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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, 2018 | Dec. 31, 2017
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
CVA Adjustment | € (163) | € (153)
DVA Adjustment | 214 | 138
CVA and DVA Adjustment impact | (24) | € (23)
FVA Adjustment Impact | € (12) |
Debt Securities [Member] | Bottom Of Range Member | Net Present Value [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 37 |
Recovery Rate | 0,00% |
Debt Securities [Member] | Bottom Of Range Member | Market Comparable Prices Member |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 1,00% |
Debt Securities [Member] | Weighted Average Member | Net Present Value [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 152,22 |
Recovery Rate | 32,06% |
Debt Securities [Member] | Weighted Average Member | Market Comparable Prices Member |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 88,00% |
Debt Securities [Member] | Top Of Range [Member] | Net Present Value [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 385,00 |
Recovery Rate | 40,00% |
Debt Securities [Member] | Top Of Range [Member] | Market Comparable Prices Member |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | 275,00% |
Debt Securities [Member] | Units | Net Present Value [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | b.p. |
Recovery Rate | % |
Debt Securities [Member] | Units | Market Comparable Prices Member |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Credit Spread | % |
Credit Option [Member] | Bottom Of Range Member | Gaussian Copula [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | 0,00% |
Credit Option [Member] | Weighted Average Member | Gaussian Copula [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | 37,98% |
Credit Option [Member] | Top Of Range [Member] | Gaussian Copula [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | 60,26% |
Credit Option [Member] | Units | Gaussian Copula [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Correlation Default | % |
Corporate Bond Option [Member] | Bottom Of Range Member | Black 76 [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | - |
Corporate Bond Option [Member] | Weighted Average Member | Black 76 [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | - |
Corporate Bond Option [Member] | Top Of Range [Member] | Black 76 [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | - |
Corporate Bond Option [Member] | Units | Black 76 [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | vegas |
Equity OTC Option [Member] | Bottom Of Range Member | Heston [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 47,05 |
Equity OTC Option [Member] | Bottom Of Range Member | Local volatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | 13,79 |
Equity OTC Option [Member] | Bottom Of Range Member | Black Scholes Local Voatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 5,05 |
Equity OTC Option [Member] | Weighted Average Member | Heston [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 47,05 |
Equity OTC Option [Member] | Weighted Average Member | Local volatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | 27,24 |
Equity OTC Option [Member] | Weighted Average Member | Black Scholes Local Voatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 7,73 |
Equity OTC Option [Member] | Top Of Range [Member] | Heston [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 47,05 |
Equity OTC Option [Member] | Top Of Range [Member] | Local volatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | 65,02 |
Equity OTC Option [Member] | Top Of Range [Member] | Black Scholes Local Voatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | 9,71 |
Equity OTC Option [Member] | Units | Heston [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | Vegas |
Equity OTC Option [Member] | Units | Local volatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Price Volatility | vegas |
Equity OTC Option [Member] | Units | Black Scholes Local Voatility [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Forward Volatility | vegas |
Interest Rate Option [Member] | Bottom Of Range Member | Libor Market Model [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Beta (significant unobservable item) | 0,25 |
Correlation Rate Credit | (100) |
Credit Default Volatility | - |
Interest Rate Option [Member] | Weighted Average Member | Libor Market Model [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Beta (significant unobservable item) | 9,00 |
Correlation Rate Credit | - |
Credit Default Volatility | - |
Interest Rate Option [Member] | Top Of Range [Member] | Libor Market Model [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Beta (significant unobservable item) | 18,00 |
Correlation Rate Credit | 100 |
Credit Default Volatility | - |
Interest Rate Option [Member] | Units | Libor Market Model [Member] |  |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets Line Items |  |
Beta (significant unobservable item) | % |
Correlation Rate Credit | % |
Credit Default Volatility | Vegas |

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