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Guarantees, commitments and risks - Value at risk - parametric method (Details) - EUR (€) € in Thousands | Dec. 31, 2019 | Dec. 31, 2018
--- | --- | ---
Interest rate risk |  |
Guarantees, commitments and risks |  |
Value at risk | € 3,000 | € 2,990
Interest rate risk | Maximum |  |
Guarantees, commitments and risks |  |
Value at risk | 5,190 | 3,650
Interest rate risk | Minimum |  |
Guarantees, commitments and risks |  |
Value at risk | 2,440 | 1,800
Interest rate risk | Average |  |
Guarantees, commitments and risks |  |
Value at risk | 3,800 | 2,730
Currency |  |
Guarantees, commitments and risks |  |
Value at risk | 150 | 250
Currency | Maximum |  |
Guarantees, commitments and risks |  |
Value at risk | 410 | 570
Currency | Minimum |  |
Guarantees, commitments and risks |  |
Value at risk | 70 | 90
Currency | Average |  |
Guarantees, commitments and risks |  |
Value at risk | € 170 | € 280

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- Definition The measure of a potential loss exposure as a result of future market movements, based on a specified confidence interval and measurement horizon. + References Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef -Name IFRS -Number 7 -IssueDate 2019-01-01 -Paragraph 41 -URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2019-en-r&anchor=para_41&doctype=Standard -URIDate 2019-03-27 + Details
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