Aurelia Bank

Credit Risk Console
Reporting date 31 Mar 2026Quarter 2026-Q1All amounts in EUR unless stated

Portfolio overview

Exposure, loss and capital at 31 March 2026

On watchlist

Exposure at default

€3.2bn

Drawn balance plus the credit-converted undrawn commitment

Expected loss

€83.9m

EL / EAD 2.64%

Risk-weighted assets

€3.5bn

RWA density 109.7%

Weighted average PD

4.91%

Weighted average LGD 39.2%

Counterparties

Watchlist
CounterpartySectorCountryRatingPDLGDEADExpected lossRWAUtilisationHalden Property GroupReal estateUnited Kingdom1.16%40%€275.1m€1.3m€257.3m65%Auralis Power HoldingsEnergyFrance0.16%30%€261.9m€126.6k€91m81%Kilnmore Rail LtdTransportUnited Kingdom0.03%25%€251.5m€16.5k€49.4m88%Cygnus Data SystemsTechnologyUnited States0.05%30%€236.1m€37.9k€59.3m86%Nordwerk Industrie AGManufacturingGermany0.16%35%€207m€113.9k€79.1m93%Belmont Tooling LtdManufacturingUnited Kingdom1.48%42%€198.8m€1.2m€215.8m84%Petrel Renewables OyEnergySweden0.42%35%€157.4m€231.6k€86.3m77%Adriatic Freight LinesTransportItaly4.12%48%€156.1m€3.1m€306m77%Bucur Market SRLRetail tradeRomania19.99%50%€151.8m€15.2m€455.3m86%Solvent Energie SAEnergyFrance29.43%55%€119.4m€19.3m€358.2m73%