2017 EU-wide Transparency Exercise

Transcription

1 ound_3 5 TRA Bank Name LEI Code Country Code PPXHEU2JF0AM85 UK Ll

2 Capital (mln EUR, %) COREP CODE REGULATION A OWN FUNDS 53,869 51,407 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) 34,203 33,344 C (r020,c010) Article 50 of CRR 28,897 28,181 C (r030,c010) Articles 26(1) points (a) (b), 27 to 29, 36(1) point (f) 42 of CRR A.1.2 Retained earnings 7,181 7,586 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 13,511 13,331 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 0 0 C (r230,c010) Article 84 of CRR A.1.7 Adjustments to CET1 due to prudential filters -3,233-2,569 C (r250,c010) Articles 32 to 35 of 36 (1) point (l) of CRR A.1.8 (-) Intangible assets (including Goodwill) -1,895-3,015 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 -4,163-3,768 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 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 -5,002-4,866 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 0 0 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 (+/-) 0 0 C (r240,c010) Articles of CRR A Other transitional to CET1 Capital (+/-) 0 0 C (r520,c010) Articles 469 to 472, of CRR A.2 ADDITIONAL TIER 1 CAPITAL (net of deductions after transitional ) 8,522 7,713 C (r530,c010) Article 61 of CRR A.2.1 Additional Tier 1 Capital instruments 6,214 6,050 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 2,308 1,663 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 ) 42,725 41,057 C (r015,c010) Article 25 of CRR A.4 TIER 2 CAPITAL (net of deductions after transitional ) 11,144 10,350 C (r750,c010) Article 71 of CRR A.4.1 Tier 2 Capital instruments 9,031 8,226 C (r760,c010) + C (r890,c010) A.4.2 Other Tier 2 Capital components deductions -3,170-3,051 A.4.3 Tier 2 transitional 5,283 5,175 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 251, ,674 C (r010,c010) Articles 92(3), 95, of CRR B.1 Transitional included 0 0 C (r010;c040) C.1 COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period) 13.59% 13.46% CA3 {1} - CAPITAL RATIOS (%) Transitional period C.2 TIER 1 CAPITAL RATIO (transitional period) 16.97% 16.58% CA3 {3} - C.3 TOTAL CAPITAL RATIO (transitional period) 21.40% 20.76% CA3 {5} - CET1 Capital Fully loaded CET1 RATIO (%) D COMMON EQUITY TIER 1 CAPITAL (fully loaded) 34,203 33,344 [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) 13.59% 13.46% [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 42,725 41,057 C (r320,c010) A.2 Tier 1 capital - fully phased-in definition 40,417 39,394 C (r310,c010) B.1 Total leverage ratio exposures - using a transitional definition of Tier 1 capital 824, ,860 C (r300,c010) B.2 Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital 825, ,330 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 5.2% 5.1% C (r340,c010) C.2 Leverage ratio - using a fully phased-in definition of Tier 1 capital 4.9% 4.8% C (r330,c010)

4 s (mln EUR) As of 31/12/2016 as of 30/06/2017 s for credit risk 217, ,686 for securitisation re-securitisations in the banking book 4,776 4,691 for contributions to the default fund of a CCP Other credit risk 212, ,518 for position, foreign exchange commodities (Market risk) 3,676 3,332 for securitisation re-securitisations in the trading book for Credit Valuation Adjustment 1, for operational risk 29,541 29,821 Other risk exposure s 0 0 Total Risk Amount 251, ,674 (1) May include hedges, which are not securitisation positions, as per Article of CRR

5 P&L (mln EUR) Interest income 19,330 8,803 Of which debt income 1, Of which loans income 18,141 8,199 Interest expenses 6,111 2,143 (Of which deposits expenses) 3,044 1,060 (Of which debt issued expenses) (Expenses on share capital repayable on dem) 0 0 Dividend income Net Fee commission income 2,502 1,210 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 -1, Gains or (-) losses on financial assets liabilities designated at fair value through profit or loss, net Gains or (-) losses from hedge accounting, net Exchange differences [gain or (-) loss], net 1, Net other operating income /(expenses) 1, TOTAL OPERATING INCOME, NET 18,490 9,722 (Administrative expenses) 8,328 3,937 (Depreciation) 2,686 1,240 (Provisions or (-) reversal of ) 2,229 1,777 (Commitments guarantees given) (Other ) 2,244 1,775 Of which pending legal issues tax litigation 1 2,244 Of which restructuring 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) (Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures associates on non-financial assets) 2 0 (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 4,937 3,128 PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS 3,384 2,149 Profit or (-) loss after tax from discontinued operations 0 0 PROFIT OR (-) LOSS FOR THE YEAR 3,384 2,149 Of which attributable to owners of the parent 3,265 2,102 (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 , ,899 TOTAL RISK EXPOSURE AMOUNT VaR (Memorum item) LAST MEASURE TOTAL RISK EXPOSURE AMOUNT

7 Credit Risk - Stardised Approach Stardised Approach (mln EUR, %) Consolidated data Central governments or central banks 104, ,308 2, , ,505 2,618 Public sector entities Multilateral Development Banks 2,072 2, ,224 2,222 0 International Organisations 7, , Institutions 30,669 9, ,431 9, Corporates 23,212 15,643 13,279 21,798 14,490 12,084 SME 4,074 3,586 3,432 3,934 3,483 3,239 Retail 5,634 4,805 3,225 38,278 14,235 10,285 SME 2,437 2,297 1,343 2,505 2,333 1,358 Secured by mortgages on immovable property 6,467 6,428 2,314 6,113 6,078 2,290 SME s in default 1, , , , Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) ,383 1, ,279 1, Other exposures 3,611 3,611 2,451 3,886 3,886 2,663 Stardised Total 187, ,013 25, , ,688 31, (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 91,153 86,956 2, , ,643 2,608 Public sector entities Institutions 29,442 9, ,531 9, Corporates 13,929 9,358 7,842 12,932 8,734 7,150 SME 3,949 3,474 3,321 3,862 3,416 3,173 Retail 4,041 3,218 2,041 36,542 12,508 8,995 SME 2,403 2,264 1,324 2,472 2,300 1,339 UNITED KINGDOM Secured by mortgages on immovable property 5,270 5,232 1,854 5,047 5,013 1,883 SME s in default 1, , Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures 3,414 3,414 2,268 3,705 3,705 2,495 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 Institutions Corporates 4,359 2,726 1,972 4,334 2,511 1,777 SME Retail SME UNITED STATES Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 Institutions Corporates SME Retail SME IRELAND Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 10,308 10, ,605 10,612 0 Institutions Corporates SME Retail SME NETHERLANDS Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 Institutions Corporates SME Retail SME CHINA Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 Multilateral Development Banks 2,072 2, ,224 2,222 0 International Organisations 7, , Institutions Corporates SME Retail SME Other Countries Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 Institutions Corporates SME Retail SME LUXEMBOURG Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 (mln EUR, %) banks Central governments or central Institutions Corporates SME Retail SME FRANCE Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 Institutions Corporates SME Retail SME Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment 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 (mln EUR, %) Central banks central governments 37, ,567 1, , ,734 1, Institutions 32, ,378 3, , ,144 2, Corporates 218,419 2, ,489 79, , ,359 2, ,542 72, ,359 Corporates - Of Which: Specialised Lending 26, ,721 18, , ,146 16, Corporates - Of Which: SME 14, ,993 9, , ,406 8, Retail 457,791 6, ,639 75,883 6,834 2, ,181 6, ,573 74,296 6,584 2,445 Retail - Secured on real estate property 375,996 5, ,869 46,194 5,202 2, ,971 5, ,759 44,479 5,006 1,916 Retail - Secured on real estate property - Of Which: SME 11, ,927 3, , ,337 2, Retail - Secured on real estate property - Of Which: non- 364,049 5, ,942 43,085 4,811 1, ,614 4, ,422 41,585 4,688 1,889 Retail - Qualifying Revolving 60, ,196 14, , ,681 14, Retail - Other Retail 21, ,574 15, , ,132 15, Retail - Other Retail - Of Which: SME 2, ,855 2, , ,650 1, Retail - Other Retail - Of Which: non-sme 18, ,718 13, , ,482 13, , ,922 18, , ,807 18, ,202 31,202 4, ,874 26,805 4, ,507 7, , ,601 (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 1, , Institutions 12, ,623 1, , , Corporates 147,090 2, ,719 63, , ,566 2,067 96,387 58, ,228 Corporates - Of Which: Specialised Lending Corporates - Of Which: SME 14, ,884 9, , ,268 8, Retail 446,318 6, ,470 70,079 6,163 2, ,605 5, ,990 68,996 5,908 2,302 Retail - Secured on real estate property 364,585 4, ,762 40,407 4,532 1, ,457 4, ,239 39,195 4,330 1,774 Retail - Secured on real estate property - Of Which: SME 11, ,916 3, , ,327 2, UNITED KINGDOM Retail - Secured on real estate property - Of Which: non- 352,649 4, ,846 37,300 4,140 1, ,111 4, ,912 36,304 4,012 1,747 Retail - Qualifying Revolving 60, ,196 14, , ,681 14, Retail - Other Retail 21, ,512 15, , ,070 15, Retail - Other Retail - Of Which: SME 2, ,854 2, , ,650 1, Retail - Other Retail - Of Which: non-sme 18, ,658 13, , ,420 13, , ,448 17, , ,371 16, (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 17, ,261 1, , ,405 1, Institutions 1, , , , Corporates 20, ,693 6, , ,995 5, 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 (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 19, , , , Retail 4, ,267 4, , ,121 3, Retail - Secured on real estate property 4, ,267 4, , ,120 3, Retail - Secured on real estate property - Of Which: SME IRELAND Retail - Secured on real estate property - Of Which: non- 4, ,267 4, , ,120 3, (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 Institutions Corporates 1, , , Retail 7, ,829 1, , ,390 1, Retail - Secured on real estate property 7, ,829 1, , ,390 1, Retail - Secured on real estate property - Of Which: SME NETHERLANDS Retail - Secured on real estate property - Of Which: non- 7, ,829 1, , ,390 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 10, , Institutions Corporates Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME CHINA Retail - Secured on real estate property - Of Which: non (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 Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME Other Countries Retail - Secured on real estate property - Of Which: non (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 8, , , , Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME LUXEMBOURG Retail - Secured on real estate property - Of Which: non (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 Institutions 4, , , Corporates 2, , , , 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 (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 Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME Country of Counterpart 9 Retail - Secured on real estate property - Of Which: non (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 Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME Country of Counterpart 10 Retail - Secured on real estate property - Of Which: non (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 72, , , , , , , , , 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 62, , ,242.8 Icel Liechtenstein Norway Switzerl Australia Canada China Hong Kong Japan U.S. 8, ,874.2 Other advanced economies non EEA Other Central eastern Europe countries non EEA Middle East Latin America the Caribbean Africa 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 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 67, , , , , , , , , , , , , , 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) 77, , Central banks General governments 57, , Credit institutions 6, , Other financial corporations 11, , Non-financial corporations 2, , Loans (including at amortised cost fair value) 588,033 3,397 16,813 10, ,250 12, ,371 2,565 15,405 9, ,828 10,291 Central banks 53, , General governments 1, , Credit institutions 6, , Other financial corporations 35, , Non-financial corporations 99, ,832 3, ,325 1,493 94, ,109 3, small medium-sized enterprises at amortised cost 36, ,299 1, , Households 392,164 2,731 12,483 6, , ,756 2,240 11,755 6, ,548 DEBT INSTRUMENTS other than HFT 665,366 3,397 17,153 10, ,564 12, ,465 2,565 15,815 10, ,209 10,291 OFF-BALANCE SHEET EXPOSURES 138, , 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) 16,059 11,434 1,800 1,775 12,609 14,583 10,231 1,325 1,289 10,520 Central banks General governments Credit institutions Other financial corporations Non-financial corporations 4,633 3,800 1,307 1,304 2,224 3,988 3, ,233 small medium-sized enterprises at amortised cost 1,693 1, ,004 1, Households 10,922 7, ,326 10,045 6, ,166 DEBT INSTRUMENTS other than HFT 16,158 11,534 1,889 1,864 12,609 14,657 10,304 1,384 1,348 10,520 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