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{"sheet":"AIB MB List of tables","index":1,"n_rows":44,"n_cols":1,"rows_kept":44}
["Pillar 3 Report"]
["For the year ended 31 December 2020"]
[]
["AIB Mortgage Bank Unlimited Company (\"AIB Mortgage Bank\")"]
[]
["Table of Contents"]
["Introduction"]
["Capital and capital management"]
["Capital and capital management overview"]
["Table 1: Regulatory capital and capital ratios"]
["Table 2: Reconciliation of shareholders’ equity to regulatory capital"]
["Table 3: EU OV1 – Overview of risk weighted assets (RWAs)"]
["Leverage ratio - LRQua: Disclosure on qualitative items"]
["Table 4: LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
["Table 5: LRCom: Leverage ratio common disclosure"]
["Table 6: LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)"]
["Table 7: 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"]
["Credit risk - tables"]
["Table 8: EU CRB–B – Total and average net amount of exposures"]
["Table 9: EU CRB–C – Geographical breakdown of exposures"]
["Table 10: EU CRB–D – Concentration of exposures by industry or counterparty types"]
["Table 11: EU CRB–E – Maturity of exposures"]
["Table 12: EU CR4 – Credit risk exposure and CRM effects"]
["Credit risk - credit profile"]
["Table 13: EU CR1–A – Credit quality of exposures by exposure class and instrument"]
["Table 14: EU CR1–B – Credit quality of exposures by industry or counterparty types"]
["Table 15: EU CR1–C – Credit quality of exposures by geography"]
["Table 16: EU CR2–B – Changes in the stock of defaulted and impaired loans and debt securities"]
["Table 17: EU CR2–A – Changes in the stock of general and specific credit risk adjustments"]
["Table 18: Credit quality of forborne exposures \t\t\t\t\t"]
["Table 19: Credit quality of performing and non-performing exposures by past due days "]
["Table 20: Performing and non-performing exposures and related provisions. "]
["Table 21: Collateral obtained by taking possession and execution processes \t\t"]
["Remuneration"]
["Table 22: Remuneration by business area"]
["Table 23: Remuneration by functional area"]
["Appendix 1: Own funds"]
["Table 24: Transitional & fully loaded own funds disclosures "]
["Appendix 2: Countercyclical capital buffer"]
["Table 25: Countercyclical capital buffer – geographical distribution of credit exposures"]
["Table 26: Countercyclical capital buffer"]
["Appendix 3: Further analysis of the loan profile"]
["Table 27: Loans and advances, loans past due but not impaired, impaired loans and provisions – industry and geographic distribution"]
["Table 28: EU CR3 CRM techniques overview"]

{"sheet":"AIB MB introduction","index":2,"n_rows":3,"n_cols":1,"rows_kept":3,"merged":[[0,0,0,7],[2,0,2,7]]}
["Introduction"]
[]
["Allied Irish Banks, p.l.c.. and all of its subsidiaries (“AIB Group”) have adopted a group-wide approach to identifying, assessing and managing risks, which applies to both AIB Group and AIB Mortgage Bank. 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\nThe Board of Directors of AIB Group are responsible for the effective management of risks in AIB Group and for the system of internal risk controls in AIB Group. AIB Group operates a continuous risk management process, which identifies and evaluates the key risks facing AIB Group and has adopted a three line defence model in the delineation of accountabilities for risk governance.\nAIB Mortgage Bank approach to identifying, assessing and managing risks is aligned to the 12 risk management principles set out on page 80 in the 2020 Annual Financial Report.  This includes undertaking a specific material risk assessment, which in 2020 identified similar risks and uncertainties facing the Group and application of group risk frameworks and risk policies that set out how these risks are managed and mitigated. AIB Group's risk management framework has proven to be resilient throughout 2020 despite the impact of COVID-19 requiring major operational and business changes being implemented to support customers.  "]

{"sheet":"Chapter 1","index":3,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Capital and capital management AIB Mortgage Bank"]

{"sheet":"Capital and capital management","index":4,"n_rows":16,"n_cols":1,"rows_kept":16,"merged":[[0,0,0,7],[2,0,2,7],[3,0,3,7],[5,0,5,7],[6,0,6,7],[8,0,8,7],[9,0,9,7],[11,0,11,7],[12,0,12,7],[14,0,14,7],[15,0,15,7],[16,0,16,7]]}
["Capital and capital management overview"]
[]
["Capital resources and regulatory capital ratios "]
["The objectives of the Bank’s capital management policy are to at all times comply with regulatory capital requirements and to ensure that the Bank has sufficient capital to cover the current and future risk inherent in its business and to support its future development. \n\nAIB Mortgage Bank’s minimum CET1 requirement is 10.5%, comprised of a pillar 1 requirement of 8% and a Capital Conservation Buffer (“CCB”) of 2.5%.  The Countercyclical Capital Buffer ('CCyB') of 1.0% was reset to 0% from 1 April 2020 as a direct impact of the COVID-19 pandemic.\n\nAt 31 December 2020 the fully loaded CET1 ratio was 21.3% (2019: 25.1%). The fully loaded total capital ratio was 26.3% (2019: 30.9%). \nAt 31 December 2020 the transitional CET1 ratio was 21.7% (2019: 25.6%), the transitional total capital ratio was 26.6% (2019: 31.5%). "]
[]
["Targeted Review of Internal Models (TRIM)"]
["The ECB’s TRIM Model with respect to AIB’s mortgages has been completed and is now included in end of year reporting. The final ECB TRIM decision on AIB’s mortgage model resulted in a €1.3bn increase in RWAs. The impact on the ratios are as follows: fully loaded CET1 (-5.7%), transitional CET1 (-5.8%), fully loaded total capital ratio (-7.0%) and transitional total capital ratio (-7.1%)."]
[]
["Leverage ratio"]
["The leverage ratio at 31 December 2020 was 7.2% (2019: 7.0%) on a fully loaded basis and 7.3% (2019: 7.1%) on a transitional basis."]
[]
["Minimum Requirement for Own Funds and Eligible Liabilities (“MREL”)"]
["At 31 December 2020 AIB Mortgage Bank has an MREL ratio of 26.6% of RWAs.\n\nThe Single Resolution Board (“SRB”) has provided AIB MB with its default formula for the MREL target calibration under the new BRRD II legislative framework to be complied with by 1 January 2022. AIB Mortgage Bank has estimated its January 2022 intermediate binding target is 18.3% of RWA including the combined buffer requirement."]
[]
["Capital regulation"]
["The Capital Requirements Directive IV ('CRD IV'), which came into force on 1 January 2014, consists of the Capital Requirements Regulation ('CRR') and the Capital Requirements Directive ('CRD'), and is designed to strengthen the regulation of the banking sector and to implement the Basel III agreement in the EU legal framework. CRD IV measures include: \n\t–a single set of harmonised prudential rules which enhanced requirements for quality and quantity of capital; and \n\t–harmonising the deductions from own funds in order to determine the amount of regulatory capital that is prudent to recognise for regulatory purposes. \n\nThere are transitional arrangements for mitigating the impact of the introduction of IFRS 9 on capital as per Regulation (EU) 2017/2395 of the European Parliament and of the Council. \n\nIn addition, a suite of measures have been introduced to support the financial sector through the current COVID-19 pandemic. These include the reduction in the CCyB to zero by the Central Bank of Ireland (“CBI”). 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\nAIB Mortgage Bank commenced reporting to its regulator under the transitional CRD IV rules during 2014. The transitional capital ratios presented in Table 1 take account of these phasing arrangements. The fully loaded capital ratios represent the full implementation of CRD IV.  \n\nThe Single Supervisory Mechanism ('SSM'), comprising the ECB and the national competent authorities of EU countries was established in 2014. The SSM places the ECB as the central prudential supervisor of financial institutions in the Eurozone, including AIB. 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."]

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["Table 1: Regulatory capital and capital ratios"]
[]
["As per article 437(1)(d)(ii), (iii) and 437(1)(e). The following tables set out the capital base for AIB Mortgage Bank on a transitional basis as at 31 December 2020 and 31 December 2019."]
[]
[null,"31 December","31 December"]
[null,2020,2019]
["AIB Mortgage Bank","€ m","€ m"]
["Equity",{"v":1299,"d":"1,299 "},{"v":1278,"d":"1,278 "}]
[]
["Regulatory adjustments:"]
[" IFRS 9 CET 1 transitional add-back  (2)",{"v":24,"d":"24 "},{"v":27,"d":"27 "}]
[" Expected loss deduction (1)",{"v":-16,"d":"(16)"},0]
["Total common equity tier 1 capital",{"v":1307,"d":"1,307 "},{"v":1305,"d":"1,305 "}]
[]
["Total tier 1 capital",{"v":1307,"d":"1,307 "},{"v":1305,"d":"1,305 "}]
[]
["Tier 2 capital"]
[]
["Subordinated debt:"]
["Subordinated debt",{"v":300,"d":"300 "},{"v":300,"d":"300 "}]
[]
["Regulatory adjustments"]
["IRB excess of provisions over expected losses (3)",0,{"v":5,"d":"5 "}]
["IFRS 9 tier 2  transitional adjustment  (2)",0,{"v":-5,"d":"(5)"}]
["Total tier 2 capital",{"v":300,"d":"300 "},{"v":300,"d":"300 "}]
[" "]
["Total capital",{"v":1607,"d":"1,607 "},{"v":1605,"d":"1,605 "}]
[" "]
["Risk weighted assets:"]
["Credit risk",{"v":5513,"d":"5,513 "},{"v":4614,"d":"4,614 "}]
["Market risk",0,0]
["Operational risk",{"v":520,"d":"520 "},{"v":488,"d":"488 "}]
["Credit valuation adjustment",0,0]
["Total risk weighted assets",{"v":6033,"d":"6,033 "},{"v":5102,"d":"5,102 "}]
[]
["Capital ratios","%","%"]
["Common equity tier 1 ratio",21.7,25.6]
["Tier 1 ratio",21.7,25.6]
["Total capital ratio",26.6,31.5]
[]
["See Capital and capital management narrative for significant movements in capital."]
["(1) Deductions applied as described under CRR Article 36."]
["(2) Transitional arrangements as described under Regulation (EU) 2017/2395 as augmented by Regulation (EU) 2020/873 (static and dynamic)."]
["(3) Per Article 62 of the CRR."]

{"sheet":"Table 2","index":6,"n_rows":32,"n_cols":3,"rows_kept":32,"merged":[[0,0,0,2],[1,0,1,2],[2,1,2,2],[28,0,28,2],[29,0,29,2],[30,0,30,2],[31,0,31,2],[32,0,32,2],[33,0,33,2]]}
["Table 2: 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 of AIB Mortgage Bank to regulatory capital on a transitional basis."]
[]
[null,"31 December","31 December"]
[null,2020,2019]
["AIB Mortgage Bank","€ m","€ m"]
["Equity",{"v":1299,"d":"1,299 "},{"v":1278,"d":"1,278 "}]
[]
["Regulatory adjustments: "]
["   IFRS 9 transitional CET1 addback (2)",{"v":24,"d":"24 "},{"v":27,"d":"27 "}]
["   Expected loss deduction (1)",{"v":-16,"d":"(16)"},0]
["Common equity tier 1 capital",{"v":1307,"d":"1,307 "},{"v":1305,"d":"1,305 "}]
[]
["Total tier 1 capital",{"v":1307,"d":"1,307 "},{"v":1305,"d":"1,305 "}]
[]
["Tier 2 capital"]
["Subordinated debt: "," "," "]
["   Subordinated liabilities and other capital instruments",{"v":300,"d":"300 "},{"v":300,"d":"300 "}]
[null," "," "]
["Regulatory adjustments:"]
["  IRB excess of provisions over expected losses eligible (3)",0,{"v":5,"d":"5 "}]
["  IFRS 9 tier 2 transitional adjustment (2)",0,{"v":-5,"d":"(5)"}]
[null,0,0]
[]
["Total tier 2 capital",{"v":300,"d":"300 "},{"v":300,"d":"300 "}]
[]
["Total capital",{"v":1607,"d":"1,607 "},{"v":1605,"d":"1,605 "}]
[]
["See Capital and capital management narrative for significant movements in capital."]
["(1) Deductions applied as described under CRR Article 36."]
["(2) Transitional arrangements as described under Regulation (EU) 2017/2395 as augmented by Regulation (EU) 2020/873 (static and dynamic)."]
["(3) As described under CRR Article 62."]

{"sheet":"Table 3","index":7,"n_rows":43,"n_cols":7,"rows_kept":43,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6],[5,0,5,1],[41,0,41,6]]}
["Table 3: EU OV1 – Overview of risk weighted assets (RWAs)"]
["Per Article 437(1)(d)(iii) and 438 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 Mortgage Bank",null,"€ m","€ m",null,"€ m","€ m"]
[1,"Credit risk (excluding counterparty credit risk) (“CCR”)",{"v":5512,"d":"5,512"},{"v":4613,"d":"4,613"},null,441,369]
[null,"Of which:",0,0,null,0,0]
[2,"Standardised approach",166,265,null,13,21]
[3,"Foundation IRB (FIRB) approach",11,11,null,1,1]
[4,"Advanced IRB (AIRB) approach",{"v":5335,"d":"5,335"},{"v":4337,"d":"4,337"},null,427,347]
[5,"Equity IRB under the simple risk-weighted approach or the Internal Model Approach (\"IMA\")",0,0,null,0,0]
[6,"CCR",0,0,null,0,0]
[null,"Of which:",0,0,null,0,0]
[7,"Mark to market",0,0,null,0,0]
[null,"Financial collateral comprehensive method (for SFTs)",0,0,null,0,0]
[null,"9  Standardised approach",0,0,null,0,0]
[null,"10  Internal model method (“IMM”)",0,0,null,0,0]
[null,"11 Risk exposure amount for contributions to the default fund of CCP",0,0,null,0,0]
[null,"12  CVA",0,0,null,0,0]
[12,"Settlement risk",0,0,null,0,0]
[14,"Securitisation exposures in the banking book (after the cap)",0,0,null,0,0]
[null,"Of which:",0,0,null,0,0]
[null,"15  IRB approach",0,0,null,0,0]
[null,"16  IRB supervisory formula approach (“SFA”)",0,0,null,0,0]
[null,"17  Internal assessment approach (“IAA”)",0,0,null,0,0]
[null,"18  Standardised approach",0,0,null,0,0]
[19,"Market risk",0,0,null,0,0]
[null,"Of which:",0,0,null,0,0]
[null,"20  Standardised approach",0,0,null,0,0]
[null,"21  IMA",0,0,null,0,0]
[22,"Large exposures",0,0,null,0,0]
[23,"Operational risk",520,488,null,{"v":41.6,"d":"42"},{"v":39.04,"d":"39"}]
[null,"Of which:",0,0,null,0,0]
[null,"24  Basic indicator approach",0,0,null,0,0]
[25,"Standardised approach",520,488,null,{"v":41.6,"d":"42"},{"v":39.04,"d":"39"}]
[null,"26  Advanced measurement approach",0,0,null,0,0]
[27,"Amounts below the thresholds for deduction (subject to 250% risk weight)",1,1,null,0,0]
[28,"Floor adjustment",0,0,null,0,0]
[29,"Total",{"v":6033,"d":"6,033"},{"v":5102,"d":"5,102"},null,{"v":482.6,"d":"483"},{"v":408.04,"d":"408"}]
[]
["(1) Minimum capital requirements are calculated as 8% of risk weighted assets."]
["Movement predominantly driven by change in credit risk, see commentary on Capital and capital management note for TRIM impact."]

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["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. AIB Mortgage Bank 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 increased to 7.3% at 31 December 2020 from 7.1% at 31 December 2019. Total leverage exposures (transitional basis) decreased by € 0.5 billion in the year mainly driven by loans to customers. 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 7 below."]

{"sheet":"Table 4","index":9,"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],[4,0,4,2],[6,0,6,1],[19,0,19,6]]}
["Table 4: 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. Decrease in 2020 predominantly due to decrease in total assets."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
["Table LRSum: Summary reconciliation of accounting assets and leverage ratio exposures"]
[null,null,"Transitional","Fully loaded",null,"Transitional","Fully loaded"]
["AIB Mortgage Bank",null,"€ m"," € m",null," € m","€ m"]
[1,"Total assets as per published financial statements",{"v":17326,"d":"17,326"},{"v":17326,"d":"17,326"},null,{"v":17802,"d":"17,802"},{"v":17802,"d":"17,802"}]
[2,"Adjustment for entities which are consolidated for accounting purposes but are outside the scope of regulatory consolidation",0,0,0,0,0]
[3,"(Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable accounting framework but excluded from the leverage ratio exposure measure in accordance with Article 429(13) of Regulation (EU) No 575/2013 \"CRR\")",0,0,0,0,0]
[4,"Adjustments for derivative financial instruments",278,278,null,285,285]
[5,"Adjustments for securities financing transactions \"SFTs\"",0,0,null,0,0]
[6,"Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off-balance sheet exposures)",124,124,null,131,131]
["EU-6a","(Adjustment for intragroup exposures excluded from the leverage ratio exposure measure in accordance with Article 429 (7) of Regulation (EU) No 575/2013)",0,0,null,0,0]
["EU-6b","(Adjustment for exposures excluded from the leverage ratio exposure measure in accordance with Article 429 (14) of  Regulation (EU) No 575/2013)",0,0,null,0,0]
[7,"Other adjustments (1)",106,82,null,126,99]
[8,"Total leverage ratio exposure",{"v":17834,"d":"17,834"},{"v":17810,"d":"17,810"},null,{"v":18344,"d":"18,344"},{"v":18317,"d":"18,317"}]
[]
[]
["(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."]

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["Table 5: LRCom: Leverage ratio common disclosure"]
["As per Article 451(1)(a) and (b). The following table analyses the calculation of the leverage ratio exposures on a transitional and fully loaded basis. Decrease in 2020 predominantly due to decrease in total assets."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"Transitional","Fully Loaded",null,"Transitional","Fully Loaded"]
["AIB Mortgage Bank",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":17372,"d":"17,372 "},{"v":17372,"d":"17,372 "},null,{"v":17864,"d":"17,864 "},{"v":17864,"d":"17,864 "}]
[2,"(Asset amounts deducted in determining Tier 1 capital)",{"v":8,"d":"8 "},{"v":-16,"d":"(16)"},null,0,{"v":-27,"d":"(27)"}]
[3,"Total on-balance sheet exposures (excluding derivatives, SFTs and fiduciary assets) (sum of lines 1 and 2)",{"v":17380,"d":"17,380 "},{"v":17356,"d":"17,356 "},null,{"v":17864,"d":"17,864 "},{"v":17837,"d":"17,837 "}]
["Derivative exposures"]
[4,"Replacement cost associated with all derivatives transactions (i.e. net of eligible cash variation margin)",{"v":52,"d":"52 "},{"v":52,"d":"52 "},null,{"v":64,"d":"64 "},{"v":64,"d":"64 "}]
[5,"Add-on amounts for PFE associated with all derivatives transactions (mark-to-market method)",{"v":278,"d":"278 "},{"v":278,"d":"278 "},null,{"v":285,"d":"285 "},{"v":285,"d":"285 "}]
["EU-5a","Exposure determined under original exposure method",0,0,null,0,0]
[6,"Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the applicable accounting framework",0,0,null,0,0]
[7,"(Deductions of receivables assets for cash variation margin provided in derivatives transactions)",0,0,null,0,0]
[8,"(Exempted CCP leg of client-cleared trade exposures)",0,0,null,0,0]
[9,"Adjusted effective notional amount of written credit derivatives",0,0,null,0,0]
[10,"(Adjusted effective notional offsets and add-on deductions for written credit derivatives)",0,0,null,0,0]
[11,"Total derivative exposures (sum of lines 4 to 10)",{"v":330,"d":"330 "},{"v":330,"d":"330 "},null,{"v":349,"d":"349 "},{"v":349,"d":"349 "}]
["Securities financing transaction exposures"]
[12,"Gross SFT assets (with no recognition of netting), after adjusting for sales accounting transactions",0,0,null,0,0]
[13,"(Netted amounts of cash payables and cash receivables of gross SFT assets)",0,0,null,0,0]
[14,"Counterparty credit risk exposure for SFT assets",0,0,null,0,0]
["EU-14a","Derogation for SFTs: Counterparty credit risk exposure in accordance with Article 429b (4) and 222 of Regulation (EU) No 575/2013",0,0,null,0,0]
[15,"Agent transaction exposures",0,0,null,0,0]
["EU-15a","(Exempted CCP leg of client-cleared SFT exposure)",0,0,null,0,0]
[16,"Total securities financing transaction exposures (sum of lines 12 to 15a)",0,0,null,0,0]
["Other off-balance sheet exposures"]
[17,"Off-balance sheet exposures at gross notional amount",{"v":559,"d":"559 "},{"v":559,"d":"559 "},null,{"v":595,"d":"595 "},{"v":595,"d":"595 "}]
[18,"(Adjustments for conversion to credit equivalent amounts)",{"v":-435.17278864,"d":"(435)"},{"v":-435.17278864,"d":"(435)"},null,{"v":-464,"d":"(464)"},{"v":-464,"d":"(464)"}]
[19,"Other off-balance sheet exposures (sum of lines 17 to 18)",{"v":123.82721136,"d":"124 "},{"v":124,"d":"124 "},null,{"v":131,"d":"131 "},{"v":131,"d":"131 "}]
["Exempted exposures in accordance with CRR Article 429 (7) and (14) (on and off balance sheet)"]
["EU-19a","(Exemption of intragroup exposures (solo basis) in accordance with Article 429(7) of Regulation (EU) No 575/2013 (on and off balance sheet)) ",0,0,null,0,0]
["EU-19b","(Exposures exempted in accordance with Article 429 (14) of Regulation (EU) No 575/2013 (on and off balance sheet))",null,0,null,0,0]
["Capital and total exposures"]
[20,"Tier 1 capital",{"v":1307,"d":"1,307 "},{"v":1283,"d":"1,283 "},null,{"v":1305,"d":"1,305 "},{"v":1278,"d":"1,278 "}]
[21,"Total leverage ratio exposures (sum of lines 3, 11, 16, 19, EU-19a and EU-19b)",{"v":17833.82721136,"d":"17,834 "},{"v":17809.82721136,"d":"17,810 "},null,{"v":18344,"d":"18,344 "},{"v":18317,"d":"18,317 "}]
["Leverage ratio"]
[22,"Leverage ratio",{"v":0.0732800704300918,"d":"7.3%"},{"v":0.0720375182530185,"d":"7.2%"},null,{"v":0.0712,"d":"7.1%"},{"v":0.0698,"d":"7.0%"}]
[]
[]
["(1) Potential future exposure (“PFE”)."]

{"sheet":"Table 6","index":11,"n_rows":18,"n_cols":7,"rows_kept":18,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6]]}
["Table 6: 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.  Decrease in 2020 predominantly due to decrease in total assets."]
[]
[null,null,"2020-12-31",null,null,"2019-12-31"]
[null,null,"Transitional","Fully Loaded",null,"Transitional","Fully Loaded"]
[null,"AIB Mortgage Bank","€ m","€ m",null,"€ m","€ m"]
["EU-1","Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:",{"v":17372,"d":"17,372"},{"v":17372,"d":"17,372"},null,{"v":17864,"d":"17,864"},{"v":17864,"d":"17,864"}]
["EU-2","Trading book exposures",0,0,null,0,0]
["EU-3","Banking book exposures, of which:",0,0,null,0,0]
["EU-4","  Covered bonds",0,0,null,0,0]
["EU-5","  Exposures treated as sovereigns",7,7,null,0,0]
["EU-6","  Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns",0,0,null,0,0]
["EU-7","  Institutions",70,70,null,85,85]
["EU-8","  Secured by mortgages of immovable properties",{"v":16606,"d":"16,606"},{"v":16606,"d":"16,606"},null,{"v":16889,"d":"16,889"},{"v":16889,"d":"16,889"}]
["EU-9","  Retail exposures",19,19,null,18,18]
["EU-10","  Corporate",1,1,null,85,85]
["EU-11","  Exposures in default",668,668,null,787,787]
["EU-12","  Other exposures (e.g. equity, securitisations, and other non-credit obligation assets)",1,1,null,0,0]

{"sheet":"Table 7","index":12,"n_rows":49,"n_cols":4,"rows_kept":49,"merged":[[0,0,0,3],[1,0,1,3],[2,0,2,3],[4,2,4,3],[48,1,48,3]]}
["Table 7: 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.\nAIB 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.\nAIB 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 (8) and article 468."]
[]
[null,null,"AIB Mortgage Bank"]
[null,null,"31 December","31 December"]
[null,null,2020,2019]
[null,"Available capital (amounts) ","€ m","€ m"]
["1","CET1 capital (1)",{"v":1307,"d":"1,307"},{"v":1305,"d":"1,305"}]
["2","CET1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":1283,"d":"1,283"},{"v":1278,"d":"1,278"}]
["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":1307,"d":"1,307"},{"v":1305,"d":"1,305"}]
[]
["3","Tier 1 capital (1)",{"v":1307,"d":"1,307"},{"v":1305,"d":"1,305"}]
["4","Tier 1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":1283,"d":"1,283"},{"v":1278,"d":"1,278"}]
["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":1307,"d":"1,307"},{"v":1305,"d":"1,305"}]
[]
["5","Total capital (1)",{"v":1607,"d":"1,607"},{"v":1605,"d":"1,605"}]
["6","Total capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":1583,"d":"1,583"},{"v":1583,"d":"1,583"}]
[]
["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":1607,"d":"1,607"},{"v":1605,"d":"1,605"}]
[]
[]
[null,"Risk-weighted assets (amounts)","€ m","€ m"]
[7,"Total risk-weighted assets (1)",{"v":6033,"d":"6,033"},{"v":5102,"d":"5,102"}]
[8,"Total risk-weighted assets as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",{"v":6031,"d":"6,031"},{"v":5102,"d":"5,102"}]
[]
[]
[null,"Capital ratios","%","%"]
[9,"CET 1 (as a percentage of risk exposure amount) ",21.7,25.6]
["10","CET 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied",21.3,{"v":25,"d":"25.0"}]
["10a","CET1 (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",21.7,25.6]
[]
["11","Tier 1 (as a percentage of risk exposure amount) ",21.7,25.6]
["12","Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",21.3,{"v":25,"d":"25.0"}]
["12a","Tier 1 (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",null,25.6]
[]
[13,"Total capital (as a percentage of risk exposure amount) ",26.6,31.5]
["14","Total capital (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",26.2,{"v":31,"d":"31.0"}]
["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",26.6,31.5]
[]
[]
[null,"Leverage ratio","€ m","€ m"]
[15,"Leverage ratio total exposure measure ",{"v":17834,"d":"17,834"},{"v":18344,"d":"18,344"}]
[null,null,"%","%"]
[16,"Leverage ratio ",7.3,7.1]
[17,"Leverage ratio as if IFRS 9 or analogous ECLs transitional arrangements had not been applied ",7.2,{"v":7,"d":"7.0"}]
["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",7.3,7.1]
[]
[null,"(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":"Chapter 2","index":13,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Credit risk - tables AIB Mortgage Bank"]

{"sheet":"Table 8","index":14,"n_rows":49,"n_cols":7,"rows_kept":49,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[4,2,6,2],[4,3,6,3],[4,5,6,5],[4,6,6,6],[7,0,7,1],[35,1,35,6],[36,1,36,6],[37,0,37,6],[38,0,38,6],[39,0,39,6],[40,0,40,6],[41,0,41,6],[43,0,43,6],[44,0,44,6],[45,0,45,6],[46,0,46,6],[47,0,47,6],[48,0,48,6]]}
["Table 8: 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."]
[]
[null,null,"2020-12-31",{"$nulls":3},"2019-12-31"]
[null,null,"Net value of exposures at the end of the period","Average net exposures over the period",null,"Net value of exposures at the end of the period","Average net exposures over the period"]
[]
[]
["AIB Mortgage Bank",null,"€ m","€ m",null,"€ m","€ m"]
["1","Central governments or central banks",0,0,null,0,0]
["2","Institutions",20,20,null,20,22]
["3","Corporates",1,0,null,0,1]
["4","Of which: Specialised lending",0,0,null,0,1]
["5","                 SMEs",0,0,null,0,0]
["6","Retail",{"v":17590,"d":"17,590"},{"v":17760,"d":"17,760"},null,{"v":18018,"d":"18,018"},{"v":18093,"d":"18,093"}]
["7","of which: Secured by real estate property",{"v":17590,"d":"17,590"},{"v":17760,"d":"17,760"},null,{"v":18018,"d":"18,018"},{"v":18093,"d":"18,093"}]
[null,"8  SMEs",0,0,null,0,0]
[null,"9  Non-SMEs",0,0,null,0,0]
[null,"10  Qualifying revolving",0,0,null,0,0]
[null,"11  Other retail",0,0,null,0,0]
[null,"12  SMEs",0,0,null,0,0]
[null,"13  Non-SMEs",0,0,null,0,0]
[null,"Other NON Credit obligation Assets",0,0,null,0,0]
["15","Total IRB approach",{"v":17611,"d":"17,611"},{"v":17780,"d":"17,780"},null,{"v":18038,"d":"18,038"},{"v":18116,"d":"18,116"}]
[]
["16","Central governments or central banks",7,2,null,0,0]
["18","Public sector entities",0,0,null,0,0]
["21","Institutions",50,54,null,65,66]
["22","Corporates",1,19,null,85,54]
["24","Retail",22,17,null,21,20]
["26","Secured by mortgages on immovable property",203,170,null,184,196]
["28","Exposures in default",34,39,null,43,77]
["34","Other exposures",6,4,null,0,9]
["35","Total standardised approach",323,305,null,398,422]
["36","Total",{"v":17934,"d":"17,934"},{"v":18085,"d":"18,085"},null,{"v":18436,"d":"18,436"},{"v":18538,"d":"18,538"}]
[]
[]
[]
["IRB approach"]
["The decrease of € 1.4 billion in the exposures in the IRB portfolio can be predominantly attributed to the following:"]
["- 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); and "]
["- Retail exposures decreased by € 0.1 billion reflecting lower economic activity."]
["These decreases were partially offset by an increase in central government or central banks exposures of € 0.3 billion mainly in liquid assets."]
[]
["In the standardised portfolio, total exposures increased by € 12.9 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;"]
["- Equity exposures increased € 0.9 billion reflecting AIB plc's investment in AIB Group UK plc;"]
["- Exposures in default increased € 0.4 billion; and "]
["- 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 Institutions exposures decreasing by € 2.5 billion and € 0.6 billion respectively reflecting lower economic activity."]

{"sheet":"Table 9","index":15,"n_rows":61,"n_cols":7,"rows_kept":61,"merged":[[0,0,0,6],[1,0,1,6],[3,1,3,6],[4,2,4,6],[6,0,6,1],[30,5,30,6],[31,2,31,6],[33,0,33,1],[58,1,58,6],[59,1,59,6],[60,1,60,6]]}
["Table 9: 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 movements between periods is noted on table 8."]
[]
[null,"2020-12-31"]
[null,null,"Net value"]
[null,null,"Republic of Ireland","United Kingdom","United States of America","Rest of the World (2)","Total"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,0,0,0,0]
[2,"Institutions",{"v":20.1,"d":"20"},0,0,0,20]
[3,"Corporates",1,0,0,0,1]
[null,"Of which: Specialised lending",0,0,0,0,0]
[null,"                 SMEs",0,0,0,0,0]
[4,"Retail",{"v":17572,"d":"17,572"},9,2,7,{"v":17590,"d":"17,590"}]
[null,"Other NON Credit obligation Assets",{"$nulls":4},0]
[6,"Total IRB approach",{"v":17593,"d":"17,593"},9,2,7,{"v":17611,"d":"17,611"}]
[]
[7,"Central governments or central banks",7,0,0,0,7]
[9,"Public sector entities",0,0,0,0,0]
[12,"Institutions",50,0,0,0,50]
[13,"Corporates",1,0,0,0,1]
[14,"Retail",22,0,0,0,22]
[15,"Secured by mortgages on immovable property",203,0,0,0,203]
[16,"Exposures in default",34,0,0,0,34]
[null,"17  Items associated with particularly high risk",0,0,0,0,0]
[null,"18  Covered bonds",0,0,0,0,0]
[null,"21  Equity exposures",0,0,0,0,0]
[22,"Other exposures",6,0,0,0,6]
[23,"Total standardised approach",323,0,0,0,323]
[24,"Total",{"v":17916,"d":"17,916"},9,2,7,{"v":17934,"d":"17,934"}]
[]
[{"$nulls":5},"2019-12-31"]
[null,null,"Net value"]
[null,null,"Republic of Ireland","United Kingdom","United States of America","Rest of the World","Total"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,0,0,0,0]
[2,"Institutions",20,0,0,0,20]
[3,"Corporates",0,0,0,0,0]
[null,"Of which: Specialised lending",0,0,0,0,0]
[null,"                 SMEs",0,0,0,0,0]
[4,"Retail",{"v":17998,"d":"17,998"},8,3,9,{"v":18018,"d":"18,018"}]
[null,"Other NON Credit obligation Assets",{"$nulls":4},0]
[6,"Total IRB approach",{"v":18018,"d":"18,018"},8,3,9,{"v":18038,"d":"18,038"}]
[]
[7,"Central governments or central banks",0,0,0,0,0]
[9,"Public sector entities",0,0,0,0,0]
[12,"Institutions",65,0,0,0,65]
[13,"Corporates",85,0,0,0,85]
[14,"Retail",21,0,0,0,21]
[15,"Secured by mortgages on immovable property",184,0,0,0,184]
[16,"Exposures in default",43,0,0,0,43]
[null,"17  Items associated with particularly high risk",0,0,0,0,0]
[null,"18  Covered bonds",0,0,0,0,0]
[null,"21  Equity exposures",0,0,0,0,0]
[22,"Other exposures",0,0,0,0,0]
[23,"Total standardised approach",398,0,0,0,398]
[24,"Total",{"v":18416,"d":"18,416"},8,3,9,{"v":18436,"d":"18,436"}]
[]
[]
[]
[null,"(1) The geographic breakdown is based on residence of the immediate counterparty."]
[null,"(2) Rest of the World comprises less than 2% of the total exposures and comprises predominantly Australia, Germany, China, Netherlands, Canada, Spain and France."]

{"sheet":"Table 10","index":16,"n_rows":54,"n_cols":16,"rows_kept":54,"merged":[[0,0,0,15],[1,0,1,15],[3,14,3,15],[5,0,5,1],[29,14,29,15],[31,0,31,1]]}
["Table 10: EU CRB–D – Concentration of exposures by industry or counterparty types"]
["As 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. \nThe table excludes counterparty credit risk and securitisation exposures.\nThe main movements between periods is noted on table 8."]
[]
[{"$nulls":14},"2020-12-31"]
[null,null,"Agriculture","Construction","Distribution","Energy","Financial","Home loans","Manufacturing","Other loans - personal","Other services","Property","Transport and communication","Bank, sovereign and public sector","Other","Total exposures"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[1,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[2,"Institutions",0,0,0,0,0,0,0,0,0,0,0,20,0,20]
[3,"Corporates",0,0,0,0,0,0,0,1,0,0,0,0,0,1]
[null,"Of which: Specialised lending",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"                 SMEs",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[4,"Retail",0,0,0,0,0,{"v":17590,"d":"17,590"},0,0,0,0,0,0,0,{"v":17590,"d":"17,590"}]
[null,"Other NON Credit obligation Assets",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[6,"Total IRB approach",0,0,0,0,0,{"v":17590,"d":"17,590"},0,1,0,0,0,20,0,{"v":17611,"d":"17,611"}]
[]
[7,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,7,0,7]
[9,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[12,"Institutions",0,0,0,0,0,0,0,0,0,0,0,50,0,50]
[13,"Corporates",0,0,0,0,0,1,0,0,0,0,0,0,0,1]
[14,"Retail",0,0,0,0,0,22,0,0,0,0,0,0,0,22]
[15,"Secured by mortgages on immovable property",0,0,0,0,0,163,0,0,0,40,0,0,0,203]
[16,"Exposures in default",0,0,0,0,0,0,0,1,0,33,0,0,0,34]
[null,"17  Items associated with particularly high risk",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"18  Covered bonds",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"21  Equity exposures",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[22,"Other exposures",0,0,0,0,0,0,0,0,0,0,0,0,6,6]
[23,"Total standardised approach",0,0,0,0,0,186,0,1,0,73,0,57,6,323]
[24,"Total",0,0,0,0,0,{"v":17776,"d":"17,776"},0,2,0,73,0,77,6,{"v":17934,"d":"17,934"}]
[]
[{"$nulls":14},"2019-12-31"]
[null,null,"Agriculture","Construction","Distribution","Energy","Financial","Home loans","Manufacturing","Other loans - personal","Other services","Property","Transport and communication","Bank, sovereign and public sector","Other","Total exposures"]
["AIB Mortgage Bank",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,"Institutions",0,0,0,0,0,0,0,0,0,0,0,20,0,20]
[3,"Corporates",null,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Of which: Specialised lending",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"                 SMEs",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[4,"Retail",0,0,0,0,0,{"v":18018,"d":"18,018"},0,0,0,0,0,0,0,{"v":18018,"d":"18,018"}]
[null,"Other NON Credit obligation Assets",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[6,"Total IRB approach",0,0,0,0,0,{"v":18018,"d":"18,018"},0,0,0,0,0,20,0,{"v":18038,"d":"18,038"}]
[]
[7,"Central governments or central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[9,"Public sector entities",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[12,"Institutions",0,0,0,0,0,0,0,0,0,0,0,65,0,65]
[13,"Corporates",0,0,0,0,83,2,0,0,0,0,0,0,0,85]
[14,"Retail",0,0,0,0,0,21,0,0,0,0,0,0,0,21]
[15,"Secured by mortgages on immovable property",0,0,0,0,0,125,0,0,0,59,0,0,0,184]
[16,"Exposures in default",0,0,0,0,0,0,0,0,3,40,0,0,0,43]
[null,"17  Items associated with particularly high risk",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"18  Covered bonds",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"21  Equity exposures",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[22,"Other exposures",0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[23,"Total standardised approach",0,0,0,0,83,148,0,0,3,99,0,65,0,398]
[24,"Total",0,0,0,0,83,{"v":18166,"d":"18,166"},0,0,3,99,0,85,0,{"v":18436,"d":"18,436"}]

{"sheet":"Table 11","index":17,"n_rows":57,"n_cols":8,"rows_kept":57,"merged":[[0,0,0,7],[1,0,1,7],[3,6,3,7],[4,2,4,7],[6,0,6,1],[32,6,32,7],[34,0,34,1]]}
["Table 11: 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 movements between periods is noted on table 8."]
[]
[{"$nulls":6},"2020-12-31"]
[null,null,"Net exposure value"]
[null,null,"On demand","<= 1 year",">1 year <= 5 years",">5 years","No stated maturity","Total"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m"]
[]
[1,"Central governments or central banks",0,0,0,0,0,0]
[2,"Institutions",20,0,0,0,0,20]
[3,"Corporates",0,0,0,1,0,1]
[null,"Of which: Specialised lending",0,0,0,0,0,0]
[null,"Of which: SMEs",0,0,0,0,0,0]
[4,"Retail",42,545,518,{"v":16485,"d":"16,485"},0,{"v":17590,"d":"17,590"}]
[6,"Total IRB approach",62,545,518,{"v":16486,"d":"16,486"},0,{"v":17611,"d":"17,611"}]
[]
[]
[]
[7,"Central governments or central banks",0,7,0,0,0,7]
[9,"Public sector entities",0,0,0,0,0,0]
[12,"Institutions",50,0,0,0,0,50]
[13,"Corporates",0,0,0,1,0,1]
[14,"Retail",0,0,0,22,0,22]
[15,"Secured by mortgages on immovable property",0,0,1,202,0,203]
[16,"Exposures in default",8,0,4,22,0,34]
[17,"Items associated with particularly high risk",0,0,0,0,0,0]
[18,"Covered bonds",0,0,0,0,0,0]
[21,"Equity exposures",0,0,0,0,0,0]
[22,"Other exposures",0,0,5,0,1,6]
[23,"Total standardised approach",58,7,10,247,1,323]
[24,"Total",120,552,528,{"v":16733,"d":"16,733"},1,{"v":17934,"d":"17,934"}]
[]
[{"$nulls":6},"2019-12-31"]
[null,null,"On demand","<= 1 year",">1 year <= 5 years",">5 years","No stated maturity","Total"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m"]
[]
[1,"Central governments or central banks",0,0,0,0,0,0]
[2,"Institutions",20,0,0,0,0,20]
[3,"Corporates",0,0,0,0,0,0]
[null,"Of which: Specialised lending",0,0,0,0,0,0]
[null,"of which: SMEs",0,0,0,0,0,0]
[4,"Retail",47,583,502,{"v":16886,"d":"16,886"},0,{"v":18018,"d":"18,018"}]
[6,"Total IRB approach",67,583,502,{"v":16886,"d":"16,886"},0,{"v":18038,"d":"18,038"}]
[]
[7,"Central governments or central banks",0,0,0,0,0,0]
[9,"Public sector entities",0,0,0,0,0,0]
[12,"Institutions",65,0,0,0,0,65]
[13,"Corporates",0,83,0,2,0,85]
[14,"Retail",1,0,0,20,0,21]
[15,"Secured by mortgages on immovable property",0,0,2,182,0,184]
[16,"Exposures in default",9,1,6,27,0,43]
[17,"Items associated with particularly high risk",0,0,0,0,0,0]
[18,"Covered bonds",0,0,0,0,0,0]
[21,"Equity exposures",0,0,0,0,0,0]
[22,"Other exposures",0,0,0,0,0,0]
[23,"Total standardised approach",75,84,8,231,0,398]
[24,"Total",142,667,510,{"v":17117,"d":"17,117"},0,{"v":18436,"d":"18,436"}]

{"sheet":"Table 12","index":18,"n_rows":30,"n_cols":10,"rows_kept":30,"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],[18,8,18,9],[19,2,19,3],[19,5,19,6],[19,8,19,9]]}
["Table 12: 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 movements between periods is noted on table 8."]
[]
[{"$nulls":8},"2020-12-31"]
[null,null,"Exposures before CCF and CRM",null,null,"Exposures post CCF and CRM"]
[null,null,"On-balance sheet amount","Off-balance sheet amount",null,"On-balance sheet amount","Off-balance sheet amount",null,"RWAs","RWA density"]
[null,"Exposure classes","€ m","€ m",null,"€ m","€ m",null,"€ m","%"]
[1,"Central governments or central banks",7,0,null,7,0,null,1,{"v":20.718381494202,"d":"21"}]
[3,"Public sector entities",0,0,null,0,0,null,0,0]
[6,"Institutions",50,0,null,50,0,null,0,0]
[7,"Corporates",1,0,null,1,0,null,1,100]
[8,"Retail",19,3,null,19,1,null,15,75]
[9,"Secured by mortgages on immovable property",203,0,null,203,0,null,97,{"v":47.7286080808125,"d":"48"}]
[10,"Exposures in default",34,0,null,34,0,null,47,{"v":137.418404366874,"d":"137"}]
[16,"Other ",6,0,null,6,0,null,6,100]
[17,"Total",320,3,null,320,1,null,167,{"v":52.0782386627959,"d":"52"}]
[]
[]
[{"$nulls":8},"2019-12-31"]
[null,null,"Exposures before CCF and CRM",null,null,"Exposures post CCF and CRM"]
[null,null,"On-balance sheet amount","Off-balance sheet amount",null,"On-balance sheet amount","Off-balance sheet amount",null,"RWAs","RWA density"]
[null,"Exposure classes","€ m","€ m",null,"€ m","€ m",null,"€ m","%"]
[1,"Central governments or central banks",0,0,null,0,0,null,1,250]
[3,"Public sector entities",0,0,null,0,0,null,0,0]
[6,"Institutions",65,0,null,65,0,null,0,0]
[8,"Retail",85,0,null,85,0,null,85,100]
[9,"Secured by mortgages on immovable property",18,3,null,18,2,null,14,75]
[10,"Exposures in default",184,0,null,184,0,null,103,{"v":55.759892795748,"d":"56"}]
[16,"Other",43,0,null,43,0,null,63,{"v":144.829777554621,"d":"145"}]
[17,"Total",395,3,null,395,2,null,266,67]

{"sheet":"Chapter 3","index":19,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Credit risk - credit profile of exposures AIB Mortgage Bank"]

{"sheet":"Table 13","index":20,"n_rows":52,"n_cols":10,"rows_kept":52,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[4,3,4,4],[6,0,6,1],[28,8,28,9],[29,3,29,4],[31,0,31,1],[54,1,54,9],[55,1,55,9],[56,1,56,9],[57,1,57,9]]}
["Table 13: 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 movements between periods is noted on table 8."]
[]
[{"$nulls":8},"2020-12-31"]
[{"$nulls":3},"Gross carrying value of (1)"]
[{"$nulls":3},"Defaulted exposures","Non-defaulted exposures","Specific credit risk adjustment","General credit risk adjustment","Accumulated write-offs","Credit risk adjustment charges/(credit) in the period ","Net values(2)"]
["AIB Mortgage Bank",null,null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[2,"Institutions",null,0,20,0,0,0,0,20]
[4,"Corporates",null,0,1,0,0,0,0,1]
[5,"of which: SME",null,0,0,0,0,0,0,0]
[6,"Retail",null,895,{"v":17000,"d":"17,000"},305,0,257,110,{"v":17590,"d":"17,590"}]
[7,"Of which: Secured by real estate property",null,895,{"v":17000,"d":"17,000"},305,0,257,110,{"v":17590,"d":"17,590"}]
[15,"Total IRB approach",null,895,{"v":17021,"d":"17,021"},305,0,257,110,{"v":17611,"d":"17,611"}]
[{"$nulls":7},0,0]
[16,"Central governments and central banks",null,0,7,0,0,0,0,7]
[21,"Institutions",null,0,50,0,0,0,0,50]
[22,"Corporates",null,0,1,0,0,0,0,1]
[24,"Retail (3)",null,3,22,0,0,0,0,22]
[26,"Secured by mortgages on immovable property (4)",null,42,207,4,0,0,0,203]
[28,"Exposures in default",null,45,0,11,0,38,2,34]
[34,"Other exposures",null,0,6,0,0,0,0,6]
[35,"Total standardised approach",null,45,293,15,0,38,2,323]
[36,"Total (4)",null,940,{"v":17314,"d":"17,314"},320,0,295,112,{"v":17934,"d":"17,934"}]
[]
[null,"Of which:"]
[37,"Loans",null,933,{"v":16762,"d":"16,762"},320,0,295,112,{"v":17375,"d":"17,375"}]
[39,"Off-balance sheet exposures",null,7,552,0,0,0,0,559]
[]
[{"$nulls":8},"2019-12-31"]
[{"$nulls":3},"Gross carrying value of (1)"]
[{"$nulls":3},"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 values(2)"]
["AIB Mortgage Bank",null,null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[2,"Institutions",null,0,20,0,0,0,0,20]
[4,"Corporates",null,0,0,0,0,0,0,0]
[5,"of which: SME",null,0,0,0,0,0,0,0]
[6,"Retail",null,888,{"v":17330,"d":"17,330"},200,0,269,{"v":-14,"d":"(14)"},{"v":18018,"d":"18,018"}]
[7,"Of which: Secured by real estate property",null,888,{"v":17330,"d":"17,330"},200,0,269,{"v":-14,"d":"(14)"},{"v":18018,"d":"18,018"}]
[15,"Total IRB approach",null,888,{"v":17350,"d":"17,350"},200,0,269,{"v":-14,"d":"(14)"},{"v":18038,"d":"18,038"}]
[]
[16,"Central governments and central banks",null,0,0,0,0,0,0,0]
[21,"Institutions",null,0,65,0,0,0,1,65]
[22,"Corporates",null,0,85,0,0,0,0,85]
[24,"Retail (3)",null,2,22,1,0,0,0,21]
[26,"Secured by mortgages on immovable property (4)",null,44,185,1,0,0,1,184]
[28,"Exposures in default",null,46,0,3,0,41,9,43]
[34,"Other exposures",null,0,0,0,0,0,0,0]
[35,"Total standardised approach",null,46,357,5,0,41,11,398]
[36,"Total (4)",null,934,{"v":17707,"d":"17,707"},205,0,310,{"v":-3,"d":"(3)"},{"v":18436,"d":"18,436"}]
[]
[null,"Of which:"]
[37,"Loans",null,929,{"v":17118,"d":"17,118"},205,0,310,{"v":-3,"d":"(3)"},{"v":17842,"d":"17,842"}]
[39,"Off-balance sheet exposures",null,5,589,0,0,0,0,594]

{"sheet":"Table 14","index":21,"n_rows":31,"n_cols":8,"rows_kept":31,"merged":[[0,0,0,7],[1,0,1,7],[3,6,3,7],[4,1,4,2],[17,0,17,1],[17,6,18,7],[19,1,19,2]]}
["Table 14: EU CR1–B – Credit quality of exposures by industry or counterparty types"]
["Per Article 442(g) the table below presents an overview of the credit quality of on-balance sheet and off-balance sheet exposures by industry.\nThe main movements between periods is noted on table 8."]
[]
[{"$nulls":6},"2020-12-31"]
[null,"Gross carrying value of"]
[null,"Defaulted exposures","Non-defaulted exposures","Specific credit risk adjustment","General credit risk adjustment","Accumulated write-offs","Credit risk adjustment charges/(credit) in the period","Net values"]
["AIB Mortgage Bank","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
["AIB Mortgage Bank"]
["Personal: Residential mortgages",895,{"v":17186,"d":"17,186"},305,0,295,112,{"v":17776,"d":"17,776"}]
["Bank, sovereign and public sector",0,77,0,0,0,0,77]
["Other services",0,0,0,0,0,0,0]
["Property",43,44,14,0,0,0,73]
["Financial",0,0,0,0,0,0,0]
["Other loans - personal",2,1,1,0,0,0,2]
["Other",0,6,0,0,0,0,6]
["Total",940,{"v":17314,"d":"17,314"},320,0,295,112,{"v":17934,"d":"17,934"}]
[]
[{"$nulls":6},"2019-12-31"]
[]
[null,"Gross carrying value of"]
[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 values"]
["AIB Mortgage Bank","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
["Personal: Residential mortgages",888,{"v":17478,"d":"17,478"},200,0,310,{"v":-3,"d":"(3)"},{"v":18166,"d":"18,166"}]
["Bank, sovereign and public sector",0,85,0,0,0,0,85]
["Other services",3,0,0,0,0,0,3]
["Property",43,60,4,0,0,0,99]
["Financial",0,83,0,0,0,0,83]
["Other loans - personal",0,1,1,0,0,0,0]
["Other",0,0,0,0,0,0,0]
["Total",934,{"v":17707,"d":"17,707"},205,0,310,{"v":-3,"d":"(3)"},{"v":18436,"d":"18,436"}]

{"sheet":"Table 15","index":22,"n_rows":27,"n_cols":9,"rows_kept":27,"merged":[[0,0,0,8],[1,0,1,8],[3,6,3,8],[4,2,4,3],[6,0,6,1],[14,7,14,8],[15,2,15,3],[17,0,17,1],[26,1,26,8]]}
["Table 15: EU CR1–C – Credit quality of exposures by geography"]
["Per Article 442(h) the table below presents an overview of the credit quality of on-balance sheet and off-balance sheet exposures by geography. Exposures by geography are based on the residence of the immediate counterparty.\nThe main movements between periods is noted on table 8."]
[]
[{"$nulls":6},"2020-12-31"]
[null,null,"Gross carrying value of"]
[null,null,"Defaulted exposures","Non-defaulted exposures","Specific credit risk adjustment","General credit risk adjustment","Accumulated write-offs","Credit risk adjustment charges/(credit) in the period","Net values "]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[null,"AIB Mortgage Bank"]
[1,"Republic of Ireland",934,{"v":17300,"d":"17,300"},318,0,295,112,{"v":17916,"d":"17,916"}]
[2,"United Kingdom",4,6,1,0,0,0,9]
[3,"United States of America",0,2,0,0,0,0,2]
[4,"Rest of the World (1)",2,6,1,0,0,0,7]
[6,"Total",940,{"v":17314,"d":"17,314"},320,0,295,112,{"v":17934,"d":"17,934"}]
[]
[{"$nulls":7},"2019-12-31"]
[null,null,"Gross carrying value of"]
[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 values"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[null,null,"xx","xx","xx","xx","xx","xx","xx"]
[1,"Republic of Ireland",930,{"v":17690,"d":"17,690"},204,0,310,{"v":-3,"d":"(3)"},{"v":18416,"d":"18,416"}]
[2,"United Kingdom",2,7,1,0,0,0,8]
[3,"United States of America",0,3,0,0,0,0,3]
[4,"Rest of the World (1)",2,7,0,0,0,0,9]
[6,"Total",934,{"v":17707,"d":"17,707"},205,0,310,{"v":-3,"d":"(3)"},{"v":18436,"d":"18,436"}]
[]
[]
[null,"(1) Rest of the World comprises less than 2% of the total exposures and comprises predominantly Australia, Germany, China, Netherlands, Canada, Spain and France."]

{"sheet":"Table 16","index":23,"n_rows":20,"n_cols":5,"rows_kept":20,"merged":[[0,0,0,4],[1,0,1,4],[5,0,5,1],[16,1,16,4],[17,1,17,4],[19,1,19,4]]}
["Table 16: 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 Mortgage Bank",null,"€ m",null,"€ m"]
[null,"At 31 December 2017 (IAS39)",null,null,2460]
[null,"Harmonising Definition of Default",null,null,-61]
[1,"Opening balance",{"v":1001,"d":"1,001 "},null,{"v":1607,"d":"1,607 "}]
[2,"Loans that have defaulted or impaired since the last reporting period",{"v":199,"d":"199 "},null,{"v":166,"d":"166 "}]
[3,"Returned to non-defaulted status",{"v":-172,"d":"(172)"},null,{"v":-216,"d":"(216)"}]
[4,"Amounts written off",{"v":-17,"d":"(17)"},null,{"v":-51,"d":"(51)"}]
[5,"Other changes (2)",{"v":-92,"d":"(92)"},null,{"v":-505,"d":"(505)"}]
[6,"Closing balance",{"v":919,"d":"919 "},null,{"v":1001,"d":"1,001 "}]
[]
[]
[null,"(1) Gross carrying value represents that used for financial reporting purposes in the Annual Financial Report 2020."]
[null,"(2) Other changes include the disposal of distressed loan portfolios, accounts that were closed or cleared and balance decreases."]
[]
[null,"Non-performing loans are aligned to the Bank's definition of default and Stage 3 credit impaired with the exception of those originating in Stage 1 and POCI. Non-performing loans have reduced by €91million to €919 million or 5% of gross loans and advances to customers (2019: €1,001 million and 6%). This reduction reflects repayments exceeding net flows to non-performing during the year."]

{"sheet":"Table 17","index":24,"n_rows":20,"n_cols":9,"rows_kept":20,"merged":[[0,0,0,8],[1,0,1,8],[3,2,3,4],[3,6,3,8],[5,0,5,1],[19,1,19,8]]}
["Table 17: 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 risk adjustment ",null,"Accumulated general credit risk adjustment "]
["AIB Mortgage Bank",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":210,"d":"210 "},null,0,null,{"v":314,"d":"314 "},null,0]
[2,"Increases due to amounts set aside for estimated loan losses during the period and decreases due to amounts reversed for estimated loan losses during the period",{"v":127,"d":"127 "},null,0,null,{"v":16,"d":"16 "},null,0]
[4,"Decreases due to amounts taken against accumulated credit risk adjustments ",{"v":-17,"d":"(17)"},null,0,null,{"v":-51,"d":"(51)"},null,0]
[6,"Impact of exchange rate differences",0,null,0,null,0,null,0]
[7,"Disposals",0,null,0,null,{"v":-69,"d":"(69)"},null,0]
[8,"Other adjustments",0,null,0,null,0,null,0]
[9,"Closing balance ",320,null,0,null,{"v":210,"d":"210 "},null,0]
[]
[10,"Recoveries on credit risk adjustments recorded directly to the income statement",{"v":-15,"d":"(15)"},null,0,null,{"v":-19,"d":"(19)"},null,0]
[11,"Specific credit risk adjustments recorded directly to the income statement ",0,null,0,null,0,null,0]
[]
[null,"Expected credit loss allowances on loans and advances to customers under IFRS 9 was € 320 million (December 2019: € 210 million). The increase in accumulated specific credit risk adjustment is reflective of the economic background due to COVID-19."]

{"sheet":"Table 18","index":25,"n_rows":35,"n_cols":10,"rows_kept":35,"merged":[[0,0,0,9],[1,0,1,9],[3,8,3,9],[4,2,4,5],[4,6,4,7],[4,8,4,9],[5,2,6,2],[5,3,5,5],[5,6,6,6],[5,7,6,7],[5,9,6,9],[7,0,7,1],[20,8,20,9],[21,2,21,5],[21,6,21,7],[21,8,21,9],[22,2,23,2],[22,3,22,5],[22,6,23,6],[22,7,23,7],[22,9,23,9],[24,0,24,1]]}
["Table 18: Credit quality of forborne exposures \t\t\t\t\t\n"]
["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 impairment/provisions is reflective of the economic background due to COVID-19."]
[]
[{"$nulls":8},"2020-12-31"]
[null,null,"Gross carrying amount/nominal amount of exposures with forbearance measures",{"$nulls":3},"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions",null,"Collateral received and financial guarantees received on forborne exposures"]
[null,null,"Performing forborne","Non-performing forborne",null,null,"On performing forborne exposures","On non-performing forborne exposures",null,"Of which collateral and financial guarantees received on non-performing exposures with forbearance measures"]
[{"$nulls":4},"Of which defaulted","Of which impaired"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[null,"Loans and advances",233,771,771,769,{"v":-11,"d":"(11)"},{"v":-228,"d":"(228)"},757,538]
[null,"Central banks",0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0]
[null,"Households",233,771,771,769,{"v":-11,"d":"(11)"},{"v":-228,"d":"(228)"},757,538]
[null,"Debt securities",0,0,0,0,0,0,0,0]
[null,"Loan commitments given",1,6,6,6,0,0,0,0]
[null,"Total",234,777,777,775,{"v":-11,"d":"(11)"},{"v":-228,"d":"(228)"},757,538]
[]
[]
[{"$nulls":8},"2019-12-31"]
[null,null,"Gross carrying amount/nominal amount of exposures with forbearance measures",{"$nulls":3},"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions",null,"Collateral received and financial guarantees received on forborne exposures"]
[null,null,"Performing forborne","Non-performing forborne",null,null,"On performing forborne exposures","On non-performing forborne exposures",null,"Of which collateral and financial guarantees received on non-performing exposures with forbearance measures"]
[{"$nulls":4},"Of which defaulted","Of which impaired"]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[null,"Loans and advances",378,850,850,847,{"v":-7,"d":"(7)"},{"v":-158,"d":"(158)"},{"v":1054,"d":"1,054"},686]
[null,"Central banks",0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0]
[null,"Households",378,850,850,847,{"v":-7,"d":"(7)"},{"v":-158,"d":"(158)"},{"v":1054,"d":"1,054"},686]
[null,"Debt securities",0,0,0,0,0,0,0,0]
[null,"Loan commitments given",2,6,5,5,0,0,0,0]
[null,"Total",380,856,855,852,{"v":-7,"d":"(7)"},{"v":-158,"d":"(158)"},{"v":1054,"d":"1,054"},686]

{"sheet":"Table 19","index":26,"n_rows":72,"n_cols":14,"rows_kept":72,"merged":[[0,0,0,13],[1,0,1,13],[3,12,3,13],[4,2,4,13],[6,1,7,1],[6,2,7,2],[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],[6,13,8,13],[9,0,9,1],[37,1,37,13],[39,12,39,13],[40,2,40,13],[42,1,43,1],[42,2,43,2],[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],[42,13,44,13],[45,0,45,1]]}
["Table 19: 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 5.3% calculated in line with the EBA guidelines (EBA/GL/2018/10). \nThere are no significant changes since 31/12/2019."]
[]
[{"$nulls":12},"2020-12-31"]
[null,null,"Gross carrying amount/nominal amount"]
[null,null,"Performing exposures",null,null,"Non-performing exposures"]
[{"$nulls":3},"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 Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
[null,"Loans and advances",{"v":16585,"d":"16,585"},{"v":16580,"d":"16,580"},5,928,470,16,39,57,86,40,220,928]
[null,"Central banks(1)",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Of which SMEs",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Households",{"v":16585,"d":"16,585"},{"v":16580,"d":"16,580"},5,928,470,16,39,57,86,40,220,928]
[]
[null,"Debt securities",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[]
[null,"Off-balance sheet exposures",551,null,null,7,{"$nulls":7},7]
[null,"Central banks",0,null,null,0,{"$nulls":7},0]
[null,"General governments",0,null,null,0,{"$nulls":7},0]
[null,"Credit institutions",0,null,null,0,{"$nulls":7},0]
[null,"Other financial corporations",0,null,null,0,{"$nulls":7},0]
[null,"Non-financial corporations",0,null,null,0,{"$nulls":7},0]
[null,"Households",551,null,null,7,{"$nulls":7},7]
[]
[null,"Total",{"v":17136,"d":"17,136"},{"v":16580,"d":"16,580"},5,935,470,16,39,57,86,40,220,935]
[]
[null,"(1) The December 2020 tables follow Taxonomy 2.9 for FinRep reporting and, consequently, cash balances at central bank's and other demand deposits are not included on this table. The 2019 tables follow Taxonomy 2.8 for FinRep reporting as such, cash balance at central banks and other demand deposits are included within the central bank's category."]
[]
[{"$nulls":12},"2019-12-31"]
[null,null,"Gross carrying amount/nominal amount"]
[null,null,"Performing exposures",null,null,"Non-performing exposures"]
[{"$nulls":3},"Not past due or past due ≤ 30 days","Past due > 30 days ≤ 90 days",null,"Unlikely to pay that are not past due or are past due ≤ 90 days","Past due\n> 90 days\n≤ 180 days\n","Past due\n> 180 days\n≤ 1 year\n","Past due\n> 1 year ≤ 2 years\n","Past due\n> 2 years ≤ 5 years\n","Past due\n> 5 years ≤ 7 years\n","Past due > 7 years","Of which defaulted"]
[]
[]
["AIB Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
[null,"Loans and advances",{"v":16840,"d":"16,840"},{"v":16816,"d":"16,816"},24,{"v":1018,"d":"1,018"},527,52,54,68,103,100,114,{"v":1018,"d":"1,018"}]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",85,85,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Of which SMEs",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Households",{"v":16755,"d":"16,755"},{"v":16731,"d":"16,731"},24,{"v":1018,"d":"1,018"},527,52,54,68,103,100,114,{"v":1018,"d":"1,018"}]
[]
[null,"Debt securities",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[]
[null,"Off-balance sheet exposures",588,null,null,7,{"$nulls":7},7]
[null,"Central banks",0,null,null,0,{"$nulls":7},0]
[null,"General governments",0,null,null,0,{"$nulls":7},0]
[null,"Credit institutions",0,null,null,0,{"$nulls":7},0]
[null,"Other financial corporations",0,null,null,0,{"$nulls":7},0]
[null,"Non-financial corporations",0,null,null,0,{"$nulls":7},0]
[null,"Households",588,null,null,7,{"$nulls":7},7]
[]
[null,"Total",{"v":17428,"d":"17,428"},{"v":16816,"d":"16,816"},24,{"v":1025,"d":"1,025"},527,52,54,68,103,100,114,{"v":1025,"d":"1,025"}]

{"sheet":"Table 20","index":27,"n_rows":66,"n_cols":17,"rows_kept":66,"merged":[[0,0,0,16],[1,0,1,16],[3,15,3,16],[4,2,4,7],[4,8,4,13],[4,15,4,16],[5,0,5,1],[5,2,5,4],[5,5,5,7],[5,8,5,10],[5,11,5,13],[5,15,6,15],[5,16,6,16],[7,0,7,1],[35,15,35,16],[36,2,36,7],[36,8,36,13],[36,15,36,16],[37,2,37,4],[37,5,37,7],[37,8,37,10],[37,11,37,13],[37,15,38,15],[37,16,38,16],[39,0,39,1]]}
["Table 20: 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.\nThe ECL allowance increase reflects the net credit impairment charge recognised in 2020 on loans and advances to customers."]
[]
[{"$nulls":15},"2020-12-31"]
[null,null,"Gross carrying amount/nominal amount",{"$nulls":5},"Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions",{"$nulls":5},"Accumulated partial write-off","Collateral and financial guarantees received"]
[null,null,"Performing exposures",null,null,"Non-performing exposures",null,null,"Performing exposures – accumulated impairment and provisions",null,null,"Non-performing exposures – accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions ",{"$nulls":3},"On performing exposures","On non-performing exposures"]
[{"$nulls":3},"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 Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
[null,"Loans and advances",{"v":16585,"d":"16,585"},{"v":15405,"d":"15,405"},{"v":1180,"d":"1,180"},928,0,928,{"v":-54,"d":"(54)"},{"v":-20,"d":"(20)"},{"v":-34,"d":"(34)"},{"v":-266,"d":"(266)"},0,{"v":-266,"d":"(266)"},{"v":-295,"d":"(295)"},{"v":16468,"d":"16,468"},655]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Of which SMEs",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Households",{"v":16585,"d":"16,585"},{"v":15405,"d":"15,405"},{"v":1180,"d":"1,180"},928,0,928,{"v":-54,"d":"(54)"},{"v":-20,"d":"(20)"},{"v":-34,"d":"(34)"},{"v":-266,"d":"(266)"},0,{"v":-266,"d":"(266)"},{"v":-295,"d":"(295)"},{"v":16468,"d":"16,468"},655]
[]
[null,"Debt securities",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[]
[null,"Off-balance sheet exposures",551,548,3,7,0,7,0,0,0,0,0,0]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Households",551,548,3,7,0,7,0,0,0,0,0,0]
[]
[null,"Total",{"v":17136,"d":"17,136"},{"v":15953,"d":"15,953"},{"v":1183,"d":"1,183"},935,0,935,{"v":-54,"d":"(54)"},{"v":-20,"d":"(20)"},{"v":-34,"d":"(34)"},{"v":-266,"d":"(266)"},0,{"v":-266,"d":"(266)"},{"v":-295,"d":"(295)"},{"v":16468,"d":"16,468"},655]
[]
[{"$nulls":15},"2019-12-31"]
[null,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,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 ",{"$nulls":3},"On performing exposures","On non-performing exposures"]
[{"$nulls":3},"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 Mortgage Bank",null,"€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m","€ m"]
[]
[null,"Loans and advances",{"v":16840,"d":"16,840"},{"v":15640,"d":"15,640"},{"v":1200,"d":"1,200"},{"v":1018,"d":"1,018"},0,{"v":1015,"d":"1,015"},{"v":-25,"d":"(25)"},{"v":-5,"d":"(5)"},{"v":-20,"d":"(20)"},{"v":-185,"d":"(185)"},0,{"v":-185,"d":"(185)"},{"v":-310,"d":"(310)"},{"v":16656,"d":"16,656"},827]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",85,85,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Of which SMEs",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Households",{"v":16755,"d":"16,755"},{"v":15555,"d":"15,555"},{"v":1200,"d":"1,200"},{"v":1018,"d":"1,018"},0,{"v":1015,"d":"1,015"},{"v":-25,"d":"(25)"},{"v":-5,"d":"(5)"},{"v":-20,"d":"(20)"},{"v":-185,"d":"(185)"},0,{"v":-185,"d":"(185)"},{"v":-310,"d":"(310)"},{"v":16656,"d":"16,656"},827]
[]
[null,"Debt securities",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0,0,0,0]
[]
[null,"Off-balance sheet exposures",588,583,5,7,0,7,0,0,0,0,0,0]
[null,"Central banks",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"General governments",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Credit institutions",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Other financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Non-financial corporations",0,0,0,0,0,0,0,0,0,0,0,0]
[null,"Households",588,583,5,7,0,7,0,0,0,0,0,0]
[]
[null,"Total",{"v":17428,"d":"17,428"},{"v":16223,"d":"16,223"},{"v":1205,"d":"1,205"},{"v":1025,"d":"1,025"},0,{"v":1022,"d":"1,022"},{"v":-25,"d":"(25)"},{"v":-5,"d":"(5)"},{"v":-20,"d":"(20)"},{"v":-185,"d":"(185)"},0,{"v":-185,"d":"(185)"},{"v":-310,"d":"(310)"},{"v":16656,"d":"16,656"},827]

{"sheet":"Table 21","index":28,"n_rows":28,"n_cols":4,"rows_kept":28,"merged":[[0,0,0,3],[1,0,1,3],[4,2,4,3],[6,0,6,1],[17,2,17,3],[19,0,19,1]]}
["Table 21: Collateral obtained by taking possession and execution processes \t\t\n"]
["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 31/12/2019"]
[]
[{"$nulls":3},"2020-12-31"]
[null,null,"Collateral obtained by taking possession"]
[null,null,"Value at initial recognition","Accumulated negative changes"]
["AIB Mortgage Bank",null,"€ m","€ m"]
[null,"Property, plant and equipment (PP&E)",0,0]
[null,"Other than PP&E",2,0]
[null,"Residential immovable property",2,0]
[null,"Commercial Immovable property",0,0]
[null,"Movable property (auto, shipping, etc.)",0,0]
[null,"Equity and debt instruments",0,0]
[null,"Other",0,0]
[null,"Total",2,0]
[]
[{"$nulls":3},"2019-12-31"]
[null,null,"Collateral obtained by taking possession"]
[null,null,"Value at initial recognition","Accumulated negative changes"]
["AIB Mortgage Bank",null,"€ m","€ m"]
[null,"Property, plant and equipment (PP&E)",0,0]
[null,"Other than PP&E",3,0]
[null,"Residential immovable property",3,0]
[null,"Commercial Immovable property",0,0]
[null,"Movable property (auto, shipping, etc.)",0,0]
[null,"Equity and debt instruments",0,0]
[null,"Other",0,0]
[null,"Total",3,0]

{"sheet":"Chapter 4","index":29,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Remuneration AIB Mortgage Bank"]

{"sheet":"Table 22 ","index":30,"n_rows":16,"n_cols":7,"rows_kept":16,"merged":[[0,0,0,6],[1,0,1,6]]}
["Table 22: 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."]
[]
["AIB Mortgage Bank",null,"Retail Banking","CIB","Group ","AIB UK ","Total"]
["Year 2020"]
["Total remuneration in 2020","€ m",1,0,1.9,0,2.9]
[" (All forms of payments or benefits)","Material risk takers",5,0,11,0,16]
["Total variable remuneration in 2020","€ m",0,0,0,0,0]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",0,0,0,0,0]
[]
["AIB Mortgage Bank",null,"Retail Banking","CIB","Group","AIB UK","Total"]
["Year 2019"]
["Total remuneration in 2019","€ m",0.7,0,2.7,0,3.4]
["(All forms of payments or benefits)","Material risk takers",3,0,14,0,17]
["Total variable remuneration in 2019","€ m",0,0,0,0,0]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",0,0,0,0,0]

{"sheet":"Table 23","index":31,"n_rows":20,"n_cols":7,"rows_kept":20,"merged":[[0,0,0,6],[1,0,1,6]]}
["Table 23: 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."]
[]
["AIB Mortgage Bank",null,"NED's & senior management","Control functions","Corporate functions","Other material risk takers","Total"]
["Year 2020"]
["Total remuneration in 2020","€ m",1.1,0.2,0.8,0.8,2.9]
["(All forms of payments of benefits)","Material risk takers",7,1,4,4,16]
["Total fixed remuneration in 2020","€ m",1.1,0.2,0.8,0.8,2.9]
["(Salaries and other fixed benefits including pension contributions)","Material risk takers",7,1,4,4,16]
["Total variable remuneration in 2020","€ m",0,0,0,0,0]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",0,0,0,0,0]
[]
["AIB Mortgage Bank",null,"NED's & senior management","Control functions","Corporate functions","Other material risk takers","Total"]
["Year 2019"]
["Total remuneration in 2019","€ m",1.5,0.4,0.7,0.8,3.4]
["(All forms of payments of benefits)","Material risk takers",6,2,4,5,17]
["Total fixed remuneration in 2019","€ m",1.5,0.4,0.7,0.8,3.4]
["(Salaries and other fixed benefits including pension contributions)","Material risk takers",6,2,4,5,17]
["Total variable remuneration in 2019","€ m",0,0,0,0,0]
["(Severance payments & buy-outs of contracts from previous employment)","Material risk takers",0,0,0,0,0]

{"sheet":"Appendix 1","index":32,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Appendix 1 AIB Mortgage Bank Own funds"]

{"sheet":"Table 24","index":33,"n_rows":56,"n_cols":7,"rows_kept":56,"merged":[[0,0,0,6],[1,0,1,6],[3,2,3,3],[3,5,3,6],[6,0,6,1],[55,0,55,6]]}
["Table 24:  Transitional & fully loaded own funds disclosure"]
["As per Article 437 (1) (a) and 437 (1) (d)(i). The table below sets out the own funds of AIB Mortgage Bank in accordance with Articles 4 and 5 of the commission implementing Regulation (EU) no 1423/2013 in line with."]
[]
[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,"€ m","€ m",null,"€ m","€ m"]
["AIB Mortgage Bank",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":436,"d":"436 "},{"v":436,"d":"436 "},null,{"v":436,"d":"436 "},{"v":436,"d":"436 "}]
[2,"Retained earnings",{"v":262,"d":"262 "},{"v":171,"d":"171 "},null,{"v":262,"d":"262 "},{"v":171,"d":"171 "}]
[3,"Accumulated other comprehensive income (and Other reserves)",{"v":580,"d":"580 "},{"v":580,"d":"580 "},null,{"v":580,"d":"580 "},{"v":580,"d":"580 "}]
["5a","Independently reviewed interim profits net of any foreseeable charge or dividend",{"v":21,"d":"21 "},{"v":91,"d":"91 "},null,{"v":21,"d":"21 "},{"v":91,"d":"91 "}]
[6,"Common equity tier 1 (CET 1) capital before regulatory adjustment",{"v":1299,"d":"1,299 "},{"v":1278,"d":"1,278 "},null,{"v":1299,"d":"1,299 "},{"v":1278,"d":"1,278 "}]
[]
[" ","Common equity tier 1 (CET 1) capital: regulatory adjustments"]
[12,"Negative amounts resulting from the calculation of expected loss amounts",{"v":-16,"d":"(16)"},0,null,{"v":-16,"d":"(16)"},0]
["27a","Other regulatory adjustments (including IFRS 9 transitional adjustments when relevant)",{"v":24,"d":"24 "},{"v":27,"d":"27 "},null,0,0]
[]
[28,"Total regulatory adjustments to Common equity tier 1 (CET 1)",{"v":8,"d":"8 "},{"v":27,"d":"27 "},null,{"v":-16,"d":"(16)"},0]
[29,"Common equity tier 1 (CET 1) capital",{"v":1307,"d":"1,307 "},{"v":1305,"d":"1,305 "},null,{"v":1283,"d":"1,283 "},{"v":1278,"d":"1,278 "}]
[45,"Tier 1 capital (T1 = CET 1 + AT1)",{"v":1307,"d":"1,307 "},{"v":1305,"d":"1,305 "},null,{"v":1283,"d":"1,283 "},{"v":1278,"d":"1,278 "}]
[]
[null,"Tier 2 (T2) capital: Instruments and provisions"]
[46,"Capital instruments and the related share premium accounts",{"v":300,"d":"300 "},{"v":300,"d":"300 "},null,{"v":300,"d":"300 "},{"v":300,"d":"300 "}]
[50,"Credit risk adjustments",0,{"v":5,"d":"5 "},null,0,{"v":5,"d":"5 "}]
[null,"Tier 2 (T2) capital before regulatory adjustments",{"v":300,"d":"300 "},{"v":305,"d":"305 "},null,{"v":300,"d":"300 "},{"v":305,"d":"305 "}]
[]
[null,"Tier 2 (T2) capital: Regulatory adjustments"]
["56b","Other regulatory adjustments to T2 capital",0,{"v":-5,"d":"(5)"},null,0,0]
[57,"Total regulatory adjustments to tier 2 (T2) capital",0,{"v":-5,"d":"(5)"},null,0,0]
[58,"Tier 2 (T2) capital",{"v":300,"d":"300 "},{"v":300,"d":"300 "},null,{"v":300,"d":"300 "},{"v":305,"d":"305 "}]
[59,"Total capital (TC = T1 + T2)",{"v":1607,"d":"1,607 "},{"v":1605,"d":"1,605 "},null,{"v":1583,"d":"1,583 "},{"v":1583,"d":"1,583 "}]
[]
[60,"Total risk weighted assets",{"v":6033,"d":"6,033 "},{"v":5102,"d":"5,102 "},null,{"v":6031,"d":"6,031 "},{"v":5102,"d":"5,102 "}]
[]
[null,"Capital ratios and buffers"]
[61,"Common equity tier 1",{"v":0.217,"d":"21.7%"},{"v":0.256,"d":"25.6%"},null,"21.3 %",{"v":0.25,"d":"25.0%"}]
[62,"Tier 1",{"v":0.217,"d":"21.7%"},{"v":0.256,"d":"25.6%"},null,"21.3 %",{"v":0.25,"d":"25.0%"}]
[63,"Total capital",{"v":0.266,"d":"26.6%"},{"v":0.315,"d":"31.5%"},null,"26.2 %",{"v":0.31,"d":"31.0%"}]
[64,"Institution specific buffer requirement (CET 1 requirement in accordance with Article 92 (1) plus ","7.0 %",{"v":0.08,"d":"8.0%"},null,"7.0 %",{"v":0.08,"d":"8.0%"}]
[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","2.5 %",{"v":0.025,"d":"2.5%"},null,"2.5 %",{"v":0.025,"d":"2.5%"}]
[66,"of which: countercyclical buffer requirement","0%",{"v":0.01,"d":"1.0%"},null,"0%",{"v":0.01,"d":"1.0%"}]
[68,"Common equity tier 1 available to meet buffers (1) \n(as a percentage of risk exposure amount) ","17.2 %",{"v":0.211,"d":"21.1%"},null,"16.8 %",{"v":0.205,"d":"20.5%"}]
[null,null," "," "]
[null,"Amounts below the thresholds for deduction (before risk weighting) "]
[]
[75,"Deferred tax assets arising from temporary differences (amount below 10% threshold, net of related tax liability)",2,3,null,2,3]
[]
[null,"Applicable caps on the inclusion of provision in Tier 2"]
[77,"Cap on inclusion of credit risk adjustments in T2 under Standardised approach",2,3,null,2,3]
[78,"Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to application of the cap)",0,5,null,0,5]
[79,"Cap for inclusion of credit risk adjustments in T2 under internal ratings - based approach",32,26,null,32,26]
[]
["(1) CET 1 in excess of 4.5%."]

{"sheet":"Appendix 2","index":34,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Appendix 2: AIB Mortgage Bank Countercyclical capital buffer"]

{"sheet":"Table 25","index":35,"n_rows":26,"n_cols":17,"rows_kept":26,"merged":[[0,0,0,16],[1,0,1,16],[2,0,2,16],[3,15,3,16],[4,1,4,2],[4,4,4,5],[4,7,4,8],[4,11,4,14],[11,0,11,14],[12,0,12,14],[13,0,13,14],[15,15,15,16],[16,1,16,2],[16,4,16,5],[16,7,16,8],[16,11,16,14],[23,0,23,16],[24,0,24,16],[25,0,25,16]]}
["Table 25: Countercyclical capital buffer – geographical distribution of credit exposures"]
["As per Article 440(1)(a).  The following table sets out the countercyclical capital buffer (“CCyB”) 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 to zero for example by both the Central Bank of Ireland (“CBI”) and the Bank of England (“BOE”),\t\t\t \nwhich has reduced the countercyclical buffer rate."]
[]
[{"$nulls":15},"2020-12-31"]
[null,"General credit exposures",null,null,"Trading book exposures",null,null,"Securitisation exposures",{"$nulls":3},"Own funds requirements (1)"]
[null,"Exposure value for SA","Exposure value for IRB",null,"Sum of long and\nshort positions of\ntrading book\nexposures for SA","Value of trading book exposures for internal models",null,"Exposure Value for ERBA","Exposure value for IRB","Total",null,"General credit exposures","Trading book Exposures","Securitisation Exposures","Total","Own funds\nrequirements weights (2)","Counter-cyclical capital buffer rate (3)"]
["AIB Mortgage Bank","€ m","€ m",null,"€ m",null,null,"€M","€ m","€ m",null,"€ m","€M","€M","€ m","%","%"]
["Breakdown by country:"]
["ROI",{"v":264.42546415,"d":"264"},{"v":17694.66484703,"d":"17,695"},null,0,0,null,0,0,{"v":17959.09031118,"d":"17,959"},null,{"v":440.10428671,"d":"440"},0,0,{"v":440.10428671,"d":"440"},100,0]
["Total",{"v":264.42546415,"d":"264"},{"v":17694.66484703,"d":"17,695"},null,0,0,null,0,0,{"v":17959.09031118,"d":"17,959"},null,{"v":440.10428671,"d":"440"},0,0,{"v":440.10428671,"d":"440"},100,0]
[]
[]
[]
[]
[]
[{"$nulls":15},"2019-12-31"]
[null,"General credit exposures",null,null,"Trading book exposures ",null,null,"Securitisation exposures ",{"$nulls":3},"Own funds requirements (1)"]
[null,"Exposure value for SA","Exposure value for IRB",null,"Sum of long and\nshort positions of\ntrading book\nexposures for SA","Value of trading book exposures for internal models",null,"Exposure Value for ERBA","Exposure value for IRB","Total",null,"General credit exposures","Trading book Exposures","Securitisation Exposures","Total","Own funds\nrequirements weights (2)","Counter-cyclical capital buffer rate (3)"]
["AIB Mortgage Bank","€ m","€ m",null,"€ m","€M",null,"€M","€ m","€ m",null,"€ m","€M","€M","€ m","%","%"]
["Breakdown by country:"]
["ROI",{"v":331.76782845,"d":"332"},{"v":17987.60013171,"d":"17,988"},null,0,0,null,0,0,{"v":18319.36796016,"d":"18,319"},null,{"v":368.21490444,"d":"368"},0,0,{"v":368.21490444,"d":"368"},100,1]
["Total",{"v":331.76782845,"d":"332"},{"v":17987.60013171,"d":"17,988"},null,0,0,null,0,0,{"v":18319.36796016,"d":"18,319"},null,{"v":368.21490444,"d":"368"},0,0,{"v":368.21490444,"d":"368"},100,1]
[]
["(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 26","index":36,"n_rows":9,"n_cols":7,"rows_kept":9,"merged":[[0,0,0,6],[1,0,1,6],[4,0,4,3],[5,0,5,3],[6,0,6,3],[8,0,8,5],[9,0,9,6]]}
["Table 26: 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 to zero for example by both the Central Bank of Ireland (“CBI”) and the Bank of England (“BOE”), which has reduced the countercyclical buffer rate."]
[]
[{"$nulls":5},"2020-12-31","2019-12-31"]
["Total risk exposure amount (€ m)",{"$nulls":4},{"v":6033,"d":"6,033"},{"v":5102,"d":"5,102"}]
["Institution specific countercyclical capital buffer rate (%) (1)",{"$nulls":4},0,"1"]
["Institution specific countercyclical capital buffer requirement (€ m)",{"$nulls":4},0,{"v":51.02,"d":"51"}]
[]
["(1) Countercyclical capital buffer rate multiplied by own funds requirement weights by country breakdown."]

{"sheet":"Appendix 3","index":37,"n_rows":1,"n_cols":1,"rows_kept":1,"merged":[[0,0,0,7]]}
["Appendix 3: AIB Mortgage Bank further analysis of the loan profile"]

{"sheet":"Table 27","index":38,"n_rows":52,"n_cols":7,"rows_kept":52,"merged":[[0,0,0,6],[1,0,1,6],[3,5,3,6],[23,0,23,4],[24,0,24,4],[25,0,25,6],[28,5,28,6],[48,0,48,6],[49,0,49,6],[50,0,50,6],[51,0,51,6]]}
["Table 27: Loans and advances, loans past due but not impaired, impaired loans and provisions – industry and geographic distribution"]
["As per 442(g) and (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)."]
[]
[{"$nulls":5},"2020-12-31"]
[null,"Gross loans and advances to customers (2) ","Of which: past due ","Of which: credit impaired (3) ","ECL (4) allowance on gross loans and advances to customers - Balance sheet ","ECL (4) allowance on credit impaired gross loans and advances to customers - Balance sheet ","Credit impairment losses/(writeback) - Income statement "]
["AIB Mortgage Bank","€ m","€ m","€ m","€ m","€ m","€ m"]
["Agriculture",0,0,0,0,0,0]
["Energy",0,0,0,0,0,0]
["Manufacturing",0,0,0,0,0,0]
["Property and construction",0,0,0,0,0,0]
["Distribution",0,0,0,0,0,0]
["Transport",0,0,0,0,0,0]
["Financial",0,0,0,0,0,0]
["Other services",0,0,0,0,0,0]
["Personal - Residential mortgages",{"v":17485,"d":"17,485"},507,921,320,266,112]
["Personal - Other",0,0,0,0,0,0]
["Total",{"v":17485,"d":"17,485"},507,921,320,266,112]
[]
["Ireland",{"v":17485,"d":"17,485"},507,921,320,266,112]
["United Kingdom",0,0,0,0,0,0]
["Rest of World",0,0,0,0,0,0]
[null,{"v":17485,"d":"17,485"},507,921,320,266,112]
[]
["(1) The geographic breakdown in this table is based primarily on the country of risk."]
["(2) Includes loans and advances to customers at amortised cost and at FVTPL."]
["(3) Loans and advances to customers classified as Stage 3 under IFRS 9. Also included are loans and advances which were purchased or originated as credit impaired."]
["(4) Expected credit loss (“ECL”)."]
[]
[{"$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 Mortgage Bank","€ m","€ m","€ m","€ m","€ m","€ m"]
["Agriculture",0,0,0,0,0,0]
["Energy",0,0,0,0,0,0]
["Manufacturing",0,0,0,0,0,0]
["Property and construction",0,null,0,0,0,0]
["Distribution",0,0,0,0,0,0]
["Transport",0,0,0,0,0,0]
["Financial",0,0,0,0,0,0]
["Other services",0,0,0,0,0,0]
["Personal - Residential mortgages",{"v":17743,"d":"17,743"},525,{"v":1011,"d":"1,011"},210,185,{"v":-3,"d":"(3)"}]
["Personal : Other",0,0,0,0,0,0]
["Total",{"v":17743,"d":"17,743"},525,{"v":1011,"d":"1,011"},210,185,{"v":-3,"d":"(3)"}]
[]
["Ireland",{"v":17743,"d":"17,743"},525,{"v":1011,"d":"1,011"},210,185,{"v":-3,"d":"(3)"}]
["United Kingdom",0,0,0,0,0,0]
["Rest of World",0,0,0,0,0,0]
[null,{"v":17743,"d":"17,743"},525,{"v":1011,"d":"1,011"},210,185,{"v":-3,"d":"(3)"}]
[]
["(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":"Table 28","index":39,"n_rows":26,"n_cols":6,"rows_kept":26,"merged":[[0,0,0,5],[1,0,1,5],[3,0,3,2],[4,2,4,5],[5,3,6,3],[5,4,5,5],[15,0,15,2],[16,2,16,5],[17,3,18,3],[17,4,17,5]]}
["Table 28: 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. \nThere are no significant changes since 31 December 2019."]
[]
[{"$nulls":5},"2020-12-31"]
[null,"Unsecured carrying amount ","Secured carrying amount"]
[{"$nulls":3},"Of which secured by collateral ","Of which secured by financial guarantees "]
[{"$nulls":5},"Of which secured by credit derivatives "]
["AIB Mortgage Bank","€ m","€ m","€ m","€ m","€ m"]
["Loans and advances",460,{"v":17123,"d":"17,123"},{"v":17123,"d":"17,123"},0,0]
["Debt securities ",0,0,0,0]
["Total",460,{"v":17123,"d":"17,123"},{"v":17123,"d":"17,123"},0,0]
[]
["Of which non-performing exposures",273,655,655,0,0]
["Of which defaulted ",273,655]
[]
[{"$nulls":5},"2019-12-31"]
[null,"Unsecured carrying amount ","Secured carrying amount"]
[{"$nulls":3},"Of which secured by collateral ","Of which secured by financial guarantees "]
[{"$nulls":5},"Of which secured by credit derivatives "]
["AIB Mortgage Bank","€ m","€ m","€ m","€ m","€ m"]
["Loans and advances",374,{"v":17483,"d":"17,483"},{"v":17483,"d":"17,483"},0,0]
["Debt securities ",0,0,0,0]
["Total",374,{"v":17483,"d":"17,483"},{"v":17483,"d":"17,483"},0,0]
[]
["Of which non-performing exposures",191,827,827,0,0]
["Of which defaulted ",191,827]