BILAGA I Metod för avstämning av balansräkning. ANNEX I Balance Sheet Reconciliation Methodology

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1 BILAGA I Metod för avstämning av balansräkning Rapportering i enlighet med artikel 2 i genomförandeförordning (EU) nr 1423/213 Avstämning av kapitalbasen i den konsoliderade situationen 31 mar 31 mar mot Länsförsäkringar AB koncernens balansräkning Konsoliderad situation Länsförsäkringar AB koncern SEKm Kapitalbas Balansräknings poster Eget kapital i Länsförsäkringar AB koncern Justering av eget kapital efter dekonsolidering av försäkringsbolag 134 Den konsoliderade situationens egna kapital för kapitaltäckning 18 1 Ej konsoliderade ägarintressen Avdrag för investeringar i försäkringsbolag Justering för kassaflödessäkringar 31 Orealiserade värdeförändringar för finansiella tillgångar Justering för försiktig värdering 46 Uppskjutna skattefordringar i Länsförsäkringar AB koncern 39 varav uppskjutna skattefordringar från bolag utanför den konsoliderade situationen 3 Uppskjutna skattefordringar som riskvägs 27 Avdrag för uppskjutna skattefordringar 12 Totalt belopp för immateriella tillgångar 4 32 'varav tillfört från bolag utanför konsoliderad situation Avdrag immateriella tillgångar konsoliderad situation 426 IRK justering underskott 492 Kärnprimärkapital konsoliderad situation 9 43 Primärkapitaltillskott Primärkapital 9 43 Supplementärkapitalinstrument emitterade av Länsförsäkringar Bank AB IRK justering överskott Totalt supplementärt kapital Total kapitalbas konsoliderad situation ANNEX I Balance Sheet Reconciliation Methodology Disclosure according to Article 2 in Commission implementing regulation (EU) No 1423/213 Länsförsärkringar Consolidated situation 31 mar 31 mar Reconsolidation to balance sheet of Länsförsäkringar AB Group Consolidated situation Länsförsäkringar AB Group Msek Own funds Balance sheet items Shareholders equity Länsförsäkringar AB Group Adjustments in shareholders equity due to deconsolidation of insurance companies 134 Own funds for capital adequacy Consolidated situation 18 1 Non controlling interests Deductions for holdings in insurance companies Adjustments for cash flow hedges 31 Adjustments for unrealised profits related to AFS holdings Prudent valuation 46 Deferred tax assets in Länsförsäkringar AB group 39 whereof related to group companies outside of the consolidated situation 3 Deferred tax assets that are risk weighted 27 Deductions for deferred tax assets 12 Total amount of immaterial assets 4 32 whereof related to group companies outside of the consolidated situation Deductions for immaterial assets in the consolidated situation 426 Deduction for IRB shortfall 492 Common equity tier Additional tier 1 capital instruments Tier 1 capital 9 43 Tier 2 capital instruments issued by Länsförsäkringar Bank AB Excess for IRB provisions Total tier 2 capital Total own funds in the consolidated situation

2 BILAGA I Metod för avstämning av balansräkning Rapportering i enlighet med artikel 2 i genomförandeförordning (EU) nr 1423/213 Avstämning av kapitalbasen i den konsoliderade situationen 31 dec 31 dec mot Länsförsäkringar AB koncernens balansräkning Konsoliderad situation Länsförsäkringar AB koncern SEKm Kapitalbas Balansräknings poster Eget kapital i Länsförsäkringar AB koncern Justering av eget kapital efter dekonsolidering av försäkringsbolag 286 Den konsoliderade situationens egna kapital för kapitaltäckning Ej konsoliderade ägarintressen 11 Avdrag för investeringar i försäkringsbolag 7 66 Justering för kassaflödessäkringar 15 Orealiserade värdeförändringar för finansiella tillgångar 138 Justering för försiktig värdering 51 Uppskjutna skattefordringar i Länsförsäkringar AB koncern 38 varav uppskjutna skattefordringar från bolag utanför den konsoliderade situationen 4 Uppskjutna skattefordringar som riskvägs 34 Avdrag för uppskjutna skattefordringar Totalt belopp för immateriella tillgångar 'varav tillfört från bolag utanför konsoliderad situation Avdrag immateriella tillgångar konsoliderad situation 421 IRK justering underskott 478 Kärnprimärkapital konsoliderad situation Primärkapitaltillskott Primärkapital Supplementärkapitalinstrument emitterade av Länsförsäkringar Bank AB Justering för innehav i koncernbolag utanför konsoliderad situation 3 Supplementärt kapital i Länsförsäkringar AB koncern 2 Utfasning av instrument som innehavs av koncernbolag utanför konsoliderad situation 14 Supplementärkapitalinstrument för kapitaltäckning IRK justering överskott 8 Totalt supplementärt kapital Total kapitalbas konsoliderad situation ANNEX I Balance Sheet Reconciliation Methodology Disclosure according to Article 2 in Commission implementing regulation (EU) No 1423/213 Länsförsärkringar consolidated situation 31 dec 31 dec Reconsolidation to balance sheet of Länsförsäkringar AB Group Consolidated situation Länsförsäkringar AB Group Msek Own funds Balance sheet items Shareholders equity Länsförsäkringar AB group Adjustments in shareholders equity due to deconsolidation of insurance companies 286 Own funds for capital adequacy in the consolidated situation Non controlling interests 11 Deductions for holdings in insurance companies 7 66 Adjustments for cash flow hedges 15 Adjustments for unrealised profits related to AFS holdings 138 Prudent valuation 51 Deferred tax assets in Länsförsäkringar AB group 38 whereof related to group companies outside of the consolidated situation 4 Deferred tax assets that are risk weighted 34 Deductions for deferred tax assets Total amount of immaterial assets whereof related to group companies outside of the consolidated situation Deductions for immaterial assets in the consolidated situation 421 Deduction for IRB shortfall 478 Common equity tier Additional tier 1 capital instruments Tier 1 capital Tier 2 capital instruments issued by Länsförsäkringar Bank AB Adjustments for holdings in group companies outside the consolidated situation 3 Tier 2 capital instruments in Länsförsäkringar AB Group 2 Grandfathered instruments held by group companies outside the consolidated situation 14 Tier 2 capital instruments issued by Länsförsäkringar Bank AB Excess for IRB provisions 8 Total tier 2 capital Total own funds in the consolidated situation 1 514

3 Bilaga VI Mall för upplysningar om kapitalbas under övergångsperioden Rapportering i enlighet med artikel 5 i genomförandeförordning (EU) nr 1423/213 Kärnprimärkapital: instrument och reserver Belopp på upplysningdagen Hänvisning EU förordning nr 575/213 Belopp som omfattas av övergångsbestämmelser 1 Kapitalinstrument och tillhörande överkursfonder ,1 26 (1), 27, 28, 29, EBA list 26 (3), Varav instrumenttyp 1, EBA list 26 (3), Varav instrumenttyp 2, EBA list 26 (3), Varav instrumenttyp 3, EBA list 26 (3), 2 Ej utdelade vinstmedel (balanserade vinstmedel) 6 276,1 26 (1) (c), 3 Ackumulerat annat totalresultat 14,2 26 (1), 3a Reserveringar för allmänna risker i bankrörelse, 26 (1) (f), 4 Belopp för kvalificerande poster som avses i artikel och tillhörande överkursfonder som omfattas av utfasning från kärnprimärkapitalet, 486 (2), 5 Minoritetsintressen (tillåtet belopp i konsoliderat kärnprimärkapital), 483 (2), 5a Delårsresultat netto efter avdrag för förutsebara kostnader och utdelningar som har verifierats av personer som har en oberoende ställning 27,2 84, 479, 48, 6 Kärnprimärkapital före lagstiftningsjusteringar 18,6 26 (2), Kärnprimärkapital: lagstiftningsjusteringar 7 Ytterligare värdejusteringar (negativt belopp) 45,9 34, 15, 8 Immateriella tillgångar (netto efter minskning för tillhörande skatteskulder) (negativt belopp) 426,2 36 (1) (b), 37, 472 (4), 9 Tomt fält i EU,, 1 Uppskjutna skattefordringar som är beroende av framtida lönsamhet, utom sådana som uppstår till följd av temporära skillnader (netto efter minskning för tillhörande skatteskuld när villkoren i artikel 38.3 är uppfyllda) (negativt belopp) 12,2 36 (1) (c), 38, 472 (5), 11 Reserver i verkligt värde relaterade till vinster eller förluster på kassaflödessäkringar 31,1 33 (a), 12 Negativa belopp till följd av beräkningen av förväntade förlustbelopp 492,2 36 (1) (d), 4, 159, 472 (6), 13 Eventuell ökning i eget kapital till följd av värdepapperiserade tillgångar (negativt belopp), 32 (1), 14 Vinster eller förluster på skulder som värderas till verkligt värde och som beror på ändringar av institutets egen kreditstatus, 33 (1) (b) (c), 15 Förmånsbestämda pensionsplaner (negativt belopp), 36 (1) (e), 41, 472 (7), 16 Ett instituts direkta och indirekta innehav av egna kärnprimärkapitalinstrument (negativt belopp), 36 (1) (f), 42, 472 (8), 17 Direkta, indirekta och syntetiska innehav av kärnkapitalinstrument i enheter i den finansiella sektorn med vilka institutet har ett korsvist ägande som är avsett att på konstlad väg öka institutets kapitalbas (negativt belopp), 36 (1) (g), 44, 472 (9), Institutets direkta, indirekta och syntetiska innehav av kärnprimärkapitalinstrument i enheter i den finansiella sektorn i vilka institutet inte har någon väsentlig investering (belopp över tröskelvärdet på 1 %, netto efter godtagbara korta positioner) (negativt belopp) Institutets direkta, indirekta och syntetiska innehav av kärnprimärkapitalinstrument i enheter i den finansiella sektorn i vilka institutet har en väsentlig investering (belopp över tröskelvärdet på 1 %, netto efter godtagbara korta positioner) (negativt belopp), 36 (1) (h), 43, 45, 46, 49 (2) (3), 79, 472 (1), 7 563,5 36 (1) (i), 43, 45, 47, 48 (1) (b), 49 (1) to (3), 79, 47, 472 (11), 2 Tomt fält i EU,, 2a Exponeringsbelopp för följande poster som är kvalificerade för en riskvikt på 1 25 % när institutet väljer alternativet med avdrag, 36 (1) (k), 2 b Varav: kvalificerande innehav utanför den finansiella sektorn (negativt belopp), 36 (1) (k) (i), 89 to 91, 2c Varav: värdepapperiseringspositioner (negativt belopp), 36 (1) (k) (ii) 243 (1) (b) 244 (1) (b) 258, 2d Varav: transaktioner utan samtidig motprestation (negativt belopp), 36 (1) (k) (iii), 379 (3), 21 Uppskjutna skattefordringar som uppstår till följd av temporära skillnader (belopp över tröskelvärdet på 1 %, netto efter minskning för tillhörande skatteskuld när villkoren i artikel 38.3 är uppfyllda) (negativt belopp), 36 (1) (c), 38, 48 (1) (a), 47, 472 (5), 22 Belopp som överskrider tröskelvärdet på 15 % (negativt belopp), 48 (1), 23 Varav: institutets direkta och indirekta innehav av kärnprimärkapitalinstrument i enheter i den finansiella sektorn när institutet har en väsentlig investering i de enheterna, 36 (1) (i), 48 (1) (b), 47, 472 (11), 24 Tomt fält i EU,, 25 Varav: uppskjutna skattefordringar som uppstår till följd av temporära skillnader, 36 (1) (c), 38, 48 (1) (a), 47, 472 (5), 25a Förluster för innevarande räkenskapsår (negativt belopp), 36 (1) (a), 472 (3), 25b Förutsebara skatter som är relaterade till kärnprimärkapitalposter (negativt belopp), 36 (1) (l), 26 26a 26b Lagstiftningsjusteringar som tillämpas på kärnprimärkapital med avseende på belopp som omfattas av behandling som föreskrivs i lagstiftningen före kapitaltäckningsförordningen,, Lagstiftningsjusteringar som avser orealiserade vinster och förluster enlighet med artiklarna 467 och 468,, Belopp som skall dras av från eller läggas till kärnprimärkapital med avseende på ytterligare filter och avdrag som krävs för enligt bestämmelserna före kapitaltäckningsförordningen, 481,, 27 Avdrag från kvalificerande primärkapitaltillskott som överskrider institutets primärkapitaltillskott (negativt belopp), 36 (1) (j), 28 Sammanlagda lagstiftningsjusteringar av kärnprimärkapital 8 571,1,

4 29 Kärnprimärkapital 9 429,5, Primärkapitaltillskott: instrument 3 Kapitalinstrument och tillhörande överkursfonder, 51, 52, 31 Varav: klassificerade som eget kapital enligt tillämpliga redovisningsstandarder,, 32 Varav: klassificerade som skulder enligt tillämpliga redovisningsstandarder,, 33 Belopp för kvalificerande poster som avses i artikel och tillhörande överkursfonder som omfattas av utfasning från primärkapitaltillskottet., 486 (3), 34 Kvalificerande primärkapital som ingår i konsoliderat primärkapitaltillskott (inbegripet minoritetsintressen som inte tas med i rad 5) som utfärdats av dotterföretag och innehas av tredje part, 483 (3), Kapitaltillskott från den offentliga sektorn för vilka äldre regler får tillämpas till den 1 januari , 86, Varav: instrument som utfärdats av dotterföretag och som omfattas av utfasning, 486 (3), 36 Primärkapitaltillskott före lagstiftningsjusteringar,, Primärkapitaltillskott före lagstiftningsjusteringar Ett instituts direkta och indirekta innehav av egna primärkapitaltillskottsinstrument (negativt belopp), 52 (1) (b), 56 (a), 57, 475 (2), Direkta, indirekta och syntetiska innehav av primärkapitaltillskottsinstrument i enheter i den finansiella sektorn med vilka institutet har ett korsvist ägande som är avsett att på konstlad väg öka institutets kapitalbas (negativt belopp), 56 (b), 58, 475 (3), Direkta, indirekta och syntetiska innehav av primärkapitaltillskottsinstrument i enheter i den finansiella sektorn i vilka institutet inte har någon väsentlig investering (belopp över tröskelvärdet på 1 %, netto efter godtagbara korta positioner) (negativt belopp), 56 (c), 59, 6, 79, 475 (4), Institutets direkta, indirekta och syntetiska innehav av primärkapitaltillskottsinstrument i 4 enheter i den finansiella sektorn i vilka institutet har en väsentlig investering (netto efter godtagbara korta positioner) (negativt belopp), 56 (d), 59, 79, 475 (4), 41 Tomt fält i EU,, 41a 41b Restvärden som dras av från primärkapitaltillskott med avseende på avdrag från kärnprimärkapital under övergångsperioden i enlighet med artikel 472 i förordning (EU) nr 575/213, 472, 473(3)(a), 472 (4), 472 (6), 472 (8) (a), 472 (9), 472 (1) (a), 472 (11) (a), Varav poster ska redovisas rad för rad, t.ex. väsentliga delårsförluster netto, immateriella tillgångar, underskott i avsättningar i förhållande till förluster osv.,, Restvärden som dras av från primärkapitaltillskott med avseende på avdrag från kärnprimärkapital under övergångsperioden i enlighet med artikel 475 i förordning (EU) nr 575/213, 477, 477 (3), 477 (4) (a), Varav poster skall redovisas rad för rad, t.ex. korsvist ägande av supplementärkapitalinstrument, direkta innehav av icke väsentliga investeringar i kapitalet hos andra enheter i den finansiella sektorn osv.,, 41c Belopp som skall dras av från eller läggas till kärnprimärkapital med avseende på ytterligare filter och avdrag som krävs för enligt bestämmelserna före kapitaltäckningsförordningen, 467, 468, 481, 42 Avdrag från kvalificerande supplementärkapital som överskrider institutets supplementärkapital (negativt belopp), 56 (e), 43 Summa lagstiftningsjusteringar av primärkapitaltillskott,, 44 Primärkapitaltillskott,, 45 Primärkapital (primärkapital = kärnprimärkapital + primärkapitaltillskott) Supplementärkapital: instrument och avsättningar 9 429,5, 46 Kapitalinstrument och tillhörande överkursfonder 2 296,8 62, 63, 47 Belopp för kvalificerande poster som avses i artikel och tillhörande överkursfonder som omfattas av utfasning från supplementärkapitalet., 486 (4), Kapitaltillskott från den offentliga sektorn för vilka äldre regler får tillämpas till den 1 januari 218, 483 (4), 48 Kvalificerande kapitalbasinstrument som ingår i konsoliderat supplementärkapital (inbegripet minoritetsintressen och primärkapitaltillskottsinstrument som inte tas med i raderna 5 eller 34) som utfärdats av dotterföretag och innehas av tredje part 87, 88, 48, 49 Varav: instrument som utfärdats av dotterföretag och som omfattas av utfasning, 486 (4), 5 Kreditriskjusteringar, 62 (c) & (d), 51 Supplementärkapital före lagstiftningsjusteringar 2 296,8, Supplementärkapital: lagstiftningsjusteringar Ett instituts direkta och indirekta innehav av egna supplementärkapitalinstrument och efterställda lån (negativt belopp), 63 (b) (i), 66 (a), 67, 477 (2), Innehav av supplementärkapitalinstrument och efterställda lån i enheter i den finansiella sektorn med vilka institutet har ett korsvist ägande som är avsett att på konstlad väg öka institutets kapitalbas (negativt belopp), 66 (b), 68, 477 (3), Direkta och indirekta innehav av supplementärkapitalinstrument och efterställda lån i enheter 54 i den finansiella sektorn i vilka institutet inte har någon väsentlig investering (belopp över tröskelvärdet på 1 %, netto efter godtagbara korta positioner) (negativt belopp), 66 (c), 69, 7, 79, 477 (4), 54a Varav nya innehav som inte omfattas av övergångsarrangemang, 54b Varav innehav som fanns före den 1 januari 213 och som omfattas av övergångsarrangemang,, 55 Institutets direkta och indirekta innehav av supplementärkapitalinstrument och efterställda lån i enheter i den finansiella sektorn i vilka institutet har en väsentlig investering (netto efter godtagbara korta positioner) (negativt belopp), 66 (d), 69, 79, 477 (4) 8, 56 Tomt fält i EU., 56a Restvärden som dras av från supplementärkapital med avseende på avdrag från kärnprimärkapital under övergångsperioden i enlighet med artikel 472 i förordningen (EU) nr 575/213, 472, 472(3)(a), 472 (4), 472 (6), 472 (8), 472 (9), 472 (1) (a), 472 (11) (a), 56b Varav poster ska redovisas rad för rad, t.ex. väsentliga delårsförluster netto, immateriella tillgångar, underskott i avsättningar i förhållande till förluster osv.,, Restvärden som dras av från supplementärkapital med avseende på avdrag från kärnprimärkapital under övergångsperioden i enlighet med artikel 475 i förordningen (EU) nr 575/213, 475, 475 (2) (a), 475 (3), 475 (4) (a),

5 Varav poster ska redovisas rad för rad, t.ex. korsvist ägande, av primärkapitaltillskottinstrument, direkta innehav av icke väsentliga investeringar i kapitalet hos andra enheter i den finansiella sektorn osv.,, Belopp som ska dras av från eller läggas till supplementärkapital med avseende på ytterligare 56c filter och avdrag som krävs enligt de bestämmelser som tillämpades innan kapitaltäckningsförordningen, 467, 468, 481, 57 Summa lagstiftningsjusteringar av supplementärkapital, 8, 58 Supplementärkapital 2 296,8, 59 Totalt kapital (totalt kapital = primärkapital + supplementärkapital) 59a Riskvägda tillgångar med avseende på belopp som omfattas av behandling som föreskrivs i de bestämmelser som tillämpades före kapitaltäcknings förordningen och de övergångsbestämmelser som omfattas av utfasning i enlighet med förordning (EU) nr 575/213 (dvs, restvärde enligt kapitaltäckningsförordningen) Varav poster som inte dragits av från kärnprimärkapital (restvärden enligt förordning (EU) nr 575/213). (poster ska redovisas rad för rad, t.ex. uppskjutna skattefordringar som är beroende av framtida lönsamhet netto efter minsking för tillhörande skatteskuld, indirekta innehav av eget kärnprimärkapital osv.), ,3,,, 472, 472 (5), 472 (8) (b), 472 (1) (b), 472 (11) (b), Varav poster som inte dragits av från primärkapitalposter (restvärden enligt förordning (EU) nr 575/213). Poster skall redovisas rad för rad, t.ex. korsvist ägande av supplementärkapitalinstrument, direkta innehav av icke väsentliga investeringar i kapitalet hos andra enheter i den finansiella sektorn osv, 475, 475 (2) (b), 475 (2), 475 (4) (b), Poster som inte dragits av från supplementärkapitalinstrument (restvärden enligt förordning (EU) nr 575/213. poster ska redovisas rad för rad, t.ex. indirekta innehav av egna supplementärkapitalinstrument, korsvist ägande, av primärkapitaltillskottinstrument, innehav av icke väsentliga investeringar i kapitalet hos andra enheter i den finansiella sektorn,indirekta innehav av väsentliga investeringar i kapital hos andra enheter i den finansiella sektorn osv, 477, 477 (2) (b), 477 (2) (c), 477 (4) (b), 6 Totala riskvägda tillgångar ,, Kapitalrelationer och buffertar 61 Kärnprimärkapital (som procentandel av det totala riskvägda exponeringsbeloppet) 62 Primärkapital (som procentandel av det totala riskvägda exponeringsbeloppet) 15,4% 92 (2) (a), 465, 15,4% 92 (2) (b), 465, 63 Totalt kapital (som procentandel av det totala riskvägda exponeringsbeloppet) 19,1% 92 (2) (c), Institutsspecifika buffertkrav (krav på kärnprimärkapital i enlighet med artikel 92.1 a plus krav 64 på kapitalkonserveringsbuffert och kontracyklisk kapitalbuffert, plus systemriskbuffert, plus buffert för systemviktiga institut uttryckt som en procentandel av det riskvägda exponeringsbeloppet) 7,% CRD 128, 129, 14, 65 Varav: krav på kapitalkonserveringsbuffert 2,5%, 66 Varav: krav på kontracyklisk kapitalbuffert ej implementerad, 67 Varav: krav på systemriskbuffert ej implementerad, 67a Varav: buffert för globalt systemviktigt institut eller för annat systemviktigt institut n/a CRD 131, 68 Kärnprimärkapital tillgängligt att användas som buffert (som procentandel av det riskvägda exponeringsbeloppet) 9,4% CRD 128, 69 [ej relevant i EU förordningen] n/a 7 [ej relevant i EU förordningen] n/a, 71 [ej relevant i EU förordningen] n/a, Belopp under tröskelvärdena för avdrag (före fastställande av riskvikt) 72 Direkta och indirekta innehav av kapital i enheter i den finansiella sektorn i vilka institutet inte har någon väsentlig investering (belopp under tröskelvärdet på 1 %, netto efter godtagbara korta positioner), 36 (1) (h), 45, 46, 472 (1) 56 (c), 59, 6, 475 (4), 66 (c), 69, 7, 477 (4), Institutets direkta och indirekta innehav av kärnprimärkapitalinstrument i enheter i den 73 finansiella sektorn i vilka institutet har en väsentlig investering (belopp under tröskelvärdet på 1 %, netto efter godtagbara korta positioner), 36 (1) (i), 45, 48, 47, 472 (11), 74 Tomt fält i EU,, 75 Uppskjutna skattefordringar som uppstår till följd av temporära skillnader (belopp under tröskelvärdet på 1 %, netto efter minskning för tillhörande skatteskuld när villkoren i artikel 38.3 är uppfyllda), 36 (1) (c), 38, 48, 47, 472 (5), Tak som ska tillämpas på inkludering av avsättningar i supplementärkapitalet 76 Kreditriskjusteringar som inkluderas i supplementärkapitalet med avseende på exponeringar som omfattas av schablonmetoden (före tillämpningen av taket), 62, 77 Tak för inkludering av kreditriskjusteringar i supplementärkapitalet enligt schablonmetoden 78, 62, Kreditriskjusteringar som inkluderas i supplementärkapitalet med avseende på exponeringar som omfattas av internmetoden (före tillämpningen av taket), 62, 79 Tak för inkludering av kreditriskjusteringar i supplementärkapitalet enligt internmetoden Kapitalinstrument som omfattas av utfasningsarrangemang (får endast tillämpas mellan den 1 januari 214 och den 1 januari 222), 62, 8 Nuvarande tak för kärnprimärkapitalinstrument som omfattas av utfasningsarrangemang, 484 (3), 486 (2) & (5), 81 Belopp som utesluts från kärnprimärkapital på grund av tak (överskjutande belopp över taket efter inlösen och förfallodagar), 484 (3), 486 (2) & (5), 82 Nuvarande tak för primärkapitaltillskottsinstrument som omfattas av utfasningsarrangemang, 484 (4), 486 (3) & (5), 83 Belopp som utesluts från primärkapitaltillskott på grund av tak (överskjutande belopp över taket efter inlösen och förfallodagar), 484 (4), 486 (3) & (5), 84 Nuvarande tak för supplementärkapitalinstrument som omfattas av utfasningsarrangemang, 484 (5), 486 (4) & (5), 85 Belopp som utesluts från supplementärkapital på grund av tak (överskjutande belopp över taket efter inlösen och förfallodagar), 484 (5), 486 (4) & (5),

6 ANNEX VI Transitional own funds disclosure template (C) AMOUNTS SUBJECTTO PRE Regulation (EU) No 575/213 Common Equity tier 1 capital: Instruments and reserves (A) AMOUNT AT DISCLOSURE DATE (B) REGULATION (EU) No575/213 ARTICLE REFERENCE TREATMENT OR PRESCRIBED RESIDUAL AMOUNTOF REGULATION (EU) No 575/213 1 Capital instruments and the related share premium accounts 1 714,6 26 (1), 27, 28, 29, EBA list 26 (3) of which: Instrument type 1 EBA list 26 (3) of which: Instrument type 2 EBA list 26 (3) of which: Instrument type 3 EBA list 26 (3) 2 Retained earnings 4 772,9 26 (1) (c) 3 Accumulated other comprehensive income (and other reserves, to include unrealised gains and losses under the applicable accounting standards) 151,9 26 (1) 3a Funds for general banking risk 26 (1) (f) 4 Amount of qualifying items referred to in Article 484 (3) and the related share premium accounts subject to phase out from CET1 486 (2) Public sector capital injections grandfathered until 1 January (2) 5 Minority Interests (amount allowed in consolidated CET1) 84, 479, 48 5a independently reviewed interim profits net of any foreseeable charge or dividend 1 53,6 26 (2) 6 Common Equity Tier 1 (CET1) capital before regulatory adjustments , Common Equity Tier 1 (CET1) capital: regulatory adjustments 7 Additional value adjustments (negative amount) 5,7 34, 15 8 intangible assets (net of related tax liability) (negative amount) 421,1 36 (1) (b), 37, 472 (4) 9 Empty Set in the EU 1 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) are met) (negative amount) 36 (1) (c), 38, 472 (5) 11 Fair value reserves related to gains or losses on cash flow hedges 33 (a) 12 Negative amounts resulting from the calculation of expected loss amounts 478,3 36 (1) (d), 4, 159, 472 (6) 13 Any increase in equity that results from securitized assets (negative amount) 32 (1) 14 Gains or losses on liabilities valued at fair value resulting from changes in own credit standing 33 (b) 15 Defined benefit pension fund assets (negative amount) 36 (1) (e), 41, 472 (7) 16 Direct and indirect holdings by an institution of own CET1 instruments (negative amount) 36 (1) (f), 42, 472 (8) Holdings of the CET1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inilate artificially the own funds of the institution (negative amount Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the insti tution does not have a significant investment in those entities (amount above the 1% threshold and net of eligible short positions) (negative amount) 36 (1) (g), 44, 472 (9) 36 (1) (h), 43, 45, 46,49 (2) (3), 79, 472 (1) 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 1% threshold and net of eligible short positions) (negative amount) 7 66,4 36 (1) (i), 43, 45, 47,48 (1) (b), 49 (1) to(3), 79, 47, 472 (11) 2 Empty Set in the EU

7 2a Exposure amount of the following items which qualify for a RW of 125%, where the institution opts for the deduction alternative 1,2 36 (1) (k) 2b of which: qualifying holdings outside the financial sector 1,2 36 (1) (k) (i), 89 to 91 (negative amount) 2c of which: securitisation positions (negative amount) 36 (1) (k) (ii)243 (1) (b)244 (1) (b)258 2d of which: free deliveries (negative amount) 36 (1) (k) (iii), 379 (3) 21 Deferred tax assets arising from temporary differences (amount above 1% threshold, net of related tax liability where the conditions in 38 (3) are met) (negative amount) 36 (1) (c), 38, 48 (1) (a), 47, 472 (5) 22 Amount exceeding the 15% threshold (negative amount) 48 (1) 23 of which: 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 36 (1) (i), 48 (1) (b),47, 472 (11) 24 Empty Set in the EU 25 of which: deferred tax assets arising from temporary differences 36 (1) (c), 38, 48 (1) (a), 47, 472 (5) 25a Losses for the current financial year (negative amount) 36 (1) (a), 472 (3) 25b Foreseeable tax charges relating to CET1 items (negative amount) 36 (1) (l) 26 Regulatory adjustments applied to Common Equity Tier 1 in respect of amounts subject to prior treatment 26a Regulatory adjustments relating to unrealised gains and losses pursuant to Articles 467 and ,2 Of which: filter for unrealised loss Of which: filter for unrealised loss Of which: filter for unrealised gain Of which: filter for unrealised gain b Amount to be deducted from or added to Common Equity Tier 1 capital with regard to additional filters and deductions required pre CRR 481 Of which: Qualifying AT1 deductions that exceed the AT1 capital of the institution (negative amount) 36 (1) U) 28 Total regulatory adjustments to Common equity Tier 1 (CET1) 8 773,9 29 Common Equity Tier 1 (CET1) capital 8 369,1 Additional Tier 1 (AT1) capital: Instruments 3 Capital instruments and the related share premium accounts 51, of which: classified as equity under applicable accounting standards 32 of which: classified as liabilities under applicable accounting standards Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts subject to phase out from AT1 Public sector capital injections grandfathered until 1 January 218 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 486 (3) 483 (3) 85, 86, of which: instruments issued by subsidiaries subject to phase out 486 (3) 36 Additional Tier 1 (AT1) capital before regulatory adjustments Additional Tier 1 (AT1) capital: regulatory adjustments 37 Direct and indirect holdings by an institution of own AT1 Instruments (negative amount) 52 (1) (b), 56 (a), 57,475 (2) 38 Holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inilate artificially the own funds of the institution (negative amount 56 (b), 58, 475 (3)

8 Direct and indirect holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above the 1% threshold and net of eligible short posi Iions) (negative amount) Direct and indirect holdings by the institution of the AT1 instruments of financial sector entities where the insti tution has a significant investment in those entities (amount above the 1O% threshold net of eligible short positions) (negative amount) Regulatory adjustments applied to additional tier 1 in respect of amounts subject to pre CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/213 (i.e. CRR residua! amounts) 56 (c), 59, 6, 79, 475 (4) 56 (d), 59, 79, 475 (4) 41a Residua! amounts deducted from Additional Tier 1 capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to 472, 472(3)(a), 472 (4), 472 (6), 472 (8) (a), 472 (9), 472 (1) (a), 472 (11) (a) 41b Article 472 of Regulation (EU) No 575/213 Of which items to be detailed Iine by Iine, e.g. Material net interim losses, intangibles, shortfall of provisions to expected losses etc. Residua! amounts deducted from Additional Tier 1 capital with regard to deduction from Tier 2 capital during the transitional period pursuant to Article 475 of Regulation (EU) No 575/213 Of which items to be detailed Iine by Iine, e.g. Reciprocal cross holdings in Tier 2 instruments, direct holdings of non significant investments in the capital of other financial sector entities, etc. 477, 477 (3), 477 (4) (a) 41c Amount to be deducted from or added to Additional Tier 467, 468, capital with regard to additional filters and deductions required pre CRR Of which: o o o possible filter for unrealised losses 467 Of which: o o o possible filter for unrealised gains 468 Of which:.. o Qualifying T2 deductions that exceed the T2 capital of the institution (negative amount) 56 (e) 43 Total regulatory adjustments to Additional Tier 1 (AT1) capital 44 Additional Tier 1 (AT1) capital 45 Tier 1 capital (T1 = CET1 + AT1) 8 369,1 Tier 2 (T2) capital: Instruments and provisions 46 Capital instruments and the related share premium accounts 2 296,9 62, Amount of qualifying items referred to in Article 484 (5) and the related share premium accounts subject to phase out from T2 486 (4) Public sector capital injections grandfathered until1 January (4) 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 87, 88, of which: instruments issued by subsidiaries subject to phase out 486 (4) 5 Credit risk adjustments 8,1 62 (c) & (d) 51 Tier 2 (T2) capital before regulatory adjustments 2 35, Tier 2 (T2) capital: regulatory adjustments 52 Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount) 63 (b) (i), 66 (a), 67,477 (2) Holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inilate artificially the own lunds of the institution (negative amount) Direct and indirect 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 1% threshold and net of eligible short positions) (negative amount) 66 (b), 68, 477 (3) 66 (c), 69, 7, 79, 477 (4) 54a Of which new holdings not subject to transitional arrangements 54b Of which holdings existing before 1 January 213 and subject to transitional arrangements

9 55 56 Direct and indirect 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) Regulatory adjustments applied to tier 2 in respect of amounts subject to pre CRR treatment and transitional treatments subject to phase out as prescribed in Regu lation (EU) No 575/213 (i.e. CRR residua! amounts) (d), 69, 79, 477 (4). 56a Residua! amounts deducted from Tier 2capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to Article 472 of Regulation (EU) No 575/ , 472(3)(a), 472 (4), 472 (6), 472 (8) (a), 472 (9), 472 (1) (a), 472 (11) (a) 56b Of which items to be detailed Iine by Iine, eo go Material net interim losses, intangibles, shortfall of provisions to expected losses etc. Residua! amounts deducted from Tier 2 capital with regard to deduction from Additional Tier 1 capital during the transitional period pursuant to Article 475 of Regu lation (EU) No 575/213 Of which items to be detailed Iine by Iine, eogo reciprocal cross holdings in at1 instruments, direct holdings of non significant investments in the capital of other financial sector entities, etc. 475, 475 (2) (a), 475 (3), 475 (4) (a) 56c Amount to be deducted from or added to Tier 2 capital with regard to additional filters and deductions required pre CRR 467, 468, 481 Of which: possible filter for unrealised losses 467 Of which: possible filter for unrealised gains 468 Of which: Total regulatory adjustments to Tier 2 (T2) capital Tier 2 (T2) capital 2 145, 59 Total capital (TC = T1 + T2) 1 514,1 59a Risk weighted assets in respect of amounts subject to pre CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/. 213(i.e. CRR residua! amounts) Of which:... items not deducted from CET1 (Regulation. 472, 472 (5), 472 (8) (b), 472 (1) (b), 472 (11) (b) (EU) No 575/213residual amounts) (items to be detailed Iine by Iine, e.g. Deferred tax assets that rely on future profitability net of related tax liability, indirect holdings of own CET1, etc.) Of which:... items not deducted from AT1 items. 475, 475 (2) (b), 475 (2) (c), 475 (4) (b) (Regulation (EU) No 575/213residual amounts) (items to be detailed Iine by Iine, e.g. Reciprocal cross holdings in T2 instruments, direct holdings of non significant investments in the capital of other financial sector entities, etc.) items not deducted from T2 items (Regulation (EU) No. 477, 477 (2) (b), 477 (2) (c), 477 (4) (b) 575/213residual amounts) (items to be detailed Iine by Iine, e.g. indirect holdings of own t2 instruments, indirect holdings of non significant investments in the capital of other financial sector entities, indirect holdings of significant investments in the capital of other financial sector entities etc.) 6 Total risk weighted assets 6 249,6 Capital ratios and buffers 61 Common Equity Tier 1 (as a percentage of risk exposure amount) 13,9% 92 (2) (a), Tier 1 (as a percentage of risk exposure amount) 13,9% 92 (2) (b), Total capital (as a percentage of risk exposure amount) 17,5% 92 (2) (c) 64 Institution specific buffer requirement (CET1 requirement in accordance with article 92 (1) (a) plus capital conser vation and countercyclical butter requirements, plus systemic risk butter, plus the systemically important institution butter (G SII or SII buffer), 7,% CRD 128, 129, 13 expressed as a percentage of risk exposure amount) 65 of which: capital conservation butter requirement 2,5%

10 66 of which: countercyclical butter requirement 67 of which: systemic risk butter requirement 67a of which: Global Systemically lmportant Institution (G SII) n/a CRD 131 or Other Systemically lmportant Institution ( SII) buffer 68 Common Equity Tier 1 available to meet buffers (as a percentage of risk exposure amount) 7,9% CRD [non relevant in EU regulation] n/a 7 [non relevant in EU regulation] n/a 71 [non relevant in EU regulation] n/a Capital ratios and buffers 72 Direct and indirect holdings of the capital of financial sector entities where the institution does not have a significant investment in those entities (amount below 1% threshold and net of eligible short positions) 36 (1) (h), 45, 46, 472 (1) 56 (c), 59, 6, 475 (4) 66 (c), 69, 7, 477 (4) 73 Direct and indirect holdings by the institution of the CET,5 36 (1) (i), 45, 48, 47, 1 instruments of financial sector entities where the insti tution has a significant investment in those entities (amount below 1% threshold 472 (11) and net of eligible short positions) 74 Empty Set in the EU 75 Deferred tax assets arising from temporary differences (amount below 1O% threshold, net of related tax liability where the conditions in Article 38 (3) are met) Applicable caps on the inclusion of provisions In Tier 2 36 (1) (c), 38, 48, 47, 76 Credit risk adjustments included in T2 in respect of exposures subject to standardized approach (prior to the application of the cap) 8, Cap on inclusion of credit risk adjustments in T2 under standardised approach Credit risk adjustments included in T2 in respect of exposures subject to internal ratings based approach (prior to the application of the cap) Cap for inclusion of credit risk adjustments in T2 under internal ratings based approach 62 Capital instruments subject to phase out arrangements (only applicable between 1 Jan 213 and 1 Jan 222) 8 Current cap on CET1 instruments subject to phase out arrangements 484 (3), 486 (2) & (5) 81 Amount excluded from CET1 due to cap (excess over cap alter redemptions and maturities) 484 (3), 486 (2) & (5) 82 Current cap on AT1 instruments subject to phase out arrangements 484 (4), 486 (3) & (5) 83 Amount excluded from AT1 due to cap (excess over cap alter redemptions and maturities) 484 (4), 486 (3) & (5) 84 Current cap on T2 instruments subject to phase out arrangements 484 (5), 486 (4) & (5) 85 Amount excluded from T2 due to cap (excess over cap alter redemptions and maturities) 484 (5), 486 (4) & (5) 472 (5)

11 ANNEX VI Transitional own funds disclosure template (C) AMOUNTS SUBJECTTO PRE REGULATlON (EU) No 575/213 Common Equity tier 1 capital: Instruments and reserves (A) AMOUNT AT DISCLOSURE DATE (B) REGULATION (EU) No575/213 ARTICLE REFERENCE TREATMENT OR PRESCRIBED RESIDUAL AMOUNTOF REGULATION (EU) No 575/213 1 Capital instruments and the related share premium accounts ,1 26 (1), 27, 28, 29, EBA list 26 (3) of which: Instrument type 1 EBA list 26 (3) of which: Instrument type 2 EBA list 26 (3) of which: Instrument type 3 EBA list 26 (3) 2 Retained earnings 6 276,1 26 (1) (c) 3 Accumulated other comprehensive income (and other reserves, to include unrealised gains and losses under the applicable accounting standards) 14,2 26 (1) 3a Funds for general banking risk 26 (1) (f) 4 Amount of qualifying items referred to in Article 484 (3) and the related share premium accounts subject to phase out from CET1 486 (2) Public sector capital injections grandfathered until 1 January (2) 5 Minority Interests (amount allowed in consolidated CET1) 84, 479, 48 5a Independently reviewed interim profits net of any fore seeable charge or dividend 27,2 26 (2) 6 Common Equity Tier 1 (CET1) capital before regulatory adjustments 18,6 Common Equity Tier 1 (CET1) capital: regulatory adjustments 7 Additional value adjustments (negative amount) 45,9 34, 15 8 intangible assets (net of related tax liability) (negative amount) 426,2 36 (1) (b), 37, 472 (4) 9 Empty Set in the EU 1 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) are met) (negative amount) 12,2 36 (1) (c), 38, 472 (5) 11 Fair value reserves related to gains or losses on cash flow hedges 31,1 33 (a) 12 Negative amounts resulting from the calculation of expected loss amounts 492,2 36 (1) (d), 4, 159, 472 (6) 13 Any increase in equity that results from securitized assets (negative amount) 32 (1) 14 Gains or losses on liabilities valued at fair value resulting from changes in own credit standing 33 (b) 15 Defined benefit pension fund assets (negative amount) 36 (1) (e), 41, 472 (7) 16 Direct and indirect holdings by an institution of own CET1 instruments (negative amount) 36 (1) (f), 42, 472 (8) 17 Holdings of the CET1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inilate artificially the own funds of the institution (negative amount) 36 (1) (g), 44, 472 (9) Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the insti tution does not have a significant investment in those entities (amount above the 1% threshold and net of eligible short positions) (negative amount) 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 1% threshold and net of eligible short positions) (negative amount) 7 563,5 36 (1) (h), 43, 45, 46,49 (2) (3), 79, 472 (1) 36 (1) (i), 43, 45, 47,48 (1) (b), 49 (1) to(3), 79, 47, 472 (11) 2 Empty Set in the EU 2a Exposure amount of the following items which qualify for a RW of 125%, where the institution opts for the deduction alternative 36 (1) (k) 2b of which: qualifying holdings outside the financial sector 36 (1) (k) (i), 89 to 91 (negative amount) 2c of which: securitisation positions (negative amount) 36 (1) (k) (ii)243 (1) (b)244 (1) (b)258 2d of which: free deliveries (negative amount) 36 (1) (k) (iii), 379 (3) 21 Deferred tax assets arising from temporary differences (amount above 1% threshold, net of related tax liability where the conditions in 38 (3) are met) (negative amount) 36 (1) (c), 38, 48 (1) (a), 47, 472 (5) 22 Amount exceeding the 15% threshold (negative amount) 48 (1) 23 of which: 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 36 (1) (i), 48 (1) (b),47, 472 (11) 24 Empty Set in the EU 25 of which: deferred tax assets arising from temporary differences 36 (1) (c), 38, 48 (1) (a), 47, 472 (5) 25a Losses for the current financial year (negative amount) 36 (1) (a), 472 (3) 25b Foreseeable tax charges relating to CET1 items (negative amount) 36 (1) (l) 26 Regulatory adjustments applied to Common Equity Tier 1 in respect of amounts subject to pre CRR treatment 26a Regulatory adjustments relating to unrealised gains and losses pursuant to Articles 467 and b Of which: filter for unrealised loss Of which: filter for unrealised loss Of which: filter for unrealised gain Of which: filter for unrealised gain Amount to be deducted from or added to Common Equity Tier 1 capital with regard to additional filters and deductions required pre CRR 481 Of which: Qualifying AT1 deductions That exceed the AT1 capital of the institution (negative amount) 36 (1) U) 28 Total regulatory adjustments to Common equity Tier 1 (CET1) 8 571,1 29 Common Equity Tier 1 (CET1) capital 9 429,5 Additional Tier 1 (AT1) capital: Instruments 3 Capital instruments and the related share premium accounts 51, 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) and the related share premium accounts subject to phase out from AT1 Public sector capital injections grandfathered until 1 January (3) 483 (3) 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 85, 86, of which: instruments issued by subsidiaries subject to phase out 486 (3) 36 Additional Tier 1 (AT1) capital before regulatory adjustments Additional Tier 1 (AT1) capital: regulatory adjustments 37 Direct and indirect holdings by an institution of own AT1 Instruments (negative amount) 52 (1) (b), 56 (a), 57,475 (2) 38 Holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inilate artificially the own lunds of the institution (negative amount) 56 (b), 58, 475 (3) 39 Direct and indirect holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above the 1% threshold and net of eligible short posi Iions) (negative amount) 56 (c), 59, 6, 79, 475 (4) 4 Direct and indirect holdings by the institution of the AT1 instruments of financial sector entities where the insti tution has a significant investment in those entities (amount above the 1O% threshold net of eligible short positions) (negative amount) 56 (d), 59, 79, 475 (4) 41 41a Regulatory adjustments applied to additional tier 1 in respect of amounts subject to pre CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/213 (i.e. CRR residua! amounts) 472, 472(3)(a), 472 (4), 472 (6), 472 Residua! amounts deducted from Additional Tier 1 capital with regard to deduction from Common Equity Tier 1 capital during the (8) (a), 472 (9), 472 (1) (a), 472 (11) transitional period pursuant to (a) Article 472 of Regulation (EU) No 575/213 Of which items to be detailed Iine by Iine, e.g. Material net interim losses, intangibles, shortfall of provisions to expected losses etc. 41b Residua! amounts deducted from Additional Tier 1 capital with regard to deduction from Tier 2 capital during the transitional period pursuant to Article 475 of Regulation (EU) No 575/ , 477 (3), 477 (4) (a) Of which items to be detailed Iine by Iine, e.g. Reciprocal cross holdings in Tier 2 instruments, direct holdings of non significant investments in the capital of other financial sector entities, etc. 41c Amount to be deducted from or added to Additional Tier 467, 468, capital with regard to additional filters and deductions required pre CRR Of which: o o o possible filter for unrealised losses 467 Of which: o o o possible filter for unrealised gains 468 Of which:.. o 481

12 42 Qualifying T2 deductions that exceed the T2 capital of the institution (negative amount) 56 (e) 43 Total regulatory adjustments to Additional Tier 1 (AT1) capital 44 Additional Tier 1 (AT1) capital 45 Tier 1 capital (T1 = CET1 + AT1) 9 429,5 Tier 2 (T2) capital: Instruments and provisions 46 Capital instruments and the related share premium accounts 2 296,8 62, Amount of qualifying items referred to in Article 484 (5) and the related share premium accounts subject to phase out from T2 486 (4) Public sector capital injections grandfathered until1 January (4) Qualifying own lunds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in 48 rows 5 or 34) issued by subsidiaries and held by!third parties 87, 88, of which: instruments issued by subsidiaries subject to phase out 486 (4) 5 Credit risk adjustments 62 (c) & (d) 51 Tier 2 (T2) capital before regulatory adjustments 2 296,8 Tier 2 (T2) capital: regulatory adjustments 52 Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount) 63 (b) (i), 66 (a), 67,477 (2) 53 Holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inilate artificially the own lunds of the institution (negative amount) 66 (b), 68, 477 (3) 54 Direct and indirect 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 1% threshold and net of eligible short positions) (negative amount) 66 (c), 69, 7, 79, 477 (4) 54a Of which new holdings not subject to transitional arrangements 54b Of which holdings existing before 1 January 213 and subject to transitional arrangements a 56b Direct and indirect 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) Regulatory adjustments applied to tier 2 in respect of amounts subject to pre CRR treatment and transitional treatments subject to phase out as prescribed in Regu lation (EU) No 575/213 (i.eo CRR residua! amounts) Residua! amounts deducted from Tier 2capital with regard to deduction from Common Equity Tier 1 capital during the transitional period pursuant to Article 472 of Regulation (EU) No 575/ (d), 69, 79, 477 (4) 472, 472(3)(a), 472 (4), 472 (6), 472 (8) (a), 472 (9), 472 (1) (a), 472 (11) (a) Of which items to be detailed Iine by Iine, eo go Material net interim losses, intangibles, shortfall of provisions to expected losses etc. Residua! amounts deducted from Tier 2 capital with regard to deduction from Additional Tier 1 capital during the transitional period pursuant to Article 475 of Regu lation (EU) No 575/213 Of which items to be detailed Iine by Iine, eogo reciprocal cross holdings in at1 instruments, direct holdings of non significant investments in the capital of other financial sector entities, etc. 475, 475 (2) (a), 475 (3), 475 (4) (a) 56c Amount to be deducted from or added to Tier 2 capital with regard to additional filters and deductions required pre CRR 467, 468, 481 Of which: possible filter for unrealised losses 467 Of which: possible filter for unrealised gains 468 Of which: Total regulatory adjustments to Tier 2 (T2) capital 58 Tier 2 (T2) capital 2 296,8 59 Total capital (TC = T1 + T2) ,3 59a Risk weighted assets in respect of amounts subject to pre CRR treatment and transitional treatments subject to phase out as prescribed in Regulation (EU) No 575/. 213(i.e. CRR residua! amounts) Of which:... items not deducted from CET1 (Regulation. 472, 472 (5), 472 (8) (b), 472 (1) (b), 472 (11) (b) (EU) No 575/213residual amounts) (items to be detailed Iine by Iine, e.g. Deferred tax assets that rely on future profitability net of related tax liability, indirect holdings of own CET1, etc.) Of which:... items not deducted from AT1 items. 475, 475 (2) (b), 475 (2) (c), 475 (4) (b) (Regulation (EU) No 575/213residual amounts) (items to be detailed Iine by Iine, e.g. Reciprocal cross holdings in T2 instruments, direct holdings of non significant investments in the capital of other financial sector entities, etc.) ltems not deducted from T2 items (Regulation (EU) No. 477, 477 (2) (b), 477 (2) (c), 477 (4) (b) 575/213residual amounts) (items to be detailed Iine by Iine, e.g. indirect holdings of own t2 instruments, indirect holdings of non significant investments in the capital of other financial sector entities, indirect holdings of significant investments in the capital of other financial sector entities etc.) 6 Total risk weighted assets , Capital ratios and buffers 61 Common Equity Tier 1 (as a percentage of risk exposure amount) 15,4% 92 (2) (a), Tier 1 (as a percentage of risk exposure amount) 15,4% 92 (2) (b), Total capital (as a percentage of risk exposure amount) 19,1% 92 (2) (c) 64 Institution specilie buffer requirement (CET1 requirement in accordance with article 92 (1) (a) plus capital conser vation and countercyclical butter requirements, plus systemic risk butter, plus the systemically important institution butter (G SII or SII buffer), 7,% CRD 128, 129, 13 expressed as a percentage of risk exposure amount) 65 of which: capital conservation butter requirement 2,5% 66 of which: countercyclical butter requirement n/a 67 of which: systemic risk butter requirement n/a 67a of which: Global Systemically important Institution (G SII) n/a CRD 131 or Other Systemically important Institution ( SII) buffer 68 Common Equity Tier 1 available to meet buffers (as a percentage of risk exposure amount) 9,4% CRD [non relevant in EU regulation] n/a 7 [non relevant in EU regulation] n/a 71 [non relevant in EU regulation] n/a Capital ratios and buffers 72 Direct and indirect holdings of the capital of financial sector entities where the institution does not have a significant investment in those entities (amount below 1% threshold and net of eligible short positions) 36 (1) (h), 45, 46, 472 (1) 56 (c), 59, 6, 475 (4) 66 (c), 69, 7, 477 (4) 73 Direct and indirect holdings by the institution of the CET 36 (1) (i), 45, 48, 47, 1 instruments of financial sector entities where the insti tution has a significant investment in those entities (amount below 1% 472 (11) threshold and net of eligible short positions) 74 Empty Set in the EU Deferred tax assets arising from temporary differences (amount below 1O% threshold, net of related tax liability where the conditions in (1) (c), 38, 48, 47, Article 38 (3) are met) 472 (5) Applicable caps on the inclusion of provisions In Tier 2 76 Credit risk adjustments included in T2 in respect of exposures subject to standardized approach (prior to the application of the cap) Cap on inclusion of credit risk adjustments in T2 under standardised approach Credit risk adjustments included in T2 in respect of exposures subject to internal ratings based approach (prior to the application of the cap) Cap for inclusion of credit risk adjustments in T2 under internal ratings based approach 62 Capital instruments subject to phase out arrangements (only applicable between 1 Jan 213 and 1 Jan 222) 8 Current cap on CET1 instruments subject to phase out arrangements 484 (3), 486 (2) & (5) 81 Amount excluded from CET1 due to cap (excess over cap alter redemptions and maturities) 484 (3), 486 (2) & (5) 82 Current cap on AT1 instruments subject to phase out arrangements 484 (4), 486 (3) & (5) 83 Amount excluded from AT1 due to cap (excess over cap alter redemptions and maturities) 484 (4), 486 (3) & (5) 84 Current cap on T2 instruments subject to phase out arrangements 484 (5), 486 (4) & (5) 85 Amount excluded from T2 due to cap (excess over cap alter redemptions and maturities) 484 (5), 486 (4) & (5)