EBA欧洲银行-DE024_7页_1mb

Capital Composition Summary for WestLB AG (30 September 2011)

Core Capital Information

• Common Equity before deductions (Original own funds without hybrid instruments and government support measures other than ordinary shares): 1,475 Million EUR

  • Eligible capital and reserves: 1,521 Million EUR
  • Intangibles assets (including goodwill): -47 Million EUR
  • Adjustment to valuation differences in other AFS assets: 0 Million EUR

• Deductions from common equity:

  • Deductions of participations and subordinated claims: -54 Million EUR
  • Securitisation exposures not included in RWA: 0 Million EUR
  • IRB provision shortfall and IRB equity expected loss amounts (before tax): -67 Million EUR

• Common equity (A+B): 1,353 Million EUR (2.78% of RWA)

• Ordinary shares subscribed by government: 172 Million EUR

• Other existing government support measures: 2,796 Million EUR

• Core Tier 1 including existing government support measures (C+D): 4,149 Million EUR (8.54% of RWA)

• Shortfall to 9% before application of sovereign capital buffer: 224 Million EUR (0.46% of RWA)

• Hybrid instruments not subscribed by government: 408 Million EUR

• Tier 1 Capital (E+F): 4,557 Million EUR (9.38% of RWA)

• RWA as of end September 2011 including add-on for CRD3: 48,591 Million EUR

• RWA add-on for CRD III as of end September 2011: 3,791 Million EUR

Sovereign Capital Buffer

• Prudential filter (AFS sovereign assets in EEA): 0 Million EUR
• Difference between book value and fair value of sovereign assets (Bonds and Loans and advances): -34 Million EUR
• Sovereign capital buffer for exposures in EEA (G+H): 0 Million EUR (0.00% of RWA)

Overall Shortfall

• Overall shortfall after including sovereign capital buffer: 224 Million EUR (0.46% of RWA)

Notes and Definitions

• The prudential filter is applied to AFS sovereign assets and reported as a positive number if the AFS revaluation reserve is negative, and as a negative number if it is positive.
• The difference between book value and fair value is reported as a negative number if the book value is smaller than the fair value.
• The sovereign capital buffer is calculated as the sum of the prudential filter and the valuation difference, and if negative, it is set to 0.
• The overall shortfall is calculated as the difference between the 9% of RWA and the Tier 1 capital adjusted for the sovereign capital buffer.

Summary of Exposure Details