2015 EU-wide Transparency Exercise - Société …...2015/11/24 · 2015 EU-wide Transparency Exercise 201412 201506 Capital Société Générale SA CRR / CRDIV DEFINITION OF CAPITAL

Round_3

Master_version_2015 TRA Templates 26102015Bank Name Société Générale SA

Name_of_submitted_file_Name_of_submitted_file_ITS_FR_O2RNE8IBXP4R0TD8PU41.xlsx_08/09/2015 09:27:02LEI Code O2RNE8IBXP4R0TD8PU41

ITS_update_09_Nov_2015 at 09:06:28Country Code FR

Merge_manual_input_09_Nov_2015 at 09:52:22 So

2015 EU-wide Transparency Exercise

2015 EU-wide Transparency Exercise 201412 201506

Capital

Société Générale SA

CRR / CRDIV DEFINITION OF CAPITALAs of

31/12/2014

As of

30/06/2015COREP CODE REGULATION

OWN FUNDS 53,169 57,128 CA1 {1} Articles 4(118) and 72 of CRR

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

transitional adjustments)38,594 39,785 CA1 {1.1.1} Article 50 of CRR

Capital instruments eligible as CET1 Capital (including share premium and net own capital

instruments)18,499 18,911 CA1 {1.1.1.1} Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR

Retained earnings 7,149 6,480 CA1 {1.1.1.2} Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l) of CRR

Accumulated other comprehensive income 1,284 1,150 CA1 {1.1.1.3} Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

Other Reserves 17,571 19,977 CA1 {1.1.1.4} Articles 4(117) and 26(1) point (e) of CRR

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

Minority interest given recognition in CET1 capital 1,304 1,281 CA1 {1.1.1.7} Article 84 of CRR

Adjustments to CET1 due to prudential filters 301 -198 CA1 {1.1.1.9} Articles 32 to 35 and 36 (1) point (l) of CRR

(-) Intangible assets (including Goodwill) -6,550 -6,616 CA1 {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

(-) DTAs that rely on future profitability and do not arise from temporary differences net of

associated DTLs -2,641 -2,399 CA1 {1.1.1.12} Articles 36(1) point (c) and 38 of CRR

(-) IRB shortfall of credit risk adjustments to expected losses -830 -791 CA1 {1.1.1.13} Articles 36(1) point (d), 40 and 159 of CRR

(-) Defined benefit pension fund assets -11 -56 CA1 {1.1.1.14} Articles 4(109), 36(1) point (e) and 41 of CRR

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

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

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight -122 -138 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 Articles 36(1) point k) (v) and 155(4) of CRR.

Of which: from securitisation positions (-) -122 -138 CA1 {1.1.1.18} Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR

(-) Holdings of CET1 capital instruments of financial sector entities where the institiution does

not have a significant investment0 0 CA1 {1.1.1.22} Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR

(-) Deductible DTAs that rely on future profitability and arise from temporary differences -162 -111 CA1 {1.1.1.23} Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR

(-) Holdings of CET1 capital instruments of financial sector entities where the institiution has a

significant investment0 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

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

Other CET1 capital elements and deductions 0 0CA1 {1.1.1.27} + CA1

{1.1.1.28}-

Transitional adjustments 2,802 2,292CA1 {1.1.1.6 + 1.1.1.8 +

1.1.1.26}-

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-) 0 0 CA1 {1.1.1.6}

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

Transitional adjustments due to additional minority interests (+/-) 833 609 CA1 {1.1.1.8}

Articles 479 and 480 of CRR

Other transitional adjustments to CET1 Capital (+/-) 1,969 1,683 CA1 {1.1.1.26}

Articles 469 to 472, 478 and 481 of CRR

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments) 8,788 8,467 CA1 {1.1.2} Article 61 of CRR

Additional Tier 1 Capital instruments (including grandfathered amounts) 8,808 8,479CA1 {1.1.2.1} + CA1

{1.1.2.2} + CA1 {1.1.2.3} +

CA1 {1.1.2.4}

Other additional Tier 1 Capital components and deductions (after transitional adjustments) -20 -12CA1 {1.1.2} - (CA1 {1.1.2.1}

+ CA1 {1.1.2.2} + CA1

{1.1.2.3} + CA1 {1.1.2.4})

TIER 1 CAPITAL (net of deductions and after transitional adjustments) 47,382 48,252 CA1 {1.1} Article 25 of CRR

TIER 2 CAPITAL (net of deductions and after transitional adjustments) 5,787 8,877 CA1 {1.2} Article 71 of CRR

Tier 2 Capital instruments (including grandfathered amounts) 6,765 9,838CA1 {1.2.1} + CA1 {1.2.2} +

CA1 {1.2.3} + CA1 {1.2.4}

Other Tier 2 Capital components and deductions (after transitional adjustments) -978 -961CA1 {1.2} - (CA1 {1.2.1} +

CA1 {1.2.2} + CA1 {1.2.3} +

CA1 {1.2.4})

TOTAL RISK EXPOSURE AMOUNT 353,600 361,472 CA2 {1} Articles 92(3), 95, 96 and 98 of CRR

Common Equity Tier 1 Capital ratio 10.91% 11.01% CA3 {1} -

Tier 1 Capital ratio 13.40% 13.35% CA3 {3} -

Total Capital ratio 15.04% 15.80% CA3 {5} -

(mln EUR)

as of

31/12/2014

as of

30/06/2015

Risk exposure amounts for credit risk 279,181 290,127

Risk exposure amount for securitisation and re-securitisations in the banking book 2,003 1,994

Risk exposure amount for contributions to the default fund of a CCP 0 0

Risk exposure amount Other credit risk 277,178 288,133

Risk exposure amount for position, foreign exchange and commodities (Market risk) 24,170 21,104

of which: Risk exposure amount for securitisation and re-securitisations in the trading book 1 2,461 2,189

Risk exposure amount for Credit Valuation Adjustment 6,318 6,299

Risk exposure amount for operational risk 43,931 43,941

Other risk exposure amounts 0 0

Total Risk Exposure Amount 353,600 361,472

(1) May include hedges, which are not securitisation positions, as per Article 338.3 of CRR


Risk exposure amounts


201412 201506

(mln EUR)

Interest income 22,418 11,511

Of which debt securities income 1,366 581

Of which loans and advances income 15,996 7,750

Interest expenses 12,070 6,739

(Of which deposits expenses) 4,613 2,487

(Of which debt securities issued expenses) 0 0

(Expenses on share capital repayable on demand) 0 0

Dividend income 64 215

Net Fee and commission income 6,190 3,246

Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net 438 142

Gains or (-) losses on financial assets and liabilities held for trading, net 5,982 3,210

Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net -2,307 403

Gains or (-) losses from hedge accounting, net 696 180

Exchange differences [gain or (-) loss], net 0 0

Net other operating income /(expenses) 3,787 1,845

TOTAL OPERATING INCOME, NET 25,198 14,012

(Administrative expenses) 15,075 8,057

(Depreciation) 3,385 1,760

(Provisions or (-) reversal of provisions) 283 127

(Commitments and guarantees given) 45 22

(Other provisions) 237 105

Of which pending legal issues and tax litigation1 61

Of which restructuring1 0

(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) 2,441 1,024

(Loans and receivables) 2,474 1,037

(Held to maturity investments, AFS assets and financial assets measured at cost) -33 -13

(Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures and associates and on non-financial assets) 584 17

(of which Goodwill) 525 0

Negative goodwill recognised in profit or loss 0 0

Share of the profit or (-) loss of investments in subsidaries, joint ventures and associates 611 267

Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations 0 0

PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS 4,040 3,294

PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS 2,987 2,403

Profit or (-) loss after tax from discontinued operations 0 0

PROFIT OR (-) LOSS FOR THE YEAR 2,987 2,403

Of which attributable to owners of the parent 2,692 2,219 (1)

Information available only as of end of the year

2015 EU-wide Transparency ExerciseP&L


As of

31/12/2014

As of

30/06/2015

201412 201506 201412 201412 201412 201412 201412 201412 201412 201412 201412 201412 201506 201506 201506 201506 201506 201506 201506 201506 201506 201506

As of

31/12/2014

As of

30/06/2015

(mln EUR)

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

LAST

MEASUREFLOOR

12 WEEKS

AVERAGE

MEASURE

LAST

MEASURE

MULTIPLICATION

FACTOR (mc) x

AVERAGE OF

PREVIOUS 60

WORKING DAYS

(VaRavg)

PREVIOUS

DAY (VaRt-1)

MULTIPLICATION

FACTOR (ms) x

AVERAGE OF

PREVIOUS 60

WORKING DAYS

(SVaRavg)

LATEST

AVAILABLE

(SVaRt-1)

12 WEEKS

AVERAGE

MEASURE

LAST

MEASUREFLOOR

12 WEEKS

AVERAGE

MEASURE

LAST

MEASURE

Traded Debt Instruments 623 847 136 48 488 139 140 35 363 105

Of which: General risk 141 225 136 48 488 139 110 27 248 72

Of which: Specific risk 431 570 0 0 0 0 30 8 116 33

Equities 445 501 154 107 293 105 131 17 129 23

Of which: General risk 17 27 154 107 293 105 107 13 92 17

Of which: Specific risk 19 49 0 0 0 0 24 5 37 5

Foreign exchange risk 1,268 2,125 17 6 28 6 36 9 31 8

Commodities risk 64 46 12 8 18 8 13 2 11 5

Total 2,401 3,519 319 169 828 258 422 346 111 147 173 21,769 321 63 535 140 417 298 109 133 115 17,585

STRESSED VaR (Memorandum

item)

INCREMENTAL

DEFAULT AND

MIGRATION RISK

CAPITAL CHARGE

ALL PRICE RISKS CAPITAL

CHARGE FOR CTP

TOTAL RISK

EXPOSURE

AMOUNT

As of 31/12/2014 As of 30/06/2015

ALL PRICE RISKS CAPITAL

CHARGE FOR CTP

TOTAL RISK

EXPOSURE

AMOUNT

VaR (Memorandum item)

TOTAL RISK

EXPOSURE

AMOUNT

TOTAL RISK

EXPOSURE

AMOUNT

VaR (Memorandum item)STRESSED VaR (Memorandum

item)

INCREMENTAL

DEFAULT AND

MIGRATION RISK

CAPITAL CHARGE

IM

2015 EU-wide Transparency ExerciseMarket Risk


SA IM

201412 201412 201412 201412 201506 201506 201506 201506


Credit Risk - Standardised Approach


Central governments or central banks 9,712 10,616 11,227 11,318 12,181 11,146

Regional governments or local authorities 879 819 301 797 701 258

Public sector entities 497 447 144 569 541 145

Multilateral Development Banks 62 98 25 229 232 23

International Organisations 0 0 0 113 111 24

Institutions 32,703 35,357 3,878 42,608 45,659 5,591

Corporates 89,145 71,288 50,017 90,258 69,771 50,020

of which: SME 18,566 15,741 13,263 17,544 14,756 12,892

Retail 35,091 28,458 19,898 37,034 29,216 20,158

of which: SME 8,398 8,074 4,517 9,187 8,748 4,779

Secured by mortgages on immovable property 11,503 11,418 4,658 12,795 12,405 5,018

of which: SME 257 255 116 502 486 192

Exposures in default 11,233 4,514 5,118 6,532 11,085 4,259 4,770 6,624

Items associated with particularly high risk 11 11 16 0 0 0

Covered bonds 0 0 0 0 0 0

Claims on institutions and corporates with a ST credit assessment 0 0 0 0 0 0

Collective investments undertakings (CIU) 268 241 232 578 298 297

Equity 5,983 5,694 5,115 6,257 5,962 5,275

Securitisation 47 47 374 51 41 301

Other exposures 15,631 15,631 15,221 20,967 20,967 17,764

Standardised Total 212,766 184,640 116,224 6,964 234,658 202,345 120,790 7,028

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

1

Central governments or central banks 4,419 4,526 6,222 4,203 4,241 6,667





Institutions 7,403 10,590 2,017 4,098 7,550 1,333

Corporates 24,875 20,247 14,494 22,537 17,335 12,381

of which: SME 6,324 5,755 4,520 5,907 5,077 4,439

Retail 9,786 5,699 3,870 10,980 6,243 4,098

of which: SME 2,636 2,535 1,418 2,916 2,728 1,439

Secured by mortgages on immovable property 1,581 1,710 866 2,316 2,169 1,018

of which: SME 145 148 87 312 304 140

Exposures in default 3,358 1,813 2,148 1,593 2,986 1,543 1,812 1,432





Equity 5,186 5,159 4,238 5,353 5,334 4,312

Securitisation

Other exposures 9,945 9,936 9,550 10,482 10,504 9,717

Standardised Total2 1,682 1,507


(2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

2

Central governments or central banks 899 899 1,763 1,590 1,575 1,693





Institutions 11,859 11,858 467 11,840 11,919 487

Corporates 9,082 8,863 4,611 12,909 12,528 4,482

of which: SME 126 125 96 166 160 138

Retail 46 44 42 60 3 2

of which: SME 1 0 0 1 0 0

Secured by mortgages on immovable property 13 13 5 13 12 5


Exposures in default 5 2 2 3 7 4 5 1





Equity 94 47 59 80 28 38

Securitisation

Other exposures 307 306 306 424 424 424

Standardised Total2 50 48



3

Central governments or central banks 395 395 45 450 448 42





Institutions 3,976 4,000 105 6,408 6,315 301

Corporates 2,946 1,727 1,247 2,180 984 925

of which: SME 138 135 128 123 122 116

Retail 5,275 4,665 3,367 5,768 5,037 3,618

of which: SME 776 766 443 927 897 513








Equity 10 7 13 10 7 13

Securitisation

Other exposures 1,340 1,340 1,337 2,007 2,013 1,496




Risk exposure

amount

Value

adjustments and

provisions2

GERMANY

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

UNITED STATES

Standardised Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

FRANCE


As of 31/12/2014 As of 30/06/2015

Value

adjustments and

provisions

Consolidated data


As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1


As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisionsOriginal Exposure

1 Exposure

Value1

Risk exposure

amount

4






Institutions 2 1 0 2 1 1

Corporates 802 787 720 817 776 739

of which: SME 279 268 247 349 313 293

Retail 1,044 922 623 1,090 951 641

of which: SME 408 386 221 436 407 233








Equity 0 0 0 0 0 0

Securitisation

Other exposures 383 383 383 472 472 428




5

Central governments or central banks 123 123 63 1,541 1,541 42





Institutions 5,376 5,208 372 12,233 11,985 1,796

Corporates 4,432 4,396 1,232 5,755 5,171 4,639

of which: SME 316 315 272 291 289 244

Retail 789 778 452 1,054 1,045 603

of which: SME 773 772 447 1,037 1,037 596








Equity 233 233 233 234 234 234

Securitisation

Other exposures 347 323 323 1,367 1,336 974




6






Institutions 61 61 4 2,276 2,276 148

Corporates 2,274 2,277 110 79 81 11


Retail 1 0 0 2 1 1









Equity 16 16 16 24 24 24

Securitisation

Other exposures 99 99 99 31 31 31




7






Institutions 717 547 337 282 281 272

Corporates 5,276 4,339 4,215 5,073 3,870 3,831

of which: SME 414 289 270 223 178 159

Retail 3,886 3,713 2,746 3,696 3,518 2,609

of which: SME 190 190 103 164 164 94

Secured by mortgages on immovable property 2,574 2,573 902 2,805 2,804 981


Exposures in default 925 187 204 722 1,187 278 292 889





Equity 1 1 4 0 0 1

Securitisation

Other exposures 583 583 573 558 558 554




Risk exposure

amount

Value

adjustments and

provisions2

RUSSIAN

FEDERATION

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

JAPAN


As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

UNITED KINGDOM


As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

CZECH REPUBLIC


As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1


As of 31/12/2014 As of 30/06/2015

8






Institutions 65 11 4 227 225 3

Corporates 4,264 585 436 4,840 485 323

of which: SME 363 131 129 141 127 75

Retail 11 10 10 11 10 10









Equity 0 0 0 0 0 0

Securitisation

Other exposures 291 291 291 303 303 244




9






Institutions 401 323 45 698 691 63

Corporates 3,627 3,526 2,446 3,507 2,828 2,109

of which: SME 1,326 1,301 901 1,308 1,283 892

Retail 2,617 2,561 1,598 2,669 2,271 1,367

of which: SME 1,365 1,353 692 1,422 1,405 718








Equity 21 12 29 41 32 29

Securitisation

Other exposures 241 241 241 1,130 1,138 729




10






Institutions 32 25 19 797 753 193

Corporates 1,551 1,472 759 1,531 1,385 729

of which: SME 91 91 83 105 104 95

Retail 316 234 149 328 239 152

of which: SME 153 149 85 146 146 82








Equity 0 0 0 0 0 0

Securitisation

Other exposures 96 96 96 541 544 316




Risk exposure

amount

Value

adjustments and

provisions2

SPAIN

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

ITALY


As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

LUXEMBOURG


As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1

Risk exposure

amount

Value

adjustments and

provisions2

Original Exposure1

Exposure

Value1


As of 31/12/2014 As of 30/06/2015

201412 201412 201412 201412 201412 201412 201506 201506 201506 201506 201506 201506


Credit Risk - IRB Approach


(mln EUR, %)Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Central banks and central governments 137,993 55 147,707 5,187 24 67 154,549 59 164,613 5,361 28 70

Institutions 59,986 81 55,205 10,737 14 28 64,701 51 60,266 11,675 41 30

Corporates 295,014 7,662 212,882 97,480 2,638 4,365 319,517 7,922 229,738 104,659 2,655 4,286

Corporates - Of Which: Specialised Lending 34,628 965 24,295 9,574 469 359 42,576 1,089 28,902 11,439 584 294

Corporates - Of Which: SME 31,299 2,101 29,229 17,212 604 1,121 33,402 2,104 30,983 18,217 626 1,120

Retail 134,939 7,131 133,927 30,162 4,426 3,144 140,120 7,512 139,391 29,832 3,387 3,364

Retail - Secured on real estate property 82,543 2,030 82,403 13,436 2,024 260 86,936 2,186 86,737 13,341 1,365 340

Retail - Secured on real estate property - Of Which: SME 4,998 141 4,996 1,142 167 4 5,016 132 5,014 1,112 116 6

Retail - Secured on real estate property - Of Which: non-

SME

77,545 1,889 77,407 12,294 1,856 256 81,920 2,054 81,723 12,229 1,249 334

Retail - Qualifying Revolving 6,979 730 5,656 2,541 368 425 6,857 760 5,928 2,680 369 411

Retail - Other Retail 45,417 4,372 45,867 14,186 2,034 2,459 46,327 4,566 46,726 13,811 1,652 2,613

Retail - Other Retail - Of Which: SME 16,358 1,930 16,717 5,895 1,354 1,058 16,063 1,961 16,391 5,331 975 1,137

Retail - Other Retail - Of Which: non-SME 29,059 2,442 29,150 8,291 680 1,400 30,264 2,605 30,335 8,480 677 1,476

Equity 4,967 0 4,961 17,725 0 4,560 0 4,530 16,076 0

Securitisation 15,348 15,035 1,629 871 17,956 17,474 1,693 816

Other non credit-obligation assets 37 40

IRB Total 162,957 169,337


1 (mln EUR, %)Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Central banks and central governments 33,762 0 38,921 22 0 11 40,701 0 46,645 15 2 11

Institutions 21,395 8 20,715 1,511 8 4 21,118 10 20,981 1,177 5 8

Corporates 114,076 4,065 87,403 45,796 342 2,834 118,019 3,921 90,128 46,545 275 2,743

Corporates - Of Which: Specialised Lending 4,896 131 2,862 1,477 84 64 6,104 142 3,518 1,862 72 69

Corporates - Of Which: SME 19,504 1,550 18,223 12,110 256 784 20,604 1,582 19,288 12,568 235 822

Retail 117,910 6,266 117,031 6,217 4,082 2,518 121,890 6,639 121,208 24,023 3,034 2,760

Retail - Secured on real estate property 74,606 1,777 74,627 1,142 1,900 140 78,132 1,937 78,151 11,017 1,242 220

Retail - Secured on real estate property - Of Which: SME 4,998 141 4,996 1,142 167 4 5,016 132 5,014 1,112 116 6


SME

69,608 1,636 69,631 10,173 1,733 136 73,116 1,805 73,137 9,905 1,127 214

Retail - Qualifying Revolving 6,592 708 5,268 2,391 337 408 6,460 737 5,534 2,511 340 393

Retail - Other Retail 36,712 3,782 37,136 5,075 1,845 1,970 37,299 3,965 37,523 10,495 1,452 2,147

Retail - Other Retail - Of Which: SME 12,743 1,795 13,052 5,075 1,288 983 12,408 1,845 12,571 4,353 903 1,071

Retail - Other Retail - Of Which: non-SME 23,969 1,987 24,083 6,023 558 987 24,891 2,120 24,952 6,142 548 1,075

Equity 4,026 0 4,020 14,433 0 0 3,686 0 3,682 13,041 0 0

Securitisation

Other non credit-obligation assets

IRB Total



defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 6,393 0 5,532 414 0 0 8,394 0 7,736 483 0 0

Corporates 35,892 196 25,768 7,241 63 45 43,655 355 29,185 9,300 53 54


Corporates - Of Which: SME 40 0 40 6 0 0 73 0 52 28 0 0

Retail 54 1 63 8 1 0 57 1 65 12 1 0

Retail - Secured on real estate property 19 1 17 0 0 0 21 1 19 2 0 0

Retail - Secured on real estate property - Of Which: SME 0 0 0 0 0 0 0 0 0 0 0 0


SME

19 1 17 2 0 0 21 1 19 2 0 0

Retail - Qualifying Revolving 1 0 3 2 1 0 1 0 3 1 0 0

Retail - Other Retail 34 0 43 8 0 0 35 0 43 8 0 0

Retail - Other Retail - Of Which: SME 0 0 9 8 0 0 0 0 6 3 0 0

Retail - Other Retail - Of Which: non-SME 34 0 34 5 0 0 35 0 38 6 0 0

Equity 169 0 169 499 0 0 151 0 124 376 0 0

Securitisation


IRB Total



defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 2,366 0 2,306 344 0 0 2,088 0 2,162 336 0 0

Corporates 12,995 139 9,494 3,534 205 33 14,698 128 10,810 3,719 145 38

Corporates - Of Which: Specialised Lending 433 29 304 251 76 1 496 14 386 206 22 1

Corporates - Of Which: SME 1,343 81 1,340 507 95 25 1,513 85 1,510 629 101 31

Retail 3,044 66 3,053 471 21 15 3,024 52 3,037 548 30 9




SME

11 1 10 2 0 0 12 1 11 3 0 0


Retail - Other Retail 3,033 66 3,041 471 21 15 3,012 51 3,024 544 30 9

Retail - Other Retail - Of Which: SME 3,020 66 3,028 471 21 15 2,998 51 3,007 541 30 9


Equity 5 0 5 17 0 0 5 0 5 17 0 0

Securitisation


IRB Total


Risk exposure amount Value

adjustments

and

provisions

GERMANY

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

UNITED STATES

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1

Exposure

Value1


adjustments

and

provisions

FRANCE

IRB Approach

As of 31/12/2014 As of 30/06/2015

Value

adjustments

and

provisions

Consolidated data

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1

Risk exposure amount


defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 1,720 1 1,749 658 1 0 1,914 0 1,969 715 1 0

Corporates 10,116 312 7,652 4,395 225 252 10,548 285 8,085 4,770 239 180


Corporates - Of Which: SME 3,585 239 2,845 1,474 167 175 3,836 201 3,049 1,624 173 126

Retail 7,583 366 7,264 250 241 236 8,296 358 7,905 2,895 238 225

Retail - Secured on real estate property 6,121 223 5,990 0 103 112 6,714 215 6,526 2,070 101 110



SME

6,121 223 5,990 1,904 103 112 6,714 215 6,526 2,070 101 110


Retail - Other Retail 1,094 126 1,008 250 113 111 1,205 125 1,110 716 114 101



Equity 24 0 24 89 0 0 22 0 22 81 0 0

Securitisation


IRB Total



defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Central banks and central governments 881 0 895 0 0 0 2,802 0 2,819 0 0 0

Institutions 4,261 0 4,464 563 0 0 7,286 0 7,031 659 0 0

Corporates 13,197 21 9,141 3,528 27 9 17,268 25 12,848 4,702 27 7

Corporates - Of Which: Specialised Lending 1,371 16 949 267 16 6 2,270 21 1,833 465 18 7


Retail 1,422 14 1,440 19 9 12 1,615 11 1,651 223 11 5




SME

807 9 803 86 6 2 937 6 934 97 4 2





Equity 8 0 8 30 0 0 10 0 10 37 0 0

Securitisation


IRB Total



defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 867 0 874 71 0 0 825 0 847 82 0 0

Corporates 5,985 0 606 176 0 0 6,404 0 836 247 0 0



Retail 7 0 8 0 0 0 8 0 8 1 0 0




SME

5 0 5 0 0 0 6 0 5 0 0 0





Equity 1 0 1 5 0 0 1 0 1 5 0 0

Securitisation


IRB Total



defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 1,063 0 861 851 0 0 839 0 641 943 0 0

Corporates 4,304 145 2,893 1,236 6 21 4,202 143 2,778 1,241 5 21

Corporates - Of Which: Specialised Lending 2,226 112 1,447 472 4 17 2,622 115 1,826 604 5 20


Retail 208 0 209 0 0 0 195 0 197 22 0 0




SME

111 0 110 11 0 0 120 0 120 12 0 0





Equity 13 0 13 47 0 0 17 0 17 65 0 0

Securitisation


IRB Total



adjustments

and

provisions

RUSSIAN FEDERATION

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

JAPAN

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

UNITED KINGDOM

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

CZECH REPUBLIC

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1

IRB Approach

As of 31/12/2014 As of 30/06/2015


defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted


Institutions 956 0 944 46 0 0 309 0 289 28 0 0

Corporates 7,081 75 5,759 1,785 71 37 6,860 53 6,095 1,958 27 36


Corporates - Of Which: SME 989 59 980 365 40 28 1,080 36 1,070 437 10 26

Retail 105 2 105 1 2 1 130 7 143 27 6 2




SME

11 2 10 2 1 0 13 3 11 4 3 1





Equity 309 0 309 1,144 0 0 310 0 310 1,147 0 0

Securitisation


IRB Total



defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Central banks and central governments 576 0 2,468 354 10 0 703 0 2,542 480 13 0

Institutions 933 0 950 355 0 0 1,101 0 1,118 540 0 0

Corporates 5,989 228 4,082 2,208 189 36 5,689 219 3,612 2,099 265 36

Corporates - Of Which: Specialised Lending 933 137 753 256 0 21 1,105 134 878 412 98 21


Retail 2,586 380 2,595 5 46 346 2,633 396 2,635 1,557 29 343




SME

18 0 17 2 0 0 23 0 23 3 0 0


Retail - Other Retail 2,567 380 2,575 5 45 346 2,609 396 2,609 1,552 29 343


Retail - Other Retail - Of Which: non-SME 2,567 380 2,567 1,565 45 346 2,608 396 2,607 1,550 28 343

Equity 21 0 21 77 0 0 2 0 2 6 0 0

Securitisation


IRB Total



defaulted

Of which:

defaulted

Of which:

defaulted

Of which:

defaulted

Central banks and central governments 1,241 0 1,915 339 3 0 971 0 1,653 281 3 0

Institutions 2,277 0 2,191 1,073 0 0 1,685 0 1,590 835 0 0

Corporates 8,162 981 6,179 4,832 634 200 7,911 936 6,044 4,759 764 190



Retail 41 2 56 12 1 1 45 3 67 22 1 2




SME

12 1 11 2 1 0 13 1 11 2 1 0





Equity 31 0 31 115 0 0 31 0 31 115 0 0

Securitisation


IRB Total



adjustments

and

provisions

SPAIN

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

ITALY

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1


adjustments

and

provisions

LUXEMBOURG

IRB Approach

As of 31/12/2014 As of 30/06/2015

Original Exposure1

Exposure

Value1


adjustments

and

provisions

Original Exposure1

Exposure

Value1

IRB Approach

As of 31/12/2014 As of 30/06/2015

(mln EUR)

[ 0 - 3M [ 0 0 0 0 0 0 376 0 126 0 180 0 215 0[ 3M - 1Y [ 15 0 11 0 0 11 333 6 148 -79 297 2 379 -3[ 1Y - 2Y [ 5 0 1 1 0 0 452 21 0 0 743 11 693 -12[ 2Y - 3Y [ 139 0 0 0 0 0 208 16 0 0 908 23 702 -18[3Y - 5Y [ 818 0 686 511 0 175 0 0 561 -54 716 26 816 -27

[5Y - 10Y [ 980 0 711 711 0 0 110 5 451 -15 335 15 429 -19[10Y - more 274 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 2,232 0 1,409 1,223 0 186 1,479 48 1,285 -148 3,180 78 3,233 -79

[ 0 - 3M [ 11 0 11 0 0 11 716 10 682 -41 152 0 119 0[ 3M - 1Y [ 135 0 7 4 0 4 315 13 300 -1 400 3 393 -3[ 1Y - 2Y [ 329 0 325 6 0 257 400 31 0 0 797 11 846 -12[ 2Y - 3Y [ 200 0 56 56 0 0 0 0 0 0 660 13 659 -13[3Y - 5Y [ 521 120 213 30 0 132 165 2 0 0 834 23 835 -19

[5Y - 10Y [ 1,810 195 359 281 0 78 265 23 0 0 208 5 196 -5[10Y - more 587 0 9 0 0 9 2,075 232 618 -213 0 0 0 0

Total 3,593 315 980 376 0 491 3,936 311 1,601 -254 3,051 56 3,048 -51

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 3 0 6 0[ 3M - 1Y [ 325 325 0 0 0 0 0 0 0 0 0 0 0 0[ 1Y - 2Y [ 75 26 49 0 49 0 0 0 0 0 46 0 114 0[ 2Y - 3Y [ 19 0 19 0 19 1 0 0 0 0 44 1 21 0[3Y - 5Y [ 74 0 74 0 74 0 0 0 0 0 0 0 4 0

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

Total 494 352 142 0 141 1 0 0 0 0 93 1 149 -1

[ 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 25 0 8 0[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 12 0 12 0[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 13 1 19 -2[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 0 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

Total 0 0 0 0 0 0 0 0 0 0 50 2 43 -3

[ 0 - 3M [ 5 0 5 0 0 5 108 8 150 0 39 0 0 0[ 3M - 1Y [ 496 0 496 200 0 178 79 10 0 0 15 0 14 0[ 1Y - 2Y [ 487 20 467 132 0 153 36 2 0 0 23 0 0 0[ 2Y - 3Y [ 609 3 606 385 0 90 1 0 0 0 0 0 0 0[3Y - 5Y [ 942 0 933 427 0 0 27 2 0 0 0 0 0 0

[5Y - 10Y [ 1,845 111 1,720 362 0 0 6 0 0 0 0 0 0 0[10Y - more 327 0 326 158 0 74 0 0 0 0 0 0 0 0

Total 4,711 134 4,553 1,664 0 501 256 22 150 0 76 0 14 0

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 1 0 37 0[ 3M - 1Y [ 1 0 1 0 0 1 0 0 200 -6 34 0 48 0[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 244 -19 387 1 451 -3[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 172 2 99 0[3Y - 5Y [ 20 6 14 0 0 14 0 0 12 -3 262 2 301 -1

[5Y - 10Y [ 0 0 0 0 0 0 400 10 400 -80 51 0 42 0[10Y - more 0 0 0 0 0 0 13 0 0 0 0 0 0 0

Total 20 6 15 0 0 15 413 10 856 -107 907 5 978 -5

[ 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

Total 0 0 0 0 0 0 0 0 0 0 0 0 0 0

[ 0 - 3M [ 0 0 0 0 0 0 54 0 351 0 133 0 106 0[ 3M - 1Y [ 10 0 0 0 0 0 514 6 38 0 198 0 77 0[ 1Y - 2Y [ 55 0 54 32 0 23 333 17 362 -12 279 1 412 -1[ 2Y - 3Y [ 0 0 0 0 0 0 207 20 241 -10 132 1 206 -1[3Y - 5Y [ 66 0 42 36 0 5 231 23 250 0 309 1 231 -1

[5Y - 10Y [ 189 0 148 121 0 27 1,837 295 1,218 -209 49 0 34 0[10Y - more 157 0 134 134 0 0 362 77 600 -156 0 0 0 0

Total 477 0 378 323 0 55 3,539 438 3,060 -388 1,101 4 1,066 -4

[ 0 - 3M [ 1,015 813 80 0 0 80 2,627 6 7,871 -12 0 0 37 0[ 3M - 1Y [ 3,855 37 3,445 823 19 2,603 1,107 18 1,763 -5 37 0 10 0[ 1Y - 2Y [ 1,692 -88 1,584 1,346 19 218 664 25 105 -25 119 1 103 -1[ 2Y - 3Y [ 1,273 8 1,078 1,060 18 0 168 13 84 -10 49 1 75 -2[3Y - 5Y [ 6,290 142 4,379 4,376 3 0 499 57 50 -3 32 0 0 0

[5Y - 10Y [ 14,016 439 9,246 8,896 0 350 1,158 189 50 -3 2 0 0 0[10Y - more 9,916 2,119 347 347 0 0 954 131 1,202 -60 0 0 0 0

Total 38,056 3,470 20,159 16,847 60 3,251 7,176 439 11,125 -117 239 3 225 -3

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

Austria

Fair-value (-) Notional value Fair-value (+) Notional value Fair-value (-)

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

Derivatives with positive fair valueDerivatives with negative fair

value


Sovereign Exposure


As of 31/12/2014

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)

Notional value Fair-value (+) Notional value

Derivatives with positive fair value Derivatives with negative fair value

(mln EUR)

Austria




value


Sovereign Exposure


As of 31/12/2014


GROSS DIRECT LONG



(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)



[ 0 - 3M [ 65 38 0 0 0 0 2,761 195 4,082 -127 413 0 543 0[ 3M - 1Y [ 6,135 8 159 107 0 52 4,834 108 4,118 -186 1,460 3 1,466 -3[ 1Y - 2Y [ 743 -29 360 180 0 180 6,023 255 4,904 -425 2,163 11 1,926 -5[ 2Y - 3Y [ 1,282 11 395 40 0 355 5,470 598 3,430 -367 1,425 9 1,587 -10[3Y - 5Y [ 2,487 35 1,115 1,070 0 0 6,211 785 5,927 -661 1,533 15 1,568 -12

[5Y - 10Y [ 5,481 44 2,005 2,005 0 0 6,920 1,394 15,946 -2,550 510 2 491 -2[10Y - more 1,075 0 302 86 0 216 9,086 3,547 6,392 -2,609 0 0 49 -1

Total 17,268 107 4,337 3,488 0 804 41,304 6,882 44,800 -6,925 7,503 42 7,631 -34

[ 0 - 3M [ 5 0 5 0 0 5 0 0 0 0 17 0 16 0[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 11 0 29 0[ 1Y - 2Y [ 423 0 423 407 0 16 0 0 0 0 55 0 31 0[ 2Y - 3Y [ 95 89 6 0 0 6 0 0 0 0 128 3 78 -2[3Y - 5Y [ 201 183 18 10 0 8 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

Total 723 272 451 417 0 34 0 0 0 0 214 3 159 -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 4 1 4 -1[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0[ 2Y - 3Y [ 0 0 0 0 0 0 500 49 500 -38 0 0 0 0[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 11 3 11 -3

[5Y - 10Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0[10Y - more 0 0 0 0 0 0 150 8 0 0 0 0 0 0

Total 0 0 0 0 0 0 650 57 500 -38 15 3 15 -3

[ 0 - 3M [ 0 0 0 0 0 0 64 0 275 0 22 0 31 0[ 3M - 1Y [ 2 0 2 0 0 2 0 0 0 0 142 1 162 -2[ 1Y - 2Y [ 13 0 13 13 0 0 247 12 510 -28 160 2 165 -2[ 2Y - 3Y [ 1 0 1 0 0 1 0 0 0 0 51 2 7 0[3Y - 5Y [ 17 0 17 0 0 17 0 0 500 -89 4 0 26 0

[5Y - 10Y [ 7 0 7 0 0 7 0 0 241 -73 0 0 0 0[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 41 0 41 13 0 28 311 12 1,527 -190 379 6 392 -5

[ 0 - 3M [ 0 0 0 0 0 0 298 6 0 0 206 0 160 0[ 3M - 1Y [ 69 0 29 0 0 29 750 16 16 0 374 3 366 -3[ 1Y - 2Y [ 1 0 1 0 0 1 0 0 0 0 326 4 341 -4[ 2Y - 3Y [ 45 0 33 0 0 33 250 3 0 0 640 12 536 -9[3Y - 5Y [ 37 0 0 0 0 0 0 0 0 0 1,106 24 734 -27

[5Y - 10Y [ 56 0 31 0 0 31 0 0 0 0 91 3 99 -3[10Y - more 3 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 211 0 94 0 0 94 1,298 25 16 0 2,744 47 2,236 -46

[ 0 - 3M [ 15 0 15 0 0 15 16 0 0 0 540 1 739 -1[ 3M - 1Y [ 1,616 0 905 25 0 880 0 0 0 0 2,000 9 1,903 -8[ 1Y - 2Y [ 1,269 0 849 158 0 692 0 0 0 0 3,397 23 4,433 -40[ 2Y - 3Y [ 318 0 0 0 0 0 0 0 91 -3 2,648 28 2,757 -37[3Y - 5Y [ 888 78 288 56 0 209 0 0 181 -9 6,411 69 7,296 -78

[5Y - 10Y [ 1,351 0 620 0 0 620 0 0 0 0 2,118 102 2,100 -73[10Y - more 806 0 112 0 0 112 0 0 0 0 700 121 732 -109

Total 6,264 78 2,790 239 0 2,528 16 0 272 -12 17,813 352 19,962 -346

[ 0 - 3M [ 0 0 0 0 0 0 122 0 81 -1 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 8 0[ 2Y - 3Y [ 3 0 3 0 0 3 0 0 120 -8 15 0 0 0[3Y - 5Y [ 1 0 1 0 0 1 0 0 0 0 2 0 7 0

[5Y - 10Y [ 0 0 0 0 0 0 0 0 115 -1 11 0 11 0[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 4 0 4 0 0 4 122 0 316 -9 28 0 26 0

[ 0 - 3M [ 4 0 4 0 0 4 51 0 24 0 0 0 0 0[ 3M - 1Y [ 0 0 0 0 0 0 40 0 19 0 0 0 0 0[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0[ 2Y - 3Y [ 2 0 2 0 0 2 0 0 0 0 121 6 41 -2[3Y - 5Y [ 5 0 5 0 0 5 0 0 0 0 0 0 0 0

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

Total 16 0 16 0 0 16 91 0 44 0 121 6 41 -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 [ 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

Total 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Ireland

Italy

Latvia

Lithuania

Luxembourg

Hungary

Germany

Croatia

Greece

(mln EUR)

Austria




value


Sovereign Exposure


As of 31/12/2014


GROSS DIRECT LONG



(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)



[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 0 0[ 3M - 1Y [ 0 0 0 0 0 0 23 0 0 0 8 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 8 0 8 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

Total 0 0 0 0 0 0 23 0 0 0 16 0 8 0

[ 0 - 3M [ 5 0 0 0 0 0 2,003 4 362 -3 98 0 136 0[ 3M - 1Y [ 203 0 160 0 0 160 1,610 44 2,051 -63 212 0 192 0[ 1Y - 2Y [ 238 0 237 0 0 237 1,744 83 1,500 -53 347 2 413 -3[ 2Y - 3Y [ 384 0 360 0 0 360 348 8 2,000 -102 563 4 513 -3[3Y - 5Y [ 172 0 115 53 0 62 7,637 530 4,579 -278 560 5 560 -10

[5Y - 10Y [ 937 0 674 674 0 0 2,319 153 1,371 -277 74 0 82 0[10Y - more 161 0 0 0 0 0 0 0 962 -553 0 0 0 0

Total 2,099 0 1,546 727 0 819 15,660 822 12,826 -1,329 1,854 11 1,897 -16

[ 0 - 3M [ 261 0 261 0 0 261 0 0 0 0 22 0 24 0[ 3M - 1Y [ 97 0 36 0 0 15 0 0 468 -28 68 0 59 0[ 1Y - 2Y [ 354 16 256 0 0 217 0 0 0 0 22 0 40 0[ 2Y - 3Y [ 39 0 11 0 0 0 0 0 0 0 40 1 19 0[3Y - 5Y [ 597 0 522 323 0 174 0 0 0 0 17 0 21 0

[5Y - 10Y [ 133 0 116 29 0 0 0 0 0 0 0 0 0 0[10Y - more 37 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 1,517 16 1,202 352 0 666 0 0 468 -28 169 2 163 -1

[ 0 - 3M [ 1 0 1 0 0 1 0 0 758 -102 382 1 401 -1[ 3M - 1Y [ 156 0 132 0 0 132 0 0 0 0 942 4 444 -3[ 1Y - 2Y [ 69 0 38 0 0 38 0 0 0 0 1,065 6 618 -5[ 2Y - 3Y [ 29 0 29 0 0 29 0 0 0 0 966 10 817 -8[3Y - 5Y [ 26 0 7 0 0 7 0 0 0 0 1,154 29 1,560 -45

[5Y - 10Y [ 55 0 14 0 0 14 0 0 3,105 -321 531 35 585 -37[10Y - more 5 0 4 0 0 4 0 0 0 0 35 7 21 -4

Total 341 0 225 0 0 225 0 0 3,863 -423 5,074 92 4,447 -103

[ 0 - 3M [ 46 0 46 46 0 0 0 0 0 0 5 0 23 0[ 3M - 1Y [ 614 9 605 566 0 40 0 0 0 0 158 2 155 -1[ 1Y - 2Y [ 192 12 180 158 0 21 0 0 0 0 33 1 40 -1[ 2Y - 3Y [ 80 0 80 78 0 2 0 0 0 0 135 4 103 -1[3Y - 5Y [ 256 34 222 204 0 18 0 0 0 0 29 2 14 0

[5Y - 10Y [ 707 0 707 682 0 25 0 0 0 0 0 0 0 0[10Y - more 69 7 61 59 0 2 0 0 0 0 0 0 0 0

Total 1,964 62 1,902 1,793 0 108 0 0 0 0 360 8 335 -3

[ 0 - 3M [ 64 0 64 0 0 64 0 0 0 0 8 0 8 0[ 3M - 1Y [ 47 0 47 24 0 23 165 16 0 0 0 0 0 0[ 1Y - 2Y [ 137 0 137 28 0 43 0 0 0 0 30 0 32 0[ 2Y - 3Y [ 21 0 21 0 0 3 0 0 0 0 10 0 8 0[3Y - 5Y [ 23 0 23 2 0 0 0 0 0 0 13 0 14 0

[5Y - 10Y [ 217 0 217 131 0 3 0 0 0 0 0 0 0 0[10Y - more 44 0 44 39 0 5 0 0 0 0 0 0 0 0

Total 553 0 553 225 0 142 165 16 0 0 61 1 62 -1

[ 0 - 3M [ 22 0 22 22 0 0 0 0 0 0 6 0 7 0[ 3M - 1Y [ 50 1 49 0 0 49 0 0 0 0 44 0 48 0[ 1Y - 2Y [ 94 0 94 32 0 46 0 0 0 0 3 0 13 0[ 2Y - 3Y [ 1 0 1 0 0 1 0 0 0 0 56 1 56 -1[3Y - 5Y [ 47 0 47 40 0 7 0 0 0 0 4 0 4 0

[5Y - 10Y [ 121 0 119 112 0 6 0 0 0 0 0 0 0 0[10Y - more 42 0 42 42 0 0 0 0 0 0 0 0 0 0

Total 378 1 374 249 0 109 0 0 0 0 113 1 128 -1

[ 0 - 3M [ 52 0 52 0 0 0 0 0 200 -5 175 0 491 -1[ 3M - 1Y [ 1,329 100 1,195 0 0 1,195 423 35 2,347 -33 841 5 822 -5[ 1Y - 2Y [ 664 236 398 51 0 316 0 0 765 -31 1,541 16 1,219 -12[ 2Y - 3Y [ 739 301 206 53 0 16 249 6 1,150 -73 1,753 24 2,280 -30[3Y - 5Y [ 500 244 157 0 0 157 0 0 100 -11 1,991 25 1,687 -22

[5Y - 10Y [ 246 4 0 0 0 0 0 0 0 0 524 4 509 -15[10Y - more 380 0 8 0 0 8 0 0 0 0 0 0 0 0

Total 3,911 885 2,015 104 0 1,691 671 42 4,561 -154 6,825 74 7,009 -85

[ 0 - 3M [ 0 0 0 0 0 0 3 0 0 0 37 0 74 0[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 123 0 123 0[ 1Y - 2Y [ 44 0 42 42 0 0 0 0 0 0 234 1 219 -2[ 2Y - 3Y [ 1 0 0 0 0 0 0 0 0 0 171 1 191 -1[3Y - 5Y [ 30 0 29 0 0 29 0 0 0 0 254 4 250 -7

[5Y - 10Y [ 17 0 17 0 0 17 0 0 7 -1 0 0 0 0[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 93 1 88 42 0 47 3 0 7 -1 818 7 857 -10

Spain

Sweden

Slovenia

Malta

Netherlands

Poland

Portugal

Romania

Slovakia

(mln EUR)

Austria




value


Sovereign Exposure


As of 31/12/2014


GROSS DIRECT LONG



(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)



[ 0 - 3M [ 131 0 120 0 0 120 0 0 0 0 223 1 189 0[ 3M - 1Y [ 514 0 242 0 0 200 0 0 0 0 193 1 163 -1[ 1Y - 2Y [ 517 0 303 0 0 78 0 0 0 0 369 6 221 -3[ 2Y - 3Y [ 338 0 38 0 0 0 0 0 0 0 135 4 152 -4[3Y - 5Y [ 374 3 128 0 0 18 0 0 0 0 219 8 251 -9

[5Y - 10Y [ 484 0 161 0 0 0 0 0 0 0 18 1 37 -2[10Y - more 326 0 48 0 0 48 0 0 0 0 0 0 0 0

Total 2,685 3 1,040 0 0 463 0 0 0 0 1,157 20 1,012 -19

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 26 0 11 0[ 3M - 1Y [ 0 0 0 0 0 0 0 0 0 0 18 0 16 0[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 47 1 88 -3[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 69 1 57 -3[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 18 2 28 -1

[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

Total 0 0 0 0 0 0 0 0 0 0 178 5 200 -8

[ 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

Total 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 7 0 8 0[ 3M - 1Y [ 1 1 0 0 0 0 0 0 0 0 134 0 129 0[ 1Y - 2Y [ 2 2 0 0 0 0 0 0 0 0 184 1 178 -1[ 2Y - 3Y [ 1 1 0 0 0 0 0 0 0 0 131 1 159 -1[3Y - 5Y [ 3 3 0 0 0 0 0 0 0 0 143 1 119 -1

[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

Total 7 7 0 0 0 0 0 0 0 0 598 3 593 -3

[ 0 - 3M [ 9 9 0 0 0 0 0 0 0 0 0 0 0 0[ 3M - 1Y [ 19 0 17 0 0 17 0 0 31 -2 0 0 0 0[ 1Y - 2Y [ 0 0 0 0 0 0 0 0 0 0 29 0 4 0[ 2Y - 3Y [ 0 0 0 0 0 0 0 0 0 0 93 2 99 -2[3Y - 5Y [ 0 0 0 0 0 0 0 0 0 0 71 2 54 -2

[5Y - 10Y [ 46 0 46 0 0 46 33 0 2 -8 0 0 0 0[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 74 9 63 0 0 63 33 0 33 -10 193 5 156 -4

[ 0 - 3M [ 28 0 21 0 0 21 793 149 775 -30 0 0 0 0[ 3M - 1Y [ 187 0 177 114 0 63 2,058 36 1,463 -70 0 0 0 0[ 1Y - 2Y [ 118 0 116 74 0 43 196 34 609 -39 0 0 0 0[ 2Y - 3Y [ 81 0 52 52 0 0 183 14 291 -21 0 0 0 0[3Y - 5Y [ 533 0 306 73 0 233 1,264 52 325 -44 0 0 0 0

[5Y - 10Y [ 114 0 102 102 0 0 34 1 42 -8 0 0 0 0[10Y - more 0 0 0 0 0 0 21 4 1,142 -99 0 0 0 0

Total 1,062 0 774 415 0 360 4,549 290 4,646 -310 0 0 0 0

[ 0 - 3M [ 23 3 0 0 0 0 0 0 0 0 0 0 0 0[ 3M - 1Y [ 281 0 113 0 0 113 0 0 0 0 0 0 0 0[ 1Y - 2Y [ 454 0 407 27 0 380 0 0 0 0 0 0 0 0[ 2Y - 3Y [ 102 0 69 0 0 69 0 0 0 0 0 0 0 0[3Y - 5Y [ 34 0 0 0 0 0 0 0 0 0 0 0 0 0

[5Y - 10Y [ 192 0 30 0 0 30 0 0 0 0 0 0 0 0[10Y - more 6 0 4 0 0 4 0 0 0 0 0 0 0 0

Total 1,092 3 622 27 0 596 0 0 0 0 0 0 0 0

[ 0 - 3M [ 399 0 399 379 0 21 0 0 0 0 0 0 0 0[ 3M - 1Y [ 3,976 0 3,780 228 0 3,552 705 110 0 0 128 1 0 0[ 1Y - 2Y [ 698 0 680 97 0 583 1,918 380 0 0 135 2 178 -2[ 2Y - 3Y [ 3 0 0 0 0 0 741 171 0 0 437 6 46 -1[3Y - 5Y [ 1,384 0 810 33 0 777 4 0 0 0 586 6 146 -2

[5Y - 10Y [ 774 0 216 216 0 0 246 37 0 0 148 2 37 0[10Y - more 2,250 0 579 0 0 579 0 0 0 0 0 0 0 0

Total 9,485 0 6,465 953 0 5,512 3,614 697 0 0 1,433 16 407 -5

[ 0 - 3M [ 467 0 400 209 0 192 0 0 0 0 5 0 5 0[ 3M - 1Y [ 1,262 0 543 0 0 543 0 0 0 0 385 1 343 0[ 1Y - 2Y [ 2,253 0 1,730 7 0 1,724 605 2 276 -1 512 1 695 -2[ 2Y - 3Y [ 884 0 359 359 0 0 872 2 1,466 -7 355 1 367 -1[3Y - 5Y [ 3,330 0 2,278 1,924 6 348 2,203 8 1,528 -8 303 1 174 -1

[5Y - 10Y [ 12,528 0 10,521 10,433 0 87 581 1 305 -1 75 0 133 0[10Y - more 4,683 0 1,377 564 0 814 214 1 189 -1 0 0 0 0

Total 25,406 0 17,209 13,495 6 3,708 4,475 15 3,764 -18 1,634 4 1,717 -4

United Kingdom

Iceland

Liechtenstein

Norway

Australia

Canada

Hong Kong

Japan

U.S.

(mln EUR)

Austria




value


Sovereign Exposure


As of 31/12/2014


GROSS DIRECT LONG



(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)



[ 0 - 3M [ 2 2 0 0 0 0 1,472 5 1,035 -2 16 0 0 0[ 3M - 1Y [ 48 2 46 15 0 31 0 0 0 0 36 0 302 -2[ 1Y - 2Y [ 50 0 50 16 0 34 0 0 0 0 143 2 402 -5[ 2Y - 3Y [ 29 0 29 20 0 10 0 0 0 0 162 3 173 -3[3Y - 5Y [ 27 0 27 27 0 0 0 0 0 0 389 4 146 -2

[5Y - 10Y [ 70 0 70 70 0 0 0 0 0 0 19 0 14 0[10Y - more 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Total 227 4 223 148 0 75 1,472 5 1,035 -2 764 9 1,037 -12

[ 0 - 3M [ 0 0 0 0 0 0 0 0 0 0 0 0 29 0[ 3M - 1Y [ 3 0 3 0 0 0 0 0 0 0 0 0 0 0[ 1Y - 2Y [ 28 0 28 28 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 [ 31 0 31 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

Total 62 0 61 28 0 0 0 0 0 0 0 0 29 0

[ 0 - 3M [ 393 12 381 0 0 381 1,213 5 575 -1 51 0 82 0[ 3M - 1Y [ 1,409 0 1,381 0 0 1,381 12 2 167 -16 157 1 270 -2[ 1Y - 2Y [ 1,673 -12 1,684 716 0 968 132 2 9 0 442 6 473 -16[ 2Y - 3Y [ 261 82 179 0 0 179 528 22 2 0 552 12 740 -16[3Y - 5Y [ 50 0 48 0 0 48 162 23 86 -25 535 12 356 -47

[5Y - 10Y [ 42 0 27 0 0 27 191 10 66 -13 1,176 22 657 -12[10Y - more 5 0 5 0 0 5 75 1 161 -15 0 0 0 0

Total 3,832 83 3,705 716 0 2,989 2,314 66 1,067 -71 2,913 53 2,577 -93

[ 0 - 3M [ 65 1 19 0 0 0 0 0 0 0 36 1 36 0[ 3M - 1Y [ 133 46 87 0 0 2 0 0 0 0 47 1 75 -1[ 1Y - 2Y [ 76 31 53 0 0 1 0 0 0 0 188 3 152 -7[ 2Y - 3Y [ 371 336 28 0 0 0 0 0 0 0 123 3 215 -8[3Y - 5Y [ 294 74 220 185 0 1 0 0 0 0 292 8 405 -16

[5Y - 10Y [ 82 53 25 3 0 0 0 0 0 0 141 11 208 -20[10Y - more 74 69 2 0 0 2 0 0 0 0 0 0 0 0

Total 1,095 608 432 187 0 6 0 0 0 0 827 26 1,091 -51

[ 0 - 3M [ 11 11 0 0 0 0 0 0 1,011 -5 22 0 7 0[ 3M - 1Y [ 101 101 0 0 0 0 0 0 0 0 43 1 41 0[ 1Y - 2Y [ -21 -21 0 0 0 0 0 0 0 0 179 3 239 -3[ 2Y - 3Y [ 3 3 0 0 0 0 0 0 0 0 85 2 60 -2[3Y - 5Y [ 51 51 0 0 0 0 0 0 0 0 69 4 8 -1

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

Total 147 147 0 0 0 0 0 0 1,011 -5 399 9 356 -6

[ 0 - 3M [ 80 0 80 0 0 80 0 0 0 0 91 0 90 0[ 3M - 1Y [ 1,173 9 1,164 0 0 1,164 6 0 0 0 93 8 100 -8[ 1Y - 2Y [ 108 61 47 0 0 47 0 0 0 0 79 4 79 -3[ 2Y - 3Y [ 151 39 112 103 0 9 0 0 0 0 92 7 102 -7[3Y - 5Y [ 250 126 124 35 0 88 0 0 0 0 101 11 88 -12

[5Y - 10Y [ 412 407 5 0 0 5 0 0 0 0 0 0 0 0[10Y - more 4 0 0 0 0 0 0 0 0 0 0 0 16 -3

Total 2,179 643 1,532 138 0 1,394 6 0 0 0 456 30 475 -34

[ 0 - 3M [ 100 35 65 65 0 0 0 0 0 0 0 0 0 0[ 3M - 1Y [ 169 10 159 158 0 1 0 0 0 0 0 0 0 0[ 1Y - 2Y [ 456 19 437 394 42 1 0 0 0 0 17 1 17 -1[ 2Y - 3Y [ 11 2 10 10 0 0 0 0 0 0 0 0 0 0[3Y - 5Y [ 154 102 52 50 0 2 0 0 0 0 0 0 0 0

[5Y - 10Y [ 294 293 1 0 0 1 0 0 0 0 0 0 0 0[10Y - more 141 141 0 0 0 0 0 0 0 0 0 0 0 0

Total 1,325 601 724 678 42 5 0 0 0 0 17 1 17 -1

[ 0 - 3M [ 318 308 9 9 0 0 145 2 391 -3 94 2 113 -1

[ 3M - 1Y [ 574 23 551 31 0 520 3 0 0 0 80 1 305 -2

[ 1Y - 2Y [ 332 -254 587 494 66 27 0 0 0 0 375 7 348 -8

[ 2Y - 3Y [ 117 31 87 64 6 16 0 0 0 0 190 6 244 -7

[3Y - 5Y [ 1,563 396 1,187 1,174 8 4 0 0 0 0 300 31 286 -24

[5Y - 10Y [ 675 583 91 59 0 33 107 15 0 0 35 3 56 -6

[10Y - more 201 181 23 19 0 3 21 4 0 0 0 0 0 0

Total 3,779 1,267 2,534 1,850 81 603 277 21 391 -3 1,074 49 1,353 -48

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

Others

Switzerland

Other advanced economies

non EEA

Other Central and eastern

Europe countries non EEA

Middle East

Latin America and the

Caribbean

Africa

China

(mln EUR)

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

Austria


Sovereign Exposure



100 1 100 0 0 100 158 3 310 -91 75 0 76 06 0 1 0 0 1 272 5 0 0 483 4 355 -3

80 0 63 1 0 62 511 43 176 -3 497 7 507 -751 0 23 0 0 23 0 0 0 0 615 13 648 -13

640 0 603 603 0 0 270 3 955 -34 614 19 511 -171,079 0 852 852 0 0 691 27 60 -1 258 11 353 -14

527 0 493 277 0 216 0 0 100 0 0 0 0 02,484 1 2,134 1,733 0 402 1,902 82 1,602 -130 2,543 54 2,450 -53

130 0 73 0 0 73 415 0 139 0 76 0 84 0148 0 48 20 0 28 700 22 300 -2 451 3 554 -4186 0 183 55 0 64 0 0 0 0 593 9 514 -7187 120 50 0 0 0 65 2 0 0 366 7 449 -8216 130 48 48 0 0 302 19 0 0 686 19 530 -13

1,377 115 587 264 0 322 0 0 100 0 144 4 177 -5406 0 0 0 0 0 475 79 618 -198 0 0 0 0

2,649 365 989 388 0 488 1,957 122 1,158 -200 2,315 42 2,307 -38

6 0 6 0 0 0 0 0 0 0 0 0 0 011 0 11 0 0 0 0 0 0 0 53 0 53 096 0 96 0 95 0 0 0 0 0 51 1 63 034 0 34 0 34 0 0 0 0 0 0 0 11 030 0 30 0 28 0 0 0 0 0 0 0 4 0

21 0 19 0 0 0 0 0 0 0 0 0 4 07 0 7 0 0 7 0 0 0 0 0 0 0 0

206 0 203 0 157 8 0 0 0 0 104 1 136 -1

0 0 0 0 0 0 0 0 0 0 9 0 0 00 0 0 0 0 0 0 0 0 0 18 0 22 00 0 0 0 0 0 0 0 0 0 9 0 9 00 0 0 0 0 0 0 0 0 0 10 1 11 -10 0 0 0 0 0 0 0 0 0 0 0 4 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 46 2 47 -2

157 0 157 0 0 127 182 12 288 0 3 0 2 0334 0 334 64 0 137 20 1 0 0 0 0 0 0277 41 236 66 0 63 12 0 0 0 25 0 0 0204 0 196 142 0 32 1 0 0 0 0 0 0 0531 0 530 82 0 0 24 2 0 0 0 0 0 0

1,641 109 1,516 266 0 0 6 0 0 0 0 0 0 0379 0 375 226 0 51 0 0 0 0 0 0 0 0

3,524 150 3,343 847 0 410 245 16 288 0 27 0 2 0

0 0 0 0 0 0 0 0 200 -7 14 0 13 00 0 0 0 0 0 0 0 94 -4 118 1 402 -10 0 0 0 0 0 0 0 150 -12 218 1 221 -20 0 0 0 0 0 0 0 12 -3 134 1 130 -13 3 0 0 0 0 0 0 200 -15 224 2 252 -10 0 0 0 0 0 300 6 300 -52 45 0 45 00 0 0 0 0 0 0 0 0 0 0 0 0 03 3 0 0 0 0 300 6 956 -93 753 5 1,062 -4

0 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

34 0 34 0 0 34 16 0 0 0 11 0 11 0107 0 107 31 0 76 8 3 748 -3 240 0 279 045 1 44 0 0 44 525 27 53 -11 208 1 270 -10 0 0 0 0 0 120 7 341 -17 130 1 157 -1

176 0 143 94 0 49 512 29 15 0 262 1 219 -1550 0 481 456 0 25 2,017 301 1,818 -295 0 0 18 027 0 0 0 0 0 50 9 12 0 0 0 0 0

939 1 809 582 0 227 3,248 375 2,987 -326 851 3 954 -4

2,934 2,619 230 30 0 200 144 5 7,096 -5 37 0 0 0800 43 520 121 19 381 815 8 4,662 -18 1 0 88 -1

10,871 10,451 312 292 20 0 637 21 188 -53 170 2 28 02,512 690 1,675 1,462 18 194 211 17 18 0 20 0 75 -25,244 166 4,689 4,689 0 0 399 36 41 -2 13 0 0 07,673 443 6,302 6,302 0 0 962 139 180 -5 3 0 0 05,439 2,054 923 923 0 0 889 106 1,272 -85 0 0 0 0

35,475 16,465 14,651 13,819 57 775 4,059 333 13,456 -169 244 2 190 -2

Fair-value (-) Notional value Fair-value (+) Notional value Fair-value (-)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)

Notional value Fair-value (+) Notional valueof which: loans

and advances

GROSS DIRECT LONG



(1)




(1)

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1) INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value Derivatives with negative fair value Derivatives with positive fair valueDerivatives with negative fair

value

As of 30/06/2015

(mln EUR)

[ 0 - 3M [

Austria


Sovereign Exposure



[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

Ireland

Italy

Latvia

Lithuania

Luxembourg

Hungary

Germany

Croatia

Greece


banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


and advances

GROSS DIRECT LONG



(1)




(1)



value

As of 30/06/2015

165 -3 153 129 0 24 3,470 47 3,122 -202 455 0 473 0988 6 200 45 0 155 7,245 210 4,724 -457 532 1 293 -1

1,372 42 737 0 0 737 8,190 588 5,215 -648 2,108 10 2,193 -6502 29 253 253 0 0 2,333 216 3,956 -562 876 5 904 -6

2,701 18 1,892 1,858 0 0 8,539 885 8,692 -1,072 1,190 13 1,220 -123,887 64 2,009 2,009 0 0 10,419 1,582 18,468 -2,581 376 1 318 -12,018 0 1,388 114 0 1,274 11,533 3,751 7,041 -2,752 0 0 45 0

11,633 157 6,632 4,408 0 2,190 51,729 7,280 51,219 -8,273 5,537 32 5,445 -27

23 0 23 0 0 0 0 0 0 0 9 0 12 0295 0 295 0 0 0 0 0 0 0 41 0 23 0158 60 98 0 0 2 0 0 0 0 42 0 31 059 59 0 0 0 0 0 0 0 0 126 2 90 -2

142 112 30 0 0 4 0 0 0 0 32 2 32 -22 0 1 0 0 1 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

679 232 447 0 0 8 0 0 0 0 251 5 188 -4

0 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 4 2 4 -20 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 7 4 7 -4

0 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 12 6 12 -6

1 0 1 0 0 1 110 0 80 0 69 1 49 -10 0 0 0 0 0 48 0 789 -17 165 2 212 -2

14 0 14 13 0 2 0 0 0 0 110 2 25 03 0 2 0 0 2 0 0 500 -68 25 0 23 01 0 0 0 0 0 0 0 241 -100 4 0 4 06 0 4 0 0 4 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

25 0 22 13 0 9 157 0 1,610 -185 373 4 314 -3

31 0 31 0 0 31 750 17 0 0 112 0 67 028 0 28 0 0 28 0 0 0 0 189 1 237 -10 0 0 0 0 0 0 0 0 0 214 3 308 -4

45 0 33 0 0 33 250 3 0 0 511 7 531 -1213 0 0 0 0 0 0 0 0 0 1,041 20 365 -1344 0 0 0 0 0 0 0 0 0 41 2 44 -134 0 34 0 0 34 0 0 0 0 0 0 0 0

194 0 126 0 0 126 1,000 20 0 0 2,109 32 1,552 -32

107 0 53 25 0 28 18 0 0 0 372 1 542 -1757 0 678 0 0 678 0 0 0 0 1,370 4 1,642 -6510 0 261 156 0 105 0 0 0 0 3,008 16 4,044 -33475 0 222 55 0 167 0 0 91 -6 3,341 25 2,383 -30822 185 104 0 0 84 0 0 181 -16 4,736 51 3,847 -49

1,202 0 96 0 0 96 0 0 0 0 2,082 100 1,919 -76724 0 410 0 0 410 0 0 0 0 678 101 680 -83

4,597 185 1,823 236 0 1,568 18 0 272 -22 15,588 298 15,056 -278

0 0 0 0 0 0 150 0 30 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 120 -20 8 0 8 01 0 1 0 0 1 0 0 0 0 8 0 6 00 0 0 0 0 0 0 0 115 -13 22 0 22 03 0 3 0 0 3 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 04 0 4 0 0 4 150 0 265 -33 37 0 36 0

0 0 0 0 0 0 44 0 10 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 1 01 0 1 0 0 1 0 0 0 0 125 6 43 -20 0 0 0 0 0 0 0 0 0 0 0 0 01 0 0 0 0 0 0 0 0 0 0 0 0 08 0 8 0 0 8 0 0 0 0 0 0 0 09 0 9 0 0 9 44 0 11 0 125 6 44 -2

0 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

(mln EUR)

[ 0 - 3M [

Austria


Sovereign Exposure



[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

Spain

Sweden

Slovenia

Malta

Netherlands

Poland

Portugal

Romania

Slovakia


banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


and advances

GROSS DIRECT LONG



(1)




(1)



value

As of 30/06/2015

0 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 9 0 9 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 9 0 9 0

128 0 128 0 0 128 1,621 27 1,000 -17 138 0 10 034 0 0 0 0 0 2,078 54 2,029 -51 276 1 261 052 0 0 0 0 0 568 13 3,000 -121 273 1 353 -224 0 0 0 0 0 1,136 67 2,185 -55 337 2 328 -3

295 0 212 212 0 0 7,549 432 2,394 -181 459 4 444 -51,057 0 876 766 0 110 1,427 91 1,371 -233 22 0 31 0

229 0 102 92 0 10 0 0 962 -450 0 0 0 01,820 0 1,319 1,071 0 248 14,379 683 12,942 -1,109 1,505 8 1,427 -11

132 0 132 0 0 132 0 0 477 -14 15 0 15 0242 0 242 0 0 181 0 0 0 0 0 0 19 0114 0 86 0 0 75 0 0 0 0 56 1 36 052 0 24 0 0 0 0 0 0 0 21 0 25 0

658 0 553 264 0 289 0 0 0 0 28 0 30 0

185 0 123 28 0 0 0 0 0 0 0 0 0 05 0 3 0 0 3 0 0 0 0 0 0 0 0

1,388 0 1,163 292 0 680 0 0 477 -14 119 2 125 -1

41 -1 41 0 0 41 0 0 0 0 105 0 69 073 0 73 0 0 73 0 0 0 0 748 2 374 -233 0 0 0 0 0 0 0 0 0 681 6 672 -548 1 45 0 0 45 0 0 0 0 721 9 1,301 -2917 0 0 0 0 0 0 0 0 0 787 24 603 -1893 0 72 0 0 72 0 0 3,105 -653 242 17 282 -1914 0 0 0 0 0 0 0 0 0 37 7 22 -4

319 0 232 0 0 232 0 0 3,105 -653 3,321 66 3,323 -77

333 4 329 292 0 37 0 0 0 0 80 1 78 0546 7 539 478 0 61 0 0 0 0 14 0 44 -1186 1 185 149 0 36 0 0 0 0 67 1 8 0171 0 170 158 0 12 0 0 0 0 143 4 96 -1433 29 402 396 0 7 0 0 0 0 6 0 15 0522 0 519 509 0 10 0 0 0 0 0 0 0 067 8 58 58 0 0 0 0 0 0 0 0 0 0

2,258 51 2,203 2,041 0 162 0 0 0 0 311 6 241 -2

57 9 48 0 0 48 165 14 0 0 0 0 0 0110 0 110 0 0 47 0 0 0 0 0 0 0 056 0 56 0 0 39 0 0 0 0 30 0 33 00 0 0 0 0 0 0 0 0 0 11 0 8 0

63 0 63 3 0 7 0 0 0 0 13 0 15 0164 0 164 106 0 10 0 0 0 0 0 0 0 048 0 48 39 0 9 0 0 0 0 0 0 0 0

498 9 489 147 0 160 165 14 0 0 54 1 56 -1

8 0 8 0 0 8 0 0 11 0 1 0 8 093 0 93 31 0 46 0 0 0 0 6 0 11 00 0 0 0 0 0 0 0 0 0 39 0 2 0

17 0 17 16 0 1 0 0 0 0 27 0 63 -147 0 47 46 0 1 0 0 0 0 0 0 0 089 0 89 89 0 0 0 0 0 0 0 0 0 0

103 0 103 103 0 0 0 0 0 0 0 0 0 0358 0 357 285 0 56 0 0 11 0 73 1 84 -1

88 0 80 0 0 80 56 2 650 -13 140 0 173 0306 100 81 51 0 0 0 0 1,540 -23 1,250 6 729 -4513 337 82 0 0 82 0 0 1,328 -53 1,400 11 1,008 -8946 239 426 52 0 235 100 0 150 -6 1,500 13 1,869 -19369 0 0 0 0 0 150 0 100 -8 1,211 6 1,242 -7488 3 1 0 0 1 0 0 0 0 430 7 337 -14717 0 247 0 0 247 0 0 0 0 0 0 18 -1

3,428 679 917 103 0 645 306 2 3,768 -103 5,931 42 5,376 -53

0 0 0 0 0 0 44 0 0 0 45 0 45 020 0 19 18 0 1 0 0 0 0 150 1 206 01 0 0 0 0 0 0 0 0 0 233 1 143 -11 1 0 0 0 0 0 0 0 0 51 0 102 00 0 0 0 0 0 0 0 0 0 270 4 262 -40 0 0 0 0 0 0 0 7 -1 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

22 1 19 18 0 1 44 0 7 -1 749 6 758 -6

(mln EUR)

[ 0 - 3M [

Austria


Sovereign Exposure



[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

United Kingdom

Iceland

Liechtenstein

Norway

Australia

Canada

Hong Kong

Japan

U.S.


banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


and advances

GROSS DIRECT LONG



(1)




(1)



value

As of 30/06/2015

114 0 76 34 0 3 0 0 0 0 22 0 1 045 1 39 0 0 39 0 0 0 0 205 2 194 -2

100 0 48 31 0 0 0 0 0 0 215 3 71 -1362 0 90 82 0 0 0 0 0 0 129 3 200 -5552 3 203 115 0 87 0 0 0 0 159 5 184 -6

1,175 0 625 128 0 497 0 0 0 0 0 0 20 -1452 0 171 0 0 171 0 0 0 0 0 0 0 0

2,800 4 1,253 390 0 797 0 0 0 0 730 13 670 -15

0 0 0 0 0 0 0 0 0 0 4 0 13 00 0 0 0 0 0 0 0 0 0 86 1 117 -20 0 0 0 0 0 0 0 0 0 51 1 34 -20 0 0 0 0 0 0 0 0 0 36 2 39 -10 0 0 0 0 0 0 0 0 0 3 0 16 -10 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 180 4 220 -6

0 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 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 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

0 0 0 0 0 0 0 0 0 0 21 0 20 00 0 0 0 0 0 0 0 0 0 186 1 108 07 7 0 0 0 0 0 0 0 0 117 1 141 -11 1 0 0 0 0 0 0 0 0 183 1 178 -13 3 0 0 0 0 0 0 0 0 37 0 38 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

12 12 0 0 0 0 0 0 0 0 543 2 484 -2

0 0 0 0 0 0 0 0 31 -5 0 0 0 00 0 0 0 0 0 0 0 0 0 12 0 0 00 0 0 0 0 0 0 0 0 0 41 1 22 00 0 0 0 0 0 0 0 0 0 90 2 139 -20 0 0 0 0 0 0 0 0 0 9 0 0 00 0 0 0 0 0 0 0 2 -10 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 33 -15 152 3 161 -3

3 0 3 0 0 3 163 112 50 0 0 0 0 0119 0 117 74 0 43 239 3 1,327 -82 0 0 0 0188 106 73 52 0 21 244 55 292 -20 0 0 0 0114 0 19 19 0 0 109 7 44 -1 0 0 0 0301 0 297 142 0 155 1,227 47 429 -40 0 0 0 0201 0 139 139 0 0 34 2 48 -10 0 0 0 0

0 0 0 0 0 0 21 4 1,231 -101 0 0 0 0927 106 648 426 0 222 2,036 229 3,421 -253 0 0 0 0

134 0 0 0 0 0 0 0 0 0 0 0 0 0102 0 98 0 0 98 0 0 0 0 0 0 0 0239 0 191 0 0 191 0 0 0 0 0 0 0 0193 0 91 0 0 91 0 0 0 0 0 0 0 0129 0 0 0 0 0 0 0 0 0 0 0 0 0169 0 65 0 0 65 0 0 0 0 0 0 0 029 0 29 0 0 29 0 0 0 0 0 0 0 0

995 0 475 0 0 475 0 0 0 0 0 0 0 0

707 0 707 77 0 630 0 0 0 0 45 0 54 031 0 19 9 0 10 487 59 0 0 96 1 152 -1

638 0 591 36 0 489 2,831 590 0 0 87 1 90 -1163 0 0 0 0 0 0 0 0 0 773 8 218 -1594 0 486 35 0 451 191 40 0 0 111 3 76 -1832 0 227 227 0 0 73 3 0 0 137 4 27 -1

1,583 0 27 0 0 27 0 0 0 0 0 0 0 04,547 0 2,056 383 0 1,607 3,582 692 0 0 1,249 17 616 -5

128 2 9 0 0 9 447 3 0 0 136 0 181 01,528 0 0 0 0 0 18 0 0 0 291 0 344 02,372 24 1,332 171 0 1,161 58 0 876 -2 369 1 346 -11,859 49 945 945 0 0 1,111 2 845 -2 189 1 326 -13,823 0 1,666 1,385 8 271 1,701 4 2,555 -11 167 1 98 0

13,762 0 11,917 11,721 0 188 563 1 389 -1 74 0 95 04,004 0 1,180 544 0 637 179 1 63 0 0 0 0 0

27,476 75 17,048 14,766 8 2,265 4,077 12 4,726 -15 1,226 3 1,391 -3

(mln EUR)

[ 0 - 3M [

Austria


Sovereign Exposure



[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [[ 3M - 1Y [[ 1Y - 2Y [[ 2Y - 3Y [[3Y - 5Y [

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

Total

[ 0 - 3M [

[ 3M - 1Y [

[ 1Y - 2Y [

[ 2Y - 3Y [

[3Y - 5Y [

[5Y - 10Y [

[10Y - more

Total

Others

Switzerland

Other advanced economies

non EEA

Other Central and eastern

Europe countries non EEA

Middle East

Latin America and the

Caribbean

Africa

China


banking book

of which: FVO

(designated at fair

value through

profit&loss)

banking book

of which: Financial

assets held for

trading

(2)


and advances

GROSS DIRECT LONG



(1)




(1)



value

As of 30/06/2015

6 1 4 4 0 0 1,863 3 2,952 -2 27 0 28 057 0 57 4 0 53 0 0 88 -2 87 1 344 -233 0 33 13 0 20 0 0 0 0 284 3 321 -427 0 27 22 0 4 0 0 0 0 51 1 45 -147 0 47 47 0 0 0 0 0 0 331 4 161 -275 0 75 60 0 15 0 0 0 0 79 0 6 00 0 0 0 0 0 0 0 0 0 0 0 0 0

245 1 244 151 0 92 1,863 3 3,040 -4 858 8 905 -9

0 0 0 0 0 0 24 0 24 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

33 0 33 33 0 0 0 0 0 0 0 0 0 05 0 5 0 0 0 0 0 0 0 0 0 0 0

31 0 31 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 00 0 0 0 0 0 0 0 0 0 0 0 0 0

69 0 69 33 0 0 24 0 24 0 0 0 0 0

612 0 612 64 0 548 314 4 1,739 -3 20 0 191 01,982 0 1,982 169 0 1,813 311 2 240 0 148 1 191 -2

457 89 367 184 0 183 192 4 10 0 731 10 542 -8189 89 99 34 0 66 562 7 45 0 379 8 520 -10148 0 148 90 0 58 304 34 1,037 -20 359 9 311 -8

165 0 165 163 0 1 42 3 128 -6 1,650 37 860 -200 0 0 0 0 0 171 6 254 -18 0 0 0 0

3,552 179 3,373 704 0 2,669 1,898 60 3,452 -47 3,286 66 2,615 -48

23 0 23 0 0 0 0 0 0 0 4 0 3 0107 42 60 0 0 8 0 0 0 0 127 1 142 -2512 349 156 61 0 3 0 0 0 0 114 3 209 -632 13 19 0 0 1 0 0 0 0 398 8 409 -13

208 57 147 95 0 6 0 0 0 0 358 25 630 -3784 46 33 0 0 0 0 0 0 0 0 0 0 076 69 6 0 0 6 0 0 0 0 0 0 0 0

1,042 577 444 156 0 25 0 0 0 0 1,002 37 1,393 -58

12 12 0 0 0 0 346 2 567 0 18 0 0 043 43 0 0 0 0 0 0 0 0 206 2 195 -2

-24 -24 0 0 0 0 0 0 0 0 54 1 83 -148 48 0 0 0 0 0 0 0 0 29 1 39 -10 0 0 0 0 0 0 0 0 0 55 4 60 -4

99 99 0 0 0 0 0 0 0 0 18 0 0 03 3 0 0 0 0 0 0 0 0 0 0 0 0

181 181 0 0 0 0 346 2 567 0 381 9 377 -7

9 0 9 0 0 9 0 0 0 0 34 1 35 -1876 26 850 0 0 850 0 0 0 0 103 2 103 -4343 199 144 22 0 122 0 0 0 0 97 10 136 -191 34 57 51 0 6 0 0 0 0 94 1 49 -8

180 148 32 25 0 8 0 0 0 0 187 18 234 -20407 404 4 0 0 4 0 0 0 0 0 0 0 0

8 8 0 0 0 0 0 0 0 0 0 0 18 -41,914 818 1,096 98 0 998 0 0 0 0 515 32 574 -37

81 81 0 0 0 0 0 0 0 0 0 0 0 0670 3 667 667 0 0 0 0 0 0 2 0 19 -147 9 38 0 38 0 0 0 0 0 17 1 0 07 3 5 5 0 0 0 0 0 0 0 0 0 0

181 90 91 50 0 41 0 0 0 0 0 0 0 0633 624 9 0 0 9 0 0 0 0 0 0 0 0

2 0 2 0 0 2 0 0 0 0 0 0 0 01,620 809 811 721 38 52 0 0 0 0 19 1 19 -1

523 347 176 0 0 151 162 7 21 0 24 0 74 0

257 13 244 40 46 141 4 0 0 0 341 2 391 -2

371 -224 595 560 0 27 0 0 0 0 330 4 340 -5

229 83 146 78 44 11 0 0 0 0 206 4 156 -2

1,279 494 784 663 69 32 0 0 0 0 278 21 304 -21

911 474 425 384 0 41 104 13 0 0 40 4 49 -5

450 199 246 246 0 0 20 3 0 0 0 0 0 0

4,020 1,386 2,617 1,972 159 404 291 23 21 0 1,219 34 1,314 -35

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

201412 201412 201412 201412 201412 201412 201412 201506 201506 201506 201506 201506 201506 201506

(mln EUR, %)

Of which:

defaulted

Of which:

defaulted

Debt securities (including at amortised cost and fair value) 64,529 0 113 113 0 106 0 66,244 0 98 98 0 94 0

Central banks 1,388 0 0 0 0 0 0 1,607 0 0 0 0 0 0

General governments 53,190 0 13 13 0 9 0 52,867 0 11 11 0 8 0

Credit institutions 7,051 0 5 5 0 5 0 7,053 0 0 0 0 0 0

Other financial corporations 1,043 0 85 85 0 82 0 1,636 0 85 85 0 84 0

Non-financial corporations 1,857 0 9 9 0 9 0 3,081 0 1 1 0 1 0

Loans and advances(including at amortised cost and fair value) 452,485 2,164 26,335 26,335 1,256 14,785 5,396 477,945 1,378 26,830 26,830 1,289 15,123 6,164

Central banks 3,139 0 13 13 0 13 0 4,397 0 13 13 0 13 0

General governments 22,225 65 90 90 10 43 2 21,638 60 89 89 10 46 42

Credit institutions 24,474 35 93 93 0 26 39 33,361 1 88 88 0 32 36

Other financial corporations 27,102 656 2,078 2,078 0 1,891 17 36,785 5 2,225 2,225 0 2,036 2

Non-financial corporations 187,060 471 12,105 12,105 991 6,751 3,406 193,725 359 12,090 12,090 1,007 6,684 3,515

Households 188,485 938 11,955 11,955 254 6,061 1,931 188,039 953 12,325 12,325 271 6,313 2,569

DEBT INSTRUMENTS other than HFT 517,014 2,164 26,448 26,448 1,256 14,891 5,396 544,189 1,378 26,927 26,927 1,289 15,217 6,164

OFF-BALANCE SHEET EXPOSURES 317,550 1,203 1,203 0 316 348 463,286 17,154 17,154 0 341 418

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) and changes in fair value of performing exposures due to credit risk and provisions (instruments at fair value other than HFT)

3 Insitutions report here specific allowances for financial assets, individually and collectively estimated (instruments at amortised cost) and changes in fair value of NPE due to credit risk and provisions (instruments at fair value other than HFT)

On non-performing

exposures3

Of which

performing but

past due >30

days and <=90

days

Of which non-performing1

On performing

exposures2

On non-performing

exposures3

Collaterals and

financial guarantees

received on non-

performing

exposures

Gross carrying amount

Accumulated impairment, accumulated

changes in fair value due to credit risk and

provisions

Collaterals and

financial guarantees

received on non-

performing

exposures

Gross carrying amount



provisions4

Of which

performing but

past due >30

days and <=90

days

Of which non-performing1

On performing

exposures2


Information on performing and non-performing exposures


As of 31/12/2014 As of 30/06/2015

201412 201412 201412 201412 201412 201506 201506 201506 201506 201506

(mln EUR, %)

Debt securities (including at amortised cost and fair value) 0 0 0 0 0 0 0 0 0 0

Central banks 0 0 0 0 0 0 0 0 0 0

General governments 0 0 0 0 0 0 0 0 0 0

Credit institutions 0 0 0 0 0 0 0 0 0 0

Other financial corporations 0 0 0 0 0 0 0 0 0 0

Non-financial corporations 0 0 0 0 0 0 0 0 0 0

Loans and advances (including at amortised cost and fair value) 7,393 5,522 2,486 2,485 2,367 6,371 5,475 2,406 2,399 1,876

Central banks 0 0 0 0 0 0 0 0 0 0

General governments 8 0 0 0 0 0 0 0 0 0

Credit institutions 295 0 0 0 0 0 0 0 0 0

Other financial corporations 519 446 124 124 168 23 0 0 0 14

Non-financial corporations 4,283 3,451 1,570 1,570 2,030 3,443 3,158 1,466 1,466 1,303

Households 2,289 1,624 792 791 169 2,905 2,317 939 933 560

DEBT INSTRUMENTS other than HFT 7,393 5,522 2,486 2,485 2,367 6,371 5,475 2,406 2,399 1,876

Loan commitments given 512 211 5 5 76 136 125 3 3 42

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

Collateral and financial

guarantees received on

exposures with

forbearance measures

Of which non-

performing exposures

with forbearance

measures

Of which on non-


with forbearance

measures

Of which non-


with forbearance

measures

Of which on non-


with forbearance

measures

Gross carrying amount of exposures with




provisions for exposures with forbearance

measures Collateral and financial

guarantees received on

exposures with


Gross carrying amount of exposures with




provisions for exposures with forbearance

measures2


Forborne Exposures


As of 31/12/2014 As of 30/06/2015

201412 201506

(mln EUR, %)As of

31/12/2014

As of

30/06/2015

Disclosure

Template CodeREGULATION

A Tier 1 capital 47,382 48,252 LRCom {20}

B Total leverage ratio exposures 1,174,825 1,218,533 LRCom {21}

C Leverage ratio 4.03% 3.96% A/B

2015 EU-wide Transparency ExerciseLeverage ratio


Article 429 of the CRR; Delegated Regulation (EU) 2015/62 of 10 October 2014 amending

CRR

201412 201412 201506 201506

(mln EUR, %)Carrying amount

Maximum amount of the

collateral that can be

considered1

Carrying amount

Maximum amount of the

collateral that can be

considered1

Loans and advances 63,065 63,065 66,950 66,283

of which: Other financial corporations 92 92 52 48

of which: Non-financial corporations 12,900 12,900 14,934 14,271

of which: Households 50,048 50,048 51,958 51,958

1This column includes information only on immovable property collaterals. In accordance with the ITS on supervisory reporting, the sum of the amounts of the collateral shall not exceed the carrying amount of the related loan.

Mortgage loans

[Loans collateralized by immovable property]

Mortgage loans

[Loans collateralized by immovable property]

2015 EU-wide Transparency ExerciseInformation on collaterals: Mortgage loans


As of 31/12/2014 As of 30/06/2015

2015 EU-wide Transparency Exercise - Société …...2015/11/24 · 2015 EU-wide Transparency Exercise 201412 201506 Capital Société Générale SA CRR / CRDIV DEFINITION OF CAPITAL

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