{"text_format":"3","workbook":"xlsx","n_sheets":121,"sheets":["Cover","List of tables","Forward looking statement","Non Applicable Tables","Chapter 1","Key Metrics","Introduction","Table 1","Table 2","Table 3","Table 4","Chapter 2","Capital Requirements","Table 5","Table 6","Table 7","Table 8","Table 9","Table 10","Table 11","Table 12","Leverage Ratio LRQua","Table 13","Table 14","Table 15","Table 16","Table 17","Chapter 3","Risk introduction","Sustainability disclosures","Governance overview","Chapter 4","Credit risk overview","IRB overview","Standardised overview","Chapter 5","Table 18","Table 19","Table 20","Table 21","Table 22","Table 23","Table 24","Table 25","Table 26","Table 27","Table 28","Table 29","Chapter 6","Credit risk mitigation","Table 30","Chapter 7","Credit risk narrative","Table 31","Measurement of credit risk","Table 32","Table 33","Table 34","Expected loss overview","Table 35","Table 36","Table 37","Table 38","Table 39","Table 40","Table 41","Table 42","Table 43","Table 44","Chapter 8","Counterparty credit risks","Table 45","Table 46","Table 47","Table 48","Table 49","Table 50","Table 51","Table 52","Chapter 9","Table 53","Table 54","Table 55","Chapter 10","Market risk overview","Table 56","Chapter 11","Equity exposures overview","Table 57","Table 58","Chapter 12","Table 59","Table 60","Table 61","Chapter 13","Non-trading interest rate risk ","Table 62","Chapter 14","Notes on remuneration","Table 63","Table 64","Appendix 1","Appendix 2","Asset encumbrance","Table 65","Table 66","Table 67","Importance of encumbrance","Appendix 3","Table 68","Appendix 4","Quantitative Information","Table 69","Appendix 5","Table 70","Table 71","Appendix 6","Table 72","Glossary","CRR Roadmap","Non Perfoming Disclosures"],"not_rendered":{"images":1,"macros":1,"defined_names":136},"read":"whole","date_system":"1900"}

{"sheet":"Cover","index":0,"n_rows":0,"n_cols":0,"rows_kept":0}

{"sheet":"List of tables","index":1,"n_rows":125,"n_cols":1,"rows_kept":125}
["Pillar 3 Report "]
["For the year ended 31 December 2020"]
[]
["AIB Group plc"]
[]
["Table of Contents"]
["Forward looking statement"]
["Non Applicable Tables"]
["Chapter 1. Introduction and AIB Group key information"]
["AIB Group key information"]
["Introduction"]
["Table 1: EU LI1 – Differences between accounting and regulatory scopes of consolidation and the mapping of financial statement categories with regulatory risk  \n              categories"]
["Table 2: EU LI2 – Main sources of differences between regulatory exposure amounts and carrying values in financial statements"]
["Table 3: EU LI3  - Differences in scope of consolidation"]
["Table 4: EU PV1: Prudent valuation adjustments (PVA)"]
["Chapter 2. Capital and capital management"]
["Capital requirements"]
["Table 5: Regulatory capital and capital ratios"]
["Table 6: Reconciliation of shareholders’ equity to regulatory capital"]
["Table 7: Movements in total capital"]
["Table 8: EU OV1 – Overview of risk weighted assets (RWAs)"]
["Table 9: Bridge detailing how credit risk RWAs in table OV1 reconciles to capital and other tables"]
["Table 10: Total exposures by exposure class and related minimum capital requirements"]
["Table 11: Movements in risk weighted assets"]
["Table 12: EU CR8 – RWA flow statements of credit risk exposures under the IRB approach"]
["LRQua: Disclosure on qualitative items"]
["Table 13: LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
["Table 14: LRCom: Leverage ratio common disclosure"]
["Table 15: LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
["Table 16: IFRS 9/Article 468-FL: Comparison of institutions’ own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, and with and without the application of the temporary treatment"]
["Table 17: Capital instruments' features"]
["Chapter 3. Risk management"]
["Risk introduction"]
["Sustainability disclosures"]
["Governance overview"]
["Chapter 4. Credit risk - overview"]
["Credit risk - overview"]
["IRB overview"]
["Standardised overview"]
["Chapter 5. Credit risk"]
["Table 18: EU CRB–B – Total and average net amount of exposures"]
["Table 19: EU CRB–C – Geographical breakdown of exposures"]
["Table 20: EU CRB–D – Concentration of exposures by industry or counterparty types"]
["Table 21: EU CRB–E – Maturity of exposures"]
["Table 22: EU CR6 - Credit risk exposures by exposure class and PD range"]
["Table 23: EU CR7 – Effect on the RWAs of credit derivatives used as CRM techniques – IRB approach"]
["Table 24: EU CR9 – Backtesting of PD per exposure class – IRB approach"]
["Table 25: CRD risk weightings as a percentage of EAD for IRB models"]
["Table 26: EU CR4 – Credit risk exposure and CRM effects"]
["Table 27: EU CR5 – Credit risk exposure class and risk-weights"]
["Table 28: Total exposures pre CRM and CCF split by credit quality assessment step – standardised approach"]
["Table 29: Total exposures pre CRM and CCF split by external rating and credit quality assessment step"]
["Chapter 6. Credit risk mitigation"]
["Credit risk mitigation overview"]
["Table 30: EU CR3 CRM techniques overview"]
["Chapter 7. Credit risk - credit profile of exposures"]
["Credit risk - credit profile of exposures overview mitigation overview"]
["Table 31: EU CR1–A – Credit quality of exposures by exposure class and instrument"]
["Measurement of credit risk"]
["Table 32: EU CR2–B – Changes in the stock of defaulted and impaired loans and debt securities"]
["Table 33: EU CR2–A – Changes in the stock of general and specific credit risk adjustments"]
["Table 34: Expected loss analysis – IRB approach"]
["Expected loss overview IRB approach"]
["Table 35: Credit quality of forborne exposures "]
["Table 36: Quality of forbearance"]
["Table 37: Credit quality of performing and non-performing exposures by past due days"]
["Table 38: Performing and non-performing exposures and related provisions"]
["Table 39: Quality of non-performing exposures by geography "]
["Table 40: Credit quality of loans and advances by industry"]
["Table 41: Collateral valuation - loans and advances"]
["Table 42: Changes in the stock of non-performing loans and advances "]
["Table 43: Collateral obtained by taking possession and execution processes "]
["Table 44: Collateral obtained by taking possession and execution processes – vintage breakdown "]
["Chapter 8. Counterparty credit risks"]
["Counterparty credit risks overview"]
["Table 45: EU CCR1 – Analysis of CCR exposure by approach"]
["Table 46: EU CCR4 – CCR exposures by portfolio and PD scale – IRB Approach"]
["Table 47: EU CCR3 – CCR exposures by regulatory portfolio and risk weight – standardised approach"]
["Table 48: EU CCR2 – CVA capital charge"]
["Table 49: EU CCR5–A – Impact on exposure values of netting and collateral held"]
["Table 50: EU CCR5–B – Composition of collateral for exposures to CCR"]
["Table 51: EU CCR6 – Credit derivatives exposures"]
["Table 52: EU CCR8 – Exposures to CCPS"]
["Chapter 9. Securitisations"]
["Table 53: EU-SECA - Qualitative disclosure requirements related to securitisation exposures "]
["Table 54: EU-SEC1 - Securitisation exposures in the non-trading book"]
["Table 55: EU-SEC4 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as investor"]
["Chapter 10. Market risk"]
["Market risk overview"]
["Table 56: EU MR1 – Market risk under the standardised approach"]
["Chapter 11. Equity exposures in the banking book"]
["Equity exposures overview"]
["Table 57: Banking book equity values"]
["Table 58: Risk weighted asset equivalents of equity exposures"]
["Chapter 12. COVID-19 measures disclosure"]
["Table 59: Information on loans and advances subject to legislative and non-legislative moratoria"]
["Table 60: Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria"]
["Table 61: Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis"]
["Chapter 13. Non-trading interest rate risk"]
["Non trading interest rate risk overview"]
["Table 62: Non-trading interest rate risk variation"]
["Chapter 14. Remuneration"]
["Notes on remuneration"]
["Table 63: Remuneration by business area"]
["Table 64: Remuneration by functional area"]
["Appendix 1. Own funds"]
["Appendix 2. Asset encumbrance"]
["Asset encumbrance overview"]
["Table 65: Encumbered and unencumbered assets held by AIB Group – Table A"]
["Table 66: Collateral received – Table B"]
["Table 67: Encumbered assets/collateral received and associated liabilities – Table C"]
["Information on importance of encumbrance"]
["Appendix 3. Transitional and fully loaded own funds"]
["Table 68: Transitional and fully loaded own funds of AIB Group"]
["Appendix 4. Quantitative information on liquidity coverage ratio"]
["Quantitative information overview"]
["Table 69: Funding and liquidity risk"]
["Appendix 5. Countercyclical capital buffer"]
["Table 70: Countercyclical capital buffer – geographical distribution of credit exposures"]
["Table 71: Countercyclical capital buffer"]
["Appendix 6. Further analysis of the loan profile"]
["Table 72: Loans and advances, loans past due but not impaired, impaired loans and provisions – industry and geographic distribution"]
["Glossary"]
["CRR Roadmap"]
["Disclosures of non-performing and forborne exposures - EBA/GL/2018/10"]

{"sheet":"Forward looking statement","index":2,"n_rows":2,"n_cols":1,"rows_kept":2,"merged":[[0,0,0,7],[1,0,11,7]]}
["Forward looking statement"]
["\nThis document contains certain forward looking statements with respect to the financial condition, results of operations and business of AIB Group and certain of the plans and objectives of the Group. These forward looking statements can be identified by the fact that they do not relate only to historical or current facts. Forward looking statements sometimes use words such as ‘aim’, ‘anticipate’, ‘target’, ‘expect’, ‘estimate’, ‘intend’, ‘plan’, ‘goal’, ‘believe’, ‘may’, ‘could’, ‘will’, ‘seek’, ‘continue’, ‘should’, ‘assume’, or other words of similar meaning.\nExamples of forward looking statements include, among others, statements regarding the Group’s future financial position, capital structure, Government shareholding in the Group, income growth, loan losses, business strategy, projected costs, capital ratios, estimates of capital expenditures, and plans and objectives for future operations. Because such statements are inherently subject to risks and uncertainties, actual results may differ materially from those expressed or implied by such forward looking information. By their nature, forward looking statements involve risk and uncertainty because they relate to events and depend on circumstances that will occur in the future. There are a number of factors that could cause actual results and developments to differ materially from those expressed or implied by these forward looking statements. These are set out in the Principal risks on pages 50 to 53 in the 2020 Annual Financial Report. In addition to matters relating to the Group’s business, future performance will be impacted by direct and indirect impacts of the COVID-19 pandemic and by Irish, UK and wider European and global economic and financial market considerations. Any forward looking statements made by or on behalf of the Group speak only as of the date they are made. The Group cautions that the list of important factors on pages 50 to 53 of the 2020 Annual Financial Report is not exhaustive. Investors and others should carefully consider the foregoing factors and other uncertainties and events when making an investment decision based on any forward looking statement."]

{"sheet":"Non Applicable Tables","index":3,"n_rows":14,"n_cols":3,"rows_kept":14,"merged":[[0,0,0,2]]}
["EBA Templates that are not applicable to AIB"]
[]
["Table","Name","Rationale for exclusion"]
["EU CR10","IRB (specialised lending and equities)","AIB does not use the simple risk weight approach for specialised lending or equity exposures."]
["EU INS1 ","Non-deducted participations in insurance undertakings ","AIB has no insurance undertakings."]
["EU CCR 7 ","RWA flow statement of CCR exposures under IMM ","AIB does not use the IMM method and instead use the original exposure method for derivatives under counterparty credit risk."]
["EU MRB","Qualitative disclosure requirements for institutions using the IMA","All market risk is treated under standardised approach."]
["EU MR2–A","Market risk under the IMA ","All market risk is treated under standardised approach."]
["EU MR2–B ","RWA flow statements of market risk exposures under the IMA ","All market risk is treated under standardised approach."]
["EU MR3","IMA values for trading portfolios ","All market risk is treated under standardised approach."]
["EU MR4","Comparison of VaR estimates with gains/losses ","All market risk is treated under standardised approach."]
["EU-SEC2","Securitisation exposures in the trading book","AIB does not have securitised exposures in the trading book."]
["EU-SEC3","Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as originator or as sponsor","AIB does not act as originator or as sponsor."]
["EU-SEC5","Exposures securitised by the institution - Exposures in default and specific credit risk adjustments","AIB does not have exposures securitised that are in default or have specific credit risk adjustments. "]

{"sheet":"Chapter 1","index":4,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 1. Introduction and AIB Group key information"]

{"sheet":"Key Metrics","index":5,"n_rows":37,"n_cols":7,"rows_kept":37,"merged":[[0,0,0,7],[1,0,1,6],[3,0,3,6],[14,0,14,6],[25,0,25,6],[26,0,26,1],[26,2,26,4],[30,0,30,6],[35,0,35,6],[36,0,36,6]]}
["Introduction and AIB Group key information"]
["Key metrics and a comparison of own funds and capital and leverage ratios with and without the application of transitional arrangements(1) - 31 December 2020 (Comparative 31 December 2019)."]
[]
["Regulatory capital and capital ratios(2)"]
["Common equity tier 1 capital",null,"Total capital",null,"Common equity tier 1 capital",null,"Total capital"]
["(transitional)",null,"(transitional)",null,"(fully loaded)",null,"(fully loaded)"]
[{"v":10047000000,"d":"€ 10,047 million"},null,{"v":12681000000,"d":"€ 12,681 million"},null,{"v":8184000000,"d":"€ 8,184 million"},null,{"v":10954000000,"d":"€ 10,954 million"}]
[{"v":10589000000,"d":"(2019: € 10,589 million)"},null,{"v":12140000000,"d":"(2019: € 12,140 million)"},null,{"v":9005000000,"d":"(2019: € 9,005 million)"},null,{"v":10667000000,"d":"(2019: € 10,667 million)"}]
[]
["Common equity tier 1 ratio",null,"Total capital ratio",null,"Common equity tier 1 ratio",null,"Total capital ratio"]
["(transitional)",null,"(transitional)",null,"(fully loaded)",null,"(fully loaded)"]
[{"v":0.189,"d":"18.9%"},null,{"v":0.239,"d":"23.9%"},null,{"v":0.156,"d":"15.6%"},null,{"v":0.208,"d":"20.8%"}]
[{"v":0.203,"d":"(2019: 20.3%)"},null,{"v":0.233,"d":"(2019: 23.3%)"},null,{"v":0.173,"d":"(2019: 17.3%)"},null,{"v":0.205,"d":"(2019: 20.5%)"}]
[]
["Risk weighted assets (“RWA”)"]
["Total RWA",null,"Credit risk",null,"Total RWA",null,"Credit risk"]
["(transitional)",null,"(transitional)",null,"(fully loaded)",null,"(fully loaded)"]
[{"v":53036000000,"d":"€ 53,036 million"},null,{"v":47807000000,"d":"€ 47,807 million"},null,{"v":52579000000,"d":"€ 52,579 million"},null,{"v":47350000000,"d":"€ 47,350 million"}]
[{"v":52121000000,"d":"(2019: € 52,121 million)"},null,{"v":46811000000,"d":"(2019: € 46,811 million)"},null,{"v":51999000000,"d":"(2019: € 51,999 million)"},null,{"v":46689000000,"d":"(2019: € 46,689 million)"}]
[]
["Market risk",null,"Operational risk",null,"Market risk",null,"Operational risk"]
["(transitional)",null,"(transitional)",null,"(fully loaded)",null,"(fully loaded)"]
[{"v":429000000,"d":"€ 429 million"},null,{"v":4686000000,"d":"€ 4,686 million"},null,{"v":429000000,"d":"€ 429 million"},null,{"v":4686000000,"d":"€ 4,686 million"}]
[{"v":473000000,"d":"(2019: € 473 million)"},null,{"v":4700000000,"d":"(2019: € 4,700 million)"},null,{"v":473000000,"d":"(2019: € 473 million)"},null,{"v":4700000000,"d":"(2019: € 4,700 million)"}]
[]
["Liquidity ratios"]
["Liquidity coverage ratio (“LCR”)",null,"Net stable funding ratio (“NSFR”)"]
[{"v":1.93,"d":"193%"},null,{"v":1.48,"d":"148%"}]
[{"v":1.57,"d":"(2019: 157%)"},null,{"v":1.29,"d":"(2019: 129%)"}]
[]
["Leverage ratio"]
["(transitional) ",null,"(fully loaded)"]
[{"v":0.098,"d":"9.8%"},null,{"v":0.083,"d":"8.3%"}]
[{"v":0.111,"d":"(2019: 11.1%)"},null,{"v":0.097,"d":"(2019: 9.7%)"}]
[]
["(1) For further information on transitional arrangements please refer to table 5."]
["(2) On 30 March 2020, the Group announced, following the recommendation of the European Central Bank, that the Company did not intend to seek shareholder approval for the payment of a final dividend for 2019. Accordingly, the relevant Annual General Meeting (“AGM”) resolution was withdrawn and the proposed dividend cancelled."]

{"sheet":"Introduction","index":6,"n_rows":65,"n_cols":11,"rows_kept":65,"merged":[[0,0,0,14],[2,0,2,2],[3,0,3,14],[5,0,5,2],[6,0,6,14],[7,1,7,14],[8,1,8,14],[9,1,9,14],[10,0,10,14],[12,0,12,14],[13,0,13,14],[15,0,15,14],[16,0,16,14],[18,0,18,14],[19,0,19,14],[20,0,20,14],[21,0,21,14],[22,0,22,14],[23,0,23,14],[24,0,24,14],[25,0,25,14],[26,0,26,14],[27,0,27,14],[28,0,28,14],[29,0,29,14],[30,0,30,14],[31,0,31,14],[33,0,33,14],[35,3,36,6],[39,1,40,2],[39,4,40,5],[39,7,40,8],[39,10,40,11],[44,0,44,14],[45,0,45,14],[47,0,47,14],[48,0,48,14],[49,1,49,14],[50,1,50,14],[51,1,51,14],[52,1,52,14],[54,0,54,14],[55,0,55,14],[57,0,57,14],[58,0,58,14],[60,0,60,14],[61,0,61,14],[63,0,63,14],[64,0,64,14]]}
["Introduction"]
[]
["Introduction"]
["This document contains the required regulatory disclosures under Capital Requirements Directive IV (“CRD IV”), Part 8 – Disclosures by Institutions and gives further insight into how the Group’s capital management relates to its risk profile, in addition to the disclosures in the Annual Financial Report 2020."]
[]
["Background and context"]
["The Basel Accords were introduced as global regulatory standards on capital adequacy. The Basel III capital adequacy framework builds on the Basel II regulatory base and further underpins how regulatory capital requirements reflect a credit institution’s underlying risks. The Basel framework is based on three pillars:"]
["-","Pillar 1 (‘minimum capital requirements’) defines rules for the calculation of credit, market and operational risk;"]
["-","Pillar 2 (‘supervisory review’) requires banks to estimate their own internal capital requirements through an Internal Capital Adequacy Assessment Process (“ICAAP”), which is subject to supervisory review and evaluation; and"]
["-","Pillar 3 (‘market discipline’) involves the disclosure of a suite of qualitative and quantitative risk management information to the market."]
["\nThe legal basis for implementing Basel III is the European Union (“EU”) adopted legislative package, known as CRD IV, which came into force on 1 January 2014. CRD IV consists of the Capital Requirements Regulation (“CRR”) which is directly applicable across firms in the EU, and the Capital Requirements Directive (“CRD”), which was implemented by member states of the European Economic Area through national law.\n\nThe Single Supervisory Mechanism (“SSM’’), comprising the European Central Bank (“ECB’’) and the national competent authorities of EU countries (in Ireland this is the Central Bank of Ireland (“Central Bank” or “CBI”)) was established in 2014. The SSM places the ECB as the central prudential supervisor of financial institutions in the Eurozone, including AIB, and in those non-Eurozone EU countries that choose to join the SSM. The aims of the SSM are to ensure the safety and soundness of the EU banking system and to increase financial integration and stability in the EU. Although the ECB has been conferred with the task of ensuring financial stability, some functions such as consumer protection, supervision of payment services and the combat of money laundering remain at national level."]
[]
["Basis of disclosures"]
["AIB Group plc (‘the parent company’) is a company domiciled in Ireland and is the holding company of the Group.\n\nUnder Article 4 (20) of the CRR, AIB Group plc is a financial holding company. Under Article 13 of the CRR, disclosure obligations as laid down in Part Eight of the CRR are on the basis of the consolidated situation of the financial holding company i.e. AIB Group plc. \n\nAllied Irish Banks, p.l.c., a direct subsidiary of AIB Group plc, is a credit institution authorised by the Central Bank/SSM. Both Allied Irish Banks, p.l.c. and its subsidiaries: AIB Mortgage Bank and EBS d.a.c. are licenced entities and are required to file regulatory returns with the Central Bank for the purpose of assessing their capital adequacy. In addition, AIB Group (UK) p.l.c. also a subsidiary of Allied Irish Banks, p.l.c., is a licenced entity and files regulatory returns with the Prudential Regulatory Authority (“PRA”).\n\nAIB Group plc and its subsidiaries (collectively “AIB Group” or “Group”) prepares consolidated financial statements (“consolidated accounts”) under International Financial Reporting Standards (“IFRS”). Not all subsidiary entities are included in the scope of regulatory consolidation, Table EU LI3 - Differences in scope of consolidation provides information on entities which are treated differently under the accounting and the regulatory scope of consolidation.\n\nThe Pillar 3 disclosures have been prepared to explain the basis on which the Group has prepared and disclosed capital requirements and information about the management of certain risks as at 31 December 2020 and for no other purpose. They do not constitute any form of financial statement and should not be relied upon exclusively in making any judgement on the Group. They should be read in conjunction with the other information made public by AIB Group and available on the AIB Group website, including the Annual Financial Report 2020.\n"]
[]
["Frequency"]
["CRD IV and EBA guidelines require the Group to disclose information at a minimum on an annual basis (as per Article 433). To ensure the effective communication of the Group’s business and risk profile, the Group also pays particular attention to the possible need to provide information more frequently than annually. The Group deemed a half-yearly update to be appropriate at June 2020 in light of a significant change in credit risk due to the impact of COVID-19 which resulted in a significant net credit impairment charge. Requirements to provide updated Pillar 3 information outside of the full year annual reports will continue to be monitored and assessed."]
[]
["Reporting conventions"]
["In this report, comparative data is included, where relevant, and presented as reported under CRD IV."]
[]
["Disclosure policy"]
["The Group maintains a formal Pillar 3 disclosure policy (as per Article 431(3)) which is reviewed annually and subject to approval within the Group’s internal governance framework."]
[]
["Media and location"]
["The Pillar 3 report is published on AIB Group’s website (https://group.aib.ie), alongside the Annual Financial Report 2020. Pillar 3 reports from previous years are also available on this website (as per Article 434)."]
[]
["Verification"]
["The Pillar 3 disclosures have been subject to internal review procedures broadly consistent with those undertaken for unaudited information published in the Annual Financial Report 2020 but have not been audited by the Group’s external auditors. Any audited information that has been included in these disclosures is included in the Annual Financial Report 2020."]
[]
["Basis of consolidation for accounting and prudential purposes"]
["Under Article 4 of the CRR, AIB Group plc is a financial holding company. AIB Group prepares consolidated financial statements under IFRS as adopted by the EU for statutory reporting purposes (“the Consolidated Accounts”). Additionally, AIB Group is required to prepare regulatory returns for submission to its supervisor (“the Regulatory Returns”) for the purpose of assessing its capital adequacy and monitoring its balance sheet."]
[]
["Licensed banks within AIB Group as at 31 December 2020"]
[]
[{"$nulls":3},"Allied Irish Banks, p.l.c."]
[]
[]
[]
[null,"AIB Mortgage Bank",null,null,"AIB Group (UK) p.l.c.",null,null,"EBS d.a.c.",null,null,"EBS Mortgage Finance*"]
[]
[]
[]
[]
["*EBS Mortgage Finance"]
["On 1 September 2020 EBS MF transferred its business activities to its parent company, EBS DAC, in the context of an internal Group reorganisation. Following an application by EBS MF, the ECB approved the revocation of EBS MF’s authorisation as a credit institution and the revocation of its registration as a designated mortgage credit institution on 1 February 2021, to take effect from 2 February 2021."]
[]
["Significant subsidiaries"]
["The significant subsidiaries in AIB Group at 31 December 2020 were:"]
[null,"Allied Irish Banks, plc.;"]
[null,"AIB Mortgage Bank;"]
[null,"AIB Group (UK) plc.; and"]
[null,"EBS d.a.c."]
[]
["Transfer of capital between parent company and its subsidiaries"]
["Allied Irish Banks, p.lc. is the parent company of a number of licensed subsidiary banks which are subject to individual capital adequacy requirements. Each of the licensed subsidiaries are subject to minimum capital requirements imposed by their individual regulators.\n\nIn order to maintain capital and/or liquidity ratios at or above the levels set down by their regulators, the licensed subsidiaries are unable to remit capital to the parent when to do so would result in such ratios being breached."]
[]
["Solo consolidation"]
["The Central Bank has adopted the national discretion under Article 9 of CRR concerning the ability of institutions to include certain subsidiaries in their individual regulatory returns. This treatment, termed ‘solo consolidation’, in effect, treats such subsidiaries as if they were branches of the parent rather than separate entities in their own right. There are certain criteria that must be met before the Central Bank will approve the inclusion of non-authorised subsidiaries in the ‘solo consolidation’. Allied Irish Banks, p.l.c. has approval to prepare regulatory returns on a solo consolidation basis."]
[]
["Associated undertakings"]
["Interests in associated undertakings are accounted for under the equity method of accounting for statutory reporting purposes. For regulatory reporting, holdings in associated undertakings in financial sector entities where the carrying value of the investment is less than 10% of Common Equity Tier 1 (“CET1”) are risk weighted at 250%. Any investment in financial sector entities where the carrying value is in excess of 10% of CET1 is deducted from CET1 capital. Holdings in non-financial sector entities are risk weighted at 100%."]
[]
["Capital update and disclosure measures in response to the COVID-19 pandemic"]
["This report includes 3 new tables per the EBA guidelines (EBA/GL/2020/07) published in June 2020 which introduced additional disclosure requirements in relation to the application of payment moratoria to existing loans as well as new lending subject to public guarantees schemes. In addition the capital and capital management section includes measures introduced to support the financial sector through the current COVID-19 pandemic."]

{"sheet":"Table 1","index":7,"n_rows":99,"n_cols":8,"rows_kept":99,"merged":[[0,0,0,7],[1,0,1,7],[3,6,3,7],[4,3,4,7],[50,6,50,7],[51,3,51,7],[98,0,98,7]]}
["Table 1: EU LI1 – Differences between accounting and regulatory scopes of consolidation and the mapping of financial statement categories with regulatory risk categories"]
["As per Article 436(b). The following table shows both the Group’s consolidated balance sheet as at 31 December 2020 on an accounting consolidated basis and the Group’s consolidated balance sheet under the regulatory scope of consolidation. The difference between the accounting scope of consolidation and the regulatory scope of consolidation is outlined in table EU LI3. Movements in the consolidated balance sheet is outlined in AIB's Annual Financial Report. "]
[]
[{"$nulls":6},"2020-12-31"]
[{"$nulls":3},"Carrying values of items"]
[null,"Carrying values as reported in published financial statements ","Carrying values under scope of regulatory consolidation ","Subject to the credit risk framework","Subject to the CCR framework ","Subject to the securitisation framework ","Subject to the market risk framework ","Not subject to capital requirements or subject to deduction from capital"]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Assets"]
["Cash and balances at central banks",{"v":25550,"d":"25,550"},{"v":25550,"d":"25,550"},{"v":25550,"d":"25,550"},0,0,0,0]
["Items in course of collection",43,43,43,0,0,0,0]
["Disposal groups and non-current assets held for sale",14,14,14,0,0,0,0]
["Derivative financial instruments",{"v":1424,"d":"1,424"},{"v":1424,"d":"1,424"},0,{"v":1424,"d":"1,424"},0,638,0]
["Loans and advances to banks",{"v":1799,"d":"1,799"},{"v":1799,"d":"1,799"},782,{"v":1017,"d":"1,017"},0,0,0]
["Loans and advances to customers",{"v":56945,"d":"56,945"},{"v":56945,"d":"56,945"},{"v":56828,"d":"56,828"},117,0,0,0]
["Investment securities",{"v":19479,"d":"19,479"},{"v":19479,"d":"19,479"},{"v":18330,"d":"18,330"},0,{"v":1149,"d":"1,149"},0,0]
["Interests in associated undertakings",98,98,98,0,0,0,0]
["Shares in group undertakings",0,101,101,0,0,0,0]
["Intangible assets and goodwill",937,824,339,0,0,0,485]
["Property, plant and equipment",725,723,723,0,0,0,0]
["Other assets",235,218,218,0,0,0,0]
["Current taxation",57,57,57,0,0,0,0]
["Deferred tax assets",{"v":2711,"d":"2,711"},{"v":2710,"d":"2,710"},{"v":1122,"d":"1,122"},0,0,0,{"v":1588,"d":"1,588"}]
["Prepayments and accrued income",339,338,338,0,0,0,0]
["Retirement benefit assets",29,29,0,0,0,0,29]
["Total assets",{"v":110385,"d":"110,385"},{"v":110352,"d":"110,352"},{"v":104543,"d":"104,543"},{"v":2558,"d":"2,558"},{"v":1149,"d":"1,149"},638,{"v":2102,"d":"2,102"}]
[]
["Liabilities"]
["Deposits by central banks and banks",{"v":4690,"d":"4,690"},{"v":4690,"d":"4,690"},0,62,0,0,{"v":4690,"d":"4,690"}]
["Customer accounts",{"v":81972,"d":"81,972"},{"v":81983,"d":"81,983"},0,0,0,0,{"v":81983,"d":"81,983"}]
["Derivative financial instruments",{"v":1201,"d":"1,201"},{"v":1201,"d":"1,201"},0,423,0,589,368]
["Debt securities in issue",{"v":5450,"d":"5,450"},{"v":5450,"d":"5,450"},0,0,0,0,{"v":5450,"d":"5,450"}]
["Lease liabilities",382,381,0,0,0,0,381]
["Current taxation",1,1,0,0,0,0,1]
["Deferred tax liabilities",44,40,0,0,0,0,40]
["Retirement benefit liabilities",68,68,0,0,0,0,68]
["Other liabilities",955,930,0,0,0,0,930]
["Accruals and deferred income",255,241,0,0,0,0,241]
["Provisions for liabilities and commitments",396,396,0,0,0,0,396]
["Subordinated liabilities and other capital instruments",{"v":1550,"d":"1,550"},{"v":1550,"d":"1,550"},0,0,0,0,{"v":1550,"d":"1,550"}]
["Total liabilities",{"v":96964,"d":"96,964"},{"v":96931,"d":"96,931"},0,485,0,589,{"v":96098,"d":"96,098"}]
[]
["Equity"]
["Share capital",{"v":1696,"d":"1,696"},{"v":1696,"d":"1,696"},0,0,0,0,{"v":1696,"d":"1,696"}]
["Reserves",{"v":10609,"d":"10,609"},{"v":10609,"d":"10,609"},0,0,0,0,{"v":10609,"d":"10,609"}]
["Total shareholders' equity",{"v":12305,"d":"12,305"},{"v":12305,"d":"12,305"},0,0,0,0,{"v":12305,"d":"12,305"}]
["Other equity interests",{"v":1115,"d":"1,115"},{"v":1115,"d":"1,115"},0,0,0,0,{"v":1115,"d":"1,115"}]
["Non-controlling interests",1,1,0,0,0,0,1]
["Total equity",{"v":13421,"d":"13,421"},{"v":13421,"d":"13,421"},0,0,0,0,{"v":13421,"d":"13,421"}]
["Total liabilities and equity",{"v":110385,"d":"110,385"},{"v":110352,"d":"110,352"},0,485,0,589,{"v":109519,"d":"109,519"}]
[]
[{"$nulls":6},"2019-12-31"]
[{"$nulls":3},"Carrying values of items"]
[null,"Carrying values as reported in published financial statements","Carrying values under scope of regulatory consolidation","Subject to the credit risk framework","Subject to the CCR framework","Subject to the securitisation framework","Subject to the market risk framework","Not subject to capital requirements or subject to deduction from capital"]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Assets"]
["Cash and balances at central banks",{"v":11982,"d":"11,982"},{"v":11982,"d":"11,982"},{"v":11982,"d":"11,982"},0,0,0,0]
["Items in course of collection",57,57,57,0,0,0,0]
["Disposal groups and non-current assets held for sale",20,20,20,0,0,0,0]
["Derivative financial instruments",{"v":1271,"d":"1,271"},{"v":1271,"d":"1,271"},0,{"v":1271,"d":"1,271"},0,565,0]
["Loans and advances to banks",{"v":1478,"d":"1,478"},{"v":1478,"d":"1,478"},893,585,0,0,0]
["Loans and advances to customers",{"v":60888,"d":"60,888"},{"v":60888,"d":"60,888"},{"v":60801,"d":"60,801"},87,0,0,0]
["Investment securities",{"v":17331,"d":"17,331"},{"v":17331,"d":"17,331"},{"v":16409,"d":"16,409"},0,922,0,0]
["Interests in associated undertakings",83,83,83,0,0,0,0]
["Shares in group undertakings",0,101,101,0,0,0,0]
["Intangible assets and goodwill",917,798,0,0,0,0,798]
["Property, plant and equipment",803,801,801,0,0,0,0]
["Other assets",655,637,637,0,0,0,0]
["Current taxation",8,8,8,0,0,0,0]
["Deferred tax assets",{"v":2666,"d":"2,666"},{"v":2666,"d":"2,666"},{"v":1379,"d":"1,379"},0,0,0,{"v":1287,"d":"1,287"}]
["Prepayments and accrued income",364,363,363,0,0,0,0]
["Retirement benefit assets",39,39,0,0,0,0,39]
["Total assets",{"v":98562,"d":"98,562"},{"v":98523,"d":"98,523"},{"v":93534,"d":"93,534"},{"v":1943,"d":"1,943"},922,565,{"v":2124,"d":"2,124"}]
[]
["Liabilities"]
["Deposits by central banks and banks",823,823,0,123,0,0,823]
["Customer accounts",{"v":71803,"d":"71,803"},{"v":71811,"d":"71,811"},0,0,0,0,{"v":71811,"d":"71,811"}]
["Derivative financial instruments",{"v":1197,"d":"1,197"},{"v":1197,"d":"1,197"},0,551,0,701,51]
["Debt securities in issue",{"v":6831,"d":"6,831"},{"v":6831,"d":"6,831"},0,0,0,0,{"v":6831,"d":"6,831"}]
["Lease liabilities",429,429,0,0,0,0,429]
["Current taxation",70,70,0,0,0,0,70]
["Deferred tax liabilities",109,104,0,0,0,0,104]
["Retirement benefit liabilities",60,60,0,0,0,0,60]
["Other liabilities",869,839,0,0,0,0,839]
["Accruals and deferred income",339,327,0,0,0,0,327]
["Provisions for liabilities and commitments",503,503,0,0,0,0,503]
["Subordinated liabilities and other capital instruments",{"v":1299,"d":"1,299"},{"v":1299,"d":"1,299"},0,0,0,0,{"v":1299,"d":"1,299"}]
["Total liabilities",{"v":84332,"d":"84,332"},{"v":84293,"d":"84,293"},0,674,0,701,{"v":83147,"d":"83,147"}]
[]
["Equity"]
["Share capital",{"v":1696,"d":"1,696"},{"v":1696,"d":"1,696"},0,0,0,0,{"v":1696,"d":"1,696"}]
["Reserves",{"v":11543,"d":"11,543"},{"v":11543,"d":"11,543"},0,0,0,0,{"v":11543,"d":"11,543"}]
["Total shareholders' equity",{"v":13239,"d":"13,239"},{"v":13239,"d":"13,239"},0,0,0,0,{"v":13239,"d":"13,239"}]
["Other equity interests",496,496,0,0,0,0,496]
["Non-controlling interests",495,495,0,0,0,0,495]
["Total equity",{"v":14230,"d":"14,230"},{"v":14230,"d":"14,230"},0,0,0,0,{"v":14230,"d":"14,230"}]
["Total liabilities and equity",{"v":98562,"d":"98,562"},{"v":98523,"d":"98,523"},0,674,0,701,{"v":97377,"d":"97,377"}]
[]
[]
["Note: The following point should be considered in conjunction with table EU LI1: The balances shown in column “Carrying values under the scope of regulatory consolidation” do not equal the sum of those in the columns relating to the regulatory framework, as certain assets can be in scope for more than one regulatory framework. As such, assets included in line item “Derivative financial instruments” can be subject to counterparty credit risk and market risk. Loans and advances can be subject to either credit risk or counterparty credit risk depending on the product type, and Investment securities can be subject to credit risk or the securitisations framework depending on the type of investment purchased."]

{"sheet":"Table 2","index":8,"n_rows":31,"n_cols":11,"rows_kept":31,"merged":[[0,0,0,10],[1,0,1,10],[2,0,2,10],[4,4,4,5],[4,8,4,10],[5,3,5,5],[5,8,5,10],[6,3,7,3],[6,4,7,4],[6,5,7,5],[6,8,7,8],[6,9,7,9],[6,10,7,10],[8,0,8,1],[20,1,20,10],[22,1,22,10],[24,1,24,10],[26,1,26,10],[27,0,27,10],[28,1,28,10],[29,1,29,10],[30,1,30,10]]}
["Table 2: EU LI2 – Main sources of differences between regulatory exposure amounts and carrying values in financial statements"]
["As per Article 436(b). There are fundamental technical differences in the basis of calculation between financial statement information based on International Financial Reporting Standards (IFRS) accounting standards and regulatory information based on CRD IV capital adequacy concepts and rules. This is most relevant for credit risk disclosures. Credit exposure at default (“EAD”) under the CRD IV, is defined as the expected amount of EAD and is estimated under specified regulatory rules.\n\nThere are two different types of tables included in this document, those compiled based on accounting standards (sourced from the Group’s Annual Financial Report 2020) and those compiled using CRD IV methodologies. The specific methodology used is indicated where applicable.\n\nMany tables throughout the Group’s Pillar 3 disclosures are based on net value under the regulatory scope of consolidation. Net value is the gross carrying value of on and off balance sheet exposures, less allowances / impairments.\n"]
["The table below provides information on the main sources of differences between the financial statements’ carrying value amounts and the exposure amounts used for credit risk regulatory framework purposes."]
[]
[{"$nulls":4},"2020-12-31",{"$nulls":3},"2019-12-31"]
[null,null,"Total","Items subject to",{"$nulls":3},"Total","Items subject to"]
[{"$nulls":3},"Credit risk framework ","CCR framework ","Securitisation framework ",null,null,"Credit risk framework ","CCR framework ","Securitisation framework "]
[]
["AIB Group",null,"€ m","€ m","€ m","€ m",null,"€ m","€ m","€ m","€ m"]
[1,"Assets carrying value amount under the scope of regulatory consolidation (as per template EU LI1)",{"v":108250,"d":"108,250 "},{"v":104543,"d":"104,543 "},{"v":2558,"d":"2,558 "},{"v":1149,"d":"1,149 "},null,{"v":96399,"d":"96,399 "},{"v":93534,"d":"93,534 "},{"v":1943,"d":"1,943 "},{"v":922,"d":"922 "}]
[2,"Liabilities carrying value amount under the regulatory  scope of consolidation (as per template EU LI1)",{"v":-485,"d":"(485)"},0,{"v":-485,"d":"(485)"},0,null,{"v":-674,"d":"(674)"},0,{"v":-674,"d":"(674)"},0]
[3,"Total net amount under the regulatory scope of consolidation",{"v":107765,"d":"107,765 "},{"v":104543,"d":"104,543 "},{"v":2073,"d":"2,073 "},{"v":1149,"d":"1,149 "},null,{"v":95725,"d":"95,725 "},{"v":93534,"d":"93,534 "},{"v":1269,"d":"1,269 "},{"v":922,"d":"922 "}]
[4,"Off-balance-sheet amounts after credit conversion factor",{"v":3654,"d":"3,654 "},{"v":3654,"d":"3,654 "},0,0,null,{"v":3434,"d":"3,434 "},{"v":3434,"d":"3,434 "},0,0]
[6,"Difference due to different netting rules other than those already in row 2",{"v":62,"d":"62 "},0,{"v":62,"d":"62 "},0,null,{"v":1242,"d":"1,242 "},0,{"v":1242,"d":"1,242 "},0]
[7,"Difference due to the consideration of provisions",{"v":1041,"d":"1,041 "},{"v":1041,"d":"1,041 "},0,0,null,{"v":597,"d":"597 "},{"v":597,"d":"597 "},0,0]
[8,"Net potential future exposures",{"v":471,"d":"471 "},null,{"v":471,"d":"471 "},0,null,{"v":368,"d":"368 "},0,{"v":368,"d":"368 "},0]
[9,"Other regulatory adjustments",{"v":597,"d":"597 "},{"v":597,"d":"597 "},0,0,null,{"v":124,"d":"124 "},{"v":124,"d":"124 "},0,0]
[10,"Exposure amounts considered for regulatory purposes",{"v":113590,"d":"113,590 "},{"v":109835,"d":"109,835 "},{"v":2606,"d":"2,606 "},{"v":1149,"d":"1,149 "},null,{"v":101490,"d":"101,490 "},{"v":97689,"d":"97,689 "},{"v":2879,"d":"2,879 "},{"v":922,"d":"922 "}]
[]
[]
[null,"Off-balance sheet amounts subject to credit risk include undrawn committed facilities and contingent liabilities including guarantees. These amounts are after the application of the credit conversion factor. "]
[]
[null,"Difference in netting rules relates to differences in treatment of master netting agreement on derivatives and offsetting criteria in relation to repurchase agreements. Decrease in 2020 due to increase in collateral meeting credit risk mitigation criteria for repurchase agreements."]
[]
[null,"Differences due to the consideration of provisions. The assets carrying value amount is net of credit risk adjustments, whereas the exposure amount for regulatory purposes reflects the fact the differing treatment of provisions under IRB approaches and for 2019 only IFRS 9 transitional rules."]
[]
[null,"Net potential future exposure are add-on amounts associated with all derivatives transactions."]
[]
[null,"Other regulatory adjustments increased in 2020 due to changes in legislation for IFRS 9 transitional rules under Regulation (EU) 2020/873."]
[]
[null,"Note\nThe following point should be considered in conjunction with table EU LI2:\nThe total column cannot be directly reconciled back to the carrying values under scope of consolidation shown in table EU LI1, as it excludes balances “subject to the market risk framework” and items “not subject to capital requirements or subject to deduction from capital”."]

{"sheet":"Table 3","index":9,"n_rows":7,"n_cols":8,"rows_kept":7,"merged":[[0,0,0,7],[1,0,1,7],[3,2,3,6]]}
["Table 3: EU LI3  - Differences in scope of consolidation"]
["As per Article 436(b), the following table provides information on entities which are treated differently under the accounting and regulatory scope of consolidation. In October 2019, Allied Irish Banks, p.l.c. acquired a majority stake in Semeral Limited a holding company for Payzone Ireland. The exposure to holdings in non-financial sector entities are subject to RWA treatment. "]
[]
[null,null,"Method of regulatory consolidation"]
["Name of the entity","Method of accounting consolidation","Full Consolidation","Proportional consolidation","Equity Method","Neither Consolidated Nor Deducted","Deducted","Description of Entity"]
["Semeral Limited","Full consolidation",{"$nulls":3},"x",null,"Investment holding company"]
["Payzone Ireland Limited","Full consolidation",{"$nulls":3},"x",null,"Technology/payments platform"]

{"sheet":"Table 4","index":10,"n_rows":26,"n_cols":12,"rows_kept":26,"merged":[[0,0,0,11],[1,0,1,11],[3,0,3,11],[5,10,5,11],[7,0,7,1],[7,2,7,6],[7,7,7,8],[7,9,7,11],[8,0,9,1],[23,0,23,11],[24,0,24,11],[25,0,25,11]]}
["Table 4: EU PV1: Prudent valuation adjustments (PVA)"]
["Note the table below is as per Final report – final draft implementing technical standards on public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013 (EBA/ITS/2020/04)."]
[]
["The general idea of Prudential Valuations (\"PV\") is for banks to consider an additional valuation adjustment on top of their reported fair values, for prudential purposes. Prudent Valuation Adjustment (\"PVA\") captures valuation uncertainty. AIB use the core approach for PVA measurement. The table below provides a granular breakdown of the PVA. PVA is a common equity tier 1 capital deduction. CRR Articles 34 & 105 define regulatory principles that are applied to all fair valued assets and liabilities in order to determine a prudent valuation. The PVA is the difference between the financial statement fair valuation and the prudent valuation. AIB implemented a temporary regulatory change to the diversification factor in 2020 as part of the EBA’s response to the market dislocation resulting from COVID-19; this was outlined in an update to the EBA’s RTS on prudent valuation."]
[]
[{"$nulls":10},"2020-12-31"]
[null,null,"a","b","c","d","e","EU e1","EU e2","f","g","h"]
[null,null,"Risk category",{"$nulls":4},"Category level AVA - Valuation uncertainty",null,"Total category level post-diversification"]
["Category level Additional Valuation Adjustments (\"AVA\")",null,"Equity","Interest Rates","Foreign exchange","Credit","Commodities","Unearned credit spreads AVA","Investment and funding costs AVA",null,"Of which: Total core approach in the trading book","Of which: Total core approach in the banking book"]
[null,null," € m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Market price uncertainty",0,0,0,{"v":19782989,"d":"20"},null,{"v":37958224,"d":"38"},{"v":6690114,"d":"7"},{"v":21906651,"d":"22"},{"v":15180435,"d":"15"},{"v":6726216,"d":"7"}]
[2,"Set not applicable in the EU"]
[3,"Close-out cost",0,{"v":960157,"d":"1"},0,0,null,0,0,{"v":960157,"d":"1"},0,{"v":960157,"d":"1"}]
[4,"Concentrated positions",{"v":606938,"d":"1"},0,0,{"v":136802,"d":"0"},{"$nulls":3},{"v":743739,"d":"1"},0,{"v":743739,"d":"1"}]
[5,"Early termination",0,0,0,0,{"$nulls":3},0,0,0]
[6,"Model risk",0,0,0,0,null,0,0,0,0,0]
[7,"Operational risk",0,{"v":96016,"d":"0"},0,{"v":6443133,"d":"6"},{"$nulls":3},{"v":6539148,"d":"7"},{"v":4464834,"d":"4"},{"v":2074315,"d":"2"}]
[8,"Set not applicable in the EU"]
[9,"Set not applicable in the EU"]
[10,"Future administrative costs",0,0,0,0,{"$nulls":3},0,0,0]
[11,"Set not applicable in the EU"]
[12,"Total AVA",{"$nulls":7},{"v":30149696,"d":"30"},{"v":19645269,"d":"20"},{"v":10504428,"d":"11"}]
[]
["Notes:"]
["AIB does not have any commodity positions in its portfolio."]
["The template above has been implemented for the first time in 2020, therefore 2019 equivalent not published."]

{"sheet":"Chapter 2","index":11,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 2. Capital and capital management"]

{"sheet":"Capital Requirements","index":12,"n_rows":85,"n_cols":4,"rows_kept":85,"merged":[[0,0,0,2],[1,0,1,5],[2,1,2,2],[18,0,18,5],[20,0,20,2],[22,0,22,5],[24,0,24,2],[25,0,25,5],[27,0,27,5],[29,0,29,5],[31,0,31,2],[32,0,32,5],[34,0,34,2],[35,0,35,5],[37,0,37,2],[38,0,38,5],[40,0,40,2],[41,0,41,5],[42,0,42,5],[44,2,44,3],[50,2,50,3],[57,2,57,3],[63,2,63,3],[69,0,69,2],[70,0,70,3],[81,0,81,3],[83,0,83,2],[84,0,84,3]]}
["Capital requirements"]
["\nThe table below sets out the capital requirements at 1 January 2020, 31 December 2020 and the pro forma requirements for 31 December 2021. The table does not include Pillar 2 Guidance (“P2G”) which is not publicly disclosed.\n\nA suite of measures have been introduced to support the financial sector through the current COVID-19 pandemic. These include the reduction in the Countercyclical capital buffer (“CCyB”) to zero by both the Central Bank of Ireland (“CBI”) and the Bank of England (“BOE”). Other measures include amendments to the transitional rules for IFRS 9 in respect of COVID-19 related losses and the accelerated introduction of rules to allow the inclusion of prudentially valued software assets in capital.\n\nOn 1 January 2020 the Group’s Pillar 2 Requirement (“P2R”) reduced to 3% from 3.15% in 2019. Previously the P2R had to be met with CET1 only, post 8 April 2020 at least 56.25% of P2R (1.69% of RWA) must be CET1 and at least 75% (2.25% of RWA) must be Tier 1.\n"]
[null,"Actual",null,"Pro forma"]
["Regulatory capital requirements","1 Jan 2020","31 Dec 2020","31 Dec 2021"]
["CET1 requirements"]
["Pillar 1",{"v":0.045,"d":"4.50%"},{"v":0.045,"d":"4.50%"},{"v":0.045,"d":"4.50%"}]
["Pillar 2 requirement (P2R)",{"v":0.03,"d":"3.00%"},{"v":0.0169,"d":"1.69%"},{"v":0.0169,"d":"1.69%"}]
["Combined buffer requirement",{"v":0.039,"d":"3.90%"},{"v":0.035,"d":"3.50%"},{"v":0.04,"d":"4.00%"}]
["  Capital Conservation Buffer (CCB)  ",{"v":0.025,"d":"2.50%"},{"v":0.025,"d":"2.50%"},{"v":0.025,"d":"2.50%"}]
["  O-SII buffer",{"v":0.005,"d":"0.50%"},{"v":0.01,"d":"1.00%"},{"v":0.015,"d":"1.50%"}]
["  Countercyclical buffer (CCYB) Impact"]
["     Irish exposures",{"v":0.007,"d":"0.70%"},"0.00 %","0.00 %"]
["     UK exposures",{"v":2E-3,"d":"0.20%"},"0.00 %","0.00 %"]
["CET1 requirement",{"v":0.114,"d":"11.40%"},{"v":0.0969,"d":"9.69%"},{"v":0.1019,"d":"10.19%"}]
["Pillar 1 AT1 / tier 2",{"v":0.035,"d":"3.50%"},{"v":0.035,"d":"3.50%"},{"v":0.035,"d":"3.50%"}]
["P2R AT1 / tier 2","0.00 %",{"v":0.0131,"d":"1.31%"},{"v":0.0131,"d":"1.31%"}]
["Total capital requirement",{"v":0.149,"d":"14.90%"},{"v":0.145,"d":"14.50%"},{"v":0.15,"d":"15.00%"}]
[]
["The Group’s minimum CET1 requirement is 9.69% at 31 December 2020 under CRD V Article 104a. Any shortfall in AT1 and Tier 2 must be held in CET1. Currently there is no shortfall.\nThe Other Systemically Important Institution (“O-SII”) buffer of 1.0% will rise to 1.5% on 1 July 2021 and accordingly will increase the minimum CET1 requirements.\nThe minimum requirement for the total capital ratio is 14.5% at 31 December 2020 and will increase to 15.0% by the end of 2021. "]
[]
["Regulatory developments"]
[]
["Targeted Review of Internal Models (TRIM) \nThe Group has received and implemented decisions in relation to the TRIM process. The TRIM decision on AIB’s Mortgage model resulted in a € 1.5 billion increase in RWA (-0.5% CET1). The TRIM decision on AIB’s Corporate model resulted in a € 2.3 billion increase in RWA (-0.8% CET1) of which € 1.8 billion related to the leverage portfolio (-0.6% CET1). \n\nOther IRB models\nThe Group has submitted a redeveloped SME model for regulatory approval prior to deployment. In the interim a scalar has been applied to the existing SME model to bring RWAs in line with the redeveloped model resulting in increased RWA of € 0.6 billion (-0.2% CET1).\n\nArticles 501 and 501a \nThe Group has started to avail of the capital reduction factors in the Capital Requirements Regulation (\"CRR\")  Articles 501 and 501a (+0.3% CET1) in 2020. \n\nCalendar provisioning \nCalendar provisioning is a SREP recommendation to ensure minimum coverage levels on long term NPE exposures. The difference between the SREP recommended coverage levels and the IFRS 9 ECL coverage is taken as a CET1 deduction (-0.6%).\n\nSoftware\nIn accordance with Commission Delegated Regulation (EU) 2020/2176 the deduction for intangible assets has been reduced. The impact on CET1 net of associated RWA increase is +0.6%.\n\nThe combined impact of regulatory developments resulted in a CET1 reduction of 1.2%."]
[]
["Capital ratios at 31 December 2020 "]
["Fully loaded ratio\nThe fully loaded CET1 ratio decreased to 15.6% at 31 December 2020 from 17.3% at 31 December 2019.\n\nIn addition to the above regulatory developments impacts, the remaining 0.5% decrease is due to a loss after tax of € 0.7 billion (-1.4%) reflecting an ECL charge of € 1.5 billion, partially offset by the cancellation of the 2019 dividend (+0.4%) and RWA reductions due to reduced loans and advances to customers (+0.8% CET1). Finally other equity and RWA movements reduced CET1 by 0.3%.\n\nThe fully loaded total capital ratio increased to 20.8% from 20.5% at 31 December 2019. The increase in the ratio was driven by two new capital issuances comprising a € 0.6 billion AT1 and a € 1 billion tier 2 securities, and IRB excess of provisions over expected losses. These were significantly offset by the CET1 movements outlined above and the redemption of the AT1 and tier 2 capital issued in 2015 from Allied Irish Banks, p.l.c."]
[]
["Transitional ratio\nThe transitional CET1 ratio decreased to 18.9% at 31 December 2020 from 20.3% at 31 December 2019. This decrease is mainly driven by the fully loaded CET1 movements detailed above and an additional year's phasing of the deferred tax asset deduction, partially offset by the increase in the IFRS 9 transitional addback as part of the suite of measures to support the financial sector through the current COVID-19 pandemic.\n\nAt 31 December 2020 the transitional total capital ratio increased to 23.9% from 23.3% at 31 December 2019."]
[]
["Leverage ratio\nBased on the full implementation of CRD IV, the fully loaded leverage ratio, under the Delegated Act implemented in January 2015, was 8.3% at 31 December 2020 (9.7% at 31 December 2019).\nThe transitional leverage ratio was 9.8% at 31 December 2020 (11.1% at 31 December 2019).\nTotal leverage exposures (transitional basis) increased by € 12.2 billion in the year mainly driven by increases in cash and balances at central banks."]
[]
["Finalisation of Basel III"]
["The Group continues to closely monitor regulatory developments to ensure that the Group maintains a strong capital position.\nOne of the key areas of regulatory development is the finalisation of Basel III reforms, exact implementation details will be confirmed once the finalised requirements are transposed into law. Initial assessments signal upward pressure on RWA mostly in relation to operational risk. \nIn relation to RWA floors the Groups’ high RWA density makes it less likely to be severely impacted by their introduction."]
[]
["Minimum requirement for own funds and eligible liabilities (“MREL”)"]
["\nAt 31 December 2020 the Group had an MREL ratio of 30% of RWAs.\nThe Group continued to work towards its MREL target in 2020 to ensure that there is sufficient loss absorption and re-capitalisation capability. The Group has now completed issuance of € 6 billion MREL eligible liabilities of which € 1.6 billion was issued in 2020.\nThe Single Resolution Board (“SRB”) has provided the Group with its default formula for the MREL target calibration under the new BRRD II legislative framework to be complied with by 1 January 2022. The Group has estimated its January 2022 intermediate binding target is 27.1% of RWA including the combined buffer requirement.\nThe Group continues to monitor changes in MREL requirements together with developments in the SRB’s MREL policy which has the potential to impact on the Group’s MREL target."]
[]
["Dividends"]
["The final dividend in respect of 2019 was cancelled in line with regulatory guidance. No dividend is proposed for 2020."]
[]
["Ratings"]
["AIB Group plc and Allied Irish Banks, p.l.c. are rated at investment grade with all three rating agencies, Moody’s, Fitch and Standard & Poor’s (S&P).\n"]
["AIB Group plc\nAll three rating agencies re-affirmed their ratings in 2020 and changed the outlook to stable from positive (Moody’s) and to negative from stable (Fitch and S&P). The changed outlook reflects the expectation that the Irish and UK economies will contract as a result of the COVID-19 pandemic."]
[]
[null,null,"31 December 2020"]
["Long term ratings","Moody's","S&P","Fitch"]
["Long-term","Baa2","BBB-","BBB"]
["Outlook","Stable","Negative","Negative"]
["Investment grade","√","√","√"]
[]
[null,null,"31 December 2019"]
["Long term ratings","Moody's","S&P","Fitch"]
["Long-term","Baa2","BBB-","BBB"]
["Outlook","Positive","Stable","Stable"]
["Investment grade","√","√","√"]
[]
["Allied Irish Banks, p.l.c."]
[null,null,"31 December 2020"]
["Long-term ratings","Moody's","S&P","Fitch"]
["Long-term","A2","BBB+","BBB+"]
["Outlook","Stable","Negative","Negative"]
["Investment grade","√","√","√"]
[]
[null,null,"31 December 2019"]
["Long term ratings","Moody's","S&P","Fitch"]
["Long-term","A2","BBB+","BBB+"]
["Outlook","Stable","Stable","Stable"]
["Investment grade","√","√","√"]
[]
["Return on tangible equity (\"RoTE\")"]
["The losses incurred in 2020 result in a negative RoTE of 11.2%."]
[]
[null,null,"2020","2019"]
["(Loss)/profit after tax",null,{"v":-741,"d":"(741)"},{"v":364,"d":"364 "}]
["AT1 coupons paid",null,{"v":-76,"d":"(76)"},{"v":-37,"d":"(37)"}]
["Attributable earnings",null,{"v":-817,"d":"(817)"},{"v":327,"d":"327 "}]
[]
["Average RWA",null,{"v":52289,"d":"52,289 "},{"v":51631,"d":"51,631 "}]
["RWA * 14% target",null,{"v":7320,"d":"7,320 "},{"v":7228,"d":"7,228 "}]
["RoTE",null,{"v":-0.111612021857924,"d":"-11.2%"},{"v":0.0452407304925291,"d":"4.5%"}]
[]
["As part of its strategy, the Group has set a medium term target for RoTE of greater than 8%."]
[]
["Return on assets"]
["The return on assets (RoA) at 31 December 2020 is (0.7%) (2019: 0.4%). "]

{"sheet":"Table 5","index":13,"n_rows":62,"n_cols":8,"rows_kept":62,"merged":[[0,0,0,7],[1,0,1,7],[3,1,3,3],[3,5,3,7],[48,0,48,7],[49,0,49,7],[50,0,50,7],[51,0,51,7],[52,0,52,7],[53,0,53,7],[54,0,54,7],[55,0,55,7],[56,0,56,7],[57,0,57,7],[58,0,58,7],[59,0,59,7],[60,0,60,7],[61,0,61,7]]}
["Table 5: Regulatory capital and capital ratios"]
["As per article 437(1)(d)(ii), (iii) and 437(1)(e). The following table summarises AIB Group’s capital position. (1)"]
[]
[null,"2020-12-31",{"$nulls":3},"2019-12-31"]
[null,"CRD lV Transitional ",null,"CRD lV\nFully loaded",null,"CRD lV Transitional ",null,"CRD lV\nFully loaded"]
["AIB Group","€ m",null,"€ m",null,"€ m",null,"€ m"]
["Equity (2)",{"v":13422,"d":"13,422"},null,{"v":13422,"d":"13,422"},null,{"v":14230,"d":"14,230"},null,{"v":14230,"d":"14,230"}]
["Less: Additional tier 1 securities",{"v":-1115,"d":"(1,115)"},null,{"v":-1115,"d":"(1,115)"},null,{"v":-990,"d":"(990)"},null,{"v":-990,"d":"(990)"}]
["Proposed ordinary dividend (3)",0,null,0,null,{"v":-217,"d":"(217)"},null,{"v":-217,"d":"(217)"}]
["Regulatory adjustments:"]
["Intangible assets (13)",{"v":-485,"d":"(485)"},null,{"v":-485,"d":"(485)"},null,{"v":-798,"d":"(798)"},null,{"v":-798,"d":"(798)"}]
["Cash flow hedging reserves (5) (6)",{"v":-540,"d":"(540)"},null,{"v":-540,"d":"(540)"},null,{"v":-469,"d":"(469)"},null,{"v":-469,"d":"(469)"}]
["IFRS 9 CET 1 transitional add-back (7)",{"v":796,"d":"796 "},null,0,null,{"v":251,"d":"251 "},null,0]
["Pension (4)",{"v":-22,"d":"(22)"},null,{"v":-22,"d":"(22)"},null,{"v":-31,"d":"(31)"},null,{"v":-31,"d":"(31)"}]
["Deferred tax (4) (8)",{"v":-1654,"d":"(1,654)"},null,{"v":-2721,"d":"(2,721)"},null,{"v":-1334,"d":"(1,334)"},null,{"v":-2667,"d":"(2,667)"}]
["Expected loss deduction (4)",0,null,0,null,{"v":-8,"d":"(8)"},null,{"v":-8,"d":"(8)"}]
["Calendar provisioning (12) ",{"v":-317,"d":"(317)"},null,{"v":-317,"d":"(317)"},null,0,null,0]
["Other (9)",{"v":-38,"d":"(38)"},null,{"v":-38,"d":"(38)"},null,{"v":-45,"d":"(45)"},null,{"v":-45,"d":"(45)"}]
[null,{"v":-2260,"d":"(2,260)"},null,{"v":-4123,"d":"(4,123)"},null,{"v":-2434,"d":"(2,434)"},null,{"v":-4018,"d":"(4,018)"}]
["Total common equity tier 1 capital",{"v":10047,"d":"10,047 "},null,{"v":8184,"d":"8,184 "},null,{"v":10589,"d":"10,589 "},null,{"v":9005,"d":"9,005"}]
[]
["Additional tier 1 capital"]
["Additional tier 1 issuance",{"v":1115,"d":"1,115"},null,{"v":1115,"d":"1,115"},null,496,null,496]
["Instruments issued by subsidiaries that are given recognition in additional tier 1 capital (10)",0,null,0,null,129,null,159]
["Total additional tier 1 capital",{"v":1115,"d":"1,115"},null,{"v":1115,"d":"1,115"},null,625,null,655]
["Total tier 1 capital",{"v":11162,"d":"11,162"},null,{"v":9299,"d":"9,299"},null,{"v":11214,"d":"11,214"},null,{"v":9660,"d":"9,660"}]
[]
["Tier 2 capital"]
["Subordinated debt",{"v":1500,"d":"1,500 "},null,{"v":1500,"d":"1,500 "},null,500,null,500]
["Instruments issued by subsidiaries that are given recognition in tier 2 capital (10)",{"v":19,"d":"19 "},null,{"v":24,"d":"24 "},null,426,null,507]
["IRB Excess of provisions over expected losses eligible (11)",{"v":131,"d":"131 "},null,{"v":131,"d":"131 "},null,0,null,0]
["IFRS 9 Tier 2 transitional adjustment (7)",{"v":-131,"d":"(131)"},null,0,null,0,null,0]
["Total tier 2 capital",{"v":1519,"d":"1,519"},null,{"v":1655,"d":"1,655 "},null,926,null,{"v":1007,"d":"1,007"}]
["Total capital",{"v":12681,"d":"12,681"},null,{"v":10954,"d":"10,954 "},null,{"v":12140,"d":"12,140"},null,{"v":10667,"d":"10,667"}]
[]
["Risk weighted assets"]
["Credit risk",{"v":47807,"d":"47,807"},null,{"v":47350,"d":"47,350"},null,{"v":46811,"d":"46,811"},null,{"v":46689,"d":"46,689"}]
["Market risk",429,null,429,null,473,null,473]
["Operational risk",{"v":4686,"d":"4,686"},null,{"v":4686,"d":"4,686"},null,{"v":4700,"d":"4,700"},null,{"v":4700,"d":"4,700"}]
["Credit valuation adjustment",114,null,114,null,137,null,137]
[]
["Total risk weighted assets",{"v":53036,"d":"53,036"},null,{"v":52579,"d":"52,579"},null,{"v":52121,"d":"52,121"},null,{"v":51999,"d":"51,999"}]
[]
[null,"%",null,"%",null,"%",null,"%"]
["Common equity tier 1 ratio",18.9,null,15.6,null,20.3,null,17.3]
["Tier 1 ratio",{"v":21,"d":"21.0"},null,17.7,null,21.5,null,18.6]
["Total capital ratio",23.9,null,20.8,null,23.3,null,20.5]
[]
["See capital and capital management overview for significant movements in capital."]
["(1) Prepared under the regulatory scope of consolidation."]
["(2) For 2020 the loss for the year has been deducted from capital in line with CRR Article 36.  For 2019 figures the capital figures reflect the audited 2019 year-end profit for the Group. These losses/ profits have also been included in the quarterly SSM regulatory capital reporting for both periods.  "]
["(3) On 30 March 2020, the Group announced, following the recommendation of the European Central Bank, that the Company did not intend to seek shareholder approval for the payment of a final dividend for 2019. Accordingly, the relevant Annual General Meeting (“AGM”) resolution was withdrawn and the proposed dividend cancelled."]
["(4) Deductions applied as described under CRR Article 36."]
["(5) Prudential filter applied as described under CRR Article 33."]
["(6) Per statement of changes in equity in the Annual Financial Report."]
["(7) Transitional arrangements as described under Regulation (EU) 2017/2395 as augmented by Regulation (EU) 2020/873 (static and dynamic)."]
["(8) Transitional arrangements as described under CRR Article 478, the 60% transitional rate has been applied for 2020 (2019: 50%)."]
["(9) Per Article 34 and 105 of the CRR as augmented by Commission Delegated Regulation (EU) 2020/866 of 28 May 2020 amending Delegated Regulation (EU) 2016/101 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for prudent valuation under Article 105(14) of Regulation (EU) No 575/2013."]
["(10)  Minority interest deduction in respect of AT1 and T2 securities calculated in accordance with Art. 85, 87 and 480 of the CRR."]
["(11)  Per Article 62 (4) of the CRR."]
["(12) Calendar provisioning is a Supervisory Review and Evaluation Process (\"SREP\") recommendation to ensure minimum coverage levels on long term NPE exposures. The difference between the SREP recommended coverage levels and the IFRS 9 ECL coverage is taken as a CET1 deduction."]
["(13) A36(1) point (b) of Regulation (EU) No 575/2013 as amended by Regulation (EU) 2019/876 and Regulation (EU) 2020/873 as regards the exemptions of prudently valued software assets. Compliant with Amended Delegated Regulation (EU) No 241/2014 as regards the deduction of software assets from CET1 items Article 13a deduction of software assets that are classified as intangible assets for accounting purposes for the purposes of Article 36(1), point (b), of Regulation (EU) No 575/2013."]

{"sheet":"Table 6","index":14,"n_rows":61,"n_cols":4,"rows_kept":61,"merged":[[0,0,0,3],[1,0,1,3],[48,0,48,3],[49,0,49,3],[50,0,50,3],[51,0,51,3],[52,0,52,3],[53,0,53,3],[54,0,54,3],[55,0,55,3],[56,0,56,3],[57,0,57,3],[58,0,58,3],[59,0,59,3],[60,0,60,3]]}
["Table 6: Reconciliation of shareholders’ equity to regulatory capital"]
["As per article 437 (1) (a), 437 (1) (d) (i),(ii) & (iii) and 437 (1) (e). The following table provides a reconciliation of the shareholders’ equity to regulatory capital on a transitional basis."]
[]
[null,"31 December 2020",null,"31 December 2019"]
["AIB Group","€ m",null,"€ m"]
["Equity",{"v":13422,"d":"13,422 "},null,{"v":14230,"d":"14,230 "}]
["Less: Additional tier 1 capital",{"v":-1115,"d":"(1,115)"},null,{"v":-990,"d":"(990)"}]
["          Accrued coupon on additional tier 1 capital",{"v":-7,"d":"(7)"},null,{"v":-9,"d":"(9)"}]
["          Proposed dividend (1)",0,null,{"v":-217,"d":"(217)"}]
[null,{"v":12300,"d":"12,300 "},null,{"v":13014,"d":"13,014 "}]
[]
["Regulatory adjustments: "]
["   Intangible assets (11)",{"v":-485,"d":"(485)"},null,{"v":-798,"d":"(798)"}]
["   Cash flow hedging reserves (3) (4)",{"v":-540,"d":"(540)"},null,{"v":-469,"d":"(469)"}]
["   IFRS 9 CET1 transitional addback (5)",{"v":796,"d":"796 "},null,{"v":251,"d":"251 "}]
["   Pension (2)",{"v":-22,"d":"(22)"},null,{"v":-31,"d":"(31)"}]
["   Deferred tax (2) (6)",{"v":-1654,"d":"(1,654)"},null,{"v":-1334,"d":"(1,334)"}]
["   Prudent valuation adjustment (7)",{"v":-31,"d":"(31)"},null,{"v":-36,"d":"(36)"}]
["   Calendar provisioning (10)",{"v":-317,"d":"(317)"},null,0]
["   Expected loss deduction (2)",0,null,{"v":-8,"d":"(8)"}]
["Common equity tier 1 capital",{"v":10047,"d":"10,047 "},null,{"v":10589,"d":"10,589 "}]
[]
["Additional tier 1 capital"]
["Other equity interests",{"v":1115,"d":"1,115 "},null,{"v":496,"d":"496 "}]
["Non-controlling interests",0,null,{"v":494,"d":"494 "}]
[]
["Regulatory adjustments: "]
["Minority interest deduction in respect of AT1 securities (8)",0,null,{"v":-115,"d":"(115)"}]
["Additional tier 1 securities intention to redeem",0,null,{"v":-250,"d":"(250)"}]
["Total tier 1 capital",{"v":11162,"d":"11,162 "},null,{"v":11214,"d":"11,214 "}]
[]
["Tier 2 capital"]
["Subordinated debt: "]
["   Subordinated liabilities and other capital instruments",{"v":1550,"d":"1,550 "},null,{"v":1299,"d":"1,299 "}]
["   Instruments not allowable for capital purposes",{"v":-11,"d":"(11)"},null,{"v":-10,"d":"(10)"}]
[null,{"v":1539,"d":"1,539 "},null,{"v":1289,"d":"1,289 "}]
["Regulatory adjustments: "]
["   Minority interest deduction in respect of tier 2 securities (8)",{"v":-20,"d":"(20)"},null,{"v":-363,"d":"(363)"}]
["   IRB excess of provisions over expected losses eligible (9)",{"v":131,"d":"131 "},null,0]
["   IFRS 9 tier 2 transitional adjustment (5)",{"v":-131,"d":"(131)"},null,0]
[]
[null,{"v":-363.225118253222,"d":"(363)"},null,{"v":-370,"d":"(370)"}]
["Total tier 2 capital",{"v":1519,"d":"1,519 "},null,{"v":926,"d":"926 "}]
[]
[]
["Total capital",{"v":12681,"d":"12,681 "},null,{"v":12140,"d":"12,140 "}]
[]
[]
[]
["(1) On 30 March 2020, the Group announced, following the recommendation of the European Central Bank, that the Company did not intend to seek shareholder approval for the payment of a final dividend for 2019. Accordingly, the relevant Annual General Meeting (“AGM”) resolution  was withdrawn and the proposed dividend cancelled."]
["(2) Deductions applied as described under CRR Articles 36."]
["(3) Prudential filter applied as described under CRR Articles 33."]
["(4) Per statement of changes in equity in the Annual Financial Report."]
["(5) Transitional arrangements as described under Regulation (EU) 2017/2395 as augmented by Regulation (EU) 2020/873 (static and dynamic)."]
["(6) Transitional arrangements as described under CRR article 478, the 60% transitional rate has been applied for 2020. (2019: 50%)."]
["(7) Per Article 34 and 105 of the CRR as augmented by Commission Delegated Regulation (EU) 2020/866 of 28 May 2020 amending Delegated Regulation (EU) 2016/101 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for prudent valuation under Article 105(14) of Regulation (EU) No 575/2013."]
["(8) Minority interest deduction in respect of AT1 and T2 securities calculated in accordance with Art. 85, 87 and 480 of the CRR."]
["(9) Per Article 62 (4) of the CRR."]
["(10) Calendar provisioning is a Supervisory Review and Evaluation Process (\"SREP\") recommendation to ensure minimum coverage levels on long term NPE exposures. The difference between the SREP recommended coverage levels and the IFRS 9 ECL coverage is taken as a CET1 deduction."]
["(11) A36(1) point (b) of Regulation (EU) No 575/2013 as amended by Regulation (EU) 2019/876 and Regulation (EU) 2020/873 as regards the exemptions of prudently valued software assets. Compliant with Amended Delegated Regulation (EU) No 241/2014 as regards the deduction of software assets from CET1 items Article 13a deduction of software assets that are classified as intangible assets for accounting purposes for the purposes of Article 36(1), point (b), of Regulation (EU) No 575/2013."]
["(12) See capital and capital management overview for significant movements in capital"]

{"sheet":"Table 7","index":15,"n_rows":62,"n_cols":4,"rows_kept":62,"merged":[[0,0,0,3],[1,0,1,3],[59,0,59,3],[60,0,60,3],[61,0,61,3]]}
["Table 7: Movements in total capital"]
["As per article 437 (1) (a), 437 (1) (d) (ii) and (iii) and 437 (1) (e). The following table analyses the movements in total capital on a transitional basis."]
[]
[null,"2020-12-31",null,"2019-12-31"]
["AIB Group","€ m",null,"€ m"]
["Common equity tier 1 capital at 1 January",{"v":10589,"d":"10,589 "},null,{"v":10909,"d":"10,909 "}]
["(Loss)/Profit for the year",{"v":-739,"d":"(739)"},null,{"v":364,"d":"364 "}]
["Other comprehensive income:"]
["     Net actuarial movement  in retirement benefit schemes",{"v":-39,"d":"(39)"},null,{"v":-188,"d":"(188)"}]
["     Net change in fair value of investment securities reserves    ",{"v":-72,"d":"(72)"},null,{"v":-53,"d":"(53)"}]
["     Net change in cashflow hedging reserves ",{"v":71,"d":"71 "},null,{"v":184,"d":"184 "}]
["     Foreign currency translation reserves",{"v":-70,"d":"(70)"},null,{"v":66,"d":"66 "}]
["     Other",0,null,0]
["Total movement in other comprehensive income",{"v":-110,"d":"(110)"},null,{"v":9,"d":"9 "}]
["Total comprehensive income for the year",{"v":-849,"d":"(849)"},null,{"v":373,"d":"373 "}]
[]
[]
["Cancellation of proposed ordinary dividend / proposed ordinary dividend (1)",{"v":217,"d":"217 "},null,{"v":-217,"d":"(217)"}]
[]
[]
[]
["Regulatory adjustments at 1 January 2015",0,null,0]
[]
["Payment of additional tier 1 distribution",{"v":-85,"d":"(85)"},null,{"v":-37,"d":"(37)"}]
[]
["Movements in regulatory adjustments"]
["        - Intangible assets",{"v":313,"d":"313 "},null,{"v":-116,"d":"(116)"}]
["        - Cash flow hedging reserves",{"v":-71,"d":"(71)"},null,{"v":-184,"d":"(184)"}]
["        - IFRS 9 transitional CET 1 addback",{"v":545,"d":"545 "},null,{"v":-47,"d":"(47)"}]
["        - Pension",{"v":9,"d":"9 "},null,{"v":152,"d":"152 "}]
["        - Deferred tax",{"v":-320,"d":"(320)"},null,{"v":-255,"d":"(255)"}]
["        - Expected loss deduction ",{"v":8,"d":"8 "},null,{"v":13,"d":"13 "}]
["       -  Calendar provisioning",{"v":-317,"d":"(317)"},null,0]
["        - Other",{"v":8,"d":"8 "},null,{"v":-2,"d":"(2)"}]
["Total movements in regulatory adjustments",{"v":175,"d":"175 "},null,{"v":-439,"d":"(439)"}]
[" Common equity tier 1 at 31 December ",{"v":10047,"d":"10,047 "},null,{"v":10589,"d":"10,589 "}]
[null,{"v":12139.875,"d":"12,140 "},null,{"v":12285,"d":"12,285 "}]
[]
["Additional tier 1 capital at 1 January",{"v":625,"d":"625 "},null,{"v":235,"d":"235 "}]
[]
["Additional tier 1 issued ",{"v":619,"d":"619 "},null,{"v":496,"d":"496 "}]
["Instruments issued by subsidiaries that are given recognition in AT1 capital (2)",{"v":-129,"d":"(129)"},null,{"v":-106,"d":"(106)"}]
["Total tier 1 capital at 31 December",{"v":11162,"d":"11,162 "},null,{"v":11214,"d":"11,214 "}]
[]
[]
[]
["Total tier 2 capital at 1 January ",{"v":926,"d":"926 "},null,{"v":415,"d":"415 "}]
[]
["Subordinated loan capital issued ",{"v":1000,"d":"1,000 "},null,{"v":500,"d":"500 "}]
["Instruments issued by subsidiaries that are given recognition in tier 2 capital (2)",{"v":-407,"d":"(407)"},null,{"v":11,"d":"11 "}]
["IRB excess of provisions over expected losses eligible ",{"v":131,"d":"131 "},null,0]
["IFRS 9 tier 2 transitional adjustment ",{"v":-131,"d":"(131)"},null,0]
["Total movements in tier 2 during the year",{"v":593,"d":"593 "},null,{"v":511,"d":"511 "}]
[]
["Total tier 2 capital at 31 December",{"v":1519,"d":"1,519 "},null,{"v":926,"d":"926 "}]
[]
[]
["Total capital at 31 December ",{"v":12681,"d":"12,681 "},null,{"v":12140,"d":"12,140 "}]
[]
["See capital and capital management overview for significant movements in capital."]
["(1) On 30 March 2020, the Group announced, following the recommendation of the European Central Bank, that the Company did not intend to seek shareholder approval for the payment of a final dividend for 2019. Accordingly, the relevant Annual General Meeting (“AGM”) resolution was withdrawn and the proposed dividend cancelled."]
["(2) The movement in the 2020 numbers relate to the redemption of instruments in AIB plc during 2020."]

{"sheet":"Table 8","index":16,"n_rows":37,"n_cols":7,"rows_kept":37,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6],[5,0,5,1],[35,0,35,6],[36,0,36,6],[37,0,37,6]]}
["Table 8: EU OV1 – Overview of risk weighted assets (RWAs)"]
["Per Article 437(1)(d)(iii) and 438(c-f) the following table summarises risk weighted assets (“RWAs”) and minimum capital requirements (1) (“MCRs”) by risk type."]
[]
[null,null,"Risk weighted assets",null,null,"Minimum capital requirements"]
[null,null,"2020-12-31","2019-12-31",null,"2020-12-31","2019-12-31"]
["AIB Group",null,"€ m","€ m",null,"€ m","€ m"]
[1,"Credit risk (excluding counterparty credit risk) (“CCR”)",{"v":45854,"d":"45,854"},{"v":45108,"d":"45,108"},null,{"v":3668,"d":"3,668"},{"v":3608,"d":"3,608"}]
[null,"Of which:"]
[2,"Standardised approach",{"v":24388,"d":"24,388"},{"v":26756,"d":"26,756"},null,{"v":1951,"d":"1,951"},{"v":2140,"d":"2,140"}]
[3,"Foundation IRB (FIRB) approach",{"v":15739,"d":"15,739"},{"v":13775,"d":"13,775"},null,{"v":1259,"d":"1,259"},{"v":1102,"d":"1,102"}]
[4,"Advanced IRB (AIRB) approach",{"v":5727,"d":"5,727"},{"v":4577,"d":"4,577"},null,458,366]
[5,"Equity IRB under the simple risk-weighted approach or the internal model approach (\"IMA\")",0,0,null,0,0]
[6,"CCR",862,{"v":1003,"d":"1,003"},null,69,80]
[null,"Of which:",0,0,null,0,0]
[7,"Mark to market",563,541,null,45,43]
[8,"Financial collateral comprehensive method (for SFTs)",185,325,null,15,26]
[12,"CVA",114,137,null,9,11]
[13,"Settlement risk",0,0,null,0,0]
[14,"Securitisation exposures in the banking book (after the cap)",766,458,null,61,37]
[null,"Of which:"]
[15,"IRB approach",0,67,null,0,6]
["15a","     Securitisation external ratings based approach \n     (SEC- ERBA)",669,391,null,53,31]
["15b","     Securitisations standardised approach",97,0,null,8,0]
[19,"Market risk",429,473,null,34,38]
[null,"Of which:"]
[20,"Standardised approach",429,473,null,34,38]
[22,"Large exposures",0,0,null,0,0]
[23,"Operational risk",{"v":4686,"d":"4,686"},{"v":4700,"d":"4,700"},null,375,376]
[null,"Of which:"]
[25,"Standardised approach",{"v":4686,"d":"4,686"},{"v":4700,"d":"4,700"},null,375,376]
[27,"Amounts below the thresholds for deduction (subject to 250% risk weight)",439,379,null,35,31]
[null,"Other risk exposure amounts",0,0,null,0,0]
[28,"Floor adjustment",0,0,null,0,0]
[29,"Total",{"v":53036,"d":"53,036"},{"v":52121,"d":"52,121"},null,{"v":4242,"d":"4,242"},{"v":4170,"d":"4,170"}]
[]
["(1) Minimum capital requirements are calculated as 8% of risk weighted assets."]
["For analysis of movement in each individual risk type please see explanation in the relevant section within this document. "]

{"sheet":"Table 9","index":17,"n_rows":22,"n_cols":8,"rows_kept":22,"merged":[[0,0,0,7],[1,0,1,7],[3,6,3,7],[12,6,12,7],[20,0,20,7],[21,0,21,6]]}
["Table 9: Bridge detailing how credit risk RWAs in table EU OV1 reconciles to capital and other tables"]
["The following tables provide a bridge detailing how credit risk RWAs in table EU OV1 reconciles to the capital and other tables."]
[]
[{"$nulls":6},"2020-12-31"]
[null,"Per EU OV1","Securitisations","Total credit risk ","Amounts below threshold for deduction ","Total credit \n risk ","Counterparty    \ncredit risk (1)","As reported in table 5/10 "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Total credit risk",{"v":45854,"d":"45,854"},766,{"v":46620,"d":"46,620"},439,{"v":47059,"d":"47,059"},748,{"v":47807,"d":"47,807"}]
["Of which:"]
["Credit risk - Securitisations",0,766,766,0,766,0,766]
["Credit risk - Exposures subject to IRB approach",{"v":21466,"d":"21,466"},0,{"v":21466,"d":"21,466"},0,{"v":21466,"d":"21,466"},356,{"v":21822,"d":"21,822"}]
["Credit risk - Exposures subject to standardised approach",{"v":24388,"d":"24,388"},0,{"v":24388,"d":"24,388"},439,{"v":24827,"d":"24,827"},392,{"v":25219,"d":"25,219"}]
[]
[{"$nulls":6},"2019-12-31"]
[null," Per EU OV1","Securitisations ","Total credit risk ","Amounts below threshold for deduction ","Total credit \n risk ","Counterparty\n credit risk (1)","As reported in table 5/10 "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Total credit risk",{"v":45108,"d":"45,108"},458,{"v":45566,"d":"45,566"},379,{"v":45945,"d":"45,945"},866,{"v":46811,"d":"46,811"}]
["Of which:"]
["Credit risk - Exposures subject to IRB approach",{"v":18352,"d":"18,352"},67,{"v":18419,"d":"18,419"},0,{"v":18419,"d":"18,419"},486,{"v":18905,"d":"18,905"}]
["Credit risk - Exposures subject to standardised approach",{"v":26756,"d":"26,756"},391,{"v":27147,"d":"27,147"},379,{"v":27526,"d":"27,526"},380,{"v":27906,"d":"27,906"}]
[]
["(1) Excludes CVA adjustment of € 114 million (2019: € 137 million) which is shown separately in capital."]
["For analysis of movement in each individual risk type please see explanation in the relevant section within this document."]

{"sheet":"Table 10","index":18,"n_rows":57,"n_cols":9,"rows_kept":57,"merged":[[0,0,0,8],[1,0,1,8],[3,3,3,4],[3,7,3,8],[5,0,5,1],[40,0,40,8],[41,0,41,8],[44,0,44,8],[45,0,45,8],[46,1,46,8],[47,1,47,8],[48,1,48,8],[49,0,49,8],[50,0,50,7],[51,0,51,8],[52,0,52,8],[53,1,53,8],[54,1,54,8],[55,1,55,8],[56,0,56,8]]}
["Table 10: Total exposures by exposure class and related minimum capital requirements"]
["Per Article 438(c), (d)(i-iv) the minimum capital requirements for exposures calculated under the standardised approach and IRB approach and the related exposure values are set out in the following table.\n\nTotal exposures (€ 128,037 million) include credit risk exposures net of impairment provisions before the application of credit risk mitigation (CRM) and credit conversion factors (CCF). These also include counterparty credit risk exposures (€ 8,613 million) and securitisations exposures (€ 1,149 million).\n\nNote the total risk weighted assets for credit risk below is € 47,807 million, and ties into the credit risk (transitional) in the 'Introduction and AIB Group key information' table and as per the capital table 5."]
[]
[{"$nulls":3},"2020-12-31",{"$nulls":3},"2019-12-31"]
[null,null,"Total exposures ","Risk weighted assets ","Minimum capital requirement CRD IV ",null,"Total\n exposures ","Risk weighted \nassets ","Minimum capital requirement \nCRD IV "]
["AIB Group",null,"€ m","€ m","€ m",null,"€ m","€ m","€ m"]
[null,"IRB approach"]
[1,"Central governments or central banks",{"v":8969,"d":"8,969"},48,4,null,{"v":7645,"d":"7,645"},52,4]
[2,"Institutions",{"v":14295,"d":"14,295"},{"v":2024,"d":"2,024"},162,null,{"v":18408,"d":"18,408"},{"v":2234,"d":"2,234"},179]
[3,"Corporates",{"v":14165,"d":"14,165"},{"v":14017,"d":"14,017"},{"v":1121,"d":"1,121"},null,{"v":15582,"d":"15,582"},{"v":11960,"d":"11,960"},957]
[4,"Of which: Specialised lending",{"v":1302,"d":"1,302"},900,72,null,904,601,48]
[5,"                SMEs",{"v":3236,"d":"3,236"},{"v":3258,"d":"3,258"},261,null,{"v":3959,"d":"3,959"},{"v":3842,"d":"3,842"},307]
[6,"Retail",{"v":18419,"d":"18,419"},{"v":5727,"d":"5,727"},458,null,{"v":18957,"d":"18,957"},{"v":4577,"d":"4,577"},366]
[7,"Of which: Secured by real estate property",{"v":18419,"d":"18,419"},{"v":5727,"d":"5,727"},458,null,{"v":18957,"d":"18,957"},{"v":4577,"d":"4,577"},366]
[8,"SMEs",0,0,0,null,0,0,0]
[9,"Non-SMEs",0,0,0,null,0,0,0]
[10,"Qualifying revolving",0,0,0,null,0,0,0]
[11,"Other retail",0,0,0,null,0,0,0]
[12,"SMEs",0,0,0,null,0,0,0]
[null,null,0,0,0]
[null,"Other non credit obligations",6,6,0,null,15,15,1]
[null,"Total IRB approach (1)",{"v":55854,"d":"55,854"},{"v":21822,"d":"21,822"},{"v":1745,"d":"1,745"},null,{"v":60607,"d":"60,607"},{"v":18838,"d":"18,838"},{"v":1507,"d":"1,507"}]
[]
[16,"Central governments or central banks",{"v":27173,"d":"27,173"},137,11,null,{"v":12447,"d":"12,447"},115,9]
[17,"Regional government and local authorities",289,1,0,null,209,1,0]
[18,"Public sector entities",0,0,0,null,0,0,0]
[21,"Institutions",{"v":1065,"d":"1,065"},21,2,null,712,14,1]
[22,"Corporates",{"v":9658,"d":"9,658"},{"v":6846,"d":"6,846"},548,null,{"v":11361,"d":"11,361"},{"v":9141,"d":"9,141"},731]
[24,"Retail",{"v":8678,"d":"8,678"},{"v":3243,"d":"3,243"},259,null,{"v":8832,"d":"8,832"},{"v":3839,"d":"3,839"},307]
[26,"Secured by mortgages on immovable property",{"v":16883,"d":"16,883"},{"v":8675,"d":"8,675"},693,null,{"v":17934,"d":"17,934"},{"v":9699,"d":"9,699"},776]
[28,"Exposures in default",{"v":1928,"d":"1,928"},{"v":2321,"d":"2,321"},186,null,{"v":1226,"d":"1,226"},{"v":1389,"d":"1,389"},111]
[29,"Items associated with particularly high risk",{"v":1454,"d":"1,454"},{"v":1615,"d":"1,615"},129,null,{"v":1529,"d":"1,529"},{"v":1828,"d":"1,828"},146]
[30,"Covered bonds",0,0,0,null,0,0,0]
[33,"Equity exposures",246,427,34,null,253,412,33]
[null,null,0,0,0]
[35,"Other exposures",{"v":3660,"d":"3,660"},{"v":1933,"d":"1,933"},155,null,{"v":3131,"d":"3,131"},{"v":1077,"d":"1,077"},86]
[null,"Total standardised approach (2)",{"v":71034,"d":"71,034"},{"v":25219,"d":"25,219"},{"v":2017,"d":"2,017"},null,{"v":57634,"d":"57,634"},{"v":27515,"d":"27,515"},{"v":2200,"d":"2,200"}]
[null,"Securitisation positions",{"v":1149,"d":"1,149"},766,61,null,922,458,37]
[null,"Total",{"v":128037,"d":"128,037"},{"v":47807,"d":"47,807"},{"v":3823,"d":"3,823"},null,{"v":119163,"d":"119,163"},{"v":46811,"d":"46,811"},{"v":3744,"d":"3,744"}]
[]
["(1) Total IRB exposures includes counterparty credit risk of € 7,073 million (2019: € 11,022 million). "]
["(2) Total standardised exposures includes counterparty credit risk of € 1,540 million (2019: € 1,163 million)."]
[]
[]
["IRB approach"]
["The decrease of € 4.8 billion in the exposures in the IRB portfolio can be predominantly attributed to the following:"]
["-","Institutions exposures decreased by € 4.1 billion reflecting a reduction in secured financing transaction exposures,"]
["-","Corporate exposures decreased by € 1.4 billion reflecting redemptions exceeding new lending and lower syndicated lending as a result of the Group's reduced risk appetite, partially offset by an increase in energy, climate action and infrastructure portfolio (i.e. specialised lending),"]
["-","Retail exposures decreased by € 0.5 billion reflecting lower economic activity."]
["These decreases were partially offset by an increase in central government or central banks exposures of € 1.3 billion mainly in liquid assets."]
[]
["Standardised approach"]
["In the standardised portfolio, total exposures increased by € 13.4 billion during 2020 mainly due to the following:"]
["-","Central government or central banks exposures increased € 14.7 billion as a result of the Group's excess funding and liquidity position, "]
["-","Exposures in default increased € 0.7 billion, "]
["-","Other exposures increased by € 0.5 billion mainly due to the IFRS9 ECL addback to capital being risk weighted."]
["These increases were partially offset by corporate and secured by mortgages on immovable property exposures decreasing by € 1.7 billion and € 1.1 billion respectively reflecting lower economic activity."]

{"sheet":"Table 11","index":19,"n_rows":36,"n_cols":8,"rows_kept":36,"merged":[[0,0,0,7],[1,0,1,7],[3,6,3,7],[17,6,17,7],[31,0,31,7],[32,0,32,7],[33,0,33,7],[34,0,34,7],[35,0,35,7],[36,0,36,5]]}
["Table 11: Movements in risk weighted assets"]
["Per Article 438(c),(d(i)-(iv) this table analyses the movements in risk weighted assets by risk categories."]
[]
[{"$nulls":6},"2020-12-31"]
[null,"Credit risk STD ","Credit risk IRB ","Credit risk Securitisation","Market risk ","Operational risk ","Credit valuation adjustment ","Total"]
[]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Opening risk weighted asset",{"v":27515,"d":"27,515 "},{"v":18905,"d":"18,905 "},{"v":391,"d":"391 "},{"v":473,"d":"473 "},{"v":4700,"d":"4,700 "},{"v":137,"d":"137 "},{"v":52121,"d":"52,121 "}]
["Asset size (1) (2)",{"v":-2145,"d":"(2,145)"},{"v":-903,"d":"(903)"},{"v":62,"d":"62 "},{"v":-44,"d":"(44)"},0,{"v":-23,"d":"(23)"},{"v":-3053,"d":"(3,053)"}]
["Asset quality (3)",{"v":214,"d":"214 "},{"v":209,"d":"209 "},0,0,0,0,{"v":423,"d":"423 "}]
["Model updates (4)",0,{"v":4396,"d":"4,396 "},0,0,0,0,{"v":4396,"d":"4,396 "}]
["Methodology and policy (5)",{"v":181,"d":"181 "},{"v":-523,"d":"(523)"},{"v":318,"d":"318 "},0,0,0,{"v":-24,"d":"(24)"}]
["Foreign exchange movements",{"v":-546,"d":"(546)"},{"v":-262,"d":"(262)"},{"v":-5,"d":"(5)"},0,0,0,{"v":-813,"d":"(813)"}]
["Other",0,0,0,0,{"v":-14,"d":"(14)"},0,{"v":-14,"d":"(14)"}]
["Closing risk weighted asset",{"v":25219,"d":"25,219 "},{"v":21822,"d":"21,822 "},{"v":766,"d":"766 "},{"v":429,"d":"429 "},{"v":4686,"d":"4,686 "},{"v":114,"d":"114 "},{"v":53036,"d":"53,036 "}]
[]
[{"$nulls":6},"2019-12-31"]
[null,"Credit risk STD ","Credit risk\n IRB ","Credit risk Securitisation","Market risk ","Operational risk ","Credit valuation adjustment ","Total"]
[]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Opening risk weighted asset",{"v":26993,"d":"26,993 "},{"v":19216,"d":"19,216 "},0,{"v":371,"d":"371 "},{"v":4624,"d":"4,624 "},{"v":392,"d":"392 "},{"v":51596,"d":"51,596 "}]
["Asset size (1) (2)",{"v":80,"d":"80 "},{"v":393,"d":"393 "},{"v":391,"d":"391 "},{"v":102,"d":"102 "},0,{"v":318,"d":"318 "},{"v":1284,"d":"1,284 "}]
["Asset quality (3)",{"v":-40,"d":"(40)"},{"v":-720,"d":"(720)"},0,0,0,0,{"v":-760,"d":"(760)"}]
["Model updates (4)",0,{"v":339,"d":"339 "},0,0,0,0,{"v":339,"d":"339 "}]
["Methodology and policy (5)",{"v":14,"d":"14 "},{"v":-424,"d":"(424)"},0,0,0,{"v":-573,"d":"(573)"},{"v":-983,"d":"(983)"}]
["Foreign exchange movements",{"v":468,"d":"468 "},{"v":101,"d":"101 "},0,0,0,0,{"v":569,"d":"569 "}]
["Other",0,0,0,0,{"v":76,"d":"76 "},0,{"v":76,"d":"76 "}]
["Closing risk weighted asset",{"v":27515,"d":"27,515 "},{"v":18905,"d":"18,905 "},{"v":391,"d":"391 "},{"v":473,"d":"473 "},{"v":4700,"d":"4,700 "},{"v":137,"d":"137 "},{"v":52121,"d":"52,121 "}]
[]
["(1) Asset size increases/decreases in credit risk driven by new lending offset by loan redemptions, restructures, asset sales and write-offs."]
["(2) Credit valuation adjustment reduction driven by the movement in derivative mark to market."]
["(3) Asset quality represents the impact of PD and LGD migration changes within the loan book (also net movement into/out of default)."]
["(4) 2020: The TRIM decision on AIB’s Mortgage model resulted in a € 1.5 billion increase in RWA. The TRIM decision on AIB’s Corporate model resulted in a € 2.3 billion increase in RWA. The Group has submitted a redeveloped SME model for regulatory approval prior to deployment. In the interim a scalar has been applied to the existing SME model to bring RWAs in line with the redeveloped model resulting in increased RWA of € 0.6 billion.\n    2019: Increase in RWAs of Corporate SME exposures following PD recalibration exercise."]
["(5) 2020: Relates to changes in legislation for IFRS 9 transitional rules under Regulation (EU) 2020/873,  implementation of securitisation framework Regulation (EU) 2017/2401, Implementation of new definition of default and reduction of deduction for intangible assets in accordance with Commission Delegated Regulation (EU) 2020/2176. Additionally the Group has started to avail of the capital reduction factors in the Capital Requirements Regulation (\"CRR\")  Articles 501 and 501a in 2020. \n    2019: Relates to use of credit risk mitigation per Article 453."]

{"sheet":"Table 12","index":20,"n_rows":21,"n_cols":6,"rows_kept":21,"merged":[[0,0,0,5],[1,0,1,5],[3,1,3,2],[3,4,3,5],[16,0,16,5],[17,0,17,5],[18,0,18,5],[19,0,19,5],[20,0,20,5]]}
["Table 12: EU CR8 – RWA flow statements of credit risk exposures under the IRB approach"]
["Per 438(d)(i)-(iv) the table below analyses the movements in risk weighted assets under the IRB approach. This table excludes securitisation positions and counterparty credit risk."]
[]
[null,"2020-12-31",null,null,"2019-12-31"]
[null,"Risk weighted asset ","Capital requirements ",null,"Risk weighted asset","Capital requirements "]
["AIB Group","€ m","€ m",null,"€ m","€ m"]
["RWAs as at the end of the previous reporting period",{"v":18352,"d":"18,352 "},{"v":1468,"d":"1,468 "},null,{"v":18547,"d":"18,547 "},{"v":1484,"d":"1,484 "}]
["Asset size (1) (2)",{"v":-712,"d":"(712)"},{"v":-57,"d":"(57)"},null,{"v":221,"d":"221 "},{"v":18,"d":"18 "}]
["Asset quality (3)",{"v":209,"d":"209 "},{"v":17,"d":"17 "},null,{"v":-720,"d":"(720)"},{"v":-58,"d":"(58)"}]
["Model updates (4)",{"v":4396,"d":"4,396 "},{"v":352,"d":"352 "},null,{"v":-143,"d":"(143)"},{"v":-11,"d":"(11)"}]
["Methodology and policy (5)",{"v":-523,"d":"(523)"},{"v":-42,"d":"(42)"},null,{"v":339,"d":"339 "},{"v":27,"d":"27 "}]
["Acquisitions and disposals",0,0,null,0,0]
["Foreign exchange movements",{"v":-256,"d":"(256)"},{"v":-21,"d":"(21)"},null,{"v":108,"d":"108 "},{"v":8,"d":"8 "}]
["Other",0,0,null,0,0]
["RWAs as at the end of the reporting period",{"v":21466,"d":"21,466"},{"v":1717,"d":"1,717"},null,{"v":18352,"d":"18,352 "},{"v":1468,"d":"1,468 "}]
[]
["(1) Excludes counterparty credit risk of € 356 million (2019: € 486 million) and securitisation zero in 2020 (2019: € 67 million)."]
["(2) Asset size increases/decreases in credit risk driven by new lending offset by loan redemptions, restructures, asset sales and write-offs."]
["(3) Asset quality represents the impact of PD and LGD migration changes within the loan book (also net movement into/out of default)."]
["(4) 2020: The TRIM decision on AIB’s mortgage model resulted in a € 1.5 billion increase in RWA. The TRIM decision on AIB’s corporate model resulted in a € 2.3 billion increase in RWA. The Group has submitted a redeveloped SME model for regulatory approval prior to deployment. In the interim a scalar has been applied to the existing SME model to bring RWAs in line with the redeveloped model resulting in increased RWA of € 0.6 billion.\n    2019: Increase in RWAs of corporate SME exposures following PD recalibration exercise."]
["(5) 2020: Relates to implementation of new definition of default and also that the Group has started to avail of the capital reduction factors in the Capital Requirements Regulation (\"CRR\")  Articles 501 and 501a.\n     2019: Relates to use of credit risk mitigation per Article 453."]

{"sheet":"Leverage Ratio LRQua","index":21,"n_rows":8,"n_cols":1,"rows_kept":8,"merged":[[0,0,0,7],[2,0,2,2],[3,0,3,7],[4,0,4,7],[5,0,5,7],[6,0,6,7],[7,0,7,7]]}
["Leverage Ratio"]
[]
["LRQua: Disclosure on qualitative items"]
["Leverage Ratio is a non-risk based measure of leverage introduced under CRD IV."]
["The definition of the leverage ratio is tier 1 capital divided by total exposure. Total exposure includes on and off balance sheet exposures plus regulatory adjustments."]
["The minimum ratio was finalised in CRR II at 3% of tier 1 capital. It is effective from 28 June 2021. The Group is currently and expects to remain well in excess of this requirement."]
["As per Article 451(1)(d) the Group ensures the avoidance of excessive leverage through its capital allocation process as part of the annual financial planning process. The use of capital and risk adjusted return on capital by business area is monitored at the Asset & Liability Committee (“ALCo”) on a monthly basis, and updates are provided by the CFO to the Board on a quarterly basis. In addition to limits for usage of capital, the ALCo monitors an overall Group leverage risk appetite limit."]
["As per Article 451(1)(e) the transitional leverage ratio decreased to 9.8% at 31 December 2020 from 11.1% at 31 December 2019. Total leverage exposures (transitional basis) increased by € 12.2 billion in the year mainly driven by increases in cash and balances at central banks. The transitional leverage ratio includes the transitional arrangements for deferred tax assets and IFRS 9. The impact of the IFRS 9 transitional arrangements is detailed in table 16 below."]

{"sheet":"Table 13","index":22,"n_rows":16,"n_cols":7,"rows_kept":16,"merged":[[0,0,0,6],[1,0,1,6],[3,0,3,1],[3,2,3,3],[3,5,3,6],[5,0,6,1],[15,0,15,6]]}
["Table 13: LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
["As per Article 451(1)(b). The following table analyses the calculation of the leverage ratio exposures on a transitional and fully loaded basis.  Increase in 2020 predominantly due to increase in total assets as a result of the Group's excess funding and liquidity position."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[]
["AIB Group",null,"Transitional","Fully Loaded",null,"Transitional","Fully Loaded"]
[null,null,"€ m","€ m",null,"€ m","€ m"]
[1,"Total assets as per published financial statements",{"v":110385,"d":"110,385 "},{"v":110385,"d":"110,385 "},null,{"v":98562,"d":"98,562 "},{"v":98562,"d":"98,562 "}]
[2,"Adjustment for entities which are consolidated for accounting purposes but are outside the scope of regulatory consolidation",{"v":-33,"d":"(33)"},{"v":-33,"d":"(33)"},null,{"v":-39,"d":"(39)"},{"v":-39,"d":"(39)"}]
[4,"Adjustments for derivative financial instruments",{"v":544,"d":"544 "},{"v":544,"d":"544 "},null,{"v":442,"d":"442 "},{"v":442,"d":"442 "}]
[5,"Adjustments for securities financing transactions (SFTs)",{"v":791,"d":"791 "},{"v":791,"d":"791 "},null,{"v":1062,"d":"1,062 "},{"v":1062,"d":"1,062 "}]
[6,"Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off-balance sheet exposures)",{"v":3482,"d":"3,482 "},{"v":3482,"d":"3,482 "},null,{"v":3211,"d":"3,211 "},{"v":3211,"d":"3,211 "}]
[7,"Other adjustments (1)",{"v":-1825,"d":"(1,825)"},{"v":-3791,"d":"(3,791)"},null,{"v":-2112,"d":"(2,112)"},{"v":-3690,"d":"(3,690)"}]
[8,"Leverage ratio total exposure measure",{"v":113344,"d":"113,344 "},{"v":111378,"d":"111,378 "},null,{"v":101126,"d":"101,126 "},{"v":99548,"d":"99,548 "}]
[]
["(1) Other adjustments mainly relate to asset amounts deducted in determining tier 1 capital both on a transitional and fully loaded basis for example deferred tax asset and intangible assets."]

{"sheet":"Table 14","index":23,"n_rows":41,"n_cols":7,"rows_kept":41,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6],[7,0,7,4],[12,0,12,4],[18,0,18,4],[24,0,24,4],[29,0,29,4],[34,0,34,4],[37,0,37,6],[39,0,39,6],[40,0,40,6]]}
["Table 14: LRCom: Leverage ratio common disclosure"]
["As per Article 451(1)(a) & (b). The following table analyses the calculation of the leverage ratio exposures on a transitional and fully loaded basis. Increase in 2020 predominantly due to increase in total assets as a result of the Group's excess funding and liquidity position."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"Transitional","Fully loaded",null,"Transitional","Fully loaded"]
[null,null,"CRR leverage ratio exposures","CRR leverage ratio exposures",null,"CRR leverage\n ratio exposures","CRR leverage\n ratio exposures"]
["AIB Group",null,"€ m","€ m",null,"€ m","€ m"]
["On-balance sheet exposures (excluding derivatives and SFTs)"]
[1,"On-balance sheet items (excluding derivatives, SFTs and fiduciary assets, but including collateral)",{"v":108232,"d":"108,232 "},{"v":108232,"d":"108,232 "},null,{"v":97410,"d":"97,410 "},{"v":97410,"d":"97,410 "}]
[2,"Asset amounts deducted in determining tier 1 capital",{"v":-1587,"d":"(1,587)"},{"v":-3553,"d":"(3,553)"},null,{"v":-2179,"d":"(2,179)"},{"v":-3757,"d":"(3,757)"}]
[3,"Total on-balance sheet exposures (excluding derivatives, SFTs and fiduciary assets)",{"v":106645,"d":"106,645 "},{"v":104679,"d":"104,679 "},null,{"v":95231,"d":"95,231 "},{"v":93653,"d":"93,653 "}]
[]
["Derivative exposures"]
[4,"Replacement cost associated with all derivatives transactions (i.e. net of eligible cash variation margin)",{"v":1071,"d":"1,071 "},{"v":1071,"d":"1,071 "},null,{"v":944,"d":"944 "},{"v":944,"d":"944 "}]
[5,"Add-on amounts for PFE (1) associated with all derivatives transactions (mark-to-market method) ",{"v":504,"d":"504 "},{"v":504,"d":"504 "},null,{"v":442,"d":"442 "},{"v":442,"d":"442 "}]
[9,"Adjusted effective notional amount of written credit derivatives",{"v":40,"d":"40 "},{"v":40,"d":"40 "},null,0,0]
[11,"Total derivative exposures",{"v":1615,"d":"1,615 "},{"v":1615,"d":"1,615 "},null,{"v":1386,"d":"1,386 "},{"v":1386,"d":"1,386 "}]
[]
["Securities financing transaction exposures"]
[12,"Gross SFT assets (with no recognition of netting), after adjusting for sales accounting transactions",{"v":3626,"d":"3,626 "},{"v":3626,"d":"3,626 "},null,{"v":9515,"d":"9,515 "},{"v":9515,"d":"9,515 "}]
[13,"Netted amounts of cash payables and cash receivables of gross SFT assets",{"v":-2815,"d":"(2,815)"},{"v":-2815,"d":"(2,815)"},null,{"v":-9279,"d":"(9,279)"},{"v":-9279,"d":"(9,279)"}]
[14,"Counterparty credit risk exposure for SFT assets",{"v":791,"d":"791 "},{"v":791,"d":"791 "},null,{"v":1062,"d":"1,062 "},{"v":1062,"d":"1,062 "}]
[16,"Total securities financing transaction exposures",{"v":1602,"d":"1,602 "},{"v":1602,"d":"1,602 "},null,{"v":1298,"d":"1,298 "},{"v":1298,"d":"1,298 "}]
[]
["Other off-balance sheet exposures"]
[17,"Off-balance sheet exposures at gross notional amount",{"v":13226,"d":"13,226 "},{"v":13226,"d":"13,226 "},null,{"v":12250,"d":"12,250 "},{"v":12250,"d":"12,250 "}]
[18,"Adjustments for conversion to credit equivalent amounts",{"v":-9744,"d":"(9,744)"},{"v":-9744,"d":"(9,744)"},null,{"v":-9039,"d":"(9,039)"},{"v":-9039,"d":"(9,039)"}]
[19,"Other off-balance sheet exposures",{"v":3482,"d":"3,482 "},{"v":3482,"d":"3,482 "},null,{"v":3211,"d":"3,211 "},{"v":3211,"d":"3,211 "}]
[]
["Capital and total exposures"]
[20,"Tier 1 capital",{"v":11162,"d":"11,162 "},{"v":9299,"d":"9,299 "},null,{"v":11214,"d":"11,214 "},{"v":9658,"d":"9,658 "}]
[]
[21,"Total leverage ratio exposures",{"v":113344,"d":"113,344 "},{"v":111378,"d":"111,378 "},null,{"v":101126,"d":"101,126 "},{"v":99548,"d":"99,548 "}]
[]
["Leverage ratio"]
[22,"Leverage ratio","9.8 %","8.3 %",null,"11.1 %","9.7 %"]
[]
["(1) Potential future exposure (“PFE”)."]
[]
["Note:"]
["The following point should be considered in conjunction with table LRCom:\nRegulation (EU) 2020/873 introduced a new temporary measure relating to the calculation of the leverage ratio under Article 500b temporary exclusion of certain exposures to central banks from the total exposure measure in view of the COVID-19 pandemic. The derogation from Article 429(4) CRR is permitted until June 27, 2021. Until then an institution may exclude certain exposures to central banks from the total exposure measure if the competent authority has determined, in conjunction with the relevant central bank, and declared that exceptional circumstances exist that warrant the exclusion. No such circumstances exist."]

{"sheet":"Table 15","index":24,"n_rows":20,"n_cols":7,"rows_kept":20,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6],[7,0,7,1],[8,0,8,1]]}
["Table 15: LRSpl: Split-up of on-balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
["As per Article 451(1)(b). The following table analyses the calculation of the leverage ratio exposures on a transitional and fully loaded basis.  Increase in 2020 predominantly due to increase in total assets as a result of the Group's excess funding and liquidity position."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"Transitional","Fully loaded",null,"Transitional","Fully loaded"]
[null,null,"CRR leverage ratio exposures","CRR leverage ratio exposures",null,"CRR leverage ratio exposures","CRR leverage ratio exposures"]
["AIB Group",null,"€ m","€ m",null,"€ m","€ m"]
["Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures)",null,{"v":108232,"d":"108,232"},{"v":108232,"d":"108,232"},null,{"v":97410,"d":"97,410"},{"v":97410,"d":"97,410"}]
["of which:"]
[null,"Trading book exposures",0,0,null,0,0]
[null,"Banking book exposures, of which:"]
[null,"  Covered bonds",{"v":3561,"d":"3,561"},{"v":3561,"d":"3,561"},null,0,0]
[null,"  Exposures treated as sovereigns",{"v":36854,"d":"36,854"},{"v":36854,"d":"36,854"},null,{"v":20390,"d":"20,390"},{"v":20390,"d":"20,390"}]
[null,"  Exposures to regional governments, MDB, international organisations\n   and PSE not treated as sovereigns",5,5,null,5,5]
[null,"  Institutions",{"v":3756,"d":"3,756"},{"v":3756,"d":"3,756"},null,{"v":7611,"d":"7,611"},{"v":7611,"d":"7,611"}]
[null,"  Secured by mortgages of immovable properties",{"v":33301,"d":"33,301"},{"v":33301,"d":"33,301"},null,{"v":35286,"d":"35,286"},{"v":35286,"d":"35,286"}]
[null,"  Retail exposures",{"v":4526,"d":"4,526"},{"v":4526,"d":"4,526"},null,{"v":5059,"d":"5,059"},{"v":5059,"d":"5,059"}]
[null,"  Corporate",{"v":15779,"d":"15,779"},{"v":15779,"d":"15,779"},null,{"v":19412,"d":"19,412"},{"v":19412,"d":"19,412"}]
[null,"  Exposures in default",{"v":2948,"d":"2,948"},{"v":2948,"d":"2,948"},null,{"v":2176,"d":"2,176"},{"v":2176,"d":"2,176"}]
[null,"  Other exposures (e.g. equity, securitisations, and other non-credit\n   obligation assets)",{"v":7502,"d":"7,502"},{"v":7502,"d":"7,502"},null,{"v":7471,"d":"7,471"},{"v":7471,"d":"7,471"}]

{"sheet":"Table 16","index":25,"n_rows":45,"n_cols":4,"rows_kept":45,"merged":[[0,0,0,3],[1,0,1,3],[2,0,2,3],[6,0,6,1],[19,0,19,1],[23,0,23,1],[36,0,36,1],[44,0,44,3]]}
["Table 16: IFRS 9/Article 468-FL: Comparison of institutions’ own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, and with and without the application of the temporary treatment in accordance with Article 468 of the CRR"]
["On 1 January 2018, IFRS 9 transitional capital arrangements were implemented by Regulation (EU) 2017/2395. AIB elected to apply the transitional arrangements at both consolidated and individual entity levels and will disclose both transitional and fully loaded CET1 ratios until the end of the transitional period. The transitional benefit is phased out over a 5 year period with 95% applicable for 2018; 85% for 2019; 70% for 2020; 50% for 2021; 25% for 2022 with no transitional benefit from 2023 onwards.\nThe Group also applies the new transitional arrangements as per Regulation (EU) 2020/873 of the European Parliament and of the Council which allows any increase in new expected credit loss provisions on non-credit impaired loans to be fully added back to CET1 in 2020.\nThe transitional arrangements, implemented under a modified static approach, allow for transitional relief on the ‘day 1’ impact on adoption of IFRS 9 (static element) and for the increase between ‘day 1’ and the reporting date (modified element), subject to eligibility. For the static element, all credit provisions are eligible for transition, whereas for the modified element, credit impaired are excluded.\nSeparate calculations are performed for standardised and IRB (both foundation and advanced) portfolios, reflecting the different ways these frameworks take account of credit provisions. Under the standardised approach, increases in credit provisions for both the static and the modified elements are eligible for transition. Under the IRB approach, for both the static and modified elements, credit provisions are only eligible for transitional relief to the extent that they exceed regulatory expected losses.\nThe Group is not applying the temporary treatment specified in Article 468. Own funds, capital and leverage ratios reflect the full impact of unrealised gains and losses measured at fair value through other comprehensive income. \n"]
["The table below shows key metrics as required by the EBA relating to IFRS 9 in accordance with Article 473a and article 468."]
[]
[null,null,"AIB Group"]
[null,null,"2020-12-31","2019-12-31"]
["Available capital (amounts) ",null,"€ m","€ m"]
[1,"CET1 capital (1) ",{"v":10047,"d":"10,047"},{"v":10589,"d":"10,589"}]
[2,"CET1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":9251,"d":"9,251"},{"v":10338,"d":"10,338"}]
["2a","CET1 capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI (other comprehensive income) in accordance with Article 468 of the CRR had not been applied",{"v":10047,"d":"10,047"},{"v":10589,"d":"10,589"}]
[]
[3,"Tier 1 capital (1)",{"v":11162,"d":"11,162"},{"v":11214,"d":"11,214"}]
[4,"Tier 1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":10366,"d":"10,366"},{"v":10963,"d":"10,963"}]
["4a","Tier 1 capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied",{"v":11162,"d":"11,162"},{"v":11214,"d":"11,214"}]
[]
[5,"Total capital (1)",{"v":12681,"d":"12,681"},{"v":12140,"d":"12,140"}]
[6,"Total capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":12016,"d":"12,016"},{"v":11889,"d":"11,889"}]
["6a","Total capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied",{"v":12681,"d":"12,681"},{"v":12140,"d":"12,140"}]
[]
["Risk-weighted assets (amounts)",null,"€ m","€ m"]
[7,"Total risk-weighted assets (1)",{"v":53036,"d":"53,036"},{"v":52121,"d":"52,121"}]
[8,"Total risk-weighted assets as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":52579,"d":"52,579"},{"v":51999,"d":"51,999"}]
[]
["Capital ratios",null,"%","%"]
[9,"CET1 (as a percentage of risk exposure amount) ",18.9,20.3]
[10,"CET1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",17.6,19.9]
["10a","CET1 (as a percentage of risk exposure amount) as if fair value through OCI the temporary treatment of unrealised gains and losses measured at in accordance with Article 468 of the CRR had not been applied",18.9,20.3]
[]
[11,"Tier 1 (as a percentage of risk exposure amount) ",{"v":21,"d":"21.0"},21.5]
[12,"Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",19.7,21.1]
["12a","Tier 1 (as a percentage of risk exposure amount) as if  fair value through OCI the temporary treatment of unrealised gains and losses measured at in accordance with Article 468 of the CRR had not been applied",{"v":21,"d":"21.0"},21.5]
[]
[13,"Total capital (as a percentage of risk exposure amount) ",23.9,23.3]
[14,"Total capital (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",22.9,22.9]
["14a","Total capital (as a percentage of risk exposure amount) as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied",23.9,23.3]
[]
["Leverage ratio",null,"€ m","€ m"]
[15,"Leverage ratio total exposure measure",{"v":113344,"d":"113,344"},{"v":101126,"d":"101,126"}]
[]
[null,null,"%","%"]
[16,"Leverage ratio ",9.8,11.1]
[17,"Leverage ratio as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",9.2,10.9]
["17a","Leverage ratio as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied",9.8,11.1]
[]
["(1) Transitional CET1, T1 and total capital and RWAs are calculated applying the IFRS 9 transitional arrangements of the CRR as amended by CRR II applicable as at the reporting date."]

{"sheet":"Table 17","index":26,"n_rows":48,"n_cols":10,"rows_kept":48,"merged":[[0,0,0,9],[2,0,2,9]]}
["Table 17: Capital instruments' features"]
[]
["As per Article 437(1)(b) and (c) and Article 3 of the Commission Implementing Regulation (EU) No 1423/2013. Description of the main features of common equity tier 1, additional tier 1 and tier 2 instruments. "]
[]
[{"$nulls":9},"2020-12-31"]
[null,"Instrument name","Ordinary shares","€500m callable subordinated step-up floating rate notes due October 2017 (maturity extended to 2035 as a result of the SLO)","£368m subordinated notes due June 2019 (maturity extended to 2035 as a result of the SLO)","£500m subordinated callable fixed/floating rate notes due March 2025 (maturity extended to 2035 as a result of the SLO)","€500m additional tier 1 perpetual contingent temporary write down securities","€500m subordinated tier 2 notes due 2029, callable 2024","€625m additional tier 1 perpetual contingent temporary write down securities","€1,000m subordinated tier 2 notes due 2031, callable 2026"]
[1,"Issuer","AIB Group plc","Allied Irish Banks, p.l.c.","Allied Irish Banks, p.l.c.","Allied Irish Banks, p.l.c.","AIB Group plc","AIB Group plc","AIB Group plc","AIB Group plc"]
[2,"Unique identifier","N/A","XS0232498393","XS0435957682","XS0214107053","XS2056697951","XS2080767010","XS2010031057","XS2230399441"]
[3,"Governing law(s) of the instrument ","Irish","English law, with subordination governed by Irish law","English law, with subordination governed by Irish law","English law, with subordination governed by Irish law","Irish law","Irish law","Irish law","Irish law"]
[null,"Regulatory treatment"]
[4,"Transitional CRR rules","Common equity tier 1","N/A","Tier 2","Tier 2","Additional tier 1","Tier 2","Additional tier 1","Tier 2"]
[5,"Post-transitional CRR rules","Common equity tier 1","N/A","Tier 2","Tier 2","Additional tier 1","Tier 2","Additional tier 1","Tier 2"]
[6,"Eligible at solo/(sub-) consolidated/sols and (sub-) consolidated","Group and solo","Group and solo","Group and solo","Group and solo","Group and solo (the external issuance is downstreamed to Allied Irish Banks, p.l.c. in similar format)","Group and solo (the external issuance is downstreamed to Allied Irish Banks, p.l.c. in similar format)","Group and solo (the external issuance is downstreamed to Allied Irish Banks, p.l.c. in similar format)","Group and solo (the external issuance is downstreamed to Allied Irish Banks, p.l.c. in similar format)"]
[7,"Instrument type (types to be specified by each jurisdiction)","Ordinary shares","Subordinated notes","Subordinated notes","Subordinated notes","Additional tier 1","Tier 2","Additional tier 1","Tier 2"]
[8,"Amount recognised in regulatory capital (currency in millions as of most recent reporting date)","€ 1,696 million","NIL","€ 32 million","€ 1 million","€ 496 million (net of transaction costs)","€ 500 million","€ 619 million (net of transaction costs)","€ 1,000 million"]
[9,"Nominal amount of instrument","€ 1,696 million","€ 25.5 million","£ 79 million","£ 1 million","€ 500 million","€ 500 million","€ 625 million","€ 1,000 million"]
["9a","Issue price","€0.625 each (current issue price)",99.935,100,99.321,"Par","Par","Par","Par"]
["9b","Redemption price","Non-redeemable","Nominal amount","Nominal amount","Nominal amount","Par","Par","Par","Par"]
[10,"Accounting classification","Shareholders' equity","Liability - amortised cost","Liability - amortised cost","Liability - amortised cost","Equity - other equity interest","Liability - amortised cost","Equity - other equity interest","Liability - amortised cost"]
[11,"Original date of issuance","Multiple (ordinary shares)","2005-10-24","2009-06-25","2005-03-10","2019-10-09","2019-11-19","2020-06-23","2020-09-30"]
[12,"Perpetual or dated","Perpetual","Dated","Dated","Dated","Perpetual ","Dated","Perpetual ","Dated"]
[13,"Original maturity date","No maturity","2035-04-24","2035-06-25","2035-03-10","No maturity","2029-11-19","No maturity","2031-05-30"]
[14,"Issuer call subject to prior supervisory approval","N/A","No ","No ","No ","Yes","Yes","Yes","Yes"]
[15,"Optional call date, contingent call dates, and redemption amount","N/A","From interest payment date October 2012","N/A","From interest payment date March 2020","2024-10-09","2024-11-19","2025-06-23","2026-05-30"]
[16,"Subsequent call dates, if applicable","N/A","Quarterly thereafter","N/A","Quarterly thereafter","9 October 2024 to first reset date (9 April 2025) or any interest payment date thereafter","N/A","23 June 2025 to first reset date (23 December 2025) or any interest payment date thereafter","N/A"]
[null,"Coupons/dividends"]
[17,"Fixed or floating dividend/coupon","N/A","N/A","N/A","N/A","Fixed","Fixed","Fixed","Fixed"]
[18,"Coupon rate and any related index","N/A","N/A","N/A","N/A",{"v":0.0525,"d":"5.250%"},{"v":0.01875,"d":"1.875%"},{"v":0.0625,"d":"6.250%"},{"v":0.02875,"d":"2.875%"}]
[19,"Existence of a dividend stopper","No","No","No","No","No however payment of coupon on \nAT1 is fully discretionary ","No","No however payment of coupon on \nAT1 is fully discretionary ","No"]
["20a","Fully discretionary, partially discretionary or mandatory (in terms of timing)","Fully discretionary","Fully discretionary","Fully discretionary","Fully discretionary","Fully discretionary","Mandatory","Fully discretionary","Mandatory"]
["20b","Fully discretionary, partially discretionary or mandatory (in terms of amount)","Fully discretionary","Fully discretionary","Fully discretionary","Fully discretionary","Fully discretionary","Mandatory","Fully discretionary","Mandatory"]
[21,"Existence of step up or other incentive to redeem","No","No","No","No","No","No","No","No"]
[22,"Non-cumulative or cumulative","N/A","N/A","N/A","N/A","Non-cumulative","Cumulative","Non-cumulative","Cumulative"]
[23,"Convertible or non-convertible","Non-convertible","Non-convertible","Non-convertible","Non-convertible","Non-convertible","Non-convertible","Non-convertible","Non-convertible"]
[24,"If convertible, conversion trigger(s)","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
[25,"If convertible, fully or partially","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
[26,"If convertible, conversion rate","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
[27,"If convertible, mandatory or optional conversion","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
[28,"If convertible, specify instrument type convertible into","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
[29,"If convertible, specify issuer of instrument it converts into","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]
[30,"Write-down features","No","No","No","No","Yes","No","Yes","No"]
[31,"If write-down, write-down trigger(s)","N/A","N/A","N/A","N/A","If the consolidated CET1 ratio of AIB Group plc. at any time falls below 7% (a trigger event), subject to certain conditions, the AT1 instrument will be written down in whole or in part ","N/A","If the consolidated CET1 ratio of AIB Group plc. at any time falls below 7% (a trigger event), subject to certain conditions, the AT1 instrument will be written down in whole or in part ","N/A"]
[32,"If write-down, full or partial","N/A","N/A","N/A","N/A","Fully or partially","N/A","Fully or partially","N/A"]
[33,"If write-down, permanent or temporary","N/A","N/A","N/A","N/A","Temporary","N/A","Temporary","N/A"]
[34,"If temporary write-down, description of write-up mechanism","N/A","N/A","N/A","N/A","To the extent permitted in order to comply with regulatory capital and other requirements, AIB Group plc. may at its sole and full discretion reinstate any previously written down amount.","N/A","To the extent permitted in order to comply with regulatory capital and other requirements, AIB Group plc. may at its sole and full discretion reinstate any previously written down amount.","N/A"]
[35,"Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument)","Most junior","Subordinated in right of payment to ordinary creditors, including depositors.","Subordinated in right of payment to ordinary creditors, including depositors.","Subordinated in right of payment to ordinary creditors, including depositors.","The securities, which do not carry voting rights, rank pari passu with holders of other tier 1 instruments (excluding ordinary shares). They rank ahead of the holders of ordinary share capital but junior to the claims of tier 2 investors and senior creditors.","Senior to tier 1 instruments and \njunior to senior creditors","The securities, which do not carry voting rights, rank pari passu with holders of other tier 1 instruments (excluding ordinary shares). They rank ahead of the holders of ordinary share capital but junior to the claims of tier 2 investors and senior creditors.","Senior to tier 1 instruments and \njunior to senior creditors"]
[36,"Non-compliant transitional features","No","No","No","No","No","No","No","No"]
[37,"If yes, specify non-compliant features","N/A","N/A","N/A","N/A","N/A","N/A","N/A","N/A"]

{"sheet":"Chapter 3","index":27,"n_rows":1,"n_cols":1,"rows_kept":1}
["Chapter 3. Risk management"]

{"sheet":"Risk introduction","index":28,"n_rows":39,"n_cols":4,"rows_kept":39,"merged":[[0,0,0,3],[1,0,1,3],[2,0,2,3],[3,0,3,3],[5,0,5,3],[7,0,7,3],[8,1,8,3],[9,1,9,3],[10,1,10,3],[13,1,13,3],[14,1,14,3],[15,1,15,3],[16,1,16,3],[17,1,17,3],[18,1,18,3],[19,0,19,3],[21,0,21,3],[22,0,22,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,0,27,3],[28,0,28,3],[29,0,29,3],[31,0,31,3],[32,0,32,3],[34,0,34,3],[35,0,35,3],[37,0,37,3],[38,0,38,3]]}
["Risk Introduction"]
["The Group's approach to risk\nThe Group implements a strong risk management approach to protect its customers and mitigate risks. The Group achieve this through identifying the principal risks and uncertainties, including the key emerging risk drivers, which could adversely impact its customers, business, stakeholders and the delivery of the Group's strategic objectives. The principal risks facing the Group are set out in the risk summary on pages 50 to 53 of the 2020 Annual Financial Report.\n\nAs per Articles 435(1)(a) and 435(1)(b) the Group operates a three lines of defence model, set out in the risk management framework, where each line plays a distinct role within the Group’s wider risk governance, management, oversight and assurance responsibilities. The Group's approach to risk management is described in the 2020 Annual Financial Report as part of the risk management – framework section on pages 80 to 86.\n\nRisk profile\nThe Group has implemented a strong risk management approach to identifying, assessing and managing risks. To support this approach, a number of frameworks and policies approved by the Board (or Board delegation) are in place which set out the key principles, roles and responsibilities and governance arrangements through which the Group’s material risks are managed and mitigated. These frameworks and policies are subject to annual review by the respective risk owners. The monthly Chief Risk Officer (“CRO”) report provides qualitative and quantitative information on the management of the material risks to which the Group is exposed. \n\nThe core aspects of the Group’s risk management framework including risk strategy and culture, risk identification and assessment, risk measurement and management, risk monitoring, escalating and reporting are set out on pages 81 to 84 of the Annual Financial Report 2020. In addition, the Directors’ statement on the effectiveness of the system of risk management and internal controls is on pages 209 to 210 of the Annual Financial Report 2020, which the Executive Committee attest to. \n\nThe Group undertakes quarterly stress testing on all the Group's exposures including loans and receivables, the investment securities book, equity investments and other exposures related to our Treasury business and the macroeconomic scenarios used for planning and internal stress testing purposes are reviewed by the Asset and Liability Committee (ALCo) and by the Board Risk Committee.  \n\nAn important part of the Group's risk management framework is the setting of the Group risk appetite statement (\"RAS\"). The RAS is a blend of qualitative statements and quantitative limits and triggers linked to the Group’s strategic objectives. The overarching qualitative statements for the RAS are reflected on pages 82 to 83 of the Annual Financial Report 2020. The Group’s risk profile is measured against its risk appetite and during 2020 the Group RAS was reported to the Group Risk Committee and Board Risk Committee.\n"]
["Principal risks and emerging risk drivers\nThe Group is exposed to a number of principal risks which have been identified through the material risk assessment (MRA) process carried out by the Group.  Principal risks are those risks that could have a material adverse effect on the Group.  The Group has implemented comprehensive risk management strategies in seeking to manage these risks. While the Group invests substantial time and effort in its risk management strategies and techniques, there is a risk that these may fail to adequately mitigate the risks in some circumstances, particularly if confronted with risks that were not identified or anticipated.\n\nThe emerging risk drivers, should they occur, will materially impact on one or more of the principal risks, these are described on page 49 of the Annual Financial Report 2020, these should not be considered as exhaustive and other factors, not yet identified, or not currently considered material, may adversely affect the Group.\n"]
["Risk Response to COVID-19\nFollowing the emergence of the global COVID-19 pandemic, a graduated response was mobilised by Risk from January 2020.  Risk was involved in a range of COVID-19 related activities including the Group wide incident management process.  A separate risk working group was established in which a key output was a Risk specific critical activities assessment, which considered risk mitigation plans, business critical activities, as well as resourcing and remote working capability.  A Risk COVID-19 Programme was established within Risk to operate in an agile and forward looking manner.  A description of the responses to COVID-19 across the Individual risk types in the Annual Financial Report 2020 are outlined as follows: Funding & liquidity risk page 147, Capital adequacy risk page 156, Market risk page 157, Operational risk page 165, Regulatory compliance risk page 166, Conduct risk page 167, People and culture risk page 168, Business model risk page 169 and Model risk page 170.  A description of the response to COVID-19 relating to Credit risk is set out in this report in Chapter 4 Credit risk - overview.   "]
[]
["Individual risk types"]
[]
["The following are the principal individual risk types identified through the Group’s material risk assessment process:"]
["-","Credit risk"]
["-","Funding and liquidity risk;"]
["-","Capital adequacy risk;"]
["-","Financial risk -","(a)","Market risk;"]
[null,null,"(b)","Pension risk;"]
["-","Operational risk;"]
["-","Regulatory compliance risk including conduct risk;"]
["-","People and culture risk;"]
["-","Conduct risk;"]
["-","Business model risk; and"]
["-","Model risk"]
["\nThese individual risk types are described in detail on pages 88 to 170 of the Annual Financial Report 2020, with prefaces to credit risk, market risk, operational risk and capital adequacy risk included below. Further discussion on credit risk can be found in Chapters 4 to 8 of this report."]
[]
["Credit risk"]
["\nCredit risk is the risk that the Group will incur losses as a result of a customer or counterparty being unable or unwilling to meet their contractual obligations.\n\nBased on the annual risk identification and materiality assessment, credit risk can be categorised into the following four sub-risks;"]
["i.","Counterparty risk:","The risk of losses arising as a result of the counterparty not meeting its contractual obligations in full and on time;"]
["ii.","Credit default risk:","The current or prospective risk to capital arising from the obligors’ failure to meet the terms of any contract with the Group;"]
["iii.","Concentration risk:","The risk of excessive credit concentration including to an individual, counterparty, group of connected counterparties, industry sector, a geographic region, country, a type of collateral or a type of credit facility; and "]
["iv.","Country risk:","The risk of having exposure to a country, arising from possible changes in the business environment that may adversely affect operating profits or the value of assets related to the country."]
["\nCredit risk exposure derives from standard on-balance sheet products such as mortgages, loans, overdrafts and credit cards. However, credit risk also arises from other products and activities including, but not limited to: “off-balance sheet” guarantees and commitments; the trading portfolio (e.g. bonds and derivatives), investment securities, asset backed securities and partial failure of a trade in a settlement or payment system.\n\nFurther details on credit risk is provided in chapter 4 credit risk - overview.  Also a description of the Group’s approach to credit risk including (a) 'credit risk management'; (b) 'internal credit ratings’; (c) ‘credit risk monitoring’; and (d) ‘credit risk mitigants’ are set out on pages 88 to 94 of the Annual Financial Report 2020. \n\nThe criteria and approach for credit risk limits including Group risk appetite statement, credit approval overview, credit risk principles and policy and credit risk monitoring are described on page 89 and page 91 of the Annual Financial Report 2020.\n\nIn addition, details on ‘expected credit loss impairment model' are on pages 95 to 107 of the Annual Financial Report 2020.  \n\n"]
["Market risk"]
["\nMarket risk is the risk relating to the uncertainty of returns attributable to fluctuations in market factors. Where the uncertainty is expressed as a potential loss in earnings or value, it represents a risk to the income and capital position of the Group. The Group is primarily exposed to market risk through the interest rate and credit spread factors and to a lesser extent through foreign exchange, equity and inflation rate risk factors. AIB Group uses the standardised approach for assessing its capital requirements for trading book market risk. Of the total minimum capital requirement of € 4,243 million at 31 December 2020, the minimum capital requirement for market risk amounts to € 34 million. A description of AIB Group’s (a) ‘identification and assessment’; (b) ‘management and measurement’; and (c) ‘monitoring, escalating and reporting’ of market risk is set out on pages 157 and 158 of the Annual Financial Report 2020. A sensitivity analysis of the Group’s banking book to movements in interest rates is set out on pages 159 to 161 of the Annual Financial Report 2020, together with a value at risk (“VaR”) profile for both the banking and trading book.\nWhen a financial instrument is designated as a hedge, the Group formally documents the relationship between the hedging instrument and hedged item as well as its risk management objectives and its strategy for undertaking the various hedging transactions. The Group also documents its assessment, both at hedge inception and on an ongoing basis, of whether the derivatives that are used in hedging transactions are highly effective in offsetting changes in fair values or cash flows of the hedged items.  Further information on the Group’s hedge accounting is set out on page 250 of the Annual Financial Report 2020.\n\nA description of the valuations of financial instruments are outlined in the Annual Financial Report 2020 on pages 331 to 333."]
[]
["Operational risk"]
["\nAs per Article 431(2) Operational risk is the risk arising from inadequate or failed internal processes, people and systems, or from external events. This includes legal risk – the potential for loss arising from the uncertainty of legal proceedings and potential legal proceedings, but excludes strategic and reputational risk.   A description of the Group’s (a) ‘identification and assessment; (b) ‘management and measurement’ and (c) ‘monitoring, escalating and reporting’ of operational risk is set out on page 164 to 165 of the Annual Financial Report 2020.\n\nIn essence, operational risk is a broad canvas of individual risk types which includes Information Security, IT Risk, Change, Continuity & Resilience, Third Party Risk, Data Risk, Product & Propositions, Protection of People and Property and Legal risks.  As per Article 446 the Group uses the Standardised Approach for assessing its capital requirements for operational risk. As set out on Table: EU OV1 – Overview of risk weighted assets (RWAs) of this Report, the minimum capital requirement for operational risk amounts to € 375 million. "]
[]
["Credit valuation adjustment (\"CVA\")"]
["Credit Valuation Adjustment (\"CVA\") is not a Principal Risk but incurs a capital charge. CVA is designed to capture the risk associated with potential mark-to-market losses associated with the deterioration in the creditworthiness of a counterparty. Banks are required to calculate capital charges for CVA under either the standardised CVA approach or the advanced CVA approach (“ACVA”). The Group calculates CVA using the standardised approach. At 31 December 2020, the minimum capital requirement for CVA was € 9 million.  The regulatory CVA capital charge applies to all counterparty exposures arising from over-the-counter (“OTC”) derivatives and security financing transactions, excluding those transactions with a qualifying central counterparty, non-financial corporates and intragroup transactions."]
[]
["Capital adequacy risk"]
["\nCapital adequacy risk is the risk that the Group does not maintain sufficient capital to achieve its business strategy, support our customers or to meet regulatory capital requirements. The key risks impacting on the capital adequacy position of the Group is business model risk, credit risk, market risk and operational risk, although it should be noted that all material risks can to some degree impact capital ratios.\n\nThe key processes through which capital adequacy risk is evaluated are the internal capital adequacy assessment process (ICAAP), review of financial projections as well as internal quarterly stress tests, which are both subject to supervisory review and evaluation. In addition, a management buffer above regulatory capital requirements is maintained to ensure sufficient capital to support business growth and cover uncertainties. Further information on ‘capital adequacy risk’ is set out on page 156 in the Annual Financial Report 2020."]

{"sheet":"Sustainability disclosures","index":29,"n_rows":3,"n_cols":1,"rows_kept":3}
["Sustainability disclosures"]
[" "]
["In 2020 the addition of a fifth strategic pillar \"Sustainable Communities\" was implemented, putting sustainability at the heart of the Group’s strategic ambition. The regulatory landscape for environmental, social and governance (ESG) factors, particularly in relation to climate risk, continues to evolve, which is driving greater standardisation across ESG reporting, data and disclosures.\n\nThe Group’s strong governance structures and frameworks are key to the delivery of its strategy.  The Group’s Board of Directors established a number of Board and Board Advisory Committees to oversee specific areas of the Group’s operations while the Board retains ultimate responsibility.  The Sustainable Business Advisory Committee (SBAC) has been the overarching Board Advisory Committee responsible for the guidance of the Group's sustainability.  The Committee was appointed by the Board to assist in fulfilling its independent oversight responsibilities in relation to ESG matters.  \n\nThe Group recognises that climate change is an important concern for the financial industry and society as a whole, and continues to take steps to incorporate climate risk into the Group’s risk management policies and processes. The Group have implemented specific sector exclusions into the credit risk policy. The policy sets out the sectors to which the Group does not have an appetite to lend from a sustainable finance lens.  These sectors can be viewed on the Group's website at www.aib.ie/corporate/sector-expertise/excluded-activities.\n\nThe annual material risk assessment (MRA) process considers the impact of climate change for the Group, its customers and the societies in which it operates within, identifying the principal risks to the Group and then determines a suitable risk appetite for them.  In the recent process, the Group continued to identify climate change as a key risk driver of each of the Group’s principal risks.  Further details are provided in the Risk Summary on page 49 of the 2020 Annual Financial Report.\n\nThe Group have defined the actions for 2021 that are required to be compliant with the relevant climate risk and sustainability regulations and guidelines. The Group will further enhance the risk framework and policy suite to bring more clarity on roles and responsibilities across the organisation for the management of climate risk.   The Group will continue to develop the risk assessment processes with particular focus on those portfolios and sectors with higher impacts. The Group will continue to enhance the knowledge and capabilities within the organisation so the organisation can effectively manage climate and sustainability risks."]

{"sheet":"Governance overview","index":30,"n_rows":7,"n_cols":1,"rows_kept":7}
["Governance overview"]
[]
["The below narrative provides details on the following Articles:\n435(2)  Information on governance arrangements, including information on Board composition and recruitment and risk committees. \n435(2)(a) Number of directorships held by Board members. \n435(2)(b) Recruitment policy of Board members, their actual knowledge, skills and expertise. \n435(2)(c) Policy on diversity of Board membership and results against targets.  \n435(2)(d) Disclosure of whether a dedicated risk committee is in place, and number of meetings in the year. \n435(2)(e) Description of information flow on risk to the Board.\n"]
["The Group’s governance framework underpins effective decision-making and accountability. It is the basis on which the Group conducts its business and engages with customers and other stakeholders. It ensures that organisational and control arrangements are appropriate for the governance of the Group’s strategy and operations and the mitigation of related material risks. This framework encompasses AIB Group plc and its subsidiaries (collectively referred to as “AIB Group” or the “Group”).\n\nThe Group’s corporate governance practices meet the many statutory and regulatory obligations that apply to the Group, including various corporate governance codes, regulations and best practice standards and guidelines, Irish company law, the listing rules of the main securities market of the Euronext Dublin and the London Stock Exchange, the UK Corporate Governance Code 2018, and, for the UK business, UK company law.\n\nThe Group’s governance arrangements include a Board of directors of sufficient size and expertise, the majority of whom are Independent Non-Executive Directors, to oversee the operations of the Group. At 31 December 2020, the Board consisted of eight Non-Executive Directors and one Executive Director, being the Chief Executive Officer. Full details of the responsibilities of the Board and its sub-committees are set out on page 44 and 179 to 200 of the Annual Financial Report 2020.   \n                                           \nThe term management body is frequently used in relevant European Banking Authority guidelines and in AIB Group is understood to be the Group Board of Directors and the Board Committees.\n\nDirectorships held by members of the management body\nThe directors of the Board hold a number of external directorships as set out on pages 54 to 55 of the Annual Financial Report 2020, which comply with Regulation 79 of S.I. 158/2014 (European Union (Capital Requirements) Regulations 2014). This regulation prescribes limits on the number and nature of directorships permitted to be held by members of the management bodies of significant institutions. The number of directorships held by members of the management body are also disclosed in line with the requirements of Article 435 (2) (a) of the CRR.\n"]
["Criteria for the selection of members of the management body\nThe responsibilities of the Nomination and Corporate Governance Committee include: to support and advise the Board in fulfilling its oversight responsibilities in relation to the composition of the Board by ensuring it is comprised of individuals who are best able to discharge the duties and responsibilities of directors. This includes leading the process for nominations and appointments to the Board and Board committees as appropriate, and making recommendations on these matters to the Board for its approval. \n\nThe review of the appropriateness of the composition of the Board and Board committees is a continuous process, and recommendations are made based on merit and objective criteria, having regard to the collective skills, experience, independence and knowledge of the Board along with its diversity requirements. The Board succession plan is regularly reviewed alongside the Board skills matrix by the Nomination and Corporate Governance Committee to allow for proactive and continuous succession planning and, in turn, the timely commencement of Director search processes.\n\nA Board-approved policy is in place for the assessment of the suitability of members of the Board, which outlines the Board appointment process. This policy complies with applicable joint guidelines issued by the European Securities and Markets Authority and European Banking Authority.\n\nThe Relationship Framework specified by the Minister for Finance (the “Minister”), which governs the relationship between AIB Group and the Minister, on behalf of the Irish State as shareholder, requires the Group to consult with the Minister before appointing, reappointing or removing the Chair or Chief Executive Officer and in respect of any other proposed Board appointments.\n"]
["Policy on diversity\nThe Board recognises that diversity in its widest sense is important, is inclusive of all individuals and is focused on ensuring a truly diverse Board. The Board embraces the benefits of diversity among its members and, through its succession planning, is committed to achieving the most appropriate blend and balance of diversity possible over time. \n\nAt 31 December 2020, the percentage of females on the Board stood at 55 per cent and thus exceeded the target of 30 per cent set out in the Policy.\n\nIn terms of implementation of the Board’s diversity policy, the Nomination and Corporate Governance Committee (the “Committee”) reviews and assesses the Group Board composition and has responsibility for leading the process for identifying and nominating, for approval by the AIB Group Board, candidates for appointment as directors. In reviewing AIB Group Board composition, balance and appointments, the Committee considers candidates on merit against objective criteria and with due regard for the benefits of diversity, in order to maintain an appropriate range and balance of skills, experience and background on the Board and in consideration of the Group's future strategic plans. Where external search firms are engaged to assist in a candidate search, they are requested to aim for a fair representation of both genders to be included in the initial list of potential candidates so that the Committee has a balanced list from which to select candidates for interview. All director search processes during 2020 have been conducted in line with the Policy.\n\nThe terms of reference of the Committee are available on the Corporate Governance section of the Group’s website at aib.ie/investor relations. Performance relative to the diversity target set out in the policy is published on the Group’s website and is available at aib.ie/investor relations/corporate-governance. The above description of the recruitment policy for the selection of the members of the management body and the policy on diversity is disclosed in line with the requirements of Article 435 (2) (b) and (c) of the CRR.\n"]
["Risk Management\nAs at 31 December 2020, the Board Risk Committee (the “Committee”) comprised five Non-Executive Directors all deemed to be independent. The Board has determined that the Committee members have the collective skills and relevant experience to enable the Committee to discharge its responsibilities. The Committee met on twelve occasions during 2020. Further details relating to the Board Risk Committee are available on pages 193 to 195 of the Annual Financial Report 2020.  The above description of the Board Risk Committee is disclosed in line with the requirements of Article 435 (2) (d) of the CRR.  \n\nA description of the flow of information to the management body relating to risk is available on pages 80 to 81 and on page 84 of the Annual Financial Report 2020.  This description of the flow of information is also disclosed in line with the requirements of Article 435 (2) (e) of the CRR.\n"]

{"sheet":"Chapter 4","index":31,"n_rows":1,"n_cols":1,"rows_kept":1}
["Chapter 4. Credit risk - overview"]

{"sheet":"Credit risk overview","index":32,"n_rows":31,"n_cols":3,"rows_kept":31,"merged":[[0,0,0,2],[2,0,2,2],[3,0,3,2],[4,0,4,2],[5,1,5,2],[6,1,6,2],[7,1,7,2],[8,0,8,2],[9,0,9,2],[10,0,10,2],[11,1,11,2],[12,1,12,2],[14,0,14,1],[16,0,16,2],[26,0,26,2],[27,1,27,2],[28,1,28,2],[29,1,29,2],[30,1,30,2]]}
["Credit risk - overview"]
[]
["One of the Group’s main sources of income arises from granting credit. Accordingly, this exposes it to its most significant risk, namely credit risk. The most significant credit risk in AIB Group arises from traditional lending activities to corporate, commercial and personal customers and to sovereigns and banks. Credit risk also arises through the use of derivatives, off-balance sheet guarantees and commitments and through the Group’s investment securities. Capital requirements are based on the estimated level of risk of individual credit exposures. A description of how AIB manages, monitors and reports credit risk is outlined in the ‘Risk management’ section on pages 87 to 144 of the Annual Financial Report 2020.\n\n\n\n"]
["Credit risk management response to COVID-19"]
["The most significant development in the year has been in relation to the COVID-19 pandemic and the associated health crisis. The Group has adapted its credit risk management operating model, including its underlying credit processes, in response to COVID-19 to ensure proactive and appropriate management of the heightened credit risk in the portfolio, and particularly for those sectors believed to be most impacted by COVID-19. In adapting its credit operating model, the Group have also enabled the introduction and implementation of a number of customer support measures in a streamlined, agile and risk appropriate manner.\n\nThe Group’s focus continues to be on supporting its existing customers and ensuring they are provided with the appropriate measures (e.g. payment breaks) taking account of the current and expected financial impact and recovery outlook. As part of the Group’s credit risk management response to COVID-19, a range of actions have been taken to ensure the appropriate measurement, classification, and reporting of its credit risk exposures during this time. These include:"]
["\t–","The development of a suite of additional guidance documents to support credit risk assessment and management activities, such as credit  grading, staging, unlikely-to-pay testing, and taking account of COVID-19 sector risk and expected recovery outlook. This guidance supplements the Group’s existing credit risk policies and frameworks."]
["\t–","Enhanced scope and frequency of portfolio asset quality monitoring, particularly focused on those sectors believed to be most impacted by COVID-19 (for example, hospitality, non-food retail, travel etc.)."]
["\t–","Proactive bottom-up reviews of individual cases, in addition to top-down portfolio/sector reviews, prioritising higher exposures and the more vulnerable segments of the balance sheet.\n"]
["COVID-19 continues to have a negative impact on the economy and the Group’s loan book and asset quality, which is reflected in the 2020 expected credit loss outcomes. Due to the increased spread of the COVID-19 virus and the further lockdown requirements which came into effect in early January 2021, this may continue to result in further expected credit losses in future periods. \n"]
["Part three, title II, chapters 2 & 3 of the CRR provides two approaches for the calculation of minimum regulatory capital requirements for credit risk:\n"]
["(As per Article 452) Internal ratings based (“IRB”) approach\n\nThe IRB approach allows banks, subject to regulatory approval, use their own estimates of certain risk components to derive regulatory capital requirements for credit risk across different asset classes. The relevant risk components are probability of default (“PD”), loss given default (“LGD”) and exposure at default (“EAD”). For non-retail exposures, there are two IRB approaches. Under the foundation IRB approach, banks use their own estimate of PD, and regulatory estimates of LGD and EAD. Under the advanced IRB approach, banks use their own estimates of all three risk components. For retail exposures, there is only one IRB approach which uses internal estimates of all three risk components. The Group’s exposures under this approach are set out in chapter 5\n\nAs at 31 December 2020, the Group used a combination of standardised and IRB approaches for assessing its capital requirements for credit risk. It has received regulatory approval to use the foundation IRB approach for certain sovereign, bank and corporate exposures, and to use the retail IRB approach for certain residential mortgage exposures. Henceforth, for ease of reference within this document, this combination of foundation and retail IRB approval will be referred to as approval to use the IRB approach.\nAdditional commentary on specific credit risks arising from certain transactions including derivative transactions, repurchase agreements and securitisation positions are set out in chapter 8 counterparty credit risks and chapter 5 securitisations.\nThese disclosures have been provided on a Group consolidated basis.\n\nThe following guidelines apply to the tables throughout this document and should be read in conjunction with the “Glossary of definitions and explanations”:\n"]
["\t–","“Exposures associated with particularly high risk” include, subject to the discretion of competent authorities, exposures associated with particularly high risks such as speculative immovable property financing (defaulted and non-defaulted) and private equity investments; and"]
["\t–","“Other items” refers to other assets including land and buildings, plant and machinery, other fixtures and fittings, tools and equipment, payments on account and tangible assets in the course of construction.\n"]
[]
["IRB Overview"]
[]
["Exposures rated under the IRB approach amounted to € 48,781 million as at 31 December 2020 (2019: exposures of € 49,585 million). Total exposures include credit risk exposures net of impairment provisions before the application of credit risk mitigation (“CRM”) and credit conversion factors (“CCF”).\nThese exposures exclude counterparty credit risk and securitisations exposures.\n\nRegulatory approval and transition\n(Article 452(a))  As at 31 December 2020, the Group applied the IRB approach to the portfolios and exposure classes listed in the table below, having received approval from the Regulator.\n"]
[null,"AIB portfolio","Exposure class"]
[null,"Bank","Institutions"]
[null,"Corporates","Corporates"]
[null,"Not-for-profit","Corporates"]
[null,"Project finance","Corporates"]
[null,"Commercial/large SME","Corporates"]
[null,"Sovereign","Central governments and central banks"]
[null,"Residential mortgages","Retail"]
[]
["The Group has an IRB roll-out plan to redevelop existing models to comply with updated regulatory requirements and to continue to transition standardised portfolios to the IRB approach thereby increasing its IRB coverage. The transition of new portfolios to the IRB approach is dependent upon regulatory approval. The Group submitted a redeveloped commercial/large SME model for regulatory approval in Q2 2020. In addition, the Group received and implemented decisions relating to the TRIM process on the mortgage and corporate portfolios in Q4 2020.\n\nGovernance of the rating process\n(Article 452(b)(iv)) AIB has a formalised governance framework in relation to the internal risk rating systems. The Risk Measurement Committee (“RMC”) has responsibility for the governance, oversight and approval of all aspects of the Group’s risk measurement models, material model methodologies as well as maintenance of existing material models. It is a sub-committee of the Group Risk Committee, and the designated committee of the Board Risk Committee responsible for IRB oversight. Its membership includes the Chief Risk Officer (“CRO”), the Chief Financial Officer (“CFO”), and the heads of significant business areas. The RMC reviews and approves all models for which it is the Highest Approval Authority (“HAA”) as defined by the Group model risk policy. Where IRB approvals are required, an executive director chairs the RMC.\n\nAll models are validated by an appropriately qualified team, which is independent of the model build process. In addition, Group Internal Audit (“GIA”) forms the third line of defence within the three lines of defence model. In the case of IRB models, GIA must review the Groups rating systems and operations on at least an annual basis. The review must include adherence to all applicable requirements, including a review of the IRB rollout plan and process and carry out detailed review as needed.\n\nCredit risk control function\nThe credit risk control function within the Group is an integrated set of independent units which share responsibility for key control aspects of the Group's rating systems. These responsibilities include the design, implementation, oversight, and performance of the rating systems. \n\nUse of rating models\n(Article 452(b)(ii)) Rating models and systems are core to credit and risk management in the Group, with the outputs from IRB models playing an essential role in a wide range of risk processes:"]
["a.","Credit approval: Grades assigned by IRB models are a key input to the assessment of credit applications. Grades are also used in determining the size of delegated credit authorities. The outputs of the models are also used in assessing risk-return and pricing of loans;"]
["b.","Risk management and decision-making processes: Grades assigned by IRB models are used to drive credit management activities; rating models are fundamental to management reporting, credit portfolio analysis, credit quality monitoring and in determining the level and nature of management attention applied to exposures;"]
["c.","Internal capital allocation: The outputs from IRB models are an input to the internal capital adequacy assessment process (“ICAAP”) including stress tests of capital adequacy; and"]
["d.","Annual planning: Risk forecasts based on the outputs of IRB models are incorporated into the annual planning process."]

{"sheet":"IRB overview","index":33,"n_rows":71,"n_cols":7,"rows_kept":71,"merged":[[0,0,0,6],[2,0,2,6],[12,0,12,6],[13,2,13,6],[14,2,14,6],[15,2,15,6],[16,2,16,6],[18,0,18,6],[20,0,20,6],[21,1,21,6],[22,1,22,6],[23,1,23,6],[24,1,24,6],[25,1,25,6],[27,0,27,6],[30,1,30,6],[31,1,31,6],[32,1,32,6],[34,0,34,6],[37,1,37,6],[38,1,38,6],[39,1,39,6],[40,1,40,6],[41,1,41,6],[42,1,42,6],[43,1,43,6],[44,1,44,6],[46,0,46,6],[49,1,49,6],[50,1,50,6],[52,0,52,6],[54,0,54,6],[57,5,57,6]]}
["IRB overview"]
[]
["Exposures rated under the IRB Approach amounted to € 48,781 million as at 31 December 2020 (2019: exposures of € 49,585 million). Total exposures include credit risk exposures net of impairment provisions before the application of credit risk mitigation (“CRM”) and credit conversion factors (“CCF”). These exposures exclude counterparty credit risk and securitisations exposures. \n\nRegulatory approval and transition \n(Article 452(a)) As at 31 December 2020, the Group applied the IRB approach to the portfolios and exposure classes listed in the table below, having received approval from the Regulator."]
[null,"AIB portfolio",null,"Exposure class"]
[null,"Bank",null,"Institutions"]
[null,"Corporates",null,"Corporates"]
[null,"Not-for-profit",null,"Corporates"]
[null,"Project finance",null,"Corporates"]
[null,"Commercial/large SME",null,"Corporates"]
[null,"Sovereign",null,"Central governments and central banks"]
[null,"Residential mortgages",null,"Retail"]
[]
["The Group has an IRB roll-out plan to redevelop existing models to comply with updated regulatory requirements and to continue to transition standardised portfolios to the IRB approach thereby increasing its IRB coverage. The transition of new portfolios to the IRB approach is dependent upon regulatory approval. The Group submitted a redeveloped Commercial/large SME model for regulatory approval in Q2 2020. In addition, the Group received and implemented decisions relating to the TRIM process on the Mortgage and Corporate portfolios in Q4 2020. \n\nGovernance of the rating process \n(Article 452(b)(iv)) AIB has a formalised governance framework in relation to the internal risk rating systems. The Risk Measurement Committee (“RMC”) has responsibility for the governance, oversight and approval of all aspects of the Group’s risk measurement models, material model methodologies as well as maintenance of existing material models. It is a sub-committee of the Group Risk Committee, and the designated committee of the Board Risk Committee responsible for IRB oversight. Its membership includes the Chief Risk Officer (“CRO”), the Chief Financial Officer (“CFO”), and the heads of significant business areas. The RMC reviews and approves all models for which it is the Highest Approval Authority (“HAA”) as defined by the Group Model Risk Policy. Where IRB approvals are required, an executive director chairs the RMC. \n\nAll models are validated by an appropriately qualified team, which is independent of the model build process. In addition, Group Internal Audit (“GIA”) forms the third line of defence within the three lines of defence model. In the case of IRB models, GIA must review the Groups rating systems and operations on at least an annual basis. The review must include adherence to all applicable requirements, including a review of the IRB rollout plan and process and carry out detailed review as needed. \n\nCredit risk control function \nThe credit risk control function within the Group is an integrated set of independent units which share responsibility for key control aspects of the Group's rating systems. These responsibilities include the design, implementation, oversight, and performance of the rating systems. \n\nUse of rating models \n(Article 452(b)(ii)) Rating models and systems are core to credit and risk management in the Group, with the outputs from IRB models playing an essential role in a wide range of risk processes:"]
["a.",null,"Credit approval: Grades assigned by IRB models are a key input to the assessment of credit applications. Grades are also used in determining the size of delegated credit authorities. The outputs of the models are also used in assessing risk-return and pricing of loans;"]
["b.",null,"Risk management and decision-making processes: Grades assigned by IRB models are used to drive credit management activities; rating models are fundamental to management reporting, credit portfolio analysis, credit quality monitoring and in determining the level and nature of management attention applied to exposures;"]
["c.",null,"Internal capital allocation: The outputs from IRB models are an input to the internal capital adequacy assessment process (“ICAAP”) including stress tests of capital adequacy; and"]
["d.",null,"Annual planning: Risk forecasts based on the outputs of IRB models are incorporated into the annual planning process."]
[]
["Use of and process for recognising credit risk mitigation\n(Article 452(b)(iii)) The Group takes account of collateral as a credit risk mitigant for residential real estate in its retail (residential mortgage) portfolio which is reflected in its LGD estimates. For non-retail foundation IRB exposures, supervisory LGDs are used for minimum regulatory capital requirement calculation purposes as is required under the CRR. These LGDs are either applied directly to obligors, or are reduced through the recognition of the risk-mitigating impact of qualifying collateral held.\n\nThe Group uses its own estimates of LGD in the calculation of risk weighted assets for exposures secured on residential real estate in its retail (residential mortgage) portfolio originated in Ireland, excluding those originated through EBS d.a.c. The Group's approach to taking, valuing and monitoring real estate collateral is consistent with its broad framework for credit risk mitigation as described on pages 92 and 93 of the Annual Financial Report 2020.\n\nInternal ratings process by exposure class\n(Article 452(c)) The following tables set out by portfolio, the exposure classes rated under the foundation IRB approach: central governments and central banks; institutions; and corporates. It also sets out the retail exposure class which is rated under the advanced IRB approach."]
[]
["(a)  Central governments and central banks"]
["AIB portfolio","Portfolio description"]
["Sovereign","Central governments"]
[null,"Central banks"]
[null,"Specified multinational development banks and international organisations"]
[null,"Specified regional governments, local authorities and public sector entities"]
[]
["Under the foundation IRB approach, internal rating models are used to assign central governments and central banks obligors to borrower grades to which estimates of PD are attached. The Group uses regulatory LGD and EAD measures in calculating risk weighted assets.\n\nThe rating methodology used in assigning borrowers to grades was developed based on expert judgement using statistical tests (against the external ratings) in order to challenge the judgement where appropriate. The ratings are assigned based upon perceived political risk and economic risk of the sovereign. Due to the lack of internal default data, PDs are calibrated using historic default rates of external ratings. The definition of default is aligned to the CRR and is consistent with that used by the rating agencies. The Group's validation processes are rigorous and they test, inter alia, the rank ordering of borrowers in terms of probability of default (versus the external ratings), the stability of the ratings and the probability of default estimates."]
[]
["(b)  Institutions"]
["AIB portfolio","Portfolio description"]
["Bank","Banks"]
[null,"Securities firms subject to the same regulation as banks"]
[]
["Under the foundation IRB approach, internal rating models are used to assign institution obligors to borrower grades to which estimates of PD are attached. The Group uses regulatory LGD and EAD measures to calculate risk weighted assets.\n\nRatings are assigned on the basis of a hybrid model (a statistical model incorporating expert judgement). External ratings for the country of domicile are used to establish a 'country ceiling' on the rating and as an input into the quantitative score. Due to the lack of internal default data, PDs are calibrated to an equivalent external rating grade. The definition of default is aligned to the CRR and is consistent with that used by the rating agencies. The Group's validation processes are rigorous and they test, inter alia, the rank ordering of borrowers in terms of probability of default (versus the external ratings), the stability of the ratings and the probability of default estimates."]
[]
["(c)  Corporates"]
["AIB portfolio","Portfolio description"]
["Commercial/large SME","Predominantly commercial business in Ireland – all sectors except property, agriculture and start-ups."]
["Corporate","Entities that are engaged in the provision of goods or services with the intention of generating profit for the owners. Excluded from this category are:"]
[null,"a) Financial service providers;"]
[null,"b) Special purpose entities that do not have a diversified income stream; and"]
[null,"c) Special purpose entities set up to facilitate securitisations."]
["Not-for-profit","Exposures to not-for-profit entities."]
["Project finance","Long-term loans made to projects in the energy, infrastructure and transportation sectors"]
[]
["Under the foundation IRB approach, internal rating models are used to assign corporate obligors to borrower grades to which estimates of PD are attached. The Group uses regulatory LGD and EAD measures in calculating risk weighted assets.\n\nThe ratings methodology and criteria used in assigning borrowers to grades vary across the models used for the four portfolios, but all the models use a combination of statistical analysis (using both financial and non-financial inputs) and expert judgement. PDs are calibrated on the basis of internal default data, supplemented with and benchmarked against external data where available. The definition of default used for all four portfolios is consistent with the CRR definition. The Group's validation processes are rigorous. They test, inter alia, the rank ordering of borrowers in terms of probability of default (versus observed default rates), the stability of the ratings, the stability of the portfolio and the probability of default estimates."]
[]
["(d)  Retail"]
["AIB portfolio","Portfolio description"]
["Residential mortgages","Residential mortgage lending and first five buy-to-lets"]
[]
["The Group uses the advanced IRB approach for assessing its capital requirements for residential mortgages originated in Ireland, excluding those originated through EBS d.a.c., which uses the standardised approach.\n\nUnder the advanced IRB approach, the Group uses its own estimates of PD, LGD and EAD in calculating risk weighted assets. The rating methodology is statistical. Both application and behavioural scorecards are used in calculating the PD and PDs and LGDs are calibrated on the basis of internal data. EAD is calculated through the estimation of a CCF both on drawn facilities and on 'pipeline' business (mortgages which have been sanctioned but not yet drawn down). The definition of default is consistent with the CRR definition of default. The Group's validation processes are rigorous and they test, inter alia, the ranking of borrowers in terms of probability of default (versus observed default rates), the stability of the ratings and the probability of default estimates. The LGD and EAD models are also subject to rigorous validation processes, with tests including the predicted LGD/EAD versus actual observed and the ability of the models to rank on this basis.  Individual rating models are refined and recalibrated on an ongoing basis as required."]
[]
["IRB internal obligor grades\nFor the purpose of measuring credit risk for business decisions and managing capital, all relevant exposures are assigned to a rating system and within that to an internal risk grade. A grade is assigned on the basis of rating criteria within each rating model from which estimates of PD are derived.\n\nAs per Article 452(b)(i) the table below shows the Group’s mapping of the relationship between the following PD ranges and their internal grade master scale bands for a) sovereigns and b) banks to external rating agency grades. The internal grades and PD bandings are based on a through the cycle PD."]
[]
[{"$nulls":6},"2020-12-31"]
[{"$nulls":5},"External rating agency grades"]
["PD band %","Internal sovereign grade","Midpoint PD %","Internal bank grade","Midpoint PD %","Standard and Poor’s / Fitch","Moody’s"]
["0.00 to <0.15",1,{"v":0,"d":"0.00"},1,0.04,"AAA, AA+, AA, AA-","Aaa, As1, Aa2, Aa3"]
[null,2,{"v":0,"d":"0.00"},2,{"v":0.1,"d":"0.10"},"A+, A, A-","A1, A2, A3"]
[null,3,0.02,0,0,"BBB+, BBB, BBB-","Baa1, Baa2, Baa3"]
["0.15 to <0.25",0,0,3,0.25,"BBB+, BBB, BBB-","Baa1, Baa2, Baa3"]
["0.25 to <0.50",4,{"v":0.3,"d":"0.30"},0,0,"BB+, BB, BB-","Ba1, Ba2, Ba3"]
["0.50 to <0.75",0,0,4,0.62,"BB+, BB, BB-","Ba1, Ba2, Ba3"]
["0.75 to <2.50",5,1.69,5,1.55,"B+","B1"]
["2.50 to <10.00",6,{"v":4,"d":"4.00"},6,3.87,"B","B2"]
[null,7,6.69,7,9.67,"B-","B3"]
["10.00 to <100",8,18.76,8,24.14,"CCC+, CCC, CCC-, CC, C","Caa, Ca, C"]
[null,9,52.59,9,{"v":60.3,"d":"60.30"},0,0]
["100 (Default)",10,{"v":100,"d":"100.00"},10,{"v":100,"d":"100.00"},"D",0]

{"sheet":"Standardised overview","index":34,"n_rows":19,"n_cols":4,"rows_kept":19,"merged":[[0,0,0,2],[1,0,1,2],[2,0,2,3],[3,0,3,3],[8,0,8,3],[10,0,10,1],[12,0,12,1],[18,0,18,3]]}
["Standardised overview"]
[]
["As per Article 444(a) and 444(c) the below sets out the names of the ECAIs used in the calculation of Standardised Approach risk-weighted assets and reasons for any changes.\n"]
["Introduction\nUnder the standardised approach, risk weightings for rated counterparties are determined on the basis of the external credit rating assigned to the counterparty. For non-rated counterparties and certain other types of exposure, regulatory-determined standardised risk weightings are used. The Group’s exposures under this approach are set out in chapter 5 credit risk.\n\nExposures rated under the standardised approach amount to € 69,494 million (2019: € 56,471 million), with a capital requirement of € 1,986 million as at 31 December 2020 (2019: € 2,171 million). The exposure value is presented before credit risk mitigation (“CRM”) and credit conversion factors (“CCF”) and after credit impairment provisions but excluding counterparty credit risk exposures and securitisations.\n\nUse of external credit ratings\nUnder CRD IV, institutions are permitted to determine the risk weight of an exposure with reference to the credit assessments of external credit assessment institutions (“ECAIs”)(1).\n\nAIB uses the following ECAIs to assess the credit risk of certain exposures under the standardised approach:"]
["\t–","Standard & Poor’s Rating Services (“S&P”)"]
["\t–","Fitch Ratings (“Fitch”)"]
["\t–","Moody’s Investors Service (“Moody’s”)"]
["\t–","Dominion Bond Rating Service (“DBRS”)"]
["\nAs per article 444 (d) AIB uses a combination of the credit weightings assigned by the ECAIs and mapping guidelines issued by the Central Bank of Ireland to map the exposures to the appropriate credit quality assessment step. These guidelines are identical to those issued by the European Banking Authority (“EBA”).\n\nThe ratings applied to the credit quality assessment steps are:"]
[]
["Credit Quality Step",null,"S&P/Fitch/DBRS","Moody’s"]
["Credit quality assessment step 1",null,"AAA to AA","Aaa to Aa3"]
["Credit quality assessment step 2",null,"A+ to A-","A1 to A3"]
["Credit quality assessment step 3",null,"BBB+ to BBB-","Baa1 to Baa3"]
["Credit quality assessment step 4",null,"BB+ to BB-","Ba1 to Ba3"]
["Credit quality assessment step 5",null,"B+ to B-","B1 to B3"]
["Credit quality assessment step 6",null,"CCC+ and below","Caa1 and below"]
[]
["Where there are no available credit assessments to map to a credit quality assessment step, the Group assigns risk weights to these exposures in accordance with the CRD IV requirements for unrated exposures.\n\nThe standardised approach takes account of CRM that the Group has in place against an exposure, before the relevant risk weight is applied. Tables 20, 26 and 27 in this section give an analysis of the exposures rated under the standardised approach. Table 28 details those exposures which are rated by ECAI, those which have been allocated a credit quality step under CBI guidelines and those which are considered unrated. Table 29 further analyses the exposures which have been given a credit quality assessment step as outlined above.\n\nOf the total standardised exposures of € 69,494 million (2019: € 56,471 million), € 27,172 million (2019: € 12,447 million) have been assigned a credit quality assessment step based on CBI guidelines.\n\nExposures amounting to € 27,172 million which have been assigned a credit quality assessment step mainly relate to cash on deposit with the Central Bank of Ireland  (c. € 19.2 billion) and Irish sovereign bonds (c. € 7.8 billion).\n\n(1) The ECAIs are also used in calculating the risk weighted exposure amounts for certain securitisations – see chapter 9 securitisations."]

{"sheet":"Chapter 5","index":35,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 5. Credit risk"]

{"sheet":"Table 18","index":36,"n_rows":46,"n_cols":7,"rows_kept":46,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6],[5,0,5,1],[45,0,45,6]]}
["Table 18: EU CRB–B – Total and average net amount of exposures"]
["Per Article 442(c) ,the table below provides the total year end and the average(1) net exposures over the period by exposure class. All amounts presented are pre CRM and CCF but net of impairment provisions. \nThe table excludes counterparty credit risk and securitisation exposures.\nThe main movement between periods is noted in table 10."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"Net value of exposures at the end of the period ","Average net exposures over\n the period ",null,"Net value of exposures at the\n end of the period ","Average net exposures over\n the period"]
["AIB Group",null,"€ m","€ m",null," € m ","€ m"]
[1,"Central governments or central banks",{"v":8969,"d":"8,969"},{"v":8030,"d":"8,030"},null,{"v":7645,"d":"7,645"},{"v":7709,"d":"7,709"}]
[2,"Institutions",{"v":7353,"d":"7,353"},{"v":7431,"d":"7,431"},null,{"v":7492,"d":"7,492"},{"v":6975,"d":"6,975"}]
[3,"Corporates",{"v":14034,"d":"14,034"},{"v":14895,"d":"14,895"},null,{"v":15476,"d":"15,476"},{"v":15156,"d":"15,156"}]
[4,"of which: Specialised lending",{"v":1212,"d":"1,212"},984,null,846,671]
[5,"of which: SMEs",{"v":3236,"d":"3,236"},{"v":3610,"d":"3,610"},null,{"v":3959,"d":"3,959"},{"v":4170,"d":"4,170"}]
[6,"Retail",{"v":18419,"d":"18,419"},{"v":18640,"d":"18,640"},null,{"v":18957,"d":"18,957"},{"v":19101,"d":"19,101"}]
[7,"of which: Secured by real estate property",{"v":18419,"d":"18,419"},{"v":18640,"d":"18,640"},null,{"v":18957,"d":"18,957"},{"v":19101,"d":"19,101"}]
[8,"SMEs",0,0,null,0,0]
[9,"Non-SMEs",0,0,null,0,0]
[10,"Qualifying revolving",0,0,null,0,0]
[11,"Other retail",0,0,null,0,0]
[12,"SMEs",0,0,null,0,0]
[13,"Non-SMEs",0,0,null,0,0]
[null,"Other non credit obligations",6,12,null,15,26]
[15,"Total IRB approach",{"v":48781,"d":"48,781"},{"v":49008,"d":"49,008"},null,{"v":49585,"d":"49,585"},{"v":48967,"d":"48,967"}]
[]
[]
[16,"Central governments or central banks",{"v":27172,"d":"27,172"},{"v":19300,"d":"19,300"},null,{"v":12447,"d":"12,447"},{"v":10263,"d":"10,263"}]
[17,"Regional governments or local authorities",289,249,null,209,239]
[18,"Public sector entities",0,0,null,0,0]
[19,"Multilateral development banks",{"$nulls":3},0,0]
[20,"International organisations",{"$nulls":3},0,0]
[21,"Institutions",0,0,null,0,0]
[22,"Corporates",{"v":9184,"d":"9,184"},{"v":9547,"d":"9,547"},null,{"v":10910,"d":"10,910"},{"v":10238,"d":"10,238"}]
[23,"Of of which: SMEs ",{"$nulls":3},0,0]
[24,"Retail",{"v":8678,"d":"8,678"},{"v":8742,"d":"8,742"},null,{"v":8832,"d":"8,832"},{"v":8897,"d":"8,897"}]
[25,"Of of which: SMEs ",{"$nulls":3},0,0]
[26,"Secured by mortgages on immovable property",{"v":16883,"d":"16,883"},{"v":17130,"d":"17,130"},null,{"v":17934,"d":"17,934"},{"v":17785,"d":"17,785"}]
[27,"Of of which: SMEs ",{"$nulls":3},0,0]
[28,"Exposures in default",{"v":1928,"d":"1,928"},{"v":1593,"d":"1,593"},null,{"v":1226,"d":"1,226"},{"v":1765,"d":"1,765"}]
[29,"Items associated with particularly high risk",{"v":1454,"d":"1,454"},{"v":1562,"d":"1,562"},null,{"v":1529,"d":"1,529"},{"v":1544,"d":"1,544"}]
[30,"Covered bonds",{"$nulls":3},0,0]
[31,"Claims on institutions and corporates with a short-term credit assessment ",{"$nulls":3},0,0]
[32,"Collective investments undertakings",{"$nulls":3},0,0]
[33,"Equity exposures",246,257,null,253,164]
[34,"Other exposures",{"v":3660,"d":"3,660"},{"v":3303,"d":"3,303"},null,{"v":3131,"d":"3,131"},{"v":3123,"d":"3,123"}]
[35,"Total standardised approach",{"v":69494,"d":"69,494"},{"v":61683,"d":"61,683"},null,{"v":56471,"d":"56,471"},{"v":54018,"d":"54,018"}]
[36,"Total",{"v":118275,"d":"118,275"},{"v":110691,"d":"110,691"},null,{"v":106056,"d":"106,056"},{"v":102985,"d":"102,985"}]
[]
["(1) Average net exposures are calculated based on quarterly averages."]

{"sheet":"Table 19","index":37,"n_rows":72,"n_cols":8,"rows_kept":72,"merged":[[0,0,0,7],[1,0,1,7],[3,5,3,7],[4,2,4,7],[6,0,6,1],[36,4,36,7],[37,2,37,7],[39,0,39,1],[69,0,69,7],[70,0,70,7],[71,0,71,7]]}
["Table 19: EU CRB–C – Geographical breakdown of exposures"]
["Per Article 442(d) the table below provides a breakdown of exposures by geographical areas(1) and exposure classes. All exposures presented are pre CRM and CCF but net of impairment provisions.  \nThe table excludes counterparty credit risk and securitisation exposures.\nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":5},"2020-12-31"]
[null,null,"Net value"]
[null,null,"Republic\nof\nIreland","United\nKingdom","United\nStates of\nAmerica","Rest\nof\nWorld (2)","Other    \nGeographical    \nAreas (3)","Total"]
["AIB Group ",null,"€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,{"v":5900,"d":"5,900"},447,{"v":2186,"d":"2,186"},436,{"v":8969,"d":"8,969"}]
[2,"Institutions",138,{"v":1343,"d":"1,343"},160,{"v":5712,"d":"5,712"},0,{"v":7353,"d":"7,353"}]
[3,"Corporates",{"v":9064,"d":"9,064"},736,{"v":2179,"d":"2,179"},{"v":2055,"d":"2,055"},0,{"v":14034,"d":"14,034"}]
[null,"of which: Specialised lending",777,237,0,198,0,{"v":1212,"d":"1,212"}]
[null,"of which: SME",{"v":3220,"d":"3,220"},16,0,0,0,{"v":3236,"d":"3,236"}]
[4,"Retail",{"v":18399,"d":"18,399"},11,2,7,0,{"v":18419,"d":"18,419"}]
[null,"Other non credit obligation assets",6,0,0,0,0,6]
[6,"Total IRB approach",{"v":27607,"d":"27,607"},{"v":7990,"d":"7,990"},{"v":2788,"d":"2,788"},{"v":9960,"d":"9,960"},436,{"v":48781,"d":"48,781"}]
[]
[]
[7,"Central governments or central banks",{"v":27120,"d":"27,120"},46,6,0,0,{"v":27172,"d":"27,172"}]
[8,"Regional governments or local authorities",289,0,0,0,0,289]
[9,"Public sector entities",0,0,0,0,0,0]
[10,"Multilateral development banks",0,0,0,0,0,0]
[11,"International organisations",0,0,0,0,0,0]
[12,"Institutions",0,0,0,0,0,0]
[13,"Corporates",{"v":2852,"d":"2,852"},{"v":6055,"d":"6,055"},6,271,0,{"v":9184,"d":"9,184"}]
[14,"Retail",{"v":7994,"d":"7,994"},643,8,33,0,{"v":8678,"d":"8,678"}]
[15,"Secured by mortgages on immovable property",{"v":13477,"d":"13,477"},{"v":3101,"d":"3,101"},0,305,0,{"v":16883,"d":"16,883"}]
[16,"Exposures in default",{"v":1351,"d":"1,351"},407,1,169,0,{"v":1928,"d":"1,928"}]
[17,"Items associated with particularly high risk",{"v":1192,"d":"1,192"},231,31,0,0,{"v":1454,"d":"1,454"}]
[18,"Covered bonds",0,0,0,0,0,0]
[19,"Claims on institutions and corporates with a short-term credit assessment",0,0,0,0,0,0]
[20,"Collective investments undertakings",0,0,0,0,0,0]
[21,"Equity exposures",222,24,0,0,0,246]
[22,"Other exposures",{"v":3493,"d":"3,493"},162,4,1,0,{"v":3660,"d":"3,660"}]
[23,"Total standardised approach",{"v":57990,"d":"57,990"},{"v":10669,"d":"10,669"},56,779,0,{"v":69494,"d":"69,494"}]
[24,"Total",{"v":85597,"d":"85,597"},{"v":18659,"d":"18,659"},{"v":2844,"d":"2,844"},{"v":10739,"d":"10,739"},436,{"v":118275,"d":"118,275"}]
[]
[{"$nulls":4},"2019-12-31"]
[null,null,"Net Value"]
[null,null,"Republic\nof\nIreland","United\nKingdom","United\nStates of\nAmerica","Rest    \nof    \nWorld (2)","Other    \nGeographical    \nAreas (3)","Total"]
["AIB Group ",null,"€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,{"v":4585,"d":"4,585"},670,{"v":2021,"d":"2,021"},369,{"v":7645,"d":"7,645"}]
[2,"Institutions",309,{"v":1386,"d":"1,386"},169,{"v":5628,"d":"5,628"},0,{"v":7492,"d":"7,492"}]
[3,"Corporates",{"v":9347,"d":"9,347"},735,{"v":3053,"d":"3,053"},{"v":2341,"d":"2,341"},0,{"v":15476,"d":"15,476"}]
[null,"of which: Specialised lending",611,85,0,150,0,846]
[null,"of which: SME",{"v":3928,"d":"3,928"},26,0,5,0,{"v":3959,"d":"3,959"}]
[4,"Retail",{"v":18933,"d":"18,933"},12,3,9,0,{"v":18957,"d":"18,957"}]
[null,"Other non credit obligation assets",15,0,0,0,0,15]
[6,"Total IRB approach",{"v":28604,"d":"28,604"},{"v":6718,"d":"6,718"},{"v":3895,"d":"3,895"},{"v":9999,"d":"9,999"},369,{"v":49585,"d":"49,585"}]
[]
[]
[7,"Central governments or central banks",{"v":12435,"d":"12,435"},6,6,0,0,{"v":12447,"d":"12,447"}]
[8,"Regional governments or local authorities",209,0,0,0,0,209]
[9,"Public sector entities",0,0,0,0,0,0]
[10,"Multilateral development banks",0,0,0,0,0,0]
[11,"International organisations",0,0,0,0,0,0]
[12,"Institutions",0,0,0,0,0,0]
[13,"Corporates",{"v":3902,"d":"3,902"},{"v":6693,"d":"6,693"},17,298,0,{"v":10910,"d":"10,910"}]
[14,"Retail",{"v":8280,"d":"8,280"},509,9,34,0,{"v":8832,"d":"8,832"}]
[15,"Secured by mortgages on immovable property",{"v":13966,"d":"13,966"},{"v":3536,"d":"3,536"},0,432,0,{"v":17934,"d":"17,934"}]
[16,"Exposures in default",{"v":1046,"d":"1,046"},170,0,10,0,{"v":1226,"d":"1,226"}]
[17,"Items associated with particularly high risk",{"v":1091,"d":"1,091"},267,171,0,0,{"v":1529,"d":"1,529"}]
[18,"Covered bonds",0,0,0,0,0,0]
[19,"Claims on institutions and corporates with a short-term credit assessment",0,0,0,0,0,0]
[20,"Collective investments undertakings",0,0,0,0,0,0]
[21,"Equity exposures",233,20,0,0,0,253]
[22,"Other exposures",{"v":2927,"d":"2,927"},198,5,1,0,{"v":3131,"d":"3,131"}]
[23,"Total standardised approach",{"v":44089,"d":"44,089"},{"v":11399,"d":"11,399"},208,775,0,{"v":56471,"d":"56,471"}]
[24,"Total",{"v":72693,"d":"72,693"},{"v":18117,"d":"18,117"},{"v":4103,"d":"4,103"},{"v":10774,"d":"10,774"},369,{"v":106056,"d":"106,056"}]
[]
["(1) The geographical breakdown is based on residence of the immediate counterparty."]
["(2) Rest of the World comprises less than 2% of the total exposures and comprises predominantly France, Canada, Spain, Netherlands, Australia, Sweden, Luxembourg, Italy, Germany and Belgium."]
["(3) Other Geographical Areas contains all exposures with EU supranational organisations."]

{"sheet":"Table 20","index":38,"n_rows":68,"n_cols":16,"rows_kept":68,"merged":[[0,0,0,15],[1,0,1,15],[3,13,3,15],[4,2,6,2],[4,3,6,3],[4,4,6,4],[4,5,6,5],[4,6,6,6],[4,7,6,7],[4,8,6,8],[4,9,6,9],[4,10,6,10],[4,11,6,11],[4,12,6,12],[4,13,6,13],[4,14,6,14],[4,15,6,15],[7,0,7,1],[36,13,36,15],[37,2,39,2],[37,3,39,3],[37,4,39,4],[37,5,39,5],[37,6,39,6],[37,7,39,7],[37,8,39,8],[37,9,39,9],[37,10,39,10],[37,11,39,11],[37,12,39,12],[37,13,39,13],[37,14,39,14],[37,15,39,15],[40,0,40,1]]}
["Table 20: EU CRB–D – Concentration of exposures by industry or counterparty types"]
["Per Article 442(e) the tables below provides a breakdown of exposures by industry or counterparty types and exposure classes. All amounts presented are pre CRM and CCF but net of impairment provisions. The table excludes counterparty credit risk and securitisation exposures.\nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":13},"2020-12-31"]
[null,null,"Agriculture","Construction","Distribution","Energy","Financial","Home loans ","Manufacturing","Other loans - personal ","Other services ","Property","Transport and commun-\nication ","Bank, sovereign and public sector ","Other","Total exposures "]
[]
[]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,{"v":8969,"d":"8,969"},0,{"v":8969,"d":"8,969"}]
[2,"Institutions",0,0,0,0,0,0,0,0,0,0,0,{"v":7353,"d":"7,353"},0,{"v":7353,"d":"7,353"}]
[3,"Corporates",332,525,{"v":3150,"d":"3,150"},{"v":1547,"d":"1,547"},379,2,{"v":3202,"d":"3,202"},26,{"v":3367,"d":"3,367"},136,{"v":1368,"d":"1,368"},0,0,{"v":14034,"d":"14,034"}]
[null,"of which: Specialised lending",0,0,0,{"v":1024,"d":"1,024"},0,0,0,0,131,0,57,0,0,{"v":1212,"d":"1,212"}]
[null,"of which: SME",114,233,{"v":1239,"d":"1,239"},43,48,1,497,19,706,51,285,0,0,{"v":3236,"d":"3,236"}]
[4,"Retail",0,0,0,0,0,{"v":18419,"d":"18,419"},0,0,0,0,0,0,0,{"v":18419,"d":"18,419"}]
[null,"Other non credit obligation assets",0,0,1,0,0,0,0,0,1,0,4,0,0,6]
[6,"Total IRB approach",332,525,{"v":3151,"d":"3,151"},{"v":1547,"d":"1,547"},379,{"v":18421,"d":"18,421"},{"v":3202,"d":"3,202"},26,{"v":3368,"d":"3,368"},136,{"v":1372,"d":"1,372"},{"v":16322,"d":"16,322"},0,{"v":48781,"d":"48,781"}]
[]
[7,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,{"v":27172,"d":"27,172"},0,{"v":27172,"d":"27,172"}]
[8,"Regional governments or local authorities",0,0,0,0,0,0,0,0,0,0,0,289,0,289]
[9,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[10,"Multilateral development banks",0,0,0,0,0,0,0,0,0,0,0,0,0]
[11,"International organisations"]
[12,"Institutions",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[13,"Corporates",895,137,{"v":1820,"d":"1,820"},{"v":1339,"d":"1,339"},270,52,{"v":1026,"d":"1,026"},177,{"v":2527,"d":"2,527"},54,822,65,0,{"v":9184,"d":"9,184"}]
[14,"Retail",{"v":1004,"d":"1,004"},114,501,12,21,500,154,{"v":5110,"d":"5,110"},947,161,154,0,0,{"v":8678,"d":"8,678"}]
[15,"Secured by mortgages on immovable property",0,0,0,0,0,{"v":11820,"d":"11,820"},0,0,0,{"v":5063,"d":"5,063"},0,0,0,{"v":16883,"d":"16,883"}]
[16,"Exposures in default",51,7,150,33,4,681,33,107,57,784,21,0,0,{"v":1928,"d":"1,928"}]
[17,"Items associated with particularly high risk",0,772,0,0,31,0,0,0,256,395,0,0,0,{"v":1454,"d":"1,454"}]
[18,"Covered bonds",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[19,"Claims on institutions and corporates with a short-term credit assessment",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[20,"Collective investments undertakings",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[21,"Equity exposures",0,0,0,17,102,0,0,0,121,6,0,0,0,246]
[22,"Other exposures",0,0,0,0,0,0,0,0,0,0,0,0,{"v":3660,"d":"3,660"},{"v":3660,"d":"3,660"}]
[23,"Total standardised approach",{"v":1950,"d":"1,950"},{"v":1030,"d":"1,030"},{"v":2471,"d":"2,471"},{"v":1401,"d":"1,401"},428,{"v":13053,"d":"13,053"},{"v":1213,"d":"1,213"},{"v":5394,"d":"5,394"},{"v":3908,"d":"3,908"},{"v":6463,"d":"6,463"},997,{"v":27526,"d":"27,526"},{"v":3660,"d":"3,660"},{"v":69494,"d":"69,494"}]
[24,"Total",{"v":2282,"d":"2,282"},{"v":1555,"d":"1,555"},{"v":5622,"d":"5,622"},{"v":2948,"d":"2,948"},807,{"v":31474,"d":"31,474"},{"v":4415,"d":"4,415"},{"v":5420,"d":"5,420"},{"v":7276,"d":"7,276"},{"v":6599,"d":"6,599"},{"v":2369,"d":"2,369"},{"v":43848,"d":"43,848"},{"v":3660,"d":"3,660"},{"v":118275,"d":"118,275"}]
[]
[{"$nulls":13},"2019-12-31"]
[null,null,"Agriculture","Construction","Distribution","Energy","Financial","Home loans ","Manufacturing","Other loans - personal ","Other services ","Property","Transport and commun-\nication ","Bank, sovereign and public sector ","Other","Total exposures "]
[]
[]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,{"v":7645,"d":"7,645"},0,{"v":7645,"d":"7,645"}]
[2,"Institutions",0,0,0,0,0,0,0,0,0,0,0,{"v":7492,"d":"7,492"},0,{"v":7492,"d":"7,492"}]
[3,"Corporates",397,580,{"v":3616,"d":"3,616"},{"v":1193,"d":"1,193"},569,2,{"v":3596,"d":"3,596"},49,{"v":3719,"d":"3,719"},175,{"v":1580,"d":"1,580"},0,0,{"v":15476,"d":"15,476"}]
[null,"of which: Specialised lending",0,0,0,661,0,0,0,0,134,0,51,0,0,846]
[null,"of which: SME",161,134,{"v":1728,"d":"1,728"},47,69,2,453,47,884,64,370,0,0,{"v":3959,"d":"3,959"}]
[4,"Retail",0,0,0,0,0,{"v":18957,"d":"18,957"},0,0,0,0,0,0,0,{"v":18957,"d":"18,957"}]
[null,"Other non credit obligation assets",0,1,0,0,0,0,2,0,2,0,10,0,0,15]
[6,"Total IRB approach",397,581,{"v":3616,"d":"3,616"},{"v":1193,"d":"1,193"},569,{"v":18959,"d":"18,959"},{"v":3598,"d":"3,598"},49,{"v":3721,"d":"3,721"},175,{"v":1590,"d":"1,590"},{"v":15137,"d":"15,137"},0,{"v":49585,"d":"49,585"}]
[]
[7,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,{"v":12447,"d":"12,447"},0,{"v":12447,"d":"12,447"}]
[8,"Regional governments or local authorities",0,0,0,0,0,0,0,0,0,0,0,209,0,209]
[9,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[10,"Multilateral development banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[11,"International organisations",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[12,"Institutions",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[13,"Corporates",980,161,{"v":2060,"d":"2,060"},{"v":1074,"d":"1,074"},{"v":1311,"d":"1,311"},63,{"v":1131,"d":"1,131"},237,{"v":3090,"d":"3,090"},52,743,8,0,{"v":10910,"d":"10,910"}]
[14,"Retail",{"v":1012,"d":"1,012"},88,479,12,25,506,152,{"v":5245,"d":"5,245"},987,178,148,0,0,{"v":8832,"d":"8,832"}]
[15,"Secured by mortgages on immovable property",0,0,0,0,0,{"v":11964,"d":"11,964"},0,0,0,{"v":5970,"d":"5,970"},0,0,0,{"v":17934,"d":"17,934"}]
[16,"Exposures in default",32,7,38,0,2,710,31,97,40,240,29,0,0,{"v":1226,"d":"1,226"}]
[17,"Items associated with particularly high risk",1,741,2,0,171,0,1,4,254,354,1,0,0,{"v":1529,"d":"1,529"}]
[18,"Covered bonds",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[19,"Claims on institutions and corporates with a short-term credit assessment",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[20,"Collective investments undertakings",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[21,"Equity exposures",0,0,0,18,101,0,21,0,106,7,0,0,0,253]
[22,"Other exposures",0,0,0,0,0,0,0,0,0,0,0,0,{"v":3131,"d":"3,131"},{"v":3131,"d":"3,131"}]
[24,"Total standardised approach",{"v":2025,"d":"2,025"},997,{"v":2579,"d":"2,579"},{"v":1104,"d":"1,104"},{"v":1610,"d":"1,610"},{"v":13243,"d":"13,243"},{"v":1336,"d":"1,336"},{"v":5583,"d":"5,583"},{"v":4477,"d":"4,477"},{"v":6801,"d":"6,801"},921,{"v":12664,"d":"12,664"},{"v":3131,"d":"3,131"},{"v":56471,"d":"56,471"}]
[25,"Total",{"v":2422,"d":"2,422"},{"v":1578,"d":"1,578"},{"v":6195,"d":"6,195"},{"v":2297,"d":"2,297"},{"v":2179,"d":"2,179"},{"v":32202,"d":"32,202"},{"v":4934,"d":"4,934"},{"v":5632,"d":"5,632"},{"v":8198,"d":"8,198"},{"v":6976,"d":"6,976"},{"v":2511,"d":"2,511"},{"v":27801,"d":"27,801"},{"v":3131,"d":"3,131"},{"v":106056,"d":"106,056"}]

{"sheet":"Table 21","index":39,"n_rows":58,"n_cols":8,"rows_kept":58,"merged":[[0,0,0,7],[1,0,1,7],[3,5,3,7],[4,2,4,7],[6,0,6,1],[31,5,31,7],[32,2,32,7],[34,0,34,1],[58,1,58,7],[59,0,59,7]]}
["Table 21: EU CRB–E – Maturity of exposures"]
["Per Article 442(f) the table below provides a breakdown of net exposures pre CRM and CCF by contractual residual maturity and exposure classes.  \nThe table excludes counterparty credit risk and securitisation exposures.\nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":5},"2020-12-31"]
[null,null,"Net exposure value"]
[null,null,"On demand","<= 1 year",">1 year <= 5 years",">5 years","No stated maturity","Total"]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",{"v":6060,"d":"6,060"},371,{"v":1102,"d":"1,102"},{"v":1436,"d":"1,436"},0,{"v":8969,"d":"8,969"}]
[2,"Institutions",411,{"v":1069,"d":"1,069"},{"v":4573,"d":"4,573"},{"v":1300,"d":"1,300"},0,{"v":7353,"d":"7,353"}]
[3,"Corporates",{"v":1310,"d":"1,310"},{"v":1228,"d":"1,228"},{"v":7314,"d":"7,314"},{"v":4182,"d":"4,182"},0,{"v":14034,"d":"14,034"}]
[null,"of which: Specialised lending",7,1,35,{"v":1169,"d":"1,169"},0,{"v":1212,"d":"1,212"}]
[null,"of which: SME",617,409,{"v":1155,"d":"1,155"},{"v":1055,"d":"1,055"},0,{"v":3236,"d":"3,236"}]
[4,"Retail",48,549,550,{"v":17272,"d":"17,272"},0,{"v":18419,"d":"18,419"}]
[null,"Other non credit obligation assets",1,3,2,0,0,6]
[6," Total IRB approach",{"v":7830,"d":"7,830"},{"v":3220,"d":"3,220"},{"v":13541,"d":"13,541"},{"v":24190,"d":"24,190"},0,{"v":48781,"d":"48,781"}]
[]
[7,"Central governments or central banks",{"v":19256,"d":"19,256"},{"v":1937,"d":"1,937"},{"v":1498,"d":"1,498"},{"v":4481,"d":"4,481"},0,{"v":27172,"d":"27,172"}]
[8,"Regional governments or local authorities",284,0,3,2,0,289]
[9,"Public sector entities",0,0,0,0,0,0]
[12,"Institutions",0,0,0,0,0,0]
[13,"Corporates",{"v":2152,"d":"2,152"},655,{"v":3723,"d":"3,723"},{"v":2654,"d":"2,654"},0,{"v":9184,"d":"9,184"}]
[14,"Retail ",{"v":2387,"d":"2,387"},{"v":2449,"d":"2,449"},{"v":2438,"d":"2,438"},{"v":1404,"d":"1,404"},0,{"v":8678,"d":"8,678"}]
[15,"Secured by mortgages on immovable property",130,{"v":1005,"d":"1,005"},{"v":4326,"d":"4,326"},{"v":11422,"d":"11,422"},0,{"v":16883,"d":"16,883"}]
[16,"Exposures in default",256,485,456,731,0,{"v":1928,"d":"1,928"}]
[17,"Items associated with particularly high risk",105,359,670,33,287,{"v":1454,"d":"1,454"}]
[18,"Covered bonds",0,0,0,0,0,0]
[21,"Equity exposures",0,0,0,0,246,246]
[22,"Other exposures",618,549,1,0,{"v":2492,"d":"2,492"},{"v":3660,"d":"3,660"}]
[23,"Total standardised approach",{"v":25188,"d":"25,188"},{"v":7439,"d":"7,439"},{"v":13115,"d":"13,115"},{"v":20727,"d":"20,727"},{"v":3025,"d":"3,025"},{"v":69494,"d":"69,494"}]
[24,"Total",{"v":33018,"d":"33,018"},{"v":10659,"d":"10,659"},{"v":26656,"d":"26,656"},{"v":44917,"d":"44,917"},{"v":3025,"d":"3,025"},{"v":118275,"d":"118,275"}]
[]
[{"$nulls":5},"2019-12-31"]
[null,null,"Net exposure value"]
[null,null,"On demand","<= 1 year",">1 year <= 5 years",">5 years","No stated maturity","Total"]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",{"v":4847,"d":"4,847"},243,{"v":1731,"d":"1,731"},824,0,{"v":7645,"d":"7,645"}]
[2,"Institutions",431,{"v":1062,"d":"1,062"},{"v":4922,"d":"4,922"},{"v":1077,"d":"1,077"},0,{"v":7492,"d":"7,492"}]
[3,"Corporates",{"v":1390,"d":"1,390"},{"v":1461,"d":"1,461"},{"v":7357,"d":"7,357"},{"v":5268,"d":"5,268"},0,{"v":15476,"d":"15,476"}]
[null,"of which: Specialised lending",4,80,13,749,0,846]
[null,"of which: SME",596,532,{"v":1576,"d":"1,576"},{"v":1255,"d":"1,255"},0,{"v":3959,"d":"3,959"}]
[4,"Retail",55,588,535,{"v":17779,"d":"17,779"},0,{"v":18957,"d":"18,957"}]
[null,"Other non credit obligation assets",3,9,3,0,0,15]
[6," Total IRB approach",{"v":6726,"d":"6,726"},{"v":3363,"d":"3,363"},{"v":14548,"d":"14,548"},{"v":24948,"d":"24,948"},0,{"v":49585,"d":"49,585"}]
[]
[7,"Central governments or central banks",{"v":7016,"d":"7,016"},{"v":1292,"d":"1,292"},{"v":1384,"d":"1,384"},{"v":2755,"d":"2,755"},0,{"v":12447,"d":"12,447"}]
[8,"Regional governments or local authorities",204,0,2,3,0,209]
[9,"Public sector entities",0,0,0,0,0,0]
[12,"Institutions",0,0,0,0,0,0]
[13,"Corporates",{"v":2733,"d":"2,733"},893,{"v":4179,"d":"4,179"},{"v":2647,"d":"2,647"},458,{"v":10910,"d":"10,910"}]
[14,"Retail ",{"v":2232,"d":"2,232"},{"v":2682,"d":"2,682"},{"v":2555,"d":"2,555"},{"v":1363,"d":"1,363"},0,{"v":8832,"d":"8,832"}]
[15,"Secured by mortgages on immovable property",118,{"v":1002,"d":"1,002"},{"v":4533,"d":"4,533"},{"v":12281,"d":"12,281"},0,{"v":17934,"d":"17,934"}]
[16,"Exposures in default",245,84,173,724,0,{"v":1226,"d":"1,226"}]
[17,"Items associated with particularly high risk",135,365,599,27,403,{"v":1529,"d":"1,529"}]
[18,"Covered bonds",0,0,0,0,0,0]
[21,"Equity exposures",0,0,0,0,253,253]
[22,"Other exposures",693,77,1,0,{"v":2360,"d":"2,360"},{"v":3131,"d":"3,131"}]
[23,"Total standardised approach",{"v":13376,"d":"13,376"},{"v":6395,"d":"6,395"},{"v":13426,"d":"13,426"},{"v":19800,"d":"19,800"},{"v":3474,"d":"3,474"},{"v":56471,"d":"56,471"}]
[24,"Total",{"v":20102,"d":"20,102"},{"v":9758,"d":"9,758"},{"v":27974,"d":"27,974"},{"v":44748,"d":"44,748"},{"v":3474,"d":"3,474"},{"v":106056,"d":"106,056"}]

{"sheet":"Table 22","index":40,"n_rows":154,"n_cols":13,"rows_kept":154,"merged":[[0,0,0,12],[1,0,1,12],[3,1,3,4],[3,10,3,12],[16,1,16,4],[16,11,16,12],[29,1,29,4],[29,10,29,12],[42,1,42,4],[54,1,54,4],[66,1,66,4],[78,1,78,4],[91,1,91,4],[91,10,91,12],[104,1,104,4],[116,1,116,4],[128,1,128,4],[140,1,140,4],[153,0,153,12]]}
["Table 22: EU CR6 - Credit risk exposures by exposure class and PD range"]
["Per Articles 452(d), 452(e)(i), 452(e)(ii), 452(e)(iii), 452(f) and 452(j)) the table below presents the key parameters used for the calculation of capital requirements for credit risk exposures, under the IRB approach, split by PD range. The table(1) includes exposures rated under Foundation IRB and Advanced IRB. All exposures are presented both pre and post CRM and CCF (EAD). The table excludes counterparty credit risk, securitisations and non-credit obligation assets. Gross exposures are presented before credit impairment provisions.\nThe main movement between periods is noted in table 10.\n\nThe EBA guidelines include a single prescribed scale for presenting the credit quality of all IRB portfolios by asset class, which is used in the tables that follow. Throughout this section ‘RWA density’ represents the ‘average risk weight’. ‘number of obligors’ corresponds to the number of individual PDs in each band.\nThe Group has not used credit derivatives as a credit risk mitigant for exposures rated under the IRB approach."]
[]
["Advanced IRB","Retail Residential Mortgages",{"$nulls":8},"2020-12-31"]
["PD scale","Original on\nbalance\nsheet\ngross\nexposures","Off-balance\nsheet\nexposures\npre CCF","Average\nCCF","EAD post CRM and post CCF","Average\nPD","Number of obligors","Average LGD","Average\nmaturity","RWAs","RWA density","EL","Value\nadjustments\nand\nprovisions"]
["%","€ m","€ m","%","€ m","%",null,"%","Years","€ m","%","€ m","€ m"]
["0.00 to <0.15",{"v":2775,"d":"2,775"},328,62,{"v":2978,"d":"2,978"},0.07,{"v":28929,"d":"28,929"},26.53,0,147,{"v":4.93,"d":"5"},1,1]
["0.15 to <0.25",{"v":7897,"d":"7,897"},91,64,{"v":7956,"d":"7,956"},0.19,{"v":59425,"d":"59,425"},27.96,0,921,{"v":11.58,"d":"12"},4,11]
["0.25 to <0.50",535,107,61,601,0.39,{"v":6028,"d":"6,028"},33.06,0,138,{"v":22.97,"d":"23"},1,3]
["0.50 to <0.75",{"v":1380,"d":"1,380"},1,0,{"v":1380,"d":"1,380"},0.53,{"v":9828,"d":"9,828"},28.45,0,341,{"v":24.66,"d":"25"},2,3]
["0.75 to <2.50",{"v":3340,"d":"3,340"},18,95,{"v":3357,"d":"3,357"},1.68,{"v":26359,"d":"26,359"},28.33,0,{"v":1736,"d":"1,736"},{"v":51.72,"d":"52"},16,9]
["2.50 to <10.00",830,4,92,834,6.06,{"v":6587,"d":"6,587"},30.38,0,963,{"v":115.41,"d":"115"},15,9]
["10.00 to <100",420,2,100,422,23.94,{"v":3388,"d":"3,388"},30.13,0,731,{"v":173.22,"d":"173"},30,16]
["100 (Default)",{"v":1050,"d":"1,050"},8,100,{"v":1058,"d":"1,058"},{"v":100,"d":"100.00"},{"v":9414,"d":"9,414"},35.41,0,750,{"v":70.89,"d":"71"},316,315]
["Total advanced IRB",{"v":18227,"d":"18,227"},559,64,{"v":18586,"d":"18,586"},6.96,{"v":149958,"d":"149,958"},28.58,0,{"v":5727,"d":"5,727"},{"v":30.81,"d":"31"},385,367]
[]
["Advanced IRB","Retail Residential Mortgages",{"$nulls":9},"2019-12-31"]
["PD scale","Original on\nbalance\nsheet\ngross\nexposures","Off-balance\nsheet\nexposures\npre CCF","Average\nCCF","EAD post CRM and post CCF","Average\nPD","Number\n of obligors","Average LGD","Average\nmaturity","RWAs","RWA density","EL","Value\nadjustments\nand\nprovisions"]
["%","€ m","€ m","%","€ m","%",null,"%","Years","€ m","%","€ m","€ m"]
["0.00 to <0.15",{"v":10566,"d":"10,566"},354,60,{"v":10778,"d":"10,778"},0.05,{"v":88315,"d":"88,315"},27.36,0,606,6,2,6]
["0.15 to <0.25",{"v":3676,"d":"3,676"},101,64,{"v":3740,"d":"3,740"},0.24,{"v":27537,"d":"27,537"},28.21,0,728,19,4,6]
["0.25 to <0.50",50,120,59,120,0.39,279,30.62,0,35,29,0,0]
["0.50 to <0.75",0,0,0,0,0,0,0,0,0,0,0,0]
["0.75 to <2.50",{"v":2620,"d":"2,620"},11,86,{"v":2630,"d":"2,630"},1.15,{"v":19742,"d":"19,742"},27.62,0,{"v":1488,"d":"1,488"},57,12,12]
["2.50 to <10.00",570,3,93,572,3.34,{"v":4698,"d":"4,698"},27.98,0,642,112,8,13]
["10.00 to <100",103,0,100,103,21.91,877,28.45,0,256,248,9,4]
["100 (Default)",{"v":1039,"d":"1,039"},6,100,{"v":1045,"d":"1,045"},{"v":100,"d":"100.00"},{"v":9164,"d":"9,164"},27.45,0,822,79,221,221]
["Total advanced IRB",{"v":18624,"d":"18,624"},595,61,{"v":18988,"d":"18,988"},5.96,{"v":150612,"d":"150,612"},27.62,0,{"v":4577,"d":"4,577"},24,256,262]
[]
["Foundation IRB","Central governments and central banks",{"$nulls":8},"2020-12-31"]
["PD scale","Original on\nbalance\nsheet\ngross\nexposures","Off-balance\nsheet\nexposures\npre CCF","Average\nCCF","EAD post CRM and post CCF","Average\nPD","Number of obligors","Average LGD","Average\nmaturity","RWAs","RWA density","EL","Value\nadjustments\nand\nprovisions"]
["%","€ m","€ m"," % ","€ m"," % ",null," % ","Years","€ m"," % ","€ m","€ m"]
["0.00 to <0.15",{"v":8969,"d":"8,969"},0,0,{"v":9330,"d":"9,330"},0,31,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},48,1,0,0]
["0.15 to <0.25",0,0,0,0,0,0,0,0,0,0,0,0]
["0.25 to <0.50",0,0,0,0,0,0,0,0,0,0,0,0]
["0.50 to <0.75",0,0,0,0,0,0,0,0,0,0,0,0]
["0.75 to <2.50",0,0,0,0,0,0,0,0,0,0,0,0]
["2.50 to <10.00",0,0,0,0,0,0,0,0,0,0,0,0]
["10.00 to <100",0,0,0,0,0,0,0,0,0,0,0,0]
["100 (Default)",0,0,0,0,0,0,0,0,0,0,0,0]
["Subtotal",{"v":8969,"d":"8,969"},0,0,{"v":9330,"d":"9,330"},0,31,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},48,1,0,0]
[]
["Foundation IRB","Institutions"]
["%","€ m","€ m"," % ","€ m"," % ",null," % "," Years ","€ m"," % ","€ m","€ m"]
["0.00 to <0.15",{"v":6844,"d":"6,844"},25,0,{"v":6527,"d":"6,527"},0.09,129,{"v":27,"d":"27.00"},{"v":2.5,"d":"2.50"},{"v":1477,"d":"1,477"},23,2,0]
["0.15 to <0.25",473,3,0,460,0.25,28,41.75,{"v":2.5,"d":"2.50"},285,62,0,0]
["0.25 to <0.50",0,0,0,0,0,0,0,0,0,0,0,0]
["0.50 to <0.75",7,1,0,7,0.62,4,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},6,86,0,0]
["0.75 to <2.50",0,0,0,0,1.55,1,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},0,113,0,0]
["2.50 to <10.00",0,0,0,0,0,0,0,0,0,0,0,0]
["10.00 to <100",0,0,0,0,0,0,0,0,0,0,0,0]
["100 (Default)",0,0,0,0,0,0,0,0,0,0,0,0]
["Subtotal",{"v":7324,"d":"7,324"},29,0,{"v":6994,"d":"6,994"},{"v":0.1,"d":"0.10"},162,27.89,{"v":2.5,"d":"2.50"},{"v":1768,"d":"1,768"},25,2,0]
[]
["Foundation IRB","Corporate other"]
["%","€ m","€ m"," % ","€ m"," % ",null," % "," Years ","€ m"," % ","€ m","€ m"]
["0.00 to <0.15",{"v":1110,"d":"1,110"},860,57,{"v":1596,"d":"1,596"},0.07,83,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},915,57,1,14]
["0.15 to <0.25",827,127,68,914,0.18,58,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},{"v":1006,"d":"1,006"},110,1,21]
["0.25 to <0.50",{"v":1920,"d":"1,920"},544,62,{"v":2257,"d":"2,257"},0.32,150,44.94,{"v":2.5,"d":"2.50"},{"v":2242,"d":"2,242"},99,4,27]
["0.50 to <0.75",{"v":1318,"d":"1,318"},304,32,{"v":1415,"d":"1,415"},0.58,123,45.24,{"v":2.5,"d":"2.50"},{"v":1673,"d":"1,673"},118,4,69]
["0.75 to <2.50",{"v":1533,"d":"1,533"},551,59,{"v":1856,"d":"1,856"},1.33,297,43.89,{"v":2.5,"d":"2.50"},{"v":2495,"d":"2,495"},134,16,114]
["2.50 to <10.00",315,53,65,350,4.45,90,43.59,{"v":2.5,"d":"2.50"},680,194,11,49]
["10.00 to <100",301,35,43,316,24.02,26,36.24,{"v":2.5,"d":"2.50"},814,258,37,47]
["100 (Default)",168,26,50,181,{"v":100,"d":"100.00"},116,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},0,0,81,65]
["Subtotal",{"v":7492,"d":"7,492"},{"v":2500,"d":"2,500"},57,{"v":8885,"d":"8,885"},3.55,943,44.42,{"v":2.5,"d":"2.50"},{"v":9825,"d":"9,825"},111,155,406]
[]
["Foundation IRB","Corporate SME"]
["%","€ m","€ m"," % ","€ m"," % ",null," % "," Years ","€ m"," % ","€ m","€ m"]
["0.00 to <0.15",12,24,72,29,0.04,5,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},5,18,0,0]
["0.15 to <0.25",12,1,74,12,0.18,5,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},7,58,0,0]
["0.25 to <0.50",177,93,48,222,0.32,48,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},174,78,0,6]
["0.50 to <0.75",89,21,68,103,0.58,8,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},106,104,0,8]
["0.75 to <2.50",{"v":1195,"d":"1,195"},439,35,{"v":1329,"d":"1,329"},1.37,{"v":1498,"d":"1,498"},44.57,{"v":2.5,"d":"2.50"},{"v":1519,"d":"1,519"},114,19,69]
["2.50 to <10.00",838,182,32,884,4.34,{"v":1313,"d":"1,313"},45.31,{"v":2.5,"d":"2.50"},{"v":1323,"d":"1,323"},150,41,96]
["10.00 to <100",51,8,20,52,21.14,86,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},124,237,12,14]
["100 (Default)",353,25,23,359,{"v":100,"d":"100.00"},585,{"v":45.2,"d":"45.20"},{"v":2.5,"d":"2.50"},0,0,162,91]
["Subtotal",{"v":2727,"d":"2,727"},793,42,{"v":2990,"d":"2,990"},{"v":14.3,"d":"14.30"},{"v":3548,"d":"3,548"},44.93,{"v":2.5,"d":"2.50"},{"v":3258,"d":"3,258"},109,234,284]
[]
["Foundation IRB","Corporate Specialised Lending"]
["%","€ m","€ m"," % ","€ m"," % ",null," % "," Years ","€ m"," % ","€ m","€ m"]
["0.00 to <0.15",54,6,72,59,{"v":0.1,"d":"0.10"},2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},15,26,0,0]
["0.15 to <0.25",112,80,75,173,{"v":0.2,"d":"0.20"},7,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},82,47,0,0]
["0.25 to <0.50",283,121,67,363,0.34,21,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},237,65,1,1]
["0.50 to <0.75",298,69,75,349,{"v":0.6,"d":"0.60"},6,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},300,86,1,1]
["0.75 to <2.50",118,30,67,138,1.01,6,46.57,{"v":2.5,"d":"2.50"},141,102,1,0]
["2.50 to <10.00",22,13,62,30,2.87,2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},37,123,0,0]
["10.00 to <100",8,0,0,8,{"v":50,"d":"50.00"},1,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},22,259,2,0]
["100 (Default)",0,0,0,0,0,0,0,0,0,0,0,0]
["Subtotal",895,319,74,{"v":1120,"d":"1,120"},0.92,45,45.19,{"v":2.5,"d":"2.50"},834,74,5,2]
["Total Foundation IRB (all portfolios)",{"v":27407,"d":"27,407"},{"v":3641,"d":"3,641"},53,{"v":29319,"d":"29,319"},2.59,{"v":4729,"d":"4,729"},40.74,{"v":2.5,"d":"2.50"},{"v":15733,"d":"15,733"},56,396,692]
[]
["Foundation IRB","Central governments and central banks",{"$nulls":8},"2019-12-31"]
["PD scale","Original on\nbalance\nsheet\ngross\nexposures","Off-balance\nsheet\nexposures\npre CCF","Average\nCCF","EAD post CRM and post CCF","Average\nPD","Number\n of obligors","Average LGD","Average\nmaturity","RWAs","RWA density","EL","Value\nadjustments\nand\nprovisions"]
["%","€ m","€ m","%","€ m","%",null,"%","Years","€ m","%","€ m","€ m"]
["0.00 to <0.15",{"v":7645,"d":"7,645"},0,0,{"v":7943,"d":"7,943"},0,30,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},52,1,0,0]
["0.15 to <0.25",0,0,0,0,0,0,0,0,0,0,0,0]
["0.25 to <0.50",0,0,0,0,0,0,0,0,0,0,0,0]
["0.50 to <0.75",0,0,0,0,0,0,0,0,0,0,0,0]
["0.75 to <2.50",0,0,0,0,0,0,0,0,0,0,0,0]
["2.50 to <10.00",0,0,0,0,0,0,0,0,0,0,0,0]
["10.00 to <100",0,0,0,0,0,0,0,0,0,0,0,0]
["100 (Default)",0,0,0,0,0,0,0,0,0,0,0,0]
["Subtotal",{"v":7645,"d":"7,645"},0,0,{"v":7943,"d":"7,943"},0,30,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},52,1,0,0]
[]
["Foundation IRB","Institutions"]
["%","€ m","€ m","%","€ m","%",null,"%","Years","€ m","%","€ m","€ m"]
["0.00 to <0.15",{"v":6645,"d":"6,645"},13,0,{"v":6645,"d":"6,645"},0.08,128,27.14,{"v":2.5,"d":"2.50"},{"v":1491,"d":"1,491"},22,2,0]
["0.15 to <0.25",806,3,0,507,0.25,33,39.94,{"v":2.5,"d":"2.50"},301,59,0,0]
["0.25 to <0.50",0,0,0,0,0,0,0,0,0,0,0,0]
["0.50 to <0.75",24,0,0,24,0.62,5,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},25,104,0,0]
["0.75 to <2.50",0,0,0,0,0,0,0,0,0,0,0,0]
["2.50 to <10.00",1,0,0,1,3.87,1,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},1,177,0,0]
["10.00 to <100",0,0,0,0,0,0,0,0,0,0,0,0]
["100 (Default)",0,0,0,0,0,0,0,0,0,0,0,0]
["Subtotal",{"v":7476,"d":"7,476"},16,0,{"v":7177,"d":"7,177"},{"v":0.1,"d":"0.10"},167,28.11,{"v":2.5,"d":"2.50"},{"v":1818,"d":"1,818"},25,2,0]
[]
["Foundation IRB","Corporate other"]
["%","€ m","€ m","%","€ m","%",null,"%","Years","€ m","%","€ m","€ m"]
["0.00 to <0.15",{"v":1321,"d":"1,321"},915,59,{"v":1863,"d":"1,863"},0.08,105,45.16,{"v":2.5,"d":"2.50"},591,32,1,0]
["0.15 to <0.25",{"v":1308,"d":"1,308"},272,65,{"v":1485,"d":"1,485"},0.18,70,44.13,{"v":2.5,"d":"2.50"},769,52,2,1]
["0.25 to <0.50",{"v":1673,"d":"1,673"},405,53,{"v":1890,"d":"1,890"},0.32,140,44.99,{"v":2.5,"d":"2.50"},{"v":1359,"d":"1,359"},72,3,2]
["0.50 to <0.75",{"v":1906,"d":"1,906"},342,48,{"v":2069,"d":"2,069"},0.58,131,43.93,{"v":2.5,"d":"2.50"},{"v":1912,"d":"1,912"},92,6,8]
["0.75 to <2.50",{"v":1889,"d":"1,889"},524,60,{"v":2204,"d":"2,204"},1.21,273,45.08,{"v":2.5,"d":"2.50"},{"v":2685,"d":"2,685"},122,14,17]
["2.50 to <10.00",66,24,56,80,5.11,33,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},147,185,2,1]
["10.00 to <100",9,0,74,9,16.87,10,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},23,259,1,2]
["100 (Default)",54,6,33,56,{"v":100,"d":"100.00"},73,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},0,0,25,12]
["Subtotal",{"v":8226,"d":"8,226"},{"v":2488,"d":"2,488"},57,{"v":9656,"d":"9,656"},1.15,835,44.69,{"v":2.5,"d":"2.50"},{"v":7486,"d":"7,486"},78,54,43]
[]
["Foundation IRB","Corporate SME"]
["%","€ m","€ m","%","€ m","%",null,"%","Years","€ m","%","€ m","€ m"]
["0.00 to <0.15",12,21,71,26,{"v":0.1,"d":"0.10"},4,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},10,38,0,0]
["0.15 to <0.25",39,6,70,43,0.18,9,{"v":38.3,"d":"38.30"},{"v":2.5,"d":"2.50"},20,45,0,0]
["0.25 to <0.50",315,44,33,329,0.32,66,42.26,{"v":2.5,"d":"2.50"},222,68,1,0]
["0.50 to <0.75",192,19,64,205,0.58,30,40.03,{"v":2.5,"d":"2.50"},172,84,1,2]
["0.75 to <2.50",{"v":1435,"d":"1,435"},503,42,{"v":1648,"d":"1,648"},1.43,{"v":1657,"d":"1,657"},{"v":44.6,"d":"44.60"},{"v":2.5,"d":"2.50"},{"v":1698,"d":"1,698"},103,11,12]
["2.50 to <10.00",{"v":1046,"d":"1,046"},196,37,{"v":1118,"d":"1,118"},4.77,{"v":1608,"d":"1,608"},44.89,{"v":2.5,"d":"2.50"},{"v":1504,"d":"1,504"},135,26,44]
["10.00 to <100",101,7,27,103,{"v":18.9,"d":"18.90"},170,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},216,209,10,13]
["100 (Default)",120,15,40,126,{"v":100,"d":"100.00"},510,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},0,0,57,41]
["Subtotal",{"v":3260,"d":"3,260"},811,42,{"v":3598,"d":"3,598"},6.24,{"v":4054,"d":"4,054"},44.17,{"v":2.5,"d":"2.50"},{"v":3842,"d":"3,842"},107,106,112]
[]
["Foundation IRB","Corporate Specialised Lending"]
["%","€ m","€ m","%","€ m","%",null,"%","Years","€ m","%","€ m","€ m"]
["0.00 to <0.15",55,12,72,63,0,2,45,{"v":2.5,"d":"3"},22,35,0,0]
["0.15 to <0.25",181,9,73,188,{"v":0.2,"d":"0.20"},6,45.03,{"v":2.5,"d":"2.50"},98,52,0,0]
["0.25 to <0.50",296,85,79,363,0.35,18,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},252,70,1,0]
["0.50 to <0.75",78,26,74,98,0.58,4,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},87,88,0,0]
["0.75 to <2.50",71,17,48,79,0.95,5,47.88,{"v":2.5,"d":"2.50"},90,114,1,0]
["2.50 to <10.00",9,0,75,9,{"v":2.5,"d":"2.50"},1,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},13,145,0,1]
["10.00 to <100",0,0,0,0,0,0,0,0,0,0,0,0]
["100 (Default)",9,0,0,9,{"v":100,"d":"100.00"},1,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},0,0,4,1]
["Subtotal",699,149,74,809,1.53,35,45.29,{"v":2.5,"d":"2.50"},562,67,6,2]
["Total foundation IRB (all portfolios)",{"v":27306,"d":"27,306"},{"v":3464,"d":"3,464"},54,{"v":29183,"d":"29,183"},1.21,{"v":5121,"d":"5,121"},40.65,{"v":2.5,"d":"2.50"},{"v":13760,"d":"13,760"},47,168,157]
[]
["(1) Non-credit obligation assets are excluded from this analysis (2020: € 6 million, 2019: € 15 million)."]

{"sheet":"Table 23","index":41,"n_rows":27,"n_cols":7,"rows_kept":27,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6]]}
["Table 23: EU CR7 – Effect on the RWAs of credit derivatives used as CRM techniques – IRB approach"]
["Per Article 453(g) the table below illustrates the effect of credit derivatives on the IRB approach capital requirements calculations.  \nThe table excludes counterparty credit risk and securitisation exposures.\nMovements are explained in table 12."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"Pre-credit derivatives RWAs ","Actual RWAs",null,"Pre-credit derivatives RWAs ","Actual RWAs"]
[null,null,"€ m","€ m",null,"€ m","€ m"]
[1,"Exposures under FIRB"]
[2,"Central governments and central banks",48,48,null,52,52]
[3,"Institutions",{"v":1768,"d":"1,768"},{"v":1768,"d":"1,768"},null,{"v":1818,"d":"1,818"},{"v":1818,"d":"1,818"}]
[4,"Corporates – SMEs",{"v":3258,"d":"3,258"},{"v":3258,"d":"3,258"},null,{"v":3842,"d":"3,842"},{"v":3842,"d":"3,842"}]
[5,"Corporates – Specialised lending",834,834,null,562,562]
[6,"Corporates – Other",{"v":9825,"d":"9,825"},{"v":9825,"d":"9,825"},null,{"v":7486,"d":"7,486"},{"v":7486,"d":"7,486"}]
[19,"Other non-credit obligation assets",6,6,null,15,15]
[7,"Exposures under AIRB"]
[8,"Central governments and central banks",0,0,null,0,0]
[9,"Institutions",0,0,null,0,0]
[10,"Corporates – SMEs",0,0,null,0,0]
[11,"Corporates – Specialised lending",0,0,null,0,0]
[12,"Corporates – Other",0,0,null,0,0]
[13,"Retail – Secured by real estate non SMEs",{"v":5727,"d":"5,727"},{"v":5727,"d":"5,727"},null,{"v":4577,"d":"4,577"},{"v":4577,"d":"4,577"}]
[14,"Retail – Secured by real estate non-SMEs",0,0,null,0,0]
[15,"Retail – Qualifying revolving",0,0,null,0,0]
[16,"Retail – Other SMEs",0,0,null,0,0]
[17,"Retail – Other non-SMEs",0,0,null,0,0]
[18,"Equity IRB",0,0,null,0,0]
[19,"Other non-credit obligation assets",0,0,null,0,0]
[20,"Total",{"v":21466,"d":"21,466"},{"v":21466,"d":"21,466"},null,{"v":18351,"d":"18,351"},{"v":18351,"d":"18,351"}]

{"sheet":"Table 24","index":42,"n_rows":148,"n_cols":10,"rows_kept":148,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[4,5,4,6],[5,0,6,0],[5,1,6,1],[5,2,6,2],[5,3,6,3],[5,4,6,4],[5,5,6,5],[5,6,6,6],[5,7,6,7],[5,8,6,8],[5,9,6,9],[9,0,9,2],[20,0,20,2],[31,0,31,2],[42,0,42,2],[53,0,53,2],[64,0,64,2],[75,0,75,9],[77,8,77,9],[78,5,78,6],[79,0,80,0],[79,1,80,1],[79,2,80,2],[79,3,80,3],[79,4,80,4],[79,5,80,5],[79,6,80,6],[79,7,80,7],[79,8,80,8],[79,9,80,9],[83,0,83,2],[94,0,94,2],[105,0,105,2],[116,0,116,2],[127,0,127,2],[138,0,138,2]]}
["Table 24: EU CR9 – Backtesting of PD per exposure class – IRB approach"]
["As per Article 452(i) of the CRR the table below provides back testing data to validate the reliability of PD calculations."]
[]
[{"$nulls":8},"2020-12-31"]
[{"$nulls":5},"Number of obligors"]
["Exposure class","PD range","External rating equivalent","Weighted average PD","Arithmetic average PD by obligors","End of previous year","End of the year","Defaulted obligors in the year","Of which new obligors","Average historical annual default rate"]
[]
[null,"%",null,"%","%",{"$nulls":4},"%"]
[]
["Central governments and central banks"]
[null,"0.00 to <0.15","AAA to BBB-",0,{"v":0.0002,"d":"0.00"},28,21,0,0,0]
[null,"0.15 to <0.25",0,0,0,0,0,0,0,0]
[null,"0.25 to <0.50","BB+ to BB-",0,0,0,0,0,0,0]
[null,"0.50 to <0.75",0,0,0,0,0,0,0,0]
[null,"0.75 to <2.50","B+",0,0,0,0,0,0,0]
[null,"2.50 to <10.00","B to B-",0,0,0,0,0,0,0]
[null,"10.00 to <100.00","CCC+ to C",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0,0]
["Total",null,null,0,{"v":0.0002,"d":"0.00"},28,21,0,0,0]
[]
["Institutions"]
[null,"0.00 to <0.15","AAA to A-",0.09,0.09,128,129,0,0,0]
[null,"0.15 to <0.25","BBB+ to BBB-",0.25,0.25,33,28,0,0,0]
[null,"0.25 to <0.50",0,0,0,0,0,0,0,0]
[null,"0.50 to <0.75","BB+ to BB-",0.62,0.62,5,4,0,0,0]
[null,"0.75 to <2.50","B+",1.55,1.55,0,1,0,0,0]
[null,"2.50 to <10.00","B to B-",0,0,1,0,0,0,0]
[null,"10.00 to <100.00","CCC+ to C",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0,0]
["Total",null,null,{"v":0.1,"d":"0.10"},0.14,167,162,0,0,0]
[]
["Corporates - Other"]
[null,"0.00 to <0.15","N/A",0.07,0.06,105,83,0,0,0]
[null,"0.15 to <0.25","N/A",0.18,0.18,70,58,1,1,1.12]
[null,"0.25 to <0.50","N/A",0.32,0.32,140,150,2,0,0.41]
[null,"0.50 to <0.75","N/A",0.58,0.58,131,123,1,0,0.75]
[null,"0.75 to <2.50","N/A",1.23,1.23,273,313,17,4,1.39]
[null,"2.50 to <10.00","N/A",4.74,{"v":4.4,"d":"4.40"},33,99,2,0,2.63]
[null,"10.00 to <100.00","N/A",17.37,35.08,10,26,1,1,0]
[null,"100.00 (Default)","N/A",100,100,73,120,0,0,0]
["Total",null,null,2.71,14.27,835,972,24,6,0.95]
[]
["Corporate SME"]
[null,"0.00 to <0.15","N/A",0.04,0.09,4,5,0,0,0]
[null,"0.15 to <0.25","N/A",0.18,0.18,9,5,0,0,0]
[null,"0.25 to <0.50","N/A",0.32,0.32,66,48,2,1,0]
[null,"0.50 to <0.75","N/A",0.58,0.58,30,8,0,0,0.22]
[null,"0.75 to <2.50","N/A",1.36,1.52,{"v":1657,"d":"1,657"},{"v":1484,"d":"1,484"},30,8,0.75]
[null,"2.50 to <10.00","N/A",4.34,4.41,{"v":1608,"d":"1,608"},{"v":1304,"d":"1,304"},155,26,4.06]
[null,"10.00 to <100.00","N/A",21.14,19.27,170,86,58,16,15.74]
[null,"100.00 (Default)","N/A",100,100,510,581,0,0,0]
["Total",null,null,14.79,19.25,{"v":4054,"d":"4,054"},{"v":3521,"d":"3,521"},245,51,3.58]
[]
["Corporate specialised lending"]
[null,"0.00 to <0.15","N/A",0.1,0.1,2,2,0,0,0]
[null,"0.15 to <0.25","N/A",0.2,0.2,6,7,0,0,0]
[null,"0.25 to <0.50","N/A",0.34,0.35,18,21,0,0,0]
[null,"0.50 to <0.75","N/A",0.6,0.57,4,6,0,0,0]
[null,"0.75 to <2.50","N/A",1.01,{"v":0.9,"d":"0.90"},5,6,0,0,2.86]
[null,"2.50 to <10.00","N/A",2.87,2.94,1,2,0,0,0]
[null,"10.00 to <100.00","N/A",50,50,0,1,0,0,0]
[null,"100.00 (Default)","N/A",100,100,1,0,0,0,0]
["Total",null,null,0.91,1.64,37,45,0,0,0.87]
[]
["Retail"]
[null,"0.00 to <0.15","N/A",0.07,0.07,{"v":88315,"d":"88,315"},{"v":28929,"d":"28,929"},259,0,0.1]
[null,"0.15 to <0.25","N/A",0.19,0.19,{"v":27537,"d":"27,537"},{"v":59425,"d":"59,425"},232,3,0.35]
[null,"0.25 to <0.50","N/A",0.38,0.39,279,{"v":6028,"d":"6,028"},0,0,0.06]
[null,"0.50 to <0.75","N/A",0.53,0.53,0,{"v":9828,"d":"9,828"},0,0,0]
[null,"0.75 to <2.50","N/A",1.68,1.67,{"v":19742,"d":"19,742"},{"v":26359,"d":"26,359"},275,3,0.85]
[null,"2.50 to <10.00","N/A",6.06,5.98,{"v":4698,"d":"4,698"},{"v":6587,"d":"6,587"},420,2,5.48]
[null,"10.00 to <100.00","N/A",23.94,23.44,877,{"v":3388,"d":"3,388"},181,0,14.86]
[null,"100.00 (Default)","N/A",100,100,{"v":9164,"d":"9,164"},{"v":9414,"d":"9,414"},0,0,0]
["Total",null,null,6.96,{"v":7.5,"d":"7.50"},{"v":150612,"d":"150,612"},{"v":149958,"d":"149,958"},{"v":1367,"d":"1,367"},8,0.72]
[]
["A key change versus 2019 from a grade profile perspective is implementation of the updated PD Model for the AIB Mortgage portfolio, classified under the Retail asset class. The increased long run average default rate for the portfolio in the updated model, which also reflects a retrospective implementation of the revised definition of default, leads to migration across PD bands versus the previous model."]
[]
[{"$nulls":8},"2019-12-31"]
[{"$nulls":5},"Number of obligors"]
["Exposure class","PD range","External\n rating\n equivalent","Weighted average PD","Arithmetic average PD by obligors","End of previous year","End of the year","Defaulted obligors in the year","Of which new obligors","Average historical annual\n default rate"]
[]
[null,"%",null,"%","%",{"$nulls":4},"%"]
[]
["Central governments and central banks"]
[null,"0.00 to <0.15","AAA to BBB-",0,0,35,28,0,0,0]
[null,"0.15 to <0.25",0,0,0,0,0,0,0,0]
[null,"0.25 to <0.50","BB+ to BB-",0,0,0,0,0,0,0]
[null,"0.50 to <0.75",0,0,0,0,0,0,0,0]
[null,"0.75 to <2.50","B+",0,0,0,0,0,0,0]
[null,"2.50 to <10.00","B to B-",0,0,0,0,0,0,0]
[null,"10.00 to <100.00","CCC+ to C",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0,0]
["Total",null,null,0,0,35,28,0,0,0]
[]
["Institutions"]
[null,"0.00 to <0.15","AAA to A-",0.08,0.09,152,128,0,0,0]
[null,"0.15 to <0.25","BBB+ to BBB-",0.25,0.25,35,33,0,0,0]
[null,"0.25 to <0.50",0,0,0,0,0,0,0,0]
[null,"0.50 to <0.75","BB+ to BB-",0.62,0.62,8,5,0,0,0]
[null,"0.75 to <2.50","B+",0,0,1,1,0,0,0]
[null,"2.50 to <10.00","B to B-",0,0,1,0,0,0,0]
[null,"10.00 to <100.00","CCC+ to C",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,3.87,3.87,0,0,0,0,0]
["Total",null,null,{"v":0.1,"d":"0.10"},0.13,197,167,0,0,0]
[]
["Corporates - Other"]
[null,"0.00 to <0.15","N/A",0.08,0.08,91,105,0,0,{"v":0.3,"d":"0.30"}]
[null,"0.15 to <0.25","N/A",0.18,0.18,80,70,0,0,0.83]
[null,"0.25 to <0.50","N/A",0.32,0.32,138,140,0,0,0.12]
[null,"0.50 to <0.75","N/A",0.58,0.58,154,131,2,1,0.82]
[null,"0.75 to <2.50","N/A",1.21,1.11,275,273,1,0,0.38]
[null,"2.50 to <10.00","N/A",5.11,3.78,45,33,1,0,{"v":2.6,"d":"2.60"}]
[null,"10.00 to <100.00","N/A",16.87,18.68,15,10,0,0,4.23]
[null,"100.00 (Default)","N/A",{"v":100,"d":"100.00"},{"v":100,"d":"100.00"},154,73,0,0,0]
["Total",null,null,{"v":1.2,"d":"1.20"},9.65,952,835,4,1,0.96]
[]
["Corporate SME"]
[null,"0.00 to <0.15","N/A",{"v":0.1,"d":"0.10"},0.05,3,4,0,0,0]
[null,"0.15 to <0.25","N/A",0.18,0.18,4,9,0,0,0]
[null,"0.25 to <0.50","N/A",0.32,0.32,64,66,3,3,0]
[null,"0.50 to <0.75","N/A",0.58,0.58,37,30,0,0,0.22]
[null,"0.75 to <2.50","N/A",1.41,1.52,{"v":1545,"d":"1,545"},{"v":1657,"d":"1,657"},12,5,0.88]
[null,"2.50 to <10.00","N/A",4.77,{"v":4.7,"d":"4.70"},{"v":1612,"d":"1,612"},{"v":1608,"d":"1,608"},73,21,3.48]
[null,"10.00 to <100.00","N/A",{"v":18.9,"d":"18.90"},18.53,237,170,56,17,{"v":13.9,"d":"13.90"}]
[null,"100.00 (Default)","N/A",{"v":100,"d":"100.00"},{"v":100,"d":"100.00"},{"v":1152,"d":"1,152"},510,0,0,0]
["Total",null,null,6.98,15.85,{"v":4654,"d":"4,654"},{"v":4054,"d":"4,054"},144,46,3.48]
[]
["Corporate specialised lending"]
[null,"0.00 to <0.15","N/A",{"v":0.1,"d":"0.10"},{"v":0.1,"d":"0.10"},7,2,0,0,0]
[null,"0.15 to <0.25","N/A",{"v":0.2,"d":"0.20"},{"v":0.2,"d":"0.20"},8,6,0,0,0]
[null,"0.25 to <0.50","N/A",0.35,0.34,4,18,0,0,0]
[null,"0.50 to <0.75","N/A",0.58,0.61,6,4,0,0,6.67]
[null,"0.75 to <2.50","N/A",0.95,1.09,2,5,0,0,{"v":15,"d":"15.00"}]
[null,"2.50 to <10.00","N/A",{"v":2.5,"d":"2.50"},{"v":2.5,"d":"2.50"},1,1,0,0,0]
[null,"10.00 to <100.00","N/A",0,0,0,0,0,0,0]
[null,"100.00 (Default)","N/A",{"v":100,"d":"100.00"},{"v":100,"d":"100.00"},0,1,0,0,0]
["Total",null,null,1.53,3.19,28,37,0,0,2.84]
[]
["Retail"]
[null,"0.00 to <0.15","N/A",0.05,0.05,{"v":81642,"d":"81,642"},{"v":88315,"d":"88,315"},203,5,0.09]
[null,"0.15 to <0.25","N/A",0.24,0.24,{"v":29633,"d":"29,633"},{"v":27537,"d":"27,537"},323,0,0.33]
[null,"0.25 to <0.50","N/A",0.39,0.39,500,279,0,0,0]
[null,"0.50 to <0.75","N/A",0,0,0,0,0,0,0]
[null,"0.75 to <2.50","N/A",1.15,1.13,{"v":23103,"d":"23,103"},{"v":19742,"d":"19,742"},379,3,0.93]
[null,"2.50 to <10.00","N/A",3.34,3.36,{"v":5659,"d":"5,659"},{"v":4698,"d":"4,698"},506,5,5.36]
[null,"10.00 to <100.00","N/A",21.91,21.91,{"v":1309,"d":"1,309"},877,273,2,16.84]
[null,"100.00 (Default)","N/A",{"v":100,"d":"100.00"},{"v":100,"d":"100.00"},{"v":11725,"d":"11,725"},{"v":9164,"d":"9,164"},0,0,0]
["Total",null,null,5.96,6.54,{"v":153571,"d":"153,571"},{"v":150612,"d":"150,612"},{"v":1684,"d":"1,684"},15,0.92]

{"sheet":"Table 25","index":43,"n_rows":17,"n_cols":3,"rows_kept":17,"merged":[[0,0,0,2],[1,0,1,2],[13,0,13,2],[14,0,14,2],[15,0,15,2],[16,0,16,2]]}
["Table 25: CRD risk weightings as a percentage of EAD for IRB models"]
["The Group's risk weightings as a percentage of EAD for IRB models at 31 December 2020 are detailed below. The weightings are influenced by the grade profile and the associated PDs of the portfolios, having applied the regulatory LGD of 45% for the majority(1) of the non-retail portfolios (2019: 45% for the majority), and the Group’s own estimate of LGD for the retail portfolio (residential mortgages), which had an average LGD of 28% applied at 31 December 2020 (2019: 28%).\n\n(1) An LGD of 45% is applied to senior exposures, whilst LGDs of 11.25% and 75% are applied to covered bonds and subordinated exposures respectively, with an LGD of 35% available for exposures secured by real estate collateral."]
[]
[null,"2020-12-31","2019-12-31"]
["AIB Group - IRB rating models (1)","%","%"]
["Sovereign",1,1]
["Bank",25,25]
["Commercial (2)",137,117]
["Corporate (3)",122,77]
["Not-for-profit",80,81]
["Project finance",74,70]
["Residential mortgage (4)",31,24]
[]
["(1) Non retail exposures classified as defaulted have been excluded from the calculation of the risk weightings as a percentage of EAD as these loans influence the EL calculation and not the risk weighted assets calculation."]
["(2) The Group has submitted a redeveloped SME model for regulatory approval prior to deployment. In the interim a scalar has been applied to the existing SME model to bring RWAs in line with the redeveloped model resulting in increased RWA of € 0.6 billion."]
["(3) The TRIM decision on AIB’s corporate model resulted in a € 2.3 billion increase in RWA of which € 1.8 billion related to the leverage portfolio."]
["(4) The TRIM decision on AIB’s mortgage model resulted in a € 1.5 billion increase in RWA."]

{"sheet":"Table 26","index":44,"n_rows":50,"n_cols":10,"rows_kept":50,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[4,2,4,3],[4,5,4,6],[4,8,4,9],[8,0,8,1],[27,6,27,9],[28,2,28,3],[28,5,28,6],[32,0,32,1]]}
["Table 26: EU CR4 – Credit risk exposure and CRM effects"]
["Per Article 453(f) & (g) ,the table below shows credit risk exposures under the standardised approach both before and after credit risk mitigation (CRM) and credit conversion factors (CCF) and the associated RWAs and RWA density, split by exposure class. \nThe table excludes counterparty credit risk and securitisation exposures.\nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":8},"2020-12-31"]
[null,null,"Exposures before CCF and CRM",null,null,"Exposures post CCF and CRM"]
[null,null,"On-balance\n sheet\n amount","Off-balance\n sheet\n amount",null,"On-balance\n sheet\n amount","Off-balance\n sheet\n amount",null,"RWAs","RWA\n density"]
[]
[]
["AIB Group",null,"€ m","€ m",null,"€ m","€ m",null,"€ m","%"]
[1,"Central governments or central banks",{"v":27172,"d":"27,172"},0,null,{"v":27549,"d":"27,549"},0,null,136,0]
[2,"Regional governments or local authorities",5,284,null,5,0,null,1,20]
[3,"Public sector entities",0,0,null,0,0,null,0,0]
[4,"Multilateral development banks"]
[5,"International organisations"]
[6,"Institutions",0,0,null,0,0,null,0,0]
[7,"Corporates",{"v":6421,"d":"6,421"},{"v":2763,"d":"2,763"},null,{"v":6236,"d":"6,236"},528,null,{"v":6476,"d":"6,476"},96]
[8,"Retail",{"v":4693,"d":"4,693"},{"v":3985,"d":"3,985"},null,{"v":4526,"d":"4,526"},64,null,{"v":3243,"d":"3,243"},71]
[9,"Secured by mortgages on immovable property",{"v":15659,"d":"15,659"},{"v":1224,"d":"1,224"},null,{"v":15659,"d":"15,659"},507,null,{"v":8675,"d":"8,675"},54]
[10,"Exposures in default",{"v":1853,"d":"1,853"},75,null,{"v":1847,"d":"1,847"},21,null,{"v":2321,"d":"2,321"},124]
[11,"Exposures associated with particularly high risk",814,640,null,795,281,null,{"v":1615,"d":"1,615"},150]
[12,"Covered bonds",0,0,null,0,0,null,0,0]
[13,"Institutions and corporates with a short-term credit assessment"]
[14,"Collective investments undertakings"]
[15,"Equity ",246,0,null,246,0,null,427,174]
[16,"Other ",{"v":3660,"d":"3,660"},0,null,{"v":3660,"d":"3,660"},0,null,{"v":1933,"d":"1,933"},53]
[17,"Total",{"v":60523,"d":"60,523"},{"v":8971,"d":"8,971"},null,{"v":60523,"d":"60,523"},{"v":1401,"d":"1,401"},null,{"v":24827,"d":"24,827"},40]
[]
[{"$nulls":6},"2019-12-31"]
[null,null,"Exposures before CCF and CRM",null,null,"Exposures post CCF and CRM"]
[null,null,"On-balance\n sheet\n amount","Off-balance\n sheet\n amount",null,"On-balance\n sheet\n amount","Off-balance\n sheet\n amount",null,"RWAs","RWA\n density"]
[]
[]
["AIB Group",null,"€ m","€ m",null,"€ m","€ m",null,"€ m","%"]
[1,"Central governments or central banks",{"v":12447,"d":"12,447"},0,null,{"v":12447,"d":"12,447"},0,null,115,1]
[2,"Regional governments or local authorities",5,204,null,5,0,null,1,20]
[3,"Public sector entities",0,0,null,0,0,null,0,0]
[4,"Multilateral development banks"]
[5,"International organisations"]
[6,"Institutions",0,0,null,0,0,null,0,0]
[7,"Corporates",{"v":8229,"d":"8,229"},{"v":2681,"d":"2,681"},null,{"v":8229,"d":"8,229"},546,null,{"v":8775,"d":"8,775"},100]
[8,"Retail",{"v":5059,"d":"5,059"},{"v":3773,"d":"3,773"},null,{"v":5059,"d":"5,059"},60,null,{"v":3839,"d":"3,839"},75]
[9,"Secured by mortgages on immovable property",{"v":17019,"d":"17,019"},915,null,{"v":17019,"d":"17,019"},353,null,{"v":9699,"d":"9,699"},56]
[10,"Exposures in default",{"v":1167,"d":"1,167"},59,null,{"v":1167,"d":"1,167"},15,null,{"v":1389,"d":"1,389"},118]
[11,"Exposures associated with particularly high risk",997,532,null,997,222,null,{"v":1828,"d":"1,828"},150]
[12,"Covered bonds",0,0,null,0,0,null,0,0]
[13,"Institutions and corporates with a short-term credit assessment",0,0,null,0,0,null,0,0]
[14,"Collective investments undertakings",0,0,null,0,0,null,0,0]
[15,"Equity ",253,0,null,253,0,null,412,163]
[16,"Other ",{"v":3131,"d":"3,131"},0,null,{"v":3131,"d":"3,131"},0,null,{"v":1077,"d":"1,077"},34]
[17,"Total",{"v":48307,"d":"48,307"},{"v":8164,"d":"8,164"},null,{"v":48307,"d":"48,307"},{"v":1196,"d":"1,196"},null,{"v":27135,"d":"27,135"},55]

{"sheet":"Table 27","index":45,"n_rows":34,"n_cols":20,"rows_kept":34,"merged":[[0,0,0,19],[1,0,1,19],[2,1,2,7],[2,18,2,19],[3,17,3,19],[4,2,4,17],[5,0,5,1],[19,17,19,19],[20,2,20,17],[21,0,21,1]]}
["Table 27: EU CR5 – Credit risk exposure class and risk-weights"]
["As per Article 444(e) The table below analyses exposures at default (EAD) under the standardised approach by risk weight, split by exposure class. All amounts presented are post CRM and CCF and net of impairment provisions but exclude counterparty credit risk and securitisation exposures. \nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":17},"2020-12-31"]
[null,null,"Risk weight"]
["AIB Group",null,"0 %","2 %","4 %","10 %","20 %","35 %","50 %","70 %","75 %","100 %","150 %","250 %","370 %","1250 %","Others","Deducted","Total","of which unrated "]
[1,"Central governments or central banks",{"v":27494,"d":"27,494"},0,0,0,0,0,0,0,0,0,0,55,0,0,0,0,{"v":27549,"d":"27,549"},0]
[2,"Regional governments or local authorities",0,0,0,0,5,0,0,0,0,0,0,0,0,0,0,0,5,5]
[3,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[6,"Institutions",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[7,"Corporates",0,0,0,0,0,0,0,0,0,{"v":6764,"d":"6,764"},0,0,0,0,0,0,{"v":6764,"d":"6,764"},{"v":6764,"d":"6,764"}]
[8,"Retail",0,0,0,0,0,0,0,0,{"v":4590,"d":"4,590"},0,0,0,0,0,0,0,{"v":4590,"d":"4,590"},{"v":4590,"d":"4,590"}]
[9,"Secured by mortgages on immovable property",0,0,0,0,0,{"v":11395,"d":"11,395"},0,0,0,{"v":4771,"d":"4,771"},0,0,0,0,0,0,{"v":16166,"d":"16,166"},{"v":16166,"d":"16,166"}]
[10,"Exposures in default",0,0,0,0,0,0,0,0,0,962,906,0,0,0,0,0,{"v":1868,"d":"1,868"},{"v":1868,"d":"1,868"}]
[11,"Exposures associated with particularly high risk",0,0,0,0,0,0,0,0,0,0,{"v":1076,"d":"1,076"},0,0,0,0,0,{"v":1076,"d":"1,076"},{"v":1076,"d":"1,076"}]
[15,"Equity ",0,0,0,0,0,0,0,0,0,125,0,121,0,0,0,0,246,246]
[16,"Other ",{"v":1686,"d":"1,686"},0,0,0,52,0,0,0,0,{"v":1922,"d":"1,922"},0,0,0,0,0,{"v":2161,"d":"2,161"},{"v":5821,"d":"5,821"},{"v":5821,"d":"5,821"}]
[17,"Total",{"v":29180,"d":"29,180"},0,0,0,57,{"v":11395,"d":"11,395"},0,0,{"v":4590,"d":"4,590"},{"v":14544,"d":"14,544"},{"v":1982,"d":"1,982"},176,0,0,0,{"v":2161,"d":"2,161"},{"v":64085,"d":"64,085"},{"v":36536,"d":"36,536"}]
[]
[{"$nulls":17},"2019-12-31"]
[null,null,"Risk weight"]
["AIB Group",null,"0 %","2 %","4 %","10 %","20 %","35 %","50 %","70 %","75 %","100 %","150 %","250 %","370 %","1250 %","Others","Deducted","Total","of which unrated"]
[1,"Central governments or central banks",{"v":12401,"d":"12,401"},0,0,0,0,0,0,0,0,0,0,46,0,0,0,0,{"v":12447,"d":"12,447"},0]
[2,"Regional governments or local authorities",0,0,0,0,5,0,0,0,0,0,0,0,0,0,0,0,5,5]
[3,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[6,"Institutions",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[7,"Corporates",0,0,0,0,0,0,0,0,0,{"v":8775,"d":"8,775"},0,0,0,0,0,0,{"v":8775,"d":"8,775"},{"v":8775,"d":"8,775"}]
[8,"Retail",0,0,0,0,0,0,0,0,{"v":5119,"d":"5,119"},0,0,0,0,0,0,0,{"v":5119,"d":"5,119"},{"v":5119,"d":"5,119"}]
[9,"Secured by mortgages on immovable property",0,0,0,0,0,{"v":11805,"d":"11,805"},0,0,0,{"v":5567,"d":"5,567"},0,0,0,0,0,0,{"v":17372,"d":"17,372"},{"v":17372,"d":"17,372"}]
[10,"Exposures in default",0,0,0,0,0,0,0,0,0,767,415,0,0,0,0,0,{"v":1182,"d":"1,182"},{"v":1182,"d":"1,182"}]
[11,"Exposures associated with particularly high risk",0,0,0,0,0,0,0,0,0,0,{"v":1219,"d":"1,219"},0,0,0,0,0,{"v":1219,"d":"1,219"},{"v":1219,"d":"1,219"}]
[15,"Equity ",0,0,0,0,0,0,0,0,0,147,0,106,0,0,0,0,253,253]
[16,"Other ",{"v":1993,"d":"1,993"},0,0,0,76,0,0,0,0,{"v":1062,"d":"1,062"},0,0,0,0,0,{"v":2163,"d":"2,163"},{"v":5294,"d":"5,294"},{"v":5294,"d":"5,294"}]
[17,"Total",{"v":14394,"d":"14,394"},0,0,0,81,{"v":11805,"d":"11,805"},0,0,{"v":5119,"d":"5,119"},{"v":16318,"d":"16,318"},{"v":1634,"d":"1,634"},152,0,0,0,{"v":2163,"d":"2,163"},{"v":51666,"d":"51,666"},{"v":39219,"d":"39,219"}]

{"sheet":"Table 28","index":46,"n_rows":34,"n_cols":10,"rows_kept":34,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[19,8,19,9],[35,0,35,9]]}
["Table 28: Total exposures pre CRM and CCF split by credit quality assessment step – standardised approach"]
["As per Articles 444(b), 444(d) and 444(e).\nThe table excludes counterparty credit risk and securitisation exposures.\nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":8},"2020-12-31"]
[null,"Step 1 ","Step 2","Step 3","Step 4","Step 5","Step 6","Total rated","Total unrated","Total"]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Central governments and central banks ",0,{"v":27172,"d":"27,172"},0,0,0,0,{"v":27172,"d":"27,172"},0,{"v":27172,"d":"27,172"}]
["Regional governments or local authorities",0,0,0,0,0,0,0,289,289]
["Public sector entities",0,0,0,0,0,0,0,0,0]
["Institutions",0,0,0,0,0,0,0,0,0]
["Corporates",0,0,0,0,0,0,0,{"v":9184,"d":"9,184"},{"v":9184,"d":"9,184"}]
["Retail ",0,0,0,0,0,0,0,{"v":8678,"d":"8,678"},{"v":8678,"d":"8,678"}]
["Secured by mortgages on immovable property",0,0,0,0,0,0,0,{"v":16883,"d":"16,883"},{"v":16883,"d":"16,883"}]
["Exposures in default",0,0,0,0,0,0,0,{"v":1928,"d":"1,928"},{"v":1928,"d":"1,928"}]
["Exposures associated with particularly high risk ",0,0,0,0,0,0,0,{"v":1454,"d":"1,454"},{"v":1454,"d":"1,454"}]
["Equity",0,0,0,0,0,0,0,246,246]
["Other Items",0,0,0,0,0,0,0,{"v":3660,"d":"3,660"},{"v":3660,"d":"3,660"}]
["Total ",0,{"v":27172,"d":"27,172"},0,0,0,0,{"v":27172,"d":"27,172"},{"v":42322,"d":"42,322"},{"v":69494,"d":"69,494"}]
[]
[{"$nulls":8},"2019-12-31"]
[null,"Step 1 ","Step 2","Step 3","Step 4","Step 5","Step 6","Total rated","Total unrated","Total"]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Central governments and central banks ",0,{"v":12447,"d":"12,447"},0,0,0,0,{"v":12447,"d":"12,447"},0,{"v":12447,"d":"12,447"}]
["Regional governments or local authorities",0,0,0,0,0,0,0,209,209]
["Public sector entities",0,0,0,0,0,0,0,0,0]
["Institutions",0,0,0,0,0,0,0,0,0]
["Corporates",0,0,0,0,0,0,0,{"v":10910,"d":"10,910"},{"v":10910,"d":"10,910"}]
["Retail ",0,0,0,0,0,0,0,{"v":8832,"d":"8,832"},{"v":8832,"d":"8,832"}]
["Secured by mortgages on immovable property",0,0,0,0,0,0,0,{"v":17934,"d":"17,934"},{"v":17934,"d":"17,934"}]
["Exposures in default",0,0,0,0,0,0,0,{"v":1226,"d":"1,226"},{"v":1226,"d":"1,226"}]
["Exposures associated with particularly high risk ",0,0,0,0,0,0,0,{"v":1529,"d":"1,529"},{"v":1529,"d":"1,529"}]
["Equity",0,0,0,0,0,0,0,253,253]
["Other Items",0,0,0,0,0,0,0,{"v":3131,"d":"3,131"},{"v":3131,"d":"3,131"}]
["Total ",0,{"v":12447,"d":"12,447"},0,0,0,0,{"v":12447,"d":"12,447"},{"v":44024,"d":"44,024"},{"v":56471,"d":"56,471"}]

{"sheet":"Table 29","index":47,"n_rows":42,"n_cols":9,"rows_kept":42,"merged":[[0,0,0,8],[1,0,1,8],[3,7,3,8],[19,7,19,8],[35,0,35,8],[36,0,36,8],[37,0,37,8],[38,0,38,8],[39,0,39,8],[40,0,40,8],[41,0,41,8]]}
["Table 29: Total exposures pre CRM and CCF split by external rating and credit quality assessment step"]
["As per Article 444(d) & 444(e).\nThe table excludes counterparty credit risk and securitisation exposures.\nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":7},"2020-12-31"]
[null,"Standard and Poor's\n(ECAI 1)","Moody's\n(ECAI 2)","Fitch\n(ECAI 3)","DBRS\n(ECAI 4)","Credit\nquality\nassessment\nsteps","Total rated ","Total unrated ","Total"]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Central governments and central banks ",0,0,0,0,{"v":27172,"d":"27,172"},{"v":27172,"d":"27,172"},0,{"v":27172,"d":"27,172"}]
["Regional governments or local authorities",0,0,0,0,0,0,289,289]
["Public sector entities",0,0,0,0,0,0,0,0]
["Institutions",0,0,0,0,0,0,0,0]
["Corporates",0,0,0,0,0,0,{"v":9184,"d":"9,184"},{"v":9184,"d":"9,184"}]
["Retail ",0,0,0,0,0,0,{"v":8678,"d":"8,678"},{"v":8678,"d":"8,678"}]
["Secured by mortgages on immovable property",0,0,0,0,0,0,{"v":16883,"d":"16,883"},{"v":16883,"d":"16,883"}]
["Exposures in default",0,0,0,0,0,0,{"v":1928,"d":"1,928"},{"v":1928,"d":"1,928"}]
["Exposures associated with particularly high risk ",0,0,0,0,0,0,{"v":1454,"d":"1,454"},{"v":1454,"d":"1,454"}]
["Equity",0,0,0,0,0,0,246,246]
["Other Items",0,0,0,0,0,0,{"v":3660,"d":"3,660"},{"v":3660,"d":"3,660"}]
["Total ",0,0,0,0,{"v":27172,"d":"27,172"},{"v":27172,"d":"27,172"},{"v":42322,"d":"42,322"},{"v":69494,"d":"69,494"}]
[]
[{"$nulls":7},"2019-12-31"]
[null,"Standard\nand\nPoor's\n(ECAI 1)","Moody's \n(ECAI 2) ","Fitch \n(ECAI 3) ","DBRS \n(ECAI 4) ","Credit\nquality\nassessment\nsteps","Total rated ","Total unrated ","Total"]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Central governments and central banks ",0,0,0,0,{"v":12447,"d":"12,447"},{"v":12447,"d":"12,447"},0,{"v":12447,"d":"12,447"}]
["Regional governments or local authorities",0,0,0,0,0,0,209,209]
["Public sector entities",0,0,0,0,0,0,0,0]
["Institutions",0,0,0,0,0,0,0,0]
["Corporates",0,0,0,0,0,0,{"v":10910,"d":"10,910"},{"v":10910,"d":"10,910"}]
["Retail ",0,0,0,0,0,0,{"v":8832,"d":"8,832"},{"v":8832,"d":"8,832"}]
["Secured by mortgages on immovable property",0,0,0,0,0,0,{"v":17934,"d":"17,934"},{"v":17934,"d":"17,934"}]
["Exposures in default",0,0,0,0,0,0,{"v":1226,"d":"1,226"},{"v":1226,"d":"1,226"}]
["Exposures associated with particularly high risk ",0,0,0,0,0,0,{"v":1529,"d":"1,529"},{"v":1529,"d":"1,529"}]
["Equity",0,0,0,0,0,0,253,253]
["Other Items",0,0,0,0,0,0,{"v":3131,"d":"3,131"},{"v":3131,"d":"3,131"}]
["Total ",0,0,0,0,{"v":12447,"d":"12,447"},{"v":12447,"d":"12,447"},{"v":44024,"d":"44,024"},{"v":56471,"d":"56,471"}]
[]
["The following ratings apply to the credit quality assessment steps:"]
["Credit quality assessment step 1: AAA to AA (S&P/ Fitch / DBRS); Aaa to Aa3 (Moody’s)"]
["Credit quality assessment step 2: A+ to A- (S&P/ Fitch / DBRS); A1 to A3 (Moody’s)"]
["Credit quality assessment step 3: BBB+ to BBB- (S&P/ Fitch / DBRS); Baa1 to Baa3 (Moody’s)"]
["Credit quality assessment step 4: BB+ to BB- (S&P/ Fitch / DBRS); Ba1 to Ba3 (Moody’s)"]
["Credit quality assessment step 5: B+ to B- (S&P/ Fitch / DBRS); B1 to B3 (Moody’s)"]
["Credit quality assessment step 6: CCC+ and below (S&P/ Fitch / DBRS); Caa1 and below (Moody’s)."]

{"sheet":"Chapter 6","index":48,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 6. Credit risk mitigation"]

{"sheet":"Credit risk mitigation","index":49,"n_rows":15,"n_cols":2,"rows_kept":15,"merged":[[0,0,0,1],[2,0,2,1],[4,0,4,1],[5,0,5,1],[11,0,11,1],[13,0,13,1],[14,0,14,1]]}
["Credit risk mitigation overview"]
[]
["The perceived strength of a borrower’s repayment capacity is the primary factor in granting a loan. As per articles 435(1)(d) and 444(e), the Group uses various approaches to help mitigate risks relating to individual credits, including transaction structure, collateral and guarantees. Collateral and/or guarantees are usually required as a secondary source of repayment in the event of a borrower’s default. At a portfolio level, credit risk is assessed in relation to the degree of name, sector and geographic concentration. Changes in concentrations are tracked on a regular basis across the Group's loan portfolio. Where potential risk concentrations are identified, the risk capital implications are assessed and, where appropriate, risk mitigation options (e.g. disposals, securitisations, hedging strategies) are considered. The main types of collateral for loans and advances to customers are described below under the section on collateral. Credit policy and credit management standards are controlled and set centrally by the credit risk function.\n\nDetails on the methodologies applied and processes used to assess the value of property assets taken as collateral are described on pages 92 and 93 of the Annual Financial Report 2020. Due to the COVID-19 pandemic, the Group has updated property valuation guidance policies to assist case managers in determining market values given current COVID-19 related market uncertainty. For residential properties, a cautionary approach is applied to the use of comparable sales information in an area and indexation which may produce a skewed result as sales have slowed down. For commercial properties, a prudent approach is applied to rental level estimates and investment yields considering specific factors and variables of the property, as well as the sector within which the property operates."]
[]
["Collateral"]
["Credit risk mitigation may include a requirement to obtain collateral as set out in the Group’s lending policies. Where collateral and/or guarantees are required, they are usually taken as a secondary source of repayment in the event of a borrower’s default. Guarantors typically include corporates, individuals, financial institutions and sovereigns. Their creditworthiness is assessed on an individual case- by-case basis. The Group maintains policies which detail the acceptability of specific classes of collateral.\n\nThe principal collateral types for loans and advances are:"]
["-","Charges over business assets such as premises, inventory and accounts receivable;"]
["-","Charges over moveable assets such as plant & machinery, marine vessels etc.;"]
["-","Mortgage / legal charge over residential and commercial real estate; and"]
["-","Charges over financial instruments such as debt securities and equities."]
[]
["The nature and level of collateral required depends on a number of factors such as the type of the credit facility, the term of the credit facility and the amount of exposure. Collateral held as security for financial assets, other than for loans and advances, is determined by the nature of the instrument. Debt securities and treasury products are generally unsecured, with the exception of asset backed securities, which are secured by a portfolio of financial assets.\n\nCollateral is not usually held against loans and advances to banks, including central banks, except where securities are held as part of reverse repurchase or securities borrowing transactions or where a collateral agreement has been entered into under a master netting agreement or where the bank purchases covered bonds as part of its liquidity portfolio."]
[]
["Credit risk mitigation for regulatory capital requirements calculation"]
["For non-retail foundation IRB exposures, supervisory LGDs are used for minimum regulatory capital requirement calculation purposes as is required under the CRR. These LGDs are either applied directly to obligors, or are reduced through the recognition of the risk-mitigating impact of qualifying collateral held.\n\nFor counterparty credit risk, the Group uses eligible financial collateral for derivatives and securities financing transactions as outlined in table 49 of this report.\n\n"]

{"sheet":"Table 30","index":50,"n_rows":29,"n_cols":6,"rows_kept":29,"merged":[[0,0,0,5],[1,0,1,5],[3,0,3,2],[4,1,5,1],[4,2,4,5],[5,4,6,4],[17,0,17,2],[18,1,19,1],[18,2,18,5],[19,4,20,4]]}
["Table 30: EU CR3 CRM techniques overview"]
["As per Article 453(f) and (g). This table includes all collateral, financial guarantees and credit derivatives used as credit risk mitigants for all secured exposures, irrespective of whether the standardised approach or the IRB approach is used for RWA calculation. Any secured exposures by collateral or financial guarantees (eligible or not eligible as CRM techniques under Part Three, Title II, Chapter 4 of the CRR) have been disclosed. \nThe increase in the unsecured carrying amount is due to an uplift in the gross carrying amount of loans & advances. This is driven by increased balances with the Central Bank."]
[]
[{"$nulls":5},"2020-12-31"]
[null,"Unsecured \ncarrying amount ","Secured carrying amount"]
[{"$nulls":3},"Of which secured by \ncollateral ","Of which secured by financial guarantees "]
[{"$nulls":5},"Of which secured by credit derivatives "]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m"]
["Loans and advances",{"v":45119,"d":"45,119"},{"v":41146,"d":"41,146"},{"v":40699,"d":"40,699"},447,0]
["Debt securities ",{"v":17678,"d":"17,678"},{"v":1735,"d":"1,735"},{"v":1405,"d":"1,405"},330]
["Total",{"v":62797,"d":"62,797"},{"v":42881,"d":"42,881"},{"v":42104,"d":"42,104"},777,0]
[]
["Of which non-performing exposures",{"v":1898,"d":"1,898"},{"v":2479,"d":"2,479"},{"v":2449,"d":"2,449"},30,0]
["Of which defaulted ",{"v":1898,"d":"1,898"},{"v":2479,"d":"2,479"}]
[]
[]
[{"$nulls":5},"2019-12-31"]
[null,"Unsecured \ncarrying amount ","Secured carrying amount"]
[{"$nulls":3},"Of which secured by \ncollateral ","Of which secured by financial guarantees "]
[{"$nulls":5},"Of which secured by credit derivatives "]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m"]
["Loans and advances",{"v":33790,"d":"33,790"},{"v":41237,"d":"41,237"},{"v":41063,"d":"41,063"},174,0]
["Debt securities ",{"v":15362,"d":"15,362"},{"v":1317,"d":"1,317"},{"v":1317,"d":"1,317"},0]
["Total",{"v":49152,"d":"49,152"},{"v":42554,"d":"42,554"},{"v":42380,"d":"42,380"},174,0]
[]
["Of which non-performing exposures",{"v":1199,"d":"1,199"},{"v":2163,"d":"2,163"},{"v":2145,"d":"2,145"},18,0]
["Of which defaulted ",{"v":1199,"d":"1,199"},{"v":2163,"d":"2,163"}]

{"sheet":"Chapter 7","index":51,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7],[2,0,2,7]]}
["Chapter 7. Credit risk - credit profile of exposures"]

{"sheet":"Credit risk narrative","index":52,"n_rows":13,"n_cols":2,"rows_kept":13,"merged":[[0,0,0,1],[2,0,2,1],[4,0,4,1],[5,0,5,1],[9,0,9,1],[11,0,11,1],[12,0,12,1]]}
["Credit risk - credit profile of exposures overview"]
[]
["AIB’s customer loan portfolio comprises loans (including overdrafts), instalment credit and finance lease receivables. The credit quality of the customer loan portfolio is discussed in detail on pages 110 to 140 of the Annual Financial Report 2020. AIB’s debt securities portfolio comprises mainly government and bank securities."]
[]
["Non-performing/default"]
["Per Article 442 (a) the Group's definition of default is aligned with the EBA ‘Guidelines on the application of the definition of default’ under Article 178 of Capital Requirements Regulation and ECB Banking Supervision Guidance to Banks on Non-performing loans. Further enhancements were implemented in 2020 in compliance with Article 178(2)(d) of regulation (EU) no 575/2013 in relation to the approach to counting of material days past due. The Group has aligned the definitions of ‘non-performing’, ‘classification of default’ and IFRS 9 Stage 3 ‘credit impaired’, with the exception of those loans which have been derecognised and newly originated in Stage 1 or POCI (purchased or originated credit impaired). This alignment ensures consistency with the Group’s internal credit risk management and assessment practices. \n\nLoans are identified as non-performing or defaulted by a number of characteristics. The key criteria resulting in a classification of non-performing are:"]
["-","Where the Group considers a credit obligor to be unlikely to pay his / her credit obligations in full without realisation of collateral, regardless of the existence of  any past-due amount; or"]
["-","The credit obligor is 90 days or more past due on any material credit obligation. Day count starts when any material amount of principal, interest or fee has not been paid by a credit obligor on the due date; or"]
["-","The credit obligor was previously defaulted but remains forborne and is materially 30 days or more past due."]
["\nThe Group’s definition of financial distress and forbearance are included in the Group's forbearance policy. Identification and treatment of non-performing exposures and unlikeliness to pay are included in the Group’s definition of default and credit impairment policy.\n\nNon-performing loans that have received a concession from the Group on terms or conditions will remain in the non-performing probationary period for a minimum of 12 months, and are subject to meeting defined probation criteria before moving to a performing classification.\n\nFor regulatory reporting purposes, the Group discloses details of its non-performing exposures as defined under regulatory and EBA implementing technical standards.\n\nDetails on the Group’s non-performing exposures are disclosed on page 114 of the Annual Financial Report 2020."]
[]
["Impairment"]
["Per Article 442 (b) the determination of impairment losses and allowance is based on the expected credit loss model under IFRS 9, where allowances for loan losses are recorded upon initial recognition of the financial asset, based on expectations of potential credit losses at the time of initial recognition.\n\nThe Group has set out its methodologies and judgements exercised in determining its expected credit loss (“ECL”) under IFRS 9 on pages 95 to 107 of the Annual Financial Report 2020."]

{"sheet":"Table 31","index":53,"n_rows":41,"n_cols":17,"rows_kept":41,"merged":[[0,0,0,16],[1,0,1,16],[3,6,3,8],[3,14,3,16],[4,2,4,3],[4,6,4,8],[4,10,4,11],[4,14,4,16],[6,0,6,1],[36,1,36,16],[37,1,37,16],[38,1,38,16],[39,1,39,16],[40,1,40,16]]}
["Table 31: EU CR1–A – Credit quality of exposures by exposure class and instrument"]
["Per Article 442(g) and 452(g) the table below presents an overview of the credit quality of on-balance sheet and off-balance sheet exposures by exposure class. The gross carrying value of exposures presented in this table is before the application of: a) credit risk mitigation; b) credit conversion factors; and c) ECL provisions under IFRS 9.\nThe main movement between periods is noted in table 10."]
[]
[{"$nulls":6},"2020-12-31",{"$nulls":7},"2019-12-31"]
[null,null,"Gross carrying value of (1)",{"$nulls":7},"Gross carrying value of (1)"]
[null,null,"Defaulted Exposures","Non-defaulted exposures","Specific credit risk adjustment","General credit risk adjustment","Accumulated write-offs","Credit risk adjustment charges/ (credit) in the period ","Net    \nValues\n (2)",null,"Defaulted Exposures","Non-defaulted exposures","Specific credit risk adjustment","General credit risk adjustment","Accumulated write-offs","Credit risk adjustment charges/ (credit) in the period ","Net    \nValues\n (2)"]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments and central banks",0,{"v":8969,"d":"8,969"},0,0,0,0,{"v":8969,"d":"8,969"},null,0,{"v":7645,"d":"7,645"},0,0,0,0,{"v":7645,"d":"7,645"}]
[2,"Institutions",0,{"v":7353,"d":"7,353"},0,0,0,0,{"v":7353,"d":"7,353"},null,0,{"v":7492,"d":"7,492"},0,0,0,0,{"v":7492,"d":"7,492"}]
[3,"Corporates",572,{"v":14154,"d":"14,154"},692,0,27,349,{"v":14034,"d":"14,034"},null,204,{"v":15429,"d":"15,429"},157,0,164,{"v":-16,"d":"(16)"},{"v":15476,"d":"15,476"}]
[4,"Of which: Specialised lending",0,{"v":1214,"d":"1,214"},2,0,0,0,{"v":1212,"d":"1,212"},null,9,839,2,0,0,0,846]
[5,"                SMEs",378,{"v":3142,"d":"3,142"},284,0,62,187,{"v":3236,"d":"3,236"},null,135,{"v":3936,"d":"3,936"},112,0,119,{"v":-17,"d":"(17)"},{"v":3959,"d":"3,959"}]
[6,"Retail",{"v":1058,"d":"1,058"},{"v":17728,"d":"17,728"},367,0,277,111,{"v":18419,"d":"18,419"},null,{"v":1045,"d":"1,045"},{"v":18174,"d":"18,174"},262,0,294,{"v":-2,"d":"(2)"},{"v":18957,"d":"18,957"}]
[7,"Of which: Secured by real estate property",{"v":1058,"d":"1,058"},{"v":17728,"d":"17,728"},367,0,277,111,{"v":18419,"d":"18,419"},null,{"v":1045,"d":"1,045"},{"v":18174,"d":"18,174"},262,0,294,{"v":-2,"d":"(2)"},{"v":18957,"d":"18,957"}]
[null,"Non-credit obligation assets",0,6,0,0,0,0,6,null,0,15,0,0,0,0,15]
[15,"Total IRB approach",{"v":1630,"d":"1,630"},{"v":48210,"d":"48,210"},{"v":1059,"d":"1,059"},0,304,460,{"v":48781,"d":"48,781"},null,{"v":1249,"d":"1,249"},{"v":48755,"d":"48,755"},419,null,458,{"v":-18,"d":"(18)"},{"v":49585,"d":"49,585"}]
[]
[16,"Central governments and central banks",0,{"v":27172,"d":"27,172"},0,0,0,0,{"v":27172,"d":"27,172"},null,0,{"v":12447,"d":"12,447"},0,0,0,0,{"v":12447,"d":"12,447"}]
[17,"Regional governments or local authorities",0,289,0,0,0,0,289,null,0,209,0,0,0,0,209]
[18,"Public sector entities",0,0,0,0,0,0,0,null,0,0,0,0,0,0,0]
[21,"Institutions",0,0,0,0,0,0,0,null,0,0,0,0,0,0,0]
[22,"Corporates (3)",455,{"v":9393,"d":"9,393"},209,0,0,155,{"v":9184,"d":"9,184"},null,235,{"v":10967,"d":"10,967"},57,0,0,{"v":-4,"d":"(4)"},{"v":10910,"d":"10,910"}]
[24,"Retail (3)",393,{"v":8836,"d":"8,836"},158,0,0,76,{"v":8678,"d":"8,678"},null,396,{"v":8932,"d":"8,932"},100,0,0,{"v":-17,"d":"(17)"},{"v":8832,"d":"8,832"}]
[26,"Secured by mortgages on immovable property (3)",{"v":1988,"d":"1,988"},{"v":17065,"d":"17,065"},182,0,0,115,{"v":16883,"d":"16,883"},null,979,{"v":18018,"d":"18,018"},84,0,0,{"v":-24,"d":"(24)"},{"v":17934,"d":"17,934"}]
[28,"Exposures in default",{"v":2836,"d":"2,836"},0,908,0,{"v":1273,"d":"1,273"},625,{"v":1928,"d":"1,928"},null,{"v":1610,"d":"1,610"},0,384,0,{"v":1113,"d":"1,113"},107,{"v":1226,"d":"1,226"}]
[29,"Items associated with particularly high risk",90,{"v":1443,"d":"1,443"},79,0,153,30,{"v":1454,"d":"1,454"},null,113,{"v":1461,"d":"1,461"},45,0,348,{"v":-28,"d":"(28)"},{"v":1529,"d":"1,529"}]
[33,"Equity exposures",0,246,0,0,0,0,246,null,0,253,0,0,0,0,253]
[34,"Other exposures",0,{"v":3660,"d":"3,660"},0,0,0,0,{"v":3660,"d":"3,660"},null,0,{"v":3131,"d":"3,131"},0,0,0,0,{"v":3131,"d":"3,131"}]
[35,"Total standardised approach",{"v":2926,"d":"2,926"},{"v":68104,"d":"68,104"},{"v":1536,"d":"1,536"},0,{"v":1426,"d":"1,426"},{"v":1001,"d":"1,001"},{"v":69494,"d":"69,494"},null,{"v":1723,"d":"1,723"},{"v":55418,"d":"55,418"},670,0,{"v":1461,"d":"1,461"},{"v":34,"d":"34 "},{"v":56471,"d":"56,471"}]
[36,"Total (4)",{"v":4556,"d":"4,556"},{"v":116314,"d":"116,314"},{"v":2595,"d":"2,595"},0,{"v":1730,"d":"1,730"},{"v":1461,"d":"1,461"},{"v":118275,"d":"118,275"},null,{"v":2972,"d":"2,972"},{"v":104173,"d":"104,173"},{"v":1089,"d":"1,089"},0,{"v":1919,"d":"1,919"},{"v":16,"d":"16 "},{"v":106056,"d":"106,056"}]
[]
[37,"Of which: Loans",{"v":4393,"d":"4,393"},{"v":84989,"d":"84,989"},{"v":2510,"d":"2,510"},0,{"v":1730,"d":"1,730"},{"v":1421,"d":"1,421"},{"v":86872,"d":"86,872"},null,{"v":2846,"d":"2,846"},{"v":70076,"d":"70,076"},{"v":1055,"d":"1,055"},0,{"v":1919,"d":"1,919"},{"v":27,"d":"27 "},{"v":71867,"d":"71,867"}]
[38,"                Debt securities",0,{"v":18262,"d":"18,262"},1,0,0,1,{"v":18261,"d":"18,261"},null,0,{"v":21973,"d":"21,973"},0,0,0,0,{"v":21973,"d":"21,973"}]
[39,"                Off-balance sheet\n                exposures",163,{"v":13063,"d":"13,063"},84,0,0,39,{"v":13142,"d":"13,142"},null,126,{"v":12124,"d":"12,124"},34,0,0,{"v":-11,"d":"(11)"},{"v":12216,"d":"12,216"}]
[]
[]
[null,"(1) Excludes securitisations of € 1,149 million (2019: € 922 million) and counterparty credit risk amounting to € 8,613 million (2019: € 12,185 million)."]
[null,"(2) Gross carrying value minus specific credit risk adjustment."]
[null,"(3) Defaulted exposures are broken down into the exposure class that corresponds to the exposure before default. Increase in 2020 includes the Implementation of new definition of default. "]
[null,"(4) Total IFRS 9 ECLs amount to € 2,595 million (2019: € 1,280 million), of which € 2,595 million (2019: € 1,089 million including IFRS 9 transitional scalers) is reported to the Regulator."]
[null,"Further details on the ECL allowance and net credit impairment charge in the year to 31 December 2020 are outlined on page 112 of the Annual Financial Report 2020."]

{"sheet":"Measurement of credit risk","index":54,"n_rows":10,"n_cols":1,"rows_kept":10}
["Measurement of credit risk"]
[]
["Use of PD, LGD, and EAD within regulatory capital "]
["The Group uses a combination of standardised and internal ratings based (“IRB”) approaches for the calculation of regulatory capital. Under the standardised approach, regulatory risk weightings are determined on a fixed percentage basis, depending on the portfolios, as specified in the relevant regulations. The Group has regulatory approval to use certain of its internal credit models in the calculation of its capital requirements. "]
[]
["Non-retail"]
["For non-retail exposures, the foundation IRB approach is used for sovereign, bank, corporate, commercial, ‘not for profit’ and project finance portfolios. The foundation IRB approach is used where banks use their own estimate of PD and regulatory estimates of LGD and EAD. To calculate PD, the Group assesses the quality of borrowers and other counterparties using criteria particular to the type of borrower under consideration. "]
[]
["Retail"]
["For retail exposures, the advanced IRB approach is adopted for Irish residential mortgages (excluding EBS mortgages) where the Group uses its own estimates of PD, LGD and EAD. PDs and LGDs are calibrated on the basis of internal data. The Group has a formalised governance framework around the internal ratings process. Each rating model is subject to an annual validation process undertaken by an independent validation team."]

{"sheet":"Table 32","index":55,"n_rows":17,"n_cols":5,"rows_kept":17,"merged":[[0,0,0,4],[1,0,1,4],[5,0,5,1],[13,0,13,4],[14,0,14,4],[16,0,16,4]]}
["Table 32: EU CR2–B – Changes in the stock of defaulted and impaired loans and debt securities"]
["As per Article 442(i). The table below presents the changes in the stock of defaulted loans and debt securities."]
[]
[null,null,"2020-12-31",null,"2019-12-31"]
[null,null,"Gross carrying value (1) defaulted exposures",null,"Gross carrying value (1) defaulted exposures"]
["AIB Group",null,"€ m",null,"€ m"]
[1,"Opening balance",{"v":3347,"d":"3,347 "},null,{"v":6054,"d":"6,054 "}]
[2,"Loans that have defaulted or impaired since the last reporting period",{"v":2438,"d":"2,438 "},null,{"v":973,"d":"973 "}]
[3,"Returned to non-defaulted status",{"v":-660,"d":"(660)"},null,{"v":-722,"d":"(722)"}]
[4,"Amounts written off",{"v":-151,"d":"(151)"},null,{"v":-362,"d":"(362)"}]
[5,"Other changes (2)",{"v":-625,"d":"(625)"},null,{"v":-2596,"d":"(2,596)"}]
[6,"Closing balance",{"v":4349,"d":"4,349 "},null,{"v":3347,"d":"3,347 "}]
[]
["(1) Gross carrying value represents that used for financial reporting purposes in the Annual Financial Report 2020."]
["(2) Other changes include the disposal of distressed loan portfolios, accounts that were closed or cleared and balance decreases."]
[]
["Non-performing loans have increased by € 1.0 billion or 30% to € 4.3 billion in the year. The increase reflects € 0.8 billion of net underlying flow to non-performing loans. A further € 0.3 billion (of which € 0.1 billion exited default in the year) reflects amendments made to the Group’s definition of default exit criteria, and the alignment of arrears days past due (DPD) count methodology to the European Banking Authority (EBA) convention."]

{"sheet":"Table 33","index":56,"n_rows":22,"n_cols":9,"rows_kept":22,"merged":[[0,0,0,8],[1,0,1,8],[3,2,3,4],[3,6,3,8],[5,0,5,1],[19,0,19,8],[21,1,21,8]]}
["Table 33: EU CR2–A – Changes in the stock of general and specific credit risk adjustments"]
["As per Article 442(i) the tables below present the movements in accumulated credit risk adjustments held against loans and advances to customers which have been reported on an accounting basis. This table has been prepared under IFRS 9 and includes expected credit losses on both non credit impaired and credit impaired loans."]
[]
[null,null,"2020-12-31",{"$nulls":3},"2019-12-31"]
[null,null,"Accumulated specific credit risk adjustment ",null,"Accumulated general credit risk adjustment ",null,"Accumulated specific credit\n risk adjustment ",null,"Accumulated general credit risk adjustment "]
["AIB Group",null,"€ m",null,"€ m",null,"€ m",null,"€ m"]
[null,"At 31 December 2017 (IAS 39)",0,null,0,null,0,null,0]
[null,"Impact of adopting IFRS 9 at 1 January 2018",0,null,0,null,0,null,0]
[1,"Opening balance",{"v":1238,"d":"1,238 "},null,0,null,{"v":2039,"d":"2,039 "},null,0]
[2,"Increases due to amounts set aside for estimated loan\nlosses during the period and decreases due to amounts\nreversed for estimated loan losses during the period",{"v":1493,"d":"1,493 "},null,0,null,{"v":117,"d":"117 "},null,0]
[4,"Decreases due to amounts taken against accumulated\ncredit risk adjustments",{"v":-151,"d":"(151)"},null,0,null,{"v":-362,"d":"(362)"},null,0]
[6,"Impact of exchange rate differences",{"v":-17,"d":"(17)"},null,0,null,{"v":9,"d":"9 "},null,0]
[7,"Disposals",{"v":-57,"d":"(57)"},null,0,null,{"v":-565,"d":"(565)"},null,0]
[8,"Other adjustments",{"v":4,"d":"4 "},null,0,null,0,null,0]
[9,"Closing balance (1)",{"v":2510,"d":"2,510 "},null,0,null,{"v":1238,"d":"1,238 "},null,0]
[]
[10,"Recoveries on credit risk adjustments recorded directly\nto the income statement",{"v":-72,"d":"(72)"},null,0,null,{"v":-90,"d":"(90)"},null,0]
[11,"Specific credit risk adjustments recorded directly to the\nincome statement",0,null,0,null,0,null,0]
[]
["(1) Excludes specific credit risk adjustments for AIB Group of € 83 million on off-balance sheet items at 31 December 2020 (31 December 2019: € 42 million)."]
[]
[null,"At 31 December 2020, the expected credit loss allowances based on permitted regulatory calculations totalled € 2,595 million (December 2019: € 1,089 million). Total Group expected credit loss allowances on loans and advances to customers under IFRS 9 was € 2,510 million (December 2019: € 1,238 million). The increase in accumulated specific credit risk adjustment is reflective of the economic background due to Covid.\n\nFurther details on the ECL allowance and net credit impairment charge in the year to 31 December  2020 are outlined on page 112 of the Annual Financial Report 2020."]

{"sheet":"Table 34","index":57,"n_rows":14,"n_cols":6,"rows_kept":14,"merged":[[0,0,0,5],[1,0,1,5],[3,1,3,2],[3,4,3,5],[12,0,12,5],[13,0,13,5]]}
["Table 34: Expected loss analysis – IRB approach"]
["As per Articles 452(h) and 452(i). Increase during 2020 reflecting the impact of COVID-19 pandemic."]
[]
[null,"2020-12-31",null,null,"2019-12-31"]
[null,"Expected Loss (1)","Actual Loss",null,"Expected Loss (1)","Actual (Writeback) / Loss "]
["Exposure Class","€ m","€ m",null,"€ m","€ m"]
["Institutions",0,0,null,0,0]
["Corporates",77,487,null,88,{"v":-43,"d":"(43)"}]
["Retail exposures secured by immovable property collateral non-SME",35,58,null,46,{"v":8,"d":"8 "}]
["Securitisation positions (2)",0,0,null,0,0]
["Total",112,545,null,134,{"v":-35,"d":"(35)"}]
[]
["(1) Expected loss is derived at the end of the preceding year."]
["(2) Under the IRB approach, rating agency ratings, as opposed to EL, are used in the determination of capital for securitisation positions. For this reason, AIB Group does not calculate EL for securitisation positions."]

{"sheet":"Expected loss overview","index":58,"n_rows":3,"n_cols":1,"rows_kept":3}
["Expected loss overview"]
[]
["An analysis of the expected loss (“EL”) and actual loss experience (net credit impairment loss incurred) by exposure class for the year ended 31 December 2020 is outlined in table 34.\n\nRegulatory EL provides a view of the expected losses that are likely to emerge in the non-defaulted loan book over a 12 month period, using through-the-cycle estimates of PD, and downturn estimates of LGD. In order to compare the expected loss to the actual loss, these estimates would need to be compared to all realised losses which may have materialised after the assets have gone through their life cycle. As life cycles last for a significant number of years, it is not possible to show this comparison.\nAdditionally, the actual asset loss information does not provide a suitable alternative because it is measured at a point in time. This should be taken into consideration with regard to table 34.\n\nThe EL would generally expect to be higher than the actual loss in periods of low defaults and vice versa in periods of high default.\n\nExpected credit losses have increased significantly in the year due to COVID-19, therefore exceeding through the cycle EL in both corporate and retail exposure classes."]

{"sheet":"Table 35","index":59,"n_rows":34,"n_cols":12,"rows_kept":34,"merged":[[0,0,0,11],[1,0,1,11],[3,10,3,11],[4,1,4,5],[4,7,4,8],[4,10,4,11],[5,1,6,1],[5,3,5,5],[5,7,6,7],[5,8,6,8],[5,11,6,11],[19,10,19,11],[20,1,20,5],[20,7,20,8],[20,10,20,11],[21,1,22,1],[21,3,21,5],[21,7,22,7],[21,8,22,8],[21,11,22,11]]}
["Table 35: Credit quality of forborne exposures "]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents the gross carrying amount (including accrued interest) of forborne exposures and the related accumulated impairment, provisions, accumulated change in fair value due to credit risk, and collateral and financial guarantees received, according to the scope of regulatory consolidation.\nThe increase in non-performing exposures is reflective of the economic background due to COVID-19."]
[]
[{"$nulls":10},"2020-12-31"]
[null,"Gross carrying amount/nominal amount of exposures with forbearance measures ",{"$nulls":5},"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions ",null,null,"Collateral received and financial guarantees received on forborne exposures "]
[null,"Performing forborne ",null,"Non-performing forborne",{"$nulls":3},"On performing forborne exposures ","On non-performing forborne exposures ",null,null,"Of which collateral and financial guarantees received on non-performing exposures with forbearance measures "]
[{"$nulls":4},"Of which defaulted ","Of which impaired "]
["AIB Group","€ m",null,"€ m","€ m","€ m",null,"€ m","€ m",null,"€ m","€ m"]
["Loans and advances",984,null,{"v":2427,"d":"2,427"},{"v":2427,"d":"2,427"},{"v":2331,"d":"2,331"},null,{"v":-150,"d":"(150)"},{"v":-822,"d":"(822)"},null,{"v":2168,"d":"2,168"},{"v":1433,"d":"1,433"}]
["Central banks",0,null,0,0,0,null,0,0,null,0,0]
["General governments",0,null,0,0,0,null,0,0,null,0,0]
["Credit institutions",0,null,0,0,0,null,0,0,null,0,0]
["Other financial corporations",0,null,2,2,2,null,0,{"v":-1,"d":"(1)"},null,0,0]
["Non-financial corporations",462,null,568,568,477,null,{"v":-118,"d":"(118)"},{"v":-148,"d":"(148)"},null,596,311]
["Households",522,null,{"v":1857,"d":"1,857"},{"v":1857,"d":"1,857"},{"v":1852,"d":"1,852"},null,{"v":-32,"d":"(32)"},{"v":-673,"d":"(673)"},null,{"v":1572,"d":"1,572"},{"v":1122,"d":"1,122"}]
["Debt securities",0,null,0,0,0,null,0,0,null,0,0]
["Loan commitments given",15,null,22,22,22,null,{"v":1,"d":"1 "},0,null,0,0]
["Total",999,null,{"v":2449,"d":"2,449"},{"v":2449,"d":"2,449"},{"v":2353,"d":"2,353"},null,{"v":-149,"d":"(149)"},{"v":-822,"d":"(822)"},null,{"v":2168,"d":"2,168"},{"v":1433,"d":"1,433"}]
[]
[{"$nulls":10},"2019-12-31"]
[null,"Gross carrying amount/nominal amount of exposures with forbearance measures ",{"$nulls":5},"Accumulated impairment,\n accumulated negative\n changes in fair value due to\n credit risk and provisions ",null,null,"Collateral received and \nfinancial guarantees received\n on forborne exposures "]
[null,"Performing forborne ",null,"Non-performing forborne",{"$nulls":3},"On performing forborne exposures ","On non-performing forborne exposures ",null,null,"Of which collateral and financial guarantees received on non\n-performing exposures\n with forbearance measures "]
[{"$nulls":4},"Of which defaulted ","Of which impaired "]
["AIB Group","€ m",null,"€ m","€ m","€ m",null,"€ m","€ m",null,"€ m","€ m"]
["Loans and advances",{"v":1176,"d":"1,176"},null,{"v":2287,"d":"2,287"},{"v":2287,"d":"2,287"},{"v":2263,"d":"2,263"},null,{"v":-65,"d":"(65)"},{"v":-563,"d":"(563)"},null,{"v":2469,"d":"2,469"},{"v":1606,"d":"1,606"}]
["Central banks",0,null,0,0,0,null,0,0,null,0,0]
["General governments",0,null,0,0,0,null,0,0,null,0,0]
["Credit institutions",0,null,0,0,0,null,0,0,null,0,0]
["Other financial corporations",1,null,1,1,1,null,0,{"v":-1,"d":"(1)"},null,1,0]
["Non-financial corporations",396,null,301,301,281,null,{"v":-39,"d":"(39)"},{"v":-84,"d":"(84)"},null,316,159]
["Households",779,null,{"v":1985,"d":"1,985"},{"v":1985,"d":"1,985"},{"v":1981,"d":"1,981"},null,{"v":-26,"d":"(26)"},{"v":-478,"d":"(478)"},null,{"v":2152,"d":"2,152"},{"v":1447,"d":"1,447"}]
["Debt securities",0,null,0,0,0,null,0,0,null,0,0]
["Loan commitments given",18,null,27,27,27,null,0,0,null,0,0]
["Total",{"v":1194,"d":"1,194"},null,{"v":2314,"d":"2,314"},{"v":2314,"d":"2,314"},{"v":2290,"d":"2,290"},null,{"v":-65,"d":"(65)"},{"v":-563,"d":"(563)"},null,{"v":2469,"d":"2,469"},{"v":1606,"d":"1,606"}]

{"sheet":"Table 36","index":60,"n_rows":14,"n_cols":2,"rows_kept":14,"merged":[[0,0,0,1],[1,0,1,1]]}
["Table 36: Quality of forbearance"]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents the gross carrying amount (includes accrued interest) of forborne loans and advances exposures, according to the scope of regulatory consolidation. The increase in non-performing exposures is reflective of the economic background due to COVID-19."]
[]
[null,"2020-12-31"]
["AIB Group","Gross carrying value of forborne exposures "]
[null,"€ m"]
["Loans and advances that have been forborne more than twice",{"v":1224,"d":"1,224"}]
["Non-performing forborne loans and advances that failed to meet the non-performing exit criteria",222]
[]
[null,"2019-12-31"]
["AIB Group","Gross carrying value of forborne exposures "]
[null,"€ m"]
["Loans and advances that have been forborne more than twice",674]
["Non-performing forborne loans and advances that failed to meet the non-performing exit criteria",109]

{"sheet":"Table 37","index":61,"n_rows":72,"n_cols":13,"rows_kept":72,"merged":[[0,0,0,12],[1,0,1,12],[2,0,2,3],[3,10,3,12],[4,1,4,12],[5,1,5,3],[5,4,5,12],[6,0,7,0],[6,1,7,1],[6,2,8,2],[6,3,8,3],[6,4,8,4],[6,5,8,5],[6,6,8,6],[6,7,8,7],[6,8,8,8],[6,9,8,9],[6,10,8,10],[6,11,8,11],[6,12,8,12],[37,0,37,12],[39,10,39,12],[40,1,40,12],[41,1,41,3],[41,4,41,12],[42,0,43,0],[42,1,43,1],[42,2,44,2],[42,3,44,3],[42,4,44,4],[42,5,44,5],[42,6,44,6],[42,7,44,7],[42,8,44,8],[42,9,44,9],[42,10,44,10],[42,11,44,11],[42,12,44,12]]}
["Table 37: Credit quality of performing and non-performing exposures by past due days"]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents the gross carrying amount (including accrued interest) of performing and non-performing exposures according to the scope of regulatory consolidation. The gross non-performing loan (‘NPL’) ratio at 31 December 2020 was 7.20% calculated in line with the EBA guidelines (EBA/GL/2018/10). The increase in non-performing exposures is reflective of the economic background due to COVID-19."]
[]
[{"$nulls":10},"2020-12-31"]
[null,"Gross carrying amount/nominal amount "]
[null,"Performing exposures",null,null,"Non-performing exposures"]
[null,null,"Not past due or past due ≤ 30 days ","Past due > 30 days ≤ 90 days ",null,"Unlikely to pay that are not past due or are past due ≤ 90 days ","Past due\n> 90 days\n≤ 180 days\n","Past due\n> 180 days\n≤ 1 year\n","Past due \n> 1 year ≤ 2 years \n","Past due \n> 2 years ≤ 5 years \n","Past due \n> 5 years ≤ 7 years \n","Past due > 7 years ","Of which defaulted "]
[]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
["Loans and advances",{"v":56246,"d":"56,246"},{"v":56130,"d":"56,130"},116,{"v":4377,"d":"4,377"},{"v":2564,"d":"2,564"},139,289,268,331,132,654,{"v":4377,"d":"4,377"}]
["Central banks (1)",378,378,0,0,0,0,0,0,0,0,0,0]
["General governments",28,28,0,0,0,0,0,0,0,0,0,0]
["Credit institutions",710,710,0,0,0,0,0,0,0,0,0,0]
["Other financial corporations",618,617,1,7,6,0,0,0,0,0,1,7]
["Non-financial corporations",{"v":22919,"d":"22,919"},{"v":22847,"d":"22,847"},72,{"v":1907,"d":"1,907"},{"v":1445,"d":"1,445"},76,121,63,69,22,111,{"v":1907,"d":"1,907"}]
["Of which SMEs",{"v":10272,"d":"10,272"},{"v":10212,"d":"10,212"},60,{"v":1187,"d":"1,187"},883,66,66,53,44,13,62,{"v":1187,"d":"1,187"}]
["Households",{"v":31593,"d":"31,593"},{"v":31550,"d":"31,550"},43,{"v":2463,"d":"2,463"},{"v":1113,"d":"1,113"},63,168,205,262,110,542,{"v":2463,"d":"2,463"}]
[]
["Debt securities",{"v":19413,"d":"19,413"},{"v":19413,"d":"19,413"},0,0,0,0,0,0,0,0,0,0]
["Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",{"v":10205,"d":"10,205"},{"v":10205,"d":"10,205"},0,0,0,0,0,0,0,0,0,0]
["Credit institutions",{"v":7198,"d":"7,198"},{"v":7198,"d":"7,198"},0,0,0,0,0,0,0,0,0,0]
["Other financial corporations",{"v":1373,"d":"1,373"},{"v":1373,"d":"1,373"},0,0,0,0,0,0,0,0,0,0]
["Non-financial corporations",637,637,0,0,0,0,0,0,0,0,0,0]
[]
["Off-balance sheet exposures",{"v":13063,"d":"13,063"},null,null,163,{"$nulls":7},163]
["Central banks",0,null,null,0,{"$nulls":7},0]
["General governments",381,null,null,0,{"$nulls":7},0]
["Credit institutions",165,null,null,0,{"$nulls":7},0]
["Other financial corporations",356,null,null,0,{"$nulls":7},0]
["Non-financial corporations",{"v":8306,"d":"8,306"},null,null,141,{"$nulls":7},141]
["Households",{"v":3855,"d":"3,855"},null,null,22,{"$nulls":7},22]
[]
["Total",{"v":88722,"d":"88,722"},{"v":75543,"d":"75,543"},116,{"v":4540,"d":"4,540"},{"v":2564,"d":"2,564"},139,289,268,331,132,654,{"v":4540,"d":"4,540"}]
[]
["(1) The December 2020 tables follow Taxonomy 2.9 for FinRep reporting and, consequently, cash balances at central bank's and other demand deposits are not included on this table. The 2019 tables follow Taxonomy 2.8 for FinRep reporting as such, cash balance at central banks and other demand deposits are included within the central bank's category. "]
[]
[{"$nulls":10},"2019-12-31"]
[null,"Gross carrying amount/nominal amount "]
[null,"Performing exposures",null,null,"Non-performing exposures"]
[null,null,"Not past due or past due ≤ 30 days ","Past due > 30 days ≤ 90 days ",null,"Unlikely to pay that are not past due or are past due ≤ 90 days ","Past due\n> 90 days\n≤ 180 days\n","Past due\n> 180 days\n≤ 1 year\n","Past due \n> 1 year ≤ 2 years \n","Past due \n> 2 years ≤ 5 years \n","Past due \n> 5 years ≤ 7 years \n","Past due > 7 years ","Of which defaulted "]
[]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
["Loans and advances",{"v":71663,"d":"71,663"},{"v":71537,"d":"71,537"},126,{"v":3363,"d":"3,363"},{"v":1724,"d":"1,724"},202,221,211,351,233,421,{"v":3363,"d":"3,363"}]
["Central banks",{"v":11790,"d":"11,790"},{"v":11790,"d":"11,790"},0,0,0,0,0,0,0,0,0,0]
["General governments",27,27,0,0,0,0,0,0,0,0,0,0]
["Credit institutions",{"v":1008,"d":"1,008"},{"v":1008,"d":"1,008"},0,0,0,0,0,0,0,0,0,0]
["Other financial corporations",770,770,0,4,1,0,1,0,0,0,2,4]
["Non-financial corporations",{"v":25514,"d":"25,514"},{"v":25492,"d":"25,492"},22,779,507,33,33,33,49,24,100,779]
["Of which SMEs",{"v":10878,"d":"10,878"},{"v":10859,"d":"10,859"},19,487,312,27,22,25,28,11,62,487]
["Households",{"v":32554,"d":"32,554"},{"v":32450,"d":"32,450"},104,{"v":2580,"d":"2,580"},{"v":1216,"d":"1,216"},169,187,178,302,209,319,{"v":2580,"d":"2,580"}]
[]
["Debt securities",{"v":16680,"d":"16,680"},{"v":16680,"d":"16,680"},0,0,0,0,0,0,0,0,0,0]
["Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",{"v":7803,"d":"7,803"},{"v":7803,"d":"7,803"},0,0,0,0,0,0,0,0,0,0]
["Credit institutions",{"v":7262,"d":"7,262"},{"v":7262,"d":"7,262"},0,0,0,0,0,0,0,0,0,0]
["Other financial corporations",{"v":1100,"d":"1,100"},{"v":1100,"d":"1,100"},0,0,0,0,0,0,0,0,0,0]
["Non-financial corporations",515,515,0,0,0,0,0,0,0,0,0,0]
[]
["Off-balance sheet exposures",{"v":12088,"d":"12,088"},null,null,162,{"$nulls":7},162]
["Central banks",0,null,null,0,{"$nulls":7},0]
["General governments",230,null,null,0,{"$nulls":7},0]
["Credit institutions",136,null,null,0,{"$nulls":7},0]
["Other financial corporations",363,null,null,0,{"$nulls":7},0]
["Non-financial corporations",{"v":7520,"d":"7,520"},null,null,137,{"$nulls":7},137]
["Households",{"v":3839,"d":"3,839"},null,null,25,{"$nulls":7},25]
[]
["Total",{"v":100431,"d":"100,431"},{"v":88217,"d":"88,217"},126,{"v":3525,"d":"3,525"},{"v":1724,"d":"1,724"},202,221,211,351,233,421,{"v":3525,"d":"3,525"}]

{"sheet":"Table 38","index":62,"n_rows":68,"n_cols":16,"rows_kept":68,"merged":[[0,0,0,15],[1,0,1,15],[3,14,3,15],[4,1,4,6],[4,7,4,12],[4,14,4,15],[5,1,5,3],[5,4,5,6],[5,7,5,9],[5,10,5,12],[5,14,6,14],[5,15,6,15],[36,14,36,15],[37,1,37,6],[37,7,37,12],[37,14,37,15],[38,1,38,3],[38,4,38,6],[38,7,38,9],[38,10,38,12],[38,14,39,14],[38,15,39,15]]}
["Table 38: Performing and non-performing exposures and related provisions"]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents gross carrying amount (including accrued interest) of performing and non-performing exposures and the related accumulated impairment, provisions, accumulated change in fair value due to credit risk, accumulated partial write-off, and collateral and financial guarantees received, according to the scope of regulatory consolidation. \nThe increase in non-performing exposures is reflective of the economic background due to COVID-19.\nThe ECL allowance increase reflects the net credit impairment charge recognised in 2020 on loans and advances to customers, particularly in respect of Stage 2 and non-performing exposures."]
[]
[{"$nulls":14},"2020-12-31"]
[null,"Gross carrying amount/nominal amount",{"$nulls":5},"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions ",{"$nulls":5},"Accumulated partial write-off ","Collateral and financial guarantees received "]
[null,"Performing exposures",null,null,"Non-performing exposures",null,null,"Performing exposures – accumulated impairment and provisions",null,null,"Non-performing exposures – accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions ",{"$nulls":3},"On performing exposures ","On non-performing exposures "]
[null,null,"Of which stage 1 ","Of which stage 2 ",null,"Of which stage 2 ","Of which stage 3 ",null,"Of which stage 1 ","Of which stage 2 ",null,"Of which stage 2 ","Of which stage 3 "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
["Loans and advances",{"v":56246,"d":"56,246"},{"v":46739,"d":"46,739"},{"v":9431,"d":"9,431"},{"v":4377,"d":"4,377"},0,{"v":4277,"d":"4,277"},{"v":-1103,"d":"(1,103)"},{"v":-257,"d":"(257)"},{"v":-846,"d":"(846)"},{"v":-1407,"d":"(1,407)"},0,{"v":-1383,"d":"(1,383)"},{"v":-1730,"d":"(1,730)"},{"v":38667,"d":"38,667"},{"v":2479,"d":"2,479"}]
["Central banks",378,378,0,0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",28,22,6,0,0,0,0,0,0,0,0,0,0,5,0]
["Credit institutions",710,710,0,0,0,0,0,0,0,0,0,0,0,708,0]
["Other financial corporations",618,528,90,7,0,7,{"v":-18,"d":"(18)"},{"v":-3,"d":"(3)"},{"v":-15,"d":"(15)"},{"v":-4,"d":"(4)"},0,{"v":-4,"d":"(4)"},{"v":-1,"d":"(1)"},132,1]
["Non-financial corporations",{"v":22919,"d":"22,919"},{"v":15915,"d":"15,915"},{"v":6928,"d":"6,928"},{"v":1907,"d":"1,907"},0,{"v":1811,"d":"1,811"},{"v":-867,"d":"(867)"},{"v":-172,"d":"(172)"},{"v":-695,"d":"(695)"},{"v":-513,"d":"(513)"},0,{"v":-490,"d":"(490)"},{"v":-846,"d":"(846)"},{"v":9476,"d":"9,476"},{"v":1034,"d":"1,034"}]
["Of which SMEs",{"v":10272,"d":"10,272"},{"v":6869,"d":"6,869"},{"v":3403,"d":"3,403"},{"v":1187,"d":"1,187"},0,{"v":1180,"d":"1,180"},{"v":-409,"d":"(409)"},{"v":-103,"d":"(103)"},{"v":-306,"d":"(306)"},{"v":-285,"d":"(285)"},0,{"v":-284,"d":"(284)"},{"v":-515,"d":"(515)"},{"v":5802,"d":"5,802"},735]
["Households",{"v":31593,"d":"31,593"},{"v":29186,"d":"29,186"},{"v":2407,"d":"2,407"},{"v":2463,"d":"2,463"},0,{"v":2459,"d":"2,459"},{"v":-218,"d":"(218)"},{"v":-82,"d":"(82)"},{"v":-136,"d":"(136)"},{"v":-890,"d":"(890)"},0,{"v":-889,"d":"(889)"},{"v":-883,"d":"(883)"},{"v":28346,"d":"28,346"},{"v":1444,"d":"1,444"}]
[]
["Debt securities",{"v":19413,"d":"19,413"},{"v":19408,"d":"19,408"},5,0,0,0,{"v":-3,"d":"(3)"},{"v":-3,"d":"(3)"},0,0,0,0,0,{"v":1735,"d":"1,735"},0]
["Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",{"v":10205,"d":"10,205"},{"v":10205,"d":"10,205"},0,0,0,0,{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},0,0,0,0,0,256,0]
["Credit institutions",{"v":7198,"d":"7,198"},{"v":7198,"d":"7,198"},0,0,0,0,{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},0,0,0,0,0,330,0]
["Other financial corporations",{"v":1373,"d":"1,373"},{"v":1368,"d":"1,368"},5,0,0,0,{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},0,0,0,0,0,{"v":1149,"d":"1,149"},0]
["Non-financial corporations",637,637,0,0,0,0,0,0,0,0,0,0,0,0,0]
[]
[]
["Off-balance sheet exposures",{"v":13063,"d":"13,063"},{"v":11804,"d":"11,804"},{"v":1259,"d":"1,259"},163,0,163,{"v":-62,"d":"(62)"},{"v":-24,"d":"(24)"},{"v":-38,"d":"(38)"},{"v":-22,"d":"(22)"},0,{"v":-22,"d":"(22)"}]
["Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",381,381,0,0,0,0,0,0,0,0,0,0]
["Credit institutions",165,165,0,0,0,0,0,0,0,0,0,0]
["Other financial corporations",356,349,7,0,0,0,{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},0,0,0,0]
["Non-financial corporations",{"v":8306,"d":"8,306"},{"v":7310,"d":"7,310"},996,141,0,141,{"v":-53,"d":"(53)"},{"v":-20,"d":"(20)"},{"v":-33,"d":"(33)"},{"v":-22,"d":"(22)"},0,{"v":-22,"d":"(22)"}]
["Households",{"v":3855,"d":"3,855"},{"v":3599,"d":"3,599"},256,22,0,22,{"v":-8,"d":"(8)"},{"v":-3,"d":"(3)"},{"v":-5,"d":"(5)"},0,0,0]
[]
["Total",{"v":88722,"d":"88,722"},{"v":77951,"d":"77,951"},{"v":10695,"d":"10,695"},{"v":4540,"d":"4,540"},0,{"v":4440,"d":"4,440"},{"v":-1168,"d":"(1,168)"},{"v":-284,"d":"(284)"},{"v":-884,"d":"(884)"},{"v":-1429,"d":"(1,429)"},0,{"v":-1405,"d":"(1,405)"},{"v":-1730,"d":"(1,730)"},{"v":40402,"d":"40,402"},{"v":2479,"d":"2,479"}]
[]
[{"$nulls":14},"2019-12-31"]
[null,"Gross carrying amount/nominal amount",{"$nulls":5},"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions ",{"$nulls":5},"Accumulated partial write-off ","Collateral and financial guarantees received "]
[null,"Performing exposures",null,null,"Non-performing exposures",null,null,"Performing exposures – accumulated impairment and provisions",null,null,"Non-performing exposures – accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions ",{"$nulls":3},"On performing exposures ","On non-performing exposures "]
[null,null,"Of which stage 1 ","Of which stage 2 ",null,"Of which stage 2 ","Of which stage 3 ",null,"Of which stage 1 ","Of which stage 2 ",null,"Of which stage 2 ","Of which stage 3 "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
["Loans and advances",{"v":71663,"d":"71,663"},{"v":67656,"d":"67,656"},{"v":4007,"d":"4,007"},{"v":3363,"d":"3,363"},0,{"v":3338,"d":"3,338"},{"v":-340,"d":"(340)"},{"v":-137,"d":"(137)"},{"v":-203,"d":"(203)"},{"v":-899,"d":"(899)"},0,{"v":-895,"d":"(895)"},{"v":-1919,"d":"(1,919)"},{"v":39074,"d":"39,074"},{"v":2164,"d":"2,164"}]
["Central banks",{"v":11790,"d":"11,790"},{"v":11790,"d":"11,790"},0,0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",27,18,9,0,0,0,{"v":-1,"d":"(1)"},0,{"v":-1,"d":"(1)"},0,0,0,0,0,0]
["Credit institutions",{"v":1008,"d":"1,008"},{"v":1008,"d":"1,008"},0,0,0,0,0,0,0,0,0,0,0,0,0]
["Other financial corporations",770,761,9,4,0,3,{"v":-4,"d":"(4)"},{"v":-3,"d":"(3)"},{"v":-1,"d":"(1)"},{"v":-2,"d":"(2)"},0,{"v":-2,"d":"(2)"},{"v":-2,"d":"(2)"},58,1]
["Non-financial corporations",{"v":25514,"d":"25,514"},{"v":24022,"d":"24,022"},{"v":1492,"d":"1,492"},779,0,759,{"v":-205,"d":"(205)"},{"v":-102,"d":"(102)"},{"v":-103,"d":"(103)"},{"v":-258,"d":"(258)"},0,{"v":-254,"d":"(254)"},{"v":-969,"d":"(969)"},{"v":10007,"d":"10,007"},331]
["Of which SMEs",{"v":10878,"d":"10,878"},{"v":10078,"d":"10,078"},800,487,0,474,{"v":-128,"d":"(128)"},{"v":-62,"d":"(62)"},{"v":-66,"d":"(66)"},{"v":-168,"d":"(168)"},0,{"v":-165,"d":"(165)"},{"v":-614,"d":"(614)"},{"v":6048,"d":"6,048"},225]
["Households",{"v":32554,"d":"32,554"},{"v":30057,"d":"30,057"},{"v":2497,"d":"2,497"},{"v":2580,"d":"2,580"},0,{"v":2576,"d":"2,576"},{"v":-130,"d":"(130)"},{"v":-32,"d":"(32)"},{"v":-98,"d":"(98)"},{"v":-639,"d":"(639)"},0,{"v":-639,"d":"(639)"},{"v":-948,"d":"(948)"},{"v":29009,"d":"29,009"},{"v":1832,"d":"1,832"}]
[]
["Debt securities",{"v":16680,"d":"16,680"},{"v":16680,"d":"16,680"},0,0,0,0,{"v":-3,"d":"(3)"},{"v":-3,"d":"(3)"},0,0,0,0,0,0,0]
["Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",{"v":7803,"d":"7,803"},{"v":7803,"d":"7,803"},0,0,0,0,{"v":-2,"d":"(2)"},{"v":-2,"d":"(2)"},0,0,0,0,0,0,0]
["Credit institutions",{"v":7262,"d":"7,262"},{"v":7262,"d":"7,262"},0,0,0,0,{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},0,0,0,0,0,0,0]
["Other financial corporations",{"v":1100,"d":"1,100"},{"v":1100,"d":"1,100"},0,0,0,0,0,0,0,0,0,0,0,0,0]
["Non-financial corporations",515,515,0,0,0,0,0,0,0,0,0,0,0,0,0]
[]
[]
["Off-balance sheet exposures",{"v":12088,"d":"12,088"},{"v":11755,"d":"11,755"},333,162,0,162,{"v":-22,"d":"(22)"},{"v":-13,"d":"(13)"},{"v":-9,"d":"(9)"},{"v":-19,"d":"(19)"},0,{"v":-19,"d":"(19)"}]
["Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
["General governments",230,230,0,0,0,0,0,0,0,0,0,0]
["Credit institutions",136,136,0,0,0,0,0,0,0,0,0,0]
["Other financial corporations",363,363,0,0,0,0,0,0,0,0,0,0]
["Non-financial corporations",{"v":7520,"d":"7,520"},{"v":7345,"d":"7,345"},175,137,0,137,{"v":-17,"d":"(17)"},{"v":-11,"d":"(11)"},{"v":-6,"d":"(6)"},{"v":-19,"d":"(19)"},0,{"v":-19,"d":"(19)"}]
["Households",{"v":3839,"d":"3,839"},{"v":3681,"d":"3,681"},158,25,0,25,{"v":-5,"d":"(5)"},{"v":-2,"d":"(2)"},{"v":-3,"d":"(3)"},0,0,0]
[]
["Total",{"v":100431,"d":"100,431"},{"v":96091,"d":"96,091"},{"v":4340,"d":"4,340"},{"v":3525,"d":"3,525"},0,{"v":3500,"d":"3,500"},{"v":-365,"d":"(365)"},{"v":-153,"d":"(153)"},{"v":-212,"d":"(212)"},{"v":-918,"d":"(918)"},0,{"v":-914,"d":"(914)"},{"v":-1919,"d":"(1,919)"},{"v":39074,"d":"39,074"},{"v":2164,"d":"2,164"}]

{"sheet":"Table 39","index":63,"n_rows":46,"n_cols":8,"rows_kept":46,"merged":[[0,0,0,7],[1,0,1,7],[3,6,3,7],[4,1,4,4],[4,5,7,5],[4,6,7,6],[4,7,7,7],[5,2,5,3],[5,4,7,4],[6,2,7,2],[6,3,7,3],[24,6,24,7],[25,1,25,4],[25,5,28,5],[25,6,28,6],[25,7,28,7],[26,2,26,3],[26,4,28,4],[27,2,28,2],[27,3,28,3],[45,0,45,7]]}
["Table 39: Quality of non-performing exposures by geography "]
["As per Article 442(h). The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents gross carrying amount (includes accrued interest) of performing and non-performing exposures and the related accumulated impairment, provisions and accumulated change in fair value due to credit risk, according to the scope of regulatory consolidation. \nThe increase in non-performing exposures is reflective of the economic background due to COVID-19.\nThe ECL allowance increase reflects the net credit impairment charge recognised in 2020."]
[]
[{"$nulls":6},"2020-12-31"]
[null,"Gross carrying / nominal amount",{"$nulls":3},"Accumulated impairment ","Provisions on off-balance sheet commitments and financial guarantees given ","Accumulated negative changes in fair value due to credit risk on non-performing exposures "]
[null,null,"Of which non-performing ",null,"Of which subject to impairment "]
[{"$nulls":3},"Of which defaulted "]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
["On-balance sheet exposures",{"v":105678,"d":"105,678"},{"v":4377,"d":"4,377"},{"v":4377,"d":"4,377"},{"v":105603,"d":"105,603"},{"v":-2513,"d":"(2,513)"},null,0]
["Republic of Ireland",{"v":73627,"d":"73,627"},{"v":3598,"d":"3,598"},{"v":3598,"d":"3,598"},{"v":73552,"d":"73,552"},{"v":-2007,"d":"(2,007)"},null,0]
["United Kingdom",{"v":16877,"d":"16,877"},566,566,{"v":16877,"d":"16,877"},{"v":-323,"d":"(323)"},null,0]
["United States of America",{"v":3526,"d":"3,526"},9,9,{"v":3526,"d":"3,526"},{"v":-57,"d":"(57)"},null,0]
["Other countries",{"v":11648,"d":"11,648"},204,204,{"v":11648,"d":"11,648"},{"v":-126,"d":"(126)"},null,0]
[]
[]
["Off-balance sheet exposures",{"v":13226,"d":"13,226"},163,163,null,null,84]
["Republic of Ireland",{"v":10377,"d":"10,377"},108,108,null,null,68]
["United Kingdom",{"v":2495,"d":"2,495"},46,46,null,null,12]
["United States of America",65,0,0,null,null,1]
["Other countries(1)",289,9,9,null,null,3]
["Total",{"v":118904,"d":"118,904"},{"v":4540,"d":"4,540"},{"v":4540,"d":"4,540"},{"v":105603,"d":"105,603"},{"v":-2513,"d":"(2,513)"},84,0]
[]
[{"$nulls":6},"2019-12-31"]
[null,"Gross carrying / nominal amount",{"$nulls":3},"Accumulated impairment ","Provisions on\n off-balance\n sheet\n commitments\n and financial guarantees\n given ","Accumulated\n negative\n changes in fair value due to credit risk on\n non-performing exposures "]
[null,null,"Of which non-performing ",null,"Of which subject to impairment "]
[{"$nulls":3},"Of which defaulted "]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
["On-balance sheet exposures",{"v":91705,"d":"91,705"},{"v":3362,"d":"3,362"},{"v":3362,"d":"3,362"},{"v":91629,"d":"91,629"},{"v":-1241,"d":"(1,241)"},null,0]
["Republic of Ireland",{"v":60139,"d":"60,139"},{"v":3025,"d":"3,025"},{"v":3025,"d":"3,025"},{"v":60062,"d":"60,062"},{"v":-1083,"d":"(1,083)"},null,0]
["United Kingdom",{"v":15915,"d":"15,915"},311,311,{"v":15915,"d":"15,915"},{"v":-128,"d":"(128)"},null,0]
["United States of America",{"v":4433,"d":"4,433"},3,3,{"v":4433,"d":"4,433"},{"v":-14,"d":"(14)"},null,0]
["Other countries",{"v":11218,"d":"11,218"},23,23,{"v":11219,"d":"11,219"},{"v":-16,"d":"(16)"},null,0]
[]
[]
["Off-balance sheet exposures",{"v":12250,"d":"12,250"},162,162,null,null,42]
["Republic of Ireland",{"v":9561,"d":"9,561"},142,142,null,null,34]
["United Kingdom",{"v":2215,"d":"2,215"},19,19,null,null,7]
["United States of America",104,0,0,null,null,0]
["Other countries(1)",370,1,1,null,null,1]
["Total",{"v":103955,"d":"103,955"},{"v":3524,"d":"3,524"},{"v":3524,"d":"3,524"},{"v":91629,"d":"91,629"},{"v":-1241,"d":"(1,241)"},42,0]
[]
["(1) Other countries individually comprise less than 3% of the total exposures and comprise predominantly France, Canada, Spain, Netherlands, Australia, Sweden, Luxembourg, Norway, Germany and Italy."]

{"sheet":"Table 40","index":64,"n_rows":56,"n_cols":7,"rows_kept":56,"merged":[[0,0,0,6],[1,0,1,6],[3,5,3,6],[4,1,4,4],[4,5,7,5],[4,6,7,6],[5,2,5,3],[5,4,7,4],[6,2,7,2],[6,3,7,3],[30,5,30,6],[31,1,31,4],[31,5,34,5],[31,6,34,6],[32,2,32,3],[32,4,34,4],[33,2,34,2],[33,3,34,3]]}
["Table 40: Credit quality of loans and advances by industry"]
["As per Article 442(g). The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents gross carrying amount (including accrued interest) of loans and advances to non-financial corporations and the related accumulated impairment and accumulated change in fair value due to credit risk, according to the scope of regulatory consolidation.  \nThe increase in non-performing exposures is reflective of the economic background due to COVID-19.\nThe ECL allowance increase reflects the net credit impairment charge recognised in 2020 on loans and advances to customers."]
[]
[{"$nulls":5},"2020-12-31"]
[null,"Gross carrying amount",{"$nulls":3},"Accumulated impairment ","Accumulated negative changes in fair value due to credit risk on non-performing exposures "]
[null,null,"Of which non-performing",null,"Of which loans and advances subject to impairment "]
[{"$nulls":3},"Of which defaulted "]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m"]
["Agriculture, forestry and fishing",{"v":1653,"d":"1,653"},95,95,{"v":1653,"d":"1,653"},{"v":-65,"d":"(65)"},0]
["Mining and quarrying",42,2,2,42,{"v":-3,"d":"(3)"},0]
["Manufacturing",{"v":2542,"d":"2,542"},71,71,{"v":2542,"d":"2,542"},{"v":-82,"d":"(82)"},0]
["Electricity, gas, steam and air conditioning supply",{"v":1575,"d":"1,575"},13,13,{"v":1575,"d":"1,575"},{"v":-11,"d":"(11)"},0]
["Water supply",184,1,1,184,{"v":-3,"d":"(3)"},0]
["Construction",{"v":1213,"d":"1,213"},41,41,{"v":1213,"d":"1,213"},{"v":-69,"d":"(69)"},0]
["Wholesale and retail trade",{"v":1832,"d":"1,832"},149,149,{"v":1832,"d":"1,832"},{"v":-129,"d":"(129)"},0]
["Transport and storage",{"v":1104,"d":"1,104"},45,45,{"v":1104,"d":"1,104"},{"v":-35,"d":"(35)"},0]
["Accommodation and food service activities",{"v":3165,"d":"3,165"},391,391,{"v":3165,"d":"3,165"},{"v":-462,"d":"(462)"},0]
["Information and communication",{"v":1136,"d":"1,136"},41,41,{"v":1136,"d":"1,136"},{"v":-36,"d":"(36)"},0]
["Financial and insurance activities",0,0,0,0,0,0]
["Real estate activities",{"v":6003,"d":"6,003"},893,893,{"v":5928,"d":"5,928"},{"v":-316,"d":"(316)"},0]
["Professional, scientific and technical activities",790,32,32,790,{"v":-32,"d":"(32)"},0]
["Administrative and support service activities",253,37,37,253,{"v":-27,"d":"(27)"},0]
["Public administration and defense, compulsory social security",0,0,0,0,0,0]
["Education",413,6,6,413,{"v":-9,"d":"(9)"},0]
["Human health services and social work activities",{"v":1610,"d":"1,610"},22,22,{"v":1610,"d":"1,610"},{"v":-39,"d":"(39)"},0]
["Arts, entertainment and recreation",470,46,46,470,{"v":-33,"d":"(33)"},0]
["Other services",841,22,22,841,{"v":-29,"d":"(29)"},0]
["Total",{"v":24826,"d":"24,826"},{"v":1907,"d":"1,907"},{"v":1907,"d":"1,907"},{"v":24751,"d":"24,751"},{"v":-1380,"d":"(1,380)"},0]
[]
[{"$nulls":5},"2019-12-31"]
[null,"Gross carrying amount",{"$nulls":3},"Accumulated impairment ","Accumulated negative changes in fair value due to credit risk on non-performing exposures "]
[null,null,"Of which non-performing",null,"Of which loans and advances subject to impairment "]
[{"$nulls":3},"Of which defaulted "]
[]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m"]
["Agriculture, forestry and fishing",{"v":1726,"d":"1,726"},78,78,{"v":1726,"d":"1,726"},{"v":-39,"d":"(39)"},0]
["Mining and quarrying",52,4,4,52,{"v":-2,"d":"(2)"},0]
["Manufacturing",{"v":3146,"d":"3,146"},55,55,{"v":3146,"d":"3,146"},{"v":-41,"d":"(41)"},0]
["Electricity, gas, steam and air conditioning supply",{"v":1294,"d":"1,294"},0,0,{"v":1294,"d":"1,294"},{"v":-4,"d":"(4)"},0]
["Water supply",166,3,3,166,{"v":-2,"d":"(2)"},0]
["Construction",{"v":1119,"d":"1,119"},72,72,{"v":1119,"d":"1,119"},{"v":-48,"d":"(48)"},0]
["Wholesale and retail trade",{"v":2016,"d":"2,016"},122,122,{"v":2016,"d":"2,016"},{"v":-61,"d":"(61)"},0]
["Transport and storage",{"v":1170,"d":"1,170"},30,30,{"v":1170,"d":"1,170"},{"v":-12,"d":"(12)"},0]
["Accommodation and food service activities",{"v":3285,"d":"3,285"},59,59,{"v":3285,"d":"3,285"},{"v":-63,"d":"(63)"},0]
["Information and communication",{"v":1102,"d":"1,102"},6,6,{"v":1102,"d":"1,102"},{"v":-8,"d":"(8)"},0]
["Financial and insurance activities",0,0,0,0,0,0]
["Real estate activities",{"v":6100,"d":"6,100"},275,275,{"v":6024,"d":"6,024"},{"v":-126,"d":"(126)"},0]
["Professional, scientific and technical activities",672,27,27,672,{"v":-15,"d":"(15)"},0]
["Administrative and support service activities",585,10,10,585,{"v":-12,"d":"(12)"},0]
["Public administration and defence, compulsory social security",0,0,0,0,0,0]
["Education",416,6,6,416,{"v":-1,"d":"(1)"},0]
["Human health services and social work activities",{"v":1742,"d":"1,742"},14,14,{"v":1742,"d":"1,742"},{"v":-12,"d":"(12)"},0]
["Arts, entertainment and recreation",628,3,3,628,{"v":-4,"d":"(4)"},0]
["Other services",{"v":1074,"d":"1,074"},15,15,{"v":1074,"d":"1,074"},{"v":-13,"d":"(13)"},0]
["Total",{"v":26293,"d":"26,293"},779,779,{"v":26217,"d":"26,217"},{"v":-463,"d":"(463)"},0]

{"sheet":"Table 41","index":65,"n_rows":46,"n_cols":13,"rows_kept":46,"merged":[[0,0,0,12],[1,0,1,12],[3,11,3,12],[6,3,7,3],[6,5,7,5],[6,6,6,12],[25,11,25,12],[28,3,29,3],[28,5,29,5],[28,6,28,12]]}
["Table 41: Collateral valuation - loans and advances"]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents gross carrying amount (including accrued interest) on loans and advances and the related accumulated impairment, collateral and financial guarantees received, and partial write-offs, according to the scope of regulatory consolidation. \nThe increase in non-performing exposures is reflective of the economic background due to COVID-19."]
[]
[{"$nulls":11},"2020-12-31"]
[null,"Loans and advances"]
[null,null,"Performing",null,"Non-performing"]
[{"$nulls":3},"Of which past due > 30 days ≤ 90 days ",null,"Unlikely to pay that are not past due or are past due ≤ 90 days ","Past due > 90 days"]
[{"$nulls":7},"Of which past due > 90 days ≤ 180 days ","Of which: past due > 180 days ≤ 1 year ","Of which: past due > 1 years ≤ 2 years ","Of which: past due > 2 years ≤ 5 years ","Of which: past due > 5 years ≤ 7 years ","Of which: past due > 7 years "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Gross carrying amount",{"v":60623,"d":"60,623 "},{"v":56246,"d":"56,246 "},{"v":116,"d":"116 "},{"v":4377,"d":"4,377 "},{"v":2564,"d":"2,564 "},{"v":1813,"d":"1,813 "},{"v":139,"d":"139 "},{"v":289,"d":"289 "},{"v":268,"d":"268 "},{"v":331,"d":"331 "},{"v":132,"d":"132 "},{"v":654,"d":"654 "}]
["Of which secured",{"v":42442,"d":"42,442 "},{"v":38950,"d":"38,950 "},{"v":67,"d":"67 "},{"v":3492,"d":"3,492 "},{"v":2088,"d":"2,088 "},{"v":1404,"d":"1,404 "},{"v":102,"d":"102 "},{"v":162,"d":"162 "},{"v":185,"d":"185 "},{"v":250,"d":"250 "},{"v":115,"d":"115 "},{"v":590,"d":"590 "}]
["Of which secured with immovable property",{"v":39276,"d":"39,276 "},{"v":35989,"d":"35,989 "},{"v":61,"d":"61 "},{"v":3287,"d":"3,287 "},{"v":1930,"d":"1,930 "},{"v":1357,"d":"1,357 "},{"v":98,"d":"98 "},{"v":157,"d":"157 "},{"v":170,"d":"170 "},{"v":244,"d":"244 "},{"v":113,"d":"113 "},{"v":575,"d":"575 "}]
["Of which instruments with LTV higher than 60% and lower or equal to 80%",{"v":9287,"d":"9,287 "},{"v":8741,"d":"8,741 "},null,{"v":546,"d":"546 "},{"v":293,"d":"293 "},{"v":253,"d":"253 "}]
["Of which instruments with LTV higher than 80% and lower or equal to 100%",{"v":4699,"d":"4,699 "},{"v":4405,"d":"4,405 "},null,{"v":294,"d":"294 "},{"v":154,"d":"154 "},{"v":140,"d":"140 "}]
["Of which instruments with LTV  higher than 100%",{"v":698,"d":"698 "},{"v":489,"d":"489 "},null,{"v":209,"d":"209 "},{"v":67,"d":"67 "},{"v":142,"d":"142 "}]
["Accumulated impairment for secured assets",{"v":-1534,"d":"(1,534)"},{"v":-586,"d":"(586)"},{"v":-7,"d":"(7)"},{"v":-948,"d":"(948)"},{"v":-431,"d":"(431)"},{"v":-517,"d":"(517)"},{"v":-20,"d":"(20)"},{"v":-64,"d":"(64)"},{"v":-97,"d":"(97)"},{"v":-122,"d":"(122)"},{"v":-48,"d":"(48)"},{"v":-166,"d":"(166)"}]
[]
["Collateral"]
["Of which value capped at the value of exposure",{"v":40700,"d":"40,700 "},{"v":38250,"d":"38,250 "},{"v":55,"d":"55 "},{"v":2450,"d":"2,450 "},{"v":1600,"d":"1,600 "},{"v":850,"d":"850 "},{"v":78,"d":"78 "},{"v":95,"d":"95 "},{"v":77,"d":"77 "},{"v":121,"d":"121 "},{"v":63,"d":"63 "},{"v":416,"d":"416 "}]
["Of which immovable property",{"v":37583,"d":"37,583 "},{"v":35233,"d":"35,233 "},{"v":55,"d":"55 "},{"v":2350,"d":"2,350 "},{"v":1509,"d":"1,509 "},{"v":841,"d":"841 "},{"v":77,"d":"77 "},{"v":93,"d":"93 "},{"v":75,"d":"75 "},{"v":120,"d":"120 "},{"v":63,"d":"63 "},{"v":413,"d":"413 "}]
["Of which value above the cap",{"v":68524,"d":"68,524 "},{"v":62076,"d":"62,076 "},{"v":124,"d":"124 "},{"v":6448,"d":"6,448 "},{"v":3603,"d":"3,603 "},{"v":2845,"d":"2,845 "},{"v":156,"d":"156 "},{"v":295,"d":"295 "},{"v":328,"d":"328 "},{"v":564,"d":"564 "},{"v":252,"d":"252 "},{"v":1250,"d":"1,250 "}]
["Of which immovable property",{"v":65826,"d":"65,826 "},{"v":59567,"d":"59,567 "},{"v":122,"d":"122 "},{"v":6259,"d":"6,259 "},{"v":3498,"d":"3,498 "},{"v":2761,"d":"2,761 "},{"v":151,"d":"151 "},{"v":287,"d":"287 "},{"v":320,"d":"320 "},{"v":560,"d":"560 "},{"v":241,"d":"241 "},{"v":1202,"d":"1,202 "}]
["Financial guarantees received",{"v":447,"d":"447 "},{"v":417,"d":"417 "},{"v":2,"d":"2 "},{"v":30,"d":"30 "},{"v":20,"d":"20 "},{"v":10,"d":"10 "},{"v":1,"d":"1 "},{"v":1,"d":"1 "},{"v":4,"d":"4 "},{"v":1,"d":"1 "},0,{"v":3,"d":"3 "}]
["Accumulated partial write-off",{"v":1729,"d":"1,729 "},{"v":6,"d":"6 "},{"v":6,"d":"6 "},{"v":1723,"d":"1,723 "},{"v":62,"d":"62 "},{"v":1661,"d":"1,661 "},{"v":3,"d":"3 "},{"v":9,"d":"9 "},{"v":13,"d":"13 "},{"v":117,"d":"117 "},{"v":113,"d":"113 "},{"v":1407,"d":"1,407 "}]
[]
[{"$nulls":11},"2019-12-31"]
[null,"Loans and advances"]
[null,null,"Performing",null,"Non-performing"]
[{"$nulls":3},"Of which past due > 30 days ≤ 90 days ",null,"Unlikely to pay that are not past due or are past due ≤ 90 days ","Past due > 90 days"]
[{"$nulls":7},"Of which past due > 90 days ≤ 180 days ","Of which: past due > 180 days ≤ 1 year ","Of which: past due > 1 years ≤ 2 years ","Of which: past due > 2 years ≤ 5 years ","Of which: past due > 5 years ≤ 7 years ","Of which: past due > 7 years "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Gross carrying amount",{"v":75026,"d":"75,026 "},{"v":71664,"d":"71,664 "},{"v":126,"d":"126 "},{"v":3362,"d":"3,362 "},{"v":1724,"d":"1,724 "},{"v":1638,"d":"1,638 "},{"v":202,"d":"202 "},{"v":221,"d":"221 "},{"v":211,"d":"211 "},{"v":351,"d":"351 "},{"v":233,"d":"233 "},{"v":420,"d":"420 "}]
["Of which secured",{"v":42901,"d":"42,901 "},{"v":40058,"d":"40,058 "},{"v":88,"d":"88 "},{"v":2843,"d":"2,843 "},{"v":1481,"d":"1,481 "},{"v":1362,"d":"1,362 "},{"v":164,"d":"164 "},{"v":163,"d":"163 "},{"v":155,"d":"155 "},{"v":297,"d":"297 "},{"v":214,"d":"214 "},{"v":370,"d":"370 "}]
["Of which secured with immovable property",{"v":30842,"d":"30,842 "},{"v":28592,"d":"28,592 "},{"v":71,"d":"71 "},{"v":2250,"d":"2,250 "},{"v":1102,"d":"1,102 "},{"v":1148,"d":"1,148 "},{"v":137,"d":"137 "},{"v":138,"d":"138 "},{"v":136,"d":"136 "},{"v":252,"d":"252 "},{"v":194,"d":"194 "},{"v":291,"d":"291 "}]
["Of which instruments with LTV higher than 60% and lower or equal to 80%",{"v":8456,"d":"8,456 "},{"v":7956,"d":"7,956 "},null,{"v":499,"d":"499 "},{"v":279,"d":"279 "},{"v":220,"d":"220 "}]
["Of which instruments with LTV higher than 80% and lower or equal to 100%",{"v":4336,"d":"4,336 "},{"v":3935,"d":"3,935 "},null,{"v":401,"d":"401 "},{"v":184,"d":"184 "},{"v":217,"d":"217 "}]
["Of which instruments with LTV  higher than 100%",{"v":758,"d":"758 "},{"v":301,"d":"301 "},null,{"v":457,"d":"457 "},{"v":93,"d":"93 "},{"v":364,"d":"364 "}]
["Accumulated impairment for secured assets",{"v":-798,"d":"(798)"},{"v":-177,"d":"(177)"},{"v":-5,"d":"(5)"},{"v":-621,"d":"(621)"},{"v":-236,"d":"(236)"},{"v":-385,"d":"(385)"},{"v":-48,"d":"(48)"},{"v":-58,"d":"(58)"},{"v":-61,"d":"(61)"},{"v":-91,"d":"(91)"},{"v":-55,"d":"(55)"},{"v":-72,"d":"(72)"}]
[]
["Collateral"]
["Of which value capped at the value of exposure",{"v":41063,"d":"41,063 "},{"v":38919,"d":"38,919 "},{"v":76,"d":"76 "},{"v":2144,"d":"2,144 "},{"v":1186,"d":"1,186 "},{"v":958,"d":"958 "},{"v":113,"d":"113 "},{"v":99,"d":"99 "},{"v":93,"d":"93 "},{"v":202,"d":"202 "},{"v":158,"d":"158 "},{"v":293,"d":"293 "}]
["Of which immovable property",{"v":39368,"d":"39,368 "},{"v":37256,"d":"37,256 "},{"v":76,"d":"76 "},{"v":2112,"d":"2,112 "},{"v":1165,"d":"1,165 "},{"v":947,"d":"947 "},{"v":113,"d":"113 "},{"v":97,"d":"97 "},{"v":92,"d":"92 "},{"v":200,"d":"200 "},{"v":155,"d":"155 "},{"v":290,"d":"290 "}]
["Of which value above the cap",{"v":73556,"d":"73,556 "},{"v":68551,"d":"68,551 "},{"v":112,"d":"112 "},{"v":5005,"d":"5,005 "},{"v":2384,"d":"2,384 "},{"v":2621,"d":"2,621 "},{"v":241,"d":"241 "},{"v":292,"d":"292 "},{"v":318,"d":"318 "},{"v":677,"d":"677 "},{"v":406,"d":"406 "},{"v":687,"d":"687 "}]
["Of which immovable property",{"v":67494,"d":"67,494 "},{"v":62692,"d":"62,692 "},{"v":107,"d":"107 "},{"v":4802,"d":"4,802 "},{"v":2275,"d":"2,275 "},{"v":2527,"d":"2,527 "},{"v":239,"d":"239 "},{"v":287,"d":"287 "},{"v":310,"d":"310 "},{"v":665,"d":"665 "},{"v":385,"d":"385 "},{"v":641,"d":"641 "}]
["Financial guarantees received",{"v":174,"d":"174 "},{"v":156,"d":"156 "},0,{"v":18,"d":"18 "},{"v":13,"d":"13 "},{"v":5,"d":"5 "},0,{"v":1,"d":"1 "},0,{"v":1,"d":"1 "},{"v":1,"d":"1 "},{"v":2,"d":"2 "}]
["Accumulated partial write-off",{"v":1919,"d":"1,919 "},0,0,{"v":1919,"d":"1,919 "},{"v":91,"d":"91 "},{"v":1828,"d":"1,828 "},{"v":13,"d":"13 "},{"v":19,"d":"19 "},{"v":37,"d":"37 "},{"v":246,"d":"246 "},{"v":285,"d":"285 "},{"v":1228,"d":"1,228 "}]

{"sheet":"Table 42","index":66,"n_rows":36,"n_cols":3,"rows_kept":36,"merged":[[0,0,0,2],[1,0,1,2]]}
["Table 42: Changes in the stock of non-performing loans and advances "]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents movements of gross carrying amounts (including accrued interest) of non-performing loans and advances during the period.\nThe increase in non-performing exposures is reflective of the economic background due to COVID-19."]
[]
[null,null,"2020-12-31"]
[null,"Gross carrying amount ","Related net accumulated recoveries "]
["AIB Group","€ m","€ m"]
["Initial stock of non-performing loans and advances",{"v":3362,"d":"3,362 "}]
["Inflows to non-performing portfolios",{"v":2926,"d":"2,926 "}]
["Outflows from non-performing portfolios",{"v":-1910,"d":"(1,910)"}]
["Outflow to performing portfolio",{"v":-654,"d":"(654)"}]
["Outflow due to loan repayment, partial or total",{"v":-787,"d":"(787)"}]
["Outflow due to collateral liquidations",0,0]
["Outflow due to taking possession of collateral",0,0]
["Outflow due to sale of instruments",0,0]
["Outflow due to risk transfers",0,0]
["Outflows due to write-offs",{"v":-149,"d":"(149)"}]
["Outflow due to other situations",{"v":-321,"d":"(321)"}]
["Outflow due to reclassification as held for sale",0]
["Final stock of non-performing loans and advances",{"v":4377,"d":"4,377 "}]
[]
[null,null,"2019-12-31"]
[null,"Gross carrying amount ","Related net accumulated recoveries "]
["AIB Group","€ m","€ m"]
["Initial stock of non-performing loans and advances",{"v":6076,"d":"6,076 "}]
["Inflows to non-performing portfolios",{"v":675,"d":"675 "}]
["Outflows from non-performing portfolios",{"v":-3389,"d":"(3,389)"}]
["Outflow to performing portfolio",{"v":-538,"d":"(538)"}]
["Outflow due to loan repayment, partial or total",{"v":-682,"d":"(682)"}]
["Outflow due to collateral liquidations",{"v":-103,"d":"(103)"},0]
["Outflow due to taking possession of collateral",0,0]
["Outflow due to sale of instruments",{"v":-1768,"d":"(1,768)"},{"v":-1052,"d":"(1,052)"}]
["Outflow due to risk transfers",0,0]
["Outflows due to write-offs",{"v":-283,"d":"(283)"}]
["Outflow due to other situations",0]
["Outflow due to reclassification as held for sale",{"v":-15,"d":"(15)"}]
["Final stock of non-performing loans and advances",{"v":3362,"d":"3,362 "}]

{"sheet":"Table 43","index":67,"n_rows":28,"n_cols":4,"rows_kept":28,"merged":[[0,0,0,3],[1,0,1,3],[4,2,4,3],[10,0,10,1],[11,0,11,1],[12,0,12,1],[13,0,13,1],[14,0,14,1],[17,2,17,3],[23,0,23,1],[24,0,24,1],[25,0,25,1],[26,0,26,1],[27,0,27,1]]}
["Table 43: Collateral obtained by taking possession and execution processes "]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents information on the instruments that were cancelled in exchange for the collateral obtained by taking possession and on the value of the collateral obtained by taking possession. \nThere are no significant changes since 31 December 2019."]
[]
[{"$nulls":3},"2020-12-31"]
[null,null,"Collateral obtained by taking possession "]
[null,null,"Value at initial recognition ","Accumulated negative changes"]
["AIB Group",null,"€ m","€ m"]
["Property, plant and equipment (PP&E)",null,0,0]
["Other than PP&E",null,13,0]
["Residential immovable property",null,13,0]
["Commercial Immovable property",null,0,0]
["Movable property (auto, shipping, etc.)",null,0,0]
["Equity and debt instruments",null,0,0]
["Other",null,0,0]
["Total",null,13,0]
[]
[{"$nulls":3},"2019-12-31"]
[null,null,"Collateral obtained by taking possession "]
[null,null,"Value at initial  recognition ","Accumulated negative changes"]
["AIB Group",null,"€ m","€ m"]
["Property, plant and equipment (PP&E)",null,0,0]
["Other than PP&E",null,16,0]
["Residential immovable property",null,16,0]
["Commercial Immovable property",null,0,0]
["Movable property (auto, shipping, etc.)",null,0,0]
["Equity and debt instruments",null,0,0]
["Other",null,0,0]
["Total",null,16,0]

{"sheet":"Table 44","index":68,"n_rows":30,"n_cols":23,"rows_kept":30,"merged":[[0,0,0,22],[1,0,1,22],[3,19,3,22],[4,1,4,3],[4,4,4,7],[4,10,4,11],[4,12,4,14],[4,16,4,17],[4,19,4,20],[4,21,4,22],[5,1,5,2],[5,4,5,5],[5,6,5,7],[5,8,5,11],[5,12,5,15],[5,16,5,18],[5,19,5,22],[6,1,6,2],[6,4,6,5],[6,6,6,7],[6,8,6,10],[6,12,6,13],[6,14,6,15],[6,16,6,17],[6,19,6,21],[7,1,7,2],[7,8,7,10],[7,19,7,21],[8,1,8,2],[8,4,8,5],[8,6,8,7],[8,8,8,10],[8,12,8,13],[8,14,8,15],[8,16,8,17],[8,19,8,21],[9,1,9,2],[9,4,9,5],[9,6,9,7],[9,8,9,10],[9,12,9,13],[9,14,9,15],[9,16,9,17],[9,19,9,21],[10,1,10,2],[10,4,10,5],[10,6,10,7],[10,8,10,10],[10,12,10,13],[10,14,10,15],[10,16,10,17],[10,19,10,21],[11,1,11,2],[11,4,11,5],[11,6,11,7],[11,8,11,10],[11,12,11,13],[11,14,11,15],[11,16,11,17],[11,19,11,21],[12,1,12,2],[12,4,12,5],[12,6,12,7],[12,8,12,10],[12,12,12,13],[12,14,12,15],[12,16,12,17],[12,19,12,21],[13,1,13,2],[13,4,13,5],[13,6,13,7],[13,8,13,10],[13,12,13,13],[13,14,13,15],[13,16,13,17],[13,19,13,21],[14,1,14,2],[14,4,14,5],[14,6,14,7],[14,8,14,10],[14,12,14,13],[14,14,14,15],[14,16,14,17],[14,19,14,21],[15,1,15,2],[15,4,15,5],[15,6,15,7],[15,8,15,10],[15,12,15,13],[15,14,15,15],[15,16,15,17],[15,19,15,21],[17,19,17,22],[18,1,18,3],[18,4,18,7],[18,10,18,11],[18,12,18,14],[18,16,18,17],[18,19,18,20],[18,21,18,22],[19,1,19,2],[19,4,19,5],[19,6,19,7],[19,8,19,11],[19,12,19,15],[19,16,19,18],[19,19,19,22],[20,1,20,2],[20,4,20,5],[20,6,20,7],[20,8,20,10],[20,12,20,13],[20,14,20,15],[20,16,20,17],[20,19,20,21],[21,1,21,2],[21,8,21,10],[21,19,21,21],[22,1,22,2],[22,4,22,5],[22,6,22,7],[22,8,22,10],[22,12,22,13],[22,14,22,15],[22,16,22,17],[22,19,22,21],[23,1,23,2],[23,4,23,5],[23,6,23,7],[23,8,23,10],[23,12,23,13],[23,14,23,15],[23,16,23,17],[23,19,23,21],[24,1,24,2],[24,4,24,5],[24,6,24,7],[24,8,24,10],[24,12,24,13],[24,14,24,15],[24,16,24,17],[24,19,24,21],[25,1,25,2],[25,4,25,5],[25,6,25,7],[25,8,25,10],[25,12,25,13],[25,14,25,15],[25,16,25,17],[25,19,25,21],[26,1,26,2],[26,4,26,5],[26,6,26,7],[26,8,26,10],[26,12,26,13],[26,14,26,15],[26,16,26,17],[26,19,26,21],[27,1,27,2],[27,4,27,5],[27,6,27,7],[27,8,27,10],[27,12,27,13],[27,14,27,15],[27,16,27,17],[27,19,27,21],[28,1,28,2],[28,4,28,5],[28,6,28,7],[28,8,28,10],[28,12,28,13],[28,14,28,15],[28,16,28,17],[28,19,28,21],[29,1,29,2],[29,4,29,5],[29,6,29,7],[29,8,29,10],[29,12,29,13],[29,14,29,15],[29,16,29,17],[29,19,29,21]]}
["Table 44: Collateral obtained by taking possession and execution processes – vintage breakdown "]
["The following table is from the EBA guidelines on disclosures of non-performing and forborne exposures (EBA/GL/2018/10) published on December 17, 2018. This is also meant to address \"Key disclosure recommendations\" related to non-performing loans (\"NPLs\") as provided by ECB guidance on NPLs (Appendix 7) issued in March 2017. The table below presents information on the instruments that were cancelled in exchange for the collateral obtained by taking possession and on the value of collateral obtained by taking possession. \nThere are no significant changes since 31/12/2019."]
[]
[{"$nulls":19},"2020-12-31"]
[null,"Debt balance reduction",null,null,"Total collateral obtained by taking possession"]
[{"$nulls":8},"Foreclosed ≤ 2 years",{"$nulls":3},"Foreclosed > 2 years ≤ 5 years",{"$nulls":3},"Foreclosed > 5 years",null,null,"Of which non-current assets held-for-sale"]
[null,"Gross carrying amount ",null,"Accumulated negative changes ","Value at initial recognition ",null,"Accumulated negative changes ",null,"Value at initial recognition ",null,null,"Accumulated negative changes ","Value at initial recognition ",null,"Accumulated negative changes ",null,"Value at initial recognition ",null,"Accumulated negative changes ","Value at initial recognition ",null,null,"Accumulated negative changes "]
["AIB Group","€ m",null,"€ m",null,"€ m",null,"€ m","€ m",null,null,"€ m",null,"€ m",null,"€ m",null,"€ m","€ m","€ m",null,null,"€ m"]
["Collateral obtained by taking possession classified as PP&E",0,null,0,0,null,0]
["Collateral obtained by taking possession other than that classified as PP&E",13,null,0,13,null,0,null,11,null,null,0,1,null,0,null,1,null,0,13,null,null,0]
["Residential immovable property",13,null,0,13,null,0,null,11,null,null,0,1,null,0,null,1,null,0,13,null,null,0]
["Commercial immovable property",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Movable property (auto, shipping, etc.)",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Equity and debt instruments",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Other",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Total",13,null,0,13,null,0,null,11,null,null,0,1,null,0,null,1,null,0,13,null,null,0]
[]
[{"$nulls":19},"2019-12-31"]
[null,"Debt balance reduction",null,null,"Total collateral obtained by taking possession"]
[{"$nulls":8},"Foreclosed ≤ 2 years",{"$nulls":3},"Foreclosed > 2 years ≤ 5 years",{"$nulls":3},"Foreclosed > 5 years",null,null,"Of which non-current\n assets held-for-sale"]
[null,"Gross carrying amount ",null,"Accumulated negative changes ","Value at\n initial recognition ",null,"Accumulated negative changes ",null,"Value at\n initial recognition ",null,null,"Accumulated negative changes ","Value at\n initial recognition ",null,"Accumulated negative changes ",null,"Value at\n initial recognition ",null,"Accumulated negative changes ","Value at\n initial recognition ",null,null,"Accumulated negative changes "]
["AIB Group","€ m",null,"€ m",null,"€ m",null,"€ m","€ m",null,null,"€ m",null,"€ m",null,"€ m",null,"€ m","€ m","€ m",null,null,"€ m"]
["Collateral obtained by taking possession classified as PP&E",0,null,0,0,null,0]
["Collateral obtained by taking possession other than that classified as PP&E",16,null,0,16,null,0,null,14,null,null,0,2,null,0,null,0,null,0,16,null,null,0]
["Residential immovable property",16,null,0,16,null,0,null,14,null,null,0,2,null,0,null,0,null,0,16,null,null,0]
["Commercial immovable property",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Movable property (auto, shipping, etc.)",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Equity and debt instruments",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Other",0,null,0,0,null,0,null,0,null,null,0,0,null,0,null,0,null,0,0,null,null,0]
["Total",16,null,0,16,null,0,null,14,null,null,0,2,null,0,null,0,null,0,16,null,null,0]

{"sheet":"Chapter 8","index":69,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 8. Counterparty credit risks"]

{"sheet":"Counterparty credit risks","index":70,"n_rows":14,"n_cols":2,"rows_kept":14,"merged":[[0,0,0,1],[2,0,2,1],[3,0,3,1],[4,0,4,1],[5,0,5,1],[11,0,11,1],[13,0,13,1]]}
["Counterparty credit risks - overview"]
[]
["Assigning internal capital and credit limits for counterparty credit exposure\nThe Group is predominantly exposed to counterparty credit exposure through its portfolio of derivatives and repurchase agreements ('repos').\n"]
["Derivatives\nThe credit risk on derivative contracts is the risk that the Group’s counterparty in the contract defaults prior to maturity at a time when AIB has a claim on the counterparty under the contract. AIB would then have to replace the contract at the current market rate, which may result in a loss.\n\nThe credit exposure on derivatives is managed in the same way as other types of credit exposure. The Group applies the same credit control and risk management policies as relate to counterparty credit approval, limit setting and monitoring procedures.\n\nCounterparty credit exposure (“CCE”) consists partly of current replacement cost (or mark-to-market) of the contracts and partly of potential future exposure. The potential future exposure component is an estimation which reflects possible changes in market values during the remaining life of the individual contract. The CCE for an individual counterparty will take into account the existence of valid bilateral netting or collateral agreements, where these are in place.\n\nThe Group applies the mark-to-market method for calculating the Pillar 1 capital for derivatives.\n\nPre-settlement CCE limits must be approved in advance of any transactions being entered into by the appropriate credit approval authority. This forms part of the normal credit management and review process. Settlement and maturity limits must conform to general credit policy requirements. Limits on the maximum residual maturity of derivative activities are governed by individual counterparty maturity constraints.\n\nThose sanctioning CCE limits must be satisfied that they sufficiently understand the risks involved in the proposed transactions. It is Group practice, where possible and relevant, that all appropriate documentation, such as facility letters or international swaps and derivatives association (“ISDA”) agreements be put in place before any limits are made available for use. Further details of master netting agreements are set out in note 42 in the Annual Financial Report 2020.\n"]
["The Group uses a volatility-based risk weighting for internal purposes to determine potential future exposure values. For derivatives these weightings or add-on-factors, are based on the methodology prescribed by the Basel Committee on Banking Supervision in BCBS 279  “The Standardised approach for Measuring Counterparty Credit Risk Exposures”. The methodology is adjusted to reflect AIB’s internal risk measurement policy which requires measuring future exposure at a 95% confidence level over the lifetime of the transaction. For repos, reverse repos, collateral swaps and securities lending transactions, CCE is measured as the sum of current replacement cost plus an additional amount to reflect potential future losses that might be incurred due to adverse market movements that can occur in the time taken to replace a position. This additional amount is calculated by using an add-on-factor (AOF) approach. AOFs increase as the ‘riskiness’ of the underlying collateral increases. AOFs are derived by applying conservative overlays to the volatility-adjustments specified in article 224 of CRR IV.  Pre-settlement CCE limits for derivative transactions are established by reference to the specific transaction’s add-on-factors equivalent.\n\nCredit Support Annexes (“CSAs”) are taken into consideration when setting the internal credit risk utilisation for derivative counterparties. CSAs and netting are not recognised as credit risk mitigation for reducing the exposure at default on the derivative and repo transactions in the pillar 1 regulatory capital calculations for all customers; netting and CSAs are currently recognised for just 12 bank counterparties.\n\nThe Group has established the capacity to clear derivatives in line with European Markets Infrastructure Regulation (“EMIR”) requirements for central counterparty clearing. Clearing of certain derivative transactions is now mandatory for AIB under Article 4 of EMIR (clearing obligation). The clearing obligation requires AIB to clear certain derivatives with an authorised central clearing party (termed a ‘CCP’; AIB uses LCH SwapClear, Eurex, LCH (SA) for CDS) which is completed through a ‘Clearing Broker’; AIB’s clearing brokers are HSBC France , BNP and Barclays Bank Ireland. Cleared derivatives eliminate exposure to bilateral counterparties, replacing these counterparties with the CCP. \n"]
["Repurchase agreements\nAIB Group is active in repurchase transactions in capital market instruments. This is achieved through repo/reverse repo products (together called repurchase transactions). Repurchase transactions are undertaken on both a bilateral and tri-party basis.\n\nWhere appropriate netting documentation is in place, both sets of products also become legally equivalent from a credit mitigation perspective. The Group only engages in such transactions once the appropriate documentation has been executed. The transactions are executed by authorised personnel in the treasury function.\n\nAn independent middle office function in the finance department has responsibility for managing the margining of the Group’s bilateral repo/reverse repo  activities. Margining has been predominantly cash-based although the documentation in general allows for securities to be used as collateral. Tri-party margining is managed through Euroclear. The associated credit risk is managed in the same way as other types of credit exposure. Exposures are calculated to take account of historical price volatility reflecting the maturity of both the collateral and repurchase transaction. The exposures are aggregated with all other exposures to the counterparty.\n\nIn addition to the normal credit control and risk management policies relating to counterparty credit approval, limit setting and monitoring procedures, the following credit criteria receive additional focus for repurchase transactions:"]
["-","Acceptable collateral;"]
["-","Acceptable counterparties;"]
["-","Appropriate nominal exposure limits by counterparty;"]
["-","Appropriate risk weighted exposure limits by counterparty; and"]
["-","Haircut amounts (where appropriate)."]
["\nAIB applies the financial collateral comprehensive method for the purposes of calculating pillar 1 capital for counterparty credit exposure for repurchase type transactions."]
[]
["Policies for securing collateral and establishing credit reserves\nIt is Group practice, where possible and relevant, that ISDA master agreements are put in place to cover derivatives business on a counterparty specific basis. It is also Group practice in relation to wholesale market counterparts to supplement ISDA documentation with a CSA to accommodate the reduction of net exposure on an agreed basis, and in line with market practice, by way of transferring a margin amount, typically cash (as opposed to securities).\n\nAIB employs robust procedures and processes to control the residual risk that may arise when taking financial collateral, including strategy, consideration of the underlying credit and collateral management/valuation process. In addition, the Group has established standards to ensure legal certainty exists and the degree of correlation between the credit quality of the obligor and the collateral value must be considered and mitigated.\n\nWrong-way exposures\nAIB’s measurement of counterparty credit risk exposure against limits for foreign exchange, interest rate, inflation and equity derivatives does not include a consideration for wrong way risk. Wrong way risk is unlikely to be a feature of such transactions. AIB’s measurement of counterparty credit exposure against limits for reverse repurchase agreements and for collateral swaps requires that consideration be given to the correlation between collateral value and the counterparty default probability when determining the add on factor. \n\nCollateral required in the event of a credit downgrade\nA downgrade in the Group’s credit rating could have the effect of reducing the minimum transfer amount for margin calls on one of the CSAs. This would result in a potential increase in the amount of collateral the Group would have to provide against the derivatives within the CSAs (to a maximum of €0.5 million). However, due to the very small number of CSAs with downgrade triggers, this is not deemed a significant risk for the Group. In addition, a downgrade in the Group’s credit rating could lead to an increase in the haircuts that would be demanded by counterparties in repurchase transactions. This would lead to an increase in the quantum of securities being pledged by the Group as collateral. \n\nCollateral held\nAt 31 December 2020, AIB held the following amounts for cash margin/collateral in respect of bilaterally cleared derivatives, sale and repurchase agreements and centrally cleared derivatives. All values are in Euro equivalent and rounded to the nearest million; CSA; negative € 193 million; GMRA:  € 19 million; and derivatives clearing:  € 1 million (includes initial margin and variation margin). Negative numbers indicate that AIB had posted collateral, while positive numbers indicate that AIB had received collateral.\n\nCredit derivative hedges\nIndex linked CDS contracts are used by the Group to hedge credit spread risk associated with funding valuation adjustments (“FVA”)\nand credit valuation adjustments (“CVA”) to the fair value of derivative positions. At 31 December 2020, € 270 million in nominal terms of index CDS positions were in place to offset the impact of widening credit spreads on FVA and CVA. In the calculation of regulatory CVA, any CDSs in place were not treated as eligible hedges, and accordingly, did not reduce the counterparty credit risk capital requirement.\n"]

{"sheet":"Table 45","index":71,"n_rows":41,"n_cols":9,"rows_kept":41,"merged":[[0,0,0,8],[1,0,1,8],[3,6,3,8],[8,0,8,1],[20,6,20,8],[25,0,25,1],[40,0,41,8]]}
["Table 45: EU CCR1 – Analysis of CCR exposure by approach"]
["Per Article 439(e) and (f) the table below sets out the methods used to calculate CCR regulatory requirements and the resultant RWAs. Decrease in exposures due to decreased activity in SFTs."]
[]
[{"$nulls":6},"2020-12-31"]
[null,null,"Notional","Replacement cost/current market value ","Potential future credit exposure ","EEPE (1)","Multiplier","EAD post CRM ","Risk weighted assets "]
[]
[]
[]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Mark to market",0,550,118,0,0,668,542]
["4  IMM (for derivatives and SFTs)","4  IMM (for derivatives and SFTs)"]
["Of which:","Of which:"]
["5  Securities financing transactions","5  Securities financing transactions"]
["6  Derivatives and long settlement transactions","6  Derivatives and long settlement transactions"]
["7  From contractual cross-product netting","7  From contractual cross-product netting"]
["8  Financial collateral simple method (for SFTs)","8  Financial collateral simple method (for SFTs)"]
[9,"Financial collateral comprehensive method (for SFTs)",0,0,0,0,0,873,185]
[10,"VaR for SFTs",0,0,0,0,0,0,0]
[11," Total",0,550,118,0,0,{"v":1541,"d":"1,541"},727]
[]
[{"$nulls":6},"2019-12-31"]
[null,null,"Notional","Replacement cost/current market value ","Potential future credit exposure ","EEPE (1)","Multiplier","EAD post CRM ","Risk\n weighted assets "]
[]
[]
[]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Mark to market",0,566,120,0,0,686,527]
["2  Original exposure ","2  Original exposure"]
["3  Standardised approach","3  Standardised approach"]
["4  IMM (for derivatives and SFTs)","4  IMM (for derivatives and SFTs)"]
["Of which:","Of which:"]
["5  Securities financing transactions","5  Securities financing transactions"]
["6  Derivatives and long settlement transactions","6  Derivatives and long settlement transactions"]
["7  From contractual cross-product netting","7  From contractual cross-product netting"]
["8  Financial collateral simple method (for SFTs)","8  Financial collateral simple method (for SFTs)"]
[9,"Financial collateral comprehensive method (for SFTs)",0,0,0,0,0,{"v":1481,"d":"1,481"},325]
[10,"VaR for SFTs",0,0,0,0,0,0,0]
[11," Total",0,566,120,0,0,{"v":2167,"d":"2,167"},852]
[]
[]
["(1) Effective expected positive exposure (“EEPE”): the weighted average of effective expected exposure over the first year of a netting set or, if all the contracts within the netting set mature within less than 1 year, over the time period of the longest maturity contract in the netting set, where the weights are the proportion of the entire time period that an individual expected exposure represents."]

{"sheet":"Table 46","index":72,"n_rows":70,"n_cols":9,"rows_kept":70,"merged":[[0,0,0,8],[1,0,1,8],[3,6,3,8],[14,0,14,1],[24,0,24,1],[34,0,34,1],[35,0,35,1],[37,6,37,8],[48,0,48,1],[58,0,58,1],[68,0,68,1],[69,0,69,1]]}
["Table 46: EU CCR4 – CCR exposures by portfolio and PD scale – IRB Approach"]
["Per Article 452(e) the table below presents a detailed view of counterparty credit risk positions subject to the IRB approach by exposure class and PD scale. The average CCR PD has increased in corporates due to change in mix of exposures across the PD scale. Institutions exposures decreased in 2020 due to a decrease in activities in SFTs."]
[]
[{"$nulls":6},"2020-12-31"]
[null,"PD scale","EAD post CRM ","Average PD ","Number of obligors ","Average LGD ","Average maturity ","RWAs","RWA density"]
["AIB Group","%","€ m","%",null,"%","Years","€ m","%"]
["Corporate other","0.00 to <0.15",20,0.07,16,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},11,57]
[null,"0.15 to <0.25",2,0.18,5,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},1,58]
[null,"0.25 to <0.50",8,0.32,24,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},7,79]
[null,"0.50 to <0.75",2,0.58,8,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},2,104]
[null,"0.75 to <2.50",9,1.55,12,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},13,147]
[null,"2.50 to <10.00",0,3.35,2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},0,184]
[null,"10.00 to <100.00",0,{"v":19.35,"d":"19"},2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},0,329]
[null,"100.00 (Default)",0,0,0,0,0,0,0]
["Subtotal",null,41,0.48,69,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},34,83]
[]
["Corporate specialised lending","0.00 to <0.15",5,{"v":0.1,"d":"0.10"},2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},2,35]
[null,"0.15 to <0.25",18,{"v":0.2,"d":"0.20"},3,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},9,52]
[null,"0.25 to <0.50",37,0.33,10,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},25,68]
[null,"0.50 to <0.75",15,0.57,5,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},13,87]
[null,"0.75 to <2.50",13,0.86,4,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},13,103]
[null,"2.50 to <10.00",2,3,1,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},4,152]
[null,"10.00 to <100.00",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0]
["Subtotal",null,90,0.47,25,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},66,73]
[]
["Institutions","0.00 to <0.15",{"v":1031,"d":"1,031"},{"v":0.1,"d":"0.10"},36,{"v":45,"d":"45.00"},1.12,251,29]
[null,"0.15 to <0.25",8,0.25,4,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},5,65]
[null,"0.25 to <0.50",0,0,0,0,0,0,0]
[null,"0.50 to <0.75",0,0,0,0,0,0,0]
[null,"0.75 to <2.50",0,0,0,0,0,0,0]
[null,"2.50 to <10.00",0,0,0,0,0,0,0]
[null,"10.00 to <100.00",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0]
["Subtotal",null,{"v":1039,"d":"1,039"},{"v":0.1,"d":"0.10"},40,{"v":45,"d":"45.00"},1.13,256,29]
["Total (all portfolios)",null,{"v":1170,"d":"1,170"},0.14,134,{"v":45,"d":"45.00"},1.28,356,35]
[]
[{"$nulls":6},"2019-12-31"]
[null,"PD scale ","EAD post CRM ","Average PD ","Number of obligors ","Average LGD ","Average maturity ","RWAs","RWA density"]
["AIB Group","%","€ m","%",null,"%","Years","€ m","%"]
["Corporate other","0.00 to <0.15",29,0.07,27,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},14,48]
[null,"0.15 to <0.25",4,0.18,10,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},2,53]
[null,"0.25 to <0.50",4,0.32,12,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},3,72]
[null,"0.50 to <0.75",8,0.58,10,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},8,95]
[null,"0.75 to <2.50",3,1.44,10,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},3,131]
[null,"2.50 to <10.00",0,5.29,2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},1,194]
[null,"10.00 to <100.00",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0]
["Subtotal",null,48,0.28,71,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},31,63]
[]
["Corporate specialised lending","0.00 to <0.15",3,{"v":0.1,"d":"0.10"},1,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},1,35]
[null,"0.15 to <0.25",16,{"v":0.2,"d":"0.20"},2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},8,52]
[null,"0.25 to <0.50",24,0.31,8,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},16,66]
[null,"0.50 to <0.75",9,0.61,3,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},8,90]
[null,"0.75 to <2.50",6,0.95,2,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},6,108]
[null,"2.50 to <10.00",0,0,0,0,0,0,0]
[null,"10.00 to <100.00",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0]
["Subtotal",null,58,0.38,16,{"v":45,"d":"45.00"},{"v":2.5,"d":"2.50"},39,68]
[]
["Institutions","0.00 to <0.15",{"v":1647,"d":"1,647"},{"v":0.1,"d":"0.10"},34,{"v":45,"d":"45.00"},0.74,392,24]
[null,"0.15 to <0.25",48,0.25,6,{"v":45,"d":"45.00"},{"v":1.2,"d":"1.20"},24,49]
[null,"0.25 to <0.50",0,0,0,0,0,0,0]
[null,"0.50 to <0.75",0,0,0,0,0,0,0]
[null,"0.75 to <2.50",0,0,0,0,0,0,0]
[null,"2.50 to <10.00",0,0,0,0,0,0,0]
[null,"10.00 to <100.00",0,0,0,0,0,0,0]
[null,"100.00 (Default)",0,0,0,0,0,0,0]
["Subtotal",null,{"v":1695,"d":"1,695"},{"v":0.1,"d":"0.10"},40,{"v":45,"d":"45.00"},0.76,416,25]
["Total (all portfolios)",null,{"v":1801,"d":"1,801"},0.12,127,{"v":45,"d":"45.00"},0.86,486,27]

{"sheet":"Table 47","index":73,"n_rows":35,"n_cols":16,"rows_kept":35,"merged":[[0,0,0,15],[1,0,1,15],[3,13,3,15],[4,2,4,15],[6,0,6,1],[19,13,19,15],[20,2,20,15],[22,0,22,1]]}
["Table 47: EU CCR3 – CCR exposures by regulatory portfolio and risk weight – standardised approach"]
["Per Article 444(e) the table below presents a breakdown of CCR by exposure class and risk weight. Increase in exposures due to all new interbank derivatives being cleared through Qualifying Central Counterparties."]
[]
[{"$nulls":13},"2020-12-31"]
[null,null,"Risk weight"]
[null,null,"0",{"v":0.02,"d":"2%"},{"v":0.04,"d":"4%"},{"v":0.1,"d":"10%"},{"v":0.2,"d":"20%"},{"v":0.35,"d":"35%"},{"v":0.5,"d":"50%"},{"v":0.7,"d":"70%"},{"v":0.75,"d":"75%"},{"v":1,"d":"100%"},{"v":1.5,"d":"150%"},"Others","Total","Of which unrated "]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,0,0,0,0,0,0,0,0,1,0,0,1,0]
[2,"Regional governments or local authorities",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[3,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[5,"International organisations",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[6,"Institutions",0,{"v":1065,"d":"1,065"},0,0,0,0,0,0,0,0,0,0,{"v":1065,"d":"1,065"},{"v":1065,"d":"1,065"}]
[4,"Equity",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[7,"Corporates",0,0,0,0,0,0,0,0,0,370,0,0,370,370]
[null,"8  Retail",0,712,0,0,0,0,0,0,366,{"v":1078,"d":"1,078"},{"v":1078,"d":"1,078"},null,0,{"v":1078,"d":"1,078"}]
[null,"9 Institutions and corporates with a short-term credit assessment",{"$nulls":12},0]
[null,"10  Other items",{"$nulls":12},0]
[11,"Total",0,{"v":1065,"d":"1,065"},0,0,0,0,0,0,0,371,0,0,{"v":1436,"d":"1,436"},{"v":1435,"d":"1,435"}]
[]
[{"$nulls":13},"2019-12-31"]
[null,null,"Risk weight"]
[null,null,"0",{"v":0.02,"d":"2%"},{"v":0.04,"d":"4%"},{"v":0.1,"d":"10%"},{"v":0.2,"d":"20%"},{"v":0.35,"d":"35%"},{"v":0.5,"d":"50%"},{"v":0.7,"d":"70%"},{"v":0.75,"d":"75%"},{"v":1,"d":"100%"},{"v":1.5,"d":"150%"},"Others","Total","Of which unrated"]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[2,"Regional governments or local authorities",{"$nulls":12},0]
[3,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[4,"EQUITY",{"$nulls":9},0,null,null,0]
[5,"Multilateral development banks",{"$nulls":12},0]
[6,"International organisations",{"$nulls":12},0]
[7,"Institutions",0,712,0,0,0,0,0,0,0,0,0,0,712,712]
[8,"Corporates",0,0,0,0,0,0,0,0,0,366,0,0,366,366]
[9,"Retail",{"$nulls":12},0]
[10,"Institutions and corporates with a short-term credit assessment",{"$nulls":12},0]
[11,"Other items",{"$nulls":12},0]
[12,"Total",0,712,0,0,0,0,0,0,0,366,0,0,{"v":1078,"d":"1,078"},{"v":1078,"d":"1,078"}]

{"sheet":"Table 48","index":74,"n_rows":12,"n_cols":7,"rows_kept":12,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6]]}
["Table 48: EU CCR2 – CVA capital charge"]
["Per Article 439(e) and (f) the table below presents the CVA charge broken down by approach. Decrease during 2020 due to decreased activity on exposures subject to CVA."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"Exposure value ","Risk weighted assets ",null,"Exposure value ","Risk weighted assets "]
[null,"AIB Group","€ m","€ m",null,"€ m","€ m"]
[null,"1  Total portfolios subject to the advanced method"]
[null,"2   (i) VaR component (including the 3 x multiplier)"]
[null,"3   (ii) SVaR component (including the 3 x multiplier)"]
[4,"All portfolios subject to the standardised method",180,114,null,223,137]
[null,"EU4  Based on the original exposure method",223,137]
[5,"Total subject to the CVA capital charge",180,114,null,223,137]

{"sheet":"Table 49","index":75,"n_rows":18,"n_cols":7,"rows_kept":18,"merged":[[0,0,0,6],[1,0,1,6],[3,5,3,6],[5,0,5,1],[11,5,11,6],[13,0,13,1]]}
["Table 49: EU CCR5–A – Impact on exposure values of netting and collateral held"]
["As per Article 439(e) the table below provides an overview of the impact on exposures of netting and collateral held for derivatives and securities financing transactions (\"SFTs\")."]
[]
[{"$nulls":5},"2020-12-31"]
[null,null,"Gross positive fair value or net carrying amount ","Netting benefits ","Netted current credit exposure ","Collateral held ","Net credit\n exposure "]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m"]
[1,"Derivatives",{"v":1627,"d":"1,627"},423,{"v":1204,"d":"1,204"},61,{"v":1143,"d":"1,143"}]
[2,"SFTs",{"v":6809,"d":"6,809"},0,{"v":6809,"d":"6,809"},{"v":5936,"d":"5,936"},873]
[3,"Cross-product netting",{"v":8436,"d":"8,436"},423,{"v":8013,"d":"8,013"},{"v":5997,"d":"5,997"},{"v":2016,"d":"2,016"}]
[4,"Total ",{"v":8436,"d":"8,436"},423,{"v":8013,"d":"8,013"},{"v":5997,"d":"5,997"},{"v":2016,"d":"2,016"}]
[]
[{"$nulls":5},"2019-12-31"]
[null,null,"Gross positive fair value or net carrying amount ","Netting benefits ","Netted current\n credit exposure ","Collateral held ","Net credit \nexposure "]
["AIB Group",null,"€ m","€ m","€ m","€ m","€ m"]
[1,"Derivatives",{"v":1613,"d":"1,613"},550,{"v":1063,"d":"1,063"},123,940]
[2,"SFTs",{"v":10643,"d":"10,643"},0,{"v":10643,"d":"10,643"},{"v":9162,"d":"9,162"},{"v":1481,"d":"1,481"}]
[3,"Cross-product netting",0]
[4,"Total ",{"v":12256,"d":"12,256"},550,{"v":11706,"d":"11,706"},{"v":9285,"d":"9,285"},{"v":2421,"d":"2,421"}]

{"sheet":"Table 50","index":76,"n_rows":26,"n_cols":9,"rows_kept":26,"merged":[[0,0,0,8],[1,0,1,8],[3,7,3,8],[4,1,4,5],[4,7,4,8],[5,1,5,2],[5,4,5,5],[5,7,6,7],[5,8,6,8],[13,7,13,8],[14,1,14,5],[14,7,14,8],[15,1,15,2],[15,4,15,5],[15,7,16,7],[15,8,16,8],[24,0,24,8],[25,0,25,8]]}
["Table 50: EU CCR5–B – Composition of collateral for exposures to CCR"]
["As per Article 439(e) the table below provides a breakdown of all types of collateral posted or received to support or reduce CCR exposures related to derivative transactions and to SFTs, including transactions cleared through CCP."]
[]
[{"$nulls":7},"2020-12-31"]
[null,"Collateral used in derivative transactions",{"$nulls":5},"Collateral used in SFTs"]
[null,"Fair value of collateral received",null,null,"Fair value of posted collateral",null,null,"Fair value of collateral received ","Fair value of posted collateral "]
[null,"Segregated (1) ","Unsegregated (2) ",null,"Segregated (1) ","Unsegregated (2) "]
["AIB Group","€ m","€ m",null,"€ m","€ m",null,"€ m","€ m"]
["Cash",{"v":120.16125023,"d":"120"},138,null,{"v":119.63508186,"d":"120"},331,null,{"v":26.98736233,"d":"27"},8]
["Sovereign debt",0,0,null,0,0,null,{"v":1831.04078501,"d":"1,831"},{"v":2665,"d":"2,665"}]
["Other",0,0,null,0,0,null,{"v":1814,"d":"1,814"},{"v":2313,"d":"2,313"}]
["Total",{"v":120.16125023,"d":"120"},138,null,{"v":119.63508186,"d":"120"},331,null,{"v":3672.02814734,"d":"3,672"},{"v":4986,"d":"4,986"}]
[]
[{"$nulls":7},"2019-12-31"]
[null,"Collateral used in derivative transactions",{"$nulls":5},"Collateral used in SFTs"]
[null,"Fair value of collateral received",null,null,"Fair value of posted collateral",null,null,"Fair value of collateral received ","Fair value of posted collateral "]
[null,"Segregated (1)","Unsegregated (2)",null,"Segregated (1)","Unsegregated (2)"]
["AIB Group","€ m","€ m",null,"€ m","€ m",null,"€ m","€ m"]
["Cash",{"v":166.96267447,"d":"167"},{"v":180.29262151,"d":"180"},null,{"v":94.92844157,"d":"95"},{"v":548.41679594,"d":"548"},null,{"v":26.98736233,"d":"27"},{"v":5.85731755,"d":"6"}]
["Sovereign debt",0,0,null,0,0,null,{"v":87.44011318,"d":"87"},17]
["Other",0,0,null,0,0,null,{"v":5022.87454175,"d":"5,023"},{"v":6324,"d":"6,324"}]
["Total",{"v":166.96267447,"d":"167"},{"v":180.29262151,"d":"180"},null,{"v":94.92844157,"d":"95"},{"v":548.41679594,"d":"548"},null,{"v":5137.30201726,"d":"5,137"},{"v":6346.85731755,"d":"6,347"}]
[]
[]
["Movement in collateral received / paid in derivative transactions is primarily driven by non clearing house collateral."]
["Collateral used in SFTs decreased compared to 2019, this is primarily due to collateral swap agreements."]

{"sheet":"Table 51","index":77,"n_rows":19,"n_cols":8,"rows_kept":19,"merged":[[0,0,0,7],[1,0,1,7],[3,1,3,3],[3,5,3,7],[4,1,4,2],[4,3,5,3],[4,5,4,6],[4,7,5,7],[18,0,18,7]]}
["Table 51: EU CCR6 – Credit derivatives exposures"]
["As per Article 439(g) and (h) the table below sets out the AIB’s exposure to credit derivative transactions analysed between derivatives bought or sold."]
[]
[null,"2020-12-31",{"$nulls":3},"31 December 2019"]
[null,"Credit derivative hedges",null,"Other credit derivatives ",null,"Credit derivative hedges",null,"Other credit derivatives "]
[null,"Protection bought ","Protection sold ",null,null,"Protection bought ","Protection sold "]
["AIB Group","€ m","€ m","€ m",null,"€ m","€ m","€ m"]
["Notionals"]
["Single-name credit default swaps",0,0,0,null,0,0,0]
["Index credit default swaps",0,0,350,null,0,0,240]
["Credit options",0,0,0,null,0,0,0]
["Other credit derivatives",0,0,0,null,0,0,0]
["Total notionals",0,0,350,null,0,0,240]
["Fair values",0,0,0,null,0,0,0]
["Positive fair value (asset)",0,0,1,null,0,0,0]
["Negative fair value (liability)",0,0,9,null,0,0,12]
[]
[]
["Credit default swaps increased by €110 million as part of AIB's management of its credit exposure."]

{"sheet":"Table 52","index":78,"n_rows":26,"n_cols":7,"rows_kept":26,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6]]}
["Table 52: EU CCR8 – Exposures to CCPS"]
["Per Article 439(e) and (f) the table below sets out the Group’s exposure to Qualifying Central Counterparty (QCCP). Increase in exposures due to all new interbank derivatives being cleared through QCCPs."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"EAD post CRM "," Risk weighted assets ",null,"EAD post CRM","Risk weighted assets"]
[null," ","€ m "," € m ",null,"€ m","€ m"]
[1,"Exposures to QCCPs (total)",{"v":1065,"d":"1,065"},21,null,712,14]
[2,"Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which",945,19,null,622,12]
[3,"   (i) OTC derivatives",945,19,null,622,12]
[4,"   (ii) Exchange-traded derivatives",0,0,null,0,0]
[5,"   (iii) SFTs",0,0,null,0,0]
[6,"   (iv) Netting sets where cross-product netting has been approved",0,0,null,0,0]
[7,"Segregated initial margin",0,0,null,0,0]
[8,"Non-segregated initial margin",120,2,null,90,2]
[9,"Prefunded default fund contributions",0,0,null,0,0]
[10,"Unfunded default fund contributions",0,0,null,0,0]
[11,"Exposures to non-QCCPs (total)",0,0,null,0,0]
[12,"Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which",0,0,null,0,0]
[13,"   (i) OTC derivatives",0,0,null,0,0]
[14,"   (ii) Exchange-traded derivatives",0,0,null,0,0]
[15,"   (iii) SFTs",0,0,null,0,0]
[16,"   (iv) Netting sets where cross-product netting has been approved",0,0,null,0,0]
[17,"Segregated initial margin",0,0,null,0,0]
[18,"Non-segregated initial margin",0,0,null,0,0]
[19,"Prefunded default fund contributions",0,0,null,0,0]
[20,"Unfunded default fund contributions",0,0,null,0,0]

{"sheet":"Chapter 9","index":79,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 9. Securitisations"]

{"sheet":"Table 53","index":80,"n_rows":13,"n_cols":4,"rows_kept":13,"merged":[[0,0,0,3],[1,0,1,3]]}
["Table 53: EU-SECA - Qualitative disclosure requirements related to securitisation exposures "]
["As per Article 449. The disclosure tables below on securitisation positions have been prepared in alignment with Article 449 of Regulation (EU) No 575/2013 and the relevant instructions set out in Annex XXVIII (Instructions for disclosure on exposures to securitisation positions):"]
[]
["Row number","Explanation ",null,"Qualitative Information "]
["(a)","Description of securitisation and re-securitisation activities; including their risk management and investment objectives in connection with those activities, their role in securitisation and re-securitisation transactions whether they use the Simple Transparent and Standardised (STS) securitisation framework and the extent to which they use securitisation transactions to transfer the credit risk of the securitised exposures to third parties with, where applicable, a separate description of their synthetic securitisation risk transfer policy, in accordance with point (a) of Article 449 CRR.",null,"All securitisation positions are recorded in the Group’s banking book.\nThe Group’s objectives in relation to banking book securitisations are to manage market and liquidity risk concentrations in its balance sheet and to manage its funding requirements and capital position. It undertakes the following roles to meet these objectives: \nAs an investor, the Group invests directly in transactions that offered an appropriate risk-adjusted return opportunity. A securitisation is considered to be traditional where the transfer of risk is achieved through the actual transfer of exposures.  The Group is an investor in the following:\n* The Group has been an investor in senior tranches of traditional securitisations issued by US Government related financial institutions and by prime residential mortgage backed issuers in Europe, which are held as part of its investment portfolio. This investment portfolio is measured at fair value through Other Comprehensive Income “OCI”  under the ‘Investment securities’ classification in the financial statements. \n* The Group has a portfolio of securitisations comprising predominantly of investment grade rated residential mortgage backed securities (“RMBS”), Collateralised Loan Obligations (“CLO’s”) and Commercial Mortgage Backed Securities (“CMBS”) transactions which are held for investment purposes. These are measured at amortised cost under the ‘Investment securities’ classification in the financial statements. The revised securitisation framework permits differentiated capital treatment for positions which qualify as STS (CRR2 Article 242 (10)). As at 31 December 2020 the Group had a small number of STS positions in this portfolio in its role as an Investor.\n\nAs an originator, the Group uses securitisations to support its funding activities. The Group sold loans and advances to customers, mainly mortgages, to securitisation special purpose entities (“SSPEs”), which, in turn, issued notes or deposits to external investors. The notes or deposits issued by the SSPEs are on terms which resulted in the Group retaining the majority of ownership risks and rewards and therefore, the loans continue to be recognised on the Group’s statement of financial position with all the notes being eliminated on consolidation. See point d for full list of SSPE's.\n\nIn addition, in December 2013, the Group agreed with the Trustee of the AIB UK Defined Benefit Pension Scheme (“the UK scheme”) a restructure of the funding of the deficit in the UK scheme. The Group established a pension funding partnership, AIB PFP Scottish Limited Partnership (“SLP”) under which a portfolio of loans were transferred to the SLP from another Group entity, AIB UK Loan Management Limited (“UKLM”) for the purpose of ring-fencing the repayments on these loans to fund future deficit payments of the UK scheme.\n\nThe Group is not currently a sponsor of securitisation positions.\n\nThe Group did not utilise re-securitisation exposures during 2020.\n"]
["(b)","The type of risk they are exposed to in their securitisation and re-securitisation activities by level of seniority of the relevant securitisation positions, providing a distinction between STS and non-STS positions and:\ni) risk retained in own-originated transactions;\nii) risk incurred in relation to transactions originated by third parties,\nin accordance with point (b) of Article 449 CRR. ",null,"Where the Group acts as originator its securitisation programmes primarily include residential mortgage portfolios. In each case credit risk is the primary risk driver attached to the underlying asset pool. Assets securitised are originated from the Group’s ROI and UK operations. \n\nThe performance of the securitised assets is largely dependent on prevailing economic conditions, and in the case of residential mortgage asset, the health of the ROI and UK housing market. The likelihood of defaults in the underlying asset pool and the amounts that may be recovered in the event of default are related to a number of factors and may vary according to characteristics, product type, security, and collateral.\n\nLiquidity risk arises where insufficient funds are received by the SSPE to service payments to the noteholders as they fall due. The receipt of funds is in part dependent on the level of repayment on the underlying asset pool.\nSignificant changes in the national or international economic climate, tax laws, inflation, political developments and government policies could also affect the cashflows from the underlying asset pool. In addition, the underlying asset pool are exposed to non-trading interest rate risk and foreign exchange risk.\n\nWhere the Group acts as an investor the Group is primarily exposed to credit risk associated with the underlying asset portfolios. These risks are mitigated by the levels of credit enhancement for AIB’s investments and the fact that Group does not invest in securitisation notes rated below investment grade.\n\nSuch risks are identified, managed and monitored in line with the Group’s risk management framework as described in the individual risk types on pages 87 to 170 of the Annual Financial Report 2020.  \n"]
["(c)","Institutions’ approaches to calculating the risk-weighted exposure amounts that they apply to their securitisation activities, including the types of securitisation positions to which each approach applies  with a distinction between STS and non-STS positions, in accordance with point (c) of Article 449 CRR.",null,"All securitisation positions moved onto the new securitisation framework introduced through amendments to the CRR on 1 January 2020. The Group applies the hierarchy as set out in the CRR2 and applies one of the following methodologies, SEC-SA or SEC-ERBA as required. \n\nSEC-SA is the standardised approach, which uses the standardised credit risk treatment of the underlying exposures as the main input into the formula. SEC-ERBA is the external ratings based approach using the listed credit rating agencies, plus additional data requirements. Lower risk weights apply to positons which qualify as STS securitisations. \n\nThe Group’s traditional STS securitisation positions are risk weighted using the SEC-SA approach in accordance with Article 261 of Regulation (EU) No 575/2013 as amended by Regulation (EU) No 2017/ 2401 at 31 December 2020. The Group’s traditional non-STS securitisation positions are risk weighted using the SEC-SA and SEC-ERBA approaches in accordance with Articles 261 and 263 of Regulation (EU) No 575/2013 as amended by Regulation (EU) No 2017/ 2401 at 31 December 2020.\n"]
["(d)","A list of SSPEs falling into any of the following categories, with a description of their types of exposures to those SSPEs, including derivatives contracts:\n(i) SSPEs which acquire exposures originated by the institutions;\n(ii) SSPEs sponsored by the institutions; \n(iii) SSPEs and other legal entities for which the institutions provide securitisation-related services, such as advisory, asset servicing or management services; \n(iv) SSPEs included in the institutions' regulatory scope of consolidation,\n in accordance with point (d) of Article 449 CRR. \n",null,"SSPEs which acquire exposures originated by the institutions\n\nIn its role as an originator the Group has the following SSPE’s: \nBurlington Mortgages No. 1 DAC\nThe Group securitised its residential mortgage portfolio held in two of its subsidiaries, EBS d.a.c. and Haven Mortgages Limited and transferred to a securitisation vehicle, Burlington Mortgages No. 1 DAC “Burlington”. \nIn order to fund the acquired mortgages, Burlington issued twelve classes of notes to EBS d.a.c. and Haven in the same proportion as the mortgages securitised. \n\nArising from the acquisition of EBS on 1 July 2011, the Group has control of the following SSPEs which had previously been set up by EBS:\nEmerald Mortgages No. 5 d.a.c.\nMespil 1 RMBS d.a.c. \n\nFollowing the repurchase by EBS d.a.c. of the mortgage portfolio and the redemption of outstanding bonds during 2020 for both SSPEs, a liquidator was appointed to the company on 11 December 2019 and this process is expected to conclude in early 2021. \n\nAIB Group (UK) p.l.c. Pension Scheme interest in the AIB PFP Scottish Limited Partnership\nIn December 2013, the Group agreed with the Trustee of the AIB UK Defined Benefit Pension Scheme (“the UK scheme”) a restructure of the funding of the deficit in the UK scheme. The Group established a pension funding partnership, AIB PFP Scottish Limited Partnership (“SLP”) under which a portfolio of loans were transferred to the SLP from another Group entity, AIB UK Loan Management Limited (“UKLM”) for the purpose of ring-fencing the repayments on these loans to fund future deficit payments of the UK scheme.\n"]
["(e)","A list of any legal entities in relation to which the institutions have disclosed that they have provided support in accordance with point (e) of  Article 449 of Chapter 5 of Title II of Part Three CRR. ",null,"There are no contractual arrangements that could require the Group or its subsidiaries to provide financial support to the consolidated structured entities. During the year, neither the Group nor any of its subsidiaries provided financial support to a consolidated structured entity and there is no current intention to provide financial support. "]
["(f)","A list of legal entities affiliated with the institutions and that invest in securitisations originated by the institutions or in securitisation positions issued by SSPEs sponsored by the institutions, in accordance with point (f) of Article 449 CRR.",null,"The Group employs a range of measures to monitor changes in the credit risk of securitised assets. All securitisations are subject to full annual review of all performance and structural features, along with more frequent periodic monitoring of the performance of the underlying exposures based on issuer reporting. In addition, all securitisations are stress tested at least annually in line with CRR requirements.\n\nThe Group is not currently a sponsor of securitisation positions.\n\nThe Group did not utilise re-securitisation exposures during 2020. \n"]
["(g)","A summary of their accounting policies for securitisation activity, including where relevant a distinction between securitisation and re-securitisation positions, in accordance with point (g) of Article 449 CRR.",null,"From an accounting perspective, the treatment of SSPE’s is assessed in accordance with IFRS 10 Consolidated Financial Statements which establishes the principles for when the Group is deemed to control another entity and therefore required to consolidate it through the Group’s financial statements. In accordance with the Group’s accounting policy ‘Basis of Consolidation’ (page 236 of the Annual Financial Report 2020), the Group consolidates SSPEs when the substance of the relationship between the Group and the SPE indicates that SPE is controlled by the entity and meets the criteria set out in IFRS 10. \n\nThe Group derecognises a financial asset when the contractual rights to the cash flows from the assets expire or it transfers the rights to receive the contractual cash flows in a transaction in which substantially all of the risks and rewards of ownership of the assets are transferred or in which the Group neither transfers nor retains substantially all of the risks and rewards of ownership and it does not retain control of the assets. \n\nOn derecognition of a financial asset, the difference between the carrying amount of the asset and the sum of (i) the consideration received (including any new asset obtained less any new liability assumed) and (ii) any cumulative gain or loss that had been recognised in Other Comprehensive Income “OCI” is recognised in profit or loss. Relevant costs incurred with the disposal of a financial asset are deducted in computing the gain or loss on disposal.\n\nThe recognition, initial measurement and associated business models of financial assets are assessed in accordance with the Group’s published accounting policy ‘Financial assets’ and ’Derecognition’ (refer to page 243 and 251 of the Annual Financial Report 2020).\n \nSecuritisations which are fair valued are in accordance with the Group’s published accounting policy ‘Determination of fair value of financial instruments’ (refer to page 248 of the Annual Financial Report 2020). This outlines that positions should be valued through direct pricing, as opposed to marking to model, if a reliable and directly observable price for the financial instrument in question is available.\n\nThe Group did not utilise synthetic securitisation positions during 2020.\n\nAt 31 December 2020, no assets were categorised as awaiting securitisation.\n\nThe Group does not use credit hedging or unfunded credit protection to mitigate the risks of retained securitisation exposures\n"]
["(h)","The names of the ECAIs used for securitisations and the types of exposure for which each agency is used, in accordance with point (h) of Article 449  CRR.",null,"The Group utilises the ratings services of several ECAIs, including Standard & Poor’s Ratings Services, Moody’s Investors Services and Fitch Ratings Services, for purchased securitisation positions for risk weight allocation purposes.\n"]
["(i)","Where applicable, a description of the Internal Assessment Approach as set out in Chapter 5 of Title II of Part Three CRR, including the structure of the internal assessment process and the relation between internal assessment and external ratings of the relevant ECAI disclosed in accordance with point (i),  the control mechanisms for the internal assessment process including discussion of independence, accountability, and internal assessment process review , the exposure types to which the internal assessment process is applied and the stress factors used for determining credit enhancement levels, in accordance with point (i) of Article 449 CRR.",null,"The Group is not currently a sponsor of securitisation positions."]

{"sheet":"Table 54","index":81,"n_rows":23,"n_cols":17,"rows_kept":23,"merged":[[0,0,0,16],[1,0,1,16],[2,0,2,16],[3,0,3,16],[5,15,5,16],[7,2,7,8],[7,9,7,12],[7,13,7,16],[8,2,8,5],[8,6,8,7],[8,9,8,10],[8,13,8,14],[9,2,9,3],[9,4,9,5],[24,1,24,10]]}
["Table 54: EU-SEC1 - Securitisation exposures in the non-trading book"]
["As per Article 449(o)(i) this table shows AIB as an investor, non-trading book carrying amount of securitisation exposures broken down by type as at 31 December 2020:"]
["AIB has early adopted the CRR II Article 449 disclosure package on securitisation positions which has been developed in alignment with the new regulatory securitisation framework and with the relevant BCBS Pillar 3 standards. The template below is as per Final Report – Final draft implementing technical standards on public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013 (EBA/ITS/2020/04).  Hence the template below has been implemented for the first time in 2020, therefore 2019 not published."]
["The Group does not have ABCP programmes within their traditional securitisations.\nSecuritisation increased by € 227 million to € 1,149 million due to the purchase of new securitisations during 2020. There was no sales of securisations during the year."]
[]
[{"$nulls":15},"2020-12-31"]
[null,null,"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o"]
[null,null,"Institution acts as originator",{"$nulls":6},"Institution acts as sponsor",{"$nulls":3},"Institution acts as investor"]
[null,null,"Traditional",{"$nulls":3},"Synthetic",null,"Sub-total","Traditional",null,"Synthetic","Sub-total","Traditional",null,"Synthetic","Sub-total"]
[null,null,"STS",null,"Non-STS",null,null,"of which SRT",null,"STS","Non-STS",null,null,"STS","Non-STS"]
[{"$nulls":3},"of which SRT",null,"of which SRT"]
[null,null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Total exposures",{"$nulls":11},45,{"v":1104,"d":"1,104"},0,{"v":1149,"d":"1,149"}]
[2,"Retail (total)",{"$nulls":11},45,374,0,419]
[3,"   Residential mortgage",{"$nulls":11},45,374,0,419]
[4,"   Credit card"]
[5,"   Other retail exposures "]
[6,"   Re-securitisation"]
[7,"Wholesale (total)",{"$nulls":11},0,730,0,730]
[8,"   Loans to corporates",{"$nulls":11},0,696,0,696]
[9,"   Commercial mortgage ",{"$nulls":11},0,34,0,34]
[10,"   Lease and receivables"]
[11,"   Other wholesale"]

{"sheet":"Table 55","index":82,"n_rows":23,"n_cols":19,"rows_kept":23,"merged":[[0,0,0,18],[1,0,1,18],[2,0,2,18],[3,0,3,18],[5,17,5,18],[7,2,7,6],[7,7,7,10],[7,11,7,14],[7,15,7,18]]}
["Table 55: EU-SEC4 - Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as investor"]
["As per Article 449(o)(i) this table shows AIB non-trading book aggregate amount of securitisation positions, where AIB act as investor and the associated risk weighted assets and capital requirements by regulatory approaches as at 31 December 2020:"]
["\nAIB has early adopted the CRR II Article 449 disclosure package on securitisation positions which has been developed in alignment with the new regulatory securitisation framework and with the relevant BCBS Pillar 3 standards. The template below is as per Final Report – Final draft implementing technical standards on public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013 (EBA/ITS/2020/04). Hence the template below has been implemented for the first time in 2020, therefore 2019 not published."]
["\nSecuritisation RWAs increased by € 308 million to € 766 million primarily due to the application of new securitisation rule framework (securitisation standardised approach and external ratings based approach reflects the implementation of Regulation (EU) 2017/2401), and purchase of new securitisations during 2020. There was no sales of securisations during the year."]
[]
[{"$nulls":17},"2020-12-31"]
[{"$nulls":3},"a","b","c","d","e","f","g","h","i","j","k","l","m","n","o","p"]
[null,null,"Exposure values (by RW bands/deductions)",{"$nulls":4},"Exposure values (by regulatory approach)",{"$nulls":3},"RWEA (by regulatory approach)",{"$nulls":3},"Capital charge after cap"]
[null,null,"≤20% RW"," >20% to 50% RW"," >50% to 100%           RW"," >100% to <1250%     RW","1250% RW/ deductions","SEC-IRBA","SEC-ERBA\n(including IAA)","SEC-SA","1250%/ deductions","SEC-IRBA","SEC-ERBA\n(including IAA)","SEC-SA","1250%/ deductions","SEC-IRBA","SEC-ERBA\n(including IAA)","SEC-SA","1250%/ deductions"]
[null,null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Total exposures",655,2,3,489,null,null,492,657,null,null,669,97,null,null,53,8]
[2,"Traditional securitisation ",655,2,3,489,null,null,492,657,null,null,669,97,null,null,53,8]
[3,"   Securitisation",655,2,3,489,null,null,492,657,null,null,669,97,null,null,53,8]
[4,"       Retail underlying",419,{"$nulls":6},419,{"$nulls":3},61,{"$nulls":3},5]
[5,"       Of which STS",45,{"$nulls":6},45,{"$nulls":3},5,{"$nulls":3},0]
[6,"       Wholesale",236,2,3,489,null,null,492,238,null,null,669,36,null,null,53,3]
[7,"       Of which STS"]
[8,"   Re-securitisation"]
[9,"Synthetic securitisation "]
[10,"   Securitisation"]
[11,"       Retail underlying"]
[12,"       Wholesale"]
[13,"   Re-securitisation"]

{"sheet":"Chapter 10","index":83,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 10. Market risk"]

{"sheet":"Market risk overview","index":84,"n_rows":3,"n_cols":1,"rows_kept":3}
["Market risk overview"]
[]
["Market risk is the risk relating to the uncertainty of returns attributable to fluctuations in market factors. Where the uncertainty is expressed as a potential loss in earnings or value, it represents a risk to the income and capital position of the Group. The Group is primarily exposed to market risk through the interest rate and credit spread factors and to a lesser extent through foreign exchange, equity and inflation rate risk factors. AIB Group uses the standardised approach for assessing its capital requirements for trading book market risk. As set out in chapter 2 table 8 of this Report, of the total minimum capital requirement of € 4,243 million at 31 December 2020, the minimum capital requirement for market risk amounts to € 34 million. A description of AIB Group’s (a) ‘identification and assessment’; (b) ‘management and measurement’; and (c) ‘monitoring, escalating and reporting’ of market risk is set out on page 157 of the Annual Financial Report 2020. A sensitivity analysis of the Group’s banking book to movements in interest rates is set out on pages 159 to 161 of the Annual Financial Report 2020, together with a Value at Risk (“VaR”) profile for both the banking and trading book."]

{"sheet":"Table 56","index":85,"n_rows":19,"n_cols":6,"rows_kept":19,"merged":[[0,0,0,5],[1,0,1,5],[3,1,3,2],[3,4,3,5],[18,0,18,5]]}
["Table 56: EU MR1 – Market risk under the standardised approach"]
["As per Article 445. The table below sets out the Market risk of AlB Group."]
[]
[null,"2020-12-31",null,null,"2019-12-31"]
[null,"Risk weighted assets ","Capital requirements ",null,"Risk weighted assets ","Capital requirements "]
["AIB Group","€ m","€ m",null,"€ m","€ m"]
["Outright products"]
["1  Interest rate risk (general and specific)",427,34,null,468,37]
["2  Equity risk (general and specific)",0,0,null,2,0]
["3  Foreign exchange risk",0,0,null,0,0]
["4  Commodity risk",0,0,null,0,0]
["Options"]
["5  Simplified approach",0,0,null,0,0]
["6  Delta-plus method",2,0,null,4,1]
["7  Scenario approach",0,0,null,0,0]
["8  Securitisation (specific risk)",0,0,null,0,0]
["9  Total (1)",429,34,null,473,38]
[]
["(1) The movement in market risk RWA is primarily driven by a decrease in interest rate risk (€ 40 million RWA).  "]

{"sheet":"Chapter 11","index":86,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 11. Equity exposures in the banking book"]

{"sheet":"Equity exposures overview","index":87,"n_rows":3,"n_cols":1,"rows_kept":3}
["Equity exposures overview"]
[]
["AIB calculates its capital requirements for equity exposures in the banking book using the standardised approach. The Group's equity activity comprises two distinct components:\ni. Principal investments defined as investments made with a view to a profitable exit at some point. The primary focus is fund and direct equity investments.\n\tii. Strategic investments defined as investments not undertaken with a view to an exit.\n\nThe principal accounting policies applied by the Group to equity investments are informed by International Accounting Standards (“IAS”) IAS 28 Investments in Associates and Joint Ventures and IFRS 9 Financial Instruments which set out the rules for classification, balance sheet recognition, methods of valuation and income and impairment recognition.\n\nThe Group previously had one equity investment held for strategic purposed designated at FVOCI. This equity was disposed of during the year and therefore, the value has been reduced to zero. All remaining equity investments are now measured under IFRS 9 at FVTPL. Further information in relation to the Group accounting policies for financial assets, which include equities, can be found in the Group’s Annual Financial Report 2020 note 1 (I), page 245.\n\nInvestments in associated undertakings are initially recorded at cost. Following initial recognition, an associate is accounted for using the equity method of accounting. The carrying amount is increased or decreased to recognise the investor’s share of the profit or loss of the investee after the date of acquisition. All post tax gains are included in CET 1 for 2020 (2019: net unrealised gains € 557 million, with all post tax gains included in CET 1).\n\nThe cumulative realised gains from sales and liquidations of equity investments amounted to € 6 million for the year to 31 December 2020 (2019: € 4 million). The net unrealised gains on equity investments amounted to € 77 million, gross of tax, at 31 December 2020. \n"]

{"sheet":"Table 57","index":88,"n_rows":29,"n_cols":9,"rows_kept":29,"merged":[[0,0,0,8],[1,0,1,7],[2,5,2,7],[4,5,4,7],[25,0,25,8],[26,0,26,8],[27,0,27,8],[28,0,28,8],[29,0,29,5]]}
["Table 57: Banking book equity values"]
["As per Article 447 (a) to (e). The table below sets out the non-trading book exposures in equities of AlB Group."]
[]
[{"$nulls":5},"2020-12-31",null,"2019-12-31"]
[{"$nulls":5},"Carrying value"]
[{"$nulls":5},"€ m ",null,"€ m "]
["Exchange traded exposures "]
["Quoted",null,"A limited number of straight equity positions that are quoted on recognised stock exchanges",null,null,24,null,46]
[]
[]
["Equity exposures"]
["Unquoted",null,"Exposures to equities or the equity tranche in a structured transaction or SPE",null,null,66,"(1)",663,"(1)"]
[]
[]
["Funds",null,"Exposures to the equity component of a managed investment fund",null,null,111,null,103]
[{"$nulls":5},201,"(2)",679,"(2)"]
["Investments in associate undertakings",{"$nulls":4},98,null,83]
["Shares in group undertakings",{"$nulls":4},101,"(3)",101]
[{"$nulls":5},199,null,184]
[{"$nulls":5},400,"(4)",999,"(4)"]
["Of which:"]
["Risk weighted assets",{"$nulls":4},400,null,999]
["Deducted from capital",{"$nulls":4},0,null,0]
[{"$nulls":5},400,null,999]
[]
["(1) Of which Nil (2019: € 458 million) relates to NAMA subordinated bonds and € 31 million relates to Visa Inc. (2019: € 171 million). "]
["(2) All equity investments apart from the NAMA subordinated bonds above are classified and measured at FVTPL."]
["(3) Shares in group undertakings includes €101 million (2019: €101 million) in relation to Investment in Semeral which is risk weighted at 100%. \nSee table 1: EU LI1 – Differences between accounting and regulatory scopes of consolidation and the mapping of financial statement categories with regulatory risk categories and table 3: EU LI3 - Differences in scope of consolidation for further information. "]
["(4) 2020 includes € 77 million of unrealised gains/losses (2019: € 557 million)."]

{"sheet":"Table 58","index":89,"n_rows":11,"n_cols":6,"rows_kept":11,"merged":[[0,0,0,5],[1,0,1,5],[2,0,2,5],[4,1,4,2],[4,4,4,5]]}
["Table 58: Risk weighted asset equivalents of equity exposures"]
[]
["As per Article 447 (b) to (e). The table below sets out the risk weights applied to the non-trading book exposures in equities of AlB Group."]
[]
[null,"2020-12-31",null,null,"2019-12-31"]
[null,"Exposure","Risk weighted assets",null,"Exposure","Risk weighted assets"]
["AIB Group","€ m","€ m",null,"€ m","€ m"]
["Equity investments subject to a 100% risk weight",125,125,null,605,605]
["Equity investments subject to a 150% risk weight",154,231,null,288,432]
["Equity investments subject to a 250% risk weight",121,302,null,106,265]
[null,400,658,null,999,{"v":1302,"d":"1,302"}]

{"sheet":"Chapter 12","index":90,"n_rows":3,"n_cols":1,"rows_kept":3}
["Chapter 12. COVID-19 measures disclosure"]
[]
["The Pillar 3 report includes three new tables per the EBA guidelines (EBA/GL/2020/07) published in June 2020 which introduced additional disclosure requirements in relation to the application of payment moratoria to existing loans as well as new lending subject to public guarantees schemes."]

{"sheet":"Table 59","index":91,"n_rows":15,"n_cols":17,"rows_kept":15,"merged":[[0,0,0,16],[1,0,1,16],[3,15,3,16],[4,2,4,8],[4,9,4,15],[5,2,7,2],[5,3,5,5],[5,6,5,8],[5,9,7,9],[5,10,5,12],[5,13,5,15],[5,16,7,16],[6,3,7,3],[6,4,7,4],[6,5,7,5],[6,6,7,6],[6,7,7,7],[6,8,7,8],[6,10,7,10],[6,11,7,11],[6,12,7,12],[6,13,7,13],[6,14,7,14],[6,15,7,15],[9,0,9,1],[10,0,10,1],[11,0,11,1],[12,0,12,1],[13,0,13,1],[14,0,14,1]]}
["Table 59: Information on loans and advances subject to legislative and non-legislative moratoria"]
["The table below covers loans and advances subject to EBA-compliant moratoria (legislative and non-legislative). It provides a breakdown of the gross carrying amount and the related loss allowances by the status of the exposure (performing and non-performing)."]
[]
[{"$nulls":15},"2020-12-31"]
[null,null,"Gross carrying amount",{"$nulls":6},"Accumulated impairment, accumulated negative changes in fair value due to credit risk ",{"$nulls":6},"Gross carrying amount "]
[{"$nulls":3},"Performing ",null,null,"Non performing ",{"$nulls":3},"Performing ",null,null,"Non performing ",null,null,"Inflows to \nnon-performing exposures"]
[{"$nulls":4},"Of which:\nexposures with forbearance measures","Of which:\nInstruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)",null,"Of which:\nexposures with forbearance measures","Of which:\nUnlikely to pay that are not past-due or past-due <= 90 days ",null,null,"Of which:\nexposures with forbearance measures","Of which:\nInstruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)",null,"Of which:\nexposures with forbearance measures","Of which:\nUnlikely to pay that are not past-due or past-due <= 90 days "]
[]
[null,null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Loans and advances subject to moratorium",null,109,88,6,46,21,4,19,{"v":-19,"d":"(19)"},{"v":-10,"d":"(10)"},{"v":-1,"d":"(1)"},{"v":-9,"d":"(9)"},{"v":-9,"d":"(9)"},{"v":-2,"d":"(2)"},{"v":-8,"d":"(8)"},22]
["of which: Households",null,49,45,2,10,4,2,3,{"v":-3,"d":"(3)"},{"v":-2,"d":"(2)"},0,{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},2]
["of which: Collateralised by residential immovable property",null,36,33,1,6,3,2,2,{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},0,0,0,0,0,1]
["of which: Non-financial corporations",null,60,43,4,36,17,2,16,{"v":-16,"d":"(16)"},{"v":-8,"d":"(8)"},{"v":-1,"d":"(1)"},{"v":-8,"d":"(8)"},{"v":-8,"d":"(8)"},{"v":-1,"d":"(1)"},{"v":-7,"d":"(7)"},20]
["of which: Small and medium-sized enterprises",null,43,40,4,34,3,2,2,{"v":-10,"d":"(10)"},{"v":-8,"d":"(8)"},{"v":-1,"d":"(1)"},{"v":-8,"d":"(8)"},{"v":-2,"d":"(2)"},{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},6]
["of which: Collateralised by commercial immovable property",null,20,18,4,14,2,1,2,{"v":-5,"d":"(5)"},{"v":-4,"d":"(4)"},{"v":-1,"d":"(1)"},{"v":-3,"d":"(3)"},{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},{"v":-1,"d":"(1)"},3]

{"sheet":"Table 60","index":92,"n_rows":17,"n_cols":10,"rows_kept":17,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[4,1,8,1],[4,2,4,9],[5,2,8,2],[5,3,8,3],[5,4,8,4],[5,5,5,9],[6,5,8,5],[6,6,8,6],[6,7,8,7],[6,8,8,8],[6,9,8,9]]}
["Table 60: Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria"]
["The table below covers EBA-compliant moratoria (legislative and non-legislative) loans and advances that meet the requirements described in paragraph 10 of the EBA Guidelines on moratoria. It provides information on the number of obligors and gross carrying amount of loans and advances subject to different statuses of EBA-compliant moratoria (requested/granted). In addition, the template contains a breakdown by the residual maturity of EBA-compliant moratoria and information on the gross carrying amount of legislative moratoria as per the definition of the EBA Guidelines on moratoria."]
[]
[{"$nulls":8},"2020-12-31"]
[null,"Number of obligors","Gross carrying amount"]
[{"$nulls":3},"Of which: \nlegislative moratoria","Of which: \nexpired","Residual maturity of moratoria"]
[{"$nulls":5},"<= 3 months","> 3 months\n<= 6 months","> 6 months\n<= 9 months","> 9 months\n<= 12 months","> 1 year"]
[]
[]
[null,null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["Loans and advances for which moratorium was offered",{"v":67276,"d":"67,276"},{"v":9053,"d":"9,053"}]
["Loans and advances subject to moratorium (granted)",{"v":53595,"d":"53,595"},{"v":8640,"d":"8,640"},0,{"v":8531,"d":"8,531"},88,21,0,0,0]
["of which: Households",null,{"v":3610,"d":"3,610"},0,{"v":3561,"d":"3,561"},46,3,0,0,0]
["    of which: Collateralised by residential immovable property",null,{"v":3221,"d":"3,221"},0,{"v":3185,"d":"3,185"},34,2,0,0,0]
["of which: Non-financial corporations",null,{"v":5030,"d":"5,030"},0,{"v":4970,"d":"4,970"},42,18,0,0,0]
["    of which: Small and medium-sized enterprises",null,{"v":3382,"d":"3,382"},0,{"v":3339,"d":"3,339"},25,18,0,0,0]
["    of which: Collateralised by commercial immovable property",null,{"v":2990,"d":"2,990"},0,{"v":2970,"d":"2,970"},13,7,0,0,0]

{"sheet":"Table 61","index":93,"n_rows":13,"n_cols":5,"rows_kept":13,"merged":[[0,0,0,4],[1,0,1,4],[3,3,3,4],[4,1,4,2]]}
["Table 61: Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis"]
["The table below covers newly originated loans and advances as referred to in paragraph 15 of the EBA Guidelines on moratoria that are subject to public guarantee schemes that Member States introduced in response to the COVID-19 crisis. In the case of refinancing of previous debt with a new loan or of repackaging of several debts into a new loan, the new loan recognised in the financial statements is reported in this template provided that it is covered by a public guarantee scheme related to the COVID-19 crisis."]
[]
[{"$nulls":3},"2020-12-31"]
[null,"Gross carrying amount",null,"Maximum amount of the guarantee that can be considered","Gross carrying amount"]
[null,null,"of which: forborne","Public guarantees received","Inflows to \nnon-performing exposures"]
[null,"€ m","€ m","€ m","€ m"]
["Newly originated loans and advances subject to public guarantee schemes",516,11,447,6]
["of which: Households",50,null,null,0]
["of which: Collateralised by residential immovable property",0,null,null,0]
["of which: Non-financial corporations",466,10,398,6]
["of which: Small and medium-sized enterprises",386,null,null,6]
["of which: Collateralised by commercial immovable property",2,null,null,0]

{"sheet":"Chapter 13","index":94,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Chapter 13. Non-trading interest rate risk"]

{"sheet":"Non-trading interest rate risk ","index":95,"n_rows":17,"n_cols":2,"rows_kept":17,"merged":[[0,0,0,1],[2,0,2,1],[4,0,4,1],[6,0,6,1]]}
["Non trading interest rate risk overview"]
[]
["Non-trading interest rate risk (also referred to as interest rate risk in the banking book “IRRBB”) is defined as the current or prospective risk to both the Group’s capital and earnings arising from movements in underlying interest rates."]
[]
["IRRBB results from the structure of the Group’s balance sheet due to normal banking activity with customers and from treasury’s discretionary positions in the banking book. This risk can arise where assets, liabilities and off-balance sheet items have different repricing dates, interest rate basis or behavioural characteristics. The Group requires that interest rate risk is positioned centrally for management purposes."]
[]
["Non-trading interest rate risk is measured and controlled in AIB using an economic value stress test, an earnings at risk and a VaR approach. As per Article 448 (a), the nature of the interest rate risk and the key assumptions are outlined here:"]
[]
["-","For the economic value stress test, the interest rate sensitivity profiles of the various components of AIB’s balance sheet are measured and severe but plausible interest rate shocks are applied to these profiles. The magnitude of the interest rate shocks is consistent with a one year holding period and a 99% confidence level. The resulting change in economic value as a result of the application of these shocks is the IRRBB economic value exposure. Basis risk is a component of the IRRBB risk measurement model."]
["-","An earnings at risk (EaR) measurement approach measures the quantity by which the Group’s net interest income might change in the event of an adverse change in interest rates. EaR is estimated by modelling how net interest income would perform under different interest rate environments and selecting the 99% worst scenario to apply to the balance sheet. An earnings sensitivity measurement of how the Group’s net interest income is calculated and reported monthly."]
["-","IRRBB is also quantified using a 95% one day VaR measure and sensitivity measures. VaR and interest rate sensitivity values are produced and reported daily, the 99% one year IRRBB measure is reported on a monthly basis and EaR is and reported on a quarterly basis."]
["-","Certain components of the balance sheet such as non-maturity deposits and the Group’s equity are modelled using behaviourally adjusted assumed lives."]
["-","Commercial margins are not considered when modelling from an economic value perspective but are included when modelling from an earnings perspective. Assumptions are also made about how the relationship between market and retail interest rates would develop in different interest rate environments. These assumptions are determined using a combination of statistical analysis and management judgement. "]
["-","The Group measures the IRRBB of its fixed rate mortgage portfolio net of assumed prepayments. This prepayment assumption is stressed in the economic value stress test model. "]
["-","The economic value stress test applies a lower bound (a floor) to downward interest rate shocks in EUR, GBP and USD."]
["-","EUR, GBP and USD are considered as separate risk factors within the IRRBB model and make up over 99% over the bank's exposure. "]
["-","Whilst early withdrawals of fixed term deposits and drawing of commitments are risks which exist, they are not considered to be a material risk and are not included in IRRBB modelling"]

{"sheet":"Table 62","index":96,"n_rows":9,"n_cols":4,"rows_kept":9,"merged":[[0,0,0,3],[1,0,1,3],[3,1,3,3]]}
["Table 62: Non-trading interest rate risk variation"]
["As per Article 448 (b), the table shows the absolute level of interest rate risk sensitivity, as represented by the 99% IRRBB measure which was steady over the course of 2020. The interest rate sensitivity is primarily attributable to EUR, GBP and USD interest rates, with the vast majority being due to EUR interest rate sensitivity at 31 December 2020. Sensitivity of Income to an instantaneous parallel shift in interest rates of 100 basis points is also given."]
[]
[null,"Change in economic value"]
[null,"2020-12-31",null,"2019-12-31"]
["Interest rate shock","€ m",null,"€ m"]
["99% 1 year shock",{"v":-238,"d":"(238)"},null,{"v":-313,"d":"(313)"}]
["Earnings +100bps parallel interest rate shock",{"v":219,"d":"219 "},null,{"v":234,"d":"234 "}]
["Earnings -100bps parallel interest rate shock",{"v":-202,"d":"(202)"},null,{"v":-274,"d":"(274)"}]

{"sheet":"Chapter 14","index":97,"n_rows":1,"n_cols":1,"rows_kept":1}
["Chapter 14. Remuneration"]

{"sheet":"Notes on remuneration","index":98,"n_rows":22,"n_cols":2,"rows_kept":22,"merged":[[0,0,0,1],[2,0,2,1],[3,0,3,1],[4,0,4,1],[5,0,5,1],[13,0,13,1],[14,0,14,1],[21,0,21,1]]}
["Notes on remuneration"]
[]
["Remuneration Introduction"]
["These disclosures provide additional information in relation to the Group’s remuneration policies and practices and, more specifically, the decision making process and governance of remuneration, the link between pay and performance, the remuneration of those staff whose professional activities are considered to have a material impact on the Group’s risk profile and the key components of the Group’s remuneration structure.\n\nThis section should be read in conjunction with the Group’s Annual Financial Report 2020, in particular, the corporate governance remuneration statement, pages 201-207.\n\nRemuneration constraints\nThe Group’s remuneration practices operate under a number of constraints arising from State ownership, principally under the terms of Placing and Subscription Agreements entered into between the Group and the State or through commitments provided by the Group to the Minister for Finance in respect of remuneration practices.  In particular, AIB is precluded from introducing any new bonus or incentive schemes, allowances or other fringe benefits without prior agreement with the State. These constraints cover the remuneration of all directors, employees and service providers across the Group.\n\nDecision making process and governance of remuneration\nThe Group remuneration policy sets the framework for all remuneration related policies, procedures and practices for all employees and directors of AIB Group.  Further details in respect of the operation of the Group’s remuneration policies and practices are outlined in the Annual Financial Report.  \n\nThe remuneration policy is governed by the Remuneration Committee (the “Committee”) on behalf of the Board.  The Committee’s responsibilities include oversight of the design, implementation and operation of remuneration policies and practices for all directors and employees with specific reference to Executive and Non-Executive Directors, the Chief Executive Officer, ExCo Members, Heads of Control Functions, the Group Company Secretary and material risk takers.  In determining remuneration policies and practices, the Committee takes account of appropriate input from the Group’s support and control functions to ensure that its decision making is aligned with the Group’s financial performance, regulatory guidelines and the State’s remuneration constraints.   \n\nThe Committee makes recommendations to the Board on the remuneration of the Chairman (in his absence) and determines the remuneration of the Chief Executive, Executive Directors and ExCo members.  The Committee also directly oversees the remuneration of the heads of risk, compliance and internal audit functions and is required to review the remuneration components of material risk takers as defined under the Capital Requirements Directive (CRD IV - Article 95). Remuneration outcomes are determined by the Remuneration Committee in accordance with the remuneration constraints outlined above.\n\nThe remuneration policy is designed to reflect the provisions of EU and national regulations, notably the Capital Requirements Directive (CRD IV - Article 92)) and European Banking Authority guidelines on sound remuneration policies.  The Group undertakes an annual review of the remuneration policy, including the process for the identification of material risk takers. The annual review is informed by appropriate input from the Group’s risk and internal audit functions to ensure that remuneration policies and practices are operating as intended, are consistently applied across the Group and are compliant with regulatory requirements. \n\nThe Committee further controls the appointment of any external remuneration consultants or similar specialist advisors who provide it with advice.  The purpose, duties and membership of the Committee are determined by its terms of reference which may be viewed on the Group’s website www.aib.ie.  \n"]
["Attraction and retention of key staff and skills\nThe Group faces an ongoing challenge to attract and retain the right talent and skill-sets to grow and sustain the business.  The Group’s remuneration philosophy aims to ensure that remuneration is aligned with performance and that employees are rewarded fairly and competitively for their contribution to the Group’s future success and growth.  However, the Group’s inability to apply market aligned remuneration practices and, in particular, the inability to offer executive remuneration on an equal footing with competitors for talent in the market represents a key risk to the Group.  The Remuneration Committee endeavours to monitor and address this risk on an ongoing basis.\n\nLink between pay and performance\nThe Group’s performance management framework is a key enabler of strategy, putting the Group’s brand values at the centre of ongoing conversations about performance, achievement and personal development.  The Group’s brand values provide the behavioural framework for how employees work, interact with each other and serve the customer. With particular emphasis on customer centric behaviours, the framework helps to create a high performance culture where strong performance is recognised and poor performance proactively addressed.\n\nThe Group’s strategic objectives are cascaded down through the organisation to create a link to individual employees’ objectives and to enable an understanding of how individual employees contribute to the delivery of the Group’s overall strategy.  Performance outcomes for all employees, including Material Risk Takers, using a combination of “What” objectives and “How” behaviours, inform individual remuneration and provide a clear link between performance and remuneration.  The absence of incentive schemes for material risk takers precludes alignment of remuneration and reward for variable pay. \n"]
["Remuneration of material risk takers\nThe Group compiles the list of material risk takers in accordance with the criteria set out in EU Commission Delegated Regulation (EU) No. 604/2014 and the Group’s agreed process for the identification of material risk takers across the Group.  The purpose of this process is to define the criteria by which staff in the Group are assessed as material risk takers and also to set out the key responsibilities and governance requirements in compliance with CRD IV (Article 92) and the EBA Guidelines on sound remuneration policies.  The process forms an addendum to the remuneration policy and is subject to annual review in conjunction with the Group’s remuneration policy.  The process was reviewed and approved by the Remuneration Committee during 2020.  The list of material risk takers is prepared using a combination of qualitative and quantitative criteria in accordance with the relevant EU regulations and guidelines together with additional criteria specific to AIB’s structure, business activities and risk profile. The list is prepared at Group, parent and subsidiary levels for the Republic of Ireland and the United Kingdom. \nThis follows an annual assessment carried out by Human Resources, in conjunction with the Chief Risk Officer and each business area, in accordance with a documented process for the identification of material risk takers. \n\nMaterial risk takers principally comprise of the following:"]
["a.","Executive and non-executive members of the boards of directors of material Group entities;"]
["b.","ExCo Members and their direct reports, including members of senior management teams;"]
["c.","Heads of material subsidiaries, business units and their direct reports, including organisational or legal entities, regions, key business lines or geographical locations;"]
["d.","Heads of Risk and Internal Audit and their direct reports;"]
["e.","Senior management in Credit Risk including the Chief Credit Officer, Heads of Credit, their direct reports and other staff with authority to initiate, approve or veto credit proposals or to structure credit products;"]
["f.","Senior management responsible for legal, finance, human resources, remuneration policy, IT, economic analysis and other key risk functions; and,"]
["g.","Other key risk takers or higher remunerated staff whose professional activities individually or collectively exert influence on the institution’s risk profile, including the ability to enter into transactions, contracts and other risk positions or to approve or veto the introduction of new products."]
["\nDuring 2020, remuneration across the Group continued to be principally comprised of fixed pay elements encompassing base salary, allowances and employer pension contributions. Variable pay during 2020 was entirely composed of severance payments.  Remuneration packages to compensate employees for loss of income from previous employments are made in exceptional cases only to attract and retain highly specialised key staff.  Such awards are limited to the first year of employment. \nThere were no bonuses, shares, options or other performance based remuneration paid to material risk takers in 2020 and deferred remuneration was also not relevant for 2020.\n"]
["Notes on remuneration 2020:"]
["a.","Total variable remuneration paid during the year amounted to € 1.4m for AIB Group (2019: € 1m).  The € 1.4m for 2020 comprised of severance payments to 7 individuals."]
["b.","Under the severance programme, the highest severance payment to any one person in 2020 was € 225,000.  Severance payments which represent redundancy remuneration for loss of office are calculated by reference to an approved generic formula are not taken into account for the purposes of the calculation of the variable to fixed pay ratio;"]
["c.","There were no bonuses paid to material risk takers during 2020 and no variable remuneration was paid in equity or other instruments;"]
["d.","Further details of Directors’ remuneration are contained on pages 205 - 207 of the Annual Financial Report 2020;"]
["e.","No individuals were identified as material risk takers during 2020 who were designated as a service provider and whose remuneration was not directly paid by AIB. "]
["f.","There were no employees whose total remuneration exceeded € 1m during 2020."]
["\nTotal remuneration\nTotal remuneration during 2020 was principally comprised of fixed pay and pension elements in line with remuneration constraints in place with the State. The Group operates defined contribution pension schemes which followed the closure of all Group defined benefit schemes to future accrual from 31 December 2013. There were no general bonus schemes, long-term incentive plans or share incentive schemes in operation in 2020. \n\nIncreases to salary in 2020, where applicable, were awarded following the annual pay review process, through promotion, progression and, in exceptional cases, through out-of-course increases to retain business critical staff and key skills.  \n\nFurther details in respect of total employee numbers and total employee remuneration are contained in notes 12 and 51 of the Annual Financial Report 2020.  "]

{"sheet":"Table 63","index":99,"n_rows":16,"n_cols":7,"rows_kept":16,"merged":[[0,0,0,6],[1,0,1,6],[4,1,5,1],[4,2,5,2],[4,3,5,3],[4,4,5,4],[4,5,5,5],[4,6,5,6],[11,1,12,1],[11,2,12,2],[11,3,12,3],[11,4,12,4],[11,5,12,5],[11,6,12,6]]}
["Table 63: Remuneration by business area"]
["As per Article 450. The following tables illustrate the total remuneration of material risk takers in 2020 and 2019. There was no significant movement in numbers between 2019 and 2020.  "]
[]
[null,null,"Retail Banking ","CIB","Group","AIB UK","Total"]
["Year 2020","€ m",10.4,6.5,19.4,5.7,{"v":42,"d":"42.0"}]
["Total remuneration in 2020"]
["(All forms of payments or benefits)","Material risk takers",35,26,87,21,169]
["Total variable remuneration in 2020","€ m",0.9,0,0.1,0.4,1.4]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",4,0,1,2,7]
[]
[null,null,"Retail Banking","CIB ","Group","AIB UK","Total"]
["Year 2019","€ m",6.6,7.6,24.7,3.4,42.4]
["Total remuneration in 2019"]
["(All forms of payments or benefits)","Material risk takers",22,28,104,12,166]
["Total variable remuneration in 2019","€ m",0.5,0.2,0.3,0,1]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",2,1,3,0,6]

{"sheet":"Table 64","index":100,"n_rows":22,"n_cols":7,"rows_kept":22,"merged":[[0,0,0,6],[1,0,1,6],[21,0,21,6]]}
["Table 64: Remuneration by functional area"]
["As per Article 450. The following tables illustrate the total remuneration of material risk takers in 2020 and 2019. There was no significant movement in numbers between 2019 and 2020."]
[]
[null,null,"NED's & senior management* ","Control functions ","Corporate functions ","Other material risk takers ","Total "]
["Year 2020"]
["Total remuneration in 2020","€ m",22.3,4.1,3.3,12.3,{"v":42,"d":"42.0"}]
["(All forms of payments of benefits)","Material risk takers",79,24,15,51,169]
["Total fixed remuneration in 2020 ","€ m",21.8,4.1,3.3,11.4,40.6]
["(Salaries and other fixed benefits including pension contributions)","Material risk takers",79,24,15,51,169]
["Total variable remuneration in 2020","€ m",0.5,0,0,0.9,1.4]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",3,0,0,4,7]
[]
[null,null,"NED's & senior management* ","Control functions ","Corporate functions ","Other material risk takers ","Total "]
["Year 2019"]
["Total remuneration in 2019","€ m",23.4,4.5,2.2,12.3,42.4]
["(All forms of payments of benefits)","Material risk takers",82,25,11,48,166]
["Total fixed remuneration in 2019","€ m",23,4.3,2.2,11.9,41.3]
["(Salaries and other fixed benefits including pension contributions)","Material risk takers",82,25,11,48,166]
["Total variable remuneration in 2019","€ m",0.3,0.2,0,0.5,1]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",3,1,0,2,6]
[]
["* Non-Executive Directors,  Executive Committee (ExCo members) and direct reports to ExCo."]

{"sheet":"Appendix 1","index":101,"n_rows":96,"n_cols":1,"rows_kept":96,"merged":[[0,0,0,7],[1,0,1,7],[3,0,3,7],[4,0,4,7],[5,0,5,7],[6,0,6,7],[7,0,7,7],[8,0,8,7],[9,0,9,7],[10,0,10,7],[11,0,11,7],[12,0,12,7],[13,0,13,7],[14,0,14,7],[15,0,15,7],[16,0,16,7],[17,0,17,7],[18,0,18,7],[19,0,19,7],[20,0,20,7],[21,0,21,7],[22,0,22,7],[24,0,24,7],[25,0,25,7],[26,0,26,7],[27,0,27,7],[28,0,28,7],[29,0,29,7],[30,0,30,7],[31,0,31,7],[32,0,32,7],[33,0,33,7],[34,0,34,7],[35,0,35,7],[36,0,36,7],[38,0,38,7],[39,0,39,7],[40,0,40,7],[41,0,41,7],[42,0,42,7],[43,0,43,7],[44,0,44,7],[45,0,45,7],[46,0,46,7],[47,0,47,7],[48,0,48,7],[49,0,49,7],[50,0,50,7],[51,0,51,7],[52,0,52,7],[53,0,53,7],[54,0,54,7],[55,0,55,7],[56,0,56,7],[57,0,57,7],[58,0,58,7],[59,0,59,7],[60,0,60,7],[62,0,62,7],[63,0,63,7],[64,0,64,7],[65,0,65,7],[66,0,66,7],[67,0,67,7],[68,0,68,7],[69,0,69,7],[70,0,70,7],[71,0,71,7],[72,0,72,7],[73,0,73,7],[74,0,74,7],[75,0,75,7],[76,0,76,7],[77,0,77,7],[78,0,78,7],[79,0,79,7],[80,0,80,7],[81,0,81,7],[83,0,83,7],[84,0,84,7],[86,0,86,7],[87,0,87,7],[88,0,88,7],[89,0,89,7],[90,0,90,7],[91,0,91,7],[92,0,92,7],[93,0,93,7],[94,0,94,7],[95,0,95,7]]}
["Appendix 1 Own funds"]
["Summary information on the main components of own funds, and their terms and conditions as applicable, is set out below. Further information relating to the terms and conditions is published separately at http://aib.ie/investorrelations."]
[]
["Common equity tier 1"]
["Common equity tier 1 (“CET1”) comprises shareholders’ equity adjusted as appropriate in accordance with the provisions of CRD IV."]
[]
["Shareholders’ equity"]
["The principal components of shareholders’ equity are set out below:"]
[]
["Share capital/share premium"]
["Ordinary share capital comprising shares of the parent company represent funds raised by issuing shares in return for cash or other consideration. When shares are issued at a premium whether for cash or otherwise, the excess of the amount received over the par value of the shares is transferred to share premium."]
[]
["Other capital reserves"]
["Other capital reserves represent transfers from retained earnings in accordance with relevant legislation."]
[]
["Capital contributions"]
["Capital contributions represent the receipt of non-refundable consideration arising from transactions with the Irish Government. These contributions comprise both financial and non-financial net assets. The contributions are classified as equity and may be either distributable or non-distributable. Capital contributions are distributable if the assets received are in the form of cash or another asset that is readily convertible to cash, otherwise, they are treated as non-distributable. Capital contributions arose during 2011 from (a) EBS transaction; (b) Anglo transaction; (c) issue of contingent capital notes; and (d) non-refundable receipts from the Irish Government."]
[]
["The capital contribution from the EBS transaction is treated as non-distributable as the related net assets received were largely noncash in nature."]
[]
["In the case of the Anglo transaction, the excess of the assets over the liabilities comprised of NAMA senior bonds. On initial recognition, this excess was accounted for as a non-distributable capital contribution. However, according as NAMA repaid these bonds, the proceeds received were deemed to be distributable and the relevant amount was transferred from the capital contribution account to revenue reserves. All NAMA senior bonds were fully repaid at 31 December 2017."]
[]
["Non-refundable capital contributions amounting to € 6,054 million received from the Irish Government in 2011 are considered distributable. These are included in revenue reserves."]
[]
["Revaluation reserves"]
["Revaluation reserves represent the unrealised surplus, net of tax, which arose on revaluation of properties prior to the implementation of IFRS at 1 January 2004."]
[]
["Investment securities reserves"]
["Investment securities reserves represent the net unrealised gains and losses, net of tax, arising from the recognition in the statement of financial position of investment securities at fair value through other comprehensive income (“FVOCI”)."]
[]
["Cash flow hedging reserves"]
["Cash flow hedging reserves represent the gains and losses, net of tax, on effective cash flow hedging instruments that will be reclassified to the income statement when the hedged transaction affects profit or loss. These reserves are not allowable for capital adequacy purposes."]
[]
["Dividends and distributions"]
["Dividends on ordinary shares are recognised in equity in the period in which they are approved by the Company’s shareholders, or in the case of an interim dividend when they become irrevocable having already been approved for payment by the Board of Directors."]
[]
["An interim dividend may be cancelled at any time prior to the actual payment. Proposed dividends and foreseeable charges are deducted from Common Equity Tier 1 capital in accordance with Article 26(2) of the Capital Requirements Regulations."]
[]
["Revenue reserves"]
["Revenue reserves represent retained earnings of the parent company, subsidiaries and associated undertakings together with amounts transferred from issued share capital, share premium and capital redemption reserves following Irish High Court approval. They also include amounts arising from the capital reduction which followed the ‘Scheme of Arrangement’ undertaken by the Group in December 2017."]
[]
["The cumulative surplus/deficit within the defined benefit pension schemes and other appropriate adjustments are included in/offset revenue reserves."]
[]
["Foreign currency translation reserves"]
["Foreign currency translation reserves represent the cumulative gains and losses on the retranslation of the Group’s net investment in foreign operations, at the rate of exchange at the year end reporting date net of the cumulative gain or loss on instruments designated as net investment hedges."]
[]
["Merger reserve"]
["Under the Scheme of Arrangement (‘the Scheme’) approved by the High Court on 6 December 2017 which became effective on 8 December 2017, a new company, AIB Group plc (‘the Company’), was introduced as the holding company of AIB Group. AIB Group plc is a public limited company registered in Ireland. The share capital of Allied Irish Banks, p.l.c., other than a single share owned by AIB Group plc, was cancelled and an equal number of new shares were issued by the Company to the shareholders of Allied Irish Banks, p.l.c. The difference between the carrying value of the net assets of Allied Irish Banks, p.l.c. entity on acquisition by the Company and the nominal value of the shares issued on implementation of the Scheme was accounted for as a merger reserve. Impairment losses arising from AIB Group plc’s investment in Allied Irish Banks, p.l.c. will be charged to the profit or loss account and transferred to the merger reserve in so far as a credit balance remains in the merger reserve."]
[]
["In the consolidated financial statements of AIB Group plc, the transaction was accounted for under merger accounting. Accordingly, the carrying value of the investment in Allied Irish Banks, p.l.c. by AIB Group plc is eliminated against the share capital and share premium account in Allied Irish Banks, p.l.c. and the merger reserve in AIB Group plc resulting in a negative merger reserve."]
[]
["Regulatory adjustments to shareholders’ equity"]
["The following deductions have been made in accordance with CRD IV in computing regulatory capital:"]
["– Intangibles - deducted from capital with the exception of prudently valued software assets In accordance with Commission Delegated Regulation (EU) 2020/2176;"]
["– Cash flow hedging reserves - not included in capital;"]
["– Investment securities reserves - 100% of the investment securities reserves are recognised at 31 December 2020."]
["– Pension reserves in surplus - deduct from capital the total pension reserves of schemes in surplus;"]
["– Pension deficit - 100% of the pension deficit is deducted from CET1 as per CRD IV;"]
["– Deferred tax assets that rely on future profitability - deducted from capital at 10% per annum, which commenced in 2015. Therefore, 60% is deducted from capital in 2020;"]
["– Excess of expected loss over IRB provisions - deducted from capital; and"]
["– IFRS 9 - The Group applies the transitional arrangements for mitigating the impact of the introduction of IFRS 9 on own funds as per Regulation (EU) 2017/2395 of the European Parliament and of the Council. The phase in rate at 31 December 2020 was 30% (2019: 15%). The Group also applies the new transitional arrangements as per Regulation (EU) 2020/873 of the European Parliament and of the Council which allows any increase in new expected credit loss provisions on non-credit impaired loans to be fully added back to CET1 in 2020."]
[]
["Tier 1 capital"]
["€500m additional tier 1 perpetual contingent write down securities issued 2 October 2019"]
["On 2 October 2019 part of its capital reorganisation, AIB Group plc. issued € 500 million nominal value of additional tier 1 perpetual contingent temporary write-down securities (‘AT1s’). The securities, which are accounted for as equity in the statement of financial position, are included in the Group consolidated capital position. The securities have been downstreamed in the same form to its subsidiary, Allied Irish Banks, p.l.c."]
["Interest on the securities, at a fixed rate of 5.25% per annum, is payable semi-annually in arrears on 9 April and 9 October, commencing on 9 April 2020. On the first reset date in the event that the securities are not redeemed, interest will be reset to the relevant 5 year rate plus a margin. AIB Group plc. has sole and absolute discretion at all times to cancel (in whole or in part) any interest payment that would otherwise be payable on any interest payment date. In addition, there are certain limitations on the payment of interest if such payments are prohibited under Irish banking regulations or regulatory capital requirements, if AIB Group plc. has insufficient reserves available for distribution or if AIB Group plc. fails to satisfy the solvency condition as defined in the securities terms. Any interest not paid on an interest payment date by reason of the provisions as to cancellation of interest or by reason of the solvency condition set out in the terms and conditions, will not accumulate or be payable thereafter."]
["The securities are perpetual securities with no fixed redemption date. AIB Group plc. may, in its sole and full discretion, redeem all (but not some only) of the securities on the first call date or on any interest payment date thereafter at the prevailing principal amount together with accrued but unpaid interest. However, redemption is subject to the permission of the Single Supervisory Mechanism/Central Bank of Ireland who have set out certain conditions in relation to redemption, purchase, cancellation and modification of these securities. In addition, the securities are redeemable at the option of AlB Group plc. for certain regulatory or tax reasons."]
["The securities, which do not carry voting rights, rank pari passu with holders of other tier 1 instruments (excluding the Company’s ordinary shares) and with the holders of preference shares, if any, which have a preferential right to a return of assets in a winding up of AIB Group plc. They rank ahead of the holders of ordinary share capital of the Company but junior to the claims of senior creditors."]
["If the CET1 ratio of the Group at any time falls below 7% (a trigger event) and is not in winding-up, subject to certain conditions, the issuer. may write down the AT1s by the lower of the amount necessary to generate sufficient common equity tier 1 capital to restore the CET1 ratio to 7% or the amount that would reduce the prevailing principal amount to zero. To the extent permitted, in order to comply with regulatory capital and other requirements, the issuer may at its sole and full discretion reinstate any previously written down amount."]
[]
["€625m additional tier 1 perpetual contingent write down securities issued 23 June 2020"]
["On 23 June 2020 AIB Group plc. issued € 625 million nominal value of additional tier 1 perpetual contingent temporary write-down securities (‘AT1s’). The securities, which are accounted for as equity in the statement of financial position, are included in the Group consolidated capital position. The securities have been downstreamed in the same form to its subsidiary, Allied Irish Banks, p.l.c."]
["Interest on the securities, at a fixed rate of 6.25% per annum, is payable semi-annually in arrears on 23 June and 23 December, commencing on 23 December 2020. On the first reset date in the event that the securities are not redeemed, interest will be reset to the relevant 5 year rate plus a margin. AIB Group plc. has sole and absolute discretion at all times to cancel (in whole or in part) any interest payment that would otherwise be payable on any interest payment date. In addition, there are certain limitations on the payment of interest if such payments are prohibited under Irish banking regulations or regulatory capital requirements, if AIB Group plc. has insufficient reserves available for distribution or if AIB Group plc. fails to satisfy the solvency condition as defined in the securities terms. Any interest not paid on an interest payment date by reason of the provisions as to cancellation of interest or by reason of the solvency condition set out in the terms and conditions, will not accumulate or be payable thereafter."]
["The securities are perpetual securities with no fixed redemption date. AIB Group plc. may, in its sole and full discretion, redeem all (but not some only) of the securities on the first call date or on any interest payment date thereafter at the prevailing principal amount together with accrued but unpaid interest. However, redemption is subject to the permission of the Single Supervisory Mechanism/Central Bank of Ireland who have set out certain conditions in relation to redemption, purchase, cancellation and modification of these securities. In addition, the securities are redeemable at the option of AlB Group plc. for certain regulatory or tax reasons."]
["The securities, which do not carry voting rights, rank pari passu with holders of other tier 1 instruments (excluding the Company’s ordinary shares) and with the holders of preference shares, if any, which have a preferential right to a return of assets in a windingup of AIB Group plc. They rank ahead of the holders of ordinary share capital of the Company but junior to the claims of senior creditors."]
["If the CET1 ratio of the Group at any time falls below 7% (a trigger event) and is not in winding-up, subject to certain conditions, the issuer. may write down the AT1s by the lower of the amount necessary to generate sufficient common equity tier 1 capital to restore the CET1 ratio to 7% or the amount that would reduce the prevailing principal amount to zero. To the extent permitted, in order to comply with regulatory capital and other requirements, the issuer may at its sole and full discretion reinstate any previously written down amount."]
[]
["Tier 2 capital"]
["Broadly includes qualifying subordinated debt and other tier 2 securities in issue. It is subject to adjustments relating to the excess of expected loss on the IRBA portfolios over the accounting expected credit losses on the IRBA portfolios, securitisation positions and material holdings in financial companies."]
[]
["€500m subordinated tier 2 notes due 2029, callable 2024"]
["On 19 November 2019, AIB Group plc. issued € 500 million subordinated tier 2 notes due 2029, callable 2024. These notes mature on 19 November 2029 but can be redeemed in whole, but not in part, at the option of AIB Group plc. on the optional redemption date on 19 November 2024, subject to the approval of the Financial Regulator, with approval being conditional on meeting the requirements of the EU Capital Requirements Regulation. The notes bear interest on the outstanding nominal amount at a fixed rate of 1.875%, payable annually in arrears on 19 November each year."]
[]
["€1,000m subordinated tier 2 notes due 2031, callable 2026"]
["On 30 September 2020, AIB Group plc. issued € 1,000 million subordinated tier 2 notes due 2031, callable 2026. These notes mature on 30 May 2031 but can be redeemed in whole, but not in part, at the option of AIB Group plc. on the optional redemption date on 30 May 2026, subject to the approval of the Financial Regulator, with approval being conditional on meeting the requirements of the EU Capital Requirements Regulation. The notes bear interest on the outstanding nominal amount at a fixed rate of 2.875%, payable annually in arrears on 30 September each year."]
[]
["Instruments issued by subsidiaries that are given recognition in tier 2 capital "]
["Other subordinated term loan capital"]
["Following the liability management exercises in 2011 and the Subordinated Liabilities Order (“SLO”) in April 2011, residual balances remained on certain dated loan capital instruments. The SLO, which was effective from 22 April 2011, changed the terms of all of those outstanding dated loan agreements. The original liabilities were derecognised and new liabilities were recognised, with their initial measurement based on the fair value at the SLO effective date. The contractual maturity date changed to 2035 as a result of the SLO, with coupons to be payable at the option of Allied Irish Banks, p.l.c. These instruments will amortise to their nominal value in the period to their maturity in 2035.\n"]
["Under CRD IV, a portion of the capital reserves attributable to the tier 2 capital instruments issued by Allied Irish Banks, p.l.c. as outlined above, which exceed the minimum own funds requirement, is not recognised for AIB Group plc consolidated regulatory capital purposes. This restriction* reduced qualifying transitional tier 2 capital by € 20 million at 31 December 2020."]
[]
["IRB excess of provisions over expected eligible losses"]
["For IRB exposures, the total regulatory expected loss (“EL”) on IRB loans is compared to the total expected credit loss (“ECL”) attributed to those loans in the financial statements. If EL is greater than ECL, the excess is deducted from CET1. An excess of ECL over EL on exposures in default cannot be used to cover a deficit on non-default exposures, i.e. the CET 1 deduction is the greater of (i) the total excess of EL over ECL and (ii) the non-default excess of EL over ECL. Any excess of ECL over EL is added to tier 2 capital up to a limit of 0.6% of IRB risk weighted assets."]
[]
["Other: Warrants"]
["Warrants to acquire a fixed number of the Company shares for a fixed amount of currency are classified as equity instruments and are recognised on initial recognition at the fair value of consideration received."]

{"sheet":"Appendix 2","index":102,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Appendix 2. Asset encumbrance"]

{"sheet":"Asset encumbrance","index":103,"n_rows":3,"n_cols":1,"rows_kept":3}
["Asset encumbrance overview"]
[]
["The following tables show the amounts of on-balance sheet encumbered and unencumbered assets and off-balance sheet collateral held by the Group. The tables below are based on the EBA reporting templates pertaining to asset encumbrance under CRR (EBA/RTS/2017/03). The figures are median values based on quarter end point-in-time figures covering the year to 31 December 2020 and for the year ended 31 December 2019. The exposure values used are in line with implementing Regulation (EU) No 680/2014. The asset encumbrance disclosure is consolidated at the group regulatory consolidated level excluding those assets pursuant to Article 18 of the CRR - see table 3: EU LI3  - Differences in scope of consolidation.\n\nAn asset is defined as encumbered if it has been pledged as collateral, and, as a result, is no longer available to the Group to secure funding, to satisfy collateral needs or to be sold.\n"]

{"sheet":"Table 65","index":104,"n_rows":41,"n_cols":10,"rows_kept":41,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[4,1,4,4],[4,6,4,9],[22,8,22,9],[23,1,23,4],[23,6,23,9],[40,0,42,9]]}
["Table 65: Encumbered and unencumbered assets held by AIB Group – Table A"]
["The table below sets out the encumbered and unencumbered assets of the of AlB Group in accordance Article 443."]
[]
[{"$nulls":8},"2020-12-31"]
[null,"Encumbered Assets",{"$nulls":4},"Unencumbered Assets"]
[]
[null,"Carrying amount ","Of which: notionally eligible EHQLA (1) and HQLA (1) ","Fair value ","Of which: notionally eligible EHQLA (1) and HQLA (1) ",null,"Carrying amount ","Of which: notionally eligible EHQLA (1) and HQLA (1) ","Fair value ","Of which: notionally eligible EHQLA (1) and HQLA (1) "]
[null,"€ m","€ m","€ m","€ m",null,"€ m","€ m","€ m","€ m"]
["Assets of the reporting institution",{"v":12240,"d":"12,240"},{"v":4477,"d":"4,477"},{"$nulls":3},{"v":92157,"d":"92,157"},{"v":27381,"d":"27,381"}]
["Equity instruments",0,0,{"$nulls":3},349,0]
["Debt securities",{"v":4561,"d":"4,561"},{"v":4477,"d":"4,477"},{"v":4594,"d":"4,594"},{"v":4477,"d":"4,477"},null,{"v":14234,"d":"14,234"},{"v":8981,"d":"8,981"},{"v":14174,"d":"14,174"},{"v":8981,"d":"8,981"}]
["Of which:"]
["Covered bonds",249,249,249,249,null,{"v":3413,"d":"3,413"},{"v":2559,"d":"2,559"},{"v":3413,"d":"3,413"},{"v":2559,"d":"2,559"}]
["Asset-backed securities",69,0,69,0,null,{"v":1219,"d":"1,219"},46,{"v":1219,"d":"1,219"},46]
["Issued by general governments",{"v":3942,"d":"3,942"},{"v":3882,"d":"3,882"},{"v":3942,"d":"3,942"},{"v":3882,"d":"3,882"},null,{"v":5766,"d":"5,766"},{"v":5474,"d":"5,474"},{"v":5762,"d":"5,762"},{"v":5474,"d":"5,474"}]
["Issued by financial corporations",614,555,614,555,null,{"v":7846,"d":"7,846"},{"v":3161,"d":"3,161"},{"v":7824,"d":"7,824"},{"v":3161,"d":"3,161"}]
["Issued by non-financial corporations",0,0,0,0,null,570,345,570,345]
["Other assets",{"v":7688,"d":"7,688"},0,{"$nulls":3},{"v":77151,"d":"77,151"},{"v":17906,"d":"17,906"}]
["Of which loans and advances",{"v":7124,"d":"7,124"},0,{"$nulls":3},{"v":52267,"d":"52,267"},0]
["Loans on demand",588,0,{"$nulls":3},{"v":18134,"d":"18,134"},{"v":17906,"d":"17,906"}]
["Other assets",59,0,{"$nulls":3},{"v":7062,"d":"7,062"},0]
[]
[{"$nulls":8},"2019-12-31"]
[null,"Encumbered Assets",{"$nulls":4},"Unencumbered Assets"]
[null,"Carrying amount ","of which: notionally eligible EHQLA and HQLA ","Fair value ","Of which: notionally eligible EHQLA and HQLA (1)",null,"Carrying amount ","Of which: notionally eligible EHQLA and HQLA ","Fair value ","Of which: notionally eligible EHQLA and HQLA (1)"]
[null,"€ m","€ m","€ m","€ m",null,"€ m","€ m","€ m","€ m"]
["Assets of reporting institution",{"v":10902,"d":"10,902"},{"v":1173,"d":"1,173"},{"$nulls":3},{"v":85388,"d":"85,388"},{"v":20482,"d":"20,482"}]
["Equity instruments",0,0,{"$nulls":3},765,0]
["Debt securities",{"v":1173,"d":"1,173"},{"v":1173,"d":"1,173"},{"v":1173,"d":"1,173"},{"v":1173,"d":"1,173"},null,{"v":15665,"d":"15,665"},{"v":12608,"d":"12,608"},{"v":15665,"d":"15,665"},{"v":12608,"d":"12,608"}]
["Of which:"]
["Covered bonds",223,223,223,223,null,{"v":3271,"d":"3,271"},{"v":3271,"d":"3,271"},{"v":3271,"d":"3,271"},{"v":3271,"d":"3,271"}]
["Asset-backed securities",147,147,147,147,null,{"v":1026,"d":"1,026"},455,{"v":1011,"d":"1,011"},455]
["Issued by general governments",847,847,847,847,null,{"v":8142,"d":"8,142"},{"v":8115,"d":"8,115"},{"v":8142,"d":"8,142"},{"v":8115,"d":"8,115"}]
["Issued by financial corporations",325,303,325,303,null,{"v":7321,"d":"7,321"},{"v":4013,"d":"4,013"},{"v":7321,"d":"7,321"},{"v":4013,"d":"4,013"}]
["Issued by non-financial corporations",0,0,0,0,null,416,332,416,332]
["Other assets",{"v":9690,"d":"9,690"},0,{"$nulls":3},{"v":68744,"d":"68,744"},{"v":8726,"d":"8,726"}]
["Of which loans and advances",{"v":8764,"d":"8,764"},0,{"$nulls":3},{"v":52900,"d":"52,900"},0]
["Loans on demand",680,0,{"$nulls":3},{"v":8951,"d":"8,951"},{"v":8726,"d":"8,726"}]
["Other assets",248,0,{"$nulls":3},{"v":7153,"d":"7,153"},0]
[]
["(1) EHQLA: Extremely high quality liquid assets and HQLA: High quality liquid assets - includes unencumbered cash at central banks, domestic currency (euro) denominated bonds issued or guaranteed by European Economic Area (“EEA”) sovereigns, highly rated sovereign bonds, highly rated covered bonds and certain other highly rated securities."]

{"sheet":"Table 66","index":105,"n_rows":40,"n_cols":5,"rows_kept":40,"merged":[[0,0,0,4],[1,0,1,4],[3,3,3,4],[22,3,22,4]]}
["Table 66: Collateral received – Table B"]
["The table below sets out the encumbered and unencumbered assets of the collateral received by AlB Group in accordance Article 443."]
[]
[{"$nulls":3},"2020-12-31"]
[null,"Fair value of encumbered collateral received or own debt securities issued ","Of which: notionally eligible EHQLA and HQLA ","Fair value of collateral received or own debt securities issued available for encumbrance ","Of which: notionally eligible EHQLA and HQLA "]
[null,"€ m","€ m","€ m","€ m"]
["Collateral received by the reporting institution",0,0,{"v":5073,"d":"5,073"},{"v":1406,"d":"1,406"}]
["Loans on demand",0,0,353,0]
["Equity instruments",0,0,513,0]
["Debt securities ",0,0,{"v":4720,"d":"4,720"},{"v":1269,"d":"1,269"}]
["Of which:"]
["      Covered bonds",0,0,{"v":1285,"d":"1,285"},879]
["      Asset-backed securities",0,0,{"v":1544,"d":"1,544"},0]
["      Issued by general governments",0,0,202,137]
["      Issued by financial corporations",0,0,{"v":4579,"d":"4,579"},{"v":1129,"d":"1,129"}]
["      Issued by non- financial corporations",0,0,0,0]
["Loans and advances other than loans on demand",0,0,0,0]
["Other collateral received",0,0,0,0]
["Own debt securities issued other than own covered bonds or asset-backed securities ",0,0,0,0]
["Own covered bonds and asset-backed securities issued and not yet pledged",null,null,{"v":10474,"d":"10,474"},0]
["Total assets, collateral received and own debt securities issued",{"v":12240,"d":"12,240"},{"v":4477,"d":"4,477"}]
[]
[{"$nulls":3},"2019-12-31"]
[null,"Fair value of encumbered collateral received or own debt securities issued ","Of which: notionally eligible EHQLA and HQLA ","Fair value of collateral received or own debt securities issued available for encumbrance ","Of which: notionally eligible EHQLA and HQLA "]
[null,"€ m","€ m","€ m","€ m"]
["Collateral received by the reporting institution",0,0,{"v":4026,"d":"4,026"},{"v":1551,"d":"1,551"}]
["Loans on demand",0,0,427,0]
["Equity instruments",0,0,0,0]
["Debt securities ",0,0,{"v":3533,"d":"3,533"},{"v":1282,"d":"1,282"}]
["Of which:"]
["     Covered bonds",0,0,{"v":1253,"d":"1,253"},{"v":1253,"d":"1,253"}]
["     asset-backed securities",0,0,226,0]
["     issued by general governments",0,0,36,36]
["     issued by financial corporations",0,0,{"v":3497,"d":"3,497"},{"v":1253,"d":"1,253"}]
["     issued by non- financial corporations",0,0,0,0]
["Loans and advances other than loans on demand",0,0,0,0]
["Other collateral received",0,0,0,0]
["Own debt securities issued other than own covered bonds or asset-backed securities ",0,0,0,0]
["Own covered bonds and asset-backed securities issued and not yet pledged",null,null,{"v":6443,"d":"6,443"},0]
["Total assets, collateral received and own debt securities issued",{"v":10902,"d":"10,902"},{"v":1173,"d":"1,173"}]

{"sheet":"Table 67","index":106,"n_rows":13,"n_cols":3,"rows_kept":13,"merged":[[0,0,0,2],[1,0,1,2]]}
["Table 67: Encumbered assets/collateral received and associated liabilities – Table C"]
["The table below sets out the encumbered assets and associated liabilities of AlB Group in accordance Article 443."]
[]
[null,null,"2020-12-31"]
[null,"Matching liabilities, contingent liabilities or securities lent ","Assets, collateral received and own \ndebt securities issued other than covered bonds and ABSs encumbered "]
[null,"€ m","€ m"]
["Carrying amount of selected financial liabilities",{"v":4806,"d":"4,806"},{"v":10680,"d":"10,680"}]
[]
[null,null,"2019-12-31"]
[null,"Matching liabilities, contingent liabilities or securities lent ","Assets, collateral received and own \ndebt securities issued other than covered bonds and ABSs encumbered "]
[null,"€ m","€ m"]
[null,10,30]
["Carrying amount of selected financial liabilities",{"v":4687,"d":"4,687"},{"v":9365,"d":"9,365"}]

{"sheet":"Importance of encumbrance","index":107,"n_rows":3,"n_cols":1,"rows_kept":3}
["Information on importance of encumbrance"]
[]
["The ability to encumber certain pools of assets is a key element of the Group’s funding and liquidity strategy. As part of managing its funding requirements, the Group encumbers assets as collateral to support wholesale funding initiatives. In particular, encumbrance through the repo markets plays a role in funding the Group’s investment securities portfolio. The funding of customer loans is also supported through the issuance of covered bonds and securitisations. The Group is required to place cash with the Central Bank of Ireland and the Bank of England to meet minimum reserve and cash ratio deposit requirements which cannot be freely withdrawn. Other lesser sources of encumbrance include cash placed, mainly with banks and central clearing parties, in respect of derivative liabilities, sterling notes and coins issued and loan collateral pledged in support of pension liabilities in AIB Group (UK) p.l.c. \n\nThe Group’s wholly owned subsidiary, AIB Mortgage Bank, issues residential mortgage backed asset covered securities (“ACS”) in accordance with relevant legislative requirements. AIB Mortgage Bank is required to maintain minimum contractual over-collateralisation of 5% and minimum legislative over collateralisation of 3% on a prudent market value basis. This is monitored by the Covered Asset Monitor on behalf of the Central Bank of Ireland. \n\nDuring 2020, EBS Mortgage Finance (\"EBSMF\") transferred its loan portfolio to EBS d.a.c. and at the request of EBSMF, its regulators the European Central Bank and Central Bank of Ireland confirmed the withdrawal of EBSMF's banking licence and designated mortgage credit institution authorisation with effect from 2 February 2021 and accordingly EBSMF will no longer issue covered bonds. \n\nAIB Mortgage Bank holds higher levels of assets in their covered pools in order to meet rating agency requirements and beyond this for reasons of operational flexibility. In addition, the mortgage bank repo’s bonds centrally for liquidity management purposes. Bonds held centrally contribute to the Group’s liquidity buffer and do not add to the Group’s encumbrance level unless used in a repo transaction or pledged externally. Secured funding between Allied Irish Banks, p.l.c. and other Group entities (e.g. EBS d.a.c. and AIB Group (UK) p.l.c.) is an element of the Group’s liquidity management processes. The Group recognises the restrictions on the transfer of liquidity between jurisdictions and separately monitors asset encumbrance by jurisdictions. The Group’s Asset and Liability Committee (“ALCo”) is the governance forum with accountability for reviewing and monitoring the Group's level of asset encumbrance. \n\nIn 2020, € 12,240 million (2019: € 10,902 million) of the Group’s assets and collateral received were encumbered, primarily through the structures outlined above. In 2020, the Group had € 7,062 million (2019: € 7,153 million) of unencumbered ‘Other assets’. These are primarily made up of assets which would not be deemed available for encumbrance in the normal course of business and includes deferred tax assets, derivative assets, property, and plant and equipment. "]

{"sheet":"Appendix 3","index":108,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,6]]}
["Appendix 3. Transitional and fully loaded own funds"]

{"sheet":"Table 68","index":109,"n_rows":94,"n_cols":7,"rows_kept":94,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6],[53,2,53,3],[53,5,53,6],[93,0,93,6]]}
["Table 68: Transitional and fully loaded own funds of AIB Group"]
["As per Article 437(1)(a) and 437(1)(d)(i). The table below sets out the own funds of AlB Group in accordance with Articles 4 and 5 of the commission implementing Regulation (EU) no 1423/2013."]
[]
[null,null,"Transitional CRD IV",null,null,"Fully loaded CRD IV"]
[null,null,"2020-12-31","2019-12-31",null,"2020-12-31","2019-12-31"]
[null,null,"CRD IV Transitional",null,null,"CRD IV Fully loaded"]
[null,null,"€ m","€ m",null,"€ m","€ m"]
[null,"Common equity tier 1 capital: Instruments and reserves"]
[1,"Capital instruments and the related share premium accounts"]
[null," - Ordinary stock",{"v":1696,"d":"1,696 "},{"v":1696,"d":"1,696 "},null,{"v":1696,"d":"1,696 "},{"v":1696,"d":"1,696 "}]
[2,"Retained earnings",{"v":12944,"d":"12,944 "},{"v":13088,"d":"13,088 "},null,{"v":12944,"d":"12,944 "},{"v":13088,"d":"13,088 "}]
[3,"Accumulated other comprehensive income (and other reserves)",{"v":-2340,"d":"(2,340)"},{"v":-1910,"d":"(1,910)"},null,{"v":-2340,"d":"(2,340)"},{"v":-1910,"d":"(1,910)"}]
["5a","Independently reviewed interim profits net of any foreseeable charge or dividend",0,{"v":138,"d":"138 "},null,0,{"v":138,"d":"138 "}]
[6,"Common equity tier 1 (CET 1) capital before regulatory adjustment",{"v":12300,"d":"12,300 "},{"v":13012,"d":"13,012 "},null,{"v":12300,"d":"12,300 "},{"v":13012,"d":"13,012 "}]
[]
[null,"Common equity tier 1 (CET 1) capital : regulatory adjustments"]
[7,"Additional value adjustments",{"v":-31,"d":"(31)"},{"v":-35,"d":"(35)"},null,{"v":-31,"d":"(31)"},{"v":-35,"d":"(35)"}]
[8,"Intangible assets (net of related tax liability)",{"v":-485,"d":"(485)"},{"v":-798,"d":"(798)"},null,{"v":-485,"d":"(485)"},{"v":-798,"d":"(798)"}]
[10,"Deferred tax asset that rely on future profitability excluding those arising from temporary differences (net of related tax liability) ",{"v":-1654,"d":"(1,654)"},{"v":-1334,"d":"(1,334)"},null,{"v":-2721,"d":"(2,721)"},{"v":-2667,"d":"(2,667)"}]
[11,"Fair value reserves related to gains or losses on cash flow hedges",{"v":-540,"d":"(540)"},{"v":-469,"d":"(469)"},null,{"v":-540,"d":"(540)"},{"v":-469,"d":"(469)"}]
[12,"Negative amounts resulting from the calculation of expected loss amounts",0,{"v":-8,"d":"(8)"},null,0,{"v":-8,"d":"(8)"}]
[15,"Defined benefit pension fund assets ",{"v":-22,"d":"(22)"},{"v":-31,"d":"(31)"},null,{"v":-22,"d":"(22)"},{"v":-31,"d":"(31)"}]
["27a","Other regulatory adjustments (including IFRS 9 transitional adjustments when relevant)",{"v":479,"d":"479 "},{"v":251,"d":"251 "},null,{"v":-317,"d":"(317)"},0]
["26a","Regulatory adjustments relating to unrealised gains and losses ",0,0,null,0,0]
[null," - Unrealised gains on non-sovereign bonds",0,0,null,0,0]
[null," - Unrealised gains on sovereign bonds",0,0,null,0,0]
["26b","Amount to be deducted from or added to Common equity tier 1 capital with regard to additional filers and deductions required pre CRR"]
[null,null,0,0,null,0,0]
[null," - Defined benefit pension scheme",0,0,null,0,0]
[null," - Property revaluation reserve",0,0,null,0,0]
[null,"  - Minimum funding standard pension contributions",0,0,null,0,0]
[null," - Unrealised gains on equity",0,0,null,0,0]
[]
[28,"Total regulatory adjustments to common equity tier 1 (CET 1)",{"v":-2253,"d":"(2,253)"},{"v":-2424,"d":"(2,424)"},null,{"v":-4116,"d":"(4,116)"},{"v":-4008,"d":"(4,008)"}]
[29,"Common equity tier 1 (CET 1) capital",{"v":10047,"d":"10,047 "},{"v":10589,"d":"10,589 "},null,{"v":8184,"d":"8,184 "},{"v":9004,"d":"9,004 "}]
[]
[null,"Additional tier 1 (AT1) capital: Instruments"]
[30,"Capital instruments and the related share premium accounts"]
[31," - Classified as equity under applicable accounting standards",{"v":1115,"d":"1,115 "},{"v":496,"d":"496 "},null,{"v":1115,"d":"1,115 "},{"v":496,"d":"496 "}]
[34,"Qualifying tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties",0,{"v":129,"d":"129 "},null,0,{"v":159,"d":"159 "}]
[null,"Additional tier 1 (AT1) capital: before regulatory adjustments ",{"v":1115,"d":"1,115 "},{"v":625,"d":"625 "},null,{"v":1115,"d":"1,115 "},{"v":655,"d":"655 "}]
[]
[43,"Total regulatory adjustments to additional tier 1 (AT1)",0,0,null,0,0]
[44,"Additional tier 1 (AT1) capital ",{"v":1115,"d":"1,115 "},{"v":625,"d":"625 "},null,{"v":1115,"d":"1,115 "},{"v":655,"d":"655 "}]
[45,"Tier 1 capital (T1 = CET 1 + AT1)",{"v":11162,"d":"11,162 "},{"v":11214,"d":"11,214 "},null,{"v":9299,"d":"9,299 "},{"v":9659,"d":"9,659 "}]
[]
[null,"Tier 2 (T2) capital: Instruments and provisions"]
[46,"Capital instruments and the related share premium accounts",{"v":1500,"d":"1,500 "},{"v":500,"d":"500 "},null,{"v":1500,"d":"1,500 "},{"v":500,"d":"500 "}]
[48,"Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties",{"v":19,"d":"19 "},{"v":426,"d":"426 "},null,{"v":24,"d":"24 "},{"v":507,"d":"507 "}]
[50,"Credit Risk adjustments",{"v":131,"d":"131 "},0,null,{"v":131,"d":"131 "},0]
[null,"Tier 2 (T2) capital before regulatory adjustments",{"v":1650,"d":"1,650 "},{"v":926,"d":"926 "},null,{"v":1655,"d":"1,655 "},{"v":1007,"d":"1,007 "}]
[]
[]
[null,null,"Transitional CRD IV",null,null,"Fully loaded CRD IV"]
[null,null,{"v":44196,"d":"44,196"},{"v":43830,"d":"43,830"},null,{"v":44196,"d":"44,196"},{"v":43830,"d":"43,830"}]
[null,null,"CRD IV Transitional",null,null,"CRD IV Fully loaded"]
[null,null,"€m","€m",null,"€m","€m"]
[null,"Tier 2 (T2) capital: Regulatory adjustments",0,0,null,0,0]
["56c","Amount to be deducted from or added to Tier 2 capital with regard to additional filers and deductions required pre CRR",0,0,null,0,0]
[null,"of which: - IBNR Provisions",0,0,null,0,0]
[null,"                  - Property revaluation reserve",0,0,null,0,0]
[56,"Other regulatory adjustments (including IFRS 9 transitional adjustments when relevant)",{"v":-131,"d":"(131)"},0,null,0,0]
[57,"Total regulatory adjustments to Tier 2 (T2) capital",{"v":-131,"d":"(131)"},0,null,0,0]
[58,"Tier 2 (T2) capital",{"v":1519,"d":"1,519 "},{"v":926,"d":"926 "},null,{"v":1655,"d":"1,655 "},{"v":1007,"d":"1,007 "}]
[59,"Total capital (TC = T1 + T2)",{"v":12681,"d":"12,681 "},{"v":12140,"d":"12,140 "},null,{"v":10954,"d":"10,954 "},{"v":10666,"d":"10,666 "}]
[]
[60,"Total risk weighted assets",{"v":53036,"d":"53,036 "},{"v":52121,"d":"52,121 "},null,{"v":52579,"d":"52,579 "},{"v":51999,"d":"51,999 "}]
[]
[null,"Capital ratios and buffers"]
[61,"Common equity tier 1",{"v":0.189,"d":"18.9%"},{"v":0.203,"d":"20.3%"},null,{"v":0.156,"d":"15.6%"},{"v":0.173,"d":"17.3%"}]
[62,"Tier 1",{"v":0.21,"d":"21.0%"},{"v":0.215,"d":"21.5%"},null,{"v":0.177,"d":"17.7%"},{"v":0.186,"d":"18.6%"}]
[63,"Total capital",{"v":0.239,"d":"23.9%"},{"v":0.233,"d":"23.3%"},null,{"v":0.208,"d":"20.8%"},{"v":0.205,"d":"20.5%"}]
[64,"Institution specific buffer requirement (CET 1 requirement in accordance with article 92 (1) plus ",{"v":0.080045,"d":"8.0045%"},{"v":0.083851,"d":"8.3851%"},null,{"v":0.085045,"d":"8.5045%"},{"v":0.093851,"d":"9.4%"}]
[null,"capital conservation and countercyclical buffer requirements, plus systemic risk buffer, plus systemically important institution buffer expressed as a percentage of risk exposure amount"]
[65,"of which: capital conservation buffer requirement",{"v":0.025,"d":"2.5%"},{"v":0.025,"d":"2.5%"},null,{"v":0.025,"d":"2.5%"},{"v":0.025,"d":"2.5%"}]
[66,"of which : countercyclical buffer requirement",{"v":4.5e-05,"d":"0.0045%"},{"v":0.008851,"d":"0.8851%"},null,{"v":4.5e-05,"d":"0.0045%"},{"v":0.008851,"d":"0.8851%"}]
[67,"of which :  systemic risk buffer requirement",0,0,null,0,0]
["67a","of which: Other systemically Important Institution (O-SII) buffer",{"v":0.01,"d":"1.0%"},{"v":0.005,"d":"0.5%"},null,{"v":0.015,"d":"1.5%"},{"v":0.015,"d":"1.5%"}]
[68,"Common equity tier 1 available to meet buffers (1) (as a percentage of risk exposure amount) ",{"v":0.144,"d":"14.4%"},{"v":0.158,"d":"15.8%"},null,{"v":0.111,"d":"11.1%"},{"v":0.128,"d":"12.8%"}]
[]
[null,"Amounts below the thresholds for deduction (before risk weighting) "]
[]
[72,"Direct and indirect holdings of the capital of financial sector entities where the institution "]
[null,"does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions)",47,188,null,47,188]
[73,"Direct and indirect holdings of the capital of financial sector entities where the institution "]
[null,"has a significant investment in those entities (amount below 10% threshold and net of eligible short positions)",121,106,null,121,106]
[75,"Deferred tax assets arising from temporary differences (amount below 10% threshold, net of related tax liability)",71,70,null,71,70]
[]
[null,"Applicable caps on the inclusion of provision in Tier 2"]
[77,"Cap on inclusion of credit risk adjustments in T2 under standardised approach",315,344,null,310,344]
[78,"Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to application of the cap)",278,0,null,278,0]
[79,"Cap for inclusion of credit risk adjustments in T2 under internal ratings based approach",131,113,null,131,113]
[]
["(1) CET 1 in excess of 4.5%."]

{"sheet":"Appendix 4","index":110,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,6]]}
["Appendix 4. Quantitative information on liquidity coverage ratio"]

{"sheet":"Quantitative Information","index":111,"n_rows":3,"n_cols":1,"rows_kept":3}
["Quantitative information overview"]
["\nThe LCR aims to ensure that a bank has an adequate stock of unencumbered High Quality Liquid Assets (“HQLA”) to meet its liquidity needs for a 30-calendar day liquidity stress scenario. The Liquidity Cover Ratio (“LCR”) table below has been produced in line with the requirements set out in the ‘Guidelines on LCR disclosure to complement the disclosure of liquidity risk management under Article 435 of Regulation (EU) No 575/2013’ (EBA/GL/2017/01). All figures included in the table represent a 12 month rolling average for each quarter of 2020 and for the year ended 31 December 2019.\n"]
["Qualitative information on LCR\nThe LCR is calculated on significant currency, consolidated-all currencies basis and for subsidiaries outside the liquidity sub-group pursuant to article 8(1) of Regulation (EU) No. 575/2013 (CRR). The LCR remained above the regulatory minimum requirements of 100% and internal risk appetite. The Group maintains a healthy liquidity position by keeping a stable balance sheet structure that is supported by a diversified funding base.\nThe average LCR for the 12 months to 31 December 2020 increased to 168% (2019: 139%), as growth in the liquidity buffer exceeded growth in stresses. Growth in the average liquidity buffer during the 12 month period is largely driven by net deposit growth across the Retail and Corporate segments. \n\nConcentration of funding sources\nThe composition of the Group’s funding results in a low LCR outflow requirement relative to the overall size of the funding base, as a large proportion of this deposit base comes from Retail customers, which in aggregate provide a stable source of funding. \n\nDerivative exposures and potential collateral calls  \nThe Group actively manages its over-the-counter (“OTC”) derivative exposures arising from activity generated by corporate customers while the remainder represent hedging and trading decisions of the Group’s derivative and foreign exchange traders with a view to generating incremental income. These derivative financial instruments include interest rate, foreign exchange, equity and credit derivatives. The LCR captures both contractual derivative outflows and the impact of an adverse market scenario on derivative outflows and collateral calls. In addition, derivative outflows are captured in the Group’s liquidity stress testing.\n\nCurrency mismatch in the LCR \nAs part of its funding strategy, the Group makes use of the swap markets to support its funding needs across currencies. The Group's stable funding base of customer deposits is predominantly denominated in the local currency of its key operating locations. Matching its deposit currency mix, the main portion of the Group's liquid assets is denominated in EUR and the local currencies of key operating locations.\n\nA description of the degree of centralisation of liquidity management and interaction between the Group’s unit \nThe Group operates a funding and liquidity model centralised through AIB plc, which is the sole subsidiary of AIB Group plc. The Central Bank of Ireland has granted a derogation to the application of liquidity requirements on an individual basis under Article 8 of the CRR for the formation of the \"Irish Liquidity Sub-Group\". Through a Liquidity Management Agreement the respective Boards of supporting subsidiaries have appointed AIB plc as their Liquidity Manager (LM). The agreement provides for the free movement of funds between the entities to enable them to meet their individual and joint obligations as they come due per Article 8(1). As distinct from this, AIB Group UK is a subsidiary lead regulated by the Prudential Regulation Authority (PRA) and manages funding and liquidity requirements in accordance with UK regulatory requirements and its business objectives.  \n\nOther items in the LCR calculation that are not captured in the LCR disclosure template but that the institution considers relevant for its liquidity profile \nFor LCR purposes, assets outside the liquidity function’s control can qualify as HQLAs in so far as they match outflows in the same jurisdiction. For the Group, this means that UK HQLAs (cash held with the Bank of England) can qualify up to the amount of 30 days UK outflows under LCR. \n\nFurther details on the Group’s management of funding and liquidity risk can be found in the risk management section of the Annual Financial Report 2020 (funding and liquidity risk section, from page 147).\n\n"]

{"sheet":"Table 69","index":112,"n_rows":79,"n_cols":10,"rows_kept":79,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[4,1,4,4],[4,6,4,9],[41,8,41,9],[42,1,43,4],[42,6,43,9]]}
["Table 69: Funding and liquidity risk"]
["As per Article 435(1)(f). The table below sets out the liquidity coverage ratio detail of AlB Group."]
[]
[{"$nulls":8},"2020-12-31"]
[null,"Total Unweighted Value (average) € m",{"$nulls":4},"Total Weighted Value (average) € m"]
[null,"2020-03-30","2020-06-28","2020-09-28","2020-12-31",null,"2020-03-30","2020-06-28","2020-09-28","2020-12-31"]
["Number of data points used in the calculation of averages",12,12,12,12,null,12,12,12,12]
["High quality liquid assets (\"HQLA\")"]
["Total HQLA",{"$nulls":5},{"v":21157,"d":"21,157"},{"v":22638,"d":"22,638"},{"v":24406,"d":"24,406"},{"v":26956,"d":"26,956"}]
["Cash outflows"]
["Retail deposits and deposits from small business customers, of which:",{"v":44025,"d":"44,025"},{"v":46033,"d":"46,033"},{"v":48339,"d":"48,339"},{"v":50833,"d":"50,833"},null,{"v":3892,"d":"3,892"},{"v":3986,"d":"3,986"},{"v":4111,"d":"4,111"},{"v":4263,"d":"4,263"}]
["Stable deposits",{"v":26179,"d":"26,179"},{"v":27099,"d":"27,099"},{"v":28204,"d":"28,204"},{"v":29371,"d":"29,371"},null,{"v":1313,"d":"1,313"},{"v":1355,"d":"1,355"},{"v":1410,"d":"1,410"},{"v":1469,"d":"1,469"}]
["Less stable deposits",{"v":17803,"d":"17,803"},{"v":18213,"d":"18,213"},{"v":18758,"d":"18,758"},{"v":19444,"d":"19,444"},null,{"v":2536,"d":"2,536"},{"v":2588,"d":"2,588"},{"v":2659,"d":"2,659"},{"v":2750,"d":"2,750"}]
["Unsecured wholesale funding",{"v":22320,"d":"22,320"},{"v":22693,"d":"22,693"},{"v":23194,"d":"23,194"},{"v":23940,"d":"23,940"},null,{"v":10118,"d":"10,118"},{"v":10284,"d":"10,284"},{"v":10497,"d":"10,497"},{"v":10820,"d":"10,820"}]
["Operational deposits (all counterparties) and deposits in networks of cooperative banks",0,0,0,0,null,0,0,0,0]
["Non-operational deposits (all counterparties)",{"v":22320,"d":"22,320"},{"v":22693,"d":"22,693"},{"v":23194,"d":"23,194"},{"v":23940,"d":"23,940"},null,{"v":10118,"d":"10,118"},{"v":10284,"d":"10,284"},{"v":10497,"d":"10,497"},{"v":10820,"d":"10,820"}]
["Unsecured debt",0,0,0,0,null,0,0,0,0]
["Secured wholesale funding",{"$nulls":5},39,40,59,78]
["Additional requirements, of which",{"v":11769,"d":"11,769"},{"v":11262,"d":"11,262"},{"v":10658,"d":"10,658"},{"v":10219,"d":"10,219"},null,{"v":1304,"d":"1,304"},{"v":1303,"d":"1,303"},{"v":1282,"d":"1,282"},{"v":1299,"d":"1,299"}]
["Outflows related to derivative exposures and other collateral requirements",281,326,370,422,null,281,326,370,422]
["Outflows related to loss of funding on debt products",0,0,0,0,null,0,0,0,0]
["Credit and liquidity facilities",{"v":11488,"d":"11,488"},{"v":10936,"d":"10,936"},{"v":10288,"d":"10,288"},{"v":9797,"d":"9,797"},null,{"v":1023,"d":"1,023"},977,912,877]
["Other contractual funding obligations",275,285,273,338,null,176,188,174,237]
["Other contingent funding obligations",822,{"v":1303,"d":"1,303"},{"v":2080,"d":"2,080"},{"v":2836,"d":"2,836"},null,41,94,175,256]
["Total cash outflows",{"$nulls":5},{"v":15570,"d":"15,570"},{"v":15895,"d":"15,895"},{"v":16298,"d":"16,298"},{"v":16953,"d":"16,953"}]
["Cash inflows"]
["Secured lending (e.g. reverse repos)",308,352,416,526,null,230,205,199,226]
["Inflows from fully performing exposures",774,756,740,720,null,505,506,502,491]
["Other cash inflows",{"v":1092,"d":"1,092"},{"v":1011,"d":"1,011"},918,798,null,426,383,342,277]
["(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)",0,0,0,0,null,0,0,0,0]
["(Excess inflows from a related specialised credit institution)",0,0,0,0,null,0,0,0,0]
["Total cash inflows",{"v":2174,"d":"2,174"},{"v":2119,"d":"2,119"},{"v":2074,"d":"2,074"},{"v":2044,"d":"2,044"},null,{"v":1161,"d":"1,161"},{"v":1094,"d":"1,094"},{"v":1043,"d":"1,043"},994]
["Fully exempt inflows",0,0,0,0,null,0,0,0,0]
["Inflows subject to 90% cap",0,0,0,0,null,0,0,0,0]
["Inflows subject to 75% cap",{"v":1954,"d":"1,954"},{"v":1879,"d":"1,879"},{"v":1790,"d":"1,790"},{"v":1635,"d":"1,635"},null,{"v":1161,"d":"1,161"},{"v":1094,"d":"1,094"},{"v":1043,"d":"1,043"},994]
[]
[{"$nulls":6},"€ m","€ m","€ m","€ m"]
["Liquidity buffer",{"$nulls":5},{"v":21157,"d":"21,157"},{"v":22638,"d":"22,638"},{"v":24406,"d":"24,406"},{"v":26956,"d":"26,956"}]
["Total net cash outflows",{"$nulls":5},{"v":14409,"d":"14,409"},{"v":14801,"d":"14,801"},{"v":15255,"d":"15,255"},{"v":15959,"d":"15,959"}]
["Liquidity coverage ratio (%)",{"$nulls":5},"147 %","153 %","160 %","168 %"]
[]
[{"$nulls":8},"2019-12-31"]
[null,"Total Unweighted Value (average) € m",{"$nulls":4},"Total Weighted Value (average) € m"]
[]
[null,"2019-03-30","2019-06-28","2019-09-28","2019-12-31",null,"2019-03-30","2019-06-28","2019-09-28","2019-12-31"]
["Number of data points used in the calculation of averages",12,12,12,12,null,12,12,12,12]
["High quality liquid assets (HQLA)"]
["Total HQLA",{"$nulls":5},{"v":17784,"d":"17,784"},{"v":18107,"d":"18,107"},{"v":18889,"d":"18,889"},{"v":19900,"d":"19,900"}]
["Cash outflows"]
["Retail deposits and deposits from small business customers, of which:",{"v":39332,"d":"39,332"},{"v":40520,"d":"40,520"},{"v":41617,"d":"41,617"},{"v":42804,"d":"42,804"},null,{"v":3497,"d":"3,497"},{"v":3601,"d":"3,601"},{"v":3695,"d":"3,695"},{"v":3796,"d":"3,796"}]
["   Stable deposits",{"v":23415,"d":"23,415"},{"v":24093,"d":"24,093"},{"v":24698,"d":"24,698"},{"v":25395,"d":"25,395"},null,{"v":1171,"d":"1,171"},{"v":1209,"d":"1,209"},{"v":1239,"d":"1,239"},{"v":1274,"d":"1,274"}]
["   Less stable deposits",{"v":15858,"d":"15,858"},{"v":16376,"d":"16,376"},{"v":16874,"d":"16,874"},{"v":17366,"d":"17,366"},null,{"v":2267,"d":"2,267"},{"v":2341,"d":"2,341"},{"v":2411,"d":"2,411"},{"v":2478,"d":"2,478"}]
["Unsecured wholesale funding, of which:",{"v":21893,"d":"21,893"},{"v":21931,"d":"21,931"},{"v":21870,"d":"21,870"},{"v":22053,"d":"22,053"},null,{"v":9841,"d":"9,841"},{"v":9943,"d":"9,943"},{"v":9920,"d":"9,920"},{"v":9997,"d":"9,997"}]
["  Operational deposits (all counterparties) and deposits in networks of cooperative banks",0,0,0,0,null,0,0,0,0]
["   Non-operational deposits (all counterparties)",{"v":21851,"d":"21,851"},{"v":21889,"d":"21,889"},{"v":21870,"d":"21,870"},{"v":22053,"d":"22,053"},null,{"v":9799,"d":"9,799"},{"v":9901,"d":"9,901"},{"v":9920,"d":"9,920"},{"v":9997,"d":"9,997"}]
["Unsecured debt",42,42,0,0,null,42,42,0,0]
["Secured wholesale funding",{"$nulls":5},14,7,7,19]
["Additional requirements, of which:",{"v":11056,"d":"11,056"},{"v":11431,"d":"11,431"},{"v":11554,"d":"11,554"},{"v":11678,"d":"11,678"},null,{"v":1189,"d":"1,189"},{"v":1233,"d":"1,233"},{"v":1262,"d":"1,262"},{"v":1273,"d":"1,273"}]
["Outflows related to derivative exposures and other collateral requirements",308,302,285,272,null,308,302,285,272]
["    Outflows related to loss of funding on debt products",0,0,0,0,null,0,0,0,0]
["    Credit and liquidity facilities",{"v":10748,"d":"10,748"},{"v":11128,"d":"11,128"},{"v":11269,"d":"11,269"},{"v":11406,"d":"11,406"},null,881,931,977,{"v":1001,"d":"1,001"}]
["Other contractual funding obligations",271,274,270,284,null,167,172,169,182]
["Other contingent funding obligations",889,881,843,847,null,46,44,42,42]
["Total cash outflows",{"$nulls":5},{"v":14754,"d":"14,754"},{"v":15000,"d":"15,000"},{"v":15095,"d":"15,095"},{"v":15309,"d":"15,309"}]
[]
["Cash Inflows"]
["Secured lending (reverse repos)",117,162,155,240,null,61,110,104,162]
["Inflows from fully performing exposures",854,837,817,800,null,517,511,504,509]
["Other cash inflows",925,928,972,{"v":1031,"d":"1,031"},null,225,234,281,346]
["(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)",0,0,0,0,null,0,0,0,0]
["(Excess inflows from a related specialised credit institution)",0,0,0,0,null,0,0,0,0]
["Total cash Inflows",{"v":1896,"d":"1,896"},{"v":1927,"d":"1,927"},{"v":1944,"d":"1,944"},{"v":2071,"d":"2,071"},null,804,856,889,{"v":1018,"d":"1,018"}]
["Fully exempt inflows",0,0,0,0,null,0,0,0,0]
["Inflows subject to 90% cap",0,0,0,0,null,0,0,0,0]
["Inflows subject to 75% cap",{"v":1794,"d":"1,794"},{"v":1786,"d":"1,786"},{"v":1820,"d":"1,820"},{"v":1886,"d":"1,886"},null,804,856,889,{"v":1018,"d":"1,018"}]
[]
["Total HQLA",{"$nulls":5},{"v":17784,"d":"17,784"},{"v":18107,"d":"18,107"},{"v":18889,"d":"18,889"},{"v":19900,"d":"19,900"}]
["Total net cash outflows",{"$nulls":5},{"v":13951,"d":"13,951"},{"v":14145,"d":"14,145"},{"v":14206,"d":"14,206"},{"v":14292,"d":"14,292"}]
["Liquidity coverage ratio (average)",{"$nulls":5},{"v":1.28,"d":"128%"},{"v":1.28,"d":"128%"},{"v":1.33,"d":"133%"},{"v":1.39,"d":"139%"}]

{"sheet":"Appendix 5","index":113,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Appendix 5. Countercyclical capital buffer"]

{"sheet":"Table 70","index":114,"n_rows":44,"n_cols":14,"rows_kept":44,"merged":[[0,0,0,13],[1,0,1,13],[3,12,3,13],[4,1,4,2],[4,9,4,12],[22,12,22,13],[23,1,23,2],[23,9,23,12],[41,0,41,13],[42,0,42,13],[43,0,43,13]]}
["Table 70: Countercyclical capital buffer – geographical distribution of credit exposures"]
["As per Article 440(1)(a). The following table sets out the countercyclical capital buffer by geographical location .\nA suite of measures have been introduced to support the financial sector through the current COVID-19 pandemic. These include the reduction in the Countercyclical capital buffer (“CCyB”) to zero for example by both the Central Bank of Ireland (“CBI”) and the Bank of England (“BOE”), which has reduced the Counter-cyclical buffer rate."]
[]
[{"$nulls":12},"2020-12-31"]
[null,"General credit exposures",null,"Trading book exposures",null,"Securitisation exposures",{"$nulls":3},"Own funds requirements (1)"]
[null,"Exposure value for SA","Exposure value for IRB","Sum of long and short positions of trading book exposures",null,"Exposure value ","Total",null,"General credit exposures","Trading book exposures","Securitisation exposures","Total","Own funds requirements weights (2)","Counter-cyclical capital buffer rate (3)"]
["Breakdown by country:","€ m","€ m","€ m",null,"€ m","€ m",null,"€ m","€ m","€ m","€ m","%","%"]
["ROI",{"v":24874,"d":"24,874"},{"v":26580,"d":"26,580"},270,null,442,{"v":52166,"d":"52,166"},null,{"v":2419,"d":"2,419"},22,38,{"v":2479,"d":"2,479"},{"v":67.6,"d":"67.60"},0]
["UK",{"v":9107,"d":"9,107"},759,0,null,0,{"v":9866,"d":"9,866"},null,687,0,0,687,18.74,0]
["France",128,467,0,null,10,605,null,49,0,0,49,1.34,0]
["Denmark",17,40,0,null,0,57,null,5,0,0,5,0.15,0]
["Sweden",0,41,0,null,0,41,null,3,0,0,3,0.08,0]
["Norway",0,10,0,null,0,10,null,1,0,0,1,0.03,{"v":1,"d":"1.00"}]
["Hong Kong",0,0,0,null,0,0,null,0,0,0,0,0,{"v":1,"d":"1.00"}]
["Slovakia",0,0,0,null,0,0,null,0,0,0,0,0,{"v":1,"d":"1.00"}]
["Bulgaria",0,0,0,null,0,0,null,0,0,0,0,0,{"v":0.5,"d":"0.50"}]
["Czech Republic",0,0,0,null,0,0,null,0,0,0,0,0,{"v":0.5,"d":"0.50"}]
["Luxembourg",243,451,0,null,0,694,null,62,0,0,62,{"v":1.7,"d":"1.70"},0.25]
["Lithuania",0,0,0,null,0,0,null,0,0,0,0,0,0]
["Other",371,{"v":3371,"d":"3,371"},0,null,697,{"v":4439,"d":"4,439"},null,359,0,23,382,10.36,0]
["Total",{"v":34740,"d":"34,740"},{"v":31719,"d":"31,719"},270,null,{"v":1149,"d":"1,149"},{"v":67878,"d":"67,878"},null,{"v":3585,"d":"3,585"},22,61,{"v":3668,"d":"3,668"},{"v":100,"d":"100.00"},0.0045]
[]
[{"$nulls":12},"2019-12-31"]
[null,"General credit exposures",null,"Trading book exposures","Securitisation exposures","Securitisation exposures",{"$nulls":3},"Own funds requirements (1)"]
[null,"Exposure value for SA","Exposure value for IRB","Sum of long and short positions of trading book exposures","Exposure value for SEC-ERBA  ","Exposure value for SEC- IRB","Total",null,"General credit exposures","Trading book exposures","Securitisation exposures","Total","Own funds requirements weights (2)","Counter-cyclical capital buffer rate (3)"]
["Breakdown by country:","€ m","€ m","€ m","€ m","€ m","€ m",null,"€ m","€ m","€ m","€ m","%","%"]
["ROI",{"v":26271,"d":"26,271"},{"v":27041,"d":"27,041"},241,219,155,{"v":53927,"d":"53,927"},null,{"v":2303,"d":"2,303"},13,24,{"v":2340,"d":"2,340"},{"v":65.6448790152569,"d":"65.64"},{"v":1,"d":"1.00"}]
["UK",{"v":10241,"d":"10,241"},759,0,0,0,{"v":11000,"d":"11,000"},null,786,0,0,786,{"v":22.0483199107403,"d":"22.05"},{"v":1,"d":"1.00"}]
["France",83,593,0,0,14,690,null,44,0,0,44,{"v":1.22953322975383,"d":"1.23"},0.25]
["Denmark",17,40,0,0,0,57,null,4,0,0,4,{"v":0.122785601837959,"d":"0.12"},{"v":1,"d":"1.00"}]
["Sweden",0,45,0,0,0,45,null,5,0,0,5,{"v":0.13121970794638,"d":"0.13"},{"v":2.5,"d":"2.50"}]
["Norway",0,10,0,0,0,10,null,1,0,0,1,{"v":0.0213383858662697,"d":"0.02"},{"v":2.5,"d":"2.50"}]
["Hong Kong",0,0,0,0,0,0,null,0,0,0,0,{"v":0.00072904366913189,"d":"0.00"},{"v":2,"d":"2.00"}]
["Slovakia",0,0,0,0,0,0,null,0,0,0,0,{"v":0.000178759074602347,"d":"0.00"},{"v":1.5,"d":"1.50"}]
["Bulgaria",0,0,0,0,0,0,null,0,0,0,0,{"v":5.22407878848519e-05,"d":"0.00"},{"v":0.5,"d":"0.50"}]
["Czech Republic",0,0,0,0,0,0,null,0,0,0,0,{"v":8.43699314731801e-05,"d":"0.00"},{"v":1.5,"d":"1.50"}]
["Iceland",0,0,0,0,0,0,null,0,0,0,0,0,1.75]
["Lithuania",0,0,0,0,0,0,null,0,0,0,0,{"v":2.25520632413472e-05,"d":"0.00"},{"v":1,"d":"1.00"}]
["Other",804,{"v":4684,"d":"4,684"},0,187,348,{"v":6023,"d":"6,023"},null,372,0,13,385,{"v":10.8,"d":"10.80"},0]
["Total",{"v":37416,"d":"37,416"},{"v":33172,"d":"33,172"},241,406,517,{"v":71752,"d":"71,752"},null,{"v":3515,"d":"3,515"},13,37,{"v":3565,"d":"3,565"},{"v":100,"d":"100.00"},{"v":0.885066653042038,"d":"0.8851"}]
[]
["(1) Based on 8% of risk weighted assets."]
["(2) This is the own funds requirement of each country expressed over the total own funds requirement for CCyB."]
["(3) This is calculated as a weighted average of the CCyB rates applied to the own funds requirements weights for the countries included above."]

{"sheet":"Table 71","index":115,"n_rows":10,"n_cols":10,"rows_kept":10,"merged":[[0,0,0,9],[1,0,1,9],[4,0,4,5],[5,0,5,5],[6,0,6,5],[9,0,9,9]]}
["Table 71: Countercyclical capital buffer"]
["As per Article 440(1)(b). The additional countercyclical capital buffer requirement is shown below. A suite of measures have been introduced to support the financial sector through the current COVID-19 pandemic. These include the reduction in the Countercyclical capital buffer (“CCyB”) to zero for example by both the Central Bank of Ireland (“CBI”) and the Bank of England (“BOE”), which has reduced the Counter-cyclical buffer rate."]
[]
[{"$nulls":7},"2020-12-31",null,"2019-12-31"]
["Total risk exposure amount (€ m)",{"$nulls":6},{"v":53036,"d":"53,036"},null,{"v":52121,"d":"52,121"}]
["Institution specific countercyclical capital buffer rate (%) (1)",{"$nulls":6},"0.0045",null,"0.8851"]
["Institution specific countercyclical capital buffer requirement (€ m)",{"$nulls":6},2,null,461]
[]
[]
["(1) Countercyclical capital buffer rate multiplied by own funds requirement weights by country breakdown."]

{"sheet":"Appendix 6","index":116,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Appendix 6. Further analysis of the loan profile"]

{"sheet":"Table 72","index":117,"n_rows":48,"n_cols":7,"rows_kept":48,"merged":[[0,0,0,6],[1,0,1,6],[3,5,3,6],[24,5,24,6],[44,0,44,4],[45,0,45,4],[46,0,46,6]]}
["Table 72: Loans and advances, loans past due but not impaired, impaired loans and provisions – industry and geographic distribution"]
["As per Article 442(g) and 442(h). The following table profiles the customer loan portfolio, loans past due, credit impaired, ECL allowance and credit impairment losses/(writeback) by industry sector and geography (1)."]
[]
[{"$nulls":5},"2020-12-31"]
[null,"Gross loans and advances to customers (2) ","Of which: past due ","Of which: credit impaired (3) ","ECL (4) allowance on gross loans and advances to customers - Balance sheet ","ECL (4) allowance on credit impaired gross loans and advances to customers - Balance sheet ","Credit impairment losses/(writeback) - Income statement "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m"]
["Agriculture",{"v":1671,"d":"1,671"},52,94,66,32,24]
["Energy",{"v":1815,"d":"1,815"},2,15,15,2,8]
["Manufacturing",{"v":2547,"d":"2,547"},29,76,84,25,63]
["Property and construction",{"v":7335,"d":"7,335"},302,865,396,188,231]
["Distribution",{"v":4986,"d":"4,986"},319,536,590,151,483]
["Transport",{"v":1829,"d":"1,829"},28,69,63,35,42]
["Financial",630,4,9,22,4,14]
["Other services",{"v":5227,"d":"5,227"},102,198,197,74,170]
["Personal - Residential mortgages",{"v":30649,"d":"30,649"},{"v":1245,"d":"1,245"},{"v":2164,"d":"2,164"},843,731,306]
["Personal - Other",{"v":2766,"d":"2,766"},236,233,234,142,80]
[" ",{"v":59455,"d":"59,455"},{"v":2319,"d":"2,319"},{"v":4259,"d":"4,259"},{"v":2510,"d":"2,510"},{"v":1384,"d":"1,384"},{"v":1421,"d":"1,421"}]
[]
["Ireland",{"v":45992,"d":"45,992"},{"v":2012,"d":"2,012"},{"v":3500,"d":"3,500"},{"v":2000,"d":"2,000"},{"v":1226,"d":"1,226"},958]
["United Kingdom",{"v":8879,"d":"8,879"},289,559,322,140,232]
["Rest of World",{"v":4584,"d":"4,584"},18,200,188,18,231]
[null,{"v":59455,"d":"59,455"},{"v":2319,"d":"2,319"},{"v":4259,"d":"4,259"},{"v":2510,"d":"2,510"},{"v":1384,"d":"1,384"},{"v":1421,"d":"1,421"}]
[]
[]
[{"$nulls":5},"2019-12-31"]
[null,"Gross loans and advances to customers (2) ","Of which: past due ","Of which: credit impaired (3) ","ECL (4) allowance on gross loans and advances to customers - Balance sheet ","ECL (4) allowance on credit impaired gross loans and advances to customers - Balance sheet ","Credit impairment losses/(writeback) - Income statement "]
["AIB Group","€ m","€ m","€ m","€ m","€ m","€ m"]
["Agriculture",{"v":1741,"d":"1,741"},54,78,40,23,{"v":-17,"d":"(17)"}]
["Energy",{"v":1490,"d":"1,490"},8,4,7,2,{"v":-3,"d":"(3)"}]
["Manufacturing",{"v":3143,"d":"3,143"},25,57,41,24,{"v":14,"d":"14 "}]
["Property and construction",{"v":7376,"d":"7,376"},216,367,189,132,{"v":-47,"d":"(47)"}]
["Distribution",{"v":5257,"d":"5,257"},86,173,125,49,{"v":-38,"d":"(38)"}]
["Transport",{"v":1936,"d":"1,936"},10,29,14,6,{"v":14,"d":"14 "}]
["Financial",764,4,4,6,1,0]
["Other services",{"v":5981,"d":"5,981"},71,93,72,36,{"v":1,"d":"1 "}]
["Personal - Residential mortgages",{"v":31454,"d":"31,454"},{"v":1832,"d":"1,832"},{"v":2338,"d":"2,338"},569,507,{"v":93,"d":"93 "}]
["Personal : Other",{"v":2984,"d":"2,984"},259,191,175,115,{"v":10,"d":"10 "}]
[" ",{"v":62126,"d":"62,126"},{"v":2565,"d":"2,565"},{"v":3334,"d":"3,334"},{"v":1238,"d":"1,238"},895,27]
[]
["Ireland",{"v":46970,"d":"46,970"},{"v":2336,"d":"2,336"},{"v":3002,"d":"3,002"},{"v":1087,"d":"1,087"},828,{"v":-12,"d":"(12)"}]
["United Kingdom",{"v":9589,"d":"9,589"},208,311,125,65,{"v":17,"d":"17 "}]
["Rest of World",{"v":5567,"d":"5,567"},21,21,26,2,{"v":22,"d":"22 "}]
[null,{"v":62126,"d":"62,126"},{"v":2565,"d":"2,565"},{"v":3334,"d":"3,334"},{"v":1238,"d":"1,238"},895,{"v":27,"d":"27 "}]
[]
["(1) The geographic breakdown in this table is based primarily on the country of risk."]
["(2) Includes loans and advances to customers at amortised cost and at FVTPL."]
["(3) Loans and advances to customers classified as stage 3 under IFRS 9. Also included are loans and advances which were purchased or originated as credit impaired."]
["(4) Expected credit loss (“ECL”)."]

{"sheet":"Glossary","index":118,"n_rows":106,"n_cols":1,"rows_kept":106,"merged":[[0,0,0,7],[1,0,1,2],[4,0,4,7],[5,0,5,7],[6,0,6,7],[7,0,7,7],[8,0,8,7],[9,0,9,7],[10,0,10,7],[11,0,11,7],[12,0,12,7],[13,0,13,7],[14,0,14,7],[15,0,15,7],[16,0,16,7],[17,0,17,7],[18,0,18,7],[19,0,19,7],[20,0,20,7],[21,0,21,7],[22,0,22,7],[23,0,23,7],[24,0,24,7],[25,0,25,7],[26,0,26,7],[27,0,27,7],[28,0,28,7],[29,0,29,7],[30,0,30,7],[31,0,31,7],[33,0,33,7],[34,0,34,7],[35,0,35,7],[36,0,36,7],[37,0,37,7],[38,0,38,7],[39,0,39,7],[40,0,40,7],[41,0,41,7],[42,0,42,7],[43,0,43,7],[44,0,44,7],[45,0,45,7],[46,0,46,7],[47,0,47,7],[48,0,48,7],[49,0,49,7],[50,0,50,7],[51,0,51,7],[52,0,52,7],[53,0,53,7],[55,0,55,7],[56,0,56,7],[57,0,57,7],[58,0,58,7],[59,0,59,7],[60,0,60,7],[61,0,61,7],[62,0,62,7],[63,0,63,7],[64,0,64,7],[65,0,65,7],[66,0,66,7],[67,0,67,7],[68,0,68,7],[69,0,69,7],[70,0,70,7],[71,0,71,7],[72,0,72,7],[73,0,73,7],[74,0,74,7],[75,0,75,7],[76,0,76,7],[77,0,77,7],[78,0,78,7],[79,0,79,7],[80,0,80,7],[81,0,81,7],[82,0,82,7],[83,0,83,7],[84,0,84,7],[85,0,85,7],[86,0,86,7],[88,0,88,7],[89,0,89,7],[90,0,90,7],[91,0,91,7],[92,0,92,7],[93,0,93,7],[94,0,94,7],[95,0,95,7],[96,0,96,7],[97,0,97,7],[98,0,98,7],[99,0,99,7],[101,0,101,7],[102,0,102,7],[104,0,104,7],[105,0,105,7]]}
["Glossary"]
["Glossary of definitions and explanations"]
[]
["A"]
["Additional Tier 1 capital – (“AT1”) are securities issued by AIB and included in its capital base as fully CRD IV compliant additional tier 1 capital on a fully loaded basis."]
["Arrears – Relate to any interest or principal on a loan which was due for payment, but where payment has not been received. Customers are said to be in arrears when they are behind in fulfilling their obligations with the result that an outstanding loan is unpaid or overdue."]
[]
["B"]
["Banking book (also non-trading book) – A regulatory classification to support the regulatory capital treatment that applies to all exposures which are not in the trading book. Banking book positions tend to be structural in nature and, typically, arise as a consequence of the size and composition of a bank's balance sheet. Examples include the need to manage the interest rate risk on fixed rate mortgages or rate insensitive current account balances. The banking book portfolio will also include all transactions/ positions which are accounted for on an interest accruals basis or, in the case of financial instruments in a held to collect and sell business model, on a fair value through other comprehensive income (FVOCI) basis."]
["Basel II – A set of banking regulations issued in 2004 by the Basel Committee on Bank Supervision, which regulated finance and banking internationally. It was implemented into EU law by Directive 2006/48/EC and Directive 2006/49/EC. Basel II attempted to integrate Basel capital standards with national regulations, by setting the minimum capital requirements of financial institutions with the goal of ensuring institution liquidity"]
["Basel III – A comprehensive set of reform measures, developed by the Basel Committee on Banking Supervision, to strengthen the regulation, supervision and risk management of the banking sector. These measures aim to:\n– improve the banking sector's ability to absorb shocks arising from financial and economic stress, whatever the source;\n– improve risk management and governance; and\n– strengthen banks' transparency and disclosures. Basel III is part of the Committee's continuous effort to enhance the banking regulatory framework.\nBasel III builds on the International Convergence of Capital Measurement and Capital Standards document (Basel II). CRD IV implements the Basel III agreement in the EU framework."]
["Basis points (“bps”) – One hundredth of a per cent (0.01%), so 100 basis points is 1%. Used in quoting movements in interest rates or yields on securities."]
[]
["C"]
["Carrying value – An accounting measure of value, where the value of an asset or a company is based on the figures in the company's statement of financial position (balance sheet). This is the amount at which an asset is recognised in the balance sheet after deducting accumulated depreciation and accumulated impairment. This is different from market value, as it can be higher or lower depending on the circumstances, the asset in question and the accounting practices that affect those assets."]
["Capital Requirements Directive (“CRD”) – Capital adequacy legislation implemented by the European Union and adopted by Member States designed to ensure the financial soundness of credit institutions and certain investment firms and give effect in the EU to the Basel II proposals which came into force on 20 July 2006."]
["Capital Requirements Directive IV (“CRD IV”) – Which came into force on 1 January 2014, comprises a Capital Requirements Directive and a Capital Requirements Regulation which implements the Basel III capital proposals together with transitional arrangements for some of its requirements. The Regulation contains the detailed prudential requirements for credit institutions and investment firms. Requirements Regulation (No. 575/2013) (“CRR”) and the Capital Requirements Directive (2013/36/EU)."]
["Central Bank of Ireland – (“Central Bank” or “CBI”) is responsible for both central banking and financial regulation and was created under the Central Bank Reform Act 2010. The Central Bank has a legal mandate, in both domestic legislation and under the Maastricht Treaty, to contribute to financial stability both in Ireland and across the Eurozone. Historically, the Central Bank had overall responsibility for the authorisation and supervision of credit institutions operating in Ireland. From 4 November 2014, a number of supervisory responsibilities and decision making powers moved to the ECB (see Single Supervisory Mechanism below)."]
["Collateralised loan obligations – A collateralised loan obligation (“CLO”) is a security backed by a pool of debt, often low-rated corporate loans. CLOs are similar to collateralised mortgage obligations, except for the different type of underlying loan."]
["Common equity tier 1 capital (“CET1”) – The highest quality form of regulatory capital under Basel III that comprises common shares issued and related share premium, retained earnings and other reserves excluding cash flow hedging reserves, and deducting specified regulatory adjustments."]
["Common equity tier 1 ratio – A measurement of a bank’s common equity tier 1 capital expressed as a percentage of its total risk weighted assets."]
["Counterparty credit exposure (“CCE”) – A measure of the amount that would be lost in the event that a counterparty to a financial contract defaults prior to its maturity. If, at that time the Group were to incur a loss to replace the contract, this would give rise to a claim on the counterparty. CCE consists partly of the contract’s current replacement cost (or mark-to-market) and partly of potential future exposure. The potential future exposure component is an estimation which reflects possible changes in market values during the remaining life of the individual contract. The CCE for an individual counterparty will take into account the existence of valid bilateral netting or collateral agreements, where these are in place."]
["Credit conversion factor (“CCF”) – Converts off-balance sheet items and items which are committed but undrawn into on-balance sheet credit exposure equivalents. An estimate is made of the proportion of undrawn commitments expected to have been drawn at the point of default. Conversion factor is the ratio of the currently undrawn amount of a commitment that will be drawn and outstanding at default to the currently undrawn amount of the commitment. The extent of the commitment is determined by the advised limit, unless the unadvised limit is higher."]
["Credit default swap (“CDS”) – An agreement between two parties whereby one party pays the other a fixed coupon over a specified term. The other party makes no payment unless a specified credit event, such as a default, occurs, at which time a payment is made and the swap terminates. Credit default swaps are typically used by the purchaser to provide credit protection in the event of default by a counterparty."]
["Credit derivatives – Financial instruments where credit risk connected with loans, bonds or other risk weighted assets or market risk positions is transferred to counterparties providing credit protection. The credit risk might be inherent in a financial asset such as a loan or might be a generic credit risk such as the bankruptcy risk of an entity."]
["Credit impaired – Under IFRS 9, these are Stage 3 financial assets where there is objective evidence of impairment and, therefore, considered to be in default. A lifetime ECL is recognised for such assets."]
["Credit risk mitigation (“CRM”) – Techniques used by lenders to reduce the credit risk associated with an exposure by the application credit risk mitigants. Examples include: collateral; guarantees; and credit protection."]
["Credit support annex (“CSA”) – Provides credit protection by setting out the rules governing the mutual posting of collateral. CSAs are used in documenting collateral arrangements between two parties that trade over-the-counter derivative securities. The trade is documented under a standard contract called a master agreement, developed by the International Swaps and Derivatives Association (“ISDA”). The two parties must sign the ISDA master agreement and execute a credit support annex before they trade derivatives with each other."]
[]
["D"]
["Default – When a customer breaches a term and/or condition of a loan agreement, a loan is deemed to be in default for case management purposes. Depending on the materiality of the default, if left unmanaged it can lead to loan impairment. Default is also used in a CRD IV context when a loan is greater than 90 days past due and/or the borrower is unlikely to pay his credit obligations. This may require additional capital to be set aside."]
[]
["E"]
["EBA – The European Banking Authority (“EBA”) is an independent EU Banking Authority which works to ensure effective and consistent prudential regulation and supervision across the European banking sector."]
["Eligible financial collateral – Any of the following:\na. cash on deposit with, or cash assimilated instruments held by, the lending credit institution;\nb. debt securities issued by central governments and central banks, which securities have a credit assessment by an External Credit Assessment Institution (“ECAI”) or export credit agency recognised as eligible for the purposes of Articles 111 to 113 and 135 to 136 of CRD IV which has been determined by the competent authority to be associated with credit quality step\n4 or above under the rules for the risk weighting of exposures to central governments and central banks under Articles 111 to 113 and 135 to 136 of CRD IV;\nc. debt securities issued by institutions, where the securities have a credit assessment by an eligible ECAI which has been determined by the competent authority to be associated with credit quality step 3 or above under the rules for the risk weighting of exposures to credit institutions under Articles 111 to 113 and 135 to 136 of CRD IV;\nd. debt securities issued by other entities, where the securities have a credit assessment by an eligible ECAI which has been determined by the competent authority to be associated with credit quality step 3 or above under the rules for the risk weighting of exposures to corporates under Articles 111 to 113 and 135 to 136 of CRD IV;\ne. debt securities with a short-term credit assessment by an eligible ECAI which has been determined by the competent authority to be associated with credit quality step 3 or above under the rules for the risk weighting of short term exposures under Articles 111 to 113 and 135 to 136 of CRD IV;\nf. equities or convertible bonds that are included in a main index; and\ng. gold."]
["Expected credit loss (“ECLs”) – The weighted average of credit losses with the respective risks of a default occurring as the weights. This is an accounting measure of losses under IFRS 9 for financial reporting purposes."]
["Expected loss (“EL”) – The amount expected to be lost on an exposure from a potential default of a counterparty over a one year period. EL is calculated by multiplying the EAD (an amount) by the PD (a percentage) and by LGD (a percentage)."]
["Exposure at default (“EAD”) – The expected or actual amount of exposure to the borrower at the time of default"]
["Exposure value – For on-balance sheet exposures, it is the amount outstanding less provisions and collateral held taking into account relevant netting agreements. For off-balance sheet exposures, including commitments and guarantees, it is the amount outstanding less provisions and collateral held taking into account relevant netting agreements and credit conversion factors."]
["External Credit Assessment Institution (“ECAI”) – Credit rating agency that is registered or certified in accordance with Regulation (EC) No. 1060/2009 of the European Parliament and of the Council of 16 September 2009 on credit rating agencies or a central bank issuing credit ratings which are exempt from the application of Regulation (EC) No 1060/2009."]
[]
["F"]
["Fair value – The price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date in the principal, or in its absence, the most advantageous market to which the Group has access at that date."]
["Forbearance – Is the term used when repayment terms of a loan contract have been renegotiated in order to make these terms more manageable for borrowers. Standard forbearance techniques have the common characteristic of rescheduling principal or interest repayments, rather than reducing them. Standard forbearance techniques employed by the Group include: - interest only; a reduction in the payment amount; a temporary deferral of payment (a moratorium); extending the term of the loan; and capitalising arrears amounts and related interest."]
[]
["G"]
["Gross exposure – The exposure at default before Credit Risk Mitigation (“CRM”), Credit Conversion Factors (“CCF”) and other offsets. See Credit Risk Mitigation and Credit Conversion Factor defined above."]
[]
["I"]
["Impaired loans – See credit impaired above."]
["Internal Capital Adequacy Assessment Process (“ICAAP”) – The Group’s own assessment, through an examination of its risk profile from regulatory and economic capital perspectives, of the levels of capital that it needs to hold."]
["Internal Ratings Based Approach (“IRBA”) – Allows banks, subject to regulatory approval, to use their own estimates of certain risk components to derive regulatory capital requirements for credit risk across different asset classes. The relevant risk components are: Probability of Default (“PD”); Loss Given Default (“LGD”); and Exposure at Default (“EAD”)."]
["International Swaps and Derivatives Association (“ISDA”) – Represents participants in the privately negotiated derivatives industry. It is the largest global financial trade association, by number of member firms."]
["Items associated with particularly high risk – A CRD IV exposure class whereby institutions assign a 150% risk weight to exposures, including exposures in the form of shares or units in a CIU that are associated with particularly high risks, where appropriate. Exposures with particularly high risks include any of the following exposures:\n– investments in venture capital firms;\n– investments in Alternative Investment Funds as defined in Article 4(1)(a) of Directive 2011/61/EU except where the mandate of the fund does not allow a leverage higher than that required under Article 51(3) of Directive 2009/65/EC;\n– investments in private equity; and\n– speculative immovable property financing."]
[]
["L"]
["Leverage ratio – To prevent an excessive build-up of leverage on institutions’ balance sheets, Basel III introduced a non-risk based leverage ratio to supplement the risk-based capital framework of Basel II. It is defined as the ratio of tier 1 capital to total exposures. Total exposures include on-balance sheet items, off-balance sheet items and derivatives, and should generally follow the accounting measure of exposure."]
["Loss Given Default (“LGD”) – The expected or actual loss in the event of default, expressed as a percentage of ‘exposure at default’."]
["Loans past due – When a borrower fails to make a contractually due payment, a loan is deemed to be past due. ‘Past due days’ is a term used to describe the cumulative number of days that a missed payment is overdue. Past due days commence from the close of business on the day on which a payment is due but not received. In the case of overdrafts, past due days are counted once a borrower:\n– has breached an advised limit;\n– has been advised of a limit lower than the then current amount outstanding; or\n– has drawn credit without authorisation.\nWhen a borrower is past due, the entire exposure is reported as past due, rather than the amount of any excess or arrears."]
[]
["M"]
["Mark-to-market – The mark-to-market of a derivative security represents its replacement cost at a point in time."]
["Minimum Transfer Amount – A cash threshold that needs to be passed in order for the requirement for collateral to be triggered as a result of a change in mark-to-market."]
[]
["N"]
["Net Stable Funding Ratio (“NSFR”) – The ratio of available stable funding to required stable funding over a 1 year time horizon."]
["Non-performing exposures (“NPEs”) – Non-performing exposures are defined by the European Banking Authority to include material exposures which are more than 90 days past due (regardless of whether they are impaired) and/or exposures in respect of which the debtor is assessed as unlikely to pay his/her credit obligations in full without realisation of collateral, regardless of the existence of any past due amount or the number of days the exposure is past due."]
[]
["O"]
["Off-balance sheet items – Include undrawn commitments to lend, guarantees, letters of credit, acceptances and other items as listed in Annex I of the CRR."]
["Operational risk – The risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. It includes legal risk, but excludes strategic and business risk. In essence, operational risk is a broad canvas of individual risk types which include product and change risk, outsourcing, information security, cyber, business continuity, health and safety risks, people risk and legal risk."]
["Originator – Is either of the following:\na. an entity which, either itself or through related entities, directly or indirectly, is involved in the original agreement which created the obligations or potential obligations of the debtor or potential debtor giving rise to the exposure being securitised;\nb. an entity which purchases a third party's exposures onto its balance sheet and then securitises them."]
["Other items – A CRD IV definition which refers to other assets including land and buildings, plant and machinery, other fixtures and fittings, tools and equipment, payments on account and tangible assets in the course of construction."]
[]
["P"]
["Pillar 1 – minimum capital requirements – The part of the Basel Accord setting out the calculation of regulatory capital for credit, market and operational risk."]
["Pillar 2 - supervisory review process - The part of the Basel Accord intended to ensure that banks have adequate capital to support all the risks in their business and also develop and use better risk management techniques in monitoring and managing these risks."]
["Pillar 3 – market discipline – The part of the Basel Accord which sets out the disclosure requirements for banks to publish certain details of their risks, capital and risk management, with the aim of strengthening market discipline."]
["Potential future exposure (“PFE”) – A measure of counterparty risk/credit risk and is defined as the maximum expected credit exposure over a specified period of time calculated at some level of confidence."]
["Probability of default (“PD”) – The likelihood that a borrower will default on an obligation to repay."]
[]
["R"]
["Regulatory capital – Regulatory capital which AIB holds, determined in accordance with rules established by the SSM/ECB for the consolidated Group and by local regulators for individual Group companies."]
["Repurchase agreement (“repo”) – A short-term funding agreement that allows a borrower to create a collateralised loan by selling a financial asset to a lender. As part of the agreement, the borrower commits to repurchase the financial asset at a date in the future, repaying the proceeds of the loan. For the counterparty to the transaction it is termed a reverse repurchase agreement or a reverse repo."]
["Re-securitisation – This is a securitisation exposure in which the underlying asset or pool of assets comprises at least one securitisation exposure."]
["Residential mortgage backed securities (“RMBS”) – Debt obligations that represent claims to the cash flows from pools of mortgage loans, most commonly on residential property."]
["Risk weighted assets (“RWAs”) – A measure of assets (including off-balance sheet items converted into asset equivalents e.g. credit lines) which are weighted in accordance with prescribed rules and formulas as defined in the Basel Accord to reflect the risks inherent in those assets."]
[]
["S"]
["Securitisation – The process of aggregating and repackaging non-tradable financial instruments such as loans and advances, or company cash flows into securities that can be issued and traded in the capital markets."]
["Securitisation position – An exposure to a securitisation."]
["Single Supervisory Mechanism (“SSM”) – A system of financial supervision comprising the European Central Bank (“ECB”) and the national competent authorities of participating EU countries. The main aims of the SSM are to ensure the safety and soundness of the European banking system and to increase financial integration and stability in Europe."]
["Sponsor – A credit institution other than an originator credit institution that establishes and manages an asset backed commercial paper programme or other securitisation scheme that purchases exposures from third party entities."]
[]
["T"]
["Through-the-cycle – A ‘through-the-cycle’ probability of default is an estimate of the average default rate that is observed over an economic cycle rather than at any particular point in time."]
["Tier 1 capital – A measure of a bank’s financial strength defined by the Basel Accord. It captures common equity tier 1 capital and other instruments in issue that meet the criteria for inclusion as additional tier 1 capital. These are subject to certain regulatory deductions."]
["Tier 2 capital – Broadly includes qualifying subordinated debt and other tier 2 securities in issue. It is subject to adjustments relating to the excess of expected loss on the IRBA portfolios over the accounting expected credit losses on the IRBA portfolios, securitisation positions and material holdings in financial companies."]
["Total exposure – See exposure value."]
["Trading book – Includes all securities and interest rate derivatives that are held for trading purposes in the Treasury function. These are revalued daily at market prices (marked to market) and any changes in value are immediately recognised in the income statement."]
[]
["V"]
["Value at Risk – The Group’s core risk measurement methodology is based on an historical simulation application of the industry standard Value at Risk (“VaR”) technique. The methodology incorporates the portfolio diversification effect within each standard risk factor (interest rate, credit spread, foreign exchange, equity, as applicable). The resulting VaR figures, calculated at the close of business each day, are an estimate of the probable maximum loss in fair value over a one day holding period that would arise from an adverse movement in market rates. This VaR metric is derived from an observation of historical prices over a period of one year and assessed at a 95% statistical confidence level (i.e. the VaR metric may be exceeded at least 5% of the time)."]
[]
["W"]
["Wrong Way Risk – For the purposes of measuring counterparty credit exposure, wrong way risk may be defined as either a) the probability of default of the counterparty being positively correlated with the quantum of credit exposure or b) the value of collateral held being negatively correlated with the probability of default of the counterparty.\n"]

{"sheet":"CRR Roadmap","index":119,"n_rows":217,"n_cols":4,"rows_kept":217}
["CRR Roadmap"]
[]
["CRR Ref","High Level Summary",null,"AIB Group compliance reference"]
["CRR 431:","Scope of disclosure requirements"]
["431(1)","Institutions to publish Pillar 3 disclosures.",null,"AIB Group Pillar 3 Disclosures at 31 December 2020 (“P3”)."]
["431(2)","Firms with permission to use specific operational risk methodologies must disclose operational risk information.",null,"P3: Chapter 3 Risk Management: Operational Risk and AIB Group Annual Financial Report 2020 (“AFR 2020”): 2.5 Operational Risk pages 164 and 165."]
["431(3)","Institutions must have a policy to comply with disclosure requirements and have policies for assessing the appropriateness including their verification and frequency of their disclosures. Institutions must also have policies for assessing whether their disclosures convey their risk profile comprehensively to market participants.",null,"P3: Chapter 1: Pillar 3 Disclosure Policy. "]
["431(4)","Explanation of ratings decision upon request.",null,"Not applicable."]
[]
["CRR 432:","Non-material, proprietary or confidential information"]
["432(1)","Institutions may omit certain disclosures provided that they are not regarded as material if certain conditions are respected.",null,"AIB complies with all relevant disclosure requirements with regards to materiality."]
["432(2)","Institutions may omit certain disclosures that are proprietary or confidential if certain conditions are met.",null,"AIB does not omit any information on the grounds that it may be proprietary or confidential."]
["432(3)","Where 432 (2) applies this must be stated in the disclosures, and more general information must be disclosed.",null,"Not applicable."]
["432(4)","Use of paragraphs 1, 2 and 3 is without prejudice to the scope of liability for failure to disclose material information.",null,"Not applicable."]
[]
["CRR 433:","Frequency of disclosure"]
[433,"Disclosures must be published once a year at a minimum and more frequently if necessary.",null,"P3: Chapter 1 - Introduction."]
[]
["CRR 434:","Means of disclosures"]
["434(1)","Disclosures should be provided in one appropriate medium or location with clear cross references.",null,"P3: Chapter 1 - Introduction."]
["434(2)","Disclosure made for accounting requirements can be used for Pillar 3 Disclosure purposes if appropriate.",null,"Certain cross references are made to Annual Financial Report 2020 where appropriate. Sign posting to relevant page references are provided."]
[]
["CRR 435:","Risk management objectives and policies"]
["435(1)","Disclose information as follows:"]
["435(1)(a)","The strategies and processes to manage risks.",null,"P3: Chapter 3 Risk Management - Risk Introduction and AFR 2020: Risk Management Section Pages 80 to 170"]
["435(1)(b)","Structure and organisation of risk management function.",null,"P3: Chapter 3 Risk Introduction and AFR 2020: Risk Management Framework Pages 80 to 81."]
["435(1)(c)","Risk reporting and measurement systems.",null,"AFR 2020: Risk Management Individual Risk Types - Section 2.1 Credit risk: Measurement, methodologies and judgements, Credit exposure overview and Maximum exposure to credit risk, Credit profile of the loan portfolio Pages 95 to 112; and \nOther Risk Management Individual Risk Types  Pages 147 to 170"]
["435(1)(d)","Hedging and mitigating risk – policies and processes.",null,"P3: Chapter 6 Credit risk mitigation and AFR 2020: Credit risk – Credit exposure /Credit risk mitigants*: Pages 92 to 94."]
["435(1)(e)","Adequacy of risk management arrangements approved by the Board.",null,"AFR 2020 Governance and Oversight Internal Controls: Pages 209 to 210."]
["435(1)(f)","Concise risk statement approved by the Board.",null,"AFR 2020: Risk Summary Section Pages 48 to 53 which outlines the Principal Risks facing the Group and the Risk Management - Individual Risk Types which provides more details around the Group’s management of these risks and how they interact within the risk tolerances set by the Board are outlined on the following pages: \n\nCredit Risk Pages 87 to 146, \nFunding & Liquidity Risk Pages147 to 155, \nCapital Adequacy Risk Page 156, \nFinancial Risk Page 157 to 164, \nOperational Risk Page 164 to 165, \nRegulatory Compliance Risk Page 165 to 166, \nConduct Risk Page 166 to 167, \nPeople & Culture Risk Page 167 to 168, \nBusiness Model Risk Page 168 to 169 and \nModel Risk 169 to 170\n\nP3 Appendix 4: Table 69 Funding & Liquidity Risk "]
["435(2)","435(2) Information on governance arrangements, including information on Board composition and recruitment and risk committees.",null,"P3: Chapter 3 Governance Overview and AFR 2020: Governance in AIB Pages 44 to 45, Remuneration Committee Page 199 and Risk Management - Framework Pages  80 to 81"]
["435(2)(a)","Number of directorships held by Board members.",null,"P3: Chapter 3 Governance Overview and AFR 2020: Board of Directors Pages 54 and 55."]
["435(2)(b)","Recruitment policy of Board members, their actual knowledge, skills and expertise.",null,"P3: Chapter 3 Governance Overview"]
["435(2)(c)","Policy on diversity of Board membership and results against targets.",null,"P3: Chapter 3 Governance Overview "]
["435(2)(d)","Disclosure of whether a dedicated risk committee is in place, and number of meetings in the year.",null,"P3: Chapter 3 Governance Overview and AFR 2020: Board Risk Committee Pages 193 to 195."]
["435(2)(e)","Description of information flow on risk to the Board.",null,"P3: Chapter 3 Risk Management Governance Overview and  AFR 2020: Risk Management Framework Section 1.2 Risk governance and oversight Pages 80 to 81 and Section 1.6.3 Monitoring, Escalating and reporting Page 84.  These sections outline the governance structures on reporting and escalation of risk concerns to the Board."]
[]
["CRR 436:","Scope of application"]
[436,"Disclose information as follows:"]
["436(a)","Name of institution.",null,"AIB Group plc."]
["436(b)","Difference in basis of consolidation for accounting and prudential purposes, describing entities that are:",null,"P3: Chapter 1 - EU LI1, EU LI2, EU LI3 ."]
["436(b)(i)","Fully consolidated.",null,"P3: Chapter 1 - EU LI1, EU LI2, EU LI3 ."]
["436(b)(ii)","Proportionally consolidated.",null,"Not applicable."]
["436(b)(iii)","Deducted from own funds.",null,"Not applicable."]
["436(b)(iv)","Neither consolidated nor deducted.",null,"P3: Chapter 1 - EU LI1, EU LI2, EU LI3 ."]
["436(c)","Impediments to transfer of own funds between parent and subsidiaries.",null,"P3: Chapter 1"]
["436(d)","Capital shortfalls in any subsidiaries outside the scope of consolidation.",null,"Not applicable."]
["436(e)","Making use of articles on derogations from a) prudential requirements or b) liquidity requirements for individual subsidiaries/entities",null,"P3: Chapter 1 - EU PV1: Prudent valuation adjustments (PVA)"]
[]
["CRR 437:","Own funds"]
["437(1)(a)","A full reconciliation of Common equity tier 1 items, Additional tier 1 items, Tier 2 items and filters and deductions to own funds of the institution and to the statutory balance sheet in the audited financial statements of the institution.",null,"P3: Chapter 2 – Table  - Reconciliation of shareholders’ equity to regulatory capital and Table  - Movements in total capital and Appendix table -  Transitional and fully loaded own funds of AIB Group."]
["437(1)(b)","A description of the main features of capital instruments issued by the institution.",null,"P3: Appendix table 1 - Own Funds and Chapter 2 - Table 17 Capital instruments and main features."]
["437(1)(c)","The full terms and conditions of all capital instruments issued by the institution.",null,"P3: Appendix table 1 - Own Funds and Chapter 2 - Table 17 Capital instruments and main features."]
["437(1)(d)","Disclosure of the nature and amounts of the following:"]
["437(1)(d)(i)","Each prudential filter applied.",null,"P3: Chapter 2 –Table  - Reconciliation of shareholders’ equity to regulatory capital - footnotes; and Appendix Table  - Transitional and fully loaded own funds of AIB Group."]
["437(1)(d)(ii)","Each capital deduction applied.",null,"P3: Chapter 2 – Table - Regulatory capital and capital ratios, Table  - Reconciliation of shareholders’ equity to regulatory capital,  Table  - Movements in total capital."]
["437(1)(d)(iii)","Items not deducted from capital.",null,"P3: Chapter 2 – Table  - Regulatory capital and capital ratios, Table  - Reconciliation of shareholders’ equity to regulatory capital,  Table  - Movements in total capital and Table -EU OV1 –  Overview of risk weighted assets (RWAs)"]
["437(1)(e)","A description of all restrictions applied to the calculation of own funds in accordance with this Regulation and the instruments, prudential filters and deductions to which those restrictions apply.",null,"P3: Chapter 2 – Table - Regulatory capital and capital ratios, Table  - Reconciliation of shareholders’ equity to regulatory capital, Table  - Movements in total capital."]
["437(1)(f)","Where institutions disclose capital ratios calculated using elements of own funds determined on a different basis.",null,"Not applicable."]
["437(2)","EBA shall develop draft implementing technical standards to specify uniform templates for disclosure.",null,"EBA published technical standards introducing Common Disclosure templates for Own funds - Regulation (EU) No - 1423/2013."]
[]
["CRR 438:","Capital requirements"]
["438(a)","Summary of institution’s approach to assessing adequacy of capital levels.",null,"AFR 2020: page 156"]
["438(b)","Result of ICAAP on demand from authorities.",null,"Not applicable."]
["438(c)","Capital requirement amounts for credit risk for each Standardised Approach exposure class.",null,"P3: Chapter 2 - Total exposures by exposure class and related minimum capital requirements & Movements in risk weighted assets.\n"]
[]
["438(d)(i)-(iv)","Capital requirement amounts for credit risk for each Internal Ratings Based Approach exposure class.",null,"P3: Chapter 2 - Total exposures by exposure class and related minimum capital requirements, Movements in risk weighted assets & EU CR8 - RWA flow statements of credit risk exposures under the IRB approach."]
["438(e)","Capital requirement amounts for market risk or settlement risk.",null,"P3: Chapter 2 – EU OV1 – Overview of risk weighted assets (RWAs); and P3: Chapter 10 - EU MR1 - Market Risk under the standardised approach."]
["438(f)","Capital requirement amounts for operational risk, separately for the Basic Indicator Approach, the Standardised Approach, and the Advanced Measurement Approaches as applicable.",null,"P3: Chapter 2 – EU OV1 – Overview of risk weighted assets (RWAs)."]
["438(f) (last paragraph)","Requirement to disclose specialised lending exposures and equity exposures in the banking book falling under the simple risk weight approach.",null,"Not applicable."]
[]
["CRR 439:","Exposure to counterparty credit risk"]
["439(a)","Description of process to assign internal capital and credit limits to CCR exposures.",null,"P3:Chapter 8: Counterparty Credit risk Narrative."]
["439(b)","Discussion of policies to secure collateral and establishing credit reserves.",null,"P3:Chapter 8: Counterparty Credit risk Narrative."]
["439(c)","Discussion of management of wrong-way risk exposures.",null,"P3:Chapter 8: Counterparty Credit risk Narrative."]
["439(d)","Disclosure of collateral to be provided (outflows) in the event of a ratings downgrade.",null,"P3:Chapter 8: Counterparty Credit risk Narrative."]
["439(e)","Derivation of net derivative credit exposure.",null,"P3:Chapter 8: EU CCR1 - Analysis of CCR exposure by approach &  EU CCR2 - CVA capital charge,  EU CCR5-A Impact on exposure values of netting and collateral held, EU CCR5-B Composition of collateral for exposures to CCR  & EU CCR8 -Exposures to CCPS. "]
["439(f)","Exposure values for mark-to-market, original exposure, Standardised and Internal model methods.",null,"P3:Chapter 8: EU CCR1 - Analysis of CCR exposure by approach,  EU CCR2 - CVA capital charge & EU CCR8 -Exposures to CCPS."]
["439(g)","Notional amounts of credit derivative hedges for own credit, intermediation, bought and sold and current credit exposure by type of exposure.",null,"P3:Chapter 8: EU CCR6 - Credit Derivative exposures."]
["439(h)","Notional amounts of credit derivative transactions.",null,"P3:Chapter 8: EU CCR6 - Credit Derivative exposures."]
["439(i)","Estimate of alpha, if applicable.",null,"Not applicable."]
[]
["CRR 440:","Capital buffers"]
["440(1)(a)","Geographical distribution of relevant credit exposures for calculation of countercyclical capital buffer.",null,"P3: Appendix 5 – Countercyclical capital buffer – geographical distribution of credit exposures."]
["440(1)(b)","Amount of the institution specific countercyclical capital buffer.",null,"P3: Appendix 5 – Countercyclical capital buffer."]
["440(2)","EBA will issue technical implementation standards related to 440 (1).",null,"AIB Group follows the current standards."]
[]
["CRR 441:","Indicators of global systemic importance"]
["441(1)","Disclosure of the indicators of global systemic importance.",null,"Not applicable."]
["441(2)","EBA will issue technical implementation standards related to 441 (1).",null,"Not applicable."]
[]
["CRR 442:","Credit risk adjustments"]
["442(a)","Disclosure of bank’s definitions of past due and impaired.",null,"P3: Chapter 7 Credit risk -  credit risk profile of exposures overview\nAFR 2020: \nDefinition of non-performing/defaulted loans outlined on pages 90 and 91. \nDetails of the Group's NPEs are disclosed on page 114."]
["442(b)","Approaches for calculating specific and general credit risk adjustments.",null,"P3: Chapter 7 EU CR1-A Credit quality of exposures by exposure class and instrument.\nP3: Chapter 7 Credit risk -  credit risk profile of exposures overview\nAFR 2020: pages 110 to 114."]
["442(c)","Disclosure of pre-CRM EAD by exposure class.",null,"P3: Chapter 5: EU CRB–B Total and average net amount of exposures."]
["442(d)","Disclosure of pre-CRM EAD by geography and exposure class.",null,"P3: Chapter 5: EU CRB-C – Geographical breakdown of exposures."]
["442(e)","Disclosure of pre-CRM EAD by industry and exposure class.",null,"P3: Chapter 5: EU CRB–D – Concentration of exposures by industry or counterparty types."]
["442(f)","Disclosure of pre-CRM EAD by residual maturity and exposure class.",null,"P3: Chapter 5: EU CRB–E – Concentration of exposures by Maturity."]
["442(g)","Breakdown of impaired, past due, specific and general credit risk adjustments, and impairment charges for the period, by industry or counterparty type.",null,"P3: Appendix 6 – Loans and Advances, loans past due but not impaired, impaired loans and provisions - industry and geographic distribution  \nChapter 7 EU CR1-A Credit quality of exposures by exposure class and instrument &\nCredit quality of loans and advances by industry."]
["442(h)","Impaired, past due exposures, by geographical area, and amounts of specific and general impairment for each geography.",null,"P3: Appendix 6 – Loans and Advances, loans past due but not impaired, impaired loans and provisions - industry and geographic distribution & Table: Quality of non-performing exposures by geography\n"]
["442(i)","Reconciliation of changes in specific and general credit risk adjustments.",null,"P3: Chapter 7 EU CR2-B - Changes in the stock of defaulted and impaired loans and debt securities & EU CR2–A – Changes in the stock of general and specific credit risk adjustments."]
[442,"Specific credit risk adjustments recorded in income statement to be disclosed separately.",null,"P3: Appendix 6 – Loans and Advances, loans past due but not impaired, impaired loans and provisions - industry and geographic distribution."]
[]
["CRR 443:","Unencumbered assets"]
[443,"Disclosures on unencumbered assets.",null,"P3: Appendix 2 Asset Encumbrance\n\nTable: Encumbered and unencumbered Assets\nTable: Collateral Received\nTable: Encumbered Assets/Collateral Received and associated liabilities"]
[]
["CRR 444:","Use of ECAIs"]
["444(a)","Names of the ECAIs used in the calculation of Standardised Approach risk-weighted assets and reasons for any changes.",null,"P3: Chapter 4 Standardised Narrative & Chapter 7 Credit risk - credit profile of exposures overview."]
["444(b)","Exposure classes associated with each ECAI.",null,"P3: Chapter 5: Table - Total exposures pre CRM and CCF split by credit quality assessment step – standardised approach & Chapter 7 Credit risk - credit profile of exposures overview."]
["444(c)","Process used to transfer credit assessments to non trading book items.",null,"Not Applicable"]
["444(d)","Mapping of external rating to Credit Quality Step.",null,"P3:\nChapter 4 - Standardised Narrative. \nChapter 5 - Table: Total exposures pre CRM and CCF split by credit quality assessment step – standardised approach,\nTable: Total exposures pre CRM and CCF split by external rating and credit quality assessment step"]
["444(e)","Exposure value pre and post-credit risk mitigation, by Credit Quality Step.",null,"P3:\nChapter 4 - Standardised Narrative.\nChapter 5 - Table: EU CR5 - Credit risk exposure class and risk weights, \nTable: Total exposures pre CRM and CCF split by credit quality assessment step – standardised approach,  \nTable: Total exposures pre CRM and CCF split by external rating and credit quality assessment step.\nChapter 8 - Table: EU CCR3 - CCR exposures by regulatory portfolio and risk weight - standardised approach."]
[]
["CRR 445:","Exposure to market risk"]
[445,"Disclosure of position risk, large exposures exceeding limits, FX, settlement and commodities risk.",null,"P3: Chapter 10 - Market Risk"]
[]
["CRR 446:","Operational risk"]
[446,"Scope of approaches used to calculate operational risk.",null,"P3: Chapter 3 Risk Management - Operational Risk and AFR 2020: 2.5 Operational Risk Pages 164 and 165."]
[]
["CRR 447:","Exposures in equity not included in the trading book"]
["447(a)","Differentiation of exposures based on objectives and an overview of accounting techniques and valuation methodologies.",null,"P3: Chapter 11 - Equity Exposures in the banking book."]
["447(b)","Comparison between balance sheet value, the fair value and, for those exchange-traded, a comparison to the market price where it is materially different from the fair value.",null,"P3: Chapter 11 - Equity Exposures in the banking book."]
["447(c)","The types, nature and amounts of exchange-traded exposures, private equity exposures in sufficiently diversified portfolios, and other exposures.",null,"P3: Chapter 11 - Equity Exposures in the banking book."]
["447(d)","Realised gains or losses arising from sales and liquidations in the period.",null,"P3: Chapter 11 - Equity Exposures in the banking book."]
["447(e)","Total unrealised gains or losses, the total latent revaluation gains or losses, and any of these amounts included in the original or additional own funds.",null,"P3: Chapter 11 - Equity Exposures in the banking book."]
[]
["CRR 448:","Exposure to interest rate risk on positions not included in the trading book"]
["448(a)","Nature of the interest rate risk and the key assumptions, and frequency of measurement of the interest rate risk.",null,"P3: Chapter 13 - Non Trading Interest rate Risk and AFR 2020: page 159."]
["448(b)","Variation in earnings, economic value or other relevant measure used by the bank for upward and downward rate shocks according to the banks method for measuring the interest rate risk, broken down by currency.",null,"P3: Chapter 13 - Non Trading Interest rate Risk  and AFR 2020 page 159."]
[]
["CRR 449:","Exposure to securitisation positions"]
["449(a)","Objectives in relation to securitisation activity.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (a);"]
["449(b)","Nature of other risks in securitised assets, including liquidity.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (b);"]
["449(c)","Risks in re-securitisation activity stemming from seniority of underlying securitisations and ultimate underlying assets.",null,"Not applicable. P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (a);"]
["449(d)","The roles played by the institution in the securitisation process.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (a);"]
["449(e)","Indication of the extent of involvement in roles.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (a) & EU SEC1 - Securitisation exposures in the non-trading book;"]
["449(f)","Processes in place to monitor changes in credit and market risks of securitisation exposures, and how the processes differ for re-securitisation exposures.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (f);"]
["449(g)","Description of the institution’s policies with respect to hedging and unfunded protection, and identification of material hedge counterparties.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (g);"]
["449(h)","Approaches to the calculation of risk-weighted assets for securitisations mapped to types of exposures.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (c);"]
["449(i)","Types of SSPEs used to securitise third-party exposures as a sponsor.",null,"Not applicable."]
["449(j)","Summary of accounting policies for securitisations.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (g);"]
["449(k)","Names of ECAIs used for securitisations and type.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (h);"]
["449(l)","Full description of Internal Assessment Approach.",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (i);"]
["449(m)","Explanation of significant changes in quantitative disclosures.",null,"P3: Chapter 9 - EU SEC1 - Securitisation exposures in the non-trading book;"]
["449(n)","Banking and trading book securitisation exposures separately as appropriate:",null,"Not applicable."]
["449(n)(i)","Amount of outstanding exposures securitised.",null,"P3: Chapter 9 - EU SEC1 - Securitisation exposures in the non-trading book;"]
["449(n)(ii)","On-balance sheet securitisation retained or purchased, and off-balance sheet exposures.",null,"P3: Chapter 9 - EU SEC1 - Securitisation exposures in the non-trading book;"]
["449(n)(iii)","Amount of assets awaiting securitisation.",null,"None. P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (g);"]
["449(n)(iv)","Early amortisation treatment; aggregate drawn exposures, capital requirements.",null,"None."]
["449(n)(v)","Deducted or 1,250%-weighted securitisation positions.",null,"P3: Chapter 9 - EU SEC4 - Securitisation exposures in the non-trading book and associated regulatory captial requirements - Institutions acting as investor."]
["449(n)(vi)","Amount of exposures securitised and recorded gains or losses on sales.",null,"P3: Chapter 9 - EU SEC1 - Securitisation exposures in the non-trading book;"]
["449(o)(i)","The aggregate amount of securitisation positions retained or purchased and the associated capital requirements, broken down between securitisation and resecuritisation exposures and further broken down into a meaningful number of risk-weight or capital requirement bands, for each capital requirements approach used;",null,"P3: Chapter 9 - EU SEC1 - Securitisation exposures in the non-trading book & EU SEC4 - Securitisation exposures in the non-trading book and associated regulatory captial requirements - Institutions acting as investor."]
["449(o)(ii)","The aggregate amount of re-securitisation exposures retained or purchased broken down according to the exposure before and after hedging/insurance and the exposure to financial guarantors, broken down according to guarantor credit worthiness categories or guarantor name;",null,"P3: Chapter 9 - EU SECA - Qualitative disclosure requirements related to securitisation - part (a)."]
["449(p)","Impaired assets and recognised losses related to banking book securitisations, by exposure type.",null,"Not applicable."]
["449(q)","Exposure and capital requirements for trading book securitisations, separated into traditional and synthetic.",null,"Not applicable."]
["449(r)","Whether the institution has provided non-contractual financial support to securitisation vehicles.",null,"None."]
[]
["CRR 450:","Remuneration policy"]
[450,"Remuneration.",null,"P3: Chapter 14 - Remuneration\nAFR 2020 - Pages 199 to 207 "]
[]
["CRR 451:","Leverage"]
["451 (1)","Institutions shall disclose:"]
["451(1)(a)","The leverage ratio;",null,"P3: Chapter 2 – LRCom: Leverage ratio common disclosure"]
["451(1)(b)","A breakdown of the total exposure measure as well as a reconciliation of the total exposure measure to that disclosed in the published financial statements;",null,"P3: Chapter 2 –Table LRSum: Summary reconciliation of accounting assets and leverage ratio exposures, Leverage ratio : table LRCom: Leverage ratio common disclosure and Leverage ratio : Table LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
["451(1)(c)","Where applicable, the amount of derecognised fiduciary items;",null,"Not applicable."]
["451(1)(d)","A description of the processes used to manage the risk of excessive leverage;",null,"P3: Chapter 2 LRQua: Disclosure on qualitative items"]
["451(1)(e)","Factors that had an impact on the leverage ratio during the period.",null,"P3: Chapter 2 LRQua: Disclosure on qualitative items"]
["451(2)","EBA shall develop draft implementing technical standards.",null,"AIB follows the current standards."]
[]
["CRR 452:","Use of the IRB Approach to credit risk"]
["452(a)","Permission for use of the IRB approach from the competent authority.",null,"P3: Chapter 4 - IRB Narrative, Regulatory approval and transition"]
["452(b)(i)","Internal rating scales, mapped to external ratings.",null,"P3: Chapter 4 - Standardised Narrative, use of external credit ratings"]
["452(b)(ii)","Use of internal ratings for purposes other than capital requirement calculations.",null,"AFR 2020:Credit Risk - Internal credit ratings Pages 90 and 91."]
["452(b)(iii)","Management and recognition of credit risk mitigation.",null,"P3: Chapter 4 - IRB overview, Use of and process for recognising credit risk mitigation"]
["452(b)(iv)","Controls around ratings systems.",null,"P3: Chapter 4 – IRB Narrative, Governance of the rating process"]
["452(c)","Description of ratings processes for each IRB asset class.",null,"P3: Chapter 4 – IRB overview, Internal ratings process by exposure class"]
["452(d)","Exposure values by IRB exposure class, separately for Advanced and Foundation IRB.",null,"P3: Chapter 5 - EU CR6 - Credit risk exposures by exposure class and PD range."]
["452(e)(i)","Total exposure, separating drawn and undrawn exposure.",null,"P3: Chapter 5 - EU CR6 - Credit risk exposures by exposure class and PD range & Chapter 8 - EU CCR4 - CCR exposures by portfolio and PD scale - IRB Approach."]
["452(e)(ii)","Exposure-weighted average risk weight.",null,"P3: Chapter 5 - EU CR6 - Credit risk exposures by exposure class and PD range & Chapter 8 - EU CCR4 - CCR exposures by portfolio and PD scale - IRB Approach."]
["452(e)(iii)","Undrawn commitments and the exposure-weighted average Credit Conversion Factor (CCF).",null,"P3: Chapter 5 - EU CR6 - Credit risk exposures by exposure class and PD range & Chapter 8 - EU CCR4 - CCR exposures by portfolio and PD scale - IRB Approach."]
["452(f)","For the retail exposure class and for each of the categories set out in point (c)(iv), either the disclosures outlined in point (e) (if applicable, on a pooled basis), or an analysis of exposures (outstanding loans and exposure values for undrawn commitments) against a sufficient number of EL grades to allow for a meaningful differentiation of credit risk (if applicable, on a pooled basis);",null,"P3: Chapter 5 - EU CR6 - Credit risk exposures by exposure class and PD range, EU CR4 – Credit risk exposure and CRM effects & EU CR3 CRM techniques overview."]
["452(g)","Actual specific risk adjustments for the period and explanation of changes.",null,"P3: Chapter 7 EU CR1–A – Credit quality of exposures by exposure class and instrument & EU CR4 – Credit risk exposure and CRM effects.\n"]
["452(h)","Commentary on drivers of losses in preceding period.",null,"P3: Chapter 7 Expected loss analysis – IRB approach "]
["452(i)","Estimates against actual losses for sufficient period, and historical analysis to help assess the performance of the rating system over a sufficient period.",null,"P3: Chapter 7 - Expected loss analysis – IRB approach & EU CR 9 - Backtesting of PD per exposure class - IRB Approach. "]
["452(j)","For all IRB exposures: Where applicable, PD and LGD by each country where the bank operates.",null,"P3: Chapter 5 - EU CR6 - Credit risk exposures by exposure class and PD range. \nOther than Central governments and central banks, the value of exposures booked on the balance sheet of locations outside Ireland is not material. "]
[]
["CRR 453:","Use of credit risk mitigation techniques"]
["453(a)","Use of on and off-balance sheet netting.",null,"AFR 2020: page 92."]
["453(b)","How collateral valuation is managed.",null,"AFR 2020: pages 92 and 93."]
["453(c)","Description of types of collateral used by the institution.",null,"P3: Chapter 5 - EU CR7 – Effect on the RWAs of credit derivatives used as CRM techniques – IRB approach & Chapter 6 - Credit Risk Mitigation, and AFR 2020: pages 92 and 93."]
["453(d)","Main types of guarantor and credit derivative counterparty, creditworthiness.",null,"AFR 2020: page 93."]
["453(e)","Market or credit risk concentrations within risk",null,"P3: Chapter 6 - Credit Risk Mitigation."]
["453(f)","Standardised or Foundation IRB Approach, exposure value covered by eligible collateral.",null,"P3: Chapter 5 - EU CR4 - Credit risk exposure and CRM effects & Chapter 6 - EU CR3 - CRM techniques overview."]
["453(g)","Exposures covered by guarantees or credit derivatives.",null,"P3: Chapter 6 - Credit Risk Mitigation & EU CR3 - CRM techniques overview."]
[]
["CRR 454:","Use of the Advanced Measurement Approaches to operational risk"]
[454,"Description of the use of insurance or other risk transfer mechanisms to mitigate operational risk.",null,"Not applicable."]
[]
["CRR 455:","Use of Internal Market Risk Models"]
["455(a)(i)","Disclosure of the characteristics of the market risk models.",null,"Not applicable."]
["455(a)(ii)","Disclosure of the methodologies used to measure incremental default and migration risk.",null,"Not applicable."]
["455(a)(iii)","Descriptions of stress tests applied to the portfolios.",null,"Not applicable."]
["455(a)(iv)","Methodology for back-testing and validating the models.",null,"Not applicable."]
["455(b)","Scope of permission for use of the models.",null,"Not applicable."]
["455(c)","Policies and processes to determine trading book classification, and to comply with prudential valuation requirements.",null,"Not applicable."]
["455(d)","High/Low/Mean values over the year of VaR, SVaR and incremental risk charge.",null,"Not applicable."]
["455(e)","The elements of the own fund calculation.",null,"Not applicable."]
["455(f)","Weighted average liquidity horizons of portfolios covered by models.",null,"Not applicable."]
["455(g)","Comparison of end-of-day VaR measures compared with one day changes in the portfolio’s value.",null,"Not applicable."]
[]
["CRR 468:","Temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income in view of the COVID-19 pandemic",null,"P3 - Chapter 2  - Table  - IFRS 9/Article 468-FL: Comparison of institutions’ own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, and with and without the application of the temporary treatment in accordance with Article 468 of the CRR."]
[]
["CRR 473","High Level Summary"]
["CRR 473a (8):","Introduction of IFRS 9",null,"P3 - Chapter 2 - Table  -  IFRS 9/Article 468-FL: Comparison of institutions’ own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, and with and without the application of the temporary treatment in accordance with Article 468 of the CRR"]
[]
["CRR 500","High Level Summary"]
["CRR 500b (2):","Temporary exclusion of certain exposures to central banks from the total exposure measure in view of the COVID-19 pandemic",null,"AIB does not exclude exposures to its central bank from its total exposure measure in Leverage ratio."]

{"sheet":"Non Perfoming Disclosures","index":120,"n_rows":14,"n_cols":3,"rows_kept":14,"merged":[[0,0,0,2],[1,0,1,2]]}
["Disclosures of non-performing and forborne exposures - EBA/GL/2018/10"]
["Guidelines on disclosure of non-performing and forborne exposures - EBA/GL/2018/10 are disclosed in the Pillar 3 report as located in the table below."]
[]
["EBA Template","Template title","Pillar 3 location"]
["Template 1","Credit quality of forborne exposures","Table 35"]
["Template 2","Quality of forbearance","Table 36"]
["Template 3","Credit quality of performing and non-performing exposures by past due days","Table 37"]
["Template 4","Performing and non-performing exposures and related provisions","Table 38"]
["Template 5","Quality of non-performing exposures by geography","Table 39"]
["Template 6","Credit quality of loans and advances by industry","Table 40"]
["Template 7","Collateral valuation – loans and advances","Table 41"]
["Template 8","Changes in the stock of non-performing loans and advances","Table 42"]
["Template 9","Collateral obtained by taking possession and execution processes","Table 43"]
["Template 10","Collateral obtained by taking possession and execution processes – vintage breakdown","Table 44"]