EBA欧洲银行-GB091_7页_1mb

Capital Composition Summary as of 30 September 2011 (CRD3 Rules)

Core Capital and Tier 1 Capital

A) Common Equity before Deductions

• Amount: 45,495 million EUR
• Eligible Capital and Reserves: 50,471 million EUR
• Intangibles Assets (including goodwill): -4,977 million EUR
• Adjustment to valuation differences in other AFS assets: -1,091 million EUR

B) Deductions from Common Equity

• Total Deductions: -1,279 million EUR
  • Participations and subordinated claims: -145 million EUR
  • Securitisation exposures not included in RWA: -161 million EUR
  • IRB provision shortfall and IRB equity expected loss amounts (before tax): -973 million EUR

C) Common Equity (A + B)

• Amount: 44,216 million EUR
• % RWA: 10.09%

D) Other Existing Government Support Measures

• Amount: 0 million EUR

E) Core Tier 1 including Existing Government Support Measures (C + D)

• Amount: 44,216 million EUR
• % RWA: 10.09%

F) Hybrid Instruments not Subscribed by Government

• Amount: 7,017 million EUR

Tier 1 Capital (E + F)

• Total: 51,233 million EUR
• % RWA: 11.69%

RWA and Add-on for CRD3

• Total RWA as of end September 2011: 438,183 million EUR
• RWA Add-on for CRD III: 6,858 million EUR

Sovereign Capital Buffer

G) Prudential Filter (AFS Sovereign Assets in EEA)

• Amount: -894 million EUR

H) Difference between Book Value and Fair Value of Sovereign Assets

• Amount: -635 million EUR

Sovereign Capital Buffer for Exposures in EEA (G + H)

• Amount: 0 million EUR
• % RWA: 0.00%

Overall Shortfall after Including Sovereign Capital Buffer

• Amount: 0 million EUR
• % RWA: 0.00%

Country-Specific Exposure Details

Austria

• Residual Maturity: 3M, 2Y, 3Y, 5Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 4 million EUR
• NET DIRECT POSITIONS: 0 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 2 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Belgium

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 101 million EUR
• NET DIRECT POSITIONS: 8 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 8 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Bulgaria

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 0 million EUR
• NET DIRECT POSITIONS: 0 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 0 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Germany

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 4Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 2,223 million EUR
• NET DIRECT POSITIONS: 894 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 8 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: -91 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Greece

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 4Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 0 million EUR
• NET DIRECT POSITIONS: 0 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 0 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Netherlands

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 4Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 14 million EUR
• NET DIRECT POSITIONS: 0 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 0 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Poland

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 4Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 0 million EUR
• NET DIRECT POSITIONS: 0 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 0 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Romania

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 4Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 0 million EUR
• NET DIRECT POSITIONS: 0 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 0 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR

Slovakia

• Residual Maturity: 3M, 1Y, 2Y, 3Y, 4Y, 10Y, 15Y
• GROSS DIRECT LONG EXPOSURES: 46 million EUR
• NET DIRECT POSITIONS: 33 million EUR
• DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES: 14 million EUR
• INDIRECT SOVEREIGN EXPOSURES: 0 million EUR
• Provisions and Write-off: 0 million EUR
• Prudential Filter: 0 million EUR
• Reserve AFS Sovereign Assets: 0 million EUR