A n n e x o f T a b l e s

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2 International Environment Exchange Rates Key Interest Rates Short-Term Interest Rates Long-Term Interest Rates Corporate Bond Spreads Stock Indices Gross Domestic Product Current Account Inflation The Real Economy in Austria Financial Investment of Households Household Income, Savings and Credit Demand Financing of Nonfinancial Corporations Insolvency Indicators Selected Financial Ratios of the Manufacturing Sector Financial Intermediaries in Austria Total Assets and Off-Balance-Sheet Operations Profitability Annual Profit/Loss Claims on Domestic Nonbanks Foreign Currency-Denominated Claims on Domestic Non-MFIs Specific Loan Loss Provisions for Claims on Nonbanks Market Risk Liquidity Risk Solvency Assets Held by Austrian Insurance Companies Assets in Austrian Mutual Funds Assets Held by Austrian Pension Funds Assets Held by Austrian Severance Funds Table A A2 A3 A4 A5 A6 A7 A8 A9 A0 A A2 A3 A4 A5 A6 A7 A8 A9 A20 A2 A22 A23 A24 A25 A26 A27 Cutoff date for data: November 4, Conventions used in the tables: x = For technical reasons no data can be indicated... = Data not available at the reporting date. Revisions of data published in earlier volumes are not indicated. Discrepancies may arise from rounding. 96 Financial Stability Report 0

3 International Environment Exchange Rates Table A Period average (per EUR ) st half U.S. dollar Japanese yen Pound sterling Swiss franc Czech koruna Hungarian forint Polish zloty Slovak koruna Slovenian tolar Source: Thomson Financial. Key Interest Rates Table A2 End of period, % Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Euro area U.S.A Japan United Kingdom Switzerland ) Czech Republic Hungary Poland Slovak Republic Slovenia 2 ) Source: Eurostat, Thomson Financial, national sources. ) SNB target range for three-month LIBOR. 2 ) Until January 2003: official interest rate; since February 2003: interest rate for 60-day tolar bills issued by Banka Slovenije. Short-Term Interest Rates Table A3 Three-month rates, period average, % st half Euro area U.S.A Japan United Kingdom Switzerland Source: Thomson Financial. Financial Stability Report 0 97

4 Long-Term Interest Rates Table A4 Ten-year rates, period average, % st half Euro area U.S.A Japan United Kingdom Switzerland Source: Eurostat, national sources. Corporate Bond Spreads Period average, percentage points Table A5 st half Euro corporate bond spreads against euro benchmark U.S. dollar corporate bond spreads against U.S. dollar benchmark Source: Thomson Financial. Stock Indices ) Table A6 Period average st half Euro area: EURO STOXX U.S.A.: S&P 500, ,3.0, ,28.4,86.95 Japan: Nikkei 225 2,4.46 0,9.3 9,32.89, , ,36.43,273.45, Austria: ATX,57.8,83.87,305.,979.58,252.45,208.86, ,662.2 Czech Republic: PX ,49.6 Hungary: BUX 6, , ,400.74, ,2.32 7, ,655. 6, Poland: WIG 4, , , , , , , ,80.35 Slovak Republic: SAX Slovenia: SBI, , , , , , , ,82.68 Source: Thomson Financial. ) EURO STOXX: December 3, 986 = 00, S&P 500: December 30, 964 = 00, Nikkei 225: March 3, 950 = 00, ATX: January 2, 99 =,000, PX50: April 6, 994 = 00, BUX: January 2, 99 = 00, WIG: April 6, 99 = 00, SAX2: September 4, 993 = 00, SBI: January 3, 994 = Financial Stability Report 0

5 Gross Domestic Product Table A7 Annual change in %, period average st half Euro area U.S.A Japan Austria Czech Republic Hungary Poland Slovak Republic Slovenia Source: Eurostat, national sources. Current Account Table A8 % of GDP, cumulative st half Euro area U.S.A Japan Austria Czech Republic Hungary Poland Slovak Republic Slovenia Source: Eurostat, European Commission, Thomson Financial, national sources. Note: Due to seasonal fluctuations, the comparability of half-year figures with yearly figures is limited. The half-year figures for the U.S.A. are based on seasonally adjusted nominal GDP data. Inflation Table A9 Annual change in %, period average st half Euro area U.S.A Japan Austria Czech Republic Hungary Poland Slovak Republic Slovenia Source: Eurostat. Financial Stability Report 0 99

6 The Real Economy in Austria Financial Investment of Households Transactions, EUR million ) ) Table A0 st half Currency and deposits ) 4,34 7,602 8,66 5,90 3,085 4,476 2,62 3,402 Securities (other than shares) 2 ) 327,607,449 2,484,37 7, Shares (other than mutual fund shares), , ,568 Mutual fund shares 2, ,9 2, ,886,588 Insurance technical reserves 3,398 2,949 3,300 4,786,440 2,355 2,720 4,078 Total financial investment,422 3,346 4,928 7,66 6,056 8,346 9,728,493 ) Including loans and other assets. 2 ) Including financial derivatives. 3 ) Preliminary data. Household Income, Savings and Credit Demand Table A -end, EUR billion Net disposable income Savings Saving ratio ) in % MFI loans to households Source: Statistics Austria (national accounts broken down by sectors), OeNB (financial accounts). ) Saving ratio = savings / (disposable income + increase in accrued occupational pension benefits). Financing of Nonfinancial Corporations Table A2 Transactions, EUR million ) ) st half Securities (other than shares) ,296 2, ,372 Loans,338 6,457 4,998 4,863 2,922 3, ,36 Shares and other equity 4,88 7,850 5,05 4,660 6,6 5,49 4,80 3,902 Other accounts payable 40,25, ,490 Total debt 6,860 5,2 6,29 3,085 9,952 8,797 5,805 8,900 ) Preliminary data. 00 Financial Stability Report 0

7 Insolvency Indicators Table A st half EUR million Default liabilities 3,503 3,422 2,440 2,540,652,258, Number Defaults 2,939 2,864 2,957 2,972,423,45,469,544 Source: Kreditschutzverband von 870. Selected Financial Ratios of the Manufacturing Sector Table A4 Median, % Self-financing and investment ratios Cash flow, as a percentage of turnover Cash flow, as a percentage of investment Reinvestment ratio ) Financial structure ratios Equity ratio Risk-weighted capital ratio Bank liability ratio Government debt ratio ) Investment x 00 / credit write-offs. Financial Stability Report 0 0

8 Financial Intermediaries in Austria Total Assets and Off-Balance-Sheet Operations Table A Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Total assets 587,74 587,6 573,349 59, ,07 636, , ,694 of which: total domestic assets 43,45 426,245 48,4 49,57 430,888 44, , ,04 total foreign assets 56,326 6,366 55,208 72,296 74,29 94, , ,680 Interest rate contracts 946,63,022,74,44,43 2,204,72,853,494,89,262,24,89,266,288 Foreign exchange derivatives 57,52 202, , , , ,755 26, ,677 Other derivatives 5,737 7,554 3,84 4,304 5,73 7,374 8,490 5,97 Derivatives total,09,880,233,235,388,787 2,507,50 2,74,4 2,64,39,465,963,527,882 Note: Data on off-balance-sheet operations refer to nominal values. Profitability Table A6 st half Net interest income 3,58 3,497 3,530 3,548 7,089 7,08 7,058 7,32 Income from securities and participating interests ,25,959,77,79 2,076 Net fee-based income,54,553,67,904 3,062 3,02 3,88 3,387 Net profit/loss on financial operations Other operating income ,423,284,292,269 Operating income 6,685 6,837 7,09 7,53 4,054 3,78 3,875 4,47 Staff costs 2,380 2,368 2,382 2,48 4,68 4,78 4,740 4,860 Other administrative expenses,524,508,5,628 3,5 3,39 3,08 3,07 Other operating expenses ,645,582,620,762 Total operating expenses 4,686 4,645 4,673 4,822 9,476 9,502 9,468 9,729 Operating profit/loss 2,000 2,92 2,48 2,708 4,577 4,26 4,407 4,742 Annual Profit/Loss year-end value, EUR million Table A7 Net risk provisions from credit business 2,243,84 2,048 2,37 2,64,850,787,608 Net risk provisions from securities business Annual surplus,593,95 2,278 2,655,400 2,069 2,942 2,90 Note: Data on 2005 are expected year-end values. 02 Financial Stability Report 0

9 Claims on Domestic Nonbanks Table A8 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Nonfinancial corporations 4,648 3,843,588,78 0,840 08,979 09,924,334 of which: foreign currency-denominated claims 20,22 20,364 9,532 8,77 7,79 7,343 6,094 6,09 Households 79,75 8,507 84,68 84,723 87,358 93,984 97,30 00,375 of which: foreign currency-denominated claims 9,502 20,594 22,066 2,80 23,69 27,077 28,46 30,40 General government 28,275 28,724 28,333 27,50 29,945 29,679 3,238 30,92 of which: foreign currency-denominated claims,362,682,395,567,32,588,688 2,074 Other financial intermediaries,893 2,309 2,77 2,908 3,392 3,505 4,50 5,3 of which: foreign currency-denominated claims,336,342,466,394,42,594,667 2,030 Total 234, , ,30 236,309 24, ,47 252, ,032 of which: foreign currency-denominated claims 42,420 43,983 44,459 42,948 44,25 47,602 47,90 50,64 Note: Due to changes in the reporting system as of the reporting month of June 2004, the time series for nonfinanial corporations and households had to be adjusted. Freelance professionals and self-employed persons are now classified under households. Any remaining breaks in the time series have been adjusted for the growth rates indicated in this report. Foreign Currency-Denominated Claims on Domestic Non-MFIs Table A9 End of period, % of total foreign currency-denominated euro area non-mfis ) Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Swiss franc Japanese yen U.S. dollar Other foreign currencies Source: OeNB, ECB. ) The indicated figures refer to claims of monetary financial institutions (MFIs, ESA definition) on domestic non-mfis. Given the differences in the definition of credit institutions according to the Austrian Banking Act and of MFIs according to ESA and differences in the number of borrowers, comparability to ÒClaims on Domestic NonbanksÓ is limited. Figures do not add up to 00.0% for every year due to rounding errors. Specific Loan Loss Provisions for Claims on Nonbanks Table A20 End of period, % of claims Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Specific loan loss provisions Financial Stability Report 0 03

10 Market Risk ) and % resp Table A2 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Interest rate risk Basel ratio for interest rate risk 2 ) x x Capital requirement for the position risk of interest rate instruments in the trading book Exchange rate risk Capital requirement for open foreign exchange positions Equity price risk Capital requirement for the position risk of equities in the trading book ) The calculation of capital requirements for market risk combines the standardized approach and internal value-at-risk (VaR) calculations. The latter use previous dayõs values without taking account of the multiplier. Capital requirements for interest rate instruments and equities are computed by adding up both general and specific position risks. 2 ) Average of the Basel ratio for interest rate risk (loss of present value following a parallel yield curve shift of all currencies by 200 basis points in relation to regulatory capital) weighted by total assets ofall Austrian credit institutions excluding banks that operate branches in Austria under freedom of establishment. For banks with a large securities trading book, interest rate instruments of the trading book are not included in the calculation. Liquidity Risk End of period, % Table A22 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Liquid resources of the first degree: 5% quantile of liquidity ratio ) Liquid resources of the second degree: 5% quantile of liquidity ratio ) The liquidity ratio relates liquid assets to the corresponding liabilities. Article 25 of the Austrian Banking Act defines a minimum ratio of 2.5 % for liquid resources of the first degree (cash ratio) and of 20% for liquid resources of the second degree (quick ratio). The 5% quantile indicates the liquidity level surpassed by 95% of banks on the respective reporting date and is thus an indicator of poor liquidity. 04 Financial Stability Report 0

11 Solvency Table A Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Total tier capital (core capital) 27,440 28,368 26,86 28,8 29,704 3,564 32,0 33,822 Total tier 2 capital (supplementary capital) 3,492 4,59 3,485 4,70 4,94 6,059 6,742 7,656 Tier 3 capital 2,43 2,97 2, End of period, eligible capital as a percentage of risk-weighted assets Capital adequacy ratio ) Core Capital Ratio ) The capital adequacy ratio refers to the capital eligible as credit risk cover under the Austrian Banking Act (i.e. tier capital plus tier 2 capital minus deduction items) as a percentage of the assessment base. As tier 3 capital is subordinated capital that may only be allocated against market risk, it was not included here so as to produce a conservative capital adequacy assessment. Assets Held by Austrian Insurance Companies ) Table A Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Cash, overnight and other deposits at domestic banks 2,82,442,628 3,67 2,06,744 2,56 2,472 Domestic debt securities 7,72 7,600 7,736 8,488 9,0 9,75 8,909 9,238 of which: domestic banks 4,949 5,03 5,350 6,264 6,824 6,938 7,068 7,59 Equity securities and other domestic securities 3,27 4,66 5,043 4,648 5,204 5,987 7,360 9,387 Loans 8,769 8,57 8,055 7,44 7,303 6,733 6,504 5,933 of which: domestic banks Domestic equity interests 2,50 2,784 3,308 3,550 3,588 3,682 3,906 3,928 Real estate 3,494 3,804 3,553 3,526 3,573 3,438 3,36 3,340 Foreign assets 4,397 4,959 5,709 5,597 7,26 9,209 20,69 22,964 of which: debt securities 0,65,32,548,776 2,755 4,979 5,648 7,002 Custody account claims on deposits on reinsurers, , ,48.. 2,260.. Other assets 3,426 3,30 3,329 3,734 3,549 4,068 3,594 4,36 Total assets 57,47 58,620 60,403 62,320 63,833 65,927 69,0 73,433 ) Semiannual data exclusive of reinsurance transactions, based on quarterly returns. Financial Stability Report 0 05

12 Assets in Austrian Mutual Funds Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Table A25 Domestic securities 36,068 36,47 35,952 34,653 34,309 35,405 37,34 43,052 of which: debt securities 23,262 23,003 22,547 20,743 9,436 9,058 9,025 20,545 equity securities 2,806 3,468 3,405 3,90 4,873 6,347 8,36 22,507 Foreign securities 57,324 60,70 60,72 66,706 69,435 75,708 80,505 9,472 of which: debt securities 34,77 40,498 43,200 48,53 48,952 53,022 56,82 64,635 equity securities 22,607 20,203 7,53 8,75 20,482 22,686 23,684 26,837 Other assets 5,34 5,08 6,047 5,774 7,274 7,529 7,44 7,985 Total assets 98,733 02,90 02,72 07,33,08 8,642 25,286 42,509 of which: foreign currency 24,346 24,57 22,455 22,376 22,78 24,328 24,59 28,085 Assets Held by Austrian Pension Funds Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June 30 Dec. 3 June30 Domestic securities 7,245 7,28 7,200 7,744 8,267 8,770 9,79 9,744 of which: federal treasury bills and notes debt securities mutual fund shares 7,63 7,032 7,25 7,64 8,59 8,607 9,09 9,579 other securities Foreign securities of which: debt securities mutual fund shares other securities Deposits Loans Other assets Total assets 8,049 7,800 7,876 8,562 9,078 9,508 0,082 0,857 of which: foreign currency Table A26 06 Financial Stability Report 0

13 Assets Held by Austrian Severance Funds 2003 ) Dec. 3 June 30 Dec. 3 June 30 Table A27 Total direct investment of which: euro-denominated foreign currency-denominated x x accrued income claims from direct investment x 2.03 Total indirect investment of which: total of euro-denominated investment in mutual fund shares total of foreign currency-denominated investment in mutual fund shares 0.00 x Total assets assigned to investment groups of which: foreign currency-denominated 0.00 x ) Due to special balance sheet operations total assets assigned to investment groups deviate from the sum of total indirect investments. Financial Stability Report 0 07