Financial instruments carried at fair value - Financial instruments classified in Level 3 and quantitative information about unobservable inputs (Detail) - Valuation
technique
unobservable
parameters
(Level 3) € in Millions |
6 Months Ended |
12 Months Ended |
|
Jun. 30, 2026
EUR (€)
|
Dec. 31, 2025
EUR (€)
|
| Price | Price based | Bottom of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Commercial mortgage backed securities, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Mortgage and other asset-backed securities, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt obligations, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Loans, at fair value |
|
|
|
|
| Loans, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Price | Price based | Top of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Commercial mortgage backed securities, significant unobservable input, percent |
101.00%
|
[1] |
101.00%
|
[2] |
| Mortgage and other asset-backed securities, significant unobservable input, percent |
105.00%
|
[1] |
105.00%
|
[2] |
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt obligations, significant unobservable input, percent |
1007.00%
|
[1] |
300.00%
|
[2] |
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, percent |
75.00%
|
[1] |
2500.00%
|
[2] |
| Loans, at fair value |
|
|
|
|
| Loans, significant unobservable input, percent |
167.00%
|
[1] |
300.00%
|
[2] |
| Price | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
0
|
|
| Other derivatives, significant unobservable input, percent |
|
|
|
|
| Price | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
6.77
|
|
| Other derivatives, significant unobservable input, percent |
|
|
|
|
| Credit spread (bps) | Discounted cash flow | Bottom of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Commercial mortgage backed securities, significant unobservable input, absolute |
0.0109
|
[1] |
0.0194
|
[2] |
| Mortgage and other asset-backed securities, significant unobservable input, absolute |
0.0067
|
[1] |
0.0098
|
[2] |
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt obligations, significant unobservable input, absolute |
0.0052
|
[1] |
0.0005
|
[2] |
| Loans, at fair value |
|
|
|
|
| Loans, significant unobservable input, absolute |
0.0010
|
[1] |
0.0094
|
[2] |
| Loan commitments |
|
|
|
|
| Loan commitments, significant unobservable input, absolute |
0.0157
|
[1] |
0.0153
|
[2] |
| Credit spread (bps) | Discounted cash flow | Top of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Commercial mortgage backed securities, significant unobservable input, absolute |
0.0881
|
[1] |
0.1019
|
[2] |
| Mortgage and other asset-backed securities, significant unobservable input, absolute |
0.0877
|
[1] |
0.1166
|
[2] |
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt obligations, significant unobservable input, absolute |
0.0452
|
[1] |
0.0696
|
[2] |
| Loans, at fair value |
|
|
|
|
| Loans, significant unobservable input, absolute |
0.3115
|
[1] |
0.3106
|
[2] |
| Loan commitments |
|
|
|
|
| Loan commitments, significant unobservable input, absolute |
0.0984
|
[1] |
0.0978
|
[2] |
| Credit spread (bps) | Discounted cash flow | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
0.0201
|
|
| Credit derivatives, significant unobservable input, absolute |
0.0001
|
|
0.0012
|
|
| Other derivatives, significant unobservable input, absolute |
0.0230
|
|
|
|
| Credit spread (bps) | Discounted cash flow | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
0.0568
|
|
| Credit derivatives, significant unobservable input, absolute |
0.3095
|
|
0.1277
|
|
| Other derivatives, significant unobservable input, absolute |
0.0717
|
|
|
|
| Recovery rate | Discounted cash flow | Bottom of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Mortgage and other asset-backed securities, significant unobservable input, percent |
20.00%
|
[1] |
7.00%
|
[2] |
| Loans, at fair value |
|
|
|
|
| Loans, significant unobservable input, absolute |
0.40
|
[1] |
0.40
|
[2] |
| Loan commitments |
|
|
|
|
| Loan commitments, significant unobservable input, percent |
70.00%
|
[1] |
70.00%
|
[2] |
| Recovery rate | Discounted cash flow | Top of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Mortgage and other asset-backed securities, significant unobservable input, percent |
85.00%
|
[1] |
85.00%
|
[2] |
| Loans, at fair value |
|
|
|
|
| Loans, significant unobservable input, absolute |
0.84
|
[1] |
0.75
|
[2] |
| Loan commitments |
|
|
|
|
| Loan commitments, significant unobservable input, percent |
84.00%
|
[1] |
84.00%
|
[2] |
| Recovery rate | Discounted cash flow | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
15.00%
|
|
15.00%
|
|
| Recovery rate | Discounted cash flow | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
82.00%
|
|
94.00%
|
|
| Constant default rate | Discounted cash flow | Bottom of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Mortgage and other asset-backed securities, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Constant default rate | Discounted cash flow | Top of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Mortgage and other asset-backed securities, significant unobservable input, percent |
4.00%
|
[1] |
4.00%
|
[2] |
| Constant default rate | Discounted cash flow | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
2.00%
|
|
1.00%
|
|
| Constant default rate | Discounted cash flow | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
5.00%
|
|
11.00%
|
|
| Constant prepayment rate | Discounted cash flow | Bottom of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Mortgage and other asset-backed securities, significant unobservable input, percent |
1.00%
|
[1] |
1.00%
|
[2] |
| Constant prepayment rate | Discounted cash flow | Top of range |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Mortgage and other asset-backed securities, significant unobservable input, percent |
30.00%
|
[1] |
37.00%
|
[2] |
| Constant prepayment rate | Discounted cash flow | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
3.00%
|
|
2.00%
|
|
| Constant prepayment rate | Discounted cash flow | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
7.00%
|
|
16.00%
|
|
| Price per net asset value | Market approach | Bottom of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Price per net asset value | Market approach | Top of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, percent |
100.00%
|
[1] |
100.00%
|
[2] |
| Enterprise value/EBITDA
(multiple) | Market approach | Bottom of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, absolute |
1
|
[1] |
1
|
[2] |
| Enterprise value/EBITDA
(multiple) | Market approach | Top of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, absolute |
14
|
[1] |
14
|
[2] |
| Enterprise value/Revenue (multiple) | Market approach | Bottom of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, absolute |
4
|
[1] |
4
|
[2] |
| Enterprise value/Revenue (multiple) | Market approach | Top of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, absolute |
8
|
[1] |
14
|
[2] |
| Weighted average cost capital | Discounted cash flow | Bottom of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, percent |
9.00%
|
[1] |
9.00%
|
[2] |
| Weighted average cost capital | Discounted cash flow | Top of range |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities, significant unobservable input, percent |
20.00%
|
[1] |
20.00%
|
[2] |
| Utilization | Loan pricing model | Bottom of range |
|
|
|
|
| Loan commitments |
|
|
|
|
| Loan commitments, significant unobservable input, percent |
0.00%
|
[1] |
0.00%
|
[2] |
| Utilization | Loan pricing model | Top of range |
|
|
|
|
| Loan commitments |
|
|
|
|
| Loan commitments, significant unobservable input, percent |
100.00%
|
[1] |
100.00%
|
[2] |
| IRR | Discounted cash flow | Bottom of range |
|
|
|
|
| Other financial instruments [Abstract] |
|
|
|
|
| Other financial instruments, significant unobservable input, percent |
7.00%
|
[1] |
7.00%
|
[2] |
| IRR | Discounted cash flow | Top of range |
|
|
|
|
| Other financial instruments [Abstract] |
|
|
|
|
| Other financial instruments, significant unobservable input, percent |
13.00%
|
[1] |
13.00%
|
[2] |
| Repo rate (bps) | Discounted cash flow | Bottom of range |
|
|
|
|
| Other financial instruments [Abstract] |
|
|
|
|
| Other financial instruments, significant unobservable input, absolute |
0
|
[1] |
0.0008
|
[2] |
| Repo rate (bps) | Discounted cash flow | Top of range |
|
|
|
|
| Other financial instruments [Abstract] |
|
|
|
|
| Other financial instruments, significant unobservable input, absolute |
0.0350
|
[1] |
0.0285
|
[2] |
| Swap rate (bps) | Discounted cash flow | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
(0.1245)
|
|
(0.0720)
|
|
| FX derivatives, significant unobservable input, absolute |
(0.0014)
|
|
(0.0002)
|
|
| Swap rate (bps) | Discounted cash flow | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
0.4085
|
|
0.3818
|
|
| FX derivatives, significant unobservable input, absolute |
0.0100
|
|
0.0100
|
|
| Inflation swap rate | Discounted cash flow | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
0.00%
|
|
0.00%
|
|
| Inflation swap rate | Discounted cash flow | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
9.00%
|
|
8.00%
|
|
| Inflation volatility | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
0.00%
|
|
0.00%
|
|
| Inflation volatility | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
7.00%
|
|
8.00%
|
|
| Interest rate volatility | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
0.00%
|
|
0.00%
|
|
| Interest rate volatility | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
3.00%
|
|
2.00%
|
|
| IR - IR correlation | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
(25.00%)
|
|
(10.00%)
|
|
| IR - IR correlation | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
96.00%
|
|
95.00%
|
|
| Hybrid correlation | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
(56.00%)
|
|
(56.00%)
|
|
| Hybrid correlation | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, percent |
95.00%
|
|
95.00%
|
|
| Credit volatility | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
5.00%
|
|
5.00%
|
|
| Credit volatility | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
90.00%
|
|
90.00%
|
|
| Credit correlation | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Credit correlation | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Credit correlation | Correlation pricing
model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
|
|
|
|
| Credit correlation | Correlation pricing
model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Credit derivatives, significant unobservable input, percent |
|
|
|
|
| Stock volatility | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
46.00%
|
|
1.00%
|
|
| Stock volatility | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
68.00%
|
|
101.00%
|
|
| Index volatility | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
0
|
|
| Equity derivatives, significant unobservable input, percent |
2.00%
|
|
6.00%
|
|
| Other derivatives, significant unobservable input, percent |
1.00%
|
|
|
|
| Index volatility | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
1.16
|
|
| Equity derivatives, significant unobservable input, percent |
49.00%
|
|
17.00%
|
|
| Other derivatives, significant unobservable input, percent |
110.00%
|
|
|
|
| Index - index correlation | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Index - index correlation | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Stock - stock correlation | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Stock - stock correlation | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Stock Forwards | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
0.00%
|
|
0.00%
|
|
| Stock Forwards | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
1.00%
|
|
5.00%
|
|
| Index Forwards | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
0.00%
|
|
0.00%
|
|
| Index Forwards | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Equity derivatives, significant unobservable input, percent |
10.00%
|
|
6.00%
|
|
| Volatility | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| FX derivatives, significant unobservable input, percent |
(15.00%)
|
|
(9.00%)
|
|
| Volatility | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| FX derivatives, significant unobservable input, percent |
47.00%
|
|
57.00%
|
|
| Quoted Vol | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| FX derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Quoted Vol | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| FX derivatives, significant unobservable input, percent |
|
|
0.00%
|
|
| Commodity correlation | Option pricing model | Bottom of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
(0.22)
|
|
| Other derivatives, significant unobservable input, percent |
42.00%
|
|
|
|
| Commodity correlation | Option pricing model | Top of range |
|
|
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rates derivatives, significant unobservable input, absolute |
|
|
0.98
|
|
| Other derivatives, significant unobservable input, percent |
87.00%
|
|
|
|
| Fair value | Fair value | Financial assets designated at fair value through profit or loss |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
€ 0
|
|
|
|
| Fair value | Fair value | Financial liabilities designated at fair value through profit or loss |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
4,644
|
|
|
|
| Fair value | Fair value | Financial assets at fair value through other comprehensive income |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
462
|
|
|
|
| Assets | Fair value | Fair value |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Commercial mortgage-backed securities |
55
|
|
€ 42
|
|
| Mortgage and other asset-backed securities |
84
|
|
91
|
|
| Total mortgage- and other asset-backed
securities |
139
|
|
133
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
5,950
|
|
5,320
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
11,436
|
|
11,293
|
|
| Loan commitments |
|
|
|
|
| Loan commitments |
|
|
0
|
|
| Other financial instruments [Abstract] |
|
|
|
|
| Other financial instruments |
1,146
|
[3] |
1,172
|
[4] |
| Total non-derivative financial
instruments held at fair value |
19,396
|
|
18,734
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rate derivatives |
4,187
|
|
3,798
|
|
| Credit derivatives |
706
|
|
556
|
|
| Equity derivatives |
484
|
|
481
|
|
| FX derivatives |
1,519
|
|
1,523
|
|
| Other derivatives |
696
|
|
673
|
|
| Total market values from derivative financial instruments |
7,592
|
|
7,030
|
|
| Assets | Valuation technique unobservable parameters (Level 3) | Valuation technique unobservable parameters (Level 3) |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities |
725
|
|
816
|
|
| Liabilities | Fair value | Fair value |
|
|
|
|
| Financial instruments held at fair value - Non-Derivative financial instruments held at fair value: Mortgage and other asset backed securities held for trading: |
|
|
|
|
| Commercial mortgage-backed securities |
|
|
0
|
|
| Mortgage and other asset-backed securities |
|
|
0
|
|
| Total mortgage- and other asset-backed
securities |
0
|
|
0
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
4,662
|
|
5,503
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
32
|
|
2
|
|
| Loan commitments |
|
|
|
|
| Loan commitments |
4
|
|
2
|
|
| Other financial instruments [Abstract] |
|
|
|
|
| Other financial instruments |
0
|
|
61
|
[5] |
| Total non-derivative financial
instruments held at fair value |
4,701
|
|
5,572
|
|
| Market values from derivative financial
instruments: |
|
|
|
|
| Interest rate derivatives |
2,872
|
|
2,950
|
|
| Credit derivatives |
611
|
|
603
|
|
| Equity derivatives |
619
|
|
572
|
|
| FX derivatives |
1,107
|
|
1,561
|
|
| Other derivatives |
367
|
[6] |
289
|
[7] |
| Total market values from derivative financial instruments |
5,576
|
|
5,974
|
|
| Liabilities | Valuation technique unobservable parameters (Level 3) | Valuation technique unobservable parameters (Level 3) |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities |
3
|
|
4
|
|
| Assets: Held for trading | Fair value | Fair value |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
4,125
|
|
3,447
|
|
| Corporate, sovereign and other
debt securities |
4,125
|
|
3,447
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
7,317
|
|
6,913
|
|
| Assets: Held for trading | Valuation technique unobservable parameters (Level 3) | Valuation technique unobservable parameters (Level 3) |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities |
76
|
|
55
|
|
| Trading financial liabilities at fair value through profit or loss | Fair value | Fair value |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
19
|
|
19
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
32
|
|
2
|
|
| Trading financial liabilities at fair value through profit or loss | Valuation technique unobservable parameters (Level 3) | Valuation technique unobservable parameters (Level 3) |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities |
3
|
|
4
|
|
| Non-trading financial assets mandatory at fair value through profit or loss | Fair value | Fair value |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
1,362
|
|
1,474
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
1,917
|
|
2,490
|
|
| Non-trading financial assets mandatory at fair value through profit or loss | Valuation technique unobservable parameters (Level 3) | Valuation technique unobservable parameters (Level 3) |
|
|
|
|
| Equity securities |
|
|
|
|
| Equity securities |
649
|
|
761
|
|
| Financial assets designated at fair value through profit or loss | Fair value | Fair value |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
|
|
0
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
0
|
|
0
|
|
| Financial liabilities designated at fair value through profit or loss | Fair value | Fair value |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
|
|
5,484
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
|
|
0
|
|
| Financial assets at fair value through other comprehensive income | Fair value | Fair value |
|
|
|
|
| Debt securities and other debt obligations |
|
|
|
|
| Debt securities and other debt
obligations |
|
|
399
|
|
| Loans, at fair value |
|
|
|
|
| Loans |
€ 2,202
|
|
€ 1,890
|
|
|
|