Commerzbank AG — Audit Report / Information 2018

Nov 2, 2018

2018 EU-wide Stress Test

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L E I Co de	8 5 1 W Y G N L U Q L F Z B S Y G B 5 6
Co Co de try un	D E

2018 EU-wide Stress Test: Summary

Commerzbank AG

	Actu al (sta rting r) yea	Rest ated (sta rting r) yea		line ario Base Scen			Adve rio rse S cena
(mln EUR, %)	31/1 2/20 17	31/1 2/20 17	31/1 2/20 18	31/1 2/20 19	31/1 2/20 20	31/1 2/20 18	31/1 2/20 19	31/1 2/20 20
Net i ntere st inc ome	3,95 8		4,38 6	4,42 3	4,38 4	3,95 6	3,95 6	3,95 5
Gain losse finan cial a ssets and liabil ities held for tr ading and tradi ng fin ancia l asse ts an d tra ding finan cial l iabilit ies s or s on	1,288		1,06 1	1,06 1	1,06 1	460	769	769
t or ( -) rev ersal of im n fina ncial sured at fa ir val ue th h pro fit or loss Impa irmen pairm ent o asset s not mea roug	-764		-1,20 4	391 -	453 -	2,60 6 -	790 -	527 -
Prof it or (-) loss for t he y ear	290		180	776	696	-2,7 55	-155	19
Cove ratio -perf ormi re (% ) rage : non ng ex posu	49.4 3%	45.0 1%	47.2 1%	44.2 0%	42.3 7%	45.8 9%	42.3 5%	40.4 7%
Com Equit y Tie r 1 c apita l mon	25,6 07	23,8 52	23,14 5	23,9 16	24,54 8	19,03 4	18,80 1	18,76 6
Tota l Risk unt ( all tr ansit ional adju nts in clude d) stme expo sure amo	171,3 69	169, 180	168,7 08	169, 189	170,9 84	178,9 06	185, 152	188,9 93
Com Equ ity T ier 1 rati o, % mon	14.9 4%	14.1 0%	13.7 2%	14.1 4%	14.3 6%	10.6 4%	10.1 5%	9.93 %
Fully load ed C quit y Tie atio, on E r 1 r % omm	14.1 2%	13.3 4%	13.7 2%	14.1 4%	14.3 6%	10.6 4%	10.1 5%	9.93 %
Tier 1 cap ital	25,9 85	24,24 3	24,04 8	24,5 94	25,0 00	19,93 7	19,47 8	19,2 17
Tota l leve ratio rage expo sures	471, 317	471, 731	471, 731	471, 731	471, 731	471, 731	471, 731	471, 731
Leve rati o, % rage	5.51 %	5.14 %	5.10 %	5.21 %	5.30 %	4.23 %	4.13 %	4.07 %
Fully load ed le atio, % vera ge r	5.14 %	4.78 %	4.91 %	5.08 %	5.21 %	4.04 %	3.99 %	3.98 %
		Mem oran	dum item s
Tota l amo unt o f inst nts w ith m anda tory ersio n into ordi share n a f ixed date in the 201 8 -20 20 pe riod rume conv nary s upo 1 (cum ulativ versi ons) e con			0	0	0	0	0	0
l Add l Tier d Tie r 2 in eligib le as latory tal u nder the C that Tota itiona 1 an strum ents capi RR p rovis ions ert in to regu conv t2 Com Equit y Tie r 1 o writ ten d a tri mon r are own upon gger even			0	0	0	0	0	0
2 Of w hich: eligi ble in strum ents whos e trig ger i s abo ve C ET1 capit al rat io in the a dvers nario e sce			0	0	0	0	0	0

¹ Conversions not considered for CET1 computation

² Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2018 -2020 period

Commerzbank AG

								Resta ted
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB			F-IRB	A-IRB		F-IRB		Perfo rming	Non p erfor ming	Stock of	Of w hich: from	Cove Ratio rage - erfor ming
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p 1 expo sures
	al ba nks a nd ce ntral Centr nts gove rnme	26,46 1	0	0	0	3,599	0	0	0	24,35 0	0	10	0	100.0
	Instit ution s	42,56 4	95	0	0	18,65 7	0	0	0	28,85 0	95	151	17	%
	Corp orate s	130,5 20	3,149	0	0	67,82 3	763	0	0	117,9 56	2,845	1,675	1,394	18.4% 49.0%
	Corpo rates - Of W hich: Speci alised Lend ing	25,11 9	1,199	0	0	13,89 7	524	0	0	22,37 3	795	488	388	48.8%
	Corpo - Of W hich: SME rates	9,497	505	0	0	5,153	91	0	0	8,840	508	292	255	50.3%
	Retai l	114,6 70	1,216	0	0	15,47 3	999	0	0	113,5 53	1,224	830	572	46.7%
	Retai l - Se cured al est ate p ty on re roper	70,66 6	487	0	0	6,498	545	0	0	70,66 3	510	234	172	33.7%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	1,027	45	0	0	273	79	0	0	1,032	48	26	22	45.4%
Com rzb ank AG me	Retail - Sec ured o n real Of W hich: non-S ME estat erty - e prop	69,63 9	442	0	0	6,224	466	0	0	69,63 1	462	208	150	32.5%
	Retai l - Qu alifyi ng Re volvi ng	8,826	9	0	0	601	0	0	0	8,826	9	81	9	99.4%
	Retai l - Ot her R etail	35,17 8	720	0	0	8,375	454	0	0	34,06 4	705	515	391	55.5%
	Retail - Oth er Re tail - O f Whi ch: SM E	8,789	319	0	0	2,442	134	0	0	8,212	317	229	180	56.6%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	26,38 9	401	0	0	5,933	320	0	0	25,85 2	388	286	211	54.5%
	Equit y									0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass									7,298	0	0		0 -
	IRB T OTAL	314,2 14	4,460	0	0	105,5 53	1,763	0	0	292,0 07	4,164	2,666	1,984	47.6%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

								Resta ted
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB			F-IRB	A-IRB		F-IRB		Perfo rming	Non p erfor ming	Stock of	Of w hich: from	Cove Ratio rage - erfor
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	439	0	0	0	56	0	0	0	374	0	0
	Instit ution s	5,614	0	0	0	1,840	0	0	0	4,390	0	1	0	0 - 36.2%
	Corp orate s	63,95 0	1,334	0	0	29,54 2	125	0	0	60,69 1	1,235	719	556	45.1%
	Corpo rates - Of W hich: Speci alised Lend ing	12,94 5	398	0	0	6,505	104	0	0	11,85 8	230	151	90	39.2%
	Corpo rates - Of W hich: SME	6,620	348	0	0	3,287	10	0	0	6,330	368	196	169	46.1%
	Retai l	102,3 25	613	0	0	12,20 0	110	0	0	102,1 21	624	452	254	40.7%
	Retai l - Se cured al est ate p ty on re roper	63,89 2	211	0	0	5,327	75	0	0	63,89 0	213	93	49	22.9%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	509	3	0	0	100	0	0	0	509	3	1	0	7.2%
Ger ma ny	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	63,38 3	208	0	0	5,227	75	0	0	63,38 1	210	93	48	23.1%
	Retai l - Qu alifyi ng Re volvi ng	8,712	9	0	0	594	0	0	0	8,711	9	80	9	99.4%
	Retai l - Ot her R etail	29,72 1	393	0	0	6,280	35	0	0	29,52 0	402	279	196	48.8%
	Retail - Oth er Re tail - O f Whi ch: SM E	6,670	195	0	0	1,763	7	0	0	6,616	200	132	97	48.6%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	23,05 1	198	0	0	4,517	28	0	0	22,90 4	202	147	99	48.9%
	Equit y									0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass									5,909	0	0		0 -
	IRB T OTAL	172,3 27	1,947	0	0	43,63 8	235	0	0	173,4 85	1,858	1,173	810	43.6%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

								ted Resta
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB		F-IRB		A-IRB		F-IRB		Perfo rming	Non p erfor ming	Stock of	Of w hich: from	Cove Ratio rage -
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0	0	0	0	0	0	0	0	0
	Instit ution s	279	0	0	0	114	0	0	0	190	0	0		0 - 0 -
	Corp orate s	7,818	277	0	0	5,724	198	0	0	7,396	321	206	180	56.1%
	Corpo rates - Of W hich: Speci alised Lend ing	1,688	105	0	0	1,405	0	0	0	1,626	85	29	24	27.9%
	Corpo rates - Of W hich: SME	2,323	63	0	0	1,605	80	0	0	2,105	70	56	48	67.8%
	Retai l	10,59 2	591	0	0	3,066	886	0	0	9,685	587	368	312	53.1%
	Retai l - Se cured al est ate p ty on re roper	5,870	273	0	0	1,109	469	0	0	5,869	294	139	122	41.7%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	508	42	0	0	172	79	0	0	513	45	25	22	47.6%
Pola nd	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	5,362	231	0	0	937	390	0	0	5,356	248	114	101	40.6%
	Retai l - Qu alifyi ng Re volvi ng	1	0	0	0	0	0	0	0	1	0	0	0	100.0 %
	Retai l - Ot her R etail	4,721	317	0	0	1,957	417	0	0	3,815	294	229	190	64.6%
	Retail - Oth er Re tail - O f Whi ch: SM E	2,019	119	0	0	655	127	0	0	1,499	112	93	79	70.6%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	2,702	198	0	0	1,302	290	0	0	2,316	181	136	110	60.9%
	Equit y									0	0	0		0 -
	ritisa tion Secu
	Othe -cred it obl igatio ets r non n ass									913	0	0		0 -
	IRB T OTAL	18,68 9	868	0	0	8,905	1,084	0	0	18,18 4	908	574	492	54.2%

Commerzbank AG

							Resta
							31/1	17
		Expo	value s			Risk	sure amou
									Perfo	erfor	Stock of	Of w hich: from	Cove Ratio rage -
	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	non p expo sures	erfor Non p ming 1 expo sures
Centr al ba nks a nd ce ntral nts gove rnme					0				0	0			0 -
Instit ution s	4,450				1,318				625	52		0	0.2%
Corp orate s	10,85 7				6,549				8,889	37		19	52.5%
Corpo rates - Of W hich: Speci alised Lend ing	2,734				997				2,430	34		18	52.3%
Corpo - Of W hich: SME rates	87				50				5	3		2	55.0%
Retai l	122				9	1			121	1		0	38.8%
Retai l - Se cured al est on re	83				5				83	0		0	34.1%
Retail - Sec ured o n real estat Of W hich: SME	0				0				0	0			0 -
Retail - Sec ured o n real Of W hich: non-S ME estat	83				5				83	0		0	34.1%
Retai volvi	7				0				7	0		0	100.0 %
Retai l - Ot her R etail	32				4	1			31	1		0	37.9%
Retail - Oth er Re tail - O f Whi ch: SM E	2				0				2	0		0	60.6%
Retail - Oth er Re tail - O f Whi ch: no n-SME	30				3	1			29	1		0	37.5%
									0	0
Secu ritisa tion													0 -
Othe -cred it obl ets r non n ass									0	0
IRB T OTAL	9 15,42				7,876	1			9,635	90		20	0 - 22.1%
	(mln E UR, % ) ate p ty roper erty - e prop erty - e prop l - Qu alifyi ng Re ng Equit y igatio	0	A-IRB 1 1 1 90	sure 0 52 37 34 3 0 0 0 0 0	F-IRB 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	A-IRB	nts expo 0 0 0 0 0 0 0 0 0 0	ted 2/20 F-IRB 0 0 0 0 0 0 0 0 0 0 0 0 0 0	rming 0 0 0 0 0 0 0 0 0 0 0 0 0 0	ming Non p		erfor ming 0 1 39 22 2 1 0 0 0 0 0 0 0 0 0 40

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

								ted Resta
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB			F-IRB	A-IRB		F-IRB		Perfo rming	Non p erfor ming	Stock of	Of w from hich:	Cove Ratio rage -
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	15,11 7	0	0	0	176	0	0	0	15,11 7	0	0
	Instit ution s	2,715	0	0	0	398	0	0	0	1,455	0	0		0 -
	Corp orate s	3,722	1	0	0	1,443	0	0	0	3,543	3	3	0	0 - 0.0%
	Corpo - Of W hich: Speci alised Lend ing rates	418	0	0	0	40	0	0	0	416	2	0	0	0.0%
	Corpo rates - Of W hich: SME	29	0	0	0	9	0	0	0	29	0	0		0 -
	Retai l	467	1	0	0	59	1	0	0	465	1	1	0	31.1%
	Retai l - Se cured al est ate p ty on re roper	257	0	0	0	20	0	0	0	257	0	0	0	26.1%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0	0	0	0	0	0	0	0	0		0 -
Sw itze rlan d	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	257	0	0	0	20	0	0	0	257	0	0	0	26.1%
	Retai l - Qu alifyi ng Re volvi ng	15	0	0	0	1	0	0	0	15	0	0	0	100.0 %
	Retai l - Ot her R etail	195	1	0	0	38	0	0	0	193	1	1	0	29.6%
	Retail - Oth er Re tail - O f Whi ch: SM E	14	0	0	0	3	0	0	0	13	0	0	0	59.7%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	181	1	0	0	35	0	0	0	180	1	1	0	29.6%
	Equit y									0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass									0	0	0		0 -
	IRB T OTAL	22,02 2	2	0	0	2,077	1	0	0	20,58 1	4	4	0	10.7%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

								ted Resta
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB			F-IRB	A-IRB		F-IRB		Perfo rming	Non p erfor ming	Stock of	Of w hich: from	Cove Ratio rage -
		Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p erfor ming 1 expo sures
	(mln E UR, % )
	Centr al ba nks a nd ce ntral nts gove rnme	4,049	0	0	0	0	0	0	0	4,007	0	0		0 -
	Instit ution s	4,760	5	0	0	1,828	0	0	0	3,015	5	38	3	61.7%
	Corp orate s	9,175	68	0	0	5,631	20	0	0	8,049	68	11	0	0.2%
	Corpo - Of W hich: Speci alised Lend ing rates	431	0	0	0	302	0	0	0	420	0	1		0 -
	Corpo rates - Of W hich: SME	20	0	0	0	13	0	0	0	13	0	0		0 -
	Retai l	135	1	0	0	15	0	0	0	135	1	0	0	30.1%
	Retai l - Se cured al est ate p ty on re roper	79	0	0	0	5	0	0	0	79	0	0	0	33.8%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0	0	0	0	0	0	0	0	0		0 -
Uni ted Sta tes	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	79	0	0	0	5	0	0	0	79	0	0	0	33.8%
	Retai l - Qu alifyi ng Re volvi ng	11	0	0	0	1	0	0	0	11	0	0	0	90.9%
	Retai l - Ot her R etail	46	0	0	0	9	0	0	0	46	0	0	0	22.2%
	Retail - Oth er Re tail - O f Whi ch: SM E	8	0	0	0	2	0	0	0	8	0	0	0	97.6%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	38	0	0	0	7	0	0	0	38	0	0	0	22.1%
	Equit y									0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass									0	0	0		0 -
	IRB T OTAL	18,11 9	74	0	0	7,473	20	0	0	15,20 6	73	50	3	4.4%

Commerzbank AG

								Resta ted
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB		F-IRB		A-IRB		F-IRB		Perfo rming	Non p erfor ming	Stock of	Of w hich: from	Cove Ratio rage - erfor
		Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p ming 1 expo sures
	(mln E UR, % )
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0	0	0	0	0	0	0	0	0		0 -
	Instit ution s	1,367	0	0	0	1,704	0	0	0	1,289	0	15		0 -
	Corp orate s	1,885	128	0	0	1,147	43	0	0	1,543	31	20	17	56.1%
	Corpo - Of W hich: Speci alised Lend ing rates	336	124	0	0	253	43	0	0	153	31	18	17	56.6%
	Corpo - Of W hich: SME rates	4	0	0	0	2	0	0	0	0	0	0		0 -
	Retai l	31	0	0	0	2	0	0	0	30	0	0	0	42.6%
	Retai l - Se cured al est ate p ty on re roper	15	0	0	0	1	0	0	0	15	0	0	0	10.5%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0	0	0	0	0	0	0	0	0		0 -
Ital y	Retail ured o n real Of W hich: - Sec estat erty - non-S ME e prop	15	0	0	0	1	0	0	0	15	0	0	0	10.5%
	Retai l - Qu alifyi ng Re volvi ng	3	0	0	0	0	0	0	0	3	0	0	0	99.4%
	Retai l - Ot her R etail	12	0	0	0	1	0	0	0	12	0	0	0	65.0%
	Retail - Oth er Re tail - O f Whi ch: SM E	2	0	0	0	0	0	0	0	2	0	0	0	73.9%
	Retail - Oth tail - O f Whi ch: no er Re n-SME	10	0	0	0	1	0	0	0	10	0	0	0	54.9%
	Equit y									0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass									0	0	0		0 -
	IRB T OTAL	3,282	128	0	0	2,853	43	0	0	2,863	31	35	18	56.0%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

								Resta ted
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB			F-IRB	A-IRB		F-IRB		Perfo rming	erfor Non p ming	Stock of	Of w hich: from	Cove Ratio rage - erfor
		Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p ming 1 expo sures
	(mln E UR, % )
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0		0 0	0	0	0	0	0	0		0 -
	Instit ution s	1,328	0	0		0 523	0	0	0	398	0	0		0 -
	Corp orate s	5,943	54	0		0 2,922	32	0	0	5,549	54	22	14	26.0%
	Corpo rates - Of W hich: Speci alised Lend ing	646	35	0		0 360	32	0	0	599	35	12	9	25.9%
	Corpo - Of W hich: SME rates	8	0	0		0 2	0	0	0	1	0	0		0 -
	Retai l	79	0	0		0 7	0	0	0	79	0	0	0	32.9%
	Retai l - Se cured al est ate p ty on re roper	37	0	0		0 2	0	0	0	37	0	0	0	7.2%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0		0 0	0	0	0	0	0	0		0 -
Fra nce	Retail ured o n real Of W hich: - Sec estat erty - non-S ME e prop	37	0	0		0 2	0	0	0	37	0	0	0	7.2%
	Retai l - Qu alifyi ng Re volvi ng	8	0	0		0 1	0	0	0	8	0	0	0	99.8%
	Retai l - Ot her R etail	33	0	0		0 4	0	0	0	33	0	0	0	67.5%
	Retail - Oth er Re tail - O f Whi ch: SM E	2	0	0		0 0	0	0	0	2	0	0	0	100.0 %
	Retail - Oth tail - O f Whi ch: no er Re n-SME	32	0	0		0 4	0	0	0	32	0	0	0	67.4%
	Equit y									0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass									0	0	0		0 -
	IRB T OTAL	7,350	55	0	0	3,453	32	0	0	6,025	55	22	14	26.1%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

31/1 2/20 17 Expo value Risk nts sure s expo sure amou A-IRB F-IRB A-IRB F-IRB Cove Ratio Of w hich: from rage - Perfo rming Non p erfor ming Stock of erfor Non p erfor ming ming non p sure1 sure1 provi sions expo expo 1 expo sures expo sures Non-d efault ed Defau lted Non-d efault ed Defau lted Non-d efault ed Defau lted Non-d efault ed Defau lted (mln E UR, % ) Centr al ba nks a nd ce ntral nts 219 0 0 0 142 0 0 0 172 0 0 0 - gove rnme Instit ution s 3,606 0 0 0 2,151 0 0 0 3,336 0 5 0 - Corp orate 1,857 0 0 0 775 0 0 0 1,849 0 1 0 - s - Of W hich: alised Lend Corpo rates Speci ing 317 0 0 0 178 0 0 0 317 0 0 0 - Corpo rates - Of W hich: SME 2 0 0 0 0 0 0 2 0 0 0 - 1 Retai l 85 0 0 0 14 0 0 0 85 0 0 0 85.1% Retai l - Se cured al est ate p ty 35 0 0 0 2 0 0 0 35 0 0 0 - on re roper Retail - Sec ured o n real estat erty - Of W hich: SME 0 0 0 0 0 0 0 0 0 0 0 0 - e prop Chi na Retail - Sec ured o n real estat erty - Of W hich: non-S ME 35 0 0 0 2 0 0 0 35 0 0 0 - e prop Retai l - Qu alifyi ng Re volvi 2 0 0 0 0 0 0 0 2 0 0 0 - ng Retai l - Ot her R etail 48 0 0 0 12 0 0 0 48 0 0 0 85.1% Retail - Oth er Re tail - O f Whi ch: SM E 12 0 0 0 3 0 0 0 12 0 0 0 85.1% Retail - Oth er Re tail - O f Whi ch: no n-SME 8 36 0 0 0 0 0 0 36 0 0 0 70.0% Equit 0 0 0 0 - y ritisa tion Secu Othe -cred it obl igatio ets 0 0 0 0 - r non n ass					ted Resta
5,767 0 0 0 3,082 0 0 0 5,442 0 7 0 85.1% IRB T OTAL

Commerzbank AG

								Resta ted
								31/1 2/20	17
			Expo sure	value s			Risk expo	nts sure amou
		A-IRB			F-IRB	A-IRB		F-IRB		Perfo rming	Non p erfor ming	Stock of	Of w hich: from	Cove Ratio rage -
		Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	sure1 expo	sure1 expo	provi sions	erfor ming non p expo sures	Non p erfor ming 1 expo sures
	(mln E UR, % )
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0	0	0	0	0	0	0	0	0		0 -
	Instit ution s	743	0	0	0	107	0	0	0	80	0	0		0 -
	Corp orate s	3,418	199	0	0	1,160	25	0	0	1,217	200	170	167	83.7%
	Corpo - Of W hich: Speci alised Lend ing rates	513	180	0	0	337	25	0	0	486	181	155	153	84.6%
	Corpo - Of W hich: SME rates	2	0	0	0	1	0	0	0	0	0	0		0 -
	Retai l	27	0	0	0	3	0	0	0	27	0	0	0	15.6%
	Retai l - Se cured al est ate p ty on re roper	19	0	0	0	2	0	0	0	19	0	0	0	12.2%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0	0	0	0	0	0	0	0	0		0 -
Lux bou em rg	Retail ured o n real Of W hich: - Sec estat erty - non-S ME e prop	19	0	0	0	2	0	0	0	19	0	0	0	12.2%
	Retai l - Qu alifyi ng Re volvi ng	1	0	0	0	0	0	0	0	1	0	0	0	100.0 %
	Retai l - Ot her R etail	7	0	0	0	1	0	0	0	7	0	0	0	53.8%
	Retail - Oth er Re tail - O f Whi ch: SM E	0	0	0	0	0	0	0	0	0	0	0		0 -
	Retail - Oth tail - O f Whi ch: no er Re n-SME	7	0	0	0	1	0	0	0	7	0	0	0	53.8%
	Equit y									0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass									0	0	0		0 -
	IRB T OTAL	4,188	199	0	0	1,271	26	0	0	1,324	200	170	167	83.5%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

31/1 2/20 17 value Risk Expo nts sure s expo sure amou A-IRB F-IRB A-IRB F-IRB Of w hich: from Cove Ratio rage - Perfo rming erfor ming Non p Stock of erfor ming Non p erfor ming non p sure1 sure1 provi sions expo expo 1 expo sures expo sures Non-d efault ed Defau lted Non-d efault ed Defau lted Non-d efault ed Defau lted Non-d efault ed Defau lted (mln E UR, % ) Centr al ba nks a nd ce ntral 0 nts 0 0 0 0 0 0 0 0 0 0 0 - gove rnme Instit ution 587 0 0 0 164 0 0 0 307 0 0 0 - s Corp orate 3,548 166 0 0 1,762 11 0 0 3,341 166 66 61 36.5% s Corpo rates - Of W hich: Speci alised Lend ing 760 58 0 0 263 11 0 0 739 58 26 23 40.2% Corpo - Of W hich: SME rates 15 0 0 0 8 0 0 0 4 0 0 0 - Retai l 74 1 0 0 9 0 0 0 74 1 1 0 43.9% Retai l - Se cured al est ate p ty 52 0 0 0 5 0 0 0 52 0 0 0 - on re roper Retail - Sec ured o n real estat erty - Of W hich: SME 4 0 0 0 1 0 0 0 4 0 0 0 - e prop Net her land s Retail - Sec ured o n real Of W hich: non-S estat erty - ME 48 0 0 0 4 0 0 0 48 0 0 0 - e prop Retai l - Qu alifyi ng Re volvi 5 0 0 0 0 0 0 0 5 0 0 0 100.0 % ng Retai l - Ot her R etail 0 0 0 0 0 0 42.7% 17 1 4 17 1 1 Retail - Oth er Re tail - O f Whi ch: SM E 4 1 0 0 1 0 0 0 4 1 0 0 39.6% Retail - Oth tail - O f Whi ch: no er Re n-SME 14 0 0 0 3 0 0 0 13 0 0 0 69.4% Equit 0 0 0 0 - y Secu ritisa tion Othe -cred it obl igatio ets 0 0 0 0 - r non n ass 4,209 167 0 0 1,934 11 0 0 3,722 167 66 61 36.5% IRB T OTAL					Resta ted

Commerzbank AG

									line S Base cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20	20
		Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures
	(mln E UR, % ) Centr al ba nks a nd ce ntral nts	4	7	4	2	23.3%	8	12	4	3	21.6%	5	15	4	3
	gove rnme Instit ution s	24,34 28,65 3	292	267	131	44.8%	24,33 28,46 7	478	298	189	39.5%	24,33 28,28 5	660	353	247	21.3%
	Corp orate s	117,1 09	3,691	2,335	1,844	50.0%	116,3 57	4,443	2,565	2,088	47.0%	115,6 55	5,145	2,798	2,321	37.5%
	- Of W hich: alised Lend Corpo rates Speci ing	21,95 1	1,217	660	563	46.2%	21,63 1	1,537	710	632	41.1%	21,37 1	1,798	759	690	45.1%
	Corpo rates - Of W hich: SME	8,754	593	386	337	56.7%	8,669	678	418	374	55.1%	8,581	767	470	416	38.4%
	Retai l	113,0 92	1,685	938	723	42.9%	112,6 77	2,100	1,008	837	39.8%	112,3 16	2,462	1,100	937	54.2% 38.1%
	Retai l - Se cured al est ate p ty on re roper	70,46 3	709	256	200	28.2%	70,27 8	895	270	226	25.3%	70,12 5	1,048	286	247	23.6%
	Retail ured o n real Of W hich: - Sec estat erty - SME e prop	1,019	61	32	25	41.5%	1,007	73	34	28	38.3%	994	86	38	31	35.8%
rzb ank Com AG me	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	69,44 4	649	224	175	27.0%	69,27 1	821	235	198	24.1%	69,13 1	961	248	217	22.5%
	Retai l - Qu alifyi volvi ng Re ng	8,807	28	47	20	69.9%	8,788	47	53	30	64.2%	8,771	64	58	40	61.9%
	Retai l - Ot her R etail	33,82 2	948	634	504	53.1%	33,61 1	1,159	685	580	50.1%	33,42 0	1,350	756	650	48.2%
	Retail - Oth tail - O f Whi ch: SM er Re E	8,125	404	298	241	59.7%	8,051	478	322	272	56.8%	7,979	550	354	301	54.8%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	25,69 7	543	337	262	48.3%	25,56 0	680	364	309	45.4%	25,44 0	800	402	349	43.6%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	7,294	4	6	2	42.8%	7,289	9	8	4	43.1%	7,284	14	10	6	43.3%
	IRB T OTAL	290,4 91	5,679	3,550	2,702	47.6%	289,1 29	7,042	3,883	3,120	44.3%	287,8 75	8,296	4,266	3,515	42.4%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Base line S cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	374	0	0	0	40.0%	374	0	0	0	40.0%	374	0	0	0	40.0%
	Instit ution s	4,366	24	24	10	39.8%	4,339	51	34	20	39.9%	4,310	80	46	32	39.8%
	Corp orate s	60,19 7	1,729	1,061	764	44.2%	59,76 8	2,157	1,181	878	40.7%	59,38 3	2,543	1,286	988	38.9%
	Corpo rates - Of W hich: Speci alised Lend ing	11,59 4	494 205 31.2% 11,40 688 230 189 27.4% 11,25 0 838 256 154 1 425 253 221 52.0% 479 270 239 49.9% 530 287													26.2%
	Corpo rates - Of W hich: SME	6,273					6,218					6,167			256	48.2%
	Retai l	101,8 01	944	490	363	38.5%	101,5 15	1,230	541	435	35.4%	101,2 79	1,466	589	497	33.9%
	Retai l - Se cured al est ate p ty on re roper	63,74 8	354	101	68	19.1%	63,62 5	477	110	83	17.5%	63,53 2	571	116	95	16.6%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	506	5	3	1	26.0%	504	7	4	2	26.4%	501	10	5	3	26.6%
Ger ma ny	Retail - Sec ured o n real Of W hich: non-S ME estat erty - e prop	63,24 2	349	98	66	19.0%	63,12 1	470	106	81	17.3%	63,03 0	561	111	92	16.5%
	Retai l - Qu alifyi volvi ng Re ng	8,693	28	46	19	69.6%	8,674	46	52	29	64.0%	8,657	63	57	39	61.8%
	Retai l - Ot her R etail	29,36 0	562	343	276	49.1%	29,21 6	707	379	323	45.6%	29,09 0	832	415	363	43.6%
	Retail - Oth er Re tail - O f Whi ch: SM E	6,549	268	183	151	56.2%	6,488	328	203	174	52.9%	6,433	383	223	195	50.8%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	22,81 2	294	160	125	42.7%	22,72 7	379	176	149	39.3%	22,65 7	449	192	168	37.5%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	5,909	0	0		0 -	5,909	0	0		0 -	5,909	0	0		0 -
	IRB T OTAL	172,6 47	2,697	1,575	1,136	42.1%	171,9 05	3,438	1,755	1,334	38.8%	171,2 54	4,089	1,921	1,517	37.1%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									line S Base cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20	20
	(mln E ) UR, %	Perfo rming sure1 expo	Non perfo rming sure1 expo	of Stock Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	of Stock Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	of Stock Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	Instit ution s	188	2	2	1	53.4%	188	2	2	1	65.0%	187	3	2	2	62.3%
	Corp orate s	7,307	410	263	212	51.7%	7,234	483	303	262	54.3%	7,153	564	355	309	54.7%
	- Of W hich: alised Lend Corpo rates Speci ing	1,598	114	39	28	24.4%	1,580	131	42	38	28.6%	1,564	148	45	41	27.6%
	Corpo rates - Of W hich: SME	2,080	95	73	57	59.8%	2,053	123	87	75	60.9%	2,018	158	121	99	63.0%
	Retai l	9,549	723	438	352	48.8%	9,425	847	456	392	46.3%	9,304	968	500	431	44.5%
	Retai l - Se cured al est ate p ty on re roper	5,812	350	154	132	37.6%	5,752	411	159	142	34.5%	5,694	469	169	151	32.2%
	Retail ured o n real Of W hich: - Sec estat erty - SME e prop	502	56	29	24	42.9%	492	66	31	26	39.7%	482	76	33	28	37.1%
Pola nd	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	5,310	295	125	108	36.6%	5,260	345	128	116	33.5%	5,212	393	135	123	31.3%
	Retai l - Qu alifyi ng Re volvi ng	1	0	0	0	76.1%	1	0	0	0	70.1%	1	0	0	0	67.4%
	Retai l - Ot her R etail	3,736	373	284	221	59.3%	3,672	436	298	251	57.5%	3,610	499	332	279	56.0%
	Retail - Oth tail - O f Whi ch: SM er Re E	1,480	131	111	87	66.7%	1,467	144	115	95	65.7%	1,451	160	126	103	64.3%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	2,255	242	173	134	55.2%	2,206	292	183	156	53.5%	2,159	339	205	176	52.1%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	913	0	0	0	50.0%	913	0	0	0	50.0%	913	0	0	0	50.0%
	IRB T OTAL	17,95 8	1,134	703	565	49.8%	17,76 0	1,332	761	656	49.3%	17,55 8	1,535	857	741	48.3%

Commerzbank AG

									Base line S cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	al ba nks a nd ce ntral Centr nts gove rnme	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	Instit ution s	619	58	44	41	69.9%	618	59	42	41	69.4%	617	60	43	42	70.3%
	Corp orate s	8,846	80	53	29	36.7%	8,809	117	57	39	33.3%	8,775	151	68	49	32.5%
	Corpo rates - Of W hich: Speci alised Lend ing	2,402	61	25	20	32.7%	2,382	82	27	23	27.8%	2,364	99	30	26	26.0%
	- Of W hich: Corpo rates SME	5	3	3	3	91.8%	5	3	3	3	91.4%	5	3	3	3	91.1%
	Retai l	121	1	1	0	35.2%	121	2	1	1	32.6%	121	2	1	1	30.9%
	Retai l - Se cured al est ate p ty on re roper	82	0	0	0	26.9%	82	1	0	0	23.7%	82	1	0	0	21.9%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
Uni ted Kin dom g	Retail - Sec ured o n real Of W hich: non-S estat erty - ME e prop	82	0	0	0	26.9%	82	1	0	0	23.7%	82	1	0	0	21.9%
	Retai l - Qu alifyi ng Re volvi ng	7	0	0	0	89.6%	7	0	0	0	82.3%	7	0	0	0	77.6%
	Retai l - Ot her R etail	31	1	0	0	36.6%	31	1	0	0	34.8%	31	1	0	0	33.2%
	Retail - Oth er Re tail - O f Whi ch: SM E	2	0	0	0	66.5%	2	0	0	0	59.9%	2	0	0	0	56.2%
	Retail - Oth tail - O f Whi ch: no n-SME er Re	29	1	0	0	35.9%	29	1	0	0	34.1%	29	1	0	0	32.5%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	OTAL IRB T	9,586	140	98	71	50.5%	9,548	178	99	80	45.3%	9,513	213	111	92	43.2%
1 Com puted as de fined in par hs 49 and 1 12 of agrap	the M ethod ologic al not e)

(mln EUR, %)Central banks and central governmentsInstitutionsCorporatesCorporates - Of Which: Specialised LendingCorporates - Of Which: SMERetailRetail - Secured on real estate propertyRetail - Secured on real estate property - Of Which: SMERetail - Secured on real estate property - Of Which: non-SMERetail - Qualifying RevolvingRetail - Other RetailRetail - Other Retail - Of Which: SMERetail - Other Retail - Of Which: non-SMEEquitySecuritisationOther non-credit obligation assetsIRB TOTALSwitzerland15,117 ^{0 0 0} 0.0% 15,117 ^{0 0 0} 4.2% 15,117 ^{0 0 0} 5.6% 1,455 ^{0 0 0} 28.9% 1,454 ^{1 0 0} 28.6% 1,454 ^{2 1 0} 28.9% 3,532 ^{14 11 4} 31.3% 3,521 ^{25 15 8} 32.2% 3,511 ^{35 18 12} 32.7% ^{414 4 0 0} 6.1% ^{412 6 1 0} 7.9% ^{410 7 1 1} 8.6% ^{29 0 0 0} 33.7% ^{29 0 0 0} 33.9% ^{29 0 0 0} 33.8% ^{464 3 1 1} 27.3% ^{462 4 1 1} 24.7% ^{461 5 2 1} 23.5% ^{256 1 0 0} 18.4% ^{256 1 0 0} 16.1% ^{256 2 0 0} 15.1% ^{0 0 0 0} - ^{0 0 0 0} - ^{0 0 0 0} - ^{256 1 0 0} 18.4% ^{256 1 0 0} 16.1% ^{256 2 0 0} 15.1% ^{15 0 0 0} 86.2% ^{15 0 0 0} 78.2% ^{15 0 0 0} 73.5% ^{192 2 1 1} 29.3% ^{191 3 1 1} 27.1% ^{190 4 1 1} 26.0% ^{13 0 0 0} 41.1% ^{13 0 0 0} 41.3% ^{13 0 0 0} 41.3% ^{179 2 1 0} 28.4% ^{178 3 1 1} 25.8% ^{177 3 1 1} 24.6% ^{0 0 0 0} - ^{0 0 0 0} - ^{0 0 0 0} - ^{0 0 0 0} - ^{0 0 0 0} - ^{0 0 0 0} - 20,568 ^{17 13 5} 30.5% 20,555 ^{30 16 9} 31.0% 20,542 ^{43 20 13} 31.3%Baseline Scenario31/12/2018 31/12/2019 31/12/2020 Performing exposure¹ Non performing exposure¹ Stock of ProvisionsOf which: from non performing exposuresCoverage Ratio - Non performing exposures¹ Performing exposure¹ Performing exposure¹ Non performing exposure¹ Stock of ProvisionsOf which: from non performing exposuresCoverage Ratio - Non performing exposures¹ Non performing exposure¹ Stock of ProvisionsOf which: from non performing exposuresCoverage Ratio - Non performing exposures¹

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Base line S cena	rio
				31/1 2/20 18					31/1 2/20 19					31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	4,007	0	0	0	0.0%	4,007	0	0	0	4.7%	4,007	0	0	0	6.1%
	Instit ution s	3,007	13	17	5	43.8%	3,002	17	14	7	39.1%	2,999	21	13	8	36.9%
	Corp orate s	8,024	93	57	38	41.0%	7,994	123	72	50	40.4%	7,962	155	86	62	40.0%
	Corpo rates - Of W hich: Speci alised Lend ing	418	2	2	1	33.4%	414	6	3	2	34.5%	410	10	5	3	35.0%
	Corpo - Of W hich: SME rates	13	0	0	0	39.0%	13	0	0	0	39.4%	13	0	0	0	39.6%
	Retai l	135	1	0	0	28.9%	135	1	1	0	27.2%	134	2	1	0	26.3%
	Retai l - Se cured al est ate p ty on re roper	78	0	0	0	29.2%	78	1	0	0	26.2%	78	1	0	0	24.4%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
Uni ted Sta tes	Retail - Sec ured o n real Of W hich: non-S estat erty - ME e prop	78	0	0	0	29.2%	78	1	0	0	26.2%	78	1	0	0	24.4%
	Retai l - Qu alifyi ng Re volvi ng	11	0	0	0	81.0%	11	0	0	0	74.7%	11	0	0	0	70.9%
	Retai l - Ot her R etail	46	1	0	0	25.0%	46	1	0	0	24.4%	45	1	0	0	24.1%
	Retail - Oth er Re tail - O f Whi ch: SM E	8	0	0	0	39.1%	8	0	0	0	39.0%	8	0	0	0	38.9%
	Retail - Oth tail - O f Whi ch: no n-SME er Re	38	1	0	0	23.0%	38	1	0	0	21.2%	38	1	0	0	20.2%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	IRB T OTAL	15,17 4	106	75	44	41.2%	15,13 8	142	86	57	40.1%	15,10 2	178	100	70	39.5%

Commerzbank AG

									Base line S cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Instit ution s	1,286	4	14	1	39.1%	1,282	8	10	3	39.4%	1,278	11	10	4	39.5%
	Corp orate s	1,534	40	34	29	73.1%	1,525	49	36	32	65.6%	1,518	56	38	34	61.1%
	Corpo - Of W hich: Speci alised Lend ing rates	149	35	28	27	78.3%	145	39	29	28	72.6%	142	42	29	29	68.9%
	Corpo - Of W hich: SME rates	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Retai l	30	0	0	0	41.0%	30	0	0	0	38.1%	30	0	0	0	36.4%
	Retai l - Se cured al est ate p ty on re roper	15	0	0	0	10.8%	15	0	0	0	11.0%	15	0	0	0	11.1%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
Ital y	Retail ured o n real Of W hich: - Sec estat erty - non-S ME e prop	15	0	0	0	10.8%	15	0	0	0	11.0%	15	0	0	0	11.1%
	Retai l - Qu alifyi ng Re volvi ng	3	0	0	0	94.3%	3	0	0	0	89.3%	3	0	0	0	85.2%
	Retai l - Ot her R etail	12	0	0	0	58.4%	12	0	0	0	51.9%	12	0	0	0	47.8%
	Retail - Oth er Re tail - O f Whi ch: SM E	2	0	0	0	65.8%	2	0	0	0	60.0%	2	0	0	0	56.9%
	Retail - Oth tail - O f Whi ch: no er Re n-SME	10	0	0	0	50.6%	10	0	0	0	43.9%	10	0	0	0	39.4%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	IRB T OTAL	2,850	44	48	31	70.1%	2,837	57	46	35	61.9%	2,826	68	48	39	57.4%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									line S Base cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Instit ution s	397	0	1	0	41.2%	397	1	1	0	41.5%	396	2	1	1	41.6%
	Corp orate s	5,520	84	40	26	30.7%	5,494	109	46	33	29.8%	5,471	132	52	39	29.7%
	- Of W hich: alised Lend Corpo rates Speci ing	582	51	14	11	22.3%	570	64	15	13	20.9%	561	73	16	15	20.3%
	Corpo rates - Of W hich: SME	1	0	0	0	17.0%	1	0	0	0	17.2%	1	0	0	0	17.2%
	Retai l	79	1	0	0	33.1%	78	1	0	0	31.0%	78	1	0	0	29.6%
	Retai l - Se cured al est ate p ty on re roper	37	0	0	0	9.0%	37	0	0	0	9.4%	37	0	0	0	9.6%
	Retail ured o n real Of W hich: - Sec estat erty - SME e prop	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
Fra nce	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	37	0	0	0	9.0%	37	0	0	0	9.4%	37	0	0	0	9.6%
	Retai l - Qu alifyi ng Re volvi ng	8	0	0	0	92.0%	8	0	0	0	85.8%	8	0	0	0	81.5%
	Retai l - Ot her R etail	33	0	0	0	61.0%	33	0	0	0	50.4%	33	0	0	0	43.5%
	Retail - Oth er Re tail - O f Whi ch: SM E	2	0	0	0	42.3%	2	0	0	0	41.2%	2	0	0	0	41.0%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	32	0	0	0	61.9%	32	0	0	0	51.0%	32	0	0	0	43.7%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	ritisa tion Secu
	Othe -cred it obl igatio ets r non n ass	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	50.0%
	IRB T OTAL	5,995	85	41	26	30.8%	5,969	111	47	33	29.9%	5,946	134	53	40	29.8%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									line S Base cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts rnme	172	0	0	0	0.0%	172	0	0	0	9.2%	172	0	0	0
	gove Instit ution s	3,321	16	17	6	38.1%	3,304	32	22	12	38.4%	3,287	50	29	19	12.3%
	Corp orate s	1,844	5	4	2	33.4%	1,838	11	6	4	34.0%	1,833	17	9	6	38.5%
	- Of W hich: alised Lend Corpo rates Speci ing	317	1	1	0	34.2%	316	2	1	1	34.2%	315	3	1	1	34.5% 34.0%
	Corpo rates - Of W hich: SME		2 0	0	0	40.8%	2	0	0	0	41.2%	2	0	0	0	41.3%
	Retai l	85	1	1	0	67.2%	85	1	1	1	57.4%	85	1	1	1	51.9%
	Retai l - Se cured al est ate p ty on re roper	35	0	0	0	12.1%	35	0	0	0	11.8%	35	0	0	0	11.5%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop		0 0	0		0 -	0	0	0		0 -	0	0	0		0 -
Chi na	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	35	0	0	0	12.1%	35	0	0	0	11.8%	35	0	0	0	11.5%
	Retai l - Qu alifyi ng Re volvi ng		2 0	0	0	55.8%	2	0	0	0	55.9%	2	0	0	0	55.7%
	Retai l - Ot her R etail	47	1	1	0	70.4%	47	1	1	1	61.7%	47	1	1	1	56.5%
	Retail - Oth er Re tail - O f Whi ch: SM E	12	1	0	0	77.8%	12	1	0	0	73.3%	12	1	1	0	70.1%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	36	0	0	0	27.6%	36	0	0	0	27.0%	35	0	0	0	26.6%
	Equit y		0 0	0		0 -	0	0	0		0 -	0	0	0		0 -
	ritisa tion Secu
	Othe -cred it obl igatio ets r non n ass		0 0	0		0 -	0	0	0		0 -	0	0	0		0 -
	IRB T OTAL	5,422	21	22	8	37.9%	5,399	44	29	17	37.7%	5,376	67	38	25	37.7%

Commerzbank AG

									line S Base cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Instit ution s	80	0	0	0	39.1%	80	0	0	0	39.3%	80	0	0	0	39.4%
	Corp orate s	1,206	211	179	175	83.0%	1,194	223	182	178	79.9%	1,182	235	186	182	77.1%
	- Of W hich: alised Lend Corpo rates Speci ing	477	190	163	160	84.3%	466	200	165	163	81.2%	456	211	168	165	78.5%
	Corpo rates - Of W hich: SME	0	0	0	0	39.7%	0	0	0	0	40.2%	0	0	0	0	40.4%
	Retai l	26	1	0	0	17.1%	26	1	0	0	16.7%	26	1	0	0	17.0%
	Retai l - Se cured al est ate p ty on re roper	18	1	0	0	14.4%	18	1	0	0	14.1%	18	1	0	0	14.4%
	Retail ured o n real Of W hich: - Sec estat erty - SME e prop	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
bou Lux em rg	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	18	1	0	0	14.4%	18	1	0	0	14.1%	18	1	0	0	14.4%
	Retai l - Qu alifyi ng Re volvi ng	1	0	0	0	53.8%	1	0	0	0	54.7%	1	0	0	0	55.7%
	Retai l - Ot her R etail	7	0	0	0	43.9%	7	0	0	0	38.1%	7	0	0	0	34.9%
	Retail - Oth tail - O f Whi ch: SM er Re E	0	0	0	0	43.2%	0	0	0	0	43.7%	0	0	0	0	43.9%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	7	0	0	0	43.9%	6	0	0	0	37.8%	6	0	0	0	34.3%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	IRB T OTAL	1,313	211	179	175	82.8%	1,300	224	183	178	79.6%	1,288	236	186	182	76.9%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Base line S cena	rio
				31/1 2/20 18					31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Instit ution s	307	0	0	0	32.9%	306	1	1	0	33.1%	306	1	1	0	33.2%
	Corp orate s	3,314	192	97	87	45.4%	3,289	218	104	94	42.9%	3,264	243	110	100	41.2%
	Corpo rates - Of W hich: Speci alised Lend ing	722	75	49	45	59.8%	705	92	52	48	51.9%	688	109	55	51	47.2%
	Corpo rates - Of W hich: SME	4	0	0	0	35.0%	4	0	0	0	35.3%	4	0	0	0	35.4%
	Retai l	74	1	1	1	41.6%	74	1	1	1	39.5%	74	2	1	1	38.0%
	Retai l - Se cured al est ate p ty on re roper	52	0	0	0	17.5%	52	0	0	0	17.4%	52	0	0	0	17.4%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	4	0	0	0	32.7%	4	0	0	0	33.3%	4	0	0	0	33.6%
Net her land s	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	48	0	0	0	14.8%	48	0	0	0	14.3%	48	0	0	0	13.9%
	Retai l - Qu alifyi volvi ng Re ng	5	0	0	0	87.2%	5	0	0	0	80.3%	5	0	0	0	76.2%
	Retai l - Ot her R etail	17	1	1	0	42.4%	17	1	1	0	41.6%	17	1	1	1	41.0%
	Retail - Oth er Re tail - O f Whi ch: SM E	4	1	0	0	39.6%	4	1	0	0	39.5%	4	1	0	0	39.5%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	13	0	0	0	60.6%	13	0	0	0	52.9%	13	0	0	0	48.1%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	IRB T OTAL	3,695	194	98	88	45.4%	3,669	220	105	94	42.8%	3,644	246	111	101	41.1%

Commerzbank AG

								Adve	rse S rio cena
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
		Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	(mln E UR, % )
	Centr al ba nks a nd ce ntral nts gove rnme	24,33 5	15	14	4	25.0%	24,32 8	22	8	5	24.2%	24,32 3	27	9	6	23.1%
	Instit ution s	28,55 3	392	528	163	41.6%	28,32 1	624	405	239	38.3%	28,12 1	824	445	305	37.0%
	Corp orate s	116,8 80	3,921	2,668	1,930	49.2%	115,9 16	4,885	3,068	2,255	46.2%	115,1 49	5,651	3,299	2,541	45.0%
	Corpo - Of W hich: Speci alised Lend ing rates	21,82 0	1,349	810	592	43.9%	21,44 3	1,725	943	686	39.7%	21,14 4	2,024	1,085	764	37.7%
	Corpo rates - Of W hich: SME	8,742	606	427	347	57.3%	8,614	733	477	396	54.0%	8,522	826	517	453	54.9%
	Retai l	112,7 99	1,978	1,511	823	41.6%	111,8 29	2,949	2,004	1,093	37.1%	110,9 83	3,794	2,211	1,300	34.3%
	Retai l - Se cured al est ate p ty on re roper	70,34 5	828	394	226	27.3%	69,82 7	1,345	598	323	24.0%	69,30 6	1,867	644	416	22.3%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	1,016	64	36	27	41.6%	1,000	80	39	31	38.3%	985	95	43	34	36.0%
rzb ank Com AG me	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	69,32 9	763	357	199	26.1%	68,82 7	1,265	560	293	23.1%	68,32 1	1,772	601	382	21.5%
	Retai l - Qu alifyi ng Re volvi ng	8,771	64	135	39	61.9%	8,719	115	127	68	59.2%	8,697	138	101	81	58.7%
	Retai l - Ot her R etail	33,68 3	1,087	983	557	51.3%	33,28 2	1,488	1,279	702	47.2%	32,98 1	1,789	1,466	804	44.9%
	Retail - Oth er Re tail - O f Whi ch: SM E	8,110	419	326	248	59.1%	8,015	514	356	287	55.9%	7,934	596	385	322	54.0%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	25,57 2	668	657	309	46.3%	25,26 7	974	923	414	42.6%	25,04 7	1,193	1,082	482	40.4%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	7,291	6	10	3	42.8%	7,287	11	9	5	43.3%	7,283	15	11	7	43.4%
	IRB T OTAL	289,8 58	6,313	4,731	2,922	46.3%	287,6 81	8,490	5,495	3,597	42.4%	285,8 59	10,31 1	5,974	4,160	40.3%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S rio cena
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	al ba nks a nd ce ntral Centr nts gove rnme	374	0	0	0	40.0%	374	0	0	0	40.0%	374	0	0	0
	Instit ution s	4,359	31	40	13	40.8%	4,322	68	49	28	41.2%	4,288	102	62	42	40.0% 41.4%
	Corp orate s	60,06 6	1,859 1,207 803 43.2% 59,53 9 2,386 1,488 961 40.3% 59,10 4 2,821 1,655 11,50 6 582 324 173 29.7% 11,28 3 805 428 220 27.4% 11,11 5 973 537													38.9%
	Corpo - Of W hich: Speci alised Lend ing rates															26.9%
	- Of W hich: Corpo rates SME	6,262	436 281 225 51.7% 6,191 506 302 250 49.4% 6,133 564 314													47.9%
	Retai l	101,5 47	1,198	1,033	449	37.5%	100,7 58	1,988	1,491	666	33.5%	100,0 88	2,657	1,645	270 821	30.9%
	Retai l - Se cured al est ate p ty on re roper	63,65 8	445	220	85	19.0%	63,24 4	858	409	163	19.0%	62,82 5	1,278	435	237	18.5%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	505	6	5	2	26.5%	502	10	6	3	27.9%	498	13	7	4	28.2%
Ger ma ny	Of W Retail - Sec ured o n real estat erty - hich: non-S ME e prop	63,15 3	439	215	83	18.9%	62,74 3	849	403	161	18.9%	62,32 6	1,265	428	233	18.4%
	Retai l - Qu alifyi ng Re volvi ng	8,657	63	133	39	61.8%	8,606	114	125	67	59.1%	8,584	136	100	80	58.6%
	Retai l - Ot her R etail	29,23 2	691	680	326	47.2%	28,90 7	1,016	957	435	42.8%	28,68 0	1,243	1,110	504	40.6%
	Retail - Oth tail - O f Whi ch: SM er Re E	6,537	280	208	156	55.6%	6,459	358	232	186	52.0%	6,396	420	249	211	50.1%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	22,69 5	411	472	170	41.4%	22,44 8	658	725	249	37.9%	22,28 4	822	861	293	35.7%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	5,909	0	0		0 -	5,909	0	0		0 -	5,909	0	0	0 -
	IRB T OTAL	172,2 55	3,089	2,280	1,265	41.0%	170,9 02	4,442	3,028	1,655	37.3%	169,7 63	5,581	3,362	1,961	35.1%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S rio cena
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures
	Centr al ba nks a nd ce ntral nts gove rnme	0	0	0			0	0	0			0	0	0
	Instit ution s	188	2	2	1	0 - 53.0%	188	2	2	1	0 - 67.9%	187	3	2	0 - 2
	Corp orate s	7,305	411	289	228	55.4%	7,202	515	344	285	55.5%	7,123	594	393	349	65.2% 58.8%
	Corpo rates - Of W hich: Speci alised Lend ing	1,597	115	44	30	25.7%	1,578	134	46	40	29.9%	1,561	151	50	44	29.4%
	Corpo - Of W hich: SME rates	2,080	95	83	62	65.6%	2,028	148	111	85	57.4%	1,996	179	140	121	67.6%
	Retai l	9,516	756	461	364	48.1%	9,349	923	493	415	45.0%	9,183	1,089	547	465	42.7%
	Retai l - Se cured al est ate p ty on re roper	5,785	377	170	140	37.2%	5,686	476	185	158	33.2%	5,590	573	204	176	30.7%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	499	59	31	25	43.1%	488	70	33	28	39.8%	476	82	36	30	37.3%
Pola nd	Retail - Sec ured o n real Of W hich: non-S ME estat erty - e prop	5,286	319	139	115	36.1%	5,199	406	152	130	32.1%	5,114	491	168	146	29.6%
	Retai l - Qu alifyi volvi ng Re ng	1	0	0	0	75.1%	1	0	0	0	69.4%	1	0	0	0	66.9%
	Retai l - Ot her R etail	3,729	379	291	224	59.1%	3,662	447	308	257	57.5%	3,593	516	343	289	56.0%
	Retail - Oth er Re tail - O f Whi ch: SM E	1,478	133	114	89	66.4%	1,462	149	119	97	65.1%	1,443	168	131	107	63.7%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	2,252	246	177	135	55.1%	2,200	297	189	160	53.7%	2,149	348	212	182	52.2%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0	0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	913	0	0	0	50.0%	913	0	0	0	50.0%	913	0	0	0	50.0%
	IRB T OTAL	17,92 3	1,169	752	593	50.7%	17,65 2	1,440	838	702	48.8%	17,40 6	1,686	942	816	48.4%

Commerzbank AG

								rse S cena
			31/1	18				31/1 2/20					31/1
(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
Centr al ba nks a nd ce ntral nts gove rnme	0
Instit ution s	618				69.4%										70.2%
Corp orate s	8,830				34.5%										32.1%
Corpo - Of W hich: Speci alised Lend ing rates	2,392				30.0%										25.1%
Corpo rates - Of W hich: SME	5				91.7%										90.9%
Retai l	121				33.3%										26.4%
Retai l - Se cured al est ate p ty on re roper	82				25.3%										18.8%
Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0
Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	82				25.3%										18.8%
Retai l - Qu alifyi ng Re volvi ng	7				78.1%										68.4%
Retai l - Ot her R etail	31				34.3%										29.6%
Retail - Oth er Re tail - O f Whi ch: SM E	2				63.6%										54.3%
Retail - Oth er Re tail - O f Whi ch: no n-SME	29				33.7%										29.0%
Equit y	0
Secu ritisa tion
Othe -cred it obl igatio ets r non n ass	0
IRB T OTAL	9,568	157			47.6%	9,520	206	119		43.0%	9,484	241	124		41.8%
				0 0 59 46 96 80 72 30 3 3 2 1 1 0 0 0 1 0 0 0 1 0 0 0 0 1 0 0 0 0 126	2/20	0 - 41 33 21 3 1 0 0 - 0 0 0 0 0 0 - 0 - 75	0 616 8,783 2,367 5 120 82 0 82 7 31 2 29 0 0	0 60 143 96 3 2 1 0 1 0 1 0 1 0 0	Adve 0 43 76 31 3 1 0 0 0 0 1 0 1 0 0	rio 19 42 46 25 3 1 0 0 0 0 0 0 88	0 - 68.9% 32.3% 26.1% 91.2% 28.8% 20.9% 0 - 20.9% 70.3% 30.9% 57.0% 30.2% 0 - 0 -	0 615 8,749 2,350 5 119 82 0 82 7 31 2 29 0 0	0 62 177 113 3 3 1 0 1 0 1 0 1 0 0	0 44 79 33 3 1 0 0 0 0 1 0 0 0 0	2/20 20 0 - 43 57 28 3 1 0 0 - 0 0 0 0 0 0 - 0 - 101

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cena	rio
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
		Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	(mln E UR, % )
	Centr al ba nks a nd ce ntral nts gove rnme	15,11 7	0	0	0	0.0%	15,11 7	0	0	0	4.2%	15,11 7	0	0	0	5.6%
	Instit ution s	1,452	3	3	1	18.0%	1,451	4	1	1	20.9%	1,451	5	1	1	22.6%
	Corp orate s	3,530	17	16	5	29.9%	3,516	30	19	9	31.5%	3,506	40	20	13	32.1%
	Corpo - Of W hich: Speci alised Lend ing rates	412	5	1	0	6.9%	410	7	1	1	8.2%	409	9	1	1	8.6%
	Corpo rates - Of W hich: SME	29	0	0	0	33.8%	29	0	0	0	34.1%	29	0	0	0	34.2%
	Retai l	462	5	3	1	26.3%	458	9	4	2	24.4%	455	12	4	3	23.5%
	Retai l - Se cured al est ate p ty on re roper	256	1	1	0	18.0%	254	3	2	1	17.0%	253	5	2	1	16.8%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
Sw rlan d itze	Retail - Sec ured o n real estat erty - Of W hich: non-S ME e prop	256	1	1	0	18.0%	254	3	2	1	17.0%	253	5	2	1	16.8%
	Retai l - Qu alifyi ng Re volvi ng	15	0	0	0	74.0%	15	0	0	0	67.1%	15	0	0	0	65.5%
	Retai l - Ot her R etail	191	3	2	1	27.9%	188	6	3	1	27.0%	187	7	2	2	26.6%
	Retail - Oth tail - O f Whi ch: SM er Re E	13	0	0	0	41.0%	13	0	0	0	41.2%	13	0	0	0	41.3%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	177	3	2	1	27.2%	175	5	2	1	26.3%	174	7	2	2	25.9%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	IRB T OTAL	20,56 1	24	22	7	27.6%	20,54 3	42	24	12	29.0%	20,52 9	57	26	17	29.5%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cena	rio
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
	(mln E ) UR, %	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	al ba nks a nd ce ntral Centr nts gove rnme	4,007	0	0	0	0.0%	4,007	0	0	0	5.3%	4,007	0	0	0	6.2%
	Instit ution s	2,986	34	72	11	32.7%	2,979	41	24	13	31.7%	2,973	46	23	14	31.0%
	Corp orate s	8,005	112	99	45	40.6%	7,950	167	121	67	40.0%	7,923	194	99	77	39.9%
	Corpo rates - Of W hich: Speci alised Lend ing	415	4	4	1	33.0%	410	9	5	3	35.6%	406	13	6	5	35.4%
	- Of W Corpo rates hich: SME	13	0	0	0	39.0%	13	1	0	0	39.4%	13	1	0	0	39.7%
	Retai l	135	2	1	0	27.5%	134	2	1	1	25.6%	133	3	1	1	24.3%
	Retai l - Se cured al est ate p ty on re roper	78	1	0	0	27.7%	78	1	0	0	22.9%	78	1	0	0	20.6%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
Uni ted Sta tes	Retail ured o n real Of W hich: - Sec estat erty - non-S ME e prop	78	1	0	0	27.7%	78	1	0	0	22.9%	78	1	0	0	20.6%
	Retai l - Qu alifyi ng Re volvi ng	11	0	0	0	71.6%	11	0	0	0	65.8%	11	0	0	0	64.5%
	Retai l - Ot her R etail	46	1	0	0	23.6%	45	1	1	0	23.6%	45	2	1	0	23.5%
	Retail - Oth er Re tail - O f Whi ch: SM E	8	0	0	0	38.7%	8	0	0	0	38.7%	8	0	0	0	38.8%
	Retail - Oth tail - O f Whi ch: no er Re n-SME	38	1	0	0	21.2%	37	1	0	0	20.5%	37	1	0	0	20.3%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	ritisa tion Secu
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	IRB T OTAL	15,13 3	147	173	57	38.6%	15,07 0	210	145	80	38.2%	15,03 7	243	123	92	38.0%

Commerzbank AG

									Adve rse S rio cena
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
	(mln E ) UR, %	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	al ba nks a nd ce ntral Centr nts gove rnme	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Instit ution s	1,276	13	80	5	38.8%	1,272	18	16	7	39.2%	1,267	23	17	9	39.3%
	Corp orate s	1,531	43	37	30	70.3%	1,522	52	39	33	63.1%	1,515	59	40	35	59.4%
	Corpo - Of W hich: Speci alised Lend ing rates	147	37	29	28	75.5%	143	41	29	28	70.0%	140	43	30	29	67.0%
	- Of W hich: Corpo rates SME	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Retai l	30	0	0	0	38.9%	30	1	0	0	34.1%	30	1	0	0	31.3%
	Retai l - Se cured al est ate p ty on re roper	15	0	0	0	11.3%	15	0	0	0	13.0%	15	0	0	0	13.8%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
Ital y	Of W Retail - Sec ured o n real estat erty - hich: non-S ME e prop	15	0	0	0	11.3%	15	0	0	0	13.0%	15	0	0	0	13.8%
	Retai l - Qu alifyi ng Re volvi ng	3	0	0	0	85.8%	3	0	0	0	77.9%	3	0	0	0	75.6%
	Retai l - Ot her R etail	12	0	0	0	51.4%	12	0	0	0	42.8%	12	0	0	0	39.7%
	Retail - Oth tail - O f Whi ch: SM er Re E	2	0	0	0	64.5%	2	0	0	0	58.5%	2	0	0	0	55.7%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	10	0	0	0	41.5%	10	0	0	0	33.5%	10	0	0	0	30.9%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	IRB T OTAL	2,838	56	118	35	62.8%	2,823	71	54	40	56.9%	2,811	83	57	44	53.7%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cena	rio
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al ba nks a nd ce ntral nts rnme	0	0	0			0	0	0			0	0	0
	gove Instit ution s	397	1	2	0	0 - 41.3%	396	2	2	1	0 - 41.5%	395	2	2		0 -
	Corp orate s	5,514	89	51	27	30.5%	5,483	120	57	36	30.1%	5,459	144	59	1 43	41.6%
	Corpo - Of W hich: Speci alised Lend ing rates	579	55	15	12	22.4%	21.6%	553	81	20	17	30.0% 21.4%
	- Of W hich: Corpo rates SME	1	0	0	0	17.0%	1	0	0	0	17.2%	1	0	0	0	17.2%
	Retai l	78	1	0	0	32.7%	78	1	1	0	29.4%	78	1	1	0	26.9%
	Retai l - Se cured al est ate p ty on re roper	37	0	0	0	10.0%	37	1	0	0	12.7%	36	1	0	0	13.5%
	Retail - Sec ured o n real Of W hich: SME estat erty - e prop	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
Fra nce	Retail ured o n real Of W hich: - Sec estat erty - non-S ME e prop	37	0	0	0	10.0%	37	1	0	0	12.7%	36	1	0	0	13.5%
	Retai l - Qu alifyi ng Re volvi ng	8	0	0	0	81.9%	8	0	0	0	74.1%	8	0	0	0	72.0%
	Retai l - Ot her R etail	33	0	0	0	50.5%	33	0	0	0	37.2%	33	1	0	0	32.9%
	Retail - Oth tail - O f Whi ch: SM er Re E	2	0	0	0	42.0%	2	0	0	0	41.1%	2	0	0	0	41.0%
	f Whi Retail - Oth er Re tail - O ch: no n-SME	32	0	0	0	50.8%	32	0	0	0	37.1%	31	0	0	0	32.6%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	50.0%
	IRB T OTAL	5,989	91	54	28	30.7%	5,957	122	59	37	30.3%	5,932	148	61	45	30.2%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cena	rio
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
		Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures
	(mln E UR, % )
	Centr al ba nks a nd ce ntral nts gove rnme	172	0		0 0	0.0%	172	0	0	0	9.2%	172	0	0	0	12.3%
	Instit ution s	3,315	21	27	8	38.1%	3,294	43	30	16	38.4%	3,277	59	33	23	38.5%
	Corp orate s	1,841	8		8 3	33.5%	1,836	13	7	4	34.5%	1,831	18	9	6	35.0%
	Corpo rates - Of W hich: Speci alised Lend ing	316	1		1 0	34.1%	315	2	1	1	34.2%	314	3	1	1	34.1%
	Corpo - Of W hich: SME rates		2 0		0 0	40.8%	2	0	0	0	41.3%	2	0	0	0	41.3%
	Retai l	85	1		1 1	59.0%	84	1	1	1	46.5%	84	2	1	1	40.9%
	Retai l - Se cured al est ate p ty on re roper	35	0		0 0	13.8%	35	0	0	0	15.2%	35	0	0	0	15.1%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop		0 0		0	0 -	0	0	0		0 -	0	0	0		0 -
Chi na	Retail - Sec ured o n real Of W hich: non-S estat erty - ME e prop	35	0		0 0	13.8%	35	0	0	0	15.2%	35	0	0	0	15.1%
	Retai l - Qu alifyi ng Re volvi ng		2 0		0 0	55.8%	2	0	0	0	55.5%	2	0	0	0	55.6%
	Retai l - Ot her R etail	47	1		1 1	62.4%	47	1	1	1	51.6%	46	2	1	1	47.2%
	Retail - Oth er Re tail - O f Whi ch: SM E	12	1		1 0	75.4%	12	1	0	0	71.8%	12	1	1	0	69.3%
	Retail - Oth tail - O f Whi ch: no n-SME er Re	36	0		0 0	30.9%	35	1	1	0	30.6%	35	1	0	0	29.7%
	Equit y		0 0		0	0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass		0 0		0		0	0	0			0	0	0
	IRB T OTAL	5,413	30	36	11	0 - 37.5%	5,386	57	38	21	0 - 37.7%	5,364	79	43	30	0 - 37.7%

Commerzbank AG

31/1 2/20 18		31/1 2/20 19	31/1 2/20 20
Non Cove Of w hich: from Perfo rming Stock of perfo rming Non p erfor ming non p sure1 Provi sions expo sure1 expo sures expo (mln E UR, % )	Ratio rage - Perfo rming erfor ming sure1 expo 1 expo sures	Non Cove Ratio Of w hich: from rage Stock of perfo rming Non p erfor erfor ming non p Provi sions sure1 1 expo sures expo expo sures	Non Cove Ratio Of w hich: from rage - - Perfo rming Stock of ming perfo rming Non p erfor ming erfor ming non p sure1 Provi sions expo sure1 1 expo sures expo expo sures
Centr al ba nks a nd ce ntral nts 0 0 0 gove rnme	0	0 0	0 0 0
0 - Instit ution 80 0 0 0 s	39.1% 80	0 - 0 0 0	0 - 39.4% 80 0 0 0
Corp orate 1,201 216 182 176 s	81.6% 1,185	232 187 181	39.5% 78.0% 1,170 247 191 185
- Of W Corpo rates hich: Speci alised Lend ing 472 195 165 161	82.8% 458	208 169 165	75.1% 79.2% 446 221 173 169 76.4%
Corpo rates - Of W hich: SME 0 0 0 0	39.7% 0	0 0 0	40.2% 0 0 0 0 40.4%
Retai l 26 1 0 0	18.9% 26	1 0 0	20.1% 26 1 0 0 19.7%
Retai l - Se cured al est ate p ty 18 1 0 0 on re roper	16.3% 18	1 0 0	17.6% 18 1 0 0 17.3%
Retail - Sec ured o n real estat erty - Of W hich: SME 0 0 0 0 - e prop	0	0 0 0 -	0 0 0 0 -
bou Lux em rg Retail - Sec ured o n real estat erty - Of W hich: non-S ME 18 0 0 e prop 1	16.3% 18	0 0 1	17.6% 18 0 0 17.3% 1
Retai l - Qu alifyi ng Re volvi 1 0 0 0 ng	55.6% 1	0 0 0	56.8% 1 0 0 0 57.3%
Retai l - Ot her R etail 7 0 0 0	41.2% 7	0 0 0	33.8% 7 0 0 0 30.1%
Retail - Oth er Re tail - O f Whi ch: SM E 0 0 0 0	43.2% 0	0 0 0	43.7% 0 0 0 0 43.9%
Retail - Oth er Re tail - O f Whi ch: no n-SME 6 0 0 0	41.2% 6	0 0 0	33.5% 6 0 0 0 29.7%
Equit 0 0 0 0 - y	0	0 0 0 -	0 0 0 0 -
ritisa tion Secu
Othe -cred it obl igatio ets 0 0 0 0 - r non n ass	0	0 0 0 -	0 0 0 0 -
1,308 217 183 176 IRB T OTAL	81.4% 1,292	233 187 181	77.7% 1,276 248 192 186 74.8%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S rio cena
				31/1 2/20	18				31/1 2/20 19					31/1 2/20	20
		Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of Provi sions	Of w hich: from erfor ming non p expo sures	Ratio Cove rage - erfor ming Non p 1 expo sures
	(mln E UR, % ) Centr al ba nks a nd ce ntral
	nts gove rnme Instit ution s	0 306	0 1	0 2	0	0 - 32.7%	0 306	0 1	0 1	0	0 - 32.9%	0 305	0 2	0 1		0 -
	Corp orate s	3,308	199	106	89	44.6%	3,276	230	113	97	42.0%	3,251	256	117	1 104	33.0%
	Corpo rates - Of W hich: Speci alised Lend ing	717	80	51	46	57.3%	697	100	56	49	49.5%	680	117	60	53	40.5% 45.4%
	Corpo - Of W hich: SME rates	4	0	0	0	35.0%	4	0	0	0	35.3%	4	0	0	0	35.5%
	Retai l	74	1	1	1	40.5%	73	2	1	1	36.7%	73	2	1	1	34.1%
	Retai l - Se cured al est ate p ty on re roper	52	0	0	0	19.4%	52	0	0	0	20.5%	51	1	0	0	20.3%
	Retail - Sec ured o n real estat erty - Of W hich: SME e prop	4	0	0	0	33.5%	4	0	0	0	35.7%	4	0	0	0	37.7%
Net her land s	Retail - Sec ured o n real Of W hich: non-S ME estat erty - e prop	48	0	0	0	17.6%	48	0	0	0	19.0%	48	1	0	0	18.7%
	Retai l - Qu alifyi volvi ng Re ng	5	0	0	0	76.4%	5	0	0	0	69.6%	5	0	0	0	67.9%
	Retai l - Ot her R etail	17	1	1	0	41.8%	17	1	1	1	40.3%	17	1	1	1	39.3%
	Retail - Oth er Re tail - O f Whi ch: SM E	4	1	0	0	39.6%	4	1	0	0	39.5%	4	1	0	0	39.5%
	Retail - Oth er Re tail - O f Whi ch: no n-SME	13	0	0	0	53.2%	13	0	0	0	42.9%	13	0	0	0	38.8%
	Equit y	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	Secu ritisa tion
	Othe -cred it obl igatio ets r non n ass	0	0	0		0 -	0	0	0		0 -	0	0	0		0 -
	OTAL IRB T	3,688	202	108	90	44.6%	3,656	234	115	98	41.9%	3,630	260	119	105	40.4%

Commerzbank AG

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun				Of wh ich:
		Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	(mln E UR, % )
	Centr al go ents ntral banks vernm or ce	53,96 1	0	371	0	21,74 7	44	12	0	0.3%
	Regio nal g s or l ocal a uthor ities ment overn	20,87 6	0	1,296	0	13,42 9	11	23	0	0.2%
	Publi tor e ntitie c sec s	6,852	0	325	0	2,596	24	1	0	0.0%
	Multi latera l Dev elopm ent B anks	480	0	0	0	458	5	0	0	0.0%
	Inter natio nal O rgani satio ns	219	0	0	0	0	0	0	0	0.0%
	Instit ution s	3,220	0	498	0	1,805	1	0	0	0.0%
	Corpo rates	8,959	192	6,409	294	6,407	340	85	74	21.9%
	of which : SME	494	15	420	21	478	37	16	15	41.2%
	Retai l	4,286	65	3,336	74	4,381	218	143	105	48.0%
Com rzba nk A G	of which : SME	18	0	11	0	18	9	8	8	85.4%
me	Secur ed by mort on im ble p ty gages mova roper	504	0	752	0	1,864	0	5	0	0.0%
	of which : SME	15	0	25	0	45	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	97	0	133	0	93	0	0	0	0.0%
	Cove red b onds	6	0	1	0	6	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	2	0	0	0	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	2,691	0	837	0	2,691	0	0	0	0.0%
	Equit y			1,371	0	886	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s			6,462	0	2,835	0	0	0	0.0%
	Stand ardis ed To tal	105,7 79	257	21,79 1	369	59,19 8	642	268	179	27.9%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun				Of wh ich:
		Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures
	(mln E ) UR, %
	Centr al go ents ntral banks vernm or ce	29,86 5	0	0	0	3,558	5	0	0	0.0%
	Regio nal g s or l ocal a uthor ities ment overn	13,69 6	0	2	0	9,500	10	0	0	0.0%
	Publi ntitie tor e c sec s	6,147	0	180	0	2,035	24	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	2,477	0	332	0	1,574	1	0	0	0.0%
	Corpo rates	2,310	17	2,248	22	2,204	22	11	6	24.9%
	of which : SME	40	2	37	2	40	5	3	3	60.8%
	Retai l	3,706	63	2,777	70	3,727	143	113	79	55.1%
Ger	of which : SME	14	0	8	0	14	0	0	0	0.0%
ma ny	Secur ed by on im ble p mort ty gages mova roper	202	0	83	0	203	0	0	0	0.0%
	of which : SME	11	0	4	0	11	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	64	0	95	0	64	0	0	0	0.0%
	Cove red b onds	3	0	0	0	3	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	2,291	0	666	0	2,291	0	0	0	0.0%
	Equit y					690	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s					2,709	0	0	0
	Stand ardis ed To tal	64,00 4	80	13,18 0	92	28,55 6	206	125	84	0.0% 40.9%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	Centr al go ntral banks ents vernm or ce	8,297	0	7	0	3,872	0	0	0	4.9%
	Regio nal g s or l ocal a uthor ities ment overn	177	0	46	0	166	0	0	0	8.4%
	Publi tor e ntitie c sec s	11	0	6	0	20	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	98	0	17	0	62	0	0	0	0.0%
	Corpo rates	1,609	52	1,837	95	1,605	98	43	39	40.3%
	of which : SME	319	13	327	19	312	32	13	12	38.2%
	Retai l	199	1	195	2	192	29	26	25	88.1%
	of which : SME	1	0	1	0	0	9	8	8	85.9%
Pola nd	ed by on im ble p Secur mort ty gages mova roper	209	0	503	0	1,661	0	4	0	0.0%
	of which : SME	5	0	21	0	34	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	8	0	0	0	4	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0	0	0	0	0.0%
	Equit y					32	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s					7	0	0	0	0.0%
	Stand ardis ed To tal	10,64 8	53	3,056	97	7,621	126	74	65	51.1%

Commerzbank AG

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce	1,189	0	0	0	1,189	0	0	0
	Regio nal g ment s or l ocal a uthor ities overn	3,118	0	624	0	43	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0	0	0	0	0.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	156	0	45	0	68	0	0	0	0.0%
	Corpo rates	3,841	1	1,172	2	1,488	0	0	0	0.0% 98.9%
	of which : SME	100	0	13	0	90	0	0	0	0.0%
	Retai l	1	0	0	0	1	0	0	0	50.2%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
Uni ted Kin dom g	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	6	0	8	0	6	0	0	0	0.0%
	red b onds Cove	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0	0	0	0	0.0%
	Equit y					6	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s					43	0	0	0	0.0%
	Stand ardis ed To tal	8,360	1	1,963	2	2,844	0	0	0	51.4%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	0	0	0	0	0	0	0	0	0.0%
	Regio nal g ment s or l ocal a uthor ities overn	0	0	0	0	0	0	0	0	0.0%
	Publi ntitie tor e c sec s	0	0	0	0	0	0	0	0	0.0%
	Multi latera l Dev elopm anks ent B	0	0	0	0	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	35	0	16	0	0	0	0	0	0.0%
	Corpo rates	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Retai l	20	0	15	0	20	0	0	0	61.8%
Sw rlan d itze	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Secur ed by on im ble p mort ty gages mova roper	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	0	0	0	0	0	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0	0	0	0	0.0%
	Equit y					5	0	0	0	0.0%
	itisat ion Secur
	Othe r exp osure s					0	0	0	0	0.0%
	Stand ardis ed To tal	60	0	36	0	25	0	0	0	61.8%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce	140	0	0	0	140	0	0	0	0.0%
	Regio nal g s or l ocal a uthor ities ment overn	1,507	0	394	0	1,507	0	2	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	111	0	5	0	0	0	0	0	0.0%
	Corpo rates	595	8	451	12	569	8	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Retai l	1	0	0	0	1	0	0	0	51.1%
ted Uni Sta tes	of which : SME	0	0	0	0	0	0	0	0	0.0%
	ed by on im ble p Secur mort ty gages mova roper	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	10	0	15	0	10	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	2	0	0	0	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0	0	0	0	0.0%
	Equit y					77	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s					0	0	0	0	0.0%
	Stand ardis ed To tal	2,454	8	961	12	2,304	8	2	0	0.2%

Commerzbank AG

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E ) UR, %	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	al go ntral banks Centr ents vernm or ce	8,847	0	87	0	8,594	0	10	0	0.0%
	Regio nal g ment s or l ocal a uthor ities overn	402	0	105	0	402	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0	0	0	0	0.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	0	0	0	0	0	0	0	0	0.0%
	Corpo rates	5	105	5	158	5	102	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Retai l	0	0	0	0	0	0	0	0	60.3%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
Ital y	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	0	0	0	0	0	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0	0	0	0	0.0%
	Equit y					0	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s					0	0	0	0	0.0%
	Stand ardis ed To tal	9,254	105	197	158	9,001	102	10	0	0.0%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

						ted Resta
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	116	0	0	0	90	0	0	0	0.0%
	Regio nal g s or l ocal a uthor ities ment overn	0	0	0	0	0	0	0	0	0.0%
	Publi ntitie tor e c sec s	676	0	135	0	523	0	1	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	197	0	8	0	11	0	0	0	0.0%
	Corpo rates	35	0	19	0	0	0	0	0	24.1%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Retai l	1	0	0	0	1	0	0	0	57.4%
Fra	of which : SME	0	0	0	0	0	0	0	0	0.0%
nce	ed by on im ble p Secur mort ty gages mova roper	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	2	0	3	0	2	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	50	0	28	0	50	0	0	0	0.0%
	Equit y					0	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s					5	0	0	0	0.0%
	Stand ardis ed To tal	1,082	0	199	1	682	0	1	0	29.0%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E ) UR, %	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	al go ntral banks Centr ents vernm or ce	0	0	0	0	0	0	0	0	0.0%
	Regio nal g ment s or l ocal a uthor ities overn	0	0	0	0	0	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0	0	0	0	0.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	0	0	0	0	0	0	0	0	0.0%
	Corpo rates	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Retai l	0	0	0	0	0	0	0	0	23.7%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
Chi na	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	0	0	0	0	0	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0	0	0	0
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0	0	0	0	0.0%
	Equit y					0	0	0	0	0.0% 0.0%
	Secur itisat ion
	Othe r exp osure s					0	0	0	0	0.0%
	Stand ardis ed To tal	0	0	0	0	0	0	0	0	23.7%

Commerzbank AG

						Resta ted
						31/1 2/20 17
		Expo sure	value s	Risk e xpos	ts ure a moun
	(mln E UR, % )	Non-d efault ed	Defau lted	Non-d efault ed	Defau lted	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	Centr al go ntral banks ents vernm or ce	150	0	0	0	150	0	0	0	0.0%
	Regio nal g ment s or l ocal a uthor ities overn	0	0	0	0	0	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	224	0	0	0	224	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0	0	0	0	0.0%
	Instit ution s	3	0	1	0	3	0	0	0	0.0%
	Corpo rates	78	0	91	0	78	0	0	0	0.0%
	of which : SME	35	0	43	0	35	0	0	0	0.0%
	Retai l	0	0	0	0	0	0	0	0	47.7%
Lux bou	of which : SME	0	0	0	0	0	0	0	0	0.0%
em rg	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	0	0	0	0	0	0	0	0	0.0%
	red b onds Cove	0	0	0	0	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0	0	0	0	0.0%
	Equit y					1	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s					63	0	0	0	0.0%
	Stand ardis ed To tal	571	0	302	0	520	0	0	0	47.7%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

31/1 2/20 17 Expo value Risk e ts sure s xpos ure a moun Of wh ich: Non	Cove Ratio rage - Non p erfor ming 1 expo sures
Perfo rming Stock of from non perfo rming provi sions perfo rming sure1 Non-d efault ed Defau lted Non-d efault ed Defau lted expo sure1 expo (mln E ) UR, % expo sures
271 0 0 0 87 0 0 Centr al go ents ntral banks vernm or ce	0 0.0%
0 0 0 0 0 0 0 Regio nal g ment s or l ocal a uthor ities overn	0 0.0%
Publi tor e ntitie 0 0 0 0 0 0 0 c sec s	0 0.0%
Multi latera l Dev elopm ent B anks 0 0 0 0 0 0 0	0 0.0%
natio nal O rgani satio 0 0 0 0 0 0 0 Inter ns	0 0.0%
0 0 0 0 0 0 0 Instit ution s	0 0.0%
Corpo rates 24 0 24 0 0 0 0	0 0.0%
of which : SME 0 0 0 0 0 0 0	0 0.0%
Retai l 1 0 0 0 1 0 0	0 68.3%
0 0 0 0 0 0 0 of which : SME Net her land	0 0.0%
s Secur ed by mort on im ble p ty 0 0 0 0 0 0 0 gages mova roper	0 0.0%
of which : SME 0 0 0 0 0 0 0	0 0.0%
ociat ed w ith pa rticul arly h igh ri sk 0 0 0 0 0 0 0 Item s ass	0 0.0%
1 0 0 0 1 0 0 Cove red b onds	0 0.0%
Claim instit ution s and s wit h a ST cred it ass 0 0 0 0 0 0 0 orate ent s on corp essm	0 0.0%
0 0 0 0 0 0 0 Colle ctive inves tmen ts un derta kings (CIU )	0 0.0%
0 0 Equit 1 y	0 0.0%
Secur itisat ion
Othe 0 0 0 r exp osure s	0 0.0%
297 0 26 0 90 0 0 Stand ardis ed To tal	0 68.3%

Commerzbank AG

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures
	al go ntral banks Centr ents vernm or ce	21,71 6	75	86	14	18.3%	21,68 4	107	80	23	21.8%	21,65 4	137	77	33
	Regio nal g ment s or l ocal a uthor ities overn	13,41 8	21	14	8	36.3%	13,40 8	32	18	12	36.3%	13,39 7	42	21	15	23.7%
	Publi ntitie tor e c sec s	2,587	33	29	7	20.8%	2,578	43	28	11	25.8%	2,567	53	33	15	36.3% 29.0%
	Multi latera l Dev elopm anks ent B	458	5	5	5	97.7%	458	6	5	5	95.1%	457	6	6	5	92.4%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	1,804	2	1	0	19.8%	1,802	4	1	1	23.4%	1,801	5	2	1	26.7%
	Corpo rates	6,375	372	193	166	44.7%	6,346	401	200	179	44.7%	6,319	428	212	190	44.4%
	of which : SME	475	40	20	17	44.1%	473	42	20	19	44.8%	471	44	23	20	44.7%
	Retai l	4,319	280	211	167	59.8%	4,259	339	252	203	59.9%	4,206	392	284	235	60.0%
	of which : SME	18	9	8	8	85.2%	17	10	8	8	84.2%	17	10	8	8	83.5%
rzba nk A Com G me	Secur ed by mort on im ble p ty gages mova roper	1,855	9	10	3	32.6%	1,849	14	8	4	25.3%	1,843	21	10	5	21.9%
	of which : SME	44	1	1	0	46.5%	44	1	1	0	45.3%	44	1	1	1	37.1%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	91	1	2	1	68.9%	90	2	3	2	65.3%	89	3	3	2	62.5%
	Cove red b onds	6	0	0	0	0.0%	6	0	0	0	0.0%	6	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	2,669	23	25	8	37.2%	2,644	47	36	18	37.4%	2,617	75	48	28	37.4%
	Equit y	878	7	6	2	24.5%	870	16	8	4	24.4%	861	25	10	6	24.2%
	Secur itisat ion
	Othe r exp osure s	2,811	24	1	0	1.7%	2,785	50	2	1	1.7%	2,755	80	2	1	1.7%
	Stand ardis ed To tal	58,98 7	852	584	382	44.8%	58,77 9	1061	641	462	43.6%	58,57 2	1268	708	538	42.4%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce	3,558	5	3	2	40.0%	3,558	6	4	2	40.0%	3,558	6	4	2	40.0%
	Regio nal g ment s or l ocal a uthor ities overn	9,497	13	7	5	40.0%	9,494	17	9	7	40.0%	9,490	20	10	8	40.0%
	Publi tor e ntitie c sec s	2,028	31	14	6	18.5%	2,020	39	17	9	22.6%	2,011	48	22	12	25.5%
	Multi latera l Dev elopm anks ent B	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	1,573	1	1	0	20.8%	1,573	2	1	1	29.3%	1,572	3	1	1	34.1%
	Corpo rates	2,199	27	23	17	64.2%	2,195	31	23	18	59.2%	2,190	36	24	20	55.4%
	of which : SME	40	5	3	3	58.7%	40	6	4	3	57.0%	39	6	4	3	55.5%
	Retai l	3,669	201	156	118	58.9%	3,615	254	189	149	58.6%	3,568	301	214	176	58.3%
Ger ma	of which : SME	14	0	0	0	36.2%	14	0	0	0	35.8%	14	0	0	0	35.1%
ny	Secur ed by mort on im ble p ty gages mova roper	201	1	1	0	14.0%	200	3	1	0	13.7%	199	4	1	1	13.5%
	of which : SME	11	0	0	0	25.1%	11	0	0	0	24.0%	10	0	0	0	23.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	63	1	2	1	73.7%	62	2	2	1	69.9%	61	3	3	2	66.5%
	Cove red b onds	3	0	0	0	0.0%	3	0	0	0	0.0%	3	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	2,271	19	22	7	37.2%	2,250	41	31	15	37.4%	2,225	65	42	24	37.4%
	Equit y	684	6	5	1	24.7%	677	13	7	3	24.8%	670	20	9	5	24.7%
	Secur itisat ion
	Othe r exp osure s	2,686	23	1	0	1.7%	2,661	48	2	1	1.7%	2,632	77	2	1	1.7%
	Stand ardis ed To tal	28,43 3	329	234	159	48.3%	28,30 7	455	285	207	45.4%	28,18 0	582	332	252	43.3%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Basel ine S cenar	io
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	3,869	3	1	1	40.0%	3,865	6		3 3	40.0%	3,862	10	4	4	40.0%
	Regio nal g ment s or l ocal a uthor ities overn	166	1	0	0	20.7%	165	2		1 1	37.9%	164	3	1	1	42.6%
	Publi ntitie tor e c sec s	20	0	0	0	50.0%	20	0		0 0	50.0%	20	0	0	0	50.0%
	Multi latera l Dev elopm anks ent B	0	0	0	0	0.0%	0	0		0 0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0		0 0	0.0%	0	0	0	0	0.0%
	Instit ution s	62	0	0	0	50.0%	62	0		0 0	42.5%	62	0	0	0	60.4%
	Corpo rates	1,595	107	52	46	42.5%	1,587	116	57	51	44.4%	1,578	124	64	56	45.1%
	of which : SME	310	34	16	14	41.7%	309	35	16	15	42.6%	307	37	18	16	42.7%
	Retai l	190	30	27	26	84.8%	190	31	27	26	83.8%	189	32	27	26	82.8%
Pola nd	of which : SME	0	9	8	8	85.8%	0	9		8 8	85.4%	0	9	8	8	85.1%
	Secur ed by mort on im ble p ty gages mova roper	1,653	8	10	3	35.8%	1,649	12		7 3	27.9%	1,643	17	9	4	23.7%
	of which : SME	34	1	1	0	50.0%	34	1		1 0	50.0%	33	1	1	0	40.1%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	4	0	0	0	50.0%	4	0		0 0	50.0%	4	0	0	0	50.0%
	Cove red b onds	0	0	0	0	0.0%	0	0		0 0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0.0%	0	0		0 0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	50.0%	0	0		0 0	50.0%	0	0	0	0	50.0%
	Equit y	32	0	0	0	0.0%	32	0		0 0	0.0%	32	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s	7	0	0	0	50.0%	7	0		0 0	50.0%	7	0	0	0	50.0%
	Stand ardis ed To tal	7,598	150	91	76	50.6%	7,581	167	95	84	50.3%	7,562	186	106	91	49.2%

Commerzbank AG

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce	1,189	0	0	0	40.0%	1,189	0	0	0	40.0%	1,189	0	0	0	40.0%
	Regio nal g s or l ocal a uthor ities ment overn	43	0	0	0	40.0%	43	0	0	0	40.0%	43	0	0	0	40.0%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	68	0	0	0	2.0%	68	0	0	0	2.3%	68	0	0	0	2.4%
	Corpo rates	1,483	4	8	2	47.9%	1,479	9	10	4	48.5%	1,475	13	12	6	48.8%
	of which : SME	90	0	0	0	50.0%	90	0	0	0	50.0%	90	0	0	0	50.0%
	Retai l	1	0	0	0	60.0%	1	0	0	0	57.6%	1	0	0	0	55.6%
ted Kin dom	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Uni g	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	6	0	0	0	45.0%	6	0	0	0	45.5%	6	0	0	0	45.6%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	6	0	0	0	24.1%	6	0	0	0	24.3%	6	0	0	0	24.4%
	Secur itisat ion
	Othe r exp osure s	43	0	0	0	1.7%	43	1	0	0	1.7%	42	1	0	0	1.7%
	Stand ardis ed To tal	2,839	5	9	2	43.8%	2,834	10	10	4	44.5%	2,829	15	13	7	44.9%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	Centr al go ents ntral banks vernm or ce		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Regio nal g ment s or l ocal a uthor ities overn		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi ntitie tor e c sec s		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm anks ent B		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Corpo rates		0 0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	50.0%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l	20	0	0	0	56.0%	20	1	0	0	54.3%	20	1	0	0	53.5%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Sw itze rlan d	Secur ed by mort on im ble p ty gages mova roper		0 0	0	0	4.2%	0	0	0	0	4.4%	0	0	0	0	4.6%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Cove red b onds		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y		5 0	0	0	24.1%	5	0	0	0	24.3%	5	0	0	0	24.4%
	Secur itisat ion
	Othe r exp osure s		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Stand ardis ed To tal	25	0	0	0	52.1%	25	1	0	0	50.0%	25	1	1	0	49.1%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Of wh ich: Stock of from non provi sions perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce	140	0	0	0	4.5%	139	1	0	0	4.5%	139	1	0	0 4.5%
	Regio nal g s or l ocal a uthor ities ment overn	1,504	3	2	1	25.8%	1,502	5	2	1	26.0%	1,500	7	3	2 26.0%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Instit ution s	0	0	0	0	41.4%	0	0	0	0	41.5%	0	0	0	0 41.6%
	Corpo rates	568	9	9	8	94.7%	567	10	10	9	89.4%	565	12	11	10 84.4%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Retai l	1	0	0	0	59.1%	1	0	0	0	58.8%	1	0	0	0 58.7%
ted Uni Sta tes	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	ed by on im ble p Secur mort ty gages mova roper	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0 50.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	10	0	0	0	45.0%	10	0	0	0	45.4%	10	0	0	0 45.6%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Equit y	76	1	1	0	32.6%	75	1	1	0	31.6%	75	2	1	1 30.7%
	Secur itisat ion
	Othe r exp osure s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0 0.0%
	Stand ardis ed To tal	2,299	13	12	9	74.1%	2,294	17	13	11	62.3%	2,290	22	15 12	55.8%

Commerzbank AG

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions perfo expo	Of wh ich: from non rming sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	Centr al go ents ntral banks vernm or ce	8,576	19	76	7	40.0%	8,557	37	67	15	40.0%	8,539	55	62	22	40.0%
	Regio nal g s or l ocal a uthor ities ment overn	401	1	1	0	40.0%	400	2	1	1	40.0%	399	3	2	1	40.0%
	Publi ntitie tor e c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Corpo rates	5	102	39	39	38.0%	5	102	39	39	38.0%	5	102	39	39	38.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l	0	0	0	0	60.0%	0	0	0	0	60.4%	0	0	0	0	60.4%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Ital y	ed by on im ble p Secur mort ty gages mova roper	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	0	0	0	0	24.1%	0	0	0	0	24.3%	0	0	0	0	24.4%
	Secur itisat ion
	Othe r exp osure s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Stand ardis ed To tal	8,982	122	116	47	38.3%	8,962	142	107	55	38.5%	8,943	160	103	62	38.7%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	90	0	0	0	40.0%	90	0	0	0	40.0%	90	0	0	0	40.0%
	Regio nal g s or l ocal a uthor ities ment overn		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi ntitie tor e c sec s	521	2	16	1	65.0%	520	3	11	2	65.6%	518	5	12	3	65.9%
	Multi latera l Dev elopm ent B anks		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	11	0	0	0	1.1%	11	0	0	0	1.2%	11	0	0	0	1.2%
	Corpo rates		0 0	0	0	32.2%	0	0	0	0	32.2%	0	0	0	0	32.2%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l		0 1	0	0	59.3%	1	0	0	0	59.0%	1	0	0	0	58.6%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Fra nce	Secur ed by on im ble p mort ty gages mova roper		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass		2 0	0	0	45.0%	2	0	0	0	45.5%	2	0	0	0	45.6%
	Cove red b onds		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	50	0	0	0	37.4%	49	1	1	0	37.8%	49	1	1	0	37.9%
	Equit y		0 0	0	0	24.1%	0	0	0	0	24.3%	0	0	0	0	24.4%
	itisat ion Secur
	Othe r exp osure s		5 0	0	0	0.0%	5	0	0	0	0.0%	5	0	0	0	0.0%
	Stand ardis ed To tal	680	3	16	1	52.2%	678	5	12	3	54.2%	676	7	13	4	55.2%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

31/1 2/20 18 31/1 2/20 19 31/1 2/20 20 Of wh ich: Of wh ich: Of wh ich: Non Cove Ratio Non Cove Ratio Non Cove rage rage - - Perfo rming Stock of from Perfo rming Stock of from Perfo rming Stock of from non non non perfo rming Non p erfor ming perfo rming Non p erfor ming perfo rming Non p sure1 provi sions perfo rming sure1 provi sions perfo rming sure1 provi sions perfo rming expo expo expo sure1 1 sure1 1 sure1 expo expo sures expo expo sures expo expo sures expo sures expo sures (mln E UR, % ) 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 Centr al go ents ntral banks vernm or ce Regio nal g s or l ocal a uthor ities 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 ment overn Publi ntitie 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 tor e c sec s 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 Multi latera l Dev elopm ent B anks 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 Inter natio nal O rgani satio ns Instit ution 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 s Corpo 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 rates 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 of which : SME 0 0 0 0 30.5% 0 0 0 0 19.0% 0 0 0 0 Retai l
	Ratio rage - erfor ming 1 expo sures
	0.0%
	0.0%
	0.0%
	0.0%
	0.0%
	0.0%
	0.0%
	0.0%
	13.6%
of which : SME 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 Chi na	0.0%
Secur ed by on im ble p 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 mort ty gages mova roper	0.0%
of 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 which : SME	0.0%
0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 Item ociat ed w ith pa rticul arly h igh ri sk s ass	0.0%
Cove red b onds 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0	0.0%
Claim instit ution s and s wit h a ST cred it ass 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 orate ent s on corp essm	0.0%
Colle ctive inves tmen ts un derta kings (CIU ) 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0	0.0%
Equit 0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 y	0.0%
itisat ion Secur
0 0 0 0 0.0% 0 0 0 0 0.0% 0 0 0 0 Othe r exp osure s	0.0%
Stand ardis ed To tal 0 0 0 0 30.5% 0 0 0 0 19.0% 0 0 0 0	13.6%

Commerzbank AG

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20	20
	(mln E ) UR, %	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	al go ntral banks Centr ents vernm or ce	150	0	0	0	0.0%	150	0	0	0	20.0%	150	0	0	0	26.7%
	Regio nal g ment s or l ocal a uthor ities overn	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	224	0	0	0	50.0%	224	0	0	0	50.0%	224	0	0	0	50.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	3	0	0	0	41.3%	3	0	0	0	41.5%	3	0	0	0	41.6%
	Corpo rates	77	1	1	1	50.9%	76	2	2	1	51.2%	75	3	2	2	51.2%
	of which : SME	35	0	0	0	50.0%	34	1	1	0	50.0%	34	1	1	1	50.0%
	Retai l	0	0	0	0	66.9%	0	0	0	0	65.5%	0	0	0	0	64.5%
bou	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Lux em rg	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	1	0	0	0	97.2%	1	0	0	0	98.2%	1	0	0	0	98.6%
	Secur itisat ion
	Othe r exp osure s	63	1	0	0	1.7%	62	1	0	0	1.7%	62	2	0	0	1.7%
	Stand ardis ed To tal	518	2	1	1	37.1%	516	4	2	1	36.8%	515	5	2	2	36.6%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Basel ine S io cenar
				31/1 2/20 18					31/1 2/20 19					31/1 2/20 20
	(mln E ) UR, %	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	al go ntral banks Centr ents vernm or ce	87	0	0	0	40.0%	87	0	0	0	40.0%	87	0	0	0	40.0%
	Regio nal g ment s or l ocal a uthor ities overn	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Corpo rates	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	50.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l	1	0	0	0	62.0%	1	0	0	0	57.9%	1	0	0	0	55.3%
Net her land	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
s	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	4.4%	0	0	0	0	4.4%	0	0	0	0	4.4%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Cove red b onds	1	0	0	0	0.0%	1	0	0	0	0.0%	1	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	1	0	0	0	24.1%	1	0	0	0	24.3%	1	0	0	0	24.4%
	Secur itisat ion
	Othe r exp osure s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Stand ardis ed To tal	90	0	0	0	56.6%	89	0	0	0	50.4%	89	0	0	0	46.7%

Commerzbank AG

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	21,64 6	145	160	36	25.2%	21,60 2	189	127	49	26.0%	21,55 9	232	123	62	26.9%
	Regio nal g ment s or l ocal a uthor ities overn	13,37 3	67	70	24	36.3%	13,35 8	81	40	29	36.2%	13,34 5	95	44	35	36.5%
	Publi ntitie tor e c sec s	2,582	38	53	9	22.8%	2,570	50	44	14	27.9%	2,558	62	44	19	30.6%
	Multi latera l Dev elopm anks ent B	458	6	6	5	94.3%	457	6	6	5	90.6%	457	6	6	6	87.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	1,803	3	2	1	19.6%	1,802	4	2	1	22.7%	1,800	6	2	2	26.3%
	Corpo rates	6,368	378	212	173	45.7%	6,334	413	222	190	46.1%	6,306	441	230	202	45.8%
	of which : SME	475	40	21	19	46.9%	473	42	22	20	47.7%	470	45	25	21	47.4%
	Retai l	4,312	286	236	171	59.6%	4,233	366	296	217	59.4%	4,170	428	318	254	59.4%
	of which : SME	18	9	8	8	85.1%	17	10	8	8	84.1%	17	10	8	8	83.3%
Com rzba nk A G me	Secur ed by on im ble p mort ty gages mova roper	1,849	14	10	2	16.3%	1,838	26	10	4	16.1%	1,827	37	13	7	17.7%
	of which : SME	44	1	1	0	46.6%	44	1	1	0	45.3%	44	2	1	1	37.9%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	91	2	3	1	67.5%	90	3	4	2	63.8%	89	4	4	3	61.7%
	Cove red b onds	6	0	0	0	0.0%	6	0	0	0	0.0%	6	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	2,664	28	39	11	37.9%	2,630	62	58	24	38.5%	2,599	93	65	36
	Equit y	876	9	9	2	25.0%	865	21	13	5	25.6%	855	31	14	8	38.7%
	Secur itisat ion															25.8%
	Othe r exp osure s	2,806	29	2	1	2.0%	2,770	65	4	1	2.2%	2,735	99	4	2
	Stand ardis ed To tal	58,83 5	1005	803	436	43.4%	58,55 4	1285	826	543	42.2%	58,30 5	1534	868	634	2.3% 41.3%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20 20
	(mln E ) UR, %	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	3,558		5 3	2	40.0%	3,558	6	3	2	40.0%	3,557	6	3	2	40.0%
	Regio nal g s or l ocal a uthor ities ment overn	9,476	35	19	14	40.0%	9,472	39	19	15	40.0%	9,467	43	21	17	40.0%
	Publi ntitie tor e c sec s	2,023	36	24	7	20.8%	2,013	46	25	12	25.0%	2,003	56	29	15	27.5%
	Multi latera l Dev elopm ent B anks	0		0 0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0		0 0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	1,573		2 1	0	23.3%	1,573	2	1	1	31.2%	1,572	3	2	1	35.6%
	Corpo rates	2,198	28	27	18	62.5%	2,191	35	28	20	56.1%	2,186	40	27	21	52.5%
	of which : SME	40		5 4	3	58.4%	39	6	4	3	56.4%	39	6	4	3	54.9%
	Retai l	3,663	207	180	121	58.7%	3,590	280	232	163	58.2%	3,535	335	247	194	57.9%
Ger	of which : SME	14		0 0	0	35.7%	14	0	0	0	35.6%	14	0	0	0	35.3%
ma ny	Secur ed by on im ble p mort ty gages mova roper	200		2 1	0	16.5%	198	5	2	1	17.6%	196	7	2	1	17.7%
	of which : SME	11		0 0	0	31.2%	10	0	0	0	31.8%	10	0	0	0	32.3%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	62		1 3	1	73.2%	61	2	3	2	68.6%	60	3	3	2	65.6%
	Cove red b onds	3		0 0	0	0.0%	3	0	0	0	0.0%	3	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0		0 0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	2,267	23	33	9	38.0%	2,237	53	51	20	38.6%	2,209	81	58	32	38.9%
	Equit y	683		7 7	2	25.5%	673	16	11	4	26.2%	665	25	12	7	26.4%
	Secur itisat ion
	Othe r exp osure s	2,681	28	2	1	2.0%	2,646	63	3	1	2.2%	2,612	96	4	2	2.3%
	Stand ardis ed To tal	28,38 8	374	302	175	46.9%	28,21 6	547	379	241	44.1%	28,06 6	696	409	295	42.4%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S	io cenar
				31/1 2/20	18				31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	3,868	4	1	1	40.0%	3,864	8	3	3	40.0%	3,860	11	5	5	40.0%
	Regio nal g s or l ocal a uthor ities ment overn	165	1	0	0	20.8%	165	2	1	1	41.2%	164	3	2	2	56.3%
	Publi ntitie tor e c sec s	20	0	0	0	50.0%	20	0	0	0	50.0%	20	0	0	0	50.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	62	0	0	0	50.0%	62	0	0	0	42.5%	62	0	0	0	59.5%
	Corpo rates	1,595	107	54	48	45.1%	1,586	116	63	56	48.2%	1,577	125	71	61	48.8%
	of which : SME	310	34	17	15	45.0%	309	35	18	16	46.2%	307	37	20	17	46.0%
	Retai l	190	31	27	26	83.7%	189	32	27	26	81.6%	187	33	28	27	79.7%
Pola nd	of which : SME	0	9	8	8	85.8%	0	9	8	8	85.4%	0	9	8	8	85.1%
	ed by on im ble p Secur mort ty gages mova roper	1,649	12	8	2	16.3%	1,640	21	8	3	15.7%	1,631	30	11	5	17.7%
	of which : SME	34	1	1	0	50.0%	34	1	1	0	50.0%	33	1	1	0	39.7%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	4	0	0	0	50.0%	4	0	0	0	50.0%	4	0	0	0	50.0%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	50.0%
	Equit y	32	0	0	0	0.0%	32	0	0	0	0.0%	32	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s	7	0	0	0	50.0%	7	0	0	0	50.0%	7	0	0	0	50.0%
	Stand ardis ed To tal	7,593	155	92	78	50.3%	7,569	179	103	90	50.0%	7,545	203	116	99	49.0%

Commerzbank AG

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	Centr al go ents ntral banks vernm or ce	1,189	0	0	0	40.0%	1,189	1	0	0	40.0%	1,188	1	0	0	40.0%
	Regio nal g ment s or l ocal a uthor ities overn	43	0	0	0	40.0%	43	0	0	0	40.0%	43	0	0	0	40.0%
	Publi ntitie tor e c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm anks ent B	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	68	0	0	0	1.4%	68	0	0	0	1.9%	68	0	0	0	2.0%
	Corpo rates	1,482	6	16	3	48.0%	1,476	12	16	6	48.6%	1,471	16	15	8	48.8%
	of which : SME	90	0	0	0	50.0%	90	0	0	0	50.0%	90	0	0	0	50.0%
	Retai l	1	0	0	0	59.3%	1	0	0	0	56.2%	1	0	0	0	53.8%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Uni ted Kin dom g	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	6	0	0	0	45.0%	6	0	0	0	45.5%	5	0	0	0	45.7%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	6	0	0	0	24.1%	6	0	0	0	24.3%	6	0	0	0	24.5%
	Secur itisat ion
	Othe r exp osure s	43	0	0	0	1.7%	42	1	0	0	1.7%	42	1	0	0	1.7%
	Stand ardis ed To tal	2,837	7	16	3	43.5%	2,830	14	16	6	44.3%	2,825	19	16	9	44.7%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

								Adve rse S cenar	io
			31/1 2/20	18				31/1 2/20	19				31/1 2/20	20
(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
Centr al go ents ntral banks vernm or ce	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Regio nal g s or l ocal a uthor ities ment overn	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Publi ntitie tor e c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Instit ution s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Corpo rates	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	46.5%
of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Retai l	20	0	0	0	55.4%	20	1	1	0	53.4%	20	1	1	0	52.5%
of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
rlan d Sw itze Secur ed by on im ble p mort ty gages mova roper	0	0	0	0	2.4%	0	0	0	0	2.5%	0	0	0	0	3.5%
of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Item ociat ed w ith pa rticul arly h igh ri sk s ass	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Equit y	5	0	0	0	24.1%	5	0	0	0	24.3%	5	0	0	0	24.4%
itisat ion Secur
Othe r exp osure s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Stand ardis ed To tal	25	0	1	0	51.5%	25	1	1	0	49.2%	25	1	1	0	48.3%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce	139	1	0	0	4.5%	138	2	0	0	4.6%	138	2	0	0	4.6%
	Regio nal g ment s or l ocal a uthor ities overn	1,498	9	10	2	24.3%	1,494	13	6	3	24.9%	1,491	16	5	4	24.9%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	0	0	0	0	41.4%	0	0	0	0	41.6%	0	0	0	0	41.7%
	Corpo rates	567	10	10	9	91.7%	565	12	11	10	83.6%	564	13	11	10	80.6%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l	1	0	0	0	58.7%	1	0	0	0	58.3%	1	0	0	0	58.2%
Uni ted Sta tes	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	50.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	10	0	0	0	45.0%	10	0	0	0	45.4%	10	0	0	0	45.7%
	red b onds Cove	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	76	1	1	0	32.2%	74	2	2	1	30.7%	74	3	1	1	30.4%
	Secur itisat ion
	Othe r exp osure s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Stand ardis ed To tal	2,290	21	22	11	53.4%	2,282	30	19	14	47.8%	2,277	35	18	16	45.1%

Commerzbank AG

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20	20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor Non p ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	8,525	69	129	28	40.0%	8,501	93	111	37	40.0%	8,476	118	104	47	40.0%
	Regio nal g s or l ocal a uthor ities ment overn	398	4	3	2	40.0%	396	5	3	2	40.0%	395	7	3	3	40.0%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Corpo rates	5	102	39	39	38.0%	5	102	39	39	38.0%	5	102	39	39	38.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l	0	0	0	0	60.0%	0	0	0	0	60.3%	0	0	0	0	60.2%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Ital y	ed by on im ble p Secur mort ty gages mova roper	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	0	0	0	0	24.1%	0	0	0	0	24.3%	0	0	0	0	24.4%
	Secur itisat ion
	Othe r exp osure s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Stand ardis ed To tal	8,928	175	171	68	38.8%	8,903	201	152	78	39.0%	8,877	227	146	89	39.1%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce	90	0	0	0	40.0%	90	0	0	0	40.0%	90	0	0	0	40.0%
	Regio nal g s or l ocal a uthor ities ment overn		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi tor e ntitie c sec s	521	2	29	1	65.0%	519	4	18	2	65.6%	518	5	15	3	65.9%
	Multi latera l Dev elopm ent B anks		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	11	0	0	0	1.1%	11	0	0	0	1.2%	11	0	0	0	1.2%
	Corpo rates		0 0	0	0	32.2%	0	0	0	0	32.2%	0	0	0	0	32.2%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l		1 0	0	0	59.2%	1	0	0	0	58.7%	1	0	0	0	58.0%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Fra nce	Secur ed by mort on im ble p ty gages mova roper		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass		2 0	0	0	45.0%	2	0	0	0	45.5%	2	0	0	0	45.7%
	Cove red b onds		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	50	0	1	0	37.4%	49	1	1	0	37.7%	49	1	1	0	37.9%
	Equit y		0 0	0	0	24.1%	0	0	0	0	24.3%	0	0	0	0	24.4%
	Secur itisat ion
	Othe r exp osure s		5 0	0	0	0.0%	5	0	0	0	0.0%	5	0	0	0	0.0%
	Stand ardis ed To tal	680	3	29	2	52.5%	677	5	19	3	54.4%	675	7	16	4	55.3%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Ratio Cove rage - Non p erfor ming 1 expo sures
	Centr al go ntral banks ents vernm or ce		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Regio nal g ment s or l ocal a uthor ities overn		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi tor e ntitie c sec s		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Inter natio nal O rgani satio ns		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Corpo rates		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l		0 0	0	0	28.6%	0	0	0	0	16.4%	0	0	0	0	11.3%
Chi	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
na	Secur ed by mort on im ble p ty gages mova roper		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	red b onds Cove		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Secur itisat ion
	Othe r exp osure s		0 0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Stand ardis ed To tal		0 0	0	0	28.6%	0	0	0	0	16.4%	0	0	0	0	11.3%

Commerzbank AG

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20	20
	(mln E ) UR, %	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - Non p erfor ming 1 expo sures
	Centr al go ents ntral banks vernm or ce	150	0	0	0	0.0%	150	0	0	0	20.0%	150	0	0	0	26.7%
	Regio nal g ment s or l ocal a uthor ities overn	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	224	0	0	0	50.0%	224	0	0	0	50.0%	224	0	0	0	50.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	3	0	0	0	41.4%	3	0	0	0	41.6%	3	0	0	0	41.7%
	Corpo rates	77	1	2	1	51.0%	76	2	2	1	51.2%	75	3	2	2	51.2%
	of which : SME	35	0	0	0	50.0%	34	1	1	0	50.0%	34	1	1	1	50.0%
	Retai l	0	0	0	0	66.7%	0	0	0	0	64.8%	0	0	0	0	63.8%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
Lux bou em rg	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	ociat ed w ith pa rticul arly h igh ri sk Item s ass	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Cove red b onds	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Claim instit ution s and s wit h a ST cred it ass orate ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves tmen ts un derta kings (CIU )	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	1	0	0	0	97.2%	1	0	0	0	98.2%	1	0	0	0	98.7%
	Secur itisat ion
	Othe r exp osure s	63	1	0	0	1.7%	62	1	0	0	1.7%	62	2	0	0	1.7%
	Stand ardis ed To tal	518	2	2	1	36.5%	516	4	2	1	36.0%	514	5	2	2	36.1%

¹ Computed as defined in paragraphs 49 and 112 of the Methodological note)

									Adve rse S cenar	io
				31/1 2/20	18				31/1 2/20	19				31/1 2/20 20
	(mln E UR, % )	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures	Perfo rming sure1 expo	Non perfo rming sure1 expo	Stock of provi sions	Of wh ich: from non perfo rming expo sures	Cove Ratio rage - erfor ming Non p 1 expo sures
	Centr al go ntral banks ents vernm or ce	87	0	0	0	40.0%	87	0	0	0	40.0%	87	0	0	0	40.0%
	Regio nal g ment s or l ocal a uthor ities overn	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Publi tor e ntitie c sec s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Multi latera l Dev elopm ent B anks	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	natio nal O rgani satio Inter ns	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Instit ution s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Corpo rates	0	0	0	0	50.0%	0	0	0	0	50.0%	0	0	0	0	50.0%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Retai l	1	0	0	0	61.1%	1	0	0	0	55.9%	1	0	0	0	52.9%
Net her land	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
s	Secur ed by mort on im ble p ty gages mova roper	0	0	0	0	4.4%	0	0	0	0	4.4%	0	0	0	0	4.4%
	of which : SME	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Item ociat ed w ith pa rticul arly h igh ri sk s ass	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	red b onds Cove	1	0	0	0	0.0%	1	0	0	0	0.0%	1	0	0	0	0.0%
	Claim instit ution s and orate s wit h a ST cred it ass ent s on corp essm	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Colle ctive inves derta kings (CIU ) tmen ts un	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Equit y	1	0	0	0	24.1%	1	0	0	0	24.3%	1	0	0	0	24.5%
	Secur itisat ion
	Othe r exp osure s	0	0	0	0	0.0%	0	0	0	0	0.0%	0	0	0	0	0.0%
	Stand ardis ed To tal	89	0	0	0	52.2%	89	0	0	0	45.7%	89	0	0	0	42.4%

2018 EU-wide Stress Test: Securitisations

			Actu al	Rest ated		Base line Scen ario			Adve rse S rio cena
		(mln EUR )	31/ 12/2 017	31/ 12/2 017	31/ 12/2 018	31/ 12/2 019	31/ 12/2 020	31/ 12/2 018	31/ 12/2 019	31/ 12/2 020
	STA		3,96 1	3,96 1
valu Expo sure es	IRB		14,52 7	14,52 7
	l Tota		18,4 88	18,4 88
	STA		1,040	1,040	1,148	1,203	1,256	1,472	1,859	2,17 0
REA	IRB		1,709	1,700	1,817	1,918	2,00 5	2,75 5	4,01 1	5,239
	Tota l		2,74 9	2,74 0	2,96 6	3,12 1	3,26 1	4,22 7	5,87 1	7,40 9
Imp airm ents	Tota l	Tota l ban king boo k ot hers tha ed a t fai r val n as sess ue	1	2	4	1	2	6	4	5

2018 EU-wide Stress Test: Risk exposure amounts

	ual Act	ed Res tat		elin ario Bas e s cen			Adv ario ers e s cen
(m ln E UR)	/12 /20 31 17	31/ 12/ 201 7	31/ 12/ 201 8	31/ 12/ 201 9	31/ 12/ 202 0	31/ 12/ 201 8	31/ 12/ 201 9	31/ 12/ 202 0
Risk t fo edit ris k ex pos ure am oun r cr	131 ,44 6	129 ,25 7	129 ,59 8	129 ,90 4	130 ,19 5	133 ,55 4	139 ,24 2	140 ,68 6
Ri sk e unt for urit isat ions d re urit isat ions xpo sur e a mo sec an -sec	2,7 49	2,7 40	2,9 66	3,1 21	3,2 61	4,2 27	5,8 71	7,4 09
sk e oth red sk Ri unt it ri xpo sur e a mo er c	128 ,69 7	126 ,51 7	126 ,63 3	126 ,78 3	126 ,93 4	129 ,32 7	133 ,37 1	133 ,27 7
Risk t fo ark isk et r ex pos ure am oun r m	12,8 42	12,8 42	12,8 42	12,8 42	12,8 42	19,6 02	19,6 02	19,6 02
Risk t fo al r isk tion ex pos ure am oun r op era	21, 041	21, 041	21, 041	21, 041	22, 401	22, 153	22, 764	25, 169
Oth isk unt er r exp osu re a mo s	6,0 40	6,0 40	5,2 27	5,4 02	5,54 6	3,5 96	3,5 43	3,5 35
Tot al r isk t ex pos ure am oun	171 ,36 9	169 ,18 0	168 ,70 8	169 ,18 9	170 ,98 4	178 ,90 6	185 ,15 2	188 ,99 3

2018 EU-wide Stress Test: Capital

			Actua l	Resta ted		Baseli ne Sce nario			Adver se Sce nario
		(mln E UR,%)	31/12 /2017	31/12 /2017	2018	2019	2020	2018	2019	2020
	A	OWN FUNDS	31,38 9	29,65 9	29,65 0	30,15 6	30,49 0	26,45 1	26,01 8	25,58 1
	A.1	AL (ne t of de ductio ns and after applyi nsition al COMM ON EQ UITY T IER 1 CAPIT ng tra adjust ments )	25,60 7	23,85 2	23,14 5	23,91 6	24,54 8	19,03 4	18,80 1	18,76 6
	A.1.1	Capital instru ments eligible as CET 1 Capit al (incl uding s hare p remium and n et own capita l instru ments)	18,384	18,384	18,384	18,384	18,384	18,384	18,384	18,384
	A.1.1. 1	Of w hich: C ts subs cribed by Gov ET1 ins trumen nt ernme	2,877	2,877	2,877	2,877	2,877	2,877	2,877	2,877
	A.1.2	d earn Retaine ings	12,455	10,614	10,68 2	11,149	11,56 3	7,844	7,614	7,550
	A.1.3	ulated other c hensive Accum incom ompre e	-1,872	-1,214	-1,214	-1,214	-1,214	-933	-933	-933
	A.1.3. 1	from f ull reva luation , cash flow he dge an d liquid Arising ity rese rves	-572	86	86	86	86	-316	-316	-316
	A.1.3. 2	OCI Im pact of define d bene fit pen sion pl ans [ga in or (- ) loss]	-1,300	-1,300	-1,300	-1,300	-1,300	-616	-616	-616
	A.1.3. 3	Other O CI con tributio ns	0	0	0	0	0	0	0	0
	A.1.4	Other Reserv es	-247	-249	-249	-249	-249	-249	-249	-249
	A.1.5	Funds for gen eral ba nking r isk	0	0	0	0	0	0	0	0
	A.1.6	Minorit y inter est giv gnition in CET 1 capit al en reco	669	669	673	708	724	700	785	812
	A.1.7	Adjust to CET 1 due t o prud ential f ilters ments	-268	-610	-610	-610	-610	-584	-584	-584
	A.1.8	(-) Inta ngible (includ ing Go odwill) assets	-2,887	-2,887	-2,887	-2,887	-2,887	-2,887	-2,887	-2,887
	A.1.9	(-) DTA s that rely on future profita bility a nd do not ari se from rary dif ference f assoc iated D TLs tempo s net o	-707	-706	-660	-461	-282	-1,887	-1,953	-1,948
	A.1.10	(-) IRB shortf all of c redit ri sk adju stment s to ex pected losses	-676	-551	0	0	-34	0	0	0
	A.1.11	(-) Def ined be nefit pe nsion f und as sets	-322	-322	-322	-322	-322	-438	-438	-438
	A.1.12	(-) Rec iprocal holding s in CE T1 Cap ital cross	0	0	0	0	0	0	0	0
	A.1.13	(-) Exc ess ded uction from A T1 item AT1 Ca pital s over	0	0	0	0	0	0	0	0
	A.1.14	(-) Ded uctions relate d to as sets w hich ca n alter nativel y be su bject to a 1.25 0% ris k weig ht	-213	-213	-213	-213	-213	-213	-213	-213
	A.1.14 .1	Of w hich: f curitisa tion po sitions (-) rom se	-213	-213	-213	-213	-213	-213	-213	-213
	A.1.15	(-) Hol dings o f CET1 capita l instru ments of fina ncial se ctor en tities w here th e instit iution d t have oes no a signific ant inv estmen t	0	0	0	0	0	0	0	0
	A.1.16	(-) Ded uctible DTAs that re ly on fu ture pr ofitabil ity and arise f rom te ry diffe mpora rences	-138	-384	-441	-371	-313	-705	-727	-730
	A.1.17	(-) CET 1 instru ments of fina ncial se ctor en tities w here th e instit iution h as a sig nifican t inves tment	0	0	0	0	0	0	0	0
	A.1.18	(-) Am ount e xcedin g the 1 7.65% thresh old	0	0	0	0	0	0	0	0
	A.1.19	(-) Add itional deduct ions of CET1 Capital due to Article 3 CRR	0	0	0	0	0	0	0	0
	A.1.20	CET1 c apital e lement s or de duction s - oth er	0	0	0	0	0	0	0	0
OWN FUNDS	A.1.21	Memo item: G mulativ e IFRS 9 imp act on capital (net o f taxes ) ross cu		-1,647
	A.1.21 .1	Of whi ch: sub ject to transit ional a ments rrange		0	0	0	0	0	0	0
	A.1.21 .1.1	Increas e in IF RS 9 E CL pro visions net of EL com pared t o relat ed IAS 39 fig at 31/ 12/17 ures as		0	0	0	0	0	0	0
	A.1.21 .1.2	Increas e in no n-cred it-impa ired IF RS 9 E CL pro visions net of EL com pared t o relat ed IFR S 9 figures as at 0 1/01/2 018		0	0	0	0	0	0	0
	A.1.21 .1.3	Increas e of CE T1 cap ital due to the tax de ductibi lity of t he amo unts ab ove		0	0	0	0	0	0	0
	A.1.22	Transit ional a djustm ents	1,428	1,320	0	0	0	0	0	0
	A.1.22 .1	Transit ional a djustm ents du e to gr andfat hered C ET1 Ca pital in strume nts (+/ -)	0	0	0	0	0	0	0	0
	A.1.22 .2	Transit ional a djustm ents du e to ad ditiona l minor ity inte rests ( +/-)	74	74	0	0	0	0	0	0
	A.1.22 .3	Adjust ments due to IFRS 9 transit ional a ments rrange		0	0	0	0	0	0	0
	A.1.22 .3.1	he incr eased of EL From t IFRS 9 ECL p rovisio ns net		0	0	0	0	0	0	0
	A.1.22 .3.2	he amo unt of hat is d educte d from capital From t DTAs t CET1		0	0	0	0	0	0	0
	A.1.22 .4	Other t nal adj pital ransitio ustmen ts to C ET1 Ca Of whi ch: du e to DT As that rely o n futur e profi tability and d rise fro o not a m tem	1,354	1,246	0	0	0	0	0	0
	A.1.22 .4.1	porary differe nces Of whi ch: du e to DT As that rely o n futur e profi tability and a rise fro differe nd m tem nces a	141	141	0	0	0	0	0	0
	A.1.22 .4.2	porary ents of financ ial sect ties wh ere the tion ha nifican CET1 i nstrum or enti institu s a sig t inves tment	28	77	0	0	0	0	0	0
	A.1.22 .4.3	Of whi ch: Tra nsition al adju s to CE T1 Cap ital fro alised gains/l osses ( +/-) stment m unre	374	243

2018 EU-wide Stress Test: Capital

Commerzbank AG

			Actua l	Resta ted	Baseli ne Sce nario		Adver se Sce nario
		(mln E UR,%)	31/12 /2017	31/12 /2017	2018	2019	2020	2018	2019	2020
	A.2	ADDI TIONA L TIER 1 CAP ITAL ( net of dedu ctions and a fter tr ansitio nal ad justm ents)	379	391	903	678	452	903	678	452
	A.2.1	Additio nal Tie r 1 Cap ital ins trumen ts	0	0	0	0	0	0	0	0
	A.2.2	(-) Exc ess ded uction from T 2 items over T 2 capit al	0	0	0	0	0	0	0	0
	A.2.3	Other A ddition al Tier 1 Capit al com ponent s and d eductio ns	0	0	0	0	0	0	0	0
	A.2.4	Additio nal Tie r 1 tran sitiona l adjus tments	379	391	903	678	452	903	678	452
	A.2.4. 1	Of whi ch: adj ustmen ts due to IFRS 9 tran sitiona l arran ts gemen		0	0	0	0	0	0	0
	A.3	TIER 1 CAP ITAL ( net of dedu ctions and a fter tr ansitio nal ad justm ents)	25,98 5	24,24 3	24,04 8	24,59 4	25,00 0	19,93 7	19,47 8	19,21 7
	A.4	TIER 2 CAP ITAL ( net of dedu ctions and a fter tr ansitio nal ad justm ents)	5,403	5,416	5,602	5,562	5,490	6,514	6,539	6,363
	A.4.1	Tier 2 Capital instru ments	5,392	5,392	5,324	5,332	5,338	5,342	5,361	5,370
	A.4.2	Other T ier 2 C apital c ents an d dedu ctions ompon	0	0	78	3	0	972	950	841
	A.4.3	ional a djustm Tier 2 transit ents	11	24	200	228	152	200	228	152
	A.4.3. 1	Of whi ch: adj ts due l arran ustmen to IFRS 9 tran sitiona ts gemen		0	0	0	0	0	0	0
	A.5	Grand father ed Ad dition al Tier ital in ligible as Tie 1 Cap strum ents e r 2	416	416	416	416	416	416	416	416
	B	TOTA EXPO AMOU L RISK SURE NT	171,3 69	169,1 80	168,7 08	169,1 89	170,9 84	178,9 06	185,1 52	188,9 93
TOTAL RISK EXPOS MOUN URE A T	B.1	Of whi ch: Tra al adju s inclu ded nsition stment	180	229	0	0	0	0	0	0
	B.2	Adjus s due S 9 tra nsition al arra tment to IFR nts ngeme		0	0	0	0	0	0	0
	C.1	Comm on Equ ity Tie r 1 Ca pital r atio	14.94 %	14.10 %	13.72 %	14.14 %	14.36 %	10.64 %	10.15 %	9.93%
CAPIT AL RA TIOS (%) itiona l perio d Trans	C.2	Tier 1 Capit al rati o	15.16 %	14.33 %	14.25 %	14.54 %	14.62 %	11.14 %	10.52 %	10.17 %
	C.3	Total Capita l ratio	18.32 %	17.53 %	17.57 %	17.82 %	17.83 %	14.78 %	14.05 %	13.54 %
	D.1	COMM ON EQ UITY T IER 1 CAPIT AL (fu lly loa ded)	24,17 9	22,53 2	23,14 5	23,91 6	24,54 8	19,03 4	18,80 1	18,76 6
Fully l oaded CAPIT AL	D.2	TIER 1 CAP ITAL ( fully l oaded )	24,17 9	22,53 2	23,14 5	23,91 6	24,54 8	19,03 4	18,80 1	18,76 6
	D.3	ITAL ( fully l oaded ) TOTA L CAP	29,98 7	28,34 0	28,96 2	29,66 7	30,30 2	25,76 4	25,52 8	25,39 3
	E.1	Comm on Equ ity Tie r 1 Ca pital r atio	14.12 %	13.34 %	13.72 %	14.14 %	14.36 %	10.64 %	10.15 %	9.93%
CAPIT AL RA TIOS (%) Fully l oaded	E.2	Tier 1 Capit al rati o	14.12 %	13.34 %	13.72 %	14.14 %	14.36 %	10.64 %	10.15 %	9.93%
	E.3	Total Capita l ratio	17.52 %	16.77 %	17.17 %	17.53 %	17.72 %	14.40 %	13.79 %	13.44 %
	F	Total a mount of instr uments with m andato ersion into or dinary shares fixed d ate in t he 201 8 - ry conv upon a 2020 p eriod ( cumula tive co nversio ns) (1)	0	0	0	0	0	0	0	0
	G	Total A ddition al Tier 1 and T ier 2 in strume nts elig ible as regulat ital und er the CRR pr ovision s that ory cap t into C n Equit y Tier 1 or ar e writt en dow a trigg t (2) conver ommo n upon er even			0	0	0	0	0	0
	G.1	Of whi ch: elig ible ins trumen ts who se trigg er is ab ove CE T1 cap ital rat io in th e adve nario ( 2) rse sce			0	0	0	0	0	0
Memo randu m item s	H.1	Total levera ge rat io exp (tran sitiona l) osures	471,3 17	471,7 31	471,7 31	471,7 31	471,7 31	471,7 31	471,7 31	471,7 31
	H.2	Total levera ge rat io exp (fully loade d) osures	470,4 91	471,0 15	471,0 15	471,0 15	471,0 15	471,0 15	471,0 15	471,0 15
	H.3	Lever tio (tr ansitio nal) age ra	5.51%	5.14%	5.10%	5.21%	5.30%	4.23%	4.13%	4.07%
	H.4	Lever tio (fu lly loa ded) age ra	5.14%	4.78%	4.91%	5.08%	5.21%	4.04%	3.99%	3.98%
	P.1	Capit al con servat ion bu ffer	1.25%	1.25%	1.88%	2.50%	2.50%	1.88%	2.50%	2.50%
	P.2	Count ercycl ical ca pital b uffer	0.02%	0.02%	0.02%	0.02%	0.02%	0.02%	0.02%	0.02%
	P.3	O-SII buffe r	0.50%	0.50%	1.00%	1.50%	1.50%	1.00%	1.50%	1.50%
Trans itiona l comb ined b uffer requir ement s (%)	P.4	G-SII buffe r	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
	P.5	Syste mic ris k buff lied to all ex rding to arti cle 13 3 (4) o f CRD IV er app posure s acco	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
	P.5.1	Syste mic ris k buff lied to dome stic ex s only ding t o artic le 133 (5) of CRD I V er app posure accor	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
	P.6	Comb ined b uffer	1.77%	1.77%	2.89%	4.02%	4.02%	2.89%	4.02%	4.02%

(1) Conversions not considered for CET1 computation(2) Excluding instruments included in row F

2018 EU-wide Stress Test: P&L

	Act ual	Bas elin ari e s cen o			Adv ari ers e s cen o
(m ln E UR)	31/ 12/ 201 7	31/ 12/ 201 8	31/ 12/ 201 9	31/ 12/ 202 0	31/ 12/ 201 8	31/ 12/ 201 9	31/ 12/ 202 0
Net int st i ere nco me	3,9 58	4,3 86	4,4 23	4,3 84	3,9 56	3,9 56	3,9 55
Inte inc rest om e	8,4 11	28, 375	29, 927	33, 480	36, 829	41, 867	45, 543
Inte rest ex pen se	-4,4 53	-23 ,98 9	-25 ,50 3	-29 ,09 6	-32 ,80 7	-37 ,85 8	-41 ,53 9
Div ide nd inc om e	126	104	126	126	79	81	71
fee d c mis sio n in Net an om com e	3,1 65	3,0 86	3,0 66	3,0 53	2,8 72	2,8 17	2,8 01
Ga ins los fin ial ets d li abi litie s h eld fo r tr adi and tra din fin ial ets d t rad ing or ses on anc ass an ng g anc ass an fin ial liab iliti anc es	1,28 8	1,0 61	1,0 61	1,0 61	460	769	769
ins los rad ing fin ial nda ily at f air val thr h p rof it o r lo by Ga n-t ets tor or ses on no anc ass ma ue oug ss ins nd Ga ins los fin ial d li abi litie s d esi ted fai lue th h p rof it o tru nt a ets at me or ses on anc ass an gna r va rou g r los s					-1,1 76
Oth ati inc list ed abo ot t er o per ng om e n ve, ne	304	-8	-8	-8	-55	-8	-8
al o ati inc Tot et per ng om e, n	8,8 41	8,6 29	8,6 68	8,6 16	6,1 36	7,6 15	7,5 88
irm (- ) re sal of imp air n fi cia l as red fai lue th h p rof it o Im ent nt o set ot at pa or ver me nan s n me asu r va rou g r los s	-76 4	-1,2 04	-39 1	-45 3	-2,6 06	-79 0	-52 7
Oth inc nd not lis ted ab t er om e a exp ens es ove , ne	-7,5 41	-7,1 68	-7,1 68	-7,1 68	-7,4 65	-7,0 46	-7,0 33
fit efo fro Pro (- ) los s b re t ont inu ing tio or ax m c op era ns	536	257	1,1 09	995	-3,9 35	-22 1	28
(- ) inc late d t rof it o r lo ss f nti nui ion Tax rat ex pen ses or om e re o p rom co ng ope s	-24 5	-77	-33 3	-29 8	1,18 1	66	-8
fit (- ) los fte x f dis tin ued tio Pro r ta or s a rom con op era ns	0
fit (- ) los s fo r th Pro or e y ear	290	180	776	696	-2, 755	-15 5	19
f d ivid end aid d m ino rity int aft ela ted ad jus Am t o sts MD A-r tm ent oun s p an ere er s	96	111	309	282	15	75	84
Att rib ble f th of ima ted div ide nds uta to nt net est ow ner s o e p are	195	69	467	414	-2,7 70	-23 0	-64
of o off adj Mem Imp act ust nts o ro w: ne- me		807	807	807	807	807	807
The ults lude dis trib ns f adj inc utio stri ctio or M DA ust nts res n re me		No	No	No	Yes	Yes	Yes

2018 EU-wide Stress Test: Major capital measures and realised losses

Issu e of CET 1 I nstr nts 01 J to 3 0 Ju ne 2 018 anc ume anu ary	Imp act on C on E quit omm y Tier 1 mln EU R
Rais ing o f cap ital i nstr nts e ligib le as CET 1 ca pital (+) ume	0
f CE Repa nt o T1 c apita l, bu ybac ks (- ) yme	0
Conv CET 1 of hybr id in ts (+ ) ersio n to stru men	0

Net issu e of Add ition al T ier 1 and Tie r 2 I 01 J to 3 0 Ju ne 2 018 nstr nts anc ume anu ary	ddit iona l Tie Imp act on A r 1 an d Ti er 2 mln EU R
issua of A ddit iona l Tie r 1 a nd T 2 In ith a trig r ab bank 's po CET 1 Net stru ts w at o st st test nce men ger ove ress ratio in t he a dver rio d uring the st ho rizon (+/ -) stre ss te se s cena	0
of A ddit l Tie nd T h a t r be low bank 's po Net issua iona r 1 a 2 In stru t wit rigge st st test CET 1 rat io in nce men ress the adve rio d the st ho (+/ -) uring stre ss te rizon rse s cena	0

lised los 01 J to 3 0 Ju ne 2 018 Rea ses anu ary	mln EU R
Real ised fine s/liti gatio sts ( net of p rovis ions ) (-) n co	0
Othe teria l los and ision s (-) r ma ses prov	0

2018 EU-wide Stress Test

Information on performing and non-performing exposures¹

Commerzbank AG

	ual Act
	31 / 12/ 20 17
	ing Gro nt ss car ry am ou			ula ted im Acc um pa ula ted ch acc um ang dit ris k a nd to cre	e Co llat ls a nd era fin ial anc
		Of wh ich rfo ing pe rm	Of wh ich no	erf ing n-p orm		On rfo ing On erf ing pe rm no n-p orm
(m ln E UR )		but st d >3 0 d pa ue ays and 90 day <= s		Of wh ich : def lte d au	2 exp osu res	3 exp osu res	exp osu res
De bt uri tie s ( inc lud ing at ort ise d c ost d f air lue ) sec am an va	55, 71 1	0	85	85	15	36	0
l ba nks Cen tra
l go Gen ent era ver nm s	31, 429				11
Cre dit inst itut ion s	10, 694		25	25	1	11
Oth er f ina ncia l co rati rpo ons	8, 533		60	60	2	25
Non -fin ial atio anc cor por ns	5, 055				1
d f Loa and ad ( inc lud ing at ort ise d c ost air lue ) ns van ces am an va	31 8, 21 6	173	5, 87 1	5, 37 1	44 7	2, 67 2	1, 77 3
l ba nks Cen tra	55, 149
Gen l go ent era ver nm s	18, 977		1	1	1	0	0
Cre dit inst itut ion s	39, 174		22	22	43	8	7
Oth er f ina ncia l co rati rpo ons	18, 037	6	265	265	6	123	43
-fin Non ial atio anc cor por ns	92, 819	45	4, 337	4, 002	294	2, 051	1, 183
seh old Hou s	94, 060	122	1, 246	1, 082	103	490	539
INS TS oth tha DE BT TR UM EN n H FT er	37 3, 92 7	173	95 6 5,	6 5, 45	46 2	2, 70 8	3 1, 77
OF F-B ALA NC E S HE ET EX PO SU RE S	17 2, 84 4		62 6	57 7	-99	-11 2	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 Institutions report here collective allowances for incurred 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 Institutions 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)

2018 EU-wide Stress Test

Information on performing and forborne exposures¹

Commerzbank AG

	ual Act
	/ 12/ 31 20 17
	Gro ing ss car ry am wit h f orb ear anc	of nt ou exp osu res e m eas ure s	Acc ula ted im irm um pa cha s in fa ir v alu e d nge and ovi sio for pr ns ex for bea ran ce me asu res	llat l an d f ina nci al Co era eiv ed nte gu ara es rec on wi th for bea osu res ran ce
(m ln E ) UR		Of wh ich no n for min per g wi th exp osu res for bea ran ce me asu res		Of wh ich on no n for min per g wi th exp osu res for bea ran ce me asu res	exp me asu res
De bt uri tie s ( inc lud ing at ort ise d c ost d f air lue ) sec am an va	0	0	0	0	0
l ba nks Cen tra
Gen l go ent era ver nm s
Cre dit inst itut ion s
Oth er f ina ncia l co rati rpo ons
-fin Non ial atio anc cor por ns
and ad ( inc lud ing ise d c d f air lue ) Loa at ort ost ns van ces am an va	5, 32 4	1, 85 6	83 4	72 0	1, 30 3
Cen l ba nks tra
Gen l go ent era ver nm s	0	0	0	0	0
Cre dit inst itut ion s	2	1	1	1
Oth er f l co ina ncia rati rpo ons	20	8	0	0	1
-fin ial Non atio anc cor por ns	373 4,	1, 714	777	677	843
Hou seh old s	928	132	56	43	459
DE BT INS TR UM EN TS oth tha n H FT er	5, 32 4	1, 85 6	83 4	72 0	1, 30 3
Loa mit nts ive n c om me g n	65 7	150	-41	-37	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