Commerzbank AG — Regulatory Filings 2021

Jul 30, 2021

COMMERZBANK Update – 2021 EU-Wide Stress Test Results.

COMMERZBANK was subject to the 2021 EU-wide stress test conducted by the European Banking Authority (EBA), in cooperation with the Single Supervisory Mechanism (SSM), the European Central Bank (ECB), and the European Systemic Risk Board (ESRB).

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

The 2021 EU-wide stress test does not contain a pass fail threshold and instead is designed to be used as an important source of information for the purposes of the SREP. The results will assist competent authorities in assessing COMMERZBANK's ability to meet applicable prudential requirements under stressed scenarios.

The adverse stress test scenario was set by the ECB/ESRB and covers a three-year time horizon (2021- 2023). The stress test has been carried out applying a static balance sheet assumption as of December 2020, and therefore does not take into account future business strategies and management actions. It is not a forecast of COMMERZBANK profits.

2021 EU-wide Stress Test

Bank Name	COMMERZBANK Aktiengesellschaft
LEI Code	851WYGNLUQLFZBSYGB56
Country Code	DE

2021 EU-wide Stress Test: Summary

	COMMERZBANK Aktiengesellschaft
		1	2	3	4	5	6	7
		Actual		Baseline Scenario			Adverse Scenario
Row Num	(mln EUR, %)	31/12/2020	31/12/2021	31/12/2022	31/12/2023	31/12/2021	31/12/2022	31/12/2023
	1 Net interest income	4,977	4,803	4,748	4,630	4,294	4,075	3,879
2	Gains or losses on financial assets and liabilities held for trading and trading financial assets and trading financial liabilities	-183	134	134	134	-563	100	100
3	Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	-1,551	-650	-364	-421	-2,336	-760	-887
	4 Profit or (-) loss for the year	-2,861	546	764	565	-3,962	-550	-840
	5 Coverage ratio: non-performing exposure (%)	53.21%	46.89%	41.61%	38.42%	46.84%	42.04%	39.42%
	6 Common Equity Tier 1 capital	23,611	24,154	24,287	24,256	20,181	18,983	17,410
	7 Total Risk exposure amount (all transitional adjustments included)	178,585	180,636	181,001	181,940	194,219	200,024	204,334
	8 Common Equity Tier 1 ratio, %	13.22%	13.37%	13.42%	13.33%	10.39%	9.49%	8.52%
	9 Fully loaded Common Equity Tier 1 ratio, %	13.22%	13.26%	13.34%	13.28%	9.76%	9.05%	8.20%
	10 Tier 1 capital	26,790	27,126	27,033	26,987	23,041	21,630	20,109
	11 Total leverage ratio exposures	541,412	541,412	541,412	541,412	541,412	541,412	541,412
	12 Leverage ratio, %	4.95%	5.01%	4.99%	4.98%	4.26%	4.00%	3.71%
	13 Fully loaded leverage ratio, %	4.86%	4.92%	4.96%	4.96%	3.98%	3.83%	3.59%
				Memorandum items
	14 Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2021-2023 period (cumulative conversions)1		0	0	0	0	0	0
15	Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event2		0	0	0	0	0	0
	16 Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario2		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 2021-2023 period

17	IFRS 9 transitional arrangements?	Yes (dynamic only)

Status of Cattle.	18

18 New definition of default? Yes

				1	2	3 4	5	6	7	8	9	10 11	12	13	14	15
										Actual
					31/12/2020
					Exposure values		Risk exposure amounts
				A-IRB		F-IRB	A-IRB			F-IRB	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted			Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
1		Central banks		8,931	0	0	0 660	0		0	0 8,755	51	0	0 0		0 -
2		Central governments		8,997	1	0	0 2,979	0		0	0 4,602	560	1	0 1	1	87.78%
3		Institutions		40,085	6	0	0 15,156	0		0	0 17,697	4,068	6 16	53	3	48.61%
4		Corporates		133,111	2,698	0	0 73,863	1,388		0	0 100,817	12,487 2,672	114	640	1,617	60.51%
5		Corporates - Of Which: Specialised Lending		19,350	734	0	0 9,161	148		0	0 16,446	1,802 720	34	66	277	38.48%
6		Corporates - Of Which: SME		9,379	404	0	0 4,985	295		0	0 7,225	1,636 391	18	33	212	54.03%
7		Retail		144,138	1,283	0	0 20,174	990		0	0 132,218	8,855 1,246	115	198	558	44.74%
8		Retail - Secured on real estate property		89,984	480	0	0 8,130	504		0	0 85,032	4,841 486	29	59	127	26.11%
9	COMMERZBANK	Retail - Secured on real estate property - Of Which: SME		15,037	109	0	0 1,350	122		0	0 13,980	1,045 111		6 12	22	19.69%
10	Aktiengesellschaft	Retail - Secured on real estate property - Of Which: non-SME		74,947	371	0	0 6,780	383		0	0 71,051	3,796 376	23	47	105	28.00%
11		Retail - Qualifying Revolving		10,629	20	0	0 1,067	13		0	0 9,825	365	20	6 13	11	56.16%
12		Retail - Other Retail		43,525	783	0	0 10,977	473		0	0 37,361	3,650 740	79	125	419	56.67%
13		Retail - Other Retail - Of Which: SME		19,099	420	0	0 4,668	237		0	0 16,064	2,045 394	39	56	216	54.74%
14		Retail - Other Retail - Of Which: non-SME		24,425	363	0	0 6,309	236		0	0 21,297	1,605 346	40	69	203	58.87%
15		Equity		0	0		0	0			0	0	0	0 0		0 -
16		Securitisation
17		Other non-credit obligation assets		24,687	0		7,454	0			0	0	0	0 0	0	0.00%
18		IRB TOTAL		359,949	3,989	0	0 120,286	2,378	0		0 264,089	26,022 3,925	245	892	2,178	55.49%

				Actual 31/12/2020
						Exposure values		Risk exposure amounts
					A-IRB		F-IRB		A-IRB		F-IRB				Stock of	Stock of	Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure	provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Stage 3 exposure
19		Central banks		0	0	0		0 0		0 0		0	0	0	0	0	0	0 -
20		Central governments		155	0	0		0 7		0 0		0	10	0	0	0	0	0 -
21		Institutions		6,097	0	0		0 1,392		0 0		0 3,098		80	0	1	0	0 -
22		Corporates		62,849	1,434	0		0 30,672	838	0		0 49,773	6,842	1,415		49 576	942	66.58%
23		Corporates - Of Which: Specialised Lending		11,293	188	0		0 4,653	77	0		0 10,049	1,125	188		21 42	59	31.49%
24		Corporates - Of Which: SME		6,242	316	0		0 2,948	199	0		0 5,164	1,266	316		10 26	175	55.46%
25		Retail		128,812	742	0		0 16,258	464	0		0 119,955	6,557	742		78 122	264	35.63%
26		Retail - Secured on real estate property		81,501	274	0		0 7,014	171	0		0 77,796	3,705	274		26 50	32	11.51%
27		Retail - Secured on real estate property - Of Which: SME		14,369	79	0		0 1,176	50	0		0 13,392	976		79	6 11		9 10.87%
28	GERMANY	Retail - Secured on real estate property - Of Which: non-SME		67,132	195	0		0 5,838	122	0		0 64,403	2,729	195		21 39	23	11.77%
29		Retail - Qualifying Revolving		10,509	20	0		0 1,049	12	0		0 9,725	354		20	6 13	11	56.06%
30		Retail - Other Retail		36,802	448	0		0 8,195	280	0		0 32,434	2,497	448		45 59	222	49.49%
31		Retail - Other Retail - Of Which: SME		16,120	275	0		0 3,691	172	0		0 13,779	1,648	276		24 34	135	48.88%
32		Retail - Other Retail - Of Which: non-SME		20,682	173	0		0 4,504	108	0		0 18,655	849	172		21 25	87	50.46%
33		Equity		0	0			0		0			0	0	0	0	0	0 -
34		Securitisation
35		Other non-credit obligation assets		15,958	0			5,019		0			0	0	0	0	0	0 0.00%
36		IRB TOTAL		213,870	2,176	0	0	53,348	1,302	0		0 172,836	13,479	2,157	128	699	1,207	55.94%

				Actual 31/12/2020
						Exposure values			Risk exposure amounts
				A-IRB		F-IRB		A-IRB		F-IRB			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of	Stock of	Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted				provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Stage 3 exposure
37		Central banks		0		0	0	0 0		0 0		0	0	0	0	0	0	0 -
38		Central governments		162		0	0	0 41		0 0		0	0	0	0	0	0	0 -
39		Institutions		346		0	0	0 200		0 0		0 267		5	0	0	0	0 -
40		Corporates		8,787	330		0	0 6,801	232	0		0 7,107		1,082 329		25 23	178	54.13%
41		Corporates - Of Which: Specialised Lending		2,044	112		0	0 1,772		0 0		0 1,785		187 104		5	6 26	25.26%
42		Corporates - Of Which: SME		2,421	59		0	0 1,545		78 0		0 1,855		357 46		8	7 29	62.93%
43		Retail		13,450	528		0	0 3,692	517	0		0 10,536		2,172 492		35 74	289	58.73%
44		Retail - Secured on real estate property		7,419	201		0	0 1,036	329	0		0 6,229		1,079 207		2	9 95	45.90%
45		Retail - Secured on real estate property - Of Which: SME		560	29		0	0 168		71 0		0 488		61 30		1	1 13	43.17%
46	POLAND	Retail - Secured on real estate property - Of Which: non-SME		6,859	172		0	0 868	258	0		0 5,741		1,018 177		1	8 82	46.37%
47		Retail - Qualifying Revolving		1		0	0	0 0		0 0		0	1	0	0	0	0	0 50.00%
48		Retail - Other Retail		6,030	328		0	0 2,656	188	0		0 4,307		1,093 285		33 65	194	68.02%
49		Retail - Other Retail - Of Which: SME		2,764	141		0	0 932		62 0		0 2,095		378 115		15 22	79	68.72%
50		Retail - Other Retail - Of Which: non-SME		3,266	187		0	0 1,724	126	0		0 2,212		715 170		18 43	115	67.56%
51		Equity		0		0		0		0			0	0	0	0	0	0 -
52		Securitisation
53		Other non-credit obligation assets		1,119		0		800		0			0	0	0	0	0	0 -
54		IRB TOTAL		23,864	859		0	0 11,535	749	0		0 17,910		3,259 822	60	97	467	56.89%

											Actual
											31/12/2020
						Exposure values				Risk exposure amounts
				A-IRB			F-IRB	A-IRB		F-IRB				Stock of	Stock of Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Stage 1 exposure Stage 2 exposure Stage 3 exposure		provisions for Stage 1 exposure	provisions for provisions for Stage 2 exposure Stage 3 exposure	Stage 3 exposure
55		Central banks		1,077		0 0		0 0		0 0		0 1,077	0 0	0	0 0 -
56		Central governments		183		0 0		0 0		0 0		0 90 12	0	0	0 0 -
57		Institutions		4,484		0 0		0 1,978		0 0		0 1,629 529	0	0	1 0 -
58		Corporates		11,715		3 0		0 6,528		2 0		0 8,553 965	3	6	4 3	100.00%
59		Corporates - Of Which: Specialised Lending		450		0 0		0 130		0 0		0 447	3 0	0	0 0 -
60		Corporates - Of Which: SME		17		0 0		0 8		0 0		0 7	0 0	0	0 0 -
61		Retail		131		0 0		0 14		0 0		0 122	7 0	0	0 0	33.33%
62		Retail - Secured on real estate property		86		0 0		0 5		0 0		0 82	4 0	0	0 0	10.00%
63		Retail - Secured on real estate property - Of Which: SME		3		0 0		0 0		0 0		0 3	0 0	0	0 0 -
64	UNITED STATES	Retail - Secured on real estate property - Of Which: non-SME		83		0 0		0 5		0 0		0 79	4 0	0	0 0	10.00%
65		Retail - Qualifying Revolving		10		0 0		0 2		0 0		0 9	0 0	0	0 0	66.67%
66		Retail - Other Retail		35		0 0		0 7		0 0		0 31	3 0	0	0 0	35.29%
67		Retail - Other Retail - Of Which: SME		15		0 0		0 3		0 0		0 13	1 0	0	0 0	100.00%
68		Retail - Other Retail - Of Which: non-SME		20		0 0		0 3		0 0		0 18	2 0	0	0 0	31.25%
69		Equity		0		0		0		0		0	0 0	0	0 0 -
70		Securitisation
71		Other non-credit obligation assets		320		0		118		0		0	0 0	0	0 0 -
72		IRB TOTAL		17,910		4 0		0 8,638		2 0		0 11,472 1,513	4	7	5 3	94.04%

	EUROPEAN BANKING AUTHORITY
--	----------------------------------

			1	2	3 4		5	6	7	8	9 10	11	12	13	14	15
										Actual Actual
										31/12/2020
					Exposure values				Risk exposure amounts
			A-IRB			F-IRB		A-IRB		F-IRB			Stock of	Stock of	Stock of
											Stage 1 exposure Stage 2 exposure Stage 3 exposure		provisions for	provisions for	provisions for	Coverage Ratio - Stage 3 exposure
um		(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted Defaulted		Non-defaulted	Defaulted	Non-defaulted	Defaulted			Stage 1 exposure	Stage 2 exposure	Stage 3 exposure
73	Central banks		0	0	0	0	0	0	0		0 0	0 0	0	0		0 -
74	Central governments		0 0		0	0	0	0	0		0 0	0 0	0	0		0 -
75	Institutions		4,621 0		0	0	1,937	0	0		0 2,998	27 0	1	0	0	0.00%
76	Corporates		11,025 0		0	0	8,685	0	0		0 5,067	535 0	4	3		0 -
77	Corporates - Of Which: Specialised Lending		1,724 0		0	0	823	0	0		0 1,019	99 0	1	2		0 -
78	Corporates - Of Which: SME		334 0		0	0	207 0		0		0 7	0 0	0	0		0 -
79	Retail		89 1		0 0		7 1		0		0 83	5 1	0	0	0	45.16%
80	Retail - Secured on real estate property		62		0 0 0		3 1		0		0 59	3 0	0	0	0	21.74%
81	Retail - Secured on real estate property - Of Which: SME		9	0	0	0	0	0 0 0 9 0 0		0	0		0 -
UNITED KINGDOM 82	Retail - Secured on real estate property - Of Which: non-SME		53	0	0	0	3	1	0		0 50	2 0	0	0	0	21.74%
83	Retail - Qualifying Revolving		8	0	0	0	1	0	0		0 7	0 0	0	0	0	100.00%
84	Retail - Other Retail		19	0	0	0	3	0	0		0 17	2 0	0	0	0	57.89%
85	Retail - Other Retail - Of Which: SME		6	0	0	0	1	0	0		0 5	1 0	0	0	0	50.00%
86	Retail - Other Retail - Of Which: non-SME		13	0	0	0	2	0	0		0 12	1 0	0	0	0	58.33%
87	Equity		0	0			0	0			0	0 0	0	0		0 -
88	Securitisation
89	Other non-credit obligation assets		4,407	0			151	0			0	0 0	0	0		0 -
90	IRB TOTAL		20,141	1	0	0	10,780	1	0		0 8,147	567 1	5	3	0	42.42%

				Actual
				31/12/2020
						Exposure values			Risk exposure amounts
				A-IRB		F-IRB		A-IRB		F-IRB					Stock of	Stock of Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure	provisions for Stage 1 exposure	provisions for provisions for Stage 2 exposure Stage 3 exposure	Stage 3 exposure
91		Central banks		0		0 0		0 0		0 0		0 0		0	0 0	0	0 -
92		Central governments		401		0 0		0 539		0 0		0 0	291		0 0	1	0 -
93		Institutions		1,127		0 0		0 1,469		0 0		0 549	397		0 1	9	0 -
94		Corporates		1,813		0 0		0 1,009		0 0		0 1,191	108		0 2	6	0 54.55%
95		Corporates - Of Which: Specialised Lending		115		0 0		0 66		0 0		0 88		27	0 0	5	0 -
96		Corporates - Of Which: SME		7		0 0		0 7		0 0		0 0		0	0 0	0	0 -
97		Retail		27		0 0		0 3		0 0		0 25		1	0 0	0	0 34.29%
98		Retail - Secured on real estate property		16		0 0		0 1		0 0		0 16		1	0 0	0	0 10.00%
99		Retail - Secured on real estate property - Of Which: SME		3		0 0		0 0		0 0		0 2		1	0 0	0	0 0.00%
100	ITALY	Retail - Secured on real estate property - Of Which: non-SME		14		0 0		0 1		0 0		0 13		0	0 0	0	0 16.67%
101		Retail - Qualifying Revolving		4		0 0		0 0		0 0		0 3		0	0 0	0	0 100.00%
102		Retail - Other Retail		6		0 0		0 1		0 0		0 6		1	0 0	0	0 64.29%
103		Retail - Other Retail - Of Which: SME		3		0 0		0 1		0 0		0 3		1	0 0	0	0 100.00%
104		Retail - Other Retail - Of Which: non-SME		3		0 0		0 0		0 0		0 3		0	0 0	0	0 44.44%
105		Equity		0		0		0		0		0		0	0 0	0	0 -
106		Securitisation
107		Other non-credit obligation assets		160		0		86		0		0		0	0 0	0	0 -
108		IRB TOTAL		3,529		1 0	0	3,105		1 0		0 1,764	797		1 3	15	0 42.11%

				Actual 31/12/2020
						Exposure values				Risk exposure amounts
				A-IRB			F-IRB		A-IRB		F-IRB			Stock of	Stock of Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Stage 1 exposure Stage 2 exposure Stage 3 exposure		provisions for Stage 1 exposure	provisions for provisions for Stage 2 exposure Stage 3 exposure	Stage 3 exposure
109		Central banks		0		0 0		0 0		0 0		0 0	0 0	0	0	0 -
110		Central governments		0		0 0		0 0		0 0		0 0	0 0	0	0	0 -
111		Institutions		3,776		0 0		0 537		0 0		0 1,853 31	0	0	0	0 -
112		Corporates		6,258		55 0		0 4,111		33 0		0 5,109 651	54	4	4 15	28.53%
113		Corporates - Of Which: Specialised Lending		432		14 0		0 207		15 0		0 395 36	14	0	3	0 0.00%
114		Corporates - Of Which: SME		13		0 0		0 7		0 0		0 3	2 0	0	0	0 -
115		Retail		90		0 0		0 17		0 0		0 69 21	0	0	1	0 30.95%
116		Retail - Secured on real estate property		51		0 0		0 5		0 0		0 47	4 0	0	0	0 0.00%
117		Retail - Secured on real estate property - Of Which: SME		6		0 0		0 0		0 0		0 5	1 0	0	0	0 0.00%
118	FRANCE	Retail - Secured on real estate property - Of Which: non-SME		45		0 0		0 4		0 0		0 42	3 0	0	0	0 0.00%
119		Retail - Qualifying Revolving		9		0 0		0 1		0 0		0 8	0 0	0	0	0 33.33%
120		Retail - Other Retail		30		0 0		0 12		0 0		0 14 17	0	0	1	0 63.16%
121		Retail - Other Retail - Of Which: SME		3		0 0		0 1		0 0		0 3	0 0	0	0	0 66.67%
122		Retail - Other Retail - Of Which: non-SME		28		0 0		0 11		0 0		0 11 17	0	0	1	0 62.50%
123		Equity		0		0		0		0		0	0 0	0	0	0 -
124		Securitisation
125		Other non-credit obligation assets		1,201		0		118		0		0	0 0	0	0	0 -
126		IRB TOTAL		11,324	56	0		0 4,783	33	0		0 7,031 704	54	4	5 15	28.55%

											Actual
											31/12/2020
						Exposure values				Risk exposure amounts
				A-IRB		F-IRB		A-IRB			F-IRB			Stock of	Stock of	Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Stage 1 exposure Stage 2 exposure Stage 3 exposure		provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Stage 3 exposure
127		Central banks		7,193		0 0		0 616		0 0		0 7,193	0 0	0		0	0 -
128		Central governments		1,169		0 0		0 184		0 0		0 1,105 48	0	0		0	0 -
129		Institutions		238		0 0		0 101		0 0		0 74	3 0	0		0	0 -
130		Corporates Corporates - Of Which: Specialised Lending				0 0	0	168		0 0		0 241	1 0	0		0	0 -
131						0 0		0 0		0 0		0 0	0 0	0		0	0 -
132		Corporates - Of Which: SME				0 0		0 0		0 0		0 0	0 0	0		0	0 -
133		Retail		6		0 0		0 1		0 0		0 6	0 0	0		0	0 -
134		Retail - Secured on real estate property		3		0 0		0 0		0 0		0 3	0 0	0		0	0 -
135		Retail - Secured on real estate property - Of Which: SME		0		0 0		0 0		0 0		0 0	0 0	0		0	0 -
136	JAPAN	Retail - Secured on real estate property - Of Which: non-SME		3		0 0		0 0		0 0		0 3	0 0	0		0	0 -
137		Retail - Qualifying Revolving		2		0 0		0 0		0 0		0 1	0 0	0		0	0 -
138		Retail - Other Retail		2		0 0		0 0		0 0		0 2	0 0	0		0	0 -
139		Retail - Other Retail - Of Which: SME		1		0 0		0 0		0 0		0 1	0 0	0		0	0 -
140		Retail - Other Retail - Of Which: non-SME		1		0 0		0 0		0 0		0 1	0 0	0		0	0 -
141		Equity		0		0		0		0		0	0 0	0		0	0 -
142		Securitisation
143		Other non-credit obligation assets		177		0		68		0		0	0 0	0		0	0 -
144		IRB TOTAL		9,075	0	0	0	1,138		0 0		0 8,620 52	0	0	0		0 -

				1	2	3	4	5	6	7	8	9	10	11	12	13	14	15
											Actual Actual
											31/12/2020
						Exposure values				Risk exposure amounts
				A-IRB		F-IRB		A-IRB			F-IRB				Stock of	Stock of	Stock of
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure	provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
145		Central banks		357	0	0	0	1	0	0		0 357		0 0	0	0	0 -
146		Central governments		388	0	0	0	17	0	0		0 358	30	0	0	0	0 -
147		Institutions		2,204	0	0	0	290	0	0		0 626	11	0	0	0	0 -
148		Corporates		3,903	84	0	0	1,774	35	0		0 3,314	295	84	2	0	7	8.26%
149		Corporates - Of Which: Specialised Lending		199	0	0	0	30	0	0		0 199		0 0	0	0	0 -
150		Corporates - Of Which: SME		29	1	0	0	10	1	0		0 29		0 1	0	0	1	80.45%
151		Retail		591	2	0	0	74	1	0		0 562	26	2	0	0	1	32.74%
152		Retail - Secured on real estate property		344	1	0	0	30	1	0		0 327	17	1	0	0	0	12.37%
153	SWITZERLAND	Retail - Secured on real estate property - Of Which: SME		25	0	0	0	1	0	0		0 24		1 0	0	0	0	0.00%
154		Retail - Secured on real estate property - Of Which: non-SME		319	1	0	0	29	0	0		0 303	16	1	0	0	0	15.19%
155		Retail - Qualifying Revolving		16	0	0	0	1	0	0		0 14		1 0	0	0	0	75.00%
156		Retail - Other Retail		231	1	0	0	43	0	0		0 221		9 1	0	0	0	59.70%
157		Retail - Other Retail - Of Which: SME		55	0	0	0	10	0	0		0 54		1 0	0	0	0	50.00%
158		Retail - Other Retail - Of Which: non-SME		176	1	0	0	33	0	0		0 167		8 1	0	0	0	60.32%
159		Equity		0	0			0	0				0	0 0	0	0	0 -
160		Securitisation
161		Other non-credit obligation assets		0	0			0	0				0	0 0	0	0	0 -
162		IRB TOTAL		7,444	86	0	0	2,155	37	0		0 5,218	363	86	3	1	7	8.74%

				Actual
											31/12/2020
						Exposure values				Risk exposure amounts
				A-IRB		F-IRB		A-IRB		F-IRB				Stock of	Stock of	Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted		Stage 1 exposure Stage 2 exposure Stage 3 exposure	provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Stage 3 exposure
163		Central banks		0		0 0		0 0		0	0	0	0 0	0	0	0	0 -
164		Central governments		150		0 0		0 62		0	0	0 150	0	0	0	0	0 -
165		Institutions		1,150		0 0		0 583		0	0	0	3 460	0	0	0	0 -
166		Corporates		2,069	16	0		0 1,107	10		0	0 1,479	122	16	1	0	8 53.32%
167		Corporates - Of Which: Specialised Lending		172		0 0		0 44		0	0	0 171	1	0	0	0	0 -
168		Corporates - Of Which: SME		22		0 0		0 5		0	0	0	0 0	0	0	0	0 -
169		Retail		59		0 0		0 3		0	0	0 55	3	0	0	0	0 50.00%
170		Retail - Secured on real estate property		17		0 0		0 1		0	0	0 15	2	0	0	0	0 0.00%
171		Retail - Secured on real estate property - Of Which: SME		2		0 0		0 0		0	0	0	2 0	0	0	0	0 -
172	SPAIN	Retail - Secured on real estate property - Of Which: non-SME		15		0 0		0 1		0	0	0 13	2	0	0	0	0 0.00%
173		Retail - Qualifying Revolving		5		0 0		0 0		0	0	0	4 0	0	0	0	0 50.00%
174		Retail - Other Retail		37		0 0		0 2		0	0	0 35	1	0	0	0	0 55.56%
175		Retail - Other Retail - Of Which: SME		1		0 0		0 0		0	0	0	1 0	0	0	0	0 0.00%
176		Retail - Other Retail - Of Which: non-SME		35		0 0		0 1		0	0	0 34	1	0	0	0	0 62.50%
177		Equity		0		0		0		0			0 0	0	0	0	0 -
178		Securitisation
179		Other non-credit obligation assets		0		0		0		0			0 0	0	0	0	0 -
180		IRB TOTAL		3,428	16	0		0 1,755	10	0		0 1,686	585	16	1	1 8	53.29%

											Actual
											31/12/2020
						Exposure values				Risk exposure amounts
					A-IRB		F-IRB		A-IRB		F-IRB			Stock of	Stock of	Stock of	Coverage Ratio -
RowN um			(mln EUR, %)	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Non-defaulted	Defaulted	Stage 1 exposure Stage 2 exposure Stage 3 exposure		provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Stage 3 exposure
181		Central banks		0		0 0		0 0		0 0		0 0	0 0		0 0		0 -
182		Central governments		0		0 0		0 0		0 0		0 0	0 0		0 0		0 -
183		Institutions		528		0 0		0 115		0 0		0 84	9 0		0 0		0 -
184		Corporates		4,379	51	0		0 2,457		32 0		0 3,967 187	50		4 5	35	70.25%
185		Corporates - Of Which: Specialised Lending		913		0 0		0 318		0 0		0 796 119	0		1 5		0 0.00%
186		Corporates - Of Which: SME		9		0 0		0 4		0 0		0 7	0 0		0 0		0 -
187		Retail		74		0 0		0 10		0 0		0 71	3 0		0 0		0 44.44%
188		Retail - Secured on real estate property		46		0 0		0 4		0 0		0 45	2 0		0 0		0 25.00%
189	NETHERLANDS	Retail - Secured on real estate property - Of Which: SME		7		0 0		0 0		0 0		0 7	0 0		0 0		0 -
190		Retail - Secured on real estate property - Of Which: non-SME		39		0 0		0 3		0 0		0 37	1 0		0 0		0 25.00%
191		Retail - Qualifying Revolving		5		0 0		0 1		0 0		0 5	0 0		0 0		0 66.67%
192		Retail - Other Retail		23		0 0		0 5		0 0		0 21	1 0		0 0		0 57.14%
193		Retail - Other Retail - Of Which: SME		8		0 0		0 2		0 0		0 8	0 0		0 0		0 100.00%
194		Retail - Other Retail - Of Which: non-SME		15		0 0		0 3		0 0		0 13	1 0		0 0		0 50.00%
195		Equity		0		0		0		0		0	0 0		0 0		0 -
196		Securitisation
197		Other non-credit obligation assets		0		0		0		0		0	0 0		0 0		0 -
198		IRB TOTAL		4,982	51	0		0 2,582	32	0		0 4,122 199	50	4	5	35	70.16%

												Baseline Scenario
					31/12/2021							31/12/2022						31/12/2023
RowN um		(mln EUR, %)		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
55		Central banks	1,077	0	0	0	0	0 -	1,077	0		0	0 0	0 -		1,077	0	0 0	0		0 -
56		Central governments	96	6	0	0	0	0 40.00%	93	8		0	0 0	0	40.00%	92	9	1 0	0	0	40.00%
57		Institutions	1,652	504	2	0	3	0 27.57%	1,692	463		3	0 2	1	28.60%	1,727	426	5 0	2	1	29.56%
58		Corporates	8,143	1,335	44	5	18	16 35.69%	7,752	1,690	80		4 19	26	32.65%	7,507	1,900 115	4	21	36	31.52%
59		Corporates - Of Which: Specialised Lending	428	22	1	0	0	0 14.68%	411	37		3	0 0	0	14.64%	398	48	4 0	0	1	14.63%
60		Corporates - Of Which: SME	6	1	0	0	0	0 39.04%	6	1		0	0 0	0	39.02%	6	1	0 0	0	0	39.00%
61		Retail	117	12	1	0	0	0 19.58%	117	11		1	0 0	0	16.14%	117	10	2 0	0	0	14.67%
62		Retail - Secured on real estate property	79	7	0	0	0	0 8.22%	79	7		0	0 0	0	7.69%	79	6	1 0	0	0	7.46%
63		Retail - Secured on real estate property - Of Which: SME	3	0	0	0	0	0 4.23%	3	0		0	0 0	0	4.24%	3	0	0 0	0	0	4.26%
64	UNITED STATES	Retail - Secured on real estate property - Of Which: non-SME	76	7	0	0	0	0 8.28%	76	6		0	0 0	0	7.76%	76	6	1 0	0	0	7.53%
65		Retail - Qualifying Revolving	9	0	0	0	0	0 63.28%	9	0		0	0 0	0	60.62%	9	0	0 0	0	0	58.46%
66		Retail - Other Retail	29	4	0	0	0	0 19.30%	30	4		1	0 0	0	15.88%	30	4	1 0	0	0	14.54%
67		Retail - Other Retail - Of Which: SME	12	2	0	0	0	0 10.66%	12	2		0	0 0	0	9.13%	12	2	0 0	0	0	8.96%
68		Retail - Other Retail - Of Which: non-SME	18	2	0	0	0	0 26.51%	18	2		0	0 0	0	23.36%	18	2	0 0	0	0	21.25%
69		Equity	0	0	0	0	0	0 -	0	0		0	0 0	0 -		0	0	0 0	0		0 -
70		Securitisation
71		Other non-credit obligation assets	0	0	0	0	0	0 -	0	0		0	0 0	0 -		0	0	0 0	0		0 -
72		IRB TOTAL	11,086	1,856	47	5	21	16 35.17%	10,731	2,172	85	4	21	27	32.30%	10,521	2,346 122	4	23	38	31.26%

														Baseline Scenario
							31/12/2021							31/12/2022				31/12/2023
RowN um			(mln EUR, %)	Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure		Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
37		Central banks		0	0	0	0	0	0 -		0		0	0	0 0		0 -	0	0	0	0	0	0 -
38		Central governments		0	0	0	0	0	0 -		0		0	0	0 0		0 -	0	0	0	0	0	0 -
39		Institutions		227	44	1	0	0	0	35.52%	221	50		1	0 0	0	34.84%	218	52	2	0	0	1 34.68%
40		Corporates		6,914	1,126	478	25	22	221	46.25%	6,576	1,326	616	21	23	258	41.84%	6,348	1,426	744	21 20		292 39.27%
41		Corporates - Of Which: Specialised Lending		1,821	114	142	6	4	35	24.44%	1,786	116	175		5 3	41	23.75%	1,753	120	203	5	2	47 23.34%
42		Corporates - Of Which: SME		1,778	376	104	9	7	45	42.62%	1,662	438	159		8 7	58	36.52%	1,593	457	208	7	6	70 33.76%
43		Retail		11,088	1,367	747	48	52	389	52.06%	10,794	1,449	958	40	50	474	49.48%	10,594	1,458	1,148	39 38		549 47.84%
44		Retail - Secured on real estate property		6,802	464	248	2	4	101	40.69%	6,740	505	269		1 4	104	38.60%	6,708	517	289	1	4	107 36.86%
45	POLAND	Retail - Secured on real estate property - Of Which: SME		504	37	38	0	1	14	37.83%	496	41	42		0 1	15	35.27%	490	42	47	0	1	16 33.23%
46		Retail - Secured on real estate property - Of Which: non-SME		6,298	427	211	1	3	87	41.20%	6,244	465	227		1 3	89	39.23%	6,218	476	242	1	3	91 37.57%
47		Retail - Qualifying Revolving		1	0	0	0	0	0	59.04%	1		0	0	0 0	0	58.67%	1	0	0	0	0	0 58.31%
48		Retail - Other Retail		4,284	903	498	46	48	288	57.72%	4,053	943	689	39	47	370	53.72%	3,885	941	859	37 35		443 51.54%
49		Retail - Other Retail - Of Which: SME		1,996	376	216	18	21	114	52.70%	1,863	412	312	15	23	147	47.04%	1,763	422	403	15 16		178 44.16%
50		Retail - Other Retail - Of Which: non-SME		2,288	527	283	28	28	174	61.56%	2,189	531	377	23	24	223	59.25%	2,122	519	457	23 19		265 58.05%
51		Equity		0	0	0	0	0	0 -		0		0	0	0 0		0 -	0	0	0	0	0	0 -
52		Securitisation
53		Other non-credit obligation assets		0	0	0	0	0	0 -		0		0	0	0 0		0 -	0	0	0	0	0	0 -
54		IRB TOTAL		18,228	2,538	1,225	73	75	610	49.79%	17,590	2,825	1,576	62	73	732	46.48%	17,161	2,936	1,894	59 59	842	44.47%

									Baseline Scenario
					31/12/2021				31/12/2022				31/12/2023
RowN um		(mln EUR, %)		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 1 exposure Stage 3 exposure	Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
19		Central banks	0	0	0 0	0 0 -		0 0	0	0 0	0 -	0 0	0 0	0	0 -
20		Central governments	10	0	0 0	0 0	40.00%	10 0	0	0 0 0	40.00%	10 0	0 0	0 0	40.00%
21		Institutions	2,963	210	6 1	2 1	20.66%	2,935 231	13	1 1 2	18.37%	2,913 244 22	1	2 4	16.40%
22		Corporates	45,816	10,216	1,997 41	174 1,107	55.42%	44,456 11,111	2,462 33	150 1,212	49.21% 43,584	11,578 2,868	33 146	1,309	45.64%
23		Corporates - Of Which: Specialised Lending	9,215	1,721	427 10	20 132	30.90%	9,001 1,763	599	7 19 159	26.54%	8,877 1,760 726	7	18 183	25.20%
24		Corporates - Of Which: SME	4,865	1,472	409 7	37 200	48.91%	4,836 1,430	480	6 29 219	45.55%	4,802 1,400 543	6	27 235	43.23%
25		Retail	108,658	17,182	1,413 37	231 368	26.07%	107,434 17,730	2,089 34	200 469	22.43% 107,054	17,412 2,787	33 202	567	20.36%
26		Retail - Secured on real estate property	73,745	7,498	531 7	80 54	10.19%	73,831 7,167	777	5 62 76	9.76% 74,184	6,579 1,013	6	59 97	9.53%
27	GERMANY	Retail - Secured on real estate property - Of Which: SME	12,763	1,546	139 2	17 14	9.84%	12,844 1,408	196	1 13 19	9.46% 12,938	1,261 249	1	12 23	9.25%
28		Retail - Secured on real estate property - Of Which: non-SME	60,982	5,953	392 5	63 40	10.31%	60,987 5,759	581	4 50 57	9.86% 61,246	5,317 764	4	48 74	9.62%
29		Retail - Qualifying Revolving	9,586	471	42 3	11 22	52.03%	9,563 472	64	2 9 32	50.05%	9,527 486 86	2	8 42	48.24%
30		Retail - Other Retail	25,327	9,213	840 28	140 292	34.81%	24,040 10,091	1,248 26	129 361	28.89% 23,343	10,347 1,688	25 135	429	25.43%
31		Retail - Other Retail - Of Which: SME	12,812	2,492	399 11	55 170	42.46%	12,821 2,371	511 10	45 200	39.20% 12,835	2,251 617	10	43 230	37.20%
32		Retail - Other Retail - Of Which: non-SME	12,515	6,721	440 17	85 123	27.88%	11,220 7,719	737 16	84 160	21.73% 10,508	8,096 1,071	15	92 200	18.64%
33		Equity	0	0	0 0	0 0 -		0 0	0	0 0	0 -	0 0	0 0	0	0 -
34		Securitisation
35		Other non-credit obligation assets	0	0	0 0	0 0	0.00%	0 0	0	0 0 0	0.00%	0 0	0 0	0 0	0.00%
36		IRB TOTAL	157,447	27,609	3,416 79	406 1,476	43.22%	154,835 29,072	4,565 68	352 1,683	36.86% 153,560	29,235 5,676	66 350	1,880	33.12%

16	17	18	19	20	21	22	23	24	25	26	27	28	29	30	31	32	33	34	35	36
										Baseline Scenario
			31/12/2021							31/12/2022							31/12/2023
Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
8,755	51	0	0	0	0 -		8,755	51	0	0	0		0 -	8,755	51	0	0	0		0 -
4,723	431	10	0	1	2	20.70%	4,675	472	17	0	1	3	18.52%	4,660	480	23	0	1	4	18.17%
17,132	4,483	156	9	96	34	21.98%	17,122	4,372	277	6	65	61	22.20%	17,234	4,155	382	6	55	85	22.34%
93,585	18,680	3,711	96	337	2,061	55.54%	90,501	20,900	4,575	81	300	2,275	49.71%	88,504	22,126	5,346	79	298	2,476	46.31%
15,318	2,539	1,110	21	36	526	47.36%	14,919	2,652	1,396	16	34	575	41.21%	14,671	2,685	1,612	16	31	620	38.44%
6,834	1,875	545	16	44	252	46.30%	6,684	1,897	673	14	37	285	42.39%	6,579	1,886	788	13	34	314	39.91%
121,410	18,730	2,180	86	285	762	34.97%	119,896	19,348	3,075	74	252	949	30.86%	119,323	19,026	3,970	72	242	1,124	28.32%
81,509	8,061	788	8	85	156	19.77%	81,535	7,766	1,058	7	67	181	17.07%	81,861	7,181	1,317	7	64	204	15.52%
13,364	1,594	178	2	17	28	15.73%	13,437	1,459	240	2	13	34	14.00%	13,526	1,312	298	2	13	39	13.03%
68,145	6,467	610	7	67	128	20.95%	68,098	6,307	818	5	53	147	17.98%	68,335	5,869	1,019	5	51	166	16.24%
9,690	477	43	3	11	22	52.12%	9,667	478	65	2	9	33	50.13%	9,630	492	87	2	8	42	48.32%
30,211	10,192	1,349	75	190	584	43.31%	28,695	11,104	1,952	65	177	736	37.69%	27,832	11,353	2,566	62	171	878	34.20%
14,989	2,894	621	29	76	286	46.02%	14,864	2,809	831	26	68	350	42.13%	14,778	2,697	1,029	25	60	411	39.89%
15,222	7,297	728	45	113	299	41.00%	13,831	8,295	1,121	39	109	386	34.40%	13,054	8,656	1,537	38	111	467	30.39%
0	0	0	0	0	0 -		0	0	0	0	0		0 -	0	0	0	0	0		0 -
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
245,604	42,376	6,057	191	720	2,860	47.21%	240,949	45,143	7,944	162	619	3,288	41.39%	238,477	45,840	9,720	157	597	3,689	37.95%

RowN um			(mln EUR, %)
127		Central banks
128		Central governments
129		Institutions
130		Corporates
131		Corporates - Of Which: Specialised Lending
132		Corporates - Of Which: SME
133		Retail
134		Retail - Secured on real estate property
135	JAPAN	Retail - Secured on real estate property - Of Which: SME
136		Retail - Secured on real estate property - Of Which: non-SME
137		Retail - Qualifying Revolving
138		Retail - Other Retail
139		Retail - Other Retail - Of Which: SME
140		Retail - Other Retail - Of Which: non-SME
141		Equity
142		Securitisation
143		Other non-credit obligation assets
144		IRB TOTAL

									Baseline Scenario
					31/12/2021				31/12/2022				31/12/2023
RowN um			(mln EUR, %)	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure Stage 3 exposure	Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stock of Stage 2 exposure Stage 3 exposure provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure
109		Central banks		0 0 0	0	0 0 -	0 0		0 0	0 0 -		0 0	0	0 0	0 -
110		Central governments		0 0 0	0	0 0 -	0 0		0 0	0 0 -		0 0	0	0 0	0 -
111		Institutions	1,793	88 4	0	0 0 4.54%	1,764 113		7 0	0 0	4.77%	1,741 135	9	0 0 0	4.97%
112		Corporates	4,697	1,042 75	4 26	24 32.02%	4,498 1,219	97	3	25 33	34.06%	4,352 1,342	120	3 28 42	35.24%
113		Corporates - Of Which: Specialised Lending	375	50 21	1	2 3 13.00%	359 61	26	1	2 5	19.65%	350 66	30	0 2 7	23.30%
114		Corporates - Of Which: SME		5 1 0	0	0 0 0.22%	5 1		0 0	0 0	0.26%	5 1	0	0 0 0	0.29%
115		Retail		72 16 1	0	0 0 22.23%	75 13		2 0	0 0	20.70%	77 11	2	0 0 0	20.11%
116		Retail - Secured on real estate property		45 6 0	0	0 0 4.07%	45 5		1 0	0 0	5.40%	46 5	1	0 0 0	6.09%
117	FRANCE	Retail - Secured on real estate property - Of Which: SME		5 1 0	0	0 0 1.11%	5 1		0 0	0 0	1.75%	5 1	0	0 0 0	2.29%
118		Retail - Secured on real estate property - Of Which: non-SME		40 5 0	0	0 0 7.99%	40 5		0 0	0 0	8.24%	41 4	0	0 0 0	8.29%
119		Retail - Qualifying Revolving		8 0 0	0	0 0 50.19%	8 0		0 0	0 0	50.09%	8 0	0	0 0 0	49.27%
120		Retail - Other Retail		20 10 1	0	0 0 28.65%	22 7		1 0	0 0	25.63%	24 5	2	0 0 0	24.74%
121		Retail - Other Retail - Of Which: SME		2 0 0	0	0 0 47.15%	2 0		0 0	0 0	36.73%	2 0	0	0 0 0	31.04%
122		Retail - Other Retail - Of Which: non-SME		18 10 1	0	0 0 27.55%	20 7		1 0	0 0	25.03%	21 5	2	0 0 0	24.39%
123		Equity		0 0 0	0	0 0 -	0 0		0 0	0 0 -		0 0	0	0 0	0 -
124		Securitisation
125		Other non-credit obligation assets		0 0 0	0	0 0 -	0 0		0 0	0 0 -		0 0	0	0 0	0 -
126		IRB TOTAL	6,562	1,146 80	4 26	24 30.49%	6,338 1,345	105	3	26 34	32.00%	6,170 1,487	131	3 28 43	32.89%

16	17	18	19	20	21	22	23	24	25	26	27	28	29	30	31	32	33	34	35	36
										Baseline Scenario Baseline Scenario
			31/12/2021							31/12/2022							31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure		Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
	0	0 0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
	0	0 0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
2,883	137	4	1	11	1	25.92%	2,834	183	8	0	8	2	28.46%	2,806	208	11	0	7	3	29.83%
4,734	838	29	4	17	8	26.96%	4,575	970	57	3	16	17	29.31%	4,473	1,044	85	3	17	26	31.04%
959	147	12	1	2	2	19.26%	923	172	23	1	3	6	24.83%	902	183	33	1	3	10	29.07%
	6	0 0	0	0	0	39.61%	6	0	0	0	0	0	39.61%	6	0	0	0	0	0	39.61%
	80	7 1	0	0	0	35.17%	80	7	1	0	0	0	30.37%	81	6	1	0	0	0	27.43%
	58	4 0	0	0	0	14.54%	58	4	1	0	0	0	12.20%	58	3	1	0	0	0	10.99%
	9	0 0	0	0	0	6.12%	9	1	0	0	0	0	6.08%	9	1	0	0	0	0	6.03%
	49	3 0	0	0	0	14.83%	49	3	1	0	0	0	12.53%	49	3	1	0	0	0	11.33%
	7	0 0	0	0	0	62.84%	7	0	0	0	0	0	57.51%	7	0	0	0	0	0	54.42%
	16	3 0	0	0	0	51.59%	16	3	1	0	0	0	46.56%	16	2	1	0	0	0	42.76%
	4	1 0	0	0	0	34.72%	4	1	0	0	0	0	29.36%	4	1	0	0	0	0	26.96%
	11	2 0	0	0	0	53.50%	12	1	0	0	0	0	49.30%	12	1	1	0	0	0	45.85%
	0	0 0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
	0	0 0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
7,698	983	34	4	29	9	27.05%	7,489	1,160	66	4	24	19	29.23%	7,359	1,259	97	4	25	30	30.85%

Baseline Scenario
31/12/2021										31/12/2022				31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
	0	0 0		0 0		0 -	0	0	0	0		0	0 -	0	0	0	0	0	0 -
	42	248 0		0 1		0 40.00%	74	216	1	0		0 0	40.00%	102	188	1	0	0	0	40.00%
	602	343 2		0 4		1 35.60%	645	298	3	0		3 1	36.36%	680	262	5	0	3	2	36.70%
	1,076	209 13		1 4		5 37.15%	1,057	220	22	1		4 8	36.64%	1,043	225	30	1	3	11	36.21%
	84	25 6		0 2		3 42.45%	81	24	10	0		1 4	42.73%	79	24	12	0	1	5	43.02%
	0	0 0		0 0		0 -	0	0	0	0		0	0 -	0	0	0	0	0	0 -
	24	2 0		0 0		0 33.00%	24	2	0	0		0 0	31.14%	24	2	1	0	0	0	29.59%
	15	1 0		0 0		0 9.83%	15	1	0	0		0 0	9.65%	15	1	0	0	0	0	9.48%
	2	0 0		0 0		0 0.89%	3	0	0	0		0 0	1.69%	3	0	0	0	0	0	2.29%
	13	1 0		0 0		0 15.42%	13	1	0	0		0 0	14.34%	13	1	0	0	0	0	13.44%
	3	0 0		0 0		0 83.45%	3	0	0	0		0 0	73.03%	3	0	0	0	0	0	66.49%
	6	1 0		0 0		0 59.24%	6	1	0	0		0 0	54.11%	6	1	0	0	0	0	50.25%
	3	1 0		0 0		0 83.84%	3	1	0	0		0 0	73.87%	3	1	0	0	0	0	66.89%
	3	0 0		0 0		0 43.26%	3	0	0	0		0 0	39.98%	3	0	0	0	0	0	37.42%
	0	0 0		0 0		0 -	0	0	0	0		0	0 -	0	0	0	0	0	0 -
	0	0 0		0 0		0 -	0	0	0	0		0	0 -	0	0	0	0	0	0 -
	1,744	803 15	1	9	6	36.95%	1,800	736	27	1	7	10	36.61%	1,849	677	36	1	7	13	36.29%

								Baseline Scenario
		31/12/2021						31/12/2022				31/12/2023
Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
7,193 0	0		0 0		0 -	7,193	0	0	0 0		0 -	7,193	0	0	0	0		0 -
1,103 48	1		0 0		1 40.00%	1,078	72	3	0 0	1	40.00%	1,062	87	4	0	0	2	40.00%
72 5	0		0 0		0 40.96%	70	7	0	0 0	0	41.04%	69	8	0	0	0	0	41.01%
226 15	1		0 0		0 26.37%	220	20	2	0 0	1	27.20%	216	23	3	0	0	1	28.03%
0 0	0		0 0		0 -	0	0	0	0 0		0 -	0	0	0	0	0		0 -
0 0	0		0 0		0 -	0	0	0	0 0		0 -	0	0	0	0	0		0 -
6 1	0		0 0		0 28.00%	6	1	0	0 0	0	26.93%	6	0	0	0	0	0	26.12%
3 0	0		0 0		0 6.05%	3	0	0	0 0	0	6.05%	3	0	0	0	0	0	6.04%
0 0	0		0 0		0 3.81%	0	0	0	0 0	0	3.81%	0	0	0	0	0	0	3.80%
3 0	0		0 0		0 6.43%	3	0	0	0 0	0	6.43%	3	0	0	0	0	0	6.43%
1 0	0		0 0		0 46.98%	1	0	0	0 0	0	46.65%	1	0	0	0	0	0	46.13%
1 0	0		0 0		0 35.58%	1	0	0	0 0	0	35.41%	1	0	0	0	0	0	35.24%
1 0	0		0 0		0 35.43%	1	0	0	0 0	0	35.38%	1	0	0	0	0	0	35.39%
1 0	0		0 0		0 36.94%	1	0	0	0 0	0	35.62%	1	0	0	0	0	0	34.11%
0 0	0		0 0		0 -	0	0	0	0 0		0 -	0	0	0	0	0		0 -
0 0	0		0 0		0 -	0	0	0	0 0		0 -	0	0	0	0	0		0 -
8,601 69	2		0 1		1 34.39%	8,568	99	5	0 1	2	34.78%	8,547	118	7	0	1	2	35.10%

								Baseline Scenario
					31/12/2021			31/12/2022			31/12/2023
RowN um		(mln EUR, %)		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure Stage 3 exposure	Stage 1 exposure Stage 2 exposure	Stock of Stage 3 exposure provisions for Stage 1 exposure	Stock of Stock of Coverage Ratio - provisions for provisions for Stage 3 exposure Stage 2 exposure Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of Stock of Coverage Ratio - provisions for provisions for provisions for Stage 3 exposure Stage 1 exposure Stage 2 exposure Stage 3 exposure
181		Central banks		0 0 0	0 0	0 -	0 0	0	0 0 0 -	0 0	0 0 0 0 -
182		Central governments		0 0 0	0 0	0 -	0 0	0	0 0 0 -	0 0	0 0 0 0 -
183		Institutions		86 6 0	0 0	0 21.79%	86 7	1	0 0 0	22.59% 85 7	1 0 0 0 22.88%
184		Corporates	3,561	541 102	3 9	42 41.18%	3,456 607	140	2 8 48	34.51% 3,394 639	171 2 9 55 32.09%
185		Corporates - Of Which: Specialised Lending		726 150 39	1 2	3 7.15%	697 153	66	1 2 5	7.95% 679 154	83 1 2 7 8.90%
186		Corporates - Of Which: SME		6 1 0	0 0	0 1.91%	6 1	0	0 0 0	1.91% 6 1	0 0 0 0 1.91%
187		Retail		67 6 0	0 0	0 27.54%	67 6	1	0 0 0	23.93% 67 6	1 0 0 0 22.15%
188		Retail - Secured on real estate property		43 3 0	0 0	0 14.07%	43 3	0	0 0 0	12.02% 43 3	0 0 0 0 11.06%
189	NETHERLANDS	Retail - Secured on real estate property - Of Which: SME		7 0 0	0 0	0 8.31%	7 0	0	0 0 0	8.34% 7 0	0 0 0 0 8.39%
190		Retail - Secured on real estate property - Of Which: non-SME		36 3 0	0 0	0 14.48%	36 3	0	0 0 0	12.41% 36 3	0 0 0 0 11.39%
191		Retail - Qualifying Revolving		4 0 0	0 0	0 64.81%	4 0	0	0 0 0	62.32% 4 0	0 0 0 0 59.73%
192		Retail - Other Retail		20 3 0	0 0	0 35.60%	20 3	0	0 0 0	30.87% 20 2	1 0 0 0 28.79%
193		Retail - Other Retail - Of Which: SME		7 1 0	0 0	0 37.25%	7 1	0	0 0 0	32.38% 7 1	0 0 0 0 30.65%
194		Retail - Other Retail - Of Which: non-SME		13 2 0	0 0	0 34.82%	13 2	0	0 0 0	30.04% 13 1	0 0 0 0 27.70%
195		Equity		0 0 0	0 0	0 -	0 0	0	0 0 0 -	0 0	0 0 0 0 -
196		Securitisation
197		Other non-credit obligation assets		0 0 0	0 0	0 -	0 0	0	0 0 0 -	0 0	0 0 0 0 -
198		IRB TOTAL	3,714	553 103	3 9	42 41.07%	3,609 620	142 3	8 49	34.41% 3,547 651	173 2 9 55 31.99%

16	17	18	19	20	21	22	23	24 25	26	27	28	29	30	31	32	33	34	35	36
									Baseline Scenario Baseline Scenario
			31/12/2021						31/12/2022			31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
357	0	0	0		0 0 -		357	0 0	0	0		0 -	357	0	0	0	0	0 -
383	5	1	0		0 0	40.00%	381	7 1	0	0	0	40.00%	379	8	1	0	0	1	40.00%
613	23	0	0		0 0	9.44%	604	32 1	0	0	0	9.01%	598	38	1	0	0	0	8.91%
3,156	442	96	2		5 18	18.82%	3,016	569 109	2	5	22	20.07%	2,917	653	123	2	6	26	21.12%
168	30	1	0		0 0	17.45%	160	37 2	0	0	0	16.01%	156	39	3	0	0	0	15.16%
26	2	1	0		0 1	75.37%	25	3 2	0	0	1	70.72%	24	4	2	0	0	1	66.46%
533	54	4	0		1 1	21.74%	532	52 6	0	1	1	18.73%	534	48	8	0	1	1	17.26%
311	32	2	0		0 0	10.48%	311	31 3	0	0	0	9.78%	313	28	4	0	0	0	9.44%
22	2	0	0		0 0	4.38%	22	2 0	0	0	0	5.19%	23	2	0	0	0	0	5.72%
288	30	2	0		0 0	11.36%	289	28 3	0	0	0	10.33%	290	26	4	0	0	0	9.84%
14	1	0	0		0 0	63.38%	14	1 0	0	0	0	58.28%	14	1	0	0	0	0	54.98%
208	21	2	0		0 1	33.46%	207	21 3	0	0	1	27.26%	207	20	4	0	0	1	24.40%
49	5	0	0		0 0	26.15%	48	6 1	0	0	0	24.25%	47	6	1	0	0	0	23.21%
159	15	1	0		0 0	35.62%	159	15 2	0	0	1	28.43%	160	14	3	0	0	1	24.92%
0	0	0	0		0 0 -		0	0 0	0	0		0 -	0	0	0	0	0	0 -
0	0	0	0		0 0 -		0	0 0	0	0		0 -	0	0	0	0	0	0 -
5,042	524	101	2	6	19	19.01%	4,890	660 117	2	6	23	20.09%	4,785	748	134	2	7	28	20.97%

										Baseline Scenario
			31/12/2021							31/12/2022							31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0	0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
148	2	0	0	0	0	40.00%	146	3	0	0	0	0	40.00%	145	4	0	0	0	0	40.00%
83	378	1	0	4	0	17.23%	144	316	3	0	2	0	17.23%	188	271	4	0	2	1	17.23%
1,384	211	22	1	4	10	46.74%	1,335	254	27	1	4	12	43.42%	1,311	272	33	1	4	14	41.57%
162	9	2	0	0	0	19.54%	156	13	3	0	0	1	21.86%	152	16	5	0	0	1	23.89%
0	0	0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
52	6	0	0	0	0	26.95%	52	6	1	0	0	0	19.18%	52	5	1	0	0	0	15.57%
15	2	0	0	0	0	5.86%	15	2	0	0	0	0	6.29%	15	2	0	0	0	0	6.47%
2	0	0	0	0	0	3.80%	2	0	0	0	0	0	3.91%	2	0	0	0	0	0	4.05%
13	2	0	0	0	0	6.14%	13	2	0	0	0	0	6.60%	13	2	0	0	0	0	6.75%
4	0	0	0	0	0	50.48%	4	0	0	0	0	0	49.95%	4	0	0	0	0	0	48.94%
33	3	0	0	0	0	29.50%	33	4	0	0	0	0	19.95%	33	4	1	0	0	0	15.55%
1	0	0	0	0	0	44.59%	1	0	0	0	0	0	38.86%	1	0	0	0	0	0	35.95%
32	3	0	0	0	0	27.52%	32	3	0	0	0	0	17.75%	32	3	0	0	0	0	13.42%
0	0	0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
0	0	0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
1,667	596	24	1	8	10	44.59%	1,678	578	31	1	6	13	40.75%	1,697	552	38	1	6	15	38.63%

									Adverse Scenario
					31/12/2021				31/12/2022
RowN um		(mln EUR, %)		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure	Stock of Stage 3 exposure provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure Stage 3 exposure
55		Central banks	1,077	0	0 0	0	0 -	1,077	0 0	0 0	0 -	1,077 0	0 0	0 0 -
56		Central governments	95	6	0 0	0	0 40.00%	92	9 0	0 0	0 40.00%	90 11	1 0	0 0 40.00%
57		Institutions	1,633	522	3 0	8	1 31.49%	1,650 501	6	0 9	2 33.01%	1,664 484	10 0	11 4 33.80%
58		Corporates	7,974	1,496	53 6	31	18 34.51%	7,495 1,927	100	5 34	32 31.86%	7,233 2,144	146 4	32 45 31.00%
59		Corporates - Of Which: Specialised Lending	428	21	1 0	0	0 14.71%	411 37	2	0 0	0 14.66%	398 48	4 0	0 1 14.64%
60		Corporates - Of Which: SME	6	1	0 0	0	0 39.04%	6	1 0	0 0	0 39.02%	6 1	0 0	0 0 39.00%
61		Retail	116	13	1 0	0	0 21.22%	115 13	2	0 0	0 18.86%	114 13	2 0	0 0 18.03%
62		Retail - Secured on real estate property	78	7	0 0	0	0 12.35%	78	8 1	0 0	0 12.90%	77 8	1 0	0 0 13.16%
63		Retail - Secured on real estate property - Of Which: SME	3	0	0 0	0	0 6.12%	3	0 0	0 0	0 6.23%	3 0	0 0	0 0 6.38%
64	UNITED STATES	Retail - Secured on real estate property - Of Which: non-SME	76	7	0 0	0	0 12.45%	75	7 1	0 0	0 13.04%	75 7	1 0	0 0 13.32%
65		Retail - Qualifying Revolving	9	1	0 0	0	0 61.91%	8	1 0	0 0	0 58.47%	8 1	0 0	0 0 55.79%
66		Retail - Other Retail	29	5	0 0	0	0 19.76%	29	4 1	0 0	0 17.29%	29 4	1 0	0 0 16.69%
67		Retail - Other Retail - Of Which: SME	12	2	0 0	0	0 9.89%	11	2 0	0 0	0 8.79%	11 2	1 0	0 0 8.81%
68		Retail - Other Retail - Of Which: non-SME	17	3	0 0	0	0 28.97%	18	2 0	0 0	0 27.24%	18 2	0 0	0 0 26.05%
69		Equity	0	0	0 0	0	0 -	0	0 0	0 0	0 -	0 0	0 0	0 0 -
70		Securitisation
71		Other non-credit obligation assets	0	0	0 0	0	0 -	0	0 0	0 0	0 -	0 0	0 0	0 0 -
72		IRB TOTAL	10,895	2,036	57 6	39	19 34.17%	10,430 2,450	108	5 43	34 31.78%	10,178 2,651	159 5	43 49 31.05%

											Adverse Scenario
				31/12/2021 31/12/2022									31/12/2023
RowN um		(mln EUR, %)	Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
37		Central banks	0	0	0	0	0	0 -	0 0		0	0 0	0 - 0	0 0	0	0	0 -
38		Central governments	0	0	0	0	0	0 -	0 0		0	0 0	0 - 0	0 0	0	0	0 -
39		Institutions	195	75	1	0	2	0 35.10%	187 82		3	0 1 1	35.15% 183	85 4	0	1	1 35.07%
40		Corporates	6,738	1,265	515	45	88 244	47.35%	6,307 1,471		741 42	90 313	42.30% 5,974	1,570 975	37	64 384	39.44%
41		Corporates - Of Which: Specialised Lending	1,816	114	146	10	10	36 24.90%	1,772 107		197 11	8 49	24.74% 1,725	99 253	10	7 62	24.59%
42		Corporates - Of Which: SME	1,730	411	117	16	25	51 43.53%	1,575 479		205 15	27 76	37.08% 1,457	504 297	13	18 102	34.38%
43		Retail	10,975	1,449	777	79	116 406	52.30%	10,532 1,574		1,095 86	134 551	50.32% 10,139	1,619 1,444	72	112 716	49.62%
44		Retail - Secured on real estate property	6,743	515	257	4	11 106	41.19%	6,617 600		298	4 12 113	38.05% 6,523	649 342	3	12 121	35.45%
45	POLAND	Retail - Secured on real estate property - Of Which: SME	499	41	39	1	4	15 38.66%	486 46		47	1 4 17	35.37% 474	49 56	1	3 18	32.90%
46		Retail - Secured on real estate property - Of Which: non-SME	6,244	474	218	3	7	91 41.64%	6,132 554		251	3 8 97	38.56% 6,049	601 286	2	9 103	35.95%
47		Retail - Qualifying Revolving	1	0	0	0	0	0 58.40%	1 0		0	0 0 0	57.45% 1	0 0	0	0	0 56.29%
48		Retail - Other Retail	4,232	934	519	76	105 300	57.80%	3,914 974		797 82	122 438	54.90% 3,615	969 1,101	69	101 595	54.02%
49		Retail - Other Retail - Of Which: SME	1,981	385	222	26	36 117	52.60%	1,821 420		347 27	42 165	47.48% 1,679	426 483	23	43 219	45.36%
50		Retail - Other Retail - Of Which: non-SME	2,251	550	297	50	68 183	61.69%	2,093 554		450 56	80 273	60.62% 1,936	543 618	46	58 376	60.79%
51		Equity	0	0	0	0	0	0 -	0 0		0	0 0	0 - 0	0 0	0	0	0 -
52		Securitisation
53		Other non-credit obligation assets	0	0	0	0	0	0 -	0 0		0	0 0	0 - 0	0 0	0	0	0 -
54		IRB TOTAL	17,909	2,789	1,293	124	206 650	50.31%	17,026 3,127	1,838	129	225 865	47.06% 16,296	3,273 2,422	109	177 1,102	45.50%

											Adverse Scenario
						31/12/2021					31/12/2022					31/12/2023
RowN um		(mln EUR, %)		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure		Stock of Stage 3 exposure provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
19		Central banks	0	0	0	0 0	0 -		0	0	0 0	0	0 -	0	0 0	0	0		0 -
20		Central governments	10	0	0	0 0	0	40.00%	10	0	0 0	0	0 40.00%	10	1 0	0	0	0	40.00%
21		Institutions	2,922	247	10	2 6	3	26.99%	2,846	308	24 1	7	6 25.28%	2,796	340 43	1	7	10	23.80%
22		Corporates	44,853	10,842	2,334	109 353	1,243	53.26%	42,672	12,189	3,169 97	321 1,481	46.75%	41,407	12,658 3,964	84	281	1,719	43.36%
23		Corporates - Of Which: Specialised Lending	9,066	1,793	504	12 37	174	34.55%	8,893	1,792	677 8	26 210	30.95%	8,794	1,773 795	8	23	240	30.18%
24		Corporates - Of Which: SME	4,774	1,546	426	11 73	211	49.44%	4,644	1,576	525 8	68 242	46.09%	4,575	1,559 611	8	58	269	44.02%
25		Retail	110,798	14,916	1,540	124 646	495	32.16%	108,702	16,044	2,508 144	571 772	30.80%	107,164	16,393 3,696	122	605	1,107	29.96%
26		Retail - Secured on real estate property	73,094	8,108	573	18 288	89	15.53%	72,754	8,125	896 18	230 148	16.50%	72,597	7,910 1,268	16	229	215	16.94%
27	GERMANY	Retail - Secured on real estate property - Of Which: SME	12,630	1,668	150	4 59	22	14.68%	12,634	1,590	225 4	46 35	15.57%	12,635	1,507 307	3	44	49	16.04%
28		Retail - Secured on real estate property - Of Which: non-SME	60,464	6,440	423	14 229	67	15.84%	60,120	6,535	671 14	184 113	16.80%	59,961	6,404 962	12	185	166	17.23%
29		Retail - Qualifying Revolving	9,496	550	53	6 20	30	55.88%	9,395	613	92 5	19 50	54.25%	9,295	673 131	5	19	70	53.16%
30		Retail - Other Retail	28,207	6,258	914	100 337	377	41.18%	26,553	7,306	1,520 121	321 575	37.82%	25,273	7,809 2,296	102	356	823	35.82%
31		Retail - Other Retail - Of Which: SME	12,492	2,653	559	63 138	240	42.94%	12,229	2,561	914 78	113 372	40.66%	11,960	2,399 1,344	65	103	529	39.38%
32		Retail - Other Retail - Of Which: non-SME	15,715	3,605	356	37 199	137	38.43%	14,324	4,746	606 43	208 203	33.54%	13,313	5,410 952	36	253	293	30.81%
33		Equity	0	0	0	0 0	0 -		0	0	0 0	0	0 -	0	0 0	0	0		0 -
34		Securitisation
35		Other non-credit obligation assets	0	0	0	0 0	0	0.00%	0	0	0 0	0	0 0.00%	0	0 0	0	0	0	0.00%
36		IRB TOTAL	158,582	26,005	3,884	235 1,005	1,741	44.82%	154,229	28,541	5,701 243	899 2,260	39.64%	151,377	29,391 7,703	207	893	2,836	36.82%

37	38	39	40	41	42	43	44	45	46	47	48	49	50	51	52	53	54	55	56	57
										Adverse Scenario
			31/12/2021							31/12/2022							31/12/2023
Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
8,755	51	0	0	0		0 -	8,755	51	0	0	0		0 -	8,755	51	0	0	0		0 -
4,547	584	32	1	4	4	11.17%	4,433	673	57	1	4	6	10.69%	4,375	709	79	1	3	9	10.98%
16,630	4,916	225	15	214	51	22.81%	16,263	5,073	435	11	167	101	23.21%	16,100	5,036	636	10	150	149	23.48%
91,254	20,489	4,233	191	735	2,259	53.37%	86,913	23,438	5,625	170	645	2,662	47.33%	84,342	24,679	6,955	149	563	3,061	44.02%
15,123	2,616	1,228	28	63	577	46.98%	14,762	2,673	1,532	23	47	642	41.91%	14,528	2,678	1,761	22	42	701	39.83%
6,685	1,991	577	27	102	270	46.82%	6,396	2,090	767	24	96	328	42.70%	6,207	2,098	949	21	77	382	40.25%
123,412	16,567	2,340	204	769	908	38.80%	120,865	17,817	3,637	231	710	1,332	36.63%	118,928	18,206	5,186	195	723	1,835	35.38%
80,788	8,732	839	22	302	196	23.35%	80,318	8,833	1,208	21	244	263	21.77%	80,064	8,665	1,630	19	243	339	20.79%
13,225	1,721	190	5	63	37	19.55%	13,215	1,648	274	5	49	52	18.94%	13,205	1,567	365	4	48	68	18.58%
67,563	7,011	649	17	239	159	24.47%	67,103	7,186	934	17	195	211	22.59%	66,859	7,099	1,265	15	196	271	21.42%
9,599	556	54	6	21	30	55.93%	9,497	620	93	5	20	50	54.28%	9,395	681	133	5	19	71	53.17%
33,025	7,279	1,447	176	446	682	47.13%	31,051	8,364	2,336	204	446	1,019	43.62%	29,469	8,859	3,423	171	460	1,426	41.64%
14,647	3,069	788	89	176	360	45.64%	14,222	3,011	1,271	105	156	540	42.48%	13,810	2,854	1,840	88	147	752	40.90%
18,378	4,210	659	87	271	322	48.90%	16,828	5,353	1,066	99	290	479	44.97%	15,659	6,005	1,583	83	313	673	42.51%
0	0	0	0	0		0 -	0	0	0	0	0		0 -	0	0	0	0	0		0 -
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
244,598	42,608	6,831	412	1,722	3,222	47.18%	237,230	47,052	9,754	413	1,526	4,101	42.05%	232,500	48,681	12,855	355	1,439	5,054	39.32%

RowN um			(mln EUR, %)
127		Central banks
128		Central governments
129		Institutions
130		Corporates
131		Corporates - Of Which: Specialised Lending
132		Corporates - Of Which: SME
133		Retail
134		Retail - Secured on real estate property
135	JAPAN	Retail - Secured on real estate property - Of Which: SME
136		Retail - Secured on real estate property - Of Which: non-SME
137		Retail - Qualifying Revolving
138		Retail - Other Retail
139		Retail - Other Retail - Of Which: SME
140		Retail - Other Retail - Of Which: non-SME
141		Equity
142		Securitisation
143		Other non-credit obligation assets
144		IRB TOTAL

								Adverse Scenario
					31/12/2021			31/12/2022	31/12/2023
RowN um			(mln EUR, %)	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of Stock of Coverage Ratio - provisions for provisions for provisions for Stage 3 exposure Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of Stock of Coverage Ratio - Stage 1 exposure Stage 2 exposure Stage 3 exposure provisions for provisions for provisions for Stage 3 exposure Stage 1 exposure Stage 2 exposure Stage 3 exposure
109		Central banks		0 0 0	0 0	0 -	0 0	0 0 0 0 -	0 0 0 0 0 0 -
110		Central governments		0 0 0	0 0	0 -	0 0	0 0 0 0 -	0 0 0 0 0 0 -
111		Institutions	1,732	144 8	0 2	0 5.71%	1,640 228	17 0 2 1	6.34% 1,563 295 27 0 3 2 6.60%
112		Corporates	4,579	1,154 81	5 47	26 32.43%	4,298 1,405	111 4 49 38	34.71% 4,140 1,533 141 3 46 50 35.78%
113		Corporates - Of Which: Specialised Lending	370	53 22	1 3	3 14.71%	355 62	28 0 2 6	21.64% 347 66 32 0 2 8 25.23%
114		Corporates - Of Which: SME		4 1 0	0 0	0 0.24%	4 1	0 0 0 0	0.28% 5 1 1 0 0 0 0.31%
115		Retail		71 17 2	0 1	1 33.39%	74 14	2 0 1 1	32.74% 75 12 3 0 1 1 32.21%
116		Retail - Secured on real estate property		44 7 0	0 0	0 9.54%	45 6	1 0 0 0	13.04% 45 6 1 0 0 0 14.79%
117		Retail - Secured on real estate property - Of Which: SME		5 1 0	0 0	0 2.13%	5 1	0 0 0 0	3.93% 5 1 0 0 0 0 5.62%
118	FRANCE	Retail - Secured on real estate property - Of Which: non-SME		39 6 0	0 0	0 18.24%	40 5	0 0 0 0	18.98% 40 5 1 0 0 0 19.12%
119		Retail - Qualifying Revolving		8 1 0	0 0	0 58.81%	7 1	0 0 0 0	56.53% 7 1 0 0 0 0 54.48%
120		Retail - Other Retail		19 10 1	0 1	0 41.00%	21 8	2 0 1 1	38.95% 22 6 2 0 1 1 38.08%
121		Retail - Other Retail - Of Which: SME		2 0 0	0 0	0 48.48%	2 0	0 0 0 0	40.03% 2 0 0 0 0 0 35.41%
122		Retail - Other Retail - Of Which: non-SME		17 10 1	0 1	0 40.60%	19 7	2 0 1 1	38.89% 20 6 2 0 1 1 38.22%
123		Equity		0 0 0	0 0	0 -	0 0	0 0 0 0 -	0 0 0 0 0 0 -
124		Securitisation
125		Other non-credit obligation assets		0 0 0	0 0	0 -	0 0	0 0 0 0 -	0 0 0 0 0 0 -
126		IRB TOTAL	6,382	1,315 90	5 51	27 30.13%	6,011 1,647	130 4 53 40	31.01% 5,777 1,840 171 4 49 53 31.11%

37	38	39	40	41	42	43	44	45	46	47	48	49	50	51	52	53	54	55	56	57
										Adverse Scenario Adverse Scenario
			31/12/2021							31/12/2022							31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0		0 0		0 0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
0		0 0		0 0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
2,783	233	9		1 51	3	32.74%	2,679	329	17	1	37	6	34.74%	2,617	383	25	1	32	9	35.73%
4,666	900	36		4 28	9	26.32%	4,475	1,059	68	4	25	20	29.18%	4,372	1,130	99	3	24	31	30.96%
955	148	15		1 3	3	18.52%	919	173	26	1	3	6	24.64%	898	184	36	1	3	10	29.06%
6		0 0		0 0	0	39.62%	6	0	0	0	0	0	39.62%	6	0	0	0	0	0	39.62%
79		8 1		0 0	0	35.36%	79	8	1	0	0	0	30.58%	79	8	2	0	0	0	27.60%
57		4 0		0 0	0	16.05%	57	4	1	0	0	0	13.94%	57	4	1	0	0	0	12.93%
9		1 0		0 0	0	9.53%	8	1	0	0	0	0	9.49%	8	1	0	0	0	0	9.43%
49		4 0		0 0	0	16.29%	49	4	1	0	0	0	14.21%	48	3	1	0	0	0	13.21%
7		0 0		0 0	0	63.13%	7	1	0	0	0	0	57.90%	6	1	0	0	0	0	54.95%
16		3 0		0 0	0	50.22%	16	3	1	0	0	0	44.55%	16	3	1	0	0	0	40.24%
4		1 0		0 0	0	33.08%	4	1	0	0	0	0	28.28%	4	1	0	0	0	0	26.01%
11		2 0		0 0	0	52.45%	11	2	1	0	0	0	47.55%	11	2	1	0	0	0	43.37%
0		0 0		0 0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
0		0 0		0 0		0 -	0	0	0	0	0		0 -	0	0	0	0	0	0 -
7,528	1,141	46	5	80	13	27.76%	7,233	1,396	87	4	63	26	30.31%	7,068	1,521	126	4	56	40	31.86%

Adverse Scenario
		31/12/2021							31/12/2022				31/12/2023
Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0 0	0		0	0	0 -		0 0	0	0	0		0 -	0	0	0	0	0	0 -
41 249	1		0	1	0 40.00%	72	217	2	0	1	1	40.00%	96	192	3	0	1	1	40.00%
595 348	3		0	10	1 45.42%	628	312	6	1	10	3	44.72%	650	285	11	0	11	5	44.08%
1,051 232	15		1	7	5 35.82%	1,020	251	27	1	6	10	35.52%	1,004	258	37	1	5	13	35.24%
84 24	7		0	2	3 41.04%	81	24	10	0	1	4	41.97%	79	24	13	0	1	5	42.59%
0 0	0		0	0	0 -		0 0	0	0	0		0 -	0	0	0	0	0	0 -
24 2	0		0	0	0 47.17%	24	2	1	0	0	0	43.94%	24	2	1	0	0	0	41.22%
15 1	0		0	0	0 33.27%	15	1	0	0	0	0	31.22%	15	1	0	0	0	0	29.37%
2 0	0		0	0	0 2.07%		2 0	0	0	0	0	4.08%	3	0	0	0	0	0	5.69%
13 1	0		0	0	0 52.68%	13	1	0	0	0	0	46.71%	13	1	0	0	0	0	41.68%
3 0	0		0	0	0 79.81%		3 0	0	0	0	0	68.87%	3	0	0	0	0	0	62.45%
5 1	0		0	0	0 61.64%		5 1	0	0	0	0	56.11%	5	1	0	0	0	0	52.03%
2 1	0		0	0	0 82.78%		2 1	0	0	0	0	73.01%	2	1	0	0	0	0	66.70%
3 0	0		0	0	0 47.48%		3 0	0	0	0	0	43.49%	3	0	0	0	0	0	40.35%
0 0	0		0	0	0 -		0 0	0	0	0		0 -	0	0	0	0	0	0 -
0 0	0		0	0	0 -		0 0	0	0	0		0 -	0	0	0	0	0	0 -
1,711 832	19	2		18 7	37.66%	1,744	783	35	2	17	13	37.53%	1,774	737	51	1	18	19	37.48%

	Adverse Scenario
			31/12/2021						31/12/2022							31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
7,193		0 0	0		0	0 -	7,193 0		0	0 0		0 -	7,193	0	0	0	0		0 -
1,067	83	3	0		1	1 40.00%	1,029 118		6	0 1	2	40.00%	1,005	139	9	0	1	4	40.00%
69		8 0	0		1	0 42.77%	66 11		0	0 1	0	42.86%	64	12	1	0	1	0	42.87%
218	22	2	0		1	0 26.38%	211 28		3	0 1	1	27.40%	207	31	5	0	1	1	28.31%
	0	0 0	0		0	0 -	0 0		0	0 0		0 -	0	0	0	0	0		0 -
	0	0 0	0		0	0 -	0 0		0	0 0		0 -	0	0	0	0	0		0 -
	6	1 0	0		0	0 33.94%	6 1		0	0 0	0	32.96%	6	1	0	0	0	0	31.91%
	3	0 0	0		0	0 18.37%	3 0		0	0 0	0	18.40%	3	0	0	0	0	0	18.43%
	0	0 0	0		0	0 3.80%	0 0		0	0 0	0	3.80%	0	0	0	0	0	0	3.80%
	3	0 0	0		0	0 20.84%	3 0		0	0 0	0	20.92%	3	0	0	0	0	0	20.95%
	1	0 0	0		0	0 47.03%	1 0		0	0 0	0	46.56%	1	0	0	0	0	0	45.68%
	1	0 0	0		0	0 35.91%	1 0		0	0 0	0	35.76%	1	0	0	0	0	0	35.54%
	1	0 0	0		0	0 35.55%	1 0		0	0 0	0	35.48%	1	0	0	0	0	0	35.45%
	1	0 0	0		0	0 40.48%	1 0		0	0 0	0	38.78%	1	0	0	0	0	0	36.28%
	0	0 0	0		0	0 -	0 0		0	0 0		0 -	0	0	0	0	0		0 -
	0	0 0	0		0	0 -	0 0		0	0 0		0 -	0	0	0	0	0		0 -
8,553	114	5	1		3	2 35.31%	8,505 157	10		1 2	3	35.91%	8,475	182	14	0	2	5	36.23%

								Adverse Scenario
					31/12/2021			31/12/2022				31/12/2023
RowN um		(mln EUR, %)		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of Stock of provisions for provisions for Stage 1 exposure Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure Stage 3 exposure
181		Central banks		0 0 0	0 0	0 -	0 0	0 0	0	0 - 0	0 0	0 0	0 -
182		Central governments		0 0 0	0 0	0 -	0 0	0 0	0	0 - 0	0 0	0 0	0 -
183		Institutions		85 8 0	0 0	0 40.89%	83 9	1 0	0 0	37.75% 81	10 2	0 0	1 35.25%
184		Corporates	3,487	602 114	4 16	44 38.74%	3,354 691	158 3	15 53	33.69% 3,288	725 191	3 14	62 32.30%
185		Corporates - Of Which: Specialised Lending		715 152 48	1 3	4 7.98%	688 153	74 1	2 7	9.22% 670	155 90	1 2	10 10.69%
186		Corporates - Of Which: SME		6 1 0	0 0	0 1.90%	6 1	0 0	0 0	1.90% 6	1 0	0 0	0 1.90%
187		Retail		66 7 1	0 0	0 34.56%	66 7	1 0	0 0	31.41% 66	7 1	0 0	0 29.73%
188		Retail - Secured on real estate property		43 4 0	0 0	0 26.43%	42 4	0 0	0 0	24.17% 42	4 1	0 0	0 22.82%
189	NETHERLANDS	Retail - Secured on real estate property - Of Which: SME		7 0 0	0 0	0 14.42%	7 0	0 0	0 0	14.98% 7	0 0	0 0	0 15.34%
190		Retail - Secured on real estate property - Of Which: non-SME		36 3 0	0 0	0 27.41%	35 3	0 0	0 0	25.24% 35	3 1	0 0	0 23.89%
191		Retail - Qualifying Revolving		4 0 0	0 0	0 64.73%	4 0	0 0	0 0	61.37% 4	0 0	0 0	0 58.22%
192		Retail - Other Retail		19 3 0	0 0	0 37.55%	19 3	0 0	0 0	34.26% 19	3 1	0 0	0 32.80%
193		Retail - Other Retail - Of Which: SME		7 1 0	0 0	0 42.82%	7 1	0 0	0 0	39.83% 7	1 0	0 0	0 39.04%
194		Retail - Other Retail - Of Which: non-SME		12 2 0	0 0	0 34.83%	12 2	0 0	0 0	31.04% 12	2 0	0 0	0 29.11%
195		Equity		0 0 0	0 0	0 -	0 0	0 0	0	0 - 0	0 0	0 0	0 -
196		Securitisation
197		Other non-credit obligation assets		0 0 0	0 0	0 -	0 0	0 0	0	0 - 0	0 0	0 0	0 -
198		IRB TOTAL	3,638	617 115	4 17	45 38.73%	3,503 708	160 3	16 54	33.70% 3,435	742 194	3 15	63 32.30%

37	38	39	40	41	42	43	44	45 46	47	48	49	50	51	52	53	54	55	56	57
									Adverse Scenario Adverse Scenario
			31/12/2021				31/12/2022							31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
357	0	0	0	0	0 -		357	0	0 0	0		0 -	357	0	0	0	0	0 -
379	8	1	0	1	1	40.00%	374	11	3 0	1	1	40.00%	371	13	4	0	1	2	40.00%
596	40	1	0	1	0	14.35%	576	59	3 0	1	0	13.91%	562	71	4	0	1	1	13.63%
3,088	507	99	3	9	19	19.22%	2,897	679 118	2	11	24	20.82%	2,786	771	137	2	11	30	22.02%
167	31	1	0	0	0	18.91%	159	37	2 0	0	0	17.25%	155	40	3	0	0	1	16.16%
26	3	1	0	0	1	75.05%	24	4	2 0	0	1	69.78%	23	5	2	0	0	1	65.42%
526	59	4	0	2	1	28.26%	522	60	7 0	2	2	26.66%	520	59	11	0	2	3	25.71%
308	35	2	0	1	0	15.19%	306	35	4 0	1	1	16.28%	306	34	5	0	1	1	16.98%
22	3	0	0	0	0	6.24%	22	3	0 0	0	0	8.59%	22	3	0	0	0	0	10.29%
286	32	2	0	1	0	16.43%	284	32	3 0	1	1	17.15%	284	31	5	0	1	1	17.66%
14	1	0	0	0	0	62.72%	14	1	0 0	0	0	57.80%	14	1	0	0	0	0	54.85%
205	24	2	0	1	1	40.70%	202	25	4 0	1	1	35.81%	201	24	5	0	1	2	33.09%
47	7	1	0	0	0	37.02%	46	7	1 0	0	0	35.01%	45	7	2	0	0	1	33.58%
157	17	2	0	1	1	41.97%	156	17	3 0	1	1	36.16%	155	17	4	0	1	1	32.86%
0	0	0	0	0	0 -		0	0	0 0	0		0 -	0	0	0	0	0	0 -
0	0	0	0	0	0 -		0	0	0 0	0		0 -	0	0	0	0	0	0 -
4,946	614	106	3	13	21	19.83%	4,726	810 131	3	15	28	21.43%	4,596	915	156	3	15	35	22.52%

									Adverse Scenario
			31/12/2021						31/12/2022							31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
	0 0		0	0	0	0 -	0	0 0		0	0	0 -	0	0	0	0	0		0 -
146	3		0	0	0	0 40.00%	144	5 1		0	0	0 40.00%	142	7	1	0	0	0	40.00%
74	385		4	0	13	1 17.58%	117	338 8		0 10		1 17.58%	145	304	14	0	9	2	17.58%
1,361	231	24		2	7 10	44.20%	1,280	304 32		1 11	13	41.27%	1,244	331	40	1	10	16	39.81%
161	8		3	0	0	0 12.95%	155	13 4		0	0	1 17.54%	152	15	6	0	0	1	20.90%
	0 0		0	0	0	0 -	0	0 0		0	0	0 -	0	0	0	0	0		0 -
51	7		0	0	0	0 25.92%	51	7 1		0	0	0 19.18%	51	7	1	0	0	0	15.92%
15	2		0	0	0	0 11.03%	15	2 0		0	0	0 12.22%	15	2	0	0	0	0	12.59%
	2 0		0	0	0	0 4.03%	2	0 0		0	0	0 4.51%	2	0	0	0	0	0	5.18%
13	2		0	0	0	0 11.95%	13	2 0		0	0	0 13.11%	13	2	0	0	0	0	13.33%
	4 0		0	0	0	0 54.42%	4	0 0		0	0	0 53.54%	4	0	0	0	0	0	52.21%
32	4		0	0	0	0 26.38%	32	4 1		0	0	0 18.06%	31	5	1	0	0	0	14.12%
	1 0		0	0	0	0 47.50%	1	0 0		0	0	0 44.30%	1	0	0	0	0	0	42.64%
31	4		0	0	0	0 23.72%	31	4 0		0	0	0 15.16%	30	4	1	0	0	0	11.41%
	0 0		0	0	0	0 -	0	0 0		0	0	0 -	0	0	0	0	0		0 -
	0 0		0	0	0	0 -	0	0 0		0	0	0 -	0	0	0	0	0		0 -
1,633	626	28		2 21	11	40.55%	1,591	654 42	1	21	15	36.20%	1,582	649	56	1	19	19	33.92%

			1	2	3	4	5	6	7	8	9	10	11
								Actual
								31/12/2020
			Exposure values		Risk exposure amounts
um		(mln EUR, %)		Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
1		Central banks	9,307	0	25		0 3,383	42	0	0	0	0	0.00%
2		Central governments	87,615	0	581		0 3,597	5,807	129	0	11	0	0.00%
3		Regional governments or local authorities	18,365	0	489		0 10,578	166	20	0	1	0	0.64%
4		Public sector entities	7,021	0	183		0 2,641	170	20	0	0	0	0.00%
5		Multilateral Development Banks	933	0	0		0 603	0	0	0	0	0	0.00%
6		International Organisations	794	0	0		0 0	0	0	0	0	0	0.00%
7		Institutions	2,887	0	413		0 122	2	1	0	0	0	0.00%
8		Corporates	7,046	87	5,306		94 2,166	267	304	10	5	135	44.50%
9		of which: SME	420	26	400		28 313	88	89	1	1	61	68.98%
10	COMMERZBANK	Retail	5,474	73	4,087		85 5,114	589	240	17	17	156	65.06%
11		of which: SME	120	10	71		14 158	59	19	0	1	4	23.41%
12	Aktiengesellschaft	Secured by mortgages on immovable property	2,349	0	836		0 2,394	327	5	1	6	1	29.33%
13		of which: SME	11	0	4		0 31	12	4	0	0	1	33.15%
14		Items associated with particularly high risk	425	0	637		0 0	0	0	0	0	0	0.00%
15		Covered bonds	0	0	0		0 0	0	0	0	0	0	0.00%
16		Claims on institutions and corporates with a ST credit assessment	11	0	2		0 0	0	0	0	0	0	0.00%
17		Collective investments undertakings (CIU)	2,341	0	597		0 0	0	0	0	0	0	0.00%
18		Equity	938	0	1,267		0 0	0	0	0	0	0	0.00%
19		Securitisation
20		Other exposures	2,686	0	5,999		0 1	0	0	0	0	0	0.00%
21		Standardised Total	148,191	159	20,421	179	30,598	7,370	719	29	40	293	40.74%

			Actual
								31/12/2020
			Exposure values		Risk exposure amounts
RowN um		(mln EUR, %)			Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
22		Central banks	242		0 0		0 187	0		0 0	0	0	0.00%
23		Central governments	56,727		0 0		0 1,855	682	61	0	0	0	0.00%
24		Regional governments or local authorities	15,300		0 1		0 10,378	16	20	0	0	0	0.00%
25		Public sector entities	6,797		0 157		0 2,631	170	20	0	0	0	0.00%
26		Multilateral Development Banks	0		0 0		0 0	0		0 0	0	0	0.00%
27		International Organisations	0		0 0		0 0	0		0 0	0	0	0.00%
28		Institutions	1,380		0 226		0 5	1		1 0	0	0	0.00%
29		Corporates	1,064		4 1,048		5 176	28		5 5	0	2	53.19%
30		of which: SME	41		0 32		0 44	2		1 0	0	1	100.00%
31		Retail	4,288	69	3,198		81 4,082	501	170	16	15	102	60.14%
32	GERMANY	of which: SME	116		9 69		13 154	58	16	0	0	2	13.29%
33		Secured by mortgages on immovable property	54		0 20		0 50	6		0 0	0	0	0.00%
34		of which: SME	11		0 4		0 8	4		0 0	0	0	0.00%
35		Items associated with particularly high risk	224		0 335		0 0	0		0 0	0	0	0.00%
36		Covered bonds	0		0 0		0 0	0		0 0	0	0	0.00%
37		Claims on institutions and corporates with a ST credit assessment	0		0 0		0 0	0		0 0	0	0	0.00%
38		Collective investments undertakings (CIU)	1,723		0 570		0 0	0		0 0	0	0	0.00%
39		Equity	572		0 820		0 0	0		0 0	0	0	0.00%
40		Securitisation
41		Other exposures	2,617		0 5,933		0 0	0		0 0	0	0	0.00%
42		Standardised Total	90,990	73	12,308	85	19,365	1,405	276	21	15	104	37.85%

			Actual
			31/12/2020
			Exposure values		Risk exposure amounts
RowN um		(mln EUR, %)			Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
43		Central banks	591	0	0	0	0	0	0	0	0	0	0.00%
44		Central governments	11,614	0	472	0	239	0	0	0	0	0	0.00%
45		Regional governments or local authorities	60	0	12	0	37	0	0	0	0	0	56.52%
46		Public sector entities	4	0	3	0	9	0	0	0	0	0	0.00%
47		Multilateral Development Banks	605	0	0	0	0	0	0	0	0	0	0.00%
48		International Organisations	0	0	0	0	0	0	0	0	0	0	0.00%
49		Institutions	376	0	24	0	46	0	0	0	0	0	0.00%
50		Corporates	2,166	78	2,156	85	1,436	176	226	4	5	107	47.12%
51		of which: SME	370	26	360	27	259	86	88	1	1	60	68.57%
52		Retail	316	3	237	3	236	6	38	0	0	27	73.25%
53	POLAND	of which: SME	1	1	0	1	0	0	3	0	0	2	75.43%
54		Secured by mortgages on immovable property	2,295	0	815	0	1,582	285	4	1	6	1	30.26%
55		of which: SME	0	0	0	0	23	8	4	0	0	1	33.15%
56		Items associated with particularly high risk	0	0	0	0	0	0	0	0	0	0	0.00%
57		Covered bonds	0	0	0	0	0	0	0	0	0	0	0.00%
58		Claims on institutions and corporates with a ST credit assessment	0	0	0	0	0	0	0	0	0	0	0.00%
59		Collective investments undertakings (CIU)	0	0	0	0	0	0	0	0	0	0	0.00%
60		Equity	59	0	70	0	0	0	0	0	0	0	0.00%
61		Securitisation
62		Other exposures	15	0	15	0	1	0	0	0	0	0	0.00%
63		Standardised Total	18,101	81	3,803	88	3,586	467	268	5	11	135	50.52%

			Actual
			31/12/2020
		Exposure values	Risk exposure amounts
RowN um		(mln EUR, %)		Non-defaulted Defaulted Non-defaulted Defaulted		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure
64		Central banks	0	0 0	0	0 0	0		0 0	0 0.00%
65		Central governments	1,267	0 0	0 25	0	0		0 0	0 0.00%
66		Regional governments or local authorities	1,180	0 335	0	1 0	0		0 0	0 0.00%
67		Public sector entities	0	0 0	0	0 0	0		0 0	0 0.00%
68		Multilateral Development Banks	0	0 0	0	0 0	0		0 0	0 0.00%
69		International Organisations	0	0 0	0	0 0	0		0 0	0 0.00%
70		Institutions	356	0 40	0	0 0	0		0 0	0 0.00%
71		Corporates	790	0 504	0 150	0	0		0 0	0 0.00%
72		of which: SME	0	0 0	0	0 0	0		0 0	0 0.00%
73		Retail	0	0 0	0	0 0	0		0 0	0 75.00%
74	UNITED STATES	of which: SME	0	0 0	0	0 0	0		0 0	0 0.00%
75		Secured by mortgages on immovable property	0	0 0	0	0 0	0		0 0	0 0.00%
76		of which: SME	0	0 0	0	0 0	0		0 0	0 0.00%
77		Items associated with particularly high risk	125	0 188	0	0 0	0		0 0	0 0.00%
78		Covered bonds	0	0 0	0	0 0	0		0 0	0 0.00%
79		Claims on institutions and corporates with a ST credit assessment	11	0 2	0	0 0	0		0 0	0 0.00%
80		Collective investments undertakings (CIU)	0	0 0	0	0 0	0		0 0	0 0.00%
81		Equity	88	0 95	0	0 0	0		0 0	0 0.00%
82		Securitisation
83		Other exposures	0	0 0	0	0 0	0		0 0	0 0.00%
84		Standardised Total	3,818	0 1,165	0 176	0	0	0	0	0 75.00%

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

			1	2	3	4	5	6	7	8	9	10	11
								Actual Actual
								31/12/2020
			Exposure values		Risk exposure amounts
um					Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
		(mln EUR, %)
85		Central banks	4,714	0	0		0 1,943	0	0	0	0	0	0.00%
86		Central governments	258	0	0		0 140	12	0	0	0	0	0.00%
87		Regional governments or local authorities	50	0	10		0 0	0	0	0	0	0	0.00%
88		Public sector entities	0	0	0		0 0	0	0	0	0	0	0.00%
89		Multilateral Development Banks	0	0	0		0 0	0	0	0	0	0	0.00%
90		International Organisations	0	0	0		0 0	0	0	0	0	0	0.00%
91		Institutions	92	0	46		0 53	0	0	0	0	0	0.00%
92		Corporates	2,545	0	1,116		0 134	0	0	0	0	0	0.00%
93		of which: SME	0	0	0		0 0	0	0	0	0	0	0.00%
94		Retail	0	0	0		0 0	0	0	0	0	0	70.00%
95	UNITED KINGDOM	of which: SME	0	0	0		0 0	0	0	0	0	0	0.00%
96		Secured by mortgages on immovable property	0	0	0		0 0	0	0	0	0	0	0.00%
97		of which: SME	0	0	0		0 0	0	0	0	0	0	0.00%
98		Items associated with particularly high risk	43	0	64		0 0	0	0	0	0	0	0.00%
99		Covered bonds	0	0	0		0 0	0	0	0	0	0	0.00%
100		Claims on institutions and corporates with a ST credit assessment	0	0	0		0 0	0	0	0	0	0	0.00%
101		Collective investments undertakings (CIU)	0	0	0		0 0	0	0	0	0	0	0.00%
102		Equity	6	0	6		0 0	0	0	0	0	0	0.00%
103		Securitisation
104		Other exposures	0	0	0		0 0	0	0	0	0	0	0.00%
105		Standardised Total	7,708	0	1,242		0 2,271	12	0	0	0	0	70.00%

			Actual
			31/12/2020
			Exposure values		Risk exposure amounts
RowN um		(mln EUR, %)			Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
106		Central banks	0		0 0		0	0 0		0 0	0	0	0.00%
107		Central governments	9,635		0 0		0	0 4,995		0 0	11	0	0.00%
108		Regional governments or local authorities	175		0 35		0	0 0		0 0	0	0	0.00%
109		Public sector entities	0		0 0		0	0 0		0 0	0	0	0.00%
110		Multilateral Development Banks	0		0 0		0	0 0		0 0	0	0	0.00%
111		International Organisations	0		0 0		0	0 0		0 0	0	0	0.00%
112		Institutions	0		0 0		0	0 0		0 0	0	0	0.00%
113		Corporates	0		0 0		0	0 0		0 0	0	0	0.00%
114		of which: SME	0		0 0		0	0 0		0 0	0	0	0.00%
115		Retail	0		0 0		0	0 0		0 0	0	0	0.00%
116	ITALY	of which: SME	0		0 0		0	0 0		0 0	0	0	0.00%
117		Secured by mortgages on immovable property	0		0 0		0	0 0		0 0	0	0	0.00%
118		of which: SME	0		0 0		0	0 0		0 0	0	0	0.00%
119		Items associated with particularly high risk	0		0 0		0	0 0		0 0	0	0	0.00%
120		Covered bonds	0		0 0		0	0 0		0 0	0	0	0.00%
121		Claims on institutions and corporates with a ST credit assessment	0		0 0		0	0 0		0 0	0	0	0.00%
122		Collective investments undertakings (CIU)	0		0 0		0	0 0		0 0	0	0	0.00%
123		Equity	0		0 0		0	0 0		0 0	0	0	0.00%
124		Securitisation
125		Other exposures	0		0 0		0	0 0		0 0	0	0	0.00%
126		Standardised Total	9,810	0	35		0 0	4,996	0	0	11	0	0.00%

			Actual
			31/12/2020
			Exposure values		Risk exposure amounts
RowN um		(mln EUR, %)			Non-defaulted Defaulted Non-defaulted Defaulted				Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
127		Central banks	0	0	0		0 0	0		0 0	0	0	0.00%
128		Central governments	431	0	0		0 169	19		0 0	0	0	0.00%
129		Regional governments or local authorities	0	0	0		0 0	0		0 0	0	0	0.00%
130		Public sector entities	204	0	20		0 0	0		0 0	0	0	0.00%
131		Multilateral Development Banks	0	0	0		0 0	0		0 0	0	0	0.00%
132		International Organisations	0	0	0		0 0	0		0 0	0	0	0.00%
133		Institutions	522	0	12		0 0	0		0 0	0	0	0.00%
134		Corporates	4	0	4		0 0	0		0 0	0	0	0.00%
135		of which: SME	0	0	0		0 0	0		0 0	0	0	0.00%
136		Retail	0	0	0		0 0	0		0 0	0	0	75.00%
137	FRANCE	of which: SME	0	0	0		0 0	0		0 0	0	0	0.00%
138		Secured by mortgages on immovable property	0	0	0		0 0	0		0 0	0	0	0.00%
139		of which: SME	0	0	0		0 0	0		0 0	0	0	0.00%
140		Items associated with particularly high risk	2	0	4		0 0	0		0 0	0	0	0.00%
141		Covered bonds	0	0	0		0 0	0		0 0	0	0	0.00%
142		Claims on institutions and corporates with a ST credit assessment	0	0	0		0 0	0		0 0	0	0	0.00%
143		Collective investments undertakings (CIU)	0	0	0		0 0	0		0 0	0	0	0.00%
144		Equity	1	0	1		0 0	0		0 0	0	0	0.00%
145		Securitisation
146		Other exposures	6	0	6		0 0	0		0 0	0	0	0.00%
147		Standardised Total	1,170	0	46	0	169	19	0	0	0	0	75.00%

			Actual 31/12/2020
			Exposure values	Risk exposure amounts
RowN um		(mln EUR, %)	Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure
148		Central banks	0	0 0	0 0	0	0	0	0	0 0.00%
149		Central governments	0	0 0	0 0	0	0	0	0	0 0.00%
150		Regional governments or local authorities	152	0 76	0 0	0	0	0	0	0 0.00%
151		Public sector entities	0	0 0	0 0	0	0	0	0	0 0.00%
152		Multilateral Development Banks	0	0 0	0 0	0	0	0	0	0 0.00%
153		International Organisations	0	0 0	0 0	0	0	0	0	0 0.00%
154		Institutions	0	0 0	0 0	0	0	0	0	0 0.00%
155		Corporates	0	0 0	0 0	0	0	0	0	0 0.00%
156		of which: SME	0	0 0	0 0	0	0	0	0	0 0.00%
157		Retail	0	0 0	0 0	0	0	0	0	0 0.00%
158	JAPAN	of which: SME	0	0 0	0 0	0	0	0	0	0 0.00%
159		Secured by mortgages on immovable property	0	0 0	0 0	0	0	0	0	0 0.00%
160		of which: SME	0	0 0	0 0	0	0	0	0	0 0.00%
161		Items associated with particularly high risk	0	0 0	0 0	0	0	0	0	0 0.00%
162		Covered bonds	0	0 0	0 0	0	0	0	0	0 0.00%
163		Claims on institutions and corporates with a ST credit assessment	0	0 0	0 0	0	0	0	0	0 0.00%
164		Collective investments undertakings (CIU)	0	0 0	0 0	0	0	0	0	0 0.00%
165		Equity	1	0 1	0 0	0	0	0	0	0 0.00%
166		Securitisation
167		Other exposures	1	0 1	0 0	0	0	0	0	0 0.00%
168		Standardised Total	153	0 77	0 0	0	0	0	0	0 0.00%

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

			1	2	3	4	5	6	7	8	9	10	11
								Actual Actual
			31/12/2020
			Exposure values			Risk exposure amounts
RowN um		(mln EUR, %)			Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
169		Central banks		0	0 0		0 0	0	0	0	0	0	0.00%
170		Central governments		0	0 0		0 0	0	0	0	0	0	0.00%
171		Regional governments or local authorities		0	0 0		0 0	0	0	0	0	0	0.00%
172		Public sector entities		0	0 0		0 0	0	0	0	0	0	0.00%
173		Multilateral Development Banks		0	0 0		0 0	0	0	0	0	0	0.00%
174		International Organisations		0	0 0		0 0	0	0	0	0	0	0.00%
175		Institutions	30		0 15		0 0	0	0	0	0	0	0.00%
176		Corporates		0	0 0		0 0	0	0	0	0	0	0.00%
177		of which: SME		0	0 0		0 0	0	0	0	0	0	0.00%
178		Retail		2	0 1		0 2	1	0	0	0	0	68.18%
179	SWITZERLAND	of which: SME		0	0 0		0 0	0	0	0	0	0	0.00%
180		Secured by mortgages on immovable property		0	0 0		0 0	0	0	0	0	0	0.00%
181		of which: SME		0	0 0		0 0	0	0	0	0	0	0.00%
182		Items associated with particularly high risk		0	0 0		0 0	0	0	0	0	0	0.00%
183		Covered bonds		0	0 0		0 0	0	0	0	0	0	0.00%
184		Claims on institutions and corporates with a ST credit assessment		0	0 0		0 0	0	0	0	0	0	0.00%
185		Collective investments undertakings (CIU)		0	0 0		0 0	0	0	0	0	0	0.00%
186		Equity		5	0 5		0 0	0	0	0	0	0	0.00%
187		Securitisation
188		Other exposures		3	0 3		0 0	0	0	0	0	0	0.00%
189		Standardised Total	40	0	25		0 2	1	0	0	0	0	68.18%

			Actual
			31/12/2020
			Exposure values		Risk exposure amounts
RowN um		(mln EUR, %)			Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
190		Central banks	0	0	0		0 0	0	0	0	0	0	0.00%
191		Central governments	2,512	0	0		0 6	0	0	0	0	0	0.00%
192		Regional governments or local authorities	874	0	0		0 92	150	0	0	1	0	0.00%
193		Public sector entities	0	0	0		0 0	0	0	0	0	0	0.00%
194		Multilateral Development Banks	0	0	0		0 0	0	0	0	0	0	0.00%
195		International Organisations	0	0	0		0 0	0	0	0	0	0	0.00%
196		Institutions	0	0	0		0 0	0	0	0	0	0	0.00%
197		Corporates	0	0	0		0 0	0	0	0	0	0	0.00%
198		of which: SME	0	0	0		0 0	0	0	0	0	0	0.00%
199		Retail	0	0	0		0 0	0	0	0	0	0	70.00%
200	SPAIN	of which: SME	0	0	0		0 0	0	0	0	0	0	0.00%
201		Secured by mortgages on immovable property	0	0	0		0 0	0	0	0	0	0	0.00%
202		of which: SME	0	0	0		0 0	0	0	0	0	0	0.00%
203		Items associated with particularly high risk	0	0	0		0 0	0	0	0	0	0	0.00%
204		Covered bonds	0	0	0		0 0	0	0	0	0	0	0.00%
205		Claims on institutions and corporates with a ST credit assessment	0	0	0		0 0	0	0	0	0	0	0.00%
206		Collective investments undertakings (CIU)	0	0	0		0 0	0	0	0	0	0	0.00%
207		Equity	0	0	0		0 0	0	0	0	0	0	0.00%
208		Securitisation
209		Other exposures	1	0	1		0 0	0	0	0	0	0	0.00%
210		Standardised Total	3,388	0	2		0 98	151	0	0	1	0	70.00%

			Actual
			31/12/2020
			Exposure values	Risk exposure amounts
RowN um		(mln EUR, %)	Non-defaulted Defaulted Non-defaulted Defaulted			Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure
211		Central banks	0	0 0	0 0	0		0 0	0 0	0.00%
212		Central governments	163	0 0	0 4	1	24	0	0 0	0.00%
213		Regional governments or local authorities	0	0 0	0 0	0		0 0	0 0	0.00%
214		Public sector entities	0	0 0	0 0	0		0 0	0 0	0.00%
215		Multilateral Development Banks	0	0 0	0 0	0		0 0	0 0	0.00%
216		International Organisations	0	0 0	0 0	0		0 0	0 0	0.00%
217		Institutions	0	0 0	0 0	0		0 0	0 0	0.00%
218		Corporates	75	0 75	0 99	0		0 0	0 0	0.00%
219		of which: SME	0	0 0	0 0	0		0 0	0 0	0.00%
220		Retail	0	0 0	0 1	0		0 0	0 0	77.78%
221	NETHERLANDS	of which: SME	0	0 0	0 0	0		0 0	0 0	0.00%
222		Secured by mortgages on immovable property	0	0 0	0 0	0		0 0	0 0	0.00%
223		of which: SME	0	0 0	0 0	0		0 0	0 0	0.00%
224		Items associated with particularly high risk	1	0 1	0 0	0		0 0	0 0	0.00%
225		Covered bonds	0	0 0	0 0	0		0 0	0 0	0.00%
226		Claims on institutions and corporates with a ST credit assessment	0	0 0	0 0	0		0 0	0 0	0.00%
227		Collective investments undertakings (CIU)	0	0 0	0 0	0		0 0	0 0	0.00%
228		Equity	0	0 0	0 0	0		0 0	0 0	0.00%
229		Securitisation
230		Other exposures	2	0 2	0 0	0		0 0	0 0	0.00%
231		Standardised Total	240	0 78	0 104	1	25	0	0 0	0.29%

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

Coverage Ratio - Stage 3 exposure

														Baseline Scenario
							31/12/2021							31/12/2022						31/12/2023
RowN um			(mln EUR, %)			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
64		Central banks		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
65		Central governments		25	0	0	0	0	0	37.34%	25	0	0	0	0	0	36.25%	25	0	0	0 0	0	35.84%
66		Regional governments or local authorities		1	0	0	0	0	0	40.00%	1	0	0	0	0	0	40.00%	1	0	0	0 0	0	40.00%
67		Public sector entities		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
68		Multilateral Development Banks		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
69		International Organisations		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
70		Institutions		0	0	0	0	0	0	40.91%	0	0	0	0	0	0	40.63%	0	0	0	0 0	0	40.57%
71		Corporates		150	0	0	0	0	0	51.37%	149	0	1	0	0	0	50.93%	149	1	1	0 0	0	50.79%
72		of which: SME		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
73		Retail		0	0	0	0	0	0	65.70%	0	0	0	0	0	0	60.35%	0	0	0	0 0	0	56.77%
74	UNITED STATES	of which: SME		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
75		Secured by mortgages on immovable property		0	0	0	0	0	0	60.16%	0	0	0	0	0	0	58.50%	0	0	0	0 0	0	57.15%
76		of which: SME		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
77		Items associated with particularly high risk		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
78		Covered bonds		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
79		Claims on institutions and corporates with a ST credit assessment		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
80		Collective investments undertakings (CIU)		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
81		Equity		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
82		Securitisation
83		Other exposures		0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0 0	0	0.00%
84		Standardised Total		176	0	0	0	0	0	53.13%	175	1	1	0	0	0	51.29%	174	1	1	0 0	1	50.71%

														Baseline Scenario
							31/12/2021							31/12/2022							31/12/2023
RowN um			(mln EUR, %)			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
43		Central banks		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
44		Central governments		229		10 0	0		0	0 40.00%	226	12		1 0	0	0	40.00%	220	18	1		0 0		0 40.00%
45		Regional governments or local authorities		36		2 0	0		0	0 53.29%	35	2		0 0	0	0	50.88%	34	3	0		0 0		0 48.97%
46		Public sector entities		9		0 0	0		0	0 40.00%	9	1		0 0	0	0	40.00%		9 1	0		0 0		0 40.00%
47		Multilateral Development Banks		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
48		International Organisations		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
49		Institutions		45		0 0	0		0	0 40.31%	45	0		0 0	0	0	38.93%	45	0	1		0 0		0 38.46%
50		Corporates		1,422	166	250	5		4 116	46.42%	1,390	176	272	4	3	123	45.23%	1,367	180	292		4 2	129	44.30%
51		of which: SME		274		63 95	1		1 64	67.59%	276	56	101	1	1	66	65.41%	276	51	106		1 1	67	63.79%
52		Retail		227		15 38	0		0 28	72.17%	223	18	39	0	0	28	70.96%	221	19	40		0 0	28	69.79%
53	POLAND	of which: SME		0		0 3	0		0	2 75.43%	0	0		3 0	0	2	75.42%		0 0	3		0 0		2 75.42%
54		Secured by mortgages on immovable property		1,701	143	27	0		2	5 17.29%	1,691	142	37	0	2	6	16.23%	1,684	139	47		0 2		7 15.59%
55		of which: SME		26		5 4	0		0	1 32.35%	27	4		4 0	0	1	31.47%	27	3	5		0 0		1 30.91%
56		Items associated with particularly high risk		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
57		Covered bonds		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
58		Claims on institutions and corporates with a ST credit assessment		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
59		Collective investments undertakings (CIU)		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
60		Equity		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0 0	0		0 0		0 0.00%
61		Securitisation
62		Other exposures		1		0 0	0		0	0 27.54%	1	0		0 0	0	0	27.33%		1 0	0		0 0		0 27.11%
63		Standardised Total		3,670	336	316	6		6 149	47.09%	3,620	351	350	5	5	158	44.99%	3,581	359	381	5	4	165	43.38%

														Baseline Scenario
							31/12/2021							31/12/2022							31/12/2023
RowN um			(mln EUR, %)			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
22		Central banks		187		0 0		0	0	0 0.00%	187		0	0 0	0	0	0.00%		187	0	0 0	0	0	0.00%
23		Central governments		2,391	143	64		1	3 26	40.00%	2,313	216	69	1	3	28	40.00%	2,272		253 74	1	3	30	40.00%
24		Regional governments or local authorities		10,206	185	23		1	2	9 40.00%	10,071	315	28	1	3	11	40.00%	9,974		406 34	1	4	13	40.00%
25		Public sector entities		2,486	300	35		0	0	0 0.06%	2,388	384	48	0	0	0	0.09%	2,335		424 62	0	0	0	0.11%
26		Multilateral Development Banks		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
27		International Organisations		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
28		Institutions		5		1 1		0	0	0 4.54%	5		1	1 0	0	0	5.89%		5	1	1 0	0	0	6.71%
29		Corporates		159	44	6		0	0	3 45.11%	160		41	8 0	0	3	39.47%		159	40	9 0	0	3	35.78%
30		of which: SME		40		5 1		0	0	1 89.43%	39		6	2 0	0	1	81.05%		38	7	2 0	0	2	74.38%
31		Retail		3,925	591	237		9	57 134	56.46%	3,958	504	291	7	45	160	54.78%	3,978		436 339	7	42	183	53.98%
32	GERMANY	of which: SME		166	40	22		0	1	5 21.38%	170		33 25	0	1	5	20.31%		172	28 28	0	1	6	19.72%
33		Secured by mortgages on immovable property		49		7 1		0	0	0 3.73%	49		6	1 0	0	0	3.96%		50	5	1 0	0	0	4.10%
34		of which: SME		9		3 0		0	0	0 2.72%	9		2	0 0	0	0	3.35%		10	2	0 0	0	0	3.77%
35		Items associated with particularly high risk		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
36		Covered bonds		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
37		Claims on institutions and corporates with a ST credit assessment		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
38		Collective investments undertakings (CIU)		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
39		Equity		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
40		Securitisation
41		Other exposures		0		0 0		0	0	0 0.00%	0		0	0 0	0	0	0.00%		0	0	0 0	0	0	0.00%
42		Standardised Total		19,407	1,272	367	11	62	172	46.82%	19,132	1,467	446	9	52	202	45.18%	18,960	1,566	519	9	49	229	44.16%

12	13	14	15	16	17	18	19	20	21	22	23	24	25	26	27	28	29	30	31	32
										Baseline Scenario
			31/12/2021							31/12/2022						31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure		Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
3,382	42	0	0		0	0 0.00%	3,382	42	0	0	0	0	0.00%	3,382	42	0	0	0	0	0.00%
4,735	4,657	141	1	15	39	27.36%	5,237	4,142	154	1	13	44	28.24%	5,684	3,682	167	1	11	48	28.95%
10,413	327	24	1		3 10	40.16%	10,293	442	30	1	4	12	40.13%	10,208	521	36	1	4	14	40.11%
2,495	301	35	0		0	0 0.08%	2,398	385	48	0	0	0	0.11%	2,344	425	62	0	0	0	0.14%
520	83	0	0		2	0 58.58%	536	66	1	0	2	0	20.72%	601	0	1	0	0	0	25.28%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
120	3	2	0		0	0 21.34%	119	3	2	0	0	1	26.48%	119	3	3	0	0	1	29.10%
2,122	282	333	6		6 147	44.19%	2,081	295	361	5	6	156	43.27%	2,051	300	387	5	6	165	42.54%
325	68	97	1		2 66	67.93%	324	63	103	1	1	67	65.70%	323	58	108	1	1	69	64.03%
4,974	654	314	10	58	191	60.73%	5,011	558	373	8	46	218	58.50%	5,032	486	425	8	43	243	57.23%
171	40	25	0		1	7 28.13%	174	33	29	0	1	8	26.35%	176	28	32	0	1	8	25.26%
2,539	157	28	1		2	5 16.77%	2,532	152	40	0	2	6	15.74%	2,527	147	51	0	2	8	15.13%
34	8	4	0		0	1 31.08%	36	6	5	0	0	1	29.66%	37	5	5	0	0	1	28.75%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
1	0	0	0		0	0 27.54%	1	0	0	0	0	0	27.33%	1	0	0	0	0	0	27.11%
31,301	6,507	878	19	87	392	44.62%	31,591	6,085	1,011	16	73	437	43.29%	31,948	5,606	1,131	16	65	479	42.37%

											Baseline Scenario
					31/12/2021						31/12/2022				31/12/2023
RowN um		(mln EUR, %)	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of Stock of provisions for provisions for Stage 2 exposure Stage 3 exposure	Coverage Ratio - Stage 3 exposure
148		Central banks	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
149		Central governments	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
150		Regional governments or local authorities	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
151		Public sector entities	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
152		Multilateral Development Banks	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
153		International Organisations	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
154		Institutions	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
155		Corporates	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
156		of which: SME	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
157		Retail	0	0	0 0	0	0	10.26%		0 0	0	0	0	0 11.31%	0	0	0	0 0	0 11.65%
158	JAPAN	of which: SME	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
159		Secured by mortgages on immovable property	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
160		of which: SME	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
161		Items associated with particularly high risk	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
162		Covered bonds	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
163		Claims on institutions and corporates with a ST credit assessment	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
164		Collective investments undertakings (CIU)	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
165		Equity	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
166		Securitisation
167		Other exposures	0	0	0 0	0	0	0.00%		0 0	0	0	0	0 0.00%	0	0	0	0 0	0 0.00%
168		Standardised Total	0	0	0 0	0	0	10.26%	0	0	0	0 0	0	11.31%	0	0	0	0 0	0 11.65%

12	13	14	15	16	17	18	19	20	21	22	23	24	25	26	27	28	29	30	31	32
										Baseline Scenario Baseline Scenario
			31/12/2021							31/12/2022			31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
1,943	0	0	0		0	0 0.00%	1,943	0	0	0	0		0 0.00%	1,943	0	0	0	0	0	0.00%
149	3	0	0		0	0 40.00%	148	4	0	0	0		0 40.00%	148	5	1	0	0	0	40.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	52 0	0	0		0	0 45.11%	52	0	1	0	0		0 43.38%	52	0	1	0	0	0	42.80%
118	16	0	0		1	0 60.69%	112	21	1	0	1		0 60.61%	109	24	1	0	1	1	60.49%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 60.17%	0	0	0	0	0		0 56.08%	0	0	0	0	0	0	53.61%
	0 0	0	0		0	0 12.94%	0	0	0	0	0		0 12.91%	0	0	0	0	0	0	12.90%
	0 0	0	0		0	0 8.57%	0	0	0	0	0		0 8.54%	0	0	0	0	0	0	8.48%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
2,264	19	1	0	1		0 51.33%	2,257	25	2	0	1		1 50.05%	2,252	29	2	0	2	1	49.99%

	Baseline Scenario
			31/12/2021							31/12/2022				31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
603	4,386		7	0 12	3	40.00%	1,175	3,807	14		0 10	6	40.00%	1,664	3,311	20	0	7	8	40.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	37.22%	0	0	0		0 0	0	37.29%	0	0	0	0	0	0	37.44%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
0	0		0	0	0 0	0.00%	0	0	0		0 0	0	0.00%	0	0	0	0	0	0	0.00%
603	4,386	7		0 12	3	40.00%	1,175	3,807	14	0	10	6	40.00%	1,664	3,311	20	0	7	8	40.00%

Baseline Scenario
		31/12/2021							31/12/2022				31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
186	1 0		0	0 0	40.00%	186	2	0	0	0		0 40.00%	185	2	0	0	0	0	40.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	67.33%	0	0	0	0	0		0 63.47%	0	0	0	0	0	0	60.90%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
187	1 0	0		0 0	50.55%	186	2	0	0	0	0	45.94%	185	2	0	0	0	0	43.96%

12	13	14	15	16	17	18	19	20	21	22	23	24	25	26	27	28	29	30	31	32
										Baseline Scenario Baseline Scenario
			31/12/2021				31/12/2022								31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
2	1	0	0		0	0 47.46%	2	1	0	0	0	0	42.22%	2		1 1	0	0	0	39.34%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 15.01%	0	0	0	0	0	0	14.87%	0		0 0	0	0	0	14.69%
0 0	0 0	0 0	0 0		0 0	0 0.00% 0 0.00%	0 0	0 0	0 0	0 0	0 0	0 0	0.00% 0.00%	0 0		0 0 0 0	0 0	0 0	0 0	0.00% 0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
2	1	0	0		0	0 47.46%	2	1	0	0	0	0	42.21%	3	1	1	0	0	0	39.34%

										Baseline Scenario
			31/12/2021							31/12/2022				31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
5	0	0	0	0	0	40.00%	5	0	0	0		0 0	40.00%	5	0 0	0	0	0	40.00%
102	140	1	0	1	0	40.00%	117	124	1	0		1 1	40.00%	130	110 2	0	1	1	40.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	59.40%	0	0	0	0		0 0	54.67%	0	0 0	0	0	0	51.93%
0	0	0	0	0	0	13.89%	0	0	0	0		0 0	13.63%	0	0 0	0	0	0	13.50%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
108	140	1	0	1	0	43.33%	122	125	1	0		1 1	41.57%	136	111 2	0	1	1	40.96%

Baseline Scenario
			31/12/2021							31/12/2022				31/12/2023
Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
5	0	24	0	0	10	40.00%	5	0	24	0	0	10	40.00%	5	0 24	0	0	10	40.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
91	7	1	0	0		0 34.09%	86	10	3	0	0		1 34.72%	83	12 5	0	0	2	35.04%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
1	0	0	0	0		0 63.24%	1	0	0	0	0		0 52.06%	1	0 0	0	0	0	45.18%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 6.62%	0	0	0	0	0		0 6.60%	0	0 0	0	0	0	6.55%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0		0 0.00%	0	0	0	0	0		0 0.00%	0	0 0	0	0	0	0.00%
97	7	26	0	0	10	39.80%	92	10	28	0	0	11	39.49%	89	12 29	0	0	11	39.25%

													Adverse Scenario
						31/12/2021							31/12/2022						31/12/2023
RowN um			(mln EUR, %)		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
64		Central banks		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
65		Central governments		25	0	0	0	0	0 39.15%	25	0	0	0	0	0	39.55%	25	0	0 0	0	0	39.54%
66		Regional governments or local authorities		1	0	0	0	0	0 40.00%	1	0	0	0	0	0	40.00%	1	0	0 0	0	0	40.00%
67		Public sector entities		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
68		Multilateral Development Banks		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
69		International Organisations		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
70		Institutions		0	0	0	0	0	0 41.33%	0	0	0	0	0	0	41.37%	0	0	0 0	0	0	41.37%
71		Corporates		150	0	0	0	0	0 56.90%	149	1	1	0	0	0	57.49%	148	1	1 0	0	1	57.47%
72		of which: SME		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
73		Retail		0	0	0	0	0	0 66.96%	0	0	0	0	0	0	61.92%	0	0	0 0	0	0	58.40%
74	UNITED STATES	of which: SME		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
75		Secured by mortgages on immovable property		0	0	0	0	0	0 65.92%	0	0	0	0	0	0	64.74%	0	0	0 0	0	0	62.89%
76		of which: SME		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
77		Items associated with particularly high risk		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
78		Covered bonds		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
79		Claims on institutions and corporates with a ST credit assessment		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
80		Collective investments undertakings (CIU)		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
81		Equity		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
82		Securitisation
83		Other exposures		0	0	0	0	0	0 0.00%	0	0	0	0	0	0	0.00%	0	0	0 0	0	0	0.00%
84		Standardised Total		175	0	0	0	0	0 57.61%	175	1	1	0	0	0	57.11%	174	1	1 0	0	1	56.84%

														Adverse Scenario
							31/12/2021							31/12/2022							31/12/2023
RowN um			(mln EUR, %)			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
43		Central banks		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
44		Central governments		231		8 0	0		0	0 40.00%	214	24		1 0	0	0	40.00%	211	27		2 0	0		1 40.00%
45		Regional governments or local authorities		36		1 0	0		0	0 52.95%	33	4		0 0	0	0	50.14%	33		4	0 0	0		0 48.09%
46		Public sector entities		9		0 0	0		0	0 40.00%	9	1		0 0	0	0	40.00%		8	1	0 0	0		0 40.00%
47		Multilateral Development Banks		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
48		International Organisations		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
49		Institutions		45		0 0	0		0	0 42.27%	45	0		1 0	0	0	42.60%	44		0	1 0	0		0 42.46%
50		Corporates		1,410	175	253	9	17	121	47.76%	1,361	188	289	9	15	134	46.32%	1,313	197	328	8	11	148	45.02%
51		of which: SME		271		65 96	1		5 68	70.60%	268	59	105	2	4	71	67.40%	263	54	115	1	2	74	64.58%
52		Retail		225		17 38	0		0 29	74.17%	219	21	40	0	0	29	72.03%	215	23	42	0	0	29	69.70%
53	POLAND	of which: SME		0		0 3	0		0	2 75.45%	0	0		3 0	0	2	75.45%		0	0	3 0	0		2 75.44%
54		Secured by mortgages on immovable property		1,681	158	32	1		7	6 18.30%	1,652	166	53	1	7	10	18.10%	1,627	168	75	1	6	13	17.99%
55		of which: SME		25		5 4	0		0	1 33.54%	26	4		5 0	0	2	32.20%	26		3	5 0	0		2 31.32%
56		Items associated with particularly high risk		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
57		Covered bonds		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
58		Claims on institutions and corporates with a ST credit assessment		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
59		Collective investments undertakings (CIU)		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
60		Equity		0		0 0	0		0	0 0.00%	0	0		0 0	0	0	0.00%		0	0	0 0	0		0 0.00%
61		Securitisation
62		Other exposures		1		0 0	0		0	0 28.77%	1	0		0 0	0	0	29.93%		1	0	0 0	0		0 30.32%
63		Standardised Total		3,637	359	325	10	25	156	47.98%	3,533	404	384	11	22	173	45.08%	3,452	422	448	9	17	192	42.79%

														Adverse Scenario
							31/12/2021							31/12/2022							31/12/2023
RowN um			(mln EUR, %)			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure		Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
22		Central banks		187	0	0	0		0	0 0.00%	187		0 0	0	0	0	0.00%	187		0 0	0	0	0	0.00%
23		Central governments		2,373	160	65	1		4 26	40.00%	2,283	244	72	1	5	29	40.00%	2,226	293	80	1	5	32	40.00%
24		Regional governments or local authorities		10,181	210	23	1		3	9 40.00%	10,020	365	29	1	5	12	40.00%	9,882	496	35	1	5	14	40.00%
25		Public sector entities		2,352	411	58	0		0	0 0.07%	2,183	532	106	0	0	0	0.10%	2,100	567	153	0	0	0	0.12%
26		Multilateral Development Banks		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
27		International Organisations		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
28		Institutions		5	1	1	0		0	0 7.01%	5		1 1	0	0	0	9.25%		5	1 1	0	0	0	10.47%
29		Corporates		156	47	6	0		1	3 44.72%	154	47	9	0	1	3	38.58%	151		46 12	0	1	4	34.64%
30		of which: SME		40	6	1	0		0	1 89.25%	38		7 2	0	0	2	79.39%	36		8 2	0	0	2	72.65%
31		Retail		3,833	664	256	15	111	149	58.18%	3,802	611	340	14	101	193	56.62%	3,781	551	422	13	97	236	55.89%
32	GERMANY	of which: SME		163	43	23	0		1	5 23.03%	163	37	27	0	1	6	22.22%	163		32 32	0	1	7	21.73%
33		Secured by mortgages on immovable property		48	7	1	0		0	0 8.23%	48		7 1	0	0	0	9.39%	48		6 2	0	0	0	10.06%
34		of which: SME		9	3	0	0		0	0 6.50%	9		2 0	0	0	0	8.18%		9	2 1	0	0	0	9.37%
35		Items associated with particularly high risk		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
36		Covered bonds		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
37		Claims on institutions and corporates with a ST credit assessment		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
38		Collective investments undertakings (CIU)		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
39		Equity		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
40		Securitisation
41		Other exposures		0	0	0	0		0	0 0.00%	0		0 0	0	0	0	0.00%		0	0 0	0	0	0	0.00%
42		Standardised Total		19,133	1,501	411	18	120	188	45.66%	18,681	1,807	558	16	112	237	42.40%	18,379	1,962	705	15	109	286	40.62%

33	34	35	36	37	38	39	40	41	42	43	44	45	46	47	48	49	50	51	52	53
										Adverse Scenario
			31/12/2021							31/12/2022							31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
3,382	42	0	0	0	0	0.00%	3,382	42	0	0	0	0	0.00%	3,382	42	0	0	0	0	0.00%
4,661	4,719	154	2	34	41	26.87%	5,090	4,262	182	2	29	50	27.63%	5,459	3,860	215	2	22	62	28.68%
10,383	356	25	1	5	10	40.15%	10,231	502	32	1	6	13	40.12%	10,102	623	40	1	6	16	40.09%
2,361	412	58	0	0	0	0.08%	2,191	533	106	0	0	0	0.11%	2,108	568	154	0	0	0	0.14%
471	132	0	0	6	0	61.43%	418	184	2	0	11	0	13.15%	368	231	4	0	13	0	7.91%
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
120	3	2	0	0	0	25.56%	118	4	3	0	0	1	31.80%	116	4	4	0	0	1	34.33%
2,097	302	338	10	23	154	45.60%	2,034	322	382	10	20	170	44.51%	1,975	333	430	9	16	187	43.50%
321	71	98	2	5	69	70.89%	315	67	107	2	4	73	67.63%	309	63	117	1	3	76	64.78%
4,875	732	335	17	116	208	62.05%	4,842	674	427	16	105	255	59.69%	4,814	611	518	14	99	302	58.34%
167	43	26	0	2	8	29.39%	168	38	31	0	1	9	27.66%	168	33	35	0	1	9	26.53%
2,517	174	34	1	8	6	17.84%	2,491	178	57	1	7	10	17.71%	2,467	178	80	1	6	14	17.64%
34	8	4	0	0	1	32.20%	35	6	5	0	0	2	30.43%	35	5	6	0	0	2	29.29%
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0	0	0	0.00%
1	0	0	0	0	0	28.77%	1	0	0	0	0	0	29.93%	1	0	0	0	0	0	30.32%
30,867	6,872	946	31	192	420	44.42%	30,796	6,700	1,190	31	177	499	41.96%	30,791	6,451	1,444	28	163	583	40.36%

											Adverse Scenario
					31/12/2021						31/12/2022							31/12/2023
RowN um		(mln EUR, %)	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
148		Central banks	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
149		Central governments	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
150		Regional governments or local authorities	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
151		Public sector entities	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
152		Multilateral Development Banks	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
153		International Organisations	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
154		Institutions	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
155		Corporates	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
156		of which: SME	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
157		Retail	0	0	0 0	0	0	19.35%	0	0	0	0	0 0	22.64%	0	0	0	0	0	0	23.67%
158	JAPAN	of which: SME	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
159		Secured by mortgages on immovable property	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
160		of which: SME	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
161		Items associated with particularly high risk	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
162		Covered bonds	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
163		Claims on institutions and corporates with a ST credit assessment	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
164		Collective investments undertakings (CIU)	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
165		Equity	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
166		Securitisation
167		Other exposures	0	0	0 0	0	0	0.00%	0	0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%
168		Standardised Total	0	0 0	0	0	0	19.35%	0	0	0	0	0 0	22.64%	0	0	0	0	0	0	23.67%

33	34	35	36	37	38	39	40	41	42	43	44	45	46	47	48	49	50	51	52	53
										Adverse Scenario Adverse Scenario
			31/12/2021				31/12/2022								31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
1,943	0	0	0		0	0 0.00%	1,943	0	0	0	0		0 0.00%	1,943	0	0	0	0	0	0.00%
147	5	1	0		0	0 40.00%	145	7	1	0	0		0 40.00%	144	7	2	0	0	1	40.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
52	0	0	0		0	0 47.30%	52	0	1	0	0		0 47.48%	51	0	1	0	0	1	47.56%
116	17	0	0		2	0 60.80%	110	23	1	0	2		0 60.67%	106	26	1	0	2	1	60.53%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 60.70%	0	0	0	0	0		0 56.46%	0	0	0	0	0	0	53.82%
	0 0	0	0		0	0 27.72%	0	0	0	0	0		0 27.66%	0	0	0	0	0	0	27.64%
	0 0	0	0		0	0 10.05%	0	0	0	0	0		0 10.46%	0	0	0	0	0	0	10.65%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
	0 0	0	0		0	0 0.00%	0	0	0	0	0		0 0.00%	0	0	0	0	0	0	0.00%
2,260	22	1	0		2	1 48.94%	2,251	30	3	0	2		1 48.54%	2,245	34	4	0	2	2	48.70%

Adverse Scenario
			31/12/2021							31/12/2022				31/12/2023
		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
595	4,389	12		0 29	5	40.00%	1,141	3,828	26	0	23	11	40.00%	1,572	3,378	46	0	16	18	40.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	46.76%	0	0	0	0	0	0	46.47%	0	0	0	0		0 0	46.25%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
0		0	0	0	0 0	0.00%	0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%
595	4,389	12		0 29	5	40.00%	1,141	3,829	26	0	23	11	40.00%	1,572	3,378	46	0	16	18	40.00%

	Adverse Scenario
		31/12/2021							31/12/2022			31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
186	2 0		0	0 0	40.00%	185	3	0	0	0		0 40.00%	184 3	0	0	0	0	40.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	68.36%	0	0	0	0	0		0 64.52%	0 0	0	0	0	0	61.79%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
0	0 0		0	0 0	0.00%	0	0	0	0	0		0 0.00%	0 0	0	0	0	0	0.00%
186	2 0	0	0	0	48.55%	185	3	0	0	0	0	44.81%	184 3	0	0	0	0	43.19%

33	34	35	36	37	38	39	40	41	42	43	44	45	46	47	48	49	50	51	52	53
										Adverse Scenario Adverse Scenario
			31/12/2021				31/12/2022								31/12/2023
Stage 1 exposure Stage 2 exposure Stage 3 exposure			Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure			Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0 0	0 0	0 0	0 0		0 0	0 0.00% 0 0.00%	0 0	0 0	0 0	0 0	0 0	0 0	0.00% 0.00%	0 0		0 0 0 0	0 0	0 0	0 0	0.00% 0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
2	1	0	0		0	0 48.50%	2	1	0	0	0	0	43.30%	2		1 1	0	0	0	40.42%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 16.45%	0	0	0	0	0	0	17.98%	0		0 0	0	0	0	18.41%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
0	0	0	0		0	0 0.00%	0	0	0	0	0	0	0.00%	0		0 0	0	0	0	0.00%
2	1	0	0		0 0	48.49%	2	1	0	0	0	0	43.29%	2	1	1	0	0	0	40.41%

	Adverse Scenario
			31/12/2021							31/12/2022				31/12/2023
	Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
5	0	0	0	0	0	40.00%	5	1	0	0		0 0	40.00%	5	1 0	0	0	0	40.00%
97	144	1	0	2	0	40.00%	108	132	3	0		1 1	40.00%	118	120 4	0	1	2	40.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	58.80%	0	0	0	0		0 0	53.41%	0	0 0	0	0	0	50.14%
0	0	0	0	0	0	22.06%	0	0	0	0		0 0	23.83%	0	0 0	0	0	0	24.67%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
0	0	0	0	0	0	0.00%	0	0	0	0		0 0	0.00%	0	0 0	0	0	0	0.00%
102	145	1	0	2	1	41.92%	113	133	3	0	1	1	40.79%	123	121 4	0	1	2	40.44%

Adverse Scenario
		31/12/2021							31/12/2022				31/12/2023
Stage 1 exposure Stage 2 exposure Stage 3 exposure		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure		Stage 1 exposure Stage 2 exposure Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
5	0 24	0	0	10	40.00%	5	0	24	0	0	10	40.00%	5	0 24	0	0	10	40.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
91	7 1	0	0	0	34.23%	85	10	3	0	0	1	35.02%	82	12 5	0	0	2	35.46%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
1	0 0	0	0	0	61.80%	1	0	0	0	0	0	48.63%	1	0 0	0	0	0	40.64%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	8.92%	0	0	0	0	0	0	9.11%	0	0 0	0	0	0	9.19%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
0	0 0	0	0	0	0.00%	0	0	0	0	0	0	0.00%	0	0 0	0	0	0	0.00%
97	7 26	0	0	10	39.80%	92	11	28	0	0	11	39.48%	88	12 30	0	0	12	39.24%

2021 EU-wide Stress Test: Credit risk COVID-19 IRB COMMERZBANK Aktiengesellschaft

			1	2	3	4	5	6	7	8	9	10	11	12	13	14
										Moratoria - Actual
										31/12/2020
			Exposure values		Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
1		Central banks
2		Central governments
3		Institutions
4		Corporates	1,946	0	1,406	0	1,010	852	852	383	64	44	3	10	16	24.85%
5		Corporates - Of Which: Specialised Lending
6		Corporates - Of Which: SME
7		Retail	4,279	0	939	0	3,135	2,991	1,098	1,028	45	36	4	23	13	28.25%
8	COMMERZBANK	Retail - Secured on real estate property
9		Retail - Secured on real estate property - Of Which: SME
10	Aktiengesellschaft	Retail - Secured on real estate property - Of Which: non-SME	2,327	0	423	0	1,596	1,554	710	674	20	16	1	7	3	15.48%
11		Retail - Qualifying Revolving
12		Retail - Other Retail
13		Retail - Other Retail - Of Which: SME
14		Retail - Other Retail - Of Which: non-SME
15		Equity
16		Securitisation
17		Other non-credit obligation assets
18		IRB TOTAL	6,281	0	2,375	0	4,185	3,842	1,950	1,411	109	80	7	33	29	26.25%

			31/12/2020
				Exposure values		Risk exposure amounts		Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
19		Central banks
20		Central governments
21		Institutions
22		Corporates	446	0	289	0	296	280	136	119	15	9	0	3	2	16.48%
23		Corporates - Of Which: Specialised Lending
24		Corporates - Of Which: SME
25		Retail	2,687	0	433	0	2,302	2,175	362	341	24	20	2	7	5	19.95%
26		Retail - Secured on real estate property
27		Retail - Secured on real estate property - Of Which: SME
28	GERMANY	Retail - Secured on real estate property - Of Which: non-SME	1,253	0	193	0	1,073	1,037	170	166	10	7	1	3	1	9.88%
29		Retail - Qualifying Revolving
30		Retail - Other Retail
31		Retail - Other Retail - Of Which: SME
32		Retail - Other Retail - Of Which: non-SME
33		Equity
34		Securitisation
35		Other non-credit obligation assets
36		IRB TOTAL	3,133	0	722	0	2,597	2,455	498	461	39	29	2	10	7	18.62%

										Moratoria - Actual
										31/12/2020
			Exposure values		Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
37		Central banks
38		Central governments
39		Institutions
40		Corporates	868	0	784		0 553	536	270	238	41	33	2	6	12	30.44%
41		Corporates - Of Which: Specialised Lending
42		Corporates - Of Which: SME
43		Retail	1,546	0	501		0 791	777	733	683	20	16	2	16	8	37.93%
44		Retail - Secured on real estate property
45	POLAND	Retail - Secured on real estate property - Of Which: SME
46		Retail - Secured on real estate property - Of Which: non-SME	1,053	0	230		0 505	498	538	507	11	8	0	4	2	20.54%
47		Retail - Qualifying Revolving
48		Retail - Other Retail
49		Retail - Other Retail - Of Which: SME
50		Retail - Other Retail - Of Which: non-SME
51		Equity
52		Securitisation
53		Other non-credit obligation assets
54		IRB TOTAL	2,414	0	1,286	0	1,344	1,312	1,002	921	61	49	4	23	20	32.89%

										Moratoria - Actual
			31/12/2020
			Exposure values		Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
55		Central banks
56		Central governments
57		Institutions
58		Corporates	258		0 134		0 0	0	258	0	0	0	0	0		0 -
59		Corporates - Of Which: Specialised Lending
60		Corporates - Of Which: SME
61		Retail	6		0 0		0 5	5	0	0	0	0	0	0	0	11.11%
62		Retail - Secured on real estate property
63		Retail - Secured on real estate property - Of Which: SME
64	UNITED STATES	Retail - Secured on real estate property - Of Which: non-SME	5		0 0		0 5	5	0	0	0	0	0	0	0	11.11%
65		Retail - Qualifying Revolving
66		Retail - Other Retail
67		Retail - Other Retail - Of Which: SME
68		Retail - Other Retail - Of Which: non-SME
69		Equity
70		Securitisation
71		Other non-credit obligation assets
72		IRB TOTAL	263	0	134	0	5	5	258	0	0	0	0	0	0	11.11%

										Moratoria - Actual
										31/12/2020
				Exposure values		Risk exposure amounts		Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num			(mln EUR, %) A-IRB	F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
73		Central banks
74		Central governments
75		Institutions
76		Corporates		10	0 2		0	0 0	10	0		0 0	0	0		0 -
77		Corporates - Of Which: Specialised Lending
78		Corporates - Of Which: SME
79		Retail		6	0 0		0	6 5	0	0		0 0	0	0	0	50.00%
80		Retail - Secured on real estate property
81	UNITED KINGDOM	Retail - Secured on real estate property - Of Which: SME
82		Retail - Secured on real estate property - Of Which: non-SME		5	0 0		0	5 5	0	0		0 0	0	0		0 -
83		Retail - Qualifying Revolving
84		Retail - Other Retail
85		Retail - Other Retail - Of Which: SME
86		Retail - Other Retail - Of Which: non-SME
87		Equity
88		Securitisation
89		Other non-credit obligation assets
90		IRB TOTAL	16		0 2		0	6 5	10	0		0 0	0	0	0	50.00%

			Moratoria - Actual
				31/12/2020
				Exposure values		Risk exposure amounts	Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num			(mln EUR, %) A-IRB	F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
91		Central banks
92		Central governments
93		Institutions
94		Corporates		0	0 0		0	0 0		0 0		0 0	0	0		0 -
95		Corporates - Of Which: Specialised Lending
96		Corporates - Of Which: SME
97		Retail		0	0 0		0	0 0		0 0		0 0	0	0		0 -
98		Retail - Secured on real estate property
99		Retail - Secured on real estate property - Of Which: SME
100	ITALY	Retail - Secured on real estate property - Of Which: non-SME		0	0 0		0	0 0		0 0		0 0	0	0		0 -
101		Retail - Qualifying Revolving
102		Retail - Other Retail
103		Retail - Other Retail - Of Which: SME
104		Retail - Other Retail - Of Which: non-SME
105		Equity
106		Securitisation
107		Other non-credit obligation assets
108		IRB TOTAL		0	0 0		0	0 0		0 0		0 0	0	0		0 -

Stage 3 exposure

Stage 3

Moratoria - Actual

2021 EU-wide Stress Test: Credit risk COVID-19 IRB COMMERZBANK Aktiengesellschaft

				Exposure values			Risk exposure amounts
Row Num			(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB
109		Central banks
110		Central governments
111		Institutions
113		Corporates - Of Which: Specialised Lending
114		Corporates - Of Which: SME
116		Retail - Secured on real estate property
117	FRANCE	Retail - Secured on real estate property - Of Which: SME
119		Retail - Qualifying Revolving
120		Retail - Other Retail
121		Retail - Other Retail - Of Which: SME
122		Retail - Other Retail - Of Which: non-SME
123		Equity
124		Securitisation
125		Other non-credit obligation assets

				1	2	3	4	5	6	7	8	9	10	11	12	13	14
				Moratoria - Actual Moratoria - Actual
					31/12/2020
					Exposure values	Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for
Row Num			(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure
109		Central banks
110		Central governments
111		Institutions
112		Corporates		0	0		0	0	0 0		0 0		0 0	0	0		0 -
113		Corporates - Of Which: Specialised Lending
114		Corporates - Of Which: SME
115		Retail		1	0		0	0	1 1		0 0		0 0	0	0		0 -
116		Retail - Secured on real estate property
117	FRANCE	Retail - Secured on real estate property - Of Which: SME
118		Retail - Secured on real estate property - Of Which: non-SME		0	0		0	0	0 0		0 0		0 0	0	0		0 -
119		Retail - Qualifying Revolving
120		Retail - Other Retail
121		Retail - Other Retail - Of Which: SME
122		Retail - Other Retail - Of Which: non-SME
123		Equity
124		Securitisation
125		Other non-credit obligation assets
126		IRB TOTAL		1	0		0	0	1 1		0 0		0 0	0	0		0 -

									Moratoria - Actual
									31/12/2020
			Exposure values		Risk exposure amounts	Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for
Row Num		(mln EUR, %) A-IRB	F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure
127		Central banks
128		Central governments
129		Institutions
130		Corporates	0	0	0 0		0 0		0 0		0 0		0 0		0 -
131		Corporates - Of Which: Specialised Lending
132		Corporates - Of Which: SME
133		Retail	0	0	0 0		0 0		0 0		0 0		0 0		0 -
134		Retail - Secured on real estate property
135	JAPAN	Retail - Secured on real estate property - Of Which: SME
136		Retail - Secured on real estate property - Of Which: non-SME	0	0	0 0		0 0		0 0		0 0		0 0		0 -
137		Retail - Qualifying Revolving
138		Retail - Other Retail
139		Retail - Other Retail - Of Which: SME
140		Retail - Other Retail - Of Which: non-SME
141		Equity
142		Securitisation
143		Other non-credit obligation assets
144		IRB TOTAL	0	0	0 0		0 0		0 0		0 0	0	0		0 -

								31/12/2020
				Exposure values	Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for
Row Num			(mln EUR, %) A-IRB	F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure
145		Central banks
146		Central governments
147		Institutions
148		Corporates		0	0	0	0	0 0		0 0		0 0	0	0		0 -
149		Corporates - Of Which: Specialised Lending
150		Corporates - Of Which: SME
151		Retail		6	0	0	0	6 6		0 0		0 0	0	0		0 -
152		Retail - Secured on real estate property
153	SWITZERLAND	Retail - Secured on real estate property - Of Which: SME
154		Retail - Secured on real estate property - Of Which: non-SME		4	0	0	0	4 4		0 0		0 0	0	0		0 -
155		Retail - Qualifying Revolving
156		Retail - Other Retail
157		Retail - Other Retail - Of Which: SME
158		Retail - Other Retail - Of Which: non-SME
159		Equity
160		Securitisation
161		Other non-credit obligation assets
162		IRB TOTAL		6	0	0	0	6 6		0 0		0 0	0	0		0 -

			Moratoria - Actual
			31/12/2020
				Exposure values	Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
163		Central banks
164		Central governments
165		Institutions
166		Corporates	6		0 4		0	0 0		0 0		6 0	0	0	0	0.00%
167		Corporates - Of Which: Specialised Lending
168		Corporates - Of Which: SME
169		Retail	1		0 0		0	0 0		1 1		0 0	0	0		0 -
170		Retail - Secured on real estate property
171	SPAIN	Retail - Secured on real estate property - Of Which: SME
172		Retail - Secured on real estate property - Of Which: non-SME	1		0 0		0	0 0		0 0		0 0	0	0		0 -
173		Retail - Qualifying Revolving
174		Retail - Other Retail
175		Retail - Other Retail - Of Which: SME
176		Retail - Other Retail - Of Which: non-SME
177		Equity
178		Securitisation
179		Other non-credit obligation assets
180		IRB TOTAL	7		0 4		0	0 0		1 1		6 0	0	0	0	0.00%

			Moratoria - Actual
			31/12/2020
				Exposure values		Risk exposure amounts		Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for
Row Num		(mln EUR, %) A-IRB		F-IRB	A-IRB	F-IRB	exposure	which expired moratoria	exposure	which expired moratoria	exposure	which expired moratoria	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure
181		Central banks
182		Central governments
183		Institutions
184		Corporates	0	0	0	0	0	0	0	0		0 0	0	0		0 -
185		Corporates - Of Which: Specialised Lending
186		Corporates - Of Which: SME
187		Retail	3	0	1	0	3	3	0	0		0 0	0	0		0 -
188		Retail - Secured on real estate property
189	NETHERLANDS	Retail - Secured on real estate property - Of Which: SME
190		Retail - Secured on real estate property - Of Which: non-SME	0	0	0	0	0	0	0	0		0 0	0	0		0 -
191		Retail - Qualifying Revolving
192		Retail - Other Retail
193		Retail - Other Retail - Of Which: SME
194		Retail - Other Retail - Of Which: non-SME
195		Equity
196		Securitisation
197		Other non-credit obligation assets
198		IRB TOTAL	3	0	1	0	3	3	0	0	0	0	0	0		0 -

Moratoria - Actual

Row Num (mln EUR, %) 1 Central banks 2 Central governments 3 Institutions 4 Corporates 5 Corporates - Of Which: Specialised Lending 6 Corporates - Of Which: SME 7 Retail 8 Retail - Secured on real estate property 9 Retail - Secured on real estate property - Of Which: SME 10 Retail - Secured on real estate property - Of Which: non-SME 11 Retail - Qualifying Revolving 12 Retail - Other Retail 13 Retail - Other Retail - Of Which: SME 14 Retail - Other Retail - Of Which: non-SME 15 Equity 16 Securitisation 17 Other non-credit obligation assets 18 IRB TOTAL COMMERZBANK Aktiengesellschaft

2021 EU-wide Stress Test: Credit risk COVID-19 IRB COMMERZBANK Aktiengesellschaft

										Public guarantees - Actual
										31/12/2020
			Exposure values			Risk exposure amounts	Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	which guaranteed amount	exposure	which guaranteed amount	exposure	which guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
19	Central banks
20	Central governments
21	Institutions
22	Corporates		1,769		0 453		0 1,538	1,319	182	155		15 12	3	2		4 27.66%
23	Corporates - Of Which: Specialised Lending
24	Corporates - Of Which: SME
25	Retail		759		0	91	0 716	635		40 35		2 2	1	0		1 64.47%
26	Retail - Secured on real estate property
27	Retail - Secured on real estate property - Of Which: SME
GERMANY 28	Retail - Secured on real estate property - Of Which: non-SME		1		0	0	0 1	1		0 0		0 0	0	0		0 -
29	Retail - Qualifying Revolving
30	Retail - Other Retail
31	Retail - Other Retail - Of Which: SME
32	Retail - Other Retail - Of Which: non-SME
33	Equity
34	Securitisation
35	Other non-credit obligation assets
36	IRB TOTAL		2,529	0	545		0 2,255	1,955	222	190	17	15	3	2	5	32.66%

										Public guarantees - Actual
										31/12/2020
				Exposure values		Risk exposure amounts	Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %) Corporates - Of Which: Specialised Lending Corporates - Of Which: SME Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME Retail - Secured on real estate property - Of Which: non-SME Retail - Qualifying Revolving Retail - Other Retail	A-IRB	F-IRB	A-IRB	F-IRB	exposure	which guaranteed amount	exposure	which guaranteed amount	exposure	which guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
37		Central banks
38		Central governments
39		Institutions
40		Corporates	119	0	104		0	78 62	47	38		0 0	0	1		0 -
41
42
43		Retail	0	0	0		0	0 0	0	0		0 0	0	0		0 -
44
45	POLAND
46			0	0	0		0	0 0	0	0		0 0	0	0		0 -
47
48
49		Retail - Other Retail - Of Which: SME
50		Retail - Other Retail - Of Which: non-SME
51		Equity
52		Securitisation
53		Other non-credit obligation assets
54		IRB TOTAL	119	0	104		0 78	62	47	38		0 0	0	1		0 -

										Public guarantees - Actual
										31/12/2020
			Exposure values		Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num		(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	which guaranteed amount	exposure	which guaranteed amount	exposure	which guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
55		Central banks
56		Central governments
57		Institutions
58		Corporates	0	0	0	0	0	0	0	0	0	0	0	0		0 -
59		Corporates - Of Which: Specialised Lending
60		Corporates - Of Which: SME
61		Retail	0	0	0	0	0	0	0	0	0	0	0	0		0 -
62		Retail - Secured on real estate property
63		Retail - Secured on real estate property - Of Which: SME
64	UNITED STATES	Retail - Secured on real estate property - Of Which: non-SME	0	0	0	0	0	0	0	0	0	0	0	0		0 -
65		Retail - Qualifying Revolving
66		Retail - Other Retail
67		Retail - Other Retail - Of Which: SME
68		Retail - Other Retail - Of Which: non-SME
69		Equity
70		Securitisation
71		Other non-credit obligation assets
72		IRB TOTAL	0	0	0	0	0	0	0	0	0	0	0	0		0 -

										Public guarantees - Actual
										31/12/2020
				Exposure values		Risk exposure amounts	Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
Row Num		(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	which guaranteed amount	exposure	which guaranteed amount	exposure	which guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
73		Central banks
74		Central governments
75		Institutions
76		Corporates		1	0 0		0	1 1		0 0		0 0	0	0		0 -
77	UNITED KINGDOM	Corporates - Of Which: Specialised Lending
78		Corporates - Of Which: SME
79		Retail		0	0 0		0	0 0		0 0		0 0	0	0		0 -
80		Retail - Secured on real estate property
81		Retail - Secured on real estate property - Of Which: SME
82		Retail - Secured on real estate property - Of Which: non-SME		0	0 0		0	0 0		0 0		0 0	0	0		0 -
83		Retail - Qualifying Revolving
84		Retail - Other Retail
85		Retail - Other Retail - Of Which: SME
86		Retail - Other Retail - Of Which: non-SME
87		Equity
88		Securitisation
89		Other non-credit obligation assets
90		IRB TOTAL		1	0 0		0	1 1		0 0		0 0	0	0		0 -
										Public guarantees - Actual

										31/12/2020
				Exposure values		Risk exposure amounts	Stage 1	Stage 1 exposure, of which	Stage 2	Stage 2 exposure, of which	Stage 3	Stage 3 exposure, of which	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
Row Num		(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	guaranteed amount	exposure	guaranteed amount	exposure	guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
91		Central banks
92		Central governments
93		Institutions
94		Corporates		0	0 0		0	0 0		0 0	0	0	0	0		0 -
95		Corporates - Of Which: Specialised Lending
96		Corporates - Of Which: SME
97		Retail		0	0 0		0	0 0		0 0	0	0	0	0		0 -
98		Retail - Secured on real estate property
99		Retail - Secured on real estate property - Of Which: SME
100	ITALY	Retail - Secured on real estate property - Of Which: non-SME		0	0 0		0	0 0		0 0	0	0	0	0		0 -
101		Retail - Qualifying Revolving
102		Retail - Other Retail
103		Retail - Other Retail - Of Which: SME
104		Retail - Other Retail - Of Which: non-SME
105		Equity
106		Securitisation
107		Other non-credit obligation assets
108		IRB TOTAL		0 0	0		0	0 0	0	0	0	0	0	0		0 -

15	16	17	18	19	20	21	22	23	24	25	26	27	28
							Public guarantees - Actual
							31/12/2020
Exposure values			Risk exposure amounts	Stage 1	Stage 1 exposure, of which	Stage 2	Stage 2 exposure, of which	Stage 3	Stage 3 exposure, of which	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
A-IRB	F-IRB	A-IRB	F-IRB	exposure	guaranteed amount	exposure	guaranteed amount	exposure	guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
2,067	0	629	0	1,754	1,482	251	209	27	23	3	3	7	24.06%
25	0	43	0	23	20	2	1	0	0	0	0		0 -
571	0	116	0	518	447	52	43	1	1	1	1	0	31.76%
760	0	91	0	717	635	40	35	2	2	1	0	1	64.47%
3	0	1	0	3	2	0	0	0	0	0	0		0 -
3	0	1	0	3	1	0	0	0	0	0	0		0 -
1	0	0	0	1	1	0	0	0	0	0	0		0 -
0	0	0	0	0	0	0	0	0	0	0	0		0 -
757	0	91	0	713	634	40	35	2	2	1	0	1	64.47%
744	0	87	0	701	623	39	34	2	2	1	0	1	64.47%
13	0	3	0	12	11	1	1	0	0	0	0		0 -
2,830	0	722	0	2,471	2,118	291	244	30	26	4	4	8	27.18%

									COMMERZBANK Aktiengesellschaft
		15	16	17	18	19	20	21	22	23	24	25	26	27	28
									Public guarantees - Actual Public guarantees - Actual
									31/12/2020
			Exposure values	Risk exposure amounts	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Row Num	(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	which guaranteed amount	exposure	which guaranteed amount	exposure	which guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
109	Central banks
110	Central governments
111	Institutions
112	Corporates	34	0	14	0	50	43	0	0		0 0	0	0		0 -
113	Corporates - Of Which: Specialised Lending
114	Corporates - Of Which: SME
115	Retail	0	0	0	0	0	0	0	0		0 0	0	0		0 -
116	Retail - Secured on real estate property
117 FRANCE	Retail - Secured on real estate property - Of Which: SME
118	Retail - Secured on real estate property - Of Which: non-SME	0	0	0	0	0	0	0	0		0 0	0	0		0 -
119	Retail - Qualifying Revolving
120	Retail - Other Retail
121	Retail - Other Retail - Of Which: SME
122	Retail - Other Retail - Of Which: non-SME
123	Equity
124	Securitisation
125 126	Other non-credit obligation assets	34	0	14	0	50	43	0	0		0 0	0	0		0 -
	IRB TOTAL
									Public guarantees - Actual

			31/12/2020
			Exposure values		Risk exposure amounts		Stage 1	Stage 1 exposure, of which	Stage 2	Stage 2 exposure, of which	Stage 3	Stage 3 exposure, of which	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
Row Num		(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	guaranteed amount	exposure	guaranteed amount	exposure	guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
127	Central banks
128	Central governments
129	Institutions
130	Corporates		0		0	0 0	0	0	0	0	0	0	0	0		0 -
131	Corporates - Of Which: Specialised Lending
132	Corporates - Of Which: SME
133	Retail		0		0	0 0	0	0	0	0	0	0	0	0		0 -
134	Retail - Secured on real estate property
135 JAPAN	Retail - Secured on real estate property - Of Which: SME
136	Retail - Secured on real estate property - Of Which: non-SME		0		0	0 0	0	0	0	0	0	0	0	0		0 -
137	Retail - Qualifying Revolving
138	Retail - Other Retail
139	Retail - Other Retail - Of Which: SME
140	Retail - Other Retail - Of Which: non-SME
141	Equity
142	Securitisation
143	Other non-credit obligation assets
144	IRB TOTAL		0	0	0	0	0	0	0	0	0	0	0	0		0 -

									Public guarantees - Actual
									31/12/2020
			Exposure values		Risk exposure amounts		Stage 1	Stage 1 exposure, of which	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of which	Stock of provisions for	Stock of provisions for	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3
Row Num		(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	guaranteed amount	exposure	which guaranteed amount	exposure	guaranteed amount	Stage 1 exposure	Stage 2 exposure		exposure
145		Central banks
146		Central governments
147		Institutions
148		Corporates	55	0	25	0	42	41	14	12	0	0	0	0		0 -
149		Corporates - Of Which: Specialised Lending
150		Corporates - Of Which: SME
151		Retail	0	0	0	0	0	0	0	0	0	0	0	0		0 -
152		Retail - Secured on real estate property
153	SWITZERLAND	Retail - Secured on real estate property - Of Which: SME
154		Retail - Secured on real estate property - Of Which: non-SME	0	0	0	0	0	0	0	0	0	0	0	0		0 -
155		Retail - Qualifying Revolving
156		Retail - Other Retail
157		Retail - Other Retail - Of Which: SME
158		Retail - Other Retail - Of Which: non-SME
159		Equity
160		Securitisation
161		Other non-credit obligation assets
162		IRB TOTAL	56	0	25	0	42	41	14	12	0	0	0	0		0 -

			Public guarantees - Actual
											31/12/2020
				Exposure values		Risk exposure amounts		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
Row Num			(mln EUR, %)	A-IRB	F-IRB	A-IRB	F-IRB	exposure	which guaranteed amount	exposure	which guaranteed amount	exposure	which guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
163		Central banks
164		Central governments
165		Institutions
166		Corporates		0	0	0		0 0	0	0	0		0 0	0	0		0 -
167		Corporates - Of Which: Specialised Lending
168		Corporates - Of Which: SME
169		Retail		0	0	0		0 0	0	0	0		0 0	0	0		0 -
170		Retail - Secured on real estate property
171	SPAIN	Retail - Secured on real estate property - Of Which: SME
172		Retail - Secured on real estate property - Of Which: non-SME		0	0	0		0 0	0	0	0		0 0	0	0		0 -
173		Retail - Qualifying Revolving
174		Retail - Other Retail
175		Retail - Other Retail - Of Which: SME
176		Retail - Other Retail - Of Which: non-SME
177		Equity
178		Securitisation
179		Other non-credit obligation assets
180		IRB TOTAL		0	0	0	0	0	0	0	0		0 0	0	0		0 -

											Public guarantees - Actual
											31/12/2020
					Exposure values		Risk exposure amounts	Stage 1	Stage 1 exposure, of which	Stage 2	Stage 2 exposure, of Stage 3		Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
Row Num		(mln EUR, %)	A-IRB		F-IRB	A-IRB	F-IRB	exposure	guaranteed amount	exposure	which guaranteed amount	exposure	which guaranteed amount	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
181		Central banks
182		Central governments
183		Institutions
184		Corporates		15	0		3	0 13	11		0 0	13	11	0	0	3	19.98%
185		Corporates - Of Which: Specialised Lending
186		Corporates - Of Which: SME
187		Retail		0	0		0	0	0 0		0 0	0	0	0	0		0 -
188		Retail - Secured on real estate property
189	NETHERLANDS	Retail - Secured on real estate property - Of Which: SME
190		Retail - Secured on real estate property - Of Which: non-SME		0	0		0	0	0 0		0 0	0	0	0	0		0 -
191		Retail - Qualifying Revolving
192		Retail - Other Retail
193		Retail - Other Retail - Of Which: SME
194		Retail - Other Retail - Of Which: non-SME
195		Equity
196		Securitisation
197		Other non-credit obligation assets
198		IRB TOTAL		15	0		3	0 13	11		0 0	13	11	0	0	3	19.98%

				Moratoria - Baseline Scenario
							31/12/2021				31/12/2022								31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
91		Central banks
92		Central governments
93		Institutions
94		Corporates		0	0	0	0		0	0 -	0		0	0 0	0		0 -	0	0	0	0	0		0 -
95		Corporates - Of Which: Specialised Lending
96		Corporates - Of Which: SME
97		Retail		0	0	0	0		0	0 -	0		0	0 0	0		0 -	0	0	0	0	0		0 -
98		Retail - Secured on real estate property
99	ITALY	Retail - Secured on real estate property - Of Which: SME
100		Retail - Secured on real estate property - Of Which: non-SME		0	0	0	0		0	0 -	0		0	0 0	0		0 -	0	0	0	0	0		0 -
101		Retail - Qualifying Revolving
102		Retail - Other Retail
103		Retail - Other Retail - Of Which: SME
104		Retail - Other Retail - Of Which: non-SME
105		Equity
106		Securitisation
107		Other non-credit obligation assets
108		IRB TOTAL		0	0	0	0		0	0 -	0	0		0 0	0		0 -	0	0	0	0	0		0 -

														Moratoria - Baseline Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
73		Central banks
74		Central governments
75		Institutions
76		Corporates		7		3	0	0	0	0 9.09%	7	3		0 0		0 0	10.00%		7	3	0 0	0		0 11.11%
77		Corporates - Of Which: Specialised Lending
78		Corporates - Of Which: SME
79		Retail		5		1	0	0	0	0 25.00%	5	0		0 0		0 0	40.00%		5	0	0 0	0		0 28.57%
80 81		Retail - Secured on real estate property Retail - Secured on real estate property - Of Which: SME
82	UNITED KINGDOM	Retail - Secured on real estate property - Of Which: non-SME		5		1	0	0	0	0 0.00%	5	0		0 0		0 0	0.00%		5	0	0 0	0		0 0.00%
83		Retail - Qualifying Revolving
84		Retail - Other Retail
85		Retail - Other Retail - Of Which: SME
86		Retail - Other Retail - Of Which: non-SME
87		Equity
88		Securitisation
89		Other non-credit obligation assets
90		IRB TOTAL		12		3	0	0	0	0 21.43%	12	3		0 0		0 0	16.00%	12		3 0	0	0		0 14.71%

				Moratoria - Baseline Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
55		Central banks
56		Central governments
57		Institutions
58		Corporates		180	74	4	0	1		0 4.18%	192	58		8 0		1 0	3.97%	200	48	10	0	0	0	3.99%
59		Corporates - Of Which: Specialised Lending
60		Corporates - Of Which: SME
61		Retail		5	0	0	0	0		0 11.11%	5	0		0 0		0 0	10.00%	5	0	0	0	0	0	10.00%
62		Retail - Secured on real estate property
63	UNITED STATES	Retail - Secured on real estate property - Of Which: SME
64		Retail - Secured on real estate property - Of Which: non-SME		5	0	0	0	0		0 11.11%	5	0		0 0		0 0	10.00%	5	0	0	0	0	0	10.00%
65		Retail - Qualifying Revolving
66		Retail - Other Retail
67		Retail - Other Retail - Of Which: SME
68		Retail - Other Retail - Of Which: non-SME
69		Equity
70		Securitisation
71		Other non-credit obligation assets
72		IRB TOTAL		185	74	4	0	1		0 4.09%	197	59		8 0	1	0	4.05%	205	48	10	0	0	0	4.05%

				Moratoria - Baseline Scenario
						31/12/2021							31/12/2022							31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
37		Central banks
38		Central governments
39		Institutions
40		Corporates		625 177	63		3	6 18	28.72%	612	171		81	2	5 22	27.36%	600	166	97	2	5		26 26.58%
41		Corporates - Of Which: Specialised Lending
42		Corporates - Of Which: SME
43		Retail	1,206	285	52		4 10	21	39.90%	1,248	223		72	4	8 31	42.42%	1,270	185	88	4	6		38 43.24%
44		Retail - Secured on real estate property
45	POLAND	Retail - Secured on real estate property - Of Which: SME
46		Retail - Secured on real estate property - Of Which: non-SME		858 173	22		0	2 4	16.72%	898	129		27	0	1 4	16.01%	919	104	30	0	1		5 15.58%
47		Retail - Qualifying Revolving
48 49		Retail - Other Retail Retail - Other Retail - Of Which: SME
50		Retail - Other Retail - Of Which: non-SME
51		Equity
52		Securitisation
53		Other non-credit obligation assets
54		IRB TOTAL	1,830	462	115		7 16	39	33.81%	1,860	394	153		6	13 53	34.45%	1,870	352	186	6	11	64	34.51%

		Moratoria - Baseline Scenario
					31/12/2021							31/12/2022							31/12/2023
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
19	Central banks
20	Central governments
21	Institutions
22	Corporates	273	152	21		0	3	4 18.79%	287	133	27	0		2 5	19.48%	296	119	32	0	2		6 19.71%
23	Corporates - Of Which: Specialised Lending
24	Corporates - Of Which: SME
25	Retail	2,244	398	45		1	7	8 17.62%	2,294	331	63	1		5 10	16.60%	2,329	281	77	1	4	12	16.04%
26	Retail - Secured on real estate property
27	Retail - Secured on real estate property - Of Which: SME
GERMANY 28	Retail - Secured on real estate property - Of Which: non-SME	1,050	185	19		0	2	2 9.73%	1,075	153	26	0		2 2	9.65%	1,094	128	31	0	1		3 9.63%
29	Retail - Qualifying Revolving
30	Retail - Other Retail
31	Retail - Other Retail - Of Which: SME
32	Retail - Other Retail - Of Which: non-SME
33	Equity
34	Securitisation
35	Other non-credit obligation assets
36	IRB TOTAL	2,516	550	67		1 10	12	17.98%	2,581	464	89	1		7 16	17.46%	2,625	400	109	1	6	19	17.10%

															COMMERZBANK Aktiengesellschaft
				29	30	31	32	33	34	35	36	37	38	39	40	41	42	43	44	45	46	47	48	49
														Moratoria - Baseline Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
1		Central banks
2		Central governments
3 4 5		Institutions
		Corporates		1,344	481	100	3	12	24	24.05%	1,360	435	130		3	9 30	23.29%	1,368	400	157	3	8	36	22.88%
		Corporates - Of Which: Specialised Lending
6		Corporates - Of Which: SME
7		Retail		3,490	689	99	5	17	29	29.54%	3,582	559	136		4 12	41	30.41%	3,639	471	167	4	10	51	30.51%
8	COMMERZBANK	Retail - Secured on real estate property
9		Retail - Secured on real estate property - Of Which: SME
10	Aktiengesellschaft	Retail - Secured on real estate property - Of Which: non-SME		1,926	359	41	0	4		6 13.50%	1,991	283	52		0	2 7	12.87%	2,031	233	62	0	2	8	12.52%
11		Retail - Qualifying Revolving
12		Retail - Other Retail
13		Retail - Other Retail - Of Which: SME
14 15		Retail - Other Retail - Of Which: non-SME
16		Equity Securitisation
17		Other non-credit obligation assets
18		IRB TOTAL		4,869	1,175	199	8	29	53	26.78%	4,975	1,001	267	7	22	72	26.92%	5,039	880	324	7	18	87	26.82%

														Moratoria - Baseline Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
181		Central banks
182		Central governments
183		Institutions
184		Corporates		0	0		0 0		0	0 -	0	0		0 0		0	0 -		0	0 0	0	0		0 -
185		Corporates - Of Which: Specialised Lending
186		Corporates - Of Which: SME
187		Retail		3	0		0 0		0	0 50.00%	2	0		0 0		0 0	33.33%		2	0 0	0	0	0	40.00%
188		Retail - Secured on real estate property
189		Retail - Secured on real estate property - Of Which: SME
190	NETHERLANDS	Retail - Secured on real estate property - Of Which: non-SME		0	0		0 0		0	0 -	0	0		0 0		0	0 -		0	0 0	0	0		0 -
191		Retail - Qualifying Revolving
192		Retail - Other Retail
193		Retail - Other Retail - Of Which: SME
194		Retail - Other Retail - Of Which: non-SME
195		Equity
196		Securitisation
197		Other non-credit obligation assets
198		IRB TOTAL		3	0	0	0	0	0	50.00%	2	0		0 0		0 0	33.33%		2	0 0	0	0	0	40.00%

													Moratoria - Baseline Scenario
						31/12/2021							31/12/2022							31/12/2023
Row Num			Stage 1 exposure (mln EUR, %)	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
163		Central banks
164		Central governments
165		Institutions
166		Corporates		0	0	6	0	0 0	0.00%	0		0	6 0		0 0	0.00%		0	0	6 0	0		0 0.00%
167		Corporates - Of Which: Specialised Lending
168		Corporates - Of Which: SME
169		Retail		1	0	0	0	0 0	0.00%	1		0	0 0		0 0	0.00%		1	0	0 0	0		0 25.00%
170		Retail - Secured on real estate property
171	SPAIN	Retail - Secured on real estate property - Of Which: SME
172		Retail - Secured on real estate property - Of Which: non-SME		1	0	0	0	0	0 -	1		0	0 0		0	0 -		1	0	0 0	0		0 -
173		Retail - Qualifying Revolving
174		Retail - Other Retail
175		Retail - Other Retail - Of Which: SME
176		Retail - Other Retail - Of Which: non-SME
177		Equity
178		Securitisation
179		Other non-credit obligation assets
180		IRB TOTAL		1	0	6	0 0	0	0.00%	1		0	6 0		0 0	0.00%		1	0	6 0	0		0 0.17%

													Moratoria - Baseline Scenario
						31/12/2021							31/12/2022							31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
145		Central banks
146		Central governments
147		Institutions
148		Corporates		0	0 0	0	0		0 -	0		0	0	0	0	0 -	0	0	0	0	0		0 -
149		Corporates - Of Which: Specialised Lending
150		Corporates - Of Which: SME
151		Retail		6	0 0	0	0		0 0.00%	6		0	0	0	0 0	0.00%	6	0	0	0	0	0	0.00%
152		Retail - Secured on real estate property
153	SWITZERLAND	Retail - Secured on real estate property - Of Which: SME
154		Retail - Secured on real estate property - Of Which: non-SME		4	0 0	0	0		0 0.00%	4		0	0	0	0 0	0.00%	4	0	0	0	0	0	0.00%
155		Retail - Qualifying Revolving
156		Retail - Other Retail
157		Retail - Other Retail - Of Which: SME
158		Retail - Other Retail - Of Which: non-SME
159		Equity
160		Securitisation
161		Other non-credit obligation assets
162		IRB TOTAL		6 0	0	0	0		0 0.00%	6		0	0 0	0	0	0.00%	6	0	0	0	0	0	0.00%

					31/12/2021							31/12/2022							31/12/2023
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
127	Central banks
128	Central governments
129	Institutions
130	Corporates		0	0	0 0		0	0 -	0	0		0 0		0	0 -		0 0		0 0		0	0 -
131	Corporates - Of Which: Specialised Lending
132	Corporates - Of Which: SME
133	Retail		0	0	0 0		0	0 -	0	0		0 0		0	0 -		0 0		0 0		0	0 -
134	Retail - Secured on real estate property
135 JAPAN	Retail - Secured on real estate property - Of Which: SME
136	Retail - Secured on real estate property - Of Which: non-SME		0	0	0 0		0	0 -	0	0		0 0		0	0 -		0 0		0 0		0	0 -
137	Retail - Qualifying Revolving
138	Retail - Other Retail
139	Retail - Other Retail - Of Which: SME
140	Retail - Other Retail - Of Which: non-SME
141	Equity
142	Securitisation
143	Other non-credit obligation assets
144	IRB TOTAL		0	0	0 0		0	0 -	0	0		0 0	0		0 -		0 0		0 0	0		0 -

													COMMERZBANK Aktiengesellschaft
		29	30	31	32	33	34	35	36	37	38	39	40	41	42	43	44	45	46	47	48	49
												Moratoria - Baseline Scenario Moratoria - Baseline Scenario
					31/12/2021							31/12/2022							31/12/2023
	(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
	Central banks
	Central governments
	Institutions
	Corporates		0	0	0 0		0	0 -		0 0		0	0	0	0 -		0	0	0 0	0		0 -
	Corporates - Of Which: Specialised Lending
	Corporates - Of Which: SME
	Retail		1	0	0 0		0 0	0.00%		1 0		0	0	0 0	0.00%		1	0	0 0	0		0 0.00%
	Retail - Secured on real estate property
	Retail - Secured on real estate property - Of Which: SME
FRANCE	Retail - Secured on real estate property - Of Which: non-SME		0	0	0 0		0 0	0.00%		0 0		0	0	0 0	0.00%		0	0	0 0	0		0 0.00%
	Retail - Qualifying Revolving
	Retail - Other Retail
	Retail - Other Retail - Of Which: SME
	Retail - Other Retail - Of Which: non-SME
	Equity
	Securitisation
	Other non-credit obligation assets
	IRB TOTAL		1	0	0 0		0 0	0.00%		1 0		0	0	0 0	0.00%		1	0	0 0	0		0 0.00%

Moratoria - Baseline Scenario

																Public guarantees - Baseline Scenario
							31/12/2021									31/12/2022										31/12/2023
Row Num		Stage 1 exposure (mln EUR, %)		Stage 1 exposure, of Stage 2 which exposure guaranteed amount	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 Stage 3 exposure exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
91	Central banks
92	Central governments
93	Institutions
94	Corporates		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 -
95	Corporates - Of Which: Specialised Lending
96	Corporates - Of Which: SME
97	Retail		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 -
98	Retail - Secured on real estate property
99	Retail - Secured on real estate property - Of Which: SME
ITALY 100	Retail - Secured on real estate property - Of Which: non-SME		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 -
101	Retail - Qualifying Revolving
102	Retail - Other Retail
103	Retail - Other Retail - Of Which: SME
104	Retail - Other Retail - Of Which: non-SME
105	Equity
106	Securitisation
107	Other non-credit obligation assets
108	IRB TOTAL		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 -

																	Public guarantees - Baseline Scenario
								31/12/2021										31/12/2022										31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
73	Central banks
74	Central governments
75	Institutions
76	Corporates		1		1	0	0	0	0 0		0	0 0.00%		1	1	0	0	0	0	0	0	0 0.00%	1		1	0	0	0 0	0		0 0	0.00%
77 78	Corporates - Of Which: Specialised Lending
79	Corporates - Of Which: SME Retail		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 -
80	Retail - Secured on real estate property
81	Retail - Secured on real estate property - Of Which: SME
UNITED KINGDOM 82	Retail - Secured on real estate property - Of Which: non-SME		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 -
83	Retail - Qualifying Revolving
84	Retail - Other Retail
85	Retail - Other Retail - Of Which: SME
86	Retail - Other Retail - Of Which: non-SME
87	Equity
88	Securitisation
89	Other non-credit obligation assets
90	IRB TOTAL		1		1	0	0	0	0 0		0	0 0.00%		1	1	0	0	0	0	0	0	0 0.00%	1		1	0	0 0	0	0	0	0	0.00%

																			Public guarantees - Baseline Scenario
									31/12/2021										31/12/2022										31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
55		Central banks
56		Central governments
57		Institutions
58		Corporates		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 -
59		Corporates - Of Which: Specialised Lending
60		Corporates - Of Which: SME
61		Retail		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 -
62		Retail - Secured on real estate property
63	UNITED STATES	Retail - Secured on real estate property - Of Which: SME
64		Retail - Secured on real estate property - Of Which: non-SME		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 -
65		Retail - Qualifying Revolving
66		Retail - Other Retail
67		Retail - Other Retail - Of Which: SME
68		Retail - Other Retail - Of Which: non-SME
69		Equity
70		Securitisation
71		Other non-credit obligation assets
72		IRB TOTAL		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 -

																		Public guarantees - Baseline Scenario
								31/12/2021											31/12/2022										31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount		Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
37	Central banks
38	Central governments
39	Institutions
40	Corporates		87		69	35	28	3	0	0	1		0 0.00%		85	68	34	27	6	0	0	1	0 0.00%		84	67	33 26		8	0 0	1		0 0.00%
41	Corporates - Of Which: Specialised Lending
42	Corporates - Of Which: SME
43	Retail			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 -
44	Retail - Secured on real estate property
45 POLAND	Retail - Secured on real estate property - Of Which: SME
46	Retail - Secured on real estate property - Of Which: non-SME			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 -
47	Retail - Qualifying Revolving
48	Retail - Other Retail
49	Retail - Other Retail - Of Which: SME
50	Retail - Other Retail - Of Which: non-SME
51	Equity
52	Securitisation
53	Other non-credit obligation assets
54	IRB TOTAL		87		69	35	28	3	0	0	1		1 28.48%		85	68	34	27	6	0	0	1	2 26.84%		84	67	33 26		8	0 0	1		2 26.29%

																Public guarantees - Baseline Scenario
							31/12/2021										31/12/2022										31/12/2023
Row Num		Stage 1 exposure (mln EUR, %)	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
19	Central banks
20	Central governments
21	Institutions
22	Corporates		1,462	1,254	242 201		31	25 0		5	4 13.05%	1,403	1,203		286 245		46	39	0	4	4 8.80%	1,374	1,178		301 257	60	51	0	4	4	6.72%
23	Corporates - Of Which: Specialised Lending
24	Corporates - Of Which: SME
25	Retail		641	569	110 96		7	7 0		1	1 20.20%	618	549		128 113		12	11	0	1	1 12.24%	607	539		134 118	17	15	0	2	1	8.79%
26	Retail - Secured on real estate property
27	Retail - Secured on real estate property - Of Which: SME
GERMANY 28	Retail - Secured on real estate property - Of Which: non-SME		0	0	0	0	0	0 0		0	0 -		0	0	0	0	0	0	0	0	0 -		0 0		0	0	0	0 0	0	0 -
29	Retail - Qualifying Revolving
30	Retail - Other Retail
31	Retail - Other Retail - Of Which: SME
32	Retail - Other Retail - Of Which: non-SME
33	Equity
34	Securitisation
35	Other non-credit obligation assets
36	IRB TOTAL		2,104	1,824	351 297		38 32	1		6	8 20.86%	2,022	1,752		414 357		58	50	1	6 10	17.74%	1,982	1,718		435 376	76	66	1	5	12	16.17%

50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 Public guarantees - Baseline Scenario 31/12/2021 31/12/2022 31/12/2023 Stage 1 Stage 2 Stage 3 Stage 1 Stage 2 Stage 3 Stage 1 Stage 2 Stage 3 Stock of Stock of Stock of Stock of Stock of Stock of Stock of Stock of Stock of Coverage Ratio - Coverage Ratio - exposure, of exposure, of exposure, of exposure, of exposure, of exposure, of exposure, of exposure, of exposure, of Stage 1 Stage 2 Stage 3 provisions for provisions for provisions for Stage 1 Stage 2 Stage 3 provisions for provisions for provisions for Stage 1 Stage 2 Stage 3 provisions for provisions for provisions for Stage 3 Stage 3 Stage 3 which which which which which which which which which exposure exposure exposure Stage 1 Stage 2 Stage 3 exposure exposure exposure Stage 1 Stage 2 Stage 3 exposure exposure exposure Stage 1 Stage 2 Stage 3 Row exposure exposure exposure guaranteed guaranteed guaranteed guaranteed guaranteed guaranteed guaranteed guaranteed guaranteed exposure exposure exposure exposure exposure exposure exposure exposure exposure Num (mln EUR, %) amount amount amount amount amount amount amount amount amount 1 Central banks 2 Central governments 3 Institutions 1,690 1,430 294 237 48 36 0 6 7 13.79% 1,629 1,375 337 282 66 51 0 5 7 9.93% 1,599 1,349 349 294 83 64 0 5 7 7.86% 4 Corporates 5 Corporates - Of Which: Specialised Lending 6 Corporates - Of Which: SME 642 569 110 96 7 7 0 1 1 20.19% 619 549 128 113 12 11 0 1 1 12.22% 608 540 134 118 17 15 0 2 1 7 Retail 8 Retail - Secured on real estate property COMMERZBANK 9 Retail - Secured on real estate property - Of Which: SME 10 Aktiengesellschaft Retail - Secured on real estate property - Of Which: non-SME 11 Retail - Qualifying Revolving 12 Retail - Other Retail 13 Retail - Other Retail - Of Which: SME 14 Retail - Other Retail - Of Which: non-SME 15 Equity 16 Securitisation 17 Other non-credit obligation assets 2,333 2,000 405 333 55 43 1 8 12 21.26% 2,249 1,925 466 395 78 62 1 7 15 19.07% 2,208 1,890 484 412 100 79 1 6 18 18 IRB TOTAL									COMMERZBANK Aktiengesellschaft
																	Coverage Ratio -
																	8.79%
																	17.84%

																		Public guarantees - Baseline Scenario
								31/12/2021										31/12/2022										31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
181	Central banks
182	Central governments
183	Institutions
184	Corporates		12	10	1	0	13	11	0		0	3 19.83%	12	10		1 1		13 11	0	0	3	19.69%	12	10		1 1	13	11	0	0		3 19.55%
185	Corporates - Of Which: Specialised Lending
186	Corporates - Of Which: SME
187	Retail		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 -
188	Retail - Secured on real estate property
189 NETHERLANDS	Retail - Secured on real estate property - Of Which: SME
190	Retail - Secured on real estate property - Of Which: non-SME		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 -
191	Retail - Qualifying Revolving
192	Retail - Other Retail
193	Retail - Other Retail - Of Which: SME
194	Retail - Other Retail - Of Which: non-SME
195	Equity
196	Securitisation
197	Other non-credit obligation assets
198	IRB TOTAL		12	10	1	0	13	11	0		0	3 20.06%	12	10		1 1		13 11	0	0	3	20.14%	12	10		1 1	13	11	0	0	3	20.23%

																					Public guarantees - Baseline Scenario
									31/12/2021												31/12/2022										31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	exposure	Stage 2	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
163		Central banks
164		Central governments
165		Institutions
166		Corporates		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 -
167		Corporates - Of Which: Specialised Lending
168		Corporates - Of Which: SME
169		Retail		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 -
170		Retail - Secured on real estate property
171	SPAIN	Retail - Secured on real estate property - Of Which: SME
172		Retail - Secured on real estate property - Of Which: non-SME		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 -
173		Retail - Qualifying Revolving
174		Retail - Other Retail
175		Retail - Other Retail - Of Which: SME
176		Retail - Other Retail - Of Which: non-SME
177		Equity
178		Securitisation
179		Other non-credit obligation assets
180		IRB TOTAL		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 -

							31/12/2021											31/12/2022										31/12/2023
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure, of Stage 3 which exposure guaranteed amount	Stock of provisions for Stage 1 exposure		Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
145	Central banks
146	Central governments
147	Institutions
148	Corporates		51	50	4	3	0	0	0	0	0	0.00%		50	47	5	5	1	1	0	0	0 0.00%		49	47	5 5	1	1	0	0	0	0.00%
149	Corporates - Of Which: Specialised Lending
150	Corporates - Of Which: SME
151	Retail		0	0	0	0	0	0	0	0	0	0.00%		0	0	0	0	0	0	0	0	0 0.00%		0	0	0 0	0	0	0	0	0	0.00%
152	Retail - Secured on real estate property
153 SWITZERLAND	Retail - Secured on real estate property - Of Which: SME
154	Retail - Secured on real estate property - Of Which: non-SME		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 -
155	Retail - Qualifying Revolving
156	Retail - Other Retail
157	Retail - Other Retail - Of Which: SME
158	Retail - Other Retail - Of Which: non-SME
159	Equity
160	Securitisation
161	Other non-credit obligation assets
162	IRB TOTAL		51	50	4	3	0	0	0	0	0	30.00%	50		48	5	5	1	1	0	0	0 29.03%		50	47	5 5	1	1	0	0	0	28.72%

									31/12/2022										31/12/2023
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
127	Central banks
128	Central governments
129	Institutions
130	Corporates		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 -
131	Corporates - Of Which: Specialised Lending
132	Corporates - Of Which: SME
133	Retail		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 -
134	Retail - Secured on real estate property
135 JAPAN	Retail - Secured on real estate property - Of Which: SME
136	Retail - Secured on real estate property - Of Which: non-SME		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 -
137	Retail - Qualifying Revolving
138	Retail - Other Retail
139	Retail - Other Retail - Of Which: SME
140	Retail - Other Retail - Of Which: non-SME
141	Equity
142	Securitisation
143	Other non-credit obligation assets
144	IRB TOTAL		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 -

																		COMMERZBANK Aktiengesellschaft
		50	51	52	53	54	55	56	57	58	59	60	61	62	63	64	65	66	67	68	69	70	71	72	73	74	75	76	77	78	79
																Public guarantees - Baseline Scenario Public guarantees - Baseline Scenario
							31/12/2021										31/12/2022										31/12/2023
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	Stage 3 exposure	Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	Stage 3 exposure	Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	Stage 3 exposure	Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
109	Central banks		amount		amount		amount						amount		amount		amount						amount		amount		amount
110	Central governments
111	Institutions
112	Corporates		48	41	2	0	0	0	0	0	0 0.00%		48	41	2	2	0	0	0	0 0	0.00%	47		40	2	2	1 0	0	0		0 0.00%
113	Corporates - Of Which: Specialised Lending
114	Corporates - Of Which: SME
115	Retail		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 -
116	Retail - Secured on real estate property
117	Retail - Secured on real estate property - Of Which: SME
FRANCE 118	Retail - Secured on real estate property - Of Which: non-SME		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 -
119	Retail - Qualifying Revolving
120	Retail - Other Retail
121	Retail - Other Retail - Of Which: SME
122	Retail - Other Retail - Of Which: non-SME
123	Equity
124	Securitisation
125	Other non-credit obligation assets
126	IRB TOTAL		48	41	2 0		0	0	0	0	0 20.00%		48	41	2	2	0	0	0	0 0	20.51%	47		40	2 2		1 0	0	0		0 21.43%

Public guarantees - Baseline Scenario

Public guarantees - Baseline Scenario

														Moratoria - Adverse Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
91		Central banks
92		Central governments
93		Institutions
94		Corporates		0	0	0	0		0	0 -	0		0	0 0	0		0 -	0	0	0	0	0		0 -
95		Corporates - Of Which: Specialised Lending
96		Corporates - Of Which: SME
97		Retail		0	0	0	0		0	0 -	0		0	0 0	0		0 -	0	0	0	0	0		0 -
98		Retail - Secured on real estate property
99	ITALY	Retail - Secured on real estate property - Of Which: SME
100		Retail - Secured on real estate property - Of Which: non-SME		0	0	0	0		0	0 -	0		0	0 0	0		0 -	0	0	0	0	0		0 -
101		Retail - Qualifying Revolving
102		Retail - Other Retail
103		Retail - Other Retail - Of Which: SME
104		Retail - Other Retail - Of Which: non-SME
105		Equity
106		Securitisation
107		Other non-credit obligation assets
108		IRB TOTAL		0	0	0	0		0	0 -	0	0		0 0	0		0 -	0	0	0	0	0		0 -

														Moratoria - Adverse Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
73		Central banks
74		Central governments
75		Institutions
76		Corporates		6		3	0	0	0	0 9.09%	6		4	0 0		0 0	7.32%		6	3	1 0	0		0 7.27%
77		Corporates - Of Which: Specialised Lending
78		Corporates - Of Which: SME
79		Retail		5		1	0	0	0	0 50.00%	5		1	0 0		0 0	33.33%		5	1	0 0	0		0 33.33%
80		Retail - Secured on real estate property
81	UNITED KINGDOM	Retail - Secured on real estate property - Of Which: SME
82		Retail - Secured on real estate property - Of Which: non-SME		5		1	0	0	0	0 0.00%	5		0	0 0		0 0	33.33%		5	0	0 0	0		0 20.00%
83		Retail - Qualifying Revolving
84		Retail - Other Retail
85		Retail - Other Retail - Of Which: SME
86		Retail - Other Retail - Of Which: non-SME
87		Equity
88		Securitisation
89		Other non-credit obligation assets
90		IRB TOTAL		11		4	0	0	0	0 11.54%	11		4	0 0		0 0	10.64%	11		4 1	0	0		0 11.11%

														Moratoria - Adverse Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
55		Central banks
56		Central governments
57		Institutions
58		Corporates		177	75		5 0	2		0 4.05%	188	60		9 0		1	0 4.03%	194	51	12	0	1	0	3.88%
59		Corporates - Of Which: Specialised Lending
60		Corporates - Of Which: SME
61		Retail		5	0		0 0	0		0 11.11%	5	0		0 0		0	0 10.00%		5 1	0	0	0	0	9.09%
62		Retail - Secured on real estate property
63	UNITED STATES	Retail - Secured on real estate property - Of Which: SME
64		Retail - Secured on real estate property - Of Which: non-SME		5	0		0 0	0		0 11.11%	5	0		0 0		0	0 10.00%		5 1	0	0	0	0	9.09%
65		Retail - Qualifying Revolving
66		Retail - Other Retail
67		Retail - Other Retail - Of Which: SME
68		Retail - Other Retail - Of Which: non-SME
69		Equity
70		Securitisation
71		Other non-credit obligation assets
72		IRB TOTAL		183	76	5	0	2		0 4.17%	193	61		9 0	1		0 3.99%	199	52	12	0	1	0	3.92%

													Moratoria - Adverse Scenario
						31/12/2021							31/12/2022							31/12/2023
Row Num			Stage 1 exposure (mln EUR, %)	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
37		Central banks
38		Central governments
39		Institutions
40		Corporates		612 185		67	5 11	20	29.44%	591	176	96	5		11 27	28.48%	570	168	126	4	10		35 27.82%
41		Corporates - Of Which: Specialised Lending
42		Corporates - Of Which: SME
43		Retail	1,181	305		58	7 16	23	40.07%	1,205	248	91	8		16 40	43.85%	1,206	214	123	7	14		57 46.27%
44		Retail - Secured on real estate property
45	POLAND	Retail - Secured on real estate property - Of Which: SME
46		Retail - Secured on real estate property - Of Which: non-SME		840 189		25	1 4	4	17.27%	869	151	34	1		3 6	17.11%	881	130	42	1	3		7 16.97%
47		Retail - Qualifying Revolving
48		Retail - Other Retail
49		Retail - Other Retail - Of Which: SME
50		Retail - Other Retail - Of Which: non-SME
51		Equity
52		Securitisation
53		Other non-credit obligation assets
54		IRB TOTAL	1,793	490	125	12	27	43	34.35%	1,796	424	187	13	26	67	35.95%	1,776	382	249	11	24		92 36.95%

												Moratoria - Adverse Scenario
					31/12/2021							31/12/2022							31/12/2023
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
19	Central banks
20	Central governments
21	Institutions
22	Corporates	268	156	23		0	8 6	25.36%	280	137	29		0	6	8 28.43%	289	122	35	0	5		11 30.08%
23	Corporates - Of Which: Specialised Lending
24	Corporates - Of Which: SME
25	Retail	2,212	425	50		2 22	12	24.62%	2,246	369	73		1	15 18	24.70%	2,263	329	95	1	14		23 24.59%
26	Retail - Secured on real estate property
27 GERMANY	Retail - Secured on real estate property - Of Which: SME
28	Retail - Secured on real estate property - Of Which: non-SME	1,037	196	20		0	8 3	16.00%	1,055	169	29		0	6	5 17.47%	1,066	149	38	0	5		7 18.17%
29	Retail - Qualifying Revolving
30	Retail - Other Retail
31	Retail - Other Retail - Of Which: SME
32	Retail - Other Retail - Of Which: non-SME
33	Equity
34	Securitisation
35	Other non-credit obligation assets
36	IRB TOTAL	2,480	581	73		2 30	18	24.85%	2,526	505	102		2	21 26	25.77%	2,552	451	131	2	18	34	26.08%

													COMMERZBANK Aktiengesellschaft
			80	81	82	83	84	85	86	87	88	89	90	91	92	93	94	95	96	97	98	99	100
													Moratoria - Adverse Scenario
						31/12/2021							31/12/2022							31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
1		Central banks
2		Central governments
3		Institutions
4		Corporates	1,310	505	111		5 25	29	25.94%	1,316	454	155		5 20	40	25.95%	1,312	415	198	5	17	51	25.91%
5		Corporates - Of Which: Specialised Lending
6		Corporates - Of Which: SME
7		Retail	3,432	736	109		9 38	36	32.87%	3,489	623	165	10	31	58	35.26%	3,508	549	220	9	28	81	36.74%
8	COMMERZBANK	Retail - Secured on real estate property
9		Retail - Secured on real estate property - Of Which: SME
10	Aktiengesellschaft	Retail - Secured on real estate property - Of Which: non-SME	1,895	386	45		1 12		7 16.67%	1,942	321	63		1	9 11	17.27%	1,966	281	80	1	8	14	17.54%
11		Retail - Qualifying Revolving
12 13		Retail - Other Retail
14		Retail - Other Retail - Of Which: SME Retail - Other Retail - Of Which: non-SME
15		Equity
16		Securitisation
17		Other non-credit obligation assets
18		IRB TOTAL	4,774	1,249	220	14	64	64	29.37%	4,835	1,087	321	15	51	99	30.74%	4,849	975	419	13	45	133	31.61%

													Moratoria - Adverse Scenario
						31/12/2021							31/12/2022							31/12/2023
			Stage 1	Stage 2	Stage 3	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3	Stage 1	Stage 2	Stage 3	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3	Stage 1	Stage 2	Stage 3	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
Row Num			exposure (mln EUR, %)	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
181		Central banks
182		Central governments
183		Institutions
184		Corporates		0	0	0 0		0	0 -	0	0		0 0		0	0 -		0	0 0	0	0		0 -
185		Corporates - Of Which: Specialised Lending
186		Corporates - Of Which: SME
187		Retail		2	0	0 0		0 0	50.00%	2	0		0 0		0 0	40.00%		2	0 0	0	0		0 50.00%
188		Retail - Secured on real estate property
189	NETHERLANDS	Retail - Secured on real estate property - Of Which: SME
190		Retail - Secured on real estate property - Of Which: non-SME		0	0	0 0		0	0 -	0	0		0 0		0	0 -		0	0 0	0	0		0 -
191		Retail - Qualifying Revolving
192		Retail - Other Retail
193		Retail - Other Retail - Of Which: SME
194		Retail - Other Retail - Of Which: non-SME
195		Equity
196		Securitisation
197		Other non-credit obligation assets
198		IRB TOTAL		2	0	0 0	0	0	50.00%	2	0	0	0		0 0	40.00%		2	0 0	0	0		0 50.00%

													Moratoria - Adverse Scenario
						31/12/2021							31/12/2022							31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
163		Central banks
164		Central governments
165		Institutions
166		Corporates		0	0	6	0	0	0 0.00%	0		0	6 0		0 0	0.00%		0	0	6 0	0		0 0.00%
167		Corporates - Of Which: Specialised Lending
168		Corporates - Of Which: SME
169		Retail		1	0	0	0	0	0 0.00%	1		0	0 0		0 0	25.00%		1	0	0 0	0		0 16.67%
170		Retail - Secured on real estate property
171	SPAIN	Retail - Secured on real estate property - Of Which: SME
172		Retail - Secured on real estate property - Of Which: non-SME		1	0	0	0	0	0 -	1		0	0 0		0	0 -		1	0	0 0	0		0 -
173		Retail - Qualifying Revolving
174		Retail - Other Retail
175		Retail - Other Retail - Of Which: SME
176		Retail - Other Retail - Of Which: non-SME
177		Equity
178		Securitisation
179		Other non-credit obligation assets
180		IRB TOTAL		1 0		6	0	0	0 0.00%	1	0		6 0		0 0	0.17%		1	0	6 0	0		0 0.17%

														Moratoria - Adverse Scenario
							31/12/2021							31/12/2022							31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
145		Central banks
146		Central governments
147		Institutions
148		Corporates			0	0	0	0	0	0 -		0 0		0	0	0	0 -		0 0		0 0		0	0 -
149		Corporates - Of Which: Specialised Lending
150		Corporates - Of Which: SME
151		Retail			6	0	0	0	0	0 0.00%		6 0		0	0	0 0	25.00%		6 0		0 0		0	0 12.50%
152		Retail - Secured on real estate property
153	SWITZERLAND	Retail - Secured on real estate property - Of Which: SME
154		Retail - Secured on real estate property - Of Which: non-SME			4	0	0	0	0	0 0.00%		4 0		0	0	0 0	33.33%		4 0		0 0		0	0 20.00%
155		Retail - Qualifying Revolving
156		Retail - Other Retail
157		Retail - Other Retail - Of Which: SME
158		Retail - Other Retail - Of Which: non-SME
159		Equity
160		Securitisation
161		Other non-credit obligation assets
162		IRB TOTAL			6	0	0	0	0	0 0.00%		6 0		0	0	0 0	25.00%	6	0		0 0		0	0 12.50%

					31/12/2021							31/12/2022							31/12/2023
	(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
	Central banks
	Central governments
	Institutions
	Corporates		0	0	0	0	0	0 -	0	0	0	0		0	0 -		0 0	0	0	0		0 -
	Corporates - Of Which: Specialised Lending
	Corporates - Of Which: SME
	Retail		0	0	0	0	0	0 -	0	0	0	0		0	0 -		0 0	0	0	0		0 -
	Retail - Secured on real estate property
JAPAN	Retail - Secured on real estate property - Of Which: SME
	Retail - Secured on real estate property - Of Which: non-SME		0	0	0	0	0	0 -	0	0	0	0		0	0 -		0 0	0	0	0		0 -
	Retail - Qualifying Revolving
	Retail - Other Retail
	Retail - Other Retail - Of Which: SME
	Retail - Other Retail - Of Which: non-SME
	Equity
	Securitisation
	Other non-credit obligation assets
	IRB TOTAL		0	0	0 0		0	0 -	0	0	0	0		0	0 -		0 0	0	0	0		0 -

													COMMERZBANK Aktiengesellschaft
		80	81	82	83	84	85	86	87	88	89	90	91	92	93	94	95	96	97	98	99	100
												Moratoria - Adverse Scenario Moratoria - Adverse Scenario
					31/12/2021							31/12/2022							31/12/2023
	(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
	Central banks
	Central governments
	Institutions
	Corporates		0	0	0 0		0	0 -		0 0		0	0	0	0 -		0	0	0 0	0		0 -
	Corporates - Of Which: Specialised Lending
	Corporates - Of Which: SME
	Retail		1	0	0 0		0 0	0.00%		1 0		0	0	0 0	33.33%		1	0	0 0	0		0 25.00%
	Retail - Secured on real estate property
	Retail - Secured on real estate property - Of Which: SME
FRANCE	Retail - Secured on real estate property - Of Which: non-SME		0	0	0 0		0 0	0.00%		0 0		0	0	0 0	0.00%		0	0	0 0	0		0 50.00%
	Retail - Qualifying Revolving
	Retail - Other Retail
	Retail - Other Retail - Of Which: SME
	Retail - Other Retail - Of Which: non-SME
	Equity
	Securitisation
	Other non-credit obligation assets
	IRB TOTAL		1	0	0 0		0 0	0.00%		1 0		0	0	0 0	33.33%		1	0	0 0	0		0 25.00%

Moratoria - Adverse Scenario

																	Public guarantees - Adverse Scenario
							31/12/2021										31/12/2022										31/12/2023
Row Num		Stage 1 exposure (mln EUR, %)	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
91	Central banks
92	Central governments
93	Institutions
94	Corporates		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 -
95	Corporates - Of Which: Specialised Lending
96	Corporates - Of Which: SME
97	Retail		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 -
98	Retail - Secured on real estate property
99	Retail - Secured on real estate property - Of Which: SME
ITALY 100	Retail - Secured on real estate property - Of Which: non-SME		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 -
101	Retail - Qualifying Revolving
102	Retail - Other Retail
103	Retail - Other Retail - Of Which: SME
104	Retail - Other Retail - Of Which: non-SME
105	Equity
106	Securitisation
107	Other non-credit obligation assets
108	IRB TOTAL		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 -

																	Public guarantees - Adverse Scenario
								31/12/2021										31/12/2022										31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
73	Central banks
74	Central governments
75	Institutions
76	Corporates			1 1	0		0	0	0	0	0	0	0.00%	1	1	0	0	0	0	0	0 0	0.00%	1		1	0	0	0 0	0	0	0	0.00%
77	Corporates - Of Which: Specialised Lending
78	Corporates - Of Which: SME
79	Retail			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 -
80	Retail - Secured on real estate property
81 UNITED KINGDOM	Retail - Secured on real estate property - Of Which: SME
82	Retail - Secured on real estate property - Of Which: non-SME			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 -
83	Retail - Qualifying Revolving
84	Retail - Other Retail
85	Retail - Other Retail - Of Which: SME
86	Retail - Other Retail - Of Which: non-SME
87	Equity
88	Securitisation
89	Other non-credit obligation assets
90	IRB TOTAL		1	1	0		0	0	0	0	0	0	0.00%	1	1	0	0	0	0	0 0	0	0.00%	1		1	0	0	0 0	0	0	0	0.00%

																		Public guarantees - Adverse Scenario
								31/12/2021										31/12/2022										31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
55	Central banks
56	Central governments
57	Institutions
58	Corporates		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 -
59	Corporates - Of Which: Specialised Lending
60	Corporates - Of Which: SME
61	Retail		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 -
62	Retail - Secured on real estate property
63	Retail - Secured on real estate property - Of Which: SME
UNITED STATES 64	Retail - Secured on real estate property - Of Which: non-SME		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 -
65	Retail - Qualifying Revolving
66	Retail - Other Retail
67	Retail - Other Retail - Of Which: SME
68	Retail - Other Retail - Of Which: non-SME
69	Equity
70	Securitisation
71	Other non-credit obligation assets
72	IRB TOTAL		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 -

																		Public guarantees - Adverse Scenario
									31/12/2021										31/12/2022										31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
37		Central banks
38		Central governments
39		Institutions
40		Corporates		83	66	38	30		4 0	0		1	0 0.00%		80	63	37	30	8	0	0	1	0 0.00%	77	61		36	29 12	0	0	1	0	0.00%
41		Corporates - Of Which: Specialised Lending
42		Corporates - Of Which: SME
43		Retail		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 -
44		Retail - Secured on real estate property
45	POLAND	Retail - Secured on real estate property - Of Which: SME
46		Retail - Secured on real estate property - Of Which: non-SME		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 -
47		Retail - Qualifying Revolving
48		Retail - Other Retail
49		Retail - Other Retail - Of Which: SME
50		Retail - Other Retail - Of Which: non-SME
51		Equity
52		Securitisation
53		Other non-credit obligation assets
54		IRB TOTAL		83	66	38	30		4 0	1	1		1 30.10%		79	63	37	30	8	0	1	1	2 29.62%	76	61		36	29 13	0	0	1	4	29.36%

							31/12/2021										31/12/2022										31/12/2023
Row Num		Stage 1 exposure (mln EUR, %)	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
19	Central banks
20	Central governments
21	Institutions
22	Corporates		1,377	1,181	310	258	48	39 0	12		4 8.34%	1,271	1,090		378	323	86	74	0	10	4 4.66%	1,226	1,051		386	331	122	105	0 7	4	3.28%
23	Corporates - Of Which: Specialised Lending
24	Corporates - Of Which: SME
25	Retail		608	539	137	120	13	12 0		4	1 11.68%		567	503	165	146	25	23	0	4	1 5.81%	550	488		171	151	38	34	0 3	1	3.88%
26	Retail - Secured on real estate property
27	Retail - Secured on real estate property - Of Which: SME
GERMANY 28	Retail - Secured on real estate property - Of Which: non-SME		0	0	0	0	0	0 0		0	0 -		0	0	0	0	0	0	0	0	0 -		0	0	0	0	0	0	0 0	0 -
29	Retail - Qualifying Revolving
30	Retail - Other Retail
31	Retail - Other Retail - Of Which: SME
32	Retail - Other Retail - Of Which: non-SME
33	Equity
34	Securitisation
35	Other non-credit obligation assets
36	IRB TOTAL		1,986	1,721	447	379	61	51 2	15		10 15.72%	1,839	1,594		543	469	111	97	1	13	13 11.95%	1,777	1,540		557	482	160	139	1 11	17	10.38%

																						COMMERZBANK Aktiengesellschaft
				101	102	103		104	105	106	107	108	109	110	111	112	113		114	115	116	117	118	119	120	121	122	123		124	125	126	127	128	129	130
																					Public guarantees - Adverse Scenario
										31/12/2021											31/12/2022										31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
1 2		Central banks Central governments
3 4		Institutions Corporates		1,597		1,351	368	297		67	50	0	14	7 9.85%		1,486	1,253	436	366	111		87	0	11	7	5.93%	1,437	1,211	443	373	152	119	0	9	7	4.31%
5 6		Corporates - Of Which: Specialised Lending Corporates - Of Which: SME
7 8		Retail Retail - Secured on real estate property		609		540	138	120		13	12	0	4	1 11.67%		568	504	166	146	25		23	0	4	1	5.81%	550	488	171	151	38	34	0	3	1	3.88%
9 10	COMMERZBANK	Retail - Secured on real estate property - Of Which: SME Retail - Secured on real estate property - Of Which: non-SME
11	Aktiengesellschaft	Retail - Qualifying Revolving
12 13		Retail - Other Retail Retail - Other Retail - Of Which: SME
14 15		Retail - Other Retail - Of Which: non-SME Equity
16 17		Securitisation Other non-credit obligation assets
18		IRB TOTAL		2,207		1,892	506	418		79	62	2	18	14 17.41%		2,054	1,758	602	512	136	110		2	15	19	14.16%	1,988	1,701	614	524	190	153	2	13	24	12.66%

Public guarantees - Adverse Scenario

																		Public guarantees - Adverse Scenario
								31/12/2021										31/12/2022										31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
181	Central banks
182	Central governments
183	Institutions
184	Corporates		12	10	1	0	13	11	0		0	3 19.76%	11	10		1 1		13 11	0	0	3	19.52%	11	9		1 1	13	11	0	0		3 19.31%
185	Corporates - Of Which: Specialised Lending
186	Corporates - Of Which: SME
187	Retail		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 -
188	Retail - Secured on real estate property
189 NETHERLANDS	Retail - Secured on real estate property - Of Which: SME
190	Retail - Secured on real estate property - Of Which: non-SME		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 -
191	Retail - Qualifying Revolving
192	Retail - Other Retail
193	Retail - Other Retail - Of Which: SME
194	Retail - Other Retail - Of Which: non-SME
195	Equity
196	Securitisation
197	Other non-credit obligation assets
198	IRB TOTAL		12	10	1	0	13	11	0		0	3 20.06%	11	10		1 1		13 11	0	0	3	20.12%	11	9		1 1	13	11	0	0		3 20.21%

																				Public guarantees - Adverse Scenario
									31/12/2021											31/12/2022										31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure		Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
163		Central banks
164		Central governments
165		Institutions
166		Corporates		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 -
167		Corporates - Of Which: Specialised Lending
168		Corporates - Of Which: SME
169		Retail		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 -
170		Retail - Secured on real estate property
171	SPAIN	Retail - Secured on real estate property - Of Which: SME
172		Retail - Secured on real estate property - Of Which: non-SME		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 -
173		Retail - Qualifying Revolving
174		Retail - Other Retail
175		Retail - Other Retail - Of Which: SME
176		Retail - Other Retail - Of Which: non-SME
177		Equity
178		Securitisation
179		Other non-credit obligation assets
180		IRB TOTAL		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 -

								31/12/2021										31/12/2022											31/12/2023
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount		Stage 3 exposure, of Stage 3 which exposure guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
145		Central banks
146		Central governments
147 148		Institutions Corporates		50	49	5	3	0	0	0	0	0 0.00%		48	46	7	6	1	1		0	0	0 0.00%	47	45		7 6		1 1	0	0	0	0.00%
149		Corporates - Of Which: Specialised Lending
150		Corporates - Of Which: SME
151		Retail		0	0	0	0	0	0	0	0	0 0.00%		0	0	0	0	0	0		0	0	0 0.00%		0 0		0 0		0 0	0	0	0	0.00%
152		Retail - Secured on real estate property
153	SWITZERLAND	Retail - Secured on real estate property - Of Which: SME
154		Retail - Secured on real estate property - Of Which: non-SME		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 -
155		Retail - Qualifying Revolving
156 157		Retail - Other Retail Retail - Other Retail - Of Which: SME
158		Retail - Other Retail - Of Which: non-SME
159		Equity
160		Securitisation
161		Other non-credit obligation assets
162		IRB TOTAL		50	49	5	3	0	0	0	0	0 29.55%		48	46	7	6	1	1	0	0		0 29.47%	48	45		7 6		1 1	0	0	0	28.77%

									31/12/2021										31/12/2022										31/12/2023
Row Num			(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
127		Central banks
128		Central governments
129		Institutions
130		Corporates		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 -
131		Corporates - Of Which: Specialised Lending
132		Corporates - Of Which: SME
133		Retail		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 -
134		Retail - Secured on real estate property
135	JAPAN	Retail - Secured on real estate property - Of Which: SME
136		Retail - Secured on real estate property - Of Which: non-SME		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 -
137		Retail - Qualifying Revolving
138		Retail - Other Retail
139		Retail - Other Retail - Of Which: SME
140		Retail - Other Retail - Of Which: non-SME
141		Equity
142		Securitisation
143		Other non-credit obligation assets
144		IRB TOTAL		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 -

																		COMMERZBANK Aktiengesellschaft
		101	102	103	104	105	106	107	108	109	110	111	112	113	114	115	116	117	118	119	120	121	122	123	124	125	126	127	128	129	130
																Public guarantees - Adverse Scenario Public guarantees - Adverse Scenario
							31/12/2021										31/12/2022										31/12/2023
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
	Central banks
	Central governments
	Institutions
	Corporates	47	40		3 0		0	0	0	0	0 0.00%		46	39	4	3	1	1	0	0 0	0.00%	45		38 4		3	1 1	0	0	0	0.00%
	Corporates - Of Which: Specialised Lending
	Corporates - Of Which: SME
	Retail		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 -
	Retail - Secured on real estate property
	Retail - Secured on real estate property - Of Which: SME
FRANCE	Retail - Secured on real estate property - Of Which: non-SME		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 -
	Retail - Qualifying Revolving
	Retail - Other Retail
	Retail - Other Retail - Of Which: SME
	Retail - Other Retail - Of Which: non-SME
	Equity
	Securitisation
	Other non-credit obligation assets
	IRB TOTAL	47	40	3	0		0	0	0	0	0 16.22%		46	39	4	3	1	1	0	0 0	14.46%	45		38 4		3	1 1	0	0	0	12.88%

Public guarantees - Adverse Scenario

Public guarantees - Adverse Scenario

Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

			2021 EU-wide Stress Test: Credit risk COVID-19 STA				COMMERZBANK Aktiengesellschaft
			1 2	3	4	5	6 Moratoria - Actual	7	8	9	10	11	12	13	14	15	16	17	18 Public guarantees - Actual	19	20	21	22	23	24
Row Num 1 2 3 4		(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities	Risk exposure Exposure values amounts	Stage 1 exposure	Stage 1 exposure, of which expired moratoria	Stage 2 exposure	31/12/2020 Stage 2 exposure, of which expired moratoria	Stage 3 exposure	Stage 3 exposure, of which expired moratoria	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	31/12/2020 Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure
5 6 7 8 9 10 11 12 13 14	COMMERZBANK Aktiengesellschaft	Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk	216 150 268	234 67 117 131 145 95	67 127 91	73 29 178	46 28 92	70 7 0	0 6 0	0 1 0		3 2 5	7 10.09% 2 33.59% 0 14.29%		8 7 0 0 0 0	7 5 0 0 0 0	7 6 7 5 0 0 0 0 0 0 0 0	1 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0		0 - 0 - 0 - 0 - 0 - 0 -
15 16 17 18 19 20 21		Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	640	500 296	287	283	168 Moratoria - Actual 31/12/2020	77	6	2	10		9 12.07%		8	7	7 6	1	0 Public guarantees - Actual 31/12/2020	0	0	0	0		0 -
Row Num 22		(mln EUR, %) Central banks	Risk exposure Exposure values amounts	Stage 1 exposure	Stage 1 exposure, of which expired moratoria	Stage 2 exposure	Stage 2 exposure, of which expired moratoria	Stage 3 exposure	Stage 3 exposure, of which expired moratoria	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure
23 24 25 26 27 28		Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
29 30 31 32 33 34 35	GERMANY	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME	0 144 0	0 112 128 0	0 0 124 0 0	0 27 0	0 26 0	0 5 0	0 5 0	0 1 0		0 2 0	0 - 2 38.37% 0 -		0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0 0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0		0 - 0 - 0 - 0 - 0 - 0 -
36 37 38 39 40		Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation
41 42		Other exposures Standardised Total	144	112 129	125	27	26	5	5	1		2	2 38.37%		0	0	0 0	0	0	0	0	0	0		0 -
Row Num 43 44		(mln EUR, %) Central banks Central governments	Risk exposure Exposure values amounts	Stage 1 exposure	Stage 1 exposure, of which expired moratoria	Stage 2 exposure	Moratoria - Actual 31/12/2020 Stage 2 exposure, of which expired moratoria	Stage 3 exposure	Stage 3 exposure, of which expired moratoria	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Public guarantees - Actual 31/12/2020 Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure
45 46 47 48 49 50 51		Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME	216	234 67	67	73	46	70	0	0		3	7 10.09%		8 7	7 5	7 6 7 5	1 0	0 0	0 0	0 0	0 0	0 0		0 - 0 -
52 53 54 55 56 57 58 59 60	POLAND	Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity	6 268	5 145 95	3 2 91	2 178	2 92	2 0	2 0	0 0		0 5	0 18.87% 0 14.29%		0 0 0 0	0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0		0 - 0 - 0 - 0 -
61 62 63		Securitisation Other exposures Standardised Total	496	388 168	162	256	142 Moratoria - Actual	72	2	0		8	7 10.27%		8	7	7 6	1	0 Public guarantees - Actual	0	0	0	0		0 -
Row Num		(mln EUR, %)	Risk exposure Exposure values amounts	Stage 1 exposure	Stage 1 exposure, of which expired moratoria	Stage 2 exposure	31/12/2020 Stage 2 exposure, of which expired moratoria	Stage 3 exposure	Stage 3 exposure, of which expired moratoria	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	31/12/2020 Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure
64 65 66 67 68 69 70		Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
71 72 73 74	UNITED STATES	Corporates of which: SME Retail of which: SME	0 0	0 0	0 0 0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 - 0 -		0 0 0 0	0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0		0 - 0 - 0 - 0 -
75 76 77 78 79 80 81 82 83		Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures	0	0	0 0	0	0	0	0	0		0	0 -		0 0	0 0	0 0 0 0	0 0	0 0	0 0	0 0	0 0	0 0		0 - 0 -
84		Standardised Total	0	0	0 0	0	0 Moratoria - Actual 31/12/2020	0	0	0		0	0 -		0	0	0 0	0	0 Public guarantees - Actual 31/12/2020	0	0	0	0		0 -
Row Num 85 86		(mln EUR, %) Central banks Central governments	Risk exposure Exposure values amounts	Stage 1 exposure	Stage 1 exposure, of which expired moratoria	Stage 2 exposure	Stage 2 exposure, of which expired moratoria	Stage 3 exposure	Stage 3 exposure, of which expired moratoria	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure
87 88 89 90 91 92 93		Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME	0	0	0 0	0	0	0	0	0		0	0 -		0 0	0 0	0 0 0 0	0 0	0 0	0 0	0 0	0 0	0 0		0 - 0 -
94 95 96 97 98	UNITED KINGDOM	Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk	0 0	0 0	0 0 0 0	0 0	0 0	0 0	0 0	0 0		0 0	0 - 0 -		0 0 0 0	0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0		0 - 0 - 0 - 0 -
99 100 101 102 103		Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation
104 105		Other exposures Standardised Total	0	0	0 0	0	0	0	0	0		0	0 -		0	0	0 0	0	0	0	0	0	0		0 -

Risk exposure amounts		Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

Exposure values	Risk exposure amounts	Stage 1 exposure, of Stage 1 Stage 2 which exposure exposure guaranteed amount		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure

Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of Stage 2 which exposure guaranteed amount		Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

Exposure values	Risk exposure Stage 1 amounts exposure		Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

			1 2	3	4	COMMERZBANK Aktiengesellschaft 5	6	2021 EU-wide Stress Test: Credit risk COVID-19 STA 7 8	9	10	11 12	13	14	15	16	17	18	19	20	21	22	23	24
Row Num			Risk exposure Exposure values amounts	Stage 1 exposure	Stage 1 exposure, of which expired	Stage 2 exposure	Moratoria - Actual Moratoria - Actual 31/12/2020 Stage 2 exposure, of which expired	Stage 3 Stage 3 exposure, of exposure which expired	Stock of provisions for Stage 1	Stock of provisions for Stage 2	Stock of Coverage Ratio - provisions for Stage 3 Stage 3 exposure	Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	Public guarantees - Actual Public guarantees - Actual 31/12/2020 Stage 3 exposure	Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1	Stock of provisions for Stage 2	Stock of provisions for Stage 3
106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125	ITALY	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures	0 0 0	0 0 0 0 0 0	moratoria 0 0 0	0 0 0	moratoria 0 0 0	moratoria 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 0 - 0 0 - 0 0 -	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	amount 0 0 0 0 0 0	0 0 0 0 0 0	amount 0 0 0 0 0 0	0 0 0 0 0 0	amount 0 0 0 0 0 0	exposure 0 0 0 0 0 0	exposure 0 0 0 0 0 0	exposure	0 - 0 - 0 - 0 - 0 - 0 -
126		Standardised Total	0	0 0	0 Stage 1	0	0 Moratoria - Actual 31/12/2020 Stage 2	0 Stage 3	0 Stock of	0 Stock of	0 0 - Stock of Coverage Ratio -	0	0	0	0 Stage 1 exposure, of	0	0 Stage 2 exposure, of	0 Public guarantees - Actual 31/12/2020	0 Stage 3 exposure, of	0 Stock of	0 Stock of	Stock of	0 -
Row Num 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147	FRANCE	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	Risk exposure Exposure values amounts 0 0 0 0	Stage 1 exposure 0 0 0 0 0 0 0 0	exposure, of which expired moratoria 0 0 0 0	Stage 2 exposure 0 0 0 0	exposure, of which expired moratoria 0 0 0 0	Stage 3 exposure, of exposure which expired moratoria 0 0 0 0	provisions for Stage 1 exposure 0 0 0 0	provisions for Stage 2 exposure 0 0 0 0	provisions for Stage 3 Stage 3 exposure exposure 0 0 - 0 0 - 0 0 - 0 0 -	Exposure values 0 0 0 0 0 0 0	Risk exposure amounts 0 0 0 0 0 0 0	Stage 1 exposure 0 0 0 0 0 0 0	which guaranteed amount 0 0 0 0 0 0 0	Stage 2 exposure 0 0 0 0 0 0 0	which guaranteed amount 0 0 0 0 0 0 0	Stage 3 exposure 0 0 0 0 0 0 0	which guaranteed amount 0 0 0 0 0 0 0	provisions for Stage 1 exposure 0 0 0 0 0 0 0	provisions for Stage 2 exposure 0 0 0 0 0 0 0	provisions for Stage 3 exposure	0 - 0 - 0 - 0 - 0 - 0 - 0 -
Row			Risk exposure Exposure values	Stage 1	Stage 1 exposure, of	Stage 2	Moratoria - Actual 31/12/2020 Stage 2 exposure, of	Stage 3 Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of Coverage Ratio - provisions for Stage 3	Exposure values	Risk exposure	Stage 1	Stage 1 exposure, of which	Stage 2	Stage 2 exposure, of which	Public guarantees - Actual 31/12/2020 Stage 3	Stage 3 exposure, of which	Stock of provisions for	Stock of provisions for	Stock of provisions for
Num 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166	JAPAN	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation	amounts 0 0 0	exposure 0 0 0 0 0 0	which expired moratoria 0 0 0	exposure 0 0 0	which expired moratoria 0 0 0	exposure which expired moratoria 0 0 0	Stage 1 exposure 0 0 0	Stage 2 exposure 0 0 0	Stage 3 exposure exposure 0 0 - 0 0 - 0 0 -	0 0 0 0 0 0	amounts 0 0 0 0 0 0	exposure 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0	exposure 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0	exposure 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0	Stage 1 exposure 0 0 0 0 0 0	Stage 2 exposure 0 0 0 0 0 0	Stage 3 exposure	0 - 0 - 0 - 0 - 0 - 0 -
167 168 Row		Other exposures Standardised Total	0 Risk exposure Exposure values	0 0 Stage 1	0 Stage 1 exposure, of	0 Stage 2	0 Moratoria - Actual 31/12/2020 Stage 2 exposure, of	0 Stage 3 Stage 3 exposure, of	0 Stock of provisions for	0 Stock of provisions for	0 0 - Stock of Coverage Ratio - provisions for Stage 3	0 Exposure values	0 Risk exposure	0 Stage 1	0 Stage 1 exposure, of which	0 Stage 2	0 Stage 2 exposure, of which	0 Public guarantees - Actual 31/12/2020 Stage 3	0 Stage 3 exposure, of which	0 Stock of provisions for	0 Stock of provisions for	Stock of provisions for	0 -
Num 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188	SWITZERLAND	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures	amounts 0 0 0	exposure 0 0 0 0 0 0	which expired moratoria 0 0 0	exposure 0 0 0	which expired moratoria 0 0 0	exposure which expired moratoria 0 0 0	Stage 1 exposure 0 0 0	Stage 2 exposure 0 0 0	Stage 3 exposure exposure 0 0 - 0 0 - 0 0 -	0 0 0 0 0 0	amounts 0 0 0 0 0 0	exposure 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0	exposure 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0	exposure 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0	Stage 1 exposure 0 0 0 0 0 0	Stage 2 exposure 0 0 0 0 0 0	Stage 3 exposure	0 - 0 - 0 - 0 - 0 - 0 -
189 Row Num		Standardised Total	0 Risk exposure Exposure values amounts	0 0 Stage 1 exposure	0 Stage 1 exposure, of which expired	0 Stage 2 exposure	0 Moratoria - Actual 31/12/2020 Stage 2 exposure, of which expired	0 Stage 3 Stage 3 exposure, of exposure which expired	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 0 - Stock of Coverage Ratio - provisions for Stage 3 Stage 3	0 Exposure values	0 Risk exposure amounts	0 Stage 1 exposure	0 Stage 1 exposure, of which	0 Stage 2 exposure	0 Stage 2 exposure, of which	0 Public guarantees - Actual 31/12/2020 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	Stock of provisions for Stage 3	0 -
190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210	SPAIN	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	0 0 0 0	0 0 0 0 0 0 0 0	moratoria 0 0 0 0	0 0 0 0	moratoria 0 0 0 0	moratoria 0 0 0 0	exposure 0 0 0 0	exposure 0 0 0 0	exposure exposure 0 0 - 0 0 - 0 0 - 0 0 -	0 0 0 0 0 0 0	0 0 0 0 0 0 0	0 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0 0	0 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0 0	0 0 0 0 0 0 0	guaranteed amount 0 0 0 0 0 0 0	exposure 0 0 0 0 0 0 0	exposure 0 0 0 0 0 0 0	exposure	0 - 0 - 0 - 0 - 0 - 0 - 0 -
Row Num			Risk exposure Exposure values amounts	Stage 1 exposure	Stage 1 exposure, of which expired	Stage 2 exposure	Moratoria - Actual 31/12/2020 Stage 2 exposure, of which expired	Stage 3 Stage 3 exposure, of exposure which expired	Stock of provisions for Stage 1	Stock of provisions for Stage 2	Stock of Coverage Ratio - provisions for Stage 3 Stage 3 exposure	Exposure values	Risk exposure amounts	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	Public guarantees - Actual 31/12/2020 Stage 3 exposure	Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1	Stock of provisions for Stage 2	Stock of provisions for Stage 3
211 212 213 214 215 216 217 218 219 220 221 222 223 224	NETHERLANDS	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk	0 0 0	0 0 0 0 0 0	moratoria 0 0 0	0 0 0	moratoria 0 0 0	moratoria 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 0 - 0 0 - 0 0 -	0 0 0 0 0 0	0 0 0 0 0 0	0 0 0 0 0 0	amount 0 0 0 0 0 0	0 0 0 0 0 0	amount 0 0 0 0 0 0	0 0 0 0 0 0	amount 0 0 0 0 0 0	exposure 0 0 0 0 0 0	exposure 0 0 0 0 0 0	exposure	0 - 0 - 0 - 0 - 0 - 0 -
225 226 227 228 229	230 231	Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures

Exposure values	Risk exposure amounts	Stage 1 exposure, of Stage 1 Stage 2 which exposure exposure guaranteed amount			Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of Coverage Ratio - provisions for Stage 3 exposure

	Stage 1 Stage 2 Stage 3
Exposure values	Risk exposure amounts	Stage 1 exposure	exposure, of which guaranteed amount	Stage 2 exposure	exposure, of which guaranteed amount	Stage 3 exposure	exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure

Stage 1 Stage 2 Stage 3 Stock of Stock of Stock of exposure, of exposure, of exposure, of Risk exposure Stage 1 Stage 2 Stage 3 provisions for provisions for provisions for Exposure values which which which amounts exposure exposure exposure Stage 1 Stage 2 Stage 3 guaranteed guaranteed guaranteed exposure exposure exposure amount amount amount	Coverage Ratio -
	Stage 3 exposure

													COMMERZBANK Aktiengesellschaft	2021 EU-wide Stress Test: Credit risk COVID-19 STA
Row Num		(mln EUR, %)	25 Stage 1 exposure	26 Stage 2 exposure	27 Stage 3 exposure	28 31/12/2021 Stock of provisions for Stage 1 exposure	29 Stock of provisions for Stage 2 exposure	30 Stock of provisions for Stage 3 exposure	31 Coverage Ratio - Stage 3 exposure	32 Stage 1 exposure	33 Stage 2 exposure	34 Stage 3 exposure	35 Moratoria - Baseline Scenario 31/12/2022 Stock of provisions for Stage 1 exposure	36 Stock of provisions for Stage 2 exposure	37 Stock of provisions for Stage 3 exposure	38 Coverage Ratio - Stage 3 exposure	39 Stage 1 exposure	40 Stage 2 exposure	41 Stage 3 exposure	42 31/12/2023 Stock of provisions for Stage 1 exposure	43 Stock of provisions for Stage 2 exposure	44 Stock of provisions for Stage 3 exposure	45 Coverage Ratio - Stage 3 exposure
1 2 3 4 5 6 7 8 9 10 11	COMMERZBANK	Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME	85 130		49 77 27 10		0 1 1 4	9 5	11.66% 44.99%	92 134	37 20	81 13	0 0	0 2	10 6	12.48% 48.94%	96 136	29 16	85 15	1 0	0 2	11 8	13.13% 51.18%
12 13 14 15 16 17 18 19 20 21	Aktiengesellschaft	Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	193 411	144	67 13 101		0 5 1 9	2 16	16.69% 15.73%	213 444	42 100	18 113	0 1	2 5	3 19	16.44% 17.28%	222 459	30 75	21 121	0 1	1 4	3 22	16.24% 18.34%
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Moratoria - Baseline Scenario 31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
22 23 24 25 26 27 28		Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
29 30 31 32 33 34 35	GERMANY	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk	126	0 0	0 25 0	0 9 0	0 0 1 4 0 0	4	0 - 50.06% 0 -	0 130 0	19	0 11 0	0 0 0 0 0	0 2 0	6	0 - 53.57% 0 -	0 132 0	15	0 13 0	0 0 0 0 0	0 2 0	0 - 7 0 -	55.40%
36 37 38 39 40 41 42		Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	126		25	9	1 4	4	50.00%	130	19	11	0	2	6	53.57%	132	15	13	0	2	7	55.40%
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Moratoria - Baseline Scenario 31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
43 44 45 46 47 48 49		Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
50 51 52 53 54 55 56 57 58 59	POLAND	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU)	85 193	4	49 77 1 67 13	2	0 1 0 0 0 5	9 0 2	11.66% 18.90% 16.69%	92 4 213	37 42	81 1 18	0 2 0 0	0 0 2	10 0 3	12.48% 18.56% 16.44%	96 5 222	29 30	85 1 21	1 2 0 0	0 0 1	11 0 3	13.13% 18.45% 16.24%
60 61 62 63		Equity Securitisation Other exposures Standardised Total	285	119	92		1 5	12	12.56%	313	81	101	1 Moratoria - Baseline Scenario	3	14	13.32%	327	60	108	1	2	15	13.84%
Row Num 64 65 66		(mln EUR, %) Central banks Central governments Regional governments or local authorities	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
67 68 69 70 71 72 73		Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail		0 0	0 0	0 0	0 0 0 0		0 - 0 -	0 0		0 0	0 0 0 0	0 0		0 - 0 -	0 0		0 0	0 0 0 0	0 0	0 - 0 -
74 75 76 77 78 79 80 81	UNITED STATES	of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0	0	0	0 0		0 -	0		0	0 0	0		0 -	0		0	0 0	0	0 -
82 83 84		Securitisation Other exposures Standardised Total		0	0	0	0 0		0 -	0		0	0 0 Moratoria - Baseline Scenario	0		0 -	0		0	0 0	0	0 -
Row Num 85 86 87		(mln EUR, %) Central banks Central governments Regional governments or local authorities	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
88 89 90 91 92 93 94		Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail		0 0	0 0	0 0	0 0 0 0		0 - 0 -	0 0		0 0	0 0 0 0	0 0		0 - 0 -	0 0		0 0	0 0 0 0	0 0	0 - 0 -
95 96 97 98 99 100 101 102	UNITED KINGDOM	of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0	0	0	0 0		0 -	0		0	0 0	0		0 -	0		0	0 0	0	0 -
103 104 105		Securitisation Other exposures Standardised Total		0	0	0	0 0		0 -	0		0	0 0	0		0 -	0		0	0 0	0	0 -

			25	26	27	28	29	30	2021 EU-wide Stress Test: Credit risk COVID-19 STA 31	32	33	34	COMMERZBANK Aktiengesellschaft 35	36	37	38	39	40	41	42	43	44	45
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Moratoria - Baseline Scenario Moratoria - Baseline Scenario 31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
106 107 108 109 110 111 112		Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
113 114 115 116 117 118 119	ITALY	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk		0 0 0	0 0 0 0 0 0	0 0 0	0 0 0		0 - 0 - 0 -	0 0 0	0 0 0		0 0 0 0 0 0		0 0 0	0 - 0 - 0 -		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0		0 - 0 - 0 -
120 121 122 123 124 125 126		Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0	0 0	0	0		0 -	0	0		0 0		0	0 -		0 0		0 0	0		0 -
Row			Stage 1	Stage 2	Stage 3	31/12/2021 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3	Stage 1	Stage 2	Stage 3	Moratoria - Baseline Scenario 31/12/2022 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3	Stage 1	Stage 2	Stage 3	31/12/2023 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
Num 127 128 129 130 131		(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
132 133 134 135 136 137 138	FRANCE	International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property		0 0	0 0 0 0	0 0	0 0		0 - 0 -	0 0	0 0		0 0 0 0		0 0	0 - 0 -		0 0 0 0		0 0 0 0	0 0		0 - 0 -
139 140 141 142 143 144		of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0	0 0	0	0		0 -	0	0		0 0		0	0 -		0 0		0 0	0		0 -
145 146 147		Securitisation Other exposures Standardised Total		0	0 0	0 31/12/2021	0		0 -	0	0		0 0 Moratoria - Baseline Scenario 31/12/2022		0	0 -		0 0		0 0 31/12/2023	0		0 -
Row Num 148 149		(mln EUR, %) Central banks Central governments	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
150 151 152 153 154 155 156		Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME		0	0 0	0	0		0 -	0	0		0 0		0	0 -		0 0		0 0	0		0 -
157 158 159 160 161 162 163	JAPAN	Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment		0 0	0 0 0 0	0 0	0 0		0 - 0 -	0 0	0 0		0 0 0 0		0 0	0 - 0 -		0 0 0 0		0 0 0 0	0 0		0 - 0 -
164 165 166 167 168		Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0	0 0	0	0		0 -	0	0		0 0		0	0 -		0 0		0 0	0		0 -
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Moratoria - Baseline Scenario 31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
169 170 171 172 173 174 175		Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
176 177 178 179 180 181 182	SWITZERLAND	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk		0 0 0	0 0 0 0 0 0	0 0 0	0 0 0		0 - 0 - 0 -	0 0 0	0 0 0		0 0 0 0 0 0		0 0 0	0 - 0 - 0 -		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0		0 - 0 - 0 -
183 184 185 186 187 188		Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures
189 Row		Standardised Total	Stage 1	0 Stage 2	0 0 Stage 3	0 31/12/2021 Stock of provisions for	0 Stock of provisions for	Stock of provisions for	0 - Coverage Ratio - Stage 3	0 Stage 1	0 Stage 2	Stage 3	0 0 Moratoria - Baseline Scenario 31/12/2022 Stock of provisions for	Stock of provisions for	0 Stock of provisions for	0 - Coverage Ratio - Stage 3	Stage 1	0 0 Stage 2	Stage 3	0 0 31/12/2023 Stock of provisions for	0 Stock of provisions for	Stock of provisions for	0 - Coverage Ratio - Stage 3
Num 190 191 192 193 194		(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	exposure
195 196 197 198 199 200	SPAIN	International Organisations Institutions Corporates of which: SME Retail of which: SME		0 0	0 0 0 0	0 0	0 0		0 - 0 -	0 0	0 0		0 0 0 0		0 0	0 - 0 -		0 0 0 0		0 0 0 0	0 0		0 - 0 -
201 202 203 204 205 206 207		Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0	0 0	0	0		0 -	0	0		0 0		0	0 -		0 0		0 0	0		0 -
208 209 210		Securitisation Other exposures Standardised Total		0	0 0	0 31/12/2021	0		0 -	0	0		0 0 Moratoria - Baseline Scenario 31/12/2022		0	0 -		0 0		0 0 31/12/2023	0		0 -
Row Num 211 212		(mln EUR, %) Central banks Central governments	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
213 214 215 216 217 218 219		Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME		0	0 0	0	0		0 -	0	0		0 0		0	0 -		0 0		0 0	0		0 -
220 221 222 223 224 225 226	NETHERLANDS	Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment		0 0	0 0 0 0	0 0	0 0		0 - 0 -	0 0	0 0		0 0 0 0		0 0	0 - 0 -		0 0 0 0		0 0 0 0	0 0		0 - 0 -
227 228 229 230 231		Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0	0 0	0	0		0 -	0	0		0 0		0	0 -		0 0		0 0	0		0 -

		46	47	48	49	50	51	52	53	54	55	56	57	58	2021 EU-wide Stress Test: Credit risk COVID-19 STA 59	COMMERZBANK Aktiengesellschaft 60	61	62	63	64	65	66	67	68	69	70	71	72	73	74	75
Row Num 1	(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Public guarantees - Baseline Scenario Stage 3 exposure	31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
2 3 4 5 6 7 8 9 COMMERZBANK 10 11 Aktiengesellschaft 12 13 14 15 16 17 18 19 20 21	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	7 0 0 7	6 0 0 6	1 0 0 1	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 - 0 - 0	0.00% 33.33%		7 6 0 0 0 0 7 6		1 0 0 0 0 0 1 0	0 0 0 0	0 0 0 0		0 0 0 0 0 0 0 0	0 0	0.00% 0 - 0 - 33.33%	7 0 0 7	5 0 0 5	1 0 0 1	0 0 0 0	0 0 0 0	0 0 0 0		0 0 0 0 0 0 0 0	0 0 - 0 - 0	0.00% 34.09%
Row Num 22	(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Public guarantees - Baseline Scenario Stage 3 exposure	31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
23 24 25 26 27 28 29 30	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME	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 -
31 GERMANY 32 33 34 35 36 37 38 39 40 41 42	Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -			0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 0		0 0 0 0 0 0		0 - 0 - 0 -	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0		0 0 0 0 0 0	0 - 0 - 0 -
Row Num 43	(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Public guarantees - Baseline Scenario Stage 3 exposure	31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
44 45 46 47 48 49 50 51 52 POLAND 53 54 55 56 57 58 59 60 61 62 63	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total	7 0 0 7	6 0 0 6	1 0 0 1	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 - 0 - 0	0.00% 33.33%		7 6 0 0 0 0 7 6		1 0 0 0 0 0 1 0	0 0 0 0	0 0 0 0		0 0 0 0 0 0 0 0	0 0	0.00% 0 - 0 - 33.33%	7 0 0 7	5 0 0 5	1 0 0 1	0 0 0 0	0 0 0 0	0 0 0 0		0 0 0 0 0 0 0 0	0 0 - 0 - 0	0.00% 34.09%
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	Public guarantees - Baseline Scenario Stage 3 exposure	31/12/2022 Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed	Stage 2 exposure	Stage 2 exposure, of which guaranteed	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which guaranteed	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
64 65 66 67 68 69 70 71 72 73 UNITED STATES 74 75 76 77 78 79 80 81 82 83	Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures	0 0 0 0	amount 0 0 0 0	0 0 0 0	amount 0 0 0 0	0 0 0 0	amount 0 0 0 0	0 0 0 0	0 0 0 0	0 - 0 - 0 - 0 -			amount 0 0 0 0 0 0 0 0		amount 0 0 0 0 0 0 0 0	0 0 0 0	amount 0 0 0 0		0 0 0 0 0 0 0 0		0 - 0 - 0 - 0 -	0 0 0 0	amount 0 0 0 0	0 0 0 0	amount 0 0 0 0	0 0 0 0	amount 0 0 0 0		0 0 0 0 0 0 0 0	0 - 0 - 0 - 0 -
84 Row Num	Standardised Total	Stage 1 exposure	Stage 1 exposure, of which	Stage 2 exposure	Stage 2 exposure, of which	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which	Stock of provisions for Stage 1	Stock of provisions for Stage 2	Stock of provisions for Stage 3	Coverage Ratio - Stage 3	Stage 1 exposure	Stage 1 exposure, of which	Stage 2 exposure	Stage 2 exposure, of which	Public guarantees - Baseline Scenario Stage 3 exposure	31/12/2022 Stage 3 exposure, of which	Stock of provisions for Stage 1	Stock of provisions for Stage 2	Stock of provisions for Stage 3	Coverage Ratio - Stage 3	Stage 1 exposure	Stage 1 exposure, of which	Stage 2 exposure	Stage 2 exposure, of which	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which	Stock of provisions for Stage 1	Stock of provisions for Stage 2	Stock of provisions for Stage 3	Coverage Ratio - Stage 3
85 86 87 88 89 90 91 92 93 94 UNITED KINGDOM 95 96 97 98 99 100 101 102 103	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 - 0 - 0 -	exposure		guaranteed amount 0 0 0 0 0 0		guaranteed amount 0 0 0 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure	exposure 0 0 0 0 0 0	exposure	exposure 0 - 0 - 0 -	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure	exposure 0 0 0 0 0 0	exposure 0 - 0 - 0 -	exposure
104 105	Other exposures Standardised Total	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 -

			46	47	48	49	50	51	52	53	54	55	56	57	58	2021 EU-wide Stress Test: Credit risk COVID-19 STA 59	60	COMMERZBANK Aktiengesellschaft 61	62	63	64	65	66	67	68	69	70	71	72	73	74	75
Row Num 106 107		(mln EUR, %) Central banks Central governments	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Public guarantees - Baseline Scenario Public guarantees - Baseline Scenario 31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2023 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123	ITALY	Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0		0 - 0 - 0 -		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -		0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -
124 125 126 Row Num		Securitisation Other exposures Standardised Total	Stage 1 exposure	0 0 Stage 1 exposure, of which	Stage 2 exposure	0 0 Stage 2 exposure, of which	0 31/12/2021 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	Stock of provisions for Stage 3	0 - Coverage Ratio - Stage 3	Stage 1 exposure	0 0 Stage 1 exposure, of which	0 Stage 2 exposure	0 Stage 2 exposure, of which	0 Stage 3 exposure	0 Public guarantees - Baseline Scenario 31/12/2022 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3	0 Stage 1 exposure	0 Stage 1 exposure, of which	0 Stage 2 exposure	0 Stage 2 exposure, of which	0 31/12/2023 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3
127 128 129 130 131 132 133 134		(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates		guaranteed amount 0 0		guaranteed amount 0 0	0	guaranteed amount 0	exposure 0	exposure 0	exposure	exposure 0 -		guaranteed amount 0 0	0	guaranteed amount 0	0	guaranteed amount 0	exposure 0	exposure 0	exposure 0 -	exposure	0	guaranteed amount 0	0	guaranteed amount 0	0	guaranteed amount 0	exposure 0	exposure 0	exposure 0 -	exposure
135 136 137 138 139 140 141 142 143 144 145 146	FRANCE	of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures		0 0 0 0		0 0 0 0	0 0	0 0	0 0	0 0		0 - 0 -		0 0 0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 - 0 -		0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 - 0 -
147 Row Num		Standardised Total (mln EUR, %)	Stage 1 exposure	0 0 Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	0 0 Stage 2 exposure, of which guaranteed amount	0 31/12/2021 Stage 3 exposure	0 Stage 3 exposure, of which guaranteed amount	0 Stock of provisions for Stage 1 exposure	0 Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	0 - Coverage Ratio - Stage 3 exposure	Stage 1 exposure	0 0 Stage 1 exposure, of which guaranteed amount	0 Stage 2 exposure	0 Stage 2 exposure, of which guaranteed amount	0 Stage 3 exposure	0 Public guarantees - Baseline Scenario 31/12/2022 Stage 3 exposure, of which guaranteed amount	0 Stock of provisions for Stage 1 exposure	0 Stock of provisions for Stage 2 exposure	0 - Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	0 Stage 1 exposure	0 Stage 1 exposure, of which guaranteed amount	0 Stage 2 exposure	0 Stage 2 exposure, of which guaranteed amount	0 31/12/2023 Stage 3 exposure	0 Stage 3 exposure, of which guaranteed amount	0 Stock of provisions for Stage 1 exposure	0 Stock of provisions for Stage 2 exposure	0 - Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166	JAPAN	Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0		0 - 0 - 0 -		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -		0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -
167 168 Row Num		Other exposures Standardised Total	Stage 1 exposure	0 0 Stage 1 exposure, of which	Stage 2 exposure	0 0 Stage 2 exposure, of which	0 31/12/2021 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	Stock of provisions for Stage 3	0 - Coverage Ratio - Stage 3	Stage 1 exposure	0 0 Stage 1 exposure, of which	0 Stage 2 exposure	0 Stage 2 exposure, of which	0 Stage 3 exposure	0 Public guarantees - Baseline Scenario 31/12/2022 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3	0 Stage 1 exposure	0 Stage 1 exposure, of which	0 Stage 2 exposure	0 Stage 2 exposure, of which	0 31/12/2023 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3
169 170 171 172 173 174 175 176 177 178 179 180 181 182 183	SWITZERLAND	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds		guaranteed amount 0 0 0 0 0 0		guaranteed amount 0 0 0 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure	exposure 0 - 0 - 0 -		guaranteed amount 0 0 0 0 0 0	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 - 0 - 0 -	exposure	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 - 0 - 0 -	exposure
184 185 186 187 188 189		Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0 0		0 0	0	0	0	0		0 -		0 0	0	0	0	0 Public guarantees - Baseline Scenario	0	0	0 -		0	0	0	0	0	0	0	0	0 -
Row Num 190 191 192 193 194		(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2023 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210	SPAIN	International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0 0 0 0 0 0 0 0		0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0		0 - 0 - 0 - 0 -		0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 - 0 - 0 - 0 -		0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 - 0 - 0 - 0 -
Row Num 211		(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Public guarantees - Baseline Scenario 31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2023 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227	NETHERLANDS	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU)		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0		0 - 0 - 0 -		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -		0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -
228 229 230 231		Equity Securitisation Other exposures Standardised Total		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 -

														COMMERZBANK Aktiengesellschaft		2021 EU-wide Stress Test: Credit risk COVID-19 STA
			76	77	78	79 31/12/2021	80	81	82	83	84	85	86 Moratoria - Adverse Scenario 31/12/2022	87	88	89	90	91	92	93 31/12/2023	94	95	96
Row Num		(mln EUR, %)	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19	COMMERZBANK Aktiengesellschaft	Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation	` 80 127 185	51 29 72	79 12 16	1 1 0	1 7 9	10	12.63% 6 54.09% 3 18.35%	85 128 202	38 23 47	87 16 25		1 1 1 5 0 6	12 9 5	14.15% 56.91% 19.09%	88 129 207	30 19 34	93 19 31	1 1 0	1 4 4	14 11	15.27% 58.40% 6 19.27%
20 21		Other exposures Standardised Total	396	153	107	2	16	19	17.97%	420	109	128	Moratoria - Adverse Scenario	2 12	26	20.36%	429	83	144	2	9	32	21.90%
Row Num 22 23		(mln EUR, %) Central banks Central governments	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
24 25 26 27 28 29 30 31		Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail	123	0 27	0 0 10	0 1	0 7		0 - 6 60.08%	0 124	0 22	14	0	0 0 1 5	9	0 - 61.65%	0 125	0 18	0 17	0 1	0 4	11	0 - 62.44%
32 33 34 35 36 37 38 39	GERMANY	of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0	0 0	0	0		0 -	0	0		0	0 0		0 -	0	0	0	0	0		0 -
40 41 42		Securitisation Other exposures Standardised Total	123	27	10	1	7		6 60.08%	124	22	14		1 5	9	61.61%	125	18	17	1	4	11	62.40%
Row Num 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62	POLAND	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures	Stage 1 exposure 80 185	Stage 2 exposure 51 4 72	Stage 3 exposure 79 1 2 16	31/12/2021 Stock of provisions for Stage 1 exposure 1 0 0	Stock of provisions for Stage 2 exposure 1 0 9	Stock of provisions for Stage 3 exposure 10	Coverage Ratio - Stage 3 exposure 12.63% 0 18.79% 3 18.35%	Stage 1 exposure 85 4 202	Stage 2 exposure 38 1 47	Stage 3 exposure 87 25	Moratoria - Adverse Scenario 31/12/2022 Stock of provisions for Stage 1 exposure 2	Stock of provisions for Stage 2 exposure 1 1 0 0 0 6	Stock of provisions for Stage 3 exposure 12 0 5	Coverage Ratio - Stage 3 exposure 14.15% 18.82% 19.09%	Stage 1 exposure 88 4 207	Stage 2 exposure 30 1 34	Stage 3 exposure 93 2 31	31/12/2023 Stock of provisions for Stage 1 exposure 1 0 0	Stock of provisions for Stage 2 exposure 1 0 4	Stock of provisions for Stage 3 exposure 14	Coverage Ratio - Stage 3 exposure 15.27% 0 18.97% 6 19.27%
63 Row Num		Standardised Total (mln EUR, %)	273 Stage 1 exposure	125 Stage 2 exposure	97 Stage 3 exposure	1 31/12/2021 Stock of provisions for Stage 1 exposure	10 Stock of provisions for Stage 2 exposure	13 Stock of provisions for Stage 3 exposure	13.71% Coverage Ratio - Stage 3 exposure	295 Stage 1 exposure	87 Stage 2 exposure	114 Stage 3 exposure	Moratoria - Adverse Scenario 31/12/2022 Stock of provisions for Stage 1 exposure	1 6 Stock of provisions for Stage 2 exposure	17 Stock of provisions for Stage 3 exposure	15.33% Coverage Ratio - Stage 3 exposure	304 Stage 1 exposure	65 Stage 2 exposure	127 Stage 3 exposure	1 31/12/2023 Stock of provisions for Stage 1 exposure	4 Stock of provisions for Stage 2 exposure	21 Stock of provisions for Stage 3 exposure	16.35% Coverage Ratio - Stage 3 exposure
64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84	UNITED STATES	Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0 0 0 0	0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0		0 - 0 - 0 - 0 -	0 0 0 0	0 0 0 0		0 0 0 0	0 0 0 0 0 0 0 0		0 - 0 - 0 - 0 -	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0		0 - 0 - 0 - 0 -
Row			Stage 1	Stage 2	Stage 3	31/12/2021 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -	Stage 1	Stage 2	Stage 3	Moratoria - Adverse Scenario 31/12/2022 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -	Stage 1	Stage 2	Stage 3	31/12/2023 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Num 85 86 87 88 89 90 91 92 93 94 95	UNITED KINGDOM	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME	exposure	exposure 0 0	exposure 0 0 0 0	Stage 1 exposure 0 0	Stage 2 exposure 0 0	Stage 3 exposure	Stage 3 exposure 0 - 0 -	exposure 0 0	exposure 0 0	exposure	Stage 1 exposure 0 0	Stage 2 exposure 0 0 0 0	Stage 3 exposure	Stage 3 exposure 0 - 0 -	exposure 0 0	exposure 0 0	exposure 0 0	Stage 1 exposure 0 0	Stage 2 exposure 0 0	Stage 3 exposure	Stage 3 exposure 0 - 0 -
96 97 98 99 100 101 102 103 104 105		Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0 0	0 0 0 0	0 0	0 0		0 - 0 -	0 0	0 0		0 0	0 0 0 0		0 - 0 -	0 0	0 0	0 0	0 0	0 0		0 - 0 -

			76	77	78	79	80	81	82	83	84	85	86	2021 EU-wide Stress Test: Credit risk COVID-19 STA COMMERZBANK Aktiengesellschaft 87	88	89	90	91	92	93	94	95	96
Row Num			Stage 1 exposure (mln EUR, %)	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Moratoria - Adverse Scenario Moratoria - Adverse Scenario 31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
106 107 108 109 110 111		Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations
112 113 114 115 116 117	ITALY	Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0 0 0	0 0	0 - 0 -
118 119 120 121 122 123		of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0	0	0	0 0		0 -		0	0	0	0 0		0 -		0	0	0 0	0	0 -
124 125 126		Securitisation Other exposures Standardised Total		0	0	0	0 0		0 -		0	0	0 Moratoria - Adverse Scenario	0 0		0 -		0	0	0 0	0	0 -
Row Num			Stage 1 exposure (mln EUR, %)	Stage 2 exposure	Stage 3 exposure	31/12/2021 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2022 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	31/12/2023 Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
127 128 129 130 131 132		Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations
133 134 135 136 137 138	FRANCE	Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0 0 0	0 0	0 - 0 -
139 140 141 142 143 144		of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0	0	0	0 0		0 -		0	0	0	0 0		0 -		0	0	0 0	0	0 -
145 146 147		Securitisation Other exposures Standardised Total		0	0	0 31/12/2021	0 0		0 -		0	0	0 Moratoria - Adverse Scenario 31/12/2022	0 0		0 -		0	0	0 0 31/12/2023	0	0 -
Row Num 148		Central banks	Stage 1 exposure (mln EUR, %)	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
149 150 151 152 153 154		Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
155 156 157 158 159 160	JAPAN	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME		0 0 0	0 0 0	0 0 0	0 0 0 0 0 0		0 - 0 - 0 -		0 0 0	0 0 0	0 0 0	0 0 0 0 0 0		0 - 0 - 0 -		0 0 0	0 0 0	0 0 0 0 0 0	0 0 0	0 - 0 - 0 -
161 162 163 164 165 166		Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation
167 168		Other exposures Standardised Total		0	0	0 31/12/2021	0 0		0 -		0	0	0 Moratoria - Adverse Scenario 31/12/2022	0 0		0 -		0	0	0 0 31/12/2023	0	0 -
Row Num 169 170		Central banks Central governments	Stage 1 exposure (mln EUR, %)	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
171 172 173 174 175 176		Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates		0	0	0	0 0		0 -		0	0	0	0 0		0 -		0	0	0 0	0	0 -
177 178 179 180 181 182	SWITZERLAND	of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0 0 0	0 0	0 - 0 -
183 184 185 186 187 188		Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures
189		Standardised Total		0	0	0 31/12/2021 Stock of	0 0 Stock of	Stock of	0 -		0	0	0 Moratoria - Adverse Scenario 31/12/2022 Stock of	0 0 Stock of	Stock of	0 -		0	0	0 0 31/12/2023 Stock of	0 Stock of	0 - Stock of
Row Num 190 191 192		Central banks Central governments Regional governments or local authorities	Stage 1 exposure (mln EUR, %)	Stage 2 exposure	Stage 3 exposure	provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	provisions for Stage 1 exposure	provisions for Stage 2 exposure	provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
193 194 195 196 197 198		Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME		0	0	0	0 0		0 -		0	0	0	0 0		0 -		0	0	0 0	0	0 -
199 200 201 202 203 204	SPAIN	Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0 0 0	0 0	0 - 0 -
205 206 207 208 209 210		Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0	0	0	0 0		0 -		0	0	0	0 0		0 -		0	0	0 0	0	0 -
Row			Stage 1	Stage 2	Stage 3	31/12/2021 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -	Stage 1	Stage 2	Stage 3	Moratoria - Adverse Scenario 31/12/2022 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -	Stage 1	Stage 2	Stage 3	31/12/2023 Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -
Num 211 212 213		Central banks Central governments Regional governments or local authorities	exposure (mln EUR, %)	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure	exposure	exposure	exposure	Stage 1 exposure	Stage 2 exposure	Stage 3 exposure	Stage 3 exposure
214 215 216 217 218 219 220		Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0	0 0 0 0		0 - 0 -		0 0	0 0	0 0 0 0	0 0	0 - 0	0.00%
221 222 223 224 225	NETHERLANDS	of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds		0	0	0	0 0		0 -		0	0	0	0 0		0 -		0	0	0 0	0	0 -
226 227 228 229 230 231		Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0	0	0	0 0		0 -		0	0	0	0 0		0 -		0	0	0 0	0	0	0.00%

		97	98	99	100	101	102	103	104	105	106	107	108	109	110	111	2021 EU-wide Stress Test: Credit risk COVID-19 STA COMMERZBANK Aktiengesellschaft 112	113	114	115	116	117	118	119	120	121	122	123	124	125	126
							31/12/2021										Public guarantees - Adverse Scenario 31/12/2022										31/12/2023
Row Num 1	(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
2 3 4 5 6 7	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
8 9 COMMERZBANK 10 11 Aktiengesellschaft 12 13	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME	7 0 0	6 0 0	1 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0	0.00% 0 - 0 -	7 0 0	5 0 0	1 0 0	0 0 0		0 0 0 0 0 0		0 0 0 0 0 0	0	0.00% 0 - 0 -	6 0 0	5 0 0	1 0 0		0 1 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 - 0 -	0.00%
14 15 16 17 18 19	Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation
20 21	Other exposures Standardised Total	7	6	1	0	0	0	0	0	0	35.00%	7	5	1	0		0 0 Public guarantees - Adverse Scenario		0 0	0	37.78%	6	5	1		0 1		0 0	0	0	37.68%
Row Num 22	(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2021 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
23 24 25 26 27 28	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
29 30 31 GERMANY 32 33	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0		0 - 0 - 0 -	0 0 0	0 0 0	0 0 0	0 0 0		0 0 0 0 0 0		0 0 0 0 0 0		0 - 0 - 0 -	0 0 0	0 0 0	0 0 0		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 - 0 - 0 -
34 35 36 37 38	of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU)
39 40 41 42	Equity Securitisation Other exposures Standardised Total	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 -
Row Num	(mln EUR, %)	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2021 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	Public guarantees - Adverse Scenario 31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
43 44 45 46 47 48	Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations
49 50 51 52 POLAND 53 54	Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property	7 0 0	6 0 0	1 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0	0.00% 0 - 0 -	7 0 0	5 0 0	1 0 0	0 0 0		0 0 0 0 0 0		0 0 0 0 0 0	0	0.00% 0 - 0 -	6 0 0	5 0 0	1 0 0		0 1 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 - 0 -	0.00%
55 56 57 58 59 60 61	of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation
62 63	Other exposures Standardised Total	7	6	1	0	0	0	0	0	0	35.00%	7	5	1	0		0 0 Public guarantees - Adverse Scenario		0 0	0	37.78%	6	5	1		0 1		0 0	0	0	37.68%
Row Num 64	(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2021 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2022 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Stage 3 exposure	31/12/2023 Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
65 66 67 68 69 70	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions
71 72 73 UNITED STATES 74 75 76	Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0		0 - 0 - 0 -	0 0 0	0 0 0	0 0 0	0 0 0		0 0 0 0 0 0		0 0 0 0 0 0		0 - 0 - 0 -	0 0 0	0 0 0	0 0 0		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 - 0 - 0 -
77 78 79 80 81	Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity
82 83 84	Securitisation Other exposures Standardised Total	0	0	0	0	0	0	0	0		0 -	0	0	0	0		0 0 Public guarantees - Adverse Scenario		0 0		0 -	0	0	0		0 0		0 0	0	0 -
Row		Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	31/12/2021 Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -	Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	31/12/2022 Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio -	Stage 1	Stage 1 exposure, of	Stage 2	Stage 2 exposure, of	Stage 3	31/12/2023 Stage 3 exposure, of	Stock of provisions for	Stock of provisions for	Stock of provisions for	Coverage Ratio - Stage 3
85 86 87 88	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities		guaranteed amount		guaranteed amount		guaranteed amount	exposure	exposure	exposure	exposure		guaranteed amount		guaranteed amount		guaranteed amount	exposure	exposure	exposure	exposure		guaranteed amount		guaranteed amount		guaranteed amount	exposure	exposure	exposure	exposure
90 91 92 93 94	International Organisations Institutions Corporates of which: SME Retail	0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 0		0 - 0 -	0 0	0 0	0 0	0 0		0 0 0 0		0 0 0 0		0 - 0 -	0 0	0 0	0 0		0 0 0 0		0 0 0 0	0 0
95 96 97 98 99	of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds	0	0	0	0	0	0	0	0		0 -	0	0	0	0		0 0		0 0		0 -	0	0	0		0 0		0 0	0
100 101 102 103 104	Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures
Num 89 UNITED KINGDOM 105	Multilateral Development Banks Standardised Total	exposure 0	which 0	exposure 0	which 0	exposure 0	which 0	Stage 1 0	Stage 2 0	Stage 3	Stage 3 0 -	exposure 0	which 0	exposure 0	which 0	exposure	which 0 0	Stage 1	Stage 2 0 0	Stage 3	Stage 3 0 -	exposure 0	which 0	exposure 0	which	exposure 0 0	which	Stage 1 0 0	Stage 2 0	Stage 3	0 - 0 - 0 - 0 -

			97	98	99	100	101	102	103	104	105	106	107	108	109	2021 EU-wide Stress Test: Credit risk COVID-19 STA 110	COMMERZBANK Aktiengesellschaft 111	112	113	114	115	116	117	118	119	120	121	122	123	124	125	126
Row Num 106 107		(mln EUR, %) Central banks Central governments	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Public guarantees - Adverse Scenario Public guarantees - Adverse Scenario 31/12/2022 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2023 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123	ITALY	Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -			0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -		0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -
124 125 126 Row Num		Securitisation Other exposures Standardised Total	Stage 1 exposure	0 0 Stage 1 exposure, of which	Stage 2 exposure	0 0 Stage 2 exposure, of which	0 31/12/2021 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3	Stage 1 exposure	0 0 Stage 1 exposure, of which	0 Stage 2 exposure	0 Stage 2 exposure, of which	0 Public guarantees - Adverse Scenario 31/12/2022 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3	0 Stage 1 exposure	Stage 1 exposure, of which	0 0 Stage 2 exposure	0 Stage 2 exposure, of which	0 31/12/2023 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3
127 128 129 130 131 132 133 134		(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates		guaranteed amount 0 0		guaranteed amount 0 0	0	guaranteed amount 0	exposure 0	exposure 0	exposure 0 -	exposure		guaranteed amount 0 0	0	guaranteed amount 0	0	guaranteed amount 0	exposure 0	exposure 0	exposure 0 -	exposure	0	guaranteed amount	0 0	guaranteed amount 0	0	guaranteed amount 0	exposure 0	exposure 0	exposure 0 -	exposure
135 136 137 138 139 140 141 142 143 144 145 146	FRANCE	of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures		0 0 0 0		0 0 0 0	0 0	0 0	0 0	0 0	0 - 0 -			0 0 0 0	0 0	0 0	0 0	0 0	0 0	0 0	0 - 0 -		0 0		0 0 0 0	0 0	0 0	0 0	0 0	0 0	0 - 0 -
147 Row Num		Standardised Total (mln EUR, %)	Stage 1 exposure	0 0 Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	0 0 Stage 2 exposure, of which guaranteed amount	0 31/12/2021 Stage 3 exposure	0 Stage 3 exposure, of which guaranteed amount	0 Stock of provisions for Stage 1 exposure	0 Stock of provisions for Stage 2 exposure	0 - Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	0 0 Stage 1 exposure, of which guaranteed amount	0 Stage 2 exposure	0 Stage 2 exposure, of which guaranteed amount	0 Public guarantees - Adverse Scenario 31/12/2022 Stage 3 exposure	0 Stage 3 exposure, of which guaranteed amount	0 Stock of provisions for Stage 1 exposure	0 Stock of provisions for Stage 2 exposure	0 - Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	0 Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	0 0 Stage 2 exposure	0 Stage 2 exposure, of which guaranteed amount	0 31/12/2023 Stage 3 exposure	0 Stage 3 exposure, of which guaranteed amount	0 Stock of provisions for Stage 1 exposure	0 Stock of provisions for Stage 2 exposure	0 - Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166	JAPAN	Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -			0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -		0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -
167 168 Row Num		Other exposures Standardised Total	Stage 1 exposure	0 0 Stage 1 exposure, of which	Stage 2 exposure	0 0 Stage 2 exposure, of which	0 31/12/2021 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3	Stage 1 exposure	0 0 Stage 1 exposure, of which	0 Stage 2 exposure	0 Stage 2 exposure, of which	0 Public guarantees - Adverse Scenario 31/12/2022 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3	0 Stage 1 exposure	Stage 1 exposure, of which	0 0 Stage 2 exposure	0 Stage 2 exposure, of which	0 31/12/2023 Stage 3 exposure	0 Stage 3 exposure, of which	0 Stock of provisions for Stage 1	0 Stock of provisions for Stage 2	0 - Stock of provisions for Stage 3	Coverage Ratio - Stage 3
169 170 171 172 173 174 175 176 177 178 179 180 181 182 183	SWITZERLAND	(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds		guaranteed amount 0 0 0 0 0 0		guaranteed amount 0 0 0 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 - 0 - 0 -	exposure		guaranteed amount 0 0 0 0 0 0	0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 - 0 - 0 -	exposure	0 0 0	guaranteed amount	0 0 0 0 0 0	guaranteed amount 0 0 0	0 0 0	guaranteed amount 0 0 0	exposure 0 0 0	exposure 0 0 0	exposure 0 - 0 - 0 -	exposure
184 185 186 187 188 189		Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0 0		0 0	0	0	0	0	0 -			0 0	0	0	0 Public guarantees - Adverse Scenario	0	0	0	0 -		0		0 0	0	0	0	0	0	0 -
Row Num 190 191 192 193 194		(mln EUR, %) Central banks Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2022 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2023 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210	SPAIN	International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity Securitisation Other exposures Standardised Total		0 0 0 0 0 0 0 0		0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 - 0 - 0 - 0 -			0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 - 0 - 0 - 0 -		0 0 0 0		0 0 0 0 0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 0 0 0	0 - 0 - 0 - 0 -
Row Num 211		(mln EUR, %) Central banks	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2021 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	Public guarantees - Adverse Scenario 31/12/2022 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure	Stage 1 exposure	Stage 1 exposure, of which guaranteed amount	Stage 2 exposure	Stage 2 exposure, of which guaranteed amount	31/12/2023 Stage 3 exposure	Stage 3 exposure, of which guaranteed amount	Stock of provisions for Stage 1 exposure	Stock of provisions for Stage 2 exposure	Stock of provisions for Stage 3 exposure	Coverage Ratio - Stage 3 exposure
212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228	NETHERLANDS	Central governments Regional governments or local authorities Public sector entities Multilateral Development Banks International Organisations Institutions Corporates of which: SME Retail of which: SME Secured by mortgages on immovable property of which: non-SME Items associated with particularly high risk Covered bonds Claims on institutions and corporates with a ST credit assessment Collective investments undertakings (CIU) Equity		0 0 0 0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -			0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -		0 0 0		0 0 0 0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 0 0	0 - 0 - 0 -
229 230 231		Securitisation Other exposures Standardised Total		0 0		0 0	0	0	0	0	0 -			0 0	0	0	0	0	0	0	0 -		0		0 0	0	0	0	0	0	0 -

			1	2	3	4	5	6	7
			Actual		Baseline Scenario			Adverse Scenario
Row Num		(mln EUR)	31/12/2020	31/12/2021	31/12/2022	31/12/2023	31/12/2021	31/12/2022	31/12/2023
1		SEC-IRBA	10,148
2		SEC-SA	3,563
3	Exposure values	SEC-ERBA	9,753
4		SEC-IAA	0
5		Total	23,464
6		SEC-IRBA	1,914	2,296	2,918	2,993	5,063	5,145	5,173
7		SEC-SA	595	713	786	808	826	1,364	1,485
8		SEC-ERBA	2,105	2,159	2,324	2,450	2,949	3,828	4,751
9	REA	SEC-IAA	0	0	0	0	0	0	0
10		Additional risk exposure amounts	0	0	0	0	0	0	0
11		Total	4,614	5,168	6,028	6,250	8,838	10,337	11,409
12	Impairments	Total banking book others than assessed at fair value		11	10	10	13	13	13

2021 EU-wide Stress Test: Securitisations

2021 EU-wide Stress Test: Risk exposure amounts

		1	2	3	4	5	6	7
		Actual		Baseline scenario			Adverse scenario
RowN um		(mln EUR) 31/12/2020	31/12/2021	31/12/2022	31/12/2023	31/12/2021	31/12/2022	31/12/2023
1	Risk exposure amount for credit risk	147,963	149,778	150,213	150,607	159,631	164,635	167,307
2	Risk exposure amount for securitisations and re-securitisations	4,614	5,168	6,028	6,250	8,838	10,337	11,409
3	Risk exposure amount other credit risk	143,349	144,610	144,185	144,356	150,793	154,298	155,898
4	Risk exposure amount for market risk	12,333	12,333	12,333	12,333	15,836	15,836	15,836
5	Risk exposure amount for operational risk	18,287	18,287	18,287	18,890	18,397	19,298	21,027
6	Other risk exposure amounts	1	1	1	1	1	1	1
7	Total risk exposure amount	178,585	180,400	180,835	181,832	193,866	199,770	204,172
8	Total Risk exposure amount (transitional)	178,585	180,636	181,001	181,940	194,219	200,024	204,334
9	Total Risk exposure amount (fully loaded)	178,585	180,400	180,835	181,832	193,866	199,770	204,172

				1	2	3	4	5	6	7	8
				IFRS 9 first implementation	Actual		Baseline Scenario			Adverse Scenario
RowN um				01/01/2018	31/12/2020	2021	2022	2023	2021	2022	2023
1		A	(mln EUR,%) OWN FUNDS		31,603	31,890	31,693	31,633	27,850	26,579	25,346
2		A.1	COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)		23,611	24,154	24,287	24,256	20,181	18,983	17,410
3		A.1.1	Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)		12,734	12,734	12,734	12,734	12,734	12,734	12,734
4		A.1.1.1	Of which: CET1 instruments subscribed by Government		1,987	1,987	1,987	1,987	1,987	1,987	1,987
5		A.1.2	Retained earnings		14,220	14,510	14,938	15,232	10,654	10,051	9,149
6		A.1.3	Accumulated other comprehensive income		-2,186	-2,186	-2,186	-2,186	-2,740	-2,740	-2,740
7		A.1.3.1	Arising from full revaluation, cash flow hedge and liquidity reserves		-488	-488	-488	-488	-1,444	-1,444	-1,444
8		A.1.3.2	OCI Impact of defined benefit pension plans [gain or (-) loss]		-1,699	-1,699	-1,699	-1,699	-1,296	-1,296	-1,296
9		A.1.3.3	Other OCI contributions		0	0	0	0	0	0	0
10		A.1.4	Other Reserves		0	0	0	0	0	0	0
11		A.1.5	Funds for general banking risk		0	0	0	0	0	0	0
12		A.1.6	Minority interest given recognition in CET1 capital		647	680	677	670	701	737	744
13		A.1.7	Adjustments to CET1 due to prudential filters		-233	-233	-233	-233	-422	-422	-422
14		A.1.7.1	(-) Value adjustments due to the requirements for prudent valuation (AVA)		-189	-189	-189	-189	-342	-342	-342
15		A.1.7.2	Cash flow hedge reserve		-42	-42	-42	-42	-80	-80	-80
16		A.1.7.3	Other adjustments		-1	-1	-1	-1	-1	-1	-1
17		A.1.8	(-) Intangible assets (including Goodwill)		-457	-358	-383	-381	-358	-383	-381
18		A.1.9	(-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs		-288	-288	-288	-288	-288	-288	-288
19		A.1.10	(-) IRB shortfall of credit risk adjustments to expected losses		-148	-295	-389	-354	0	0	0
20		A.1.11	(-) Deduction due to the application of Regulation (EU) No 2019/630 amending Regulation (EU) No 575/2013 as regards minimum loss coverage for non-performing exposures ("NPL calendar")		0	-20	-134	-428	-22	-149	-461
21		A.1.12	(-) Defined benefit pension fund assets		-68	-68	-68	-68	-210	-210	-210
22		A.1.13	(-) Reciprocal cross holdings in CET1 Capital		0	0	0	0	0	0	0
23		A.1.14	(-) Excess deduction from AT1 items over AT1 Capital		0	0	0	0	0	0	0
24		A.1.15	(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight		-178	-178	-178	-178	-178	-178	-178
25		A.1.15.1	Of which: from securitisation positions (-)		-178	-178	-178	-178	-178	-178	-178
26		A.1.16	(-) Holdings of CET1 capital instruments of financial sector entities where the institution does not have a significant investment		0	0	0	0	0	0	0
27		A.1.17	(-) Deductible DTAs that rely on future profitability and arise from temporary differences		-344	-294	-282	-285	-872	-981	-1,124
28		A.1.18	(-) CET1 instruments of financial sector entities where the institution has a significant investment		0	0	0	0	0	0	0
29		A.1.19	(-) Amount exceeding the 17.65% threshold		0	0	0	0	0	0	0
30		A.1.20	(-) Additional deductions of CET1 Capital due to Article 3 CRR		0	0	0	0	0	0	0
	OWN FUNDS
31		A.1.21	CET1 capital elements or deductions - other		-87	-87	-87	-87	-87	-87	-87
32		A.1.22	Amount subject to IFRS 9 transitional arrangements		0	-165	-155	-151	-801	-740	-864
33		A.1.22.1	Increase in IFRS 9 ECL provisions net of EL as of 01/01/2018 compared to related IAS 39 figures as at 31/12/17 ("static part")	0	0	0	0	0	0	0	0
34		A.1.22.2	Increase in non-credit-impaired IFRS 9 ECL provisions net of EL compared to related IFRS 9 figures as at between 01/01/2018 and 31/12/2019 ("old dynamic part")		0	0	0	0	0	0	0
35		A.1.22.3	Increase of CET1 capital due to the tax deductibility of the amounts above ("static part + old dynamic part")		0	0	0	0	0	0	0
36		A.1.22.4	Increase in non-credit-impaired IFRS 9 ECL provisions net of EL compared to related IFRS 9 figures as at 01/01/2020 ("new dynamic part")		0	236	222	216	1,267	1,198	1,350
37		A.1.22.4.1	Increase of CET1 capital due to the tax deductibility of the amounts above ("new dynamic part")		0	71	67	65	466	459	485
38		A.1.23	Transitional adjustments		0	236	166	108	1,267	899	675
39		A.1.23.1	Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)		0	0	0	0	0	0	0
40		A.1.23.2	Transitional adjustments due to additional minority interests (+/-)		0	0	0	0	0	0	0
41		A.1.23.3	Adjustments due to IFRS 9 transitional arrangements		0	236	166	108	1,267	899	675
42		A.1.23.3.1	From the increased IFRS 9 ECL provisions net of EL		0	165	117	76	801	555	432
43		A.1.23.3.2	From the amount of DTAs that is deducted from CET1 capital		0	71	50	32	466	344	243
44		A.1.23.4	Other transitional adjustments to CET1 Capital		0	0	0	0	0	0	0
45		A.1.23.4.1	Of which: due to DTAs that rely on future profitability and do not arise from temporary differences		0	0	0	0	0	0	0
46		A.1.23.4.2	Of which: due to DTAs that rely on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment		0	0	0	0	0	0	0
47		A.1.23.4.3	Of which: due to unrealised gains and losses measured at fair value through other comprehensive income in view of COVID-19 pandemic		0	0	0	0	0	0	0
48		A.2	ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments)		3,179	2,972	2,745	2,731	2,860	2,647	2,699
49		A.2.1	Additional Tier 1 Capital instruments		2,727	2,747	2,745	2,731	2,634	2,647	2,699
50		A.2.2	(-) Excess deduction from T2 items over T2 capital		0	0	0	0	0	0	0
51		A.2.3	Other Additional Tier 1 Capital components and deductions		0	0	0	0	0	0	0
52		A.2.4	Additional Tier 1 transitional adjustments		452	226	0	0	226	0	0
53		A.2.4.1	Of which: adjustments due to IFRS 9 transitional arrangements		0	0	0	0	0	0	0
54		A.3	TIER 1 CAPITAL (net of deductions and after transitional adjustments)		26,790	27,126	27,033	26,987	23,041	21,630	20,109
55		A.4	TIER 2 CAPITAL (net of deductions and after transitional adjustments)		4,813	4,763	4,660	4,645	4,810	4,949	5,237
56		A.4.1	Tier 2 Capital instruments		4,661	4,687	4,660	4,645	4,734	4,734	4,734
57		A.4.2	Other Tier 2 Capital components and deductions		0	0	0	0	915	860	1,016
58		A.4.3	Tier 2 transitional adjustments		152	76	0	0	-838	-645	-512
59		A.4.3.1	Of which: adjustments due to IFRS 9 transitional arrangements		0	0	0	0	-915	-645	-512
60		A.5	Grandfathered Additional Tier 1 Capital instruments eligible as Tier 2		0	0	0	0	0	0	0

2021 EU-wide Stress Test: Capital

2021 EU-wide Stress Test: Capital

				1	2	3	4	5	6	7	8
				IFRS 9 first implementation	Actual	Baseline Scenario		Adverse Scenario
RowN um			(mln EUR,%)	01/01/2018	31/12/2020	2021	2022	2023	2021	2022	2023
61		B	TOTAL RISK EXPOSURE AMOUNT		178,585	180,400	180,835	181,832	193,866	199,770	204,172
62	TOTAL RISK EXPOSURE AMOUNT	B.1	Of which: Transitional adjustments included		0	0	0	0	0	0	0
63		B.2	Adjustments due to IFRS 9 transitional arrangements		0	236	166	108	353	254	163
64		C.1	Common Equity Tier 1 Capital ratio		13.22%	13.37%	13.42%	13.33%	10.39%	9.49%	8.52%
65	CAPITAL RATIOS (%) Transitional period	C.2	Tier 1 Capital ratio		15.00%	15.02%	14.94%	14.83%	11.86%	10.81%	9.84%
66		C.3	Total Capital ratio		17.70%	17.65%	17.51%	17.39%	14.34%	13.29%	12.40%
67		D.1	COMMON EQUITY TIER 1 CAPITAL (fully loaded)		23,611	23,918	24,121	24,148	18,913	18,084	16,735
68	Fully loaded CAPITAL	D.2	TIER 1 CAPITAL (fully loaded)		26,338	26,664	26,866	26,879	21,547	20,731	19,434
69		D.3	TOTAL CAPITAL (fully loaded)		30,999	31,352	31,526	31,524	27,196	26,325	25,183
70		E.1	Common Equity Tier 1 Capital ratio		13.22%	13.26%	13.34%	13.28%	9.76%	9.05%	8.20%
71	CAPITAL RATIOS (%) Fully loaded	E.2	Tier 1 Capital ratio		14.75%	14.78%	14.86%	14.78%	11.11%	10.38%	9.52%
72		E.3	Total Capital ratio		17.36%	17.38%	17.43%	17.34%	14.03%	13.18%	12.33%
73		F	Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2021 - 2023 period (cumulative conversions) (1)		0	0	0	0	0	0	0
74		G	Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event (2)		0	0	0	0	0	0	0
75		G.1	Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario (2)		0	0	0	0	0	0	0
76	Memorandum items	H.1	Total leverage ratio exposures (transitional)		541,412	541,412	541,412	541,412	541,412	541,412	541,412
77		H.2	Total leverage ratio exposures (fully loaded)		541,412	541,412	541,412	541,412	541,412	541,412	541,412
78		H.3	Leverage ratio (transitional)		4.95%	5.01%	4.99%	4.98%	4.26%	4.00%	3.71%
79		H.4	Leverage ratio (fully loaded)		4.86%	4.92%	4.96%	4.96%	3.98%	3.83%	3.59%
80		P.1	Capital conservation buffer		2.50%	2.50%	2.50%	2.50%	2.50%	2.50%	2.50%
81		P.2	Countercyclical capital buffer		0.02%	0.02%	0.02%	0.02%	0.02%	0.02%	0.02%
82		P.3	O-SII buffer		1.25%	1.25%	1.25%	1.25%	1.25%	1.25%	1.25%
83	Transitional combined buffer requirements (%)	P.4	G-SII buffer		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
84		P.5	Systemic risk buffer applied to all exposures according to article 133 (4) of CRD IV		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
85		P.5.1	Systemic risk buffer applied to domestic exposures only according to article 133 (5) of CRD IV		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
86		P.6	Combined buffer		3.77%	3.77%	3.77%	3.77%	3.77%	3.77%	3.77%
87		R.1	Pillar 2 capital requirement		2.00%	2.00%	2.00%	2.00%	2.00%	2.00%	2.00%
88		R.1.1	Of which: CET1		1.13%	1.13%	1.13%	1.13%	1.13%	1.13%	1.13%
89	Pillar 2 (%)	R.2	Total SREP capital requirement (applicable requirement to be met at all times - including adverse scenario - according to EBA/GL/2018/03)		10.00%	10.00%	10.00%	10.00%	10.00%	10.00%	10.00%
90	OWN FUNDS	R.2.1	Of which: CET1		5.63%	5.63%	5.63%	5.63%	5.63%	5.63%	5.63%
91		R.3	Overall capital requirement (applicable requirement under the baseline scenario according to EBA/GL/2018/03)		13.77%	13.77%	13.77%	13.77%	13.77%	13.77%	13.77%
92		R.3.1	Of which: CET1 (relevant input for maximum distributable amount calculation according to Art 141 CRD)		9.39%	9.40%	9.40%	9.40%	9.40%	9.40%	9.40%

2021 EU-wide Stress Test: P&L

		1	2	3	4	5	6	7
	Actual			Baseline scenario			Adverse scenario
RowN um		(mln EUR) 31/12/2020	31/12/2021	31/12/2022	31/12/2023	31/12/2021	31/12/2022	31/12/2023
	1 Net interest income	4,977	4,803	4,748	4,630	4,294	4,075	3,879
2	Interest income	7,586	19,638	18,615	17,848	19,292	18,236	17,084
3	Interest expense	-2,609	-14,834	-13,867	-13,218	-14,998	-14,161	-13,205
	4 Dividend income	46	45	46	46	35	30	34
	5 Net fee and commission income	3,306	3,299	3,259	3,207	2,874	2,874	2,874
	6 Gains or losses on financial assets and liabilities held for trading and trading financial assets and trading financial liabilities	-183	134	134	134	-563	100	100
7	Gains or losses on non-trading financial assets mandatorily at fair value through profit or loss by instrument and Gains or losses on financial assets and liabilities designated at fair value through profit or loss					-368
	8 Other operating income not listed above, net	324	38	38	38	-82	6	6
	9 Total operating income, net	8,469	8,319	8,225	8,055	6,190	7,086	6,893
	10 Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss	-1,551	-650	-364	-421	-2,336	-760	-887
	11 Other income and expenses not listed above, net	-9,546	-7,048	-6,992	-6,992	-7,815	-6,875	-6,846
	12 Profit or (-) loss before tax from continuing operations	-2,628	621	868	642	-3,962	-550	-840
	13 Tax expenses or (-) income related to profit or loss from continuing operations	-263	-74	-104	-77	0	0	0
	14 Profit or (-) loss after tax from discontinued operations	30
	15 Profit or (-) loss for the year	-2,861	546	764	565	-3,962	-550	-840
	16 Amount of dividends paid and minority interests after MDA-related adjustments	117	255	337	271	-397	53	63
	17 Attributable to owners of the parent net of estimated dividends	-2,978	291	428	294	-3,565	-604	-902
	18 Memo row: Impact of one-off adjustments		814	814	814	814	814	814
	19 Total post-tax MDA-related adjustment		0	0	0	0	151	151

	(mln EUR)	1
RowN um	Issuance of CET 1 Instruments 01 January to 31 March 2021	Impact on Common Equity Tier 1
1	Raising of capital instruments eligible as CET1 capital (+)	0
2	Repayment of CET1 capital, buybacks (-)	0
3	Conversion to CET1 of hybrid instruments (+)	0

RowN um	Net issuance of Additional Tier 1 and Tier 2 Instruments 01 January to 31 March 2021	Impact on Additional Tier 1 and Tier 2
4	Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse scenario during the stress test horizon (+/-)	0
5	Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse scenario during the stress test horizon (+/-)	0

RowN um	Realised losses 01 January to 31 March 2021
6	Realised fines/litigation costs (net of provisions) (-)	0
7	Other material losses and provisions (-)	0

2021 EU-wide Stress Test

Major capital measures and realised losses