2014 EU-wide Stress Test · 2014-10-25 · 2014 EU-wide Stress Test 2014 EU-wide Stress Test...

Bank Name DE - NRW.Bank

LEI Code 52990002O5KK6XOGJ020

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 390 Operating profit before impairments 390

Impairment losses on financial and non-financial assets in the banking book 20 Impairment losses on financial and non-financial assets in the banking book 20

Common Equity Tier 1 capital (1) 17,973 Common Equity Tier 1 capital (1) 17,973

Total Risk Exposure (1) 48,098 Total Risk Exposure (1) 48,098

Common Equity Tier 1 ratio, % (1) 37.4% Common Equity Tier 1 ratio, % (1) 37.4%

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 486 3 yr cumulative operating profit before impairments 636

3 yr cumulative impairment losses on financial and non-financial assets in the banking book 968 3 yr cumulative impairment losses on financial and non-financial assets in the banking book 197

3 yr cumulative losses from the stress in the trading book 5 3 yr cumulative losses from the stress in the trading book 2

Valuation losses due to sovereign shock after tax and prudential filters 0 Common Equity Tier 1 capital (1) 17,883

Common Equity Tier 1 capital (1) 17,883 Total Risk Exposure (1) 52,964

Total Risk Exposure (1) 56,832 Common Equity Tier 1 ratio, % (1) 33.8%

Common Equity Tier 1 ratio, % (1) 31.5%

Memorandum items mln EUR

Memorandum items mln EUR Common EU wide CET1 Threshold (8.0%) 4,237

Common EU wide CET1 Threshold (5.5%) 3,126

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 - NRW.Bank

(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

DE - NRW.Bank

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

Stock of

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Coverage Ratio -

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Central banks and central governments 0 0 0 0 69,760 0 0 0 0 0 1,164 0 0 0 0 0 0 0 0.03% 24 55.84% 0.03% 48 55.83% 0.03% 72 55.83% 0.35% 243 40.00% 0.35% 487 40.00% 0.36% 730 40.00%

Institutions 0 0 0 0 55,001 0 0 0 0 0 13,456 0 0 0 0 0 0 0 0.03% 17 24.35% 0.03% 35 24.34% 0.03% 52 24.31% 0.05% 27 26.03% 0.05% 57 25.80% 0.06% 88 25.52%

Corporates 0 0 0 0 20,172 198 0 0 0 0 18,298 255 0 0 0 0 0 128 0.07% 142 24.81% 0.07% 155 19.30% 0.06% 168 16.48% 0.10% 165 25.70% 0.13% 196 19.09% 0.13% 222 15.87%

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 -

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 6,705 127 0 0 0 0 5,030 185 0 0 0 0 0 25 0.10% 32 13.98% 0.10% 38 12.77% 0.10% 45 12.05% 0.13% 37 15.90% 0.18% 49 14.10% 0.25% 65 12.97%

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 -

Retail - Secured on real estate property - Of

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 - 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 0 0 6,705 127 0 0 0 0 5,030 185 0 0 0 0 0 25 0.10% 32 13.98% 0.10% 38 12.77% 0.10% 45 12.05% 0.13% 37 15.90% 0.18% 49 14.10% 0.25% 65 12.97%

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 6,705 127 0 0 0 0 5,030 185 0 0 0 0 0 25 0.10% 32 13.98% 0.10% 38 12.77% 0.10% 45 12.05% 0.13% 37 15.90% 0.18% 49 14.10% 0.25% 65 12.97%

Equity 0 0 0 0 2,387 1 0 0 0 0 4,676 1 0 0 0 0 0 0 0.17% 4 68.68% 0.17% 8 77.02% 0.17% 12 80.25% 0.20% 5 69.34% 0.22% 10 77.26% 0.23% 15 80.29%

Securitisation 0 0 0 0 4,859 0 0 0 0 0 2,916 0 0 0 0 0 0 0

Other non-credit obligation assets 0 0 0 0 92 0 0 0 0 0 92 0 0 0 0 0 0 0

TOTAL 0 0 0 0 158,975 327 0 0 0 0 45,632 442 0 0 0 0 0 153 0.04% 219 23.85% 0.04% 285 21.18% 0.04% 350 19.95% 0.20% 477 29.93% 0.21% 798 28.27% 0.21% 1,121 27.39%

Securitisation and re-securitisations positions deducted from capital * 0 0 0 0 225 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

Impairment

rate

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Default Stock

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Central banks and central governments 0 0 0 0 44,002 0 0 0 0 0 76 0 0 0 0 0 0 0 0.00% 2 44.95% 0.00% 3 44.95% 0.00% 5 44.95% 0.16% 70 40.00% 0.16% 139 40.00% 0.16% 209 40.00%

Institutions 0 0 0 0 41,449 0 0 0 0 0 9,487 0 0 0 0 0 0 0 0.03% 11 20.44% 0.03% 22 20.51% 0.03% 34 20.53% 0.03% 13 20.46% 0.04% 29 20.53% 0.05% 48 20.55%

Corporates 0 0 0 0 15,661 195 0 0 0 0 15,427 251 0 0 0 0 0 111 0.06% 120 22.07% 0.05% 128 16.76% 0.05% 136 13.96% 0.08% 138 22.64% 0.11% 154 15.73% 0.10% 170 12.70%



Retail 0 0 0 0 6,682 125 0 0 0 0 4,997 182 0 0 0 0 0 24 0.10% 31 13.84% 0.10% 38 12.65% 0.10% 44 11.95% 0.13% 36 15.74% 0.18% 48 13.98% 0.25% 64 12.88%



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 6,682 125 0 0 0 0 4,997 182 0 0 0 0 0 24 0.10% 31 13.84% 0.10% 38 12.65% 0.10% 44 11.95% 0.13% 36 15.74% 0.18% 48 13.98% 0.25% 64 12.88%


Retail - Other Retail - Of Which: non-SME 0 0 0 0 6,682 125 0 0 0 0 4,997 182 0 0 0 0 0 24 0.10% 31 13.84% 0.10% 38 12.65% 0.10% 44 11.95% 0.13% 36 15.74% 0.18% 48 13.98% 0.25% 64 12.88%

Equity 0 0 0 0 2,383 1 0 0 0 0 4,676 1 0 0 0 0 0 0 0.17% 4 68.32% 0.17% 8 76.81% 0.16% 12 80.12% 0.20% 5 69.00% 0.21% 10 77.06% 0.22% 15 80.16%

Securitisation 0 0 0 0 665 0 0 0 0 0 133 0 0 0 0 0 0 0


TOTAL 0 0 0 0 110,933 322 0 0 0 0 34,889 435 0 0 0 0 0 135 0.03% 168 20.18% 0.03% 200 16.78% 0.03% 231 15.06% 0.10% 262 24.11% 0.11% 381 20.81% 0.12% 506 19.37%



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Institutions 0 0 0 0 2,192 0 0 0 0 0 867 0 0 0 0 0 0 0 0.11% 2 27.79% 0.10% 5 27.79% 0.10% 7 27.79% 0.29% 6 27.79% 0.24% 12 27.79% 0.21% 16 27.79%

Corporates 0 0 0 0 110 0 0 0 0 0 135 0 0 0 0 0 0 0 0.39% 0 50.50% 0.41% 1 50.50% 0.39% 1 50.50% 0.52% 1 58.07% 0.86% 2 58.07% 0.90% 2 58.07%



Retail 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.07% 0 9.07% 0.05% 0 9.07% 0.04% 0 9.07% 0.12% 0 10.43% 0.12% 0 10.43% 0.12% 0 10.43%



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 0.07% 0 9.07% 0.05% 0 9.07% 0.04% 0 9.07% 0.12% 0 10.43% 0.12% 0 10.43% 0.12% 0 10.43%


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 0.07% 0 9.07% 0.05% 0 9.07% 0.04% 0 9.07% 0.12% 0 10.43% 0.12% 0 10.43% 0.12% 0 10.43%

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 38 0 0 0 0 0 38 0 0 0 0 0 0 0


TOTAL 0 0 0 0 6,779 0 0 0 0 0 1,224 0 0 0 0 0 0 0 0.23% 16 50.56% 0.23% 31 50.83% 0.23% 46 51.01% 0.76% 51 38.02% 0.76% 101 38.24% 0.76% 150 38.39%



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Institutions 0 0 0 0 1,159 0 0 0 0 0 407 0 0 0 0 0 0 0 0.02% 0 46.41% 0.03% 1 46.41% 0.02% 1 46.41% 0.06% 1 46.41% 0.07% 2 46.41% 0.07% 2 46.41%

Corporates 0 0 0 0 693 1 0 0 0 0 455 1 0 0 0 0 0 1 0.16% 2 53.68% 0.16% 3 54.08% 0.16% 4 54.29% 0.25% 3 61.94% 0.33% 5 62.46% 0.45% 8 62.73%



Retail 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.11% 0 9.07% 0.10% 0 9.07% 0.10% 0 9.07% 0.16% 0 10.43% 0.22% 0 10.43% 0.27% 0 10.43%



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 5,258 1 0 0 0 0 872 1 0 0 0 0 0 1 0.03% 3 52.14% 0.03% 4 52.00% 0.03% 6 51.94% 0.43% 24 42.13% 0.44% 47 41.93% 0.46% 71 42.01%



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Default Stock

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Institutions 0 0 0 0 2,030 0 0 0 0 0 398 0 0 0 0 0 0 0 0.03% 1 52.18% 0.03% 1 52.18% 0.03% 2 52.18% 0.05% 1 52.18% 0.06% 2 52.18% 0.07% 4 52.18%

Corporates 0 0 0 0 889 0 0 0 0 0 598 0 0 0 0 0 0 0 0.11% 1 52.18% 0.11% 2 52.18% 0.10% 3 52.18% 0.15% 1 60.01% 0.20% 3 60.01% 0.21% 5 60.01%



Retail 0 0 0 0 4 0 0 0 0 0 3 0 0 0 0 0 0 0 0.10% 0 50.32% 0.10% 0 48.65% 0.09% 0 47.20% 0.16% 1 57.07% 0.24% 1 53.29% 0.31% 1 49.36%



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 58 0 0 0 0 0 15 0 0 0 0 0 0 0


TOTAL 0 0 0 0 5,436 0 0 0 0 0 1,013 0 0 0 0 0 0 0 0.03% 2 51.37% 0.03% 4 51.26% 0.03% 6 51.22% 0.09% 5 47.63% 0.10% 11 47.59% 0.10% 16 47.61%



Impairment

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Institutions 0 0 0 0 77 0 0 0 0 0 43 0 0 0 0 0 0 0 0.09% 0 55.00% 0.08% 0 55.00% 0.09% 0 55.00% 0.14% 0 55.00% 0.12% 0 55.00% 0.14% 0 55.00%

Corporates 0 0 0 0 63 0 0 0 0 0 45 0 0 0 0 0 0 0 0.08% 0 54.70% 0.09% 0 54.70% 0.09% 0 54.70% 0.13% 0 62.90% 0.18% 0 62.90% 0.23% 0 62.90%



Retail 0 0 0 0 2 0 0 0 0 0 1 0 0 0 0 0 0 0 0.10% 0 15.58% 0.10% 0 14.78% 0.10% 0 14.18% 0.13% 0 17.77% 0.16% 0 16.59% 0.19% 0 15.64%



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 3,648 0 0 0 0 0 185 0 0 0 0 0 0 0 0.08% 3 58.52% 0.08% 6 59.03% 0.08% 9 59.21% 0.95% 35 40.03% 0.97% 69 40.05% 0.99% 104 40.06%


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

Italy

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)

DE - NRW.Bank

(*) 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






Spain

France

Netherlands

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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Central banks and central governments 0 0 0 0 384 0 0 0 0 0 0 0 0 0 0 0 0 0 0.01% 0 45.00% 0.01% 0 45.00% 0.01% 0 45.00% 0.01% 0 40.00% 0.01% 0 40.00% 0.01% 0 40.00%

Institutions 0 0 0 0 1,821 0 0 0 0 0 425 0 0 0 0 0 0 0 0.02% 0 41.35% 0.02% 1 41.35% 0.02% 1 41.35% 0.03% 1 41.35% 0.05% 1 41.35% 0.05% 2 41.35%

Corporates 0 0 0 0 448 1 0 0 0 0 283 0 0 0 0 0 0 1 0.06% 1 80.36% 0.06% 1 72.68% 0.06% 1 68.70% 0.07% 1 92.42% 0.10% 2 81.48% 0.11% 2 76.04%



Retail 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.10% 0 9.07% 0.10% 0 9.07% 0.11% 0 9.07% 0.19% 0 10.43% 0.29% 0 10.43% 0.36% 0 10.43%



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 3 0 0 0 0 0 1 0 0 0 0 0 0 0


TOTAL 0 0 0 0 2,656 1 0 0 0 0 710 0 0 0 0 0 0 1 0.02% 1 63.74% 0.03% 2 56.15% 0.03% 3 52.92% 0.04% 2 63.54% 0.05% 3 54.63% 0.05% 5 51.84%



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Institutions 0 0 0 0 858 0 0 0 0 0 198 0 0 0 0 0 0 0 0.02% 0 46.81% 0.02% 0 46.81% 0.02% 1 46.81% 0.03% 0 46.81% 0.03% 1 46.81% 0.03% 1 46.81%

Corporates 0 0 0 0 46 0 0 0 0 0 46 0 0 0 0 0 0 0 0.06% 0 55.00% 0.06% 0 55.00% 0.05% 0 55.00% 0.09% 0 63.25% 0.09% 0 63.25% 0.11% 0 63.25%



Retail 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0.10% 0 9.07% 0.10% 0 9.07% 0.10% 0 9.07% 0.15% 0 10.43% 0.20% 0 10.43% 0.24% 0 10.43%



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 2,478 0 0 0 0 0 245 0 0 0 0 0 0 0 0.01% 0 46.67% 0.01% 1 46.65% 0.01% 1 46.63% 0.18% 5 40.43% 0.19% 9 40.45% 0.19% 14 40.46%



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Stock


Institutions 0 0 0 0 189 0 0 0 0 0 0 0 0 0 0 0 0 0 0.01% 0 45.00% 0.00% 0 45.00% 0.01% 0 45.00% 0.01% 0 45.00% 0.02% 0 45.00% 0.02% 0 45.00%

Corporates 0 0 0 0 394 0 0 0 0 0 84 0 0 0 0 0 0 0 0.03% 0 55.00% 0.03% 0 55.00% 0.03% 0 55.00% 0.05% 0 63.25% 0.06% 0 63.25% 0.07% 1 63.25%



Retail 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0.10% 0 9.07% 0.10% 0 9.07% 0.11% 0 9.07% 0.16% 0 10.43% 0.23% 0 10.43% 0.29% 0 10.43%



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 1,961 0 0 0 0 0 85 0 0 0 0 0 0 0 0.01% 0 49.16% 0.01% 0 49.20% 0.01% 1 49.20% 0.24% 5 40.59% 0.24% 9 40.67% 0.25% 14 40.75%



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 0 232 0 0 0 0 0 0 0 0 0 0 0 0 0 0.00% 0 45.00% 0.00% 0 45.00% 0.00% 0 45.00% 0.00% 0 - 0.00% 0 - 0.00% 0 -

Institutions 0 0 0 0 1,500 0 0 0 0 0 44 0 0 0 0 0 0 0 0.03% 0 48.50% 0.03% 1 48.50% 0.03% 1 48.50% 0.03% 0 48.50% 0.04% 1 48.50% 0.04% 2 48.50%

Corporates 0 0 0 0 31 0 0 0 0 0 23 0 0 0 0 0 0 15 0.57% 16 97.58% 0.55% 16 96.70% 0.55% 16 95.87% 0.87% 18 111.87% 1.06% 18 110.25% 1.29% 19 108.43%



Retail 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.10% 0 9.07% 0.10% 0 9.07% 0.10% 0 9.07% 0.15% 0 10.43% 0.21% 0 10.43% 0.25% 0 10.43%



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 3 0 0 0 0 0 3 0 0 0 0 0 0 0 0.00% 0 0.01% 0.00% 0 0.01% 0.00% 0 0.01% 0.00% 0 0.01% 0.00% 0 0.01% 0.00% 0 0.01%

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


TOTAL 0 0 0 0 1,767 0 0 0 0 0 71 0 0 0 0 0 0 15 0.03% 16 95.04% 0.03% 17 91.94% 0.04% 17 89.15% 0.04% 19 108.23% 0.05% 19 103.19% 0.06% 20 98.34%



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 0 365 0 0 0 0 0 73 0 0 0 0 0 0 0 0.03% 0 45.00% 0.03% 0 45.00% 0.03% 0 45.00% 0.03% 0 40.00% 0.03% 0 40.00% 0.03% 0 40.00%

Institutions 0 0 0 0 445 0 0 0 0 0 230 0 0 0 0 0 0 0 0.04% 0 55.00% 0.04% 0 55.00% 0.03% 0 55.00% 0.05% 0 55.00% 0.05% 0 55.00% 0.06% 1 55.00%

Corporates 0 0 0 0 841 0 0 0 0 0 404 0 0 0 0 0 0 0 0.05% 0 54.26% 0.05% 1 54.26% 0.05% 1 54.26% 0.07% 1 62.40% 0.10% 1 62.40% 0.11% 2 62.40%



Retail 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.10% 0 9.07% 0.10% 0 9.07% 0.09% 0 9.07% 0.27% 0 10.43% 0.28% 0 10.43% 0.22% 0 10.43%



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 3,391 0 0 0 0 0 678 0 0 0 0 0 0 0


TOTAL 0 0 0 0 5,042 0 0 0 0 0 1,385 0 0 0 0 0 0 0 0.04% 1 52.54% 0.04% 1 52.51% 0.04% 2 52.48% 0.05% 1 56.97% 0.07% 2 57.53% 0.08% 3 57.77%


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






United Kingdom

Austria

Belgium

United States

Luxembourg

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 478 350 306 266 333 261 188

Net trading income 4 5 5 3 4 4

of which trading losses from stress scenarios -1 -1 0 -3 -2 -1

Other operating income 20 19 20 20 16 18 18

Operating profit before impairments 390 256 209 172 233 161 92

Impairment of financial assets (-) -20 -66 -65 -65 -324 -321 -323

Impairment of financial assets other than instruments designated at fair value

through P&L (-)-20 -66 -65 -65 -324 -321 -323

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

Impairment on non financial assets (-) 0 0 0 0 0 0 0

Operating profit after impairments from stress scenarios 370 189 143 107 -91 -160 -230

Other Income and expenses -345 -165 -119 -82 115 184 255

Pre-Tax profit 25 24 24 24 24 24 24

Tax -9 -7 -7 -7 -7 -7 -7

Net income 17 17 17 17 17 17 17

Attributable to owners of the parent 17 17 17 17 17 17 17

of which carried over to capital through retained earnings 0 0 0 0 0 0 0

of which distributed as dividends 17 17 17 17 17 17 17

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 46,923 48,622 50,072 51,789 50,252 53,934 55,657

Risk exposure amount Securitisation and re-securitisations 2,917 3,563 3,951 4,209 4,323 5,167 5,729

Risk exposure amount Other credit risk 44,006 45,059 46,121 47,580 45,929 48,767 49,928

Risk exposure amount for market risk 38 38 38 38 38 38 38

Risk exposure amount for operational risk 1,138 1,138 1,138 1,138 1,138 1,138 1,138

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 48,098 49,797 51,247 52,964 51,427 55,109 56,832


(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 4,859

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

Correlation Trading Portfolio (CRM) 0

Total 4,859

Banking Book 2,917 3,563 3,951 4,209 4,323 5,167 5,729

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

Total 2,917 3,563 3,951 4,209 4,323 5,167 5,729

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 70 1 0 0

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

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 18 0 25 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 54 1 73 0

[3Y - 5Y [ 45 0 45 0 0 0 0 0 0 0 110 4 127 0

[5Y - 10Y [ 128 0 128 0 0 0 0 0 0 0 242 9 0 0

[10Y - more 655 0 655 0 0 0 0 0 0 0 0 0 0 0

Tot 829 0 829 0 0 0 0 0 0 0 523 16 225 -1

[ 0 - 3M [ 85 0 85 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 [ 60 0 60 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 20 0 20 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 84 0 84 0 0 0 0 0 0 0 0 0 323 -1

[5Y - 10Y [ 180 0 180 0 0 0 0 0 0 0 25 0 54 -1

[10Y - more 545 0 545 0 0 0 0 0 0 0 0 0 0 0

Tot 976 0 976 0 0 0 0 0 0 0 25 0 377 -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 0 0 0 0

[ 1Y - 2Y [ 23 0 23 0 0 0 0 0 0 0 10 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 72 -1

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 25 0 15 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 23 0 23 0 0 0 0 0 0 0 35 0 87 -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 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 1 0

[5Y - 10Y [ 13 0 13 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 13 0 13 0 0 0 0 0 0 0 0 0 1 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 18 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 51 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 50 0 200 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 36 0 18 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 0 105 1 269 -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 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 10 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 30 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 10 0 30 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 0 100 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 50 0 225 0

[5Y - 10Y [ 299 0 299 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 299 0 299 0 0 0 0 0 0 0 50 0 325 0

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

[ 3M - 1Y [ 15 0 15 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 [ 188 0 188 0 0 0 0 0 0 0 0 0 145 -1

[3Y - 5Y [ 432 0 432 0 0 0 0 0 0 0 0 0 226 -2

[5Y - 10Y [ 684 5 684 0 0 0 0 0 0 0 0 0 315 -11

[10Y - more 1,402 0 1,402 0 0 0 0 0 0 0 0 0 0 0

Tot 2,720 5 2,720 0 0 0 0 0 0 0 0 0 686 -14

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 [ 2,742 220 3,350 95 0 0 192 9 131 -7 0 0 0 0

[ 3M - 1Y [ 2,740 122 2,740 0 0 0 405 11 921 -42 0 0 0 0

[ 1Y - 2Y [ 4,014 181 4,014 0 0 0 626 48 246 -15 0 0 0 0

[ 2Y - 3Y [ 2,826 360 2,826 0 0 0 238 21 193 -20 0 0 0 0

[3Y - 5Y [ 5,488 180 5,488 0 0 0 1,062 155 943 -168 159 0 2,965 -11

[5Y - 10Y [ 7,423 1,723 7,423 0 0 0 787 199 1,073 -247 0 0 73 0

[10Y - more 13,057 9,573 13,057 0 0 0 2,014 533 2,550 -1,116 0 0 0 0

Tot 38,290 12,359 38,899 95 0 0 5,324 976 6,057 -1,616 159 0 3,038 -11

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

[ 3M - 1Y [ 21 0 21 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 11 0 11 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 24 -1 0 0 24 -1

[3Y - 5Y [ 0 0 0 0 0 0 0 0 35 -2 0 0 35 -2

[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 32 0 32 0 0 0 0 0 59 -4 0 0 59 -4

[ 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 [ 44 0 44 0 0 0 0 0 0 0 0 0 5 0

[ 3M - 1Y [ 25 0 25 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 48 0 52 0 0 0 0 0 0 0 0 0 170 -3

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 75 -2

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

[5Y - 10Y [ 16 0 16 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 133 0 137 0 0 0 0 0 0 0 0 0 250 -5

[ 0 - 3M [ 66 0 66 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 [ 89 0 89 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 1 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 155 0 155 0 0 0 0 0 0 0 0 0 1 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 [ 114 0 114 0 0 0 0 0 0 0 0 0 1 0

[3Y - 5Y [ 101 0 101 0 0 0 0 0 0 0 0 0 1 0

[5Y - 10Y [ 611 0 611 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 52 0 52 0 0 0 0 0 0 0 0 0 0 0

Tot 878 0 878 0 0 0 0 0 0 0 0 0 1 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 25 0

[ 3M - 1Y [ 39 0 39 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 125 -1

[ 2Y - 3Y [ 24 0 24 0 0 0 0 0 0 0 0 0 274 -6

[3Y - 5Y [ 7 0 7 0 0 0 0 0 0 0 0 0 980 -36

[5Y - 10Y [ 418 0 418 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 1,573 0 1,573 0 0 0 0 0 0 0 0 0 40 -7

Tot 2,062 0 2,062 0 0 0 0 0 0 0 0 0 1,444 -49

[ 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 47 -1

[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 47 -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 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 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 [ 31 0 31 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 25 0 40 -1

[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 31 0 31 0 0 0 0 0 0 0 25 0 40 -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 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 [ 206 0 206 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 25 0 25 0 0 0 0 0 0 0 0 0 0 0

Tot 232 0 232 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 [ 2 0 2 0 0 0 0 0 0 0 15 0 0 0

[ 3M - 1Y [ 34 0 34 0 0 0 0 0 0 0 25 0 0 0

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

[ 2Y - 3Y [ 48 0 48 0 0 0 0 0 0 0 0 0 1 0

[3Y - 5Y [ 683 0 683 0 0 0 0 0 0 0 36 1 18 0

[5Y - 10Y [ 977 0 977 0 0 0 0 0 0 0 104 1 247 -4

[10Y - more 222 0 222 0 0 0 0 0 0 0 0 0 0 0

Tot 2,011 0 2,011 0 0 0 0 0 0 0 181 2 265 -4

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 25 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 50 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 75 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 75 0 75 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 [ 32 0 32 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 58 0 58 0 0 0 0 0 0 0 0 0 1 0

[5Y - 10Y [ 115 0 115 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 181 0 181 0 0 0 0 0 0 0 0 0 0 0

Tot 385 0 385 0 0 0 0 0 0 0 0 0 1 0

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

[ 3M - 1Y [ 26 0 26 0 0 0 0 0 0 0 0 0 100 -1

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 86 -1

[ 2Y - 3Y [ 389 0 389 0 0 0 0 0 0 0 0 0 25 -1

[3Y - 5Y [ 347 0 347 0 0 0 0 0 0 0 0 0 51 -4

[5Y - 10Y [ 130 0 130 0 0 0 0 0 0 0 0 0 76 -13

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 28 -8

Tot 892 0 892 0 0 0 0 0 0 0 0 0 367 -28

[ 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 71 -2

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 75 -2

[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 0 146 -4

[ 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 [ 51 0 51 0 0 0 0 0 0 0 20 0 20 0

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

[5Y - 10Y [ 248 0 248 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 300 0 300 0 0 0 0 0 0 0 20 0 20 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 0 0 0 0

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

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

[5Y - 10Y [ 69 0 69 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 12 0 12 0 0 0 0 0 0 0 0 0 0 0

Tot 81 0 81 0 0 0 0 0 0 0 0 0 6 0

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

[ 3M - 1Y [ 87 0 87 0 0 0 0 0 0 0 50 0 0 0

[ 1Y - 2Y [ 325 0 325 0 0 0 0 0 0 0 0 0 150 -1

[ 2Y - 3Y [ 221 0 221 0 0 0 0 0 0 0 0 0 441 -12

[3Y - 5Y [ 439 0 439 0 0 0 0 0 0 0 0 0 502 -17

[5Y - 10Y [ 569 0 569 0 0 0 0 0 0 0 0 0 25 -1

[10Y - more 953 0 953 0 0 0 0 0 0 0 0 0 0 0

Tot 2,593 0 2,593 0 0 0 0 0 0 0 50 0 1,119 -30

[ 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 25 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 100 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 86 0 100 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 91 1 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 0 202 1 200 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 36 1 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 47 2 0 0

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

[10Y - more 60 0 60 0 0 0 0 0 0 0 0 0 0 0

Tot 60 0 60 0 0 0 0 0 0 0 83 2 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 39 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 0 272 8 25 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 163 4 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 0 474 12 25 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 [ 15 0 15 0 0 0 0 0 0 0 0 0 0 0

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

[5Y - 10Y [ 84 0 84 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 162 0 162 0 0 0 0 0 0 0 0 0 0 0

Tot 270 0 270 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 25 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 43 0 145 -1

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

[10Y - more 141 0 141 0 0 0 0 0 0 0 0 0 0 0

Tot 141 0 141 0 0 0 0 0 0 0 68 0 145 -1

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

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

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

[ 2Y - 3Y [ 4 0 4 0 0 0 0 0 0 0 0 0 0 0

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

[5Y - 10Y [ 28 0 28 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 321 0 321 0 0 0 0 0 0 0 0 0 0 0

Tot 365 0 365 0 0 0 0 0 0 0 0 0 0 0

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 [ 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 25 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 30 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 10 0 41 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 10 0 105 -1

[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 75 0 146 -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 0 0 0 0

[ 1Y - 2Y [ 42 0 42 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 [ 33 0 33 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 41 0 41 0 0 0 0 0 0 0 0 0 0 0

Tot 116 0 116 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 40 0 0 0

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

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 20 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 157 -1

[5Y - 10Y [ 100 0 100 0 0 0 0 0 0 0 10 0 0 0

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

Tot 109 0 109 0 0 0 0 0 0 0 115 1 157 -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 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 2 0

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

[10Y - more 66 0 66 0 0 0 0 0 0 0 0 0 0 0

Tot 66 0 66 0 0 0 0 0 0 0 0 0 2 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 10 0 0 0

[ 1Y - 2Y [ 15 0 15 0 0 0 0 0 0 0 0 0 25 0

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

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

[5Y - 10Y [ 5 0 5 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 21 0 21 0 0 0 0 0 0 0 10 0 27 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 3 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 3 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 30 0 0 0

[ 2Y - 3Y [ 79 0 79 0 0 0 0 0 0 0 0 0 178 -2

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 1 0 63 -1

[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 79 0 79 0 0 0 0 0 0 0 31 0 240 -3

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 19,809 19,809 19,809 19,809 19,809 19,810 19,810 CA1 {1} Articles 4(118) and 72 of CRR

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

transitional adjustments)17,973 17,973 17,928 17,883 17,973 17,928 17,883 CA1 {1.1.1} Article 50 of CRR

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

capital instruments)17,000 17,000 17,000 17,000 17,000 17,000 17,000 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 256 256 256 256 256 256 256 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 0 0 0 0 0 0 0 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 628 628 628 628 628 628 628 CA1 {1.1.1.4} Articles 4(117) and 26(1) point (e) of CRR

A.1.5 Funds for general banking risk 627 627 627 627 627 627 627 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 portfolio0 0 0 0 0 0 0 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) -45 -45 -45 -45 -45 -45 -45CA1 {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 0 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 0 0 0 0 0 0 0 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 -187 -187 -140 -94 -187 -140 -94 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

weight-225 -225 -225 -225 -225 -225 -225

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 (-) -225 -225 -225 -225 -225 -225 -225 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 investment-446 -446 -446 -446 -446 -446 -446 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 368 368 276 184 368 276 184CA1 {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 (+/-)368 368 276 184 368 276 184 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)0 0 0 0 0 0 0 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) 17,973 17,973 17,928 17,883 17,973 17,928 17,883 CA1 {1.1} Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 1,836 1,836 1,881 1,926 1,836 1,881 1,926 CA1 {1.2} Article 71 of CRR

B TOTAL RISK EXPOSURE AMOUNT 48,098 49,797 51,247 52,964 51,427 55,109 56,832 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 (+)4,560 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 (+) 846 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 (+)0 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 (-)0 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 37.37% 36.09% 34.98% 33.76% 34.95% 32.53% 31.47% CA3 {1} -

C.2 Tier 1 Capital ratio 37.37% 36.09% 34.98% 33.76% 34.95% 32.53% 31.47% CA3 {3} -

C.3 Total Capital ratio 41.19% 39.78% 38.65% 37.40% 38.52% 35.95% 34.86% CA3 {5} -

D Common Equity Tier 1 Capital Threshold 3,984 4,100 4,237 2,828 3,031 3,126

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) 33.42% 31.14%

(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 (+) 37

Repayment of CET1 capital, buybacks (-) 0

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 (+/-)0

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-) 0

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

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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