Vseobecna Uverova Banka a.s. - Mortgage Covered Bonds

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1 Prog INTERNATIONAL STRUCTURED FINANCE COVERED BONDS Vseobecna Uverova Banka a.s. - Mortgage Covered Bonds Covered Bonds / Slovakia Contacts Rodriguez-Vigil, Tomas (97) Tomas.Rodriguez-Vigil@moodys.com Chandarana, Ashika (27) Ashika.Chandarana@moodys.com Monitoring Monitor.CB@moodys.com Click on the icon to download data into Excel & to see Glossary of terms used Client Service Desk London: +44 (27) , csdlondon@moodys.com Click here to access the covered bond programme webpage on moodys.com Reporting as of: 3/6/27 All amounts in (unless otherwise specified) For information on how to read this report, see the latest Moody's Global Covered Bond Monitoring Overview Data as provided to Moody's Investors Service (note ) I. Programme Overview Overview Year of initial rating assignment: 23 Total outstanding liabilities: Total assets in the Cover Pool: Issuer name / CR Assessment: Group or parent name / CR Assessment: Main collateral type: 2,25,96,73 2,569,75,654 VUB / Residential Ratings Covered bonds rating: Entity used in Moody's EL & TPI analysis: CB anchor: CR Assessment: SUR: Unsecured claim used for Moody's EL analysis: Vseobecna uverova banka, a.s. CR Assessment + notch Yes Aaa Aa Aa3 A A2 A3 Baa Baa2 Baa3 Ba Ba2 Ba3 B B2 Chart : Rating history Covered Bond Sovereign CR Assessment (RHS) Aaa (cr) Aa (cr) (cr) Aa3 (cr) A (cr) A2 (cr) A3 (cr) Baa (cr) Baa2 (cr) Baa3 (cr) Ba (cr) Ba2 (cr) Ba3 (cr) B (cr) B2 (cr) II. Value of the Cover Pool Collateral quality Collateral Score: 7. Collateral Score excl. systemic risk: Chart 2 : Asset types in cover pool Cover Pool losses Collateral Risk (Collateral Score post-haircut): 4.7% % Market Risk: 38.% 89% 42.8% () Residential assets,. III. Over-Collateralisation Levels (notes 2 & 3) Over-Collateralisation (OC) figures presented below include Eligible only collateral. Over-collateralisation levels are provided on nominal basis. NPV stress test where stressed: Current situation Committed OC (Nominal):. Sensitivity scenario CB anchor OC consistent with current rating Current OC: 26.9% OC consistent with current rating (note 4):. Scenario : CB anchor is lowered by notch 29. IV. Timely Payment Indicator & TPI Leeway Legal framework Timely Payment Indicator (TPI): Very Improbable Does a specific covered bond law apply for this programme: Yes TPI Leeway: 2 Main country in which collateral is based: Slovakia Country in which issuer is based: Slovakia Extract from TPI table - CB anchor is CR Assessment + notch CR Assessment Very Improbable (cr) Aaa Timely payment Aa3(cr) Aaa Refinancing period for principal payments of 6 months or greater: No A(cr) Aaa Liquidity reserve to support timely payments on all issuances: No Aaa A3(cr) Aa Baa(cr) Baa2(cr) Aa3 Baa3(cr) A (note ) The data reported in this PO is based on information provided by the issuer and may include certain assumptions made by Moody's. Moody's accepts no responsibility for the information provided to it and, whilst it believes the assumptions it has made are reasonable, cannot guarantee that they are or will remain accurate. Although Moody's encourages all issuers to provide reporting data in a consistent manner, there may be differences in the way that certain data is categorised by issuers. The data reporting template (which Issuers are requested to use) is available on request. (note 2) This assumes the Covered Bonds rating is not constrained by the TPI. Also to the extent rating assumptions change following a downgrade or an upgrade of the Issuer, the necessary OC stated here may also change. This is especially significant in the case of Issuers currently rated A2 or A3, as the is applied. (note 4) The OC consistent with the current rating is the minimum level of over-collateralisation which is necessary to support the covered bond rating at its current level on the basis of the pool as per the cut-off date. The sensitivity run is based on certain assumptions, including that the Covered Bonds rating is not constrained by the TPI. Further, this sensitivity run is a model output only and therefore a simplification as it does not take into account certain assumptions that may change as an issuer is downgraded, and as a result the actual OC number consistent with the current rating may be higher than shown. The Vseobecna Uverova Banka a.s. - Mortgage Covered Bonds Page

2 Mismatch in % of the total liabilities COVERED BONDS V. Asset Liability Profile Interest Rate & Duration Mismatch (note 5) Swap Arrangements Fixed rate assets in the cover pool:. Interest rate swap(s) in the Cover Pool: No Fixed rate covered bonds outstanding: 84.7% Intra-group interest rate swap(s) provider(s): No WAL of outstanding covered bonds: 6. years Currency swap(s) in the Cover Pool: No WAL of the cover pool: n/d Intra-group currency swap(s) provider(s): No Chart 3 : Stressed refinancing needs per quarter (% of liabilities) 2. (note 6) Chart 4: Currency mix before swaps (3 Main Currencies) Cover pool Covered Bonds. CZK (Czech Rep.) Information not disclosed by Issuer USD ,569,94 5,,5 2, 2,5 3, Period in years in millions Chart 5 : Amortisation profile (in millions) (note 7) Assets Liabilities Information not disclosed by Issuer Years VI. Performance Evolution Chart 6 : Collateral Score Chart 7 : Cover Pool Losses 2% 8% 6% 4% 2%.4% 8.4% 8.% Q2 26 Q3 26 Q4 26 Q 27 Q % Collateral Risk Market Risk Cover Pool Losses % 43.% 42.8% Q2 26 Q3 26 Q4 26 Q 27 Q2 27 Chart 8 : OC consistent with covered bond rating vs. Current OC OC needed Surplus OC CurrentOC % 4.3% % % 4.3% 26.9%..... Q2 26 Q3 26 Q4 26 Q 27 Q2 27 Covered Bond Rating CR Assessment This publication does not announce a credit rating action. For any credit ratings referenced in this publication, please see the ratings tab on the issuer/entity page on for the most updated credit rating action information and rating history. (note 5) This assumes no prepayment. (note 6) Based on principal flows only. Assumptions include no prepayments, principal collections limited to the portion of assets that make up the amount of the liabilities plus committed OC, no further CB issuance and no further assets added to the cover pool. (note 7) Assumptions include no prepayment, no swap in place in Cover Pool and no further CB issuance. Vseobecna Uverova Banka a.s. - Mortgage Covered Bonds Page 2

3 VII. Cover Pool Information - Residential Assets Overview Specific Loan and Borrower characteristics Asset type: Residential Loans with an external guarantee in addition to a mortgage:. Asset balance: 2,569,75,654 Interest only Loans:.4% Average loan balance: 39,36 Loans for second homes / Vacation:.4% Number of loans: 65,27 Buy to let loans / Non owner occupied properties:. Number of borrowers: 6,498 Limited income verified: 4.6% Number of properties: 64,329 Adverse credit characteristics (**):. WA remaining term (in months): 28 WA seasoning (in months): 4 Performance.4% Details on LTV.% WA unindexed LTV (*): 58.9%. WA indexed LTV: Loans in a foreclosure procedure:. Valuation type: Lending Value LTV threshold: Multi-Family Properties Junior ranks: 6.7% Loans to tenants of tenant-owned Housing Cooperatives:. Prior ranks:. Other type of Multi-Family loans (***):. n/d: information not disclosed by Issuer : information not applicable Chart A: Balance per LTV-band Unindexed LTV Only mortgages, and not housing loans, are included in the calculation of the LTVs shown in the exhibit. Chart B: Percentage of residential assets % % 4..%.....2% Residential Assets. Chart C: LTV Chart D: Interest rate type 8 Unindexed WA LTV % % 57.8% 58.2% 58.4% 58.7% 58.9% 58.9% % Chart E: Main country regional distribution Chart F: Seasoning (in months) %.% 8.8% 8.% 7.9% 7.3% 5.7% 4.7%.% % 4.8% 5.7% 24.6% (note *) may be based on property value at time of origination or further advance or borrower refinancing. (note **) Typically borrowers with a previous personal bankruptcy or borrowers with record of court claims against them at time of origination. (note ***) This "other" type refers to loans directly to Housing Cooperatives and to Landlords of Multi-Family properties (not included in Buy to Let). Vseobecna Uverova Banka a.s. - Mortgage Covered Bonds Page 3

4 VIII. Liabilities Information: Last 5 Issuances ISIN Series Number Currency Outstanding Amount Issuance Date Expected Maturity Legal Final Maturity Interest Rate Type Coupon Principal Payment SK HZL 94 25,, 27/4/27 27/4/227 27/4/227 Fixed rate.5 SK HZL 93 25,, 8//27 8//224 8//224 Fixed rate.5 SK42792 HZL 92 USD 7,, 27/6/26 27/6/29 27/6/29 Fixed rate.7 SK42529 HZL 9,, 2/3/26 2/3/223 2/3/223 Fixed rate.6 SK4249 HZL 9,, 29//25 29//23 29//23 Fixed rate.6 SK4265 HZL 89,, 29/9/25 29/9/225 29/9/225 Fixed rate.2 SK424 HZL 88 96,5, /9/25 /9/22 /9/22 Fixed rate.5 SK42794 HZL 87,, 9/6/25 9/6/225 9/6/225 Fixed rate.25 SK42646 HZL 86,, 27/4/25 27/4/22 27/4/22 Fixed rate.3 SK42364 HZL 85 5,, 4//24 4//229 4//229 Fixed rate 2.25 SK4282 HZL 84 5,, 29/9/24 3/9/29 3/9/29 Fixed rate.6 SK424 HZL 83 5,, 28/7/24 28/7/29 28/7/29 Fixed rate.9 SK4242 HZL 82,7, 6/6/24 6/2/22 6/2/22 Fixed rate.65 SK HZL 8 3,, 27/3/24 27/3/22 27/3/22 Fixed rate.85 SK HZL 8 38,, 27/3/24 27/3/224 27/3/224 Fixed rate 2.55 SK HZL 79,, 24/3/24 24/9/22 24/9/22 Fixed rate 2. SK42982 HZL 78 9,5, 3/3/24 3/3/22 3/3/22 Fixed rate 2.6 SK HZL 77 CZK 5,, 2/6/23 2/6/28 2/6/28 Fixed rate.8 SK429 HZL 76 3,9, 22/4/23 22/4/28 22/4/28 Fixed rate 2.4 SK42993 HZL 75 3,, 5/4/23 5/4/29 5/4/29 Fixed rate 2. SK HZL 74 7,, 6//23 5/2/223 5/2/223 Fixed rate 3.35 SK HZL 73 5,, /7/22 /7/222 /7/222 Fixed rate 4.2 SK42868 HZL 72 25,, 2/6/22 2/6/227 2/6/227 Fixed rate 4.7 SK HZL 67 5,, 29//2 29//23 29//23 Fixed rate 5.35 SK4284 HZL 62,, 28/7/2 28/7/28 28/7/28 Floating rate 6M IBOR + 99 bps SK HZL 58 8,, /2/2 /2/29 /2/29 Floating rate 6M IBOR + 8 bps SK HZL 57,, 3/9/2 3/9/28 3/9/28 Floating rate 6M IBOR + 3 bps SK42627 HZL 43 6,596,96 26/9/28 26/9/225 26/9/225 Fixed rate 5. SK HZL 36 8,588,595 3/3/28 3/3/22 3/3/22 Fixed rate 4.75 SK4257 HZL 32 CZK 8,, 7/2/27 7/2/27 7/2/27 Floating rate 6M PRIBOR + 5 bps SK HZL 3 9,96,352 29//27 29//237 29//237 Fixed rate 4.9 SK HZL XXX. 33,93,92 5/9/27 5/9/232 5/9/232 Fixed rate 5. SK HZL XX. 6,596,96 9/3/26 9/3/22 9/3/22 Fixed rate 4.3 Vseobecna Uverova Banka a.s. - Mortgage Covered Bonds Page 4

5 CONTRACTUAL, FINANCIAL OBLIGATIONS AS THEY COME DUE AND ANY ESTIMATED FINANCIAL LOSS IN THE EVENT OF DEFAULT. CREDIT RATINGS DO NOT ADDRESS ANY OTHER RISK, INCLUDING BUT NOT LIMITED TO: LIQUIDITY RISK, MARKET VALUE RISK, OR PRICE PURCHASE, HOLDING, OR SALE. MAKING AN INVESTMENT DECISION. IF IN DOUBT YOU SHOULD CONTACT YOUR FINANCIAL OR OTHER PROFESSIONAL ADVISER. ALL INFORMATION CONTAINED HEREIN IS PROTECTED BY LAW, INCLUDING BUT NOT LIMITED TO, COPYRIGHT LAW, AND NONE OF SUCH INFORMATION MAY BE COPIED OR OTHERWISE REPRODUCED, REPACKAGED, FURTHER TRANSMITTED, TRANSFERRED, or suppliers, arising from or in connection with the information contained herein or the use of or inability to use any such information. FORM OR MANNER WHATSOEVER. and, consequently, the rated obligation will not qualify for certain types of treatment under U.S. laws. MJKK and MSFJ are credit rating agencies registered with the Japan Financial Services Agency and their registration numbers are FSA Commissioner (Ratings) No. 2 and 3 respectively. MJKK or MSFJ (as applicable) hereby disclose that most issuers of debt securities (including corporate and municipal bonds, debentures, notes and commercial paper) and preferred stock rated by MJKK or MSFJ (as applicable) have, prior to assignment of any rating, agreed to pay to MJKK or MSFJ (as applicable) for appraisal and rating services rendered by it fees ranging from JPY2, to approximately JPY35,,. MJKK and MSFJ also maintain policies and procedures to address Japanese regulatory requirements. Vseobecna Uverova Banka a.s. - Mortgage Covered Bonds Page 5