Address https://gelex.eu/eli/EU/act/o/2016/45@2016-12-16/en

Contents

1. Preamble
2. 1. Article 1 Amendments
3. Article 1 Amendments
4. 1.
   1. Article 12 Consolidated banking data
5. 1. Article 1 Amendments
6. 3.
   1. Article 17a Individual MFI balance sheet item and interest rate statistics
7. 1. Article 1 Amendments
   2. Article 2 Taking effect and implementation
   3. Article 3 Addressees
8. ANNEX
9. ANNEX I
10. 2.
11. PART 15a Table 1 Table 2 Table 3 Individual MFI balance sheet item and interest rate statistics Data on assets of individual MFIs Data on liabilities of individual MFIs Data on individual MFI interest rates
12. 3.
13. —
14. 4.
15. 5.
16. (i) Section 1: Coded and uncoded attributes defined in the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1, ECB_IBSI1 and ECB_IMIR1 DSDs;
17. (v)—
18. ANNEX II
19. PART 9 Table 1.A. A.B.C. Table 1.B. A.B.C.A.B.C.A.B.C.A.B.C. Table 1.C. A.B.C.A.B.C.A.B.C.A.B.C. Table 1.D. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.E. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.F. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.G. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.ABCDEFGHIJLMNOPQRSA.B.C.ABCDEFGHIJLMNOPQRSA.B.C.A.B.C.A.B.C. Table 1.H. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.I. A.B.C. Table 1.J. A.B.C.A.B.C.A.B.C.A.B.C. Table 1.K. A.B.C. Table 1.L. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.A. A.B.C. Table 2.B. A.B.C.A.B.C.A.B.C.A.B.C. Table 2.C. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.D. A.B.C.A.B.C.A.B.C.A.B.C. Table 2.E. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.F. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.G. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.H. A.B.C. Table 2.I. A.B.C.A.B.C.A.B.C.A.B.C. Table 2.J. A.B.C. Table 2.K. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. CBD Annual – Reporters CBD Annual — Profitability and efficiency CBD Annual — Profitability and efficiency CBD Annual — Balance sheet CBD Annual — Balance sheet CBD Annual — Asset quality CBD Annual — Concentration CBD Annual — Liquidity and funding CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Reporters CBD Quarterly — Profitability and efficiency CBD Quarterly — Balance sheet CBD Quarterly — Balance sheet CBD Quarterly — Asset quality CBD Quarterly — Concentration CBD Quarterly — Liquidity and funding CBD Quarterly — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Number of institutions

THE GOVERNING COUNCIL OF THE EUROPEAN CENTRAL BANK,

Having regard to the Treaty on the Functioning of the European Union,

Having regard to the Statute of the European System of Central Banks and of the European Central Bank, and in particular Articles 5.1, 12.1 and 14.3 thereof,

Having regard to Council Regulation (EC) No 2533/98 of 23 November 1998 concerning the collection of statistical information by the European Central Bank,

Whereas:

(1) The Eurosystem needs to make use of individual monetary financial institutions' balance sheet item and interest rate statistics collected in accordance with Regulation (EU) No 1071/2013 of the European Central Bank (ECB/2013/33) and Regulation (EU) No 1072/2013 of the European Central Bank (ECB/2013/34) for monetary policy, financial stability and macroprudential policy purposes as well as for tasks related to the microprudential supervision of credit institutions in the euro area Member States.

(2) Article 8 of Regulation (EC) No 2533/98 has been amended by Council Regulation (EU) 2015/373 to provide expressly for the sharing of confidential statistical information that has been collected for the purpose of fulfilling the tasks of the ESCB, also for the purposes of prudential supervision and the stability of the financial system.

(3) The national central banks (NCBs) should be required to transmit to the European Central Bank (ECB) the necessary individual monetary financial institution (MFI) balance sheet item and interest rate statistics collected in accordance with Article 5 of the Statute of the European System of Central Banks and of the European Central Bank.

(4) Article 12 of Guideline ECB/2014/15 of the European Central Bank on the provision of consolidated banking data to the ECB should be updated to take into account the implementing technical standards recently developed by the European Banking Authority and endorsed by the European Commission in Commission Implementing Regulation (EU) No 680/2014. Since these updated rules include provisions on the required international consolidated banking data, Article 13 of Guideline ECB/2014/15 is no longer necessary and should be deleted.

(5) Guideline ECB/2014/15 of the European Central Bank should be amended accordingly,

HAS ADOPTED THIS GUIDELINE:

Article 1 Amendments

Guideline ECB/2014/15 is amended as follows:

1. Article 12 is replaced by the following:

Article 1 Amendments

1.

Article 12 Consolidated banking data

1. Scope of reporting NCBs shall report consolidated banking data in accordance with Part 9 of Annex II and shall follow the conceptual and methodological rules set out therein when providing such data. NCBs shall report consolidated banking data in accordance with the European Banking Authority's (EBA) Implementing Technical Standards (ITS) introduced by Commission Implementing Regulation (EU) No 680/2014 and where applicable in accordance with national reporting obligations. NCBs shall provide actual data, where available. Where actual data are not available or cannot be processed, NCBs shall provide national estimates accompanied by methodological notes. Where the statistical information to be provided is not in full accordance with the EBA's ITS reporting standards or national reporting requirements, NCBs shall provide methodological notes in relation to the areas where the standards are not fully met. Targeting the maximum possible coverage, NCBs shall specify any credit institutions excluded from the reporting population and an explanation of the reasons for their exclusion shall be provided. Major credit institutions or groups of institutions, which are relevant from a financial stability perspective, shall not be excluded from the reporting population. The data collected shall be fully consolidated on a cross-border and cross-sector basis, where cross-border refers to domestic banks' branches and subsidiaries located outside the domestic market and included in the data reported by the parent institution, and cross-sector includes the branches and subsidiaries of banks classifiable as other financial institutions. Insurance companies shall not be included in the consolidated data. Consolidated banking data shall be reported separately for: SSM significant banks and SSM less significant banks are credit institutions established in participating Member States and any branches established in participating Member States by a credit institution established in a non-participating Member State. The distinction between significant and less significant supervised entities is set out in Article 6(4) of Council Regulation (EU) No 1024/2013 and Part IV of Regulation (EU) No 468/2014 of the European Central Bank (ECB/2014/17). For the purposes of this Article, banks shall be classified as large banking groups or stand-alone credit institutions if their assets are greater than 0,5 % of the total consolidated assets of European Union banks; as medium-sized banks if their assets are between 0,5 % and 0,005 % of such total consolidated assets; and as small banks if their assets are below 0,005 % of such total consolidated assets.

small domestic banking groups and stand-alone credit institutions,

medium-sized domestic banking groups and stand-alone credit institutions,

large domestic banking groups and stand-alone credit institutions,

foreign (non-European Union) controlled subsidiaries,

foreign (non-European Union) controlled branches,

foreign (European Union) controlled subsidiaries,

foreign (European Union) controlled branches,

foreign (euro area) controlled subsidiaries,

foreign (euro area) controlled branches,

SSM significant banks,

SSM less significant banks.

2. Reporting frequency and deadline NCBs shall report consolidated banking data four times a year. A full dataset shall be reported for end-of-year data. A first submission of these annual data, to be carried out by mid-April of the year following the year to which the data relate, shall comprise the items flagged with an * in Part 9 (consolidated banking data (CBD) annual) of Annex II. However, the full annual dataset may be reported by mid-April if data are already available. Otherwise, the full annual dataset shall be reported by mid-May of the year following the year to which the data relate. The end-March, end-June and end-September data shall be reported in early July, October and January respectively using the quarterly template and shall contain a subset of data from the comprehensive annual template. This data series shall be reported in accordance with Part 9 (consolidated banking data (CBD) quarterly) of Annex II.

3. Revision policy NCBs shall revise reported data in accordance with the following general principles:

(a) during all regular annual and quarterly data transmissions, in addition to the data on the current period, any ordinary or exceptional and significant revisions to the previous period's data shall also be transmitted;

(b) where significant revisions are made, explanatory notes shall be provided to the ECB.

4. Explanatory notes NCBs shall report to the ECB any deviation from the definitions and the rules in paragraphs 1, 2 and 3 to allow the assessment of national practices. NCBs shall submit explanatory notes explaining the reasons for such deviations.

Article 1 Amendments

2. Article 13 is deleted.

3. The following Article 17a is inserted:

Article 1 Amendments

3.

Article 17a Individual MFI balance sheet item and interest rate statistics

1. Scope of reporting NCBs shall report individual BSI and MIR statistics which they collect in accordance with Regulations (EU) No 1071/2013 (ECB/2013/33) and (EU) No 1072/2013 (ECB/2013/34) for selected individual euro area credit institutions in accordance with Tables 1, 2 and 3 of Part 15a of Annex II. The composition of the panel of euro area credit institutions covered in the reporting shall be decided by the Governing Council and notified to the reporting NCBs. The panel shall also include groups of homogeneous credit institutions (e.g. credit cooperatives or savings banks) for which data will be transmitted on an aggregated basis. The ECB may share this data across the Eurosystem in accordance with Regulation (EC) No 2533/98. The Governing Council, based on advice by the Statistics Committee on the statistical and administrative impact of the reporting, shall decide on any amendments to the exchange of data, including changes to the composition of the panel. Such decisions shall be notified to the reporting NCBs. The panel's membership may also be subject to less significant amendments related to the following events: The Governing Council hereby delegates the power to decide on such less significant amendments to the panel's composition to the Executive Board. The Executive Board may sub-delegate such power to one of its members. The decision on such less significant amendments shall be based on advice from the ECB Directorate-General Statistics in liaison with the relevant NCBs. The Governing Council shall be kept informed of such changes on a regular basis. NCBs shall ensure that information regarding the panel is correctly recorded in the Register of Institutions and Affiliates Database (RIAD) in accordance with Annex V. NCBs shall make the necessary amendments to the information recorded in RIAD when the panel's membership is affected. The reporting scheme for individual BSI shall cover end-month and end-quarter outstanding amounts (stocks) and, for selected indicators, additional series covering information on breaks in outstanding amounts not arising from transactions (hereinafter referred to as ancillary series). In the case of loans, additional information on the net flows of loans securitised or otherwise transferred shall be reported. As regards individual MIR statistics, the transmission shall cover monthly interest rates on outstanding amounts and new business with the corresponding new business volumes. The requirements relate to euro-denominated deposits and loans vis-à-vis households and non-financial corporations resident in the euro area. For more details on the reporting requirements, see Part 15a of Annex II. For the reporting of data relating to groups of credit institutions, the following provisions shall apply: All items are mandatory, although special provisions apply to the reporting of ancillary series, as described in Part 15a of Annex II.

(a) euro area enlargements, in order to include credit institutions resident in new euro area Member States;

(b) changes in the MFI population due, for example, to institutions leaving the sector, mergers and acquisitions and other corporate reorganisations; and

(c) changes in the actual reporting population of BSI and MIR statistics due to the derogations or sampling regimes applied by NCBs.

(a) balance sheet indicators on outstanding amounts and ancillary series are calculated as the sum of the individual positions of the members of the group;

(b) interest rates are calculated as weighted averages, whereas the group volume is calculated as the sum of the individual volumes. If the NCB collects the group data on an institution-by-institution basis, the interest rate averages will only cover the institutions which are included in the national MIR sample and are not subject to derogations; the same approach applies to the group volumes.

2. Reporting frequency and deadline NCBs shall report this statistical information in accordance with the yearly calendar laid down by the ECB and communicated to the NCBs by the end of September each year.

3. Revision policy When submitting revisions in the context of individual BSI and MIR statistics, NCBs shall adopt the same approach they follow for the purposes of the transmission of aggregated data, as is laid down in Articles 3(3) and 17(5) of this Guideline.

4. Checks monitoring the internal consistency of the data Before transmitting data to the ECB, NCBs shall verify the internal consistency of the data in accordance with the checks defined and maintained by the ECB.

5. Reporting of information on national specificities and special data developments NCBs shall report all information which is necessary to facilitate the validation of the reported data and to support its analysis. In particular, NCBs shall provide information regarding: NCBs shall report the information preferably at the time of the data transmission and in any case before the closing of data production. The ECB shall handle the information provided having due regard to the confidentiality regime applicable.;

(a) specificities of the credit institutions included in the national panel relating to: (i) derogations, sampling and use of group reporting, (ii) business model, e.g. use of short selling, and (iii) balance sheet structure, e.g. the relevance of positions under remaining assets or liabilities;

(b) the reporting practices relating to ancillary series for individual BSI;

(c) mergers and acquisitions or other corporate reorganisations and large one-off operations affecting credit institutions in the panel.

Article 1 Amendments

4. Annexes II and III are amended in accordance with the Annexes to this Guideline.

Article 2 Taking effect and implementation

This Guideline shall take effect on the day of its notification to the NCBs of the euro area Member States. The NCBs of the euro area Member States shall comply with this Guideline from 1 February 2017.

Article 3 Addressees

This Guideline is addressed to the NCBs of the euro area Member States.

Done at Frankfurt am Main, 16 December 2016. The President of the ECB Mario Draghi

ANNEX

ANNEX I

Annexes II and III to Guideline ECB/2014/15 are amended as follows:

1. in Annex II, Part 9 is replaced by Annex II to this Guideline;

2. in Annex II, the following Part 15a is inserted:

2.

PART 15a Table 1 Table 2 Table 3 Individual MFI balance sheet item and interest rate statistics Data on assets of individual MFIs Data on liabilities of individual MFIs Data on individual MFI interest rates

Tables 1, 2 and 3 present the detailed requirements for the transmission of data on individual MFI balance sheet items and interest rate statistics. As regards individual MFI balance sheet items (BSI), these requirements relate to monthly series on outstanding amounts, together with a selected set of additional indicators on outstanding amounts to be reported on a quarterly basis. However, NCBs that collect these data on a monthly basis may report these indicators on a monthly basis. The reporting scheme for individual BSI also covers ancillary series, which include information on non-transaction effects so that meaningful transaction measures can be derived, i.e. taking into account revaluations due to changes in prices and exchange rates, reclassifications and loan write-offs or write-downs, as applicable. Tables 1 and 2 of this Part identify these requirements with the symbols ߦ and ߦߦ. ߦߦ indicates cases where NCBs are only required to cover reclassifications, as a minimum. In addition, in order to reduce the reporting burden, NCBs may apply a threshold approach when reporting ancillary series. In particular, NCBs are expected to report ancillary series on a best efforts basis for amounts exceeding EUR 50 million, but only when the ancillary series are larger than 1 % of the outstanding amounts of the indicator, i.e. threshold = max(EUR 50 million, 1 % of stocks). This threshold, which also applies to groups of credit institutions, is indicative and aims to help NCBs to decide whether to make an adjustment or not. However, when information is not readily available or is of a poor quality, a decision may be made by the relevant NCB either to take no further action or to make estimates. For loans, the reporting scheme includes additional information on loan transfers, to be reported as acquisitions minus disposals. These indicators, identified in Table 1 with the symbol †, cover net flows of loans securitised or otherwise transferred (transactions with an impact on reported loan stocks). It should be noted that the requirements of Regulation (EU) No 1071/2013 (ECB/2013/33) do not directly match the data requirements of Table 1. In particular, net flows of securitised loans (transactions with an impact on reported loan stocks) that relate to the maturity breakdowns of loans to non-financial corporations and breakdowns by purpose for loans to households are only required on a quarterly basis under Regulation (EU) No 1071/2013 (ECB/2013/33). However, this information may be collected on a monthly basis at national level. Similarly, data on net flows of loans otherwise transferred (transactions with an impact on reported loan stocks) in relation to the maturity breakdowns of loans to non-financial corporations and loan transfers between domestic MFIs are not covered under the requirements of Regulation (EU) No 1071/2013 (ECB/2013/33), but may be available at national level. Where not directly available, this information must be reported on a best efforts basis. The transmission of individual MFI interest rate (MIR) statistics, as set out in Table 3, includes monthly interest rates relating to euro-denominated deposits and loans vis-à-vis households and non-financial corporations resident in the euro area. In addition to interest rates on outstanding amounts and business volumes, the requirements cover the volumes of new business. In accordance with Article 17a, the panel of euro area credit institutions involved in the exchange of data will be regularly amended. Subject to the approval procedure laid down in that Article, any amendments will be implemented according to the following rules. Sector of counterparty Total MFIs General government (S.13) Non-financial corporations (S.11) o/w intra-group positions NCB Up to 1 Y Over 1Y and up to 2Y Over 2Y Total Up to 1 Y Over 1Y Instrument Over 1Y and up to 5Y Over 5 Y Cash Area of counterparty Total Loans Euro area ߦ ߦ † ߦ † ߦ † Domestic Euro area other than domestic Rest of the world ߦߦ o/w loans in euro Euro area o/w overdrafts in euro Euro area o/w syndicated loans Euro area o/w reverse repos with CCPs Domestic Euro area other than domestic Debt securities Euro area ߦ Q Domestic ߦ ߦ Euro area other than domestic ߦ ߦ Rest of the world ߦߦ Q Q Q MMF shares/units Euro area ߦ Domestic Euro area other than domestic Rest of the World ߦߦ Equity and non-MMF IF shares/units Euro area ߦ Domestic Euro area other than domestic Rest of the World ߦߦ Non-financial assets (including fixed assets) Total Remaining assets Total o/w financial derivatives Euro area Q Q Rest of the world Q Sector of counterparty non-MFIs Private sector Households + non-profit institutions serving households (S.14+S.15) OFIs, non-MMF investment funds and ICPFs Total For house purchases For consumption and other purposes OFIs and non-MMF investment funds ICPFs Instrument Up to 1 Y Over 1Y and up to 5Y Over 5 Y Up to 1 Y Over 1Y and up to 5Y Over 5 Y Cash Area of counterparty Total Loans Euro area ߦ † ߦ † ߦ † Domestic Euro area other than domestic Rest of the world o/w loans in euro Euro area o/w overdrafts in euro Euro area o/w syndicated loans Euro area o/w reverse repos with CCPs Domestic Euro area other than domestic Debt securities Euro area Q Q Domestic Euro area other than domestic Rest of the world MMF shares/units Euro area Domestic Euro area other than domestic Rest of the World Equity and non-MMF IF shares/units Euro area Domestic Euro area other than domestic Rest of the World Non-financial assets (including fixed assets) Total Remaining assets Total o/w financial derivatives Euro area Rest of the world Sector of counterparty Total MFIs non-MFIs Central government Non-financial corporations (S.11) Households + non-profit institutions serving households (S.14 + S.15) Others Instrument Up to 1Y Over 1Y and up to 2Y Over 2Y o/w intra-group positions NCB OFIs and non-MMF investment funds ICPFs Other general government Deposits Area of counterparty Total Euro area ߦ ߦߦ Domestic Euro area other than domestic Rest of the world ߦߦ o/w in euro Total Q Deposits in M3 Euro area ߦߦ ߦߦ ߦߦ overnight Domestic Euro area other than domestic o/w in euro Euro area with agreed maturity Up to 1Y Domestic Euro area other than domestic Between 1Y and 2Y Domestic Euro area other than domestic redeemable with a notice up to 3M Domestic Euro area other than domestic o/w in euro Euro area repos not with CCPs Domestic Euro area other than domestic Deposits not included in M3 Euro area ߦߦ ߦߦ ߦߦ with agreed maturity over 2Y Domestic Euro area other than domestic redeemable with a notice over 3M Domestic Euro area other than domestic o/w in euro Euro area repos with CCPs Domestic Euro area other than domestic Debt securities issued Total ߦߦ in euro in foreign currency Capital and reserves Total ߦߦ Remaining liabilities Total o/w financial derivatives Euro area Q Q Rest of the world Q INSTRUMENT CATEGORIES FOR INTEREST RATES ON OUTSTANDING AMOUNTS Sector Type of instrument Original maturity Reporting obligation Deposits in EUR From households With agreed maturity Up to 2 years AAR Over 2 years AAR From non-financial corporations With agreed maturity Up to 2 years AAR Over 2 years AAR Loans in EUR To households For house purchase Up to 1 year AAR Over 1 and up to 5 years AAR Over 5 years AAR For consumption and other purposes Up to 1 year AAR Over 1 and up to 5 years AAR Over 5 years AAR To non-financial corporations Total Up to 1 year AAR Over 1 and up to 5 years AAR Over 5 years AAR INSTRUMENT CATEGORIES FOR INTEREST RATES ON NEW BUSINESS Sector Type of instrument Original maturity, period of notice, initial period of interest rate fixation Reporting obligation Deposits in EUR From households Overnight AAR With agreed maturity Up to 1 year maturity AAR, amount Over 1 and up to 2 years maturity AAR, amount Over 2 years maturity AAR, amount Redeemable at notice Up to 3 months' notice AAR Over 3 months' notice AAR From non-financial corporations Overnight AAR With agreed maturity Up to 1 year maturity AAR, amount Over 1 and up to 2 years maturity AAR, amount Over 2 years maturity AAR, amount Repos Loans in EUR To households Revolving loans and overdrafts and convenience and extended credit card credit AAR For consumption Floating rate and up to 1 year period of initial rate fixation AAR, amount Over 1 and up to 5 years period of initial rate fixation AAR, amount Over 5 years period of initial rate fixation AAR, amount For house purchases Floating rate and up to 1 year period of initial rate fixation AAR, amount Over 1 and up to 5 years period of initial rate fixation AAR, amount Over 5 and up to 10 years period of initial rate fixation AAR, amount Over 10 years period of initial rate fixation AAR, amount For other purposes Floating rate and up to 1 year period of initial rate fixation AAR, amount Over 1 and up to 5 years period of initial rate fixation AAR, amount Over 5 years period of initial rate fixation AAR, amount To non-financial corporations Revolving loans and overdrafts and convenience and extended credit card credit AAR Other loans up to an amount of EUR 0,25 million Floating rate and up to 3 months period of initial rate fixation AAR, amount Over 3 months and up to 1 year period of initial rate fixation AAR, amount Over 1 and up to 3 year period of initial rate fixation AAR, amount Over 3 and up to 5 years period of initial rate fixation AAR, amount Over 5 and up to 10 years period of initial rate fixation AAR, amount Over 10 years period of initial rate fixation AAR, amount Other loans over an amount of EUR 0,25 million and up to EUR 1 million Floating rate and up to 3 months period of initial rate fixation AAR, amount Over 3 months and up to 1 year period of initial rate fixation AAR, amount Over 1 and up to 3 year period of initial rate fixation AAR, amount Over 3 and up to 5 years period of initial rate fixation AAR, amount Over 5 and up to 10 years period of initial rate fixation AAR, amount Over 10 years period of initial rate fixation AAR, amount Other loans over an amount of EUR 1 million Floating rate and up to 1 year period of initial rate fixation AAR, amount Over 1 and up to 5 years period of initial rate fixation AAR, amount Over 5 years period of initial rate fixation AAR, amount

Individual MFI balance sheet item and interest rate statistics

(i) For euro area enlargements: the relevant NCB and the ECB will agree on the institutions to be covered in the exercise and data will be reported for reference periods from the date on which the relevant Member State becomes a participating Member State.

(ii) For changes in the MFI population: the panel will be amended according to the general principle that the coverage agreed upon by the Eurosystem must be preserved. In particular:

If an institution covered by the data exchange leaves the MFI population due to a change in its sector classification, it will be excluded from the panel;

MFIs on the panel may be involved in mergers or acquisitions. If the resulting institution uses the MFI code of an MFI that is already on the panel, no changes are required. If the resulting institution uses the code of an existing MFI that is not on the panel, the MFI will be added to the panel from the first day of the month in which the merger or acquisition takes place. In such situations the issue of whether the relevant NCB should report back data will be decided on a case-by-case basis. When the resulting institution uses a new MFI code, the MFI will be added to the panel from the first day of the month in which the merger or acquisition takes place;

In the event of divisions, the panel will be amended in order to continue to cover the largest of the resulting MFIs. The possibility of including all of the resulting MFIs will be decided on a case-by-case basis.

(iii) For changes in the actual reporting population of BSI and MIR statistics due to the derogations or sampling regimes applied by NCBs: any institutions for which data become unavailable will be excluded from the panel.

3. in Annex III, paragraph 2 of Part 2 is amended as follows:

3.

(a)2. the first subparagraph is replaced by the following: In the context of monetary and financial statistics, the ECB has defined 13 DSDs currently used for the exchange of statistics with the ESCB and other international organisations. For the majority of those DSDs, one data set using that structure is exchanged and as a consequence the DSD identifier and the associated data set identifier (DSI) used in the SDMX data messages are the same. The following data flow characteristics are in production:;

(b) the following indent is deleted from the list of indented points:

(b)

—

international consolidated banking statistics (CBS), DSD identifier and DSI BIS_CBS.;

(c) at the end of the list of indented points, the following indents are inserted:

(c)

—

individual MFI balance sheet items (IBSI), DSD identifier and DSI ECB_IBSI1,

individual MFI interest rate (IMIR), DSD identifier and DSI ECB_IMIR1.;

4. in Annex III, Part 3 is amended as follows:

4.

(a) the table is replaced by the following: Data structure definition (DSD) Concept (identifier) Concept name Value format Code list Code list name BSI SSI MIR OFI SEC PSS IVF FVC CBD ICPF ICO IBSI IMIR DIMENSION ORDER IN THE KEY DIMENSIONS 1 1 1 1 1 1 1 1 1 1 1 1 1 FREQ Frequency AN1 CL_FREQ Frequency code list 2 2 2 2 2 2 2 2 2 2 2 REF_AREA Reference area AN2 CL_AREA_EE Area code list 2 2 REF_AREA Reference area AN2 CL_AREA Area code list 3 3 3 3 3 ADJUSTMENT Adjustment indicator AN1 CL_ADJUSTMENT Adjustment indicator code list 4 3 4 3 BS_REP_SECTOR Balance sheet reference sector breakdown AN..2 CL_BS_REP_SECTOR Balance sheet reference sector breakdown code list 5 4 MFI_LIST_IND Individual MFI list AN..18 CL_MFI_LIST_IND Code list for the Individual MFI list 3 REF_SECTOR Reference sector breakdown AN4 CL_ESA95_SECTOR ESA 95 reference sectoral breakdown code list 3 SEC_ISSUING SECTOR Securities issuing sector AN4 CL_ESA95_SECTOR ESA 95 reference sectoral breakdown code list 3 PSS_INFO_TYPE PSS information type AN4 CL_PSS_INFO_TYPE Payment and settlement system information type code list 4 PSS_INSTRUMENT PSS instrument AN4 CL_PSS_INSTRUMENT Payment and settlement system instrument code list 5 PSS_SYSTEM PSS entry point AN4 CL_PSS_SYSTEM Payment and settlement system entry point code list 6 DATA_TYPE_PSS PSS data type AN2 CL_DATA_TYPE_PSS Payment and settlement system data type code list 3 COMP_APPROACH Compilation approach indicator AN1 CL_COMP_APPROACH Compilation approach indicator code list 4 OFI_REP_SECTOR Other financial intermediaries reporting sector AN2 CL_OFI_REP_SECTOR Other financial intermediaries reference sectoral breakdown code list 4 IVF_REP_SECTOR Investment funds reporting sector AN2 CL_IVF_REP_SECTOR Investment funds reference sectoral breakdown code list 4 FVC_REP_SECTOR Financial vehicle corporations reporting sector AN1 CL_FVC_REP_SECTOR Financial vehicle corporations reference sectoral breakdown code list 4 3 REPORTING_SECTOR Reporting sector AN..6 CL_SECTOR Institutional sector code list 3 CB_REP_SECTOR CBD reference sector breakdown AN2 CL_CB_REP_SECTOR Consolidated banking data reference sector breakdown code list 4 CB_SECTOR_SIZE CBD reference sector size AN1 CL_CB_SECTOR_SIZE Consolidated banking data reference sector size code list 4 SSI_INDICATOR Structural financial indicator AN3 CL_SSI_INDICATOR Structural financial indicator's code list 5 4 6 5 BS_ITEM Balance sheet item AN..7 CL_BS_ITEM Balance sheet item code list 5 OFI_ITEM Other financial intermediaries balance sheet item AN3 CL_OFI_ITEM Other financial intermediaries balance sheet item code list 4 SEC_ITEM Securities item AN6 CL_ESA95_ACCOUNT ESA 95 account code list 5 IF_ITEM Investment funds assets and liabilities AN3 CL_IF_ITEM IF balance sheet item code list 5 FVC_ITEM Financial vehicle corporations assets and liabilities AN3 CL_FVC_ITEM Financial vehicle corporations balance sheet item code list 5 ICPF_ITEM Insurance corporations and pension funds assets and liabilities AN..4 CL_ICPF_ITEM Insurance corporations and pension funds assets and liabilities code list 4 ICO_PAY_ITEM Insurance corporations operations item AN1 CL_ICO_PAY Insurance corporations operations item code list 5 CB_ITEM Consolidated banking data item AN5 CL_CB_ITEM Consolidated banking data item code list 6 6 6 6 6 7 MATURITY_ORIG Original maturity AN..3 CL_MATURITY_ORIG Original maturity code list 5 6 MATURITY_NOT_IRATE Original maturity/Period of notice/Initial rate fixation AN..3 CL_MATURITY_ORIG Original maturity code list 6 MATURITY Maturity AN..6 CL_MATURITY Maturity code list 5 SEC_VALUATION Securities valuation AN1 CL_MUFA_VALUATION Valuation in MUFA context code list 7 5 7 7 7 7 7 8 DATA_TYPE Data type AN1 CL_DATA_TYPE Money and banking type of data, flow and position code list 6 7 DATA_TYPE_MIR MIR data type AN1 CL_DATA_TYPE_MIR MFI interest rates data type code list 6 DATA_TYPE_SEC Securities data type AN1 CL_DATA_TYPE_SEC Securities data type code list 8 6 8 7 8 8 8 9 COUNT_AREA Counterpart area AN2 CL_AREA_EE Area code list 8 5 COUNTERPART_AREA Counterpart area AN2 CL_AREA Area code list 7 8 AMOUNT_CAT Amount category AN1 CL_AMOUNT_CAT Amount category code list 9 8 9 9 9 9 10 9 BS_COUNT_SECTOR Balance sheet counterpart sector AN..7 CL_BS_COUNT_SECTOR Balance sheet counterpart sector code list 9 COUNTERPART_SECTOR Counterpart sector AN..6 CL_SECTOR Institutional sector code list 8 COUNTERPART_SECTOR Counterpart sector AN2 CL_PS_COUNT_SECTOR Payment and settlement system receiving/acquiring sector 10 FVC_ORI_SECTOR Financial vehicle corporations originator sector AN2 CL_FVC_ORI_SECTOR Financial vehicle corporations originator sector code list 6 ICO_UNIT Insurance corporations unit AN1 CL_ICO_UNIT Insurance corporations operations unit code list 10 7 9 10 7 9 10 11 10 10 11 10 CURRENCY_TRANS Currency of transaction AN..3 CL_CURRENCY Currency code list 8 11 8 10 11 11 SERIES_DENOM Denomination of the series or special calculation AN1 CL_SERIES_DENOM Denomination of the series or special calculation code list 11 7 CURRENCY_DENOM Currency denominator AN..15 CL_UNIT Unit code list 11 12 12 BS_SUFFIX Balance sheet suffix AN..3 CL_BS_SUFFIX Balance sheet suffix code list 9 SEC_SUFFIX Series suffix in securities context AN1 CL_SEC_SUFFIX Securities suffix code list 10 11 IR_BUS_COV Interest rates business coverage AN1 CL_IR_BUS_COV Interest rates business coverage code list

(b) the following changes are made to the list of terms following the table:

(b)

(i) the following term is inserted between the terms Balance sheet reference sector breakdown and Reference sector breakdown: Individual MFI list. This dimension refers to the reporting MFI (in the ECB_IBSI1 and ECB_IMIR1 DSDs).;

(ii) the term Original maturity is replaced by the following: Original maturity. For the ECB_BSI1, ECB_FVC1, ECB_IVF1, ECB_CBD1, ECB_OFI1 and ECB_IBSI1 DSDs, this dimension indicates the original maturity of the BSI.;

(iii) the following term is inserted between the terms Original maturity and Maturity: Original maturity/Period of notice/Initial rate fixation. This dimension identifies the breakdown by original maturity or period of notice for deposits for ECB_MIR1 and ECB_IMIR1 DSDs. For loans, this dimension refers to the original maturity of the loan and/or the initial period of interest rate fixation.;

(iv) the terms Data type and MIR data type are replaced by the following:

Data type. This dimension describes the types of data reported in the ECB_BSI1, ECB_SSI1, ECB_OFI1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1 and ECB_IBSI1 DSDs.

MIR data type. In the ECB_MIR1 and ECB_IMIR1 DSDs, this dimension distinguishes MFI interest rate statistics from those relating to volumes of new business or outstanding amounts.;

(v) the term Amount category is replaced by the following: Amount category. This dimension gives the category of the amount of new loans to non-financial corporations; new loans are also reported according to their size. It is only relevant for the ECB_MIR1 and ECB_IMIR1 DSDs.;

(vi) the term Currency of transaction is replaced by the following: Currency of transaction. This dimension describes the currency in which the securities are issued (for the ECB_SEC1 DSD), or in which the following are denominated: (a) the MFI balance sheet items (for the ECB_BSI1 and ECB_IBSI1 DSDs); (b) the structural financial indicators (for the ECB_SSI1 DSD); (c) the deposits and loans (for the ECB_MIR1 and ECB_IMIR1 DSDs); (d) the IF assets and liabilities (for the ECB_IVF1 DSD); (e) the payment transactions (for the ECB_PSS1 DSD); (f) the FVC assets and liabilities (for the ECB_FVC1 DSD); (g) the OFI balance sheet items (for the ECB_OFI1 DSD); (h) the CBD items (for the ECB_CBD1 DSD); and (i) the transactions in IC and PF assets and liabilities (for the ECB_ICPF1f DSD).;

5. in Annex III, Part 4 is amended as follows:

5.

(a) Section 1 is amended as follows:

(a)

(i) Section 1: Coded and uncoded attributes defined in the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1, ECB_IBSI1 and ECB_IMIR1 DSDs;

the heading is replaced by the following:

(ii) the table is replaced by the following: Statistical concept Format Code list BSI SSI MIR OFI SEC PSS IVF FVC CBD ICPF ICO IBSI IMIR ATTRIBUTES AT SIBLING LEVEL (exchanged using the FNS group) √ √ √ √ √ √ √ √ √ √ √ TITLE Title AN..70 uncoded √ √ √ √ √ √ √ √ √ √ √ √ √ UNIT Unit AN..12 CL_UNIT Unit code list √ √ √ √ √ √ √ √ √ √ √ √ √ UNIT_MULT Unit multiplier AN..2 CL_UNIT_MULT Unit multiplier code list √ √ √ √ √ √ √ √ √ √ √ √ √ DECIMALS Decimals N1 CL_DECIMALS Decimals code list √ √ √ √ √ √ √ √ √ √ √ √ √ TITLE_COMPL Title complement AN..1050 uncoded √ √ √ √ √ √ √ √ √ NAT_TITLE National language title AN..350 uncoded √ √ √ √ √ √ √ √ √ √ √ √ √ COMPILATION Compilation AN..1050 uncoded √ √ √ √ √ √ COVERAGE Coverage AN..350 uncoded √ √ √ √ √ √ √ √ √ √ √ √ √ SOURCE_AGENCY Source agency AN3 CL_ORGANISATION Organisation code list √ METHOD_REF Methodology reference AN..1050 uncoded ATTRIBUTES AT TIME SERIES LEVEL (exchanged using the FNS group) √ √ √ √ √ √ √ √ √ √ √ √ √ COLLECTION Collection indicator AN1 CL_COLLECTION Collection indicator code list √ √ √ √ √ √ √ √ √ √ √ √ √ DOM_SER_IDS Domestic series identifier AN..70 uncoded √ √ √ √ √ √ √ √ √ BREAKS Breaks AN..350 uncoded √ √ √ √ √ √ √ √ √ UNIT_INDEX_BASE Unit index base AN..35 uncoded √ √ √ √ √ √ √ √ √ √ √ PUBL_PUBLIC Source publication AN..1050 uncoded √ √ √ √ √ √ √ √ √ √ √ √ PUBL_MU Source publication (euro area only) AN..1050 uncoded √ √ √ √ √ √ √ √ PUBL_ECB Source publication (ECB only) AN..1050 uncoded ATTRIBUTES AT OBSERVATION LEVEL (exchanged together with the data in the main ARR segment except for OBS_COM which is exchanged within the FNS group) √ √ √ √ √ √ √ √ √ √ √ √ √ OBS_STATUS Observation status AN1 CL_OBS_STATUS Observation status code list √ √ √ √ √ √ √ √ √ √ √ √ √ OBS_CONF Observation confidentiality AN1 CL_OBS_CONF Observation confidentiality code list √ √ √ √ √ √ √ √ √ √ √ √ √ OBS_PRE_BREAK Pre-break observation value AN..15 uncoded √ √ √ √ √ √ √ √ √ √ √ √ √ OBS_COM Observation comment AN..1050 uncoded

(b) Section 2: Common attributes properties for the ECB_BSI1, ECB_SSI1, ECB_MIR1, ECB_OFI1, ECB_SEC1, ECB_PSS1, ECB_IVF1, ECB_FVC1, ECB_CBD1, ECB_ICPF1, ECB_ICO1, ECB_IBSI1 and ECB_IMIR1 DSDs: NCBs reporting to the ECB

in Section 2, the heading is replaced by the following:

(c) Section 3 is amended as follows:

(c)

(i) in the table entitled UNIT (unit) the following two rows are inserted at the end of the table: IBSI EUR IMIR For business volumes: EUR For interest rates: PCPA

(ii) in the table entitled UNIT_MULT (unit multiplier) the following two rows are inserted at the end of the table: IBSI 6 IMIR For business volumes: 6 For interest rates: 0

(iii) in the table entitled DECIMALS (decimals) the following two rows are inserted at the end of the table: IBSI 0 IMIR For business volumes: 3 (if data are available; otherwise 0) For interest rates: 4

(iv) the first paragraph of the term COMPILATION (compilation) is replaced by the following: COMPILATION (compilation). For the BSI, IVF, FVC, ICPF, ICO, MIR, IBSI and IMIR datasets this attribute may be used for further textual explanation of the compilation methods, weighting schemes and statistical procedures used to compile the underlying series, particularly if they diverge from the ECB rules and standards. In general, the structure of the required national explanatory notes is the following:;

(v)—

in the table entitled COVERAGE (coverage) the following row is inserted at the end of the table: IMIR stratification criteria, selection procedure (equal probability/probability proportional to size/selection of the biggest institutions) in the event of sampling

(d) in Section 4, in the table entitled COLLECTION (collection indicator) the following two rows are inserted at the end of the table: IBSI For outstanding amounts: end-of-period (E) For flows series: sum of observations throughout the period (S) IMIR For interest rates on outstanding amounts: end-of-period (E) For interest rates on new business: average of observations through the period (A) For new business volumes: sum of observations through the period (S)

(e) in Section 5, the first sentence of the second paragraph relating to OBS-PRE-BREAK (pre-break observation value) is replaced by the following: For the purpose of the BSI, IVF, FVC, OFI, ICPF, ICO and IBSI datasets, this attribute is not requested since the relevant information is already available from the reclassification series or the series expressing financial transactions..

ANNEX II

Part 9 of Annex II to Guideline ECB/2014/15 is replaced by the following:

PART 9 Table 1.A. A.B.C. Table 1.B. A.B.C.A.B.C.A.B.C.A.B.C. Table 1.C. A.B.C.A.B.C.A.B.C.A.B.C. Table 1.D. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.E. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.F. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.G. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.ABCDEFGHIJLMNOPQRSA.B.C.ABCDEFGHIJLMNOPQRSA.B.C.A.B.C.A.B.C. Table 1.H. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 1.I. A.B.C. Table 1.J. A.B.C.A.B.C.A.B.C.A.B.C. Table 1.K. A.B.C. Table 1.L. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.A. A.B.C. Table 2.B. A.B.C.A.B.C.A.B.C.A.B.C. Table 2.C. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.D. A.B.C.A.B.C.A.B.C.A.B.C. Table 2.E. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.F. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.G. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. Table 2.H. A.B.C. Table 2.I. A.B.C.A.B.C.A.B.C.A.B.C. Table 2.J. A.B.C. Table 2.K. A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C.A.B.C. CBD Annual – Reporters CBD Annual — Profitability and efficiency CBD Annual — Profitability and efficiency CBD Annual — Balance sheet CBD Annual — Balance sheet CBD Annual — Asset quality CBD Annual — Concentration CBD Annual — Liquidity and funding CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Annual — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Reporters CBD Quarterly — Profitability and efficiency CBD Quarterly — Balance sheet CBD Quarterly — Balance sheet CBD Quarterly — Asset quality CBD Quarterly — Concentration CBD Quarterly — Liquidity and funding CBD Quarterly — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Own funds, risk weighted exposure amounts and solvency CBD Quarterly — Number of institutions

CBD Annual — Reporters Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Section LE. Reporting population Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant No. of stand alone credit institutions No. of credit institutions consolidated in banking groups No. of banking groups Total number of credit institutions * CBD Annual — Profitability and efficiency — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Interest income Financial assets held for trading* Financial assets designated at fair value through profit or loss* Available-for-sale financial assets* Loans and receivables* Held-to-maturity investments* Derivatives — Hedge accounting, interest rate risk * Other assets (Interest expenses) (Financial liabilities held for trading )* (Financial liabilities designated at fair value through profit or loss)* (Financial liabilities measured at amortised cost)* (Derivatives — Hedge accounting, interest rate risk)* (Other liabilities) (Expenses on share capital repayable on demand) Dividend income* Fee and commission income* (Fee and commission expenses)* Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss* Gains or (-) losses on financial assets and liabilities held for trading, net* Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net* Gains or (-) losses from hedge accounting, net Exchange differences, net Gains (losses) on derecognition of assets other than held for sale, net Other operating income (Other operating expenses) Total operating income, net (Administration costs) (Staff expenses) (Other administrative expenses) (Depreciation) (Provisions or (-) reversal of provisions) (Commitments and guarantees given) (Other provisions) (Impairment on financial assets not measured at fair value through profit or loss) (Financial assets measured at cost [unquoted equity])* (Available-for-sale financial assets) * (Loans and receivables [including finance leases])* (Held to maturity investments)* (Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates) (Impairment or (-) reversal of impairment on non-financial assets) (Property, plant and equipment) (Investment properties) (Goodwill) (Intangible assets [other than goodwill]) (Other) Negative goodwill recognised in profit or loss Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS (Tax expense or (-) income related to profit or loss from continuing operations) PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS Profit or (-) loss after tax from discontinued operations Profit or (-) loss before tax from discontinued operations (Tax expense or (-) income related to discontinued operations) PROFIT OR (-) LOSS FOR THE YEAR Attributable to minority interest Attributable to owners of the parent CBD Annual — Profitability and efficiency — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Interest income (Interest expenses) Dividend income Fee and commission income (Fee and commission expenses) Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss* Gains or (-) losses on financial assets and liabilities held for trading, net* Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net* Gains or (-) losses on non-trading financial assets and liabilities, net Gains or (-) losses from hedge accounting, net Exchange differences, net Gains or (-) losses on derecognition of investments in subsidiaries, joint ventures and associates, net Gains (losses) on derecognition of assets other than held for sale, net Other operating income (Other operating expenses) Total operating income, net (Administration costs) (Staff expenses) (Other administrative expenses) (Depreciation) (Provisions or (-) reversal of provisions) (Commitments and guarantees given) (Other provisions) (Increases or (-) decreases of the fund for general banking risks, net) (Impairment on financial assets not measured at fair value through profit or loss) (Impairment or (-) reversal of impairment of investments in subsidiaries, joint ventures and associates) (Impairment or (-) reversal of impairment on non-financial assets) (Property, plant and equipment) (Investment properties) (Goodwill) (Intangible assets [other than goodwill]) (Other) Negative goodwill recognised in profit or loss Share of the profit or (-) loss of investments in subsidiaries, joint ventures and associates Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS (Tax expense or (-) income related to profit or loss from continuing operations) PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS Extraordinary profit or (-) loss after tax Extraordinary profit or loss before tax (Tax expense or (-) income related to extraordinary profit or loss) PROFIT OR (-) LOSS FOR THE YEAR Attributable to minority interest Attributable to owners of the parent CBD Annual — Profitability and efficiency — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Net interest income Interest income (Interest expenses) Dividend income Net fee and commission income Fee and commission income (Fee and commission expenses) Trading and foreign exchange results Other operating income (Other operating expenses) Total operating income, net (Administration costs) (Staff expenses) (Other administrative expenses) (Depreciation) (Provisions or (-) reversal of provisions) (Impairment on financial assets not measured at fair value through profit or loss) (Impairment or (-) reversal of impairment on non-financial assets) PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS FOR THE YEAR CBD Annual — Profitability and efficiency — FULL SAMPLE Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Net interest income* Dividend income* Net fee and commission income* Trading and foreign exchange results Other operating income Total operating income, net* (Total operating expenses)* PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS FOR THE YEAR* CBD Annual — Profitability and efficiency — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Return on Equity (RoE) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant No. of institutions with RoE < 0 No. of institutions with RoE 0-5 % No. of institutions with RoE 5-10 % No. of institutions with RoE 10-15 % No. of institutions with RoE 15-20 % No. of institutions with RoE > 20 % % of total banking assets of institutions with RoE < 0 % of total banking assets of institutions with RoE 0-5 % % of total banking assets of institutions with RoE 5-10 % % of total banking assets of institutions with RoE 10-15 % % of total banking assets of institutions with RoE 15-20 % % of total banking assets of institutions with RoE > 20 % CBD Annual — Profitability and efficiency — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Return on Equity (RoE) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant No. of institutions with RoE < 0 No. of institutions with RoE 0-5 % No. of institutions with RoE 5-10 % No. of institutions with RoE 10-15 % No. of institutions with RoE 15-20 % No. of institutions with RoE > 20 % % of total banking assets of institutions with RoE < 0 % of total banking assets of institutions with RoE 0-5 % % of total banking assets of institutions with RoE 5-10 % % of total banking assets of institutions with RoE 10-15 % % of total banking assets of institutions with RoE 15-20 % % of total banking assets of institutions with RoE > 20 % CBD Annual — Profitability and efficiency — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Return on Equity (RoE) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant No. of institutions with RoE < 0 No. of institutions with RoE 0-5 % No. of institutions with RoE 5-10 % No. of institutions with RoE 10-15 % No. of institutions with RoE 15-20 % No. of institutions with RoE > 20 % % of total banking assets of institutions with RoE < 0 % of total banking assets of institutions with RoE 0-5 % % of total banking assets of institutions with RoE 5-10 % % of total banking assets of institutions with RoE 10-15 % % of total banking assets of institutions with RoE 15-20 % % of total banking assets of institutions with RoE > 20 % CBD Annual — Profitability and efficiency — FULL SAMPLE Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Return on Equity (RoE) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant No. of institutions with RoE < 0 No. of institutions with RoE 0-5 % No. of institutions with RoE 5-10 % No. of institutions with RoE 10-15 % No. of institutions with RoE 15-20 % No. of institutions with RoE > 20 % % of total banking assets of institutions with RoE < 0 % of total banking assets of institutions with RoE 0-5 % % of total banking assets of institutions with RoE 5-10 % % of total banking assets of institutions with RoE 10-15 % % of total banking assets of institutions with RoE 15-20 % % of total banking assets of institutions with RoE > 20 % CBD Annual — Balance sheet — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Cash, cash balances at central banks and other demand deposits* Financial assets held for trading* Derivatives held for trading Equity instruments Debt securities Loans and advances Financial assets designated at fair value through profit or loss Equity instruments Debt securities Loans and advances Available-for-sale financial assets Equity instruments Debt securities Loans and advances Loans and receivables Debt securities Loans and advances Held-to-maturity investments Debt securities Loans and advances Derivatives–Hedge accounting Fair value changes of the hedged items in portfolio hedge of interest rate risk Investments in associates, subsidiaries and joint ventures Tangible assets Intangible assets Tax assets Current tax assets Deferred tax assets Other assets Non-current assets and disposal groups classified as held for sale TOTAL ASSETS* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Financial liabilities held for trading Derivatives held for trading Short positions Deposits Debt securities issued Other financial liabilities held for trading Financial liabilities designated at fair value through profit or loss Deposits Debt securities issued Other financial liabilities designated at fair value through profit or loss Financial liabilities measured at amortised cost Deposit Debt securities issued Other financial liabilities measured at amortised cost Derivatives–Hedge accounting Fair value changes of the hedged items in portfolio hedge of interest rate risk Provisions Tax liabilities Current tax liabilities Deferred tax liabilities Other liabilities Share capital repayable on demand (e.g. cooperative shares) Liabilities included in disposal groups classified as held for sale TOTAL LIABILITIES* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Capital Share premium Equity instruments issued other than capital Other Equity Accumulated other comprehensive income Retained earnings Revaluation reserves Other Reserves (Treasury shares) Profit or loss attributable to owners of the parent (Interim dividends) Minority interest TOTAL EQUITY TOTAL LIABILITIES AND EQUITY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Loan commitments, financial guarantees and other commitments Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Given Loan commitments Financial guarantees Other commitments Received Loan commitments Financial guarantees Other commitments CBD Annual — Balance sheet — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Cash, cash balances at central banks and other demand deposits* Financial assets held for trading* Derivatives held for trading Equity instruments Debt securities Loans and advances Non-trading non-derivative financial assets measured at fair value through profit or loss Equity instruments Debt securities Loan and advances Non-trading non-derivative financial assets measured at fair value to equity Equity instruments Debt securities Loan and advances Non-trading debt instruments measured at a cost-based method Debt securities Loans and advances Other non-trading non-derivative financial assets Equity instruments Debt securities Loans and advances Derivatives–Hedge accounting Fair value changes of the hedged items in portfolio hedge of interest rate risk Investments in associates, subsidiaries and joint ventures Tangible assets Intangible assets Tax assets Current tax assets Deferred tax assets Other assets Non-current assets and disposal groups classified as held for sale TOTAL ASSETS* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Financial liabilities held for trading Derivatives held for trading Short positions Deposits Debt securities issued Other financial liabilities held for trading Non-trading non-derivative financial liabilities measured at a cost-based method Deposits Debt securities issued Other financial liabilities Derivatives–Hedge accounting Fair value changes of the hedged items in portfolio hedge of interest rate risk Provisions Tax liabilities Current tax liabilities Deferred tax liabilities Other liabilities Share capital repayable on demand (e.g. cooperative shares) Liabilities included in disposal groups classified as held for sale TOTAL LIABILITIES* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Capital Share premium Equity instruments issued other than capital Other Equity Accumulated other comprehensive income Retained earnings Revaluation reserves Fair value reserves Other Reserves First consolidation differences (Treasury shares) Profit or loss attributable to owners of the parent (Interim dividends) Minority interest TOTAL EQUITY TOTAL LIABILITIES AND EQUITY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Loan commitments, financial guarantees and other commitments Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Given Loan commitments Financial guarantees Other commitments Received Loan commitments Financial guarantees Other commitments CBD Annual — Balance sheet — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Cash, cash balances at central banks Loans and advances Debt securities Equity instruments Residual assets TOTAL ASSETS Memorandum items Financial assets held for trading Investments in associates, subsidiaries and joint ventures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Deposits Debt securities issued Provisions Residual liabilities TOTAL LIABILITIES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Capital TOTAL EQUITY TOTAL LIABILITIES AND EQUITY CBD Annual — Balance sheet — FULL SAMPLE Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Cash, cash balances at central banks Loans and advances* Debt securities* Equity instruments* Residual assets TOTAL ASSETS* Memorandum items Financial assets held for trading Investments in associates, subsidiaries and joint ventures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Deposits Debt securities issued Provisions Residual liabilities TOTAL LIABILITIES* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Capital TOTAL EQUITY* TOTAL LIABILITIES AND EQUITY CBD Annual -Balance sheet — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Equity instruments of which: credit institutions of which: other financial corporations of which: non-financial corporations Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Memorandum items Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Subordinated financial liabilities Deposits Debt securities issued CBD Annual — Balance sheet — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Equity instruments of which: credit institutions of which: other financial corporations of which: non-financial corporations Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Memorandum items Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Subordinated financial liabilities Deposits Debt securities issued CBD Annual — Balance sheet — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and advances General governments Central banks Credit institutions Other CBD Annual — Balance sheet — FULL SAMPLE Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and advances General governments Central banks Credit institutions Other CBD Annual — Asset quality — FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Forborne exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities — Gross carrying amount of exposures with forbearance measures Debt securities — Gross carrying amount of performing exposures with forbearance measures Debt securities — Gross carrying amount of performing exposures with forbearance measures of which under probation Debt securities — Gross carrying amount of non-performing exposures with forbearance measures Debt securities — Gross carrying amount of non-performing exposures with forbearance measures of which under probation Debt securities — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — performing exposures with forebearance measures Debt securities — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — non-performing exposures with forebearance measures Loans and advances — Gross carrying amount of exposures with forbearance measures Loans and advances — Gross carrying amount of performing exposures with forbearance measures Loans and advances — Gross carrying amount of performing exposures with forbearance measures of which under probation Loans and advances — Gross carrying amount of non-performing exposures with forbearance measures Loans and advances — Gross carrying amount of non-performing exposures with forbearance measures of which under probation Loans and advances — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — performing exposures with forebearance measures Loans and advances — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — non-performing exposures with forebearance measures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of performing exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of performing exposures — Not past due or Past due <= 30 days Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of performing exposures — Past due > 30 days <= 60 days Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of performing exposures — Past due > 60 days <= 90 days Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of non-performing exposures — Unlikely to pay that are not past-due or past-due < = 90 days Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of non-performing exposures — Past due > 90 days <= 180 days Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of non-performing exposures — Past due > 180 days <= 1 year Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of non-performing exposures — Past due > 1 year Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total gross carrying amount of non-performing exposures — Of which: defaulted Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Accumulated impairment, accumulated changes in fair value due to credit risk and provisions Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances* Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Collateral received on non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Financial guarantees received on non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures CBD Annual — Asset quality — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Impaired debt instruments — Total gross carrying amount of impaired assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and receivables Debt securities Loans and advances Held-to-maturity investments Debt securities Loans and advances Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Impaired debt instruments — Allowances for individual assessed financial assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and receivables Debt securities Loans and advances Held-to-maturity investments Debt securities Loans and advances Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Impaired debt instruments — Allowances for collectively assessed financial assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and receivables Debt securities Loans and advances Held-to-maturity investments Debt securities Loans and advances Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Impaired debt instruments — Allowances for incurred but not reported losses Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and receivables Debt securities Loans and advances Held-to-maturity investments Debt securities Loans and advances CBD Annual — Asset quality — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Impaired debt instruments — Non-trading debt instruments measured at a cost-based method Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Total gross carrying amount of impaired assets Debt securities Loans and advances Allowances for individual assessed financial assets Debt securities Loans and advances Allowances for collectively assessed financial assets Debt securities Loans and advances CBD Annual — Asset quality — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Gross carrying amount* Performing exposures Non-performing exposures* Forborne exposures Accumulated impairment, accumulated changes in fair value due to credit risk and provisions* CBD Annual — GEOGRAPHICAL CONCENTRATION Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total original exposure value Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK NO US (United States) HK (Hong Kong) BR (Brazil) CN (China) JP (Japan) CH (Switzerland) MX (Mexico) AU (Australia) SG (Singapore) TR (Turkey) RU (Russian federation) KY (Cayman Islands) IN (India) KR (South Korea) ZA (South Africa) CA (Canada) Memorandum items Non-domestic original exposure Total original exposure Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total exposures in default Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK NO US (United States) HK (Hong Kong) BR (Brazil) CN (China) JP (Japan) CH (Switzerland) MX (Mexico) AU (Australia) SG (Singapore) TR (Turkey) RU (Russian federation) KY (Cayman Islands) IN (India) KR (South Korea) ZA (South Africa) CA (Canada) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total exposure value Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK NO US (United States) HK (Hong Kong) BR (Brazil) CN (China) JP (Japan) CH (Switzerland) MX (Mexico) AU (Australia) SG (Singapore) TR (Turkey) RU (Russian federation) KY (Cayman Islands) IN (India) KR (South Korea) ZA (South Africa) CA (Canada) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total exposures collateralized by immovable residential property Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK Non-EU countries Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total exposures collateralized by immovable commercial property Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK Non-EU countries CBD Annual — GEOGRAPHICAL CONCENTRATION — FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Domestic activities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and advances Debt securities Total assets Deposits Debt securities issued Total liabilities Interest income (Interest expense) Total operating income, net Profit or loss for the year Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Non-domestic activities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Loans and advances Debt securities Total assets Deposits Debt securities issued Total liabilities Interest income (Interest expense) Total operating income, net Profit or loss for the year CBD Annual — COUNTERPARTY CONCENTRATION Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Large exposures (total) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Large exposures (total) Large exposures — Over 10 % of capital or EUR 300 mln. Large exposures — Institutions Large exposures — Unregulated financial Entities CBD Annual — COUNTERPARTY CONCENTRATION — FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Exposures to central banks Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant On demand [call] and short notice [current account] Credit card debt Finance leases Reverse repurchase loans Other term loans Advances that are not loans LOANS AND ADVANCES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Exposures to general governments Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant On demand [call] and short notice [current account] Credit card debt Trade receivables Finance leases Reverse repurchase loans Other term loans Advances that are not loans LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Exposures to credit institutions Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant On demand [call] and short notice [current account] Credit card debt Trade receivables Finance leases Reverse repurchase loans Other term loans Advances that are not loans LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Exposures to other financial corporations Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant On demand [call] and short notice [current account] Credit card debt Trade receivables Finance leases Reverse repurchase loans Other term loans Advances that are not loans LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans Memorandum items: Maximum amount of the collateral/guarantee that can be considered Loans collateralized by immovable property Other collateralized loans Financial guarantees received Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Exposures to non-financial corporations Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant On demand [call] and short notice [current account] Credit card debt Trade receivables Finance leases Reverse repurchase loans Other term loans Advances that are not loans LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans of which: project finance loans Memorandum items: Maximum amount of the collateral/guarantee that can be considered Loans collateralized by immovable property Other collateralized loans Financial guarantees received Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Exposures to households Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant On demand [call] and short notice [current account] Credit card debt Trade receivables Finance leases Reverse repurchase loans Other term loans Advances that are not loans LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans of which: credit for consumption of which: lending for house purchase Memorandum items: Maximum amount of the collateral/guarantee that can be considered Loans collateralized by immovable property Other collateralized loans Financial guarantees received Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Loans and advances to non-financial corporations — Gross carrying amount Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Agriculture, forestry and fishing Mining and quarrying Manufacturing Electricity, gas, steam and air conditioning supply Water supply Construction Wholesale and retail trade Transport and storage Accommodation and food service activities Information and communication Real estate activities Professional, scientific and technical activities Administrative and support service activities Public administration and defence, compulsory social security Education Human health services and social work activities Arts, entertainment and recreation Other services Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Loans and advances to non-financial corporations — Accumulated impairment or Accumulated changes in fair value due to credit risk Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Agriculture, forestry and fishing Mining and quarrying Manufacturing Electricity, gas, steam and air conditioning supply Water supply Construction Wholesale and retail trade Transport and storage Accommodation and food service activities Information and communication Real estate activities Professional, scientific and technical activities Administrative and support service activities Public administration and defence, compulsory social security Education Human health services and social work activities Arts, entertainment and recreation Other services CBD Annual — FUNDING CONCENTRATION — FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount (FINREP-IFRS) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Derivatives Short positions Equity instruments Debt securities Deposits Central banks Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements General governments Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Credit institutions* Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Other financial corporations* Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Non-financial corporations Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Households Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Debt securities issued* Certificates of deposits Asset-backed securities Covered bonds Hybrid contracts Other debt securities issued Convertible compound financial instruments Non-convertible Other financial liabilities FINANCIAL LIABILITIES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount (FINREP-GAAP) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Derivatives Short positions Equity instruments Debt securities Deposits Central banks Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements General governments Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Credit institutions* Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Other financial corporations* Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Non-financial corporations Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Households Current accounts / overnight deposits Deposits with agreed maturity Deposits redeemable at notice Repurchase agreements Debt securities issued* Certificates of deposits Asset-backed securities Covered bonds Hybrid contracts Other debt securities issued Convertible compound financial instruments Non-convertible Other financial liabilities FINANCIAL LIABILITIES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Total amount received Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Retail funding Sight deposits Fixed-term deposits with an initial maturity < 30 days Fixed-term deposits with an initial maturity > 30 days Savings accounts Wholesale funding Unsecured Secured CBD Annual — Liquidity and funding Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Liquid assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant ASSETS WHICH MEET THE REQUIREMENTS OF ARTICLES 416 AND 417 OF CRR Value according to Article 418 of CRR Amount Undrawn amount of line/Value according to Article 418 of CRR Amount of exposure to central banks Value according to Article 418 of CRR — transferable assets representing claims on or guaranteed by the central government of a Member State, on a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquid assets Value according to Article 418 of CRR — transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity Value according to Article 418 of CRR — transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — assets referred to in Article 416 Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — securities and money market instruments not reported in 1.1 qualifying for credit step 1 under Article 122 Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — securities and money market instruments not reported in 1.1 qualifying for credit step 2 under Article 122 Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — other securities and money market instruments not reported elsewhere Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — equity securities of non-financial entities listed on a major index in a recognised exchange Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — other equity securities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — gold Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — other precious metals Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — non-renewable loans and receivables Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — non-renewable loans and receivables reported in 1.9 that are collateralised by real estate Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — derivatives receivables Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — any other assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — assets deducted from own funds not requiring stable funding Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — undrawn committed credit facilities that qualify as medium risk or medium/low risk under Annex I. Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — own funds after deduction have been applied where apropriate Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — retail deposits Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — liabilities from customers that are not financial customers Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — liabilities from customers that are financial customers Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — liabilities resulting from securities issued qualifying for the treatment in Article 129(4) or (5) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — liabilities resulting from securities defined in Article 52(4) of Directive 2009/65/EC Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — other liabilities resulting from securities issued Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — liabilities from derivatives payables contracts Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories ITEMS PROVIDING STABLE FUNDING — any other liabilities Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months CBD Annual — Asset encumbrance Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount of encumbered assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Assets of the reporting institution Loans on demand Equity instruments Debt securities of which: covered bonds of which: asset-backed securities of which: issued by general governments of which: issued by financial corporations of which: issued by non-financial corporations Loans and advances other than loans on demand of which: mortgage loans Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount of encumbered assets of which: issued by other entities of the group Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Assets of the reporting institution Loans on demand Equity instruments Debt securities of which: covered bonds of which: asset-backed securities of which: issued by financial corporations of which: issued by non-financial corporations Loans and advances other than loans on demand of which: mortgage loans Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount of encumbered assets of which: central bank's eligible Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Assets of the reporting institution Loans on demand Equity instruments Debt securities of which: covered bonds of which: asset-backed securities of which: issued by general governments of which: issued by financial corporations of which: issued by non-financial corporations Loans and advances other than loans on demand of which: mortgage loans Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount of non-encumbered assets Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Assets of the reporting institution Loans on demand Equity instruments Debt securities of which: covered bonds of which: asset-backed securities of which: issued by general governments of which: issued by financial corporations of which: issued by non-financial corporations Loans and advances other than loans on demand of which: mortgage loans Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount of non-encumbered assets of which: issued by other entities of the group Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Assets of the reporting institution Loans on demand Equity instruments Debt securities of which: covered bonds of which: asset-backed securities of which: issued by financial corporations of which: issued by non-financial corporations Loans and advances other than loans on demand of which: mortgage loans Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Carrying amount of non-encumbered assets of which: central bank's eligible Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Assets of the reporting institution Loans on demand Equity instruments Debt securities of which: covered bonds of which: asset-backed securities of which: issued by general governments of which: issued by financial corporations of which: issued by non-financial corporations Loans and advances other than loans on demand of which: mortgage loans Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Collateral received by the reporting institution Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Fair value of encumbered collateral received or own debt securities issued Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance CBD Annual — OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Table x.x Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant OWN FUNDS TIER 1 CAPITAL* COMMON EQUITY TIER 1 CAPITAL* Capital instruments eligible as CET1 Capital Paid up capital instruments Memorandum item: Capital instruments not eligible Share premium (-) Own CET1 instruments (-) Actual or contingent obligations to purchase own CET1 instruments Retained earnings Previous years retained earnings Profit or loss eligible Adjustments to CET1 Accumulated other comprehensive income Other reserves Funds for general banking risk Transitional adjustments due to grandfathered CET1 Capital instruments Minority interest given recognition in CET1 capital Transitional adjustments due to additional minority interests Adjustments to CET1 due to prudential filters Other transitional adjustments to CET1 Capital CET1 capital elements or deductions — other Deductions from CET1 (-) Goodwill (-) Other intangible assets (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities (-) IRB shortfall of credit risk adjustments to expected losses (-)Defined benefit pension fund assets (-) Excess of deduction from AT1 items over AT1 Capital ADDITIONAL TIER 1 CAPITAL Capital instruments eligible as AT1 Capital Paid up capital instruments Memorandum item: Capital instruments not eligible Share premium (-) Own AT1 instruments (-) Actual or contingent obligations to purchase own AT1 instruments Transitional adjustments due to grandfathered AT1 Capital instruments Instruments issued by subsidiaries that are given recognition in AT1 Capital Transitional adjustments due to additional recognition in AT1 Capital of instruments issued by subsidiaries (-) Excess of deduction from T2 items over T2 Capital Other transitional adjustments to AT1 Capital Excess of deduction from AT1 items over AT1 Capital (deducted in CET1) (-) Additional deductions of AT1 Capital due to Article 3 CRR AT1 capital elements or deductions — other TIER 2 CAPITAL Capital instruments and subordinated loans eligible as T2 Capital Paid up capital instruments and subordinated loans Memorandum item: Capital instruments and subordinated loans not eligible Share premium (-) Own T2 instruments (-) Actual or contingent obligations to purchase own T2 instruments Transitional adjustments due to grandfathered T2 Capital instruments and subordinated loans Instruments issued by subsidiaries that are given recognition in T2 Capital Transitional adjustments due to additional recognition in T2 Capital of instruments issued by subsidiaries IRB Excess of provisions over expected losses eligible SA General credit risk adjustments Other transitional adjustments to T2 Capital Excess of deduction from T2 items over T2 Capital (deducted in AT1) (-) Additional deductions of T2 Capital due to Article 3 CRR T2 capital elements or deductions — other CBD Annual — OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Original exposure pre-conversion factors Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES Standardised approach (SA) SA exposure classes excluding securitisation positions Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates Retail Secured by mortgages on immovable property Exposures in default Items associated with particular high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU) Equity Other items Securitisation positions SA Internal ratings based Approach (IRB) IRB approaches when neither own estimates of LGD nor Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other IRB approaches when own estimates of LGD and/or Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other Retail — Secured by real estate SME Retail — Secured by real estate non-SME Retail — Qualifying revolving Retail — Other SME Retail — Other non-SME Equity IRB Securitisation positions IRB Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Value adjustments Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Standardised approach (SA) SA exposure classes excluding securitisation positions Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates Retail Secured by mortgages on immovable property Exposures in default Items associated with particular high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU) Equity Other items Securitisation positions SA Internal ratings based Approach (IRB) IRB approaches when neither own estimates of LGD nor Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other IRB approaches when own estimates of LGD and/or Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other Retail — Secured by real estate SME Retail — Secured by real estate non-SME Retail — Qualifying revolving Retail — Other SME Retail — Other non-SME Securitisation positions IRB Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Risk weighted exposure amounts Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES* RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES Standardised approach (SA) SA exposure classes excluding securitisation positions Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates Retail Secured by mortgages on immovable property Exposures in default Items associated with particular high risk Covered bonds Claims on institutions and corporates with a short-term credit assessment Collective investments undertakings (CIU) Equity Other items Securitisation positions SA Internal ratings based Approach (IRB) IRB approaches when neither own estimates of LGD nor Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other IRB approaches when own estimates of LGD and/or Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other Retail — Secured by real estate SME Retail — Secured by real estate non-SME Retail — Qualifying revolving Retail — Other SME Retail — Other non-SME Equity IRB Securitisation positions IRB Other non credit-obligation assets Risk exposure amount for contributions to the default fund of a CCP TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA) Traded debt instruments Equity Foreign Exchange Commodities Risk exposure amount for Position, foreign exchange and commodities risks under internal models (IM) TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) OpR Basic indicator approach (BIA) OpR Standardised (STA) / Alternative Standardised (ASA) approaches OpR Advanced measurement approaches (AMA) TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT Advanced method Standardised method Based on OEM TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK OTHER RISK EXPOSURE AMOUNTS Of which: Additional stricter prudential requirements based on Art 458 Of which: requirements for large exposures Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property Of which: due to intra financial sector exposures Of which: Additional stricter prudential requirements based on Art 459 Of which: Additional risk exposure amount due to Article 3 CRR Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Expected loss amount Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Internal ratings based Approach (IRB) IRB approaches when neither own estimates of LGD nor Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other IRB approaches when own estimates of LGD and/or Conversion Factors are used Central governments and central banks Institutions Corporates — SME Corporates — Specialised Lending Corporates — Other Retail — Secured by real estate SME Retail — Secured by real estate non-SME Retail — Qualifying revolving Retail — Other SME Retail — Other non-SME Equity IRB CBD Annual — OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Capital buffers and Pillar II requirements Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Combined buffer requirement Capital conservation buffer Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State Institution specific countercyclical capital buffer Systemic risk buffer Systemical important institution buffer Global Systemically Important Institution buffer Other Systemically Important Institution buffer Own funds requirements related to Pillar II adjustments CBD Annual — OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Credit risk — number of institutions by approach Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Standardised Approach Foundation IRB Advanced IRB Total number of institutions (using one or more of the credit risk approaches) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Market risk — number of institutions by approach Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Standardised Approach Internal Models Total number of institutions (using one or more of the market risk approaches) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Operational risk — number of institutions by approach Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant Basic Indicator Approach Standardised Approach / Alternative Standardised Advanced Measurement Approach Total number of institutions (using one or more of the operational risk approaches) CBD Annual -Number of institutions Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Solvency ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 8 8 - 12 12 - 16 16 - 20 > 20 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 6 6 - 8 8 - 12 12 - 16 > 16 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Core Equity Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 4 4 - 6 6 - 8 8 - 12 12 - 16 > 16 CBD Annual -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Solvency ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 8 8 - 12 12 - 16 16 - 20 > 20 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 6 6 - 8 8 - 12 12 - 16 >16 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Core Equity Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 4 4 - 6 6 - 8 8 - 12 12 - 16 > 16 CBD Annual — Assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Solvency ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 8 8 - 12 12 - 16 16 - 20 > 20 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 6 6 - 8 8 - 12 12 - 16 > 16 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand alone) Foreign non-EU controlled branches (stand alone) Foreign EU controlled subsidiaries (subconsolidated or stand alone) Foreign EU controlled branches (stand alone) SSM Categories Core Equity Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (sub-consolidated or stand alone) Foreign EA controlled branches (stand alone) Significant Less-Significant < 4 4 - 6 6 - 8 8 - 12 12 - 16 > 16 CBD Quarterly — Reporters Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Reporting population Large Medium Small Foreign euro area (EA) controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant No. of stand-alone credit institutions No. of credit institutions consolidated in banking groups No. of banking groups Total number of credit institutions* CBD Quarterly — Profitability and efficiency — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Interest income Financial assets held for trading* Financial assets designated at fair value through profit or loss * Available-for-sale financial assets* Loans and receivables* Held-to-maturity investments* Derivatives — Hedge accounting, interest rate risk * Other assets (Interest expenses) (Financial liabilities held for trading )* (Financial liabilities designated at fair value through profit or loss)* (Financial liabilities measured at amortised cost)* (Derivatives — Hedge accounting, interest rate risk)* (Other liabilities) Dividend income* Fee and commission income* (Fee and commission expenses)* Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss* Gains or (-) losses on financial assets and liabilities held for trading, net* Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net* Gains or (-) losses from hedge accounting, net Exchange differences, net Other operating income (Other operating expenses) Total operating income, net (Administration costs) (Staff expenses) (Other administrative expenses) (Depreciation) (Provisions or (-) reversal of provisions) (Commitments and guarantees given) (Other provisions) (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) (Financial assets measured at cost [unquoted equity])* (Available-for-sale financial assets) * (Loans and receivables [including finance leases])* (Held to maturity investments) * (Impairment or (-) reversal of impairment on non-financial assets) PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS (Tax expense or (-) income related to profit or loss from continuing operations) PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS FOR THE YEAR CBD Quarterly- Profitability and efficiency — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Interest income (Interest expenses) Dividend income Fee and commission income (Fee and commission expenses) Gains or (-) losses on derecognition of financial assets & liabilities not measured at fair value through profit or loss* Gains or (-) losses on financial assets and liabilities held for trading, net* Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net* Gains or (-) losses on non-trading financial assets and liabilities, net Gains or (-) losses from hedge accounting, net Exchange differences, net Other operating income (Other operating expenses) Total operating income, net (Administration costs) (Staff expenses) (Other administrative expenses) (Depreciation) (Provisions or (-) reversal of provisions) (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) (Impairment or (-) reversal of impairment on non-financial assets) PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS FOR THE YEAR CBD Quarterly- Profitability and efficiency — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Net interest income Interest income (Interest expenses) Dividend income Net fee and commission income Fee and commission income (Fee and commission expenses) Trading and foreign exchange results Other operating income (Other operating expenses) Total operating income, net (Administration costs) (Staff expenses) (Other administrative expenses) (Depreciation) (Provisions or (-) reversal of provisions) (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss) (Impairment or (-) reversal of impairment on non-financial assets) PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS FOR THE YEAR CBD Quarterly — Profitability and efficiency — FULL SAMPLE Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Consolidated Income Statement Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Net interest income* Dividend income* Net fee and commission income* Trading and foreign exchange results Other operating income Total operating income, net* (Total operating expenses)* PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS PROFIT OR (-) LOSS FOR THE YEAR* CBD Quarterly — BALANCE SHEET — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Cash, cash balances at central banks and other demand deposits* Financial assets held for trading* Derivatives held for trading Equity instruments Debt securities Loans and advances Financial assets designated at fair value through profit or loss Equity instruments Debt securities Loans and advances Available-for-sale financial assets Equity instruments Debt securities Loans and advances Loans and receivables Debt securities Loans and advances Held-to-maturity investments Debt securities Loans and advances Derivatives–Hedge accounting Intangible assets TOTAL ASSETS* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Financial liabilities held for trading Derivatives held for trading Deposits Debt securities issued Financial liabilities designated at fair value through profit or loss Deposits Debt securities issued Financial liabilities measured at amortised cost Deposits Debt securities issued Provisions TOTAL LIABILITIES* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Capital TOTAL EQUITY TOTAL LIABILITIES AND EQUITY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Loan commitments, financial guarantees and other commitments Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Given Loan commitments Financial guarantees Received Loan commitments Financial guarantees CBD Quarterly — BALANCE SHEET — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Cash, cash balances at central banks and other demand deposits* Financial assets held for trading* Derivatives held for trading Equity instruments Debt securities Loans and advances Non-trading non-derivative financial assets measured at fair value through profit or loss Equity instruments Debt securities Loan and advances Non-trading non-derivative financial assets measured at fair value to equity Equity instruments Debt securities Loan and advances Non-trading debt instruments measured at a cost-based method Debt securities Loans and advances Other non-trading non-derivative financial assets Equity instruments Debt securities Loans and advances Derivatives–Hedge accounting Intangible assets TOTAL ASSETS* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Financial liabilities held for trading Derivatives held for trading Deposits Debt securities issued Provisions TOTAL LIABILITIES* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Capital TOTAL EQUITY TOTAL LIABILITIES AND EQUITY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Loan commitments, financial guarantees and other commitments Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Given Loan commitments Financial guarantees Received Loan commitments Financial guarantees CBD Quarterly — BALANCE SHEET — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Cash, cash balances at central banks Loans and advances Debt securities Equity instruments Residual assets TOTAL ASSETS Memorandum items Financial assets held for trading Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Deposits Debt securities issued Provisions Residual liabilities TOTAL LIABILITIES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Capital TOTAL EQUITY TOTAL LIABILITIES AND EQUITY CBD Quarterly — BALANCE SHEET — FULL SAMPLE Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Cash, cash balances at central banks Loans and advances* Debt securities* Equity instruments* Residual assets TOTAL ASSETS* Memorandum items Financial assets held for trading Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Liabilities Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Deposits Debt securities issued Provisions Residual liabilities TOTAL LIABILITIES* Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Equity and minority interest Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Capital TOTAL EQUITY* TOTAL LIABILITIES AND EQUITY CBD Quarterly — BALANCE SHEET — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Equity instruments CBD Quarterly — BALANCE SHEET — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and advances Central banks General governments Credit institutions Other financial corporations Non-financial corporations Households Debt securities Central banks General governments Credit institutions Other financial corporations Non-financial corporations Equity instruments CBD Quarterly — BALANCE SHEET — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and advances General governments Central banks Credit institutions Other CBD Quarterly — BALANCE SHEET — FULL SAMPLE Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and advances General governments Central banks Credit institutions Other CBD Quarterly ASSET QUALITY- FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Forborne exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities — Gross carrying amount of exposures with forbearance measures Debt securities — Gross carrying amount of performing exposures with forbearance measures Debt securities — Gross carrying amount of performing exposures with forbearance measures of which under probation Debt securities — Gross carrying amount of non-performing exposures with forbearance measures Debt securities — Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures Debt securities — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — performing exposures with forebearance measures Debt securities — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — non-performing exposures with forebearance measures Loans and advances — Gross carrying amount of exposures with forbearance measures Loans and advances — Gross carrying amount of performing exposures with forbearance measures Loans and advances — Gross carrying amount of performing exposures with forbearance measures of which under probation Loans and advances — Gross carrying amount of non-performing exposures with forbearance measures Loans and advances — Gross carrying amount of non-performing exposures with forbearance measures of which forbearance of non-performing exposures Loans and advances — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — performing exposures with forebearance measures Loans and advances — Accumulated impairment, accumulated changes in fair value due to credit risk and provisions — non-performing exposures with forebearance measures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Total gross carrying amount of exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities* Credit institutions Other financial corporations Non-financial corporations Loans and advances* Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Total gross carrying amount of performing exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities Credit institutions Other financial corporations Non-financial corporations Loans and advances Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Total gross carrying amount of non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities* Credit institutions Other financial corporations Non-financial corporations Loans and advances* Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Accumulated impairment, accumulated changes in fair value due to credit risk and provisions Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities* Credit institutions Other financial corporations Non-financial corporations Loans and advances* Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on performing exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities Credit institutions Other financial corporations Non-financial corporations Loans and advances Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Accumulated impairment, accumulated changes in fair value due to credit risk and provisions on non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities* Credit institutions Other financial corporations Non-financial corporations Loans and advances* Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Collateral received on non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities Credit institutions Other financial corporations Non-financial corporations Loans and advances Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Financial guarantees received on non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities Credit institutions Other financial corporations Non-financial corporations Loans and advances Credit institutions Other financial corporations Non-financial corporations Households Off-balance sheet exposures CBD Quarterly ASSET QUALITY — IFRS FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Impaired debt instruments — Total gross carrying amount of impaired assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and receivables Held-to-maturity investments Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Impaired debt instruments — Allowances for individual assessed financial assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and receivables Held-to-maturity investments Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Impaired debt instruments — Allowances for collectively assessed financial assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and receivables Held-to-maturity investments Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Impaired debt instruments — Allowances for incurred but not reported losses Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Loans and receivables Held-to-maturity investments CBD Quarterly ASSET QUALITY — GAAP FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Impaired debt instruments — Non-trading debt instruments measured at a cost-based method Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Total gross carrying amount of impaired assets Loans and advances Allowances for individual assessed financial assets Loans and advances Allowances for collectively assessed financial assets Loans and advances CBD Quarterly — ASSET QUALITY — NON-FINREP Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Non-performing exposures Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Gross carrying amount* Performing exposures Non-performing exposures* Forborne exposures Accumulated impairment, accumulated changes in fair value due to credit risk and provisions* CBD Quarterly — GEOGRAPHICAL CONCENTRATION Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Total original exposure value Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK NO US (United States) HK (Hong Kong) BR (Brazil) CN (China) JP (Japan) CH (Switzerland) MX (Mexico) AU (Australia) SG (Singapore) TR (Turkey) RU (Russian Federation) KY (Cayman Islands) IN (India) KR (South Korea) ZA (South Africa) CA (Canada) Memorandum items Non-domestic original exposure Total original exposure Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Total exposures in default Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK NO US (United States) HK (Hong Kong) BR (Brazil) CN (China) JP (Japan) CH (Switzerland) MX (Mexico) AU (Australia) SG (Singapore) TR (Turkey) RU (Russian Federation) KY (Cayman Islands) IN (India) KR (South Korea) ZA (South Africa) CA (Canada) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Total exposure value Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant AT BE BG HR CY CZ DK EE FI FR DE EL HU IE IT LV LT LU MT NL PL PT RO SK SI ES SE UK NO US (United States) HK (Hong Kong) BR (Brazil) CN (China) JP (Japan) CH (Switzerland) MX (Mexico) AU (Australia) SG (Singapore) TR (Turkey) RU (Russian Federation) KY (Cayman Islands) IN (India) KR (South Korea) ZA (South Africa) CA (Canada) CBD Quarterly — GEOGRAPHICAL CONCENTRATION — FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Domestic activities Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Total assets Total liabilities Total operating income, net Profit or loss for the year Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Non-domestic activities Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Total assets Total liabilities Total operating income, net Profit or loss for the year CBD Quarterly — COUNTERPARTY CONCENTRATION — FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Exposures to central banks Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant LOANS AND ADVANCES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Exposures to general governments Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Exposures to credit institutions Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Exposures to other financial corporations Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Exposures to non-financial corporations Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans of which: project finance loans Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Exposures to households Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant LOANS AND ADVANCES of which: mortgage loans [Loans collateralized by immovable property] of which: other collateralized loans of which: credit for consumption of which: lending for house purchase CBD Quarterly — FUNDING CONCENTRATION — FINREP reporters (IFRS and GAAP) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount (FINREP-IFRS) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities issued* Certificates of deposits Asset-backed securities Covered bonds Hybrid contracts Other debt securities issued Convertible compound financial instruments Non-convertible Other financial liabilities FINANCIAL LIABILITIES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount (FINREP-GAAP) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Debt securities issued* Certificates of deposits Asset-backed securities Covered bonds Hybrid contracts Other debt securities issued Convertible compound financial instruments Non-convertible Other financial liabilities FINANCIAL LIABILITIES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Total amount received Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Retail funding Sight deposits Fixed-term deposits with an initial maturity < 30 days Fixed-term deposits with an initial maturity > 30 days Savings accounts Wholesale funding Unsecured Secured CBD Quarterly — Liquidity and funding Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Liquid assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant ASSETS WHICH MEET THE REQUIREMENTS OF ARTICLES 416 AND 417 OF THE CRR Value according to Article 418 of the Capital Requirements Regulation (CRR) — Regulation (EU) No 575/2013 Amount Undrawn amount of line/Value according to Article 418 of the CRR Amount of exposure to central banks Value according to Article 418 of the CRR — transferable assets representing claims on or guaranteed by: the central government of a Member State, a region with fiscal autonomy to raise and collect taxes, or of a third country in the domestic currency of the central or regional government, if the institution incurs a liquidity risk in that Member State or third country that it covers by holding those liquid assets Value according to Article 418 of the CRR — transferable assets representing claims on or guaranteed by central banks and non-central government public sector entities in the domestic currency of the central bank and public sector entity Value according to Article 418 of the CRR — transferable assets representing claims on or guaranteed by the European Financial Stability Facility and the European Stability Mechanism Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS REQUIRING STABLE FUNDING Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Amount extremely high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount high liquidity and credit quality within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Amount other assets within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — non-renewable loans and receivables Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — non-renewable loans and receivables reported in 1.9 that are collateralised by real estate Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — derivatives receivables Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — any other assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — assets deducted from own funds not requiring stable funding Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS REQUIRING STABLE FUNDING — undrawn committed credit facilities that qualify as medium risk or medium/low risk under Annex I. Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant within three months Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories ITEMS PROVIDING STABLE FUNDING Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant within three months between three and 6 months between 6 and 9 months between 9 and 12 months after 12 months CBD Quarterly — Asset encumbrance Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount of encumbered assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Assets of the reporting institution Loans on demand Equity instruments Debt securities Loans and advances other than loans on demand Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount of encumbered assets of which: issued by other entities of the group Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Assets of the reporting institution Loans on demand Equity instruments Debt securities Loans and advances other than loans on demand Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount of encumbered assets of which: central bank's eligible Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Assets of the reporting institution Loans on demand Equity instruments Debt securities Loans and advances other than loans on demand Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount of non-encumbered assets Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Assets of the reporting institution Loans on demand Equity instruments Debt securities Loans and advances other than loans on demand Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount of non-encumbered assets of which: issued by other entities of the group Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Assets of the reporting institution Loans on demand Equity instruments Debt securities Loans and advances other than loans on demand Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Carrying amount of non-encumbered assets of which: central bank's eligible Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Assets of the reporting institution Loans on demand Equity instruments Debt securities Loans and advances other than loans on demand Other assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Collateral received by the reporting institution Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Fair value of encumbered collateral received or own debt securities issued Fair value of non-encumbered collateral received or own debt securities issued available for encumbrance CBD Quarterly — OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Table x.x Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant OWN FUNDS TIER 1 CAPITAL* COMMON EQUITY TIER 1 CAPITAL* Capital instruments eligible as common equity tier 1 (CET1) Capital Retained earnings Adjustments to CET1 Deductions from CET1 ADDITIONAL TIER 1 CAPITAL TIER 2 CAPITAL CBD Quarterly — OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Original exposure pre-conversion factors Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES Standardised approach (SA) Internal ratings based Approach (IRB) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Value adjustments Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Standardised approach (SA) Internal ratings based Approach (IRB) Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Risk weighted exposure amounts Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES* RISK WEIGHTED EXPOSURE AMOUNTS FOR CREDIT, COUNTERPARTY CREDIT AND DILUTION RISKS AND FREE DELIVERIES Standardised approach (SA) Internal ratings based Approach (IRB) TOTAL RISK EXPOSURE AMOUNT FOR SETTLEMENT/DELIVERY TOTAL RISK EXPOSURE AMOUNT FOR POSITION, FOREIGN EXCHANGE AND COMMODITIES RISKS TOTAL RISK EXPOSURE AMOUNT FOR OPERATIONAL RISK (OpR ) TOTAL RISK EXPOSURE AMOUNT FOR CREDIT VALUATION ADJUSTMENT TOTAL RISK EXPOSURE AMOUNT RELATED TO LARGE EXPOSURES IN THE TRADING BOOK OTHER RISK EXPOSURE AMOUNTS Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Expected loss amount Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Internal ratings based Approach (IRB) CBD Quarterly- OWN FUNDS, RISK WEIGHTED EXPOSURE AMOUNTS AND SOLVENCY Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Capital buffers and Pillar II requirements Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant Combined buffer requirement Capital conservation buffer Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State Institution specific countercyclical capital buffer Systemic risk buffer Systemical important institution buffer Global Systemically Important Institution buffer Other Systemically Important Institution buffer Own funds requirements related to Pillar II adjustments CBD Quarterly -Number of institutions Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Solvency ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 8 8 - 12 12 - 16 16 - 20 > 20 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 6 6 - 8 8 - 12 12 - 16 > 16 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Core Equity Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 4 4 - 6 6 - 8 8 - 12 12 - 16 > 16 CBD Quarterly -TOTAL RISK EXPOSURE AMOUNT / TOTAL EXPOSURES Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Solvency ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 8 8 - 12 12 - 16 16 - 20 > 20 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 6 6 - 8 8 - 12 12 - 16 >16 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Core Equity Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 4 4 - 6 6 - 8 8 - 12 12 - 16 > 16 CBD Quarterly — Assets Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Solvency ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 8 8 - 12 12 - 16 16 - 20 > 20 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 6 6 - 8 8 - 12 12 - 16 > 16 Domestic banking groups (consolidated) and stand-alone banks Foreign non-EU controlled subsidiaries (subconsolidated or stand-alone) Foreign non-EU controlled branches (stand-alone) Foreign EU controlled subsidiaries (subconsolidated or stand-alone) Foreign EU controlled branches (stand-alone) SSM Categories Core Equity Tier 1 ratio (%) Large Medium Small Foreign EA controlled subsidiaries (subconsolidated or stand-alone) Foreign EA controlled branches (stand-alone) Significant Less significant < 4 4 - 6 6 - 8 8 - 12 12 - 16 > 16

Versions

1. 2016-12-16