ING Groep N.V. — Earnings Release 2010

Jul 18, 2011

PRESSRELEASE Amsterdam, 15 July 2011

ING Bank comfortably passes EBA stress test

• EBA stress test confirms strong capital position of ING Bank. Strong profit and capital generation enable balance sheet to absorb adverse shocks
• Under adverse stress test scenario the estimated consolidated Core Tier 1 capital ratio of ING would decline to 8.7% in 2012 compared to 9.6% as of end of 2010
• ING would remain well above hurdle rate of 5% Core Tier 1 ratio with surplus Core Tier 1 capital of EUR 14.8 billion in 2012.

ING Bank was subject to the 2011 EU-wide stress test conducted by the European Banking Authority (EBA), in cooperation with De Nederlandsche Bank (DNB), the European Central Bank (ECB), the European Commission (EC) and the European Systemic Risk Board (ESRB).

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

The EU-wide stress test, carried out across 90 banks covering over 65% of the EU banking system total assets, seeks to assess the resilience of European banks to severe shocks and their specific solvency to hypothetical stress events under certain restrictive conditions.

The assumptions and methodology were established to assess banks' capital adequacy against a 5% Core Tier 1 capital benchmark and are intended to restore confidence in the resilience of the banks tested. The adverse stress test scenario was set by the ECB and covers a two-year time horizon (2011-2012). The stress test has been carried out using a static balance sheet assumption as at December 2010. The stress test does not take into account future business strategies and management actions and is not a forecast of ING Bank profits.

As a result of the assumed shock, the estimated consolidated Core Tier 1 capital ratio of ING would change to 8.7% under the adverse scenario in 2012 compared to 9.6% as of end of 2010.

Details on the results observed for ING Bank:

The EU-wide stress test requires that the results and weaknesses identified, which will be disclosed to the market, are acted on to improve the resilience of the financial system. Following completion of the EU-wide stress test, the results determine that:

ING Bank meets the capital benchmark set out for the purpose of the stress test. The bank will continue to ensure that appropriate capital level must be maintained. In the adverse scenario, ING Bank remains well above this benchmark of 5% Core Tier 1 ratio with surplus Core Tier 1 capital of EUR 14.8 billion in 2012.

Following table as per EBA instructions

Results of the 2011 EBA EU-wide stress test: Summary (1-3)

Name of the bank: ING Bank N.V.

Actual results at 31 December 2010	million EUR, %
Operating profit before impairments Impairment losses on financial and non-financial assets in the banking book	7.999 -2.332
Risk weighted assets (4)	321.103
Core Tier 1 capital (4)	30.895
Core Tier 1 capital ratio, % (4)	9,6%
Additional capital needed to reach a 5 % Core Tier 1 capital benchmark

Outcomes of the adverse scenario at 31 December 2012, excluding all mitigating actions taken in 2011 %

Core Tier 1 Capital ratio	8,7%
Outcomes of the adverse scenario at 31 December 2012, including recognised mitigating measures as of 30 April 2011	million EUR, %
2 yr cumulative operating profit before impairments	12.278
2 yr cumulative impairment losses on financial and non-financial assets in the banking book	-8.276
2 yr cumulative losses from the stress in the trading book	-1.052
of which valuation losses due to sovereign shock	-237
Risk weighted assets	391.282
Core Tier 1 Capital	33.860
Core Tier 1 Capital ratio (%)	8,7%
Additional capital needed to reach a 5 % Core Tier 1 capital benchmark
Effects from the recognised mitigating measures put in place until 30 April 2011 (5)
Equity raisings announced and fully committed between 31 December 2010 and 30 April 2011 (CT1 million EUR)
Effect of government support publicly announced and fully committed in period from 31 December 2010 to 30 April 2011 on Core Tier 1 capital ratio (percentage points of CT1 ratio)
Effect of mandatory restructuring plans, publicly announced and fully committed in period from 31 December 2010 to 30 April 2011 on Core Tier 1 capital ratio (percentage points of CT1 ratio)
Additional taken or planned mitigating measures	percentage points contributing to capital ratio
Use of provisions and/or other reserves (including release of countercyclical provisions)
Divestments and other management actions taken by 30 April 2011
Other disinvestments and restructuring measures, including also future mandatory restructuring not yet approved with the EU Commission under the EU State Aid rules	0,7
Future planned issuances of common equity instruments (private issuances)
Future planned government subscriptions of capital instruments (including hybrids)	-0,8
Other (existing and future) instruments recognised as appropriate back-stop measures by national supervisory authorities

Supervisory recognised capital ratio after all current and future mitigating actions as of 31 December 2012, % (6) 8,6%

Notes

(1) The stress test was carried using the EBA common methodology, which includes a static balance sheet assumption and incorporates regulatory transitional floors, where binding (see http://www.eba.europa.eu/EU-wide-stress-testing/2011.aspx for the details on the EBA methodology).

(2) All capital elements and ratios are presented in accordance with the EBA definition of Core Tier 1 capital set up for the purposes of the EU-wide stress test, and therefore may differ from the definitions used by national supervisory authorities and/or reported by institutions in public disclosures.

(3) Neither baseline scenario nor the adverse scenario and results of the stress test should in any way be construed as a bank's forecast or directly compared to bank's other published information.

(4) Full static balance sheet assumption excluding any mitigating management actions, mandatory restructuring or capital raisings post 31 December 2010 (all government support measures and capital raisings fully paid in before 31 December 2010 are included).

(5) Effects of capital raisings, government support and mandatory restructuring plans publicly announced and fully committed in period from 31 December 2010 to 30 April 2011, which are incorporated in the Core Tier 1 capital ratio reported as the outcome of the stress test.

(6) The supervisory recognised capital ratio computed on the basis of additional mitigating measures presented in this section. The ratio is based primarily on the EBA definition, but may include other mitigating measures not recognised by the EBA methodology as having impacts in the Core Tier 1 capital, but which are considered by the national supervisory authorities as appropriate mitigating measures for the stressed conditions. Where applicable, such measures are explained in the additional announcements issued by banks/national supervisory authorities. Details of all mitigating measures are presented in the worksheet "3 - Mitigating measures).

Notes to editors

The detailed results of the stress test under the baseline and adverse scenarios as well as information on ING Bank credit exposures and exposures to central and local governments are provided in the accompanying disclosure tables based on the common format provided by the EBA.

The stress test was carried out based on the EBA common methodology and key common assumptions (e.g. constant balance sheet, uniform treatment of securitisation exposures) as published in the EBA Methodological note. Therefore, the information relative to the baseline scenarios is provided only for comparison purposes. Neither the baseline scenario nor the adverse scenario should in any way be construed as a bank's forecast or directly compared to bank's other published information.

See more details on the scenarios, assumptions and methodology on the EBA website: http://www.eba.europa.eu/EU-wide-stress-testing/2011.aspx

Press enquiries Investor enquiries Frans Middendorff Investor Relations +31 20 541 6516 +31 20 541 5460 Frans.Middendorff@ing.com Investor.relations@ing.com

About ING

ING is a global financial institution of Dutch origin offering banking, investments, life insurance and retirement services. As of 31 March 2011, ING served more than 85 million private, corporate and institutional clients in more than 40 countries. With a diverse workforce of about 105,000 people, ING is dedicated to setting the standard in helping our clients manage their financial future.

Important Legal Information

Certain of the statements contained herein are not historical facts, including, without limitation, certain statements made of future expectations and other forward-looking statements that are based on management's current views and assumptions and involve known and unknown risks and uncertainties that could cause actual results, performance or events to differ materially from those expressed or implied in such statements. Actual results, performance or events may differ materially from those in such statements due to, without limitation: (1) changes in general economic conditions, in particular economic conditions in ING's core markets, (2) changes in performance of financial markets, including developing markets, (3) the implementation of ING's restructuring plan to separate banking and insurance operations, (4) changes in the availability of, and costs associated with, sources of liquidity such as interbank funding, as well as conditions in the credit markets generally, including changes in borrower and counterparty creditworthiness, (5) the frequency and severity of insured loss events, (6) changes affecting mortality and morbidity levels and trends, (7) changes affecting persistency levels, (8) changes affecting interest rate levels, (9) changes affecting currency exchange rates, (10) changes in general competitive factors, (11) changes in laws and regulations, (12) changes in the policies of governments and/or regulatory authorities, (13) conclusions with regard to purchase accounting assumptions and methodologies, (14) changes in ownership that could affect the future availability to us of net operating loss, net capital and built-in loss carry forwards, and (15) ING's ability to achieve projected operational synergies. ING assumes no obligation to publicly update or revise any forward-looking statements, whether as a result of new information or for any other reason.

Results of the 2011 EBA EU-wide stress test: Summary (1-3)

Name of the bank: ING Bank N.V.

Actual results at 31 December 2010	million EUR, %
Operating profit before impairments Impairment losses on financial and non-financial assets in the banking book	7,999 -2,332
Risk weighted assets (4)	321,103
Core Tier 1 capital (4)	30,895
Core Tier 1 capital ratio, % (4)	9.6%
Additional capital needed to reach a 5 % Core Tier 1 capital benchmark

Outcomes of the adverse scenario at 31 December 2012, excluding all mitigating actions taken in 2011 % Core Tier 1 Capital ratio 8.7%

Outcomes of the adverse scenario at 31 December 2012, including recognised mitigating measures as of 30 April 2011	million EUR, %
2 yr cumulative operating profit before impairments	12,278
2 yr cumulative impairment losses on financial and non-financial assets in the banking book	-8,276
2 yr cumulative losses from the stress in the trading book of which valuation losses due to sovereign shock	-1,052 -237
Risk weighted assets	391,282
Core Tier 1 Capital	33,860
Core Tier 1 Capital ratio (%)	8.7%
Additional capital needed to reach a 5 % Core Tier 1 capital benchmark Effects from the recognised mitigating measures put in place until 30 April 2011(5)
Equity raisings announced and fully committed between 31 December 2010 and 30 April 2011 (CT1 million EUR)
Effect of government support publicly announced and fully committed in period from 31 December 2010 to 30 April 2011 on Core Tier 1 capital ratio (percentage points of CT1 ratio)
Effect of mandatory restructuring plans, publicly announced and fully committed in period from 31 December 2010 to 30 April 2011 on Core Tier 1 capital ratio (percentage points of CT1 ratio)

	percentage points contributing
Additional taken or planned mitigating measures	to capital ratio
Use of provisions and/or other reserves (including release of countercyclical provisions)
Divestments and other management actions taken by 30 April 2011
Other disinvestments and restructuring measures, including also future mandatory restructuring
not yet approved with the EU Commission under the EU State Aid rules	0.7
Future planned issuances of common equity instruments (private issuances)
Future planned government subscriptions of capital instruments (including hybrids)	-0.8
Other (existing and future) instruments recognised as appropriate back-stop measures by
national supervisory authorities
Supervisory recognised capital ratio after all current and future mitigating actions as of 31
December 2012, % (6)	8.6%

Notes

(1) The stress test was carried using the EBA common methodology, which includes a static balance sheet assumption and incorporates regulatory transitional floors, where binding (see http://www.eba.europa.eu/EU-wide-stress-testing/2011.aspx for the details on the EBA methodology).

(2) All capital elements and ratios are presented in accordance with the EBA definition of Core Tier 1 capital set up for the purposes of the EU-wide stress test, and therefore may differ from the definitions used by national supervisory authorities and/or reported by institutions in public disclosures.

(3) Neither baseline scenario nor the adverse scenario and results of the stress test should in any way be construed as a bank's forecast or directly compared to bank's other published information.

(4) Full static balance sheet assumption excluding any mitigating management actions, mandatory restructuring or capital raisings post 31 December 2010 (all government support measures and capital raisings fully paid in before 31 December 2010 are included).

(5) Effects of capital raisings, government support and mandatory restructuring plans publicly announced and fully committed in period from 31 December 2010 to 30 April 2011, which are incorporated in the Core Tier 1 capital ratio reported as the outcome of the stress test.

(6) The supervisory recognised capital ratio computed on the basis of additional mitigating measures presented in this section. The ratio is based primarily on the EBA definition, but may include other mitigating measures not recognised by the EBA methodology as having impacts in the Core Tier 1 capital, but which are considered by the national supervisory authorities as appropriate mitigating measures for the stressed conditions. Where applicable, such measures are explained in the additional announcements issued by banks/national supervisory authorities. Details of all mitigating measures are presented in the worksheet "3 - Mitigating measures).

Results of the 2011 EBA EU-wide stress test: Aggregate information and evolution of capital (1-4)

Name of the bank: ING Bank N.V.

of which distributed as dividends

All in million EUR, or %

A. Results of the stress test based on the full static balance sheet assumption without any mitigating actions, mandatory restructuring or capital raisings post 31 December 2010 (all government support measures fully paid in before 31 December 2010 are included)

		Baseline scenario		Adverse scenario
Capital adequacy	2010	2011	2012	2011	2012
Risk weighted assets (full static balance sheet assumption)	321,103	335,421	338,905	366,922	391,282
Common equity according to EBA definition	28,395	32,885	37,138	30,064	31,360
of which ordinary shares subscribed by government	0	0	0	0	0
Other existing subscribed government capital (before 31 December
2010)	2,500	2,500	2,500	2,500	2,500
Core Tier 1 capital (full static balance sheet assumption)	30,895	35,385	39,638	32,564	33,860
Core Tier 1 capital ratio (%)	9.6%	10.5%	11.7%	8.9%	8.7%

B. Results of the stress test recognising capital issuance and mandatory restructuring plans publicly announced and fully committed before 31 December 2010

		Baseline scenario		Adverse scenario
Capital adequacy	2010	2011	2012	2011	2012
Risk weighted assets (full static balance sheet assumption)	321,103	335,421	338,905	366,922	391,282
Effect of mandatory restructuring plans, publicly announced and fully
committed before 31 December 2010 on RWA (+/-)
Risk weighted assets after the effects of mandatory restructuring plans publicly announced and fully committed before 31 December 2010 Core Tier 1 Capital (full static balance sheet assumption)	321,103 30,895	335,421 35,385	338,905 39,638	366,922 32,564	391,282 33,860
Effect of mandatory restructuring plans, publicly announced and fully committed before 31 December 2010 on Core Tier 1 capital (+/-)
Core Tier 1 capital after the effects of mandatory restructuring plans publicly announced and fully committed before 31 December 2010	30,895	35,385	39,638	32,564	33,860
Core Tier 1 capital ratio (%)	9.6%	10.5%	11.7%	8.9%	8.7%

C. Results of the stress test recognising capital issuance and mandatory restructuring plans publicly announced and fully committed before 30 April 2011

		Baseline scenario		Adverse scenario
Capital adequacy	2010	2011	2012	2011	2012
Risk weighted assets after the effects of mandatory restructuring plans
publicly announced and fully committed before 31 December 2010	321,103	335,421	338,905	366,922	391,282
Effect of mandatory restructuring plans, publicly announced and fully
committed in period from 31 December 2010 to 30 April 2011 on
RWA (+/-)
Risk weighted assets after the effects of mandatory restructuring plans
publicly announced and fully committed before 30 April 2011		335,421	338,905	366,922	391,282
of which RWA in banking book		243,729	243,729	263,415	273,486
of which RWA in trading book		15,138	15,138	15,138	15,138
RWA on securitisation positions (banking and trading book)		19,064	22,549	30,879	45,168
Total assets after the effects of mandatory restructuring plans publicly
announced and fully committed and equity raised and fully committed by
30 April 2011	933,073	933,073	933,073	933,073	933,073
Core Tier 1 capital after the effects of mandatory restructuring plans
publicly announced and fully committed before 31 December 2010	30,895	35,385	39,638	32,564	33,860
Equity raised between 31 December 2010 and 30 April 2011
Equity raisings fully committed (but not paid in) between 31
December 2010 and 30 April 2011
Effect of government support publicly announced and fully committed
in period from 31 December 2010 to 30 April 2011 on Core Tier 1
capital (+/-)
Effect of mandatory restructuring plans, publicly announced and fully
committed in period from 31 December 2010 to 30 April 2011 on
Core Tier 1 capital (+/-)
Core Tier 1 capital after government support, capital raisings and effects
of restructuring plans fully committed by 30 April 2011		35,385	39,638	32,564	33,860
Tier 1 capital after government support, capital raisings and effects of
restructuring plans fully committed by 30 April 2011		43,822	48,076	41,002	42,298
Total regulatory capital after government support, capital raisings and
effects of restructuring plans fully committed by 30 April 2011		50,078	52,287	46,877	46,314
Core Tier 1 capital ratio (%)	9.6%	10.5%	11.7%	8.9%	8.7%
Additional capital needed to reach a 5% Core Tier 1 capital
benchmark
		Baseline scenario		Adverse scenario
Profit and losses	2010	2011	2012	2011	2012
Net interest income	13,587	13,431	13,410	12,827	12,763
Trading income	1,195	441	441	127	127
of which trading losses from stress scenarios		-212	-212	-526	-526
of which valuation losses due to sovereign shock				-119	-119
Other operating income (5)	247	247	247	247	247
Operating profit before impairments	7,999	7,090	7,069	6,171	6,107
Impairments on financial and non-financial assets in the banking
book (6)
	-2,332	-1,188	-1,316	-3,978	-4,298
Operating profit after impairments and other losses from the stress	5,667	5,901	5,752	2,193	1,809
Other income (5,6)	316	-26	-73	-43	-115

Net profit after tax (7) 4,575 4,406 4,260 1,613 1,270 of which carried over to capital (retained earnings) 4,575 4,406 4,260 1,613 1,270

		Baseline scenario		Adverse scenario
Additional information	2010	2011	2012	2011	2012
Deferred Tax Assets (8)	1,183	679	248	679	248
Stock of provisions (9)	5,195	6,345	7,641	8,706	12,555
of which stock of provisions for non-defaulted assets	1,051	874	862	1,028	1,234
of which Sovereigns (10)	5	4	4	22	45
of which Institutions (10)	23	16	15	58	114
of which Corporate (excluding Commercial real estate)	303	259	255	286	323
of which Retail (excluding Commercial real estate)	695	573	567	636	703
of which Commercial real estate (11)	25	22	22	24	44
of which stock of provisions for defaulted assets	4,144	5,471	6,779	7,678	11,321
of which Corporate (excluding Commercial real estate)	2,229	3,000	3,761	3,714	5,217
of which Retail (excluding commercial real estate)	1,569	1,995	2,416	2,901	4,198
of which Commercial real estate	331	368	403	810	1,421
Coverage ratio (%) (12)
Corporate (excluding Commercial real estate)	37.8%	32.8%	30.5%	33.9%	33.9%
Retail (excluding Commercial real estate)	27.7%	22.9%	20.6%	21.0%	20.6%
Commercial real estate	14.3%	12.6%	11.4%	20.3%	24.7%
Loss rates (%) (13)
Corporate (excluding Commercial real estate)	0.4%	0.3%	0.3%	0.6%	0.6%
Retail (excluding Commercial real estate)	0.2%	0.1%	0.1%	0.4%	0.3%
Commercial real estate	0.5%	0.1%	0.1%	1.2%	1.6%
Funding cost (bps)	180			219	262

D. Other mitigating measures (see Mitigating measures worksheet for details), million EUR (14)

All effects as compared to regulatory aggregates as reported in Section	Baseline scenario		Adverse scenario
C	2011	2012	2011	2012
A) Use of provisions and/or other reserves (including release of
countercyclical provisions), capital ratio effect (6)
B) Divestments and other management actions taken by 30 April 2011,
RWA effect (+/-)
B1) Divestments and other business decisions taken by 30 April 2011,
capital ratio effect (+/-)
C) Other disinvestments and restructuring measures, including also
future mandatory restructuring not yet approved with the EU
Commission under the EU State Aid rules, RWA effect (+/-)	-29,285	-31,260	-28,036	-30,093
C1) Other disinvestments and restructuring measures, including also
future mandatory restructuring not yet approved with the EU
Commission under the EU State Aid rules, capital ratio effect (+/-)	652	-233	754	85
D) Future planned issuances of common equity instruments (private
issuances), capital ratio effect
E) Future planned government subscriptions of capital instruments
(including hybrids), capital ratio effect	-3,000	-3,000	-3,000	-3,000
F) Other (existing and future) instruments recognised as appropriate
back-stop measures by national supervisory authorities, RWA effect (+/-
)
F1) Other (existing and future) instruments recognised as appropriate
back-stop measures by national supervisory authorities, capital ratio
effect (+/-)
Risk weighted assets after other mitigating measures (B+C+F)	306,136	307,645	338,886	361,189
Capital after other mitigating measures (A+B1+C1+D+E+F1)	33,037	36,406	30,318	30,945
Supervisory recognised capital ratio (%) (15)	10.8%	11.8%	8.9%	8.6%

Notes and definitions

(1) The stress test was carried using the EBA common methodology, which includes a static balance sheet assumption (see http://www.eba.europa.eu/EU-widestress-testing/2011.aspx for the details on the EBA methodology).

(2) All capital elements and ratios are presented in accordance with the EBA definition of Core Tier 1 capital set up for the purposes of the EU-wide stress test, and therefore may differ from the definitions used by national supervisory authorities and/or reported by institutions in public disclosures.

(3) Neither baseline scenario nor the adverse scenario and results of the stress test should in any way be construed as a bank's forecast or directly compared to bank's other published information.

(4) Regulatory transitional floors are applied where binding. RWA for credit risk have been calculated in accordance with the EBA methodology assuming an additional floor imposed at a level of RWA, before regulatory transitional floors, for December 2010 for both IRB and STA portfolios.

(5) Banks are required to provide explanations of what "Other operating income" and "Other income" constitutes for.

Composition of "Other operating income" and "Other income": ING "other operating income" covers investment income excluding impairments and valuation result on non-trading income ; "other income" in the scenario is mainly resulting from P&L impact from defined benefit pension assets.

(6) If under the national legislation, the release of countercyclical provisions and/or other similar reserves is allowed, this figure for 2010 could be included either in rows "Impairments on financial assets in the banking book" or "Other income" for 2010, whereas under the EU-wide stress test methodology such release for 2011-2012 should be reported in Section D as other mitigating measures.

(7) Net profit includes profit attributable to minority interests.

(8) Deferred tax assets as referred to in paragraph 69 of BCBS publication dated December 2010 : "Basel 3 – a global regulatory framework for more resilient banks and banking systems".

(9) Stock of provisions includes collective and specific provisions as well as countercyclical provisions, in the jurisdictions, where required by the national legislation.

(10) Provisions for non-defaulted exposures to sovereigns and financial institutions have been computed taking into account benchmark risk parameters (PDs and LGDs) provided by the EBA and referring to external credit ratings and assuming hypothetical scenario of rating agency downgrades of sovereigns.

(11) For definition of commercial real estate please refer to footnote (5) in the worksheet "4 - EADs".

(12) Coverage ratio = stock of provisions on defaulted assets / stock of defaulted assets expressed in EAD for the specific portfolio.

(13) Loss rate = total impairment flow (specific and collective impairment flow) for a year / total EAD for the specific portfolio (including defaulted and nondefaulted assets but excluding securitisation and counterparty credit risk exposures).

(14) All elements are be reported net of tax effects.

(15) The supervisory recognised capital ratio computed on the basis of additional mitigating measures presented in this section. The ratio is based primarily on the EBA definition, but may include other mitigating measures not recognised by the EBA methodology as having impacts in the Core Tier 1 capital, but which are considered by the national supervisory authorities as appropriate mitigating measures for the stressed conditions. Where applicable, such measures are explained in the additional announcements issued by banks/national supervisory authorities. Details of all mitigating measures are presented in the worksheet "3 - Mitigating measures).

Results of the 2011 EBA EU-wide stress test: Composition of capital as of 31 December 2010

Name of the bank: ING Bank N.V.

	De cem	ber 20 10	CO RE P r rtin
Sit ion De ber 20 10 uat at cem	Mil lion EU R	RW A %	Ref s to ere nce epo g
A) Co ity bef tio ( Ori ina n fu wi bri d in de duc l ow nds tho ut h str ent mm on equ ore ns g y um s	29, 464	9.2 %	CO P C RE A 1 .1 - hy brid ins trum ent nd nt s ort oth er t han s a gov ern me upp me asu res
and the r th ord ina har es) (+ ) ent rt m go ver nm su ppo eas ure s o an ry s			ord ina har ry s es
Of wh ich : (+ ) e lig ible ital and ca p res erv es	28, 442	8.9 %	CO RE P C A 1 + C OR EP lin .1.1 e 1 .1.2 .1
Of wh ich : (- ) inta ible ts ( inc lud ing dw ill) ng s a sse goo	-1,6 45	-0.5 %	Ne t in clu ded in T1 n fu nds ( CO RE P li ) t am 1.1 .5.1 oun ow ne
(1) Of wh ich : (- /+) adj alu atio n d iffe in oth er A FS ust nt t ets me o v ren ces ass	-12	0.0 %	( CO ) Pru den tial filt for ula tory ital RE P li 1.1 .2.6 .06 ers reg ca p ne
B) fro ( fro n fu ) (- ) De duc tio ity Ele nts de duc ted rig ina l ow nds ns m c om mo n e qu me m o	-1, 069	-0.3 %	CO RE P C A 1 .3.T 1* ( ativ ) unt neg e a mo
Of wh ich : (- ) ded ion f pa rtic ipa tion nd sub ord ina ted cla ims uct s o s a	-43 2	-0.1 %	Tot al o f ite de fine d b Art icle 57 ( l), (m ), (n ) (o ) an d (p ) o f D irec tive 20 06/ 48/ EC ms as y and de duc ted fro rig ina l ow n fu nds ( CO RE P li fro .5 i ncl ude d in m 1 .3.1 to 1.3 m o nes line 1.3 .T1 *)
Of wh ich : (- ) se itisa tion ot i ncl ude d in RW A cur ex pos ure s n	-4	0.0 %	CO RE P li .7 i ncl ude d in lin .3.T 1* 1.3 e 1 ne
Of wh ich : (- ) IRB vis ion sh ortf all and IR B e ity ed los s ( bef ) ect unt tax pro qu exp s a mo ore	-63 3	-0.2 %	def (q ) o f D 06/ 48/ EC ( CO As ine d b Art icle 57 irec tive 20 RE P li 1.3 .8 i ncl ude d in y ne 1.3 .T1 *)
C) Co ity ( A+ B) mm on equ	28, 395	8.8 %
Of wh ich din sh ubs crib ed by nt : or ary are s s gov ern me	0	0.0 %	Pa id u rdin sh ubs crib ed by nt p o ary are s s gov ern me
D) Oth Exi stin s (+ ) ent rt m er g g ove rnm su ppo eas ure	2, 500	0.8 %
E) Co re T ier 1 in clu din xis tin s ( C+ D) ent rt m g e g g ove rnm su ppo eas ure	30, 895	9.6 %	Co ity + E xist ing s in clu ded in T1 oth han ent rt m er t mm on equ go ver nm su ppo eas ure ord ina har ry s es
Dif fer e fr be nch rk c ital th hol d ( CT 1 5 %) enc om ma ap res	14, 840	4.6 %	Co ( %) re t ier 1 in clu din ent rt m RW A*5 g g ove rnm su ppo eas ure s -
F) Hy bri d in ubs cri bed by str ent ot s ent um s n go ver nm	8, 438	2.6 %	CO CO Net t in clu ded in T1 n fu nds ( RE P li 1.1 .4.1 RE P li fro am oun ow ne a + nes m 1.1 .2.2 0 1 to 1.1 .2.2 0 CO RE P li 1.1 .5.2 a (n tive t) ) no 5 + t ne ega am oun sub ibe d b ent scr y g ove rnm
Tie Ca ital ( E+ F) ( Tot al o rig ina l ow n fu nds fo ral sol es) r 1 p r g ene ven cy pur pos	39, 332	12. 2%	CO RE P C A 1 .4 = CO RE P C A 1 .1 + CO RE P C A 1 .3.T 1* ( ativ ) unt neg e a mo
Tie r 2 Ca ital ( Tot al a dd itio nal n fu nds fo ral sol es) p ow r g ene ven cy pur pos	9, 813	3.1 %	CO RE P C A 1 .5
Tie Ca ital ( Tot al a dd itio nal n fu nds eci fic rke t ri sks ) r 3 to p ow sp cov er ma			CO RE P C A 1 .6
al C ( es) Tot ital Tot al o fu nds fo lve ap wn r so ncy pur pos	49, 145	15. 3%	CO RE P C A 1
Me du m i tem mo ran s
Am t of ho ldin rtic ipa tion nd sub ord ina ted cla ims in dit, fin ial and ins oun gs, pa s a cre anc ura nce inst itut ion ot d edu d fo r th tati of c tie r 1 bu t de duc ted for the tion of cte uta s n e c om pu on ore co mp l ow n fu nds tota	-86 7	-0.3 %	f ite fine ( l), (m ), (n ) (o ) an d (p ) o f D 06/ 48/ EC Tot al o de d b Art icle 57 irec tive 20 ms as y de duc ted for the tion of orig ina l ow n fu nds not uta co mp
t of for Am itisa tion ot i ncl ude d in RW A a nd not de duc ted the uta tion oun se cur ex pos ure s n co mp			f ite fine (r ) o f D 06/ 48/ EC for Tot al o de d b Art icle 57 irec tive 20 t de duc ted ms as y no
of c tie r 1 but de duc ted for the tion of l ow n fu nds uta tota ore co mp			the tion of orig ina l ow n fu nds uta co mp
(2) Def d ta ts erre x a sse	1,1 83	0.4 %	refe f B CB S p As rred to in p h 6 9 o ubl icat ion da ted De ber 20 10 : "B l 3 ara gra p cem ase lob al r lato fram ork for esi lien t ba nks d b ank ing " ste – a g egu ry ew mo re r an sy ms
(2) Min orit inte ts ( lud ing hy brid ins s) trum ent y res exc	748	0.2 %	Gro (a ) o t of mi ity inte ts a s d efin ed by Art icle 65 1. f D irec tive ss am oun nor res 200 6/4 8/E C
(3) Va lua tion dif fere lig ible ig ina l ow n fu nds (- /+) nce s e as or			CO RE P li 1.1 .2.6 ne

Notes and definitions

(1) The amount is already included in the computation of the eligible capital and reserves and it is provided separately for information purposes.

(2) According to the Basel 3 framework specific rules apply for the treatment of these items under the Basel 3 framework, no full deduction is required for the computation of common equity.

(3) This item represents the impact in original own funds of valuation differences arising from the application of fair value measurement to certain financial instruments (AFS/FVO) and property assets after the application of prudential filters.

Results of the 2011 EBA EU-wide stress test: Overview of mitigating measures (1-2)

Name of the bank: ING Bank N.V.

Use of countercyclical provisions, divestments and other management actions

Plea se f ill in the tab le u sing rate for ch m a s epa row ea eas ure	Nar rati ve d ript ion esc	Dat f co letio e o mp n (act ual lann ed or p for futu re issu es) anc	Cap ital / P& L imp act (as of 3 1 D mbe ece r 201 2, in mil lion ) EUR	RW A im t pac (in m UR) illio n E	Cap ital rati o imp act (as of 3 1 ) Dec emb er 2 012 %
A) U f pr ovi sio nd/ the (inc ludi elea f co lica unte se o ns a or o r re ser ves ng r se o rcyc	(3) l pro visi ), ons
B) D ives tme nts d o the ent act ion s ta ken by 30 Apr il 20 11 an r m ana gem
1)
2)
C) O the r di sinv d re ring , inc lud ing also fut est nts stru ctu me an me asu res ure	nda turi ved wit h th e E U C mis sio nde r th e E U S Aid rul tory truc not yet tate ma res ng ap pro om n u es
1) R nt to the Du tch Sta te epa yme	Rep of E UR 2 bi llion + 1 bill ion miu m (e uted in M ay 2 011 ) ent aym pre xec	2Q2 011	-3,0 00		-0.8 %
2) D ives tme nts	Ann ced and mitt ed d ives f Re al E e In nt M , IN G D irec t US , IN G C ar L tme nt o stat tme ent oun com ves ana gem eas e	4Q2 011	85	-30 ,093	0.7%

Future capital raisings and other back stop measures

	f is Dat e o sua nce		Los s ab ben sor cy	Flex ibil ity o f	Per ma nen ce	Con sio laus e (w her pria te) ver n c e ap pro
Plea se f ill in the tab le u sing for ch m rate a s epa row ea eas ure	(act ual lann ed or p for futu re	Am t oun	Mat urit y	in g oin g c onc ern	nts pay me (ca ity t pac o	(Un dat ed and wit hou t in tive to cen	Nat of ure sio con ver n	Dat f co rsio e o nve n	Trig ger s	Con sio n in ver com uity mo n eq
	issu anc es, dd/m m/y y)	(in m illio n EUR )	(dat ed/ (4) und ated )	(Ye s/N o)	(Ye s/N o)	(Ye s/N o)	/ disc (ma nda tory retio ) nary	(at a ime /fro ny t m a spe cific dat e: dd/m m/y y)	(des crip he trigg tion of t ers)	(Ye s/N o)
D) F lan ned iss of uity ins s (p riva te i utu trum ent re p uan ces com mo n eq ssu anc	es)
E) F ript ion s of pita l ins s (i udi utu lan ned ent bsc trum ent ncl re p go ver nm su ca	rids ) hyb ng
1) D min atio n of the ins trum ent eno
2)
F) O the r (e xist ing and fut ) in ised bac k st stru nts ure me rec ogn as op mea sur min atio n of the ins trum ent	es b atio nal y n sup erv	iso uth orit ry a	ies (inc lud ing	hyb rids )
1) D eno 2)

Notes and definitions

(1) The order of the measures follows the order of mitigating measures reported in the Section D of the worksheet "1 - Aggregate information".

(2) All elements are be reported net of tax effects.

(3) If under the national legislation, the release of countercyclical provisions and/or other similar reserves is allowed, this figure for 2010 could be included either in rows "Impairments on financial assets in the banking book" or "Other income" for 2010, whereas under the EU-wide stress test methodology such release for 2011-2012 should be reported in Section D of the worksheet "1- Aggregate information" as other mitigating measures and explained in this worksheet. (4) If dated please insert the maturity date (dd/mm/yy) otherwise specify undated.

Results of the 2011 EBA EU-wide stress test: Credit risk exposures (EAD - exposure at default), as of 31 December 2010, mln EUR, (1-5)

Name of the bank: ING Bank N.V.

All values in million EUR, or %

	No n-d efa ulte d e xpo sur es
		Co rate rpo	(ex Ret ail clu din	rcia l re g c om me	te) al e sta				Co mm erc	ial Rea l Es tate	Def aul ted exp osu res
	Ins titu tion s	(ex clu din g rcia l com me l es ) tate rea		of w hic h R rtga mo	esi den tial ges Loa Va lue n to (LT V) r atio (6) (% ),	of w hic h Rev olv ing	h S of w hic ME	of w hic h o the r		Loa Va lue n to (6) (LT V) r atio (% )	(ex clu din g ) ign sov ere	(7) Tot al e xpo sur es
Au stri a
Bel ium g	4,9 33	29, 162	34, 394	25, 200	60		5,9 23	3,2 71	630	59	1,75 1	81, 272
ria Bu lga
Cyp rus
Cze ic ch Rep ubl
Den rk ma
Est oni a
Fin lan d
Fra nce
Ge rma ny	16,4 59	13, 209	57, 917	53, 181	73		40	4,6 97	890	64	1,1 65	101 ,57 3
Gre ece
Hu nga ry
Ice lan d
Irel and
Ital y
Lat via
Lie cht tein ens
Lith ia uan
Lux bou em rg
Ma lta
Net her lan ds	1,0 96	53, 982	159 ,50 2	142 ,00 7	80		9,7 37	7,7 59	17, 913	72	5,1 77	262 ,88 7
No rwa y
Pol and
Por tug al
Rom ani a
Slo vak ia
Slo ia ven
Spa in
Sw ede n
Un ited Ki ngd om
Un ited Sta tes	8,6 05	27, 472	28, 784	28, 454	75		59	271	4,4 60	80	2,3 81	73, 803
Jap an
Oth EEA er n on no n
ing ries Em unt erg co	16, 726	23, 165	53, 800	53, 205	69		39	556	2,5 21	92	729	102 ,91 7
As ia	8,1 44	9,8 10	1,4 90	807	70		535	148	0	77	284	22, 718
Mid dle d S h out an
Am eric a	1,2 18	3,5 18	10	7	106		1	2	1	54	165	4,9 94
Eas n E ter uro pe non
EEA	2,7 03	9,5 86	4,7 43	1,0 64	75		1,7 65	1,9 15	120	72	117	19, 639
Oth ers	51, 873	70, 678	29, 247	20, 779	57		5,8 49	2,6 18	10, 470	78	3,5 93	237 ,64 1
Tot al	111 ,75 6	240 ,58 2	369 ,88 7	324 ,70 4	84	0	23, 947	21, 236	37, 005	72	15,3 64	907 ,44 4

Notes and definitions

(1) EAD - Exposure at Default or exposure value in the meaning of the CRD.

(2) The EAD reported here are based on the methodologies and portfolio breakdowns used in the 2011 EU-wide stress test, and hence may differ from the EAD reported by banks in their Pillar 3 disclosures, which can vary based on national regulation. For example, this would affect breakdown of EAD for real estate exposures and SME exposures.

(3) Breakdown by country and macro area (e.g. Asia) when EAD >=5%. In any case coverage 100% of total EAD should be ensured (if exact mapping of some exposures to geographies is not possible, they should be allocated to the group "others").

(4) The allocation of countries and exposures to macro areas and emerging/non-emerging is according to the IMF WEO country groupings. See: http://www.imf.org/external/pubs/ft/weo/2010/01/weodata/groups.htm

(5) Residential real estate property which is or will be occupied or let by the owner, or the beneficial owner in the case of personal investment companies, and commercial real estate property, that is, offices and other commercial premises, which are recognised as eligible collateral in the meaning of the CRD, with the following criteria, which need to be met:

(a) the value of the property does not materially depend upon the credit quality of the obligor. This requirement does not preclude situations where purely macro economic factors affect both the value of the property and the performance of the borrower; and

(b) the risk of the borrower does not materially depend upon the performance of the underlying property or project, but rather on the underlying capacity of the borrower to repay the debt from other sources. As such, repayment of the facility does not materially depend on any cash flow generated by the underlying property serving as collateral.

(6) Loan to value ratio - ratio of EAD to the market value of real estate used as collateral for such exposures. Given the different methodologies applied to assessing the value, the bank is required to explain the computation of the ratio. In particular (a) whether collateral values is marked-to-market or any other valuation method is used, (b) whether the amount has been adjusted for principal repayments, and (c) how guarantees other than the underlying property are treated.

Definition of Loan to Value ratio used:

ING: For residential mortgages the LTV is calculated as the ratio between EAD and property value; for commercial real estate the LTV is calculated as the ratio between outstandings and property value. The property value for commercial real estate is always based on market evaluations.

The property value can either indexed (US, Spain, Italy, Canada), or based on market evaluations (Germany and Australia). Property values in the Netherlands are based on execution values and are indexed.

Principal payments that occured until reporting date have been taken into account. Any form of guarantee is excluded from the calculation of LTV for Commercial real Estat

(7) Total exposures is the total EAD according to the CRD definition based on which the bank computes RWA for credit risk. Total exposures, in addition to the exposures broken down by regulatory portfolios in this table, include EAD for securitisation transactions, counterparty credit risk, sovereigns, guaranteed by sovereigns, public sector entities and central banks.

Results of the 2011 EBA EU-wide stress test: Exposures to sovereigns (central and local governments), as of 31 December 2010, mln EUR (1,2)

ING Bank N.V.

All values in million EUR

					NET DI RE	CT PO SIT ION S
y it		OS S D CT GR IRE LO NG EX	SU S (a PO RE unt ing cco	(gro (lo ng) ss exp osu res	t of sh sho osi rt p ne ca	tion of ign de bt t sov ere o o	the arti onl unt r co erp es y	DIR ECT SO VE RE IGN	IND IRE CT SO VE RE IGN
ur at		valu of e g ross spe	) cific visi pro ons	) wh the re i atu rity tch ing ere s m ma				EXP OS UR ES IN	EXP OS UR ES IN T HE
M								DE RIV AT IVE S	TRA DIN G B OO K
al u	Co ry/R egi unt on					of w hich : FV O
d si			of w hich : loa nd ns a		of w hich : AF S b ank ing	(de sign d a t fa ir va lue ate		Net sitio fai lues n at po r va	Net sitio fai lues n at po r va
e R			adv anc es		boo k	thro ugh fit& loss ) pro	(3) of w hich : Tr adi boo k ng	(De riva tive ith p osit ive fair s w valu De riva tive ith	(De riva tive ith p osit ive fair s w valu De riva tive ith
						ban king bo ok		e + s w ativ e fa ir va lue)	e + s w ativ e fa ir va lue)
3M		101		101	99		2	neg	neg
1Y		0	0	0
2Y		2		2			2
3Y	Aus tria	10		9			9		0
5Y		11		1			1
10Y		815		786	786		0
15Y		24 963	0	0 899	885	0	0 14	0	0
3M		102	0	28	28		0
1Y		1,52 7	712	1,5 08	796		0
2Y		2,1 53	3	2,1 25	2,1 22		0	-86
3Y	Bel	1,37 6	2	1,3 60	1,3 20		38	0	0
5Y	giu m	1,65 5	5	1,6 10	1,5 21		83	4
10Y		2,1 61	1	2,0 76	2,0 33		42	13
15Y		167	20	100	80		0	68
		9,1 40	743	8,8 07	7,9 01	0	164	-1	0
3M 1Y		10		0 10			10
2Y		13		13			13
3Y				0					0
5Y	Bul ia gar	0		0			0		1
10Y		2		2			2		0
15Y				0
		25	0	25	0	0	25	0	1
3M				0
1Y 2Y		2		2 0			2
3Y		0		0			0
5Y	Cyp rus	24		24	24		0
10Y		0		0			0
15Y				0
		26	0	26	24	0	3	0	0
3M		0		0			0
1Y 2Y		0		0 0			0
3Y		2		2			2		1
5Y	Cze ch Rep ubli c	2		2	2		0		0
10Y		511		511	511		0
15Y		0		0			0
		515	0	515	513	0	2	0	1
3M				0
1Y				0			0
2Y 3Y		7		0					0
5Y	Den rk ma	2		7 0			7 0
10Y				0
15Y				0
		9	0	7	0	0	7	0	0

3M				0
1Y				0
2Y				0					1
3Y	Est onia			0					-1
5Y				0
10Y				0
15Y				0
		0	0	0	0	0	0	0	0
3M 1Y		1		1			1
2Y		1		0 1			1
3Y		33		28	1		27
5Y	Fin land	30		18			18
10Y		22		1			1
15Y		14		11			11
		99	0	59	1	0	59	0	0
3M		1,57 5	0	1,5 63	1,4 96		67
1Y		44	1	17	16		0
2Y		2,0 42	0	2,0 40	2,0 40		0
3Y		85	0	0	0		0
5Y	Fra nce	1,59 9	0	1,5 88	1,4 73		115
10Y		2,4 55	9	2,2 50	2,1 52		89		3
15Y		1,1 16		1,0 37	1,0 37		0
		8,9 15	10	8,4 94	8,2 13	0	271	0	3
3M		2,4 06	2,3 19	2,3 95			76
1Y		1,58 1	101	1,0 61	4		956
2Y		70	1	1			0		-41 9
3Y	Ge rma ny	1,77 7	1	1,5 31	1,3 57		172
5Y		2,3 30	0	2,2 10	2,0 81		0		-18 0
10Y		4,8 49	2,7 56	4,7 15	1,7 07		0		201
15Y		2,6 62	79	2,2 55 167	1,5 44 94	0	494	-97 -97	7 -39
		15,6 75	5,1	14,	6,6		1,6 98		0
3M		0		0			0
1Y		0		0			0
2Y		11		11	11		0
3Y	Gre ece	12		12	10		1
5Y		40 441		39 441	36		3		2
10Y 15Y		242		242	683 0		0	15
		746	0	745	740	0	0 5	15	2
3M		175		175			175
1Y		29		24			24		0
2Y		4		3			3		0
3Y		125		125			0		1
5Y	Hun gar y	9	0	7	6		1		-2
10Y		1	0	0			0		0
15Y				0				2
		342	0	333	6	0	203	2	-1
3M				0
1Y				0
2Y				0
3Y	Icel and			0
5Y				0
10Y		30		30	30
15Y		30	0	0 30	30	0	0	0
3M		88							0
1Y		0		88 0			88 0
2Y		0		0			0
3Y		0		0			0		0
5Y	Irela nd	1	0	1			1
10Y		3		1			1	8
15Y		0		0			0

3M		58	18	18			0
1Y		119	41	90	50		0		0
2Y		2,0 72	12	864	852		0		-20
3Y	Italy	1,54 3	33	1,4 77	649		795		-1
5Y		629	140	568	363		65
10Y		2,3 65	27	1,9 30	1,9 04		0	-8	-31
15Y		878 63	12 283	753 02	537 55	0	203	-8
3M		7,6		5,7 0	4,3		1,0 64		-52
1Y				0
2Y				0
3Y		0		0			0
5Y	Latv ia			0
10Y		0		0			0
15Y				0
		0	0	0	0	0	0	0	0
3M				0
1Y				0
2Y				0
3Y	Liec hte in nste			0
5Y				0
10Y				0
15Y		0	0	0 0	0	0	0	0	0
3M				0
1Y		0		0			0
2Y		3		3	3		0
3Y		3		3	3		0		0
5Y	Lith ia uan	4		3			3
10Y		1		1			1
15Y				0
		12	0	11	6	0	4	0	0
3M		0	0	0
1Y		198	198	198
2Y 3Y		0 1	0 1	0 1
5Y	Lux bou em rg	2	2	2
10Y		0	0	0			0
15Y				0
		202	202	202	0	0	0	0	0
3M				0
1Y				0
2Y				0
3Y	Ma lta			0
5Y				0
10Y				0
15Y		0	0	0 0	0	0	0	0	0
3M		167	16	104			89		0
1Y		718	114	718	302		0		0
2Y		4,7 66	9	4,7 57	1,1 34		3,6 14		0
3Y		1,33 0	9	1,3 08	1,2 98		0		3
5Y	Net her land s	1,02 8	17	865	676		172		-8
10Y		2,8 27	65	2,7 16	2,1 53		285	3	1
15Y		11,3 74	11, 360	11, 359			0	-29
		22, 210	11, 590	21, 828	64 5,5	0	4,1 60	-26	-4
3M				0
1Y				0
2Y 3Y				0
5Y	Nor way			0 0
10Y				0
15Y				0
		0	0	0	0	0	0	0	0

3M		4,1 15	6	4,1 04	4,0 67		31
1Y		81	9	42	1		33
2Y		160	26	157	131		0		0
3Y	Pol and	93	64	79	16		0		0
5Y		278	223	253	26		4		0
10Y		967	873	934	62		0
15Y		316	278	311	20		13
		6,0 10	1,4 77	5,8 81	4,3 23	0	81	0	1
3M		0		0			0
1Y		87		40			40
2Y				0
3Y	Por al tug	5		0			0		0
5Y		377		375	375		0
10Y		289		277	276		1
15Y		0		0			0
		759	0	693	651	0	42	0	0
3M		187		187			187		0
1Y		72	2	72			70		0
2Y		1		1			1
3Y	Rom ania	3	0	3			3		1
5Y		4		4			4		0
10Y		1		1			1
15Y				0
		268	2	268	0	0	266	0	1
3M		58		58			58
1Y		89		89			89
2Y		1		1			1
3Y	Slo vak ia	9		9			9		0
5Y		21		21	15		5		2
10Y	15Y	6		6			6		-3
		11		11			11
		194	0	194	15	0	178	0	-2
3M		0 11		0 11	11		0
1Y 2Y							0
3Y		19		0 19			19
5Y	Slo ia ven	1		0			0		0
10Y		83		70			70
15Y				0			0
		114	0	100	11	0	89	0	0
3M		22	22	22			0
1Y		297	6	297	289		3		-1
2Y		135	8	133	125		0		0
3Y		283	15	282	267		0		0
5Y	Spa in	98	23	59	33		3
10Y		409	35	406	192		0		-7
15Y		702		560	552		7
		1,94 5	107	1,7 58	1,4 58	0	13	0	-8
3M				0
1Y		4		4			4
2Y				0
3Y		1		1			1		0
5Y	Sw ede n			0
10Y				0
15Y				0
		5	0	5	0	0	5	0	0
3M		10	10	10
1Y		31	31	31
2Y		62	62	62
3Y	Uni ted Kin	101	101	101					0
5Y	gdo m	65	65	65
10Y		3	3	3					0
15Y		4	4	4
		276	276	276	0	0	0	0	0
	TO TA L E EA 30	76 ,23 5	19 ,86 8	71 ,11 4	41 ,39 0	0	8,4 41	-10 8	-44 8

3M		4		4			4
1Y		2	2	2
2Y				0			0
3Y	Uni ted Sta tes			0			0
5Y		742		740	740		0		118
10Y		738		698	698		0		0
15Y		5		0			0		-12
		1,49 1	2	1,4 44	1,4 38	0	4	0	106
3M		184		184	184
1Y				0					0
2Y				0					0
3Y 5Y	Jap an			0 0
10Y				0
15Y				0
		184	0	184	184	0	0	0	0
3M		147	8	147	138		2
1Y		197	1	197	132		0		0
2Y		120		120	118		2		0
3Y	Oth EEA er n on no n	183		179	179		0		0
5Y	Em ing ntri erg cou es	1,7 15		1,7 15	1,7 14		1
10Y		1,72 4	20	1,7 23	1,6 32		0		138
15Y				0
		4,0 86	29	4,0 82	3,9 13	0	5	0	138
3M		1,38 2		1,3 82			1,38 2		-24 2
1Y		381		381			381		1
2Y		267		264			264		-59 0
3Y	Asia	251		249			249		2 -11
5Y		231		210			210		-1
10Y		90 38		85			85		0 0
15Y		2,6 40	0	30 2,6 01	0	0	30 2,6 01	0	-94 4
3M		320		0			0		-43 0
1Y		627		0			0		1
2Y		1,12 3		311			311		-1
3Y	Mid dle and So uth	1,63 5		1,3 00			1,30 0		-4
5Y	Am eric a	910		0			0		1
10Y		2,1 94		242			242		-34 5
15Y		1,79 0		141			141		-26 5
		8,5 98	0	1,9 94	0	0	1,9 94	0	-1,0 42
3M		137		136			136		0
1Y		118		118			118		0
2Y		92		92			92		0
3Y	Eas tern Eu rop e n on	28		28			28		-1
5Y	EEA	31		16			16		0 -2
10Y 15Y		6 0		4 0			4 0
		413	0	394	0	0	394	0	-3
3M		559	1	559	558				0
1Y		262	10	261	251				0
2Y		261	133	261	119		0
3Y		235	118	234	100		1		-1
5Y	Oth ers	731	60	730	665		5		0
10Y		1,24 7	515	1,2 46	729		2
15Y		938	684	935	241		10
		4,2 33	1,5 20	4,2 27	2,6 64	0	18	0	-1
	TO TA L	97, 880	21 ,42 0	86 ,03 9	49 ,58 8	0	13 ,45 7	-10 8	-2, 194

Notes and definitions

(1) The allocation of countries and exposures to macro areas and emerging/non-emerging is according to the IMF WEO country groupings. See: http://www.imf.org/external/pubs/ft/weo/2010/01/weodata/groups.htm

(2) The exposures reported in this worksheet cover only exposures to central and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees (such exposures are however includ in the total EAD reported in the worksheet "4 - EADs").

(3) According to the EBA methodologies, for the trading book assets banks have been allowed to offset only cash short positions having the same maturities (paragraph 202 of the Methodological note).