0808
|
|
| Financial assets held for trading | Structured Notes | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
|
€ (1,530)
|
| Increase in fair value assets due to changes in inputs |
|
|
€ 1,530
|
| Financial assets held for trading | Structured Notes | Minimum | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
(0.10)
|
| Financial assets held for trading | Structured Notes | Maximum | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.10
|
| Financial assets held for trading | Structured Notes | Weighted average | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.0000
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Other debt securities | Others |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ 0
|
€ (3,630)
|
€ (3,630)
|
| Increase in fair value assets due to changes in inputs |
€ 0
|
€ 3,550
|
€ 3,550
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Other debt securities | Minimum | Inflation Swap Rate | Others |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0
|
0
|
0
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Other debt securities | Maximum | Inflation Swap Rate | Others |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.08
|
0.08
|
0.08
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Other debt securities | Weighted average | Inflation Swap Rate | Others |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0410
|
0.0396
|
0.0396
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Loans | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (120)
|
€ (150)
|
€ (150)
|
| Increase in fair value assets due to changes in inputs |
€ 120
|
€ 150
|
€ 150
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Loans | Minimum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.001
|
0.001
|
0.001
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Loans | Maximum | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.03
|
0.020
|
0.02
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Loans | Weighted average | Credit spread | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0160
|
0.0105
|
0.0105
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Mortgage portfolio | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (230)
|
€ (240)
|
€ (240)
|
| Increase in fair value assets due to changes in inputs |
€ 230
|
€ 240
|
€ 240
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Mortgage portfolio | Minimum | Growth rate | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
(0.05)
|
(0.05)
|
(0.05)
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Mortgage portfolio | Maximum | Growth rate | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.05
|
0.05
|
0.05
|
| FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS | Mortgage portfolio | Weighted average | Growth rate | Black Scholes model |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0000
|
0.0000
|
0.0000
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Property securities | Probability weighting |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (110)
|
€ (240)
|
€ (240)
|
| Increase in fair value assets due to changes in inputs |
€ 110
|
€ 240
|
€ 240
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Property securities | Minimum | Growth rate | Probability weighting |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
(0.05)
|
(0.05)
|
(0.05)
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Property securities | Maximum | Growth rate | Probability weighting |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.05
|
0.05
|
0.05
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Property securities | Weighted average | Growth rate | Probability weighting |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0000
|
0.0000
|
0.0000
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Equity instruments | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (254,290)
|
€ (183,980)
|
€ (183,980)
|
| Increase in fair value assets due to changes in inputs |
€ 254,290
|
€ 183,980
|
€ 183,980
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Equity instruments | Minimum | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.90
|
0.90
|
0.90
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Equity instruments | Maximum | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.10
|
1.10
|
1.10
|
| Non-trading financial assets mandatorily at fair value through profit or loss | Equity instruments | Weighted average | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.0000
|
1.0000
|
1.0000
|
| Financial assets at fair value through other comprehensive income | Corporate debt | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
€ (90)
|
€ (90)
|
| Increase in fair value assets due to changes in inputs |
|
€ 90
|
€ 90
|
| Financial assets at fair value through other comprehensive income | Corporate debt | Minimum | Margin Of A Reference Portfolio | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
(0.0001)
|
(0.0001)
|
| Financial assets at fair value through other comprehensive income | Corporate debt | Maximum | Margin Of A Reference Portfolio | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.0001
|
0.0001
|
| Financial assets at fair value through other comprehensive income | Corporate debt | Weighted average | Margin Of A Reference Portfolio | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.0000
|
0.0000
|
| Financial assets at fair value through other comprehensive income | Equity instruments | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (27,160)
|
€ (37,560)
|
€ (37,560)
|
| Increase in fair value assets due to changes in inputs |
€ 27,160
|
€ 37,560
|
€ 37,560
|
| Financial assets at fair value through other comprehensive income | Equity instruments | Minimum | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.90
|
0.90
|
0.90
|
| Financial assets at fair value through other comprehensive income | Equity instruments | Maximum | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.10
|
1.10
|
1.10
|
| Financial assets at fair value through other comprehensive income | Equity instruments | Weighted average | Price | Price Based Valuation Technique |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
1.0000
|
1.0000
|
1.0000
|
| Financial assets at fair value through other comprehensive income | Loans | Discounted Cash Flows on credit spread |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ (2,330)
|
€ (18,610)
|
€ (18,610)
|
| Increase in fair value assets due to changes in inputs |
2,330
|
0
|
0
|
| Financial assets at fair value through other comprehensive income | Loans | Discounted Cash Flows on interest rate curve |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
0
|
(170)
|
(170)
|
| Increase in fair value assets due to changes in inputs |
0
|
170
|
170
|
| Financial assets at fair value through other comprehensive income | Loans | Discounted Cash Flows on margin of a reference portfolio |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
(250)
|
(30,360)
|
(30,360)
|
| Increase in fair value assets due to changes in inputs |
250
|
30,360
|
30,360
|
| Financial assets at fair value through other comprehensive income | Loans | Present value method |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
(1,600)
|
|
|
| Increase in fair value assets due to changes in inputs |
0
|
|
|
| Financial assets at fair value through other comprehensive income | Loans | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
(1,960)
|
(1,960)
|
| Increase in fair value assets due to changes in inputs |
|
0
|
0
|
| Financial assets at fair value through other comprehensive income | Loans | Market comparable prices |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
(2,700)
|
(4,910)
|
(4,910)
|
| Increase in fair value assets due to changes in inputs |
€ 540
|
€ 1,230
|
€ 1,230
|
| Financial assets at fair value through other comprehensive income | Loans | Minimum | Interest rate | Discounted Cash Flows on interest rate curve |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.061
|
0.034
|
0.034
|
| Financial assets at fair value through other comprehensive income | Loans | Minimum | Margin of a reference portfolio | Discounted Cash Flows on margin of a reference portfolio |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.03
|
(0.0001)
|
(0.0001)
|
| Financial assets at fair value through other comprehensive income | Loans | Minimum | Credit spread | Present value method |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.01219
|
|
|
| Financial assets at fair value through other comprehensive income | Loans | Minimum | Credit spread | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.0150
|
0.01500
|
| Financial assets at fair value through other comprehensive income | Loans | Minimum | Market price | Market comparable prices |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
(0.003)
|
(0.05)
|
(0.05)
|
| Financial assets at fair value through other comprehensive income | Loans | Maximum | Interest rate | Discounted Cash Flows on interest rate curve |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.072
|
0.065
|
0.065
|
| Financial assets at fair value through other comprehensive income | Loans | Maximum | Margin of a reference portfolio | Discounted Cash Flows on margin of a reference portfolio |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.07
|
0.0001
|
0.0001
|
| Financial assets at fair value through other comprehensive income | Loans | Maximum | Credit spread | Present value method |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.01747
|
|
|
| Financial assets at fair value through other comprehensive income | Loans | Maximum | Credit spread | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.0232
|
0.02320
|
| Financial assets at fair value through other comprehensive income | Loans | Maximum | Market price | Market comparable prices |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.001
|
0.20
|
0.20
|
| Financial assets at fair value through other comprehensive income | Loans | Weighted average | Interest rate | Discounted Cash Flows on interest rate curve |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0660
|
0.0495
|
0.0495
|
| Financial assets at fair value through other comprehensive income | Loans | Weighted average | Margin of a reference portfolio | Discounted Cash Flows on margin of a reference portfolio |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.05
|
0
|
0
|
| Financial assets at fair value through other comprehensive income | Loans | Weighted average | Credit spread | Present value method |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.01219
|
|
|
| Financial assets at fair value through other comprehensive income | Loans | Weighted average | Credit spread | Forward estimation |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
0.0150
|
0.015000
|
| Financial assets at fair value through other comprehensive income | Loans | Weighted average | Market price | Market comparable prices |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
(0.0030)
|
0.0001
|
0.0001
|
| Financial assets at fair value through other comprehensive income | Government debt | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
|
|
€ 0
|
| Increase in fair value assets due to changes in inputs |
|
|
€ 0
|
| Financial assets at fair value through other comprehensive income | Government debt | Minimum | Interest rate | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0
|
| Financial assets at fair value through other comprehensive income | Government debt | Maximum | Interest rate | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.02
|
| Financial assets at fair value through other comprehensive income | Government debt | Weighted average | Interest rate | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
|
|
0.0099
|
| Financial assets at fair value through other comprehensive income | Mortgage Letters | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Decrease in fair value assets due to changes in inputs |
€ 0
|
€ 0
|
|
| Increase in fair value assets due to changes in inputs |
€ 0
|
€ 0
|
|
| Financial assets at fair value through other comprehensive income | Mortgage Letters | Minimum | Mortgage Letters | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.034
|
0.016
|
|
| Financial assets at fair value through other comprehensive income | Mortgage Letters | Maximum | Mortgage Letters | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.055
|
0.052
|
|
| Financial assets at fair value through other comprehensive income | Mortgage Letters | Weighted average | Mortgage Letters | Discounted Cash Flows |
|
|
|
| Measurement of financial assets and liabilities and recognition of fair value changes |
|
|
|
| Significant unobservable input, assets |
0.0450
|
0.0340
|
|