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Efg Eurobank Ergasias S.A GR030 OK 0 0 0 1. CAPITAL Period 0 0 0 0 GR030 EUROBANK ERGASIAS S.A. 31/12/2012 30/6/2013 Capital position CRD3 rules References to COREP reporting Million EUR % RWA Million EUR % RWA A) Common equity before deductions (Original own funds without hybrid instruments and government COREP CA 1.1 without Hybrid instruments and government support measures other 3.499 3.656 support measures other than ordinary shares) (+) than ordinary shares Of which: adjustment to valuation differences in other AFS assets (1) (-/+) 26 18 Prudential filters for regulatory capital (COREP line 1.1.2.6.06) B) Deductions from common equity (Elements deducted from original own funds) (-) -348 -326 COREP CA 1.3.T1* (negative amount) As defined by Article 57 (q) of Directive 2006/48/EC (COREP line 1.3.8 included in Of which: IRB provision shortfall and IRB equity expected loss amounts (before tax) (-) -285 -342 1.3.T1*) C) Common equity (A+B) 3.151 8,3% 3.330 9,6% Of which: ordinary shares subscribed by government 0 0 Paid up ordinary shares subscribed by government D) CoCos issued before 30 June 2012 according to EBA Common Term Sheet (+) 0 0 EBA/REC/2011/1 E) Other Existing government support measures (+) 950 950 F) Core Tier 1 including other intruments eligible and existing government support measures (C+D+E) 4.101 10,8% 4.280 12,4% Net amount included in T1 own funds (COREP line 1.1.4.1a + COREP lines from G) Hybrid instruments not subscribed by government 367 77 1.1.2.2***01 to 1.1.2.2***05 + COREP line 1.1.5.2a (negative amount)) not subscribed by government H) Tier 1 Capital (F+G) 4.469 11,8% 4.357 12,6% COREP CA 1.4 = COREP CA 1.1 + COREP CA 1.3.T1* (negative amount) I) RWA 37.999 34.652 CRR / CRDIV memo items Common Equity instruments under A) not eligible as CET1 (under CRR) 0 0 Articles 26(1) point (c) and 26(2) of CRR Adjustments to Minority Interests 209 214 Article 84 of CRR Articles 36(1) point (c) and 38 of CRR [new COREP CA4 lines {1.2 + 1.3 - 2.2.1 - DTAs that rely on future profitability (net of associated DTL) 2.095 2.898 2.2.2}] Holdings of CET1 capital instruments of financial sector entities: reciprocal cross holdings, non significant 196 227 Articles 36(1) point (g), (h) and (i), 43, 44 and 45 of CRR and significant investments RWA for Credit Value Adjustment Risk (CVA) 0 0 Articles 381 to 386 of CRR Notes and definitions (1) The amount is already included in the computation of the eligible capital and reserves and it is provided separately for information purposes. Explanatory footnotes The applicable Core Tier 1 definition in Greece as at 30.06.2013 is stricter than the CRD3 definition and is calculated as the sum of the following positive items : (i) common shares, (ii) State Aid preference shares, (iii) share premium, (iv) Retained Earnings and (v) minority interests and the following deductions: (i) intangible assets and goodwill, (ii) 50:50 Deductions under CRD 48/2006, (iii) DTAs>20% of CET1 and (iv) excess of deductions from Tier 1/Tier 2 Capital. No prudential filter is applied on AFS unrealized gains and losses. 2013 EBA transparency exercise 2. CREDIT RISK GR030 Item 0 Status Portfolio as of 31 December 2012 Δεκ-12 Country 0 Exposure 0 GR030 EUROBANK ERGASIAS S.A. 0 401000 400000 400000 400000 400000 400000 400000 400300 400300 400300 400300 400300 400300 401100 401100 401100 401100 401100 401100 0 3 3 4 4 1 1 3 3 4 4 1 1 3 3 4 4 1 1 0 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 2 Exposure values (as of 31/12/2012) ** RWA (as of 31/12/2012) ** Value adjustments and provisions (as of 31/12/2012) ** LTV % ** (as of All couterparty countries 31/12/2012) F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Central banks and central governments - - - - 13.717 - - - - - 1.204 - - - - Institutions - - - - 12.006 - - - - - 1.268 - - - - Corporates 11.559 3.394 - - 4.647 356 12.551 - - - 4.368 410 1.150 - 298 Corporates - Of Which: Specialised Lending 1.727 224 - - - - 1.715 - - - - - 27 - - Corporates - Of Which: SME 4.730 2.694 - - - - 6.422 - - - - - 668 - - Retail - - 17.154 5.201 4.823 769 - - 5.473 - 3.264 772 - 1.946 1.218 Retail - Secured on real estate property 0,0% - - 13.052 3.048 1.475 231 - - 3.596 - 537 233 - 604 14 Retail - Secured on real estate property - Of Which: SME 88,0% - - 2.505 1.528 252 97 - - 856 - 106 99 - 327 7 EUROBANK ERGASIAS S.A. Retail - Secured on real estate property - Of Which: non-SME 76,0% - - 10.547 1.521 1.222 134 - - 2.741 - 431 135 - 277 8 Retail - Qualifying Revolving - - 2.361 1.044 - - - - 1.034 - - - - 648 - Retail - Other Retail - - 1.741 1.109 3.348 538 - - 842 - 2.727 539 - 694 1.204 Retail - Other Retail - Of Which: SME - - 1.371 988 536 119 - - 643 - 474 119 - 628 141 Retail - Other Retail - Of Which: non-SME - - 370 121 2.812 419 - - 199 - 2.253 420 - 66 1.063 Equity 31 - - - 185 - 78 - - - 188 - - - - Securitisation 516 - - - - - 553 - - - - - - - - Other non-credit obligation assets - - - - 5.748 - - - - - 2.626 - - - - TOTAL 12.106 3.394 17.154 5.201 41.125 1.125 13.181 0 5.473 0 12.919 1.182 57 1.150 123 1.946 376 1.517 Securitisation and re-securitisations positions deducted from capital * - - - - - - - - - - - - - - - Notes and definitions * Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA ** As explained in the Guidelines 11 1 Exposure values (as of 31/12/2012) ** RWA (as of 31/12/2012) ** Value adjustments and provisions (as of 31/12/2012) ** LTV % ** (as of Counterparty Country (1) 31/12/2012) F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Central banks and central governments - - - - 5.805 - - - - - 12 - - - - Institutions - - - - 234 - - - - - 82 - - - - Corporates 11.559 3.394 - - 921 35 12.551 - - - 908 51 1.150 - 6 Corporates - Of Which: Specialised Lending 1.727 224 - - - - 1.715 - - - - - 27 - - Corporates - Of Which: SME 4.730 2.694 - - - - 6.422 - - - - - 668 - - Retail - - 17.154 5.201 1.098 303 - - 5.473 - 876 303 - 1.946 845 Retail - Secured on real estate property 0,0% - - 13.052 3.048 22 2 - - 3.596 - 11 3 - 604 - Retail - Secured on real estate property - Of Which: SME 88,0% - - 2.505 1.528 22 2 - - 856 - 11 3 - 327 - Retail - Secured on real estate property - Of Which: non-SME 76,0% - - 10.547 1.521 - - - - 2.741 - - - - 277 - Greece Retail - Qualifying Revolving - - 2.361 1.044 - - - - 1.034 - - - - 648 - Retail - Other Retail - - 1.741 1.109 1.075 301 - - 842 - 865 301 - 694 845 Retail - Other Retail - Of Which: SME - - 1.371 988 104 20 - - 643 - 78 20 - 628 1 Retail - Other Retail - Of Which: non-SME - - 370 121 971 281 - - 199 - 787 281 - 66 844 Equity 19 - - - 106 - 52 - - - 106 - - - - Securitisation 49 - - - - - 13 - - - - - - - - Other non-credit obligation assets - - - - 4.766 - - - - - 1.862 - - - - TOTAL 11.627 3.394 17.154 5.201 12.930 337 12.616 0 5.473 0 3.845 354 57 1.150 123 1.946 241 851 Securitisation and re-securitisations positions deducted from capital * - - - - - - - - - - - - - - - Notes and definitions 1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure * Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA ** As explained in the Guidelines 2013 EBA Transparency Exercise 2. CREDIT RISK GR030 Item 0 Status Portfolio as of 31 December 2012 Δεκ-12 Country 0 Exposure 0 GR030 EUROBANK ERGASIAS S.A. 3 2 Exposure values (as of 31/12/2012) ** RWA (as of 31/12/2012) ** Value adjustments and provisions (as of 31/12/2012) ** LTV % ** (as of Counterparty Country (1) F-IRB A-IRB STA F-IRB A-IRB STA F-IRB A-IRB STA 31/12/2012) Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Non-defaulted Defaulted Central banks and central governments - - - - 461 - - - - - 86 - - - - Institutions - - - - 19 - - - - - 6 - - - - Corporates - - - - 897 115 - - - - 789 115 - - 117 Corporates - Of Which: Specialised Lending - - - - - - - - - - - - - - - Corporates - Of Which: SME - - - - - - - - - - - - - - - Retail - - - - 1.392 165 - - - - 786 165 - - 124 Retail - Secured on real estate property 0,0% - - - - 743 88 - - - - 268 88 - - 5 Retail - Secured on real estate property - Of Which: SME 0,0% - - - - 126 34 - - - - 52 34 - - 1 Bulgaria Retail - Secured on real estate property - Of Which: non-SME 0,0% - - - - 617 54 - - - - 216 54 - - 4 Retail - Qualifying Revolving - - - - - - - - - - - - - - - Retail - Other Retail - - - - 649 77 - - - - 517 77 - - 118 Retail - Other Retail - Of Which: SME - - - - 177 50 - - - - 143 50 - - 52 Retail - Other Retail - Of Which: non-SME - - - - 472 27 - - - - 374 27 - - 66 Equity 0 - - - 6 - 1 - - - 6 - - - - Securitisation - - - - - - - - - - - - - - - Other non-credit obligation assets - - - - 334 - - - - - 271 - - - - TOTAL 0 0 0 0 3.109 280 1 0 0 0 1.944 280 - 0 - 0 23 240 Securitisation and re-securitisations positions deducted from capital * - - - - - - - - - - - - - - - Notes and definitions 1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD
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