COMMERBANK Update – 2016 EU‐Wide Stress Test Results.

COMMERBANK was subject to the 2016 EU‐wide stress test conducted by the European Banking Authority (EBA), in cooperation with the Single Supervisory Mechanism (SSM), the European Central Bank (ECB), the European Commission (EC) and the European Systemic Risk Board (ESRB).

COMMERBANK notes the announcements made today by the EBA on the EU‐wide stress test and fully acknowledges the outcomes of this exercise.

The 2016 EU‐wide stress test does not contain a pass fail threshold and instead is designed to be used as a crucial piece of information for the supervisory review process in 2016. The results will thus allow competent authorities to assess COMMERZBANK's ability to meet applicable minimum and additional own funds requirements under stressed scenarios based on a common methodology and assumptions.

The adverse stress test scenario was set by the ECB/ESRB and covers a three‐year time horizon (2016‐2018). The stress test has been carried out applying a static balance sheet assumption as at December 2015, and therefore does not take into account future business strategies and management actions. It is not a forecast of COMMERBANK profits.

Bank Name	Commerzbank AG
LEI Code	851WYGNLUQLFZBSYGB56
Country Code	DE

2016 EU-wide Stress Test: Summary

Commerzbank AG

	Actual (starting year)	Baseline Scenario	Adverse Scenario
(mln EUR, %)	31/12/2015	31/12/2018	31/12/2018
Cumulative 3y: Net interest income		12,651.45	10,624.51
Cumulative 3y: Gains or (-) losses on financial assets and liabilities held for trading or designated at fair value through profit and loss, net		3,519.28	403.06
Cumulative 3y: (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)		-3,440.07	-5,137.82
Cumulative 3y: Profit or (-) loss for the year		1,639.79	-4,854.09
Coverage ratio - Default stock	47.33%	41.08%	41.62%
Common Equity Tier 1 capital	27,303.40	26,243.05	16,094.68
Total Risk exposure amount	198,231.89	199,932.91	217,002.37
Common Equity Tier 1 ratio, %	13.8%	13.1%	7.4%
Fully loaded Common Equity Tier 1 ratio, %	12.1%	13.1%	7.4%
Tier 1 capital	27,303.40	27,146.44	16,998.06
Total leverage ratio exposures	531,531.00	531,531.00	531,531.00
Leverage ratio, %	5.1%	5.1%	3.2%
Fully loaded leverage ratio, %	4.5%	5.0%	3.0%
Memorandum items
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period (cumulative conversions)1			0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event2			0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario2			0

1 Conversions not considered for CET1 computation

2 Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period

Credit risk IRB

Commerzbank AG

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB	A-IRB		F-IRB			A-IRB	F-IRB		Coverage Ratio -
		Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	(mln EUR, %)
	Central banks and central governments	21,881	0	0	0	6,986	0	0	0	17	0	0	0	100.0%
	Institutions	56,159	166	0	0	23,664	0	0	0	156	53	0	0	32.0%
	Corporates	145,076	5,343	0	0	79,008	1,472	0	0	641	2,497	0	0	49.0%
	Corporates - Of Which: Specialised Lending	26,579	2,669	0	0	20,321	1,115	0	0	310	1,046	0	0	39.2%
	Corporates - Of Which: SME Retail	13,635 101,285	685 1,505	0 0	0 0	6,879 15,828	274 1,198	0 0	0 0	44 201	349 654	0 0	0 0	51.4% 43.5%
	Retail - Secured on real estate property	65,907	660	0	0	8,636	788	0	0	65	188	0	0	28.4%
	Retail - Secured on real estate property - Of Which: SME	959	54	0	0	238	106	0	0	2	20	0	0	37.1%
Commerzbank AG	Retail - Secured on real estate property - Of Which: non-SME	64,948	606	0	0	8,398	682	0	0	63	168	0	0	27.7%
	Retail - Qualifying Revolving	9,239	57	0	0	980	0	0	0	33	25	0	0	43.4%
	Retail - Other Retail	26,140	788	0	0	6,212	410	0	0	103	441	0	0	56.1%
	Retail - Other Retail - Of Which: SME	8,626	313	0	0	2,127	121	0	0	35	184	0	0	58.7%
	Retail - Other Retail - Of Which: non-SME	17,514	474	0	0	4,085	289	0	0	68	258	0	0	54.3%
	Equity	0	0	0	0	0	0	0	0	0	0	0	0	-
	Securitisation
	Other non-credit obligation assets	4,034	0	0	0	2,302	0	0	0	0	0	0	0	-
	IRB TOTAL	328,435	7,013	0	0	127,787	2,670	0	0	1,015	3,204	0	0	47.4%

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB		A-IRB	F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	2	0	0	0	3	0	0	0	0	0	0		0 -
	Institutions	7,550	6	0	0	2,753	0	0	0	12	6	0		0 99.9%
	Corporates	70,625	2,179	0	0	34,506	644	0	0	349	983	0		0 45.2%
	Corporates - Of Which: Specialised Lending	11,603	1,115	0	0	7,596	616	0	0	167	441	0		0 39.6%
	Corporates - Of Which: SME	10,311	441	0	0	4,407	9	0	0	26	214	0		0 48.7%
	Retail	89,487	900	0	0	12,546	183	0	0	161	353	0		0 39.3%
	Retail - Secured on real estate property	58,087	323	0	0	6,859	139	0	0	51	65	0		0 20.3%
	Retail - Secured on real estate property - Of Which: SME	459	3	0	0	43	0	0	0	0	0	0		0 6.3%
Germany	Retail - Secured on real estate property - Of Which: non-SME	57,628	320	0	0	6,815	139	0	0	51	65	0		0 20.4%
	Retail - Qualifying Revolving	9,127	56	0	0	973	0	0	0	32	24	0		0 43.5%
	Retail - Other Retail	22,274	520	0	0	4,714	44	0	0	77	263	0		0 50.6%
	Retail - Other Retail - Of Which: SME	7,234	213	0	0	1,661	11	0	0	24	113	0		0 52.9%
	Retail - Other Retail - Of Which: non-SME	15,039	307	0	0	3,053	33	0	0	53	150	0		0 49.0%
	Equity	0	0	0	0	0	0	0	0	0	0	0		0 -
	Securitisation
	Other non-credit obligation assets	3,303	0	0	0	1,754	0	0	0	0	0	0		0 -
	IRB TOTAL	170,967	3,084	0	0	51,562	827	0	0	522	1,342	0		0 43.6%

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB	A-IRB		F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	343	0	0	0	67	0	0	0	0	0	0	0	-
	Institutions	606	0	0	0	220	0	0	0	0	0	0	0	0.0%
	Corporates	7,154	342	0	0	5,968	308	0	0	22	203	0	0	59.4%
	Corporates - Of Which: Specialised Lending	1,833	84	0	0	1,524	0	0	0	6	24	0	0	28.2%
	Corporates - Of Which: SME	2,471	144	0	0	2,081	265	0	0	9	89	0	0	61.5%
	Retail	10,228	581	0	0	3,087	1,009	0	0	38	292	0	0	50.3%
	Retail - Secured on real estate property	6,934	327	0	0	1,675	644	0	0	13	121	0	0	36.9%
	Retail - Secured on real estate property - Of Which: SME	492	51	0	0	195	106	0	0	2	20	0	0	38.8%
Poland	Retail - Secured on real estate property - Of Which: non-SME	6,441	277	0	0	1,480	539	0	0	11	101	0	0	36.6%
	Retail - Qualifying Revolving	1	0	0	0	0	0	0	0	0	0	0	0	64.7%
	Retail - Other Retail	3,293	254	0	0	1,412	365	0	0	25	171	0	0	67.5%
	Retail - Other Retail - Of Which: SME	1,240	93	0	0	434	110	0	0	11	67	0	0	72.1%
	Retail - Other Retail - Of Which: non-SME	2,053	161	0	0	978	255	0	0	14	105	0	0	64.9%
	Equity	0	0	0	0	0	0	0	0	0	0	0	0	-
	Securitisation
	Other non-credit obligation assets	731	0	0	0	549	0	0	0	0	0	0	0	-
	IRB TOTAL	19,061	923	0	0	9,890	1,317	0	0	60	495	0	0	53.7%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB	A-IRB		F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	0	0	0	0	0	0	0	0	0	0	0	0	-
	Institutions	5,099	63	0	0	1,847	0	0	0	63	0	0	0	0.2%
	Corporates	12,307	6	0	0	8,089	0	0	0	85	5	0	0	71.1%
	Corporates - Of Which: Specialised Lending	2,645	0	0	0	1,675	0	0	0	22	0	0	0	-
	Corporates - Of Which: SME	269	3	0	0	111	0	0	0	7	2	0	0	62.5%
	Retail	127	1	0	0	16	0	0	0	0	0	0	0	63.9%
	Retail - Secured on real estate property	90	0	0	0	10	0	0	0	0	0	0	0	74.2%
	Retail - Secured on real estate property - Of Which: SME	0	0	0	0	0	0	0	0	0	0	0	0	-
United Kingdom	Retail - Secured on real estate property - Of Which: non-SME	90	0	0	0	10	0	0	0	0	0	0	0	74.2%
	Retail - Qualifying Revolving	7	0	0	0	1	0	0	0	0	0	0	0	34.2%
	Retail - Other Retail	30	0	0	0	5	0	0	0	0	0	0	0	65.5%
	Retail - Other Retail - Of Which: SME	3	0	0	0	1	0	0	0	0	0	0	0	31.4%
	Retail - Other Retail - Of Which: non-SME	27	0	0	0	5	0	0	0	0	0	0	0	68.4%
	Equity	0	0	0	0	0	0	0	0	0	0	0	0	-
	Securitisation
	Other non-credit obligation assets	0	0	0	0	0	0	0	0	0	0	0	0	-
	IRB TOTAL	17,533	70	0	0	9,952	0	0	0	148	5	0	0	7.2%

Credit risk IRB

Commerzbank AG

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB	A-IRB		F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	5,954	0	0	0	0	0	0	0	0	0	0	0	-
	Institutions	4,314	12	0	0	1,212	0	0	0	8	2	0	0	21.3%
	Corporates	8,076	351	0	0	4,372	22	0	0	21	69	0	0	54.0%
	Corporates - Of Which: Specialised Lending	434	17	0	0	504	0	0	0	6	6	0	0	38.3%
	Corporates - Of Which: SME	68	0	0	0	11	0	0	0	0	0	0	0	-
	Retail	123	2	0	0	14	0	0	0	0	1	0	0	28.0%
	Retail - Secured on real estate property	82	1	0	0	8	0	0	0	0	0	0	0	31.4%
	Retail - Secured on real estate property - Of Which: SME	0	0	0	0	0	0	0	0	0	0	0	0	-
United States	Retail - Secured on real estate property - Of Which: non-SME	82	1	0	0	8	0	0	0	0	0	0	0	31.4%
	Retail - Qualifying Revolving	9	0	0	0	1	0	0	0	0	0	0	0	41.1%
	Retail - Other Retail	31	1	0	0	6	0	0	0	0	0	0	0	25.8%
	Retail - Other Retail - Of Which: SME	9	0	0	0	2	0	0	0	0	0	0	0	94.8%
	Retail - Other Retail - Of Which: non-SME	22	1	0	0	4	0	0	0	0	0	0	0	25.7%
	Equity	0	0	0	0	0	0	0	0	0	0	0	0	-
	Securitisation
	Other non-credit obligation assets	0	0	0	0	0	0	0	0	0	0	0	0	-
	IRB TOTAL	18,467	365	0	0	5,598	22	0	0	29	73	0	0	47.2%
1	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB	A-IRB		F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	2,380	0	0	0	2,307	0	0	0	0	0	0	0	-
	Institutions	397	0	0	0	430	0	0	0	0	0	0	0	-
	Corporates	2,496	98	0	0	1,728	0	0	0	21	28	0	0	30.1%
	Corporates - Of Which: Specialised Lending	1,058	89	0	0	1,003	0	0	0	19	27	0	0	30.4%
	Corporates - Of Which: SME	101	5	0	0	39	0	0	0	0	0	0	0	-
	Retail	37	0	0	0	3	0	0	0	0	0	0	0	74.4%
	Retail - Secured on real estate property	22	0	0	0	2	0	0	0	0	0	0	0	-
	Retail - Secured on real estate property - Of Which: SME	0	0	0	0	0	0	0	0	0	0	0	0	-
Italy	Retail - Secured on real estate property - Of Which: non-SME	22	0	0	0	2	0	0	0	0	0	0	0	-
	Retail - Qualifying Revolving	4	0	0	0	0	0	0	0	0	0	0	0	44.4%
	Retail - Other Retail	11	0	0	0	1	0	0	0	0	0	0	0	75.6%
	Retail - Other Retail - Of Which: SME	3	0	0	0	0	0	0	0	0	0	0	0	-
	Retail - Other Retail - Of Which: non-SME	9	0	0	0	1	0	0	0	0	0	0	0	75.6%
	Equity	0	0	0	0	0	0	0	0	0	0	0	0	-
	Securitisation
	Other non-credit obligation assets	0	0	0	0	0	0	0	0	0	0	0	0	-
	IRB TOTAL	5,310	98	0	0	4,468	0	0	0	21	28	0	0	30.2%
1	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB		A-IRB	F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	4	0	0	0	2	0	0	0	0	0	0	0	-
	Institutions	2,879	0	0	0	924	0	0	0	3	0	0	0	-
	Corporates	6,336	64	0	0	3,411	30	0	0	9	17	0	0	27.5%
	Corporates - Of Which: Specialised Lending	1,186	40	0	0	724	30	0	0	4	7	0	0	18.6%
	Corporates - Of Which: SME	18	0	0	0	7	0	0	0	0	0	0	0	-
	Retail Retail - Secured on real estate property	79 39	1 0	0 0	0 0	9 4	1 1	0 0	0 0	0 0	0 0	0 0	0 0	26.9% 0.9%
	Retail - Secured on real estate property - Of Which: SME	0	0	0	0	0	0	0	0	0	0	0	0	-
France	Retail - Secured on real estate property - Of Which: non-SME	39	0	0	0	4	1	0	0	0	0	0	0	0.9%
	Retail - Qualifying Revolving	8	0	0	0	1	0	0	0	0	0	0	0	-
	Retail - Other Retail	31	0	0	0	4	0	0	0	0	0	0	0	66.8%
	Retail - Other Retail - Of Which: SME	2	0	0	0	0	0	0	0	0	0	0	0	100.0%
	Retail - Other Retail - Of Which: non-SME	29	0	0	0	4	0	0	0	0	0	0	0	66.8%
	Equity	0	0	0	0	0	0	0	0	0	0	0	0	-
	Securitisation	0	0	0	0	0	0	0	0	0	0	0	0	-
	Other non-credit obligation assets IRB TOTAL	9,298	64	0	0	4,345	30	0	0	12	18	0	0	27.5%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB	A-IRB		F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments Institutions Corporates Corporates - Of Which: Specialised Lending Corporates - Of Which: SME	32 2,825 1,679 367 26	0 0 118 1 16	0 0 0 0 0	0 0 0 0 0	28 969 1,254 496 42	0 0 0 0 0	0 0 0 0 0	0 0 0 0 0	0 4 7 5 0	0 0 46 0 8	0 0 0 0 0	0 0 0 0 0	- - 40.6% 0.0% 50.0%
Spain	Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME Retail - Secured on real estate property - Of Which: non-SME	27 13 0 13	0 0 0 0	0 0 0 0	0 0 0 0	3 2 0 2	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	18.1% 4.3% - 4.3%
	Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-SME Equity	4 10 2 8 0	0 0 0 0 0	0 0 0 0 0	0 0 0 0 0	0 1 0 1 0	0 0 0 0 0	0 0 0 0 0	0 0 0 0 0	0 0 0 0 0	0 0 0 0 0	0 0 0 0 0	0 0 0 0 0	- 35.4% 0.0% 39.2% -
	Securitisation Other non-credit obligation assets IRB TOTAL	0 4,562	0 118	0 0	0 0	0 2,253	0 0	0 0	0 0	0 10	0 46	0 0	0 0	- 40.5%

Credit risk IRB

Commerzbank AG

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB		F-IRB		A-IRB		F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted		Defaulted Non-defaulted Defaulted Non-defaulted Defaulted				Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	0	0	0	0	0	0	0	0	0	0	0	0	-
	Institutions Corporates	1,310 4,469	0 158	0 0	0 0	455 2,941	0 11	0 0	0 0	1 6	0 44	0 0	0 0	- 27.6%
	Corporates - Of Which: Specialised Lending	658	149	0	0	777	11	0	0	3	39	0	0	26.0%
	Corporates - Of Which: SME Retail	33 76	0 1	0 0	0 0	6 10	0 0	0 0	0 0	0 0	0 0	0 0	0 0	- 19.8%
	Retail - Secured on real estate property	52	0	0	0	7	0	0	0	0	0	0	0	69.3%
Netherlands	Retail - Secured on real estate property - Of Which: SME Retail - Secured on real estate property - Of Which: non-SME	1 51	0 0	0 0	0 0	0 7	0 0	0 0	0 0	0 0	0 0	0 0	0 0	- 69.3%
	Retail - Qualifying Revolving	5	0	0	0	0	0	0	0	0	0	0	0	60.0%
	Retail - Other Retail Retail - Other Retail - Of Which: SME	19 9	1 1	0 0	0 0	3 2	0 0	0 0	0 0	0 0	0 0	0 0	0 0	15.1% 8.5%
	Retail - Other Retail - Of Which: non-SME	10	0	0	0	1	0	0	0	0	0	0	0	78.0%
	Equity Securitisation	0	0	0	0	0	0	0	0	0	0	0	0	-
	Other non-credit obligation assets	0	0	0	0	0	0	0	0	0	0	0	0	-
	IRB TOTAL	5,855	159	0	0	3,406	11	0	0	7	44	0	0	27.6%

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB		A-IRB	F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
Switzerland	Central banks and central governments Institutions Corporates Corporates - Of Which: Specialised Lending Corporates - Of Which: SME Retail Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME Retail - Secured on real estate property - Of Which: non-SME Retail - Qualifying Revolving Retail - Other Retail Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-SME Equity Securitisation	1,168 1,735 3,880 305 52 359 218 0 218 14 127 19 108 0	0 1 8 6 0 3 1 0 1 0 2 0 2 0	0 0 0 0 0 0 0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0 0 0 0 0 0	99 291 1,386 96 19 51 30 0 30 1 19 4 15 0	0 0 0 0 0 1 1 0 1 0 0 0 0 0	0 0 0 0 0 0 0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0 0 0 0 0 0	0 1 3 0 0 0 0 0 0 0 0 0 0 0	0 1 4 4 0 1 0 0 0 0 1 0 1 0	0 0 0 0 0 0 0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0 0 0 0 0 0	- 100.0% 56.2% 67.5% - 44.1% 27.3% - 27.3% 21.1% 54.0% 81.7% 53.7% -
	Other non-credit obligation assets	0	0	0	0	0	0	0	0	0	0	0	0	-
	IRB TOTAL	7,143	12	0	0	1,828	1	0	0	5	6	0	0	55.2%

								31/12/2015
			Exposure values					Risk exposure amounts				Stock of provisions
		A-IRB			F-IRB		A-IRB	F-IRB			A-IRB		F-IRB	Coverage Ratio -
	(mln EUR, %)	Non-defaulted				Defaulted Non-defaulted Defaulted Non-defaulted Defaulted		Non-defaulted		Defaulted Non-defaulted Defaulted		Non-defaulted	Defaulted	Default Stock1
	Central banks and central governments	0	0	0	0	0	0	0	0	0	0	0	0	-
	Institutions	663	0	0	0	93	0	0	0	0	0	0	0	-
	Corporates	4,786	466	0	0	1,474	78	0	0	3	332	0	0	71.3%
	Corporates - Of Which: Specialised Lending	827	395	0	0	489	78	0	0	3	281	0	0	71.0%
	Corporates - Of Which: SME	6	0	0	0	3	0	0	0	0	0	0	0	-
	Retail	29	0	0	0	4	0	0	0	0	0	0	0	42.1%
	Retail - Secured on real estate property	22 0	0 0	0 0	0 0	3 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	32.2% -
Luxembourg	Retail - Secured on real estate property - Of Which: SME Retail - Secured on real estate property - Of Which: non-SME	22	0	0	0	3	0	0	0	0	0	0	0	32.2%
	Retail - Qualifying Revolving	1	0	0	0	0	0	0	0	0	0	0	0	30.3%
	Retail - Other Retail	5	0	0	0	1	0	0	0	0	0	0	0	69.3%
	Retail - Other Retail - Of Which: SME	2	0	0	0	0	0	0	0	0	0	0	0	1.2%
	Retail - Other Retail - Of Which: non-SME	3	0	0	0	1	0	0	0	0	0	0	0	71.0%
	Equity	0	0	0	0	0	0	0	0	0	0	0	0	-
	Securitisation
	Other non-credit obligation assets	0	0	0	0	0	0	0	0	0	0	0	0	-
	IRB TOTAL	5,477	467	0	0	1,571	78	0	0	3	333	0	0	71.2%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

Credit risk IRB

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

Commerzbank AG

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
	(mln EUR, %)	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
	Central banks and central governments	0.1%	16	40.0%	0.1%	29	40.0%	0.1%	42	40.0%	0.2%	32	40.0%	0.2%	60	40.0%	0.2%	88	40.0%
	Institutions	0.1%	193	49.7%	0.1%	233	47.4%	0.1%	269	45.5%	0.1%	207	46.2%	0.1%	266	44.3%	0.1%	314	43.2%
	Corporates	0.6%	3,955	43.6%	0.4%	4,584	42.0%	0.4%	5,121	41.5%	0.8%	4,232	43.7%	0.7%	5,225	42.1%	0.6%	6,051	41.7%
	Corporates - Of Which: Specialised Lending	2.1%	1,997	35.9%	1.1%	2,341	35.3%	0.8%	2,609	35.5%	2.7%	2,182	36.6%	2.0%	2,751	36.4%	1.7%	3,229	36.8%
	Corporates - Of Which: SME	0.7%	509	50.6%	0.7%	610	48.9%	0.6%	694	47.4%	0.9%	542	51.5%	1.0%	682	50.2%	0.8%	786	48.8%
	Retail	0.2%	1,058	39.9%	0.2%	1,248	37.4%	0.2%	1,419	35.3%	0.2%	1,113	40.9%	0.2%	1,375	39.2%	0.2%	1,607	37.8%
	Retail - Secured on real estate property	0.1%	330	25.9%	0.1%	401	24.1%	0.1%	465	22.6%	0.1%	364	28.2%	0.2%	482	27.8%	0.2%	586	27.0%
	Retail - Secured on real estate property - Of Which: SME	0.4%	27	36.9%	0.4%	32	37.0%	0.4%	36	36.5%	0.6%	28	36.6%	0.6%	35	37.1%	0.5%	41	37.2%
Commerzbank AG	Retail - Secured on real estate property - Of Which: non-SME	0.1%	303	25.1%	0.1%	369	23.3%	0.1%	429	21.8%	0.1%	336	27.5%	0.1%	446	27.3%	0.1%	545	26.4%
	Retail - Qualifying Revolving	0.1%	75	60.2%	0.1%	84	60.9%	0.1%	92	60.9%	0.1%	75	60.3%	0.1%	85	61.0%	0.1%	94	60.9%
	Retail - Other Retail	0.4%	654	52.1%	0.3%	763	49.9%	0.3%	862	48.0%	0.4%	674	52.0%	0.4%	808	50.0%	0.4%	927	48.6%
	Retail - Other Retail - Of Which: SME	0.5%	267	52.0%	0.5%	319	49.7%	0.5%	364	47.9%	0.6%	274	51.1%	0.6%	336	48.4%	0.6%	391	47.2%
	Retail - Other Retail - Of Which: non-SME	0.3%	387	52.2%	0.3%	444	50.1%	0.3%	498	48.1%	0.3%	400	52.6%	0.3%	473	51.3%	0.3%	536	49.7%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Securitisation
	Other non-credit obligation assets	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	IRB TOTAL	0.4%	5,223	43.0%	0.3%	6,094	41.2%	0.2%	6,851	40.2%	0.5%	5,584	43.2%	0.4%	6,926	41.6%	0.3%	8,060	40.9%

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
	Institutions	0.0%	7	87.5%	0.0%	8	79.4%	0.0%	8	73.7%	0.0%	8	83.1%	0.0%	9	73.8%	0.0%	10	68.7%
	Corporates	0.5%	1,675	40.2%	0.4%	1,951	37.9%	0.3%	2,217	37.4%	0.6%	1,745	40.1%	0.6%	2,135	38.0%	0.5%	2,504	37.5%
	Corporates - Of Which: Specialised Lending	1.4%	800	34.8%	1.0%	914	32.4%	0.7%	1,021	32.4%	1.7%	839	35.1%	1.5%	1,020	33.3%	1.3%	1,191	33.2%
	Corporates - Of Which: SME	0.4%	292	46.1%	0.4%	335	43.7%	0.4%	372	42.0%	0.5%	299	45.6%	0.5%	354	43.3%	0.5%	403	41.9%
	Retail	0.1%	662	35.3%	0.1%	792	32.4%	0.1%	911	30.3%	0.2%	696	36.8%	0.2%	871	34.9%	0.2%	1,032	33.3%
	Retail - Secured on real estate property	0.1%	165	18.3%	0.1%	209	17.0%	0.1%	249	15.9%	0.1%	188	21.6%	0.1%	260	21.6%	0.1%	328	21.2%
	Retail - Secured on real estate property - Of Which: SME	0.0%	1	8.5%	0.0%	1	8.9%	0.0%	1	9.2%	0.0%	1	10.5%	0.0%	1	11.5%	0.0%	1	11.8%
Germany	Retail - Secured on real estate property - Of Which: non-SME	0.1%	164	18.4%	0.1%	208	17.0%	0.1%	248	15.9%	0.1%	187	21.6%	0.1%	259	21.7%	0.1%	327	21.2%
	Retail - Qualifying Revolving	0.1%	74	60.3%	0.1%	83	60.9%	0.1%	91	61.0%	0.1%	74	60.4%	0.1%	84	61.0%	0.1%	92	61.0%
	Retail - Other Retail	0.3%	424	47.4%	0.3%	501	45.2%	0.3%	571	43.5%	0.3%	434	47.5%	0.4%	527	45.7%	0.3%	612	44.2%
	Retail - Other Retail - Of Which: SME	0.5%	179	47.6%	0.5%	222	46.0%	0.5%	259	44.7%	0.6%	183	46.8%	0.6%	235	45.3%	0.6%	280	44.3%
	Retail - Other Retail - Of Which: non-SME	0.2%	244	47.3%	0.2%	279	44.6%	0.2%	312	42.5%	0.2%	250	48.2%	0.2%	292	46.1%	0.2%	331	44.1%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Securitisation
	Other non-credit obligation assets	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	IRB TOTAL	0.3%	2,345	38.8%	0.2%	2,752	36.2%	0.2%	3,137	35.2%	0.3%	2,449	39.2%	0.3%	3,015	37.1%	0.3%	3,546	36.3%

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Institutions	0.1%	0	38.6%	0.1%	1	38.7%	0.1%	1	38.6%	0.1%	0	41.7%	0.1%	1	41.7%	0.1%	1	41.3%
	Corporates	1.0%	298	53.7%	1.0%	368	51.6%	0.9%	430	50.3%	1.4%	325	54.9%	1.5%	438	54.1%	1.2%	520	52.9%
	Corporates - Of Which: Specialised Lending	0.2%	33	28.4%	0.2%	36	28.3%	0.1%	38	28.2%	0.3%	35	28.8%	0.4%	42	29.8%	0.5%	51	31.3%
	Corporates - Of Which: SME	2.2%	151	54.7%	2.2%	203	53.3%	2.0%	248	52.3%	2.9%	171	57.1%	3.3%	253	57.8%	2.5%	307	56.5%
	Retail	0.4%	383	49.5%	0.4%	438	49.3%	0.4%	488	48.6%	0.6%	404	49.1%	0.6%	484	48.8%	0.5%	552	48.6%
	Retail - Secured on real estate property	0.3%	162	38.4%	0.3%	189	39.2%	0.3%	212	39.0%	0.4%	173	38.6%	0.5%	215	39.4%	0.4%	250	39.6%
	Retail - Secured on real estate property - Of Which: SME	0.8%	26	38.7%	0.8%	31	38.9%	0.8%	35	38.5%	1.1%	28	38.2%	1.1%	34	38.8%	0.9%	40	39.0%
Poland	Retail - Secured on real estate property - Of Which: non-SME	0.2%	136	38.3%	0.2%	158	39.2%	0.2%	177	39.2%	0.4%	146	38.6%	0.4%	181	39.5%	0.4%	211	39.7%
	Retail - Qualifying Revolving	0.1%	0	61.4%	0.1%	0	61.8%	0.1%	0	62.1%	0.1%	0	61.1%	0.1%	0	61.6%	0.1%	0	62.0%
	Retail - Other Retail	0.7%	221	63.7%	0.7%	249	61.8%	0.7%	276	60.3%	1.0%	231	62.5%	1.0%	268	60.8%	0.8%	301	60.5%
	Retail - Other Retail - Of Which: SME	0.5%	83	64.5%	0.5%	89	59.5%	0.5%	96	56.9%	0.7%	85	63.3%	0.6%	93	57.5%	0.5%	103	56.1%
	Retail - Other Retail - Of Which: non-SME	0.8%	138	63.2%	0.9%	160	63.1%	0.9%	179	62.2%	1.2%	145	62.0%	1.1%	175	62.7%	1.0%	198	62.9%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Securitisation
	Other non-credit obligation assets	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	IRB TOTAL	0.6%	681	51.3%	0.6%	806	50.3%	0.6%	919	49.4%	0.9%	730	51.6%	0.9%	922	51.2%	0.8%	1,073	50.6%

						Baseline Scenario										Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018				31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1		rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	-	0 -		-		0 -	-		0 -	-			0 -	-	0 -		-	0 -
	Institutions	0.9%	53	59.6%	0.8%	65	57.7%	0.8%	75	56.2%		1.4%	58	55.2%	1.3%	77	54.2%	1.1%	92	53.5%
	Corporates	0.0%	31	75.2%	0.0%	31	68.7%	0.0%	32	64.1%		0.0%	31	69.2%	0.0%	32	57.8%	0.0%	33	53.5%
	Corporates - Of Which: Specialised Lending	0.0%	22	31.7%	0.0%	22	31.8%	0.0%	23	32.3%		0.0%	22	32.2%	0.0%	23	32.4%	0.0%	24	32.5%
	Corporates - Of Which: SME	0.1%	3	88.5%	0.1%	3	84.8%	0.1%	3	80.9%		0.2%	3	81.6%	0.4%	3	72.1%	0.2%	3	68.7%
	Retail	0.1%	1	56.3%	0.1%	1	50.9%	0.1%	1	47.8%		0.1%	1	56.1%	0.1%	1	50.6%	0.1%	1	47.8%
	Retail - Secured on real estate property	0.0%	0	58.9%	0.0%	0	49.4%	0.0%	0	43.2%		0.0%	0	59.5%	0.0%	0	50.8%	0.0%	0	45.2%
	Retail - Secured on real estate property - Of Which: SME	-	0 -		-		0 -	-		0 -	-			0 -	-	0 -		-	0 -
United Kingdom	Retail - Secured on real estate property - Of Which: non-SME	0.0%	0	58.9%	0.0%	0	49.4%	0.0%	0	43.2%		0.0%	0	59.5%	0.0%	0	50.8%	0.0%	0	45.2%
	Retail - Qualifying Revolving	0.7%	0	56.9%	0.7%	0	57.4%	0.7%	0	57.8%		0.7%	0	57.0%	0.8%	0	57.5%	0.8%	0	57.8%
	Retail - Other Retail	0.2%	0	54.9%	0.2%	0	49.4%	0.2%	0	46.1%		0.2%	0	54.3%	0.3%	0	48.3%	0.2%	0	45.4%
	Retail - Other Retail - Of Which: SME	0.2%	0	31.4%	0.2%	0	30.8%	0.2%	0	30.0%		0.3%	0	29.4%	0.5%	0	28.2%	0.3%	0	28.3%
	Retail - Other Retail - Of Which: non-SME	0.2%	0	57.2%	0.2%	0	51.2%	0.2%	0	47.8%		0.2%	0	57.3%	0.2%	0	51.6%	0.2%	0	48.3%
	Equity	-	0 -		-		0 -	-		0 -	-			0 -	-	0 -		-	0 -
	Securitisation
	Other non-credit obligation assets	-	0 -		-		0 -	-		0 -	-			0 -	-	0 -		-	0 -
	IRB TOTAL	0.1%	85	60.8%	0.1%	97	58.5%	0.1%	108	56.7%		0.2%	90	56.3%	0.2%	110	54.4%	0.1%	126	53.5%

Credit risk IRB

Commerzbank AG

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%		0 40.0%	0.0%	0	40.0%	0.0%	0	40.0%
	Institutions	0.3%	18	42.5%	0.3%	30	43.1%	0.3%	42	42.8%	0.3%	18	42.4%	0.3%	31	43.1%	0.3%	42	42.7%
	Corporates	0.2%	56	54.3%	0.1%	65	51.0%	0.1%	72	49.4%	0.2%	62	53.5%	0.2%	77	51.4%	0.1%	87	50.5%
	Corporates - Of Which: Specialised Lending	2.8%	27	45.0%	2.1%	36	43.2%	1.6%	42	42.2%	4.0%	33	45.6%	3.6%	47	45.7%	2.7%	57	45.5%
	Corporates - Of Which: SME	0.0%	0	21.1%	0.0%	0	20.7%	0.0%	0	20.8%	0.1%		0 23.7%	0.1%	0	23.0%	0.1%	0	21.1%
	Retail	0.2%	1	30.7%	0.2%	2	29.1%	0.2%	2	27.6%	0.2%		1 31.2%	0.2%	2	30.2%	0.2%	2	29.1%
	Retail - Secured on real estate property	0.1%	0	27.9%	0.1%	0	25.5%	0.1%	0	23.7%	0.1%		0 29.5%	0.1%	0	28.5%	0.1%	1	27.6%
	Retail - Secured on real estate property - Of Which: SME	-	0	-	-	0	-	-	0	-		-	0 -	-	0	-	-	0	-
United States	Retail - Secured on real estate property - Of Which: non-SME	0.1%	0	27.9%	0.1%	0	25.5%	0.1%	0	23.7%	0.1%		0 29.5%	0.1%	0	28.5%	0.1%	1	27.6%
	Retail - Qualifying Revolving	0.0%	0	63.3%	0.0%	0	63.5%	0.0%	0	63.1%	0.0%		0 63.2%	0.1%	0	63.3%	0.1%	0	63.0%
	Retail - Other Retail	0.4%	1	31.9%	0.4%	1	30.6%	0.4%	1	29.1%	0.5%		1 31.9%	0.5%	1	30.8%	0.6%	1	29.6%
	Retail - Other Retail - Of Which: SME	0.3%	0	45.6%	0.3%	0	44.5%	0.3%	0	44.2%	0.3%		0 45.1%	0.4%	0	44.3%	0.6%	0	43.9%
	Retail - Other Retail - Of Which: non-SME				0.5%	1	30.1%	0.5%	1	28.4%	0.5%		1 31.4%	0.6%	1	30.1%	0.6%	1	28.6%
	Equity	0.5% -	1 0	31.6% -	-	0	-	-	0	-		-	0 -	-	0	-	-	0
	Securitisation																		-
	Other non-credit obligation assets	-	0	-	-	0	-	-	0	-		-	0 -	-	0	-	-	0
	IRB TOTAL	0.1%	75	50.0%	0.1%	97	47.5%	0.1%	116	46.1%	0.2%	81	49.7%	0.2%	109	48.2%	0.1%	132	47.1%

1	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	0.1%	2	40.0%	0.1%	5	40.0%	0.1%	7	40.0%	0.7%	18	40.0%	0.7%	35	40.0%	0.7%	52	40.0%
	Institutions	0.4%	1	44.3%	0.4%	2	45.2%	0.4%	3	45.6%	0.8%	2	45.3%	0.8%	4	46.1%	0.7%	5	46.4%
	Corporates	1.7%	93	37.8%	0.8%	122	42.7%	0.7%	137	41.6%	2.3%	107	39.3%	1.7%	152	42.9%	1.5%	182	42.1%
	Corporates - Of Which: Specialised Lending	3.1%	89	37.8%	1.4%	116	43.0%	1.2%	129	41.9%	4.1%	101	39.5%	2.9%	142	43.4%	2.8%	169	42.6%
	Corporates - Of Which: SME	0.1%	0	41.1%	0.1%	0	41.2%	0.1%	0	41.3%	0.2%	0	41.1%	0.2%	0	41.1%	0.2%	1	41.3%
	Retail	0.0%	0	38.5%	0.0%	0	30.7%	0.0%	0	27.1%	0.1%	0	38.7%	0.1%	0	32.1%	0.1%	0	29.4%
	Retail - Secured on real estate property	0.0%	0	7.1%	0.0%	0	6.4%	0.0%	0	6.0%	0.0%	0	11.9%	0.0%	0	12.2%	0.0%	0	12.0%
	Retail - Secured on real estate property - Of Which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
Italy	Retail - Secured on real estate property - Of Which: non-SME	0.0%	0	7.1%	0.0%	0	6.4%	0.0%	0	6.0%	0.0%	0	11.9%	0.0%	0	12.2%	0.0%	0	12.0%
	Retail - Qualifying Revolving	0.0%	0	54.6%	0.0%	0	56.7%	0.0%	0	57.7%	0.0%	0	54.8%	0.0%	0	56.9%	0.0%	0	57.9%
	Retail - Other Retail	0.1%	0	52.7%	0.1%	0	45.5%	0.1%	0	41.7%	0.2%	0	49.3%	0.2%	0	41.2%	0.2%	0	38.5%
	Retail - Other Retail - Of Which: SME	0.2%	0	27.7%	0.2%	0	27.1%	0.2%	0	26.5%	0.4%	0	29.1%	0.6%	0	28.7%	0.4%	0	28.4%
	Retail - Other Retail - Of Which: non-SME	0.1%	0	60.6%	0.1%	0	53.8%	0.1%	0	49.9%	0.1%	0	60.3%	0.1%	0	53.4%	0.1%	0	49.4%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Securitisation
	Other non-credit obligation assets	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	IRB TOTAL	0.8%	97	37.9%	0.4%	129	42.6%	0.4%	147	41.6%	1.4%	126	39.5%	1.1%	191	42.3%	1.0%	240	41.7%

				Baseline Scenario									Adverse Scenario
	31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
0.1%	2	40.0%	0.1%	5	40.0%	0.1%	7	40.0%	0.7%	18	40.0%	0.7%	35	40.0%	0.7%	52	40.0%
0.4%	1	44.3%	0.4%	2	45.2%	0.4%	3	45.6%	0.8%	2	45.3%	0.8%	4	46.1%	0.7%	5	46.4%
1.7%	93	37.8%	0.8%	122	42.7%	0.7%	137	41.6%	2.3%	107	39.3%	1.7%	152	42.9%	1.5%	182	42.1%
3.1%	89	37.8%	1.4%	116	43.0%	1.2%	129	41.9%	4.1%	101	39.5%	2.9%	142	43.4%	2.8%	169	42.6%
0.1%	0	41.1%	0.1%	0	41.2%	0.1%	0	41.3%	0.2%	0	41.1%	0.2%	0	41.1%	0.2%	1	41.3%
0.0%	0	38.5%	0.0%	0	30.7%	0.0%	0	27.1%	0.1%	0	38.7%	0.1%	0	32.1%	0.1%	0	29.4%
0.0%	0	7.1%	0.0%	0	6.4%	0.0%	0	6.0%	0.0%	0	11.9%	0.0%	0	12.2%	0.0%	0	12.0%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
0.0%	0	7.1%	0.0%	0	6.4%	0.0%	0	6.0%	0.0%	0	11.9%	0.0%	0	12.2%	0.0%	0	12.0%
0.0%	0	54.6%	0.0%	0	56.7%	0.0%	0	57.7%	0.0%	0	54.8%	0.0%	0	56.9%	0.0%	0	57.9%
0.1%	0	52.7%	0.1%	0	45.5%	0.1%	0	41.7%	0.2%	0	49.3%	0.2%	0	41.2%	0.2%	0	38.5%
0.2%	0	27.7%	0.2%	0	27.1%	0.2%	0	26.5%	0.4%	0	29.1%	0.6%	0	28.7%	0.4%	0	28.4%
0.1%	0	60.6%	0.1%	0	53.8%	0.1%	0	49.9%	0.1%	0	60.3%	0.1%	0	53.4%	0.1%	0	49.4%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-

-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
0.8%	97	37.9%	0.4%	129	42.6%	0.4%	147	41.6%	1.4%	126	39.5%	1.1%	191	42.3%	1.0%	240	41.7%

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
	Institutions	0.1%	1	41.5%	0.1%	2	41.6%	0.1%	3	41.6%	0.1%	2	41.5%	0.1%	3	41.4%	0.1%	4	41.6%
	Corporates	0.1%	38	36.5%	0.1%	43	34.8%	0.1%	47	33.3%	0.1%	42	36.5%	0.2%	55	35.3%	0.2%	65	34.6%
	Corporates - Of Which: Specialised Lending	0.3%	23	34.0%	0.3%	27	32.0%	0.2%	30	30.3%	0.5%	26	34.2%	0.6%	35	33.1%	0.6%	43	32.5%
	Corporates - Of Which: SME	0.1%	0	5.7%	0.0%	0	5.8%	0.1%	0	5.8%	0.1%	0	5.7%	0.1%	0	5.8%	0.1%	0	5.8%
	Retail	0.1%	0	29.3%	0.1%	0	26.6%	0.1%	0	24.6%	0.1%	0	31.7%	0.1%	0	29.7%	0.1%	1	28.4%
	Retail - Secured on real estate property	0.1%	0	14.0%	0.1%	0	14.8%	0.1%	0	15.2%	0.1%	0	17.3%	0.1%	0	18.7%	0.1%	0	19.4%
	Retail - Secured on real estate property - Of Which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0
France	Retail - Secured on real estate property - Of Which: non-SME	0.1%	0	14.0%	0.1%	0	14.8%	0.1%	0	15.2%	0.1%	0	17.3%	0.1%	0	18.7%	0.1%	0	19.4%
	Retail - Qualifying Revolving	0.0%	0	59.2%	0.0%	0	59.3%	0.0%	0	59.5%	0.0%	0	59.2%	0.0%	0	59.3%	0.0%	0	59.5%
	Retail - Other Retail	0.1%	0	51.5%	0.1%	0	42.7%	0.1%	0	37.1%	0.1%	0	52.0%	0.1%	0	44.4%	0.1%	0	39.7%
	Retail - Other Retail - Of Which: SME	0.2%	0	45.4%	0.2%	0	44.5%	0.2%	0	44.1%	0.4%	0	44.5%	0.5%	0	43.8%	0.3%	0	43.8%
	Retail - Other Retail - Of Which: non-SME	0.1%	0	51.6%	0.0%	0	42.7%	0.0%	0	36.8%	0.1%	0	52.3%	0.1%	0	44.4%	0.1%	0	39.4%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0
	Securitisation
	Other non-credit obligation assets	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0
	IRB TOTAL	0.1%	40	36.5%	0.1%	46	34.9%	0.1%	51	33.6%	0.1%	44	36.6%	0.2%	59	35.5%	0.2%	70	34.9%

Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	0.2%	0	40.0%	0.2%	0	40.0%	0.2%	0	40.0%	1.1%	0	40.0%	1.1%	1	40.0%	1.1%	1	40.0%
	Institutions	0.2%	9	22.4%	0.2%	14	22.4%	0.2%	18	22.4%	0.4%	12	22.4%	0.4%	21	22.4%	0.3%	28	22.4%
	Corporates	1.0%	89	57.7%	0.9%	102	56.4%	0.8%	114	55.3%	1.7%	97	55.6%	2.1%	126	52.8%	1.4%	146	52.4%
	Corporates - Of Which: Specialised Lending	2.4%	14	56.5%	2.0%	21	55.9%	1.8%	27	55.1%	3.8%	19	56.8%	4.1%	33	56.3%	2.6%	42	55.5%
	Corporates - Of Which: SME	0.5%	16	99.1%	0.4%	16	98.7%	0.5%	17	98.3%	0.8%	16	98.4%	1.2%	17	97.3%	0.9%	17	96.6%
	Retail	0.1%	0	27.2%	0.1%	0	28.0%	0.1%	0	28.3%	0.2%	0	28.3%	0.1%	0	29.3%	0.1%	0	29.6%
	Retail - Secured on real estate property	0.0%	0	10.5%	0.0%	0	10.7%	0.0%	0	10.9%	0.0%	0	12.6%	0.0%	0	13.0%	0.0%	0	13.2%
	Retail - Secured on real estate property - Of Which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
Spain	Retail - Secured on real estate property - Of Which: non-SME	0.0%	0	10.5%	0.0%	0	10.7%	0.0%	0	10.9%	0.0%	0	12.6%	0.0%	0	13.0%	0.0%	0	13.2%
	Retail - Qualifying Revolving	0.0%	0	61.0%	0.0%	0	61.1%	0.0%	0	61.3%	0.0%	0	61.0%	0.0%	0	61.1%	0.0%	0	61.3%
	Retail - Other Retail	0.4%	0	41.6%	0.3%	0	40.0%	0.2%	0	38.6%	0.4%	0	41.5%	0.4%	0	39.9%	0.3%	0	38.6%
	Retail - Other Retail - Of Which: SME	0.1%	0	40.2%	0.1%	0	39.6%	0.1%	0	38.9%	0.2%	0	38.5%	0.3%	0	37.1%	0.2%	0	37.2%
	Retail - Other Retail - Of Which: non-SME	0.4%	0	41.8%	0.3%	0	40.1%	0.3%	0	38.6%	0.5%	0	41.9%	0.4%	0	40.3%	0.3%	0	38.8%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Securitisation
	Other non-credit obligation assets	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	IRB TOTAL	0.5%	98	52.8%	0.5%	116	49.2%	0.5%	133	46.8%	0.9%	110	49.1%	1.1%	147	45.0%	0.7%	175	43.6%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

Credit risk IRB

Commerzbank AG

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Institutions	0.1%	0	54.1%	0.1%	1	54.2%	0.1%	1	54.2%	0.1%	1	54.2%	0.1%	1	54.2%	0.1%	2	54.3%
	Corporates	0.6%	69	27.7%	0.5%	87	29.1%	0.4%	103	29.9%	1.0%	88	29.7%	1.2%	133	32.4%	0.7%	158	33.3%
	Corporates - Of Which: Specialised Lending	2.8%	61	26.4%	2.4%	77	27.9%	2.3%	91	28.8%	4.9%	78	28.6%	6.5%	117	31.5%	4.4%	139	32.5%
	Corporates - Of Which: SME	0.0%	0	24.5%	0.0%	0	24.0%	0.0%	0	23.7%	0.1%	0	26.7%	0.1%	0	27.9%	0.1%	0	28.1%
	Retail	0.4%	1	29.7%	0.3%	1	28.5%	0.3%	1	27.5%	0.7%	1	30.6%	0.8%	2	30.1%	0.5%	2	29.9%
	Retail - Secured on real estate property	0.1%	0	21.8%	0.1%	0	18.2%	0.1%	0	16.6%	0.1%	0	24.3%	0.1%	0	21.8%	0.1%	0	20.9%
	Retail - Secured on real estate property - Of Which: SME	0.1%	0	11.1%	0.1%	0	10.0%	0.0%	0	9.0%	0.2%	0	14.3%	0.3%	0	14.3%	0.2%	0	14.5%
Netherlands	Retail - Secured on real estate property - Of Which: non-SME	0.1%	0	22.0%	0.1%	0	18.4%	0.1%	0	16.8%	0.1%	0	24.7%	0.1%	0	22.2%	0.1%	0	21.2%
	Retail - Qualifying Revolving	0.5%	0	64.2%	0.5%	0	63.7%	0.5%	0	63.3%	0.5%	0	64.4%	0.5%	0	63.9%	0.6%	0	63.5%
	Retail - Other Retail	1.2%	1	29.0%	1.0%	1	29.0%	0.9%	1	28.6%	2.2%	1	30.0%	2.8%	1	30.2%	1.4%	2	30.4%
	Retail - Other Retail - Of Which: SME	2.5%	0	26.0%	2.1%	1	26.9%	2.0%	1	27.0%	4.6%	1	27.9%	6.3%	1	28.9%	3.6%	1	29.3%
	Retail - Other Retail - Of Which: non-SME	0.1%	0	65.8%	0.1%	0	57.5%	0.1%	0	51.9%	0.1%	0	66.3%	0.1%	0	59.3%	0.1%	0	55.4%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Securitisation
	Other non-credit obligation assets	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	IRB TOTAL	0.5%	70	27.8%	0.4%	89	29.1%	0.4%	106	30.0%	0.9%	90	29.8%	1.0%	136	32.4%	0.6%	162	33.4%

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment Stock of	Coverage Ratio -	Impairment		Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate Provisions	Default Stock1	rate		Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	1	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	1	40.0%
	Institutions	0.0%	1	72.5%	0.0%	1	62.7%	0.0%	2	57.6%	0.0%	1	64.7%	0.0%	2	56.0%	0.0%	2	52.5%
	Corporates	0.0%	8	27.6%	0.0%	9	20.1%	0.0%	10	16.1%	0.0%	9	20.7%	0.0%	10	12.8%	0.0%	12	11.2%
	Corporates - Of Which: Specialised Lending	0.1%	5	24.1%	0.1%	6	17.3%	0.1%	6	13.6%	0.2%	5	17.7%	0.3%	6	10.6%	0.2%	7	9.1%
	Corporates - Of Which: SME	0.2%	0	36.3%	0.2%	0	36.4%	0.2%	0	36.5%	0.3%	0	36.3%	0.5%	1	36.3%	0.4%	1	36.5%
	Retail	0.2%	3	35.9%	0.2%	3	31.8%	0.2%	4	29.4%	0.2%	3	36.8%	0.2%	3	33.4%	0.2%	4	31.4%
	Retail - Secured on real estate property	0.1%	1	24.4%	0.1%	1	22.7%	0.1%	1	21.5%	0.1%	1	26.2%	0.1%	1	25.7%	0.1%	1	25.2%
	Retail - Secured on real estate property - Of Which: SME	0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%
Switzerland	Retail - Secured on real estate property - Of Which: non-SME	0.1%	1	24.4%	0.1%	1	22.7%	0.1%	1	21.5%	0.1%	1	26.2%	0.1%	1	25.7%	0.1%	1	25.2%
	Retail - Qualifying Revolving	0.5%	0	54.1%	0.5%	0	55.5%	0.5%	0	56.3%	0.5%	0	54.7%	0.5%	0	56.0%	0.5%	0	56.7%
	Retail - Other Retail	0.3%	2	40.6%	0.3%	2	34.8%	0.3%	2	31.6%	0.3%	2	41.0%	0.3%	2	35.8%	0.3%	3	32.9%
	Retail - Other Retail - Of Which: SME	0.0%	0	73.1%	0.0%	0	68.6%	0.0%	0	65.1%	0.0%	0	69.2%	0.0%	0	60.3%	0.0%	0	57.2%
	Retail - Other Retail - Of Which: non-SME	0.3%	2	40.3%	0.3%	2	34.6%	0.3%	2	31.4%	0.4%	2	40.8%	0.4%	2	35.6%	0.4%	3	32.7%
	Equity	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0
	Securitisation
	Other non-credit obligation assets	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0
	IRB TOTAL	0.0%	12	31.4%	0.0%	14	24.5%	0.0%	16	20.7%	0.0%	13	25.4%	0.0%	16	17.2%	0.0%	18	15.5%

				Baseline Scenario									Adverse Scenario
	31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
0.0%	0	40.0%	0.0%	0	40.0%	0.0%	1	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	1	40.0%
0.0%	1	72.5%	0.0%	1	62.7%	0.0%	2	57.6%	0.0%	1	64.7%	0.0%	2	56.0%	0.0%	2	52.5%
0.0%	8	27.6%	0.0%	9	20.1%	0.0%	10	16.1%	0.0%	9	20.7%	0.0%	10	12.8%	0.0%	12	11.2%
0.1%	5	24.1%	0.1%	6	17.3%	0.1%	6	13.6%	0.2%	5	17.7%	0.3%	6	10.6%	0.2%	7	9.1%
0.2%	0	36.3%	0.2%	0	36.4%	0.2%	0	36.5%	0.3%	0	36.3%	0.5%	1	36.3%	0.4%	1	36.5%
0.2%	3	35.9%	0.2%	3	31.8%	0.2%	4	29.4%	0.2%	3	36.8%	0.2%	3	33.4%	0.2%	4	31.4%
0.1%	1	24.4%	0.1%	1	22.7%	0.1%	1	21.5%	0.1%	1	26.2%	0.1%	1	25.7%	0.1%	1	25.2%
0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%	0.0%	0	2.5%
0.1%	1	24.4%	0.1%	1	22.7%	0.1%	1	21.5%	0.1%	1	26.2%	0.1%	1	25.7%	0.1%	1	25.2%
0.5%	0	54.1%	0.5%	0	55.5%	0.5%	0	56.3%	0.5%	0	54.7%	0.5%	0	56.0%	0.5%	0	56.7%
0.3%	2	40.6%	0.3%	2	34.8%	0.3%	2	31.6%	0.3%	2	41.0%	0.3%	2	35.8%	0.3%	3	32.9%
0.0%	0	73.1%	0.0%	0	68.6%	0.0%	0	65.1%	0.0%	0	69.2%	0.0%	0	60.3%	0.0%	0	57.2%
0.3%	2	40.3%	0.3%	2	34.6%	0.3%	2	31.4%	0.4%	2	40.8%	0.4%	2	35.6%	0.4%	3	32.7%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-

-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-

			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	(mln EUR, %)	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central banks and central governments	-	0	-	-	0	-	-	0	-		-	0 -	-	0	-	-	0	-
	Institutions	0.0%	0	39.1%	0.0%	0	39.1%	0.0%	0	39.1%	0.1%		0 39.2%	0.1%	0	39.2%	0.0%	0	39.2%
	Corporates	0.8%	353	64.6%	0.5%	369	62.5%	0.5%	382	60.7%	1.2%	365	63.8%	1.2%	395	60.6%	1.2%	422	58.0%
	Corporates - Of Which: Specialised Lending	1.9%	301	63.4%	1.4%	317	61.1%	1.2%	330	59.2%	2.9%	313	62.5%	3.2%	343	59.1%	3.3%	369	56.4%
	Corporates - Of Which: SME	0.1%	0	13.1%	0.1%	0	13.4%	0.1%	0	13.5%	0.1%		0 12.5%	0.2%	0	12.0%	0.2%	0	14.2%
	Retail	0.1%	0	46.3%	0.1%	0	43.6%	0.1%	0	41.2%	0.1%		0 47.8%	0.1%	0	45.8%	0.1%	0	43.9%
	Retail - Secured on real estate property	0.1%	0	36.0%	0.1%	0	33.6%	0.1%	0	31.7%	0.1%		0 38.2%	0.1%	0	36.8%	0.1%	0	35.4%
	Retail - Secured on real estate property - Of Which: SME	-	0	-	-	0	-	-	0	-		-	0 -	-	0	-	-	0	-
Luxembourg	Retail - Secured on real estate property - Of Which: non-SME	0.1%	0	36.0%	0.1%	0	33.6%	0.1%	0	31.7%	0.1%		0 38.2%	0.1%	0	36.8%	0.1%	0	35.4%
	Retail - Qualifying Revolving	0.1%	0	57.8%	0.1%	0	58.6%	0.1%	0	58.9%	0.1%		0 57.9%	0.2%	0	58.7%	0.2%	0	59.0%
	Retail - Other Retail	0.0%	0	78.2%	0.0%	0	77.7%	0.0%	0	76.8%	0.1%		0 77.3%	0.1%	0	75.3%	0.1%	0	74.1%
	Retail - Other Retail - Of Which: SME	0.1%	0	53.6%	0.1%	0	53.5%	0.1%	0	51.2%	0.1%		0 47.1%	0.2%	0	45.3%	0.1%	0	46.0%
	Retail - Other Retail - Of Which: non-SME	0.0%	0	79.5%	0.0%	0	79.5%	0.0%	0	79.4%	0.0%		0 79.5%	0.0%	0	79.4%	0.0%	0	79.2%
	Equity	-	0	-	-	0	-	-	0	-		-	0 -	-	0	-	-	0	-
	Securitisation
	Other non-credit obligation assets	-	0	-	-	0	-	-	0	-		-	0 -	-	0	-	-	0	-
	IRB TOTAL	0.7%	353	64.6%	0.5%	370	62.5%	0.4%	382	60.7%	1.1%	366	63.7%	1.1%	396	60.6%	1.0%	422	57.9%

				Baseline Scenario									Adverse Scenario
	31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0
0.0%	0	39.1%	0.0%	0	39.1%	0.0%	0	39.1%	0.1%	0	39.2%	0.1%	0	39.2%	0.0%	0	39.2%
0.8%	353	64.6%	0.5%	369	62.5%	0.5%	382	60.7%	1.2%	365	63.8%	1.2%	395	60.6%	1.2%	422	58.0%
1.9%	301	63.4%	1.4%	317	61.1%	1.2%	330	59.2%	2.9%	313	62.5%	3.2%	343	59.1%	3.3%	369	56.4%
0.1%	0	13.1%	0.1%	0	13.4%	0.1%	0	13.5%	0.1%	0	12.5%	0.2%	0	12.0%	0.2%	0	14.2%
0.1%	0	46.3%	0.1%	0	43.6%	0.1%	0	41.2%	0.1%	0	47.8%	0.1%	0	45.8%	0.1%	0	43.9%
0.1%	0	36.0%	0.1%	0	33.6%	0.1%	0	31.7%	0.1%	0	38.2%	0.1%	0	36.8%	0.1%	0	35.4%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0
0.1%	0	36.0%	0.1%	0	33.6%	0.1%	0	31.7%	0.1%	0	38.2%	0.1%	0	36.8%	0.1%	0	35.4%
0.1%	0	57.8%	0.1%	0	58.6%	0.1%	0	58.9%	0.1%	0	57.9%	0.2%	0	58.7%	0.2%	0	59.0%
0.0%	0	78.2%	0.0%	0	77.7%	0.0%	0	76.8%	0.1%	0	77.3%	0.1%	0	75.3%	0.1%	0	74.1%
0.1%	0	53.6%	0.1%	0	53.5%	0.1%	0	51.2%	0.1%	0	47.1%	0.2%	0	45.3%	0.1%	0	46.0%
0.0%	0	79.5%	0.0%	0	79.5%	0.0%	0	79.4%	0.0%	0	79.5%	0.0%	0	79.4%	0.0%	0	79.2%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0

-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0

Commerzbank AG

					31/12/2015
		Exposure values		Risk exposure amounts			Stock of provisions
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Coverage Ratio - Default Stock1
	Central governments or central banks	44,294	0	257	0	21	0	0.0%
	Regional governments or local authorities	30,647	10	2,115	14	29	0	0.5%
	Public sector entities	9,624	0	185	0	10	0	0.0%
	Multilateral Development Banks	340	0	0	0	0	0	0.0%
	International Organisations	341	0	0	0	0	0	0.0%
	Institutions	9,507	0	1,136	0	4	0	76.4%
	Corporates	10,451	344	8,590	383	51	377	48.0%
	of which: SME	609	10	587	11	3	53	77.3%
	Retail	1,395	17	1,034	21	26	16	41.8%
Commerzbank AG	of which: SME	75	1	43	1	7	0	10.8%
	Secured by mortgages on immovable property	1,710	0	687	0	1	0	0.0%
	of which: SME	22	0	9	0	0	0	0.0%
	Items associated with particularly high risk	127	0	191	0	0	0	0.0%
	Covered bonds	102	0	20	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	946	0	108	0	0	0	0.0%
	Collective investments undertakings (CIU)	2,423	0	945	0	0	0	0.0%
	Equity	1,270	0	1,661	0	0	0	0.0%
	Securitisation
	Other exposures	4,493	0	8,567	0	0	0	0.0%
	Standardised Total	117,670	370	25,496	419	144	393	47.1%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

					31/12/2015
		Exposure values			Risk exposure amounts		Stock of provisions	Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	13,453	0	0	0	11	0	0.0%
	Regional governments or local authorities	17,830	0	1	0	27	0	56.0%
	Public sector entities	9,156	0	88	0	10	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	3,746	0	502	0	3	0	55.0%
	Corporates	2,619	83	2,606	105	1	47	32.4%
	of which: SME	70	1	69	1	0	2	59.9%
	Retail	756	15	555	19	4	8	24.3%
Germany	of which: SME	72	1	41	1	0	0	10.9%
	Secured by mortgages on immovable property	708	0	324	0	1	0	0.0%
	of which: SME	9	0	4	0	0	0	0.0%
	Items associated with particularly high risk	126	0	189	0	0	0	0.0%
	Covered bonds	1	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	1,257	0	703	0	0	0	0.0%
	Equity	671	0	995	0	0	0	0.0%
	Securitisation
	Other exposures	4,026	0	7,843	0	0	0	0.0%
	Standardised Total	54,349	98	13,805	124	57	55	30.8%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

					31/12/2015
		Exposure values		Risk exposure amounts		Stock of provisions		Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	8,196	0	8	0	0	0	0.0%
	Regional governments or local authorities	373	0	75	0	0	0	0.0%
	Public sector entities	11	0	6	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	22	0	5	0	0	0	100.0%
	Corporates	1,670	50	1,641	57	5	106	73.4%
	of which: SME	484	9	467	10	2	23	78.0%
	Retail	198	1	149	1	19	1	81.9%
Poland	of which: SME	0	0	0	0	6	0	0.0%
	Secured by mortgages on immovable property	964	0	347	0	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	0	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	1	0	1	0	0	0	0.0%
	Equity	72	0	88	0	0	0	0.0%
	Securitisation
	Other exposures	112	0	273	0	0	0	0.0%
	Standardised Total	11,621	51	2,591	58	25	107	73.5%

Commerzbank AG

					31/12/2015
		Exposure values		Risk exposure amounts			Stock of provisions	Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	677	0	0	0	0	0	0.0%
	Regional governments or local authorities	4,418	0	884	0	0	0	0.0%
	Public sector entities	0	0	0	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	947	0	191	0	1	0	14.1%
	Corporates	3,470	1	2,423	2	25	0	28.2%
	of which: SME	7	0	4	0	0	0	0.0%
	Retail	2	0	2	0	0	0	3.4%
United Kingdom	of which: SME	0	0	0	0	0	0	0.0%
	Secured by mortgages on immovable property	3	0	1	0	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	0	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	31	0	34	0	0	0	0.0%
	Equity	185	0	185	0	0	0	0.0%
	Securitisation
	Other exposures	0	0	0	0	0	0	0.0%
	Standardised Total	9,732	1	3,719	2	27	0	26.9%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

					31/12/2015
		Exposure values		Risk exposure amounts			Stock of provisions	Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	305	0	0	0	0	0	0.0%
	Regional governments or local authorities	2,015	10	403	14	2	0	0.3%
	Public sector entities	207	0	41	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	538	0	109	0	0	0	0.0%
	Corporates	893	12	718	19	2	0	0.1%
	of which: SME	0	0	0	0	0	0	0.0%
	Retail	1	0	1	0	0	0	0.0%
United States	of which: SME	0	0	0	0	0	0	0.0%
	Secured by mortgages on immovable property	0	0	0	0	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	0	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	943	0	107	0	0	0	0.0%
	Collective investments undertakings (CIU)	0	0	0	0	0	0	0.0%
	Equity	103	0	103	0	0	0	0.0%
	Securitisation
	Other exposures	0	0	0	0	0	0	0.0%
	Standardised Total	5,005	22	1,482	33	4	0	0.2%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

					31/12/2015
		Exposure values		Risk exposure amounts		Stock of provisions		Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	9,391	0	96	0	1	0	0.0%
	Regional governments or local authorities	775	0	325	0	0	0	0.0%
	Public sector entities	0	0	0	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	0	0	0	0	0	0	0.0%
	Corporates	309	5	309	8	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Retail	0	0	0	0	0	0	0.0%
Italy	of which: SME	0	0	0	0	0	0	0.0%
	Secured by mortgages on immovable property	0	0	0	0	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	0	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	0	0	0	0	0	0	0.0%
	Equity	25	0	25	0	0	0	0.0%
	Securitisation
	Other exposures	0	0	0	0	0	0	0.0%
	Standardised Total	10,500	5	754	8	1	0	0.0%

Commerzbank AG

					31/12/2015
		Exposure values		Risk exposure amounts			Stock of provisions
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Coverage Ratio - Default Stock1
	Central governments or central banks	609	0	0	0	0	0	0.0%
	Regional governments or local authorities	0	0	0	0	0	0	0.0%
	Public sector entities	250	0	50	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	3,286	0	103	0	0	0	0.0%
	Corporates	829	0	251	0	1	0	96.1%
	of which: SME	17	0	17	0	0	0	0.0%
	Retail	3	0	2	0	0	0	100.0%
France	of which: SME	1	0	0	0	0	0	0.0%
	Secured by mortgages on immovable property	13	0	4	0	0	0	0.0%
	of which: SME	13	0	4	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	0	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	246	0	28	0	0	0	0.0%
	Equity	0	0	0	0	0	0	0.0%
	Securitisation
	Other exposures	0	0	0	0	0	0	0.0%
	Standardised Total	5,237	0	438	0	2	0	96.2%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

					31/12/2015
		Exposure values			Risk exposure amounts		Stock of provisions	Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	2,744	0	0	0	0	0	0.0%
	Regional governments or local authorities	1,840	0	84	0	0	0	0.0%
	Public sector entities	0	0	0	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	0	0	0	0	0	0	0.0%
	Corporates	156	0	156	0	0	0	0.0%
	of which: SME	4	0	4	0	0	0	0.0%
	Retail	0	0	0	0	0	0	0.0%
Spain	of which: SME	0	0	0	0	0	0	0.0%
	Secured by mortgages on immovable property	0	0	0	0	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	101	0	20	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	0	0	0	0	0	0	0.0%
	Equity	0	0	0	0	0	0	0.0%
	Securitisation
	Other exposures	0	0	0	0	0	0	0.0%
	Standardised Total	4,841	0	261	0	0	0	0.0%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

					31/12/2015
		Exposure values		Risk exposure amounts			Stock of provisions	Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
Netherlands	Central governments or central banks Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: SME Items associated with particularly high risk Covered bonds	2,324 0 0 0 0 0 92 0 1 0 3 0 0 0		0 0 0 0 0 0 0 0 0 0 0 0 0 92 0 0 0 1 0 0 0 1 0 0 0 0 0 0	0 0 0 0 0 0 0 0 0 0 0 0 0 0	9 0 0 0 0 0 0 0 0 0 0 0 0 0		0 0.0% 0 0.0% 0 0.0% 0 0.0% 0 0.0% 0 0.0% 0 94.8% 0 0.0% 0 100.0% 0 0.0% 0 0.0% 0 0.0% 0 0.0% 0 0.0%
	Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures	0 105 11 0		0 0 0 0 0 11 0 0	0 0 0 0	0 0 0 0		0 0.0% 0 0.0% 0 0.0% 0 0.0%
	Standardised Total	2,535	0	105	0	9		0 95.1%

Commerzbank AG

					31/12/2015
		Exposure values		Risk exposure amounts			Stock of provisions	Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	0	0	0	0	0	0	0.0%
	Regional governments or local authorities	5	0	1	0	0	0	0.0%
	Public sector entities	0	0	0	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	220	0	55	0	0	0	0.0%
	Corporates	0	0	0	0	0	0	16.8%
	of which: SME	0	0	0	0	0	0	0.0%
	Retail	2	0	2	0	0	0	50.7%
Switzerland	of which: SME	0	0	0	0	0	0	0.0%
	Secured by mortgages on immovable property	0	0	0	0	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	0	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	0	0	0	0	0	0	0.0%
	Equity	68	0	68	0	0	0	0.0%
	Securitisation
	Other exposures	0	0	0	0	0	0	0.0%
	Standardised Total	295	0	125	0	0	0	50.6%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

					31/12/2015
		Exposure values			Risk exposure amounts		Stock of provisions	Coverage Ratio -
		Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Default Stock1
	Central governments or central banks	119	0	0	0	0	0	0.0%
	Regional governments or local authorities	0	0	0	0	0	0	0.0%
	Public sector entities	0	0	0	0	0	0	0.0%
	Multilateral Development Banks	0	0	0	0	0	0	0.0%
	International Organisations	0	0	0	0	0	0	0.0%
	Institutions	39	0	8	0	0	0	0.0%
	Corporates	32	0	32	0	0	0	100.0%
	of which: SME	1	0	1	0	0	0	0.0%
	Retail	1	0	1	0	0	0	67.8%
Luxembourg	of which: SME	0	0	0	0	0	0	93.7%
	Secured by mortgages on immovable property	2	0	1	0	0	0	0.0%
	of which: SME	0	0	0	0	0	0	0.0%
	Items associated with particularly high risk	0	0	0	0	0	0	0.0%
	Covered bonds	0	0	0	0	0	0	0.0%
	Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0.0%
	Collective investments undertakings (CIU)	0	0	0	0	0	0	0.0%
	Equity	61	0	62	0	0	0	0.0%
	Securitisation
	Other exposures	66	0	162	0	0	0	0.0%
	Standardised Total	321	0	267	0	0	0	68.5%

Commerzbank AG

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
	Central governments or central banks	0.2%	32	50.7%	0.1%	48	46.4%	0.1%	63	44.5%	0.6%	99	43.7%	0.5%	176	41.9%	0.4%	248	41.3%
	Regional governments or local authorities	0.0%	15	34.6%	0.0%	23	33.6%	0.0%	32	33.6%	0.2%	48	37.0%	0.2%	87	36.6%	0.1%	125	35.6%
	Public sector entities	0.0%	0	26.5%	0.0%	0	25.8%	0.0%	1	25.3%	0.0%	0	29.4%	0.0%	0	29.6%	0.0%	1	29.4%
	Multilateral Development Banks	0.0%	0	38.9%	0.0%	0	38.8%	0.0%	0	38.7%	0.0%	0	39.0%	0.0%	0	39.1%	0.0%	0	39.2%
	International Organisations	0.0%	0	37.5%	0.0%	0	37.5%	0.0%	0	37.6%	0.0%	0	36.7%	0.0%	0	36.7%	0.0%	0	37.1%
	Institutions	0.0%	2	46.6%	0.0%	3	47.0%	0.0%	5	47.3%	0.1%	3	48.5%	0.1%	6	48.9%	0.1%	8	49.1%
	Corporates	1.3%	548	52.3%	0.7%	612	51.9%	0.7%	672	51.5%	1.6%	576	52.6%	1.2%	679	52.3%	0.9%	757	52.0%
	of which: SME	0.6%	59	74.0%	0.5%	61	71.2%	0.5%	64	68.8%	0.8%	60	72.5%	0.9%	65	67.9%	0.7%	68	65.2%
	Retail	0.7%	65	67.5%	0.7%	74	63.6%	0.7%	84	61.0%	0.8%	67	67.3%	0.8%	80	63.8%	0.8%	91	61.8%
Commerzbank AG	of which: SME	0.9%	8	65.1%	0.4%	9	59.8%	0.3%	9	56.3%	1.1%	8	63.5%	0.4%	9	56.9%	0.4%	9	53.8%
	Secured by mortgages on immovable property	0.6%	11	34.8%	0.6%	21	35.1%	0.6%	31	35.3%	0.8%	15	35.9%	0.9%	31	36.1%	0.9%	46	35.7%
	of which: SME	0.3%	0	19.6%	0.3%	0	19.3%	0.3%	0	19.2%	0.6%	0	21.0%	0.9%	0	21.2%	0.7%	1	21.2%
	Items associated with particularly high risk	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Covered bonds	0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%
	Claims on institutions and corporates with a ST credit assessment	1.0%	9	37.6%	1.0%	18	37.6%	1.0%	27	37.6%	1.7%	16	37.6%	1.7%	31	37.6%	1.5%	44	37.6%
	Collective investments undertakings (CIU)	0.5%	12	37.2%	0.5%	25	37.1%	0.5%	38	37.1%	0.7%	18	37.5%	1.1%	43	37.6%	0.8%	62	37.7%
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Standardised Total	0.3%	695	51.3%	0.2%	826	49.6%	0.2%	953	48.5%	0.5%	842	49.4%	0.4%	1,133	47.3%	0.4%	1,382	46.0%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
		rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central governments or central banks	0.0%	1	34.9%	0.0%	1	34.9%	0.0%	2	34.9%		0.0%	1 35.2%	0.0%	1	34.7%	0.0%	2	34.4%
	Regional governments or local authorities	0.0%	1	36.4%	0.0%	2	36.3%	0.0%	3	36.3%		0.0%	1 35.9%	0.0%	2	35.7%	0.0%	3	35.8%
	Public sector entities	0.0%	0	24.9%	0.0%	0	24.2%	0.0%	0	23.6%		0.0%	0 27.6%	0.0%	0	27.8%	0.0%	1	27.6%
	Multilateral Development Banks	-	0	-	-	0	-	-	0	-		-	0	- -	0	-	-	0	-
	International Organisations	-	0	-	-	0	-	-	0	-		-	0	- -	0	-	-	0	-
	Institutions	0.0%	0	45.1%	0.0%	0	45.3%	0.0%	0	45.3%		0.0%	0 44.2%	0.0%	0	44.4%	0.0%	0	44.5%
	Corporates	1.0%	91	45.6%	1.1%	119	46.7%	1.1%	147	47.3%		1.1%	96 46.8%	1.3%	130	48.1%	1.2%	161	48.5%
	of which: SME	0.0%	3	63.6%	0.0%	3	64.2%	0.0%	3	65.1%		0.1%	3 63.4%	0.1%	3	63.9%	0.0%	3	64.8%
	Retail	0.7%	30	58.3%	0.7%	36	56.4%	0.7%	41	55.0%		0.7%	31 59.0%	0.8%	37	57.6%	0.8%	43	56.6%
	of which: SME	0.3%	1	50.1%	0.3%	1	47.5%	0.3%	1	45.7%		0.3%	1 49.4%	0.3%	1	47.0%	0.3%	1	45.2%
Germany	Secured by mortgages on immovable property	0.2%	2	30.9%	0.2%	4	30.0%	0.2%	5	29.1%		0.3%	3 34.7%	0.3%	5	36.4%	0.4%	8	37.3%
	of which: SME	0.2%	0	15.6%	0.1%	0	14.3%	0.1%	0	13.4%		0.3%	0 21.3%	0.3%	0	22.2%	0.3%	0	21.4%
	Items associated with particularly high risk	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%		0.0%	0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Covered bonds	0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%		0.0%	0 5.0%	0.0%	0	5.0%	0.0%	0	5.0%
	Claims on institutions and corporates with a ST credit assessment	-	0	-	-	0	-	-	0	-		-	0	- -	0	-	-	0	-
	Collective investments undertakings (CIU)	0.5%	7	37.3%	0.6%	14	37.3%	0.6%	21	37.3%		0.6%	7 37.4%	0.7%	16	37.6%	0.7%	24	37.6%
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%		0.0%	0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%		0.0%	0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Standardised Total	0.1%	133	46.7%	0.1%	177	46.4%	0.1%	220	46.2%		0.1%	140 47.6%	0.2%	193	47.7%	0.1%	242	47.4%

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
	Central governments or central banks	0.1%	1	38.1%	0.1%	2	37.8%	0.1%	3	37.7%		0.2% 3	39.6%	0.2%	6	39.3%	0.2%	8	39.2%
	Regional governments or local authorities	0.1%	0	38.1%	0.1%	1	38.1%	0.1%	1	38.1%		0.2% 1	39.5%	0.2%	2	39.4%	0.2%	2	39.4%
	Public sector entities	0.1%	0	40.0%	0.1%	0	40.0%	0.1%	0	40.0%		0.2% 0	40.0%	0.2%	0	40.0%	0.2%	0	40.0%
	Multilateral Development Banks	-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
	International Organisations	-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
	Institutions	0.6%	0	22.7%	0.6%	0	23.2%	0.6%	0	23.4%		0.7% 0	25.5%	0.9%	0	26.2%	0.7%	1	26.1%
	Corporates	0.6%	120	66.7%	0.6%	128	62.1%	0.6%	135	58.8%		0.8% 123	66.1%	1.0%	135	60.9%	0.8%	145	57.7%
	of which: SME	0.4%	26	74.7%	0.4%	28	72.0%	0.4%	29	69.8%		0.5% 27	74.6%	0.6%	29	71.5%	0.4%	30	69.2%
	Retail	0.9%	23	66.5%	1.0%	25	60.2%	1.0%	27	57.6%		1.3% 24	63.4%	1.3%	27	58.7%	1.0%	29	57.2%
	of which: SME	0.0%	7	86.5%	0.0%	7	81.3%	0.0%	7	77.9%		0.0% 7	85.0%	0.0%	7	78.7%	0.0%	7	76.3%
Poland	Secured by mortgages on immovable property	0.9%	9	35.9%	0.9%	17	36.5%	0.9%	26	36.9%		1.2% 12	36.5%	1.4%	26	36.5%	1.3%	37	35.8%
	of which: SME	0.1%	0	4.3%	0.1%	0	4.5%	0.1%	0	4.6%		0.1% 0	4.5%	0.2%	0	4.6%	0.2%	0	4.7%
	Items associated with particularly high risk	-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
	Covered bonds	-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
	Claims on institutions and corporates with a ST credit assessment	-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
	Collective investments undertakings (CIU)	0.6%	0	37.7%	0.6%	0	37.8%	0.6%	0	37.7%		0.8% 0	42.2%	0.9%	0	42.3%	0.8%	0	41.7%
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%		0.0% 0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%		0.0% 0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Standardised Total	0.4%	154	62.6%	0.4%	173	56.8%	0.4%	193	53.2%	0.6%	163	60.7%	0.7%	195	54.1%	0.6%	222	50.5%

Commerzbank AG

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
		rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central governments or central banks	0.0%	0	40.0%	0.0%		0 40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
	Regional governments or local authorities	0.0%	0	40.0%	0.0%		1 40.0%	0.0%	1	40.0%	0.0%	0	40.0%	0.0%	1	40.0%	0.0%	1	40.0%
	Public sector entities	-	0		- -		0 -	-	0	-	-	0	-	-	0	-		- 0
	Multilateral Development Banks	-	0		- -		0 -	-	0	-	-	0	-	-	0	-		- 0
	International Organisations	-	0		- -		0 -	-	0	-	-	0	-	-	0	-		- 0
	Institutions	0.0%	0	43.5%	0.0%		0 43.5%	0.0%	0	43.5%	0.0%	0	44.1%	0.1%	0	44.5%	0.0%	0	- 44.3%
	Corporates	0.5%	12	62.5%	0.4%	22	62.6%	0.5%	33	62.6%	0.9%	21	63.2%	1.4%	52	63.4%	0.9%	72	63.3%
	of which: SME	0.0%	0	54.3%	0.0%		0 54.2%	0.0%	0	54.1%	0.1%	0	60.7%	0.1%	0	61.0%	0.0%	0	60.2%
	Retail	0.0%	0	75.8%	0.0%		0 74.9%	0.0%	0	74.0%	0.0%	0	75.7%	0.0%	0	74.7%	0.0%	0	73.8%
	of which: SME	3.1%	0	72.8%	3.1%		0 72.8%	3.1%	0	72.8%	5.3%	0	72.8%	5.3%	0	72.8%	4.6%	0	72.8%
United Kingdom	Secured by mortgages on immovable property	0.7%	0	11.8%	0.6%		0 11.3%	0.4%	0	10.9%	1.0%	0	14.6%	0.9%	0	15.1%	0.7%	0	15.0%
	of which: SME	-	0		- -		0 -	-	0	-	-	0	-	-	0	-		- 0	-
	Items associated with particularly high risk	-	0		- -		0 -	-	0	-	-	0	-	-	0	-		- 0	-

	Covered bonds	- -	0 0		- - - -		0 - 0 -	- -	0 0	- -	- -	0 0	- -	- -	0 0	- -		- 0 - 0	- -
	Claims on institutions and corporates with a ST credit assessment
	Collective investments undertakings (CIU)	0.5%	0	37.4%	0.5%		0 37.5%	0.5%	0	37.5%	0.9%	0	37.4%	1.3%	1	37.4%	0.9%	1	37.6%
	Equity	0.0%	0	45.0%	0.0%		0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation																		-
	Other exposures	-	0		- -		0 -	-	0	-	-	0	-	-	0	-		- 0
	Standardised Total	0.2%	12	60.3%	0.1%	23	60.3%	0.1%	35	60.3%	0.3%	22	61.7%	0.4%	54	62.0%	0.3%	75	61.9%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

						Baseline Scenario								Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016		31/12/2017			31/12/2018
		Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Coverage Ratio - Stock of Default Stock1 Provisions	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
	Central governments or central banks	0.0%	0	40.0%	0.0%		0 40.0%	0.0%	0	40.0%	0.0%	0	40.0% 0.0%	0	40.0%	0.0%	0	40.0%
	Regional governments or local authorities	0.1%	8	39.2%	0.1%	10	39.0%	0.1%	12	38.9%	0.1%	8	38.9% 0.1%	10	38.6%	0.1%	12	38.3%
	Public sector entities	0.0%	0	40.0%	0.0%		0 40.0%	0.0%	0	40.0%	0.0%	0	40.0% 0.0%	0	40.0%	0.0%	0	40.0%
	Multilateral Development Banks		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	International Organisations		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	Institutions	0.1%	1	26.4%	0.1%		1 26.4%	0.1%	2	26.4%	0.2%	1	26.4% 0.2%	2	26.4%	0.2%	3	26.4%
	Corporates	0.2%	13	81.1%	0.2%	15	77.2%	0.2%	17	75.0%	0.3%	13	77.7% 0.3%	16	73.1%	0.5%	19	67.8%
	of which: SME		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	Retail	0.2%	0	72.3%	0.2%		0 70.9%	0.2%	0	69.3%	0.2%	0	72.4% 0.2%	0	71.2%	0.2%	0	69.7%
United States	of which: SME		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	Secured by mortgages on immovable property	0.7%	0	32.5%	0.7%		0 31.8%	0.7%	0	31.2%	1.1%	0	35.8% 1.5%	0	37.9%	1.8%	0	38.5%
	of which: SME		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	Items associated with particularly high risk		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	Covered bonds		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	Claims on institutions and corporates with a ST credit assessment	1.0%	9	37.6%	1.0%	18	37.6%	1.0%	27	37.6%	1.7%	16	37.6% 1.7%	31	37.6%	1.5%	44	37.6%
	Collective investments undertakings (CIU)		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0	-
	Equity	0.0%	0	45.0%	0.0%		0 45.0%	0.0%	0	45.0%	0.0%	0	45.0% 0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures		- 0	-	-		0 -	-	0	-	-	0	-	- 0	-	-	0
	Standardised Total	0.3%	30	49.4%	0.3%	44	45.6%	0.3%	58	43.9%	0.4%	38	45.9% 0.4%	59	42.9%	0.4%	78	41.8%

				Baseline Scenario									Adverse Scenario
	31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
0.1%	8	39.2%	0.1%	10	39.0%	0.1%	12	38.9%	0.1%	8	38.9%	0.1%	10	38.6%	0.1%	12	38.3%
0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
- 0.1%	0 1	- 26.4%	- 0.1%	0 1	- 26.4%	- 0.1%	0 2	- 26.4%	- 0.2%	0 1	- 26.4%	- 0.2%	0 2	- 26.4%	- 0.2%	0 3	- 26.4%
0.2%	13	81.1%	0.2%	15	77.2%	0.2%	17	75.0%	0.3%	13	77.7%	0.3%	16	73.1%	0.5%	19	67.8%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
0.2%	0	72.3%	0.2%	0	70.9%	0.2%	0	69.3%	0.2%	0	72.4%	0.2%	0	71.2%	0.2%	0	69.7%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
0.7%	0	32.5%	0.7%	0	31.8%	0.7%	0	31.2%	1.1%	0	35.8%	1.5%	0	37.9%	1.8%	0	38.5%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
- 1.0%	0 9	- 37.6%	- 1.0%	0 18	- 37.6%	- 1.0%	0 27	- 37.6%	- 1.7%	0 16	- 37.6%	- 1.7%	0 31	- 37.6%	- 1.5%	0 44	- 37.6%
-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%

-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
	Central governments or central banks	0.1%	4	40.0%	0.1%	8	40.0%	0.1%	12	40.0%	0.7%	30	40.0%	0.7%	58	40.0%	0.7%	86	40.0%
	Regional governments or local authorities	0.1%	1	40.0%	0.1%	1	40.0%	0.1%	2	40.0%	0.7%	6	40.0%	0.7%	11	40.0%	0.7%	17	40.0%
	Public sector entities	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Multilateral Development Banks	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	International Organisations	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Institutions	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Corporates	0.5%	6	65.2%	0.5%	8	63.2%	0.5%	10	60.7%	0.9%	7	56.5%	1.4%	11	52.7%	1.0%	15	53.6%
	of which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Retail	0.9%	0	36.8%	0.9%	0	37.0%	0.9%	0	37.1%	1.5%	0	36.0%	2.2%	0	35.9%	1.6%	0	36.2%
	of which: SME	0.9%	0	34.7%	0.9%	0	34.8%	0.9%	0	34.8%	1.6%	0	34.7%	2.4%	0	34.7%	1.7%	0	34.9%
Italy	Secured by mortgages on immovable property	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	of which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Items associated with particularly high risk	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Covered bonds	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Claims on institutions and corporates with a ST credit assessment	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Collective investments undertakings (CIU)	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Standardised Total	0.1%	11	51.2%	0.1%	18	48.2%	0.1%	24	46.6%	0.7%	42	42.0%	0.8%	80	41.4%	0.7%	117	41.3%

Commerzbank AG

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
	Central governments or central banks	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
	Regional governments or local authorities	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
	Public sector entities		- 0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Multilateral Development Banks		- 0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	International Organisations		- 0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Institutions	0.0%	0	39.4%	0.0%	0	39.4%	0.0%	0	39.4%	0.0%	0	39.4%	0.0%	0	39.4%	0.0%	0	39.5%
	Corporates	0.2%	5	69.7%	0.1%	6	60.4%	0.2%	7	55.4%	0.3%	6	62.9%	0.5%	9	53.3%	0.3%	11	50.6%
	of which: SME	0.3%	0	14.6%	0.3%	0	14.6%	0.3%	1	14.6%	0.6%	0	14.6%	1.0%	1	14.6%	0.7%	1	14.7%
	Retail	0.1%	0	75.5%	0.1%	0	62.3%	0.1%	0	53.2%	0.2%	0	63.5%	0.3%	0	43.1%	0.2%	0	36.3%
	of which: SME	0.2%	0	6.8%	0.1%	0	6.8%	0.2%	0	6.8%	0.3%	0	6.8%	0.5%	0	6.8%	0.3%	0	6.8%
France	Secured by mortgages on immovable property	0.5%	0	21.2%	0.5%	0	21.2%	0.5%	0	21.3%	0.9%	0	21.2%	1.4%	0	21.2%	1.0%	0	21.3%
	of which: SME	0.5%	0	21.2%	0.5%	0	21.2%	0.5%	0	21.3%	0.9%	0	21.2%	1.4%	0	21.2%	1.0%	0	21.3%
	Items associated with particularly high risk		- 0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Covered bonds		- 0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Claims on institutions and corporates with a ST credit assessment		- 0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Collective investments undertakings (CIU)	0.5%	1	37.4%	0.4%	2	37.5%	0.5%	3	37.5%	0.9%	2	37.4%	1.3%	5	37.4%	0.9%	8	37.6%
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Standardised Total	0.2%	6	58.1%	0.2%	8	50.3%	0.2%	11	46.8%	0.4%	8	51.5%	0.6%	15	44.7%	0.4%	20	43.2%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

						Baseline Scenario								Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018		31/12/2016			31/12/2017			31/12/2018
		Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment Stock of rate Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
	Central governments or central banks	0.2%	0	40.0%	0.2%	0	40.0%	0.2%	0	40.0%	1.1%	0 40.0%	1.1%	0	40.0%	1.1%	0	40.0%
	Regional governments or local authorities	0.2%	4	40.0%	0.2%	7	40.0%	0.2%	11	40.0%	1.1% 19	40.0%	1.1%	38	40.0%	1.1%	56	40.0%
	Public sector entities		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Multilateral Development Banks		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	International Organisations		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Institutions		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Corporates	0.6%	1	65.9%	0.6%	2	66.0%	0.6%	3	66.0%	1.0%	2 64.4%	1.1%	3	64.0%	0.9%	5	64.0%
	of which: SME	1.1%	0	43.6%	1.1%	0	43.7%	1.1%	0	43.8%	2.0%	0 43.6%	3.0%	0	43.6%	2.1%	0	43.8%
	Retail	0.4%	0	50.4%	0.4%	0	50.4%	0.4%	0	50.6%	0.5%	0 50.4%	0.5%	0	50.5%	0.5%	0	50.6%
Spain	of which: SME		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Secured by mortgages on immovable property		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	of which: SME		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Items associated with particularly high risk		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Covered bonds	0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0 5.0%	0.0%	0	5.0%	0.0%	0	5.0%
	Claims on institutions and corporates with a ST credit assessment		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Collective investments undertakings (CIU)		- 0	-	-	0	-	-	0	-	-	0 -	-	0	-	-	0
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Standardised Total	0.2%	5	42.4%	0.2%	9	42.4%	0.2%	13	42.4%	1.0% 21	40.9%	1.0%	41	40.9%	1.0%	61	40.9%

				Baseline Scenario										Adverse Scenario
	31/12/2016			31/12/2017			31/12/2018				31/12/2016			31/12/2017			31/12/2018
	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment		Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate		Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
0.2%	0	40.0%	0.2%	0	40.0%	0.2%	0	40.0%		1.1%	0	40.0%	1.1%	0	40.0%	1.1%	0	40.0%
0.2%	4	40.0%	0.2%	7	40.0%	0.2%	11	40.0%		1.1%	19	40.0%	1.1%	38	40.0%	1.1%	56	40.0%
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
0.6%	1	65.9%	0.6%	2	66.0%	0.6%	3	66.0%		1.0%	2	64.4%	1.1%	3	64.0%	0.9%	5	64.0%
1.1%	0	43.6%	1.1%	0	43.7%	1.1%	0	43.8%		2.0%	0	43.6%	3.0%	0	43.6%	2.1%	0	43.8%
0.4%	0	50.4%	0.4%	0	50.4%	0.4%	0	50.6%		0.5%	0	50.4%	0.5%	0	50.5%	0.5%	0	50.6%
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		-	0	-	-	0	-	-	0	-
0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%		0.0%	0	5.0%	0.0%	0	5.0%	0.0%	0	5.0%
- -	0 0	- -	- -	0 0	- -	- -	0 0	- -		- -	0 0	- -	- -	0 0	- -	- -	0 0	- -
0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%		0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%

0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%		0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

						Baseline Scenario								Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016		31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
	Central governments or central banks	rate 0.0%	Provisions 0	Default Stock1 40.0%	rate 0.0%	Provisions 0	Default Stock1 40.0%	rate 0.0%	Provisions	Default Stock1 0 40.0%	rate Provisions 0.0%	Default Stock1 0 40.0%	rate 0.0%	Provisions 0	Default Stock1 40.0%	rate 0.0%	Provisions	Default Stock1 0 40.0%
	Regional governments or local authorities	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Public sector entities	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Multilateral Development Banks	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	International Organisations	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Institutions	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Corporates	0.0%	1	90.7%	0.0%	1	87.4%	0.0%		1 84.1%	0.0%	1 87.6%	0.0%	1	78.9%	0.0%		1 74.0%
	of which: SME	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Retail	0.2%	0	91.8%	0.2%	0	85.0%	0.2%		0 79.3%	0.3%	0 92.4%	0.3%	0	86.3%	0.3%		0 81.8%
Netherlands	of which: SME	0.8%	0	34.7%	0.8%	0	34.8%	0.8%		0 34.8%	1.5%	0 34.7%	2.4%	0	34.7%	1.7%		0 34.9%
	Secured by mortgages on immovable property	0.6%	0	33.5%	0.5%	0	32.2%	0.4%		0 31.0%	0.8%	0 37.8%	0.9%	0	40.0%	1.0%		0 40.5%
	of which: SME	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Items associated with particularly high risk	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Covered bonds	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Claims on institutions and corporates with a ST credit assessment	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0 -
	Collective investments undertakings (CIU)	0.5%	0	37.4%	0.4%	1	37.5%	0.5%		1 37.5%	0.9%	1 37.4%	1.3%	2	37.4%	0.9%		3 37.6%
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%		0 45.0%	0.0%	0 45.0%	0.0%	0	45.0%	0.0%		0 45.0%
	Securitisation																	-
	Other exposures	-	0	-	-	0	-	-		0 -	-	0	-	- 0	-	-		0
	Standardised Total	0.2%	1	55.4%	0.2%	2	48.3%	0.2%		2 45.0%	0.4%	2 48.8%	0.6%	3	42.4%	0.4%		4 41.1%

Commerzbank AG

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
		rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central governments or central banks	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Regional governments or local authorities	4.2%	0	40.0%	4.2%	0	40.0%	4.2%	1	40.0%	4.2%	0	40.0%	4.2%	0	40.0%	4.2%	1	40.0%
	Public sector entities	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Multilateral Development Banks	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	International Organisations	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Institutions	0.1%	0	56.3%	0.1%	0	56.4%	0.1%	0	56.4%	0.1%	0	56.3%	0.1%	0	56.4%	0.1%	0	56.4%
	Corporates	0.6%	0	40.7%	0.6%	0	40.5%	0.6%	0	40.3%	0.6%	0	41.8%	0.7%	0	42.0%	0.7%	0	42.1%
	of which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Retail	0.1%	0	60.8%	0.1%	0	60.1%	0.1%	0	58.9%	0.1%	0	61.3%	0.1%	0	60.9%	0.1%	0	60.0%
	of which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
Switzerland	Secured by mortgages on immovable property	0.0%	0	4.0%	0.0%	0	3.7%	0.0%	0	3.5%	0.0%	0	5.1%	0.0%	0	5.1%	0.0%	0	5.1%
	of which: SME	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Items associated with particularly high risk	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Covered bonds	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Claims on institutions and corporates with a ST credit assessment	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Collective investments undertakings (CIU)	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Equity	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-	-	0	-
	Standardised Total	0.1%	0	46.3%	0.1%	1	45.5%	0.1%	1	45.2%	0.2%	0	47.7%	0.2%	1	47.1%	0.1%	1	46.8%

Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

						Baseline Scenario									Adverse Scenario
			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
		Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -	Impairment	Stock of	Coverage Ratio -
		rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1	rate	Provisions	Default Stock1
	Central governments or central banks	0.0%	0	40.0%	0.0%		0 40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
	Regional governments or local authorities	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0
	Public sector entities	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0
	Multilateral Development Banks	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0
	International Organisations	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0
	Institutions	0.2%	0	40.9%	0.2%		0 40.9%	0.2%	0	40.9%	0.3%	0	40.9%	0.3%	0	40.9%	0.3%	0	40.9%
	Corporates	1.1%	0	42.9%	1.1%		1 42.7%	1.1%	1	42.6%	2.0%	1	45.5%	2.8%	1	45.9%	2.0%	2	45.7%
	of which: SME	1.7%	0	47.1%	1.7%		0 47.2%	1.7%	1	47.2%	3.1%	0	47.3%	4.2%	1	47.0%	3.1%	1	47.2%
	Retail	0.0%	0	71.2%	0.0%		0 69.3%	0.0%	0	67.2%	0.1%	0	70.6%	0.1%	0	68.4%	0.1%	0	66.6%
	of which: SME	0.1%	0	44.4%	0.1%		0 40.1%	0.1%	0	38.5%	0.5%	0	49.8%	0.5%	0	47.6%	0.5%	0	47.0%
Luxembourg	Secured by mortgages on immovable property	0.9%	0	36.5%	0.8%		0 35.2%	0.8%	0	34.1%	1.5%	0	40.3%	2.1%	0	42.7%	2.8%	0	43.3%
	of which: SME	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0	-
	Items associated with particularly high risk	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0
	Covered bonds	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0	- -
	Claims on institutions and corporates with a ST credit assessment	-	0	-	-		0 -	-	0	-	-	0	-	-	0	-	-	0
	Collective investments undertakings (CIU)	0.6%	0	37.4%	0.6%		0 37.4%	0.6%	0	37.4%	1.0%	0	37.4%	1.6%	0	37.4%	1.1%	0	37.4%
	Equity	0.0%	0	45.0%	0.0%		0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Securitisation
	Other exposures	0.0%	0	45.0%	0.0%		0 45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%
	Standardised Total	0.1%	1	44.0%	0.1%	1	42.9%	0.1%	1	42.5%	0.3%	1	45.4%	0.3%	2	45.4%	0.2%	3	45.1%

				Baseline Scenario									Adverse Scenario
	31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1	Impairment rate	Stock of Provisions	Coverage Ratio - Default Stock1
0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%	0.0%	0	40.0%
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
0.2%	0	40.9%	0.2%	0	40.9%	0.2%	0	40.9%	0.3%	0	40.9%	0.3%	0	40.9%	0.3%	0	40.9%
1.1%	0	42.9%	1.1%	1	42.7%	1.1%	1	42.6%	2.0%	1	45.5%	2.8%	1	45.9%	2.0%	2	45.7%
1.7% 0.0%	0 0	47.1% 71.2%	1.7% 0.0%	0 0	47.2% 69.3%	1.7% 0.0%	1 0	47.2% 67.2%	3.1% 0.1%	0 0	47.3% 70.6%	4.2% 0.1%	1 0	47.0% 68.4%	3.1% 0.1%	1 0	47.2% 66.6%
0.1%	0	44.4%	0.1%	0	40.1%	0.1%	0	38.5%	0.5%	0	49.8%	0.5%	0	47.6%	0.5%	0	47.0%
0.9%	0	36.5%	0.8%	0	35.2%	0.8%	0	34.1%	1.5%	0	40.3%	2.1%	0	42.7%	2.8%	0	43.3%
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
-	0	-	-	0	-	-	0	-		- 0	-	-	0	-	-	0	-
0.6%	0	37.4%	0.6%	0	37.4%	0.6%	0	37.4%	1.0%	0	37.4%	1.6%	0	37.4%	1.1%	0	37.4%
0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%

0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%	0.0%	0	45.0%

2016 EU-wide Stress Test: Securitisations

				Baseline Scenario			Adverse Scenario
	(mln EUR)	31/12/2015	31/12/2016	31/12/2017	31/12/2018	31/12/2016	31/12/2017	31/12/2018
Exposure values	STA IRB	5,686 9,963
	Total	15,650
Risk exposure amounts	STA IRB	1,679 1,347	1,788 1,554	1,849 1,835	1,906 1,885	2,208 2,294	2,679 3,566	3,100 4,662
	Total	3,026	3,342	3,683	3,791	4,502	6,245	7,762
Impairments	Total banking book others than assessed at fair value	107	16	13	13	21	20	43

	(mln EUR)								31/12/2015
		GROSS DIRECT LONG EXPOSURES				NET DIRECT EXPOSURES				DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)					INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
		(accounting value gross of provisions) (1)				(accounting value gross of provisions) (1)				Derivatives with positive fair value		Derivatives with negative fair value Derivatives with positive fair value			Derivatives with negative fair value
Residual Maturity	Country / Region			of which: AFS	of which: FVO (designated at fair value through profit&loss)	of which: HFT (2)	of which: HTM	of which: Loans and receivables	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [	Austria	0	0	0	0	0	0	0	0	0	0	0	14	0	9	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	13	0	13	0
[ 1Y - 2Y [		2	2	0	0	0	0	2	0	0	0	0	203	4	282	-10
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		61	59	60	0	-1	0	0	0	0	0	0	276	10	551	-20
[5Y - 10Y [		231	230	0	0	1	0	229	960	139	500	-122	0	0	0	0
[10Y - more		479	479	0	0	1	0	478	20	8	0	0	0	0	0	0
Tot		773	771	60	0	1	0	710	980	146	500	-122	506	14	855	-30
[ 0 - 3M [	Belgium	84	84	0	82	1	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		70	70	0	70	0	0	0	0	0	0	0	22	0	22	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		16	16	10	0	6	0	0	300	15	0	0	0	0	0	0
[3Y - 5Y [		193	193	193	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		4	2	0	0	2	0	0	0	0	0	0	0	0	0	0
[10Y - more		13	-4	0	0	-4	0	0	0	0	0	0	0	0	0	0
Tot		380	360	203	152	5	0	0	300	15	0	0	22	0	22	0
[ 0 - 3M [	Bulgaria	0	0	0	0	0	0	0	0	0	0	0	34	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	67	0	39	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	69	0	57	-1
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	10	0	28	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		8	8	0	0	8	0	0	0	0	0	0	0	0	0	0
Tot		8	8	0	0	8	0	0	0	0	0	0	180	1	124	-1
[ 0 - 3M [	Cyprus	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	9	0	9	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		1	1	0	0	1	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		1	1	0	0	1	0	0	0	0	0	0	9	0	9	0
[ 0 - 3M [	Czech Republic	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		125	125	125	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		27	27	27	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		58	57	42	0	0	0	16	0	0	0	0	9	0	9	0
[3Y - 5Y [		90	90	0	0	0	0	90	0	0	0	0	0	0	0	0
[5Y - 10Y [		1	0	1	0	-2	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		301	299	195	0	-2	0	106	0	0	0	0	9	0	9	0
[ 0 - 3M [	Denmark	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	13	0	13	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0	0	0	13	0	13	0
[ 0 - 3M [	Estonia	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		8	8	0	0	0	0	8	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		8	8	0	0	0	0	8	0	0	0	0	0	0	0	0

	(mln EUR)								31/12/2015
		GROSS DIRECT LONG EXPOSURES				NET DIRECT EXPOSURES				DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)					INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
		(accounting value gross of provisions) (1)				(accounting value gross of provisions) (1)				Derivatives with positive fair value		Derivatives with negative fair value Derivatives with positive fair value				Derivatives with negative fair value
Residual Maturity	Country / Region			of which: AFS	of which: FVO (designated at fair value through profit&loss)	of which: HFT (2)	of which: HTM	of which: Loans and receivables	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Austria Finland	0 204 0 0 0 0 95 300	0 204 0 0 -10 -4 95 286	0 0 0 0 0 0 0 0	0 204 0 0 0 0 0 204	0 0 0 0 -10 -4 1 -12	0 0 0 0 0 0 0 0	0 0 0 0 0 0 95 95	0 0 0 100 0 0 0 100	0 0 0 13 0 0 0 13	200 0 0 0 0 0 0 200	0 0 0 0 0 0 0 0	0 13 0 0 0 0 0 13	0 0 0 0 0 0 0 0	0 13 0 0 0 0 0 13	0 0 0 0 0 0 0 0
[ 0 - 3M [	France	90	90	0	0	90	0	0	0	0	0	0	30	39	4	-4
[ 3M - 1Y [		248	246	0	198	18	0	30	91	1	0	0	135	0	143	-1
[ 1Y - 2Y [		36	36	0	0	3	0	33	0	0	0	0	1,444	5	1,822	-29
[ 2Y - 3Y [		367	367	363	0	5	0	0	0	0	0	0	669	4	812	-5
[3Y - 5Y [		167	150	157	0	-11	0	4	19	2	0	0	0	0	0	0
[5Y - 10Y [		13	2	0	0	2	0	0	0	0	0	0	0	0	0	0
[10Y - more		15	9	0	0	-4	0	13	0	0	0	0	0	0	60	-9
Tot		937	901	519	198	103	0	80	110	3	0	0	2,278	49	2,842	-48
[ 0 - 3M [	Germany	750	750	278	89	49	0	334	2,629	332	5,225	-1,041	3,900	4,285	3,483	-4,993
[ 3M - 1Y [		1,059	1,049	293	159	19	0	578	7,334	93	3,827	-828	13	0	131	-22
[ 1Y - 2Y [		1,531	1,455	884	0	-54	0	625	1,868	100	1,403	-75	0	0	0	0
[ 2Y - 3Y [		2,582	2,519	1,258	0	53	0	1,209	2,663	140	1,175	-64	231	0	200	0
[3Y - 5Y [		2,192	1,863	1,119	0	-276	0	1,020	2,928	327	2,038	-737	0	0	0	0
[5Y - 10Y [		3,674	3,387	2,553	0	-251	0	1,085	4,434	573	2,563	-484	0	0	0	0
[10Y - more		4,199	4,162	74	0	4	0	4,084	8,299	2,908	2,973	-1,413	0	0	0	0
Tot		15,987	15,185	6,458	248	-456	0	8,935	30,156	4,474	19,203	-4,643	4,144	4,286	3,814	-5,015
[ 0 - 3M [	Croatia	0	0	0	0	0	0	0	0	0	0	0	9	0	9	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	19	0	10	0
[ 1Y - 2Y [		4	4	0	0	4	0	0	0	0	0	0	60	1	72	-1
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	16	0	17	-1
[3Y - 5Y [		5	5	0	0	5	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		9	8	0	0	8	0	0	0	0	0	0	105	2	108	-2
[ 0 - 3M [	Greece	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	5	1	5	-1
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		0	-1	0	0	-1	0	0	0	0	0	0	5	1	5	-1
[ 0 - 3M [	Hungary	35	35	0	0	0	0	35	0	0	0	0	141	0	192	0
[ 3M - 1Y [		127	126	28	0	-1	0	99	0	0	0	0	184	0	230	-2
[ 1Y - 2Y [		54	54	5	0	0	0	48	0	0	0	0	103	0	88	0
[ 2Y - 3Y [		134	134	83	0	0	0	51	0	0	0	0	11	1	13	-1
[3Y - 5Y [		288	288	0	0	45	0	243	0	0	0	0	14	0	14	0
[5Y - 10Y [		20	12	0	0	6	0	6	0	0	0	0	0	0	0	0
[10Y - more		7	7	0	0	0	0	7	0	0	0	0	0	0	0	0
Tot		666	657	116	0	51	0	491	0	0	0	0	453	2	536	-4
[ 0 - 3M [	Ireland	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		1	1	0	0	1	0	0	0	0	0	0	27	0	27	0
[ 1Y - 2Y [		139	139	139	0	0	0	0	0	0	0	0	18	0	18	0
[ 2Y - 3Y [		353	353	353	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		225	225	218	0	7	0	0	0	0	0	0	28	2	28	-4
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		718	718	709	0	8	0	0	0	0	0	0	73	3	73	-4

	(mln EUR)								31/12/2015
		GROSS DIRECT LONG EXPOSURES				NET DIRECT EXPOSURES				DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)					INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
		(accounting value gross of provisions) (1)				(accounting value gross of provisions) (1)				Derivatives with positive fair value		Derivatives with negative fair value Derivatives with positive fair value			Derivatives with negative fair value
Residual Maturity	Country / Region			of which: AFS	of which: FVO (designated at fair value through profit&loss)	of which: HFT (2)	of which: HTM	of which: Loans and receivables	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Austria Italy	0 14 30 79 45 847 9,269 10,283	0 14 -1,873 14 43 805 9,268 8,272	0 0 0 27 6 80 4,950 5,063	0 0 0 0 0 0 0 0	0 2 -1,902 -36 2 -30 1 -1,964	0 0 0 0 0 0 0 0	0 12 29 23 36 756 4,317 5,173	0 0 0 0 0 0 298 298	0 0 0 0 0 0 37 37	0 0 0 0 0 0 104 104	0 0 0 0 0 0 -5 -5	310 324 386 75 132 213 0 1,441	44 1 4 1 3 16 0 69	282 209 386 75 329 323 0 1,604	-6 -1 -4 -1 -4 -20 0 -36
[ 0 - 3M [	Latvia	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	14	0	14	-1
[ 2Y - 3Y [		0	-2	0	0	-2	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		12	12	0	0	12	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		13	10	0	0	10	0	0	0	0	0	0	14	0	14	-1
[ 0 - 3M [	Lithuania	104	104	0	0	0	0	104	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	13	0	13	0
[ 1Y - 2Y [		0	-2	0	0	-2	0	0	0	0	0	0	9	0	9	0
[ 2Y - 3Y [		70	65	0	0	-5	0	70	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		3	3	0	0	3	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		177	170	0	0	-4	0	174	0	0	0	0	22	0	22	0
[ 0 - 3M [	Luxembourg	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		1	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		1	1	0	0	1	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		1	1	0	0	1	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [	Malta	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [	Netherlands	0	0	0	0	0	0	0	542	301	0	0	0	0	0	0
[ 3M - 1Y [		105	105	0	105	0	0	0	1,036	17	0	0	13	0	13	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	2,531	118	950	-35	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	3,398	263	559	-27	0	0	0	0
[3Y - 5Y [		437	437	423	0	14	0	0	7,032	428	500	-35	0	0	0	0
[5Y - 10Y [		147	132	56	0	76	0	0	5,205	239	7,458	-989	0	0	0	0
[10Y - more		0	-2	0	0	-2	0	0	0	0	938	-190	0	0	0	0
Tot		689	671	479	105	87	0	0	19,744	1,366	10,405	-1,276	13	0	13	0
[ 0 - 3M [	Poland	403	178	0	0	61	0	117	0	0	0	0	41	0	41	0
[ 3M - 1Y [		955	775	776	0	-13	0	11	0	0	0	0	52	0	68	-1
[ 1Y - 2Y [		997	733	547	0	174	0	12	0	0	0	0	132	1	132	-1
[ 2Y - 3Y [		1,767	1,698	1,515	0	175	0	8	0	0	0	0	13	0	13	0
[3Y - 5Y [		2,161	1,881	1,636	0	98	0	148	0	0	0	0	41	1	46	-1
[5Y - 10Y [		1,256	923	558	0	238	0	127	0	0	0	0	12	0	16	0
[10Y - more		87	75	0	0	61	0	13	0	0	0	0	0	0	0	0
Tot		7,626	6,263	5,031	0	795	0	437	0	0	0	0	292	3	316	-3

	(mln EUR)								31/12/2015
		GROSS DIRECT LONG EXPOSURES				NET DIRECT EXPOSURES				DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)					INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
		(accounting value gross of provisions) (1)				(accounting value gross of provisions) (1)				Derivatives with positive fair value		Derivatives with negative fair value Derivatives with positive fair value			Derivatives with negative fair value
Residual Maturity	Country / Region			of which: AFS	of which: FVO (designated at fair value through profit&loss)	of which: HFT (2)	of which: HTM	of which: Loans and receivables	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Austria Portugal	0 99 380 120 47 187 422 1,255	0 99 380 91 25 177 422 1,195	0 99 380 0 0 0 0 479	0 0 0 0 0 0 0 0	0 0 0 -28 25 -10 0 -13	0 0 0 0 0 0 0 0	0 0 0 120 0 187 422 729	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 13 272 92 0 11 0 387	0 0 1 2 0 1 0 5	0 13 272 92 0 28 0 404	0 0 -1 -2 0 -3 0 -7
[ 0 - 3M [	Romania	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		2	2	0	0	2	0	0	0	0	0	0	24	0	19	0
[ 1Y - 2Y [		1	1	0	0	0	0	1	0	0	0	0	54	0	61	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	23	0	23	0
[3Y - 5Y [		25	20	0	0	-5	0	25	0	0	0	0	0	0	0	0
[5Y - 10Y [		5	3	0	0	3	0	0	0	0	0	0	0	0	0	0
[10Y - more		7	7	0	0	7	0	0	0	0	0	0	0	0	0	0
Tot		41	33	0	0	6	0	27	0	0	0	0	101	0	104	-1
[ 0 - 3M [	Slovakia	1	1	0	0	1	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		43	43	0	0	2	0	41	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	5	0
[5Y - 10Y [		10	10	0	0	10	0	0	0	0	0	0	0	0	0	0
[10Y - more		2	2	0	0	2	0	0	0	0	0	0	0	0	0	0
Tot		57	57	0	0	16	0	41	0	0	0	0	0	0	5	0
[ 0 - 3M [	Slovenia	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		17	17	0	0	17	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		19	19	0	0	4	0	15	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		5	5	0	0	5	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		5	5	0	0	5	0	0	0	0	0	0	14	0	14	0
[5Y - 10Y [		10	10	0	0	10	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		57	57	0	0	42	0	15	0	0	0	0	14	0	14	0
[ 0 - 3M [	Spain	28	28	0	0	0	0	28	0	0	0	0	0	0	0	0
[ 3M - 1Y [		968	968	466	0	50	0	452	0	0	0	0	88	0	88	0
[ 1Y - 2Y [		1,211	1,211	888	0	0	0	323	0	0	0	0	163	2	163	-2
[ 2Y - 3Y [		1,078	1,076	921	0	-2	0	157	0	0	0	0	0	0	0	0
[3Y - 5Y [		530	519	518	0	1	0	0	0	0	0	0	23	0	23	0
[5Y - 10Y [		135	135	0	0	0	0	135	0	0	0	0	0	0	0	0
[10Y - more		450	450	0	0	8	0	443	0	0	0	0	0	0	0	0
Tot		4,402	4,389	2,794	0	57	0	1,538	0	0	0	0	274	2	274	-2
[ 0 - 3M [	Sweden	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		22	22	0	0	0	0	22	0	0	0	0	63	0	63	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		22	22	0	0	0	0	22	0	0	0	0	63	0	63	0
[ 0 - 3M [	United Kingdom	0	0	0	0	0	0	0	0	0	0	0	135	70	182	-97
[ 3M - 1Y [		4	4	0	0	0	0	4	0	0	0	0	123	1	160	-1
[ 1Y - 2Y [		14	14	0	0	0	0	14	0	0	0	0	228	3	357	-6
[ 2Y - 3Y [		8	8	0	0	0	0	8	0	0	0	0	401	6	305	-4
[3Y - 5Y [		12	10	0	0	0	0	9	0	0	0	0	37	1	37	-1
[5Y - 10Y [		11	11	0	0	0	0	10	0	0	0	0	0	0	0	0
[10Y - more		3,501	3,501	0	0	0	0	3,501	0	0	0	0	0	0	0	0
Tot		3,549	3,547	0	0	1	0	3,546	0	0	0	0	924	81	1,040	-110

	(mln EUR)								31/12/2015
		GROSS DIRECT LONG EXPOSURES				NET DIRECT EXPOSURES				DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)					INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
		(accounting value gross of provisions) (1)				(accounting value gross of provisions) (1)				Derivatives with positive fair value		Derivatives with negative fair value Derivatives with positive fair value			Derivatives with negative fair value
Residual Maturity	Country / Region			of which: AFS	of which: FVO (designated at fair value through profit&loss)	of which: HFT (2)	of which: HTM	of which: Loans and receivables	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Austria Iceland	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0
[ 0 - 3M [	Liechtenstein	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 0 - 3M [	Norway	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	13	0	13	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		0	0	0	0	0	0	0	0	0	0	0	13	0	13	0
[ 0 - 3M [	Australia	0	0	0	0	0	0	0	0	0	0	0	0	0	2	-1
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	-1	0	0	-1	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	-1	0	0	-1	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		0	-3	0	0	-3	0	0	0	0	0	0	0	0	2	-1
[ 0 - 3M [	Canada	0	0	0	0	0	0	0	1	1	1	-1	0	0	0	0
[ 3M - 1Y [		6	6	0	0	0	0	6	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		37	37	0	0	0	0	37	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		5	3	0	0	-2	0	5	0	0	0	0	0	0	0	0
[3Y - 5Y [		213	213	0	0	0	0	213	0	0	0	0	0	0	0	0
[5Y - 10Y [		986	986	0	0	0	0	986	0	0	0	0	0	0	0	0
[10Y - more		449	449	0	0	0	0	449	0	0	0	0	0	0	0	0
Tot		1,696	1,694	0	0	-1	0	1,695	1	1	1	-1	0	0	0	0
[ 0 - 3M [	Hong Kong	47	47	47	0	0	0	0	0	0	145	-145	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[3Y - 5Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
Tot		47	47	47	0	0	0	0	0	0	145	-145	0	0	0	0
[ 0 - 3M [	Japan	2,899	2,899	2,899	0	0	0	0	0	0	0	0	0	0	0	0
[ 3M - 1Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	54	-84
[ 1Y - 2Y [		0	0	0	0	0	0	0	0	0	0	0	867	13	1,160	-31
[ 2Y - 3Y [		0	0	0	0	0	0	0	0	0	0	0	1,249	21	1,073	-17
[3Y - 5Y [		41	41	0	40	0	0	0	0	0	0	0	55	1	28	-1
[5Y - 10Y [		0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
[10Y - more		527	527	0	0	0	0	527	0	0	0	0	0	0	0	0
Tot		3,467	3,467	2,899	40	0	0	527	0	0	0	0	2,171	35	2,313	-132

	(mln EUR)								31/12/2015
		GROSS DIRECT LONG EXPOSURES			NET DIRECT EXPOSURES					DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)					INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
		(accounting value gross of provisions) (1)			(accounting value gross of provisions) (1)					Derivatives with positive fair value			Derivatives with negative fair value Derivatives with positive fair value			Derivatives with negative fair value
Residual Maturity	Country / Region			of which: AFS	of which: FVO (designated at fair value through profit&loss)	of which: HFT (2)	of which: HTM	of which: Loans and receivables	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Austria U.S.	32 123 151 177 510 1,538 2,289 4,820	32 123 87 137 463 1,517 2,288 4,646	0 42 5 0 0 0 0 47	0 0 0 0 0 0 0 0	0 0 -62 -38 -36 -3 7 -133	0 0 0 0 0 0 0 0	32 80 145 175 499 1,520 2,281 4,732	4 7 0 0 0 0 0 11	0 7 0 0 0 0 0 7	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	170 101 156 211 0 0 0 638	33 10 0 1 0 0 0 44	265 44 0 0 0 0 0 308	-245 -49 0 0 0 0 0 -294
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	China	72 45 0 0 0 0 0 117	72 45 0 0 0 0 0 117	0 1 0 0 0 0 0 1	0 0 0 0 0 0 0 0	72 43 0 0 0 0 0 116	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 2 520 644 401 0 0 1,567	0 0 5 6 2 0 0 13	0 2 839 554 199 0 0 1,594	0 0 -26 -4 -1 0 0 -31
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Switzerland	5 5 20 297 53 784 215 1,378	5 5 20 297 53 784 215 1,378	0 0 0 0 42 122 0 164	0 0 0 0 0 0 0 0	0 0 0 0 1 3 2 7	0 0 0 0 0 0 0 0	5 5 20 297 9 658 213 1,207	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Other advanced economies non EEA	171 744 22 12 4 4 0 957	171 742 22 12 4 2 0 954	171 101 22 12 2 0 0 308	0 0 0 0 0 0 0 0	0 230 0 0 2 2 0 234	0 0 0 0 0 0 0 0	0 411 0 0 0 0 0 411	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	29 84 320 434 1,270 209 0 2,346	0 1 5 10 46 3 0 66	20 328 515 379 1,102 23 0 2,367	0 -1 -16 -7 -43 0 0 -69
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Other Central and eastern Europe countries non EEA	0 9 4 2 7 5 1 29	0 9 4 2 7 4 -1 25	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 9 4 2 0 4 -1 18	0 0 0 0 0 0 0 0	0 0 0 0 7 0 0 7	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	21 0 0 0 0 0 0 21	-21 0 0 0 0 0 0 -21	3 74 137 43 469 9 0 736	0 1 3 1 26 1 0 31	4 120 180 44 493 57 0 898	0 -1 -3 -1 -28 -5 0 -38
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Middle East	0 0 0 0 0 0 6 7	0 0 0 0 0 0 6 6	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 6 6	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	4 0 0 0 0 0 0 4	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	18 33 140 640 109 0 0 941	0 0 1 6 2 0 0 9	14 33 151 280 18 0 0 496	0 0 -1 -2 -1 0 0 -4
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Latin America and the Caribbean	1 1 9 19 90 1 0 122	1 1 9 19 90 1 -2 119	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	1 0 0 0 2 1 -2 2	0 0 0 0 0 0 0 0	0 1 9 19 88 0 0 117	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 55 0 0 0 0 0 55	0 -55 0 0 0 0 0 -55	143 577 424 350 140 0 599 2,233	17 169 180 144 48 0 568 1,126	104 491 263 178 945 0 0 1,981	-7 -123 -88 -50 -535 0 0 -803

Commerzbank AG

	(mln EUR)								31/12/2015
		GROSS DIRECT LONG EXPOSURES			NET DIRECT EXPOSURES					DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)					INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
		(accounting value gross of provisions) (1)			(accounting value gross of provisions) (1)					Derivatives with positive fair value			Derivatives with negative fair value Derivatives with positive fair value		Derivatives with negative fair value
Residual Maturity	Country / Region			of which: AFS	of which: FVO (designated at fair value through profit&loss)	of which: HFT (2)	of which: HTM	of which: Loans and receivables	Notional value	Fair-value (+)	Notional value	Fair-value (-)	Notional value	Fair-value (+)	Notional value	Fair-value (-)
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Austria Africa	0 5 14 7 0 0 0 27	0 5 13 7 0 -1 0 24	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 -1 0 -2	0 0 0 0 0 0 0 0	0 5 14 7 0 0 0 26	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0 0 0 0 0	22 31 97 36 162 0 0 348	0 1 3 1 14 0 0 18	21 31 102 33 175 0 0 363	0 -1 -3 -1 -15 0 0 -20
[ 0 - 3M [ [ 3M - 1Y [ [ 1Y - 2Y [ [ 2Y - 3Y [ [3Y - 5Y [ [5Y - 10Y [ [10Y - more Tot	Others Total	1 42 4 8 0 69 1 124 61,051	1 42 4 8 0 68 1 124 56,485	0 0 0 0 0 0 0 0 25,574	0 0 0 0 0 0 0 0 948	0 1 0 0 0 2 1 5 -1,002	0 0 0 0 0 0 0 0 0	1 41 3 8 0 66 0 119 30,966	0 0 0 0 0 0 0 0 51,705	0 0 0 0 0 0 0 0 6,063	0 0 0 0 0 0 0 0 30,634	0 0 0 0 0 0 0 0 -6,268	93 53 62 42 69 0 0 320 22,667	0 0 1 2 3 0 0 6 5,866	55 22 79 35 96 0 0 288 22,920	0 0 -1 -2 -4 0 0 -8 -6,666

Notes, definitions and regions:

(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees. Exposures to central banks should not be included here.

(2) For positions in HFT this should include gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching

(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and or accounting classification of the positions.

Other advanced non EEA: Israel, Korea, New Zealand, San Marino, Singapore,Taiwan and Russia

Other CEE non EEA: Albania, Bosnia and Herzegovina, Kosovo, FYR Macedonia, Montenegro, Serbia, and Turkey. Middle East: Yemen,United Arab Emirates,Syrian ,Sudan,Saudi Arabia,Qatar ,Oman ,Mauritania ,Libya ,Lebanon ,Kuwait ,Jordan ,Iraq ,Iran,Djibouti and Bahrain.

Latin America: Venezuela,Uruguay ,Trinidad and Tobago,Suriname ,St. Vincent and the Grenadines,St. Lucia,St. Kitts and Nevis,Peru ,Paraguay ,Panama ,Nicaragua ,Mexico ,Jamaica ,Honduras ,Haiti ,Guyana ,Guatemala ,Grenada ,El Salvador,Ecuador ,Dominican Republic,Dominica ,Costa Rica,Colombia ,Chile ,Brazil ,Bolivia and Belize. Africa: South Africa, Tunisia ,Morocco ,Egypt and Algeria.

2016 EU-wide Stress Test - Risk exposure amounts

			Baseline scenario			Adverse scenario
(mln EUR)	31/12/2015	31/12/2016	31/12/2017	31/12/2018	31/12/2016	31/12/2017	31/12/2018
Risk exposure amount for credit risk	159,406	164,774	160,817	160,862	180,029	181,073	170,836
Risk exposure amount for securitisations and re-securitisations	3,026	3,342	3,683	3,791	4,502	6,245	7,762
Risk exposure amount other credit risk	156,380	161,432	157,134	157,071	175,527	174,828	163,073
Risk exposure amount for market risk	17,423	17,457	17,423	17,423	21,377	20,343	19,415
Risk exposure amount for operational risk	21,398	21,398	21,398	21,643	21,398	24,067	26,746
Other risk exposure amounts	6	6	6	6	6	6	6
Total risk exposure amount	198,232	203,634	199,643	199,933	222,809	225,489	217,002

2016 EU-wide Stress Test - P&L

Commerzbank AG

			Baseline Scenario			Adverse Scenario
(mln EUR)	31/12/2015	31/12/2016	31/12/2017	31/12/2018	31/12/2016	31/12/2017	31/12/2018
Net interest income (1)	4,217	4,217	4,217	4,217	3,465	3,659	3,500
Interest income	9,938	36,056	33,620	33,231	40,640	39,357	37,466
(Interest expense)	-5,720	-31,495	-28,806	-28,509	-37,174	-35,699	-33,966
Dividend income	322	322	322	322	74	74	74
Net fee and commission income	3,396	3,396	3,396	3,396	3,225	3,225	3,225
Gains or (-) losses on financial assets and liabilities held for trading, net	1,485	1,173	1,173	1,173	-1,287	880	880
Gains or (-) losses on financial assets and liabilities designated at fair value through profit and loss, net	112				-69
Other operating income not listed above, net	407	114	114	113	149	101	101
Total operating income, net	9,939	9,222	9,222	9,222	5,556	7,938	7,780
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	-964	-1,529	-1,015	-896	-2,060	-1,652	-1,426
Other income and expenses not listed above, net	-7,007	-7,291	-7,295	-7,292	-8,136	-7,700	-7,235
Profit or (-) loss before tax from continuing operations	1,969	402	913	1,034	-4,639	-1,415	-881
(Tax expenses or (-) income related to profit or loss from continuing operations)	-611	-121	-276	-312	1,392	424	264
Profit or (-) loss after tax from discontinued operations	0	0	0	0	0	0	0
Profit or (-) loss for the year (2)	1,357	281	637	722	-3,247	-990	-617
Attributable to owners of the parent	1,246	220	565	646	-3,253	-1,016	-649
Amount of dividends paid	251	66	169	194	0	0	0
Attributable to owners of the parent net of estimated dividends	995	154	395	452	-3,253	-1,016	-649

(1) Projected NII may differ from the sum of interest income and interest expenses due to the application of the cap on NII (paragraphs 308 of the methodological note).

(2) Due to recognised one-off costs in 2015 in line with section 6.4.2 on the methodological note, projections include the impact of a reduction in one or several of administrative expenses; profit or loss from discontinued operations; other operating expenses. The estimated impact of these one-off adjustments before tax is: 2016 Baseline €74mln; 2017 Baseline €74mln; 2018 Baseline €74mln; 2016 Adverse €74mln; 2017 Adverse €74mln; 2018 Adverse €74mln

2016 EU-wide Stress Test: Capital

Commerzbank AG

					Baseline Scenario			Adverse Scenario
		(mln EUR,%)	31/12/2015	31/12/2016	31/12/2017	31/12/2018	31/12/2016	31/12/2017	31/12/2018
	A	OWN FUNDS	32,803	32,235	32,724	32,749	26,937	24,624	22,601
	A.1	COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)	27,303	26,981	26,859	26,243	21,734	18,834	16,095
	A.1.1	Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	18,409	18,409	18,409	18,409	18,409	18,409	18,409
	A.1.1.1	Of which: CET1 instruments subscribed by Government	2,872	2,872	2,872	2,872	2,872	2,872	2,872
	A.1.2	Retained earnings	11,393	11,547	11,942	12,394	8,140	7,124	6,475
	A.1.3	Accumulated other comprehensive income	-596	-596	-596	-596	-22	-22	-22
	A.1.3.1	Of which: arising from unrealised gains/losses from Sovereign exposure in AFS portfolio	-384	-384	-384	-384	-1,380	-1,380	-1,380
	A.1.3.2	Of which: arising from unrealised gains/losses from the rest of AFS portfolio	-213	-213	-213	-213	-885	-885	-885
	A.1.4	Other Reserves	-182	-182	-182	-182	-182	-182	-182
	A.1.5	Funds for general banking risk	0	0	0	0	0	0	0
	A.1.6	Minority interest given recognition in CET1 capital	485	673	677	673	716	722	735
	A.1.7	Adjustments to CET1 due to prudential filters	-487	-487	-487	-487	-487	-487	-487
	A.1.8	(-) Intangible assets (including Goodwill)	-3,215	-3,215	-3,215	-3,215	-3,215	-3,215	-3,215
	A.1.9	(-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	-451	-330	-54	0	-1,842	-2,267	-2,531
	A.1.10	(-) IRB shortfall of credit risk adjustments to expected losses	-661	-410	-141	0	-662	-518	-171
	A.1.11	(-) Defined benefit pension fund assets	-387	-387	-387	-387	-1,654	-1,654	-1,654
	A.1.12	(-) Reciprocal cross holdings in CET1 Capital	0	0	0	0	0	0	0
	A.1.13	(-) Excess deduction from AT1 items over AT1 Capital	0	0	0	0	0	0	0
	A.1.14	(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight	-301	-288	-283	-283	-285	-283	-256
	A.1.14.1	Of which: from securitisation positions (-)	-300	-287	-282	-282	-284	-282	-255
	A.1.15	(-) Holdings of CET1 capital instruments of financial sector entities where the institiution does not have a significant investment	0	0	0	0	0	0	0
	A.1.16	(-) Deductible DTAs that rely on future profitability and arise from temporary differences	0	-18	-29	-84	-513	-772	-1,007
OWN FUNDS	A.1.17	(-) CET1 instruments of financial sector entities where the institiution has a significant investment	0	0	0	0	0	0	0
	A.1.18	(-) Amount exceding the 17.65% threshold	0	0	0	0	0	0	0
	A.1.19	(-) Additional deductions of CET1 Capital due to Article 3 CRR	0	0	0	0	0	0	0
	A.1.20	CET1 capital elements or deductions - other	0	0	0	0	0	0	0
	A.1.21	Transitional adjustments	3,296	2,264	1,205	0	3,330	1,978	0
	A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)	0	0	0	0	0	0	0
	A.1.21.2	Transitional adjustments due to additional minority interests (+/-)	275	108	53	0	43	22	0
	A.1.21.3	Transitional adjustments to CET1 Capital from unrealised gains/losses from Sovereign exposure in AFS portfolio (+/-	384	153	77	0	552	276	0
	A.1.21.4	) Transitional adjustments to CET1 Capital from unrealised gains/losses from the rest of AFS portfolio (+/-)	128	85	43	0	354	177	0
	A.1.21.5	Other transitional adjustments to CET1 Capital	2,510	1,918	1,032	0	2,381	1,503	0
	A.1.21.5.1	Of which: due to DTAs that rely on future profitability and do not arise from temporary differences	270	132	11	0	737	453	0
	A.1.21.5.2	Of which: due to DTAs that rely on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment	0	0	0	0	0	0	0
	A.2	ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments)	0	0	351	903	0	313	903
	A.2.1	Additional Tier 1 Capital instruments	0	0	0	0	0	0	0
	A.2.2	(-) Excess deduction from T2 items over T2 capital	0	0	0	0	0	0	0
	A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	0	0	0	0	0
	A.2.4	Additional Tier 1 transitional adjustments	0	0	351	903	0	313	903
	A.3	TIER 1 CAPITAL (net of deductions and after transitional adjustments)	27,303	26,981	27,209	27,146	21,734	19,147	16,998
	A.4	TIER 2 CAPITAL (net of deductions and after transitional adjustments)	5,499	5,254	5,515	5,603	5,203	5,477	5,603
	A.4.1	Tier 2 Capital instruments	5,421	5,197	5,421	5,421	5,197	5,421	5,421
	A.4.2	Other Tier 2 Capital components and deductions	0	0	0	0	0	0	0
	A.4.3	Tier 2 transitional adjustments	78	57	94	182	6	56	182
TOTAL RISK EXPOSURE	B	TOTAL RISK EXPOSURE AMOUNT	198,232	203,634	199,643	199,933	222,809	225,489	217,002
AMOUNT	B.1	Of which: Transitional adjustments included	287	143	16	0	748	459	0
	C.1	Common Equity Tier 1 Capital ratio	13.77%	13.25%	13.45%	13.13%	9.75%	8.35%	7.42%
CAPITAL RATIOS (%) Transitional period	C.2	Tier 1 Capital ratio	13.77%	13.25%	13.63%	13.58%	9.75%	8.49%	7.83%
	C.3	Total Capital ratio	16.55%	15.83%	16.39%	16.38%	12.09%	10.92%	10.42%
	D.1	Common Equity Tier 1 Capital ratio (1)	12.13%	12.15%	12.85%	13.13%	8.29%	7.49%	7.42%
CAPITAL RATIOS (%) Fully loaded	D.2	Tier 1 Capital ratio (2)	12.13%	12.15%	12.85%	13.13%	8.29%	7.49%	7.42%
	D.3	Total Capital ratio (3)	14.87%	14.70%	15.57%	15.84%	10.63%	9.90%	9.91%
	E	Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period (cumulative conversions) (4)	0	0	0	0	0	0	0
	F	Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event (5)					0	0	0
	F.1	Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario (5)					0	0	0
Memorandum items	G.1	Total leverage ratio exposures (transitional)	531,531	531,531	531,531	531,531	531,531	531,531	531,531
	G.2	Total leverage ratio exposures (fully loaded)	529,291	529,291	529,291	529,291	529,291	529,291	529,291
	G.3	Leverage ratio (transitional)	5.14%	5.08%	5.12%	5.11%	4.09%	3.60%	3.20%
	G.4	Leverage ratio (fully loaded)	4.54%	4.67%	4.85%	4.96%	3.48%	3.18%	3.04%

(1) Fully loaded CET1 capital ratio estimation: [A.1-A.1.13-A.1.21+MIN(A.2+A.1.13-A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0),0)]/[B-B.1] (2) Fully loaded T1 capital ratio estimation: [A.1-A.1.21+A.2-A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0)]/[B-B.1]

(3) Fully loaded Total capital ratio estimation: [A.1-A.1.21+A.2-A.2.4+A.4-A.4.3)/[B-B.1]. This ratio does not include grandfathered AT1 capital instruments meeting the conditions laid down in Article 63 of CRR and, hence, eligible as fully loaded T2 capital. Therefore, the ratio could be underestimated for banks with material instruments of such kind. (4) Conversions not considered for CET1 computation

(5) Excluding instruments included in row E

Information on performing and non-performing exposures¹

Commerzbank AG

				31/12/2015
		Gross carrying amount			Accumulated impairment, to credit risk and provisions	accumulated changes in fair value due	Collaterals and financial
		Of which performing		Of which non-performing	On performing	On non-performing	guarantees received on non performing
(mln EUR)		but past due >30 days and <=90 days		Of which: defaulted	exposures2	exposures3	exposures
Debt securities (including at amortised cost and fair value)	84,638	0	968	968	41	548	0
Central banks	0	0	0	0	0	0	0
General governments	47,837	0	60	60	11	36	0
Credit institutions	20,203	0	0	0	13	0	0
Other financial corporations	10,843	0	907	907	1	512	0
Non-financial corporations	5,755	0	1	1	16	0	0
Loans and advances(including at amortised cost and fair value)	317,792	441	7,167	6,871	658	3,296	3,264
Central banks	25,114	0	0	0	0	0	0
General governments	22,120	0	1	1	1	0	1
Credit institutions	70,524	0	60	60	58	27	23
Other financial corporations	19,182	0	381	381	8	262	5
Non-financial corporations	102,797	313	5,446 5,269		489	2,547	2,565
Households	78,056	129	1,279	1,161	102	460	670
DEBT INSTRUMENTS other than HFT	402,430	441	8,135	7,840	699	3,844	3,264
OFF-BALANCE SHEET EXPOSURES	165,937		538	407	136	110	0

¹For the definition of non-performing exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 29

2 Insitutions report here collective allowances for incurrred but not reported losses (instruments at amortised cost) and changes in fair value of performing exposures due to credit risk and provisions (instruments at fair value other than HFT)

3 Insitutions report here specific allowances for financial assets, individually and collectively estimated (instruments at amortised cost) and changes in fair value of NPE due to credit risk and provisions (instruments at fair value other than HFT)

Information on forborne exposures¹ Commerzbank AG

			31/12/2015
	with forbearance measures	Gross carrying amount of exposures	Accumulated impairment, accumulated changes in fair value due to credit risk and provisions for exposures with forbearance measures		Collateral and financial guarantees received on
(mln EUR)		Of which non performing exposures with forbearance measures		Of which on non performing exposures with forbearance measures	exposures with forbearance measures
Debt securities (including at amortised cost and fair value)	0	0	0	0	0
Central banks	0	0	0	0	0
General governments	0	0	0	0	0
Credit institutions	0	0	0	0	0
Other financial corporations	0	0	0	0	0
Non-financial corporations	0	0	0	0	0
Loans and advances (including at amortised cost and fair value)	8,250	3,617	1,433	1,300	2,090
Central banks	0	0	0	0	0
General governments	0	0	0	0	0
Credit institutions	4	3	1	1	2
Other financial corporations	120	27	15	14	34
Non-financial corporations	7,398	3,483	1,264	1,646
Households	728	104	29	22	408
DEBT INSTRUMENTS other than HFT	8,250	3,617	1,433	1,300	2,090
Loan commitments given	783	249	73	34	29

¹For the definition of forborne exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 30

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