(a)

(b)

Amounts

Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation

Common Equity Tier 1 (CET1) capital: instruments and reserves

1

Capital instruments and the related share premium accounts

(h)

of which: Instrument type 1

of which: Instrument type 2

of which: Instrument type 3

2

Retained earnings

3

Accumulated other comprehensive income (and other reserves)

EU-3a

Funds for general banking risk

4

Amount of qualifying items referred to in Article 484 (3) CRR and the related share premium accounts subject to phase out from CET1

5

Minority interests (amount allowed in consolidated CET1)

EU-5a

Independently reviewed interim profits net of any foreseeable charge or dividend

6

Common Equity Tier 1 (CET1) capital before regulatory adjustments

Common Equity Tier 1 (CET1) capital: regulatory adjustments

7

Additional value adjustments (negative amount)

8

Intangible assets (net of related tax liability) (negative amount)

(a)minus (d)

9

Not applicable

10

Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount)

11

Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value

12

Negative amounts resulting from the calculation of expected loss amounts

13

Any increase in equity that results from securitised assets (negative amount)

14

Gains or losses on liabilities valued at fair value resulting from changes in own credit standing

15

Defined-benefit pension fund assets (negative amount)

16

Direct, indirect and synthetic holdings by an institution of own CET1 instruments (negative amount)

17

Direct, indirect and synthetic holdings of the CET 1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)

18

Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)

19

Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)

20

Not applicable

EU-20a

Exposure amount of the following items which qualify for a RW of 1 250 %, where the institution opts for the deduction alternative

EU-20b

of which: qualifying holdings outside the financial sector (negative amount)

EU-20c

of which: securitisation positions (negative amount)

EU-20d

of which: free deliveries (negative amount)

21

Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount)

22

Amount exceeding the 17,65% threshold (negative amount)

23

of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities

24

Not applicable

25

of which: deferred tax assets arising from temporary differences

EU-25a

Losses for the current financial year (negative amount)

EU-25b

Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax charges reduce the amount up to which those items may be used to cover risks or losses (negative amount)

26

Not applicable

27

Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount)

27a

Other regulatory adjustments

28

Total regulatory adjustments to Common Equity Tier 1 (CET1)

29

Common Equity Tier 1 (CET1) capital

Additional Tier 1 (AT1) capital: instruments

30

Capital instruments and the related share premium accounts

(i)

31

of which: classified as equity under applicable accounting standards

32

of which: classified as liabilities under applicable accounting standards

33

Amount of qualifying items referred to in Article 484 (4) CRR and the related share premium accounts subject to phase out from AT1

EU-33a

Amount of qualifying items referred to in Article 494a(1) CRR subject to phase out from AT1

EU-33b

Amount of qualifying items referred to in Article 494b(1) CRR subject to phase out from AT1

34

Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties

35

of which: instruments issued by subsidiaries subject to phase out

36

Additional Tier 1 (AT1) capital before regulatory adjustments

Additional Tier 1 (AT1) capital: regulatory adjustments

37

Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)

38

Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)

39

Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)

40

Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)

41

Not applicable

42

Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)

42a

Other regulatory adjustments to AT1 capital

43

Total regulatory adjustments to Additional Tier 1 (AT1) capital

44

Additional Tier 1 (AT1) capital

45

Tier 1 capital (T1 = CET1 + AT1)

Tier 2 (T2) capital: instruments

46

Capital instruments and the related share premium accounts

47

Amount of qualifying items referred to in Article 484(5) CRR and the related share premium accounts subject to phase out from T2 as described in Article 486(4) CRR

EU-47a

Amount of qualifying items referred to in Article 494a(2) CRR subject to phase out from T2

EU-47b

Amount of qualifying items referred to in Article 494b(2) CRR subject to phase out from T2

48

Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties

49

of which: instruments issued by subsidiaries subject to phase out

50

Credit risk adjustments

51

Tier 2 (T2) capital before regulatory adjustments

Tier 2 (T2) capital: regulatory adjustments

52

Direct, indirect and synthetic holdings by an institution of own T2 instruments and subordinated loans (negative amount)

53

Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)

54

Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)

54a

Not applicable

55

Direct, indirect and synthetic holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)

56

Not applicable

EU-56a

Qualifying eligible liabilities deductions that exceed the eligible liabilities items of the institution (negative amount)

EU-56b

Other regulatory adjustments to T2 capital

57

Total regulatory adjustments to Tier 2 (T2) capital

58

Tier 2 (T2) capital

59

Total capital (TC = T1 + T2)

60

Total Risk exposure amount

Capital ratios and requirements including buffers

61

Common Equity Tier 1 capital

62

Tier 1 capital

63

Total capital

64

Institution CET1 overall capital requirements

65

of which: capital conservation buffer requirement

66

of which: countercyclical capital buffer requirement

67

of which: systemic risk buffer requirement

EU-67a

of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer requirement

EU-67b

of which: additional own funds requirements to address the risks other than the risk of excessive leverage

68

Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the minimum capital requirements

National minima (if different from Basel III)

69

Not applicable

70

Not applicable

71

Not applicable

Amounts below the thresholds for deduction (before risk weighting)

72

Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions)

73

Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of eligible short positions)

74

Not applicable

75

Deferred tax assets arising from temporary differences (amount below 17,65% threshold, net of related tax liability where the conditions in Article 38 (3) CRR are met)

Applicable caps on the inclusion of provisions in Tier 2

76

Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap)

77

Cap on inclusion of credit risk adjustments in T2 under standardised approach

78

Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap)

79

Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach

Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2014 and 1 Jan 2022)

80

Current cap on CET1 instruments subject to phase out arrangements

81

Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)

g

82

Current cap on AT1 instruments subject to phase out arrangements

83

Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)

84

Current cap on T2 instruments subject to phase out arrangements

85

Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)

a

b

c

Balance sheet as in published financial statements

Under regulatory scope of consolidation

Reference

As at period end

As at period end

Assets – Breakdown by asset clases according to the balance sheet in the published financial statements

1

2

3

xxx

Total assets

Liabilities - Breakdown by liability clases according to the balance sheet in the published financial statements

1

2

3

xxx

Total liabilities

Shareholders' Equity

1

2

3

xxx

Total shareholders' equity

a

Qualitative or quantitative information - Free format

1

Issuer

2

Unique identifier (eg CUSIP, ISIN or Bloomberg identifier for private placement)

2a

Public or private placement

3

Governing law(s) of the instrument

3a

Contractual recognition of write down and conversion powers of resolution authorities

Regulatory treatment

4

Current treatment taking into account, where applicable, transitional CRR rules

5

Post-transitional CRR rules

6

Eligible at solo/(sub-)consolidated/ solo&(sub-)consolidated

7

Instrument type (types to be specified by each jurisdiction)

8

Amount recognised in regulatory capital or eligible liabilities (Currency in million, as of most recent reporting date)

9

Nominal amount of instrument

EU-9a

Issue price

EU-9b

Redemption price

10

Accounting classification

11

Original date of issuance

12

Perpetual or dated

13

Original maturity date

14

Issuer call subject to prior supervisory approval

15

Optional call date, contingent call dates and redemption amount

16

Subsequent call dates, if applicable

Coupons / dividends

17

Fixed or floating dividend/coupon

18

Coupon rate and any related index

19

Existence of a dividend stopper

EU-20a

Fully discretionary, partially discretionary or mandatory (in terms of timing)

EU-20b

Fully discretionary, partially discretionary or mandatory (in terms of amount)

21

Existence of step up or other incentive to redeem

22

Noncumulative or cumulative

23

Convertible or non-convertible

24

If convertible, conversion trigger(s)

25

If convertible, fully or partially

26

If convertible, conversion rate

27

If convertible, mandatory or optional conversion

28

If convertible, specify instrument type convertible into

29

If convertible, specify issuer of instrument it converts into

30

Write-down features

31

If write-down, write-down trigger(s)

32

If write-down, full or partial

33

If write-down, permanent or temporary

34

If temporary write-down, description of write-up mechanism

34a

Type of subordination (only for eligible liabilities)

EU-34b

Ranking of the instrument in normal insolvency proceedings

35

Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument)

36

Non-compliant transitioned features

37

If yes, specify non-compliant features

37a

Link to the full term and conditions of the instrument (signposting)

(1) Insert ‘N/A’ if the question is not applicable