2016 EU-wide Stress Test · 2020. 10. 9. · 2016 EU-wide Stress Test: Credit risk IRB...

Bank Name Coöperatieve Rabobank U.A.

LEI Code DG3RU1DBUFHT4ZF9WN62

Country Code NLCo

2016 EU-wide Stress Test

Note: Name of this institution as published in the Methodological Note was Coöperatieve Centrale Raiffeisen‐Boerenleenbank B.A.

Actual

(starting year)Baseline Scenario Adverse Scenario

(mln EUR, %) 31/12/2015 31/12/2018 31/12/2018

Cumulative 3y: Net interest income 25,788.87 21,734.26

Cumulative 3y: Gains or (-) losses on financial assets and liabilities held for trading or designated at fair value through profit

and loss, net610.04 -942.27

Cumulative 3y: (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) -3,376.88 -7,763.47

Cumulative 3y: Profit or (-) loss for the year 5,586.57 -3,224.77

Coverage ratio - Default stock 41.01% 32.28% 36.47%

Common Equity Tier 1 capital 28,754.27 28,953.61 19,424.98

Total Risk exposure amount 213,091.67 217,030.02 239,445.21

Common Equity Tier 1 ratio, % 13.5% 13.3% 8.1%

Fully loaded Common Equity Tier 1 ratio, % 12.0% 13.3% 8.1%

Tier 1 capital 35,052.11 34,012.17 24,483.54

Total leverage ratio exposures 686,486.00 686,486.00 686,486.00

Leverage ratio, % 5.1% 5.0% 3.6%

Fully loaded leverage ratio, % 3.9% 4.4% 3.0%

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period

(cumulative conversions)1 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 event2 1,488

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario2 0

1 Conversions not considered for CET1 computation

2 Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period

2016 EU-wide Stress Test: SummaryCoöperatieve Rabobank U.A.

Memorandum items

2016 EU-wide Stress Test:

Credit risk IRBCoöperatieve Rabobank U.A.

(mln EUR, %)

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

Central banks and central governments 94,373 8 0 0 1,109 0 0 0 7 6 0 0 71.6%

Institutions 19,146 497 0 0 6,637 0 0 0 11 54 0 0 10.9%

Corporates 209,135 11,230 0 0 82,533 2,749 0 0 511 4,204 0 0 37.4%

Corporates - Of Which: Specialised Lending 19,230 4,145 0 0 9,317 255 0 0 111 1,395 0 0 33.6%

Corporates - Of Which: SME 80,468 4,212 0 0 29,889 1,139 0 0 207 1,955 0 0 46.4%

Retail 255,283 3,987 0 0 41,102 0 0 0 258 1,264 0 0 31.7%

Retail - Secured on real estate property 224,621 2,684 0 0 32,193 0 0 0 153 596 0 0 22.2%

Retail - Secured on real estate property - Of Which: SME 21,484 1,320 0 0 6,014 0 0 0 51 375 0 0 28.4%

Retail - Secured on real estate property - Of Which: non-SME 203,137 1,364 0 0 26,178 0 0 0 102 221 0 0 16.2%

Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0 -

Retail - Other Retail 30,662 1,303 0 0 8,909 0 0 0 106 668 0 0 51.3%

Retail - Other Retail - Of Which: SME 24,741 1,185 0 0 6,742 0 0 0 96 612 0 0 51.6%

Retail - Other Retail - Of Which: non-SME 5,922 118 0 0 2,167 0 0 0 10 56 0 0 47.5%

Equity 0 0 5,309 0 0 0 13,465 0 0 0 0 0 -

Securitisation

Other non-credit obligation assets 5,787 0 0 0 15,026 0 0 0 0 0 0 0 -

IRB TOTAL 583,724 15,723 5,309 0 146,407 2,749 13,465 0 787 5,528 0 0 35.2%1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

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

Central banks and central governments 49,597 8 0 0 82 0 0 0 0 6 0 0 71.6%

Institutions 4,845 470 0 0 1,211 0 0 0 2 32 0 0 6.7%

Corporates 96,861 9,241 0 0 43,788 1,802 0 0 297 3,677 0 0 39.8%

Corporates - Of Which: Specialised Lending 19,001 4,012 0 0 9,243 255 0 0 110 1,334 0 0 33.2%

Corporates - Of Which: SME 49,342 4,169 0 0 21,962 1,134 0 0 140 1,926 0 0 46.2%

Retail 239,477 3,624 0 0 37,198 0 0 0 205 1,108 0 0 30.6%

Retail - Secured on real estate property 224,621 2,684 0 0 32,193 0 0 0 152 588 0 0 21.9%

Retail - Secured on real estate property - Of Which: SME 21,484 1,320 0 0 6,014 0 0 0 50 373 0 0 28.2%

Retail - Secured on real estate property - Of Which: non-SME 203,137 1,364 0 0 26,178 0 0 0 102 215 0 0 15.8%


Retail - Other Retail 14,855 939 0 0 5,006 0 0 0 53 521 0 0 55.4%

Retail - Other Retail - Of Which: SME 8,934 821 0 0 2,838 0 0 0 43 465 0 0 56.7%

Retail - Other Retail - Of Which: non-SME 5,922 118 0 0 2,167 0 0 0 10 56 0 0 47.0%

Equity 0 0 5,016 0 0 0 12,527 0 0 0 0 0 -

Securitisation

Other non-credit obligation assets 5,787 0 0 0 14,832 0 0 0 0 0 0 0 -

IRB TOTAL 396,566 13,343 5,016 0 97,112 1,802 12,527 0 504 4,823 0 0 36.1%1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


Central banks and central governments 17,675 0 0 0 39 0 0 0 0 0 0 0 -

Institutions 2,173 0 0 0 640 0 0 0 1 0 0 0 -

Corporates 40,999 274 0 0 13,348 134 0 0 95 34 0 0 12.5%

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

Corporates - Of Which: SME 9,409 1 0 0 2,411 1 0 0 43 0 0 0 0.0%

Retail 7,029 74 0 0 1,707 0 0 0 21 15 0 0 20.8%

Retail - Secured on real estate property 0 0 0 0 0 0 0 0 0 0 0 0 -

Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 -

Retail - Secured on real estate property - Of Which: non-SME 0 0 0 0 0 0 0 0 0 0 0 0 -


Retail - Other Retail 7,029 74 0 0 1,707 0 0 0 21 15 0 0 20.8%

Retail - Other Retail - Of Which: SME 7,029 74 0 0 1,707 0 0 0 21 15 0 0 20.8%

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

Equity 0 0 1 0 0 0 4 0 0 0 0 0 -

Securitisation

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

IRB TOTAL 67,876 348 1 0 15,734 134 4 0 117 50 0 0 14.3%1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)



Institutions 1,695 0 0 0 745 0 0 0 1 0 0 0 -

Corporates 8,532 24 0 0 2,923 8 0 0 6 18 0 0 76.7%


Corporates - Of Which: SME 59 0 0 0 34 0 0 0 0 0 0 0 -

Retail 1,207 18 0 0 214 0 0 0 3 5 0 0 28.4%





Retail - Other Retail 1,207 18 0 0 214 0 0 0 3 5 0 0 28.4%

Retail - Other Retail - Of Which: SME 1,207 18 0 0 214 0 0 0 3 5 0 0 28.4%


Equity 0 0 19 0 0 0 68 0 0 0 0 0 -

Securitisation



31/12/2015

Exposure values Risk exposure amounts Stock of provisions

Coverage Ratio -

Default Stock1

A-IRB

Coöperatieve Centrale

Raiffeisen-Boerenleenbank B.A.

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

31/12/2015


Coverage Ratio -

Default Stock1

A-IRB F-IRB A-IRB

Netherlands

31/12/2015


F-IRB A-IRB F-IRB

Coverage Ratio -

Default Stock1

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

United States

31/12/2015


Coverage Ratio -

Default Stock1

A-IRB F-IRB

United Kingdom

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





Institutions 179 0 0 0 35 0 0 0 0 0 0 0 -

Corporates 16,980 348 0 0 4,097 149 0 0 11 94 0 0 26.9%


Corporates - Of Which: SME 13,495 0 0 0 3,107 0 0 0 9 0 0 0 -

Retail 654 8 0 0 185 0 0 0 2 3 0 0 38.7%





Retail - Other Retail 654 8 0 0 185 0 0 0 2 3 0 0 38.7%

Retail - Other Retail - Of Which: SME 654 8 0 0 185 0 0 0 2 3 0 0 38.6%


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

Securitisation





Institutions 459 0 0 0 59 0 0 0 0 0 0 0 -

Corporates 2,773 59 0 0 946 43 0 0 2 0 0 0 0.0%



Retail 1 0 0 0 0 0 0 0 0 0 0 0 -





Retail - Other Retail 1 0 0 0 0 0 0 0 0 0 0 0 -

Retail - Other Retail - Of Which: SME 1 0 0 0 0 0 0 0 0 0 0 0 -


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

Securitisation




Central banks and central governments 331 0 0 0 0 0 0 0 0 0 0 0 -

Institutions 24 0 0 0 4 0 0 0 0 0 0 0 -

Corporates 8,632 140 0 0 2,406 85 0 0 10 4 0 0 3.1%


Corporates - Of Which: SME 7,502 0 0 0 2,014 0 0 0 9 0 0 0 -

Retail 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 -

Retail - Other Retail - Of Which: SME 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 -

Securitisation





Institutions 148 0 0 0 144 0 0 0 0 0 0 0 -

Corporates 3,557 181 0 0 2,322 90 0 0 19 54 0 0 29.6%



Retail 981 84 0 0 290 0 0 0 6 45 0 0 52.8%





Retail - Other Retail 981 84 0 0 290 0 0 0 6 45 0 0 52.8%

Retail - Other Retail - Of Which: SME 981 84 0 0 290 0 0 0 6 45 0 0 52.8%


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

Securitisation



31/12/2015


Coverage Ratio -

Default Stock1


Australia

31/12/2015


Coverage Ratio -

Default Stock1

A-IRB F-IRB

Switzerland

31/12/2015

Exposure values Risk exposure amounts


Stock of provisions

Coverage Ratio -

Default Stock1


New Zealand

31/12/2015


Coverage Ratio -

Default Stock1

A-IRB F-IRB

Brazil






Institutions 620 0 0 0 83 0 0 0 0 0 0 0 -

Corporates 1,988 39 0 0 1,003 14 0 0 1 26 0 0 66.8%



Retail 1,369 82 0 0 266 0 0 0 4 29 0 0 35.5%








Equity 0 0 1 0 0 0 6 0 0 0 0 0 -

Securitisation





Institutions 650 0 0 0 113 0 0 0 0 0 0 0 -

Corporates 3,093 74 0 0 1,020 0 0 0 3 18 0 0 24.6%

Corporates - Of Which: Specialised Lending 34 16 0 0 15 0 0 0 0 2 0 0 15.0%

Corporates - Of Which: SME 74 18 0 0 25 0 0 0 0 9 0 0 51.8%

Retail 1,079 21 0 0 263 0 0 0 3 9 0 0 44.9%








Equity 0 0 88 0 0 0 325 0 0 0 0 0 -

Securitisation





Institutions 190 0 0 0 53 0 0 0 0 0 0 0 -

Corporates 3,306 11 0 0 1,005 0 0 0 3 1 0 0 6.1%



Retail 1,058 11 0 0 230 0 0 0 3 6 0 0 50.0%








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

Securitisation



31/12/2015


Coverage Ratio -

Default Stock1


France

31/12/2015


Coverage Ratio -

Default Stock1

A-IRB F-IRB

Germany

31/12/2015

Exposure values Risk exposure amounts


Canada

Stock of provisions

Coverage Ratio -

Default Stock1




(mln EUR, %)

Central banks and central governments

Institutions

Corporates

Corporates - Of Which: Specialised Lending

Corporates - Of Which: SME

Retail

Retail - Secured on real estate property

Retail - Secured on real estate property - Of Which: SME

Retail - Secured on real estate property - Of Which: non-SME

Retail - Qualifying Revolving

Retail - Other Retail

Retail - Other Retail - Of Which: SME

Retail - Other Retail - Of Which: non-SME

Equity

Securitisation

Other non-credit obligation assets

IRB TOTAL1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation





Netherlands

United States

United Kingdom

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 16 25.5% 0.0% 19 20.0% 0.0% 21 17.1% 0.0% 18 25.3% 0.0% 22 20.4% 0.0% 25 17.9%

0.1% 92 14.2% 0.1% 124 17.8% 0.2% 152 19.8% 0.2% 110 15.3% 0.2% 159 19.9% 0.2% 195 22.4%

0.3% 5,370 33.5% 0.3% 6,074 31.3% 0.3% 6,658 28.9% 0.6% 6,201 34.3% 0.6% 8,061 34.3% 0.6% 9,738 34.4%

0.7% 1,633 32.3% 0.4% 1,745 31.7% 0.3% 1,809 30.6% 1.4% 1,853 34.3% 1.0% 2,289 38.2% 0.9% 2,732 42.4%

0.3% 2,391 38.3% 0.2% 2,689 34.2% 0.2% 2,864 29.8% 0.6% 2,719 38.3% 0.7% 3,535 35.8% 0.7% 4,251 33.9%

0.1% 1,900 30.4% 0.1% 2,192 28.8% 0.1% 2,424 27.3% 0.1% 2,117 32.2% 0.2% 2,726 32.2% 0.2% 3,283 31.8%

0.0% 915 22.0% 0.0% 1,026 20.9% 0.0% 1,105 19.6% 0.1% 1,071 24.5% 0.1% 1,406 25.6% 0.1% 1,731 26.0%

0.2% 521 30.4% 0.2% 586 29.7% 0.2% 636 28.1% 0.3% 588 33.5% 0.5% 760 35.6% 0.6% 935 36.6%

0.0% 393 15.2% 0.0% 440 14.2% 0.0% 470 13.2% 0.1% 483 17.6% 0.1% 645 18.7% 0.1% 796 19.0%

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

0.5% 985 45.4% 0.4% 1,166 42.0% 0.4% 1,319 39.4% 0.6% 1,046 46.2% 0.7% 1,320 43.6% 0.6% 1,552 41.6%

0.5% 894 44.9% 0.5% 1,055 41.1% 0.5% 1,193 38.3% 0.7% 951 45.7% 0.7% 1,197 42.7% 0.7% 1,405 40.6%

0.3% 91 51.7% 0.2% 111 53.4% 0.2% 126 53.4% 0.3% 96 52.1% 0.3% 123 54.4% 0.3% 147 54.4%

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

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

0.2% 7,378 32.1% 0.1% 8,409 30.3% 0.1% 9,256 28.2% 0.3% 8,446 33.2% 0.3% 10,968 33.4% 0.3% 13,241 33.4%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 6 68.4% 0.0% 7 68.4% 0.0% 7 63.5% 0.0% 7 67.7% 0.0% 8 67.2% 0.0% 8 63.3%

0.1% 43 8.4% 0.1% 57 10.8% 0.1% 62 11.5% 0.2% 49 9.0% 0.2% 68 12.0% 0.1% 77 13.0%

0.4% 4,406 36.1% 0.4% 4,899 34.4% 0.3% 5,243 32.1% 0.9% 5,033 37.1% 0.9% 6,437 38.0% 0.9% 7,735 38.7%

0.7% 1,570 31.9% 0.4% 1,682 31.3% 0.3% 1,744 30.2% 1.4% 1,788 34.0% 1.0% 2,220 38.0% 0.9% 2,662 42.3%

0.3% 2,226 40.3% 0.3% 2,466 37.5% 0.2% 2,593 33.8% 0.8% 2,500 40.3% 0.9% 3,165 38.9% 0.9% 3,748 37.4%

0.1% 1,607 30.3% 0.1% 1,807 28.7% 0.1% 1,956 27.0% 0.1% 1,799 32.3% 0.1% 2,281 32.6% 0.1% 2,738 32.2%

0.0% 906 21.8% 0.0% 1,018 20.7% 0.0% 1,097 19.4% 0.1% 1,062 24.3% 0.1% 1,397 25.5% 0.1% 1,723 25.8%

0.2% 519 30.3% 0.2% 584 29.6% 0.2% 633 27.9% 0.3% 585 33.3% 0.5% 758 35.5% 0.6% 933 36.5%

0.0% 387 14.9% 0.0% 434 13.9% 0.0% 464 13.0% 0.1% 477 17.4% 0.1% 639 18.5% 0.1% 790 18.9%

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

0.4% 701 55.4% 0.4% 789 53.0% 0.4% 860 50.1% 0.5% 737 56.5% 0.6% 884 55.0% 0.7% 1,015 53.0%

0.5% 611 56.1% 0.5% 678 52.9% 0.5% 734 49.6% 0.7% 642 57.3% 0.9% 761 55.1% 0.9% 869 52.8%

0.3% 90 51.3% 0.2% 110 53.1% 0.2% 125 53.1% 0.3% 95 51.7% 0.3% 123 54.1% 0.3% 146 54.2%

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

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

0.2% 6,063 33.7% 0.1% 6,769 32.2% 0.1% 7,268 30.2% 0.3% 6,887 35.0% 0.3% 8,794 35.9% 0.3% 10,558 36.4%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 29.3% 0.0% 0 28.4% 0.0% 1 27.6% 0.0% 0 28.3% 0.0% 1 27.8% 0.0% 1 27.4%

0.0% 1 27.3% 0.1% 2 28.8% 0.1% 3 30.1% 0.1% 2 29.2% 0.1% 4 30.8% 0.1% 5 31.5%

0.2% 212 13.5% 0.2% 279 12.8% 0.1% 339 12.1% 0.4% 297 15.2% 0.4% 464 16.7% 0.2% 562 16.3%

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

0.3% 69 10.2% 0.2% 86 8.5% 0.1% 98 7.3% 0.5% 89 12.6% 0.6% 147 13.7% 0.4% 178 12.6%

0.4% 68 21.4% 0.4% 102 23.0% 0.4% 134 23.4% 0.5% 71 22.0% 0.6% 116 24.2% 0.5% 154 24.9%

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

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

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

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

0.4% 68 21.4% 0.4% 102 23.0% 0.4% 134 23.4% 0.5% 71 22.0% 0.6% 116 24.2% 0.5% 154 24.9%

0.4% 68 21.4% 0.4% 102 23.0% 0.4% 134 23.4% 0.5% 71 22.0% 0.6% 116 24.2% 0.5% 154 24.9%

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

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

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

0.2% 281 15.3% 0.2% 384 15.0% 0.1% 477 14.5% 0.3% 371 16.5% 0.3% 584 18.1% 0.2% 721 17.9%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 26.8% 0.0% 0 26.7% 0.0% 0 27.0% 0.0% 0 29.2% 0.0% 0 30.2% 0.0% 0 30.5%

0.1% 3 25.5% 0.1% 6 27.4% 0.2% 9 29.7% 0.4% 8 29.7% 0.3% 13 32.5% 0.2% 17 33.6%

0.1% 35 46.5% 0.1% 47 37.6% 0.2% 63 34.1% 0.3% 52 44.0% 0.3% 76 38.2% 0.2% 96 36.3%

0.8% 0 26.6% 0.7% 0 25.5% 0.6% 0 24.6% 1.6% 0 30.3% 1.6% 0 31.5% 1.3% 0 33.1%

0.4% 1 27.5% 0.5% 1 25.9% 0.5% 1 24.6% 0.9% 1 30.4% 1.2% 2 30.8% 1.2% 2 31.5%

0.4% 13 19.8% 0.4% 18 19.0% 0.4% 23 18.6% 0.6% 16 21.0% 0.6% 24 21.3% 0.5% 31 21.3%

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

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

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

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

0.4% 13 19.8% 0.4% 18 19.0% 0.4% 23 18.6% 0.6% 16 21.0% 0.6% 24 21.3% 0.5% 31 21.3%

0.4% 13 19.8% 0.4% 18 19.0% 0.4% 23 18.6% 0.6% 16 21.0% 0.6% 24 21.3% 0.5% 31 21.3%

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

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

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

0.1% 52 33.7% 0.1% 71 29.3% 0.1% 95 27.8% 0.2% 75 34.4% 0.2% 114 31.9% 0.1% 145 31.1%

Baseline Scenario Adverse Scenario

31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/201831/12/2016


31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017 31/12/2018

31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2018 31/12/2016 31/12/2017 31/12/201831/12/2016 31/12/2017



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



(mln EUR, %)


Institutions

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Retail








Equity

Securitisation



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



Australia

Switzerland

New Zealand

Brazil

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 21.2% 0.0% 0 20.2% 0.0% 0 19.0% 0.0% 0 19.2% 0.0% 0 19.1% 0.0% 0 18.7%

0.0% 0 33.3% 0.0% 0 33.2% 0.0% 0 33.1% 0.1% 0 33.3% 0.1% 0 33.7% 0.0% 0 33.8%

0.2% 134 23.9% 0.2% 160 20.9% 0.1% 186 18.5% 0.3% 155 24.3% 0.3% 212 22.5% 0.3% 275 22.1%

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

0.2% 30 15.1% 0.1% 50 13.0% 0.1% 68 11.5% 0.3% 44 17.3% 0.3% 88 16.9% 0.3% 139 17.9%

0.5% 8 30.5% 0.5% 12 30.3% 0.5% 16 29.9% 0.6% 9 30.9% 0.7% 14 31.2% 0.6% 18 31.1%

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

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

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

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

0.5% 8 30.5% 0.5% 12 30.3% 0.5% 16 29.9% 0.6% 9 30.9% 0.7% 14 31.2% 0.6% 18 31.1%

0.5% 8 30.5% 0.5% 12 30.2% 0.5% 16 29.9% 0.6% 9 30.9% 0.7% 14 31.1% 0.6% 18 31.1%

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

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

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

0.2% 142 24.2% 0.2% 173 21.4% 0.2% 202 19.1% 0.3% 164 24.6% 0.3% 226 22.9% 0.3% 293 22.5%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 - 0.0% 0 - 0.0% 0 - 0.0% 0 - 0.0% 0 - 0.0% 0 -

0.0% 0 18.2% 0.0% 0 19.0% 0.0% 0 19.3% 0.0% 0 19.1% 0.0% 0 19.3% 0.0% 1 19.1%

0.1% 5 3.6% 0.1% 9 7.0% 0.2% 14 10.2% 0.2% 9 5.9% 0.3% 17 12.1% 0.2% 25 16.5%

0.1% 0 8.6% 0.1% 0 7.3% 0.1% 0 6.1% 0.3% 0 13.5% 0.4% 0 15.8% 0.3% 0 18.1%

0.6% 1 23.1% 0.6% 1 22.0% 0.6% 1 21.1% 1.4% 1 26.7% 1.7% 1 28.1% 1.7% 2 29.6%

0.2% 0 30.2% 0.2% 0 31.8% 0.2% 0 31.9% 0.3% 0 31.2% 0.3% 0 33.3% 0.2% 0 33.7%

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

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

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

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

0.2% 0 30.2% 0.2% 0 31.8% 0.2% 0 31.9% 0.3% 0 31.2% 0.3% 0 33.3% 0.2% 0 33.7%

0.2% 0 29.5% 0.2% 0 31.5% 0.2% 0 31.7% 0.3% 0 30.6% 0.3% 0 33.0% 0.2% 0 33.5%

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

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

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

0.0% 5 3.6% 0.0% 9 7.1% 0.0% 15 10.4% 0.0% 9 6.0% 0.1% 18 12.2% 0.0% 26 16.6%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 25.5% 0.0% 0 25.5% 0.0% 0 25.5% 0.0% 0 25.7% 0.0% 0 25.9% 0.0% 0 25.9%

0.2% 33 8.7% 0.2% 51 10.7% 0.2% 68 11.3% 0.4% 50 11.5% 0.5% 92 15.5% 0.5% 138 18.3%

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

0.2% 27 17.2% 0.2% 43 15.6% 0.2% 58 14.3% 0.4% 42 20.1% 0.5% 79 20.7% 0.5% 122 22.1%

0.3% 0 50.5% 0.4% 0 47.4% 0.4% 0 45.6% 0.4% 0 50.9% 0.5% 0 48.4% 0.5% 0 46.9%

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

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

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

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

0.3% 0 50.5% 0.4% 0 47.4% 0.4% 0 45.6% 0.4% 0 50.9% 0.5% 0 48.4% 0.5% 0 46.9%

0.3% 0 40.6% 0.4% 0 42.7% 0.4% 0 42.5% 0.4% 0 41.8% 0.5% 0 44.1% 0.5% 0 44.2%

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

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

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

0.2% 33 8.7% 0.2% 51 10.7% 0.2% 68 11.3% 0.4% 50 11.5% 0.4% 92 15.5% 0.5% 138 18.3%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.4% 4 51.1% 0.5% 5 51.6% 0.5% 5 52.1% 0.7% 4 54.3% 0.8% 6 55.3% 0.6% 7 55.6%

0.5% 91 31.7% 0.5% 109 33.4% 0.5% 128 34.9% 0.7% 103 33.7% 0.7% 130 36.3% 0.6% 151 37.6%

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

2.2% 2 44.5% 2.2% 3 44.8% 2.0% 4 45.6% 4.4% 3 47.3% 3.3% 4 48.4% 2.6% 5 48.9%

1.4% 65 41.1% 1.1% 80 39.0% 1.1% 92 37.9% 2.2% 75 43.2% 1.6% 95 41.6% 1.4% 110 40.5%

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

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

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

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

1.4% 65 41.1% 1.1% 80 39.0% 1.1% 92 37.9% 2.2% 75 43.2% 1.6% 95 41.6% 1.4% 110 40.5%

1.4% 65 41.1% 1.1% 80 39.0% 1.1% 92 37.9% 2.2% 75 43.2% 1.6% 95 41.6% 1.4% 110 40.5%

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

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

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

0.7% 160 35.4% 0.6% 193 35.9% 0.6% 225 36.3% 1.0% 183 37.5% 0.9% 230 38.6% 0.7% 268 39.0%


31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017

31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2018 31/12/2016 31/12/2017 31/12/201831/12/2016 31/12/2017



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



(mln EUR, %)


Institutions

Corporates



Retail








Equity

Securitisation



France

Germany

Canada

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0%

0.1% 0 61.5% 0.1% 0 58.0% 0.1% 1 54.8% 0.1% 0 59.4% 0.1% 1 56.1% 0.1% 1 53.8%

0.1% 30 59.5% 0.2% 33 53.5% 0.2% 37 48.7% 0.3% 32 56.9% 0.3% 38 50.4% 0.2% 44 46.7%

3.7% 0 21.9% 2.0% 0 20.3% 1.0% 0 19.0% 8.0% 0 30.0% 5.4% 0 34.8% 4.2% 0 39.9%

0.1% 0 14.7% 0.2% 0 15.6% 0.3% 0 17.0% 0.3% 0 19.6% 0.7% 0 24.3% 0.9% 0 28.6%

0.4% 39 30.5% 0.3% 45 29.2% 0.3% 51 28.3% 0.5% 40 30.8% 0.5% 50 30.1% 0.5% 58 29.5%

- 1 - - 1 - - 1 - - 1 - - 1 - - 1 -

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

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

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

0.4% 38 30.1% 0.3% 45 28.8% 0.3% 51 28.0% 0.5% 40 30.4% 0.5% 49 29.8% 0.5% 58 29.2%

0.4% 38 30.1% 0.3% 45 28.8% 0.3% 51 28.0% 0.5% 40 30.4% 0.5% 49 29.8% 0.5% 58 29.2%

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

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

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

0.2% 69 39.0% 0.2% 79 36.2% 0.2% 89 34.3% 0.3% 73 38.8% 0.4% 89 36.5% 0.3% 103 35.0%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 - 0.0% 0 - 0.0% 0 - 0.0% 0 - 0.0% 0 - 0.0% 0 -

0.1% 0 49.0% 0.1% 0 46.1% 0.1% 1 44.0% 0.2% 1 47.2% 0.1% 1 44.9% 0.1% 1 43.5%

0.2% 26 22.7% 0.2% 31 21.5% 0.2% 37 20.7% 0.3% 32 23.8% 0.3% 44 24.1% 0.2% 53 23.8%

0.4% 3 15.2% 0.3% 3 15.3% 0.3% 3 15.5% 1.0% 3 17.8% 0.9% 4 21.3% 0.7% 4 23.3%

0.3% 10 48.5% 0.2% 10 46.4% 0.2% 10 44.1% 0.7% 10 47.8% 0.8% 11 45.6% 0.8% 12 43.7%

0.4% 17 29.2% 0.4% 23 26.4% 0.4% 28 24.9% 0.6% 20 29.8% 0.7% 28 27.9% 0.6% 35 27.0%

- 3 - - 3 - - 3 - - 3 - - 3 - - 3 -

- 1 - - 1 - - 1 - - 1 - - 1 - - 1 -

- 2 - - 2 - - 2 - - 2 - - 2 - - 2 -

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

0.4% 14 23.3% 0.4% 20 22.5% 0.4% 25 22.0% 0.6% 17 24.3% 0.7% 25 24.5% 0.6% 32 24.5%

0.4% 14 23.0% 0.4% 20 22.3% 0.4% 25 21.9% 0.6% 16 24.0% 0.7% 25 24.3% 0.6% 32 24.3%

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

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

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

0.2% 44 24.9% 0.2% 55 23.4% 0.2% 65 22.4% 0.4% 52 25.8% 0.4% 73 25.5% 0.3% 89 25.1%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 20.9% 0.0% 0 20.6% 0.0% 0 20.3% 0.0% 0 21.4% 0.0% 0 21.6% 0.0% 0 21.5%

0.1% 0 13.1% 0.0% 0 13.7% 0.1% 0 14.4% 0.1% 0 14.9% 0.1% 0 16.3% 0.1% 1 16.8%

0.1% 9 11.5% 0.1% 13 12.5% 0.1% 18 13.0% 0.3% 13 12.8% 0.2% 21 14.4% 0.2% 26 14.8%

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

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

0.5% 14 26.4% 0.4% 19 23.9% 0.4% 24 22.6% 0.5% 14 26.6% 0.5% 20 24.5% 0.4% 25 23.4%

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

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

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

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

0.5% 14 26.4% 0.4% 19 23.9% 0.4% 24 22.6% 0.5% 14 26.6% 0.5% 20 24.5% 0.4% 25 23.4%

0.5% 14 26.4% 0.4% 19 23.9% 0.4% 24 22.6% 0.5% 14 26.6% 0.5% 20 24.5% 0.4% 25 23.4%

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

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

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

0.2% 23 19.2% 0.2% 33 18.2% 0.2% 42 17.6% 0.3% 28 19.0% 0.3% 41 18.7% 0.2% 52 18.5%


31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017

31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018


Credit risk STACoöperatieve Rabobank U.A.

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

Central governments or central banks 1,596 0 3,734 0 0 0 0.0%

Regional governments or local authorities 0 0 0 0 0 0 0.0%

Public sector entities 0 0 0 0 0 0 0.0%

Multilateral Development Banks 0 0 0 0 0 0 0.0%

International Organisations 0 0 0 0 0 0 0.0%

Institutions 354 0 137 0 0 0 0.0%

Corporates 8,483 2,004 8,445 533 1 1,546 77.7%

of which: SME 2,278 13 2,241 18 0 1 5.0%

Retail 4,556 854 3,130 361 17 546 61.6%

of which: SME 3,603 63 2,427 54 3 10 15.2%

Secured by mortgages on immovable property 3,856 0 2,335 0 2 0 0.0%

of which: SME 2,083 0 814 0 0 0 0.0%

Items associated with particularly high risk 37 0 55 0 0 0 0.0%

Covered bonds 0 0 0 0 0 0 0.0%

Claims on institutions and corporates with a ST credit assessment 0 0 0 0 0 0 0.0%

Collective investments undertakings (CIU) 0 0 0 0 0 0 0.0%

Equity 0 0 0 0 0 0 0.0%

Securitisation

Other exposures 0 0 0 0 0 0 0.0%

Standardised Total 18,881 2,858 17,836 894 21 2,092 73.2%1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


Central governments or central banks 1,596 0 3,734 0 0 0 0.0%





Institutions 9 0 2 0 0 0 0.0%

Corporates 696 41 692 40 0 14 71.2%

of which: SME 108 0 104 0 0 0 0.0%

Retail 663 94 495 20 0 75 51.9%

of which: SME 119 0 87 0 0 0 0.0%

Secured by mortgages on immovable property 1,353 0 1,189 0 2 0 0.0%

of which: SME 0 0 0 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation


Standardised Total 4,317 136 6,113 60 2 89 65.4%1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


Central governments or central banks 0 0 0 0 0 0 0.0%





Institutions 63 0 13 0 0 0 0.0%

Corporates 1,002 1 1,002 0 0 2 98.8%

of which: SME 2 0 2 0 0 0 0.0%

Retail 527 14 395 14 0 2 12.5%

of which: SME 175 11 131 12 0 0 0.0%

Secured by mortgages on immovable property 1,935 0 751 0 0 0 0.0%

of which: SME 1,932 0 749 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation





31/12/2015


Coverage Ratio -

Default Stock1

Netherlands

31/12/2015

31/12/2015

Exposure values Risk exposure amounts Stock of provisionsCoverage Ratio -

Default Stock1

United States


Default Stock1










Corporates 148 14 148 1 0 12 89.7%

of which: SME 0 0 0 0 0 0 0.0%

Retail 18 10 12 2 0 8 79.1%

of which: SME 18 0 11 0 0 0 0.0%

Secured by mortgages on immovable property 6 0 5 0 0 0 0.0%

of which: SME 0 0 0 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation


Standardised Total 173 24 164 4 0 20 85.1%1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)








Corporates 80 1 80 1 0 0 1.0%

of which: SME 1 0 1 0 0 0 0.0%

Retail 84 1 63 1 0 0 8.6%

of which: SME 84 0 63 0 0 0 0.0%


of which: SME 104 0 36 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation










Corporates 22 0 22 0 0 0 0.0%

of which: SME 0 0 0 0 0 0 0.0%

Retail 50 1 33 1 0 0 0.0%

of which: SME 50 1 33 1 0 0 0.0%


of which: SME 0 0 0 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation



31/12/2015

United Kingdom

31/12/2015


Default Stock1

Australia

31/12/2015


Default Stock1

Switzerland


Default Stock1










Corporates 2 0 2 0 0 0 0.0%

of which: SME 0 0 0 0 0 0 0.0%

Retail 265 1 180 1 1 0 0.0%

of which: SME 265 1 180 1 1 0 0.0%


of which: SME 27 0 9 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation










Corporates 2,817 114 2,817 101 0 18 16.2%

of which: SME 1,238 11 1,238 17 0 0 0.0%

Retail 0 0 0 0 0 0 0.0%

of which: SME 0 0 0 0 0 0 0.0%


of which: SME 0 0 0 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation










Corporates 146 2 146 2 0 0 0.0%

of which: SME 3 0 3 0 0 0 0.0%

Retail 63 2 41 2 0 0 0.0%

of which: SME 63 2 41 2 0 0 0.0%


of which: SME 0 0 0 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation



31/12/2015

New Zealand

31/12/2015


Default Stock1

Brazil

31/12/2015


Default Stock1

France


Default Stock1









Institutions 82 0 16 0 0 0 0.0%

Corporates 268 1 268 1 0 0 0.0%

of which: SME 0 0 0 0 0 0 0.0%

Retail 742 11 485 10 1 0 0.3%

of which: SME 742 10 485 10 1 0 0.0%


of which: SME 0 0 0 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation


Standardised Total 1,092 12 769 12 1 0 0.3%1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)








Corporates 585 0 585 0 0 0 0.0%

of which: SME 0 0 0 0 0 0 0.0%

Retail 0 0 0 0 0 0 18.6%

of which: SME 0 0 0 0 0 0 0.0%


of which: SME 0 0 0 0 0 0 0.0%





Equity 0 0 0 0 0 0 0.0%

Securitisation



31/12/2015

Germany

31/12/2015


Default Stock1

Canada


Default Stock1



Central governments or central banks

Regional governments or local authorities

Public sector entities

Multilateral Development Banks

International Organisations

Institutions

Corporates

of which: SME

Retail

of which: SME

Secured by mortgages on immovable property

of which: SME

Items associated with particularly high risk

Covered bonds

Claims on institutions and corporates with a ST credit assessment

Collective investments undertakings (CIU)

Equity

Securitisation

Other exposures

Standardised Total1 Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)






Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures







Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures




Netherlands

United States

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0%

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

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

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

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 1 45.0%

0.5% 1,736 77.7% 0.5% 1,776 74.1% 0.5% 1,813 71.1% 0.7% 1,774 77.7% 1.0% 1,867 72.8% 1.1% 1,965 68.8%

0.5% 14 19.2% 0.4% 23 19.2% 0.4% 32 18.9% 0.7% 19 21.7% 0.9% 42 23.5% 1.1% 66 24.8%

0.7% 548 54.9% 0.6% 576 49.8% 0.6% 601 46.2% 1.5% 587 50.5% 1.5% 653 43.7% 1.2% 701 40.4%

0.7% 44 20.1% 0.6% 65 18.8% 0.6% 85 18.3% 1.5% 74 21.3% 1.5% 126 20.4% 1.2% 164 20.2%

1.4% 57 51.0% 1.0% 94 52.0% 0.8% 125 52.7% 2.1% 85 57.5% 2.2% 166 58.7% 2.0% 241 60.0%

0.1% 1 47.4% 0.0% 2 47.0% 0.0% 3 46.6% 0.1% 2 56.4% 0.1% 4 59.0% 0.1% 6 59.5%

8.4% 3 45.0% 8.4% 6 45.0% 8.4% 8 45.0% 8.4% 3 45.0% 8.4% 6 45.0% 8.4% 8 45.0%

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

0.7% 2,344 70.1% 0.6% 2,452 65.6% 0.5% 2,547 62.2% 1.1% 2,450 68.2% 1.3% 2,692 62.1% 1.2% 2,916 58.4%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0% 0.0% 0 40.0%

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

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

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

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

0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.3% 0 45.0% 0.2% 0 45.0% 0.2% 0 45.0%

0.6% 71 62.4% 0.6% 75 56.2% 0.6% 79 51.5% 0.9% 74 60.6% 1.3% 83 53.1% 1.8% 96 48.7%

0.1% 0 19.5% 0.1% 0 19.5% 0.1% 0 19.5% 0.2% 0 23.1% 0.3% 1 24.4% 0.4% 1 26.3%

0.1% 22 48.2% 0.1% 23 45.0% 0.1% 24 42.3% 0.3% 23 44.8% 0.4% 26 38.7% 0.4% 29 35.1%

0.1% 0 15.7% 0.1% 0 15.7% 0.1% 1 15.7% 0.3% 0 18.0% 0.4% 1 18.0% 0.4% 1 18.0%

0.8% 14 100.0% 0.8% 25 100.0% 0.8% 35 100.0% 1.1% 17 100.0% 1.1% 32 100.0% 1.3% 49 100.0%

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

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

- 0 - - 0 - - 0 - - 0 - - 0 - - 0 -0.4% 107 61.1% 0.4% 122 58.1% 0.4% 137 55.8% 0.5% 114 59.2% 0.6% 141 54.8% 0.7% 174 52.6%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.1% 2 29.3% 0.1% 3 20.3% 0.1% 4 16.8% 0.1% 3 28.3% 0.1% 4 18.7% 0.1% 5 15.5%

0.1% 0 9.1% 0.0% 0 9.0% 0.0% 0 8.9% 0.1% 0 10.5% 0.1% 0 11.8% 0.1% 0 12.7%

1.0% 10 26.4% 1.0% 15 25.2% 1.0% 19 24.7% 2.3% 17 28.7% 2.3% 28 28.0% 1.9% 37 27.7%

1.0% 4 23.9% 1.0% 6 23.7% 1.0% 8 23.6% 2.3% 7 27.7% 2.3% 11 27.7% 1.9% 14 27.5%

0.0% 0 47.4% 0.0% 0 46.9% 0.0% 1 46.6% 0.0% 0 56.4% 0.0% 1 59.0% 0.0% 1 59.5%

0.0% 0 47.4% 0.0% 0 46.9% 0.0% 1 46.6% 0.0% 0 56.4% 0.0% 1 59.0% 0.0% 1 59.5%

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

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

0.2% 12 27.1% 0.2% 18 24.5% 0.2% 24 23.3% 0.4% 20 28.9% 0.4% 33 26.8% 0.3% 43 25.9%

31/12/2018

31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017



31/12/2016 31/12/2017 31/12/2018

31/12/2018 31/12/2016 31/12/2017 31/12/201831/12/2016 31/12/2017








Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures







Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures







Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures


United Kingdom

Australia

Switzerland

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.8% 14 89.5% 0.7% 15 87.6% 0.7% 16 86.1% 1.0% 15 92.6% 1.3% 17 91.2% 1.4% 19 90.0%

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

0.5% 8 75.9% 0.5% 8 73.2% 0.5% 8 70.9% 1.1% 8 73.5% 1.2% 9 69.0% 1.0% 9 66.0%

0.5% 0 16.6% 0.5% 0 16.6% 0.5% 0 16.6% 1.1% 0 19.1% 1.2% 0 19.1% 1.0% 1 19.1%

0.6% 0 47.4% 0.5% 0 47.0% 0.4% 0 46.6% 1.0% 0 56.4% 1.1% 0 59.0% 1.2% 0 59.5%

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

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

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

0.7% 22 83.8% 0.7% 23 81.7% 0.6% 24 80.0% 1.0% 23 84.4% 1.3% 25 82.0% 1.3% 27 80.4%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.8% 2 68.8% 0.7% 2 68.7% 0.7% 3 68.7% 1.0% 2 79.2% 1.3% 3 79.6% 1.4% 4 79.7%

0.8% 0 72.7% 0.6% 0 71.8% 0.5% 0 71.3% 1.1% 0 83.9% 1.4% 0 94.1% 1.6% 0 100.0%

0.5% 1 16.8% 0.5% 1 16.7% 0.5% 1 16.7% 1.1% 1 19.3% 1.1% 2 19.3% 0.9% 3 19.2%

0.5% 0 16.6% 0.5% 1 16.6% 0.5% 1 16.6% 1.1% 1 19.1% 1.1% 2 19.1% 0.9% 3 19.1%

0.6% 1 47.4% 0.5% 1 47.0% 0.4% 2 46.6% 1.0% 1 56.4% 1.1% 2 59.0% 1.2% 3 59.5%

0.6% 1 47.4% 0.5% 1 47.0% 0.4% 2 46.6% 1.0% 1 56.4% 1.1% 2 59.0% 1.2% 3 59.5%

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

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

0.6% 3 39.1% 0.6% 4 37.3% 0.5% 6 36.4% 1.0% 4 40.2% 1.2% 7 39.9% 1.2% 10 40.7%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.8% 0 68.4% 0.7% 0 68.4% 0.7% 0 68.4% 1.0% 0 78.7% 1.3% 1 78.7% 1.4% 1 78.7%

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

0.5% 1 16.6% 0.5% 1 16.6% 0.5% 1 16.6% 1.1% 1 19.1% 1.2% 2 19.1% 1.0% 2 19.1%

0.5% 1 16.6% 0.5% 1 16.6% 0.5% 1 16.6% 1.1% 1 19.1% 1.2% 2 19.1% 1.0% 2 19.1%

0.6% 0 47.4% 0.5% 0 47.0% 0.4% 0 46.6% 1.0% 0 56.4% 1.1% 0 59.0% 1.2% 0 59.5%

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

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

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

0.6% 1 21.4% 0.6% 1 22.3% 0.5% 2 22.7% 1.1% 1 23.2% 1.2% 2 24.3% 1.1% 3 25.2%


31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017

31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017

31/12/2018 31/12/2016 31/12/2017 31/12/201831/12/2016 31/12/2017








Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures







Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures







Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures


New Zealand

Brazil

France

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.8% 0 68.4% 0.7% 0 68.4% 0.7% 0 68.4% 1.0% 0 78.7% 1.3% 0 78.7% 1.4% 0 78.7%

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

0.5% 2 16.6% 0.5% 4 16.6% 0.5% 5 16.6% 1.1% 4 19.1% 1.2% 7 19.1% 1.0% 9 19.1%

0.5% 2 16.6% 0.5% 4 16.6% 0.5% 5 16.6% 1.1% 4 19.1% 1.2% 7 19.1% 1.0% 9 19.1%

0.6% 0 47.4% 0.5% 0 47.0% 0.4% 0 46.6% 1.0% 0 56.4% 1.1% 1 59.0% 1.2% 1 59.5%

0.6% 0 47.4% 0.5% 0 47.0% 0.4% 0 46.6% 1.0% 0 56.4% 1.1% 1 59.0% 1.2% 1 59.5%

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

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

0.5% 3 18.2% 0.5% 4 18.1% 0.5% 5 18.0% 1.1% 4 20.4% 1.2% 8 20.5% 1.0% 10 20.7%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.4% 30 14.6% 0.4% 40 13.6% 0.3% 49 13.1% 0.6% 36 15.2% 0.8% 59 15.5% 0.9% 85 16.2%

0.4% 6 11.4% 0.4% 10 11.3% 0.3% 14 11.2% 0.6% 8 13.1% 0.8% 18 14.6% 0.9% 30 15.6%

- 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 - - 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 - - 0 - - 0 -

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

0.4% 30 14.6% 0.4% 40 13.6% 0.3% 49 13.1% 0.6% 36 15.2% 0.8% 59 15.5% 0.9% 85 16.2%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.8% 3 68.5% 0.7% 4 68.5% 0.7% 5 68.5% 1.0% 3 78.8% 1.3% 5 78.9% 1.4% 7 79.0%

0.8% 0 72.7% 0.6% 0 71.8% 0.5% 0 71.3% 1.1% 0 83.9% 1.4% 0 94.1% 1.6% 0 100.0%

0.5% 1 16.6% 0.5% 1 16.6% 0.5% 1 16.6% 1.1% 1 19.1% 1.2% 2 19.1% 1.0% 2 19.1%

0.5% 1 16.6% 0.5% 1 16.6% 0.5% 1 16.6% 1.1% 1 19.1% 1.2% 2 19.1% 1.0% 2 19.1%

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

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

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

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

0.6% 4 42.2% 0.6% 5 41.7% 0.6% 6 41.4% 0.9% 5 43.8% 1.1% 7 43.6% 1.1% 10 44.6%


31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017

31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017

31/12/2018 31/12/2016 31/12/2017 31/12/201831/12/2016 31/12/2017








Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures







Institutions

Corporates

of which: SME

Retail

of which: SME


of which: SME


Covered bonds



Equity

Securitisation

Other exposures


Germany

Canada

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.8% 3 68.4% 0.7% 5 68.4% 0.7% 7 68.4% 1.0% 4 78.7% 1.3% 7 78.7% 1.4% 11 78.7%

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

0.5% 7 16.7% 0.5% 10 16.7% 0.5% 13 16.7% 1.1% 11 19.2% 1.1% 19 19.2% 1.0% 26 19.2%

0.5% 7 16.6% 0.5% 10 16.6% 0.5% 13 16.6% 1.1% 11 19.1% 1.1% 19 19.1% 1.0% 26 19.1%

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

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

8.2% 0 45.0% 8.2% 0 45.0% 8.2% 0 45.0% 8.2% 0 45.0% 8.2% 0 45.0% 8.2% 0 45.0%

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

0.5% 10 22.7% 0.5% 15 22.7% 0.5% 20 22.8% 1.0% 15 24.0% 1.1% 27 24.4% 1.0% 37 24.9%

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock1

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

0.0% 0 45.0% 0.0% 0 45.0% 0.0% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0% 0.1% 0 45.0%

0.8% 4 68.4% 0.7% 9 68.4% 0.7% 13 68.4% 1.0% 6 78.7% 1.3% 13 78.7% 1.4% 21 78.7%

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

- 0 18.6% - 0 18.6% - 0 18.6% - 0 20.8% - 0 21.8% - 0 22.0%

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

0.6% 0 47.4% 0.5% 0 47.0% 0.4% 0 46.6% 1.0% 0 56.4% 1.1% 0 59.0% 1.2% 0 59.5%

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

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

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

0.8% 5 66.3% 0.7% 9 67.3% 0.7% 13 67.6% 1.0% 6 76.5% 1.3% 14 77.7% 1.4% 21 78.1%


31/12/2018 31/12/2016 31/12/2017 31/12/2018


31/12/2016 31/12/2017

31/12/2018 31/12/2016 31/12/2017 31/12/201831/12/2016 31/12/2017

(mln EUR) 31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018

STA 229IRB 12,154Total 12,383

STA 39 74 91 111 118 258 390IRB 2,219 3,044 3,472 3,898 4,684 8,181 10,243Total 2,258 3,118 3,562 4,009 4,801 8,439 10,633

Impairments Total banking book others than assessed at fair value 92 1 1 1 3 3 30

2016 EU-wide Stress Test: SecuritisationsCoöperatieve Rabobank U.A.

Risk exposure amounts

31/12/2015Baseline Scenario Adverse Scenario

Exposure values

2016 EU-wide Stress Test: Sovereign

(mln EUR)

[ 0 - 3M [ 6 6 0 0 0 0 6 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 -88 -4 0 0 0 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

[10Y - more 151 151 144 0 7 0 0 0 0 0 0 0 0 0 0Tot 157 157 144 0 7 0 6 0 0 -88 -4 0 0 0 0

[ 0 - 3M [ 55 55 0 0 55 0 0 218 4 -110 -1 0 0 0 0

[ 3M - 1Y [ 17 17 0 0 17 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 30 30 0 0 4 0 26 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 162 162 128 0 35 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 21 21 0 0 21 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 13 13 0 0 13 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 0Tot 299 299 128 0 145 0 26 218 4 -110 -1 0 0 0 0

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 0 0 0 0 0 0 249 4 -77 -1 0 0 0 0

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

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 0 0 0 0 0 0 0 276 4 -77 -1 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 747 13 -408 -10 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 357 5 -916 -19 0 0 0 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 0 0 0 0 0 0 0 1,104 18 -1,324 -29 0 0 0 0

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

Denmark

Estonia

Derivatives with negative fair value

Notional value Fair-value (-)Notional value

Cyprus

Czech Republic

of which: Loans and

receivablesof which: AFS

of which: FVO

(designated at fair

value through

profit&loss)

of which: HFT

(2)of which: HTM

Austria

Belgium

Bulgaria

Coöperatieve Rabobank U.A.

31/12/2015

Residual Maturity Country / Region

GROSS DIRECT LONG

EXPOSURES

(accounting value gross

of provisions)

(1)

NET DIRECT EXPOSURES

(accounting value gross of provisions)

(1)

Notional value Fair-value (+) Fair-value (-) Notional value Fair-value (+)

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1) INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value Derivatives with negative fair value Derivatives with positive fair value


(mln EUR)


Notional value Fair-value (-)Notional valueof which: Loans and


of which: FVO

(designated at fair

value through

profit&loss)

of which: HFT

(2)of which: HTM

Austria


31/12/2015


GROSS DIRECT LONG

EXPOSURES


of provisions)

(1)



(1)




[ 0 - 3M [ 0 0 0 0 0 0 0 9 0 -24 -1 0 0 0 0

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

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

[3Y - 5Y [ 53 53 52 0 2 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 426 426 419 0 6 0 0 0 0 0 0 0 0 0 0

[10Y - more 2 2 0 0 2 0 0 0 0 0 0 0 0 0 0Tot 482 482 471 0 11 0 0 9 0 -24 -1 0 0 0 0

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 3,219 3,219 3,184 0 34 0 1 0 0 0 0 0 0 0 0

[5Y - 10Y [ 23 23 0 0 23 0 0 0 0 0 0 0 0 0 0

[10Y - more 165 165 165 0 0 0 0 0 0 0 0 0 0 0 0Tot 3,406 3,406 3,348 0 57 0 1 0 0 0 0 0 0 0 0

[ 0 - 3M [ 59 59 0 0 37 0 23 0 0 0 0 0 0 0 0

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

[ 1Y - 2Y [ 47 47 0 0 47 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 23 23 0 0 23 0 0 0 0 0 0 0 0 0 0

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

[5Y - 10Y [ 35 35 0 0 35 0 0 0 0 0 0 0 0 0 0

[10Y - more 11 11 0 0 11 0 0 0 0 0 0 0 0 0 0Tot 205 205 0 0 183 0 23 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

Ireland

Finland

France

Germany

Croatia

Hungary

Greece


(mln EUR)




of which: FVO

(designated at fair

value through

profit&loss)

of which: HFT

(2)of which: HTM

Austria


31/12/2015


GROSS DIRECT LONG

EXPOSURES


of provisions)

(1)



(1)




[ 0 - 3M [ 0 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 0

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

[ 2Y - 3Y [ 16 16 16 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 0

[5Y - 10Y [ 0 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 0Tot 16 16 16 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 8 0 -60 0 0 0 0 0

[ 3M - 1Y [ 0 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 0

[ 2Y - 3Y [ 0 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 0

[5Y - 10Y [ 0 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 0Tot 0 0 0 0 0 0 0 8 0 -60 0 0 0 0 0

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 0 0 0 0 0 0 68 1 0 0 0 0 0 0

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

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 0 0 0 0 0 0 0 68 1 -25 0 0 0 0 0

[ 0 - 3M [ 1,869 1,869 0 0 19 0 1,850 375 6 -1,503 -7 0 0 0 0

[ 3M - 1Y [ 1,430 1,430 1,368 8 36 0 18 1,265 16 -2,244 -11 0 0 0 0

[ 1Y - 2Y [ 2,518 2,518 2,434 34 30 0 20 1,533 43 -7,406 -703 0 0 0 0

[ 2Y - 3Y [ 2,876 2,876 2,595 10 251 0 19 4,231 299 -4,598 -130 0 0 0 0

[3Y - 5Y [ 6,211 6,211 6,109 29 58 0 14 9,933 606 -4,834 -216 0 0 0 0

[5Y - 10Y [ 7,391 7,391 7,047 119 197 0 29 14,394 445 -13,805 -1,941 0 0 0 0

[10Y - more 378 378 303 12 6 0 58 0 0 -610 -166 0 0 0 0Tot 22,672 22,672 19,855 212 597 0 2,008 31,731 1,415 -35,000 -3,174 0 0 0 0

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

Latvia

Lithuania

Malta

Netherlands

Poland

Luxembourg

Italy


(mln EUR)




of which: FVO

(designated at fair

value through

profit&loss)

of which: HFT

(2)of which: HTM

Austria


31/12/2015


GROSS DIRECT LONG

EXPOSURES


of provisions)

(1)



(1)




[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 0 0 0 0 0 0 152 3 -189 -2 0 0 0 0

[ 3M - 1Y [ 0 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 0

[ 2Y - 3Y [ 0 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 0

[5Y - 10Y [ 0 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 0Tot 0 0 0 0 0 0 0 152 3 -189 -2 0 0 0 0

[ 0 - 3M [ 0 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 0

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

[3Y - 5Y [ 7 7 0 0 7 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 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 8 8 0 0 8 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 376 9 -326 -16 0 0 0 0

[ 3M - 1Y [ 7 7 0 0 7 0 0 840 23 0 0 0 0 0 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 7 7 0 0 7 0 0 1,216 32 -326 -16 0 0 0 0

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom


(mln EUR)




of which: FVO

(designated at fair

value through

profit&loss)

of which: HFT

(2)of which: HTM

Austria


31/12/2015


GROSS DIRECT LONG

EXPOSURES


of provisions)

(1)



(1)




[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

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

[ 0 - 3M [ 459 459 459 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 807 807 806 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 323 323 322 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 0

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

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

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 1,590 1,590 1,587 0 1 0 2 0 0 0 0 0 0 0 0

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

[ 3M - 1Y [ 31 31 22 0 9 0 0 0 0 0 0 0 0 0 0

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

[ 2Y - 3Y [ 10 10 0 0 9 0 1 0 0 0 0 0 0 0 0

[3Y - 5Y [ 10 10 0 0 4 0 6 0 0 0 0 0 0 0 0

[5Y - 10Y [ 2 2 0 0 2 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 0Tot 58 58 22 0 27 0 10 0 0 0 0 0 0 0 0

[ 0 - 3M [ 136 136 136 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 346 346 346 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 0

[ 2Y - 3Y [ 0 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 0

[5Y - 10Y [ 0 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 0Tot 482 482 482 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 0

[ 3M - 1Y [ 0 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 0

[ 2Y - 3Y [ 0 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 0

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

Norway

Australia

Canada

Hong Kong

Japan

Liechtenstein

Iceland


(mln EUR)




of which: FVO

(designated at fair

value through

profit&loss)

of which: HFT

(2)of which: HTM

Austria


31/12/2015


GROSS DIRECT LONG

EXPOSURES


of provisions)

(1)



(1)




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

[ 3M - 1Y [ 16 16 12 0 0 0 4 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 173 173 167 0 0 0 6 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 1,461 1,461 1,447 0 0 0 14 0 0 0 0 0 0 0 0

[3Y - 5Y [ 453 453 393 0 13 0 47 0 0 0 0 0 0 0 0

[5Y - 10Y [ 289 289 191 0 79 0 20 0 0 0 0 0 0 0 0

[10Y - more 45 45 25 0 0 0 20 0 0 0 0 0 0 0 0Tot 2,437 2,437 2,234 0 91 0 111 0 0 0 0 0 0 0 0

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

[ 3M - 1Y [ 50 50 50 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 0

[ 2Y - 3Y [ 0 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 0

[5Y - 10Y [ 0 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 0Tot 57 57 57 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 0

[ 3M - 1Y [ 0 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 0

[ 2Y - 3Y [ 0 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 0

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

[ 0 - 3M [ 735 735 735 0 0 0 0 0 0 -603 -22 0 0 0 0[ 3M - 1Y [ 115 115 115 0 0 0 0 834 17 0 0 0 0 0 0

[ 1Y - 2Y [ 100 100 100 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 0

[3Y - 5Y [ 0 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 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 949 949 949 0 0 0 0 834 17 -603 -22 0 0 0 0

[ 0 - 3M [ 101 101 101 0 0 0 0 0 0 0 0 0 0 0 0[ 3M - 1Y [ 67 67 67 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 0

[ 2Y - 3Y [ 0 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 0

[5Y - 10Y [ 0 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 0Tot 168 168 168 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 1,045 13 -839 -5 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 229 4 0 0 0 0 0 0

[ 1Y - 2Y [ 0 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 0

[3Y - 5Y [ 0 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 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 0 0 0 0 0 0 0 1,274 17 -839 -5 0 0 0 0

[ 0 - 3M [ 0 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 0

[ 1Y - 2Y [ 286 286 209 0 0 0 77 0 0 0 0 70 1 -139 -1

[ 2Y - 3Y [ 42 42 42 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 0

[5Y - 10Y [ 33 33 0 0 0 0 33 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 361 361 251 0 0 0 110 0 0 0 0 70 1 -139 -1

Latin America and the

Caribbean

Middle East

U.S.

China

Switzerland

Other advanced

economies non EEA

Other Central and eastern

Europe countries non EEA


(mln EUR)




of which: FVO

(designated at fair

value through

profit&loss)

of which: HFT

(2)of which: HTM

Austria


31/12/2015


GROSS DIRECT LONG

EXPOSURES


of provisions)

(1)



(1)




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

[ 3M - 1Y [ 0 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 0

[ 2Y - 3Y [ 0 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 0

[5Y - 10Y [ 42 42 0 0 0 0 42 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0Tot 42 42 0 0 0 0 42 7 0 0 0 0 0 0 0

[ 0 - 3M [ 34 34 32 0 0 0 2 0 0 -50 -1 0 0 0 0

[ 3M - 1Y [ 88 88 88 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 65 65 4 0 0 0 61 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 9 9 0 0 0 0 9 0 0 0 0 0 0 0 0

[3Y - 5Y [ 59 59 0 0 0 0 59 0 0 0 0 0 0 0 0

[5Y - 10Y [ 285 285 0 0 0 0 285 0 0 0 0 0 0 0 0

[10Y - more 79 79 0 0 0 0 79 0 0 0 0 0 0 0 0Tot 619 619 124 0 0 0 495 0 0 -50 -1 0 0 0 0

34,016 34,016 29,837 212 1,134 0 2,833 36,898 1,511 -38,714 -3,256 70 1 -139 -1

Notes, definitions and regions:

(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. Exposures to central banks should not be included here.(2) For positions in HFT this should include gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and or accounting classification of the positions.Other advanced non EEA: Israel, Korea, New Zealand, San Marino, Singapore,Taiwan and RussiaOther CEE non EEA: Albania, Bosnia and Herzegovina, Kosovo, FYR Macedonia, Montenegro, Serbia, and Turkey.Middle East: Yemen,United Arab Emirates,Syrian ,Sudan,Saudi Arabia,Qatar ,Oman ,Mauritania ,Libya ,Lebanon ,Kuwait ,Jordan ,Iraq ,Iran,Djibouti and Bahrain.Latin America: Venezuela,Uruguay ,Trinidad and Tobago,Suriname ,St. Vincent and the Grenadines,St. Lucia,St. Kitts and Nevis,Peru ,Paraguay ,Panama ,Nicaragua ,Mexico ,Jamaica ,Honduras ,Haiti ,Guyana ,Guatemala ,Grenada ,El Salvador,Ecuador ,Dominican Republic,Dominica ,Costa Rica,Colombia ,Chile ,Brazil ,Bolivia and Belize.Africa: South Africa, Tunisia ,Morocco ,Egypt and Algeria.

Africa

Others

Total

2016 EU-wide Stress Test - Risk exposure amounts

(mln EUR) 31/12/2015 31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018

Risk exposure amount for credit risk 183,671 185,147 185,733 186,278 187,652 198,607 205,941

Risk exposure amount for securitisations and re-securitisations 2,258 3,118 3,562 4,009 4,801 8,439 10,633

Risk exposure amount other credit risk 181,413 182,029 182,171 182,269 182,851 190,168 195,308

Risk exposure amount for market risk 4,909 4,914 4,939 4,973 6,680 7,039 7,251

Risk exposure amount for operational risk 24,511 24,511 24,756 25,779 26,027 25,771 26,254

Other risk exposure amounts 0 0 0 0 0 0 0

Total risk exposure amount 213,092 214,573 215,429 217,030 220,359 231,418 239,445

Baseline scenario Adverse scenario


2016 EU-wide Stress Test - P&L

31/12/2015 31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018

Net interest income (1) 9,1398,765 8,551 8,473 7,336 7,064 7,335

Interest income 20,053 38,832 39,523 40,596 42,341 45,032 45,511

(Interest expense) -10,914 -30,067 -30,972 -32,123 -35,005 -37,968 -38,177

Dividend income 32 32 32 32 32 32 32

Net fee and commission income 1,892 1,892 1,892 1,892 1,871 1,871 1,871

Gains or (-) losses on financial assets and liabilities held for trading, net 319 203 203 203 -1,788 153 153

Gains or (-) losses on financial assets and liabilities designated at fair

value through profit and loss, net497 541

Other operating income not listed above, net 716 667 667 667 653 667 667

Total operating income, net 12,595 11,559 11,345 11,268 8,644 9,786 10,057

(Impairment or (-) reversal of impairment on financial assets not

measured at fair value through profit or loss)-1,236 -1,295 -1,140 -943 -2,471 -2,767 -2,526

Other income and expenses not listed above, net -8,491 -7,732 -7,758 -7,808 -8,758 -8,192 -8,380

Profit or (-) loss before tax from continuing operations 2,869 2,532 2,448 2,517 -2,585 -1,172 -850

(Tax expenses or (-) income related to profit or loss from continuing operations) -655 -561 -595 -755 775 352 255

Profit or (-) loss after tax from discontinued operations 0 0 0 0 0 0 0

Profit or (-) loss for the year 2,214 1,971 1,853 1,762 -1,809 -820 -595

Attributable to owners of the parent 2,139 1,896 1,778 1,687 -1,885 -896 -670

Amount of dividends paid 1,259 1,220 1,221 1,221 0 0 0

Attributable to owners of the parent net of estimated dividends 880 675 557 466 -1,885 -896 -670

(mln EUR)



(1) Projected NII may differ from the sum of interest income and interest expenses due to the application of the cap on NII (paragraphs 308 of the methodological note).

2016 EU-wide Stress Test: Capital

(mln EUR,%) 31/12/2015 31/12/2016 31/12/2017 31/12/2018 31/12/2016 31/12/2017 31/12/2018

A OWN FUNDS 49,455 49,105 48,653 47,101 44,485 41,598 37,572

A.1 COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments) 28,754 28,976 29,232 28,954 24,375 22,127 19,425

A.1.1 Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments) 5,924 5,924 5,924 5,924 5,924 5,924 5,924

A.1.1.1 Of which: CET1 instruments subscribed by Government 0 0 0 0 0 0 0

A.1.2 Retained earnings 25,356 26,031 26,588 27,054 23,471 22,575 21,905

A.1.3 Accumulated other comprehensive income 222 222 222 222 -1,718 -1,718 -1,718

A.1.3.1 Of which: arising from unrealised gains/losses from Sovereign exposure in AFS portfolio 225 225 225 225 -384 -384 -384

A.1.3.2 Of which: arising from unrealised gains/losses from the rest of AFS portfolio 288 288 288 288 -1,027 -1,027 -1,027

A.1.4 Other Reserves 2 2 2 2 2 2 2

A.1.5 Funds for general banking risk 0 0 0 0 0 0 0

A.1.6 Minority interest given recognition in CET1 capital 23 23 23 23 23 23 23

A.1.7 Adjustments to CET1 due to prudential filters -1,014 -1,014 -1,014 -1,014 -1,014 -1,014 -1,014

A.1.8 (-) Intangible assets (including Goodwill) -1,493 -1,493 -1,493 -1,493 -1,493 -1,493 -1,493

A.1.9 (-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs -935 -374 0 0 -1,710 -2,062 -2,317

A.1.10 (-) IRB shortfall of credit risk adjustments to expected losses -1,789 -1,629 -1,473 -1,516 -1,153 -427 -287

A.1.11 (-) Defined benefit pension fund assets -7 -7 -7 -7 -7 -7 -7

A.1.12 (-) Reciprocal cross holdings in CET1 Capital 0 0 0 0 0 0 0

A.1.13 (-) Excess deduction from AT1 items over AT1 Capital 0 0 0 0 0 0 0

A.1.14 (-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight -51 -50 -50 -49 -49 -45 -16

A.1.14.1 Of which: from securitisation positions (-) -51 -50 -50 -49 -49 -45 -16

A.1.15(-) Holdings of CET1 capital instruments of financial sector entities where the institiution does not have a significant

investment0 0 0 0 0 0 0

A.1.16 (-) Deductible DTAs that rely on future profitability and arise from temporary differences 0 0 0 0 0 0 0

A.1.17 (-) CET1 instruments of financial sector entities where the institiution has a significant investment -407 -267 -159 -116 -772 -824 -899

A.1.18 (-) Amount exceding the 17.65% threshold -317 -210 -127 -95 -615 -654 -712

A.1.19 (-) Additional deductions of CET1 Capital due to Article 3 CRR 0 0 0 0 0 0 0

A.1.20 CET1 capital elements or deductions - other 0 0 0 0 0 0 0

A.1.21 Transitional adjustments 3,241 1,819 796 19 3,486 1,847 35

A.1.21.1 Transitional adjustments due to grandfathered CET1 Capital instruments (+/-) 0 0 0 0 0 0 0

A.1.21.2 Transitional adjustments due to additional minority interests (+/-) 253 169 84 0 169 84 0

A.1.21.3Transitional adjustments to CET1 Capital from unrealised gains/losses from Sovereign exposure in AFS portfolio (+/-

)-135 -90 -45 0 154 77 0

A.1.21.4 Transitional adjustments to CET1 Capital from unrealised gains/losses from the rest of AFS portfolio (+/-) -173 -115 -58 0 411 205 0

A.1.21.5 Other transitional adjustments to CET1 Capital 3,296 1,855 814 19 2,753 1,481 35

A.1.21.5.1 Of which: due to DTAs that rely on future profitability and do not arise from temporary differences 561 149 0 0 684 412 0

A.1.21.5.2Of which: due to DTAs that rely on future profitability and arise from temporary differences and CET1

instruments of financial sector entities where the institution has a significant investment47 27 11 0 111 74 0

A.2 ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments) 6,298 5,923 5,510 5,059 5,914 5,535 5,059

A.2.1 Additional Tier 1 Capital instruments 1,417 1,417 1,417 1,417 1,417 1,417 1,417

A.2.2 (-) Excess deduction from T2 items over T2 capital 0 0 0 0 0 0 0

A.2.3 Other Additional Tier 1 Capital components and deductions 0 0 0 0 0 0 0

A.2.4 Additional Tier 1 transitional adjustments 4,881 4,506 4,093 3,642 4,497 4,118 3,642

A.3 TIER 1 CAPITAL (net of deductions and after transitional adjustments) 35,052 34,900 34,742 34,012 30,289 27,662 24,484

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 14,403 14,205 13,911 13,088 14,196 13,936 13,088

A.4.1 Tier 2 Capital instruments 14,999 14,564 14,071 13,088 14,564 14,071 13,088

A.4.2 Other Tier 2 Capital components and deductions 0 0 0 0 0 0 0

A.4.3 Tier 2 transitional adjustments -596 -359 -160 0 -368 -135 0

B TOTAL RISK EXPOSURE AMOUNT 213,092 214,573 215,429 217,030 220,359 231,418 239,445

B.1 Of which: Transitional adjustments included 0 0 0 0 0 0 0

C.1 Common Equity Tier 1 Capital ratio 13.49% 13.50% 13.57% 13.34% 11.06% 9.56% 8.11%

C.2 Tier 1 Capital ratio 16.45% 16.26% 16.13% 15.67% 13.75% 11.95% 10.23%

C.3 Total Capital ratio 23.21% 22.88% 22.58% 21.70% 20.19% 17.98% 15.69%

D.1 Common Equity Tier 1 Capital ratio (1) 11.97% 12.66% 13.20% 13.33% 9.48% 8.76% 8.10%

D.2 Tier 1 Capital ratio (2) 12.64% 13.32% 13.86% 13.99% 10.12% 9.38% 8.69%

D.3 Total Capital ratio (3) 19.68% 20.10% 20.39% 20.02% 16.73% 15.46% 14.16%

ETotal amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period

(cumulative conversions) (4)0 0 0 0 0 0 0

FTotal 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 (5)2901 1488 1488

F.1 Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario (5) 0 0 0

G.1 Total leverage ratio exposures (transitional) 686,486 686,486 686,486 686,486 686,486 686,486 686,486

G.2 Total leverage ratio exposures (fully loaded) 684,819 684,819 684,819 684,819 684,819 684,819 684,819

G.3 Leverage ratio (transitional) 5.11% 5.08% 5.06% 4.95% 4.41% 4.03% 3.57%

G.4 Leverage ratio (fully loaded) 3.93% 4.17% 4.36% 4.43% 3.26% 3.17% 3.04%

(1) Fully loaded CET1 capital ratio estimation: [A.1-A.1.13-A.1.21+MIN(A.2+A.1.13-A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0),0)]/[B-B.1]

(2) Fully loaded T1 capital ratio estimation: [A.1-A.1.21+A.2-A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0)]/[B-B.1]

(3) Fully loaded Total capital ratio estimation: [A.1-A.1.21+A.2-A.2.4+A.4-A.4.3)/[B-B.1]. This ratio does not include grandfathered AT1 capital instruments meeting the conditions laid down in Article 63 of CRR and, hence, eligible as fully loaded T2 capital. Therefore, the ratio could be underestimated for banks with material instruments of such kind.

(4) Conversions not considered for CET1 computation

(5) Excluding instruments included in row E

Memorandum items


CAPITAL RATIOS (%)

Transitional period


OWN FUNDS

CAPITAL RATIOS (%)

Fully loaded

TOTAL RISK EXPOSURE

AMOUNT

(mln EUR)

Of which:

defaulted

Debt securities (including at amortised cost and fair value) 38,533 0 0 0 0 0 0

Central banks 1,159 0 0 0 0 0 0

General governments 29,108 0 0 0 0 0 0

Credit institutions 2,795 0 0 0 0 0 0

Other financial corporations 4,959 0 0 0 0 0 0

Non-financial corporations 513 0 0 0 0 0 0

Loans and advances(including at amortised cost and fair value) 553,568 1,580 19,763 18,117 876 7,649 11,434

Central banks 64,102 0 0 0 0 0 0

General governments 3,507 8 19 16 3 8 11

Credit institutions 31,112 8 241 18 2 16 145

Other financial corporations 49,942 163 3,903 3,588 81 1,272 2,487

Non-financial corporations 196,115 766 12,840 12,064 661 5,660 6,523

Households 208,790 635 2,761 2,431 128 694 2,268

DEBT INSTRUMENTS other than HFT 592,102 1,580 19,763 18,117 876 7,649 11,434

OFF-BALANCE SHEET EXPOSURES 117,835 534 492 10 37 61 For the definition of non-performing exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 29

2 Insitutions report here collective allowances for incurrred but not reported losses (instruments at amortised cost) and changes in fair value of performing exposures due to credit risk and provisions (instruments at fair value other than HFT)

3 Insitutions report here specific allowances for financial assets, individually and collectively estimated (instruments at amortised cost) and changes in fair value of NPE due to credit risk and provisions (instruments at fair value other than HFT)

On non-performing

exposures3

2016 EU-wide Stress Test Information on performing and non-performing exposures

1

31/12/2015

Gross carrying amount

Accumulated impairment,

accumulated changes in fair value due

to credit risk and provisions Collaterals and

financial

guarantees

received on non-

performing

exposures

Of which performing

but past due >30 days

and <=90 days

Of which non-performing

On performing

exposures2


(mln EUR)

Debt securities (including at amortised cost and fair value) 0 0 0 0 0

Central banks 0 0 0 0 0

General governments 0 0 0 0 0

Credit institutions 0 0 0 0 0

Other financial corporations 0 0 0 0 0

Non-financial corporations 0 0 0 0 0

Loans and advances (including at amortised cost and fair value) 14,694 9,794 3,645 3,590 10,156

Central banks 0 0 0 0 0

General governments 13 8 4 4 11

Credit institutions 201 201 14 14 121

Other financial corporations 2,490 2,033 775 768 1,642

Non-financial corporations 10,222 6,691 2,685 2,638 6,747

Households 1,768 861 167 166 1,636

DEBT INSTRUMENTS other than HFT 14,694 9,794 3,645 3,590 10,156

Loan commitments given 463 223 0 0 1211 For the definition of forborne exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 30

2016 EU-wide Stress Test Information on forborne exposures

1

31/12/2015

Of which non-

performing

exposures with

forbearance

measures

Of which on non-

performing

exposures with

forbearance

measures

Gross carrying amount of exposures

with forbearance measures

Accumulated impairment, accumulated

changes in fair value due to credit risk

and provisions for exposures with

forbearance measures Collateral and financial

guarantees received on

exposures with forbearance

measures


2016 EU-wide Stress Test · 2020. 10. 9. · 2016 EU-wide Stress Test: Credit risk IRB...

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