2014 EU-wide Stress Test · Retail 015,098 676 4,706 354 4,607 533 2,378 366 7 263 23 273 0.31% 914...

Bank Name DE - Bayerische Landesbank

LEI Code VDYMYTQGZZ6DU0912C88

DE

NUK_WL_NR_XX

version

1809014

No restructuring

2014 EU-wide Stress Test

Actual figures as of 31 December 2013 mln EUR, % Actual figures as of 31 December 2013 mln EUR, %

Operating profit before impairments 793 Operating profit before impairments 793

Impairment losses on financial and non-financial assets in the banking book 1,320 Impairment losses on financial and non-financial assets in the banking book 1,320

Common Equity Tier 1 capital (1) 12,360 Common Equity Tier 1 capital (1) 12,360

Total Risk Exposure (1) 93,669 Total Risk Exposure (1) 93,669

Common Equity Tier 1 ratio, % (1) 13.2% Common Equity Tier 1 ratio, % (1) 13.2%

Outcome of the adverse scenario as of 31 December 2016 mln EUR, % Outcome of the baseline scenario as of 31 December 2016 mln EUR, %

3 yr cumulative operating profit before impairments 1,985 3 yr cumulative operating profit before impairments 2,580

3 yr cumulative impairment losses on financial and non-financial assets in the banking book 2,542 3 yr cumulative impairment losses on financial and non-financial assets in the banking book 1,123

3 yr cumulative losses from the stress in the trading book 493 3 yr cumulative losses from the stress in the trading book 160

Valuation losses due to sovereign shock after tax and prudential filters 138 Common Equity Tier 1 capital (1) 11,699

Common Equity Tier 1 capital (1) 10,905 Total Risk Exposure (1) 94,296

Total Risk Exposure (1) 116,413 Common Equity Tier 1 ratio, % (1) 12.4%

Common Equity Tier 1 ratio, % (1) 9.4%

Memorandum items mln EUR

Memorandum items mln EUR Common EU wide CET1 Threshold (8.0%) 7,544

Common EU wide CET1 Threshold (5.5%) 6,403

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in

the 2014 -2016 period (cumulative conversions) (2)0

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions

that convert into Common Equity Tier 1 or are written down upon a trigger event (3)0

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse

scenario (3)0

(2) Conversions not considered for CET1 computation

(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:

01/01/2014.

2014 EU-wide Stress Test 2014 EU-wide Stress TestSummary Baseline Scenario

DE - Bayerische Landesbank

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:

01/01/2014.

Summary Adverse Scenario


2014 EU-wide Stress TestCredit Risk

(mln EUR, %)

Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment rateStock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Central banks and central governments 49,187 0 0 0 13,597 0 1,004 0 0 0 178 0 1 0 0 0 0 0 0.01% 7 27.07% 0.01% 10 26.21% 0.01% 14 25.91% 0.02% 27 29.02% 0.04% 58 28.41% 0.05% 96 27.96%

Institutions 34,439 664 0 0 39,099 0 9,701 0 0 0 81 0 15 554 0 0 1 3 0.03% 595 76.45% 0.03% 614 70.73% 0.03% 633 66.11% 0.03% 602 75.61% 0.04% 635 68.14% 0.04% 666 62.12%

Corporates 93,435 2,855 0 0 4,223 462 48,906 0 0 0 3,888 596 108 690 0 0 129 492 0.28% 2,124 39.90% 0.28% 2,393 38.46% 0.28% 2,657 37.44% 0.42% 2,479 41.99% 0.51% 3,038 40.14% 0.54% 3,562 38.85%

Corporates - Of Which: Specialised Lending 21,328 1,290 0 0 0 0 12,543 0 0 0 0 0 48 394 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates - Of Which: SME 25,999 714 0 0 108 6 16,500 0 0 0 108 3 2 123 0 0 0 4 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail 0 0 15,098 676 4,706 354 0 0 4,607 533 2,378 366 0 0 7 263 23 273 0.31% 914 56.56% 0.30% 971 48.33% 0.30% 1,027 43.03% 0.51% 1,096 60.58% 0.56% 1,215 50.35% 0.73% 1,387 42.99%

Retail - Secured on real estate property 80.6% 0 0 10,077 555 2,968 162 0 0 3,650 431 1,065 163 0 0 4 220 11 82 0.30% 635 56.29% 0.29% 672 48.53% 0.29% 707 43.42% 0.54% 769 59.90% 0.54% 838 50.31% 0.70% 950 43.40%

Retail - Secured on real estate property - Of

Which: SME70.6% 0 0 254 6 0 0 0 0 87 4 0 0 0 0 0 1 0 0 0.26% 2 16.44% 0.26% 3 16.69% 0.26% 3 16.83% 0.39% 3 20.04% 0.52% 5 21.00% 0.69% 7 20.87%


Which: non-SME80.9% 0 0 9,823 549 2,968 162 0 0 3,563 427 1,065 163 0 0 4 219 11 82 0.30% 633 56.70% 0.29% 669 48.89% 0.29% 704 43.74% 0.54% 766 60.29% 0.54% 833 50.66% 0.70% 943 43.71%

Retail - Qualifying Revolving 0 0 3,450 7 0 1 0 0 240 1 0 1 0 0 0 2 0 1 0.26% 21 19.63% 0.26% 29 18.61% 0.26% 38 18.24% 0.39% 30 23.32% 0.52% 53 22.77% 0.69% 81 21.89%

Retail - Other Retail 0 0 1,571 114 1,737 191 0 0 717 100 1,313 202 0 0 3 41 13 190 0.39% 258 62.84% 0.39% 270 54.78% 0.39% 282 49.27% 0.55% 297 68.98% 0.69% 325 58.63% 0.86% 356 50.29%

Retail - Other Retail - Of Which: SME 0 0 267 4 67 0 0 0 128 4 50 0 0 0 0 1 2 0 0.28% 3 17.08% 0.31% 4 16.63% 0.31% 5 16.44% 0.41% 4 20.66% 0.56% 6 20.61% 0.71% 9 20.15%

Retail - Other Retail - Of Which: non-SME 0 0 1,304 110 1,670 191 0 0 589 96 1,263 202 0 0 3 40 11 190 0.40% 255 64.11% 0.40% 266 56.21% 0.40% 277 50.73% 0.56% 293 70.42% 0.70% 318 60.24% 0.87% 347 51.88%

Equity 301 0 0 0 806 0 984 0 0 0 1,256 0 0 0 0 0 0 0 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00%

Securitisation 186 0 2,034 81 3,410 0 58 0 670 0 6,046 0 0 0 0 81 0 64

Other non-credit obligation assets 697 0 0 0 551 0 666 0 0 0 469 0 0 0 0 0 1 0

TOTAL 178,246 3,519 17,132 757 66,392 817 61,319 0 5,277 533 14,296 962 123 1,244 7 343 154 832 0.14% 3,640 47.52% 0.14% 3,989 43.99% 0.14% 4,331 41.52% 0.21% 4,204 49.50% 0.26% 4,947 44.92% 0.28% 5,712 41.63%

Securitisation and re-securitisations positions deducted from capital * 0 0 0 123 0 0 0 0 0 0 0 0

(mln EUR, %)Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted

Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Central banks and central governments 40,145 0 0 0 12,014 0 1 0 0 0 0 0 0 0 0 0 0 0 0.00% 1 25.80% 0.00% 1 25.80% 0.00% 1 25.80% 0.00% 1 26.17% 0.00% 1 26.17% 0.00% 1 26.17%

Institutions 17,746 17 0 0 38,802 0 3,125 0 0 0 31 0 1 4 0 0 0 0 0.02% 26 21.91% 0.02% 37 21.66% 0.02% 48 21.56% 0.02% 29 22.19% 0.03% 46 21.92% 0.03% 65 21.81%

Corporates 64,436 1,598 0 0 1,254 16 32,476 0 0 0 975 15 41 474 0 0 1 23 0.26% 903 32.37% 0.26% 1,070 31.69% 0.26% 1,236 31.25% 0.37% 1,076 34.93% 0.45% 1,404 34.37% 0.48% 1,722 33.92%

Corporates - Of Which: Specialised Lending 11,253 463 0 0 0 0 5,374 0 0 0 0 0 8 206 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates - Of Which: SME 25,330 679 0 0 108 6 15,947 0 0 0 108 3 1 123 0 0 0 4 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail 0 0 14,988 668 3,517 54 0 0 4,578 526 1,748 66 0 0 6 261 2 7 0.27% 452 36.13% 0.27% 500 32.03% 0.27% 547 29.43% 0.48% 585 40.15% 0.53% 693 35.06% 0.71% 848 31.06%

Retail - Secured on real estate property 80.6% 0 0 10,028 549 2,252 25 0 0 3,629 426 789 25 0 0 4 219 0 0 0.26% 368 39.17% 0.26% 399 34.94% 0.26% 429 32.12% 0.51% 473 42.82% 0.52% 535 37.48% 0.69% 636 33.20%


Which: SME70.6% 0 0 252 6 0 0 0 0 87 4 0 0 0 0 0 1 0 0 0.26% 2 16.64% 0.26% 3 16.84% 0.26% 3 16.95% 0.39% 3 20.28% 0.52% 5 21.17% 0.69% 7 20.99%


Which: non-SME80.9% 0 0 9,776 543 2,252 25 0 0 3,542 422 789 25 0 0 4 218 0 0 0.26% 366 39.46% 0.26% 396 35.20% 0.26% 425 32.35% 0.51% 470 43.09% 0.52% 531 37.71% 0.69% 629 33.39%

Retail - Qualifying Revolving 0 0 3,400 7 0 1 0 0 237 1 0 1 0 0 0 2 0 1 0.26% 20 19.50% 0.26% 29 18.50% 0.26% 37 18.13% 0.39% 30 23.26% 0.52% 52 22.72% 0.69% 80 21.84%

Retail - Other Retail 0 0 1,560 112 1,266 29 0 0 712 99 959 40 0 0 3 40 2 7 0.30% 64 29.19% 0.30% 72 26.78% 0.30% 81 25.21% 0.45% 83 34.60% 0.61% 106 31.77% 0.81% 133 28.71%


Retail - Other Retail - Of Which: non-SME 0 0 1,294 109 1,227 29 0 0 584 95 930 40 0 0 3 39 2 7 0.31% 62 29.60% 0.31% 69 27.21% 0.31% 77 25.62% 0.46% 79 35.11% 0.62% 100 32.29% 0.82% 125 29.18%

Equity 301 0 0 0 560 0 984 0 0 0 880 0 0 0 0 0 0 0 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00%

Securitisation 11 0 1,619 0 58 0 11 0 309 0 133 0 0 0 0 0 0 2


TOTAL 123,336 1,614 16,607 668 56,237 70 37,264 0 4,887 526 3,798 82 42 478 6 261 3 33 0.12% 1,381 33.27% 0.12% 1,607 31.51% 0.12% 1,831 30.38% 0.18% 1,690 36.28% 0.21% 2,145 34.23% 0.23% 2,637 32.59%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Central banks and central governments 610 0 0 0 3 0 49 0 0 0 0 0 0 0 0 0 0 0 0.01% 0 30.00% 0.01% 0 29.99% 0.01% 0 29.99% 0.01% 0 30.43% 0.01% 0 30.43% 0.01% 0 30.43%

Institutions 2,148 0 0 0 9 0 675 0 0 0 3 0 0 0 0 0 0 0 0.05% 2 34.81% 0.05% 3 34.79% 0.05% 4 34.78% 0.06% 3 35.31% 0.07% 4 35.28% 0.07% 6 35.27%

Corporates 8,715 636 0 0 75 0 3,324 0 0 0 38 0 9 90 0 0 0 0 0.18% 123 15.58% 0.18% 139 16.82% 0.18% 154 17.92% 0.33% 154 17.50% 0.41% 196 19.92% 0.37% 225 21.64%

Corporates - Of Which: Specialised Lending 2,380 465 0 0 0 0 1,413 0 0 0 0 0 2 90 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates - Of Which: SME 10 3 0 0 0 0 15 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail 0 0 8 1 3 1 0 0 3 1 1 1 0 0 0 0 0 0 0.48% 1 44.09% 0.48% 1 40.89% 0.48% 1 38.48% 0.59% 1 43.26% 0.77% 1 38.77% 1.06% 1 34.88%

Retail - Secured on real estate property 78.0% 0 0 5 1 2 0 0 0 2 1 1 0 0 0 0 0 0 0 0.48% 0 35.55% 0.48% 0 33.49% 0.48% 0 31.94% 0.59% 0 35.01% 0.77% 1 32.12% 1.06% 1 29.59%


Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.49% 0 20.52% 0.48% 0 20.27% 0.48% 0 20.18% 0.60% 0 20.52% 0.77% 0 20.17% 1.06% 0 19.96%


Which: non-SME78.0% 0 0 5 1 2 0 0 0 2 1 1 0 0 0 0 0 0 0 0.48% 0 35.58% 0.48% 0 33.53% 0.48% 0 32.00% 0.59% 0 35.04% 0.77% 1 32.17% 1.06% 1 29.65%

Retail - Qualifying Revolving 0 0 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.49% 0 16.91% 0.48% 0 18.27% 0.48% 0 18.79% 0.60% 0 17.47% 0.77% 0 18.72% 1.06% 0 19.11%

Retail - Other Retail 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.47% 0 67.16% 0.48% 0 64.16% 0.48% 0 61.59% 0.58% 0 66.41% 0.77% 0 61.92% 1.06% 0 57.09%


Retail - Other Retail - Of Which: non-SME 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.47% 0 67.16% 0.48% 0 64.17% 0.48% 0 61.59% 0.58% 0 66.41% 0.77% 0 61.92% 1.06% 0 57.10%

Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 0 0 232 81 1,143 0 0 0 334 0 765 0 0 0 0 81 0 4


TOTAL 11,473 636 241 82 1,238 1 4,049 0 337 1 809 1 9 90 0 81 0 4 0.15% 126 15.74% 0.15% 143 17.04% 0.15% 160 18.18% 0.26% 157 17.66% 0.32% 202 20.13% 0.30% 232 21.87%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Central banks and central governments 3,215 0 0 0 683 0 388 0 0 0 137 0 0 0 0 0 0 0 0.01% 0 20.00% 0.01% 1 20.00% 0.01% 1 20.00% 0.01% 0 20.29% 0.01% 1 20.28% 0.01% 1 20.28%

Institutions 2,205 49 0 0 11 0 746 0 0 0 2 0 0 39 0 0 0 0 0.01% 39 77.32% 0.01% 40 75.72% 0.01% 40 74.20% 0.02% 40 77.61% 0.03% 41 74.17% 0.03% 42 70.47%

Corporates 3,757 300 0 0 68 0 1,877 0 0 0 68 0 2 36 0 0 0 0 0.11% 45 12.80% 0.11% 49 13.43% 0.11% 53 14.01% 0.19% 53 14.10% 0.23% 64 15.42% 0.24% 73 16.45%

Corporates - Of Which: Specialised Lending 1,534 94 0 0 0 0 878 0 0 0 0 0 1 24 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 0 0 11 0 0 0 0 0 3 0 0 0 0 0 0 0 0 0 0.26% 0 58.34% 0.26% 0 44.46% 0.26% 0 38.98% 0.31% 0 53.50% 0.41% 0 39.55% 0.57% 0 33.99%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.26% 0 26.42% 0.26% 0 26.29% 0.26% 0 26.24% 0.32% 0 26.42% 0.41% 0 26.24% 0.57% 0 26.13%


Which: non-SME77.4% 0 0 5 0 0 0 0 0 2 0 0 0 0 0 0 0 0 0 0.26% 0 23.71% 0.26% 0 24.74% 0.26% 0 25.15% 0.32% 0 24.07% 0.41% 0 25.08% 0.57% 0 25.45%





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 49 0 58 0 596 0 13 0 6 0 3,314 0 0 0 0 0 0 50


TOTAL 9,226 349 68 0 1,358 0 3,024 0 9 0 3,520 0 2 75 0 0 0 51 0.05% 85 21.72% 0.05% 89 21.87% 0.05% 94 22.01% 0.08% 94 22.78% 0.10% 106 23.26% 0.10% 116 23.52%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 2 0 0 0 44 0 2 0 0 0 31 0 0 0 0 0 0 0 0.55% 1 33.75% 0.55% 1 33.54% 0.55% 1 33.48% 0.58% 1 34.23% 0.59% 1 34.01% 0.60% 1 33.94%

Corporates 224 0 0 0 2,030 344 373 0 0 0 2,015 451 4 0 0 0 102 369 1.56% 761 96.91% 1.74% 793 89.81% 1.74% 823 84.46% 2.14% 823 100.00% 2.95% 888 89.46% 3.95% 971 80.37%

Corporates - Of Which: Specialised Lending 160 0 0 0 0 0 277 0 0 0 0 0 3 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 0 0 1 0 1,160 297 0 0 0 0 611 297 0 0 0 0 20 241 0.88% 433 104.24% 0.93% 442 88.62% 0.93% 450 78.26% 1.05% 481 114.88% 1.05% 491 97.09% 0.99% 506 86.56%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Which: non-SME105.6% 0 0 0 0 710 136 0 0 0 0 273 136 0 0 0 0 11 80 0.90% 264 124.04% 0.93% 269 101.60% 0.93% 275 87.61% 1.07% 293 136.34% 1.05% 299 110.95% 0.99% 310 97.53%





Equity 0 0 0 0 183 0 0 0 0 0 278 0 0 0 0 0 0 0 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 -

Securitisation 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


TOTAL 227 0 1 0 4,468 641 375 0 0 0 3,287 747 4 0 0 0 123 610 1.10% 1,199 98.95% 1.19% 1,242 88.42% 1.19% 1,284 80.96% 1.52% 1,316 103.75% 2.05% 1,406 89.13% 2.63% 1,522 78.42%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 1,950 0 0 0 7 0 408 0 0 0 2 0 0 0 0 0 0 0 0.03% 1 32.44% 0.03% 2 32.43% 0.03% 2 32.43% 0.03% 1 32.91% 0.04% 2 32.90% 0.04% 3 32.89%

Corporates 2,561 1 0 0 6 0 1,255 0 0 0 6 0 2 0 0 0 0 0 0.12% 6 28.73% 0.12% 9 29.01% 0.12% 12 29.11% 0.17% 9 31.72% 0.20% 15 31.68% 0.22% 21 31.54%

Corporates - Of Which: Specialised Lending 1,341 0 0 0 0 0 674 0 0 0 0 0 1 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 0 0 7 0 1 0 0 0 2 0 0 0 0 0 0 0 0 0 0.35% 0 11.02% 0.35% 0 14.45% 0.35% 0 16.29% 0.43% 0 12.09% 0.56% 0 16.06% 0.77% 0 18.22%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Which: non-SME71.3% 0 0 4 0 0 0 0 0 2 0 0 0 0 0 0 0 0 0 0.35% 0 6.91% 0.35% 0 10.50% 0.35% 0 12.73% 0.43% 0 7.95% 0.56% 0 12.44% 0.77% 0 15.37%





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 -

Securitisation 14 0 0 0 5 0 3 0 0 0 1 0 0 0 0 0 0 0


TOTAL 5,155 1 7 0 19 0 1,742 0 2 0 9 0 2 0 0 0 0 0 0.07% 7 28.89% 0.07% 11 29.29% 0.07% 15 29.43% 0.10% 11 31.42% 0.13% 18 31.50% 0.14% 26 31.39%


as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

France

F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013) Baseline Scenario Adverse Scenario

F-IRB A-IRB STA F-IRB A-IRB STA

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB as of 31/12/2014 as of 31/12/2015 as of 31/12/2016A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB as of 31/12/2015 as of 31/12/2016STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014

Risk exposure amounts (as of 31/12/2013)

Baseline Scenario Adverse Scenario

F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

as of 31/12/2016

Germany

LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013)

Adverse Scenario

F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013)


(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

Value adjustments and provisions (as of 31/12/2013) Baseline Scenario

LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013) Adverse Scenario

F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA

Baseline Scenario

as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015






United Kingdom

United States

Hungary

2014 EU-wide Stress TestCredit Risk

LTV % (as of

31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013) Adverse ScenarioBaseline Scenario


Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 3,095 0 0 0 4 0 2,072 0 0 0 3 0 0 0 0 0 0 0 0.03% 2 6.84% 0.03% 3 6.82% 0.03% 4 6.82% 0.04% 3 6.94% 0.05% 4 6.91% 0.05% 6 6.90%

Corporates 802 0 0 0 4 0 382 0 0 0 4 0 1 0 0 0 0 0 0.16% 3 46.88% 0.16% 4 46.85% 0.16% 5 46.85% 0.24% 4 49.88% 0.29% 7 49.79% 0.30% 9 49.76%



Retail 0 0 15 1 0 0 0 0 3 1 0 0 0 0 0 0 0 0 0.25% 1 31.39% 0.25% 1 31.53% 0.25% 1 31.66% 0.31% 1 31.43% 0.41% 1 31.64% 0.56% 1 31.86%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.25% 0 33.96% 0.25% 0 33.83% 0.25% 0 33.79% 0.31% 0 33.96% 0.41% 0 33.78% 0.56% 0 33.68%


Which: non-SME95.3% 0 0 3 1 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0.25% 0 28.11% 0.25% 0 28.21% 0.25% 0 28.30% 0.31% 0 28.13% 0.41% 0 28.28% 0.56% 0 28.47%





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


TOTAL 4,094 0 15 1 10 0 2,455 0 3 1 6 0 1 0 0 0 0 0 0.06% 5 14.54% 0.06% 7 13.84% 0.06% 10 13.59% 0.08% 7 15.60% 0.10% 12 14.99% 0.10% 16 14.85%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Central banks and central governments 25 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.00% 0 - 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00% 0.00% 0 0.00%

Institutions 701 0 0 0 1 0 135 0 0 0 0 0 0 0 0 0 0 0 0.03% 0 33.38% 0.03% 1 33.37% 0.03% 1 33.36% 0.03% 0 33.86% 0.04% 1 33.85% 0.03% 1 33.84%

Corporates 2,176 122 0 0 11 0 1,270 0 0 0 11 0 1 22 0 0 0 0 0.11% 27 18.83% 0.11% 29 19.64% 0.11% 31 20.36% 0.15% 30 20.31% 0.20% 35 21.73% 0.20% 40 22.93%



Retail 0 0 4 0 0 0 0 0 2 0 0 0 0 0 0 0 0 0 0.38% 0 22.12% 0.38% 0 22.63% 0.38% 0 23.04% 0.47% 0 22.26% 0.60% 0 22.98% 0.83% 0 23.60%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 0.00% - 0 0.00% - 0 0.00% - 0 0.00% - 0 0.00% - 0 0.00%


Which: non-SME80.9% 0 0 2 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0.38% 0 27.87% 0.38% 0 27.74% 0.38% 0 27.63% 0.47% 0 27.84% 0.60% 0 27.64% 0.83% 0 27.41%





Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 0 0 0 0 104 0 0 0 0 0 171 0 0 0 0 0 0 0


TOTAL 2,902 122 4 0 116 0 1,405 0 2 0 182 0 1 22 0 0 0 0 0.09% 27 18.91% 0.09% 30 19.76% 0.09% 32 20.52% 0.12% 31 20.38% 0.16% 36 21.84% 0.16% 41 23.08%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 346 0 0 0 0 0 272 0 0 0 0 0 0 0 0 0 0 0 0.23% 2 37.47% 0.23% 2 37.40% 0.23% 3 37.37% 0.32% 2 38.01% 0.35% 4 37.89% 0.35% 5 37.84%

Corporates 1,274 0 0 0 3 0 790 0 0 0 3 0 1 0 0 0 0 0 0.25% 6 47.89% 0.25% 10 47.81% 0.25% 13 47.78% 0.35% 9 50.76% 0.42% 15 50.61% 0.44% 21 50.54%



Retail 0 0 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.12% 0 8.88% 0.12% 0 9.21% 0.12% 0 9.52% 0.15% 0 8.96% 0.20% 0 9.47% 0.28% 0 10.12%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.12% 0 24.10% 0.12% 0 24.04% 0.12% 0 24.01% 0.15% 0 24.10% 0.20% 0 24.01% 0.28% 0 23.96%


Which: non-SME92.6% 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.12% 0 5.39% 0.12% 0 5.59% 0.12% 0 5.79% 0.15% 0 5.44% 0.20% 0 5.76% 0.28% 0 6.18%



Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 5 0 72 0 933 0 1 0 15 0 482 0 0 0 0 0 0 1


TOTAL 2,083 0 74 0 975 0 1,179 0 16 0 504 0 1 0 0 0 0 1 0.19% 8 43.35% 0.19% 12 44.10% 0.19% 16 44.36% 0.43% 18 42.88% 0.63% 36 42.37% 0.78% 55 41.68%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 819 0 0 0 0 0 466 0 0 0 0 0 10 0 0 0 0 0 0.26% 4 33.69% 0.26% 6 34.11% 0.27% 9 34.25% 0.32% 5 34.19% 0.33% 8 34.58% 0.33% 11 34.71%

Corporates 1,464 6 0 0 103 0 1,829 0 0 0 73 0 21 6 0 0 0 0 0.71% 29 47.96% 0.69% 39 44.24% 0.66% 48 42.96% 1.03% 40 49.37% 1.14% 59 45.44% 1.03% 72 44.14%

Corporates - Of Which: Specialised Lending 570 6 0 0 0 0 1,099 0 0 0 0 0 13 6 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 0 0 2 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0.20% 0 4.07% 0.20% 0 6.77% 0.20% 0 8.76% 0.25% 0 4.75% 0.33% 0 8.47% 0.46% 0 11.58%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Which: non-SME66.8% 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.20% 0 21.83% 0.20% 0 22.21% 0.20% 0 22.34% 0.24% 0 21.83% 0.33% 0 22.24% 0.46% 0 22.34%



Retail - Other Retail - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 0.00% - 0 0.00% - 0 0.00% - 0 0.00% - 0 0.00% - 0 0.00%


Equity 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 36 0 0 0 426 0 8 0 0 0 513 0 0 0 0 0 0 0


TOTAL 2,509 6 2 0 531 0 2,354 0 0 0 587 0 32 6 0 0 0 0 0.52% 33 45.53% 0.50% 45 42.35% 0.49% 57 41.27% 0.78% 48 45.33% 0.90% 73 41.69% 0.87% 94 40.08%



Impairment

rate

Stock of

Provisions

Coverage Ratio -

Default Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock

Impairment

rate

Stock of

Provisions

Coverage

Ratio - Default

Stock


Institutions 1,416 0 0 0 6 0 354 0 0 0 3 0 0 0 0 0 0 0 0.01% 0 28.44% 0.01% 0 28.44% 0.01% 1 28.44% 0.01% 0 28.85% 0.02% 1 28.85% 0.02% 1 28.84%

Corporates 1,155 1 0 0 62 0 558 0 0 0 62 0 1 0 0 0 0 0 0.11% 3 37.71% 0.11% 4 37.82% 0.10% 5 37.97% 0.17% 4 46.13% 0.25% 9 44.30% 0.26% 12 43.69%



Retail 0 0 29 2 1 0 0 0 9 2 0 0 0 0 0 1 0 0 0.42% 1 35.57% 0.41% 1 33.98% 0.41% 1 32.83% 0.51% 1 35.17% 0.66% 1 32.97% 0.91% 2 31.14%



Which: SME0.0% 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0.42% 0 25.61% 0.41% 0 25.40% 0.41% 0 25.33% 0.51% 0 25.61% 0.66% 0 25.32% 0.91% 0 25.14%


Which: non-SME85.4% 0 0 15 1 0 0 0 0 7 1 0 0 0 0 0 0 0 0 0.42% 0 24.61% 0.41% 1 24.69% 0.41% 1 24.75% 0.51% 0 24.65% 0.66% 1 24.73% 0.91% 1 24.77%





Equity 0 0 0 0 3 0 0 0 0 0 4 0 0 0 0 0 0 0 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 - 0.00% 0 -

Securitisation 0 0 50 0 0 0 0 0 4 0 0 0 0 0 0 0 0 0


TOTAL 2,859 1 80 2 72 0 970 0 13 2 69 0 1 0 0 1 0 0 0.05% 4 35.93% 0.05% 6 35.53% 0.05% 7 35.41% 0.08% 6 41.03% 0.12% 11 40.30% 0.12% 15 39.84%


LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016F-IRB A-IRB STA as of 31/12/2014 as of 31/12/2015

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB as of 31/12/2014 as of 31/12/2015 as of 31/12/2016A-IRB STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

LTV % (as of

31/12/2013)


F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB as of 31/12/2015 as of 31/12/2016STA as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014

Adverse Scenario


31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013) Value adjustments and provisions (as of 31/12/2013)

Adverse Scenario


31/12/2013)

Exposure values (as of 31/12/2013) Risk exposure amounts (as of 31/12/2013)

Baseline Scenario

Value adjustments and provisions (as of 31/12/2013) Baseline Scenario






Austria

Netherlands

Italy

Switzerland

Spain

2014 EU-wide Stress Test P&L

(mln EUR) 31/12/2014 31/12/2015 31/12/2016 31/12/2014 31/12/2015 31/12/2016

Net interest income 1,418 1,418 1,418 1,418 1,376 1,317 1,308

Net trading income 461 493 509 295 393 443

of which trading losses from stress scenarios -80 -48 -32 -247 -148 -99

Other operating income 279 211 143 109 281 185 137

Operating profit before impairments 793 890 854 836 702 645 637

Impairment of financial assets (-) -1,311 -427 -348 -342 -990 -743 -802

Impairment of financial assets other than instruments designated at fair value

through P&L (-)-1,133 -427 -349 -342 -990 -743 -802

Impairment Financial assets designated at fair value through P&L (-) -177 0 0 0 0 0 0

Impairment on non financial assets (-) -9 -2 -2 -2 -2 -2 -2

Operating profit after impairments from stress scenarios -527 461 504 492 -290 -100 -167

Other Income and expenses 11 -52 -52 -52 -81 -81 -81

Pre-Tax profit -516 409 451 440 -371 -181 -248

Tax -128 -123 -135 -132 0 0 0

Net income -644 286 316 308 -371 -181 -248

Attributable to owners of the parent -648 286 316 308 -371 -181 -248

of which carried over to capital through retained earnings -648 0 0 0 -371 -181 -248

of which distributed as dividends 0 286 316 308 0 0 0

In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

31/12/2013



RWA

(mln EUR)as of 31/12/2013 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016 as of 31/12/2014 as of 31/12/2015 as of 31/12/2016

Risk exposure amount for credit risk 83,863 83,838 84,229 84,490 96,499 103,713 106,607

Risk exposure amount Securitisation and re-securitisations 6,774 8,205 8,597 8,858 9,212 10,161 11,011

Risk exposure amount Other credit risk 77,089 75,632 75,632 75,632 87,287 93,552 95,596

Risk exposure amount for market risk 4,030 4,030 4,030 4,030 4,030 4,030 4,030

Risk exposure amount for operational risk 5,776 5,777 5,776 5,776 5,776 5,776 5,776

Transitional floors for Risk exposure amount 0 0 0 0 0 0 0

AQR adjustments (for SSM countries only) 0 0 0 0 0 0 0

Total Risk exposure amount 93,669 93,645 94,035 94,296 106,305 113,519 116,413


(mln EUR) as of 31/12/2013 31/12/2014 31/12/2015 31/12/2016 31/12/2014 31/12/2015 31/12/2016

Banking Book 5,899

Trading Book (excl. correlation trading positions under CRM) 0

Correlation Trading Portfolio (CRM) 0

Total 5,899

Banking Book 6,774 8,205 8,597 8,858 9,212 10,161 11,011

Trading Book (excl. correlation trading positions under CRM) 0 0 0 0 0 0 0

Total 6,774 8,205 8,597 8,858 9,212 10,161 11,011

Hold to Maturity porfolio 145 145 145 145 145 145 182

Available for Sale porfolio 0 0 0 0 0 0 0

Held for trading portfolio

Total 145 145 145 145 145 145 182


Impairments

Baseline scenario Adverse scenario

Exposure values

Risk exposure values

Securitisation

2014 EU-wide Stress Test - Sovereign Exposure

(mln EUR)

[ 0 - 3M [ 0 0 0 0 0 0 37 0 0 0 10 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 45 0 45 45 0 0 0 0 7 0 0 0 0 0

[5Y - 10Y [ 47 0 47 47 0 0 3 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 92 0 92 92 0 0 40 0 7 0 10 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 1 1 1 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 1 1 1 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 4 0 4 0 0 4 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 4 0 4 0 0 4 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 38 0 38 38 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 38 0 38 38 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 51 0 51 51 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 47 0 47 47 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 236 0 236 236 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 146 0 146 146 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 480 0 480 480 0 0 0 0 0 0 0 0 0 0

Residual Maturity Country / Region

GROSS DIRECT LONG

EXPOSURES (accounting value gross

of provisions)

(1)

NET DIRECT POSITIONS (gross exposures (long) net of cash short

positions of sovereign debt to other counterpaties only where there

is a maturity matching)

(1)

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)

Derivatives with positive fair value at

31/12/2013

Derivatives with negative fair value at

31/12/2013

Derivatives with positive fair value

at 31/12/2013

Derivatives with negative fair

value at 31/12/2013

VALUES AS OF 31/12/2013 VALUES AS OF 31/12/2013 VALUES AS OF 31/12/2013

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Fair-value at

31/12/2013 (+)Notional value

Fair-value at

31/12/2013 (-)Notional value

Fair-value at


Fair-value at 31/12/2013

(-)

Austria

Belgium

Bulgaria

Cyprus

Notional value

Czech Republic

Denmark

Estonia

Finland

France


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 4,792 4,704 4,792 5 0 83 460 12 0 0 0 0 0 0

[ 3M - 1Y [ 3,343 2,823 3,343 121 0 400 1,025 34 0 0 0 0 0 0

[ 1Y - 2Y [ 2,724 902 2,724 1,667 0 155 810 43 450 -11 0 0 0 0

[ 2Y - 3Y [ 2,495 1,024 2,495 1,301 0 170 2,860 96 0 0 0 0 0 0

[3Y - 5Y [ 2,436 1,215 2,436 655 0 566 660 14 50 -5 0 0 36 0

[5Y - 10Y [ 7,492 4,407 7,492 1,567 0 1,518 6,569 777 335 -20 0 0 0 0

[10Y - more 10,237 9,768 10,237 0 0 469 198 21 850 -204 0 0 0 0

Tot 33,521 24,843 33,521 5,317 0 3,361 12,582 997 1,685 -239 0 0 36 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 3 3 3 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 3 3 3 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 18 1 18 14 0 3 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 149 5 149 137 0 7 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 252 0 252 251 0 1 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 302 0 302 301 0 1 0 0 0 0 0 0 0 0

[3Y - 5Y [ 20 2 20 18 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 15 0 15 0 0 15 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 756 8 756 721 0 27 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 36 2 36 -2

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 36 2 36 -2

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 362 0 362 362 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 48 0 48 48 0 0 0 0 0 0 0 0 0 0

[10Y - more 52 0 52 52 0 0 0 0 0 0 0 0 0 0

Tot 463 0 463 463 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Latvia

Germany

Greece

Hungary

Iceland

Ireland

Italy

Croatia

Liechtenstein


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 30 0 30 30 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 30 0 30 30 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 24 0 24 24 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 24 0 24 24 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 45 0 45 45 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 46 0 46 45 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 43 5 43 -4

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 43 5 43 -4

[ 0 - 3M [ 52 0 52 52 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 43 1 43 42 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 1 0 1 1 0 0 0 0 0 0 0 0 0 0

[10Y - more 5 0 5 5 0 0 0 0 0 0 0 0 0 0

Tot 101 1 101 100 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 33 0 33 33 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 33 0 33 33 0 0 0 0 0 0 0 0 0 0

Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 40 40 40 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 4 0 4 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 40 40 40 0 0 0 0 0 0 0 4 0 4 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 20 0 20 20 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 20 0 20 20 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 73 73 73 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 13 13 13 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 24 24 24 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 38 38 38 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 601 601 601 0 0 0 0 0 0 0 0 0 0 0

Tot 750 750 750 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 68 68 68 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 50 50 50 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 11 11 11 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 7 7 7 0 0 0 0 0 0 0 0 0 0 0

Tot 136 136 136 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 4 0 4 4 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 17 7 17 10 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 1,502 1,246 1,502 256 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 284 53 284 231 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 584 129 584 455 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 215 0 215 215 0 0 0 0 0 0 0 0 0 0

[10Y - more 17 0 17 17 0 0 0 0 0 0 0 0 0 0

Tot 2,625 1,435 2,625 1,189 0 0 0 0 0 0 0 0 0 0

Spain

Slovenia

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.


(mln EUR)


GROSS DIRECT LONG


of provisions)

(1)




(1)


of which: loans

and advances

of which: AFS

banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


31/12/2013


31/12/2013


at 31/12/2013


value at 31/12/2013



Fair-value at


Fair-value at


Fair-value at



(-)

Austria

Notional value

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 33 33 33 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 30 30 30 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 94 94 94 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 14 14 14 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 97 97 97 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 267 267 267 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 4 4 4 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 30 30 30 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 173 173 173 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 450 450 450 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 158 158 158 0 0 0 0 0 0 0 0 0 0 0

Tot 814 814 814 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 7 7 7 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 7 7 7 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Tot 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 3 3 3 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 4 4 4 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 63 63 63 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 42 42 42 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 12 12 12 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 51 51 51 0 0 0 0 0 0 0 0 0 0 0Tot 175 175 175 0 0 0 0 0 0 0 0 0 0 0

Notes and definitions

(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees

(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities. (3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet). 'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

Latin America and the

Caribbean

Africa

Others

Middle East

China

Switzerland

Other advanced economies

non EEA

Other Central and eastern

Europe countries non EEA

2014 EU-wide Stress TestCapital

(mln EUR) CRR / CRDIV DEFINITION OF CAPITAL As of 31/12/2013 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 COREP CODE REGULATION

A OWN FUNDS 14,924 14,089 14,207 14,189 13,932 13,606 13,205 CA1 {1} Articles 4(118) and 72 of CRR

A.1COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying

transitional adjustments)12,360 12,068 12,011 11,699 12,011 11,534 10,905 CA1 {1.1.1} Article 50 of CRR

A.1.1Capital instruments eligible as CET1 Capital (including share premium and net own

capital instruments)3,888 3,888 3,888 3,888 3,888 3,888 3,888 CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)

and 42 of CRR

A.1.1.1 Of which: CET1 instruments subscribed by Government 0 0 0 0 0 0 0 - -

A.1.2 Retained earnings 2,847 2,847 2,847 2,847 2,476 2,295 2,047 CA1 {1.1.1.2}Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)

of CRR

A.1.3 Accumulated other comprehensive income -472 -383 -315 -293 -218 -239 -285 CA1 {1.1.1.3} Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

A.1.3.1 Of which: arising from unrealised gains/losses from Sovereign exposure in AFS

portfolio108 108 108 108 -149 -82 -125 - -

A.1.3.2 Of which: arising from unrealised gains/losses from the rest of AFS portfolio -146 -140 -136 -134 -228 -277 -310 - -

A.1.4 Other Reserves 3,416 3,416 3,416 3,416 3,416 3,416 3,416 CA1 {1.1.1.4} Articles 4(117) and 26(1) point (e) of CRR

A.1.5 Funds for general banking risk 0 0 0 0 0 0 0 CA1 {1.1.1.5} Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6 Minority interest given recognition in CET1 capital 5 5 5 5 5 5 5 CA1 {1.1.1.7} Article 84 of CRR

A.1.7Adjustments to CET1 due to prudential filters excluding those from unrealised

gains/losses from AFS portfolio-45 -45 -45 -45 -45 -45 -45 CA1 {1.1.1.9} Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8Adjustments to CET1 due to prudential filters from unrealised gains/losses from

Sovereign Exposure in AFS portfolio-13 -13 -13 -13 -13 -13 -13 -

A.1.9 (-) Intangible assets (including Goodwill) -161 -161 -161 -161 -161 -161 -161CA1 {1.1.1.10 +

1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles

4(115), 36(1) point (b) and 37 point (a) of CCR

A.1.10(-) DTAs that rely on future profitability and do not arise from temporary

differences net of associated DTLs -122 -122 -122 -122 -100 -56 0 CA1 {1.1.1.12} Articles 36(1) point (c) and 38 of CRR

A.1.11 (-) IRB shortfall of credit risk adjustments to expected losses -490 -323 -232 -235 -354 -405 -495 CA1 {1.1.1.13} Articles 36(1) point (d), 40 and 159 of CRR

A.1.12 (-) Defined benefit pension fund assets 0 0 0 0 0 0 0 CA1 {1.1.1.14} Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.13 (-) Reciprocal cross holdings in CET1 Capital 0 0 0 0 0 0 0 CA1 {1.1.1.15} Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.14 (-) Excess deduction from AT1 items over AT1 Capital 0 0 0 0 0 0 0 CA1 {1.1.1.16} Article 36(1) point (j) of CRR

A.1.15(-) Deductions related to assets which can alternatively be subject to a 1.250% risk

weight-123 -123 -123 -123 -123 -123 -123

CA1 {1.1.1.17 to

1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point

(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)

of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and

A.1.15.1 Of which: from securitisation positions (-) -123 -123 -123 -123 -123 -123 -123 CA1 {1.1.1.18.1}Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point

(b) and 258 of CRR

A.1.16(-) Holdings of CET1 capital instruments of financial sector entities where the

institiution does not have a significant investment0 0 0 0 0 0 0 CA1 {1.1.1.22}

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and

79 of CRR

A.1.17(-) Deductible DTAs that rely on future profitability and arise from temporary

differences0 0 0 0 0 0 0 CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and

48(2) of CRR

A.1.18(-) Holdings of CET1 capital instruments of financial sector entities where the

institiution has a significant investment-38 -38 -38 -38 -38 -38 -38 CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);

49(1) to (3) and 79 of CRR

A.1.19 (-) Amount exceding the 17.65% threshold 0 0 0 0 0 0 0 CA1 {1.1.1.25} Article 470 of CRR

A.1.20 Transitional adjustments 3,667 3,119 2,903 2,572 3,277 3,009 2,709CA1 {1.1.1.6 + 1.1.8 +

1.1.26}-

A.1.20.1 Transitional adjustments due to grandfathered CET1 Capital instruments (+/-) 3,000 3,000 3,000 3,000 3,000 3,000 3,000 CA1 {1.1.1.6}

Articles 483(1) to (3), and 484 to 487 of CRR

A.1.20.2 Transitional adjustments due to additional minority interests (+/-) 19 19 13 7 19 13 7 CA1 {1.1.1.8}

Articles 479 and 480 of CRR

A.1.20.3Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign

exposure in AFS (+/-)648 100 -110 -435 258 -4 -298 CA1 {1.1.1.26}

Articles 469 to 472, 478 and 481 of CRR

A.2ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional

adjustments)175 0 7 170 0 0 75 CA1 {1.1.2} Article 61 of CRR

A.2.1 Of which: (+) Other existing support government measures 0 0 0 0 0 0 0 - -

A.3 TIER 1 CAPITAL (net of deductions and after transitional adjustments) 12,535 12,068 12,018 11,869 12,011 11,534 10,980 CA1 {1.1} Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 2,389 2,021 2,189 2,320 1,921 2,072 2,225 CA1 {1.2} Article 71 of CRR

B TOTAL RISK EXPOSURE AMOUNT 93,669 93,645 94,035 94,296 106,305 113,519 116,413 CA2 {1} Articles 92(3), 95, 96 and 98 of CRR

B.1of which: stemming from exposures that fall below the 10% / 15% limits for

CET1 deduction (+)273 0 0 0 0 0 0

Articles 36(1) points (a) and (i); Article 38 and Article 48 of

CRR

B.2 of which: stemming from from CVA capital requirements (+) 1,476 0 0 0 0 0 0 Article 381 to 386 of CRR

B.3of which: stemming from higher asset correlation parameter against exposures

to large financial institutions under IRB the IRB approaches to credit risk (+)1,923 0 0 0 0 0 0 Articles 153(2) of CRR

B.4of which: stemming from the application of the supporting factor to increase

lending to SMEs (-)0 0 0 0 0 0 0 Recital (44) of CRR

B.5

of which: stemming from the effect of exposures that were previously part of

Risk Exposure amount and receive a deduction treatment under CRR/CRDIV (-

)

-1,538 0 0 0 0 0 0 -

B.6 of which: others subject to the discretion of National Competent Authorities 0 0 0 0 0 0 0 Article 124 to 164 of CRR

C.1 Common Equity Tier 1 Capital ratio 13.20% 12.89% 12.77% 12.41% 11.30% 10.16% 9.37% CA3 {1} -

C.2 Tier 1 Capital ratio 13.38% 12.89% 12.78% 12.59% 11.30% 10.16% 9.43% CA3 {3} -

C.3 Total Capital ratio 15.93% 15.05% 15.11% 15.05% 13.11% 11.99% 11.34% CA3 {5} -

D Common Equity Tier 1 Capital Threshold 7,492 7,523 7,544 5,847 6,244 6,403

ETotal amount of instruments with mandatory conversion into ordinary shares upon

a fixed date in the 2014 -2016 period (cumulative conversions) (1)0 0 0 0 0 0

F

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under

the CRR provisions that convert into Common Equity Tier 1 or are written down

upon a trigger event (2)

0 0 0

F.1Of which: eligible instruments whose trigger is above CET1 capital ratio in the

adverse scenario (2)0 0 0

G Fully Loaded Common Equity Tier 1 Capital ratio (3) 9.68% 7.04%

(1) Conversions not considered for CET1 computation(2) Excluding instruments included in E(3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

Memorandum items


OWN FUNDS

OWN FUNDS

REQUIREMENTS

CAPITAL RATIOS (%) -

Transitional period

2014 EU-wide Stress Test - Restructuring scenarios

(mln EUR)

2013 0 0

2014 0 0 0 0

2015 0 0 0 0

2016 0 0 0 0

Total 0 0 0 0

Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.

Baseline scenario Adverse scenarioNarrative description of the transactions. (type, date of

completion/commitment, portfolios, subsidiaries, branches) CET1 impact

Risk exposure

amount impactCET1 impact

Risk exposure

amount impact


Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013

(mln EUR)

As of

31/12/2013

As of

31/12/2014

As of

31/12/2015

As of

31/12/2016

As of

31/12/2014

As of

31/12/2015

As of

31/12/2016

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)

TOTAL RISK EXPOSURE AMOUNT

COMMON EQUITY TIER 1 RATIO #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!

Baseline scenario Adverse scenario


Impact on Common

Equity Tier 1

Million EUR

Raising of capital instruments eligible as CET1 capital (+) 0

Repayment of CET1 capital, buybacks (-) 0

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+) 0

Impact on Additional

Tier 1 and Tier 2

Million EUR

Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse

scenario during the stress test horizon (+/-)0

Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse

scenario during the stress test horizon (+/-)0

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-) 0

Other material losses and provisions from 1 January to 30 September 2014 (-) 0

Major Capital Measures from 1 January to 30 September 2014

Losses

Net issuance of Additional Tier 1 and T2 Instruments

Issuance of CET 1 Instruments

Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014

2014 EU-wide Stress Test · Retail 015,098 676 4,706 354 4,607 533 2,378 366 7 263 23 273 0.31% 914...

Documents

Transcript of 2014 EU-wide Stress Test · Retail 015,098 676 4,706 354 4,607 533 2,378 366 7 263 23 273 0.31% 914...