COMUNICATO STAMPA INTESA SANPAOLO: 2017 EU-WIDE TRANSPARENCY EXERCISE

Transcription

1 COMUNICATO STAMPA INTESA SANPAOLO: 2017 EU-WIDE TRANSPARENCY EXERCISE Torino, Milano, 24 novembre 2017 Intesa Sanpaolo prende atto degli annunci effettuati oggi dall Autorità Bancaria Europea e dalla Banca Centrale Europea in merito alle informazioni del e all adempimento della decisione del Consiglio delle Autorità di Vigilanza dell EBA. Informazioni di background sul Nell incontro del maggio 2017, il Consiglio delle Autorità di Vigilanza dell EBA ha approvato il pacchetto informativo per il, che dal 2016 viene eseguito annualmente e pubblicato insieme al Risk Assessment Report (RAR). Il transparency exercise annuale si baserà esclusivamente su dati COREP/FINREP, per quanto riguarda metodologia e ambito, al fine di assicurare al mercato un livello di informazione sufficiente e adeguato. I prospetti sono stati compilati a livello centrale dall EBA e successivamente inoltrati per verifica alle banche e alle autorità di vigilanza. Le banche hanno avuto la possibilità di correggere errori eventualmente identificati e sottoporre quindi i dati corretti tramite i consueti canali per le segnalazioni. Investor Relations Media Relations investor.relations@intesasanpaolo.com stampa@intesasanpaolo.com group.intesasanpaolo.com

2 ound_3 5 TRA Bank Name LEI Code Country Code 2W8N8UU78PMDQKZENC08 IT The acquisition of selected assets liabilities of Veneto Banca S.p.A. BP di Vicenza S.p.A has been captured in the regulatory reporting of June In 2

3 Capital (mln EUR, %) COREP CODE REGULATION A OWN FUNDS 48,274 51,537 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) 35,926 37,708 C (r020,c010) Article 50 of CRR 35,498 34,164 C (r030,c010) Articles 26(1) points (a) (b), 27 to 29, 36(1) point (f) 42 of CRR A.1.2 Retained earnings 9,512 14,455 C (r130,c010) Articles 26(1) point (c), 26(2) 36 (1) points (a) (l) of CRR A.1.3 Accumulated other comprehensive income -1,854-1,838 C (r180,c010) Articles 4(100), 26(1) point (d) 36 (1) point (l) of CRR A.1.4 Other Reserves 0 0 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 C (r230,c010) Article 84 of CRR A.1.7 Adjustments to CET1 due to prudential filters 1, C (r250,c010) Articles 32 to 35 of 36 (1) point (l) of CRR A.1.8 (-) Intangible assets (including Goodwill) -7,005-6,934 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 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 0 0 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 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 (-) 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 0 0 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 -1,748-2,350 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 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 C (r529,c010) - A.1.21 Transitional 1,105 1,477 CA1 { } - A Transitional due to grfathered CET1 Capital instruments (+/-) 0 0 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 (+/-) 1,059 1,449 C (r520,c010) Articles 469 to 472, of CRR A.2 ADDITIONAL TIER 1 CAPITAL (net of deductions after transitional ) 3,533 5,376 C (r530,c010) Article 61 of CRR A.2.1 Additional Tier 1 Capital instruments 2,612 4,615 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 0 0 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 ) 39,459 43,084 C (r015,c010) Article 25 of CRR A.4 TIER 2 CAPITAL (net of deductions after transitional ) 8,815 8,453 C (r750,c010) Article 71 of CRR A.4.1 Tier 2 Capital instruments 8,505 7,914 C (r760,c010) + C (r890,c010) A.4.2 Other Tier 2 Capital components deductions A.4.3 Tier 2 transitional 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 283, ,702 C (r010,c010) Articles 92(3), 95, of CRR B.1 Transitional included ,287 C (r010;c040) C.1 COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period) 12.65% 12.50% CA3 {1} - CAPITAL RATIOS (%) Transitional period C.2 TIER 1 CAPITAL RATIO (transitional period) 13.90% 14.28% CA3 {3} - C.3 TOTAL CAPITAL RATIO (transitional period) 17.00% 17.08% CA3 {5} - CET1 Capital Fully loaded CET1 RATIO (%) D COMMON EQUITY TIER 1 CAPITAL (fully loaded) 34,821 36,231 [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) 12.25% 12.06% [D.1]/[B-B.1] - (1) Fully loaded CET1 capital ratio estimation based on the formulae stated in column COREP CODE - 3

4 Leverage ratio (mln EUR, %) As of 31/12/2016 As of 30/06/2017 COREP CODE REGULATION A.1 Tier 1 capital - transitional definition 39,459 43,084 C (r320,c010) A.2 Tier 1 capital - fully phased-in definition 37,433 40,846 C (r310,c010) B.1 Total leverage ratio exposures - using a transitional definition of Tier 1 capital 626, ,347 C (r300,c010) B.2 Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital 625, ,901 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 6.3% 6.4% C (r340,c010) C.2 Leverage ratio - using a fully phased-in definition of Tier 1 capital 6.0% 6.1% C (r330,c010) 4

5 s (mln EUR) As of 31/12/2016 as of 30/06/2017 s for credit risk 243, ,502 for securitisation re-securitisations in the banking book 4,324 3,970 for contributions to the default fund of a CCP 1,667 1,370 Other credit risk 237, ,163 for position, foreign exchange commodities (Market risk) 19,198 19,249 for securitisation re-securitisations in the trading book for Credit Valuation Adjustment 1,039 1,085 for operational risk 19,544 20,724 Other risk exposure s Total Risk Amount 283, ,702 (1) May include hedges, which are not securitisation positions, as per Article of CRR 5

6 P&L (mln EUR) Interest income 14,033 6,571 Of which debt income 1, Of which loans income 9,094 4,357 Interest expenses 7,380 3,287 (Of which deposits expenses) (Of which debt issued expenses) 3,129 1,312 (Expenses on share capital repayable on dem) 0 0 Dividend income Net Fee commission income 7,396 3,812 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 ,032 Gains or (-) losses on financial assets liabilities designated at fair value through profit or loss, net 17 1 Gains or (-) losses from hedge accounting, net Exchange differences [gain or (-) loss], net Net other operating income /(expenses) 448 5,163 TOTAL OPERATING INCOME, NET 16,098 12,865 (Administrative expenses) 9,349 4,398 (Depreciation) (Provisions or (-) reversal of ) 190 1,982 (Commitments guarantees given) (Other ) 243 1,951 Of which pending legal issues tax litigation 1 95 Of which restructuring 1 0 As of 30/06/2017 (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) 3,281 1,550 (Loans receivables) 3,026 1,091 (Held to maturity investments, AFS assets financial assets measured at cost) (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 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 2,879 5,160 PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS 2,157 5,256 Profit or (-) loss after tax from discontinued operations PROFIT OR (-) LOSS FOR THE YEAR 3,147 5,256 Of which attributable to owners of the parent 3,111 5,238 (1) Information available only as of end of the year 6

7 (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 701 1, General risk Specific risk Equities General risk Specific risk Foreign exchange risk Commodities risk Total 1,312 1, , ,879 TOTAL RISK EXPOSURE AMOUNT VaR (Memorum item) LAST MEASURE TOTAL RISK EXPOSURE AMOUNT 7

8 Credit Risk - Stardised Approach Stardised Approach (mln EUR, %) Consolidated data Central governments or central banks 126, ,508 17, , ,424 20,224 Regional governments or local authorities 15,096 12,215 2,677 1,380 1, Public sector entities 7,993 4,103 3,176 1, Multilateral Development Banks 2,396 2, ,095 1,957 0 International Organisations Institutions 75,783 35,473 16,430 27,374 19,744 6,424 Corporates 44,728 31,298 29,382 51,743 34,985 33,444 SME 9,168 5,743 5,471 13,369 9,186 8,818 Retail 31,345 24,580 17,995 43,508 30,490 21,856 SME 2,994 2,421 1,398 10,867 5,334 3,065 Secured by mortgages on immovable property 4,409 4,349 1,662 15,172 13,484 5,065 SME 1,186 1, ,677 2, s in default 9,210 4,119 4,725 4,846 8,020 3,604 4,058 4,315 Items associated with particularly high risk Covered bonds Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) 2,931 2,310 2,262 3,066 2,306 2,227 6,582 6,579 11,010 6,459 6,178 10,850 3,631 3,615 3,542 3,250 3,223 3,366 Other exposures 11,620 11,594 7,411 11,907 14,034 7,727 Stardised Total 343, , ,875 5, , , ,830 5,358 (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 81,291 85,349 12,050 98, ,190 13,995 Regional governments or local authorities 14,053 11,050 2, Public sector entities 6,849 3,676 2, Institutions 16,702 10,949 3,304 12,566 10,048 3,530 Corporates 13,900 9,005 8,851 27,073 15,999 15,503 SME 6,262 3,387 3,242 10,542 6,846 6,588 Retail 25,132 19,267 14,142 36,915 24,834 17,809 SME 2,163 1, ,015 4,615 2,644 ITALY Secured by mortgages on immovable property 2,518 2, ,115 11,456 4,345 SME 1,079 1, ,577 2, s in default 6,589 2,990 3,453 3,394 5,686 2,584 2,924 3,050 Items associated with particularly high risk Covered bonds Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) 2,441 1,902 1,914 2,563 1,891 1,882 6,044 6,042 10,215 5,596 5,596 9,911 Other exposures 9,908 9,908 6,447 9,844 10,046 6,749 Stardised Total 2 3,672 3,384 (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 8,867 8, ,871 6, Regional governments or local authorities Public sector entities Multilateral Development Banks Institutions 2,991 1, Corporates 1,808 1, SME Retail SME UNITED STATES 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 ,250 0 Regional governments or local authorities Public sector entities Institutions 7,841 5, ,391 4, Corporates 1,718 1,391 1,120 1,263 1, SME Retail SME UNITED KINGDOM 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 ,864 1 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

9 Credit Risk - Stardised Approach Stardised Approach (mln EUR, %) banks Central governments or central 8,328 8, ,607 11, Regional governments or local authorities Public sector entities Institutions 1, Corporates SME Retail SME SPAIN 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 9,454 9, ,846 5,991 0 Regional governments or local authorities Public sector entities Institutions 2,016 1, ,124 1, Corporates 1,249 1, SME Retail SME GERMANY 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 1,033 1, Regional governments or local authorities Public sector entities Institutions Corporates SME Retail 2,427 2,059 1,544 2,322 2,004 1,503 SME SLOVAKIA 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 3,466 3, ,703 3,776 0 Regional governments or local authorities Public sector entities Institutions 4,496 1, Corporates SME Retail SME FRANCE 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 9

10 Credit Risk - Stardised Approach Stardised Approach (mln EUR, %) banks Central governments or central 2,835 3, ,630 3, Regional governments or local authorities Public sector entities Institutions Corporates 5,919 4,816 4,802 6,159 4,987 4,973 SME 1,295 1,098 1,098 1,324 1,128 1,128 Retail SME CROATIA 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 Institutions Corporates 4,049 2,551 2,369 2,555 1,918 1,818 SME Retail SME NETHERLANDS 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 Institutions 5,336 1,703 1, Corporates SME Retail SME TURKEY 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 10

11 Credit Risk - Consolidated data (mln EUR, %) Central banks central governments Institutions , ,304 15, Corporates 321,417 40, , , , ,094 38, , ,872 7,738 18,696 Corporates - Of Which: Specialised Lending 17,390 3,078 15,005 10, ,340 16,021 2,816 13,677 9, ,255 Corporates - Of Which: SME 88,605 24,281 65,026 24, ,711 88,175 23,218 65,622 29,900 4,791 12,176 Retail 99,940 11,379 93,104 13, , ,556 10,658 95,957 13, ,250 Retail - Secured on real estate property 78,743 5,969 78,599 11, ,989 81,778 5,725 81,601 11, ,933 Retail - Secured on real estate property - Of Which: SME 5,916 1,735 5, ,857 1,688 5, Retail - Secured on real estate property - Of Which: non- 72,827 4,234 72,719 10, ,373 75,920 4,037 75,779 10, ,315 Retail - Other Retail 21,197 5,410 14,504 2, ,729 20,778 4,933 14,355 2, ,317 Retail - Other Retail - Of Which: SME 21,197 5,410 14,504 2, ,729 20,778 4,933 14,355 2, ,317 1, ,868 5, , ,919 6, ,474 5, ,600 4, , ,303 (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 Institutions , ,062 6, Corporates 232,537 39, ,446 70, , ,015 37, ,094 74,155 7,529 17,940 Corporates - Of Which: Specialised Lending 11,125 2,672 9,630 5, ,122 10,120 2,476 8,851 5, ,042 Corporates - Of Which: SME 86,365 24,207 63,142 23, ,637 85,695 23,093 63,507 28,474 4,777 12,063 Retail 94,641 11,303 87,821 12, ,667 96,508 10,589 89,926 12, ,207 Retail - Secured on real estate property 73,677 5,907 73,535 10, ,953 75,960 5,667 75,786 10, ,903 Retail - Secured on real estate property - Of Which: SME 5,868 1,734 5, ,795 1,687 5, ITALY Retail - Secured on real estate property - Of Which: non- 67,810 4,173 67,702 9, ,339 70,165 3,980 70,024 9, ,285 Retail - Other Retail 20,964 5,396 14,286 2, ,714 20,549 4,922 14,140 2, ,304 Retail - Other Retail - Of Which: SME 20,964 5,396 14,286 2, ,714 20,549 4,922 14,140 2, ,304 1, ,449 4, , ,447 4, (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 Institutions , Corporates 23, ,522 5, , ,945 4, Corporates - Of Which: Specialised Lending 1, ,329 1, , ,038 1, Corporates - Of Which: SME Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME UNITED STATES Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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 Institutions , , Corporates 9, ,357 3, , ,114 5, 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 UNITED KINGDOM Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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

12 Credit Risk (mln EUR, %) Central banks central governments Institutions , Corporates 4, ,266 1, , ,554 1, 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 SPAIN Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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 Institutions , Corporates 7, ,455 1, , ,552 1, 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 GERMANY Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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 Institutions Corporates 4, ,808 2, , ,838 2, Corporates - Of Which: Specialised Lending Corporates - Of Which: SME 1, ,535 1, , ,617 1, Retail 5, , , , Retail - Secured on real estate property 4, , , , Retail - Secured on real estate property - Of Which: SME SLOVAKIA Retail - Secured on real estate property - Of Which: non- 4, , , , Retail - Other Retail Retail - Other Retail - Of Which: SME (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 Institutions , , Corporates 5, ,461 2, , ,024 1, 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 FRANCE Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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

13 Credit Risk (mln EUR, %) Central banks 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 CROATIA Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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 Institutions Corporates 4, ,807 2, , ,307 2, 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 NETHERLANDS Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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 Institutions , ,469 1, Corporates 1, , , , 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 TURKEY Retail - Secured on real estate property - Of Which: non Retail - Other Retail Retail - Other Retail - Of Which: SME (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

14 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 92, , , , , , , , , , , ,241.1 Austria Belgium Bulgaria Croatia 2, , ,047.6 Cyprus Czech Republic Denmark Estonia Finl France 3, ,757.0 Germany 10, ,401.0 Greece Hungary Irel Italy 53, , ,712.5 Latvia Lithuania Luxembourg Malta Netherls Pol Portugal Romania Slovakia 1, Slovenia Spain 8, ,552.0 Sweden United Kingdom Icel Liechtenstein Norway Switzerl Australia Canada China Hong Kong Japan U.S. 4, ,143.7 Other advanced economies non EEA Other Central eastern Europe countries non EEA 1, ,310.8 Middle East Latin America the Caribbean Africa 1, Others 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

15 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 92, , , , , , , , , , , , , , , , , , , , , , , , , , , , , 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

16 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) 81, , Central banks General governments 67, , Credit institutions 3, , Other financial corporations 8, , Non-financial corporations 2, , Loans (including at amortised cost fair value) 439,236 3,978 58,314 58,314 1,635 28,377 22, ,372 3,561 54,823 54,823 1,751 26,842 22,055 Central banks 32, , General governments 17, , Credit institutions 24, , Other financial corporations 53, ,195 1, , ,105 1, Non-financial corporations 192,166 1,854 45,485 45,485 1,054 22,333 17, ,728 1,332 42,848 42,848 1,129 21,196 17,118 small medium-sized enterprises at amortised cost 89, ,935 29, ,702 12,271 97, ,621 28, ,001 12,004 Households 118,459 1,323 11,184 11, ,407 4, ,724 1,268 10,475 10, ,082 4,455 DEBT INSTRUMENTS other than HFT 521,100 3,982 58,416 58,416 1,677 28,434 22, ,751 3,561 54,920 54,920 1,837 26,895 22,055 OFF-BALANCE SHEET EXPOSURES 310,745 2,969 2, , ,005 2,688 2, 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

17 (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) 19,965 11,929 3,730 3,546 11,357 20,413 11,778 3,948 3,745 12,504 Central banks General governments Credit institutions Other financial corporations 1, Non-financial corporations 15,924 10,080 3,202 3,065 9,000 16,372 9,930 3,442 3,270 9,827 small medium-sized enterprises at amortised cost 7,616 4,722 1,547 1,488 5,244 8,664 4,866 1,716 1,625 6,204 Households 2,512 1, ,747 2,869 1, ,108 DEBT INSTRUMENTS other than HFT 20,090 11,955 3,731 3,546 11,357 20,531 11,801 3,949 3,745 12,504 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 17