2014 EU-wide Stress Test · Bank Name DE - Deutsche Bank AG LEI Code 7LTWFZYICNSX8D621K86 DE...

Bank Name DE - Deutsche Bank AG

LEI Code 7LTWFZYICNSX8D621K86

DE

NUK_WL_NR_XX

version

1809014

No restructuring

2014 EU-wide Stress Test

Actual figures as of 31 December 2013 mln EUR, % Actual figures as of 31 December 2013 mln EUR, %

Operating profit before impairments 3,529 Operating profit before impairments 3,529

Impairment losses on financial and non-financial assets in the banking book 2,069 Impairment losses on financial and non-financial assets in the banking book 2,069

Common Equity Tier 1 capital (1) 47,312 Common Equity Tier 1 capital (1) 47,312

Total Risk Exposure (1) 353,103 Total Risk Exposure (1) 353,103

Common Equity Tier 1 ratio, % (1) 13.4% Common Equity Tier 1 ratio, % (1) 13.4%

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 4,609 3 yr cumulative operating profit before impairments 7,882

3 yr cumulative impairment losses on financial and non-financial assets in the banking book 9,411 3 yr cumulative impairment losses on financial and non-financial assets in the banking book 4,886

3 yr cumulative losses from the stress in the trading book 5,312 3 yr cumulative losses from the stress in the trading book 3,384

Valuation losses due to sovereign shock after tax and prudential filters 476 Common Equity Tier 1 capital (1) 47,794

Common Equity Tier 1 capital (1) 42,411 Total Risk Exposure (1) 377,913

Total Risk Exposure (1) 478,072 Common Equity Tier 1 ratio, % (1) 12.6%

Common Equity Tier 1 ratio, % (1) 8.9%

Memorandum items mln EUR

Memorandum items mln EUR Common EU wide CET1 Threshold (8.0%) 30,233

Common EU wide CET1 Threshold (5.5%) 26,294

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in

the 2014 -2016 period (cumulative conversions) (2)0

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)0

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse

scenario (3)0

(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

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:

01/01/2014.

2014 EU-wide Stress Test 2014 EU-wide Stress TestSummary Baseline Scenario

DE - Deutsche Bank AG

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:

01/01/2014.

Summary Adverse Scenario


2014 EU-wide Stress TestCredit Risk

(mln EUR, %)

Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Impairment

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Central banks and central governments 8 0 94,030 55 69,701 11 2 0 4,895 14 97 17 0 0 3 19 5 0 0.02% 50 38.72% 0.02% 70 39.95% 0.02% 91 40.62% 0.04% 74 29.67% 0.04% 123 29.06% 0.04% 171 28.88%

Institutions 5,202 0 62,121 273 38,244 40 1,561 0 10,096 143 1,077 60 1 0 10 1 5 0 0.10% 57 9.59% 0.09% 96 14.69% 0.10% 135 18.03% 0.14% 78 12.57% 0.15% 142 18.24% 0.15% 205 21.37%

Corporates 9,669 85 248,411 10,224 49,264 2,985 5,468 2 78,129 2,510 28,650 2,601 31 28 336 2,627 293 621 0.28% 3,770 22.82% 0.29% 4,403 23.90% 0.27% 4,999 24.70% 0.45% 4,350 24.79% 0.54% 5,588 26.55% 0.52% 6,747 27.60%

Corporates - Of Which: Specialised Lending 0 0 167 290 9,109 1,061 0 0 20 0 6,067 0 0 0 0 62 83 202 0.25% 407 22.45% 0.24% 405 22.03% 0.23% 408 21.77% 0.51% 452 23.58% 0.52% 484 23.95% 0.52% 514 24.05%

Corporates - Of Which: SME 190 14 2,826 228 1,566 240 225 0 1,763 25 1,535 324 1 10 17 79 92 96 1.05% 342 31.78% 1.00% 384 31.91% 0.94% 422 31.99% 1.59% 371 32.47% 1.64% 441 33.10% 1.60% 505 33.52%

Retail 0 0 185,591 4,887 11,867 975 0 0 36,414 362 7,008 1,205 0 0 788 2,109 122 702 0.50% 4,148 32.48% 0.49% 4,970 28.23% 0.49% 5,798 26.02% 0.58% 4,427 32.70% 0.65% 5,598 28.28% 0.68% 6,775 26.09%

Retail - Secured on real estate property 76.3% 0 0 150,721 2,462 5,504 543 0 0 22,368 246 2,359 651 0 0 681 442 44 28 0.26% 1,356 14.75% 0.26% 1,651 13.22% 0.26% 1,965 12.53% 0.31% 1,480 15.14% 0.35% 1,952 13.85% 0.37% 2,436 13.23%

Retail - Secured on real estate property - Of

Which: SME89.4% 0 0 4,709 38 15 9 0 0 895 3 7 10 0 0 2 7 0 0 0.76% 45 12.99% 0.76% 78 12.89% 0.75% 110 12.85% 0.87% 51 13.33% 0.99% 95 13.43% 0.99% 136 13.41%


Which: non-SME75.8% 0 0 146,012 2,424 5,489 534 0 0 21,473 244 2,352 641 0 0 679 436 44 28 0.24% 1,312 14.84% 0.24% 1,573 13.24% 0.25% 1,856 12.51% 0.30% 1,430 15.24% 0.33% 1,856 13.88% 0.35% 2,300 13.21%

Retail - Qualifying Revolving 0 0 4,508 28 1,148 64 0 0 619 2 861 71 0 0 3 16 0 207 1.03% 317 74.74% 0.99% 371 71.04% 1.00% 426 68.59% 1.18% 328 74.16% 1.34% 406 70.22% 1.41% 486 67.96%

Retail - Other Retail 0 0 30,362 2,396 5,215 367 0 0 13,427 113 3,788 484 0 0 104 1,650 78 467 1.43% 2,475 57.51% 1.40% 2,948 52.85% 1.40% 3,407 50.12% 1.60% 2,618 59.10% 1.79% 3,240 53.58% 1.86% 3,852 50.61%

Retail - Other Retail - Of Which: SME 0 0 4,054 64 720 127 0 0 1,364 2 417 176 0 0 4 39 42 104 1.56% 265 40.28% 1.54% 336 37.94% 1.53% 404 36.81% 1.74% 274 40.10% 2.04% 369 37.35% 2.02% 457 36.23%

Retail - Other Retail - Of Which: non-SME 0 0 26,308 2,332 4,495 240 0 0 12,063 111 3,371 308 0 0 99 1,611 37 363 1.42% 2,210 60.27% 1.38% 2,611 55.41% 1.38% 3,003 52.49% 1.58% 2,344 62.19% 1.75% 2,870 56.50% 1.83% 3,395 53.29%

Equity 3,932 10 0 0 3,023 0 11,193 37 0 0 3,083 0 0 0 0 0 0 0 0.49% 27 61.91% 0.47% 52 69.84% 0.46% 76 73.04% 0.61% 38 62.86% 0.61% 70 69.24% 0.60% 102 71.63%

Securitisation 12,127 496 35,426 105 2,095 53 4,296 3,215 4,625 835 1,253 665 130 251 0 0 34 0

Other non-credit obligation assets 0 0 9,593 0 118 0 0 0 13,275 0 97 0 0 0 0 0 0 0

TOTAL 30,939 592 635,173 15,544 174,312 4,064 22,521 3,254 147,434 3,863 41,264 4,549 162 279 1,137 4,755 459 1,324 0.29% 8,052 26.91% 0.29% 9,591 26.04% 0.28% 11,099 25.49% 0.39% 8,967 28.06% 0.45% 11,521 27.35% 0.45% 14,000 26.87%

Securitisation and re-securitisations positions deducted from capital * 0 0 0 0 0 0 0 0 0 0 0 0

(mln EUR, %)Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

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Central banks and central governments 0 0 2,489 0 39,248 0 0 0 4 0 1 0 0 0 0 0 3 0 0.01% 6 28.98% 0.01% 8 28.87% 0.01% 10 28.85% 0.01% 8 38.33% 0.02% 15 36.89% 0.02% 21 36.56%

Institutions 3,241 0 8,407 0 17,830 0 636 0 1,194 0 599 0 0 0 0 0 4 0 0.05% 11 24.37% 0.05% 17 24.38% 0.05% 24 24.27% 0.08% 15 23.88% 0.10% 29 23.71% 0.10% 42 23.66%

Corporates 5,833 82 37,197 1,533 24,795 1,051 3,203 1 15,518 275 13,173 715 23 28 144 669 95 226 0.22% 1,228 31.11% 0.21% 1,343 30.99% 0.20% 1,456 30.86% 0.36% 1,385 32.97% 0.42% 1,644 33.07% 0.41% 1,894 33.11%

Corporates - Of Which: Specialised Lending 0 0 0 0 4,357 507 0 0 0 0 2,900 0 0 0 0 0 50 92 0.27% 178 20.49% 0.26% 175 20.42% 0.25% 175 20.41% 0.43% 191 21.40% 0.44% 198 22.00% 0.44% 207 22.37%

Corporates - Of Which: SME 190 14 1,265 83 51 5 224 0 946 13 46 8 1 10 12 39 0 0 1.16% 80 50.97% 1.01% 95 51.82% 0.90% 107 52.25% 1.88% 94 52.07% 1.88% 121 53.78% 1.85% 146 54.53%

Retail 0 0 155,056 2,765 2,887 130 0 0 29,572 256 2,080 161 0 0 768 824 27 237 0.42% 2,340 27.21% 0.41% 2,851 23.42% 0.41% 3,383 21.64% 0.49% 2,495 26.70% 0.55% 3,266 23.13% 0.58% 4,060 21.55%

Retail - Secured on real estate property 77.6% 0 0 129,049 1,915 223 7 0 0 19,638 226 82 8 0 0 675 328 3 0 0.24% 1,097 15.39% 0.24% 1,306 13.23% 0.25% 1,537 12.32% 0.29% 1,186 15.35% 0.33% 1,528 13.44% 0.35% 1,896 12.66%


Which: SME96.9% 0 0 3,694 3 0 0 0 0 697 0 0 0 0 0 1 0 0 0 0.77% 30 12.39% 0.77% 57 12.42% 0.77% 82 12.43% 0.90% 35 12.55% 1.02% 70 12.75% 1.02% 103 12.81%


Which: non-SME77.0% 0 0 125,355 1,912 223 7 0 0 18,941 226 82 8 0 0 673 328 3 0 0.23% 1,067 15.54% 0.22% 1,250 13.28% 0.23% 1,455 12.31% 0.27% 1,151 15.50% 0.31% 1,457 13.48% 0.34% 1,794 12.65%

Retail - Qualifying Revolving 0 0 4,438 28 1,098 63 0 0 609 2 824 68 0 0 3 16 0 205 1.03% 314 75.18% 1.00% 368 71.49% 1.01% 421 69.04% 1.19% 325 74.59% 1.34% 402 70.65% 1.42% 481 68.37%

Retail - Other Retail 0 0 21,569 823 1,565 60 0 0 9,325 27 1,174 85 0 0 90 479 24 32 1.21% 929 50.49% 1.18% 1,177 47.00% 1.19% 1,425 45.17% 1.42% 985 50.10% 1.58% 1,336 46.57% 1.64% 1,682 44.78%

Retail - Other Retail - Of Which: SME 0 0 1,903 3 22 0 0 0 592 0 17 0 0 0 1 1 0 0 1.26% 27 42.57% 1.26% 51 42.67% 1.26% 73 42.70% 1.56% 33 42.76% 1.72% 65 42.82% 1.72% 95 42.87%

Retail - Other Retail - Of Which: non-SME 0 0 19,666 820 1,543 60 0 0 8,733 27 1,157 85 0 0 89 478 24 32 1.20% 902 50.80% 1.17% 1,127 47.23% 1.18% 1,352 45.32% 1.40% 952 50.43% 1.57% 1,272 46.79% 1.64% 1,587 44.91%

Equity 747 9 0 0 197 0 2,629 32 0 0 197 0 0 0 0 0 0 0 1.19% 12 48.94% 1.12% 22 60.00% 1.07% 32 65.10% 1.78% 22 53.60% 1.75% 38 61.73% 1.74% 53 65.08%

Securitisation 2,220 17 2,982 16 1,062 0 506 216 766 36 881 0 16 0 0 0 28 0


TOTAL 12,041 108 213,878 4,315 86,050 1,180 6,974 249 58,522 567 16,938 876 39 28 913 1,493 157 463 0.30% 3,596 28.47% 0.29% 4,241 25.43% 0.29% 4,905 23.80% 0.38% 3,926 28.70% 0.43% 4,992 25.79% 0.44% 6,070 24.33%



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Central banks and central governments 0 0 60,806 55 45 0 0 0 353 14 7 0 0 0 0 19 0 0 0.00% 19 34.33% 0.00% 20 34.45% 0.00% 20 34.58% 0.00% 19 34.37% 0.00% 20 34.61% 0.00% 20 34.84%

Institutions 150 0 13,985 1 8,252 2 67 0 1,866 1 171 3 0 0 1 0 0 0 0.08% 5 38.92% 0.08% 10 42.50% 0.08% 14 43.96% 0.11% 8 40.70% 0.10% 14 42.99% 0.10% 20 43.96%

Corporates 161 0 69,092 854 3,768 28 75 0 17,473 198 2,993 21 0 0 61 198 3 4 0.26% 313 21.55% 0.32% 463 23.62% 0.26% 586 24.58% 0.42% 395 23.23% 0.48% 624 24.90% 0.44% 832 25.53%

Corporates - Of Which: Specialised Lending 0 0 133 0 535 14 0 0 5 0 322 0 0 0 0 0 1 3 0.13% 5 22.79% 0.13% 6 23.11% 0.12% 6 23.35% 0.21% 6 23.74% 0.27% 7 24.64% 0.24% 9 25.02%

Corporates - Of Which: SME 0 0 417 0 1 0 0 0 202 0 1 0 0 0 2 0 0 0 2.35% 9 97.18% 2.35% 16 97.17% 2.34% 23 97.17% 3.96% 14 97.22% 4.23% 26 97.21% 4.23% 38 97.20%

Retail 0 0 391 25 85 6 0 0 33 3 63 8 0 0 0 21 2 4 0.49% 10 38.10% 0.47% 12 37.59% 0.45% 14 37.23% 0.49% 10 37.04% 0.48% 12 35.63% 0.47% 14 34.90%

Retail - Secured on real estate property 86.1% 0 0 58 2 2 2 0 0 9 0 1 2 0 0 0 0 0 0 0.19% 1 14.47% 0.19% 1 12.44% 0.19% 1 11.28% 0.22% 1 14.46% 0.29% 1 12.44% 0.31% 1 11.45%


Which: SME61.2% 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.01% 0 6.01% 0.01% 0 6.01% 0.01% 0 6.01% 0.02% 0 6.35% 0.02% 0 6.61% 0.02% 0 6.69%


Which: non-SME86.7% 0 0 57 2 2 2 0 0 9 0 1 2 0 0 0 0 0 0 0.19% 1 14.47% 0.19% 1 12.44% 0.20% 1 11.29% 0.23% 1 14.46% 0.29% 1 12.45% 0.31% 1 11.46%

Retail - Qualifying Revolving 0 0 5 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.41% 0 76.96% 0.37% 0 72.10% 0.41% 0 68.36% 0.51% 0 75.51% 0.58% 0 69.25% 0.59% 0 65.74%

Retail - Other Retail 0 0 328 23 83 4 0 0 23 3 62 6 0 0 0 21 2 4 0.53% 9 45.14% 0.51% 11 44.59% 0.48% 13 44.23% 0.53% 9 43.75% 0.51% 11 42.50% 0.49% 13 41.97%

Retail - Other Retail - Of Which: SME 0 0 1 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0.32% 0 23.46% 0.32% 0 23.42% 0.32% 0 23.38% 0.50% 0 24.45% 0.48% 0 21.41% 0.48% 0 20.64%

Retail - Other Retail - Of Which: non-SME 0 0 327 23 82 4 0 0 22 3 62 6 0 0 0 21 2 4 0.53% 9 45.17% 0.51% 11 44.64% 0.48% 13 44.30% 0.53% 9 43.80% 0.51% 11 42.58% 0.49% 13 42.08%

Equity 249 1 0 0 787 0 840 4 0 0 847 0 0 0 0 0 0 0 2.29% 7 73.81% 2.28% 14 78.42% 2.27% 21 80.06% 2.30% 7 73.81% 2.30% 14 78.37% 2.29% 21 79.99%

Securitisation 3,627 90 25,093 61 146 51 1,406 825 2,631 657 29 638 11 24 0 0 0 0


TOTAL 4,188 91 170,994 995 13,097 87 2,388 829 23,984 873 4,128 670 11 24 62 238 6 8 0.13% 354 22.93% 0.15% 518 24.91% 0.13% 654 25.90% 0.20% 439 24.32% 0.23% 684 25.88% 0.21% 907 26.50%



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Institutions 401 0 4,772 206 4,648 0 218 0 582 129 99 0 0 0 0 0 0 0 0.05% 3 1.29% 0.05% 6 2.44% 0.06% 9 3.62% 0.09% 5 2.08% 0.12% 12 4.67% 0.12% 18 6.86%

Corporates 195 0 20,912 1,569 6,771 69 115 0 4,123 546 545 16 3 0 10 278 1 15 0.15% 190 14.00% 0.16% 212 15.07% 0.15% 233 16.02% 0.24% 219 15.84% 0.32% 271 18.26% 0.31% 315 19.83%



Retail 0 0 273 76 490 114 0 0 65 6 366 168 0 0 0 22 0 21 1.64% 42 19.39% 1.63% 54 20.55% 1.63% 64 21.33% 2.70% 53 22.26% 2.80% 74 24.75% 2.73% 91 25.69%



Which: SME59.5% 0 0 5 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.04% 0 7.48% 0.04% 0 7.48% 0.04% 0 7.48% 0.07% 0 8.10% 0.07% 0 8.57% 0.07% 0 8.78%


Which: non-SME75.0% 0 0 238 34 481 114 0 0 59 1 359 167 0 0 0 8 0 20 1.68% 40 18.77% 1.68% 51 20.01% 1.68% 61 20.86% 2.78% 50 21.67% 2.90% 71 24.31% 2.83% 87 25.34%





Equity 129 0 0 0 1,348 0 413 0 0 0 1,348 0 0 0 0 0 0 0 0.13% 2 69.07% 0.13% 3 69.01% 0.13% 5 68.95% 0.16% 2 70.35% 0.23% 5 71.63% 0.22% 8 71.88%

Securitisation 2,227 312 267 6 56 0 830 1,147 50 41 49 0 0 220 0 0 0 0

Other non-credit obligation assets 0 0 40 0 0 0 0 0 40 0 0 0 0 0 0 0 0 0

TOTAL 2,952 312 27,637 1,856 21,125 183 1,576 1,147 4,977 722 2,407 183 3 220 10 300 1 36 0.16% 237 13.20% 0.15% 276 14.51% 0.15% 313 15.64% 0.25% 279 15.12% 0.30% 363 17.85% 0.28% 433 19.59%



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Institutions 371 0 2,574 0 621 0 271 0 362 0 11 0 0 0 0 0 0 0 0.05% 1 26.28% 0.04% 2 26.34% 0.05% 2 26.43% 0.08% 2 27.66% 0.10% 3 27.74% 0.10% 4 27.73%

Corporates 361 0 4,858 551 647 373 198 0 1,763 68 506 466 0 0 6 341 1 38 0.66% 157 25.21% 0.66% 191 25.91% 0.65% 224 26.42% 0.98% 175 26.02% 1.26% 240 27.34% 1.22% 299 27.93%



Retail 0 0 11,454 1,230 4,879 468 0 0 3,019 67 2,670 531 0 0 7 792 37 224 0.81% 873 42.65% 0.79% 1,000 39.10% 0.78% 1,122 36.85% 0.87% 953 46.58% 0.99% 1,113 42.28% 1.05% 1,278 39.82%

Retail - Secured on real estate property 52.2% 0 0 6,651 98 2,686 347 0 0 538 1 1,026 389 0 0 1 16 33 7 0.17% 58 5.67% 0.16% 73 6.39% 0.16% 88 6.84% 0.22% 66 6.73% 0.24% 89 7.87% 0.25% 112 8.59%


Which: SME38.2% 0 0 162 3 0 0 0 0 56 0 0 0 0 0 0 0 0 0 1.34% 2 11.51% 1.33% 4 12.44% 1.33% 6 12.78% 1.36% 2 11.55% 1.79% 5 12.74% 1.78% 7 13.06%


Which: non-SME52.5% 0 0 6,489 96 2,686 347 0 0 482 1 1,026 389 0 0 0 16 33 7 0.15% 56 5.49% 0.14% 69 6.12% 0.15% 82 6.53% 0.20% 64 6.58% 0.22% 84 7.63% 0.22% 105 8.34%


Retail - Other Retail 0 0 4,800 1,131 2,149 119 0 0 2,480 66 1,612 139 0 0 7 777 4 217 1.60% 814 60.25% 1.60% 926 54.71% 1.60% 1,033 51.31% 1.68% 887 66.04% 1.94% 1,024 59.24% 2.11% 1,165 55.37%


Retail - Other Retail - Of Which: non-SME 0 0 4,097 1,129 2,148 119 0 0 2,357 66 1,611 139 0 0 6 776 4 215 1.59% 801 63.39% 1.59% 902 58.93% 1.60% 1,001 55.96% 1.68% 873 69.65% 1.92% 996 64.60% 2.10% 1,127 61.30%

Equity 5 0 0 0 20 0 15 0 0 0 20 0 0 0 0 0 0 0 1.19% 0 90.00% 1.19% 0 90.00% 1.19% 0 90.00% 1.19% 0 89.99% 1.19% 0 89.99% 1.19% 0 89.99%

Securitisation 33 1 151 0 743 0 22 13 26 0 276 0 0 0 0 0 6 0


TOTAL 778 1 20,683 1,781 10,445 840 508 13 5,743 135 3,483 997 1 0 14 1,134 45 262 0.69% 1,032 38.55% 0.68% 1,193 36.12% 0.67% 1,349 34.56% 0.82% 1,134 41.40% 0.95% 1,364 38.45% 0.98% 1,594 36.76%



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Central banks and central governments 0 0 161 0 5,753 0 0 0 9 0 2 0 0 0 0 0 0 0 0.01% 0 36.95% 0.01% 0 36.88% 0.01% 1 36.87% 0.02% 0 38.25% 0.03% 1 37.83% 0.03% 1 38.05%

Institutions 81 0 2,147 0 143 6 38 0 458 0 41 9 0 0 0 0 0 0 0.05% 2 9.03% 0.05% 2 12.77% 0.05% 3 15.19% 0.06% 2 10.51% 0.09% 3 16.00% 0.09% 5 18.74%

Corporates 687 0 8,223 767 5,825 782 470 0 2,264 251 5,712 851 1 0 8 4 156 233 0.35% 481 15.06% 0.35% 518 15.39% 0.33% 555 15.70% 0.59% 526 16.10% 0.64% 602 16.86% 0.62% 674 17.42%


Corporates - Of Which: SME 0 0 154 0 1,441 216 0 0 93 0 1,418 291 0 0 0 0 91 89 0.39% 187 25.75% 0.41% 194 24.13% 0.38% 201 22.95% 0.64% 192 24.74% 0.64% 203 22.82% 0.60% 213 21.59%

Retail 0 0 96 3 1,148 211 0 0 16 0 632 284 0 0 0 1 44 107 0.49% 159 30.98% 0.49% 165 29.66% 0.48% 171 28.59% 0.66% 161 30.29% 0.84% 173 28.67% 0.80% 183 27.39%



Which: SME57.1% 0 0 0 0 6 9 0 0 0 0 2 10 0 0 0 0 0 0 0.19% 0 0.14% 0.19% 0 0.27% 0.19% 0 0.39% 0.32% 0 0.23% 0.39% 0 0.48% 0.33% 0 0.66%


Which: non-SME73.2% 0 0 79 3 333 34 0 0 12 0 146 38 0 0 0 1 0 0 0.23% 2 3.52% 0.22% 3 4.24% 0.22% 4 4.70% 0.34% 2 4.09% 0.38% 4 5.13% 0.37% 5 5.64%





Equity 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 1.09% 0 81.46% 1.09% 0 81.47% 1.09% 0 81.49% 1.09% 0 81.46% 1.09% 0 81.47% 1.09% 0 81.49%

Securitisation 759 12 270 0 0 0 153 154 19 0 0 0 59 0 0 0 0 0


TOTAL 1,528 12 10,907 770 12,869 999 661 154 2,777 251 6,387 1,144 60 0 8 5 200 340 0.31% 642 17.46% 0.31% 686 17.56% 0.29% 729 17.67% 0.51% 689 18.20% 0.56% 779 18.62% 0.54% 863 18.93%


as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

Netherlands

F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013) Baseline Scenario Adverse Scenario

F-IRB A-IRB STA F-IRB A-IRB STA

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB as of 31/12/2014 as of 31/12/2015 as of 31/12/2016A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB as of 31/12/2015 as of 31/12/2016STA 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 31/12/2013)

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

Germany

LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013)

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 31/12/2016LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013)


(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Value adjustments and provisions (as of 31/12/2013) Baseline Scenario

LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013) 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






United States

United Kingdom

Italy

2014 EU-wide Stress TestCredit Risk

LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013) Adverse ScenarioBaseline Scenario


Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 82 0 1,161 8 1,647 0 23 0 95 1 2 0 0 0 0 1 0 0 0.13% 2 13.76% 0.13% 2 17.98% 0.13% 3 21.04% 0.14% 2 14.00% 0.15% 3 18.59% 0.15% 3 21.76%

Corporates 165 0 8,515 1,610 1,568 41 95 0 1,226 271 1,197 0 1 0 6 79 10 29 0.21% 128 6.95% 0.20% 137 7.32% 0.20% 146 7.66% 0.29% 150 8.09% 0.34% 172 9.03% 0.33% 187 9.52%



Retail 0 0 29 4 861 3 0 0 7 0 327 3 0 0 0 1 8 0 0.26% 13 17.12% 0.25% 14 14.30% 0.26% 15 13.14% 0.28% 14 17.58% 0.33% 16 15.04% 0.38% 18 13.85%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Which: non-SME57.0% 0 0 24 4 797 2 0 0 7 0 279 2 0 0 0 1 6 0 0.19% 4 13.74% 0.19% 6 10.70% 0.20% 7 9.53% 0.21% 5 14.20% 0.25% 7 11.31% 0.30% 9 10.12%





Equity 46 0 0 0 28 0 169 0 0 0 28 0 0 0 0 0 0 0 0.51% 0 77.42% 0.49% 0 77.60% 0.47% 1 77.73% 0.65% 0 74.78% 0.63% 1 74.47% 0.62% 1 74.38%

Securitisation 29 0 361 0 0 0 19 0 25 0 0 0 0 0 0 0 0 0


TOTAL 322 0 10,116 1,623 8,434 44 306 0 1,359 272 1,627 3 1 0 7 81 18 29 0.19% 143 7.19% 0.18% 154 7.62% 0.18% 165 8.02% 0.25% 165 8.31% 0.28% 191 9.32% 0.28% 210 9.86%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 118 0 1,654 0 12 0 39 0 579 0 0 0 0 0 2 0 0 0 0.48% 7 19.66% 0.48% 11 19.66% 0.48% 15 19.65% 0.64% 8 17.90% 0.65% 14 17.81% 0.65% 20 17.77%

Corporates 122 0 3,846 942 464 261 151 0 2,587 206 385 3 0 0 11 344 2 40 0.96% 439 39.32% 0.96% 471 39.27% 0.95% 503 39.22% 1.80% 500 42.63% 2.56% 586 42.92% 2.62% 670 43.10%



Retail 0 0 9,836 540 248 19 0 0 2,329 20 106 23 0 0 5 328 0 1 0.79% 414 43.96% 0.78% 490 37.73% 0.78% 563 34.29% 0.86% 432 45.07% 0.99% 532 38.89% 0.97% 623 35.44%

Retail - Secured on real estate property 59.1% 0 0 7,645 290 206 19 0 0 1,136 16 75 23 0 0 1 63 0 0 0.44% 99 16.72% 0.44% 133 15.43% 0.44% 165 14.77% 0.51% 111 18.32% 0.57% 159 17.56% 0.56% 200 16.75%


Which: SME56.5% 0 0 509 18 0 0 0 0 68 3 0 0 0 0 0 3 0 0 0.65% 7 14.30% 0.65% 10 13.35% 0.65% 13 12.93% 0.74% 8 15.59% 0.84% 12 15.15% 0.84% 16 14.64%


Which: non-SME59.3% 0 0 7,136 272 206 19 0 0 1,068 13 75 23 0 0 1 60 0 0 0.43% 92 16.93% 0.43% 123 15.63% 0.42% 152 14.95% 0.49% 103 18.56% 0.56% 147 17.79% 0.54% 184 16.96%


Retail - Other Retail 0 0 2,186 250 41 0 0 0 1,192 4 31 0 0 0 4 265 0 1 2.01% 315 90.17% 2.01% 357 81.37% 2.01% 398 75.79% 2.11% 321 90.99% 2.46% 372 80.88% 2.47% 423 75.12%


Retail - Other Retail - Of Which: non-SME 0 0 1,226 234 41 0 0 0 731 3 31 0 0 0 2 253 0 1 1.76% 279 96.98% 1.76% 301 89.15% 1.76% 321 83.52% 1.84% 284 98.02% 2.04% 308 89.17% 2.05% 333 83.37%

Equity 8 0 0 0 18 0 31 0 0 0 18 0 0 0 0 0 0 0 0.29% 0 78.68% 0.28% 0 78.63% 0.28% 0 78.57% 0.29% 0 78.68% 0.28% 0 78.63% 0.28% 0 78.57%

Securitisation 208 0 0 0 3 0 182 0 0 0 1 0 0 0 0 0 0 0


TOTAL 457 0 16,594 1,482 924 291 403 0 6,095 226 569 43 0 0 19 672 4 41 0.74% 865 41.21% 0.73% 979 38.11% 0.73% 1,088 36.05% 1.02% 952 42.39% 1.27% 1,152 39.05% 1.28% 1,341 36.97%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 24 0 1,835 0 9 0 9 0 329 0 2 0 0 0 0 0 0 0 0.03% 0 33.20% 0.03% 1 33.28% 0.03% 1 33.28% 0.04% 1 32.66% 0.07% 1 32.80% 0.06% 2 32.98%

Corporates 151 0 7,822 166 802 0 67 0 1,423 68 234 0 0 0 3 10 1 4 0.07% 24 10.22% 0.07% 30 11.91% 0.07% 36 13.27% 0.12% 31 12.92% 0.17% 45 15.97% 0.16% 58 17.84%



Retail 0 0 226 5 16 1 0 0 42 1 10 1 0 0 1 2 0 0 0.34% 4 23.01% 0.33% 5 19.56% 0.33% 5 17.85% 0.39% 4 23.23% 0.44% 5 19.85% 0.46% 6 18.24%



Which: SME92.1% 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.05% 0 10.16% 0.05% 0 10.16% 0.05% 0 10.16% 0.08% 0 10.16% 0.08% 0 10.16% 0.08% 0 10.16%


Which: non-SME73.7% 0 0 176 4 4 1 0 0 32 0 1 1 0 0 1 1 0 0 0.29% 2 14.99% 0.28% 2 13.16% 0.29% 3 12.28% 0.33% 2 15.53% 0.39% 3 13.83% 0.40% 3 12.98%





Equity 40 0 0 0 41 0 102 0 0 0 41 0 0 0 0 0 0 0 1.06% 0 90.00% 1.06% 0 90.00% 1.06% 0 90.00% 1.06% 0 90.00% 1.06% 0 90.00% 1.06% 0 90.00%

Securitisation 0 0 139 0 0 0 0 0 10 0 0 0 0 0 0 0 0 0


TOTAL 215 0 13,959 171 867 2 178 0 1,850 69 286 1 0 0 4 11 1 4 0.06% 29 11.20% 0.06% 36 12.82% 0.06% 43 14.07% 0.09% 36 13.76% 0.13% 52 16.58% 0.12% 67 18.24%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 324 0 3,122 0 1,047 0 126 0 584 0 31 0 0 0 0 0 0 0 0.07% 1 37.60% 0.07% 2 38.00% 0.07% 2 38.10% 0.12% 1 38.14% 0.16% 3 38.27% 0.15% 5 38.34%

Corporates 1,001 0 3,470 4 1,103 9 677 0 1,200 3 721 13 1 0 3 0 10 0 0.43% 24 40.76% 0.42% 40 48.00% 0.42% 55 51.27% 0.83% 44 37.89% 1.10% 85 44.32% 1.16% 129 48.44%



Retail 0 0 157 6 17 0 0 0 23 0 7 0 0 0 0 2 0 0 0.33% 4 26.04% 0.32% 4 21.75% 0.33% 5 19.49% 0.39% 4 25.86% 0.44% 5 21.39% 0.46% 6 19.18%



Which: SME81.7% 0 0 2 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.56% 0 18.15% 0.56% 0 18.15% 0.56% 0 18.15% 0.69% 0 19.19% 1.01% 0 19.97% 1.02% 0 20.23%


Which: non-SME69.0% 0 0 67 4 15 0 0 0 10 0 5 0 0 0 0 1 0 0 0.37% 2 14.62% 0.37% 2 13.21% 0.37% 2 12.44% 0.42% 2 15.01% 0.45% 2 13.79% 0.47% 2 13.06%





Equity 2 0 0 0 9 0 5 0 0 0 9 0 0 0 0 0 0 0 0.83% 0 51.04% 0.83% 0 51.05% 0.82% 0 51.05% 0.83% 0 51.11% 0.84% 0 51.22% 0.84% 0 51.26%

Securitisation 740 0 2 0 0 0 287 0 0 0 0 0 0 0 0 0 0 0


TOTAL 2,066 0 7,589 10 5,416 9 1,095 0 1,831 3 768 13 1 0 4 2 11 0 0.30% 29 37.53% 0.29% 46 42.66% 0.29% 62 45.06% 0.57% 50 32.07% 0.74% 93 36.60% 0.77% 140 39.59%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Central banks and central governments 0 0 458 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.01% 0 28.86% 0.01% 0 28.86% 0.01% 0 28.86% 0.01% 0 28.86% 0.01% 0 28.86% 0.02% 0 30.00%

Institutions 0 0 101 0 0 0 0 0 19 0 0 0 0 0 0 0 0 0 0.19% 0 49.81% 0.19% 0 49.81% 0.19% 0 49.80% 0.32% 0 49.81% 0.53% 0 49.80% 0.53% 0 49.80%

Corporates 2 0 10,544 7 52 0 1 0 2,951 8 43 0 0 0 8 0 0 1 0.21% 26 55.36% 0.21% 43 56.25% 0.21% 59 56.62% 0.31% 34 56.80% 0.46% 70 58.14% 0.45% 106 58.38%

Corporates - Of Which: Specialised Lending 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 0 0 18 0 16 0 0 0 3 0 12 0 0 0 0 0 0 0 0.93% 1 66.73% 0.91% 1 63.52% 0.90% 1 62.31% 0.99% 1 63.04% 0.99% 1 57.48% 0.98% 1 55.41%



Which: SME81.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6.57% 0 21.18% 6.56% 0 21.18% 6.56% 0 21.17% 7.36% 0 23.74% 7.95% 0 25.66% 8.15% 0 26.29%


Which: non-SME82.8% 0 0 15 0 16 0 0 0 2 0 12 0 0 0 0 0 0 0 0.97% 0 66.36% 0.97% 1 66.33% 0.97% 1 66.14% 1.00% 0 57.71% 1.00% 1 57.51% 1.01% 1 57.11%





Equity 2,282 0 0 0 98 0 5,709 0 0 0 98 0 0 0 0 0 0 0 0.04% 1 59.07% 0.04% 2 59.07% 0.04% 3 59.07% 0.04% 1 59.07% 0.04% 2 59.07% 0.04% 3 59.07%

Securitisation 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


TOTAL 2,284 0 11,126 7 167 0 5,710 0 2,978 8 153 0 0 0 8 0 0 1 0.17% 28 55.68% 0.17% 46 56.36% 0.17% 64 56.66% 0.24% 35 56.88% 0.35% 74 58.03% 0.35% 111 58.22%


LTV % (as of

31/12/2013)


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 31/12/2016F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB as of 31/12/2014 as of 31/12/2015 as of 31/12/2016A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB as of 31/12/2015 as of 31/12/2016STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014

Adverse Scenario


31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013)

Adverse Scenario


31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013)

Baseline Scenario

Value adjustments and provisions (as of 31/12/2013) Baseline Scenario






Luxembourg

Spain

Switzerland

China

France

2014 EU-wide Stress Test P&L

(mln EUR) 31/12/2014 31/12/2015 31/12/2016 31/12/2014 31/12/2015 31/12/2016

Net interest income 13,593 13,593 13,242 12,896 13,188 13,150 13,181

Net trading income 2,175 2,852 3,190 1,211 2,273 2,805

of which trading losses from stress scenarios -1,692 -1,015 -677 -2,656 -1,593 -1,062

Other operating income -67 -67 -67 -67 -152 -85 -67

Operating profit before impairments 3,529 2,413 2,739 2,731 444 1,741 2,424

Impairment of financial assets (-) -2,056 -1,568 -1,540 -1,739 -3,511 -2,357 -3,321

Impairment of financial assets other than instruments designated at fair value

through P&L (-)-1,994 -1,568 -1,540 -1,510 -2,526 -2,629 -2,533

Impairment Financial assets designated at fair value through P&L (-) -62 0 0 -230 -985 272 -788

Impairment on non financial assets (-) -13 -13 -13 -13 -111 -67 -44

Operating profit after impairments from stress scenarios 1,460 832 1,186 978 -3,178 -683 -941

Other Income and expenses 9 3,389 3,389 3,389 3,469 3,530 3,504

Pre-Tax profit 1,469 4,221 4,575 4,367 291 2,847 2,563

Tax -731 -1,266 -1,373 -1,310 -87 -854 -769

Net income 738 2,955 3,203 3,057 203 1,993 1,794

Attributable to owners of the parent 732 2,931 3,177 3,033 203 1,993 1,794

of which carried over to capital through retained earnings -33 2,166 2,412 2,268 -307 1,483 1,284

of which distributed as dividends 765 765 765 765 510 510 510

In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

31/12/2013



RWA

(mln EUR)as of 31/12/2013 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 247,399 256,239 262,235 267,257 302,040 339,405 342,600

Risk exposure amount Securitisation and re-securitisations 39,371 47,447 52,125 56,022 62,088 77,929 85,208

Risk exposure amount Other credit risk 208,028 208,793 210,110 211,235 239,952 261,476 257,393

Risk exposure amount for market risk 54,813 57,674 58,937 59,764 74,963 81,390 84,580

Risk exposure amount for operational risk 50,891 50,891 50,891 50,891 50,891 50,891 50,891

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 353,103 364,805 372,064 377,913 427,894 471,687 478,072


(mln EUR) as of 31/12/2013 31/12/2014 31/12/2015 31/12/2016 31/12/2014 31/12/2015 31/12/2016

Banking Book 50,302

Trading Book (excl. correlation trading positions under CRM) 14,809

Correlation Trading Portfolio (CRM) 34,534

Total 99,645

Banking Book 14,890 18,566 20,780 22,937 25,937 34,910 37,516

Trading Book (excl. correlation trading positions under CRM) 24,481 28,881 31,345 33,085 36,151 43,019 47,691

Total 39,371 47,447 52,125 56,022 62,088 77,929 85,208

Hold to Maturity porfolio 397 401 401 402 444 518 573

Available for Sale porfolio 2 2 2 2 2 2 2

Held for trading portfolio

Total 399 403 403 404 446 520 575


Impairments

Baseline scenario Adverse scenario

Exposure values

Risk exposure values

Securitisation

2014 EU-wide Stress Test - Sovereign Exposure

(mln EUR)

[ 0 - 3M [ 9 1 9 0 0 4 0 0 75 0 233 0 468 0

[ 3M - 1Y [ 56 0 56 51 0 4 0 0 0 0 650 0 624 0

[ 1Y - 2Y [ 1,417 0 1,400 1,364 0 36 133 17 0 0 962 0 908 0

[ 2Y - 3Y [ 10 0 0 0 0 0 60 4 40 0 953 0 979 -1

[3Y - 5Y [ 1,017 0 947 718 228 0 50 6 0 0 700 1 818 -1

[5Y - 10Y [ 605 0 434 384 0 50 783 133 527 -102 505 0 513 0

[10Y - more 1,616 0 1,512 1,197 0 315 165 89 95 -10 0 0 0 0

Tot 4,730 1 4,357 3,714 228 409 1,191 249 737 -113 4,003 1 4,311 -2

[ 0 - 3M [ 53 50 0 0 0 0 0 0 0 0 17 0 111 0

[ 3M - 1Y [ 100 90 97 0 0 7 200 3 50 0 732 0 674 0

[ 1Y - 2Y [ 50 0 2 0 0 2 9 0 0 0 823 0 746 0

[ 2Y - 3Y [ 173 0 120 105 0 15 200 10 0 0 960 1 1,052 0

[3Y - 5Y [ 1,555 2 1,355 1,323 0 30 200 30 0 0 692 0 769 0

[5Y - 10Y [ 479 0 224 224 0 0 322 57 111 0 349 0 372 0

[10Y - more 220 0 11 0 0 11 436 151 100 0 0 0 0 0

Tot 2,629 142 1,809 1,652 0 65 1,367 251 261 0 3,573 1 3,725 -1

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 59 0 67 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 214 0 247 0

[ 1Y - 2Y [ 1 0 1 0 0 1 0 0 0 0 177 0 261 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 174 0 150 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 487 0 472 -1

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 16 0 27 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 1 0 1 0 0 1 0 0 0 0 1,127 1 1,223 -1

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 9 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 44 0 36 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 57 2 70 0

[5Y - 10Y [ 2 0 2 0 0 2 0 0 0 0 1 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 2 0 2 0 0 2 0 0 0 0 112 2 106 0

[ 0 - 3M [ 47 0 47 0 0 47 0 0 0 0 28 0 11 0

[ 3M - 1Y [ 57 0 22 0 0 22 566 36 800 -37 343 0 275 0

[ 1Y - 2Y [ 1 0 1 0 0 1 262 0 0 0 147 0 217 0

[ 2Y - 3Y [ 3 0 3 0 0 3 0 0 0 0 99 0 159 0

[3Y - 5Y [ 22 0 1 0 0 1 109 21 0 0 214 0 258 0

[5Y - 10Y [ 74 0 19 0 0 19 1,000 54 0 0 42 0 77 0

[10Y - more 3 0 3 0 0 3 0 0 0 0 0 0 0 0

Tot 207 0 95 0 0 95 1,938 111 800 -37 873 0 998 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 62 0 62 0

[ 3M - 1Y [ 27 0 27 0 0 27 0 0 134 -5 637 0 546 0

[ 1Y - 2Y [ 6 0 3 0 0 3 5 0 182 -13 870 0 766 0

[ 2Y - 3Y [ 49 0 49 0 0 49 0 0 50 -5 534 0 587 0

[3Y - 5Y [ 7 0 0 0 0 0 67 7 27 -2 152 0 228 0

[5Y - 10Y [ 71 0 47 0 0 47 0 0 119 -5 186 0 161 0

[10Y - more 1 0 0 0 0 0 30 1 807 -86 0 0 7 0

Tot 160 0 126 0 0 126 102 8 1,318 -117 2,440 0 2,358 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 7 0 7 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 38 0 26 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 4 0 4 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 25 0 22 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 23 0 23 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 1 0 7 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 98 0 89 0

[ 0 - 3M [ 3 0 0 0 0 0 148 3 0 0 23 0 23 0

[ 3M - 1Y [ 35 0 10 0 0 10 522 25 0 0 582 0 488 0

[ 1Y - 2Y [ 94 0 94 18 0 76 0 0 3,320 -265 766 0 708 0

[ 2Y - 3Y [ 280 0 271 267 0 5 100 9 540 -15 463 0 485 0

[3Y - 5Y [ 551 0 422 379 0 43 1,115 123 450 -3 167 0 149 0

[5Y - 10Y [ 310 0 12 0 0 12 5,471 292 2,078 -390 78 0 135 0

[10Y - more 18 0 5 0 0 5 40 8 350 -4 0 0 0 0

Tot 1,291 0 814 663 0 151 7,396 459 6,738 -677 2,079 0 1,989 0

[ 0 - 3M [ 230 91 145 0 0 55 763 15 1,733 -7 111 0 122 0

[ 3M - 1Y [ 1,436 610 1,313 1 610 93 1,284 47 1,212 -71 935 0 992 0

[ 1Y - 2Y [ 458 0 312 0 312 0 1,344 66 179 -1 2,373 0 2,357 0

[ 2Y - 3Y [ 476 0 279 0 279 0 1,166 85 743 -88 2,334 0 2,466 0

[3Y - 5Y [ 3,909 0 3,362 3,030 329 0 3,285 201 178 -9 3,578 1 3,598 -1

[5Y - 10Y [ 847 40 306 62 0 203 1,201 214 1,082 -174 1,249 1 1,062 -1

[10Y - more 668 0 0 0 0 0 748 109 370 -40 356 23 105 0

Tot 8,024 741 5,718 3,094 1,530 351 9,792 736 5,497 -391 10,936 25 10,702 -3

Residual Maturity Country / Region

GROSS DIRECT LONG

EXPOSURES (accounting value gross

of provisions)

(1)

NET DIRECT POSITIONS (gross exposures (long) net of cash short

positions of sovereign debt to other counterpaties only where there

is a maturity matching)

(1)

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)

Derivatives with positive fair value at

31/12/2013

Derivatives with negative fair value at

31/12/2013

Derivatives with positive fair value

at 31/12/2013

Derivatives with negative fair

value at 31/12/2013

VALUES AS OF 31/12/2013 VALUES AS OF 31/12/2013 VALUES AS OF 31/12/2013

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Fair-value at

31/12/2013 (+)Notional value

Fair-value at

31/12/2013 (-)Notional value

Fair-value at


Fair-value at 31/12/2013

(-)

Austria

Belgium

Bulgaria

Cyprus

Notional value

Czech Republic

Denmark

Estonia

Finland

France


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 4,619 4,295 4,540 82 0 101 417 15 82 -15 0 0 0 0

[ 3M - 1Y [ 5,315 2,647 4,822 326 0 1,740 5,133 103 1,553 -21 485 0 422 0

[ 1Y - 2Y [ 3,379 1,768 2,700 211 0 711 2,683 117 2,269 -112 460 0 439 0

[ 2Y - 3Y [ 3,122 804 2,575 944 597 278 5,080 316 1,554 -114 218 0 275 0

[3Y - 5Y [ 6,617 1,492 5,679 2,289 483 1,415 2,985 330 908 -36 37 0 13 0

[5Y - 10Y [ 6,667 1,766 4,346 2,441 0 138 5,202 1,019 8,070 -959 17 0 17 0

[10Y - more 2,827 1,582 1,896 0 0 327 2,653 441 6,486 -1,324 0 0 0 0

Tot 32,546 14,355 26,556 6,293 1,080 4,710 24,153 2,342 20,922 -2,581 1,217 0 1,166 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 10 0 29 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 130 0 92 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 167 0 238 0

[ 2Y - 3Y [ 30 30 30 0 0 0 0 0 0 0 263 0 273 0

[3Y - 5Y [ 26 0 2 0 0 2 345 25 0 0 405 1 501 -1

[5Y - 10Y [ 102 0 22 0 0 22 1,008 80 0 0 575 1 630 -7

[10Y - more 41 0 0 0 0 0 363 40 0 0 0 0 0 0

Tot 200 30 55 0 0 25 1,716 144 0 0 1,551 2 1,763 -8

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 5 1 5 0

[5Y - 10Y [ 5 0 5 0 0 5 500 0 0 0 4 1 4 0

[10Y - more 47 0 46 0 0 46 0 0 500 -19 0 0 0 0

Tot 52 0 51 0 0 51 500 0 500 -19 9 2 9 0

[ 0 - 3M [ 49 0 49 0 0 49 0 0 0 0 171 0 194 0

[ 3M - 1Y [ 214 0 60 0 0 60 602 155 9 -1 475 1 464 0

[ 1Y - 2Y [ 29 0 29 0 0 29 0 0 0 0 503 1 508 0

[ 2Y - 3Y [ 124 0 36 0 0 36 396 88 0 0 605 0 528 -1

[3Y - 5Y [ 2 0 0 0 0 0 0 0 0 0 803 1 810 -1

[5Y - 10Y [ 38 0 23 0 0 23 479 14 479 -3 135 0 128 -1

[10Y - more 57 0 0 0 0 0 300 57 154 -4 0 0 0 0

Tot 513 0 197 0 0 197 1,777 313 643 -8 2,692 2 2,633 -3

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 1 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 31 0 11 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 45 0 36 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 61 0 42 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 36 0 80 0

[5Y - 10Y [ 4 0 4 0 0 4 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 4 0 4 0 0 4 0 0 0 0 174 1 169 0

[ 0 - 3M [ 26 0 2 0 0 2 508 24 0 0 74 0 63 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 823 0 765 0

[ 1Y - 2Y [ 28 0 3 0 0 3 844 25 0 0 950 0 933 0

[ 2Y - 3Y [ 54 0 12 0 0 12 1,589 47 0 0 772 0 798 0

[3Y - 5Y [ 21 0 10 0 0 10 300 11 0 0 1,247 0 1,212 -1

[5Y - 10Y [ 874 0 327 327 0 0 5,066 498 340 -21 390 1 371 -1

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 1,003 0 354 327 0 27 8,308 604 340 -21 4,256 1 4,142 -2

[ 0 - 3M [ 124 87 0 0 0 0 71 1 124 0 897 0 644 0

[ 3M - 1Y [ 1,315 92 913 0 0 419 876 92 0 0 1,618 0 2,392 -1

[ 1Y - 2Y [ 774 0 16 16 0 0 2,834 404 0 0 5,102 1 5,184 -29

[ 2Y - 3Y [ 56 0 0 0 0 0 0 2 0 0 6,573 1 8,508 -40

[3Y - 5Y [ 2,980 0 1,621 1,621 0 0 11,079 1,163 0 0 9,869 10 10,719 -4

[5Y - 10Y [ 3,651 360 1,101 1,101 0 0 7,339 1,048 323 -212 8,131 38 5,412 -9

[10Y - more 934 0 416 416 0 0 1,375 326 305 -56 1,883 84 1,700 -3

Tot 9,834 539 4,066 3,154 0 419 23,574 3,036 752 -269 34,072 135 34,559 -86

[ 0 - 3M [ 1 1 1 0 0 0 0 0 0 0 5 0 5 0

[ 3M - 1Y [ 2 0 2 0 0 2 0 0 0 0 37 0 54 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 79 1 76 -1

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 24 0 25 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 189 0 226 0

[5Y - 10Y [ 5 0 0 0 0 0 138 5 0 0 4 0 10 0

[10Y - more 202 0 0 0 0 0 225 202 18 0 0 0 0 0

Tot 211 1 4 0 0 2 363 207 18 0 337 1 396 -2

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Latvia

Germany

Greece

Hungary

Iceland

Ireland

Italy

Croatia

Liechtenstein


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 10 0 10 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 24 0 26 0

[ 1Y - 2Y [ 4 0 4 0 0 4 0 0 0 0 52 0 50 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 78 0 79 0

[3Y - 5Y [ 3 0 3 0 0 3 0 0 0 0 91 0 87 0

[5Y - 10Y [ 56 0 5 0 0 5 508 51 0 0 14 0 26 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 63 0 12 0 0 12 508 51 0 0 268 0 278 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 62 0 62 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 96 0 93 76 0 17 0 0 0 0 0 0 0 0

[10Y - more 7 0 7 0 0 7 0 0 0 0 0 0 0 0

Tot 166 0 162 76 0 24 0 0 0 0 0 0 0 0

[ 0 - 3M [ 20 0 20 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 20 0 20 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 137 55 110 0 0 53 1,050 27 415 -8 104 0 83 0

[ 3M - 1Y [ 135 14 2 0 0 0 3,472 117 2,009 -24 616 0 592 0

[ 1Y - 2Y [ 1,674 0 1,372 1,168 0 204 4,147 288 5,739 -326 714 0 678 0

[ 2Y - 3Y [ 1,090 7 339 266 0 66 8,728 668 956 -68 441 0 562 0

[3Y - 5Y [ 5,171 4 4,605 4,318 0 282 5,936 480 1,750 -280 442 0 449 0

[5Y - 10Y [ 1,589 0 717 717 0 0 90 14 4,939 -760 190 0 152 0

[10Y - more 563 1 476 476 0 0 192 36 2,358 -636 0 0 0 0

Tot 10,359 82 7,622 6,945 0 605 23,616 1,630 18,166 -2,102 2,506 0 2,516 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 517 0 496 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 586 0 592 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 465 0 437 0

[3Y - 5Y [ 16 0 16 0 0 16 0 0 0 0 210 0 246 0

[5Y - 10Y [ 39 0 35 0 0 35 0 0 0 0 47 0 38 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 55 0 51 0 0 51 0 0 0 0 1,826 0 1,810 0

[ 0 - 3M [ 30 10 25 8 0 0 0 0 0 0 112 0 101 0

[ 3M - 1Y [ 10 2 10 0 0 8 0 0 0 0 319 0 411 0

[ 1Y - 2Y [ 79 1 41 12 0 28 354 38 25 0 336 0 339 0

[ 2Y - 3Y [ 242 2 239 0 0 236 0 0 0 0 348 0 325 0

[3Y - 5Y [ 40 1 30 6 0 23 0 0 0 0 579 0 608 0

[5Y - 10Y [ 163 2 141 53 0 86 0 0 0 0 149 0 124 0

[10Y - more 11 6 8 0 0 2 0 0 0 0 0 0 0 0

Tot 576 24 494 78 0 383 354 38 25 0 1,844 0 1,907 -1

[ 0 - 3M [ 4 0 4 0 0 4 0 0 0 0 151 0 230 0

[ 3M - 1Y [ 21 0 0 0 0 0 300 12 73 -6 950 0 906 0

[ 1Y - 2Y [ 44 0 0 0 0 0 500 31 0 0 1,617 0 1,504 -1

[ 2Y - 3Y [ 6 0 6 0 0 6 0 0 0 0 885 1 944 -2

[3Y - 5Y [ 22 0 0 0 0 0 0 0 0 0 975 4 1,124 -2

[5Y - 10Y [ 170 0 46 46 0 0 200 50 464 -17 606 7 488 -3

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 268 0 56 46 0 10 1,000 93 537 -23 5,183 12 5,196 -8

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 47 0 59 0

[ 3M - 1Y [ 5 0 5 0 0 5 0 0 0 0 245 0 234 0

[ 1Y - 2Y [ 3 3 3 0 0 3 0 0 0 0 239 1 255 0

[ 2Y - 3Y [ 30 0 30 0 0 30 0 0 0 0 224 0 191 0

[3Y - 5Y [ 5 0 4 0 0 4 0 0 0 0 314 0 236 0

[5Y - 10Y [ 5 0 5 0 0 5 0 0 0 0 12 0 48 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 49 3 48 0 0 48 0 0 0 0 1,081 1 1,022 0

[ 0 - 3M [ 1 0 1 0 0 1 0 0 0 0 29 0 36 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 106 0 89 0

[ 1Y - 2Y [ 13 0 13 0 0 13 0 0 0 0 111 0 153 0

[ 2Y - 3Y [ 35 0 35 32 0 3 0 0 0 0 126 0 104 0

[3Y - 5Y [ 10 0 9 0 0 9 0 0 0 0 213 0 214 0

[5Y - 10Y [ 63 0 58 45 0 13 0 0 0 0 41 0 44 0

[10Y - more 5 0 5 0 0 5 0 0 0 0 0 0 0 0

Tot 126 0 120 76 0 44 0 0 0 0 626 0 640 0

Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 11 0 33 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 69 0 101 0

[ 1Y - 2Y [ 1 0 1 0 0 1 0 0 0 0 46 0 18 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 49 0 59 0

[3Y - 5Y [ 111 0 82 82 0 1 363 28 0 0 49 1 102 0

[5Y - 10Y [ 228 0 6 0 0 6 1,544 220 0 0 9 5 64 0

[10Y - more 3 0 0 0 0 0 0 0 0 0 13 0 0 0

Tot 343 0 90 82 0 8 1,907 248 0 0 247 6 377 0

[ 0 - 3M [ 150 117 147 0 0 30 50 3 0 0 272 0 199 0

[ 3M - 1Y [ 296 127 261 0 0 151 0 0 0 0 1,255 0 1,172 0

[ 1Y - 2Y [ 380 102 86 70 0 0 0 0 0 0 1,955 0 1,719 0

[ 2Y - 3Y [ 376 15 206 206 0 0 70 5 20 -7 2,004 1 2,083 0

[3Y - 5Y [ 157 17 34 0 0 17 50 7 158 -15 3,866 1 3,981 -1

[5Y - 10Y [ 669 307 542 0 0 240 85 16 125 -14 930 1 869 -5

[10Y - more 103 0 45 45 0 0 23 3 0 0 0 0 0 0

Tot 2,132 685 1,322 322 0 437 278 33 303 -37 10,282 4 10,023 -7

[ 0 - 3M [ 1 0 0 0 0 0 225 1 1,417 -35 30 0 65 0

[ 3M - 1Y [ 1 0 0 0 0 0 95 1 61 -1 550 0 619 0

[ 1Y - 2Y [ 47 0 47 0 0 47 0 0 32 -8 886 0 786 0

[ 2Y - 3Y [ 91 0 91 91 0 0 0 0 57 -3 443 0 508 0

[3Y - 5Y [ 55 0 55 0 0 55 0 0 0 0 266 0 302 0

[5Y - 10Y [ 34 0 17 0 0 17 555 15 198 -5 143 0 139 0

[10Y - more 2 0 0 0 0 0 15 2 0 0 0 0 0 0

Tot 232 0 211 91 0 119 890 19 1,765 -52 2,317 0 2,420 -1

[ 0 - 3M [ 4 0 0 0 0 0 353 2 238 -19 101 0 91 0

[ 3M - 1Y [ 489 466 480 0 0 14 575 9 1,486 -126 691 0 688 0

[ 1Y - 2Y [ 158 0 132 0 0 132 441 5 2,742 -184 2,114 1 1,811 -1

[ 2Y - 3Y [ 398 0 251 10 241 0 515 21 1,875 -77 1,359 5 1,383 -1

[3Y - 5Y [ 860 91 532 354 86 2 333 6 3,028 -127 1,110 0 1,440 -1

[5Y - 10Y [ 2,392 20 1,911 496 1,177 221 0 4 1,058 -40 1,192 0 1,163 -14

[10Y - more 2,221 0 1,471 7 1,254 210 21 1 18 -1 0 0 0 0

Tot 6,522 576 4,777 867 2,758 579 2,237 49 10,445 -573 6,566 6 6,577 -16

[ 0 - 3M [ 265 0 264 258 0 7 62 0 369 -36 120 0 34 0

[ 3M - 1Y [ 642 2 637 531 0 104 672 5 576 -5 144 0 256 0

[ 1Y - 2Y [ 221 0 172 0 0 172 250 10 213 -17 527 0 459 0

[ 2Y - 3Y [ 187 0 132 132 0 0 349 17 68 -4 1,642 3 2,033 -7

[3Y - 5Y [ 624 0 575 32 0 543 269 10 277 -24 1,344 19 1,314 -1

[5Y - 10Y [ 1,397 0 0 0 0 0 213 40 211 -15 134 3 24 0

[10Y - more 385 0 177 0 0 177 96 8 106 0 0 0 0 0

Tot 3,721 2 1,957 953 0 1,002 1,912 91 1,820 -101 3,911 26 4,120 -8

[ 0 - 3M [ 868 9 795 0 0 786 87 74 3,118 -33 0 0 0 0

[ 3M - 1Y [ 116 0 91 0 0 91 537 26 2,015 -185 0 0 15 0

[ 1Y - 2Y [ 87 0 70 25 0 44 197 14 2,248 -178 0 0 0 0

[ 2Y - 3Y [ 210 0 107 0 0 0 807 92 742 -74 0 0 0 0

[3Y - 5Y [ 25 0 0 0 0 0 105 7 130 -28 0 0 0 0

[5Y - 10Y [ 233 0 95 0 0 95 1,193 78 2,671 -290 0 0 0 0

[10Y - more 262 0 0 0 0 0 536 154 68 -10 0 0 0 0

Tot 1,803 9 1,157 25 0 1,016 3,462 445 10,993 -798 0 0 15 0

[ 0 - 3M [ 204 0 202 0 0 202 0 0 0 0 0 0 4 0

[ 3M - 1Y [ 24 0 0 0 0 0 0 0 0 0 56 0 51 0

[ 1Y - 2Y [ 64 0 49 0 0 49 0 0 0 0 57 0 44 0

[ 2Y - 3Y [ 1 0 0 0 0 0 0 0 0 0 15 0 15 0

[3Y - 5Y [ 22 0 16 0 0 16 0 0 0 0 11 0 0 0

[5Y - 10Y [ 21 0 1 0 0 1 0 0 145 -5 0 0 0 0

[10Y - more 9 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 346 0 268 0 0 268 0 0 145 -5 138 0 113 0

[ 0 - 3M [ 1,513 0 1,513 865 0 648 0 0 0 0 88 0 162 0

[ 3M - 1Y [ 268 0 265 0 0 265 446 3 0 0 641 0 555 0

[ 1Y - 2Y [ 73 0 0 0 0 0 301 6 545 -13 980 0 833 0

[ 2Y - 3Y [ 503 0 479 0 0 479 355 17 346 -39 1,023 0 1,056 -2

[3Y - 5Y [ 649 0 174 7 0 167 3,335 97 559 -31 1,629 3 1,817 -2

[5Y - 10Y [ 1,201 0 311 7 0 304 2,201 159 371 -29 171 1 124 0

[10Y - more 1,732 0 0 0 0 0 194 19 9 -1 0 0 4 0

Tot 5,940 0 2,741 879 0 1,862 6,832 300 1,829 -114 4,532 4 4,550 -5

[ 0 - 3M [ 3,276 349 174 45 0 128 2,425 7 4,391 -31 337 247 65 -11

[ 3M - 1Y [ 4,662 0 3,576 61 35 2,839 5,982 14 4,923 -55 67 0 84 0

[ 1Y - 2Y [ 3,629 2 1,035 29 1,006 0 1,892 11 4,729 -171 99 0 327 0

[ 2Y - 3Y [ 1,971 12 51 23 27 0 3,133 18 8,127 -177 190 0 218 0

[3Y - 5Y [ 5,289 17 1,620 873 747 0 18,914 1,275 4,623 -172 666 3 682 0

[5Y - 10Y [ 7,655 88 3,278 564 1,223 1,404 17,198 1,160 5,792 -584 1,209 1 944 -15

[10Y - more 19,972 513 16,373 109 1,433 14,319 5,823 533 5,827 -1,113 0 890 1,530 -67

Tot 46,454 981 26,106 1,705 4,470 18,690 55,367 3,017 38,413 -2,303 2,567 1,141 3,850 -93

Spain

Slovenia

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 79 55 6 0 0 6 2,610 18 3,982 -108 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 73 -2 0 0 0 0

[ 1Y - 2Y [ 66 0 66 0 0 66 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 23 22 22 0 0 0 44 1 54 -1 0 0 0 0

[3Y - 5Y [ 1 0 1 0 0 1 0 0 308 -6 0 0 0 0

[5Y - 10Y [ 1 0 1 0 0 1 0 0 0 0 0 0 0 0

[10Y - more 1 0 1 0 0 1 0 0 0 0 0 0 0 0

Tot 170 76 96 0 0 74 2,653 20 4,417 -117 0 0 0 0

[ 0 - 3M [ 5 0 0 0 0 0 105 5 95 -5 0 0 0 0

[ 3M - 1Y [ 45 0 43 14 0 29 56 2 20 -1 0 0 0 0

[ 1Y - 2Y [ 13 0 8 0 0 8 85 5 2 0 0 0 0 0

[ 2Y - 3Y [ 32 0 16 16 0 0 120 11 5 0 0 0 0 0

[3Y - 5Y [ 89 0 80 5 0 75 69 9 32 -2 0 0 0 0

[5Y - 10Y [ 43 0 22 19 0 2 0 0 32 -2 0 0 0 0

[10Y - more 91 0 47 0 0 47 200 23 20 0 0 0 0 0

Tot 316 0 216 54 0 161 635 54 206 -10 0 0 0 0

[ 0 - 3M [ 480 12 473 7 0 455 685 7 408 -15 360 0 325 0

[ 3M - 1Y [ 888 18 834 0 0 802 240 53 241 -33 1,130 0 739 0

[ 1Y - 2Y [ 360 0 329 3 0 326 182 12 959 -70 974 0 1,069 -11

[ 2Y - 3Y [ 159 36 133 1 36 95 84 5 759 -59 1,219 1 1,305 -1

[3Y - 5Y [ 237 0 212 1 0 211 325 10 1,046 -58 3,288 3 3,106 -3

[5Y - 10Y [ 209 0 57 6 0 51 565 20 1,076 -25 935 2 997 0

[10Y - more 134 0 104 0 0 104 144 18 117 -25 68 1 314 0

Tot 2,467 67 2,142 18 36 2,044 2,225 125 4,606 -285 7,974 8 7,855 -15

[ 0 - 3M [ 168 109 158 0 0 158 0 0 0 0 519 0 561 0

[ 3M - 1Y [ 216 0 103 0 0 103 0 0 0 0 2,192 0 2,115 -1

[ 1Y - 2Y [ 117 19 99 0 0 99 0 0 0 0 2,878 3 2,500 -1

[ 2Y - 3Y [ 160 104 155 0 0 51 125 3 0 0 2,178 1 1,948 -1

[3Y - 5Y [ 153 83 121 0 0 38 75 1 0 0 6,186 19 4,789 -10

[5Y - 10Y [ 219 26 181 0 0 166 0 0 0 0 902 3 757 -8

[10Y - more 77 0 72 0 0 72 0 0 0 0 0 0 24 -4

Tot 1,111 341 887 0 0 686 200 5 0 0 14,855 27 12,695 -25

[ 0 - 3M [ 95 89 0 0 0 0 0 0 0 0 114 0 106 0

[ 3M - 1Y [ 0 0 1 0 0 1 0 0 0 0 533 0 369 0

[ 1Y - 2Y [ 4 1 4 0 0 3 0 0 0 0 743 0 688 -4

[ 2Y - 3Y [ 4 3 4 0 0 2 12 0 0 0 554 1 617 -1

[3Y - 5Y [ 22 22 21 0 0 0 0 0 0 0 937 7 938 -4

[5Y - 10Y [ 19 0 0 0 0 0 0 0 0 0 37 0 15 -3

[10Y - more 341 333 339 0 0 10 0 0 0 0 0 0 0 0

Tot 486 448 369 0 0 16 12 0 0 0 2,918 9 2,732 -12

[ 0 - 3M [ 218 2 156 0 0 59 0 0 0 0 1,109 1 1,011 -1

[ 3M - 1Y [ 616 172 584 0 0 413 0 0 1,799 -7 3,310 4 3,265 -2

[ 1Y - 2Y [ 327 16 323 0 0 308 0 0 1,082 -63 6,132 15 6,168 -12

[ 2Y - 3Y [ 132 48 56 0 0 8 0 0 3 -7 3,652 9 3,272 -12

[3Y - 5Y [ 376 78 345 78 8 189 79 7 45 -2 7,692 49 8,033 -35

[5Y - 10Y [ 618 249 597 0 0 348 8 1 7 -20 2,298 51 1,702 -37

[10Y - more 739 56 675 0 0 583 40 8 15 0 4 0 64 -4

Tot 3,026 621 2,736 78 8 1,908 128 17 2,951 -99 24,197 129 23,515 -102

[ 0 - 3M [ 76 18 76 0 0 58 0 0 0 0 87 0 133 0

[ 3M - 1Y [ 274 70 274 0 0 204 0 0 0 0 277 0 355 0

[ 1Y - 2Y [ 60 49 60 0 0 11 0 0 0 0 383 0 430 0

[ 2Y - 3Y [ 201 137 201 0 0 121 0 0 0 0 445 0 400 0

[3Y - 5Y [ 123 105 119 0 0 14 0 0 0 0 1,018 1 842 -1

[5Y - 10Y [ 386 335 385 0 0 14 0 0 0 0 159 1 149 -6

[10Y - more 308 286 280 0 0 0 0 0 0 0 0 0 0 0

Tot 1,428 1,001 1,396 0 0 423 0 0 0 0 2,369 3 2,309 -8

[ 0 - 3M [ 777 59 777 68 0 650 0 0 0 0 331 0 103 0

[ 3M - 1Y [ 1,301 191 1,301 85 13 1,141 0 0 0 0 756 0 852 -1

[ 1Y - 2Y [ 562 6 472 83 0 383 0 0 109 -26 1,845 2 1,836 -1

[ 2Y - 3Y [ 279 0 275 111 0 164 52 3 111 -35 1,774 1 1,648 -2

[3Y - 5Y [ 1,121 5 1,090 715 0 366 0 0 35 -7 3,277 14 3,108 -10

[5Y - 10Y [ 1,075 134 945 185 0 690 104 10 0 0 403 3 344 -1

[10Y - more 387 49 354 0 0 304 35 3 0 0 0 0 20 0Tot 5,502 444 5,215 1,248 13 3,699 192 16 255 -68 8,386 21 7,911 -14

Notes and definitions

(1) 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

Latin America and the

Caribbean

Africa

Others

Middle East

China

Switzerland

Other advanced economies

non EEA

Other Central and eastern

Europe countries non EEA

2014 EU-wide Stress TestCapital

(mln EUR) CRR / CRDIV DEFINITION OF CAPITAL As of 31/12/2013 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 54,091 55,443 55,846 56,180 52,497 51,917 50,415 CA1 {1} Articles 4(118) and 72 of CRR

A.1COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying

transitional adjustments)47,312 49,614 48,719 47,794 47,132 45,350 42,411 CA1 {1.1.1} Article 50 of CRR

A.1.1Capital instruments eligible as CET1 Capital (including share premium and net own

capital instruments)28,764 28,764 28,764 28,764 28,764 28,764 28,764 CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)

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 26,710 28,877 31,289 33,557 26,404 27,887 29,171 CA1 {1.1.1.2}Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)

of CRR

A.1.3 Accumulated other comprehensive income -2,039 -2,039 -2,039 -2,418 -2,370 -2,500 -3,851 CA1 {1.1.1.3} Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

A.1.3.1 Of which: arising from unrealised gains/losses from Sovereign exposure in AFS

portfolio0 0 0 0 -330 -461 -793 - -

A.1.3.2 Of which: arising from unrealised gains/losses from the rest of AFS portfolio 0 0 0 0 0 0 -1,019 - -

A.1.4 Other Reserves 0 0 0 0 0 0 0 CA1 {1.1.1.4} Articles 4(117) and 26(1) 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(1) point (f) and 36 (1) 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.1.7Adjustments to CET1 due to prudential filters excluding those from unrealised

gains/losses from AFS portfolio-2,290 -2,242 -2,242 -2,242 -2,242 -2,242 -2,242 CA1 {1.1.1.9} Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8Adjustments to CET1 due to prudential filters from unrealised gains/losses from

Sovereign Exposure in AFS portfolio0 0 0 0 264 276 317 -

A.1.9 (-) Intangible assets (including Goodwill) -11,466 -11,466 -11,466 -11,466 -11,466 -11,466 -11,466CA1 {1.1.1.10 +

1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles

4(115), 36(1) 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 -2,203 -2,203 -2,203 -2,203 -2,116 -1,262 -493 CA1 {1.1.1.12} Articles 36(1) point (c) and 38 of CRR

A.1.11 (-) IRB shortfall of credit risk adjustments to expected losses -987 -677 -752 -806 -1,155 -1,573 -1,615 CA1 {1.1.1.13} Articles 36(1) point (d), 40 and 159 of CRR

A.1.12 (-) Defined benefit pension fund assets -663 -663 -663 -663 -663 -663 -663 CA1 {1.1.1.14} Articles 4(109), 36(1) point (e) and 41 of CRR

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(1) 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(1) point (j) of CRR

A.1.15(-) Deductions related to assets which can alternatively be subject to a 1.250% risk

weight0 0 0 0 0 0 0

CA1 {1.1.1.17 to

1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point

(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)

of CRR; Articles 36(1) 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(1) point (k) (ii), 243(1) point (b), 244(1) 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 investment0 0 0 0 0 0 0 CA1 {1.1.1.22}

Articles 4(27), 36(1) 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-1,667 -1,581 -1,347 -1,326 -2,042 -1,919 -2,432 CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) 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 investment0 0 0 0 0 0 0 CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);

49(1) to (3) and 79 of CRR

A.1.19 (-) Amount exceding the 17.65% threshold -1,828 -1,762 -1,583 -1,472 -2,031 -1,904 -1,956 CA1 {1.1.1.25} Article 470 of CRR

A.1.20 Transitional adjustments 14,981 14,607 10,962 8,069 15,786 11,951 8,876CA1 {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(1) to (3), and 484 to 487 of CRR

A.1.20.2 Transitional adjustments due to additional minority interests (+/-) 104 104 78 52 104 78 52 CA1 {1.1.1.8}

Articles 479 and 480 of CRR

A.1.20.3Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign

exposure in AFS (+/-)14,877 14,504 10,884 8,017 15,682 11,873 8,824 CA1 {1.1.1.26}

Articles 469 to 472, 478 and 481 of CRR

A.2ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional

adjustments)209 344 1,510 2,677 111 1,230 2,486 CA1 {1.1.2} Article 61 of CRR

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) 47,522 49,958 50,229 50,471 47,244 46,579 44,897 CA1 {1.1} Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 6,569 5,485 5,617 5,709 5,253 5,337 5,518 CA1 {1.2} Article 71 of CRR

B TOTAL RISK EXPOSURE AMOUNT 353,103 364,805 372,064 377,913 427,894 471,687 478,072 CA2 {1} Articles 92(3), 95, 96 and 98 of CRR

B.1of which: stemming from exposures that fall below the 10% / 15% limits for

CET1 deduction (+)14,059 0 0 0 0 0 0

Articles 36(1) points (a) and (i); Article 38 and Article 48 of

CRR

B.2 of which: stemming from from CVA capital requirements (+) 12,389 0 0 0 0 0 0 Article 381 to 386 of CRR

B.3of which: stemming from higher asset correlation parameter against exposures

to large financial institutions under IRB the IRB approaches to credit risk (+)5,261 0 0 0 0 0 0 Articles 153(2) of CRR

B.4of which: stemming from the application of the supporting factor to increase

lending to SMEs (-)-891 0 0 0 0 0 0 Recital (44) of CRR

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 13.40% 13.60% 13.09% 12.65% 11.01% 9.61% 8.87% CA3 {1} -

C.2 Tier 1 Capital ratio 13.46% 13.69% 13.50% 13.36% 11.04% 9.88% 9.39% CA3 {3} -

C.3 Total Capital ratio 15.32% 15.20% 15.01% 14.87% 12.27% 11.01% 10.55% CA3 {5} -

D Common Equity Tier 1 Capital Threshold 29,184 29,765 30,233 23,534 25,943 26,294

ETotal amount of instruments with mandatory conversion into ordinary shares upon

a fixed date in the 2014 -2016 period (cumulative conversions) (1)0 0 0 0 0 0

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.1Of 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) 10.51% 7.01%

(1) 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

(*) Item 1.1.18 includes €48m attributable to 10/15%-effect which for technical reasons is not reflected in 1.1.18 as per 31.12.2013

Memorandum items


OWN FUNDS

OWN FUNDS

REQUIREMENTS

CAPITAL RATIOS (%) -

Transitional period

2014 EU-wide Stress Test - Restructuring scenarios

(mln EUR)

2013 0 0

2014 0 0 0 0

2015 0 0 0 0

2016 0 0 0 0

Total 0 0 0 0

Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.

Baseline scenario Adverse scenarioNarrative description of the transactions. (type, date of

completion/commitment, portfolios, subsidiaries, branches) CET1 impact

Risk exposure

amount impactCET1 impact

Risk exposure

amount impact


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

(mln EUR)

As of

31/12/2013

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!

Baseline scenario Adverse scenario


Impact on Common

Equity Tier 1

Million EUR

Raising of capital instruments eligible as CET1 capital (+) 9,784

Repayment of CET1 capital, buybacks (-) 3

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+) 0

Impact on Additional

Tier 1 and Tier 2

Million EUR

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 (+/-)0

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 (+/-)3,449

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-)(*) -1,363

Other material losses and provisions from 1 January to 30 September 2014 (-) 0

Major Capital Measures from 1 January to 30 September 2014

(*) This figure has been updated by the ECB on 28 October 2014.

Losses

Net issuance of Additional Tier 1 and T2 Instruments

Issuance of CET 1 Instruments

Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014

2014 EU-wide Stress Test · Bank Name DE - Deutsche Bank AG LEI Code 7LTWFZYICNSX8D621K86 DE...

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