2014 EU-wide Stress Test - Home - European Banking … EU-wide Stress Test 2014 EU-wide Stress Test...

Bank Name NL - ABN AMRO Bank N.V.

LEI Code BFXS5XCH7N0Y05NIXW11

NL

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 2,232 Operating profit before impairments 2,232

Impairment losses on financial and non-financial assets in the banking book 1,178 Impairment losses on financial and non-financial assets in the banking book 1,178

Common Equity Tier 1 capital (1) 13,991 Common Equity Tier 1 capital (1) 13,991

Total Risk Exposure (1) 115,556 Total Risk Exposure (1) 115,556

Common Equity Tier 1 ratio, % (1) 12.1% Common Equity Tier 1 ratio, % (1) 12.1%

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 4,478 3 yr cumulative operating profit before impairments 7,139

3 yr cumulative impairment losses on financial and non-financial assets in the banking book 6,908 3 yr cumulative impairment losses on financial and non-financial assets in the banking book 2,843

3 yr cumulative losses from the stress in the trading book 819 3 yr cumulative losses from the stress in the trading book 610

Valuation losses due to sovereign shock after tax and prudential filters -36 Common Equity Tier 1 capital (1) 15,795

Common Equity Tier 1 capital (1) 11,792 Total Risk Exposure (1) 115,804

Total Risk Exposure (1) 128,934 Common Equity Tier 1 ratio, % (1) 13.6%

Common Equity Tier 1 ratio, % (1) 9.1%

Memorandum items mln EUR

Memorandum items mln EUR Common EU wide CET1 Threshold (8.0%) 9,264

Common EU wide CET1 Threshold (5.5%) 7,091

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

NL - ABN AMRO Bank N.V.

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

01/01/2014.

Summary Adverse Scenario


2014 EU-wide Stress TestCredit Risk

(mln EUR, %)

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

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Central banks and central governments 0 0 44,821 0 1,053 0 0 0 529 0 1,862 0 0 0 3 0 0 0 0.01% 6 46.60% 0.01% 9 46.81% 0.01% 12 46.89% 0.01% 7 44.05% 0.01% 12 43.55% 0.01% 15 44.06%

Institutions 0 0 21,614 9 5,218 0 0 0 6,388 10 2,441 0 0 0 7 2 0 0 0.08% 38 16.17% 0.06% 54 16.29% 0.06% 68 16.17% 0.18% 66 12.71% 0.19% 115 12.50% 0.11% 143 12.33%

Corporates 0 0 80,226 5,597 7,002 591 0 0 34,016 4,159 6,300 36 0 0 375 2,906 2 564 0.71% 4,588 34.85% 0.53% 4,982 31.10% 0.40% 5,280 28.92% 1.14% 5,493 38.40% 1.13% 6,354 33.62% 1.05% 7,107 31.21%

Corporates - Of Which: Specialised Lending 0 0 12,022 210 82 0 0 0 4,333 260 83 0 0 0 24 41 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates - Of Which: SME 0 0 26,410 3,333 886 19 0 0 12,026 2,095 866 17 0 0 250 1,848 0 6 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail 0 0 171,013 3,184 3,620 93 0 0 22,647 3,684 1,323 52 0 0 244 826 4 43 0.32% 1,822 26.68% 0.25% 2,244 25.55% 0.19% 2,556 24.65% 0.45% 2,193 30.74% 0.58% 3,347 33.02% 0.60% 4,444 34.18%

Retail - Secured on real estate property 84.3% 0 0 156,152 2,344 2,273 37 0 0 16,414 2,485 492 14 0 0 133 420 4 20 0.17% 910 18.27% 0.13% 1,105 17.21% 0.08% 1,232 16.19% 0.27% 1,188 22.72% 0.32% 1,840 25.47% 0.30% 2,383 26.42%

Retail - Secured on real estate property - Of

Which: SME84.3% 0 0 1,950 175 24 4 0 0 1,107 3 25 3 0 0 10 68 0 2 0.63% 113 36.18% 0.55% 123 32.16% 0.46% 131 29.83% 1.54% 134 37.81% 1.82% 171 34.83% 2.01% 207 32.74%


Which: non-SME84.3% 0 0 154,203 2,170 2,249 32 0 0 15,307 2,482 467 11 0 0 123 352 4 18 0.17% 797 17.12% 0.12% 982 16.31% 0.08% 1,101 15.40% 0.25% 1,054 21.67% 0.30% 1,669 24.82% 0.28% 2,176 25.97%

Retail - Qualifying Revolving 0 0 6,881 260 0 0 0 0 2,579 701 0 0 0 0 47 135 0 0 2.37% 353 63.41% 1.98% 484 65.94% 1.67% 591 67.18% 3.19% 409 65.87% 4.38% 696 69.40% 5.31% 1,023 70.92%

Retail - Other Retail 0 0 7,980 580 1,347 57 0 0 3,654 498 831 37 0 0 65 271 0 24 1.26% 560 43.12% 1.10% 655 39.61% 0.94% 734 37.92% 1.60% 596 47.59% 2.39% 811 42.65% 2.74% 1,038 40.64%

Retail - Other Retail - Of Which: SME 0 0 3,740 415 248 34 0 0 2,510 303 184 24 0 0 39 204 0 12 2.16% 418 48.37% 1.94% 489 45.28% 1.68% 547 43.69% 3.08% 459 48.81% 4.06% 609 45.99% 4.79% 766 44.68%

Retail - Other Retail - Of Which: non-SME 0 0 4,240 164 1,099 22 0 0 1,143 196 646 14 0 0 26 67 0 12 0.58% 142 32.81% 0.50% 167 29.10% 0.42% 187 27.48% 0.49% 137 43.91% 1.22% 202 35.06% 1.39% 272 32.51%

Equity 0 0 962 0 0 0 0 0 4,533 0 0 0 0 0 0 1 0 0 0.00% 1 - 0.00% 1 - 0.00% 1 - 0.00% 1 - 0.00% 1 - 0.00% 1 -

Securitisation 0 0 2,511 0 0 0 0 0 286 0 0 0 0 0 0 27 0 0

Other non-credit obligation assets 0 0 1,452 0 5,496 0 0 0 1,490 0 2,875 0 0 0 0 0 0 0

TOTAL 0 0 322,600 8,791 22,390 684 0 0 69,889 7,853 14,802 87 0 0 629 3,762 6 608 0.36% 6,456 32.09% 0.27% 7,290 29.09% 0.20% 7,917 27.29% 0.54% 7,760 35.51% 0.60% 9,828 32.82% 0.58% 11,710 31.69%

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

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

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Central banks and central governments 0 0 27,672 0 605 0 0 0 8 0 340 0 0 0 2 0 0 0 0.00% 3 57.26% 0.00% 3 57.27% 0.00% 4 57.28% 0.00% 3 57.26% 0.00% 3 56.80% 0.00% 4 56.38%

Institutions 0 0 5,197 0 927 0 0 0 1,119 0 785 0 0 0 1 0 0 0 0.07% 7 25.20% 0.06% 10 25.60% 0.05% 13 25.66% 0.15% 12 24.30% 0.16% 22 23.48% 0.08% 27 23.33%

Corporates 0 0 49,449 4,511 3,668 201 0 0 23,056 2,847 3,033 33 0 0 330 2,384 0 177 0.90% 3,430 32.61% 0.68% 3,723 29.11% 0.49% 3,933 27.09% 1.39% 4,112 36.49% 1.32% 4,702 31.95% 1.31% 5,243 29.51%

Corporates - Of Which: Specialised Lending 0 0 4,307 1 10 0 0 0 1,994 0 10 0 0 0 16 8 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates - Of Which: SME 0 0 22,916 3,023 429 15 0 0 10,800 1,775 407 14 0 0 240 1,642 0 4 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail 0 0 169,992 3,141 3,602 92 0 0 22,451 3,620 1,313 50 0 0 204 800 0 43 0.32% 1,747 26.40% 0.25% 2,165 25.32% 0.19% 2,475 24.45% 0.45% 2,115 30.50% 0.58% 3,262 32.86% 0.60% 4,353 34.07%

Retail - Secured on real estate property 84.3% 0 0 155,590 2,320 2,271 37 0 0 16,327 2,461 491 14 0 0 96 414 0 20 0.17% 862 18.24% 0.13% 1,058 17.19% 0.08% 1,184 16.17% 0.27% 1,139 22.69% 0.32% 1,789 25.46% 0.30% 2,331 26.42%


Which: SME84.3% 0 0 1,935 174 24 4 0 0 1,102 3 25 3 0 0 10 67 0 2 0.63% 112 36.19% 0.56% 123 32.16% 0.46% 131 29.83% 1.55% 134 37.82% 1.83% 171 34.83% 2.02% 206 32.74%


Which: non-SME84.3% 0 0 153,655 2,146 2,246 32 0 0 15,225 2,458 466 11 0 0 86 347 0 18 0.17% 750 17.08% 0.12% 935 16.28% 0.08% 1,054 15.37% 0.25% 1,005 21.64% 0.30% 1,619 24.81% 0.28% 2,125 25.96%

Retail - Qualifying Revolving 0 0 6,797 254 0 0 0 0 2,544 679 0 0 0 0 46 132 0 0 2.37% 347 63.48% 1.98% 476 66.00% 1.67% 581 67.23% 3.20% 403 65.97% 4.39% 686 69.48% 5.33% 1,011 70.98%

Retail - Other Retail 0 0 7,606 567 1,332 55 0 0 3,580 480 821 36 0 0 62 254 0 24 1.30% 538 42.09% 1.14% 632 38.82% 0.97% 709 37.27% 1.65% 573 46.65% 2.47% 787 42.07% 2.84% 1,011 40.24%

Retail - Other Retail - Of Which: SME 0 0 3,592 415 248 34 0 0 2,506 302 184 24 0 0 39 193 0 12 2.24% 406 46.75% 2.01% 477 44.02% 1.76% 534 42.64% 3.20% 447 47.34% 4.23% 597 45.01% 5.02% 754 43.95%

Retail - Other Retail - Of Which: non-SME 0 0 4,014 152 1,083 21 0 0 1,074 178 637 12 0 0 23 61 0 12 0.58% 131 32.47% 0.50% 155 28.74% 0.42% 175 27.12% 0.48% 127 44.37% 1.24% 189 35.01% 1.41% 257 32.41%

Equity 0 0 520 0 0 0 0 0 3,006 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 -

Securitisation 0 0 2,511 0 0 0 0 0 286 0 0 0 0 0 0 27 0 0

Other non-credit obligation assets 0 0 1,190 0 1,972 0 0 0 1,082 0 913 0 0 0 0 0 0 0

TOTAL 0 0 256,533 7,651 10,774 293 0 0 51,008 6,467 6,384 83 0 0 537 3,210 0 220 0.39% 5,187 30.29% 0.30% 5,902 27.63% 0.22% 6,425 26.03% 0.58% 6,242 34.25% 0.64% 7,989 32.28% 0.64% 9,627 31.38%



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Institutions 0 0 1,277 0 2,148 0 0 0 343 0 502 0 0 0 0 0 0 0 0.06% 2 5.35% 0.04% 4 5.33% 0.04% 5 5.30% 0.24% 9 5.69% 0.28% 18 5.74% 0.24% 26 5.79%

Corporates 0 0 3,719 162 399 4 0 0 1,368 246 387 2 0 0 4 77 0 3 0.20% 93 41.16% 0.11% 97 37.43% 0.11% 101 34.68% 0.70% 121 40.81% 0.74% 155 36.14% 0.66% 182 34.59%

Corporates - Of Which: Specialised Lending 0 0 0 0 50 0 0 0 0 0 51 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates - Of Which: SME 0 0 1,312 94 162 2 0 0 483 87 164 2 0 0 2 60 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail 0 0 84 3 1 1 0 0 18 2 1 1 0 0 1 1 0 0 0.23% 2 25.48% 0.19% 2 25.32% 0.16% 2 25.25% 0.36% 2 28.60% 0.40% 3 30.24% 0.41% 3 30.65%

Retail - Secured on real estate property 0.0% 0 0 60 3 0 0 0 0 11 1 0 0 0 0 1 1 0 0 0.09% 2 26.63% 0.06% 2 25.51% 0.04% 2 24.69% 0.19% 2 31.06% 0.16% 2 32.56% 0.16% 2 32.22%


Which: SME0.0% 0 0 6 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.07% 0 17.03% 0.04% 0 16.82% 0.03% 0 16.39% 0.15% 0 19.75% 0.15% 0 22.15% 0.15% 0 23.18%


Which: non-SME0.0% 0 0 54 3 0 0 0 0 10 1 0 0 0 0 1 1 0 0 0.09% 1 26.70% 0.06% 2 25.60% 0.04% 2 24.80% 0.20% 2 31.20% 0.17% 2 32.78% 0.16% 2 32.46%

Retail - Qualifying Revolving 0 0 4 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 1.62% 0 51.62% 1.42% 0 56.46% 1.25% 0 59.19% 2.13% 0 53.68% 2.57% 0 59.92% 2.67% 0 63.23%

Retail - Other Retail 0 0 19 0 1 1 0 0 6 0 1 1 0 0 0 0 0 0 0.37% 0 18.44% 0.33% 0 19.02% 0.29% 1 19.46% 0.51% 0 18.74% 0.66% 1 19.94% 0.72% 1 21.09%

Retail - Other Retail - Of Which: SME 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.43% 0 36.58% 0.37% 0 37.16% 0.32% 0 37.67% 0.47% 0 37.03% 0.50% 0 37.74% 0.44% 0 38.58%

Retail - Other Retail - Of Which: non-SME 0 0 19 0 1 1 0 0 5 0 1 1 0 0 0 0 0 0 0.37% 0 18.37% 0.33% 0 18.91% 0.29% 1 19.33% 0.51% 0 18.67% 0.66% 1 19.83% 0.73% 1 20.97%

Equity 0 0 35 0 0 0 0 0 168 0 0 0 0 0 0 1 0 0 0.00% 1 - 0.00% 1 - 0.00% 1 - 0.00% 1 - 0.00% 1 - 0.00% 1 -

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

Other non-credit obligation assets 0 0 85 0 170 0 0 0 81 0 134 0 0 0 0 0 0 0

TOTAL 0 0 9,777 165 2,718 5 0 0 1,978 248 1,023 3 0 0 5 79 0 3 0.09% 99 35.96% 0.06% 105 31.17% 0.06% 112 27.95% 0.31% 134 29.23% 0.33% 178 23.58% 0.29% 214 21.66%



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Institutions 0 0 2,473 0 124 0 0 0 465 0 58 0 0 0 0 0 0 0 0.02% 1 11.73% 0.01% 1 11.93% 0.01% 1 12.45% 0.05% 2 14.87% 0.06% 3 16.99% 0.03% 4 16.61%

Corporates 0 0 1,776 147 54 0 0 0 653 49 48 0 0 0 10 105 0 0 0.30% 122 61.39% 0.22% 124 55.06% 0.18% 127 50.69% 0.50% 132 62.37% 0.55% 146 56.77% 0.40% 152 52.92%


Corporates - Of Which: SME 0 0 455 94 2 0 0 0 167 21 2 0 0 0 4 80 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail 0 0 246 14 3 0 0 0 65 17 2 0 0 0 2 5 0 0 0.54% 8 35.87% 0.45% 9 34.86% 0.37% 10 34.30% 0.77% 9 37.91% 0.85% 12 38.69% 0.83% 14 38.70%



Which: SME0.0% 0 0 1 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 1.06% 0 35.98% 0.90% 0 34.15% 0.70% 0 32.95% 1.33% 0 36.28% 1.24% 0 35.00% 1.01% 0 34.00%


Which: non-SME0.0% 0 0 146 7 1 0 0 0 27 3 0 0 0 0 1 2 0 0 0.14% 3 26.30% 0.10% 3 24.20% 0.06% 3 22.80% 0.28% 3 30.68% 0.22% 4 31.94% 0.19% 5 31.46%





Equity 0 0 0 0 0 0 0 0 2 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 -

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


TOTAL 0 0 7,686 160 270 0 0 0 1,383 65 137 0 0 0 12 110 0 0 0.09% 131 58.24% 0.07% 135 52.14% 0.06% 139 48.07% 0.16% 143 58.34% 0.17% 161 52.72% 0.13% 170 49.05%



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Institutions 0 0 1,360 0 606 0 0 0 243 0 290 0 0 0 0 0 0 0 0.05% 1 7.40% 0.03% 2 7.47% 0.03% 3 7.40% 0.13% 3 6.91% 0.17% 6 6.96% 0.07% 8 7.13%

Corporates 0 0 1,836 60 1,056 0 0 0 846 99 1,059 0 0 0 2 29 0 0 1.06% 72 52.47% 0.83% 101 49.90% 0.75% 129 49.49% 1.93% 97 56.14% 2.41% 164 53.46% 2.24% 234 56.91%



Retail 0 0 44 1 0 0 0 0 5 1 0 0 0 0 0 0 0 0 0.15% 0 36.53% 0.13% 1 32.99% 0.11% 1 30.74% 0.23% 1 50.51% 0.27% 1 53.96% 0.28% 1 52.67%



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 37 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 0.06% 0 24.09% 0.05% 0 19.80% 0.03% 0 17.18% 0.11% 0 48.34% 0.12% 1 53.36% 0.11% 1 50.81%





Equity 0 0 1 0 0 0 0 0 3 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 -

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


TOTAL 0 0 4,740 60 2,490 0 0 0 1,110 101 1,889 0 0 0 2 29 0 0 0.50% 74 48.02% 0.38% 103 45.39% 0.34% 132 44.78% 0.92% 101 46.35% 1.13% 171 42.98% 1.00% 243 46.82%



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Central banks and central governments 0 0 193 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.00% 0 44.03% 0.00% 0 44.03% 0.00% 0 44.03% 0.00% 0 44.03% 0.00% 0 44.03% 0.00% 0 44.03%

Institutions 0 0 3,820 0 454 0 0 0 1,276 0 247 0 0 0 0 0 0 0 0.03% 2 8.17% 0.02% 2 7.90% 0.02% 3 7.85% 0.07% 4 10.41% 0.09% 7 11.30% 0.04% 9 11.38%

Corporates 0 0 2,407 141 520 0 0 0 906 366 544 0 0 0 3 56 0 0 0.48% 73 30.52% 0.35% 83 26.76% 0.31% 91 24.46% 1.16% 100 30.24% 1.21% 141 27.58% 1.04% 169 26.39%



Retail 0 0 78 4 1 0 0 0 11 9 0 0 0 0 0 1 0 0 0.32% 2 34.56% 0.26% 2 34.01% 0.21% 2 33.57% 0.44% 2 35.38% 0.47% 2 36.04% 0.44% 3 36.41%



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 55 2 0 0 0 0 4 5 0 0 0 0 0 0 0 0 0.06% 0 18.64% 0.05% 0 17.75% 0.03% 1 16.95% 0.11% 1 20.36% 0.10% 1 21.24% 0.09% 1 21.41%





Equity 0 0 44 0 0 0 0 0 182 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 -

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


TOTAL 0 0 6,554 144 992 0 0 0 2,382 375 799 0 0 0 3 57 0 0 0.21% 76 29.36% 0.15% 87 25.48% 0.13% 96 23.18% 0.50% 106 28.67% 0.50% 151 25.89% 0.39% 181 24.83%


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

United Kingdom

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

Netherlands

LTV % (as of

31/12/2013)

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

Adverse Scenario

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

31/12/2013)

Exposure values (as of 31/12/2013)


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

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

LTV % (as of

31/12/2013)

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

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

Baseline Scenario

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






France

Belgium

United States

2014 EU-wide Stress TestCredit Risk

LTV % (as of

31/12/2013)

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


Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 0 0 871 0 129 0 0 0 217 0 109 0 0 0 0 0 0 0 0.03% 0 7.89% 0.03% 1 7.60% 0.02% 1 7.45% 0.08% 1 9.27% 0.09% 2 9.70% 0.05% 2 9.75%

Corporates 0 0 1,422 67 335 2 0 0 385 43 334 0 0 0 2 40 0 2 0.23% 48 42.14% 0.17% 51 34.20% 0.14% 53 29.63% 0.51% 57 42.22% 0.54% 69 34.82% 0.51% 78 30.63%



Retail 0 0 131 8 11 0 0 0 42 11 5 0 0 0 2 3 0 0 0.71% 6 37.05% 0.60% 6 37.12% 0.51% 7 37.13% 0.99% 6 37.32% 1.14% 8 38.16% 1.15% 9 38.51%



Which: SME0.0% 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.61% 0 14.08% 0.59% 0 13.94% 0.52% 0 13.76% 0.76% 0 15.06% 0.82% 0 15.87% 0.77% 0 16.05%


Which: non-SME0.0% 0 0 58 3 1 0 0 0 13 4 0 0 0 0 0 1 0 0 0.16% 1 23.09% 0.12% 1 22.02% 0.08% 1 21.22% 0.31% 1 23.52% 0.26% 1 23.62% 0.24% 2 23.46%





Equity 0 0 22 0 0 0 0 0 111 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 -

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


TOTAL 0 0 4,523 75 869 2 0 0 770 55 522 0 0 0 4 43 0 2 0.10% 54 40.49% 0.08% 58 33.16% 0.06% 61 28.96% 0.21% 63 40.01% 0.23% 79 33.07% 0.20% 89 29.53%



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 70 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.00% 0 - 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00%

Institutions 0 0 199 0 21 0 0 0 148 0 15 0 0 0 0 0 0 0 0.92% 2 27.26% 0.59% 3 27.24% 0.57% 5 27.21% 3.08% 7 27.68% 2.90% 13 27.73% 0.58% 14 27.80%

Corporates 0 0 2,429 0 91 0 0 0 807 0 43 0 0 0 3 0 0 0 0.47% 15 20.70% 0.36% 24 20.04% 0.28% 31 19.54% 0.60% 19 23.71% 0.67% 36 24.21% 0.60% 50 24.11%

Corporates - Of Which: Specialised Lending 0 0 1,366 0 0 0 0 0 320 0 0 0 0 0 1 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 0 0 20 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 0.22% 0 20.17% 0.18% 0 19.91% 0.14% 0 19.52% 0.33% 0 21.65% 0.38% 0 23.50% 0.36% 0 24.78%



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 15 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.04% 0 6.19% 0.03% 0 5.78% 0.02% 0 5.05% 0.09% 0 9.76% 0.10% 0 10.96% 0.09% 0 12.23%





Equity 0 0 29 0 0 0 0 0 91 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 -

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

Other non-credit obligation assets 0 0 3 0 1,213 0 0 0 3 0 626 0 0 0 0 0 0 0

TOTAL 0 0 2,750 0 1,325 0 0 0 1,051 0 684 0 0 0 3 0 0 0 0.49% 18 21.44% 0.36% 27 20.78% 0.29% 35 20.33% 0.77% 26 24.79% 0.80% 49 25.08% 0.58% 64 24.84%



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 0 357 0 85 0 0 0 54 0 40 0 0 0 0 0 0 0 0.03% 0 8.17% 0.02% 0 8.21% 0.02% 0 8.12% 0.10% 1 7.77% 0.13% 1 7.88% 0.05% 1 8.07%

Corporates 0 0 3,655 9 54 0 0 0 1,140 3 55 0 0 0 3 6 0 0 0.14% 15 35.67% 0.13% 19 29.95% 0.12% 23 27.39% 0.18% 16 35.02% 0.30% 28 30.97% 0.27% 37 29.76%

Corporates - Of Which: Specialised Lending 0 0 1,178 0 0 0 0 0 290 0 0 0 0 0 1 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 0 0 26 2 0 0 0 0 4 5 0 0 0 0 0 0 0 0 0.34% 1 23.30% 0.28% 1 23.58% 0.22% 1 23.74% 0.49% 1 25.79% 0.48% 1 28.30% 0.46% 1 29.65%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.03% 0 10.01% 0.03% 0 9.83% 0.03% 0 9.61% 0.04% 0 11.07% 0.05% 0 11.92% 0.04% 0 12.11%


Which: non-SME0.0% 0 0 18 2 0 0 0 0 2 4 0 0 0 0 0 0 0 0 0.21% 0 19.51% 0.15% 0 19.08% 0.10% 0 18.68% 0.34% 0 22.11% 0.24% 1 23.82% 0.18% 1 24.37%





Equity 0 0 2 0 0 0 0 0 8 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 -

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


TOTAL 0 0 4,117 11 155 0 0 0 1,206 8 95 0 0 0 3 7 0 0 0.13% 15 33.56% 0.12% 20 28.57% 0.11% 24 26.26% 0.17% 17 30.98% 0.28% 29 27.67% 0.24% 39 27.18%



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 9 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.00% 0 - 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00%

Institutions 0 0 2,654 0 0 0 0 0 1,090 0 0 0 0 0 0 0 0 0 0.10% 3 47.97% 0.09% 6 47.80% 0.09% 8 47.66% 0.10% 4 48.39% 0.13% 7 48.71% 0.11% 10 48.89%

Corporates 0 0 101 0 0 0 0 0 46 0 0 0 0 0 0 0 0 0 0.36% 0 37.60% 0.35% 1 37.62% 0.33% 1 37.50% 0.43% 0 37.96% 0.51% 1 38.42% 0.43% 1 39.14%



Retail 0 0 5 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.14% 0 53.56% 0.13% 0 48.96% 0.11% 0 45.80% 0.20% 0 52.03% 0.25% 0 47.54% 0.28% 0 45.04%



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 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.06% 0 14.50% 0.05% 0 14.04% 0.04% 0 13.34% 0.10% 0 17.52% 0.10% 0 18.50% 0.09% 0 19.63%





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 2,769 0 0 0 0 0 1,137 0 0 0 0 0 0 0 0 0 0.10% 4 46.51% 0.10% 7 46.28% 0.10% 9 46.11% 0.12% 4 46.77% 0.14% 8 47.05% 0.12% 11 47.32%



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 43 0 444 0 0 0 12 0 214 0 0 0 0 0 0 0 0.08% 0 5.02% 0.05% 1 5.01% 0.05% 1 4.99% 0.32% 2 5.44% 0.39% 3 5.47% 0.15% 4 5.55%

Corporates 0 0 491 0 171 0 0 0 191 1 170 0 0 0 1 0 0 0 0.25% 3 13.01% 0.21% 4 12.20% 0.19% 5 11.68% 0.40% 4 11.10% 0.51% 7 11.01% 0.36% 9 11.54%



Retail 0 0 5 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.52% 0 38.11% 0.45% 0 33.36% 0.38% 0 31.18% 0.66% 0 37.13% 0.73% 0 33.20% 0.69% 0 32.05%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.05% 0 15.15% 0.05% 0 14.99% 0.04% 0 14.79% 0.06% 0 16.11% 0.07% 0 16.88% 0.06% 0 17.06%


Which: non-SME0.0% 0 0 3 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.09% 0 11.33% 0.07% 0 10.87% 0.05% 0 10.09% 0.16% 0 14.46% 0.16% 0 15.47% 0.15% 0 16.64%





Equity 0 0 28 0 0 0 0 0 86 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 -

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


TOTAL 0 0 1,543 0 719 0 0 0 312 1 427 0 0 0 1 0 0 0 0.10% 3 10.46% 0.08% 5 10.03% 0.07% 6 9.68% 0.20% 6 8.28% 0.24% 11 8.24% 0.14% 14 8.68%


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






Germany

Singapore

Switzerland

Luxembourg

China

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 5,575 5,492 5,541 5,575 5,103 4,697 4,698

Net trading income -172 -50 11 -277 -113 -31

of which trading losses from stress scenarios -305 -183 -122 -409 -246 -164

Other operating income -207 -191 -191 -191 -289 -191 -191

Operating profit before impairments 2,232 2,234 2,405 2,500 1,561 1,417 1,500

Impairment of financial assets (-) -1,154 -1,350 -853 -641 -2,715 -2,132 -1,935

Impairment of financial assets other than instruments designated at fair value

through P&L (-)-1,139 -1,333 -843 -634 -2,640 -2,084 -1,892

Impairment Financial assets designated at fair value through P&L (-) -15 -17 -10 -7 -75 -48 -44

Impairment on non financial assets (-) -24 0 0 0 -43 -41 -40

Operating profit after impairments from stress scenarios 1,054 885 1,552 1,859 -1,197 -756 -475

Other Income and expenses 55 55 55 55 55 55 55

Pre-Tax profit 1,109 940 1,607 1,914 -1,142 -701 -420

Tax -294 -309 -426 -503 212 151 81

Net income 815 631 1,181 1,412 -930 -550 -339

Attributable to owners of the parent 814 631 1,181 1,412 -930 -550 -339

of which carried over to capital through retained earnings 402 268 709 847 -930 -550 -339

of which distributed as dividends 412 363 472 565 0 0 0

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 92,631 92,736 92,798 92,839 99,311 104,574 105,997

Risk exposure amount Securitisation and re-securitisations 286 390 453 494 503 633 719

Risk exposure amount Other credit risk 92,345 92,346 92,346 92,346 98,808 103,941 105,278

Risk exposure amount for market risk 6,396 6,396 6,396 6,396 6,396 6,396 6,396

Risk exposure amount for operational risk 16,415 16,415 16,441 16,455 16,415 16,415 16,427

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

AQR adjustments (for SSM countries only) 114 114 114 114 114 114 114

Total Risk exposure amount 115,556 115,660 115,749 115,804 122,236 127,499 128,934


(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 2,511

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

Correlation Trading Portfolio (CRM) 0

Total 2,511

Banking Book 286 390 453 494 503 633 719

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

Total 286 390 453 494 503 633 719

Hold to Maturity porfolio 0 0 0 0 0 0 0

Available for Sale porfolio 27 40 49 56 43 59 68

Held for trading portfolio

Total 27 40 49 56 43 59 68


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 [ 1 0 1 0 0 1 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 [ 1 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 120 0 119 115 0 4 0 0 0 0 0 0 0 0

[5Y - 10Y [ 666 0 580 579 0 1 0 0 0 0 0 0 0 0

[10Y - more 793 0 584 584 0 0 0 0 0 0 0 0 0 0

Tot 1,581 0 1,284 1,278 0 6 0 0 0 0 0 0 0 0

[ 0 - 3M [ 54 0 54 0 0 54 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 392 0 338 170 0 169 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 6 0 6 0 0 6 0 0 0 0 0 0 0 0

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

[3Y - 5Y [ 371 0 356 328 0 28 0 0 0 0 0 0 0 0

[5Y - 10Y [ 1,560 0 1,370 1,296 113 -39 0 0 0 0 0 0 0 0

[10Y - more 155 0 59 88 0 -29 0 0 0 0 0 0 0 0

Tot 2,555 0 2,183 1,882 113 189 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 [ 67 0 67 67 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 134 0 134 134 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 201 0 201 201 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 [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

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

[3Y - 5Y [ 100 0 95 100 0 -5 0 0 0 0 0 0 0 0

[5Y - 10Y [ 850 0 809 802 0 7 0 0 0 0 0 0 0 0

[10Y - more 101 0 102 102 0 0 0 0 0 0 0 0 0 0

Tot 1,053 0 1,008 1,004 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 [ 1,065 0 1,043 954 0 89 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 537 0 482 498 0 -16 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 109 0 73 101 0 -28 0 0 0 0 0 0 0 0

[3Y - 5Y [ 1,255 0 1,178 1,217 0 -39 0 0 0 0 0 0 0 0

[5Y - 10Y [ 1,697 0 1,548 1,536 0 12 0 0 0 0 0 0 17 0

[10Y - more 407 0 389 249 0 140 0 0 0 0 0 0 0 0

Tot 5,070 0 4,713 4,555 0 158 0 0 0 0 0 0 17 0

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 [ 84 0 84 0 0 84 0 0 0 0 0 0 3 0

[ 3M - 1Y [ 33 0 23 0 0 23 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 208 0 193 190 0 3 0 0 0 0 9 0 0 0

[ 2Y - 3Y [ 19 0 -11 0 0 -11 0 0 0 0 0 0 1 0

[3Y - 5Y [ 119 0 78 50 0 28 0 0 0 0 0 0 23 0

[5Y - 10Y [ 763 0 632 579 0 53 0 0 0 0 125 0 2 0

[10Y - more 1,128 0 557 569 0 -12 0 0 0 0 16 0 0 0

Tot 2,354 0 1,556 1,388 0 168 0 0 0 0 149 0 28 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 [ 150 0 150 150 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 377 0 290 290 0 0 0 0 0 0 0 0 0 0

Tot 527 0 440 440 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

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 [ 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 [ 7 0 7 7 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 85 0 86 80 0 6 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 92 0 93 87 0 6 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 [ 4,023 3,794 142 38 0 104 992 5 -1,000 -1 0 0 0 0

[ 3M - 1Y [ 401 19 378 0 0 378 2,750 28 -1,800 -17 0 0 0 0

[ 1Y - 2Y [ 162 5 134 0 0 134 3,646 139 -1,918 -38 0 0 0 0

[ 2Y - 3Y [ 615 11 592 600 0 -8 1,760 65 -1,492 -2 0 0 0 0

[3Y - 5Y [ 1,429 22 1,209 1,210 0 -1 12,733 685 -5,187 -227 0 0 0 0

[5Y - 10Y [ 3,149 448 2,445 2,467 0 -22 6,521 181 -16,440 -690 0 0 0 0

[10Y - more 1,470 177 1,032 898 0 134 1,098 52 -3,612 -443 0 0 0 0

Tot 11,249 4,476 5,932 5,213 0 719 29,500 1,155 -31,449 -1,418 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 333 0 257 257 0 0 0 0 0 0 0 0 0 0

Tot 333 0 257 257 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)


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 [ 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 [ 75 0 75 75 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 96 0 96 0 96 0 0 0 0 0 0 0 0 0

Tot 171 0 171 75 96 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 [ 73 0 73 73 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 18 0 18 18 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 91 0 91 91 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 208 0 175 175 0 0 0 0 0 0 0 0 0 0

Tot 208 0 175 175 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 [ 36 0 36 36 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 [ 71 0 72 70 0 2 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 107 0 108 106 0 2 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 [ 422 0 422 422 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 97 0 97 97 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 519 0 519 519 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 [ 514 0 509 509 0 0 0 0 0 0 1 1 0 0

[ 2Y - 3Y [ 472 0 465 465 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 505 0 508 508 0 0 0 0 0 0 0 0 -5 -6

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

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

Tot 1,491 0 1,482 1,482 0 0 0 0 0 0 1 2 -10 -13

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 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 [ 245 0 245 245 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 [ 5 5 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 250 5 245 245 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 21 0 21 21 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 21 0 21 21 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 [ 2 2 0 0 0 0 0 0 0 0 0 0 0 0

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

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

[3Y - 5Y [ 6 6 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 12 12 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 [ 62 0 62 62 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 62 0 62 62 0 0 0 0 0 0 0 0 0 0

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

[ 3M - 1Y [ 8 8 0 0 0 0 0 0 0 0 0 0 0 0

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

[ 2Y - 3Y [ 11 11 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 20 20 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 55 55 0 0 0 0 0 0 0 0 0 0 0 0

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

Tot 162 162 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 1 0 0 0 0 0 0 0 0 0 0 0 0

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

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

[3Y - 5Y [ 26 26 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 6 6 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 1 1 0 0 0 0 0 0 0 0 0 0 0 0Tot 36 36 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 19,917 20,248 20,280 20,130 18,889 17,543 16,090 CA1 {1} Articles 4(118) and 72 of CRR

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

transitional adjustments)13,991 14,404 15,042 15,795 13,088 12,365 11,792 CA1 {1.1.1} Article 50 of CRR

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

capital instruments)13,910 13,910 13,910 13,910 13,910 13,910 13,910 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 13,910 13,910 13,910 13,910 13,910 13,910 13,910 - -

A.1.2 Retained earnings 4,009 4,277 4,985 5,832 3,079 2,528 2,189 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 -5,050 -5,055 -5,058 -5,061 -4,948 -5,011 -5,013 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

portfolio-47 -47 -47 -47 90 49 61 - -

A.1.3.2 Of which: arising from unrealised gains/losses from the rest of AFS portfolio 106 101 98 95 71 50 35 - -

A.1.4 Other Reserves 0 0 0 0 0 0 0 CA1 {1.1.1.4} Articles 4(117) and 26(1) point (e) of CRR

A.1.5 Funds for general banking risk 0 0 0 0 0 0 0 CA1 {1.1.1.5} Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6 Minority interest given recognition in CET1 capital 0 0 0 0 0 0 0 CA1 {1.1.1.7} Article 84 of CRR

A.1.7Adjustments to CET1 due to prudential filters excluding those from unrealised

gains/losses from AFS portfolio1,471 1,435 1,418 1,411 1,360 1,360 1,358 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 portfolio14 14 28 19 -123 -29 -24 -

A.1.9 (-) Intangible assets (including Goodwill) -191 -191 -191 -191 -153 -115 -76CA1 {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 -35 -35 -35 -35 -166 -386 -503 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 -410 -305 -298 -269 -397 -476 -475 CA1 {1.1.1.13} Articles 36(1) point (d), 40 and 159 of CRR

A.1.12 (-) Defined benefit pension fund assets -4 -4 -4 -4 -4 -4 -4 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 investment-100 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 377 359 287 183 531 587 431CA1 {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 (+/-)377 359 287 183 531 587 431 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)483 525 496 470 519 488 474 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) 14,474 14,929 15,538 16,265 13,607 12,854 12,267 CA1 {1.1} Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 5,443 5,318 4,742 3,865 5,282 4,689 3,824 CA1 {1.2} Article 71 of CRR

B TOTAL RISK EXPOSURE AMOUNT 115,556 115,660 115,749 115,804 122,236 127,499 128,934 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 (+)3,591 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 (+) 1,497 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 (+)1,447 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 (-)-1,431 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 12.11% 12.45% 13.00% 13.64% 10.71% 9.70% 9.15% CA3 {1} -

C.2 Tier 1 Capital ratio 12.53% 12.91% 13.42% 14.05% 11.13% 10.08% 9.51% CA3 {3} -

C.3 Total Capital ratio 17.24% 17.51% 17.52% 17.38% 15.45% 13.76% 12.48% CA3 {5} -

D Common Equity Tier 1 Capital Threshold 9,253 9,260 9,264 6,723 7,012 7,091

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) 13.48% 8.81%

(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 (+) 0

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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