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Note 8 - Fair Value - Significant Unobservable Inputs Used In Fair Value Measurement Of Assets (Details) - EUR (€) € in Millions | 12 Months Ended |
--- | --- | ---
Dec. 31, 2017 | Dec. 31, 2016
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
CVA Adjustment | € (153) |
DVA Adjustment | 138 |
CVA and DVA Adjustment Impact | (23) | € 46
FVA Adjustment Impact | € (10) |
Debt Securities [Member] | Net Present Value [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 78.27 |
Debt Securities [Member] | Net Present Value [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 399.93 |
Debt Securities [Member] | Net Present Value [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | b.p. |
Debt Securities [Member] | Market Comparable Prices [Member] | Bottom Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Recovery Rate | 7.7% |
Other significant unobservable inputs | 0% |
Debt Securities [Member] | Market Comparable Prices [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Recovery Rate | 32.7% |
Other significant unobservable inputs | 82.15% |
Debt Securities [Member] | Market Comparable Prices [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Recovery Rate | 34.58% |
Other significant unobservable inputs | 207.7% |
Debt Securities [Member] | Market Comparable Prices [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Recovery Rate | % |
Other significant unobservable inputs | % |
Credit Option [Member] | Gaussian Copula [Member] | Bottom Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | 35.19% |
Credit Option [Member] | Gaussian Copula [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | 43.92% |
Credit Option [Member] | Gaussian Copula [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | 57.82% |
Credit Option [Member] | Gaussian Copula [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | % |
Corporate Bond Option [Member] | Black 76 [Member] | Bottom Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | - |
Corporate Bond Option [Member] | Black 76 [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | - |
Corporate Bond Option [Member] | Black 76 [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | - |
Corporate Bond Option [Member] | Black 76 [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | vegas |
Equity OTC Option [Member] | Heston [Member] | Bottom Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 56.63 |
Equity OTC Option [Member] | Heston [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 56.63 |
Equity OTC Option [Member] | Heston [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 56.63 |
Equity OTC Option [Member] | Heston [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | Vegas |
Equity OTC Option [Member] | Local Volatility [Member] | Bottom Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 1.89 |
Equity OTC Option [Member] | Local Volatility [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 22.96 |
Equity OTC Option [Member] | Local Volatility [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 77.03 |
Equity OTC Option [Member] | Local Volatility [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | Vegas |
Equity OTC Option [Member] | Black Scholes / Local Volatility [Member] | Bottom Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 0.78 |
Equity OTC Option [Member] | Black Scholes / Local Volatility [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 7.67 |
Equity OTC Option [Member] | Black Scholes / Local Volatility [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 15.47 |
Equity OTC Option [Member] | Black Scholes / Local Volatility [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | Vegas |
Interest Rate Option [Member] | Libor Market Model Member [Member] | Bottom Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | - |
Beta | 0.25 |
Correlation Rate Credit | -100 |
Interest Rate Option [Member] | Libor Market Model Member [Member] | Weighted Average [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | - |
Beta | 9 |
Interest Rate Option [Member] | Libor Market Model Member [Member] | Top Of Range [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | - |
Beta | 18 |
Correlation Rate Credit | 100 |
Interest Rate Option [Member] | Libor Market Model Member [Member] | Units [Member] |  |
Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | Vegas |
Beta | % |
Correlation Rate Credit | % |

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- Definition Refers to the correlation default of a financial instrument. Is a statistic that measures the degree to which two securities move in relation to each other. + References No definition available. + Details
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- Definition Refers to a statistical measure of the degree to which two securities move in relation to each other. + References No definition available. + Details
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- Definition Refers to the credit spread of a financial instrument. A credit spread is the difference in yield between a U.S. Treasury bond and a debt security with the same maturity but of lesser quality. A credit spread can also refer to an options strategy where a high premium option is sold and a low premium option is bought on the same underlying security + References No definition available. + Details
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- Definition An adjustment made by an entity to the valuation of OTC derivative liabilities to reflect within fair value the entitys own credit risk + References No definition available. + Details
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- Definition Refers to the implied volatility of a financial instument over a period of time.Volatility is a statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the higher the volatility, the riskier the security. + References No definition available. + Details
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- Definition Refers to the Volatility of the price of a financial instrument. Volatility is a statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the higher the volatility, the riskier the security. + References No definition available. + Details
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- Definition Refers to the recovery rate of a financial instrument. Recovery rate is the extent to which principal and accrued interest on defaulted debt can be recovered, expressed as a percentage of face value. The recovery rate can also be defined as the value of a security when it emerges from default. + References No definition available. + Details
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- Definition Refers to a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. + References No definition available. + Details
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