2017 EU-wide Transparency Exercise

Transcription

1 ound_3 5 TRA Bank Name LEI Code Country Code 9ZHRYM6F437SQJ6OUG95 AT Following the downstream merger of Raiffeisen Zentralbank Österreich AG (RZB) into (RBI) on 18/03/2017, the latter became the new parent company of the supervised group as RZB's universal legal successor. For consistency reasons, only June 2017 data will be presented. Ra

2 Capital (mln EUR, %) COREP CODE REGULATION A OWN FUNDS 0 12,100 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) 0 8,936 C (r020,c010) Article 50 of CRR 0 5,964 C (r030,c010) Articles 26(1) points (a) (b), 27 to 29, 36(1) point (f) 42 of CRR A.1.2 Retained earnings 0 5,932 C (r130,c010) Articles 26(1) point (c), 26(2) 36 (1) points (a) (l) of CRR A.1.3 Accumulated other comprehensive income 0-2,468 C (r180,c010) Articles 4(100), 26(1) point (d) 36 (1) point (l) of CRR A.1.4 Other Reserves C (r200,c010) Articles 4(117) 26(1) point (e) of CRR A.1.5 Funds for general banking risk 0 0 C (r210,c010) Articles 4(112), 26(1) point (f) 36 (1) point (l) of CRR A.1.6 Minority interest given recognition in CET1 capital C (r230,c010) Article 84 of CRR A.1.7 Adjustments to CET1 due to prudential filters 0-41 C (r250,c010) Articles 32 to 35 of 36 (1) point (l) of CRR A.1.8 (-) Intangible assets (including Goodwill) 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 0-5 C (r370,c010) Articles 36(1) point (c) 38 of CRR A.1.10 (-) IRB shortfall of credit risk to expected losses 0-60 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 0-34 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 0-21 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 (-) 0-21 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 (+/-) 0-15 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 ) 0 0 C (r530,c010) Article 61 of CRR A.2.1 Additional Tier 1 Capital instruments 0 21 C (r540,c010) + C (r670,c010) A.2.2 (-) Excess deduction from T2 items over T2 capital 0 0 C (r720,c010) A.2.3 Other Additional Tier 1 Capital components deductions 0 34 A.2.4 Additional Tier 1 transitional 0-56 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 ) 0 8,936 C (r015,c010) Article 25 of CRR A.4 TIER 2 CAPITAL (net of deductions after transitional ) 0 3,164 C (r750,c010) Article 71 of CRR A.4.1 Tier 2 Capital instruments 0 2,984 C (r760,c010) + C (r890,c010) A.4.2 Other Tier 2 Capital components deductions A.4.3 Tier 2 transitional 0 1 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 0 69,021 C (r010,c010) Articles 92(3), 95, of CRR B.1 Transitional included 0 5 C (r010;c040) C.1 COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period) #DIV/0! 12.95% CA3 {1} - CAPITAL RATIOS (%) Transitional period C.2 TIER 1 CAPITAL RATIO (transitional period) #DIV/0! 12.95% CA3 {3} - C.3 TOTAL CAPITAL RATIO (transitional period) #DIV/0! 17.53% CA3 {5} - CET1 Capital Fully loaded CET1 RATIO (%) D COMMON EQUITY TIER 1 CAPITAL (fully loaded) 0 8,840 [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) #DIV/0! 12.81% [D.1]/[B-B.1] - (1) Fully loaded CET1 capital ratio estimation based on the formulae stated in column COREP CODE -

3 Leverage ratio (mln EUR, %) As of 31/12/2016 As of 30/06/2017 COREP CODE REGULATION A.1 Tier 1 capital - transitional definition 0 8,936 C (r320,c010) A.2 Tier 1 capital - fully phased-in definition 0 8,862 C (r310,c010) B.1 Total leverage ratio exposures - using a transitional definition of Tier 1 capital 0 157,895 C (r300,c010) B.2 Total leverage ratio exposures - using a fully phased-in definition of Tier 1 capital 0 157,885 C (r290,c010) Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending CRR C.1 Leverage ratio - using a transitional definition of Tier 1 capital 0.0% 5.7% C (r340,c010) C.2 Leverage ratio - using a fully phased-in definition of Tier 1 capital 0.0% 5.6% C (r330,c010)

4 s (mln EUR) As of 31/12/2016 as of 30/06/2017 s for credit risk 0 55,878 for securitisation re-securitisations in the banking book for contributions to the default fund of a CCP 0 0 Other credit risk 0 55,595 for position, foreign exchange commodities (Market risk) 0 3,627 for securitisation re-securitisations in the trading book for Credit Valuation Adjustment for operational risk 0 9,098 Other risk exposure s 0 10 Total Risk Amount 0 69,021 (1) May include hedges, which are not securitisation positions, as per Article of CRR

5 P&L (mln EUR) Interest income 0 2,180 Of which debt income Of which loans income 0 1,907 Interest expenses (Of which deposits expenses) (Of which debt issued expenses) (Expenses on share capital repayable on dem) 0 0 Dividend income 0 84 Net Fee commission income Gains or (-) losses on derecognition of financial assets liabilities not measured at fair value through profit or loss, of non financial assets, net As of 31/12/ Gains or (-) losses on financial assets liabilities held for trading, net 0 94 Gains or (-) losses on financial assets liabilities designated at fair value through profit or loss, net 0-32 Gains or (-) losses from hedge accounting, net 0 4 Exchange differences [gain or (-) loss], net 0 25 Net other operating income /(expenses) 0-52 TOTAL OPERATING INCOME, NET 0 2,461 (Administrative expenses) 0 1,416 (Depreciation) (Provisions or (-) reversal of ) 0-16 (Commitments guarantees given) 0-10 (Other ) 0-7 Of which pending legal issues tax litigation 1 0 Of which restructuring 1 0 As of 30/06/2017 (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) 0 52 (Loans receivables) 0 53 (Held to maturity investments, AFS assets financial assets measured at cost) 0 0 (Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures associates on non-financial assets) 0 33 (of which Goodwill) 0 0 Negative goodwill recognised in profit or loss 0 0 Share of the profit or (-) loss of investments in subsidaries, joint ventures associates 0 39 Profit or (-) loss from non-current assets disposal groups classified as held for sale not qualifying as discontinued operations 0 1 PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS Profit or (-) loss after tax from discontinued operations 0 0 PROFIT OR (-) LOSS FOR THE YEAR Of which attributable to owners of the parent (1) Information available only as of end of the year

6 (mln EUR) As of 31/12/2016 TOTAL RISK EXPOSURE AMOUNT As of 30/06/2017 MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg) PREVIOUS DAY (VaRt-1) MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg) LATEST AVAILABLE (SVaRt-1) 12 WEEKS AVERAGE MEASURE Market Risk 12 WEEKS LAST MEASURE FLOOR AVERAGE MEASURE SA IM IM TOTAL RISK EXPOSURE AMOUNT VaR (Memorum item) STRESSED VaR (Memorum item) INCREMENTAL DEFAULT AND MIGRATION RISK CAPITAL CHARGE ALL PRICE RISKS CAPITAL CHARGE FOR CTP LAST MEASURE MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg) PREVIOUS DAY (VaRt-1) STRESSED VaR (Memorum item) MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg) LATEST AVAILABLE (SVaRt-1) INCREMENTAL DEFAULT AND MIGRATION RISK CAPITAL CHARGE 12 WEEKS AVERAGE MEASURE ALL PRICE RISKS CAPITAL CHARGE FOR CTP 12 WEEKS LAST MEASURE FLOOR AVERAGE MEASURE Traded Instruments 0 1, General risk Specific risk 0 1, Equities General risk Specific risk Foreign exchange risk Commodities risk Total 0 2, ,383 TOTAL RISK EXPOSURE AMOUNT VaR (Memorum item) LAST MEASURE TOTAL RISK EXPOSURE AMOUNT

7 Credit Risk - (mln EUR, %) Consolidated data Central governments or central banks ,737 32,403 1,565 Regional governments or local authorities Public sector entities Multilateral Development Banks ,511 2,056 0 International Organisations Institutions ,904 2, Corporates ,164 7,646 7,290 SME ,469 2,968 2,661 Retail ,416 8,210 5,951 SME ,457 1, Secured by mortgages on immovable property ,982 12,768 5,060 SME ,705 1, s in default , ,802 Covered bonds Collective investments undertakings (CIU) ,237 1,237 2, Other exposures ,289 13,264 2,725 Stardised Total ,324 82,675 26,079 1,977 (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, %) banks Central governments or central ,974 10,226 0 Regional governments or local authorities Public sector entities Institutions ,716 1, Corporates SME Retail SME AUSTRIA Secured by mortgages on immovable property ,886 5,767 2,040 SME s in default Covered bonds Collective investments undertakings (CIU) ,605 Other exposures ,836 8, 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 (mln EUR, %) banks Central governments or central ,159 6,303 0 Regional governments or local authorities Public sector entities Institutions Corporates SME Retail , SME CZECH REPUBLIC Secured by mortgages on immovable property SME s in default Covered bonds 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 2 2 RUSSIAN FEDERATION 3 (mln EUR, %) Central governments or central banks Regional governments or local authorities Public sector entities Institutions Corporates SME Retail ,580 2,043 1,529 SME Secured by mortgages on immovable property ,010 1, SME s in default Covered bonds 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 (mln EUR, %) banks Central governments or central ,585 3,718 8 Regional governments or local authorities Public sector entities Institutions Corporates ,876 2,422 2,332 SME , Retail ,922 1,690 1,224 SME POLAND Secured by mortgages on immovable property ,748 3,708 1,576 SME s in default Covered bonds 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 (mln EUR, %) banks Central governments or central ,493 1,504 0 Regional governments or local authorities Public sector entities Institutions Corporates SME Retail SME SLOVAKIA Secured by mortgages on immovable property SME s in default Covered bonds 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 (mln EUR, %) banks Central governments or central ,366 2, Regional governments or local authorities Public sector entities Institutions Corporates SME Retail SME ROMANIA Secured by mortgages on immovable property SME s in default Covered bonds 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 (mln EUR, %) banks Central governments or central ,931 1,931 0 Regional governments or local authorities Public sector entities Institutions Corporates SME Retail SME HUNGARY Secured by mortgages on immovable property SME s in default Covered bonds 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 (mln EUR, %) banks Central governments or central ,216 1,337 0 Regional governments or local authorities Public sector entities Institutions Corporates SME Retail SME GERMANY Secured by mortgages on immovable property SME s in default Covered bonds 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 (mln EUR, %) banks Central governments or central Regional governments or local authorities Public sector entities Institutions Corporates SME Retail ,299 1, SME CROATIA Secured by mortgages on immovable property SME s in default Covered bonds 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 (mln EUR, %) banks Central governments or central Regional governments or local authorities Public sector entities Institutions Corporates SME Retail SME BULGARIA Secured by mortgages on immovable property SME s in default Covered bonds Collective investments undertakings (CIU) Other exposures Stardised Total (1) exposure, unlike value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value per country of counterparty does not include Securistisation exposures

10 Credit Risk - Consolidated data (mln EUR, %) Central banks central governments , , Institutions , ,040 1, Corporates ,609 2,796 37,550 22, ,693 Corporates - Of Which: Specialised Lending , ,885 4, Corporates - Of Which: SME , ,120 3, Retail , ,414 4, Retail - Secured on real estate property , ,481 2, Retail - Secured on real estate property - Of Which: SME Retail - Secured on real estate property - Of Which: non , ,318 2, Retail - Qualifying Revolving , , Retail - Other Retail , ,637 1, Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-sme , ,960 1, ,818 2, ,799 (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). 1 (mln EUR, %) Central banks central governments Institutions , , Corporates , ,289 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 AUSTRIA 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). 2 (mln EUR, %) Central banks central governments Institutions Corporates , ,152 2, Corporates - Of Which: Specialised Lending , , Corporates - Of Which: SME , Retail , ,481 1, Retail - Secured on real estate property , , Retail - Secured on real estate property - Of Which: SME CZECH REPUBLIC 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). 3 (mln EUR, %) Central banks central governments Institutions , , Corporates , ,497 3, 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 RUSSIAN FEDERATION 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 - 4 (mln EUR, %) Central banks central governments Institutions Corporates Corporates - Of Which: Specialised Lending Corporates - Of Which: SME Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME POLAND 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). 5 (mln EUR, %) Central banks central governments Institutions Corporates , ,586 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 SLOVAKIA 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). 6 (mln EUR, %) Central banks central governments Institutions Corporates , ,054 1, Corporates - Of Which: Specialised Lending Corporates - Of Which: SME , Retail , ,837 1, Retail - Secured on real estate property , , Retail - Secured on real estate property - Of Which: SME ROMANIA 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). 7 (mln EUR, %) Central banks central governments Institutions Corporates , ,900 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 HUNGARY 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 Credit Risk - 8 (mln EUR, %) Central banks central governments Institutions Corporates , ,961 1, Corporates - Of Which: Specialised Lending Corporates - Of Which: SME Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME GERMANY Retail - Secured on real estate property - Of Which: non Retail - 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). 9 (mln EUR, %) Central banks central governments Institutions Corporates , , Corporates - Of Which: Specialised Lending Corporates - Of Which: SME Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME CROATIA Retail - Secured on real estate property - Of Which: non Retail - 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 (mln EUR, %) Central banks central governments Institutions Corporates , , Corporates - Of Which: Specialised Lending Corporates - Of Which: SME Retail , , Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME BULGARIA 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).

13 Sovereign (mln EUR) As of 31/12/2016 Memo: breakdown by accounting portfolio Financial assets: Carrying Amount Country / Region loans debt Held for trading 1 Loans Designated at fair value through profit or loss 2 Loans Available-forsale 3 Loans Loans Receivables 4 Loans Held-tomaturity investments Loans TOTAL - ALL COUNTRIES 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 Note: The information reported covers all exposures to General governments as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting: central governments, state or regional governments, local governments, including administrative bodies non-commercial undertakings, but excluding public companies private companies held by these administrations that have a commercial activity (which shall be reported under non-financial corporations ); social security funds; international organisations, such as the European Community, the International Monetary Fund the Bank for International Settlements. Regions: Other advanced non EEA: Israel, Korea, New Zeal, Russia, San Marino, Singapore Taiwan. Other CEE non EEA: Albania, Bosnia Herzegovina, FYR Macedonia, Montenegro, Serbia Turkey. Middle East: Bahrain, Djibouti, Iran, Iraq, Jordan, Kuwait, Lebanon, Libya, Mauritania, Oman, Qatar, Saudi Arabia, Sudan, Syria, United Arab Emirates Yemen. Latin America: Argentina, Belize, Bolivia, Brazil, Chile, Colombia, Costa Rica, Dominica, Dominican Republic, Ecuador, El Salvador, Grenada, Guatemala, Guyana, Haiti, Honduras, Jamaica, Mexico, Nicaragua, Panama, Paraguay, Peru, St. Kitts Nevis, St. Lucia, St. Vincent the Grenadines, Suriname, Trinidad Tobago, Uruguay, Venezuela. Africa: Algeria, Egypt, Morocco, South Africa Tunisia. (1) Includes "Trading financial assets" portfolio for banks reporting under GAAP (2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP (3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP (4) Includes "Non-trading debt instruments measured at a cost-based method" "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

14 Sovereign (mln EUR) As of 30/06/2017 Memo: breakdown by accounting portfolio Financial assets: Carrying Amount Country / Region loans debt Held for trading 1 Loans Designated at fair value through profit or loss 2 Loans Held-tomaturity investments Available-forsale 3 Loans Loans Receivables 4 Loans Loans TOTAL - ALL COUNTRIES Austria Belgium Bulgaria Croatia Cyprus Czech Republic Denmark Estonia Finl France Germany Greece Hungary Irel Italy Latvia Lithuania Luxembourg Malta Netherls Pol Portugal Romania Slovakia Slovenia Spain Sweden United Kingdom Icel Liechtenstein Norway Switzerl Australia Canada China Hong Kong Japan U.S. Other advanced economies non EEA Other Central eastern Europe countries non EEA Middle East Latin America the Caribbean Africa Others 17, , , , , , , , , , , , , , , , , , , , , Note: The information reported covers all exposures to General governments as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting: central governments, state or regional governments, local governments, including administrative bodies non-commercial undertakings, but excluding public companies private companies held by these administrations that have a commercial activity (which shall be reported under non-financial corporations ); social security funds; international organisations, such as the European Community, the International Monetary Fund the Bank for International Settlements. Regions: Other advanced non EEA: Israel, Korea, New Zeal, Russia, San Marino, Singapore Taiwan. Other CEE non EEA: Albania, Bosnia Herzegovina, FYR Macedonia, Montenegro, Serbia Turkey. Middle East: Bahrain, Djibouti, Iran, Iraq, Jordan, Kuwait, Lebanon, Libya, Mauritania, Oman, Qatar, Saudi Arabia, Sudan, Syria, United Arab Emirates Yemen. Latin America: Argentina, Belize, Bolivia, Brazil, Chile, Colombia, Costa Rica, Dominica, Dominican Republic, Ecuador, El Salvador, Grenada, Guatemala, Guyana, Haiti, Honduras, Jamaica, Mexico, Nicaragua, Panama, Paraguay, Peru, St. Kitts Nevis, St. Lucia, St. Vincent the Grenadines, Suriname, Trinidad Tobago, Uruguay, Venezuela. Africa: Algeria, Egypt, Morocco, South Africa Tunisia. (1) Includes "Trading financial assets" portfolio for banks reporting under GAAP (2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP (3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP (4) Includes "Non-trading debt instruments measured at a cost-based method" "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

15 Performing non-performing exposures (mln EUR, %) Gross carrying Of which performing but past due >30 days <=90 days Of which non-performing 1 Accumulated impairment, accumulated changes in fair value due to credit risk On performing exposures 2 (including at amortised cost fair value) , Central banks General governments , Credit institutions , Other financial corporations Non-financial corporations Loans (including at amortised cost fair value) , ,373 5, ,832 1,025 Central banks , General governments Credit institutions , Other financial corporations , Non-financial corporations , ,266 4, , small medium-sized enterprises at amortised cost , Households , ,008 1, , DEBT INSTRUMENTS other than HFT , ,406 6, ,832 1,025 OFF-BALANCE SHEET EXPOSURES , On nonperforming exposures 3 Collaterals financial guarantees received on nonperforming exposures (1) For the definition of non-performing exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 29 (2) Insitutions report here collective allowances for incurrred but not reported losses (instruments at amortised cost) changes in fair value of performing exposures due to credit risk (instruments at fair value other than HFT) (3) Insitutions report here specific allowances for financial assets, individually collectively estimated (instruments at amortised cost) changes in fair value of NPE due to credit risk (instruments at fair value other than HFT) Gross carrying Of which performing but past due >30 days <=90 days Of which non-performing 1 Accumulated impairment, accumulated changes in fair value due to credit risk On performing exposures 2 On nonperforming exposures 3 Collaterals financial guarantees received on nonperforming exposures

16 (mln EUR, %) Gross carrying of exposures with forbearance Of which nonperforming exposures with forbearance (including at amortised cost fair value) Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans (including at amortised cost fair value) ,109 3,163 1,808 1, Central banks General governments Credit institutions Other financial corporations Non-financial corporations ,991 2,364 1,328 1, small medium-sized enterprises at amortised cost Households , DEBT INSTRUMENTS other than HFT ,110 3,165 1,808 1, 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