2017 EU-wide Transparency Exercise

Transcription

1 ound_3 5 TRA Bank Name LEI Code Country Code JEUVK5RWVJEN8W0C9M24 GR Eu

2 Capital (mln EUR, %) COREP CODE REGULATION A OWN FUNDS 6,894 6,877 C (r010,c010) Articles 4(118) 72 of CRR A.1 A.1.1 COMMON EQUITY TIER 1 CAPITAL (net of deductions after applying transitional ) Capital instruments eligible as CET1 Capital (including share premium net own capital instruments) 6,771 6,772 C (r020,c010) Article 50 of CRR 8,710 8,710 C (r030,c010) Articles 26(1) points (a) (b), 27 to 29, 36(1) point (f) 42 of CRR A.1.2 Retained earnings -10,705-10,628 C (r130,c010) Articles 26(1) point (c), 26(2) 36 (1) points (a) (l) of CRR A.1.3 Accumulated other comprehensive income C (r180,c010) Articles 4(100), 26(1) point (d) 36 (1) point (l) of CRR A.1.4 Other Reserves 7,989 7,990 C (r200,c010) Articles 4(117) 26(1) point (e) of CRR A.1.5 Funds for general banking risk 0 0 C (r210,c010) Articles 4(112), 26(1) point (f) 36 (1) point (l) of CRR A.1.6 Minority interest given recognition in CET1 capital 1 0 C (r230,c010) Article 84 of CRR A.1.7 Adjustments to CET1 due to prudential filters C (r250,c010) Articles 32 to 35 of 36 (1) point (l) of CRR A.1.8 (-) Intangible assets (including Goodwill) C (r300,c010) + C (r340,c010) Articles 4(113), 36(1) point (b) 37 of CRR. Articles 4(115), 36(1) point (b) 37 point (a) of CCR A.1.9 (-) DTAs that rely on future profitability do not arise from temporary differences net of associated DTLs C (r370,c010) Articles 36(1) point (c) 38 of CRR A.1.10 (-) IRB shortfall of credit risk to expected losses 0-37 C (r380,c010) Articles 36(1) point (d), of CRR A.1.11 (-) Defined benefit pension fund assets 0 0 C (r390,c010) Articles 4(109), 36(1) point (e) 41 of CRR A.1.12 (-) Reciprocal cross holdings in CET1 Capital 0 0 C (r430,c010) Articles 4(122), 36(1) point (g) 44 of CRR A.1.13 (-) Excess deduction from AT1 items over AT1 Capital C (r440,c010) Article 36(1) point (j) of CRR A.1.14 (-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight 0 0 C (r450,c010) + C (r460,c010) + C (r470,c010) + C (r471,c010)+ C (r472,c010) Articles 4(36), 36(1) point (k) (i) 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) 258 of CRR; Articles 36(1) point k) (iii) 379(3) of CRR; Articles 36(1) point k) (iv) 153(8) of CRR Articles 36(1) point k) (v) 155(4) of CRR. A from securitisation positions (-) 0 0 C (r460,c010) Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) 258 of CRR OWN FUNDS Transitional period (-) Holdings of CET1 capital instruments of financial sector entities where the institiution does A C (r480,c010) Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) (3) 79 of CRR not have a significant investment A.1.16 (-) Deductible DTAs that rely on future profitability arise from temporary differences C (r490,c010) Articles 36(1) point (c) 38; Articles 48(1) point (a) 48(2) of CRR A.1.17 (-) Holdings of CET1 capital instruments of financial sector entities where the institiution has a significant investment 0 0 C (r500,c010) Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) 79 of CRR A.1.18 (-) Amount exceding the 17.65% threshold 0 0 C (r510,c010) Article 48 of CRR A.1.19 (-) Additional deductions of CET1 Capital due to Article 3 CRR 0 0 C (r524,c010) Article 3 CRR A.1.20 CET1 capital elements or deductions - other 0 0 C (r529,c010) - A.1.21 Transitional 1,535 1,341 CA1 { } - A Transitional due to grfathered CET1 Capital instruments (+/-) C (r220,c010) Articles 483(1) to (3), 484 to 487 of CRR A Transitional due to additional minority interests (+/-) C (r240,c010) Articles of CRR A Other transitional to CET1 Capital (+/-) C (r520,c010) Articles 469 to 472, of CRR A.2 ADDITIONAL TIER 1 CAPITAL (net of deductions after transitional ) 0 0 C (r530,c010) Article 61 of CRR A.2.1 Additional Tier 1 Capital instruments 0 0 C (r540,c010) + C (r670,c010) A.2.2 (-) Excess deduction from T2 items over T2 capital 0 0 C (r720,c010) A.2.3 Other Additional Tier 1 Capital components deductions A.2.4 Additional Tier 1 transitional C (r690,c010) + C (r700,c010) + C (r710,c010) + C (r740,c010) + C (r744,c010) + C (r748,c010) C (r660,c010) + C (r680,c010) + C (r730,c010) A.3 TIER 1 CAPITAL (net of deductions after transitional ) 6,771 6,772 C (r015,c010) Article 25 of CRR A.4 TIER 2 CAPITAL (net of deductions after transitional ) C (r750,c010) Article 71 of CRR A.4.1 Tier 2 Capital instruments 0 0 C (r760,c010) + C (r890,c010) A.4.2 Other Tier 2 Capital components deductions A.4.3 Tier 2 transitional 30 9 C (r910,c010) + C (r920,c010) + C (r930,c010) + C (r940,c010) + C (r950,c010) + C (r970,c010) + C (r974,c010) + C (r978,c010) C (r880,c010) + C (r900,c010) + C (r960,c010) OWN FUNDS REQUIREMENTS B TOTAL RISK EXPOSURE AMOUNT 38,511 38,990 C (r010,c010) Articles 92(3), 95, of CRR B.1 Transitional included C (r010;c040) C.1 COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period) 17.58% 17.37% CA3 {1} - CAPITAL RATIOS (%) Transitional period C.2 TIER 1 CAPITAL RATIO (transitional period) 17.58% 17.37% CA3 {3} - C.3 TOTAL CAPITAL RATIO (transitional period) 17.90% 17.64% CA3 {5} - CET1 Capital Fully loaded CET1 RATIO (%) D COMMON EQUITY TIER 1 CAPITAL (fully loaded) 5,268 5,445 [A.1-A.1.13-A.1.21+MIN(A.2+A A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0),0)] 1 Fully loaded E COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded) 13.79% 14.07% [D.1]/[B-B.1] - (1) Fully loaded CET1 capital ratio estimation based on the formulae stated in column COREP CODE -

3 Leverage ratio (mln EUR, %) As of 31/12/2016 As of 30/06/2017 COREP CODE REGULATION A.1 Tier 1 capital - transitional definition 6,771 6,772 C (r320,c010) A.2 Tier 1 capital - fully phased-in definition 5,268 5,445 C (r310,c010) B.1 Total leverage ratio exposures - using a transitional definition of Tier 1 capital 68,367 65,884 C (r300,c010) B.2 Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital 68,069 65,634 C (r290,c010) Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR C.1 Leverage ratio - using a transitional definition of Tier 1 capital 9.9% 10.3% C (r340,c010) C.2 Leverage ratio - using a fully phased-in definition of Tier 1 capital 7.7% 8.3% C (r330,c010)

4 s (mln EUR) As of 31/12/2016 as of 30/06/2017 s for credit risk 34,731 35,023 for securitisation re-securitisations in the banking book for contributions to the default fund of a CCP 0 0 Other credit risk 34,699 34,994 for position, foreign exchange commodities (Market risk) for securitisation re-securitisations in the trading book for Credit Valuation Adjustment for operational risk 3,021 3,021 Other risk exposure s 0 0 Total Risk Amount 38,511 38,990 (1) May include hedges, which are not securitisation positions, as per Article of CRR

5 P&L (mln EUR) Interest income 2,379 1,129 Of which debt income Of which loans income 1, Interest expenses (Of which deposits expenses) (Of which debt issued expenses) 0 0 (Expenses on share capital repayable on dem) 0 0 Dividend income 2 1 Net Fee commission income Gains or (-) losses on derecognition of financial assets liabilities not measured at fair value through profit or loss, of non financial assets, net As of 31/12/ Gains or (-) losses on financial assets liabilities held for trading, net Gains or (-) losses on financial assets liabilities designated at fair value through profit or loss, net 0 0 Gains or (-) losses from hedge accounting, net 0 2 Exchange differences [gain or (-) loss], net 18 2 Net other operating income /(expenses) TOTAL OPERATING INCOME, NET 2, (Administrative expenses) (Depreciation) (Provisions or (-) reversal of ) (Commitments guarantees given) 0 0 (Other ) Of which pending legal issues tax litigation 1 2 Of which restructuring 1 59 As of 30/06/2017 (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) (Loans receivables) (Held to maturity investments, AFS assets financial assets measured at cost) 12 0 (Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures associates on non-financial assets) (of which Goodwill) 0 0 Negative goodwill recognised in profit or loss 0 0 Share of the profit or (-) loss of investments in subsidaries, joint ventures associates -4 2 Profit or (-) loss from non-current assets disposal groups classified as held for sale not qualifying as discontinued operations 0 0 PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS Profit or (-) loss after tax from discontinued operations 9 11 PROFIT OR (-) LOSS FOR THE YEAR Of which attributable to owners of the parent (1) Information available only as of end of the year

6 (mln EUR) As of 31/12/2016 TOTAL RISK EXPOSURE AMOUNT As of 30/06/2017 MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg) PREVIOUS DAY (VaRt-1) MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg) LATEST AVAILABLE (SVaRt-1) 12 WEEKS AVERAGE MEASURE Market Risk 12 WEEKS LAST MEASURE FLOOR AVERAGE MEASURE SA IM IM TOTAL RISK EXPOSURE AMOUNT VaR (Memorum item) STRESSED VaR (Memorum item) INCREMENTAL DEFAULT AND MIGRATION RISK CAPITAL CHARGE ALL PRICE RISKS CAPITAL CHARGE FOR CTP LAST MEASURE MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg) PREVIOUS DAY (VaRt-1) STRESSED VaR (Memorum item) MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg) LATEST AVAILABLE (SVaRt-1) INCREMENTAL DEFAULT AND MIGRATION RISK CAPITAL CHARGE 12 WEEKS AVERAGE MEASURE ALL PRICE RISKS CAPITAL CHARGE FOR CTP 12 WEEKS LAST MEASURE FLOOR AVERAGE MEASURE Traded Instruments General risk Specific risk Equities General risk Specific risk Foreign exchange risk Commodities risk Total TOTAL RISK EXPOSURE AMOUNT VaR (Memorum item) LAST MEASURE TOTAL RISK EXPOSURE AMOUNT

7 Credit Risk - Stardised Approach Stardised Approach 1 1 (mln EUR, %) Consolidated data Central governments or central banks 14,777 12,979 6,142 16,350 14,088 6,119 Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations 6,843 6, ,601 4,601 0 Institutions 11,917 4, ,280 4, Corporates 4,310 2,671 2,597 4,404 2,869 2,786 SME Retail 4,063 3,099 2,251 3,995 3,053 2,220 SME Secured by mortgages on immovable property 4,199 4,189 1,515 4,194 4,185 1,525 SME s in default 5,546 2,401 2,589 3,137 5,194 2,276 2,472 2,911 Items associated with particularly high risk Covered bonds Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures 3,679 3,679 2,889 3,675 3,675 2,920 Stardised Total 55,908 41,187 19,185 3,343 52,133 39,383 19,149 3,107 (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). Stardised Approach (mln EUR, %) banks Central governments or central 9,328 9,539 5,732 9,714 9,934 5,701 Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail 1,760 1,483 1,093 1,743 1,469 1,084 SME GREECE Secured by mortgages on immovable property 2,613 2, ,488 2, SME s in default 3,897 1,546 1,595 2,348 3,672 1,487 1,551 2,182 Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures 2,929 2,929 2,327 2,950 2,950 2,366 Stardised Total 2 2,482 2,311 (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures Stardised Approach (mln EUR, %) banks Central governments or central 4,276 2, ,621 3, Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations 6,843 6, ,601 4,601 0 Institutions 2,661 1, ,590 1, Corporates 2, ,220 1, SME Retail SME Other Countries Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Covered bonds Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures Stardised Approach (mln EUR, %) banks Central governments or central Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions 8,996 3, ,348 2, Corporates SME Retail SME UNITED KINGDOM Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures

8 Credit Risk - Stardised Approach Stardised Approach (mln EUR, %) banks Central governments or central Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail SME BULGARIA Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures Stardised Approach Country of Counterpart 5 5 (mln EUR, %) Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures Stardised Approach Country of Counterpart 6 6 (mln EUR, %) Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures Stardised Approach Country of Counterpart 7 7 (mln EUR, %) Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures

9 Credit Risk - Stardised Approach Stardised Approach Country of Counterpart 8 8 (mln EUR, %) Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures Stardised Approach Country of Counterpart 9 9 (mln EUR, %) Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures Stardised Approach Country of Counterpart (mln EUR, %) Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Items associated with particularly high risk Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures

10 Credit Risk - Consolidated data 1 1 (mln EUR, %) Central banks central governments Corporates 15,510 7,155 15,236 8, ,865 15,421 6,858 15,122 9, ,724 Corporates - Of Which: Specialised Lending 2, ,430 1, , ,491 1, Corporates - Of Which: SME 7,400 4,805 7,223 2, ,611 7,277 4,613 7,064 2, ,489 Retail 21,789 8,352 20,543 6, ,393 21,506 8,490 20,248 6, ,479 Retail - Secured on real estate property 14,588 5,793 14,458 4, ,613 14,454 5,957 14,325 4, ,682 Retail - Secured on real estate property - Of Which: SME 4,256 2,365 4, ,064 4,249 2,366 4, ,052 Retail - Secured on real estate property - Of Which: non- 10,332 3,428 10,332 4, ,549 10,205 3,590 10,205 4, ,629 Retail - Qualifying Revolving 3,258 1,047 2, ,134 1,023 2, Retail - Other Retail 3,943 1,512 3,379 1, ,918 1,510 3,337 1, Retail - Other Retail - Of Which: SME 2, , , , Retail - Other Retail - Of Which: non-sme 1, , , , ,546 15,874 (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments Corporates 15,510 7,155 15,236 8, ,865 15,421 6,858 15,122 9, ,724 Corporates - Of Which: Specialised Lending 2, ,430 1, , ,491 1, Corporates - Of Which: SME 7,400 4,805 7,223 2, ,611 7,277 4,613 7,064 2, ,489 Retail 21,789 8,352 20,543 6, ,393 21,506 8,490 20,248 6, ,479 Retail - Secured on real estate property 14,588 5,793 14,458 4, ,613 14,454 5,957 14,325 4, ,682 Retail - Secured on real estate property - Of Which: SME 4,256 2,365 4, ,064 4,249 2,366 4, ,052 GREECE Retail - Secured on real estate property - Of Which: non- 10,332 3,428 10,332 4, ,549 10,205 3,590 10,205 4, ,629 Retail - Qualifying Revolving 3,258 1,047 2, ,134 1,023 2, Retail - Other Retail 3,943 1,512 3,379 1, ,918 1,510 3,337 1, Retail - Other Retail - Of Which: SME 2, , , , Retail - Other Retail - Of Which: non-sme 1, , , , (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments Other Countries Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments UNITED KINGDOM Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

11 Credit Risk (mln EUR, %) Central banks central governments BULGARIA Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments Country of Counterpart 5 Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments Country of Counterpart 6 Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments Country of Counterpart 7 Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

12 Credit Risk (mln EUR, %) Central banks central governments Country of Counterpart 8 Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments Country of Counterpart 9 Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects) (mln EUR, %) Central banks central governments Country of Counterpart 10 Retail - Other (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

13 Sovereign (mln EUR) As of 31/12/2016 Memo: breakdown by accounting portfolio Financial assets: Carrying Amount Country / Region loans debt Held for trading 1 Loans Designated at fair value through profit or loss 2 Loans Available-forsale 3 Loans Loans Receivables 4 Loans Held-tomaturity investments Loans TOTAL - ALL COUNTRIES 11, , , , , , Austria Belgium Bulgaria Croatia Cyprus Czech Republic Denmark Estonia Finl France Germany Greece 3, ,259.1 Hungary Irel Italy Latvia Lithuania Luxembourg Malta Netherls Pol Portugal Romania Slovakia Slovenia Spain Sweden United Kingdom Icel Liechtenstein Norway Switzerl Australia Canada China Hong Kong Japan U.S. Other advanced economies non EEA Other Central eastern Europe countries non EEA Middle East Latin America the Caribbean Africa Others 7, ,832.5 Note: The information reported covers all exposures to General governments as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting: central governments, state or regional governments, local governments, including administrative bodies non-commercial undertakings, but excluding public companies private companies held by these administrations that have a commercial activity (which shall be reported under non-financial corporations ); social security funds; international organisations, such as the European Community, the International Monetary Fund the Bank for International Settlements. Regions: Other advanced non EEA: Israel, Korea, New Zeal, Russia, San Marino, Singapore Taiwan. Other CEE non EEA: Albania, Bosnia Herzegovina, FYR Macedonia, Montenegro, Serbia Turkey. Middle East: Bahrain, Djibouti, Iran, Iraq, Jordan, Kuwait, Lebanon, Libya, Mauritania, Oman, Qatar, Saudi Arabia, Sudan, Syria, United Arab Emirates Yemen. Latin America: Argentina, Belize, Bolivia, Brazil, Chile, Colombia, Costa Rica, Dominica, Dominican Republic, Ecuador, El Salvador, Grenada, Guatemala, Guyana, Haiti, Honduras, Jamaica, Mexico, Nicaragua, Panama, Paraguay, Peru, St. Kitts Nevis, St. Lucia, St. Vincent the Grenadines, Suriname, Trinidad Tobago, Uruguay, Venezuela. Africa: Algeria, Egypt, Morocco, South Africa Tunisia. (1) Includes "Trading financial assets" portfolio for banks reporting under GAAP (2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP (3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP (4) Includes "Non-trading debt instruments measured at a cost-based method" "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

14 Sovereign (mln EUR) As of 30/06/2017 Memo: breakdown by accounting portfolio Financial assets: Carrying Amount Country / Region loans debt Held for trading 1 Loans Designated at fair value through profit or loss 2 Loans Held-tomaturity investments Available-forsale 3 Loans Loans Receivables 4 Loans Loans TOTAL - ALL COUNTRIES Austria Belgium Bulgaria Croatia Cyprus Czech Republic Denmark Estonia Finl France Germany Greece Hungary Irel Italy Latvia Lithuania Luxembourg Malta Netherls Pol Portugal Romania Slovakia Slovenia Spain Sweden United Kingdom Icel Liechtenstein Norway Switzerl Australia Canada China Hong Kong Japan U.S. Other advanced economies non EEA Other Central eastern Europe countries non EEA Middle East Latin America the Caribbean Africa Others 10, , , , , , , , , ,362.5 Note: The information reported covers all exposures to General governments as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting: central governments, state or regional governments, local governments, including administrative bodies non-commercial undertakings, but excluding public companies private companies held by these administrations that have a commercial activity (which shall be reported under non-financial corporations ); social security funds; international organisations, such as the European Community, the International Monetary Fund the Bank for International Settlements. Regions: Other advanced non EEA: Israel, Korea, New Zeal, Russia, San Marino, Singapore Taiwan. Other CEE non EEA: Albania, Bosnia Herzegovina, FYR Macedonia, Montenegro, Serbia Turkey. Middle East: Bahrain, Djibouti, Iran, Iraq, Jordan, Kuwait, Lebanon, Libya, Mauritania, Oman, Qatar, Saudi Arabia, Sudan, Syria, United Arab Emirates Yemen. Latin America: Argentina, Belize, Bolivia, Brazil, Chile, Colombia, Costa Rica, Dominica, Dominican Republic, Ecuador, El Salvador, Grenada, Guatemala, Guyana, Haiti, Honduras, Jamaica, Mexico, Nicaragua, Panama, Paraguay, Peru, St. Kitts Nevis, St. Lucia, St. Vincent the Grenadines, Suriname, Trinidad Tobago, Uruguay, Venezuela. Africa: Algeria, Egypt, Morocco, South Africa Tunisia. (1) Includes "Trading financial assets" portfolio for banks reporting under GAAP (2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP (3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP (4) Includes "Non-trading debt instruments measured at a cost-based method" "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

15 Performing non-performing exposures (mln EUR, %) Gross carrying Of which performing but past due >30 days <=90 days Of which non-performing 1 Accumulated impairment, accumulated changes in fair value due to credit risk On performing exposures 2 (including at amortised cost fair value) 12, , Central banks General governments 11, , Credit institutions Other financial corporations Non-financial corporations Loans (including at amortised cost fair value) 54, ,888 20, ,103 11,194 53,342 1,029 22,105 20, ,738 10,503 Central banks General governments Credit institutions 2, , Other financial corporations 2, , Non-financial corporations 24, ,718 10, ,674 6,016 24, ,097 10, ,284 5,481 small medium-sized enterprises at amortised cost 13, ,491 7, ,881 4,372 13, ,365 7, ,817 3,993 Households 24, ,495 9, ,895 5,038 24, ,335 9, ,924 4,891 DEBT INSTRUMENTS other than HFT 66, ,888 20, ,103 11,194 64,338 1,029 22,105 20, ,738 10,503 OFF-BALANCE SHEET EXPOSURES 4, , On nonperforming exposures 3 Collaterals financial guarantees received on nonperforming exposures (1) 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) changes in fair value of performing exposures due to credit risk (instruments at fair value other than HFT) (3) Insitutions report here specific allowances for financial assets, individually collectively estimated (instruments at amortised cost) changes in fair value of NPE due to credit risk (instruments at fair value other than HFT) Gross carrying Of which performing but past due >30 days <=90 days Of which non-performing 1 Accumulated impairment, accumulated changes in fair value due to credit risk On performing exposures 2 On nonperforming exposures 3 Collaterals financial guarantees received on nonperforming exposures

16 (mln EUR, %) Gross carrying of exposures with forbearance Of which nonperforming exposures with forbearance (including at amortised cost fair value) Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans (including at amortised cost fair value) 11,945 7,194 2,390 2,196 8,032 11,707 6,632 2,388 2,148 7,820 Central banks General governments Credit institutions Other financial corporations Non-financial corporations 4,616 3,394 1, ,112 4,531 3, ,975 small medium-sized enterprises at amortised cost 3,100 2, ,121 3,268 2, ,132 Households 7,219 3,727 1,296 1,144 4,866 7,090 3,493 1,359 1,199 4,792 DEBT INSTRUMENTS other than HFT 11,945 7,194 2,390 2,196 8,032 11,707 6,632 2,388 2,148 7,820 Loan commitments given (1) 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 Forborne exposures Accumulated impairment, accumulated changes in fair value due to credit risk for exposures with forbearance Of which on nonperforming exposures with forbearance Collateral financial guarantees received on exposures with forbearance Gross carrying of exposures with forbearance Of which nonperforming exposures with forbearance Accumulated impairment, accumulated changes in fair value due to credit risk for exposures with forbearance Of which on nonperforming exposures with forbearance Collateral financial guarantees received on exposures with forbearance