2014 EU-wide Stress Test



Similar documents
For further information UBI Banca Investor Relations Tel UBI Banca Press relations Tel.

COMMERZBANK Capital Update - EU Wide Stress Test Results.

EIOPA Stress Test Press Briefing Frankfurt am Main, 4 July 2011

1. Perception of the Bancruptcy System Perception of In-court Reorganisation... 4

ERASMUS+ MASTER LOANS

ERASMUS+ MASTER LOANS

41 T Korea, Rep T Netherlands T Japan E Bulgaria T Argentina T Czech Republic T Greece 50.

International Hints and Tips

How To Understand The Transparent Directive 2

Size and Development of the Shadow Economy of 31 European and 5 other OECD Countries from 2003 to 2015: Different Developments

ERASMUS+ MASTER LOANS

Reporting practices for domestic and total debt securities

SMEs access to finance survey 2014

National Counties Building Society. A guide to our Buy to Let Mortgage lending criteria

Main differences between the financial consolidation method and the regulatory consolidation method, considering regulatory adjustments

Malta Companies in International Tax Structuring February 2015

Planned Healthcare in Europe for Lothian residents

18,343 18,308 3 Accumulated other comprehensive income (and other reserves)

Labour Force Survey 2014 Almost 10 million part-time workers in the EU would have preferred to work more Two-thirds were women

2011 EU-Wide Stress Test: Methodological Note - Additional guidance

Crystal Clear Contract Services Limited Application Form CIS/Sole Trader

Comparison of annuity markets (OECD National Annuity Markets: Features and Implications, Rusconi 2008) Mercer

Visa Information 2012

SEPA. Changes in the Payment System Implementation of the European SEPA Regulations for Kuna and Euro Payments

187/ December EU28, euro area and United States GDP growth rates % change over the previous quarter

NEW PASSENGER CAR REGISTRATIONS BY ALTERNATIVE FUEL TYPE IN THE EUROPEAN UNION 1 Quarter

Friends Life Protection Account Key features of Mortgage Income Protection Cover

Energy prices in the EU Household electricity prices in the EU rose by 2.9% in 2014 Gas prices up by 2.0% in the EU

How To Understand Factoring

99/ June EU28, euro area and United States GDP growth rates % change over the previous quarter

Central Securities Depository Regulation

Credit transfer to Customer account with AS "Meridian Trade Bank" EUR, USD free of charge * Other countries currency information in the Bank

Definition of Public Interest Entities (PIEs) in Europe

Friends Life Protection Account Key features of Income Protection Cover

168/ November At risk of poverty or social exclusion 2 rate in the EU28, (% of total population)

CENTRAL BANK OF CYPRUS

THE LOW INTEREST RATE ENVIRONMENT AND ITS IMPACT ON INSURANCE MARKETS. Mamiko Yokoi-Arai

EUF STATISTICS. 31 December 2013

Family benefits Information about health insurance country. Udbetaling Danmark Kongens Vænge Hillerød. A. Personal data

2016 EU Wide Stress Test

DEPFA Group. Annual Results 2014 Presentation. 1st April 2015 AUDITED FIGURES

Need to send money abroad securely?

COMMUNICATION FROM THE COMMISSION

Credit & Debit Card Payments. Factsheet

INTERNATIONAL SERVICES TARIFF

Cash machine withdrawal in the EU (+Norway and Iceland)

Report on Government Information Requests

Investment and Investment Finance in Croatia, how can the EIB contribute? Dario Scannapieco and Debora Revoltella European Investment Bank

(Only available if you have applied for a Decreasing Mortgage Cover Plan or a Level Protection Plan).

MALTA TRADING COMPANIES IN MALTA

ENTERING THE EU BORDERS & VISAS THE SCHENGEN AREA OF FREE MOVEMENT. EU Schengen States. Non-Schengen EU States. Non-EU Schengen States.

PORTABILITY OF SOCIAL SECURITY AND HEALTH CARE BENEFITS IN ITALY

BEST PRACTICES/ TRENDS/ TO-DOS

World Consumer Income and Expenditure Patterns

Ownership transfer Critical Tax Issues. Johan Fall, Anders Ydstedt March, 2010

About us. As our customer you will be able to take advantage of the following benefits: One Provider. Flexible Billing. Our Portal.

Fourth study of the Solvency II standard approach

Funding and network opportunities for cluster internationalization

The spillover effects of unconventional monetary policy measures in major developed countries on developing countries

Erasmus+ International Cooperation

BLUM Attorneys at Law

International Call Services

SURVEY OF INVESTMENT REGULATION OF PENSION FUNDS. OECD Secretariat

Netherlands. Croatia. Malta. Slovenia. Greece. Czech Republic. Portugal. Compulsory. households actual. social contributions.

The Act imposes foreign exchange restrictions, i.e. performance of certain actions requires a relevant foreign exchange permit.

Report on Government Information Requests

Foreign Taxes Paid and Foreign Source Income INTECH Global Income Managed Volatility Fund

Methodology EU wide Stress Test 2014

Brochure More information from

The Community Innovation Survey 2010 (CIS 2010)

Direct Life Insurance Carrier Lines Europe Report

72/ April 2015

GE Capital Finance Australia APS 330: Public Disclosure of Prudential Information December 2013 (AUD $ million)

EBA REPORT ON THE BENCHMARKING OF DIVERSITY PRACTICES. EBA-Op July 2016

Employee eligibility to work in the UK

GfK PURCHASING POWER INTERNATIONAL

Financial supplement Zurich Insurance Group Annual Report 2013

Waste. Copenhagen, 3 rd September Almut Reichel Project Manager Sustainable consumption and production & waste, European Environment Agency

Trends in the European Investment Fund Industry. in the Second Quarter of Results for the first half of 2014

Perrigo Company Acquisition of Elan Corporation plc Exchange of Perrigo common shares Frequently Asked Questions & Answers

Overseas degree equivalency: methodology

Implementing the cooperation mechanisms of the RES directive current status and open questions

European Research Council

The investment fund statistics

Alcohol Consumption in Ireland A Report for the Health Service Executive

Rosy Blue International SA

Greece Country Profile

Market Performance Report - For Business & Country

Equity Release Schemes in the European Union

Supported Payment Methods

Keeping European Consumers safe Rapid Alert System for dangerous non-food products 2014

Insurance corporations and pension funds in OECD countries

Supported Payment Methods

Public Debt and Contingent Liabilities: A Cross-Country Comparison

Transcription:

2014 EU-wide Stress Test Bank Name LEI Code DK - Sydbank GP5DT10VX1QRQUKVBK64 DK NUK_WL_NR_XX version 1809014 No restructuring

2014 EU-wide Stress Test 2014 EU-wide Stress Test Summary Adverse Scenario Summary Baseline Scenario DK - Sydbank DK - Sydbank Actual figures as of 31 December 2013 mln EUR, % Actual figures as of 31 December 2013 mln EUR, % Operating profit before impairments 294 Operating profit before impairments 294 losses on financial and non-financial assets in the 251 losses on financial and non-financial assets in the 251 Common Equity Tier 1 capital 1,307 Common Equity Tier 1 capital 1,307 Total Risk Exposure 9,544 Total Risk Exposure 9,544 Common Equity Tier 1 ratio, % 13.7% Common Equity Tier 1 ratio, % 13.7% Outcome of the adverse scenario as of 31 December 2016 mln EUR, % Outcome of the baseline scenario as of 31 December 2016 mln EUR, % 3 yr cumulative operating profit before impairments 683 3 yr cumulative operating profit before impairments 802 3 yr cumulative impairment losses on financial and non-financial assets in the 519 3 yr cumulative impairment losses on financial and non-financial assets in the 262 3 yr cumulative losses from the stress in the trading book 120 3 yr cumulative losses from the stress in the trading book 40 Valuation losses due to sovereign shock after tax and prudential filters 0 Common Equity Tier 1 capital 1,511 Common Equity Tier 1 capital 1,350 Total Risk Exposure 9,737 Total Risk Exposure 10,505 Common Equity Tier 1 ratio, % 15.5% Common Equity Tier 1 ratio, % 12.9% Memorandum items mln EUR Memorandum items mln EUR Common EU wide CET1 Threshold (8.0%) 779 Common EU wide CET1 Threshold (5.5%) 578 According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of computed as of first day of application: 01/01/2014. Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014-2016 period (cumulative conversions) (2) Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event (3) Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse 0 scenario (3) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of computed as of first day of application: 01/01/2014. (2) Conversions not considered for CET1 computation (3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014-2016 period 0 0

2014 EU-wide Stress Test Credit Risk of Ratio - Default of of of of of Central banks and central governments 0 0 0 0 541.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0 - Institutions 0 0 0 0 819 0 0 0 0 0 371 0 0 0 0 0 0 0 0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0 - Corpos 6,942 315 0 0 152 0 4,602 0 0 0 117 0 265 169 0 0 0 0 1.21% 516 48.15% 1.05% 579 45.55% 0.81% 629 44.57% 2.04% 579 53.78% 2.16% 717 54.23% 1.86% 835 54.08% Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 5,125 315 0 0 152 0 3,839 0 0 0 117 0 258 166 0 0 0 0 1.48% 496 47.60% 1.32% 551 44.91% 1.03% 596 43.94% 2.14% 535 52.20% 2.26% 639 52.24% 1.95% 727 52.17% Retail 0 0 3,847 38 381 0 0 0 1,133 60 270 0 0 0 83 23 0 0 0.61% 132 58.89% 0.48% 151 57.89% 0.41% 173 60.94% 0.85% 149 68.01% 0.94% 187 68.40% 0.90% 224 68.46% Retail - Secured on real estate property 90.0% 0 0 2,021 18 41 0 0 0 685 31 15 0 0 0 57 10 0 0 0.68% 81 53.20% 0.54% 91 52.16% 0.45% 106 57.94% 1.07% 90 63.50% 1.13% 112 66.43% 1.15% 135 68.30% Which: SME 94.0% 0 0 169 3 0 0 0 0 85 3 0 0 0 0 7 2 0 0 1.18% 11 58.14% 1.21% 12 50.70% 0.62% 13 50.06% 1.18% 11 50.88% 1.22% 14 54.38% 1.26% 16 53.35% Which: non-sme 90.0% 0 0 1,852 15 41 0 0 0 600 28 15 0 0 0 50 8 0 0 0.63% 70 52.31% 0.48% 79 52.41% 0.43% 93 59.20% 1.06% 79 65.76% 1.13% 98 68.60% 1.14% 119 70.86% Retail - Qualifying Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 1,826 20 340 0 0 0 448 29 255 0 0 0 26 13 0 0 0.55% 51 65.79% 0.42% 60 65.38% 0.37% 67 65.08% 0.65% 59 73.28% 0.75% 75 70.82% 0.66% 89 68.65% Retail - Other Retail - Of Which: SME 0 0 181 2 0 0 0 0 62 2 0 0 0 0 3 1 0 0 0.55% 5 50.00% 0.56% 6 50.00% 0.56% 7 57.14% 1.10% 6 75.00% 1.12% 8 71.43% 0.57% 9 66.67% Retail - Other Retail - Of Which: non-sme 0 0 1,645 18 340 0 0 0 386 27 255 0 0 0 23 12 0 0 0.55% 46 67.65% 0.41% 54 67.39% 0.36% 60 66.07% 0.60% 53 73.12% 0.71% 67 70.75% 0.67% 80 68.87% Equity 0 0 0 0 155 0 0 0 0 0 253 0 0 0 0 0 0 0 0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0 - Other non-credit obligation assets 0 0 0 0 254 0 0 0 0 0 254 0 0 0 0 0 0 0 TOTAL 6,942 315 3,847 38 2,302 0 4,602 0 1,133 60 1,265 0 265 169 83 23 0 0 0.87% 647 49.61% 0.73% 730 47.32% 0.57% 802 47.01% 1.41% 727 55.78% 1.49% 904 56.38% 1.31% 1,059 56.38% of Ratio - Default of of of of of Central banks and central governments 0 0 0 0 533.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0 - Institutions 0 0 0 0 403 0 0 0 0 0 182 0 0 0 0 0 0 0 0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0 - Corpos 6,354 292 0 0 151 0 4,252 0 0 0 117 0 261 159 0 0 0 0 1.26% 495 47.93% 1.14% 556 45.65% 0.85% 604 44.63% 2.09% 555 54.03% 2.23% 685 54.45% 1.88% 794 55.35% Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 4,835 292 0 0 151 0 3,622 0 0 0 117 0 253 156 0 0 0 0 1.50% 475 47.34% 1.36% 530 45.08% 1.02% 573 43.93% 2.17% 515 52.63% 2.29% 613 52.56% 1.96% 697 51.54% Retail 0 0 3,673 30 380 0 0 0 1,072 51 269 0 0 0 80 18 0 0 0.59% 121 57.39% 0.47% 139 55.48% 0.40% 155 56.23% 0.89% 134 62.89% 0.93% 161 58.80% 0.89% 206 66.60% Retail - Secured on real estate property 90.0% 0 0 1,992 18 41 0 0 0 671 30 15 0 0 0 56 10 0 0 0.69% 79 53.20% 0.55% 89 50.69% 0.45% 98 51.14% 1.03% 87 60.41% 1.10% 107 62.89% 1.17% 132 67.50% Which: SME 94.0% 0 0 168 3 0 0 0 0 85 3 0 0 0 0 7 2 0 0 1.19% 11 58.14% 1.22% 12 50.70% 0.62% 13 50.58% 1.19% 11 50.88% 1.23% 14 54.38% 1.27% 16 53.35% Which: non-sme 90.0% 0 0 1,824 15 41 0 0 0 586 27 15 0 0 0 49 8 0 0 0.64% 68 52.31% 0.49% 77 50.69% 0.44% 85 51.23% 1.02% 76 62.15% 1.09% 93 64.46% 1.16% 116 69.96% Retail - Qualifying Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 1,681 12 339 0 0 0 401 21 255 0 0 0 24 8 0 0 0.49% 42 64.29% 0.40% 50 63.41% 0.35% 57 64.71% 0.74% 47 66.63% 0.75% 54 52.79% 0.61% 74 65.25% Retail - Other Retail - Of Which: SME 0 0 172 1 0 0 0 0 58 2 0 0 0 0 3 1 0 0 0.58% 5 66.67% 0.59% 6 60.00% 0.60% 7 66.67% 0.58% 5 66.67% 1.18% 7 66.67% 0.60% 8 62.50% Retail - Other Retail - Of Which: non-sme 0 0 1,509 11 339 0 0 0 343 19 255 0 0 0 21 7 0 0 0.49% 37 64.00% 0.38% 44 63.89% 0.33% 50 64.44% 0.76% 42 66.62% 0.71% 47 51.15% 0.61% 66 65.57% Equity 0 0 0 0 155 0 0 0 0 0 253 0 0 0 0 0 0 0 0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0-0.00% 0 - Other non-credit obligation assets 0 0 0 0 242 0 0 0 0 0 242 0 0 0 0 0 0 0 TOTAL 6,354 292 3,673 30 1,864 0 4,252 0 1,072 51 1,062 0 261 159 80 18 0 0 0.91% 616 49.14% 0.80% 695 47.01% 0.61% 759 46.30% 1.48% 688 55.22% 1.55% 846 55.09% 1.34% 1,000 57.15% of Ratio - Default of of of of of Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: SME Which: non-sme Retail - Qualifying Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - of Ratio - Default of of of of of Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: SME Which: non-sme Retail - Qualifying Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - of Ratio - Default of of of of of Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: SME Which: non-sme Retail - Qualifying Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - of Ratio - Default of of of of of Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: SME Which: non-sme Retail - Qualifying Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 Please, select the country F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 ) Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA ) Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA F-IRB as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 ) Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB as of 31/12/2015 as of 31/12/2016 STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 Risk exposure amounts (as of ) Baseline Scenario Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2016 Denmark ) Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 ) Exposure values (as of ) DK - Sydbank Value adjustments and provisions (as of ) Baseline Scenario ) Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA Baseline Scenario as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 Liechtenstein Please, select the country Please, select the country

2014 EU-wide Stress Test Credit Risk Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 ) of Ratio - of of of of of ) Default Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: Retail - SME Secured on real estate property - Of Please, select the country Retail - Qualifying Which: non-sme Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 ) of Ratio - of of of of of Default Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: Retail - SME Secured on real estate property - Of Please, select the country Retail - Qualifying Which: non-sme Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Please, select the country Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB as of 31/12/2015 as of 31/12/2016 ) of of of of of of Ratio - Default Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: Retail - SME Secured on real estate property - Of Retail - Qualifying Which: non-sme Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Please, select the country Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 F-IRB A-IRB STA F-IRB A-IRB STA F-IRB as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 ) of of of of of of Ratio - Default Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: Retail - SME Secured on real estate property - Of Retail - Qualifying Which: non-sme Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Please, select the country Exposure values (as of ) Risk exposure amounts (as of ) Value adjustments and provisions (as of ) Baseline Scenario Adverse Scenario F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 ) of of of of of of Ratio - Default Central banks and central governments 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Institutions 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: Specialised Lending 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Corpos - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Secured on real estate property Which: Retail - SME Secured on real estate property - Of Retail - Qualifying Which: non-sme Revolving 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: SME 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Retail - Other Retail - Of Which: non-sme 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Equity 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 - Other non-credit obligation assets 0 0 0 0 TOTAL 0 0 0 0-0 - - 0 - - 0 - - 0 - - 0 - - 0 -

2014 EU-wide Stress Test P&L Baseline Scenario Adverse Scenario 31/12/2014 31/12/2015 31/12/2016 31/12/2014 31/12/2015 31/12/2016 Net interest income 384 384 384 384 381 377 372 Net trading income 19 27 31-21 3 15 of which trading losses from stress scenarios -20-12 -8-60 -36-24 Other operating income 3 3 3 3 3 3 3 Operating profit before impairments 294 261 269 272 215 232 237 of financial assets (-) -248-107 -83-72 -187-177 -155 of financial assets other than instruments designated at fair value through P&L (-) -260-107 -83-72 -187-177 -155 Financial assets designated at fair value through P&L (-) 12 0 0 0 0 0 0 on non financial assets (-) -4 0 0 0 0 0 0 Operating profit after impairments from stress scenarios 42 153 186 201 27 55 82 Other Income and expenses -29-29 -29-29 -29-29 -29 Pre-Tax profit 13 124 156 171-2 25 52 Tax 5-38 -46-51 0-7 -16 Net income 18 86 111 120-2 18 37 Attributable to owners of the parent 18 86 111 120-2 18 37 of which carried over to capital through retained earnings 18 51 66 72-2 13 26 of which distributed as dividends 0 34 44 48 0 6 11

2014 EU-wide Stress Test RWA Baseline Scenario Adverse Scenario as of as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 Risk exposure amount for credit risk 7,059 7,139 7,202 7,252 7,383 7,704 8,020 Risk exposure amount Securitisation and re-securitisations 0 0 0 0 0 0 0 Risk exposure amount Other credit risk 7,059 7,139 7,202 7,252 7,383 7,704 8,020 Risk exposure amount for market risk 1,367 1,367 1,367 1,367 1,367 1,367 1,367 Risk exposure amount for operational risk 1,118 1,118 1,118 1,118 1,118 1,118 1,118 Transitional floors for Risk exposure amount 0 0 0 0 0 0 0 AQR adjustments (for SSM countries only) 0 0 0 0 0 0 0 Total Risk exposure amount 9,544 9,624 9,687 9,737 9,868 10,189 10,505

Exposure values Risk exposure values s 2014 EU-wide Stress Test Securitisation Baseline scenario Adverse scenario as of 31/12/2014 31/12/2015 31/12/2016 31/12/2014 31/12/2015 31/12/2016 Banking Book 0 Trading Book (excl. correlation trading positions under CRM) 0 Correlation Trading Portfolio (CRM) 0 Total 0 Banking Book 0 0 0 0 0 0 0 Trading Book (excl. correlation trading positions under CRM) 0 0 0 0 0 0 0 Total 0 0 0 0 0 0 0 Hold to Maturity porfolio 0 0 0 0 0 0 0 Available for Sale porfolio 0 0 0 0 0 0 0 Held for trading portfolio Total 0 0 0 0 0 0 0

2014 EU-wide Stress Test - Sovereign Exposure VALUES AS OF VALUES AS OF VALUES AS OF GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) NET DIRECT POSITIONS (gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching) DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES Derivatives with positive fair value at Derivatives with negative fair value at INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet) Derivatives with positive fair value at Derivatives with negative fair value at Residual Maturity Country / Region of which: loans and advances of which: AFS of which: FVO (designated at fair value through profit&loss) of which: Financial assets held for trading (2) (+) (-) (+) (-) Austria Belgium Bulgaria Cyprus Czech Republic [ 0-3M [ 548 539 548 0 0 9 0 0 0 0 0 0 0 0 [ 3M - 1Y [ 33 1 17 0 0 16 0 0 0 0 0 0 0 0 [ 1Y - 2Y [ 9 0 9 0 0 9 0 0 0 0 0 0 0 0 [ 2Y - 3Y [ 1 0 1 0 0 1 0 0 0 0 0 0 0 0 Denmark [3Y - 5Y [ 5 1 5 0 0 4 0 0 0 0 0 0 0 0 [5Y - 10Y [ 0 0-52 0 0-52 0 0 0 0 0 0 0 0 [10Y - more 61 0 20 0 0 20 0 0 0 0 0 0 0 0 Tot 657 541 548 0 0 7 0 0 0 0 0 0 0 0 Estonia Finland France

2014 EU-wide Stress Test - Sovereign Exposure VALUES AS OF VALUES AS OF VALUES AS OF GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) NET DIRECT POSITIONS (gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching) DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES Derivatives with positive fair value at Derivatives with negative fair value at INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet) Derivatives with positive fair value at Derivatives with negative fair value at Residual Maturity Country / Region of which: loans and advances of which: AFS of which: FVO (designated at fair value through profit&loss) of which: Financial assets held for trading (2) (+) (-) (+) (-) [ 0-3M [ 2 2 2 0 0 0 0 0 0 0 0 0 0 0 [ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 12 13 0 0 [ 2Y - 3Y [ Austria Germany [3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 137-170 [5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 24-34 Tot 2 2 2 0 0 0 0 0 0 0 12 13 161-204 Croatia Greece Hungary Iceland Ireland Italy Latvia Liechtenstein

2014 EU-wide Stress Test - Sovereign Exposure VALUES AS OF VALUES AS OF VALUES AS OF GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) NET DIRECT POSITIONS (gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching) DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES Derivatives with positive fair value at Derivatives with negative fair value at INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet) Derivatives with positive fair value at Derivatives with negative fair value at Residual Maturity Country / Region of which: loans and advances of which: AFS of which: FVO (designated at fair value through profit&loss) of which: Financial assets held for trading (2) (+) (-) (+) (-) [ 2Y - 3Y [ Austria Lithuania Luxembourg Malta Netherlands Norway Poland Portugal Romania Slovakia

2014 EU-wide Stress Test - Sovereign Exposure VALUES AS OF VALUES AS OF VALUES AS OF GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) NET DIRECT POSITIONS (gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching) DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES Derivatives with positive fair value at Derivatives with negative fair value at INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet) Derivatives with positive fair value at Derivatives with negative fair value at Residual Maturity Country / Region of which: loans and advances of which: AFS of which: FVO (designated at fair value through profit&loss) of which: Financial assets held for trading (2) (+) (-) (+) (-) [ 2Y - 3Y [ Austria Slovenia Spain Sweden United Kingdom Australia Canada Hong Kong Japan [ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 363-400 U.S. [3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 73-87 [5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 6-7 Tot 0 0 0 0 0 0 0 0 0 0 0 0 442-494

2014 EU-wide Stress Test - Sovereign Exposure VALUES AS OF VALUES AS OF VALUES AS OF GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) NET DIRECT POSITIONS (gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching) DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES Derivatives with positive fair value at Derivatives with negative fair value at INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet) Derivatives with positive fair value at Derivatives with negative fair value at Residual Maturity Country / Region of which: loans and advances of which: AFS of which: FVO (designated at fair value through profit&loss) of which: Financial assets held for trading (2) (+) (-) (+) (-) [ 2Y - 3Y [ Austria China Switzerland [ 2Y - 3Y [ Other advanced economies [3Y - 5Y [ non EEA [ 2Y - 3Y [ Other Central and eastern [3Y - 5Y [ Europe countries non EEA Middle East [ 2Y - 3Y [ Latin America and the [3Y - 5Y [ Caribbean Africa Others Notes and definitions The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees (2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities. (3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet). 'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

2014 EU-wide Stress Test Capital Baseline Scenario Adverse Scenario CRR / CRDIV DEFINITION OF CAPITAL As of As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 COREP CODE REGULATION A OWN FUNDS 1,542 1,569 1,626 1,690 1,508 1,512 1,530 CA1 {1} Articles 4(118) and 72 of CRR A.1 A.1.1 COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments) Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments) 1,307 1,367 1,436 1,511 1,307 1,322 1,350 CA1 {1.1.1} Article 50 of CRR Articles 26 points (a) and (b), 27 to 29, 36 point (f) 99 99 99 99 99 99 99 CA1 {1.1.1.1} and 42 of CRR A.1.1.1 Of which: CET1 instruments subscribed by Government 0 0 0 0 0 0 0 - - A.1.2 Retained earnings 1,255 1,306 1,373 1,444 1,253 1,266 1,291 CA1 {1.1.1.2} Articles 26 point (c), 26(2) and 36 points (a) and (l) of CRR A.1.3 Accumulated other comprehensive income 10 10 10 10 10 10 10 CA1 {1.1.1.3} Articles 4(100), 26 point (d) and 36 point (l) of CRR A.1.3.1 Of which: arising from unrealised gains/losses from Sovereign exposure in AFS portfolio 0 0 0 0 0 0 0 - - A.1.3.2 Of which: arising from unrealised gains/losses from the rest of AFS portfolio 0 0 0 0 0 0 0 - - A.1.4 Other Reserves 0 0 0 0 0 0 0 CA1 {1.1.1.4} Articles 4(117) and 26 point (e) of CRR A.1.5 Funds for general banking risk 0 0 0 0 0 0 0 CA1 {1.1.1.5} Articles 4(112), 26 point (f) and 36 point (l) of CRR A.1.6 Minority interest given recognition in CET1 capital 0 0 0 0 0 0 0 CA1 {1.1.1.7} Article 84 of CRR A.1.7 A.1.8 Adjustments to CET1 due to prudential filters excluding those from unrealised gains/losses from AFS portfolio Adjustments to CET1 due to prudential filters from unrealised gains/losses from Sovereign Exposure in AFS portfolio 0 0 0 0 0 0 0 CA1 {1.1.1.9} Articles 32 to 35 of and 36 point (l) of CRR 0 0 0 0 0 0 0 - A.1.9 (-) Intangible assets (including Goodwill) -48-45 -43-40 -45-43 -40 CA1 {1.1.1.10 + 1.1.1.11} Articles 4(113), 36 point (b) and 37 of CRR. Articles 4(115), 36 point (b) and 37 point (a) of CCR A.1.10 (-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs -10-3 -3-3 -10-10 -10 CA1 {1.1.1.12} Articles 36 point (c) and 38 of CRR A.1.11 (-) IRB shortfall of credit risk adjustments to expected losses 0 0 0 0 0 0 0 CA1 {1.1.1.13} Articles 36 point (d), 40 and 159 of CRR A.1.12 (-) Defined benefit pension fund assets 0 0 0 0 0 0 0 CA1 {1.1.1.14} Articles 4(109), 36 point (e) and 41 of CRR OWN FUNDS A.1.13 (-) Reciprocal cross holdings in CET1 Capital 0 0 0 0 0 0 0 CA1 {1.1.1.15} Articles 4(122), 36 point (g) and 44 of CRR A.1.14 (-) Excess deduction from AT1 items over AT1 Capital 0 0 0 0 0 0 0 CA1 {1.1.1.16} Article 36 point (j) of CRR A.1.15 (-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight 0 0 0 0 0 0 0 CA1 {1.1.1.17 to 1.1.1.21} Articles 4(36), 36 point (k) (i) and 89 to 91 of CRR; Articles 36 point (k) (ii), 243 point (b), 244 point (b) and 258 of CRR; Articles 36 point k) (iii) and 379(3) of CRR; Articles 36 point k) (iv) and 153(8) of CRR and A.1.15.1 Of which: from securitisation positions (-) 0 0 0 0 0 0 0 CA1 {1.1.1.18.1} Articles 36 point (k) (ii), 243 point (b), 244 point (b) and 258 of CRR A.1.16 (-) Holdings of CET1 capital instruments of financial sector entities where the institiution does not have a significant investment -1-1 -1-1 -1-1 -1 CA1 {1.1.1.22} Articles 4(27), 36 point (h); 43 to 46, 49 (2) and (3) and 79 of CRR A.1.17 (-) Deductible DTAs that rely on future profitability and arise from temporary differences 0 0 0 0 0 0 0 CA1 {1.1.1.23} Articles 36 point (c) and 38; Articles 48 point (a) and 48(2) of CRR A.1.18 (-) Holdings of CET1 capital instruments of financial sector entities where the institiution has a significant investment 0 0 0 0 0 0 0 CA1 {1.1.1.24} Articles 4(27); 36 point (i); 43, 45; 47; 48 point (b); 49 to (3) and 79 of CRR A.1.19 (-) Amount exceding the 17.65% threshold 0 0 0 0 0 0 0 CA1 {1.1.1.25} Article 470 of CRR A.1.20 Transitional adjustments 0 0 0 0 0 0 0 CA1 {1.1.1.6 + 1.1.8 + 1.1.26} - A.1.20.1 Transitional adjustments due to grandfathered CET1 Capital instruments (+/-) 0 0 0 0 0 0 0 CA1 {1.1.1.6} Articles 483 to (3), and 484 to 487 of CRR A.1.20.2 Transitional adjustments due to additional minority interests (+/-) 0 0 0 0 0 0 0 CA1 {1.1.1.8} Articles 479 and 480 of CRR Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign A.1.20.3 0 0 0 0 0 0 0 CA1 {1.1.1.26} exposure in AFS (+/-) Articles 469 to 472, 478 and 481 of CRR ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional A.2 166 149 130 111 149 130 111 CA1 {1.1.2} Article 61 of CRR adjustments) A.2.1 Of which: (+) Other existing support government measures 0 0 0 0 0 0 0 - - A.3 TIER 1 CAPITAL (net of deductions and after transitional adjustments) 1,472 1,516 1,566 1,622 1,455 1,452 1,462 CA1 {1.1} Article 25 of CRR A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 69 53 60 68 53 60 68 CA1 {1.2} Article 71 of CRR OWN FUNDS REQUIREMENTS B TOTAL RISK EXPOSURE AMOUNT 9,544 9,624 9,687 9,737 9,868 10,189 10,505 CA2 {1} Articles 92(3), 95, 96 and 98 of CRR of which: stemming from exposures that fall below the 10% / 15% limits for Articles 36 points (a) and (i); Article 38 and Article 48 of B.1 98 0 0 0 0 0 0 CET1 deduction (+) CRR B.2 of which: stemming from from CVA capital requirements (+) 200 0 0 0 0 0 0 Article 381 to 386 of CRR B.3 of which: stemming from higher asset correlation parameter against exposures 0 0 0 0 0 0 0 Articles 153(2) of CRR to large financial institutions under IRB the IRB approaches to credit risk (+) B.4 of which: stemming from the application of the supporting factor to increase -513 0 0 0 0 0 0 Recital (44) of CRR lending to SMEs (-) B.5 of which: stemming from the effect of exposures that were previously part of Risk Exposure amount and receive a deduction treatment under CRR/CRDIV (- 0 0 0 0 0 0 0 - ) B.6 of which: others subject to the discretion of National Competent Authorities 0 0 0 0 0 0 0 Article 124 to 164 of CRR C.1 Common Equity Tier 1 Capital ratio 13.69% 14.21% 14.83% 15.51% 13.24% 12.98% 12.86% CA3 {1} - CAPITAL RATIOS (%) - Transitional period C.2 Tier 1 Capital ratio 15.43% 15.75% 16.17% 16.66% 14.75% 14.25% 13.92% CA3 {3} - C.3 Total Capital ratio 16.15% 16.30% 16.79% 17.35% 15.28% 14.84% 14.56% CA3 {5} - D Common Equity Tier 1 Capital Threshold 770 775 779 543 560 578 E Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014-2016 period (cumulative conversions) 0 0 0 0 0 0 Memorandum items F Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event (2) 0 0 0 F.1 Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario (2) 0 0 0 G Fully Loaded Common Equity Tier 1 Capital ratio (3) 15.51% 12.86% Conversions not considered for CET1 computation (2) Excluding instruments included in E (3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

2014 EU-wide Stress Test - Restructuring scenarios Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission. Baseline scenario Adverse scenario Risk exposure Risk exposure CET1 impact CET1 impact amount impact amount impact 2013 0 0 2014 0 0 0 0 2015 0 0 0 0 2016 0 0 0 0 Total 0 0 0 0 Narrative description of the transactions. (type, date of completion/commitment, portfolios, subsidiaries, branches)

2014 EU-wide Stress Test Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013 Baseline scenario Adverse scenario As of As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments) TOTAL RISK EXPOSURE AMOUNT COMMON EQUITY TIER 1 RATIO #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!

2014 EU-wide Stress Test Major Capital Measures from 1 January to 30 September 2014 Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014 Issuance of CET 1 Instruments Raising of capital instruments eligible as CET1 capital (+) Repayment of CET1 capital, buybacks (-) Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+) Impact on Common Equity Tier 1 Million EUR Net issuance of Additional Tier 1 and T2 Instruments Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse scenario during the stress test horizon (+/-) Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse scenario during the stress test horizon (+/-) Impact on Additional Tier 1 and Tier 2 Million EUR Losses Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-) Million EUR Other material losses and provisions from 1 January to 30 September 2014 (-)

2026 © DocPlayer.net Privacy Policy | Terms of Service | Feedback  | Do Not Sell My Personal Information