Erste Group Bank AG as of 30.09.2012 Mortgage covered bonds 1. OVERVIEW in mn. EUR Total outstanding liabilities 6.710 Total assets in the cover pool 9.616 Issuer senior unsecured rating A3 Covered bonds rating AAA Over-collateralisation nominal 43, Over-collateralisation net present value 31, 2. COVER POOL INFORMATION 2.1 Clusters by volume of assets of total cover pool 2.1 Clusters by currencies and derivatives of total cover pool 2 18% 7.607 79% Loans in EUR 15% 100.000-300.000 1.000.000-5.000.000 below 100.000 Loans in CHF over 5.000.000 27% 7% 11% 500.000-1.000.000 300.000-500.000 175 1.834 19% Substitute collateral in EUR equivalent Derivatives in mn EUR *Substitute collateral: cash, securities held as fixed assets (government bonds etc.) Total Amount of Derivatives in cover pool 0 of which Interest Rate Derivatives 0 of which FX Derivatives 0 Seite 1 von 6
2.2 Loan to value ratio Moody s definition Loan to values (LTV) in % LTV Moody s definition* 69,9% LTV Austrian definition** 46,6% 669 18% 669 18% 85 86 88 98 463 1 LTV Commercial 230 6% 443 1 389 11% 420 1 1.917 20% 1.339 1 217 255 266 LTV 60-70 % LTV 0-40 % LTV over 105% LTV 70-80 % LTV 50-60 % LTV 40-50 % LTV 80-85 % LTV 85-90 % LTV 95-100% LTV 90-95% LTV 100-105% 1.252 1 308 LTV consolidated LTV 0-40 % 473 5% 1.198 1 1.098 1 1.117 1 790 1 1.249 21% LTV 60-70 % LTV over 105% LTV 50-60 % LTV 40-50 % LTV 70-80 % LTV 80-85 % LTV 85-90 % LTV 90-95% LTV 95-100% LTV 100-105% 778 1 132 167 180 LTV Residential* 728 1 211 242 671 1 655 11% LTV 0-40 % LTV over 105% LTV 50-60 % LTV 40-50 % LTV 60-70 % LTV 70-80 % LTV 80-85 % LTV 85-90 % LTV 90-95% LTV 95-100% LTV 100-105% *LTV definition Moody s: (exposure + prior ranks) / property value **LTV Austrian definition: (amount in the cover pool + prior ranks) / property value *Residential includes non-profit housing associations Seite 2 von 6
2.3 Regional distribution of total cover pool - Europe 2.3 Regional distribution of total cover pool - Austria 9.115 95% 1.862 21% 1.671 18% Vienna Styria Lower Austria Tirol Salzburg Austria Germany 2.605 29% 170 212 305 397 428 5% 561 6% 904 10% Carinthia Vorarlberg Upper Austria Burgenland Republic of Austria 501 5% 2.4 Distribution of loans in the cover pool by type of use Residential 3.993 4 1.809 19% Non-profit housing association (residential use) Commercial real estate (residential use-buy to let) thereof retail 25 0% 73 1% 322 325 377 401 982 10% 1.134 1 thereof tourism / hotel thereof land thereof office thereof mixed use thereof industrial thereof others Seite 3 von 6
2.5 Seasoning of loans in the cover pool Average seasoning of loans in the cover pool (in years) 5,0 3.000 Seasoning consolidated 29, 35,0% 2.500 25, 30,0% 2.000 1.500 14, 19,7% 11, 25,0% 20,0% 15,0% 1.000 500 0 1.352 2.399 1.857 2.770 1.063 5,0% 0,0% 1.000 Seasoning Commercial 25,9% 900 24, 800 21, 22, 700 600 500 400 300 6, 200 100 774 880 810 944 231 0 30,0% 25,0% 20,0% 15,0% 5,0% 0,0% 2.000 31,5% Seasoning Residential* 1.800 1.600 1.400 1.200 1.000 800 600 400 200 0 26, 18,0% 14, 578 1.519 1.047 1.827 831 35,0% 30,0% 25,0% 20,0% 15,0% 5,0% 0,0% *Residential includes loans to non-profit housing associations 2.6 Additional cover pool information Additional cover pool information in mn EUR/No/% Number of loans 55391 Number of borrowers 42737 Number of properties 75872 Average exposure to borrowers in mn EUR 0,2 Average loan balance in mn EUR 0,2 Largest 10 loans 4,6% Bullet maturity loans 20,5% FX-Loans (non-eur) 19, Percentage of fixed rate loans (adjustment > 1 year) 9, Seite 4 von 6
3. information - asset/liability match 3.1 Currency mix after swaps - total cover pool and issues 81% Total cover pool Other currencies in EUR in CHF in YEN 19% in USD in CHF in EUR Total cover pool 930 1.834 5.780 7.782 0 1.000 2.000 3.000 4.000 5.000 6.000 7.000 8.000 9.000 86% in EUR in CHF 3.2 Weighted average remaining life - total cover pool and issues 1 Total: Weighted average life of cover pool (in years, considering redemptions) 10,0 Weighted average life of cover pool (in years, average legal maturity) 16,2 Weighted average life of issues 7,3 Commercial: Residential: Weighted average life of cover pool (in years, considering redemptions) 0,0 Weighted average life of cover pool (in years, considering redemptions) 0,0 Weighted average life of cover pool (in years, average legal maturity) 12,2 Weighted average life of cover pool (in years, average legal maturity) 18,7 Remaining life > 120 1.202 7.152 Remaining life > 60 to 120 1.702 2.455 Remaining life > 36 to 60 369 1.496 Remaining life > 12 to 36 471 320 Total cover pool Remaining life up to 12 73 1.087 0 1.000 2.000 3.000 4.000 5.000 6.000 7.000 8.000 80% 74, Seite 5 von 6
80% 70% Total assets in the cover pool 74, 60% 50% 40% 36,6% 30% 20% 16, 22, 17,7% 17,9% 10% 0% 0,8% Remaining life up to 12 7,0% 3, 3,8% Remaining life > 12 to 36 Remaining life > 36 to 60 Remaining life > 60 to 120 Remaining life > 120 3.3 Interest rate type after swaps - total cover pool and issues Fixed interest rate, reset > 5 years Fixed interest rate, reset in 2-5 years Fixed interest rate, reset in 0-2 years Floating interest rate 3.4 Other key figures Other key figures 255 15 145 672 1.475 1.597 3.623 0 2.000 4.000 6.000 8.000 10.000 Number of issues 153 Average size of issues (in mn EUR) 43,9 Total assets in the cover pool 8.543 89% 5 0% Total assets in the cover pool Floating interest rate Fixed interest rate, reset > 5 years Fixed interest rate, 1% 2 7% 2 reset in 2-5 years Fixed interest rate, reset in 0-2 years Fix, reset in > 5 years Floating interest rate Fix, reset in 2-5 years Fix, reset < 2 years Note: Total cover pool includes substitute assets Seite 6 von 6