2014 EU-wide Stress Test · Bank Name * SE - Swedbank AB ... wide Stress Test 2014 EU-wide Stress...

Bank Name * SE - Swedbank AB (publ)

LEI Code M312WZV08Y7LYUC71685

SE

(*) On 9 January 2015, Swedbank AB updated some components of the results of the 2014 EU wide stress test. In particular,

the bank recognised an error in its calculation of coverage ratios. Therefore the figures have been revised even if these

corrections do not change the overall outcome of the 2014 Stress test.

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 2,402 Operating profit before impairments 2,402

Impairment losses on financial and non-financial assets in the banking book 133 Impairment losses on financial and non-financial assets in the banking book 133

Common Equity Tier 1 capital (1) 8,890 Common Equity Tier 1 capital (1) 8,890

Total Risk Exposure (1) 48,955 Total Risk Exposure (1) 48,955

Common Equity Tier 1 ratio, % (1) 18.2% Common Equity Tier 1 ratio, % (1) 18.2%

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 4,338 3 yr cumulative operating profit before impairments 7,241

3 yr cumulative impairment losses on financial and non-financial assets in the banking book 1,779 3 yr cumulative impairment losses on financial and non-financial assets in the banking book 362

3 yr cumulative losses from the stress in the trading book 327 3 yr cumulative losses from the stress in the trading book 241

Valuation losses due to sovereign shock after tax and prudential filters 0 Common Equity Tier 1 capital (1) 9,839

Common Equity Tier 1 capital (1) 8,931 Total Risk Exposure (1) 51,026

Total Risk Exposure (1) 54,785 Common Equity Tier 1 ratio, % (1) 19.3%

Common Equity Tier 1 ratio, % (1) 16.3%

Memorandum items mln EUR

Memorandum items mln EUR Common EU wide CET1 Threshold (8.0%) 4,082

Common EU wide CET1 Threshold (5.5%) 3,013

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

SE - Swedbank AB (publ)

(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

rate

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Central banks and central governments 0 0 0 0 18,140 0 0 0 0 0 117 0 0 0 0 0 1 0 0.03% 6 21.14% 0.03% 11 26.80% 0.03% 16 29.60% 0.08% 15 19.72% 0.08% 30 25.82% 0.08% 44 28.88%

Institutions 13,600 8 0 0 1,234 0 1,809 0 0 0 212 0 0 7 0 0 1 0 0.02% 11 44.84% 0.02% 14 43.46% 0.02% 17 41.86% 0.03% 13 38.31% 0.04% 19 34.60% 0.05% 27 34.39%

Corporates 48,348 447 0 0 435 0 27,609 0 0 0 435 0 89 125 0 0 1 0 0.08% 258 27.41% 0.08% 292 25.24% 0.08% 329 23.29% 0.24% 338 23.20% 0.40% 519 20.69% 0.48% 734 20.86%

Corporates - Of Which: Specialised Lending 170 79 0 0 0 0 282 0 0 0 0 0 5 29 0 0 0 0 0.15% 35 40.43% 0.13% 35 40.26% 0.12% 35 39.99% 0.40% 46 52.34% 0.46% 50 56.09% 0.38% 52 56.47%

Corporates - Of Which: SME 25,173 183 0 0 371 0 15,117 0 0 0 371 0 71 51 0 0 1 0 0.11% 151 32.01% 0.10% 176 29.40% 0.11% 203 27.08% 0.33% 223 28.38% 0.55% 365 25.83% 0.67% 530 26.25%

Retail 0 0 99,746 555 1,780 0 0 0 8,282 420 1,279 0 0 0 48 125 2 0 0.06% 240 16.10% 0.06% 299 15.63% 0.06% 360 15.12% 0.23% 542 23.25% 0.38% 940 26.25% 0.36% 1,317 28.77%

Retail - Secured on real estate property 60.0% 0 0 91,892 431 242 0 0 0 5,252 221 126 0 0 0 15 91 0 0 0.03% 135 12.09% 0.03% 161 11.24% 0.03% 187 10.56% 0.20% 422 22.34% 0.35% 756 25.94% 0.33% 1,063 28.77%

Retail - Secured on real estate property - Of

Which: SME48.0% 0 0 9,719 9 0 0 0 0 1,017 4 0 0 0 0 1 3 0 0 0.01% 4 13.65% 0.01% 5 11.77% 0.01% 5 9.98% 0.03% 5 9.15% 0.03% 6 5.82% 0.03% 8 4.77%


Which: non-SME61.0% 0 0 82,173 422 242 0 0 0 4,235 217 126 0 0 0 14 88 0 0 0.03% 131 12.04% 0.03% 156 11.23% 0.03% 182 10.58% 0.22% 417 22.70% 0.39% 749 26.69% 0.36% 1,055 29.87%

Retail - Qualifying Revolving 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 - Other Retail 0 0 7,854 124 1,538 0 0 0 3,030 199 1,153 0 0 0 33 35 2 0 0.38% 105 28.07% 0.36% 139 28.51% 0.37% 173 28.41% 0.52% 120 27.14% 0.69% 184 27.62% 0.76% 254 28.72%

Retail - Other Retail - Of Which: SME 0 0 3,582 61 7 0 0 0 1,711 141 5 0 0 0 4 15 0 0 0.34% 30 17.57% 0.32% 41 18.82% 0.34% 53 19.28% 0.53% 37 17.45% 0.81% 66 19.13% 0.94% 98 20.91%

Retail - Other Retail - Of Which: non-SME 0 0 4,272 63 1,530 0 0 0 1,319 58 1,148 0 0 0 30 20 2 0 0.41% 75 36.90% 0.39% 97 36.47% 0.39% 120 35.98% 0.52% 82 36.33% 0.61% 118 36.70% 0.65% 156 37.58%

Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 65 0 0 0 0 0 7 0 0 0 0 0 0 0 0 0 0 0

Other non-credit obligation assets 1,330 0 0 0 6,672 31 1,064 0 0 0 629 33 0 0 0 0 9 47

TOTAL 63,343 455 99,746 555 28,262 31 30,488 0 8,282 420 2,672 33 89 132 48 125 14 47 0.06% 514 20.73% 0.06% 617 19.60% 0.06% 722 18.57% 0.20% 908 23.29% 0.33% 1,508 24.09% 0.34% 2,122 25.48%

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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Institutions 7,912 0 0 0 12 0 786 0 0 0 7 0 0 0 0 0 0 0 0.02% 2 18.99% 0.02% 3 25.46% 0.02% 5 28.24% 0.03% 2 18.99% 0.05% 6 23.76% 0.05% 11 26.92%

Corporates 33,173 105 0 0 198 0 17,462 0 0 0 198 0 39 17 0 0 0 0 0.07% 87 20.09% 0.07% 111 18.96% 0.08% 136 17.86% 0.22% 146 18.52% 0.41% 284 18.30% 0.52% 454 19.66%

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 92,743 223 1,181 0 0 0 5,692 285 863 0 0 0 23 24 2 0 0.04% 86 9.21% 0.04% 121 9.53% 0.04% 157 9.62% 0.20% 261 17.07% 0.30% 544 21.98% 0.29% 815 25.29%

Retail - Secured on real estate property 60.0% 0 0 86,299 140 58 0 0 0 3,535 133 21 0 0 0 1 6 0 0 0.01% 15 2.39% 0.01% 25 2.73% 0.01% 34 2.90% 0.17% 178 14.97% 0.26% 407 20.95% 0.25% 618 24.70%


Which: SME48.0% 0 0 9,593 2 0 0 0 0 962 3 0 0 0 0 0 0 0 0 0.00% 1 4.33% 0.00% 1 4.43% 0.00% 2 4.28% 0.01% 1 3.29% 0.02% 3 3.36% 0.02% 5 3.62%


Which: non-SME61.0% 0 0 76,707 138 58 0 0 0 2,574 130 21 0 0 0 1 5 0 0 0.01% 15 2.33% 0.01% 23 2.68% 0.01% 32 2.86% 0.19% 177 15.33% 0.29% 404 21.78% 0.28% 613 25.96%


Retail - Other Retail 0 0 6,443 83 1,123 0 0 0 2,157 152 842 0 0 0 23 19 2 0 0.36% 70 24.89% 0.35% 97 25.87% 0.36% 123 26.15% 0.51% 83 24.44% 0.72% 137 25.73% 0.81% 197 27.34%

Retail - Other Retail - Of Which: SME 0 0 3,191 45 1 0 0 0 1,441 111 1 0 0 0 1 9 0 0 0.35% 21 14.58% 0.33% 31 16.77% 0.35% 42 17.84% 0.55% 28 15.21% 0.86% 55 18.06% 1.01% 85 20.39%

Retail - Other Retail - Of Which: non-SME 0 0 3,252 39 1,122 0 0 0 716 41 842 0 0 0 22 10 2 0 0.37% 50 35.27% 0.36% 65 34.85% 0.36% 81 34.46% 0.49% 55 35.05% 0.61% 83 35.76% 0.67% 112 36.92%

Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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

Other non-credit obligation assets 918 0 0 0 6,089 24 715 0 0 0 329 24 0 0 0 0 0 46

TOTAL 42,004 105 92,743 223 17,857 24 18,964 0 5,692 285 1,397 24 39 17 23 24 2 46 0.04% 176 12.73% 0.04% 237 12.63% 0.04% 300 12.42% 0.18% 410 17.57% 0.29% 836 20.59% 0.31% 1,283 22.97%



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Institutions 199 0 0 0 257 0 24 0 0 0 172 0 0 0 0 0 1 0 0.02% 1 238.95% 0.02% 1 169.76% 0.02% 1 135.39% 0.03% 1 144.05% 0.03% 1 101.39% 0.03% 1 81.26%

Corporates 2,996 86 0 0 9 0 2,425 0 0 0 9 0 9 41 0 0 0 0 0.07% 52 45.58% 0.06% 54 43.28% 0.06% 55 40.86% 0.12% 54 40.67% 0.13% 58 36.91% 0.10% 61 35.30%



Retail 0 0 3,249 69 2 0 0 0 887 42 2 0 0 0 6 9 0 0 0.09% 19 15.47% 0.08% 21 15.26% 0.08% 24 14.72% 0.61% 76 46.91% 1.00% 110 42.83% 0.98% 141 42.15%

Retail - Secured on real estate property 60.6% 0 0 2,618 60 0 0 0 0 525 21 0 0 0 0 3 7 0 0 0.05% 12 11.96% 0.04% 13 11.36% 0.04% 14 10.59% 0.68% 69 49.19% 1.18% 101 44.09% 1.16% 130 43.12%


Which: SME60.5% 0 0 43 1 0 0 0 0 17 0 0 0 0 0 0 0 0 0 0.04% 0 30.60% 0.04% 0 28.12% 0.03% 0 25.77% 0.05% 0 28.83% 0.05% 0 26.13% 0.04% 0 24.87%


Which: non-SME60.6% 0 0 2,575 59 0 0 0 0 508 21 0 0 0 0 3 7 0 0 0.05% 12 11.75% 0.04% 13 11.17% 0.04% 14 10.42% 0.69% 69 49.37% 1.19% 101 44.21% 1.18% 130 43.22%


Retail - Other Retail 0 0 631 9 2 0 0 0 362 20 2 0 0 0 3 2 0 0 0.27% 7 33.91% 0.25% 8 34.24% 0.25% 10 33.98% 0.32% 7 32.06% 0.30% 9 32.19% 0.24% 10 32.82%

Retail - Other Retail - Of Which: SME 0 0 178 5 2 0 0 0 114 13 2 0 0 0 1 1 0 0 0.09% 2 28.15% 0.09% 2 26.68% 0.09% 2 25.21% 0.11% 2 26.65% 0.11% 2 24.88% 0.08% 3 24.15%

Retail - Other Retail - Of Which: non-SME 0 0 453 4 0 0 0 0 248 8 0 0 0 0 2 1 0 0 0.33% 4 37.57% 0.31% 6 38.47% 0.32% 7 38.44% 0.40% 5 35.32% 0.38% 6 36.07% 0.30% 8 37.11%

Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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

Other non-credit obligation assets 95 0 0 0 221 0 41 0 0 0 134 0 0 0 0 0 1 0

TOTAL 3,290 86 3,249 69 2,109 0 2,489 0 887 42 359 0 9 41 6 9 2 0 0.08% 73 30.09% 0.07% 79 28.64% 0.07% 85 27.02% 0.33% 135 42.67% 0.48% 177 39.67% 0.46% 215 39.08%



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Institutions 611 0 0 0 12 0 52 0 0 0 0 0 0 0 0 0 0 0 0.02% 0 18.99% 0.02% 0 25.62% 0.02% 0 28.78% 0.04% 0 18.98% 0.04% 0 24.42% 0.04% 1 28.77%

Corporates 1,859 0 0 0 9 0 999 0 0 0 9 0 0 0 0 0 0 0 0.08% 1 7.46% 0.07% 3 10.01% 0.07% 4 11.23% 0.24% 4 10.57% 0.26% 9 11.80% 0.22% 13 13.24%


Corporates - Of Which: SME 956 0 0 0 6 0 447 0 0 0 6 0 0 0 0 0 0 0 0.11% 1 8.92% 0.10% 2 11.94% 0.09% 3 13.38% 0.32% 3 12.59% 0.35% 6 14.09% 0.29% 9 15.88%

Retail 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0.08% 1 1486.98% 0.07% 1 1146.57% 0.06% 1 936.12% 0.18% 1 1055.43% 0.17% 1 738.15% 0.07% 1 663.63%

Retail - Secured on real estate property 32.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.13% 0 1.93% 0.09% 0 2.70% 0.07% 0 3.07% 0.33% 0 1.83% 0.29% 0 2.20% 0.03% 0 2.83%


Which: SME50.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.64% 0 1.93% 0.49% 0 2.70% 0.40% 0 3.07% 1.88% 0 1.83% 2.46% 0 2.20% 0.38% 0 2.83%


Which: non-SME25.0% 0 0 0 0 0 0 0 0 0 0 0 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 -





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 2,472 0 1 0 1,205 0 1,053 0 0 0 9 0 0 0 0 1 0 0 0.05% 3 12.26% 0.04% 4 13.81% 0.04% 6 14.48% 0.13% 6 13.04% 0.14% 11 13.49% 0.12% 15 14.74%



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Institutions 166 0 0 0 57 0 21 0 0 0 4 0 0 0 0 0 0 0 0.02% 0 18.99% 0.02% 0 25.26% 0.02% 0 28.38% 0.03% 0 18.99% 0.03% 0 24.80% 0.03% 0 27.67%

Corporates 1,647 71 0 0 25 0 1,592 0 0 0 25 0 27 37 0 0 0 0 0.27% 68 70.78% 0.23% 72 68.90% 0.27% 77 64.54% 0.85% 79 57.14% 1.19% 100 52.03% 1.56% 125 48.14%



Retail 0 0 1,714 169 85 0 0 0 996 39 47 0 0 0 11 68 0 0 0.85% 94 34.81% 0.78% 108 34.44% 0.84% 122 33.24% 2.65% 122 28.73% 2.67% 167 30.50% 2.11% 340 54.33%



Which: SME96.5% 0 0 18 4 0 0 0 0 13 0 0 0 0 0 0 2 0 0 1.17% 2 37.65% 0.94% 2 37.71% 1.08% 2 36.37% 1.82% 2 36.75% 2.01% 3 37.19% 2.39% 3 36.28%


Which: non-SME114.9% 0 0 1,331 148 43 0 0 0 697 27 15 0 0 0 7 58 0 0 0.99% 78 33.68% 0.90% 90 33.64% 0.97% 103 32.72% 3.34% 106 27.54% 3.40% 148 29.81% 2.67% 319 56.50%





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 1,978 71 1,714 169 1,658 1 1,775 0 996 39 155 1 27 37 11 68 1 0 0.42% 164 43.86% 0.37% 183 42.70% 0.40% 203 40.58% 1.32% 207 34.85% 1.41% 277 35.48% 1.34% 482 51.04%



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Central banks and central governments 0 0 0 0 946 0 0 0 0 0 48 0 0 0 0 0 0 0 0.09% 1 28.09% 0.09% 2 31.38% 0.09% 3 33.03% 0.25% 3 22.26% 0.25% 5 27.46% 0.25% 7 30.07%

Institutions 190 0 0 0 480 0 19 0 0 0 7 0 0 0 0 0 0 0 0.02% 0 27.83% 0.02% 0 30.88% 0.02% 0 32.39% 0.03% 0 23.89% 0.03% 0 27.59% 0.04% 1 29.47%

Corporates 1,923 83 0 0 39 0 1,541 0 0 0 39 0 14 30 0 0 1 0 0.07% 46 45.90% 0.07% 47 44.37% 0.07% 48 42.66% 0.14% 48 43.53% 0.19% 52 39.84% 0.16% 55 39.02%



Retail 0 0 1,926 92 4 0 0 0 677 51 3 0 0 0 7 22 0 0 0.40% 37 24.49% 0.33% 44 25.43% 0.31% 50 25.57% 1.12% 68 35.07% 1.49% 96 34.82% 1.68% 127 35.35%



Which: SME106.2% 0 0 9 2 0 0 0 0 13 1 0 0 0 0 0 1 0 0 5.24% 1 27.26% 3.72% 2 28.35% 2.05% 2 28.35% 7.57% 2 25.80% 7.23% 2 26.42% 1.76% 2 29.25%


Which: non-SME94.8% 0 0 1,530 77 0 0 0 0 455 39 0 0 0 0 3 17 0 0 0.24% 24 20.13% 0.19% 27 20.46% 0.18% 29 20.18% 1.09% 54 34.30% 1.56% 77 33.89% 1.83% 102 34.24%





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 2,138 83 1,926 92 1,650 0 1,585 0 677 51 185 0 14 30 7 22 1 0 0.18% 84 32.86% 0.16% 93 32.62% 0.15% 102 31.90% 0.48% 119 37.45% 0.63% 154 36.00% 0.67% 190 36.06%


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





Estonia

Finland

Latvia



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 as of 31/12/2016

Sweden

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) 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

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

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

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

Lithuania

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

31/12/2013)


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

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


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Stock

Central banks and central governments 0 0 0 0 305 0 0 0 0 0 3 0 0 0 0 0 0 0 0.01% 0 19.00% 0.01% 0 25.33% 0.01% 0 28.50% 0.01% 0 19.00% 0.01% 0 25.33% 0.01% 0 28.50%

Institutions 291 0 0 0 0 0 86 0 0 0 0 0 0 0 0 0 0 0 0.02% 0 18.99% 0.02% 0 25.18% 0.02% 0 28.41% 0.03% 0 18.98% 0.05% 0 23.87% 0.05% 0 27.58%

Corporates 3,260 0 0 0 56 0 1,635 0 0 0 56 0 0 0 0 0 0 0 0.07% 2 7.18% 0.08% 5 9.48% 0.07% 7 10.68% 0.21% 7 10.19% 0.27% 16 10.98% 0.27% 24 12.03%


Corporates - Of Which: SME 1,347 0 0 0 51 0 689 0 0 0 51 0 0 0 0 0 0 0 0.10% 1 8.92% 0.10% 3 11.73% 0.10% 4 13.20% 0.30% 4 12.61% 0.38% 9 13.66% 0.38% 14 15.02%

Retail 0 0 40 1 316 0 0 0 12 2 237 0 0 0 0 1 0 0 0.33% 2 22.81% 0.33% 3 24.73% 0.32% 4 25.81% 0.36% 2 24.34% 0.44% 4 24.39% 0.46% 6 25.71%

Retail - Secured on real estate property 58.0% 0 0 33 0 0 0 0 0 7 0 0 0 0 0 0 1 0 0 0.02% 1 147.59% 0.02% 1 119.81% 0.02% 1 102.01% 0.04% 1 139.93% 0.08% 1 77.96% 0.08% 1 60.00%


Which: SME57.0% 0 0 28 0 0 0 0 0 7 0 0 0 0 0 0 0 0 0 0.02% 0 24.54% 0.02% 0 20.34% 0.02% 0 17.71% 0.04% 0 17.36% 0.09% 0 11.68% 0.09% 0 10.06%


Which: non-SME66.0% 0 0 5 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0.01% 1 719.10% 0.01% 1 644.70% 0.01% 1 584.90% 0.03% 1 876.51% 0.04% 1 685.85% 0.04% 1 579.10%





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 3,552 0 40 1 677 3 1,722 0 12 2 296 5 0 0 0 1 0 0 0.09% 5 10.53% 0.09% 8 12.65% 0.09% 12 13.79% 0.20% 10 12.04% 0.25% 20 12.44% 0.25% 30 13.45%



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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Institutions 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Corporates - Of Which: SME 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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail - Secured on real estate property 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 - - 0 -


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-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 -


Retail - Other Retail 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 - Other Retail - Of Which: SME 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 - Other Retail - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -



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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates 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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -



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-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 -





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -



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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates 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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -



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-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 -





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -



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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates 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 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -



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-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 -





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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


TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -







Norway

Please, select the country




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


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

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

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 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

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 2,650 2,650 2,650 2,650 2,385 1,980 1,920

Net trading income 85 133 157 42 107 140

of which trading losses from stress scenarios -120 -72 -48 -163 -98 -65

Other operating income 399 399 291 296 399 291 296

Operating profit before impairments 2,402 2,328 2,380 2,534 1,752 1,304 1,282

Impairment of financial assets (-) -31 -115 -102 -105 -508 -600 -614

Impairment of financial assets other than instruments designated at fair value

through P&L (-)-29 -115 -102 -105 -508 -600 -614

Impairment Financial assets designated at fair value through P&L (-) -3 0 0 0 0 0 0

Impairment on non financial assets (-) -102 -34 -6 0 -40 -17 0

Operating profit after impairments from stress scenarios 2,269 2,179 2,272 2,428 1,204 687 668

Other Income and expenses -266 15 40 40 9 35 35

Pre-Tax profit 2,003 2,195 2,312 2,468 1,213 721 703

Tax -441 -662 -696 -743 -364 -216 -211

Net income 1,563 1,533 1,616 1,725 849 505 492

Attributable to owners of the parent 1,527 1,498 1,579 1,686 831 494 481

of which carried over to capital through retained earnings 382 377 397 424 208 123 120

of which distributed as dividends 1,145 1,121 1,182 1,262 623 370 361

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 41,901 43,724 43,767 43,840 45,104 47,183 47,649

Risk exposure amount Securitisation and re-securitisations 7 10 12 13 14 18 21

Risk exposure amount Other credit risk 41,894 43,714 43,756 43,828 45,089 47,165 47,628

Risk exposure amount for market risk 784 784 784 784 812 812 812

Risk exposure amount for operational risk 6,270 6,270 6,270 6,402 6,302 6,321 6,324

Transitional floors for Risk exposure amount 0 0 0 0 0 0 0

AQR adjustments (for SSM countries only)

Total Risk exposure amount 48,955 50,778 50,822 51,026 52,217 54,316 54,785


(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 99

Trading Book (excl. correlation trading positions under CRM) 0

Correlation Trading Portfolio (CRM) 0

Total 99

Banking Book 7 10 12 13 14 18 21

Trading Book (excl. correlation trading positions under CRM) 0 0 0 0 0 0 0

Total 7 10 12 13 14 18 21

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


Impairments

Baseline scenario Adverse scenario

Exposure values

Risk exposure values

Securitisation

2014 EU-wide Stress Test - Sovereign Exposure

(mln EUR)

[ 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

[ 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

[ 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

[ 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

[ 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

[ 0 - 3M [ 90 0 90 0 0 90 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 [ 18 0 18 0 0 18 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 108 0 108 0 0 108 0 0 0 0 0 0 0 0

[ 0 - 3M [ 50 50 50 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 43 28 43 0 0 15 0 0 0 0 0 0 0 0

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

[ 2Y - 3Y [ 6 6 6 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 59 59 59 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 158 144 158 0 0 15 0 0 0 0 0 0 0 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 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 [ 160 0 160 0 0 160 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 160 0 160 0 0 160 0 0 0 0 0 0 0 0

[ 0 - 3M [ 177 0 177 0 0 177 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 264 0 264 0 0 264 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 441 0 441 0 0 441 0 0 0 0 0 0 0 0

Czech Republic

Denmark

Estonia

Finland

France

Austria

Belgium

Bulgaria

Cyprus

Notional valueFair-value at

31/12/2013 (+)Notional value

Fair-value at

31/12/2013 (-)Notional value

Fair-value at


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)

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


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

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

[ 3M - 1Y [ 0 0 -7 0 0 -7 0 0 0 0 0 0 0 0

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

[ 2Y - 3Y [ 0 0 -10 0 0 -10 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 -72 0 0 -72 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 -29 0 0 -29 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 3 0 -120 0 0 -120 0 0 0 0 0 0 0 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 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

[ 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

[ 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

[ 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

[ 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

[ 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

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

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

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

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

[3Y - 5Y [ 9 8 9 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 1 0 1 0 0 1 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 13 8 13 0 0 4 0 0 0 0 0 0 0 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 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

Liechtenstein

Latvia

Germany

Greece

Hungary

Iceland

Ireland

Italy

Croatia


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

[ 0 - 3M [ 12 0 12 0 0 12 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 59 0 59 0 0 59 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 75 0 75 0 0 75 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 17 0 17 0 0 17 0 0 0 0 0 0 0 0

[3Y - 5Y [ 1 0 1 0 0 1 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 164 1 164 0 0 163 0 0 0 0 0 0 0 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 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

[ 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

[ 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

[ 0 - 3M [ 243 208 243 0 0 34 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 [ 53 0 53 0 0 53 224 2 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 329 -18 0 0 0 0

[3Y - 5Y [ 11 0 11 0 0 11 118 2 0 0 0 0 0 0

[5Y - 10Y [ 21 0 21 0 0 21 415 4 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 7 1 0 0 0 0 0 0

Tot 328 208 328 0 0 120 765 8 329 -18 0 0 0 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 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

[ 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

[ 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

[ 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

Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

[ 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

[ 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

[ 0 - 3M [ 1,405 1,311 1,405 0 0 94 0 0 538 -2 0 0 0 0

[ 3M - 1Y [ 249 18 166 0 0 147 0 0 496 -13 0 0 0 0

[ 1Y - 2Y [ 352 78 63 0 0 -15 0 0 873 -24 0 0 0 0

[ 2Y - 3Y [ 504 116 504 0 0 388 0 0 878 -55 0 0 0 0

[3Y - 5Y [ 243 32 -21 0 0 -53 0 0 818 -36 0 0 0 0

[5Y - 10Y [ 649 32 -41 0 0 -73 0 0 1,432 -93 0 0 0 0

[10Y - more 166 0 164 0 0 164 0 0 9 0 0 0 0 0

Tot 3,568 1,588 2,240 0 0 652 0 0 5,043 -224 0 0 0 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 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

[ 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

[ 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 [ 2 2 2 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 2 2 2 0 0 0 0 0 0 0 0 0 0 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 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

[ 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

[ 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

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

Spain

Slovenia


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

[ 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

[ 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

[ 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

[ 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

[ 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

[ 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

[ 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

[ 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 0Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

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 10,030 11,107 11,459 11,475 11,014 10,976 10,567 CA1 {1} Articles 4(118) and 72 of CRR

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

transitional adjustments)8,890 9,198 9,553 9,839 9,106 9,071 8,931 CA1 {1.1.1} Article 50 of CRR

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

capital instruments)3,833 3,833 3,833 3,833 3,833 3,833 3,833 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 4,433 4,810 5,207 5,631 4,641 4,764 4,884 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 68 119 149 169 254 365 439 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 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 2,269 2,269 2,269 2,269 2,269 2,269 2,269 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 43 43 43 43 43 43 43 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 portfolio26 26 26 26 26 26 26 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 0 0 0 -

A.1.9 (-) Intangible assets (including Goodwill) -1,542 -1,542 -1,542 -1,542 -1,542 -1,542 -1,542CA1 {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 -26 0 0 0 0 0 0 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 -214 -360 -432 -591 -418 -687 -1,022 CA1 {1.1.1.13} Articles 36(1) 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(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

differences0 0 0 0 0 0 0 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 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 0CA1 {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 (+/-) 0 0 0 0 0 0 0 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 (+/-)0 0 0 0 0 0 0 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)620 569 498 368 569 498 368 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) 9,510 9,767 10,051 10,206 9,674 9,568 9,298 CA1 {1.1} Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 521 1,340 1,408 1,269 1,340 1,408 1,269 CA1 {1.2} Article 71 of CRR

B TOTAL RISK EXPOSURE AMOUNT 48,955 50,778 50,822 51,026 52,217 54,316 54,785 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 (+)718 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 (+) 780 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 (+)339 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 (-)-1,342 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 18.16% 18.11% 18.80% 19.28% 17.44% 16.70% 16.30% CA3 {1} -

C.2 Tier 1 Capital ratio 19.43% 19.23% 19.78% 20.00% 18.53% 17.62% 16.97% CA3 {3} -

C.3 Total Capital ratio 20.49% 21.87% 22.55% 22.49% 21.09% 20.21% 19.29% CA3 {5} -

D Common Equity Tier 1 Capital Threshold 4,062 4,066 4,082 2,872 2,987 3,013

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) 19.28% 16.30%

(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

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 (+)

Repayment of CET1 capital, buybacks (-)

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

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 (+/-)

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 (+/-)750

Million EUR

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

Other material losses and provisions from 1 January to 30 September 2014 (-) -18

Major Capital Measures from 1 January to 30 September 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

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