2016 EU-wide Transparency Exercise

Transcription

1 ound_3 5 TRA Bank Name LEI Code Country Code FR MSX1OYEMGDF FR Gr

2 Capital (mln EUR, %) COREP CODE REGULATION A OWN FUNDS 65,802 69,114 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) 50,962 53,049 C (r020,c010) Article 50 of CRR 21,048 21,430 C (r030,c010) Articles 26(1) points (a) (b), 27 to 29, 36(1) point (f) 42 of CRR A.1.2 Retained earnings 32,040 33,716 C (r130,c010) Articles 26(1) point (c), 26(2) 36 (1) points (a) (l) of CRR A.1.3 Accumulated other comprehensive income 2,377 1,558 C (r180,c010) Articles 4(100), 26(1) point (d) 36 (1) point (l) of CRR A.1.4 Other Reserves -1,624-1,137 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 3,891 3,941 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) -4,684-4,650 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 -1,787-1,587 C (r370,c010) Articles 36(1) point (c) 38 of CRR A.1.10 (-) IRB shortfall of credit risk to expected losses -1,191-1,277 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 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 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 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 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 (+/-) C (r520,c010) Articles 469 to 472, of CRR A.2 ADDITIONAL TIER 1 CAPITAL (net of deductions after transitional ) 1,250 1,273 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 1,290 1,335 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 ) 52,212 54,322 C (r015,c010) Article 25 of CRR A.4 TIER 2 CAPITAL (net of deductions after transitional ) 13,589 14,792 C (r750,c010) Article 71 of CRR A.4.1 Tier 2 Capital instruments 13,999 15,247 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 391, ,326 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) 13.01% 13.70% CA3 {1} - CAPITAL RATIOS (%) Transitional period C.2 TIER 1 CAPITAL RATIO (transitional period) 13.33% 14.02% CA3 {3} - C.3 TOTAL CAPITAL RATIO (transitional period) 16.80% 17.84% CA3 {5} - CET1 Capital Fully loaded CET1 RATIO (%) D COMMON EQUITY TIER 1 CAPITAL (fully loaded) 50,037 52,050 [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) 12.78% 13.44% [D.1]/[B-B.1] - (1) Fully loaded CET1 capital ratio estimation based on the formulae stated in column COREP CODE -

3 s as of 31/12/2015 as of 30/06/2016 (mln EUR) s for credit risk 334, ,343 for securitisation re-securitisations in the banking book 12,485 9,867 for contributions to the default fund of a CCP Other credit risk 321, ,206 for position, foreign exchange commodities (Market risk) 13,668 13,005 for securitisation re-securitisations in the trading book for Credit Valuation Adjustment 5,845 5,288 for operational risk 37,645 37,645 Other risk exposure s Total Risk Amount 391, ,326 (1) May include hedges, which are not securitisation positions, as per Article of CRR

4 P&L (mln EUR) Interest income 27,516 12,960 Of which debt income Of which loans income 20,712 9,467 Interest expenses 17,513 8,174 (Of which deposits expenses) 6,094 2,949 (Of which debt issued expenses) 5,481 2,566 (Expenses on share capital repayable on dem) 0 0 Dividend income Net Fee commission income 9,836 4,682 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/ ,049 Gains or (-) losses on financial assets liabilities held for trading, net 1,678 1,273 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 5 98 Net other operating income /(expenses) TOTAL OPERATING INCOME, NET 22,670 11,860 (Administrative expenses) 14,692 7,703 (Depreciation) (Provisions or (-) reversal of ) (Commitments guarantees given) -5-4 (Other ) Of which pending legal issues tax litigation Of which restructuring 1-9 As of 30/06/2016 (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) 1, (Loans receivables) 1, (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) 19 1 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 17 0 PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS 5,865 3,258 PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS 3,738 2,626 Profit or (-) loss after tax from discontinued operations 0 0 PROFIT OR (-) LOSS FOR THE YEAR 3,738 2,626 Of which attributable to owners of the parent 3,243 2,427 (1) Information available only as of end of the year

5 (mln EUR) As of 31/12/2015 TOTAL RISK EXPOSURE AMOUNT As of 30/06/2016 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 LAST MEASURE 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 12 WEEKS LAST MEASURE FLOOR AVERAGE MEASURE Traded Instruments 2,484 2, General risk 1, Specific risk 1, Equities General risk Specific risk Foreign exchange risk 2,862 3, Commodities risk 1, Total 6,804 6, , ,721 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 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 TOTAL RISK EXPOSURE AMOUNT

6 Credit Risk - Stardised Approach Stardised Approach (mln EUR, %) Consolidated data Central governments or central banks 88, ,720 8, , ,495 8,347 Regional governments or local authorities 59,108 66,781 13,942 58,376 65,679 13,523 Public sector entities 22,364 19,521 3,427 22,232 19,251 3,655 Multilateral Development Banks 1,347 1, International Organisations Institutions 18,309 17,409 2,313 17,524 17,856 2,062 Corporates 91,101 73,204 60,039 91,069 72,828 57,848 SME 23,221 17,915 15,492 21,654 18,393 16,212 Retail 21,647 9,806 6,896 21,737 9,627 6,861 SME 2,645 2,323 1,357 2,563 2,181 1,340 Secured by mortgages on immovable property 62,561 49,780 19,786 67,607 54,445 21,733 SME 5,680 5,582 2,463 6,399 6,247 2,635 s in default 10,408 5,415 6,182 3,872 10,884 5,537 6,212 4,071 Items associated with particularly high risk Covered bonds Claims on institutions corporates with a ST credit assessment 1,979 1, ,613 2, Collective investments undertakings (CIU) 1,330 1,330 1,120 1,557 1,557 1, ,024 8,897 10,449 8,224 8,101 7,918 Other exposures 8,260 8,259 8,204 4,068 4,068 4,003 Stardised Total 396, , ,133 4, , , ,384 4,678 (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 81,784 93,785 7,568 94, ,942 7,704 Regional governments or local authorities 50,729 57,808 11,732 49,177 56,445 11,287 Public sector entities 22,066 19,407 3,377 21,500 18,687 3,561 Multilateral Development Banks International Organisations Institutions 7,114 6,631 1,017 6,407 6, Corporates 79,722 63,185 53,522 78,999 61,722 51,049 SME 22,986 17,224 15,079 21,403 18,196 16,021 Retail 18,861 7,282 5,198 18,653 6,799 4,883 SME 1,721 1, ,806 1, FRANCE Secured by mortgages on immovable property 58,688 45,953 18,356 63,950 50,844 20,400 SME 5,523 5,425 2,386 6,386 6,235 2,630 s in default 8,151 4,207 4,839 2,832 8,628 4,377 4,943 2,990 Items associated with particularly high risk Covered bonds Claims on institutions corporates with a ST credit assessment ,379 1, Collective investments undertakings (CIU) ,154 1,154 1, Other exposures 5,426 5,426 5,380 2,921 2,921 2,872 Stardised Total 2 3,376 3,493 (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 2,426 2, ,402 2, Public sector entities Multilateral Development Banks International Organisations Institutions 1,439 1, ,432 3, Corporates 834 1, ,758 2, SME Retail SME UNITED STATES Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures 1,169 1,169 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 Stardised Approach (mln EUR, %) banks Central governments or central Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions 7,340 7, ,856 4, Corporates 2,176 2, ,285 2, SME Retail SME UNITED KINGDOM Secured by mortgages on immovable property SME s in default Claims on institutions corporates with a ST credit assessment Collective investments undertakings (CIU) Other exposures 1,407 1,407 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

7 Credit Risk - Stardised Approach Stardised Approach (mln EUR, %) banks Central governments or central 3,106 3, ,086 4, Regional governments or local authorities 1,560 1, ,599 1, Public sector entities Multilateral Development Banks International Organisations Institutions Corporates SME Retail SME ITALY Secured by mortgages on immovable property SME s in default 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 International Organisations Institutions Corporates SME Retail SME GERMANY Secured by mortgages on immovable property SME s in default 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 International Organisations 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 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 International Organisations 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 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 International Organisations Institutions Corporates SME Retail SME SPAIN Secured by mortgages on immovable property SME s in default 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 763 1, , Public sector entities Multilateral Development Banks International Organisations Institutions Corporates SME Retail SME SWITZERLAND Secured by mortgages on immovable property SME s in default 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 International Organisations Institutions Corporates SME Retail SME BELGIUM Secured by mortgages on immovable property 1,016 1, SME s in default 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 - Consolidated data (mln EUR, %) Central banks central governments 94, , , , Institutions 33, ,760 7, , ,643 8, Corporates 184,253 7, ,675 70,801 2,006 3, ,211 8, ,577 74,063 3,330 3,659 Corporates - Of Which: Specialised Lending 21,084 1,166 17,522 4, ,024 1,176 18,454 5, Corporates - Of Which: SME 22,517 1,351 19,892 14, ,547 1,644 21,629 15, Retail 311,883 10, ,909 58,238 4,405 5, ,631 10, ,332 59,553 4,384 5,501 Retail - Secured on real estate property 190,121 3, ,664 32,443 1,335 1, ,131 3, ,402 34,465 1,436 1,476 Retail - Secured on real estate property - Of Which: SME 34,616 1,586 34,230 13, ,068 1,684 36,650 15, Retail - Secured on real estate property - Of Which: non- 155,505 2, ,434 18, ,063 2, ,752 19, Retail - Qualifying Revolving 9, ,254 1, , ,260 1, Retail - Other Retail 112,353 6, ,991 24,158 3,039 3, ,089 6, ,669 23,413 2,918 3,826 Retail - Other Retail - Of Which: SME 38,233 4,129 35,696 12,751 2,088 2,599 36,511 3,916 34,078 11,826 1,955 2,519 Retail - Other Retail - Of Which: non-sme 74,120 2,130 73,295 11, ,315 76,578 2,084 75,591 11, ,306 13, ,247 44, , ,843 43, ,465 9,902 2, ,656 10,593 1, ,845 8, , ,689 (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 72, , , , Institutions 8, ,389 1, , ,542 2, Corporates 98,687 3,225 81,941 43, , ,978 3,571 85,944 43, ,741 Corporates - Of Which: Specialised Lending 4, ,952 1, , ,284 1, Corporates - Of Which: SME 21,738 1,235 19,324 14, ,620 1,525 20,914 15, Retail 308,880 10, ,010 57,784 4,370 5, ,626 10, ,436 59,092 4,348 5,457 Retail - Secured on real estate property 188,911 3, ,465 32,233 1,320 1, ,886 3, ,170 34,239 1,422 1,456 Retail - Secured on real estate property - Of Which: SME 34,530 1,580 34,144 13, ,975 1,678 36,558 14, FRANCE Retail - Secured on real estate property - Of Which: non- 154,380 2, ,321 18, ,911 2, ,612 19, Retail - Qualifying Revolving 9, ,206 1, , ,212 1, Retail - Other Retail 110,614 6, ,339 23,922 3,019 3, ,383 5, ,054 23,186 2,896 3,803 Retail - Other Retail - Of Which: SME 38,145 4,119 35,619 12,721 2,084 2,594 36,423 3,906 34,001 11,792 1,951 2,514 Retail - Other Retail - Of Which: non-sme 72,469 2,091 71,720 11, ,297 74,960 2,045 74,053 11, ,289 12, ,203 41, , ,643 39, (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 8, , , , Institutions 3, , , , Corporates 19, ,347 5, ,894 1,057 16,761 6, Corporates - Of Which: Specialised Lending 4, , , ,403 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 - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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 6, ,611 1, , ,820 1, Corporates 4, ,360 1, , ,180 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 UNITED KINGDOM Retail - Secured on real estate property - Of Which: non Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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).

10 Credit Risk (mln EUR, %) Central banks central governments , , Institutions Corporates 4, ,149 2, , ,262 2, Corporates - Of Which: Specialised Lending 1, , , , Corporates - Of Which: SME Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME ITALY Retail - Secured on real estate property - Of Which: non Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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 1, , , , Institutions 2, , , , Corporates 5, ,456 1, , ,876 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 GERMANY Retail - Secured on real estate property - Of Which: non Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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 1, , , , Institutions , , Corporates 4, ,841 1, , ,290 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 LUXEMBOURG Retail - Secured on real estate property - Of Which: non Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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, ,448 2, , ,097 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 NETHERLANDS Retail - Secured on real estate property - Of Which: non Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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 Credit Risk (mln EUR, %) Central banks central governments 1, , Institutions 1, , Corporates 3, ,961 1, , ,808 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 - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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 3, ,901 1, , ,867 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 SWITZERLAND Retail - Secured on real estate property - Of Which: non Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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 1, , , , Institutions 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 BELGIUM Retail - Secured on real estate property - Of Which: non Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-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 Sovereign (mln EUR) As of 31/12/2015 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 193, , , , , , , , , , , , , ,897.4 Austria 1, ,014.6 Belgium 2, ,406.5 Bulgaria Croatia Cyprus Czech Republic Denmark Estonia Finl France 155, , ,026.2 Germany 4, ,303.3 Greece Hungary Irel Italy 8, ,542.9 Latvia Lithuania Luxembourg 1, ,115.1 Malta Netherls 2, ,335.6 Pol Portugal Romania Slovakia Slovenia Spain 3, ,055.1 Sweden United Kingdom Icel Liechtenstein Norway Switzerl Australia Canada China Hong Kong Japan 4, ,377.6 U.S. 4, ,173.3 Other advanced economies non EEA Other Central eastern Europe countries non EEA Middle East 1, , 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

13 Sovereign (mln EUR) As of 30/06/2016 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 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 208, , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , 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 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) 74, , Central banks General governments 46, , Credit institutions 2, , Other financial corporations 15, , Non-financial corporations 9, , Loans (including at amortised cost fair value) 748,500 2,244 24,685 24,675 1,457 10,768 12, ,638 1,932 26,050 26,040 1,616 10,650 12,990 Central banks , General governments 132, , Credit institutions 46, , Other financial corporations 54, , Non-financial corporations 213, ,958 13, ,700 3, , ,687 14, ,905 6,030 small medium-sized enterprises at amortised cost 1, , Households 301,350 1,457 9,805 9, ,819 8, ,168 1,229 10,482 10, ,549 6,474 DEBT INSTRUMENTS other than HFT 823,217 2,244 25,277 25,262 1,463 11,059 12, ,032 1,932 26,415 26,390 1,621 10,833 13,080 OFF-BALANCE SHEET EXPOSURES 151,688 1,436 1, ,009 1,598 1, 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

15 (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) 8,424 6,155 1,658 1,618 5,167 8,829 6,516 1,747 1,682 5,878 Central banks General governments Credit institutions Other financial corporations Non-financial corporations 4,051 2, ,557 4,211 2, ,937 small medium-sized enterprises at amortised cost Households 3,714 2, ,125 4,025 3, ,492 DEBT INSTRUMENTS other than HFT 8,595 6,326 1,674 1,634 5,291 8,966 6,652 1,763 1,698 5,968 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