2014 eu-wide stress test · bank name be - dexia nv lei code d3k6hxmbbb6sk9oxh394 be nuk_wl_nr_xx...

Bank Name BE - Dexia NV

LEI Code D3K6HXMBBB6SK9OXH394

BE

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 -945 Operating profit before impairments -945

Impairment losses on financial and non-financial assets in the banking book 332 Impairment losses on financial and non-financial assets in the banking book 332

Common Equity Tier 1 capital (1) 8,507 Common Equity Tier 1 capital (1) 8,507

Total Risk Exposure (1) 53,839 Total Risk Exposure (1) 53,839

Common Equity Tier 1 ratio, % (1) 15.8% Common Equity Tier 1 ratio, % (1) 15.8%

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 -1,817 3 yr cumulative operating profit before impairments -988

3 yr cumulative impairment losses on financial and non-financial assets in the banking book 1,111 3 yr cumulative impairment losses on financial and non-financial assets in the banking book 475

3 yr cumulative losses from the stress in the trading book 524 3 yr cumulative losses from the stress in the trading book 385

Valuation losses due to sovereign shock after tax and prudential filters 1,533 Common Equity Tier 1 capital (1) 5,447

Common Equity Tier 1 capital (1) 3,058 Total Risk Exposure (1) 50,567

Total Risk Exposure (1) 61,764 Common Equity Tier 1 ratio, % (1) 10.8%

Common Equity Tier 1 ratio, % (1) 5.0%

Memorandum items mln EUR

Memorandum items mln EUR Common EU wide CET1 Threshold (8.0%) 4,045

Common EU wide CET1 Threshold (5.5%) 3,397

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

(*) Taking into account the Orderly Resolution Plan of this institution, which benefits from a State Guarantee, there is no need to proceed with capital raising following the comprehensive assessment results.

(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

BE - Dexia NV

(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

BE - Dexia NV

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

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Central banks and central governments 0 0 30,111 36 32,586 53 0 0 7,945 2 2,837 43 0 0 20 0 7 8 0.01% 68 15.57% 0.03% 113 20.25% 0.04% 155 22.55% 0.20% 159 36.05% 0.20% 281 37.68% 0.20% 394 38.35%

Institutions 0 0 69,584 904 11,959 288 0 0 9,091 62 1,875 232 0 0 206 190 54 24 0.03% 427 31.98% 0.04% 476 26.98% 0.04% 516 24.46% 0.05% 468 28.53% 0.08% 627 25.35% 0.10% 783 25.44%

Corporates 0 0 22,767 948 8,967 109 0 0 8,446 16 6,196 102 0 0 154 286 69 66 0.05% 524 31.13% 0.12% 567 30.71% 0.14% 616 30.57% 0.08% 540 31.80% 0.18% 616 32.17% 0.22% 700 33.13%

Corporates - Of Which: Specialised Lending 0 0 13,641 539 790 4 0 0 4,363 13 702 4 0 0 125 185 21 4 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Corporates - 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 -

Retail 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 3 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10%

Retail - Secured on real estate property 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 - - 0 -

Retail - Secured on real estate property - Of

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-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 -

Retail - Qualifying Revolving 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Retail - Other Retail 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 3 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10%

Retail - Other Retail - Of Which: SME 0 0 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 3 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10% 0.00% 3 78.10%

Retail - Other Retail - Of Which: non-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 4 51 775 0 0 0 6 0 1,188 0 0 0 2 27 32 0 0.02% 2 56.13% 0.07% 5 66.93% 0.10% 9 71.43% 0.11% 5 65.17% 1.47% 22 91.36% 1.20% 42 99.65%

Securitisation 0 0 5,892 152 0 0 0 0 4,292 1,061 0 0 0 0 119 67 0 0

Other non-credit obligation assets 0 0 308 0 2,550 10 0 0 138 0 1,084 14 0 0 0 0 0 0

TOTAL 0 0 128,666 2,092 56,839 460 0 0 29,919 1,142 13,181 393 0 0 501 571 162 101 0.03% 1,024 30.71% 0.05% 1,164 28.53% 0.06% 1,299 27.41% 0.11% 1,174 31.10% 0.15% 1,549 30.53% 0.16% 1,921 31.32%

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

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Central banks and central governments 0 0 15,299 19 349 0 0 0 3,242 2 70 0 0 0 9 0 0 0 - 32 0.24% 0.11% 73 15.02% 0.11% 109 21.54% 0.85% 118 38.35% 0.82% 230 40.10% 0.79% 333 40.82%

Institutions 0 0 12,463 26 85 0 0 0 1,296 2 85 0 0 0 44 0 0 0 0.07% 27 5.40% 0.06% 34 5.70% 0.05% 41 5.83% 0.07% 31 5.61% 0.08% 49 6.75% 0.10% 69 8.45%

Corporates 0 0 1,441 29 538 15 0 0 793 0 531 22 0 0 5 20 21 1 0.03% 29 49.07% 0.06% 32 49.81% 0.08% 35 50.36% 0.04% 30 49.24% 0.08% 33 49.18% 0.11% 35 46.84%

Corporates - Of Which: Specialised Lending 0 0 454 29 0 0 0 0 204 0 0 0 0 0 4 20 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 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: 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-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 -


Retail - Other Retail 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

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 26 0 0 0 0 0 64 0 0 0 0 0 3 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 0 0 129 0 0 0 0 0 65 0 0 0 0 0 1 0 0 0

Other non-credit obligation assets 0 0 27 0 135 0 0 0 6 0 132 0 0 0 0 0 0 0

TOTAL 0 0 29,360 74 1,134 15 0 0 5,401 4 882 22 0 0 58 20 24 1 0.06% 88 12.88% 0.08% 140 13.52% 0.08% 185 14.05% 0.41% 179 27.93% 0.40% 312 28.72% 0.40% 436 29.67%



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Central banks and central governments 0 0 2,127 17 675 10 0 0 0 0 133 14 0 0 0 0 0 5 0.00% 11 107.60% 0.01% 12 91.03% 0.01% 12 79.30% 0.01% 11 105.56% 0.01% 12 87.47% 0.01% 12 75.18%

Institutions 0 0 14,961 435 1,182 71 0 0 1,311 2 244 100 0 0 40 8 0 19 0.02% 52 5.76% 0.02% 73 6.07% 0.02% 93 6.37% 0.04% 71 6.02% 0.06% 155 6.85% 0.08% 241 8.59%

Corporates 0 0 7,828 247 1,153 29 0 0 2,371 14 1,118 43 0 0 38 68 2 7 0.02% 106 29.78% 0.03% 108 29.81% 0.03% 112 29.86% 0.04% 108 30.30% 0.06% 113 30.33% 0.06% 118 30.34%

Corporates - Of Which: Specialised Lending 0 0 2,635 48 25 0 0 0 736 11 25 0 0 0 15 2 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 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: 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-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 -





Equity 0 0 3 0 177 0 0 0 5 0 266 0 0 0 0 0 9 0 0.05% 1 51.49% 0.13% 1 64.68% 0.10% 2 63.28% 0.06% 1 51.95% 0.39% 4 77.63% 0.81% 9 97.81%

Securitisation 0 0 115 0 0 0 0 0 91 0 0 0 0 0 0 0 0 0


TOTAL 0 0 25,209 699 3,517 110 0 0 3,786 16 2,091 157 0 0 78 77 11 32 0.02% 169 14.77% 0.03% 194 14.79% 0.02% 219 14.88% 0.04% 192 14.68% 0.06% 284 15.14% 0.07% 380 16.26%



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Central banks and central governments 0 0 1,861 0 632 0 0 0 0 0 126 0 0 0 0 0 1 0 0.00% 0 22.14% 0.00% 0 29.45% 0.00% 1 34.81% 0.00% 0 21.90% 0.00% 1 23.91% 0.01% 1 26.54%

Institutions 0 0 12,654 365 190 0 0 0 1,687 44 51 0 0 0 36 165 4 0 0.00% 187 54.24% 0.01% 188 54.18% 0.01% 189 54.16% 0.01% 188 53.97% 0.01% 189 53.76% 0.02% 192 53.88%

Corporates 0 0 1,006 333 4,150 45 0 0 496 0 1,891 17 0 0 9 106 15 42 0.17% 141 29.26% 0.44% 162 29.53% 0.51% 189 30.29% 0.24% 147 30.26% 0.64% 188 32.71% 0.87% 248 36.48%



Retail 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: 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-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 -





Equity 0 0 1 0 55 0 0 0 1 0 82 0 0 0 1 0 9 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -

Securitisation 0 0 4,030 14 0 0 0 0 1,809 26 0 0 0 0 40 12 0 0


TOTAL 0 0 19,581 712 5,032 54 0 0 3,992 70 2,154 32 0 0 86 283 28 42 0.04% 329 39.71% 0.13% 351 39.05% 0.14% 378 38.85% 0.07% 336 40.16% 0.19% 378 40.65% 0.25% 441 42.40%



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Central banks and central governments 0 0 249 0 19,088 23 0 0 0 0 0 0 0 0 0 0 0 0 0.00% 0 1.30% 0.00% 1 3.54% 0.00% 2 6.01% 0.00% 0 1.96% 0.01% 1 5.52% 0.01% 2 8.37%

Institutions 0 0 2,114 7 2,909 0 0 0 605 5 192 0 0 0 14 0 0 0 0.00% 3 1.99% 0.02% 6 5.77% 0.03% 9 10.68% 0.01% 6 2.70% 0.06% 21 15.33% 0.30% 40 45.21%

Corporates 0 0 332 77 324 0 0 0 178 0 324 0 0 0 5 11 0 0 0.04% 15 15.26% 0.07% 16 15.55% 0.11% 17 15.69% 0.07% 16 15.91% 0.14% 17 16.76% 0.18% 18 17.16%



Retail 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: 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-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 -





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 11 0 0 0 0 0 12 0 0 0 0 0 1 0 0 0


TOTAL 0 0 2,707 85 22,506 23 0 0 795 5 529 0 0 0 19 11 0 0 0.00% 18 11.34% 0.01% 22 12.22% 0.01% 27 13.15% 0.00% 22 11.99% 0.02% 39 14.32% 0.04% 61 19.16%



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Central banks and central governments 0 0 535 0 168 6 0 0 546 0 34 8 0 0 0 0 0 1 0.06% 1 -37.92% 0.09% 2 -74.30% 0.10% 2 -246.29% 0.23% 2 -97.28% 0.24% 3 1076.82% 0.25% 4 148.98%

Institutions 0 0 14,447 47 1,346 217 0 0 1,009 2 405 133 0 0 23 10 11 5 0.06% 55 13.39% 0.05% 58 11.64% 0.04% 62 10.95% 0.13% 61 11.51% 0.10% 70 10.61% 0.08% 77 10.76%

Corporates 0 0 2,080 105 913 0 0 0 1,121 0 912 0 0 0 56 45 27 0 0.07% 152 48.06% 0.12% 157 44.56% 0.14% 162 41.33% 0.10% 153 47.68% 0.19% 163 43.11% 0.19% 168 39.86%

Corporates - Of Which: Specialised Lending 0 0 1,992 62 489 0 0 0 1,012 0 487 0 0 0 56 39 18 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 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: 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-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 -





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 0 732 0 0 0 0 0 1,096 0 0 0 0 0 47 0 0 0


TOTAL 0 0 17,820 152 2,435 222 0 0 3,865 2 1,358 141 0 0 127 55 38 5 0.06% 208 28.32% 0.07% 217 24.55% 0.07% 226 22.58% 0.12% 217 24.39% 0.12% 235 21.42% 0.11% 249 20.42%


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





France

United States

Germany

BE - Dexia NV


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 as of 31/12/2016

Italy

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) 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

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) Baseline Scenario Adverse Scenario

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

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

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

Spain

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

31/12/2013)


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

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


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Central banks and central governments 0 0 66 0 4,967 0 0 0 0 0 1,364 0 0 0 0 0 0 0 0.01% 0 10.54% 0.01% 1 10.46% 0.01% 1 10.38% 0.01% 1 10.54% 0.01% 1 10.47% 0.01% 2 10.41%

Institutions 0 0 6,284 9 388 0 0 0 347 1 91 0 0 0 18 6 0 0 0.00% 7 57.17% 0.01% 8 44.92% 0.01% 9 38.12% 0.02% 8 52.47% 0.13% 17 58.86% 0.10% 27 70.43%

Corporates 0 0 5,766 59 726 0 0 0 1,674 0 327 0 0 0 13 14 0 0 0.02% 21 24.32% 0.04% 26 24.84% 0.06% 32 25.83% 0.04% 24 25.79% 0.09% 33 26.95% 0.07% 39 27.67%

Corporates - Of Which: Specialised Lending 0 0 4,178 0 0 0 0 0 796 0 0 0 0 0 10 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -


Retail 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: 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-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 -





Equity 0 0 0 0 249 0 0 0 0 0 374 0 0 0 0 0 9 0 0.01% 1 68.85% 0.06% 3 80.09% 0.11% 6 86.41% 0.19% 3 68.61% 2.99% 17 93.86% 2.22% 32 101.49%

Securitisation 0 0 222 47 0 0 0 0 300 532 0 0 0 0 2 5 0 0


TOTAL 0 0 12,339 116 6,331 0 0 0 2,322 533 2,157 0 0 0 33 25 9 0 0.01% 30 28.93% 0.02% 37 27.35% 0.03% 47 26.75% 0.03% 36 29.67% 0.11% 68 36.05% 0.09% 100 41.08%



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Central banks and central governments 0 0 1,228 0 1,480 0 0 0 49 0 0 0 0 0 0 0 0 0 0.00% 0 4.31% 0.00% 0 4.22% 0.00% 0 4.14% 0.00% 0 4.31% 0.00% 0 4.22% 0.00% 0 4.14%

Institutions 0 0 1,352 0 2,621 0 0 0 839 0 262 0 0 0 0 0 0 0 0.01% 0 61.24% 0.01% 1 57.09% 0.01% 1 54.53% 0.08% 3 61.73% 0.09% 7 69.87% 0.11% 11 79.70%

Corporates 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 - 0 - - 0 - - 0 - - 0 - - 0 - - 0 -



Retail 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: 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-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 -





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 0 0 2,580 0 4,101 0 0 0 888 0 262 0 0 0 0 0 0 0 0.01% 0 33.81% 0.01% 1 30.97% 0.01% 1 30.04% 0.06% 3 55.55% 0.07% 7 62.43% 0.08% 11 70.98%



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 0 0 1,796 0 6 3 0 0 2,276 0 1 3 0 0 5 0 0 2 0.66% 8 41.83% 0.65% 8 43.16% 0.63% 9 44.18% 3.88% 10 46.23% 3.51% 13 49.40% 3.16% 16 51.89%

Institutions 0 0 1,028 0 971 0 0 0 182 0 48 0 0 0 5 0 39 0 0.11% 59 14.95% 0.16% 67 16.85% 0.18% 72 18.07% 0.12% 59 15.10% 0.19% 69 17.03% 0.21% 75 18.56%

Corporates 0 0 242 0 153 0 0 0 118 0 153 0 0 0 4 0 0 0 0.04% 4 18.05% 0.07% 4 17.12% 0.07% 4 16.34% 0.05% 4 18.49% 0.11% 4 18.07% 0.10% 4 17.79%



Retail 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: 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-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 -





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 0 144 0 0 0 0 0 117 0 0 0 0 0 3 0 0 0


TOTAL 0 0 3,210 0 1,130 3 0 0 2,693 0 202 3 0 0 17 0 39 2 0.12% 71 22.97% 0.17% 79 21.65% 0.18% 85 21.62% 0.24% 73 27.70% 0.31% 86 26.47% 0.31% 95 26.82%



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 0 0 1,788 0 411 0 0 0 289 0 142 0 0 0 15 0 0 0 0.01% 0 26.63% 0.01% 0 25.10% 0.01% 0 24.58% 0.01% 0 27.11% 0.04% 0 30.15% 0.14% 1 51.68%

Corporates 0 0 100 0 143 0 0 0 136 0 110 0 0 0 1 0 0 0 0.05% 1 37.00% 0.09% 2 36.44% 0.16% 2 36.54% 0.06% 1 36.65% 0.13% 2 36.48% 0.18% 2 37.00%



Retail 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: 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-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 -





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 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


TOTAL 0 0 2,015 0 1,933 0 0 0 426 0 255 0 0 0 16 0 0 0 0.01% 2 40.55% 0.03% 3 44.86% 0.03% 5 46.88% 0.02% 2 39.49% 0.04% 3 44.30% 0.06% 6 54.55%



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 0 0 170 1 142 0 0 0 23 0 28 0 0 0 1 0 0 0 0.00% 0 0.64% 0.01% 0 1.98% 0.02% 0 4.58% 0.00% 0 0.65% 0.01% 0 2.16% 0.02% 0 4.75%

Corporates 0 0 761 0 2 0 0 0 200 0 2 0 0 0 2 0 0 0 -0.01% 1 -5.71% -0.01% 1 -5.21% -0.02% 1 -5.50% -0.01% 1 -5.68% -0.01% 1 -5.18% -0.02% 1 -5.48%



Retail 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: 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-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 -





Equity 0 0 0 0 9 0 0 0 0 0 14 0 0 0 0 0 0 0 0.02% 0 63.28% 0.04% 0 68.41% 0.05% 0 74.71% 0.02% 0 63.28% 0.04% 0 68.41% 0.05% 0 74.71%

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


TOTAL 0 0 931 1 1,403 0 0 0 223 0 129 0 0 0 4 0 0 0 0.00% 1 -0.84% 0.00% 1 -1.25% 0.00% 1 -1.36% 0.00% 1 -0.80% 0.00% 1 -0.75% 0.00% 1 -0.77%







United Kingdom

Japan

Portugal

Canada

Belgium

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


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

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

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 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

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 -92 157 241 198 51 150 73

Net trading income -187 -110 -71 -256 -151 -99

of which trading losses from stress scenarios -193 -116 -77 -262 -157 -105

Other operating income -270 -142 121 106 -469 101 74

Operating profit before impairments -945 -625 -167 -196 -1,128 -317 -372

Impairment of financial assets (-) -332 -191 -146 -138 -345 -387 -379

Impairment of financial assets other than instruments designated at fair value

through P&L (-)-279 -191 -146 -138 -345 -387 -379

Impairment Financial assets designated at fair value through P&L (-) -54 0 0 0 0 0 0

Impairment on non financial assets (-) 0 0 0 0 0 0 0

Operating profit after impairments from stress scenarios -1,278 -816 -313 -334 -1,473 -704 -751

Other Income and expenses -106 93 0 0 93 0 0

Pre-Tax profit -1,384 -723 -313 -334 -1,380 -704 -751

Tax 39 -19 -25 -24 -19 -20 -20

Net income -1,345 -742 -338 -358 -1,399 -724 -770

Attributable to owners of the parent -1,347 -729 -342 -361 -1,347 -701 -744

of which carried over to capital through retained earnings -1,347 -729 -342 -362 -1,347 -701 -744

of which distributed as dividends 0 0 0 1 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 44,633 46,108 44,535 43,592 49,855 52,435 53,203

Risk exposure amount Securitisation and re-securitisations 5,351 5,985 5,539 5,209 7,367 7,372 7,145

Risk exposure amount Other credit risk 39,282 40,124 38,996 38,383 42,488 45,063 46,058

Risk exposure amount for market risk 6,681 6,601 6,468 6,319 7,520 7,631 7,561

Risk exposure amount for operational risk 2,525 694 474 656 1,000 1,000 1,000

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 53,839 53,403 51,478 50,567 58,376 61,065 61,764


(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 6,044

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

Correlation Trading Portfolio (CRM) 0

Total 6,044

Banking Book 5,351 5,985 5,539 5,209 7,367 7,372 7,145

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

Total 5,351 5,985 5,539 5,209 7,367 7,372 7,145

Hold to Maturity porfolio 187 221 226 229 224 237 243

Available for Sale porfolio 0 0 0 0 0 0 0

Held for trading portfolio

Total 187 221 226 229 224 237 243


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 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 [ 99 79 99 6 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 13 0 0 0 0 0 0 0 0 0 0

Tot 99 79 99 20 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 [ 91 0 91 90 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 [ 20 20 20 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 30 -7 0 0 0 0

[10Y - more 249 249 249 0 0 0 0 0 0 0 0 0 0 0

Tot 360 269 360 90 0 0 0 0 30 -7 0 0 0 0

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

[ 3M - 1Y [ 48 0 48 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 0 0 0 48 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 48 0 48 48 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 [ 125 0 125 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 92 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 [ 21 0 21 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 146 0 146 112 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 [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 11 11 11 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 [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 9 9 9 0 0 0 0 0 0 0 0 0 0 0

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

[10Y - more 19 19 19 0 0 0 0 0 0 0 0 0 0 0

Tot 45 45 45 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 17 17 17 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 185 9 185 177 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 31 31 31 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 16 16 16 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 52 52 52 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 211 211 211 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 2,036 2,034 2,036 0 0 0 0 0 0 0 0 0 0 0

Tot 2,549 2,370 2,549 177 0 0 0 0 0 0 0 0 0 0

Czech Republic

Denmark

Estonia

Finland

France

Austria

Belgium

Bulgaria

Cyprus

Notional valueFair-value at

31/12/2013 (+)Notional value

Fair-value at

31/12/2013 (-)Notional value

Fair-value at


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)

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


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

[ 0 - 3M [ 43 43 43 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 477 373 477 102 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 591 591 591 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 792 792 792 0 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 1,473 1,473 1,473 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 1,749 1,749 1,749 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 11,916 11,916 11,916 0 0 0 0 0 0 0 0 0 0 0

Tot 17,042 16,938 17,042 102 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 [ 127 0 127 74 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 69 13 69 121 0 0 0 0 0 0 73 0 0 0

[ 1Y - 2Y [ 160 0 160 127 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 196 0 196 350 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 260 0 260 247 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 192 0 192 188 0 0 0 0 0 0 0 0 0 0

[10Y - more 59 59 59 0 0 0 0 0 0 0 0 0 0 0

Tot 1,062 72 1,062 1,107 0 0 0 0 0 0 73 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 [ 578 38 578 99 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 105 67 105 502 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 372 333 372 7 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 1,219 1,067 1,219 31 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 1,262 984 1,262 194 0 0 0 0 0 0 0 0 0 0

[10Y - more 11,212 7,218 11,212 3,665 0 0 2,986 445 0 0 803 54 803 -48

Tot 14,747 9,707 14,747 4,498 0 0 2,986 445 0 0 803 54 803 -48

[ 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 [ 41 0 41 41 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 41 0 41 41 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

Liechtenstein

Latvia

Germany

Greece

Hungary

Iceland

Ireland

Italy

Croatia


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

[ 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 [ 83 0 83 0 0 0 0 0 0 0 0 0 0 0

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

[3Y - 5Y [ 37 0 37 36 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 120 0 120 99 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 [ 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 [ 154 0 154 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 55 0 55 208 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 143 0 143 137 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 1,247 0 1,247 1,176 0 0 0 0 0 0 0 0 0 0

[10Y - more 366 0 366 338 0 0 0 0 0 0 0 0 0 0

Tot 1,965 0 1,965 1,860 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 [ 76 0 76 63 0 0 0 0 0 0 0 0 0 0

[10Y - more 1,720 65 1,720 1,245 0 0 0 0 0 0 0 0 0 0

Tot 1,796 65 1,796 1,308 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 [ 5 5 5 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 [ 110 110 110 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 155 155 155 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

Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

[ 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 [ 2 2 2 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 45 182 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 224 36 224 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 261 29 261 245 0 0 0 0 0 0 0 0 0 0

Tot 533 68 533 427 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 13 13 13 0 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 5 5 5 0 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 84 72 84 12 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 [ 90 90 90 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 192 181 192 12 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 [ 72 0 72 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 72 0 72 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 [ 25 21 25 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 [ 153 139 153 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 [ 73 53 73 19 0 0 0 0 0 0 0 0 0 0

[10Y - more 127 127 127 0 0 0 0 0 0 0 0 0 0 0

Tot 379 341 379 19 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 [ 48 48 48 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 500 500 500 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 [ 18 0 18 20 0 0 0 0 0 0 0 0 0 0

[10Y - more 2,142 932 2,142 1,173 0 0 0 0 0 0 0 0 0 0

Tot 2,708 1,480 2,708 1,193 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 87 0 87 100 0 0 0 0 0 0 0 0 0 0

[ 3M - 1Y [ 0 0 0 2 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 [ 21 21 21 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 112 91 112 14 0 0 0 0 0 0 0 0 0 0

[10Y - more 91 76 91 16 0 0 0 0 0 0 0 0 0 0

Tot 312 188 312 133 0 0 0 0 0 0 0 0 0 0

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

Spain

Slovenia


(mln EUR)

Austria



Fair-value at


Fair-value at



(-)


at 31/12/2013


value at 31/12/2013




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

[ 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 [ 28 0 28 27 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 28 0 28 27 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 [ 43 0 43 40 0 0 0 0 0 0 0 0 0 0

[ 1Y - 2Y [ 10 0 10 7 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 130 77 130 42 0 0 0 0 0 0 0 0 0 0

[3Y - 5Y [ 39 0 39 48 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 116 0 116 136 0 0 0 0 0 0 0 0 0 0

[10Y - more 20 0 20 22 0 0 0 0 0 0 0 0 0 0

Tot 358 77 358 295 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 [ 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 [ 105 0 105 0 0 0 0 0 0 0 0 0 0 0

[10Y - more 0 0 0 104 0 0 0 0 0 0 0 0 0 0

Tot 105 0 105 104 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 [ 11 0 11 11 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 11 0 11 11 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 [ 2 2 2 0 0 0 0 0 0 0 0 0 0 0

[ 2Y - 3Y [ 8 0 8 7 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 [ 8 0 8 8 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 0Tot 18 2 18 15 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 9,070 8,134 6,739 5,447 6,994 4,996 3,058 CA1 {1} Articles 4(118) and 72 of CRR

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

transitional adjustments)8,507 7,948 6,729 5,447 6,901 4,996 3,058 CA1 {1.1.1} Article 50 of CRR

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

capital instruments)7,896 7,896 7,896 7,896 7,896 7,896 7,896 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 5,500 5,500 5,500 5,500 5,500 5,500 5,500 - -

A.1.2 Retained earnings 14,225 13,496 13,154 12,792 12,878 12,177 11,433 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 -6,655 -6,174 -5,757 -5,363 -8,443 -7,350 -6,834 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

portfolio-2,389 -2,144 -2,041 -1,938 -3,163 -2,697 -2,611 - -

A.1.3.2 Of which: arising from unrealised gains/losses from the rest of AFS portfolio -3,382 -3,146 -2,832 -2,541 -4,041 -3,614 -3,223 - -

A.1.4 Other Reserves -12,466 -12,466 -12,466 -12,466 -12,466 -12,466 -12,466 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 339 349 235 185 326 220 190 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 portfolio3,353 3,159 2,469 1,799 3,947 2,967 2,097 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 portfolio1,912 1,715 1,224 775 2,790 1,693 1,079 -

A.1.9 (-) Intangible assets (including Goodwill) -96 -27 -27 -27 -27 -27 -27CA1 {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 0 0 0 0 0 0 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 0 0 0 0 0 0 0 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 -145 0 -115 -310 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

weight0 0 0 0 0 0 0

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 (-) 0 0 0 0 0 0 0 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 investment0 0 0 0 0 0 0 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 0 0 0 0 0 0 0CA1 {1.1.1.6 + 1.1.8 +

1.1.26}-

A.1.20.1 Transitional adjustments due to grandfathered CET1 Capital instruments (+/-) 0 0 0 0 0 0 0 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 (+/-) 0 0 0 0 0 0 0 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 (+/-)0 0 0 0 0 0 0 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)96 77 10 0 77 0 0 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) 8,603 8,024 6,739 5,447 6,978 4,996 3,058 CA1 {1.1} Article 25 of CRR

A.4 TIER 2 CAPITAL (net of deductions and after transitional adjustments) 467 110 0 0 16 0 0 CA1 {1.2} Article 71 of CRR

B TOTAL RISK EXPOSURE AMOUNT 53,839 53,403 51,478 50,567 58,376 61,065 61,764 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 (+)0 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 (+) 0 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 (+)0 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 (-

)

0 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 15.80% 14.88% 13.07% 10.77% 11.82% 8.18% 4.95% CA3 {1} -

C.2 Tier 1 Capital ratio 15.98% 15.03% 13.09% 10.77% 11.95% 8.18% 4.95% CA3 {3} -

C.3 Total Capital ratio 16.85% 15.23% 13.09% 10.77% 11.98% 8.18% 4.95% CA3 {5} -

D Common Equity Tier 1 Capital Threshold 4,272 4,118 4,045 3,211 3,359 3,397

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) 10.77% 4.95%

(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 · bank name be - dexia nv lei code d3k6hxmbbb6sk9oxh394 be nuk_wl_nr_xx...

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