Next Generation Balance Sheet Stress Testing - v6

Next generation excel-based stress testing tool for solvency tests (both for single banks an
Original
Authors
Origin
Motivation
Key New
Features &
Agenda
Christian Schmieder, Claus Puhr & Maher Hasan
This tool has been developed as part of IMF work on (macro) stress testing.
Stress Tests were an important building block of the Financial Sector Assessment Programmes (FSAPs)
and World Bank since 1999.
An overview of stress tests carried out as part of FSAPs with a focus on IMF work has been provided by M
and Mark Swinburne (2008).
This tool is based on the seminal work on applied stress testing carried out by Martin ihk (2007).
The main purpose was to further develop the current framework taking into account (i) evolutions in risk m
stress testing concepts (particularly Basel II) and (ii) lessons learnt during the financial crisis. A key goal w
the procedure tractable, which is why the tool has been implemented in Excel.
The modular nature of the tool allows it growing with further evolution in techniques, evidence, and best pr
release of the tool includes a module for solvency tests. This module incorporates the following key innova
satellite models into the stress test framework; (ii) a framework to stress test risk-weighted assets (RWAs
operational risk and Pillar 2 risks; (iii) for credit risk, a formula to determine stressed Risk Weighted Asset
stressed PDs and correlations; (iv) a multi-year stress testing framework (up to five years). In due course,
elements will be added: (v) a module to run liquidity tests that accounts for the lessons learnt during the cr
granularity and different types of tests) as well as the most recent regulators liquidity risk proposals (Basel
test contagion, taking into account correlations; and (vii) stress testing for islamic banks.
St
e
The tool is based on a modular design and consists of three major elements/steps.
Setup &
Parameters
St
ep
Contents
Input Data
Preparation of Stress Test
The setup and parameter sheet defines the procedural and conceptual setting that is
tests (eg the number of banks included in the test). These parameters help both to ke
stress tester can define specific industry sectors, for example), but also to define calc
more sophisticated tests.
Naturally, the input data are an essential building block for the stress tests. The tool a
based on limited data, but also based on more comprehensive ("nice to have") inputs
data availability varies across countries and banks. The scope of input data used for
setup sheet.
Assumptions and Scenarios
Contents
A key building block of stress tests is the definition of assumptions and scenarios. Th
Assumptions and flexible way to allow for various complementary analysis based on different assumptio
automatically (by means of drop-down menus and specific fields), unless the stress te
Scenarios
scenarios that differ across banks, for example (in which case he/she has to define th
fields).
St
e
Calculation & Results
Calculation
The calculation is done "on the fly" (i.e. there is no waiting time), which is a key advan
testers usually want and need to reiterate many times in order to arrive at meaningful
target has been to keep the tool tractable, which eases the understanding of the resu
different from other best practice tools that take the form of "black boxes".
Results
The results are displayed in different tabs, depending on the actual tests (input data,
calculation, results).
The following chart illustrates the modular design.

Satellite
model
Parameter
Variable
Setup
Expert
Judgment
Assumptions
(part of results)
Calculation
(solvency)
Chart
Results
(incl. balance sheets)
Contagion
Concentration
Liquidity
Input data
Result
summary
Once finalized, the tool will allow for three different types of
Release/Version
Timetable
Eligible
modules
Solvency Stress Tests
Liquidity Stress Tests
Contagion Stress Tests
The tool incorporates an overview on the specificities of the tests for the three areas. Please navig
Outline of
method

Liquidity Stress Tests
Contagion Stress Tests
The simplest way to explore the tool is to follow the roadmap. Additional information information i
working papers. Please navigate.
Procedure
Go to Roadmap, which will guide you through the tool step-by-step.
The working paper related to the first release can be accessed here.
solvency tests (both for single banks and banking systems)
chmieder, Claus Puhr & Maher Hasan
macro) stress testing.

nancial Sector Assessment Programmes (FSAPs) carried out jointly by the IMF
s with a focus on IMF work has been provided by Marina Moretti, Stphanie Stolz
ss testing carried out by Martin ihk (2007).

amework taking into account (i) evolutions in risk management techniques and
ssons learnt during the financial crisis. A key goal was to keep the method and
n implemented in Excel.
rther evolution in techniques, evidence, and best practice in general. The first
. This module incorporates the following key innovations: (i) an integration of
mework to stress test risk-weighted assets (RWAs) for credit risk, market risk,
ormula to determine stressed Risk Weighted Assets (RWAs) conditional on
esting framework (up to five years). In due course, the following additional
ts that accounts for the lessons learnt during the crisis (and thus offers more
most recent regulators liquidity risk proposals (Basel III); (vi) a framework to stress
i) stress testing for islamic banks.
s of three major elements/steps.
efines the procedural and conceptual setting that is required to run the stress
uded in the test). These parameters help both to keep the tests flexible (the
dustry sectors, for example), but also to define calculation rules that allow for
sential building block for the stress tests. The tool allows to run stress tests
sed on more comprehensive ("nice to have") inputs, accounting for the fact that
ntries and banks. The scope of input data used for the tests are specified on the
s is the definition of assumptions and scenarios. The tool has been designed in a
mplementary analysis based on different assumptions, which can be composed
own menus and specific fields), unless the stress tester seeks to define
, for example (in which case he/she has to define them manually in the foreseen
" (i.e. there is no waiting time), which is a key advantage of the tool, as stress
eiterate many times in order to arrive at meaningful tests and scenarios. A main
actable, which eases the understanding of the results, and makes the tool
ools that take the form of "black boxes".
ent tabs, depending on the actual tests (input data, assumptions/setup,
Assumptions
(part of results)
Concentration
Liquidity
Input data
d, the tool will allow for three different types of stress tests:
1
Oct-10
2
Apr-11
3
Aug-11
4
Oct-11
Yes
No
No
Yes
No
Planned
Yes
Yes (to be published)
Planned
Yes
Yes (to be published)
Planned
ies of the tests for the three areas. Please navigate.
e roadmap. Additional information information is provided for in the
ccessed here.
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User Guide for the Use of this Stress Testing Template (Road Map)
Below, a detailed roadmap for the use of the tool is provided, which is meant to (i) guide the stress testers through the tool and (ii) to provide the users with
essential background information to make appropriate use of the tool.
STEP 0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
STEP 1
1.1
1.2
1.3
Choose the Set-up of the Stress Testing Template ('Set-up' tab)
Where to find
this part?
Comments and
Background
Information
Set the number of banks

Number of Banks
Choose credit loss definition - PD/LGD concept or Loss/Provision concept (depending on the available
Credit
inputLoss
dataDefinition
and/or their suitability)
Define sectors for credit risk analysis (both number and whether to include them)
Define sectors
Define asset classes for the trading and investment portfolios
Define market risk settings
Define currencies to be used for the FX stress test
Define currencies
Define scope of information to be used (i.e. the one necessary) - minimum, extended, maximum;
Define information scope
run specific macro
Confirm setup by running "Run setup" macro (i.e. push it)
Confirm setup
Progress
Not yet completed
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Comments and
Background
Information
Progress
Enter Bank names, Reporting Data, Currency, Country of location and whether the data is standalone
Bank
or consolidated
Name, Reporting Data etc
Not yet completed
Choose 3-digit Country Code (essential, if some information is not available on bank level, eg LGDs)Country Code
A comprehensive listNot
of the
yet completed
country codes can be found her
Enter financial statement data (Balance sheet data)
Financial Statement Data
Not yet completed
Enter Data for the Banks (Input_Banks sheet)
Where to find
this part?
At this point in time, it becomes important to understand the meaning of colors

and you may want to use the progress documentation function on the right hand side (column K)
SHEET: Input - Banks
Header 1
Header 2
Linked to setup or parameter sheet
Input data (minimum)
Input data (desirable input)
Input data (nice-to-have)
Derived data (e.g. intermediate results)
Final results (e.g. banking system total)
Configuration - set according to requirements
Linked to configuration - do not change
Configuration (tech.) - do not change
1.4
1.5
1.6
1.7
1.8
1.9
1.10
1.11
1.11.1
1.12
1.13
STEP 2
2.1
2.2
2.3
2.4
STEP 3
Enter data related to the Statement of Income (P&L)

Define the approach used by the banks to calculate RWAs for the different risk types (Basel I or
Basel II, in case of partial use approach that covers majority of assets)
Enter regulatory data
Enter Market based Financial Soundness Indicators (Optional, for information only)
Enter bank-level credit risk related data
Enter market risk related data
Enter portfolio level information for credit risk positions as available (optional), define sectors and
regions on setup sheet (step 0.3)
Check summary of information as a means to validate the data
Check whether best available PD/Loss measure is used (check also for other parameters)
Verify whether data is comprehensive: Are all pull down bars for progress set to "Completed"
Look at descriptive statistics for different banking groups (if applicable) (optional)
Statement of Income Data
Not yet completed
Basel approach
Regulatory data
Market Indicators
Credit Risk Data - Bank level
Market Risk Data
Not yet completed

Not yet completed
Not yet completed
Not yet completed
Not yet completed
Credit Risk Data - Portfolio level details Not yet completed

Review data displayed in summary section
Not yet completed
Check PD/Loss measure
Not yet completed
Step completed: Progress monitor
Not yet completed
Descriptive statistics
Not yet completed
Comments and
Background
Information
Progress
Verify country-level credit risk parameters; If you have more reliable sources, add and/or modify dataVerify country-level data
see "Input-Country" Not
sheet
yet completed
Add macroeconomic data (optional)
Macroeconomic data
Not yet completed
Please add most recent GDP figure, so that final result can be compared with GDP
Insert GDP
Not yet completed
Verify whether correct GDP is used to determine the results on the system level (for all years)
GDP correctly linked to results?
Not yet completed
Check country level data and add/modify, if necessary ('Input - Country' sheet)
Where to find
this part?
Add Satellite Models (optional) ('Input - Satellite' sheet)
Where to find
this part?
Comments and
Background
Information
Progress
3.1
3.2
3.3
3.4
STEP 4
4.1
4.2
4.3
4.4
4.5
4.6
4.6
4.7
STEP 5
Enter Satellite models (Coefficients, Macro Data)

The important figures to be used for the calculation is the relative change (see example here)
To figure out how the satellite models are build into the framework go to "Formulas > Trace
Precedents/Dependents"
Enter Labels for Macro Scenarios and Actual Parameters (Light, Medium, Severe)
Enter Satellite Models

Relevant figures
Not yet completed

Enter Macro Scenarios
Where to find
this part?
Define assumptions and scenarios ('Assumptions')
Where to find
this part?
Comments and
Background
Information
Choose follow all 5 steps as listed on assumptions sheet as further outlined below (green fields)
5.2
Input scenarios manually (optional, bank-by-bank definitions -please note: comprehensive step)
Add manual scenarios (optional)
Step 5.1
Choose number of years
Number of years
Do you want to re-scale profit to one year (in case of under-year figures)?
Under-year adjustment of inputs?
Set credit risk assumptions (subsequent steps)
Choose sector classification for credit risk
Credit risk sectors
Choose definition (and thereby figures) for RWAs (regulatory or economic - if populated)
RWA definition CR
Choose whether you want to include name concentration risk
Name concentration (yes/no)
Choose RWA definition for market risk
RWA definition MR
Do you want to include Pillar 2 RWAs?
Pillar 2 RWAs?
Define profit assumptions (subsequent steps)
Do you want to simulate taxes? If yes, please enter percentage
Tax assumption
Please define portion of profit to be retained
Retained Profit
Step 5.2
Set hurdle rates (which are used unless Basel III ratio are chosen)
Hurdle Rates
Additional buffer above hurdle rate
Additional buffer
Step 5.3
Choice of scenario > please choose on summary sheet; if "Macro" scenario is chosen, please define next steps
Specification of macro scenario (subsequent steps)
Please choose whether you want to use proprietary satellite models or Rule of Thumb
SatM or RuleofThumb
If you choose the Rule of Thumb then please select which type of country you want to stress tests Choose country type
If you choose the Rule of Thumb then please enter change of GDP compared to previous year eachGDP assumption (RoT)
If you have choosen satellite models please choose the models you want to use and apply them
Configure Satellite Models
correctly (see step 3.1-3.4)
Step 5.4
Please choose PD assumptions - Increase of PD/Rating downgrade (only applicable if you do not
PD assumption - General
use satellite model!)
Please choose PD assumption for each year depending on setting
PD assumption - Specific
Please choose LGD assumptions (only applicable if you do not use satellite model!)
LGD assumption
Please choose correlation assumption
Correlation assumption
Please choose whether you want to simulate default of largest counterparts (year 1 only)
Default of largest counterparts
Please choose credit growth assumptions (only applicable if you do not use satellite model!)
Credit growth
Define increase in RWAs for market risk (either expert-based or based on economic capital model/IMA)
Set RWAs for market risk under stress
Define stress in FX rates (uniform) (optional) or define them manually on the assumptions sheet
FX rates
Choose interest rate stress scenario (as defined on parameter sheet and input data sheet) and levelInterest
of stressrate stress
Define scenario for asset price shock
Asset price shock
Choose whether you want to include the hold-to-maturity (HTM) portfolios
Include HTM portfolios?
Define increase in RWAs for Operational Risk
RWA for Operational risk
Define changes in RWAs for other Pillar 1 and 2 risks (if available)
RWAs P1/2
Please choose assumption for net interest income (only applicable if you do not use satellite model!)NII
Please choose assumption for net commission and fee income (only applicable if you do not use satellite
CFI model!)
Please choose assumption for trading income (only applicable if you do not use satellite model!)
Trading income
Please choose assumption for other income components (default category)
Other income
Step 5.5
Please go through various validation steps before checking the results
Validation
5.9
5.10
5.11
5.12
5.12.1
5.12.2
5.12.3
5.12.4
5.13
5.14
5.15
5.16
5.17
5.18
5.19
5.20
5.21
5.22
5.23
5.24
5.25
5.26
5.27
5.28
5.29
5.30
Step 6
Run Scenario Analysis ('Summary', 'Summary_BxB')
6.1
6.2
6.3
6.4
6.5
Run scenario analysis by choosing the scenario

If you apply a macro scenario, please choose the severity
Please decide whether you want to simulate Basel III effects
Please decide which type of test you want to apply for credit risk (StA or (Q)IRB)
Do you want to apply a scaling factor? (in case of QIRB approach)?
Please run various scenarios by changing the assumptions and check the outcome, including on a
bank-by-bank basis
You can review the BxB results for each bank on the Y[x]_BxB sheets
You can also run sensitivity analysis for specific risks
6.6
6.7
6.8
Not yet completed
Comments and
Background
Information
Progress
Verify whether the suggested scenarios are in line with your needs (supposed to be the case)
Verify scenario definitions
Not yet completed
Define interest rate shock definition - to match with the input data (bank level)
Define interest rate shock scenarios
Not yet completed
Modify or define additional LGD rule (optional)
Verify LGD rule (to link LGDs to stressedNot
PDs
yetbased
completed
on a formula)
Change master rating scale and PDs (optional)
Verify master rating scale
Not yet completed
If scaling factor is used (for banks using the standardized approach, but are tested based on the IRB),
Verify
please
information
verify theforscaling
scalingfactors
factors
Not yet completed
Define hurdle rates according to Basel III schedule (add additional buffer, if applicable)
Basel III hurdle rates (Optional)
Not yet completed
Define behavioral adjustment of banks in terms of RWAs for Basel III (if applicable)
RWAs under Basel III (Optional)
Not yet completed
Verify whether other parameters apply (optional)
Verify parameters
Not yet completed
Verify Parameters ('Parameter' sheet) (Optional, but recommended)
5.1
5.3
5.4
5.5
5.5.1
5.5.2
5.5.3
5.6
5.7
5.8
5.8.1
5.8.2
Not yet completed

Not yet completed
Set test assumptions
Where to find
this part?
Comments and
Background
Information
Progress
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Choose scenario
Macro scenario severity
Basel III?
StA or QIRB?
Scaling factor?
Progress
Not yet completed
Not yet completed
Not yet completed
Not yet completed
Not yet completed
BxB results
Not yet completed
BxB results for each year

Sensitivity analysis
Not yet completed

Not yet completed
Overview on Solvency Stress Test Framework
Christian Schmieder (IMF), Claus Puhr (ECB/OeNB) & Mahe
Authors
Key New
Features
Link to Working Paper
Below, it is outlined how the solvency tests are designed, which is meant as general guidance for the use
the working paper.
The solvency stress tests assess the solvency of banks, based on the status quo at time t, and simulate po
after one year (as well as t+2, t+3, t+4 and t+5, in case the stress tester seeks to assess longer time horizo
bank i and time t+1 reflect the impact of (i) losses (net of provisions and profits) and (ii) the increase in Risk
as shown below. Taking into account for the increase in RWAs (i.e. the denominator) is one of the key elem
Capitaliza tion_Stres s t 1
Capital_be foreStress t Profit/Los s t 1

RWA_Stress t 1
Below, it is shown how the tests for the different risk types affect the numerator and denominator o
Risk Type
Credit Risk
Effect on capital
Type of Test
(including gross profit)
"Traditional" (Basel I
type/ Standardized
Credit Losses (-)
Approach)
Economic Stress Test
(IRB, economic capital
Credit Losses (-)
model)
FX Risk (simple)
Interest Rate Risk
(simple)
Solvency
Stress Tests
- Outline
Market Risk
Asset price risk

(simple)
Various market risk
types in banking and
trading book (more
sophisticated)
Simulation of effect of FX
& IR shock on earnings
and capital (-),
Simulation of losses in
trading investment
portfolio (-)
Simple
n.a. (Losses in "normal"

times typically low)
Sophisticated
n.a. (Losses in "normal"

times typically low)
Other risk types

subject to Pillar 1 and
2
n.a. (as typically low)
Operational Risk
Other Risk
Simulation of effect of FX
& IR shock on earnings (), Simulation of losses in
trading & investment
portfolios (-)
Other elements
Type of Test
Credit Growth
Simulation of
development
Income
Portion of profits
retained
Multi-year tests
Effect on capital
(including gross profit)
Increase in net interest

income (+)
Level of profit/losses (-),
Simulation of
depending on scenarios
development
and assumptions
Simulation of
Level of profit and capital
development
(+)
Simulation for up to 5
all elements outlined
years
above
Below, the most important notions and their meaning is explained and documented.
Glossary
CAR
Capital Adequacy Ratio
CCF
EAD
Credit Conversion Factor on a one-year basis; It denotes the portion of undra

Exposure at Default
HHI
The Herfindahl-Hirshman-Index (HHI) denotes the sum of the squared portion

total portfolio exposure.
IRB
Internal Rating Based (IRB) approach of Basel II for Credit Risk
LGD
Loss Given Default
LLP
NPL
PD
RWA
CDS
KMV-EDF
Loan Loss Provisions

Non-performing loans
One-year Probability of Default
Risk-Weighted Assets
Credit Default Swap
KMV Expected Default Frequency, ie a PD estimated by Moody's KMV
n Solvency Stress Test Framework
mieder (IMF), Claus Puhr (ECB/OeNB) & Maher Hasan (IMF)
which is meant as general guidance for the users to use this tool. Additional information is available in
ased on the status quo at time t, and simulate post-shock capital adequacy at time t+1 , i.e. the situation
stress tester seeks to assess longer time horizons). The post-shock Capital Adequacy Ratio (CAR) of a
rovisions and profits) and (ii) the increase in Risk-Weighted Assets (RWAs) after the shock (delta RWAs)
WAs (i.e. the denominator) is one of the key elements of this tool.
Profit/Los s t 1
ypes affect the numerator and denominator of capital adequacy.
Effect on RWAs
Link to assumptions
Link to parameters (if

applicable)
Link to Assumptions
Link to parameters
Lost exposure (-)

Lost exposure (-),
Increase of Riskiness of
Performing Portfolio (+)
Increase in FX
denominated assets (+)
Link to Assumptions
n.a.
Link to Assumptions
Increase in equity price

risk, credit spread risk (+)
Link to Assumptions
Increase in Value at Risk

(VaR) (+)
Link to Assumptions
RWAs depend on Profit

(counterintuitive for
stress tests)
Link to Assumptions
Increase in VaR (+)
Link to Assumptions
Increase in VaR (+)
Link to Assumptions
Effect on RWAs
Increase of total portfolio
risk (+)
Link to Assumptions
n.a.
Link to Assumptions
n.a.
Link to Assumptions
all elements outlined

above
Link to Assumptions
s explained and documented.
e-year basis; It denotes the portion of undrawn credit that will be drawn
HHI) denotes the sum of the squared portions of single exposures on the
ach of Basel II for Credit Risk
, ie a PD estimated by Moody's KMV
Country level credit risk data

LGDs by country
Source: World Bank database based on Djankov/Hart/McLiesh & Shleifer
Regional Average (lack of data)
Average
Median
Min
Max
Region
Country
ISO-Code
Year
2
2
4
6
3
3
2
5
5
2
3
4
1
2
5
3
6
1
3
2
6
3
5
2
6
6
1
6
5
6
6
6
3
1
3
6
6
6
3
6
Afghanistan
Albania
Algeria
Angola
Antigua and
Argentina
Armenia
Australia
Austria
Azerbaijan
Bahamas,
Bahrain
Bangladesh
Belarus
Belgium
Belize
Benin
Bhutan
Bolivia
Bosnia and
Botswana
Brazil
Brunei
Bulgaria
Burkina
Burundi
Cambodia
Cameroon
Canada
Cape Verde
Central
Chad
Chile
China
Colombia
Comoros
Congo,
Congo,
Costa Rica
Cote d'Ivoire
AFG
ALB
DZA
AGO
ATG
ARG
ARM
AUS
AUT
AZE
BHS
BHR
BGD
BLR
BEL
BLZ
BEN
BTN
BOL
BIH
BWA
BRA
BRN
BGR
BFA
BDI
KHM
CMR
CAN
CPV
CAF
TCD
CHL
CHN
COL
COM
COD
COG
CRI
CIV
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
63.62
68.85
7.30
100.00
LGD
Recovery
(actual or rate (cents
proxy,
on the
percent)
dollar)
67.7
n.a.
67.7
n.a.
58.3
41.7
91.6
8.4
63.3
36.7
67.2
32.8
59.4
40.6
18.2
81.8
26.9
73.1
71.2
28.8
45.3
54.7
35.8
64.2
74.2
25.8
72.0
28.0
12.4
87.6
36.4
63.6
79.8
20.2
71.7
n.a.
60.7
39.3
65.3
34.7
36.3
63.7
82.9
17.1
52.8
47.2
69.0
31.0
73.2
26.8
77.2
n.a.
71.7
n.a.
86.4
13.6
8.8
91.2
77.2
n.a.
100.0
0.0
77.2
n.a.
71.8
28.2
63.6
36.4
37.6
62.4
77.2
n.a.
98.9
1.1
82.2
17.8
78.8
21.2
67.2
32.8
Time
(years)
n.a.
n.a.
2.5
6.2
3
2.8
1.9
1
1.1
2.7
5
2.5
4
5.8
0.9
1
4
n.a.
1.8
3.3
1.7
4
2.5
3.3
4
n.a.
n.a.
3.2
0.8
n.a.
4.8
n.a.
4.5
1.7
3
n.a.
5.2
3
3.5
2.2
2
2
5
5
6
3
3
3
4
3
6
6
2
6
1
5
5
6
6
2
5
6
5
3
3
6
6
3
3
3
5
2
5
1
1
4
4
5
5
5
3
5
4
2
6
1
5
2
4
2
1
2
4
6
6
Croatia
Cyprus
Czech
Denmark
Djibouti
Dominica
Dominican
Ecuador
Egypt
El Salvador
Equatorial
Eritrea
Estonia
Ethiopia
Fiji
Finland
France
Gabon
Gambia
Georgia
Germany
Ghana
Greece
Grenada
Guatemala
Guinea
GuineaGuyana
Haiti
Honduras
Hong Kong
Hungary
Iceland
India
Indonesia
Iran, Islamic
Iraq
Ireland
Israel
Italy
Jamaica
Japan
Jordan
Kazakhstan
Kenya
Kiribati
Korea,
Kosovo
Kuwait
Kyrgyz
Lao PDR
Latvia
Lebanon
Lesotho
Liberia
HRV
CYP
CZE
DNK
DJI
DMA
DOM
ECU
EGY
SLV
GNQ
ERI
EST
ETH
FJI
FIN
FRA
GAB
GMB
GEO
DEU
GHA
GRC
GRD
GTM
GIN
GNB
GUY
HTI
HND
HKG
HUN
ISL
IND
IDN
IRN
IRQ
IRL
ISR
ITA
JAM
JPN
JOR
KAZ
KEN
KIR
KOR
n.a.
KWT
KGZ
LAO
LVA
LBN
LSO
LBR
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
71.3
29.6
44.1
10.6
84.4
67.2
90.9
83.0
82.6
70.8
77.2
77.2
64.5
68.7
79.5
10.6
54.8
84.8
80.2
74.9
46.9
76.3
56.8
67.2
72.5
80.6
77.2
82.4
93.3
80.1
18.8
62.1
21.5
83.7
86.8
76.9
65.8
12.6
50.9
42.0
34.9
7.3
73.1
56.7
70.2
71.7
18.3
42.6
62.1
84.7
71.7
68.1
80.2
63.6
91.6
28.7
70.4
55.9
89.4
15.6
n.a.
9.1
17.0
17.4
29.2
n.a.
n.a.
35.5
31.3
20.5
89.4
45.2
15.2
19.8
25.1
53.1
23.7
43.2
n.a.
27.5
19.4
n.a.
17.6
6.7
19.9
81.2
37.9
78.5
16.3
13.2
23.1
n.a.
87.4
49.1
58.0
65.1
92.7
26.9
43.3
29.8
n.a.
81.7
57.4
37.9
15.3
n.a.
31.9
19.8
36.4
8.4
3.1
1.5
6.5
1.1
5
n.a.
3.5
5.3
4.2
4
n.a.
n.a.
3
3
1.8
0.9
1.9
5
3
3.3
1.2
1.9
2
n.a.
3
3.8
n.a.
3
5.7
3.8
1.1
2
1
7
5.5
4.5
n.a.
0.4
4
1.8
1.1
0.6
4.3
1.5
4.5
n.a.
1.5
2
4.2
4
n.a.
3
4
2.6
3
2
5
2
6
6
1
1
6
5
1
6
6
3
1
2
2
2
4
6
6
1
5
5
3
6
6
5
4
1
1
3
1
3
3
1
2
5
3
4
2
2
6
1
6
4
6
2
6
6
5
5
5
1
6
5
Lithuania
Luxembourg
Macedonia,
Madagascar
Malawi
Malaysia
Maldives
Mali
Malta
Marshall
Mauritania
Mauritius
Mexico
Micronesia,
Moldova
Mongolia
Montenegro
Morocco
Mozambiqu
Namibia
Nepal
Netherlands
New
Nicaragua
Niger
Nigeria
Norway
Oman
Pakistan
Palau
Panama
Papua New
Paraguay
Peru
Philippines
Poland
Portugal
Puerto Rico
Qatar
Romania
Russia
Rwanda
Samoa
Sao Tome
Saudi
Senegal
Serbia
Seychelles
Sierra
Singapore
Slovak
Slovenia
Solomon
South Africa
Spain
LTU
LUX
MKD
MDG
MWI
MYS
MDV
MLI
MSA
MHL
MRT
MUS
MEX
FSM
MDA
MNG
MNE
MAR
MOZ
NAM
NPL
NLD
NZL
NIC
NER
NGA
NOR
OMN
PAK
PLW
PAN
PNG
PRY
PER
PHL
POL
PRT
PRI
QAT
ROU
RUS
RWA
WSM
STP
SAU
SEN
SRB
SYC
SLE
SGP
SVK
SVN
SLB
ZAF
ESP
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
50.4
56.3
79.3
77.2
82.1
60.2
75.4
82.1
31.6
82.1
89.7
64.9
33.3
96.8
71.8
80.0
56.6
61.6
82.3
58.5
75.5
18.1
20.9
66.3
84.0
73.2
9.1
65.1
63.5
62.1
67.6
76.1
83.9
72.8
95.5
68.7
27.4
35.3
47.0
74.3
74.7
77.2
85.4
77.2
63.2
68.0
70.5
77.2
91.6
8.7
44.7
49.1
76.6
65.6
23.7
49.6
43.7
20.7
n.a.
17.9
39.8
24.6
17.9
n.a.
17.9
10.3
35.1
66.7
3.2
28.2
20.0
43.4
38.4
17.7
41.5
24.5
81.9
79.1
33.7
16.0
26.8
90.9
34.9
36.5
37.9
32.4
23.9
16.1
27.2
4.5
31.3
72.6
64.7
53.0
25.7
25.3
n.a.
14.6
n.a.
36.8
32.0
29.5
n.a.
8.4
91.3
55.3
50.9
23.4
34.4
76.3
1.5
2
2.9
n.a.
2.6
2.3
6.7
3.6
n.a.
2
8
1.7
1.8
5.3
2.8
4
2
1.8
5
1.5
5
1.1
1.3
2.2
5
2
0.9
4
2.8
1
2.5
3
3.9
3.1
5.7
3
2
3.8
2.8
3.3
3.8
n.a.
2.5
n.a.
1.5
3
2.7
n.a.
2.6
0.8
4
2
1
2
1
1
3
3
3
6
3
6
5
5
4
1
2
6
1
1
6
1
3
4
2
6
2
4
5
5
3
2
1
3
1
4
4
6
6
Sri Lanka
St. Kitts and
St. Lucia
St. Vincent
Sudan
Suriname
Swaziland
Sweden
Switzerland
Syrian Arab
Taiwan
Tajikistan
Tanzania
Thailand
Timor-Leste
Togo
Tonga
Trinidad and
Tunisia
Turkey
Uganda
Ukraine
United Arab
United
United
Uruguay
Uzbekistan
Vanuatu
Venezuela
Vietnam
West Bank
Yemen
Zambia
Zimbabwe
LKA
KNA
LCA
VCT
SDN
SUR
SWZ
SWE
CHE
SYR
TWN
TJK
TZA
THA
TLS
TGO
TON
TTO
TUN
TUR
UGA
UKR
ARE
GBR
USA
URY
UZB
VUT
VEN
VNM
n.a.
YEM
ZMB
ZWE
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
2010
53.0
67.2
58.5
67.2
77.2
91.3
62.4
22.7
52.5
72.6
17.8
62.6
78.1
56.5
71.7
69.4
74.7
67.2
48.3
78.9
60.3
92.1
88.8
11.4
18.5
60.3
77.8
57.3
94.1
81.4
65.8
71.4
72.8
99.8
47.0
n.a.
41.5
n.a.
n.a.
8.7
37.6
77.3
47.5
27.4
82.2
37.4
21.9
43.5
n.a.
30.6
25.3
n.a.
51.7
21.1
39.7
7.9
11.2
88.6
81.5
39.7
22.2
42.7
5.9
18.6
n.a.
28.6
27.2
0.2
1.7
n.a.
2
n.a.
n.a.
5
2
2
3
4.1
1.9
3
3
2.7
n.a.
3
2.7
n.a.
1.3
3.3
2.2
2.9
5.1
1
1.5
2.1
4
2.6
4
5
n.a.
3
2.7
3.3
1
2
3
4
5
1
6
Asia (East) & Pacific

2010
71.7
Emerging Europe, Central Asia2010
67.7
Latin America & Caribbean/Western
2010 Hemisphere
67.2
Middle East & North Africa
2010
65.8
Advanced Countries
2010
28.3
South Asia
2010
71.7
Sub-Saharan Africa
2010
77.2
28.3
32.3
32.8
34.2
71.7
28.3
22.8
2.7
2.9
3.3
3.5
1.7
4.5
3.4
Country level Macroeconomic Data

1989
1990
1991
1992
percentage Real GDP change (year-on-year)
Real GDP change of major trading partners (yoy-figures)
percentage
US
percentage
EU
percentage
Japan
percentage
China
percentage
Other
1993
actual figure
actual figure
percentage
percentage
percentage
percentage
contribution
contribution
percentage
percentage
percentage
percentage
percentage
actual figure
actual figure
actual figure
percentage
percentage
percentage
percentage
actual figure
Nominal GDP
Non-oil GDP (for oil-exporters only)
Current Account (% of GDP)
Fiscal balance (% of GDP)
Government Debt (% of GDP)
Government Expenditure (change vs. previous year)
of which:
Current Spending
Capital Spending
Real export growth (%, in constant prices)
Short-term interest rates (Interbank market/T-bills)
Long-term interest rates (government bonds)
Unemployment Rate
Inflation (CPI, ie compared to same quarter the year before)
Oil price (USD, quarterly average)
Oil revenues (USD) (for oil exporters only)
Real effective exchange rate (REER)
Annual change credit-to-GDP
Annual change credit-to-non-oil-GDP (for oil-exporters only)
Corporate Credit/GDP (current level)
Household Credit/GDP (current level)
Development of Commercial Real Estate Prices (Index)
Non-Performing Loans (NPLs) (Country-level, Percent)

Source: IMF, Global Financial Stability Report (GFSR), Table 24
Average
Median
Min
Max
8.58
7.20
0.20
31.00
Regional Average (lack of da

Country
Afghanistan
Albania
Algeria
Angola
Antigua and
Argentina
Armenia
Australia
Austria
Azerbaijan
Bahamas,
Bahrain
Bangladesh
Belarus
Belgium
Belize
Benin
Bhutan
Bolivia
Bosnia and
Botswana
Brazil
Brunei
Bulgaria
Burkina
Burundi
Cambodia
Cameroon
Canada
Cape Verde
Central
Chad
Chile
China
Colombia
Comoros
Congo,
Congo,
Costa Rica
Cote d'Ivoire
1999
2000
2001
2002
2003
2004
6.5
4.2
14.0
12.6
5.6
10.7
2.1
0.2
2.7
6.5
5.6
14.0
17.5
2.8
2.3
5.6
12.6
11.0
14.0
6.1
12.6
2.9
2.4
2.0
12.6
12.6
11.0
12.6
0.7
12.6
12.6
12.6
1.2
13.2
3.3
12.6
12.6
12.6
2.0
12.6
Croatia
Cyprus
Czech
Denmark
Djibouti
Dominica
Dominican
Ecuador
Egypt
El Salvador
Equatorial
Eritrea
Estonia
Ethiopia
Fiji
Finland
France
Gabon
Gambia
Georgia
Germany
Ghana
Greece
Grenada
Guatemala
Guinea
GuineaGuyana
Haiti
Honduras
Hong Kong
Hungary
Iceland
India
Indonesia
Iran, Islamic
Iraq
Ireland
Israel
Italy
Jamaica
Japan
Jordan
Kazakhstan
Kenya
Kiribati
Korea,
Kosovo
Kuwait
Kyrgyz
Lao PDR
Latvia
Lebanon
Lesotho
Liberia
7.5
6.5
4.0
0.7
12.6
5.6
7.3
6.4
23.6
2.3
12.6
12.6
0.3
12.6
11.0
0.4
4.2
16.0
12.6
2.0
4.9
16.3
7.0
5.6
7.1
12.6
12.6
5.6
5.6
5.6
2.4
1.8
0.9
7.2
4.5
14.0
14.0
0.8
2.5
6.6
5.6
2.9
10.3
29.3
11.0
1.9
6.5
5.3
6.5
11.0
1.1
17.7
1.0
12.6
Lithuania
Luxembourg
Macedonia,
Madagascar
Malawi
Malaysia
Maldives
Mali
Malta
Marshall
Mauritania
Mauritius
Mexico
Micronesia,
Moldova
Mongolia
Montenegro
Morocco
Mozambiqu
Namibia
Nepal
Netherlands
New
Nicaragua
Niger
Nigeria
Norway
Oman
Pakistan
Palau
Panama
Papua New
Paraguay
Peru
Philippines
Poland
Portugal
Puerto Rico
Qatar
Romania
Russia
Rwanda
Samoa
Sao Tome
Saudi
Senegal
Serbia
Seychelles
Sierra
Singapore
Slovak
Slovenia
Solomon
South Africa
Spain
2.2
0.3
17.0
12.6
12.6
11.7
11.0
12.6
6.5
11.0
12.6
12.6
2.5
11.0
6.9
6.5
5.2
19.4
6.4
2.4
11.0
1.5
2.4
5.6
12.6
21.6
1.0
11.0
11.6
11.0
1.8
11.0
10.8
9.5
12.6
14.9
2.0
5.6
14.0
8.1
3.8
31.0
11.0
12.6
2.8
12.6
6.5
12.6
16.5
5.0
2.6
3.0
11.0
1.8
0.8
Sri Lanka
St. Kitts and
St. Lucia
St. Vincent
Sudan
Suriname
Swaziland
Sweden
Switzerland
Syrian Arab
Taiwan
Tajikistan
Tanzania
Thailand
Timor-Leste
Togo
Tonga
Trinidad and
Tunisia
Turkey
Uganda
Ukraine
United Arab
United
United
Uruguay
Uzbekistan
Vanuatu
Venezuela
Vietnam
West Bank
Yemen
Zambia
Zimbabwe
1
2
3
4
5
1
6
Asia (East)
Emerging
Latin
Middle East
Advanced
South Asia
Sub-
1994
1995
11.0
5.6
5.6
5.6
12.6
5.6
7.2
1.1
0.9
14.0
11.0
6.5
12.6
11.9
11.0
12.6
11.0
5.6
23.6
6.5
2.2
30.0
12.5
1.9
0.8
4.7
6.5
11.0
2.8
11.0
14.0
14.0
12.6
12.6
10.95
6.55
5.58
14.02
2.41
10.95
12.64
1996
1997
1998
1999
2000
2001
7.35
5.63
0.20
29.00
6.15
4.35
0.10
26.85
5.48
4.02
0.19
31.70
5.14
5.30
0.47
19.10
7.02
5.39
0.40
61.20

2005
4.9
2.3
11.9
12.2
4.0
5.2
1.9
0.2
2.6
4.9
4.0
11.9
13.2
3.1
2.0
4.0
12.2
9.0
11.3
5.3
n.a.
3.5
2.1
2.2
12.2
12.2
9.0
12.2
0.5
12.2
12.2
12.2
0.9
n.a.
2.7
12.2
12.2
12.2
1.5
12.2
2006
4.1
3.1
9.3
10.6
3.0
3.4
2.5
0.2
2.7
4.1
3.0
9.3
12.8
2.8
1.7
3.0
10.6
7.6
8.7
4.0
n.a.
3.5
1.7
2.2
10.6
10.6
7.6
10.6
0.4
10.6
10.6
10.6
0.7
n.a.
2.6
10.6
10.6
10.6
1.5
10.6
2007
3.5
3.4
7.8
9.5
2.6
2.7
2.4
0.2
2.2
3.5
2.6
7.8
14.5
1.9
1.1
2.6
9.5
7.0
5.6
3.0
n.a.
3.0
1.5
2.1
9.5
9.5
7.0
9.5
0.7
9.5
9.5
9.5
0.8
n.a.
3.3
9.5
9.5
9.5
1.2
9.5
2008
5.3
6.6
6.6
8.0
2.4
2.7
4.4
0.8
2.0
5.3
2.4
6.6
11.2
1.7
1.7
2.4
8.0
6.0
4.3
3.1
n.a.
3.1
2.0
2.5
8.0
8.0
6.0
8.0
1.1
8.0
8.0
8.0
1.0
n.a.
4.0
8.0
8.0
8.0
1.5
8.0
2009
11.8
10.5
7.3
8.9
2.9
3.1
4.8
1.2
2.3
11.8
2.9
7.3
n.a.
4.2
2.7
2.9
8.9
5.2
3.9
5.9
n.a.
4.5
5.4
6.4
8.9
8.9
5.2
8.9
1.3
8.9
8.9
8.9
1.4
n.a.
4.6
8.9
8.9
8.9
2.0
8.9
2010
13.2
12.0
6.6
9.5
3.5
n.a.
5.0
1.2
n.a.
13.2
3.5
6.6
n.a.
4.9
n.a.
3.5
9.5
7.2
n.a.
9.2
n.a.
n.a.
4.6
10.6
9.5
9.5
7.2
9.5
1.3
9.5
9.5
9.5
n.a.
n.a.
n.a.
9.5
9.5
9.5
n.a.
9.5
2011
2012
6.2
4.9
3.9
0.4
12.2
4.0
5.9
4.9
26.5
1.9
12.2
12.2
0.2
12.2
9.0
0.3
3.5
14.1
12.2
1.2
4.0
13.0
6.3
4.0
4.2
12.2
12.2
4.0
4.0
4.0
2.1
2.3
1.1
5.2
7.4
11.9
11.9
0.7
2.3
5.3
4.0
1.8
6.6
n.a.
25.6
9.0
n.a.
4.9
4.1
4.9
9.0
0.7
16.4
3.0
12.2
5.2
4.1
3.7
0.3
10.6
3.0
4.5
3.3
18.2
1.9
10.6
10.6
0.2
10.6
7.6
0.3
3.0
10.7
10.6
0.8
3.4
7.9
5.4
3.0
4.6
10.6
10.6
3.0
3.0
3.0
1.7
2.6
0.8
3.3
6.0
9.3
9.3
0.7
1.9
4.9
3.0
1.5
4.3
n.a.
21.3
7.6
n.a.
4.1
3.9
4.1
7.6
0.5
13.5
3.0
10.6
4.8
3.5
2.8
0.3
9.5
2.6
4.0
2.9
19.3
2.1
9.5
9.5
0.4
9.5
7.0
0.3
2.7
7.6
9.5
0.8
2.6
6.4
4.5
2.6
5.8
9.5
9.5
2.6
2.6
2.6
1.5
2.3
n.a.
2.5
4.1
7.8
7.8
0.8
1.4
4.6
2.6
1.4
4.1
n.a.
10.9
7.0
n.a.
3.5
3.2
3.5
7.0
0.8
10.1
3.0
9.5
4.9
5.3
2.8
n.a.
8.0
2.4
3.5
2.5
14.8
2.8
8.0
8.0
1.9
8.0
6.0
0.5
2.8
8.5
8.0
4.1
2.9
7.7
5.0
2.4
2.4
8.0
8.0
2.4
2.4
2.4
2.0
3.0
n.a.
2.3
3.2
6.6
6.6
2.6
1.5
4.9
2.4
1.6
4.2
5.1
9.0
6.0
n.a.
5.3
5.3
5.3
6.0
3.6
7.5
4.0
8.0
7.8
11.8
4.6
n.a.
8.9
2.9
4.0
3.5
13.4
4.4
8.9
8.9
5.2
8.9
5.2
0.7
3.6
9.8
8.9
6.3
3.2
16.2
7.7
2.9
2.7
8.9
8.9
2.9
2.9
2.9
5.4
6.7
61.2
2.3
3.3
7.3
7.3
9.0
1.5
7.0
2.9
1.7
6.7
21.2
7.9
5.2
n.a.
11.8
9.7
11.8
5.2
16.4
6.0
4.0
8.9
8.8
13.2
5.7
n.a.
9.5
3.5
n.a.
n.a.
n.a.
n.a.
9.5
9.5
5.6
9.5
7.2
0.8
n.a.
n.a.
9.5
7.0
n.a.
18.9
9.0
3.5
n.a.
9.5
9.5
3.5
3.5
3.5
4.6
9.3
n.a.
n.a.
n.a.
6.6
6.6
12.9
n.a.
7.6
3.5
n.a.
n.a.
26.9
7.8
7.2
n.a.
13.2
n.a.
13.2
7.2
19.4
5.4
n.a.
9.5
0.6
0.2
15.0
12.2
12.2
9.6
9.0
12.2
3.9
9.0
12.2
12.2
1.8
9.0
5.3
4.9
5.3
15.7
3.5
2.3
9.0
1.2
2.1
4.0
12.2
18.1
0.7
7.0
8.3
9.0
1.8
9.0
6.6
6.3
10.0
11.0
1.5
4.0
11.9
2.6
2.6
29.0
9.0
12.2
1.9
11.9
4.9
12.2
26.8
3.8
5.0
2.5
9.0
1.5
0.8
1.0
0.1
11.2
10.6
10.6
8.5
7.6
10.6
2.8
7.6
10.6
10.6
2.0
7.6
4.4
4.1
2.9
10.9
3.1
2.6
7.6
0.8
1.7
3.0
10.6
8.8
0.6
4.9
6.9
7.6
1.5
7.6
3.3
4.1
7.5
7.4
1.3
3.0
9.3
2.8
2.4
25.0
7.6
10.6
2.0
16.8
4.1
10.6
26.8
2.8
3.2
2.5
7.6
1.1
0.7
1.0
0.2
7.5
9.5
9.5
6.5
7.0
9.5
1.8
7.0
9.5
9.5
2.7
7.0
3.7
3.5
3.2
7.9
2.6
2.8
7.0
n.a.
1.5
2.6
9.5
8.4
0.5
3.2
7.6
7.0
1.4
7.0
1.3
2.7
5.8
5.2
1.5
2.6
7.8
4.0
2.5
18.1
7.0
9.5
2.1
18.6
3.5
9.5
31.7
1.5
2.5
1.8
7.0
1.4
0.9
4.6
1.0
6.7
8.0
8.0
4.8
6.0
8.0
1.7
6.0
8.0
8.0
3.2
6.0
5.2
5.3
7.2
6.0
1.9
3.1
6.0
1.7
2.0
2.4
8.0
6.3
0.8
2.1
10.5
6.0
1.7
6.0
1.2
2.2
4.5
4.5
2.0
2.4
6.6
6.5
3.6
12.6
6.0
8.0
1.4
19.1
5.3
8.0
17.9
1.7
2.5
1.8
6.0
3.9
3.4
19.3
1.3
8.9
8.9
8.9
3.7
5.2
8.9
2.4
5.2
8.9
8.9
3.4
5.2
16.3
11.8
13.5
5.5
1.8
2.7
5.2
3.2
5.4
2.9
8.9
6.6
1.5
3.5
12.2
5.2
1.4
5.2
1.7
2.7
4.1
8.0
3.2
2.9
7.3
15.3
9.7
13.1
5.2
8.9
3.3
18.7
11.8
8.9
16.5
2.3
5.3
2.3
5.2
5.9
5.1
19.1
0.5
10.4
9.5
9.5
3.5
7.2
9.5
n.a.
7.2
9.5
9.5
n.a.
7.2
14.8
13.2
14.9
5.2
1.8
n.a.
7.2
2.6
4.6
3.5
9.5
n.a.
n.a.
3.3
13.1
7.2
n.a.
7.2
n.a.
n.a.
n.a.
8.8
3.3
3.5
6.6
17.5
8.8
12.5
7.2
9.5
n.a.
n.a.
13.2
9.5
16.0
n.a.
5.8
2.5
7.2
5.9
5.7
9.0
4.0
4.0
4.0
12.2
4.0
7.0
0.8
0.5
11.9
9.0
4.9
12.2
9.1
9.0
12.2
9.0
4.0
20.9
5.0
2.3
19.6
8.3
1.0
0.7
3.6
4.9
9.0
1.2
9.0
11.9
11.9
12.2
12.2
8.97
4.87
3.96
11.93
2.06
8.97
12.17
2002
7.6
3.0
3.0
3.0
10.6
3.0
7.7
0.8
0.3
9.3
7.6
4.1
10.6
8.1
7.6
10.6
7.6
3.0
19.3
3.9
2.9
17.8
6.3
0.9
0.8
1.9
4.1
7.6
1.1
7.6
9.3
9.3
10.6
10.6
7.58
4.08
3.03
9.26
1.73
7.58
10.60
2003
7.0
2.6
2.6
2.6
9.5
2.6
7.5
0.6
0.3
7.8
7.0
3.5
9.5
7.9
7.0
9.5
7.0
2.6
17.6
3.6
4.1
13.2
2.9
0.9
1.4
1.1
3.5
7.0
1.2
7.0
7.8
7.8
9.5
9.5
6.98
3.47
2.60
7.82
1.52
6.98
9.47
2004
6.0
2.4
2.4
2.4
8.0
2.4
7.6
1.0
0.5
6.6
6.0
5.3
8.0
5.7
6.0
8.0
6.0
2.4
15.5
3.8
2.2
17.4
2.5
1.6
2.9
1.0
5.3
6.0
1.9
6.0
6.6
6.6
8.0
8.0
6.03
5.32
2.43
6.58
2.03
6.03
7.98
2005
5.2
2.9
2.9
2.9
8.9
2.9
8.1
2.0
0.4
7.3
5.2
11.8
8.9
5.3
5.2
8.9
5.2
2.9
13.2
5.6
4.2
40.2
4.8
3.5
5.4
1.0
11.8
5.2
2.6
5.2
7.3
7.3
8.9
8.9
5.15
11.79
2.93
7.34
5.39
5.15
8.89
2006
7.2
3.5
3.5
3.5
9.5
3.5
n.a.
n.a.
n.a.
6.6
7.2
13.2
9.5
5.0
7.2
9.5
7.2
3.5
13.2
4.9
3.7
41.6
5.8
n.a.
5.5
n.a.
13.2
7.2
n.a.
7.2
6.6
6.6
9.5
9.5
7.19
13.20
3.54
6.58
4.59
7.19
9.51
2007
Figures for Developing Asia
2008
2009
3.0%
########## ##########
Bank Provisions to Non-Performing Loans (Percent)

Average
Median
Min
Max
2013
2014
Average
7.0
6.0
9.1
10.2
3.4
4.6
3.3
0.6
2.4
7.0
3.4
9.1
13.8
3.1
1.9
3.4
10.2
7.5
8.0
5.2
12.6
3.4
2.8
4.0
10.2
10.2
7.5
10.2
0.9
10.2
10.2
10.2
1.0
13.2
3.4
10.2
10.2
10.2
1.6
10.2
Country
AFG
ALB
DZA
AGO
ATG
ARG
ARM
AUS
AUT
AZE
BHS
BHR
BGD
BLR
BEL
BLZ
BEN
BTN
BOL
BIH
BWA
BRA
BRN
BGR
BFA
BDI
KHM
CMR
CAN
CPV
CAF
TCD
CHL
CHN
COL
COM
COD
COG
CRI
CIV
1999
2000
2001
6.5
7.0
3.9
0.4
10.2
3.4
4.9
3.9
19.3
2.6
10.2
10.2
2.0
10.2
7.5
0.5
3.3
11.1
10.2
3.2
3.5
12.3
6.4
3.4
4.5
10.2
10.2
3.4
3.4
3.4
2.8
4.0
16.0
3.8
4.7
9.1
9.1
3.9
1.9
5.8
3.4
1.8
6.0
17.7
16.0
7.5
1.9
7.0
5.3
7.0
7.5
6.1
10.9
3.0
10.2
HRV
CYP
CZE
DNK
DJI
DMA
DOM
ECU
EGY
SLV
GNQ
ERI
EST
ETH
FJI
FIN
FRA
GAB
GMB
GEO
DEU
GHA
GRC
GRD
GTM
GIN
GNB
GUY
HTI
HND
HKG
HUN
ISL
IND
IDN
IRN
IRQ
IRL
ISR
ITA
JAM
JPN
JOR
KAZ
KEN
KIR
KOR
n.a.
KWT
KGZ
LAO
LVA
LBN
LSO
LBR
6.8
0.5
11.0
10.2
10.2
6.9
7.5
10.2
3.2
7.5
10.2
10.2
2.6
7.5
8.1
7.0
7.4
10.1
3.0
2.7
7.5
1.8
2.8
3.4
10.2
11.6
0.9
5.0
10.0
7.5
1.6
7.5
4.1
4.6
7.4
8.5
2.1
3.4
9.1
8.1
4.8
20.2
7.5
10.2
2.3
16.3
7.0
10.2
21.8
2.9
3.8
2.3
7.5
3.1
2.5
LTU
LUX
MKD
MDG
MWI
MYS
MDV
MLI
MSA
MHL
MRT
MUS
MEX
FSM
MDA
MNG
MNE
MAR
MOZ
NAM
NPL
NLD
NZL
NIC
NER
NGA
NOR
OMN
PAK
PLW
PAN
PNG
PRY
PER
PHL
POL
PRT
PRI
QAT
ROU
RUS
RWA
WSM
STP
SAU
SEN
SRB
SYC
SLE
SGP
SVK
SVN
SLB
ZAF
ESP
LKA
KNA
LCA
VCT
SDN
SUR
SWZ
SWE
CHE
SYR
TWN
TJK
TZA
THA
TLS
TGO
TON
TTO
TUN
TUR
UGA
UKR
ARE
GBR
USA
URY
UZB
VUT
VEN
VNM
n.a.
YEM
ZMB
ZWE
7.5
3.4
3.4
3.4
10.2
3.4
7.5
1.0
0.5
9.1
7.5
7.0
10.2
7.6
7.5
10.2
7.5
3.4
17.6
4.8
3.1
25.7
6.2
1.6
2.5
2.2
7.0
7.5
1.8
7.5
9.1
9.1
10.2
10.2
igures for Developing Asia
1
2
3
4
5
1
6
igures for Developing Asia
2010
3.0%
2011
3.0%
2012
3.0%
2013
3.0%
Asia (East)
Emerging
Latin
Middle East
Advanced
South Asia
Sub-
2014
3.0%
2015
3.0%
2016
3.0%
2017
3.0%
########## ########## ########## ########## ########## ########## ########## ##########
rforming Loans (Percent)

port (GFSR), Table 25
86.89
75.89
14.20
322.14
91.72
80.46
10.30
255.51
96.42
79.34
23.10
410.60
97.27
74.35
26.30
666.00
97.94
84.64
20.33
806.80
92.73
74.88
22.50
685.40

2002
2003
2004
81.6
67.0
79.3
75.9
129.0
102.9
77.0
182.9
70.8
81.6
129.0
79.3
26.8
32.4
54.2
129.0
75.9
62.3
84.2
44.6
75.9
214.5
92.9
138.0
75.9
75.9
62.3
75.9
47.7
75.9
75.9
75.9
165.5
14.2
149.7
75.9
75.9
75.9
122.6
75.9
2005
90.1
59.7
88.5
80.5
140.1
124.5
70.7
203.0
71.5
90.1
140.1
88.5
28.3
48.4
51.6
140.1
80.5
58.4
85.9
40.1
80.5
179.8
91.0
131.4
80.5
80.5
58.4
80.5
49.3
80.5
80.5
80.5
177.6
24.8
166.9
80.5
80.5
80.5
153.0
80.5
2006
89.0
56.3
90.7
79.3
159.5
129.9
64.3
202.5
75.6
89.0
159.5
90.7
45.2
51.3
50.8
159.5
79.3
65.4
106.5
39.6
79.3
179.9
93.2
109.9
79.3
79.3
65.4
79.3
55.3
79.3
79.3
79.3
198.5
34.3
153.6
79.3
79.3
79.3
162.2
79.3
2007
85.3
47.2
86.0
70.8
176.1
129.6
66.6
181.8
76.4
85.3
176.1
86.0
43.0
61.5
48.0
176.1
70.8
71.8
132.4
37.2
70.8
181.9
91.4
100.4
70.8
70.8
71.8
70.8
42.1
70.8
70.8
70.8
210.2
39.2
132.6
70.8
70.8
70.8
180.5
70.8
2008
84.6
42.8
90.6
76.5
179.9
131.4
38.2
74.8
62.4
84.6
179.9
90.6
50.1
70.0
67.0
179.9
76.5
85.0
153.7
37.9
76.5
189.0
69.4
109.0
76.5
76.5
85.0
76.5
34.7
76.5
76.5
76.5
179.9
116.4
120.5
76.5
76.5
76.5
121.6
76.5
2009
74.9
51.2
79.0
67.4
163.7
123.0
46.7
68.0
64.4
74.9
163.7
79.0
58.6
57.0
163.7
67.4
106.2
161.5
36.3
67.4
156.0
62.1
78.3
67.4
67.4
106.2
67.4
59.1
67.4
67.4
67.4
185.5
155.0
122.5
67.4
67.4
67.4
93.5
67.4
62.3
81.6
71.2
66.0
75.9
129.0
110.8
119.0
60.2
132.3
75.9
75.9
75.9
62.3
78.5
53.6
75.9
199.4
75.9
51.4
129.0
75.9
75.9
129.0
129.0
129.0
67.0
83.5
80.9
56.6
137.4
79.3
79.3
92.7
92.9
129.0
31.2
63.8
102.9
62.3
104.5
81.6
82.5
81.6
62.3
99.1
46.1
75.9
60.0
90.1
64.5
75.7
80.5
140.1
127.6
143.7
51.0
126.7
80.5
80.5
235.4
80.5
58.4
85.8
55.5
80.5
172.6
49.1
80.5
61.9
140.1
43.2
80.5
80.5
140.1
140.1
140.1
64.8
65.1
112.9
60.3
60.6
88.5
88.5
75.1
91.0
140.1
28.1
78.4
115.6
58.4
131.4
90.1
107.2
90.1
58.4
98.8
50.2
167.0
80.5
56.8
89.0
61.5
79.3
159.5
144.7
182.7
76.2
116.4
79.3
79.3
213.6
79.3
65.4
170.0
57.4
79.3
158.1
50.0
79.3
61.8
159.5
39.6
79.3
79.3
159.5
159.5
159.5
67.6
57.1
99.6
58.9
84.7
90.7
90.7
56.7
93.2
46.0
159.5
28.8
79.6
115.6
65.4
175.2
89.0
95.8
89.0
65.4
116.6
54.4
125.0
79.3
54.4
85.3
70.4
70.8
176.1
134.5
199.8
74.6
120.0
70.8
70.8
110.9
70.8
71.8
158.3
59.8
70.8
154.4
51.3
70.8
53.4
176.1
42.7
70.8
70.8
176.1
176.1
176.1
78.4
64.8
84.1
56.1
104.5
86.0
86.0
49.1
91.4
49.4
176.1
26.4
67.8
71.8
205.2
85.3
92.0
85.3
71.8
129.8
56.9
115.0
70.8
48.7
84.6
67.5
76.5
179.9
133.1
215.9
92.1
110.4
76.5
76.5
57.2
76.5
85.0
131.0
61.4
76.5
146.3
50.0
76.5
48.9
179.9
73.2
76.5
76.5
179.9
179.9
179.9
71.5
58.9
52.6
118.6
90.6
90.6
47.2
69.4
46.1
179.9
20.3
63.4
215.3
85.0
146.3
84.6
84.7
84.6
85.0
61.3
61.3
118.0
76.5
47.6
74.9
59.2
67.4
163.7
114.7
172.3
94.5
99.0
67.4
67.4
83.5
67.4
106.2
63.2
67.4
141.9
50.0
67.4
41.9
163.7
76.5
67.4
67.4
163.7
163.7
163.7
68.3
51.2
127.4
79.0
79.0
37.7
62.1
163.7
22.5
48.9
178.0
106.2
125.2
74.9
74.9
106.2
57.4
63.8
113.0
67.4
81.6
92.9
95.5
75.9
75.9
55.0
62.3
75.9
92.9
62.3
75.9
75.9
201.4
62.3
85.4
81.6
77.3
59.3
75.9
95.2
62.3
69.2
92.9
129.0
75.9
96.2
124.7
87.1
70.4
62.3
149.4
62.3
54.6
68.7
58.0
61.3
83.4
129.0
79.3
16.1
139.5
55.1
62.3
75.9
175.4
75.7
75.9
43.1
73.6
86.4
80.1
62.3
61.3
322.1
90.1
91.0
95.8
80.5
80.5
59.1
58.4
80.5
91.0
58.4
80.5
80.5
241.3
58.4
98.9
90.1
67.4
67.1
80.5
85.3
58.4
65.5
91.0
140.1
80.5
81.0
109.3
97.4
76.7
58.4
116.2
58.4
57.7
80.3
73.8
61.6
79.0
140.1
88.5
45.6
156.3
48.8
58.4
80.5
202.8
75.4
80.5
10.3
78.7
84.0
80.6
58.4
64.3
255.5
89.0
93.2
100.8
79.3
79.3
64.6
65.4
79.3
93.2
65.4
79.3
79.3
210.0
65.4
117.3
89.0
78.8
71.2
79.3
90.3
65.4
56.0
93.2
159.5
79.3
59.5
74.2
109.6
77.8
65.4
128.5
65.4
59.1
100.3
75.0
57.8
80.5
159.5
90.7
51.4
159.3
83.5
65.4
79.3
182.3
52.0
79.3
59.7
89.5
101.7
84.3
65.4
272.2
85.3
91.4
117.0
70.8
70.8
77.3
71.8
70.8
91.4
71.8
70.8
70.8
168.9
71.8
113.8
85.3
73.6
75.2
70.8
77.2
71.8
91.4
176.1
70.8
67.0
111.8
86.1
71.8
132.9
71.8
78.2
131.4
81.5
74.1
176.1
86.0
61.6
144.0
67.0
71.8
70.8
142.9
53.8
70.8
44.5
115.6
93.3
86.4
71.8
214.6
84.6
69.4
120.3
76.5
76.5
89.0
85.0
76.5
69.4
85.0
76.5
76.5
161.2
85.0
94.2
84.6
55.6
75.3
76.5
64.7
85.0
69.4
179.9
76.5
53.5
127.3
69.6
85.0
104.9
85.0
77.7
151.4
86.0
61.3
66.5
179.9
90.6
60.3
118.4
66.3
85.0
76.5
153.3
51.5
187.8
76.5
54.4
109.1
91.4
79.3
85.0
70.8
74.9
62.1
97.6
67.4
67.4
93.3
106.2
67.4
62.1
106.2
67.4
67.4
163.8
106.2
52.5
74.9
60.5
74.1
67.4
62.8
106.2
62.1
163.7
67.4
60.3
113.8
71.0
106.2
116.9
106.2
78.3
135.3
84.2
50.2
72.7
163.7
79.0
47.9
91.0
65.9
106.2
67.4
50.5
152.9
67.4
35.8
91.0
76.1
76.4
106.2
58.3
2018
3.0%
2019
3.0%
62.3
129.0
129.0
129.0
75.9
129.0
78.0
70.6
90.9
79.3
62.3
81.6
75.9
79.8
62.3
75.9
62.3
129.0
45.1
88.1
97.8
21.1
94.6
61.5
168.0
81.6
62.3
130.2
62.3
79.3
79.3
75.9
75.9
58.4
140.1
140.1
140.1
80.5
140.1
78.0
73.6
116.0
88.5
58.4
90.1
80.5
83.7
58.4
80.5
58.4
140.1
46.8
88.7
103.8
25.0
95.7
54.0
154.8
220.8
90.1
58.4
196.3
58.4
88.5
88.5
80.5
80.5
65.4
159.5
159.5
159.5
79.3
159.5
76.0
58.0
122.6
90.7
65.4
89.0
79.3
82.7
65.4
79.3
65.4
159.5
49.0
89.7
74.4
23.1
98.2
54.6
134.8
410.6
89.0
65.4
229.1
65.4
90.7
90.7
79.3
79.3
71.8
176.1
176.1
176.1
70.8
176.1
77.0
60.4
124.0
86.0
71.8
85.3
70.8
86.5
71.8
70.8
71.8
176.1
53.2
86.8
71.8
26.3
100.0
91.7
666.0
85.3
71.8
175.7
71.8
86.0
86.0
70.8
70.8
85.0
179.9
179.9
179.9
76.5
179.9
75.0
47.1
78.1
90.6
85.0
84.6
76.5
97.9
85.0
76.5
85.0
179.9
56.8
79.8
120.3
29.6
101.5
38.1
75.3
806.8
84.6
85.0
148.0
85.0
90.6
90.6
76.5
76.5
106.2
163.7
163.7
163.7
67.4
163.7
76.3
51.3
100.0
79.0
106.2
74.9
67.4
106.2
67.4
106.2
163.7
82.0
71.9
32.3
79.0
30.1
60.1
685.4
74.9
106.2
135.7
106.2
79.0
79.0
67.4
67.4
62.27
81.62
128.98
79.34
92.90
62.27
75.89
58.42
90.09
140.09
88.51
91.03
58.42
80.46
65.40
88.99
159.46
90.69
93.20
65.40
79.34
71.78
85.31
176.08
86.04
91.37
71.78
70.76
85.03
84.64
179.92
90.63
69.40
85.03
76.45
106.18
74.88
163.74
79.02
62.08
106.18
67.43
2020
3.0%
########## ########## ##########
Average
Median
Min
Max
2010
2011
2012
2013
2014
Average
84.3
54.1
85.7
75.1
158.0
123.6
60.6
152.2
70.2
84.3
158.0
85.7
38.7
53.7
54.8
158.0
75.1
74.8
120.7
39.3
75.1
183.5
83.3
111.2
75.1
75.1
74.8
75.1
48.0
75.1
75.1
75.1
186.2
64.0
141.0
75.1
75.1
75.1
138.9
75.1
Country
Afghanistan
Albania
Algeria
Angola
Antigua and
Argentina
Armenia
Australia
Austria
Azerbaijan
Bahamas,
Bahrain
Bangladesh
Belarus
Belgium
Belize
Benin
Bhutan
Bolivia
Bosnia and
Botswana
Brazil
Brunei
Bulgaria
Burkina
Burundi
Cambodia
Cameroon
Canada
Cape Verde
Central
Chad
Chile
China
Colombia
Comoros
Congo,
Congo,
Costa Rica
Cote d'Ivoire
55.0
84.3
65.7
70.8
75.1
158.0
127.5
172.2
74.8
117.5
75.1
75.1
140.1
75.1
74.8
82.2
153.1
58.5
75.1
162.1
50.1
75.1
53.2
158.0
55.0
75.1
75.1
158.0
158.0
158.0
69.6
63.4
94.4
56.9
105.5
85.7
85.7
59.8
83.3
47.2
158.0
26.2
67.0
196.7
111.4
74.8
148.0
84.3
92.4
84.3
74.8
93.8
55.4
127.6
75.1
Croatia
Cyprus
Czech
Denmark
Djibouti
Dominica
Dominican
Ecuador
Egypt
El Salvador
Equatorial
Eritrea
Estonia
Ethiopia
Fiji
Finland
France
Gabon
Gambia
Georgia
Germany
Ghana
Greece
Grenada
Guatemala
Guinea
GuineaGuyana
Haiti
Honduras
Hong Kong
Hungary
Iceland
India
Indonesia
Iran, Islamic
Iraq
Ireland
Israel
Italy
Jamaica
Japan
Jordan
Kazakhstan
Kenya
Kiribati
Korea,
Kosovo
Kuwait
Kyrgyz
Lao PDR
Latvia
Lebanon
Lesotho
Liberia
84.3
83.3
104.5
75.1
75.1
73.1
74.8
75.1
83.3
74.8
75.1
75.1
191.1
74.8
93.7
84.3
68.9
70.4
75.1
79.3
74.8
63.6
83.3
158.0
75.1
78.9
81.5
107.8
75.3
74.8
124.8
74.8
67.6
111.2
76.4
58.4
76.0
158.0
85.7
47.2
134.8
64.4
74.8
75.1
171.3
59.8
170.4
75.1
41.3
92.9
88.8
81.2
74.8
62.8
198.9
Lithuania
Luxembourg
Macedonia,
Madagascar
Malawi
Malaysia
Maldives
Mali
Malta
Marshall
Mauritania
Mauritius
Mexico
Micronesia,
Moldova
Mongolia
Montenegro
Morocco
Mozambiqu
Namibia
Nepal
Netherlands
New
Nicaragua
Niger
Nigeria
Norway
Oman
Pakistan
Palau
Panama
Papua New
Paraguay
Peru
Philippines
Poland
Portugal
Puerto Rico
Qatar
Romania
Russia
Rwanda
Samoa
Sao Tome
Saudi
Senegal
Serbia
Seychelles
Sierra
Singapore
Slovak
Slovenia
Solomon
South Africa
Spain
Sri Lanka
St. Kitts and
St. Lucia
St. Vincent
Sudan
Suriname
Swaziland
Sweden
Switzerland
Syrian Arab
Taiwan
Tajikistan
Tanzania
Thailand
Timor-Leste
Togo
Tonga
Trinidad and
Tunisia
Turkey
Uganda
Ukraine
United Arab
United
United
Uruguay
Uzbekistan
Vanuatu
Venezuela
Vietnam
West Bank
Yemen
Zambia
Zimbabwe
74.8
158.0
158.0
158.0
75.1
158.0
76.7
60.2
105.3
85.7
74.8
84.3
75.1
86.1
74.8
75.1
74.8
158.0
50.2
85.8
90.0
26.2
94.8
47.7
114.1
557.9
84.3
74.8
169.2
74.8
85.7
85.7
75.1
75.1
1
2
3
4
5
1
6
Asia (East)
Emerging
Latin
Middle East
Advanced
South Asia
Sub-
Bank Regulatory Capital to Risk-weighted Assets (Percent)

16.13
15.90
-4.72
38.10
15.92
15.57
2.53
35.70
15.81
15.05
4.94
36.00
Regional Average (lack of da

1999
2000
2001
2002
2003
2004
2005
2006
21.0
21.6
15.8
18.2
15.9
14.0
32.3
10.5
12.4
21.0
15.9
15.8
6.9
25.2
13.0
15.9
18.2
11.3
14.9
18.7
18.2
18.6
13.3
16.6
18.2
18.2
11.3
18.2
13.3
18.2
18.2
18.2
13.6
-4.7
14.2
18.2
18.2
18.2
19.1
18.2
19.5
18.6
17.0
17.9
15.6
15.3
33.7
10.4
11.8
19.5
15.6
17.0
7.3
26.7
11.5
15.6
17.9
12.2
14.7
17.8
17.9
17.9
12.8
15.3
17.9
17.9
12.2
17.9
12.9
17.9
17.9
17.9
13.0
2.5
14.7
17.9
17.9
17.9
20.6
17.9
18.7
18.1
18.1
17.6
15.1
16.8
34.9
10.4
13.2
18.7
15.1
18.1
5.1
24.4
11.9
15.1
17.6
12.7
13.3
17.7
17.6
18.9
12.8
14.5
17.6
17.6
12.7
17.6
12.5
17.6
17.6
17.6
12.5
4.9
13.1
17.6
17.6
17.6
18.8
17.6
16.0
21.0
12.5
13.4
18.2
15.9
12.9
12.0
11.4
13.4
18.2
18.2
11.5
18.2
11.3
19.1
11.5
22.3
18.2
36.0
12.4
13.9
12.8
15.9
14.5
18.2
18.2
15.9
15.9
15.9
15.4
12.4
12.8
12.9
19.4
15.8
15.8
12.6
10.8
11.6
15.9
11.6
17.8
15.3
16.6
11.3
12.1
21.0
17.3
21.0
11.3
11.7
21.2
22.0
18.2
15.2
19.5
11.9
13.2
17.9
15.6
12.5
11.6
13.7
13.5
17.9
17.9
10.7
17.9
12.2
17.2
11.3
19.8
17.9
31.0
12.2
16.2
13.2
15.6
13.7
17.9
17.9
15.6
15.6
15.6
14.8
11.6
12.8
12.8
19.3
17.0
17.0
12.0
10.7
10.6
15.6
12.2
17.6
14.9
16.4
12.2
13.0
19.5
21.3
19.5
12.2
10.1
22.9
25.0
17.9
14.4
18.7
11.5
13.8
17.6
15.1
12.4
12.0
14.7
13.8
17.6
17.6
10.8
17.6
12.7
15.1
10.9
17.8
17.6
36.0
12.5
15.8
12.2
15.1
13.6
17.6
17.6
15.1
15.1
15.1
14.9
11.0
15.1
12.3
21.3
18.1
18.1
10.9
10.8
10.7
15.1
13.1
21.4
14.8
16.5
12.7
12.8
18.7
21.8
18.7
12.7
10.2
25.0
19.0
17.6
12.4
17.5
23.0
18.2
18.2
14.4
11.3
18.2
21.3
11.3
18.2
18.2
14.1
11.3
31.4
21.0
31.3
10.5
18.7
15.4
11.3
12.3
13.3
15.9
18.2
14.7
12.2
17.6
10.5
11.3
17.6
11.3
20.5
14.0
18.4
15.4
10.4
15.9
15.8
20.6
17.0
14.0
11.3
18.2
17.8
11.9
27.9
18.2
38.1
16.2
18.7
11.8
11.3
14.0
11.0
10.3
15.5
21.3
17.9
17.9
13.7
12.2
17.9
20.4
12.2
17.9
17.9
14.3
12.2
27.2
19.5
27.8
11.5
16.0
14.6
12.2
12.6
12.8
15.6
17.9
17.8
11.9
18.5
11.3
12.2
16.8
12.2
20.4
12.0
17.6
14.5
11.3
15.6
17.0
21.1
16.0
14.0
12.2
17.9
17.8
11.1
26.0
17.9
35.7
15.8
14.8
10.5
12.2
12.3
11.0
10.8
15.3
18.3
17.6
17.6
13.5
12.7
17.6
22.0
12.7
17.6
17.6
16.1
12.7
27.9
18.7
21.3
12.3
12.5
14.2
12.7
11.9
12.8
15.1
17.6
22.6
11.2
17.2
12.7
12.7
15.8
12.7
20.1
12.5
18.1
13.2
10.9
15.1
18.1
18.1
14.9
13.7
12.7
17.6
21.9
13.1
24.7
17.6
33.3
15.4
13.0
11.0
12.7
12.1
11.2
11.3
15.9
15.9
15.9
18.2
15.9
14.0
10.1
12.6
15.8
11.3
21.0
18.2
12.4
11.3
18.2
11.3
15.9
11.6
28.2
20.5
16.8
16.9
12.7
13.2
21.7
21.0
11.3
19.2
11.3
15.8
15.8
18.2
18.2
11.3
21.0
15.9
15.8
13.3
11.3
18.2
12.2
15.6
15.6
15.6
17.9
15.6
15.0
10.1
12.4
17.0
12.2
19.5
17.9
13.2
12.2
17.9
12.2
15.6
12.4
23.7
18.3
15.0
17.0
12.8
12.9
22.7
19.5
12.2
15.5
12.2
17.0
17.0
17.9
17.9
12.2
19.5
15.6
17.0
12.8
12.2
17.9
12.7
15.1
15.1
15.1
17.6
15.1
20.0
10.0
13.4
18.1
12.7
18.7
17.6
13.6
12.7
17.6
12.7
15.1
11.8
21.9
18.0
14.2
40.0
16.7
12.9
30.0
13.0
16.9
20.0
18.7
10.0
12.7
14.3
0.0
12.7
18.1
18.1
17.6
17.6
12.7
18.7
15.1
18.1
12.8
12.7
17.6
15.27
14.53
7.40
35.00
15.46
14.66
9.40
43.50
16.27
15.47
-9.10
36.20

2007
2008
2009
17.5
17.1
15.5
17.7
14.5
16.9
30.1
10.2
12.7
17.5
14.5
15.5
7.4
19.3
11.2
14.5
17.7
12.9
12.6
17.1
17.7
18.7
12.3
13.8
17.7
17.7
12.9
17.7
12.1
17.7
17.7
17.7
12.2
8.4
13.6
17.7
17.7
17.7
16.1
17.7
17.1
17.2
14.2
18.5
14.7
16.8
27.1
11.4
12.9
17.1
14.7
14.2
10.1
21.8
16.2
14.7
18.5
13.3
13.7
16.3
18.5
18.3
12.5
14.9
18.5
18.5
13.3
18.5
12.2
18.5
18.5
18.5
12.5
12.0
13.4
18.5
18.5
18.5
15.1
18.5
16.9
16.7
15.5
19.3
15.5
18.6
28.3
11.7
14.3
16.9
15.5
15.5
19.0
16.3
15.5
19.3
14.1
13.3
16.4
19.3
18.2
13.6
17.3
19.3
19.3
14.1
19.3
14.5
19.3
19.3
19.3
14.3
10.0
15.1
19.3
19.3
19.3
14.1
19.3
2010
2011
2012
2013
2014
16.9
17.5
11.6
12.3
17.7
14.5
13.0
12.5
14.8
13.8
17.7
17.7
10.8
17.7
12.9
15.4
10.2
14.3
17.7
30.0
12.9
14.8
11.2
14.5
13.8
17.7
17.7
14.5
14.5
14.5
13.4
10.4
12.1
12.3
19.3
15.5
15.5
10.7
11.0
10.4
14.5
12.3
20.8
14.2
18.0
12.9
12.3
17.5
18.5
17.5
12.9
11.1
12.5
14.0
17.7
15.4
17.1
12.3
18.5
14.7
13.4
13.0
14.7
15.1
18.5
18.5
13.3
18.5
13.3
13.5
19.4
18.5
24.0
13.6
13.8
9.4
14.7
13.5
18.5
18.5
14.7
14.7
14.7
14.8
11.1
13.0
16.8
14.2
14.2
10.6
11.1
10.8
14.7
12.4
18.4
14.9
18.9
13.3
12.3
17.1
16.0
17.1
13.3
11.8
12.1
12.0
18.5
16.2
16.9
13.7
19.3
15.5
14.5
13.9
15.3
16.5
19.3
19.3
15.7
19.3
14.1
19.3
26.6
15.6
11.7
15.5
14.8
19.3
19.3
15.5
15.5
15.5
16.6
13.1
13.2
17.5
15.5
15.5
10.6
12.6
15.5
14.3
19.3
-9.1
19.9
14.1
14.2
16.9
16.9
14.1
14.6
12.4
15.0
19.3
10.9
14.3
17.0
17.7
17.7
13.2
12.9
17.7
21.0
12.9
17.7
17.7
15.9
12.9
29.1
17.5
17.1
10.6
14.2
15.7
12.9
13.2
12.3
14.5
17.7
21.0
11.7
15.8
12.3
12.9
13.6
12.9
16.8
12.1
15.7
12.0
10.4
14.5
15.5
13.8
15.5
16.6
12.9
17.7
20.6
13.6
27.9
17.7
35.0
13.5
12.8
11.2
12.9
12.8
10.6
12.9
15.4
16.2
18.5
18.5
12.7
13.3
18.5
17.7
13.3
18.5
18.5
15.3
13.3
32.2
17.1
15.0
11.2
13.9
15.5
13.3
11.9
12.5
14.7
18.5
21.9
11.2
14.7
12.3
13.3
14.4
13.3
18.2
11.9
15.5
10.8
9.4
14.7
14.2
13.8
16.8
15.9
13.3
18.5
16.0
13.9
21.9
18.5
43.5
14.7
11.1
11.7
13.3
13.0
11.3
14.2
17.5
16.5
19.3
19.3
14.6
14.1
19.3
14.1
19.3
19.3
15.9
14.1
32.7
16.9
12.9
11.7
16.4
14.1
13.3
13.6
15.5
19.3
21.5
12.1
15.5
14.1
14.1
15.9
14.1
16.8
13.3
15.3
13.1
10.3
15.5
15.5
13.7
20.9
20.5
14.1
19.3
15.9
21.2
19.3
36.2
16.5
12.3
11.6
14.1
13.6
11.7
12.9
14.5
14.5
14.5
17.7
14.5
21.0
9.8
12.1
15.5
12.9
17.5
17.7
14.8
12.9
17.7
12.9
14.5
11.6
18.9
19.5
13.9
14.4
12.6
12.8
17.8
17.5
12.9
12.9
12.9
5.0
15.5
15.5
17.7
17.7
12.9
17.5
14.5
15.5
12.3
12.9
17.7
13.3
14.7
14.7
14.7
18.5
14.7
18.0
10.2
14.8
14.2
13.3
17.1
18.5
13.8
13.3
18.5
13.3
14.7
11.7
18.0
20.7
14.0
13.3
12.9
12.8
16.7
17.1
13.3
13.4
13.3
10.0
14.2
14.2
18.5
18.5
13.3
17.1
14.7
14.2
12.5
13.3
18.5
14.1
15.5
15.5
15.5
19.3
15.5
17.1
12.7
16.9
15.5
14.1
16.9
19.3
14.1
19.3
14.1
15.5
20.4
21.1
15.6
18.6
13.3
14.2
17.0
16.9
14.1
15.0
14.1
15.0
15.5
15.5
19.3
19.3
14.1
16.9
15.5
15.5
13.6
14.1
19.3
y = 0.1803x + 14.55
R = 0.041
Series1
Linear (Series1)
Poly. (Series1)
20.0
25.0
30.0
Bank Return on Assets (Percent)

Average
Median
Min
Max
Average
Country
18.4
18.2
16.0
18.2
15.2
16.4
31.1
10.8
12.9
18.4
15.2
16.0
7.4
22.7
13.4
15.2
18.2
12.7
13.7
17.4
18.2
18.4
12.9
15.4
18.2
18.2
12.7
18.2
12.9
18.2
18.2
18.2
13.0
5.5
14.0
18.2
18.2
18.2
17.3
18.2
Afghanistan
Albania
Algeria
Angola
Antigua and
Argentina
Armenia
Australia
Austria
Azerbaijan
Bahamas,
Bahrain
Bangladesh
Belarus
Belgium
Belize
Benin
Bhutan
Bolivia
Bosnia and
Botswana
Brazil
Brunei
Bulgaria
Burkina
Burundi
Cambodia
Cameroon
Canada
Cape Verde
Central
Chad
Chile
China
Colombia
Comoros
Congo,
Congo,
Costa Rica
Cote d'Ivoire
1999
2000
2001
2002
2003
15.7
18.4
12.3
13.2
18.2
15.2
13.1
12.5
14.1
14.4
18.2
18.2
12.1
18.2
12.7
16.1
11.0
18.7
18.2
30.6
12.7
15.0
11.8
15.2
14.0
18.2
18.2
15.2
15.2
15.2
15.0
11.6
13.2
12.8
18.9
16.0
16.0
11.2
11.2
10.8
15.2
12.7
19.2
10.8
17.7
12.7
12.8
18.4
19.0
18.4
12.7
11.6
17.7
17.8
18.2
Croatia
Cyprus
Czech
Denmark
Djibouti
Dominica
Dominican
Ecuador
Egypt
El Salvador
Equatorial
Eritrea
Estonia
Ethiopia
Fiji
Finland
France
Gabon
Gambia
Georgia
Germany
Ghana
Greece
Grenada
Guatemala
Guinea
GuineaGuyana
Haiti
Honduras
Hong Kong
Hungary
Iceland
India
Indonesia
Iran, Islamic
Iraq
Ireland
Israel
Italy
Jamaica
Japan
Jordan
Kazakhstan
Kenya
Kiribati
Korea,
Kosovo
Kuwait
Kyrgyz
Lao PDR
Latvia
Lebanon
Lesotho
Liberia
11.9
15.9
18.7
18.2
18.2
13.7
12.7
18.2
20.5
12.7
18.2
18.2
15.3
12.7
30.1
18.4
20.9
11.3
15.1
15.3
12.7
12.5
12.9
15.2
18.2
19.9
11.7
16.6
12.2
12.7
15.7
12.7
18.8
12.6
16.8
13.2
10.5
15.2
16.0
16.9
16.9
15.8
12.7
18.2
18.8
13.3
24.9
18.2
37.0
15.4
13.8
11.3
12.7
13.0
11.1
Lithuania
Luxembourg
Macedonia,
Madagascar
Malawi
Malaysia
Maldives
Mali
Malta
Marshall
Mauritania
Mauritius
Mexico
Micronesia,
Moldova
Mongolia
Montenegro
Morocco
Mozambiqu
Namibia
Nepal
Netherlands
New
Nicaragua
Niger
Nigeria
Norway
Oman
Pakistan
Palau
Panama
Papua New
Paraguay
Peru
Philippines
Poland
Portugal
Puerto Rico
Qatar
Romania
Russia
Rwanda
Samoa
Sao Tome
Saudi
Senegal
Serbia
Seychelles
Sierra
Singapore
Slovak
Slovenia
Solomon
South Africa
Spain
Sri Lanka
St. Kitts and
St. Lucia
St. Vincent
Sudan
Suriname
Swaziland
Sweden
Switzerland
Syrian Arab
Taiwan
Tajikistan
Tanzania
Thailand
Timor-Leste
Togo
Tonga
Trinidad and
Tunisia
Turkey
Uganda
Ukraine
United Arab
United
United
Uruguay
Uzbekistan
Vanuatu
Venezuela
Vietnam
West Bank
Yemen
Zambia
Zimbabwe
12.7
15.2
15.2
15.2
18.2
15.2
17.5
10.5
13.7
16.0
12.7
18.4
18.2
13.6
12.7
18.2
12.7
15.2
11.8
21.9
19.7
14.9
16.2
12.9
13.1
18.8
18.4
12.7
15.1
12.7
16.0
16.0
18.2
18.2
1
2
3
4
5
1
6
Asia (East)
Emerging
Latin
Middle East
Advanced
South Asia
Sub-
1.81
1.55
-1.20
9.90
1.84
1.76
0.37
8.10
1.89
1.89
-1.20
5.84
1.82
1.87
0.10
3.91
1.67
1.66
-2.60
4.20
1.10
1.34
-23.50
4.00

2004
2005
2006
2007
2008
2009
1.55
1.28
1.36
3.30
1.59
-0.45
3.23
1.10
0.60
1.55
1.59
1.36
-0.50
1.45
0.50
1.59
3.30
1.11
-0.10
0.69
3.30
2.18
0.89
2.10
3.30
3.30
1.11
3.30
0.79
3.30
3.30
3.30
1.24
1.76
1.40
1.76
2.75
1.95
0.87
3.08
1.00
0.60
1.76
1.95
1.76
0.60
1.25
0.50
1.95
2.75
1.29
0.70
0.69
2.75
2.93
0.96
2.00
2.75
2.75
1.29
2.75
0.67
2.75
2.75
2.75
1.20
1.93
1.36
1.89
2.77
2.13
1.90
3.57
1.00
0.70
1.93
2.13
1.89
-1.20
1.70
0.70
2.13
2.77
1.06
1.30
0.90
2.77
2.70
1.01
2.21
2.77
2.77
1.06
2.77
0.87
2.77
2.77
2.77
1.20
1.96
1.60
1.80
2.53
2.05
1.50
2.90
1.00
0.80
1.96
2.05
1.80
0.90
1.70
0.40
2.05
2.53
1.24
1.86
0.87
2.53
2.85
0.91
2.40
2.53
2.53
1.24
2.53
0.80
2.53
2.53
2.53
1.08
1.13
0.91
1.66
2.93
1.91
1.60
3.10
0.70
0.10
1.13
1.91
1.66
1.30
1.40
-1.30
1.91
2.93
1.21
1.73
0.40
2.93
1.50
0.34
2.10
2.93
2.93
1.21
2.93
0.43
2.93
2.93
2.93
1.20
0.46
0.58
0.90
0.90
1.00
2.73
3.30
3.30
3.30
2.00
3.30
2.70
2.75
2.75
2.75
2.50
2.75
2.45
2.77
2.77
2.77
2.50
2.77
2.35
2.53
2.53
2.53
1.51
2.53
2.43
2.93
2.93
2.93
1.80
2.93
-1.42
0.16
1.53
2.36
1.70
2.40
0.70
0.60
0.40
-1.42
1.70
1.53
1.20
-0.30
1.70
2.36
1.33
1.61
0.21
2.36
1.22
0.48
1.20
2.36
2.36
1.33
2.36
0.38
2.36
2.36
2.36
1.21
n.a.
2.50
2.36
2.36
2.36
1.40
2.36
2010
2011
1.68
1.55
1.26
1.23
3.30
1.59
1.77
1.21
0.50
1.02
3.30
3.30
2.13
3.30
1.11
0.80
0.50
2.80
3.30
1.88
0.14
5.80
0.40
1.59
1.30
3.30
3.30
1.59
1.59
1.59
1.70
1.30
1.80
0.80
3.41
1.36
1.36
1.10
0.98
0.65
1.59
0.20
1.10
1.20
2.10
1.11
1.65
1.76
1.39
1.27
2.75
1.95
1.89
1.50
0.60
1.18
2.75
2.75
1.96
2.75
1.29
0.90
0.56
2.60
2.75
3.03
0.44
4.60
0.90
1.95
1.60
2.75
2.75
1.95
1.95
1.95
1.70
1.40
2.30
0.90
2.46
1.76
1.76
0.80
1.11
0.66
1.95
0.50
2.00
1.60
2.40
1.29
1.50
1.93
1.23
1.31
2.77
2.13
2.54
2.01
0.80
1.50
2.77
2.77
1.70
2.77
1.06
1.00
0.63
2.50
2.77
2.73
0.36
4.80
0.80
2.13
1.20
2.77
2.77
2.13
2.13
2.13
1.80
1.50
2.60
0.70
2.60
1.89
1.89
0.80
1.04
0.81
2.13
0.40
1.70
1.40
2.80
1.06
1.59
1.96
1.33
1.02
2.53
2.05
2.61
2.04
0.90
1.19
2.53
2.53
2.59
2.53
1.24
1.20
0.38
2.70
2.53
1.88
0.25
3.70
0.98
2.05
1.50
2.53
2.53
2.05
2.05
2.05
1.90
1.20
1.50
0.90
2.80
1.80
1.80
0.70
1.22
0.80
2.05
0.20
1.60
2.60
3.00
1.24
1.61
1.13
1.16
2.93
1.91
2.73
1.72
0.80
1.00
2.93
2.93
0.27
2.93
1.21
0.80
-0.04
1.80
2.93
-2.60
-0.30
3.20
0.20
1.91
1.68
2.93
2.93
1.91
1.91
1.91
1.80
0.80
1.00
2.30
1.66
1.66
0.00
0.30
1.91
-0.20
1.40
0.20
2.80
1.21
0.85
1.30
1.10
1.10
0.47
1.55
2.50
1.55
1.11
1.70
0.65
3.00
3.30
1.76
3.00
1.76
1.29
2.12
0.73
2.00
2.75
1.93
3.20
1.93
1.06
2.05
0.85
2.00
2.77
1.96
3.40
1.96
1.24
2.00
1.02
2.60
2.53
1.13
3.20
1.13
1.21
0.30
1.12
3.00
2.93
1.30
-1.42
1.31
2.36
1.70
2.30
1.34
0.50
2.36
2.36
-5.84
2.36
1.33
2.36
-1.15
3.20
0.20
1.70
1.91
2.36
2.36
1.70
1.70
1.70
1.60
1.10
1.02
2.60
1.53
1.53
0.20
1.70
1.20
-23.50
3.00
1.33
-1.42
-1.42
1.33
-3.51
1.03
4.00
2.36
1.20
0.70
0.60
3.30
3.30
1.40
1.11
3.30
1.40
1.11
3.30
3.30
2.13
1.11
3.72
1.55
-0.29
0.80
1.43
2.10
1.11
0.43
0.89
1.59
3.30
3.10
0.90
1.70
1.20
1.11
1.80
1.11
1.70
1.20
0.90
1.40
0.80
1.59
1.36
2.50
2.85
1.80
1.11
3.30
2.40
1.80
-1.20
3.30
9.90
1.15
1.20
1.10
1.11
1.30
0.83
1.00
0.70
1.20
2.75
2.75
1.40
1.29
2.75
1.40
1.29
2.75
2.75
3.19
1.29
3.20
1.76
0.81
0.50
1.81
3.50
1.29
0.37
0.96
1.95
2.75
0.90
1.00
2.30
1.89
1.29
2.13
1.29
2.10
2.20
1.10
1.60
0.90
1.95
1.76
1.90
3.18
0.90
1.29
2.75
3.40
1.60
1.10
2.75
8.10
1.15
1.20
1.00
1.29
1.20
0.90
1.30
0.90
1.80
2.77
2.77
1.30
1.06
2.77
1.30
1.06
2.77
2.77
3.51
1.06
3.40
1.93
1.07
1.30
3.51
1.50
1.06
0.39
1.01
2.13
2.77
1.60
0.90
2.30
2.08
1.06
1.70
1.06
3.33
2.20
1.30
1.69
1.10
2.13
1.89
1.70
3.30
2.40
1.06
2.77
4.00
1.60
1.70
2.77
5.84
1.40
1.30
1.30
1.06
1.40
1.03
1.70
0.80
1.80
2.53
2.53
1.50
1.24
2.53
1.00
1.24
2.53
2.53
2.74
1.24
3.91
1.96
0.72
1.50
1.90
3.50
1.24
0.62
0.91
2.05
2.53
2.10
0.80
2.10
1.50
1.24
2.03
1.24
3.11
2.52
1.30
1.67
1.00
2.05
1.80
1.30
3.00
1.50
1.24
2.53
2.80
1.60
1.70
2.53
3.10
1.30
1.00
1.40
1.24
1.37
1.05
1.00
0.20
1.40
2.93
2.93
1.50
1.21
2.93
0.70
1.21
2.93
2.93
1.46
1.21
3.49
1.13
-0.62
1.20
3.50
4.20
1.21
-0.40
0.34
1.91
2.93
3.95
0.50
1.70
0.80
1.21
2.25
1.21
3.50
2.56
0.80
1.60
0.20
1.91
1.66
1.60
1.80
2.40
1.21
2.93
2.30
1.40
2.10
2.93
2.20
1.00
0.96
0.70
1.21
2.10
0.74
-4.20
0.60
0.71
2.36
2.36
1.20
1.33
2.36
1.33
2.36
2.36
1.24
1.33
0.20
-1.42
-0.88
1.30
3.00
1.33
-0.04
0.48
1.70
2.36
1.84
0.60
2.20
0.90
1.33
1.48
1.33
2.69
2.25
1.20
1.20
0.40
1.70
1.53
0.30
0.70
1.00
1.33
2.36
1.95
1.00
2.36
1.00
1.10
0.66
0.50
1.33
0.96
0.71
1.11
1.59
1.59
1.59
3.30
1.59
3.50
0.70
0.78
1.36
1.11
1.55
3.30
1.21
1.11
3.30
1.11
1.59
0.50
2.11
4.25
1.10
2.10
0.70
1.28
-0.10
1.55
1.11
5.89
1.11
1.36
1.36
3.30
3.30
1.11
1.55
1.59
1.36
0.89
1.11
3.30
1.29
1.95
1.95
1.95
2.75
1.95
2.70
0.68
0.93
1.76
1.29
1.76
2.75
1.36
1.29
2.75
1.29
1.95
0.60
1.47
3.40
1.30
2.70
0.80
1.28
0.80
1.76
1.29
3.65
1.29
1.76
1.76
2.75
2.75
1.29
1.76
1.95
1.76
0.96
1.29
2.75
1.06
2.13
2.13
2.13
2.77
2.13
2.90
0.82
0.90
1.89
1.06
1.93
2.77
0.77
1.06
2.77
1.06
2.13
0.70
2.27
3.10
1.60
2.20
0.50
1.28
1.00
1.93
1.06
2.97
1.06
1.89
1.89
2.77
2.77
1.06
1.93
2.13
1.89
1.01
1.06
2.77
1.24
2.05
2.05
2.05
2.53
2.05
1.90
0.80
0.70
1.80
1.24
1.96
2.53
0.10
1.24
2.53
1.24
2.05
0.90
2.55
3.86
1.50
2.00
0.40
0.81
1.30
1.96
1.24
2.55
1.24
1.80
1.80
2.53
2.53
1.24
1.96
2.05
1.80
0.91
1.24
2.53
1.21
1.91
1.91
1.91
2.93
1.91
4.00
0.62
0.28
1.66
1.21
1.13
2.93
1.00
1.21
2.93
1.21
1.91
1.00
1.83
3.50
1.03
2.20
-0.40
0.04
1.00
1.13
1.21
2.47
1.21
1.66
1.66
2.93
2.93
1.21
1.13 1.91
1.66
0.34
1.21
2.93
1.33
1.70
1.70
1.70
2.36
1.70
2.40
0.20
1.53
1.33
-1.42
2.36
1.33
2.36
1.33
1.70
2.55
3.20
-3.19
1.50
-0.10
0.10
1.30
-1.42
1.33
1.86
1.33
1.53
1.53
2.36
2.36
1.33
1.42
1.70
1.53
0.48
1.33
2.36
2012
2013
2014
Average
1.15
1.12
1.67
2.77
1.89
1.30
2.76
0.90
0.53
1.15
1.89
1.67
0.22
1.45
0.08
1.89
2.77
1.21
1.18
0.63
2.77
2.23
0.76
2.00
2.77
2.77
1.21
2.77
0.66
2.77
2.77
2.77
1.19
0.77
2.53
2.77
2.77
2.77
1.95
2.77
1.55
1.15
1.28
1.21
2.77
1.89
2.31
1.64
0.72
1.07
2.77
2.77
0.47
2.77
1.21
0.94
0.41
2.48
2.77
0.96
0.18
4.22
0.58
1.89
1.53
2.77
2.77
1.89
1.89
1.89
1.75
1.22
2.05
0.89
2.70
1.67
1.67
0.85
0.76
0.64
1.89
0.22
1.50
-2.75
2.68
1.21
0.96
1.15
3.06
1.15
1.21
0.78
0.90
2.77
2.77
0.33
0.65
1.25
2.77
2.77
1.38
1.21
2.77
1.16
1.21
2.77
2.77
2.38
1.21
2.99
1.15
0.14
1.10
2.43
2.97
1.21
0.23
0.76
1.89
2.77
2.25
0.78
2.05
1.40
1.21
1.90
1.21
2.74
2.16
1.10
1.53
0.73
1.89
1.67
1.55
2.47
1.67
1.21
2.77
2.81
1.60
1.07
2.77
5.02
1.18
1.05
1.00
1.21
1.39
0.88
1.21
1.89
1.89
1.89
2.77
1.89
2.90
0.72
0.63
1.67
1.21
1.15
2.77
0.89
1.21
2.77
1.21
1.89
0.74
2.13
3.55
0.56
2.12
0.32
0.80
0.88
1.15
1.21
3.23
1.21
1.67
1.67
2.77
2.77
Figures for developing Asia
Figures for developing Asia
Satellite Models to link scenarios to macroeconomic conditions

Variable
Country Level
NPLs/PDs
Coefficients
Constant
Coefficient
NPLs (t-1)
2.34220
0.78190
Coefficient
Coefficient
Real GDP (%) Not Assigned
-0.38050
Macroeconomic Variables (Reference scenario, eg Baseline or previous year)

Year
2009
3.50000
3.00000
2.50000
Moderate Macro Stress

3.00000
1.50000
Medium Macro Stress3.00000
0.50000
Severe Macro Stress 3.00000
-1.00000
Baseline
3.73665
2.00000
Moderate Macro
Stress
4.11715
1.00000
4.49765
0.00000
Severe Macro
Stress
5.06840
-2.00000
Baseline
4.50289
3.00000
Moderate Macro
Stress
5.18090
2.00000
5.85891
2.00000
Severe Macro
Stress
7.06618
0.00000
Baseline
4.72151
3.50000
Moderate Macro
Stress
5.63215
3.00000
6.16228
3.00000
Severe Macro
Stress
7.86725
1.50000
Baseline
4.70220
4.00000
Scenarios Year 2 Medium Macro

Stress

Stress

Stress
Scenarios Year 5
Real GDP (%) Not Assigned
3.00000
Baseline
Scenarios Year 1
NPLs (t-1)
Moderate Macro
Stress
Stress
Severe Macro
Stress
Variable
5.60447
4.00000
6.01899
4.00000
7.92285
3.00000
Credit Growth
Coefficients
Constant
15.31000
Coefficient
NPLs
-0.99560
Coefficient
Coefficient
GDP Growth Not Assigned
1.15530
Macroeconomic Variables (Previous year before stress)

Year
2009
NPLs
3.00000
GDP Growth Not Assigned

3.50000
Baseline
3.73665
2.50000
Moderate Macro
Stress
4.11715
1.50000
4.49765
0.50000
Severe Macro
Stress
5.06840
-1.00000
Baseline
4.50289
2.00000
Moderate Macro
Stress
5.18090
1.00000
5.85891
0.00000
Severe Macro
Stress
7.06618
-2.00000
Baseline
4.72151
3.00000
Moderate Macro
Stress
5.63215
2.00000
6.16228
2.00000
Severe Macro
Stress
7.86725
0.00000
Baseline
4.70220
3.50000
Moderate Macro
Stress
5.60447
3.00000
6.01899
3.00000

Stress

Stress

Stress

Stress
Scenarios Year 4
Severe Macro
Stress
7.92285
1.50000
Baseline
4.49685
4.00000
Moderate Macro
Stress
5.20234
4.00000
5.52645
4.00000
7.39558
3.00000

Stress
Severe Macro
Stress
Variable
Country Level
Profit (ROA)
Coefficients
Constant
1.57000
Please use with caution, as the link between macroeconomy and profit is n
straightforward.
Coefficient
Coefficient
Coefficient
Profit (t-1)
GDP Growth
NPL (t-1)
0.13000
0.07500
-0.09700
Macroeconomic Variables (Reference scenario, eg Baseline or previous year)

Profit (t-1)
1.77000
GDP Growth
3.50000
NPL (t-1)
3.00000
Baseline
1.77000
2.50000
3.00000
Moderate Macro
Stress
1.77000
1.50000
3.00000
1.77000
0.50000
3.00000
Severe Macro
Stress
1.77000
-1.00000
3.00000
Baseline
1.69660
2.00000
3.73665
Moderate Macro
Stress
1.62160
1.00000
4.11715
1.54660
0.00000
4.49765
Severe Macro
Stress
1.43410
-2.00000
5.06840
Baseline
1.57810
3.00000
4.50289
Moderate Macro
Stress
1.45644
2.00000
5.18090
1.33479
2.00000
5.85891
Severe Macro
Stress
1.11480
0.00000
7.06618
Baseline
1.56337
3.50000
4.72151
Moderate Macro
Stress
1.40679
3.00000
5.63215
Year
2009

Stress

Stress

Stress
Scenarios Year 4

Stress
1.32521
3.00000
6.16228
Severe Macro
Stress
1.02950
1.50000
7.86725
Baseline
1.57775
4.00000
4.70220
Moderate Macro
Stress
1.43156
4.00000
5.60447
1.36954
4.00000
6.01899
1.05321
3.00000
7.92285

Stress
Severe Macro
Stress
Additional potential models, e.g.

Industry Sector level regressions (and/or other regional regressions)
Bank level regressions
ditions
Rule of Thumb
Please enter GDP path or link it to Satellite M
Baseline
Moderate Macro
Stress
Coefficient
Coefficient
Not Assigned Not Assigned
Medium Macro
Stress
Severe Macro
Stress
o, eg Baseline or previous year)

Country Level NPLs/PDs

Model
3.36
Actual
2.12
3.74
11.3%
4.12
22.7%
4.50
34.0%
5.07
51.0%
4.50
20.5%
5.18
25.8%
5.86
30.3%
7.07
39.4%
4.72
4.9%
5.63
8.7%
6.16
5.2%
7.87
11.3%
4.70
-0.4%
5.60
-0.5%
6.02
-2.3%
7.92
0.7%
4.50
-4.4%
5.20
-7.2%
5.53
-8.2%
7.40
-6.7%
Coefficient
Coefficient
re stress)
Credit Growth
Model
Actual
16.37
14.48
-11.5%
12.94
-20.9%
11.41
-30.3%
9.11
-44.3%
13.14
-9.3%
11.31
-12.6%
9.48
-16.9%
5.96
-34.5%
14.08
7.1%
12.01
6.2%
11.49
21.2%
7.48
25.4%
14.67
4.2%
13.20
9.8%
12.78
11.3%
9.15
22.4%
15.45
5.3%
14.75
11.8%
14.43
12.9%
11.41
24.7%
between macroeconomy and profit is not

Coefficient
Coefficient
o, eg Baseline or previous year)

Country Level Profit (ROA)

Model
Actual
1.77
0.35
1.70
-4.2%
1.62
-8.5%
1.55
-12.7%
1.43
-19.1%
1.58
-10.9%
1.46
-17.8%
1.33
-24.7%
1.11
-37.1%
1.56
-11.8%
1.41
-20.6%
1.33
-25.2%
1.03
-41.9%
1.58
-10.9%
1.43
-19.2%
r regional regressions)
1.37
-22.7%
1.05
-40.6%
1.62
-8.6%
1.51
-14.6%
1.46
-17.4%
1.16
-34.3%
of Thumb
e enter GDP path or link it to Satellite Model inputs (units as shown below!)
2010
2011
2012
2013
2014
2015
3.0%
6.0%
8.0%
10.0%
8.0%
6.0%
3.0%
1.5%
1.0%
2.0%
3.0%
4.0%
3.0%
0.5%
0.0%
2.0%
3.0%
4.0%
3.0%
-1.0%
-2.0%
0.0%
1.5%
3.0%
Bank
Year
Month
Figures in
Currency
Conversion Rate to USD
Country (3-Digit ISO Code)
Consolidated (="True"), Standalone (="False")
Bank Type
Financial Statements/Balance Sheet

Total Assets
Total Loans and advances (net)
Loans to Customers
Loans to Banks
Total
2010
12
1,000,000
1.00
Total
Please do not delete either rows or column

Bank 1
2010
12
1,000,000
USD
1.00
USA
True
Private
Bank 1
56,063
11,822
25,482
23,524
2,083
5,380
4,481
899
Cash and cash equivalent (Unrestricted balances with central 5,182

banks, Money market303
placements)
Government Bonds & Treasury Bills
546
112
Trading & Investment Portfolio
20,618
5,207
thereof: Trading assets & Fair value assets
10,266
2,107
thereof: Derivatives
4,497
1,254
thereof: Investment(s) (Securities)
3,935
1,846
Total Liabilities
Total deposits
thereof: Demand deposits
Thereof: wholesale deposits
thereof: Term Deposits
Total Market Funding
Total Equity
Share capital and share premium
Retained Earnings
Reserves
Statement of Income/Profit and Loss
52,203
21,121
20,074
2,025
6,002
11,144
5,362
4,738
624
1,057
9,514
2,979
3,726
641
1,180
1,138
142
86
434
111
Total
Bank 1
Net Interest Income

824
204
Interest income
480
310
Interest expenses
204
107
Net Fee and Commission Income
297
88
Net Trading Income (including net income from other financial instruments
52 such as fair-value)
32
Operating Income
1,508
331
Total Operating Expenses
817
172
Net impairment loss on financial assets
thereof: Loan Loss Provisions
Net operating income (incl. impairments)
Net Non-Operating Income
511
446
180
0
132
132
26
Net Extraordinary Income
Profit before Income Tax

Income Tax Expenses
Profit for the Period (Post-tax Profit)
Cost Income Ratio (CIR)
Net interest margin
Non-interest income / Total income
Deposits / Loans
Return on Assets (ROA)
Pre-impairment pre-tax ROA
Return on Equity (ROE)
174
8
178
35
2
33
58.0%
3.3%
44.6%
105.6%
0.4%
1.4%
4.5%
52.0%
3.8%
38.5%
100%
0.28%
1.42%
5.22%
Basel II Approach used by bank for

(in case of partial use please flag most relevant approach)
Credit Risk
Market Risk
Operational Risk
Total
Regulatory Data (Bank Level)
Total
Bank 1
Basel I
Basel I
Basel I
Regulatory capital
Regulatory Tier 1 capital
Common/Core Tier 1 Capital
Tier 2 Capital
Tier 3 Capital
Bank 1
4,292
2,954
1,079
312
0
779
611
531
168
Pillar 1 Risk-weighted Assets (RWAs)

RWAs for Credit Risk
RWAs for Market Risk
RWAs for Operational Risk
RWAs non-counterparty related assets
Other Pillar 1 RWAs
Pillar 2 RWAs
28,925
26,066
1,081
1,744
33
0
0
5,666
4,777
259
629
0
Capital Adequacy Ratio (CAR)

Tier 1 Ratio
Core Tier 1 Ratio
Leverage Ratio (Total Capital)
Leverage Ratio (Tier 1)
15.8%
10.6%
3.9%
12.2%
8.4%
13.7%
10.8%
9.4%
8.1%
6.4%
Credit Risk
Total
Country level
Non-performing loans (NPLs) / Total loans
Loan loss provisions (LLPs) / Total Loans
LGD
Year
Bank level
I. Credit Risk Exposure by Product (net)
Bank 1
5.4%
18.5%
2010
5.4%
Please check
18.5%
Bank Book
25,607
Total Customer Loans (net of provisions)
23,524
thereof: Foreign-exchange denominated non-bank loans
0
Total Loans to Banks (net)
2,083
Interbank Claims
0
5,380
4,481
899
Off-balance sheet exposure (commitments, guarantees, contingent

1,081 liabilities)
Trading Book
Total Credit Exposure
SME (please avoid double counting with corporate exposure)
Retail
Asset quality and asset type of Credit Exposure
NPLs (Stock, at reporting date t)
NPLs (Inflow, during year t)
LLPs (Stock, at reporting date t)
LLPs (Inflow, during year t)
Write-offs (during year t)
259
4,497
37,078
3,100
9,638
5,111
4,757
2,171
2,171
1,086
8
437
511
92
355
0
128
132
0
NPLs (Stock) / Total Loans [Conservative Upper Bound for Potential

4.2% Losses]
6.59%
NPLs (Inflow) / Total Loans [Measure for Default Rate]
0.1%
n.a.
LLPs (Stock) / Total Loans
1.75%
2.37%
LLPs (Inflow) / Total Loans
2.0%
2.46%
Write-off / Total Loans
0.4%
n.a.
LGD (exposure-weighted on bank level, if available, otherwise 40.0%
arithmetic average) 40.0%
Credit Conversion Factor for Off-balance sheet exposure
75.0%
75%
Credit Concentration
Exposure to Largest Counterpart
Exposure to 3 Largest Counterparts
Total Large Exposure
0
0
0
Herfindahl-Hirshman-Index (for full portfolio or for largest n connected

8.6% exposures)
0
n (for the calculation of HHI)
20
Herfindahl-Hirshman-Index (Total Portfolio)
0.0084
0.0010
Market Risk
Total
Bank 1
Trading Book (or default category for all market positions, if no split is available)
Sovereign Bonds
482
Other Bonds
341
Equity
8,769
Structured
0
Other
3,995
112
251
1,855
0
1,254
Available for Sale (AfS) Positions

Sovereign Bonds
Other Bonds
Equity
Structured
Other
0
43
41
1,382
9
0
0
0
923
0
Held-to-Maturity (HTM) Positions

Sovereign Bonds
Other Bonds
Equity
130
0
125
0
0
0
Structured
Other
1,366
0
923
0
Total Gross Derivative Position (Asset side)

"Net" Derivative Positions (Replacement Value)
0
4,497
1,254
Total Gross FX Positions (before Hedging)

Net open position in foreign exchange
USD
EUR
JPY
GBP
CHF
Other
Percent of FX Risk Hedged
0
1,199
452
126
0
0
107
513
509
0
126
0
0
107
276
n.a.
Interest Rate shock in the banking book (Effect on P&L, both through net interest income & equity)
fall in all yield curves (local currency only) by 100 bps
0
increase in all yield curves (local currency only) by 100 bps
0
fall in all yield curves (worldwide) by 100 bps
0
increase in all yield curves (worldwide) by 100 bps
0
-58
-11
78
14
fall in all yield curves greater than 12 months (worldwide) by 100 bps 0
increase in all yield curves greater than 12 months (worldwide) by 100 bps
0
Not assigned
0
Not assigned
0
Provision reserves for Market Risk positions (if applicable)
Credit Risk (Portfolio Level)

Total bank credit (by industry sector & product type)
Government and quasi-government
Other Public Sector
Banks
Other Financials & Real Estate
Capital Industries
Consumer industries
Energy & Environment
Media & Publishing
Retail & Distribution
Technology
Transportation
Utilities
Other
Households - Mortgages (or total, if no split)
Households - Consumer Credit & Credit Cards
Construction
Securitization
Derivatives
Other Liquid Credit
Off-balance sheet credit
Loss Rate/Provisions Rate
Total
36,167
966
549
2,509
1,964
2,858
714
667
642
1,542
642
724
666
3,471
4,205
1,682
177
0
4,497
4,666
3,027
Total
Bank 1
10,317
33
0
899
830
981
0
0
0
0
0
0
0
1,365
1,303
868
0
0
1,254
1,846
938
Bank 1

Other Public Sector
Banks
Capital Industries
Consumer industries
Media & Publishing
Technology
Transportation
Utilities
Other
Construction
Securitization
Derivatives
Other Liquid Credit
2.0%
0.9%
1.9%
1.4%
2.2%
1.8%
1.2%
0.9%
0.7%
1.3%
0.7%
1.2%
0.9%
2.5%
2.8%
3.2%
3.8%
n.a.
1.6%
1.6%
3.3%
Total

2.2%
Sovereign
0.9%
Non-sovereign public sector entities
1.9%
Banks/Institutions
3.1%
Corporates
1.6%
SME (please avoid double counting with corporate exposure) 1.8%
Retail
2.9%
Residential mortgages (please avoid double counting with retail 0.8%
exposure)
Securitization
n.a.
Derivatives
n.a.
3.4%

Africa (Sub-Saharan)
America (Central and South)
America (North)
Asia (East)
Asia (South-East)
Australia and New Zealand
Commonwealth of Independent States
Eastern (Central and East)
Europe (West)
Middle East and North Africa
Other
Not assigned
Not assigned
Not assigned
Not assigned
Total
4.3%
8.7%
2.7%
2.7%
4.3%
n.a.
n.a.
n.a.
10.6%
2.0%
6.5%
6.0%
n.a.
n.a.
n.a.
n.a.
2.3%
0.5%
1.0%
1.0%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
Bank 1
2.7%
0.5%
1.0%
3.8%
2.5%
2.5%
2.5%
2.5%
2.5%
Bank 1
3.6%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
LGDs are not applicable under this setting

Other Public Sector
Banks
Capital Industries
Consumer industries
Media & Publishing
Technology
Transportation
Utilities
Other
Construction
Securitization
Derivatives
Other Liquid Credit
n.a.
n.a.
n.a.
n.a.
n.a.
Total
31.5%
28.7%
38.8%
30.7%
27.4%
24.3%
32.1%
32.7%
33.0%
40.4%
33.0%
36.3%
32.5%
29.0%
25.9%
23.8%
89.8%
n.a.
40.0%
27.7%
39.4%
Total

41.9%
Sovereign
28.0%
42.0%
Banks/Institutions
42.0%
Corporates
39.9%
SME (please avoid double counting with corporate exposure) 49.8%
Retail
40.5%
Residential mortgages (please avoid double counting with retail80.0%
exposure)
Securitization
n.a.
Derivatives
n.a.
40.5%

America (North)
Asia (East)
Asia (South-East)
Total
55.3%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 1
30.8%
20.0%
30.0%
30.0%
30.0%
15.8%
15.8%
15.8%
15.8%
30.0%
15.8%
15.8%
15.8%
15.8%
15.8%
30.0%
15.8%
80.0%
45.0%
45.0%
45.0%
Bank 1
26.8%
20.0%
30.0%
30.0%
15.8%
31.6%
30.0%
80.0%
30.0%
Bank 1
43.4%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%

Europe (West)
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Credit Exposure by rating category (loan book)

Total Exposure
AAA
AA+
AA
AAA+
A
ABBB+
BBB
BBBBB+
BB
BBB+
B
BCCC+
CCC
CCCC/CC
Implied PD
Credit exposure by rating category (off-balance)

Total Exposure
AAA
AA+
AA
AAA+
A
ABBB+
BBB
BBBBB+
BB
68.4%
68.4%
31.4%
70.1%
70.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Total
25,607
n.a.
n.a.
16.4%
n.a.
n.a.
17.2%
n.a.
n.a.
27.3%
n.a.
n.a.
25.3%
n.a.
n.a.
5.3%
n.a.
n.a.
8.5%
n.a.
n.a.
1.8%
Total
811
n.a.
n.a.
18.4%
n.a.
n.a.
23.0%
n.a.
n.a.
28.5%
n.a.
n.a.
21.0%
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 1
5,380
16.4%
17.2%
27.3%
25.3%
5.3%
8.5%
1.8%
Bank 1
194
18.4%
23.0%
28.5%
21.0%
BBB+
B
BCCC+
CCC
CCCC/CC
Implied PD
n.a.
n.a.
6.5%
n.a.
n.a.
2.5%
n.a.
n.a.
0.9%
Credit exposure by rating category (Counterparty Credit RiskTotal

Exposure)
Total Exposure
AAA
AA+
AA
AAA+
A
ABBB+
BBB
BBBBB+
BB
BBB+
B
BCCC+
CCC
CCCC/CC
Implied PD
Securitization exposure by Risk-Weight/Rating

Total Exposure
0-10% (~AAA)
10-20% (~AA)
20-35% (~A)
35-75% (~BBB+)
75-100% (~BBB-)
100-250% (~BB+)
250%-1250% (BB~)
Full deduction (B and lower)
Average Risk-Weight
Implied PD
Summary of information
Total Credit Exposure
On-balance sheet exposure
8,431
n.a.
n.a.
20.6%
n.a.
n.a.
20.2%
n.a.
n.a.
25.2%
n.a.
n.a.
22.7%
n.a.
n.a.
5.4%
n.a.
n.a.
5.8%
n.a.
n.a.
1.4%
Total
2,718
37.6%
42.0%
7.3%
2.8%
2.6%
1.2%
1.7%
4.8%
90.0%
6.7%
Total
36,808
35,997
6.5%
2.5%
0.9%
Bank 1
3,100
20.6%
20.2%
25.2%
22.7%
5.4%
5.8%
1.4%
Bank 1
761
27.4%
53.7%
7.7%
1.6%
1.5%
0.9%
1.9%
5.4%
97.9%
7.4%
Bank 1
9,574
9,379
thereof: Loans
thereof: Securities with counterparty risk
Off-balance sheet exposure
Loss Rates
Loss Rates (Country level)
Loss Rates (Bank level, flow (if available))
Loss Rates (Loans, Stock)
25,607
8,431
811
5,380
3,100
194
2.1%
2.2%
n.a.
2.7%
2.4%
LGD
LGD (Country)
LGD (Bank level)
Duration of work-out process in country
18.5%
33.6%
1.5
18.5%
26.8%
1.5
Asset Correlations (IRB Model)

Asset Correlation (based on Country-level PD)
Asset Correlation (based on Bank-level PD)
17.1%
n.a.
15.1%
Effective Maturity
Effective Maturity (Bank level)
Impairments (Percent of credit exposure)
Impairments (Country)
Impairments (Bank)
Credit Exposure by Basel II Asset Class
Corporate, Institutions
SME
Retail
Default of Largest Counterparts (Loss)
LGD Assumption
Default of Largest Counterpart (Loss)
Default of 2 Largest Counterparts (Loss)
Default of Total Large Exposure (Loss)
Portfolio Concentration
HHI of Portfolio
HHI PD Factor (see Parameter sheet)
HHI Calculation n adjustment factor
Total Granularity Adjustment (Percent of Portfolio Risk)
Sector concentration (HHI, for information)
n.a.
1.4%
n.a.
1.4%
64.8%
18.1%
17.1%
54.6%
22.7%
22.7%
45.0%
45%
0
0
0
0
0
0.0363
41%
0.0865
58%
19%
34.18%
0.0867
23.21%
0.1236
Market share by assets, bank-specific portions (adjusted for reporting

100% currency) 21.1%
Group 1 or Group 2 Bank?
Group 2
Total Risk-weighted Assets (Pillar 1 + Pillar 2)
Pillar 1
Pillar 2
Balance-Sheet Structure (Percent of total assets)
28,945
28,925
20
Typical OECD
Bank
(FSB/BCBS
Report, p. 48)
5,666
5,666
0
Bank 1
Assets
Cash and cash-like
Interbank claims
Net loans and leases
Trading-related assets
Investments and securities
Other assets
100
2.3
12.2
51.6
10.4
16.1
7.4
100
2.6
0.0
45.5
28.4
16.6
6.9
Liabilities
Customers Deposits
Interbank funding
Trading-related liabilities
Debt
Other liabilities
94.7
43.5
12.6
15.2
14.2
9.3
94.3
45.4
0.0
14.7
9.9
24.3
Equity
Common and preferred stock
Minority Interest
Other reserves and equity
5.3
5.0
0.2
0.3
5.4
4.4
0.0
1.0
Risk-weighted Assets/Total Assets
53.9
47.9
Income
Interest Income
Interest expenses
Net interest income
Trading income
Other non-interest income
Non-interest income
Total revenues
Total expenses
Operating Profit
Income tax provision
Net income
5.9
4
1.8
0.2
1.3
1.5
3.3
2.1
1.2
0.2
0.8
2.6
0.9
1.7
0.4
1.1
1.5
2.8
2.6
0.2
0.0
0.3
14.8
0.8
18.5
5.2
0.3
17.4
ROE
ROA
Leverage multiple (x)
Please do not delete either rows or columns that are not needed (as the results will otherwise be misleading; please change the setup to configur
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
2010
2010
2010
2010
2010
2010
12
12
12
12
12
12
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
USD
USD
USD
USD
USD
USD
1.00
1.00
1.00
1.00
1.00
1.00
USA
USA
USA
USA
USA
USA
True
True
True
True
True
True
Private
Savings
Savings
Cooperative
Cooperative
Public Bank
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
5,558
2,144
5,362
2,028
2,293
2,586
2,250
2,250
55
392
365
31
1,220
1,227
0
928
928
0
1,695
1,728
0
1,291
1,306
0
364
0
2,112
1,911
202
0
81
10
1,471
592
852
27
270
0
3,737
2,050
1,687
0
35
0
913
913
0
0
276
108
168
168
0
0
0
208
642
520
0
121
4,980
2,279
0
0
0
2,090
492
0
0
0
5,168
1,642
748
0
896
1,859
636
86
0
550
1,995
1,735
582
103
1,153
2,291
1,834
0
0
0
447
1,314
2,280
1,034
579
54
164
169
298
254
415
178
0
23
34
0
0
0
0
0
0
0
152
132
0
0
0
0
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
118
0
0
0
0
299
167
18
39
21
13
10
40
29
26
0
0
71
-1
98
101
0
0
0
0
0
17
0
128
0
0
29
-1
156
78
45
0
0
14
0
66
26
121
121
11
4
4
7
7
7
-10
0
11
17
33
33
44
15
15
25
11
-5
16
7
0
7
-10
-2
-8
17
0
11
44
11
33
25
0
25
55.8%
5.2%
60.6%
101%
0.28%
2.38%
2.71%
72.0%
4.5%
55.4%
125%
0.33%
0.54%
13.06%
103.0%
2.1%
73.6%
135%
-0.16%
-0.05%
-5.16%
0.0%
0.0%
100.0%
69%
0.53%
0.85%
6.34%
50.4%
7.6%
17.5%
102%
1.44%
3.37%
11.08%
39.4%
3.5%
32.5%
142%
0.95%
1.55%
9.73%
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
AIRB
IMA
AMA
AIRB
IMA
AMA
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
565
401
301
54
49
34
5
164
127
169
298
432
339
3,856
3,683
125
48
0
391
305
36
45
5
806
542
52
185
28
353
343
7
3
0
2,293
2,178
46
69
0
2,586
2,536
40
11
0
14.7%
10.4%
7.8%
21.7%
15.4%
13.9%
12.6%
8.7%
4.1%
3.7%
20.3%
15.8%
n.a.
5.6%
4.3%
47.9%
Please Enter
n.a.
18.1%
n.a.
13.0%
Please Enter
n.a.
17.2%
n.a.
16.7%
13.1%
n.a.
30.0%
23.5%
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2,305
2,250
396
365
1,227
1,227
928
928
1,728
1,728
1,306
1,306
55
31
125
36
52
46
40
202
2,632
879
1,338
1,687
2,959
0
935
0
1,741
121
1,452
53
1,182
138
122
256
110
195
84
356
153
271
116
89
0
93
121
84
13
8
5
4
2
7
0
5
7
4
46
0
13
0
0
42
0
0
33
0
37
0
11
15
2
3.97%
n.a.
4.13%
5.40%
3.74%
40.0%
75%
3.25%
2.03%
1.21%
1.03%
0.38%
40.0%
75%
0.59%
n.a.
0.42%
0.60%
0.34%
40.0%
75%
4.95%
n.a.
1.42%
n.a.
n.a.
40.0%
75%
2.50%
n.a.
0.00%
1.97%
n.a.
40.0%
75%
2.90%
n.a.
0.86%
1.18%
0.18%
40.0%
75%
0.0100
0.0100
0.0100
0.0100
0.0100
0.0100
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
0
0
1,911
0
202
10
4
588
0
852
0
0
2,050
0
1,687
0
0
913
0
0
108
0
168
0
0
208
10
510
0
0
0
0
0
0
0
0
0
0
13
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
61
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
13
0
0
0
0
0
0
0
61
0
202
852
1,687
n.a.
n.a.
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
net interest income & equity)
-8
11
Bank 2
3,071
110
0
55
188
72
71
24
0
59
0
34
23
224
1,015
429
0
0
202
0
564
Bank 2
-1
1
Bank 3
1,663
0
14
31
79
25
0
0
0
16
0
0
0
137
84
39
0
0
852
289
98
Bank 3
-2
2
Bank 4
3,502
61
61
122
61
146
73
73
73
146
73
73
73
73
110
0
0
0
1,687
469
126
Bank 4
-1
1
Bank 5
928
46
46
93
46
111
56
56
56
111
56
56
56
56
84
0
0
0
0
0
0
Bank 5
-5
7
Bank 6
1,695
85
85
170
85
203
102
102
102
203
102
102
102
102
153
0
0
0
0
0
0
Bank 6
-5
8
Bank 7
1,412
65
65
129
65
155
77
77
77
155
77
77
77
77
116
0
0
0
0
121
0
Bank 7
5.1%
0.5%
1.0%
1.0%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
5.4%
Bank 2
1.1%
0.5%
0.5%
3.3%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
Bank 3
0.6%
0.5%
1.0%
1.0%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
0.6%
Bank 4
1.5%
1.0%
2.0%
2.0%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
1.4%
Bank 5
1.9%
1.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
2.0%
Bank 6
1.3%
1.0%
2.0%
2.0%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
1.2%
Bank 7
5.1%
0.5%
1.0%
4.5%
5.4%
5.4%
5.4%
5.4%
1.6%
0.2%
0.7%
4.6%
1.0%
1.0%
1.0%
1.0%
0.6%
0.5%
1.0%
0.8%
0.6%
0.6%
0.6%
0.6%
1.7%
1.0%
2.0%
3.5%
1.4%
1.4%
1.4%
1.4%
2.0%
1.0%
2.0%
2.3%
2.0%
2.0%
2.0%
2.0%
1.4%
1.0%
2.0%
2.5%
1.2%
1.2%
1.2%
1.2%
5.4%
1.0%
0.6%
1.4%
2.0%
1.2%
Bank 2
3.8%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
Bank 3
1.0%
8.7%
4.5%
0.4%
0.2%
0.2%
0.7%
11.2%
11.2%
1.0%
0.5%
6.2%
Bank 4
2.5%
1.6%
0.7%
3.6%
1.1%
1.1%
2.4%
1.5%
1.5%
1.2%
6.7%
6.2%
Bank 5
3.0%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
Bank 6
11.2%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
Bank 7
4.8%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
Bank 2
30.2%
20.0%
30.0%
30.0%
30.0%
23.3%
23.3%
23.3%
23.3%
30.0%
23.3%
23.3%
23.3%
23.3%
23.3%
30.0%
23.3%
80.0%
45.0%
45.0%
45.0%
Bank 2
Bank 3
40.1%
20.0%
30.0%
30.0%
30.0%
19.2%
19.2%
19.2%
19.2%
30.0%
19.2%
19.2%
17.3%
19.2%
29.8%
30.0%
19.2%
80.0%
45.0%
45.0%
45.0%
Bank 3
Bank 4
36.4%
20.0%
30.0%
30.0%
30.0%
13.5%
13.5%
13.5%
13.5%
30.0%
13.5%
13.5%
12.1%
13.5%
29.0%
30.0%
13.5%
80.0%
45.0%
45.0%
45.0%
Bank 4
Bank 5
73.4%
40.0%
60.0%
60.0%
60.0%
82.9%
82.9%
82.9%
82.9%
60.0%
82.9%
82.9%
82.9%
82.9%
82.9%
60.0%
82.9%
80.0%
45.0%
45.0%
45.0%
Bank 5
Bank 6
66.4%
40.0%
60.0%
60.0%
60.0%
71.8%
71.8%
71.8%
71.8%
60.0%
71.8%
71.8%
71.8%
71.8%
71.8%
60.0%
71.8%
80.0%
45.0%
45.0%
45.0%
Bank 6
Bank 7
18.6%
20.0%
30.0%
30.0%
30.0%
8.7%
8.7%
8.7%
8.7%
30.0%
8.7%
8.7%
8.7%
8.7%
8.7%
30.0%
8.7%
80.0%
45.0%
45.0%
45.0%
Bank 7
28.8%
20.0%
30.0%
30.0%
23.3%
46.6%
30.0%
80.0%
31.2%
20.0%
30.0%
30.0%
19.2%
38.4%
30.0%
80.0%
22.9%
20.0%
30.0%
30.0%
13.5%
26.9%
30.0%
80.0%
74.8%
40.0%
60.0%
60.0%
82.9%
82.9%
60.0%
80.0%
67.2%
40.0%
60.0%
60.0%
71.8%
71.8%
60.0%
80.0%
16.6%
20.0%
30.0%
30.0%
8.7%
17.4%
30.0%
80.0%
30.0%
30.0%
30.0%
60.0%
60.0%
30.0%
Bank 2
41.3%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 3
36.0%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 4
41.0%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 5
73.2%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 6
68.4%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 7
69.0%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 2
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 3
Bank 4
2,305
396
16.4%
16.4%
17.2%
17.2%
27.3%
27.3%
25.3%
25.3%
5.3%
5.3%
8.5%
8.5%
1.8%
1.8%
Bank 2
Bank 3
94
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 5
1,227
n.a.
Bank 4
27
18.4%
18.4%
23.0%
23.0%
28.5%
28.5%
21.0%
21.0%
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 6
928
n.a.
Bank 6
5
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 7
1,728
n.a.
Bank 5
39
68.4%
68.4%
31.4%
70.1%
70.0%
1,306
n.a.
Bank 7
34
30
6.5%
6.5%
2.5%
2.5%
0.9%
0.9%
Bank 2
Bank 3
202
879
20.6%
20.6%
20.2%
20.2%
25.2%
25.2%
22.7%
22.7%
5.4%
5.4%
5.8%
5.8%
1.4%
1.4%
Bank 2
475
27.4%
53.7%
7.7%
1.6%
1.5%
0.9%
1.9%
5.4%
97.9%
7.4%
Bank 2
2,601
2,507
Bank 3
72
68.4%
6.9%
6.0%
6.4%
6.0%
2.1%
1.1%
3.0%
66.1%
4.8%
Bank 3
1,329
1,303
n.a.
Bank 4
n.a.
Bank 5
1,687
n.a.
Bank 4
898
27.4%
53.7%
7.7%
1.6%
1.5%
0.9%
1.9%
5.4%
97.9%
7.4%
Bank 4
2,946
2,907
n.a.
Bank 6
Bank 7
n.a.
n.a.
Bank 5
Bank 6
513
n.a.
n.a.
Bank 5
933
928
n.a.
121
n.a.
Bank 7
-
n.a.
n.a.
n.a.
n.a.
Bank 6
1,729
1,695
Bank 7
1,442
1,412
2,305
202
94
396
879
27
1,227
1,687
39
928
5
1,728
34
1,306
121
30
n.a.
5.1%
4.1%
n.a.
1.6%
1.2%
n.a.
0.6%
0.4%
n.a.
1.7%
1.4%
n.a.
2.0%
0.0%
n.a.
1.4%
0.9%
18.5%
28.8%
1.5
18.5%
31.2%
1.5
18.5%
22.9%
1.5
18.5%
74.8%
1.5
18.5%
67.2%
1.5
18.5%
16.6%
1.5
n.a.
12.9%
n.a.
17.4%
n.a.
20.7%
n.a.
17.1%
n.a.
16.5%
n.a.
18.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
4.7%
n.a.
0.3%
n.a.
0.2%
n.a.
0.0%
n.a.
1.9%
n.a.
1.1%
52.5%
2.0%
45.4%
78.3%
10.4%
11.3%
86.4%
8.7%
4.9%
70.2%
20.9%
9.0%
70.6%
20.6%
8.8%
73.1%
18.8%
8.1%
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
0.0100
118%
0.0100
30%
0.0100
6%
0.0100
33%
0.0100
39%
0.0100
25%
29.43%
0.1792
18.40%
0.2787
15.35%
0.2430
18.73%
0.0796
19.52%
0.0796
17.71%
0.0665
9.9%
Group 2
3.8%
Group 2
9.6%
Group 2
3.6%
Group 2
4.1%
Group 2
4.6%
Group 2
3,856
3,856
0
411
391
20
806
806
353
353
2,293
2,293
0
2,586
2,586
0
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
100
6.5
0.0
40.5
38.0
0.0
15.0
100
3.8
0.0
18.3
67.4
1.7
8.8
100
5.0
0.0
22.8
69.7
0.0
2.5
100
1.7
0.0
45.8
45.0
0.0
7.5
100
12.0
0.0
73.9
7.3
4.7
2.0
100
0.0
0.0
49.9
20.1
12.7
17.3
89.6
41.0
3.1
2.9
19.7
22.8
97.5
22.9
3.4
9.2
19.0
42.9
96.4
30.6
8.4
3.5
9.8
44.0
91.7
31.4
0.0
0.0
9.3
0.0
87.0
75.7
0.0
0.0
10.5
0.8
88.6
70.9
0.0
0.0
10.2
7.5
10.4
10.7
0.0
-0.3
2.5
2.7
0.0
-0.2
3.1
0.0
0.0
3.1
8.3
0.0
0.0
8.3
13.0
12.4
0.0
0.6
9.8
0.0
0.0
9.8
69.4
19.2
15.0
17.4
100.0
100.0
0.0
0.0
2.1
0.0
0.0
0.0
5.4
5.2
0.2
-0.1
0.3
1.8
1.0
0.8
0.0
0.0
0.0
1.9
1.5
0.3
0.0
0.3
0.0
0.0
0.5
0.0
0.0
0.0
1.8
2.0
-0.2
0.0
-0.2
0.0
0.0
0.0
0.0
0.0
0.0
0.8
0.0
0.8
0.0
0.5
0.0
0.0
5.6
0.0
0.0
0.0
6.8
4.9
1.9
0.5
1.4
0.0
0.0
1.7
0.0
0.3
0.3
2.6
1.6
1.0
0.0
1.0
2.7
0.3
8.6
13.1
0.3
38.5
-5.2
-0.2
31.5
6.3
0.5
11.0
11.1
1.4
6.7
9.7
1.0
9.0
wise be misleading; please change the setup to configure the sheet or hide columns instead)
Bank 8
Bank 9
Bank 10
Bank 11
Bank 12
2010
2010
2010
2010
2010
12
12
12
12
12
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
USD
USD
USD
USD
USD
1.00
1.00
1.00
1.00
1.00
USA
USA
USA
USA
USA
True
True
True
True
True
Public Bank
Foreign
Other
Private
Private
Bank 8
Bank 9
Bank 10
Bank 11
Bank 13
Bank 12
Bank 13
9,331
878
2,576
6,756
4,729
4,982
4,986
0
593
599
0
1,524
1,300
225
3,074
2,561
514
2,152
1,792
360
2,970
0
691
691
0
0
39
0
155
155
0
0
549
0
463
315
0
148
173
64
2,976
0
0
1,055
121
45
2,083
843
502
738
8,783
0
7,727
465
0
816
475
211
36
263
2,254
1,457
1,379
190
1,056
6,368
3,064
2,707
357
604
4,458
2,145
1,895
250
423
34
231
1,192
559
62
323
367
257
400
119
0
60
0
0
44
241
30
0
0
0
0
0
0
Bank 8
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
12
0
0
0
0
16
9
22
0
0
8
-3
32
20
54
131
77
39
3
132
48
116
0
0
0
0
189
98
81
0
0
35
13
132
69
5
5
2
6
6
6
58
58
26
76
53
53
11
15
2
0
2
2
1
1
26
0
26
0
0
19
14
0
13
57.6%
0.2%
26.6%
0%
0.02%
0.07%
0.39%
63.0%
3.7%
30.0%
80%
0.12%
0.90%
1.70%
36.5%
3.5%
59.0%
96%
1.00%
3.25%
8.00%
52.0%
3.8%
38.5%
100%
0.28%
1.12%
5.22%
52.0%
3.8%
38.5%
100%
0.28%
1.42%
5.22%
Bank 8
Bank 9
Bank 10
Std. Apr.
Std. Apr.
Std. Apr.
AIRB
IMA
AMA
Std. Apr.
Std. Apr.
Std. Apr.
Bank 8
Bank 9
Bank 10
559
518
62
454
316
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 11
Bank 12
Bank 13
Bank 11
Bank 12
Bank 13
445
349
311
244
213
140
4,656
4,403
250
3
0
564
555
3
5
0
2,250
2,102
12
136
0
3,238
2,730
148
360
0
2,266
1,911
104
252
0
12.0%
11.1%
n.a.
10.8%
10.0%
11.0%
Please Enter
n.a.
10.4%
n.a.
20.2%
14.0%
n.a.
23.8%
16.6%
13.7%
10.8%
n.a.
9.4%
7.3%
13.7%
10.8%
9.4%
8.1%
6.4%
Please Enter
Please Enter
n.a.
n.a.
n.a.
Bank 8
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
2010
5.4%
Please check
18.5%
0
Please check
Please check
4,986
4,986
599
599
1,524
1,300
3,074
2,561
2,152
1,792
0
0
225
514
360
250
12
148
104
0
5,232
0
596
148
1,909
1,055
4,791
1,240
3,855
1,046
448
125
53
500
318
0
0
0
0
58
0
0
5
0
8
0
0
6
0
86
0
58
58
0
203
0
73
76
0
142
0
51
53
0
1.17%
n.a.
0.00%
0.09%
n.a.
40.0%
75%
1.30%
n.a.
0.00%
1.03%
n.a.
40.0%
75%
5.64%
n.a.
3.78%
3.78%
n.a.
40.0%
75%
6.59%
n.a.
2.37%
2.46%
n.a.
40.0%
75%
6.59%
n.a.
2.37%
2.46%
n.a.
40.0%
75%
0.0100
0.0300
0.0100
0.0100
0.0100
Bank 8
Bank 9
Bank 10
Bank 11
Bank 12
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 13
0
69
623
0
0
0
5
150
0
0
0
2
0
0
0
0
0
0
0
0
45
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
43
41
16
9
0
0
0
0
0
0
0
0
369
0
0
0
0
0
0
0
130
0
125
0
0
0
0
0
0
0
0
0
0
0
0
0
0
369
0
n.a.
n.a.
n.a.
n.a.
502
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
0
195
161
0
0
0
0
33
291
291
0
0
0
0
0
204
0
0
0
0
0
204
n.a.
n.a.
n.a.
-9
13
Bank 8
4,982
249
249
498
249
598
299
299
299
598
299
299
299
299
448
0
0
0
0
0
0
Bank 8
-1
2
Bank 9
593
30
30
59
30
71
36
36
36
71
36
36
36
36
53
0
0
0
0
0
0
Bank 9
n.a.
-5
6
Bank 10
2,823
273
0
93
0
103
0
0
0
182
0
47
0
556
318
0
177
0
0
148
926
Bank 10
n.a.
-6
8
Bank 11
1,055
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1,055
0
Bank 11
n.a.
-5
6
Bank 12
Bank 13
4,127
13
0
360
332
392
0
0
0
0
0
0
0
546
521
347
0
0
502
738
375
Bank 12
Bank 13
0.4%
1.0%
2.0%
2.0%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
0.1%
Bank 8
1.2%
1.0%
2.0%
2.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
1.0%
Bank 9
3.5%
1.0%
2.0%
2.0%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
3.8%
Bank 10
0.4%
1.0%
2.0%
1.6%
0.1%
0.1%
0.1%
0.1%
1.2%
1.0%
2.0%
1.7%
1.0%
1.0%
1.0%
1.0%
3.5%
1.0%
2.0%
3.8%
3.8%
3.8%
3.8%
3.8%
0.1%
1.0%
3.8%
Bank 8
4.6%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
Bank 9
11.2%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
Bank 10
6.6%
8.7%
3.0%
3.1%
4.6%
4.6%
3.1%
11.2%
11.2%
3.1%
6.7%
6.2%
2.5%
Bank 11
2.5%
Bank 11
2.5%
2.3%
0.5%
1.0%
1.0%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
2.5%
Bank 12
2.5%
Bank 12
2.5%
n.a.
Bank 13
n.a.
Bank 13
n.a.
Bank 8
22.6%
20.0%
30.0%
30.0%
30.0%
19.1%
19.1%
19.1%
19.1%
30.0%
19.1%
19.1%
19.1%
19.1%
19.1%
30.0%
19.1%
80.0%
45.0%
45.0%
45.0%
Bank 8
Bank 9
53.7%
40.0%
60.0%
60.0%
60.0%
54.5%
54.5%
54.5%
54.5%
45.0%
54.5%
54.5%
54.5%
54.5%
54.5%
45.0%
54.5%
80.0%
45.0%
45.0%
45.0%
Bank 9
Bank 10
65.0%
40.0%
60.0%
60.0%
60.0%
89.8%
89.8%
89.8%
89.8%
60.0%
89.8%
89.8%
89.8%
89.8%
89.8%
60.0%
89.8%
80.0%
45.0%
45.0%
45.0%
Bank 10
25.7%
20.0%
30.0%
30.0%
19.1%
38.2%
30.0%
80.0%
54.1%
40.0%
60.0%
60.0%
54.5%
54.5%
45.0%
80.0%
70.8%
40.0%
60.0%
60.0%
89.8%
89.8%
60.0%
80.0%
30.0%
45.0%
60.0%
Bank 8
71.6%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 9
68.4%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 10
70.1%
83.0%
73.2%
31.4%
71.6%
71.6%
31.4%
Bank 11
n.a.
Bank 11
n.a.
Bank 11
n.a.
Bank 12
0.0%
Bank 12
n.a.
Bank 12
n.a.
Bank 13
n.a.
Bank 13
n.a.
Bank 13
n.a.
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 8
4,986
n.a.
Bank 8
188
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 9
68.4%
68.4%
31.4%
70.1%
70.0%
Bank 10
599
n.a.
Bank 9
Bank 11
1,524
n.a.
Bank 10
3
3,074
n.a.
Bank 11
9
111
Bank 12
2,152
n.a.
Bank 12
78
Bank 13
-
n.a.
Bank 13
n.a.
n.a.
Bank 8
Bank 9
n.a.
n.a.
n.a.
Bank 10
148
n.a.
n.a.
Bank 11
1,055
n.a.
n.a.
Bank 12
n.a.
Bank 9
Bank 10
Bank 11
Bank 12
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
5,169
4,982
Bank 9
596
593
Bank 10
1,906
1,897
Bank 11
4,754
4,643
Bank 13
1,240
Bank 8
Bank 8
n.a.
Bank 12
3,829
3,752
n.a.
Bank 13
n.a.
n.a.
Bank 13
n.a.
n.a.
4,986
188
599
3
1,524
148
9
3,074
1,055
111
2,152
1,240
78
n.a.
n.a.
n.a.
n.a.
0.4%
0.0%
n.a.
1.2%
0.0%
n.a.
3.5%
3.8%
n.a.
2.5%
2.4%
n.a.
2.5%
2.4%
n.a.
n.a.
n.a.
18.5%
25.7%
1.5
18.5%
54.1%
1.5
18.5%
70.8%
1.5
18.5%
n.a.
1.5
18.5%
n.a.
1.5
n.a.
n.a.
n.a.
n.a.
21.7%
n.a.
18.7%
n.a.
14.1%
n.a.
15.5%
n.a.
15.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0.1%
n.a.
1.0%
n.a.
3.0%
n.a.
1.6%
n.a.
1.4%
n.a.
n.a.
71.1%
20.2%
8.7%
70.1%
20.9%
9.0%
57.1%
26.2%
16.7%
100.0%
0.0%
0.0%
100.0%
0.0%
0.0%
100.0%
n.a.
n.a.
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
45%
0
0
0
0
0
0.0100
1%
0.0300
19%
0.0100
78%
0.0100
52%
0.0100
52%
14.70%
0.0796
47.00%
0.0796
24.39%
0.1793
21.09%
0.0000
21.09%
0.0867
16.6%
Group 2
1.6%
Group 2
4.6%
Group 2
12.1%
Group 2
8.4%
Group 2
n.a.
Group 2
4,656
4,656
0
564
564
0
2,250
2,250
0
3,238
3,238
0
2,266
2,266
0
0
0
0
Bank 8
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
100
31.8
0.0
53.4
7.4
0.0
7.4
100
4.4
0.0
67.6
17.7
0.0
10.4
100
21.3
0.0
59.2
12.2
5.7
1.5
100
2.6
0.0
45.5
0.0
16.6
0.0
100
2.6
0.0
45.5
28.4
16.6
6.9
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
94.1
0.0
0.0
0.0
0.0
93.8
92.9
54.1
0.0
0.0
35.0
3.4
87.5
56.5
8.9
0.0
7.6
14.4
94.3
45.4
0.0
0.0
0.0
48.9
94.3
45.4
0.0
0.0
0.0
23.7
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
6.0
5.6
0.0
0.4
7.1
6.9
0.0
0.2
12.5
11.1
0.0
1.5
5.4
0.0
0.0
5.4
5.4
0.0
0.0
5.4
n.a.
n.a.
n.a.
n.a.
49.9
64.2
87.3
47.9
47.9
n.a.
0.0
0.0
0.1
0.0
0.0
0.0
0.2
0.2
0.0
0.0
0.0
0.0
0.0
2.5
0.0
0.5
0.5
3.6
3.0
0.6
0.1
0.1
5.1
3.0
2.1
0.0
4.4
4.4
5.1
4.1
1.0
0.0
1.0
0.0
0.0
1.7
0.0
0.0
0.0
2.8
2.6
0.2
0.0
0.3
0.0
0.0
1.7
0.0
0.0
0.0
2.8
2.6
0.2
0.0
0.3
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0.4
0.0
15.7
1.7
0.1
13.2
8.0
1.0
7.0
5.2
0.3
17.4
5.2
0.3
17.4
n.a.
n.a.
n.a.
Bank 14
Bank 15
Bank 14
Bank 15
Bank 14
Bank 15
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 14
Bank 15
Bank 14
Bank 15
Please Enter
Please Enter
n.a.
n.a.
n.a.
Please Enter
Please Enter
n.a.
n.a.
n.a.
Bank 14
Bank 15
0
Please check
Please check
0
Please check
Please check
0
0
0
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 14
Bank 15
n.a.
n.a.
n.a.
n.a.
Bank 14
Bank 15
Bank 14
Bank 15
n.a.
Bank 14
n.a.
Bank 14
n.a.
n.a.
Bank 15
n.a.
Bank 15
n.a.
Bank 14
n.a.
Bank 14
n.a.
Bank 14
n.a.
Bank 15
n.a.
Bank 15
n.a.
Bank 15
n.a.
Bank 14
Bank 15
n.a.
n.a.
Bank 14
Bank 15
n.a.
Bank 14
n.a.
Bank 14
n.a.
n.a.
Bank 14
n.a.
n.a.
n.a.
Bank 15
n.a.
Bank 15
n.a.
n.a.
Bank 15
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
n.a.
100.0%
n.a.
n.a.
45%
0
0
0
0
0
45%
0
0
0
0
0
n.a.
Group 2
n.a.
Group 2
0
0
0
0
0
0
Bank 14
Bank 15
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Descriptive Statistics/FSIs
(Figures in '000)
Number of banks
Percent of banks
Total Assets
Percent of Total Assets
Percent of GDP
Leverage
Total
15
56,063
1441%
Total Equity
Percent of Total Equity
3,726
Regulatory Capital
Tier 1 Capital
Common/Cor Tier 1
4,292
2,954
1,079
Regulatory Capital/Assets
7.7%
Tier 1 Capital/Assets
5.3%
Common or Core Tier 1/Assets 1.9%
Total Deposits
21,121
Risk-weighted Assets (RWA)

Percent of Total
28,925
Capital Adequacy
Reg. Capital/RWAs (arithmetic average)
17.6%
T1 Capital/RWAs (arithmetic average)
12.1%
Core Capital/RWAs (arithmetic average)
8.8%
Risk-weight (RW)
51.6%
Asset Quality/Type
Loss Rates
2.0%
Loans/Assets
Trading Assets/Assets
Investment Securities/Assets
Cash (and cash-like)/Assets
47.3%
28.5%
6.2%
7.9%
Earning/Profitability
RoA (arithmetic average)
RoE (arithmetic average)
0.4%
5.3%
Interest Margin (arithmetic average)

3.5%
RoA Trading (arithmetic average)3.5%
Cost/Income ratio (arithmetic average)
52.8%
Assumptio
On this sheet, all assumptions necessary to run scenario analysis are defined. Please go through all steps to choo
Step 1: General Assumptions

5
Years
GDP (Nominal figure, in same unit as bank-bybank data)
No
Under-year adjustment of Profit?
No
Credit Risk
PD/LGD regime or losses?
Sector classification
Input data for RWA (sets level of RWAs):
Losses/Provisions
Broad sectors (Basel
II)
Regulatory Data
(Default)
Stress of RWA Method
IRB
Use Scaling Factor? (set level of RWAs)
Yes
Add RWAs for Name Concentration?
No
Market Risk
RWA based on
Regulatory Data
(Default)
Other risks
Include Pillar 2 RWAs?
No
Profit
Simulate taxes?
Portion of profit retained
Step 2: Set Hurdle Rates (i.e., thresholds to pass test)
No
Capital Ratio
Total Capital Ratio
Tier 1 Capital Ratio
Common/Core Tier 1 Ratio
Additional buffer above Hurdle Rate (also for Basel III test)
0%
Total Capital Ratio
0%
Tier 1 Capital Ratio
0%
Common/Core Tier 1 Ratio
Step 3: Choose scenario
Please choose one of three scenario types ("Macro", "Expert" or "Manual") on the Summary tab (the choice is made there to
an expert scenario, you could analyze the impact of an increase of default rates, for example, combined with a shock of FX
sensitivities. If you choose a macro scenario, then you have to enter satellite models for all financial parameters you want to
should carefully review whether these general rules are applicable to your same of banks and/or country. Please make sure
well as their translation into financial risk is appropriate and plaubible for the underlying case. Further information is given in
bank-specific or sector-specific scenarios). Entering the scenarios and calibrating the shocks will take some time, but allows
Choice of Scenario
If "Macro" scenario, which kind of model?
which scenario
Macro
Rule of Thumb
Baseline
include credit loss model
Yes
include LGD model
No
include correlation model
No
include credit growth model
No
include profit model
No
include model to determine net interest income

No
include model to determine net fee and commission income No
include model to determine trading income
No
Step 4: Choose other Assumptions
Credit Risk (PDs, LGDs, Asset Correlations, Credit Growth) (some elements are optional in case of macro scenario
Loss Assumption (Two options; 1) Simulate increase

of Losses; 2) Simulate Rating downgrade
Option 1
Option 1: Please choose whether to simulate "Relative" & "Absolute by" or to x % ("Absolute to")
Option 1: increase by x % ("Relative" & "Absolute by") or to x % ("Absolute to")

Option 2: Simulate Rating Downgrade (provided that information has been entered)
LGD Assumption
increase by x % ("Relative" & "Absolute by") or to x % ("Absolute to")
Asset Correlation assumption
increase by x % ("Relative" & "Absolute by") or to x % ("Absolute to")
Default of Largest Exposures
Credit Growth by x percent
Market Risk
Increase of Market Risk RWA by x % in relative terms
Stress of FX Rates, simulate increase/decrease by x percent (Impacts P&L)
Interest Rate Risk Scenario (change in basis points, bps; Impacts P&L)
simulate increase/decrease by x basis points

Change of asset values (e.g., equity prices, etc.; Impact P&L)
Use manual input to set stress level by asset class (or to also distinguish
between banks)
Include Hold-to-Maturity Portfolios
Other Risks
Operational Risk RWAs by x % in relative terms
Increase of RWAs for other Pillar 1 & 2 risks by x % in relative terms
Evolution of Profit conditional on Scenario
Use?
Change of Net Interest Income (other than changes in interest paid
Yesdue to credit losses)
Change of Fee and Commission Income
Yes
Change of Trading Income
Yes
Change in Other Income (Default category)
Change of Total Profit vs. Reporting data (system)
Step 5: Validation of Input Data
Before you analyze the results please go through various robustness checks for the input data, accounting particularly for th
Please check whether the setup is correctly done and whether you are
fine with the format of the tests in terms of data input.
Check capitalization figures and Risk-weighted Assets
Input of figures for PD/LGDs or Losses
Total Credit Exposure included in tests
Outlier analysis/Peer review
Input of Satellite models
Use of scaling factor
Inputs for Interest Rate and FX shocks
Assumptions for the Stress Tests
lysis are defined. Please go through all steps to choose the preferred setting.
Comment
Please choose
Please choose whether you want to
compute capital needs relative to
GDP or total assets; Please verify
whether units are in line with bank
data
Please choose
Reporting Year
2010
Year 1
2011
Year 2
2012
3,890
4,007
4,127
-9.6%
-15.2%
25%
25%
50%
50%
12
As chosen on setup sheet, please

verify whether this is what you want
Please choose one of the three
options (and make sure that you
have entered data)
Please choose (but note: Economic
Capital only in case of Maximum
Setup - and if entered)
Please choose on Summary sheet
(only applicable if you choose (Q)IRB
approach to stress RWAs)
Please Choose
Please choose (but note: Economic

Capital only in case of Maximum
Setup - and if entered)
Please choose (if figures entered)
Please choose and, if yes, please

enter uniform rate to the right
(otherwise post-tax result will be
used)
Please enter to the right
25%
Please set
Please set
Please set
2010
2011
2012
12.0%
8.0%
6.0%
12.0%
8.0%
6.0%
12.0%
8.0%
6.0%
Please set
Please set
Please set
Manual") on the Summary tab (the choice is made there to allow for sensitivity analysis). First time users are adviced to work with "Expert" sc
f default rates, for example, combined with a shock of FX rates, and keep all other elements fixed. You may also want to simulate the effect
er satellite models for all financial parameters you want to link to macro conditions (on the pertinent sheet). Alternatively, you could work with
to your same of banks and/or country. Please make sure that the assumptions as such (the GDP path, which will also implicitly cover other
ble for the underlying case. Further information is given in the pertinent paper by Hardy and Schmieder. The manual scenario is meant to be
and calibrating the shocks will take some time, but allows full flexibility.
Baseline
Please choose and make sure that
you have entered the GDP path
Not applicable
Please choose (if 'yes' all
components will be simulated) and
make sure that you have entered the
GDP path
Not applicable
Not applicable
Not applicable
If rule of thumb please choose

category of countries and define
real GDP growth path on satellite
sheet
2010 (Level)
2011 vs. 2010
3.0%
3.0%
Type of country
2012 vs. 2011
2.0%
Please verify "translation" into financial parameters below (e.g., row 6
Please note: there is no separate rule of thumb for this element

some elements are optional in case of macro scenario)
2010
2011
2012
Relative
Relative
Not applicable (satellite model)
10.0%
10.0%
Not applicable
Relative
Relative
Not applicable
10.0%
0.0%
Relative
Relative
0.0%
0.0%
Please choose the LGD here

Please choose
NA
3.0%
NA
3.0%
2011
2012
Please set
3%
3%
Please set (make sure to use the

right sign; negative means that
domestic currency weakens)
-5%
-5%
2010
fall in all yield

curves
(worldwide) by
200 bps
50
Please choose
Please set
Please set
Please choose (This option allows to
set different loss levels for different
asset classes rather than using
uniform "haircuts" for all assets)
Please choose
2010
Please set
Please set (if applicable)
2010
Please set
Please set
Please set
Please set
For information only
Not assigned
50
-0.5%
0.0%
No
No
Yes
Yes
2011
2012
3.0%
0.0%
3.0%
0.0%
2011
2012
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
ess checks for the input data, accounting particularly for the following issues (but also others, depending on country-specific situation)
Please be aware of the more limited tests you can run if you work wi
example. While the tool facilitates a preferably comprehensive test y
sector-specific credit data, if possible, with a view to avoid to overloo
simplified extended setup should thus be a key benchmark for all tes
Please make sure that the format
couple of hours if you have become familiar with the tool and up to a
chosen for the tests is adequate for
instance. However, the time spent for the input should not been seen
your purpose at hand.
often very crucial to get important insights into the data, which is faci
format of Excel. In case of missing data you have to decide whether
format or whether to make assumptions based on expert judgment (
figures for banks with missing values).
Please make sure that you work with
All capitalzaation figures used for the tests (eg total capitalization and
Please review the
the most adequate (precise, timely)
Tier 1) need to be filled. Please apply expert judgment to determine h
data input here
data for capitalization.
credit risk, market risk and operational risk looks like (if the split is no
First best : Use (forward-looking) PDs (Point-in-time figures), if possi

otherwise country-specific data.
Please make sure that you use the
most meaningful figures available for
the tests
Please make sure that all credit

exposure is included in tests
Please check/control for outliers
Please check
figures here
Please verify
based on this
information.
Second best: Use bank-specific flow figures for default rates (best),
(without general provisions), or other proxies for the default rates (eg
adjustments to account for likelihood for default).
Third best : Use country-specific figures that are as meaningful as po
best approach for LGDs), Flow figures for default rates.
Fourth best: Use stock figures, adjusted for expert judgment.
The tool facilitates including all credit exposure into the tests (includin
exposure subject to counterparty credit risk); Please use expert judg
parameters if needed, as including all exposure is key to avoid missi
Please verify the information as much as possible before running the

specific data (eg for formatting issues that might have triggered som
Please review the treatment of missing values), peer review plausibility (look at peer re
data input here sheet and descriptive statistics), structural issues with some banks (n
etc.)). It might be worthwhile running first tests and, in the course of t
input data.
If you use satellite models, particulary if you add bank-specific mode

Please check/control nput of satellite Please review the
that the input is correctly taken up in the calculation. Please make yo
models
data input here
the tool to ensure that the computation is done as envisaged.
Please verify the scaling factor
Please check
figures here
Please verify inputs for Interest Rate

and FX shocks
Please check
figures here
If you seek to make use of the quasi-IRB methodology, please carefu

factor used to compute QIRB is adequate.
Please make sure to use of bank-specific tests to simulate Interest R
other meaningful concepts otherwise). Please be aware that the tool
accordingly. The scenarios for the Interest Rate shocks are to be def
Please note the following: As unhedged market risks can be a specif
particular, sufficient preparation is needed to gather the input data.
Year 3
2013
Year 4
2014
Year 5
2015
4,251
4,379
4,510
-20.0%
-12.0%
-3.4%
25%
25%
25%
50%
50%
50%
Cumulative Change compared to reporting period
2013
2014
2015
12.0%
8.0%
6.0%
12.0%
8.0%
6.0%
12.0%
8.0%
6.0%
Hurdle rates
based on
Please note: If Basel III simulation is chosen, hurdle r

Basel III
users are adviced to work with "Expert" scenarios first, to be specified below in step 4. If you choose
You may also want to simulate the effect for 1 or 2 years only, in order to get familiar with the
t sheet). Alternatively, you could work with the pre-defined rule of thumb. In the latter case, you
path, which will also implicitly cover other elements of stress, such as changes in interest rates) as
eder. The manual scenario is meant to be used if one wants to run specifically tailored tests (e.g.,
Emerging Country
2013 vs. 2012
2.0%
2014 vs. 2013

-2.0%
2015 vs. 2014

-2.0%
Please make sure that you have entered the GDP paths for each sc
nto financial parameters below (e.g., row 63 for the default rates, field 63f.)
for this element
for this element

for this element
for this element
2013
2014
2015
Relative
Relative
Relative
2010
2011
2.3%
1.8%
2.3%
1.8%
100.0%
100.0%
17.0%
17.0%
NA
3.0%
0.0%
3.0%
2014
2015
2010
2011
3%
3%
3%
0.0%
3.0%
-5%
-5%
-5%
0.0%
-5.0%
Not assigned
Not assigned
Not assigned
50
50
50
-0.5%
-0.5%
-0.5%
0
0.0%
50.0
-0.5%
No
No
No
Yes
Yes
Yes
2013
2014
2015
2010
2011
3.0%
0.0%
3.0%
0.0%
3.0%
0.0%
0%
0%
3.0%
0.0%
2013
2014
2015
2010
2011
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0%
0%
0%
0.0%
0.0%
0.0%
0%
0%
0.0%
-178.9%
10.0%
10.0%
10.0%
Relative
Relative
Relative
0.0%
0.0%
0.0%
Relative
Relative
Relative
0.0%
0.0%
0.0%
NA
3.0%
NA
3.0%
2013
nding on country-specific situation)
re limited tests you can run if you work with the minimum format, for
ilitates a preferably comprehensive test you should still try to gather
if possible, with a view to avoid to overlook upcoming shocks. A
hould thus be a key benchmark for all tests. The data input will take a
become familiar with the tool and up to a full business day in the first
e spent for the input should not been seen as "lost time", as this step if
portant insights into the data, which is facilitated by the transparent
missing data you have to decide whether to use a more simplistic
assumptions based on expert judgment (e.g., by using median/average
ng values).
ed for the tests (eg total capitalization and/or Tier 1 and/or Common
ease apply expert judgment to determine how the split of RWAs into
operational risk looks like (if the split is not available), eg 80/8.5/12.5
oking) PDs (Point-in-time figures), if possible provided by bank,

data.
ecific flow figures for default rates (best), impairments/provisions

), or other proxies for the default rates (eg NPLs, with appropriate
likelihood for default).
ecific figures that are as meaningful as possible (this is first/second
Flow figures for default rates.
ures, adjusted for expert judgment.
g all credit exposure into the tests (including off-balance sheet items,
rparty credit risk); Please use expert judgment for the credit
ncluding all exposure is key to avoid missing part of the picture.
n as much as possible before running the tests. Please look at bankting issues that might have triggered some issues (point/comma), the
s), peer review plausibility (look at peer review at bottom of input_banks
tics), structural issues with some banks (non-recurrent losses/profits
e running first tests and, in the course of the exercise, trace back the
particulary if you add bank-specific models etc., you have to make sure
ken up in the calculation. Please make yourself sufficiently familiar with
computation is done as envisaged.
the quasi-IRB methodology, please carefully verify whether the scaling

RB is adequate.
f bank-specific tests to simulate Interest Rate and FX shocks (or use
otherwise). Please be aware that the tools applies linear shocks
for the Interest Rate shocks are to be definded on the Parameter tab.
As unhedged market risks can be a specific threat for smaller banks, in
ation is needed to gather the input data.
d to reporting period
Basel III simulation is chosen, hurdle rates are as scheduled by the Basel Committee
ve entered the GDP paths for each scenario on Input_Satellite sheet
2012
2013
2014
2015
1.5%
1.3%
1.7%
2.1%
Level in respective year; in case "losses" are chosen in setup, the lev
account changes of performing exposure.
1.5%
1.3%
1.7%
2.1%
Level in respective year; in case "losses" are chosen in setup, the lev
account changes of performing exposure.
100.0%
100.0%
100.0%
100.0%
Level in respective year; in case "losses" are chosen in setup, LGD is
17.0%
17.0%
17.0%
17.0%
Level in respective year;
3.0%
3.0%
3.0%
3.0%
Relative change y-o-y
2012
2013
2014
2015
6.1%
9.3%
12.6%
15.9%
-5.0%
-5.0%
-5.0%
-5.0%
Change of FX rate, assumption is that net open positions remain the
100.0
-0.5%
150.0
-1.0%
200.0
-1.5%
250.0
-2.0%
Cumulative change compared to reporting period

2012
2013
2014
2015
6.1%
0.0%
9.3%
0.0%
12.6%
0.0%
15.9%
0.0%
2012
2013
2014
2015
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
-98.2%
0.0%
-104.3%
0.0%
-164.9%
0.0%
-253.2%

Change compared to previous period

se "losses" are chosen in setup, the level of credit losses is displayed rather than default rates/PDs; Please note: figure also takes into
g exposure.
se "losses" are chosen in setup, the level of credit losses is displayed rather than default rates/PDs; Please note: figure also takes into
g exposure.
se "losses" are chosen in setup, LGD is set to 100 percent;
n is that net open positions remain the same
to reporting period
to reporting period
to reporting period
to reporting period
to reporting period
Please note: figure also takes into
Please note: figure also takes into
Calculation of the Risk Parameters
This sheet calculates the stress test parameters; In principle, stress testers do not have to go through the calcula
The reported figures used to define the scenarios are displayed below (please click to navigate).
The risk parameters used for the stress tests are displayed below. All parameters are defined on the assumption
sheet, except in the case of manual input of the scenarios (see below). Please click on the specific years to navigate.
Scenarios can also be defined manually, which is needed if one seeks to define bank-specific assumptions. Please
enter them by navigating to the respective year. The manual scenario can be selected on the Assumption sheet.
The rating migration scenario is calculated separately and is directly fed into the "Calc_Y[x]_BxB" sheets.
Reported Figures
Please note: The reported figures are used as reference figures for the scena
1 Credit Risk
1.1 Credit Losses, Level
Total
Bank 1
Average
2.3%
2.7%
Sovereign
0.9%
0.5%
1.9%
1.0%
Banks/Institutions
3.1%
3.8%
Corporates
1.6%
2.5%
SME (please avoid double counting with corporate1.8%
exposure)
2.5%
Retail
2.9%
2.5%
Residential mortgages (please avoid double counting
0.8%with retail exposure)
2.5%
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
3.4%
2.5%
1.2 Loss Given Default (LGD),

Level
Total
Average
100.0%
Sovereign
100.0%
100.0%
Banks/Institutions
100.0%
Corporates
100.0%
SME (please avoid double counting with corporate
100.0%
exposure)
Retail
100.0%
Bank 2
5.1%
0.5%
1.0%
4.5%
5.4%
5.4%
5.4%
5.4%
n.a.
n.a.
5.4%
Bank 1
Bank 2
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%

100.0%
with retail100.0%
exposure)
Securitization
n.a.
100.0%
Derivatives
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
1.3 Asset Correlations
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Total
Bank 1
Bank 2
0.0%
17.0%
0.0%
15.1%
0.0%
12.9%
Total
2.1 Change of Risk-Weighted Assets (RWAs)
Bank 1
Bank 2
Relative Change in Correlations

Resulting Level of Correlations
2 Market Risk
Relative change of Risk-weighted Assets
0.0%
0.0%
0.0%
2.2 Foreign Exchange Rate Risk (FX

Risk)
Total
Bank 1
Bank 2
Average change in FX rate, basis points

USD
EUR
JPY
GBP
CHF
Other
Not assigned
Not assigned
Not assigned
Not assigned
0.0%
0.0%
0.0%
n.a.
n.a.
0.0%
0.0%
n.a.
n.a.
n.a.
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Total
Bank 1
Bank 2
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
Bank 1
0.0%
0.0%
Bank 2
0.0%
0.0%
2.3 Interest Rate Risk

Reference scenario:
2.4 Asset Price Risk

Change in Asset Value (average) (%)
Trading Portfolio (=Default Category if no IFRS distinction)

Total
Sovereign Bonds
0.0%
Other Bonds
0.0%
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
0.0%
n.a.
0.0%
0.0%
n.a.
n.a.
n.a.
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Available for Sale Portfolio

Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
n.a.
0.0%
0.0%
0.0%
0.0%
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Hold-to-Maturity Portfolio
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
0.0%
n.a.
0.0%
0.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Total Assets in Trading book & AfS Portfolio

Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
482
384
8,810
1,382
4,004
136
n.a.
n.a.
n.a.
n.a.
Bank 1
112
251
1,855
923
1,254
0
0
0
0
0
Bank 2
0
0
1,911
0
202
0
0
0
0
0
3 Operational Risk
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
4 Pillar II Risk-weighted Assets
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
5 Changes in Bank Profits (eximpairments and valuation

losses/gainsns)
Total
Bank 1
Bank 2
Net interest income, net fee and

commission income, net trading income
and other categories of income
0.0%
0.0%
0.0%
6 Credit Growth (%)
Total
Bank 1
Bank 2
Change in total credit volume, year-on-year
0.0%
0.0%
0.0%
Scenario
chosen
Macro
Scenario for Year 1 (uses manual input, if applicable)

1 Credit Risk
1.1 Exposure at Default (Performing before stress in year 1)

Total
35,893
Total Credit Exposure included in Test
Portion of credit exposure subject to stress test 97.5%
Total
Bank 1
9,387
98.1%
Bank 2
2,601
100.0%
Bank 1
Bank 2
Total
35,893
9,387
Sovereign
953
33
549
0
Banks/Institutions
3,781
1,729
Corporates
9,445
2,345
5,111
exposure) 2,171
Retail
4,757
2,171
62 with retail exposure)
0
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
2,652
938

Total
2,601
110
0
243
449
53
1,182
0
n.a.
n.a.
564
Loss
assumption
Relative
Bank 1
Bank 2
Total
1.8%
2.1%
Sovereign
0.7%
0.4%
1.5%
0.8%
Banks/Institutions
2.4%
3.0%
Corporates
1.3%
1.9%
exposure)
1.9%
Retail
2.3%
1.9%
1.9%
Securitization
n.a.
n.a.
4.0%
0.4%
0.8%
3.6%
4.3%
4.3%
4.3%
4.3%
n.a.
Derivatives
n.a.
2.7%
1.3 Loss Given Default (LGD), Level

LGD is set to 100% due to setting!
Total
n.a.
1.9%
n.a.
4.3%
LGD
assumption
Relative
Bank 1
Bank 2
Total
100.0%
100.0%
Sovereign
100.0%
100.0%
100.0%
100.0%
Banks/Institutions
100.0%
100.0%
Corporates
100.0%
100.0%
100.0%
exposure) 100.0%
Retail
100.0%
100.0%
100.0%
with retail100.0%
exposure)
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Correlation
assumption
Relative
Total
Bank 1
Bank 2
0.0%
17.0%
0.0%
15.1%
0.0%
12.9%
Relative change of Asset Correlations

100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
1.5 Change of Risk-weighted Assets (RWAs) compared to before stress

Total
Total
-9.6%
Sovereign
-8.0%
-9.6%
Banks/Institutions
-11.5%
Corporates
-9.2%
-9.5%
exposure)
Bank 1
Bank 2
-11.0%
-7.4%
-8.2%
-12.8%
-10.6%
-10.6%
-14.9%
-7.4%
-8.2%
-14.0%
-15.4%
-15.4%
Retail
-11.3%
-10.6%
-7.8%with retail-10.6%
exposure)
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
-12.1%
-10.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-15.4%
-15.4%
n.a.
n.a.
-15.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2 Market Risk
MR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
Scenario
Expert
Total
Bank 1
Bank 2
-5.0%
-5.0%
-5.0%
n.a.
n.a.
-5.0%
-5.0%
n.a.
n.a.
n.a.
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Change
50
Total
Bank 1
Bank 2
50
0
50
-3
50
-2
Scenario
chosen
Expert
Total
Bank 1
Bank 2
-0.5%
-0.5%
-0.5%
Bank 1
-0.5%
Bank 2
-0.5%
2.2 Foreign Exchange Rate Risk (FX Risk)
Average change in FX rates, percent

USD
EUR
JPY
GBP
CHF
Other
Not assigned
Not assigned
Not assigned
Not assigned
Reference scenario:
Average Resulting loss (-) or profit (+)

Total
Sovereign Bonds
-0.5%
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
-0.5%
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%

Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
OR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
P2 RWA
assumption
Relative
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
Scenario
chosen
Macro
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3 Operational Risk

losses/gains
Net interest Income

Net Trading Income
Default categories for income
0.0%
0.0%
0.0%
Scenario
chosen
Expert
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
Scenario
chosen
Macro
6 Credit Growth (%)
Manual Scenario Entry for Year 1

1 Credit Risk

Total
Bank 1
Total
36,307
9,463
Sovereign
974
34
557
0
Banks/Institutions
3,801
1,728
Corporates
9,603
2,369
5,188
exposure) 2,193
Retail
4,788
2,193
0
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
2,659
947
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.

Total
Bank 2
2,571
113
0
241
443
52
1,166
0
n.a.
n.a.
556
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Loss
assumption
Relative
Bank 1
Bank 2
Total
1.5%
1.8%
Sovereign
0.6%
0.3%
1.3%
0.7%
Banks/Institutions
2.1%
2.6%
Corporates
1.1%
1.7%
exposure)
1.7%
Retail
2.0%
1.7%
1.7%
Securitization
n.a.
n.a.
3.5%
0.3%
0.7%
3.1%
3.7%
3.7%
3.7%
3.7%
n.a.
Derivatives
n.a.
2.3%

Total
n.a.
1.7%
n.a.
3.7%
LGD
assumption
Relative
Bank 1
Bank 2
Total
100.0%
100.0%
Sovereign
100.0%
100.0%
100.0%
100.0%
Banks/Institutions
100.0%
100.0%
Corporates
100.0%
100.0%
100.0%
exposure) 100.0%
Retail
100.0%
100.0%
100.0%
with retail100.0%
exposure)
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Correlation
assumption
Relative
Total
Bank 1
Bank 2
0.0%
17.0%
0.0%
15.1%
0.0%
12.9%
Bank 1
Bank 2
-7.4%
-4.0%
-4.8%
-9.1%
-7.0%
-7.0%
-11.1%
-4.0%
-4.8%
-10.2%
-11.5%
-11.5%

100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
1.5 Change of Risk-weighted Assets (RWAs)

Total
Total
-6.2%
Sovereign
-4.6%
-6.1%
Banks/Institutions
-7.9%
Corporates
-5.7%
-6.0%
exposure)
Retail
-7.7%
-7.0%
-4.5%with retail exposure)
-7.0%
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
-8.5%
-7.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-11.5%
-11.5%
n.a.
n.a.
-11.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2 Market Risk
MR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
Scenario
Expert
Total
Bank 1
Bank 2
-5.0%
-5.0%
-5.0%
n.a.
n.a.
-5.0%
-5.0%
n.a.
n.a.
n.a.
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Change
50
Total
Bank 1
Bank 2
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Scenario
chosen
Expert
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
Bank 1
0.0%
Bank 2
0.0%

USD
EUR
JPY
GBP
CHF
Other
Not assigned
Not assigned
Not assigned
Not assigned
Reference scenario:
Not assigned

Total
Sovereign Bonds
0.0%
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
0.0%
0.0%
n.a.
0.0%
0.0%
n.a.
n.a.
n.a.
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%

Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
n.a.
0.0%
0.0%
0.0%
0.0%
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
0.0%
n.a.
0.0%
0.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
OR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
P2 RWA
assumption
Relative
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
Scenario
chosen
Macro
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3 Operational Risk

losses/gains
Net interest Income

Net Trading Income
0.0%
0.0%
0.0%
Scenario
chosen
Expert
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
6 Credit Growth (%)

1 Credit Risk
Scenario chosen Macro
1.1 Exposure at Default (Performing before

stress in year 3)
Total
Bank 1
Total
36,822
9,568
Sovereign
997
35
567
0
Banks/Institutions
3,834
1,733
Corporates
9,783
2,399
5,278
exposure) 2,221
Retail
4,835
2,221
0
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
2,675
959
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.

Total
Bank 2
2,557
116
0
241
440
52
1,156
0
n.a.
n.a.
552
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Loss
assumption
Relative
Bank 1
Bank 2
Total
1.3%
1.6%
Sovereign
0.5%
0.3%
1.1%
0.6%
Banks/Institutions
1.8%
2.2%
Corporates
0.9%
1.4%
exposure)
1.4%
Retail
1.7%
1.4%
1.4%
3.0%
0.3%
0.6%
2.7%
3.2%
3.2%
3.2%
3.2%
Securitization
Derivatives
n.a.
n.a.
2.0%

Total
n.a.
n.a.
1.4%
n.a.
n.a.
3.2%
LGD
assumption
Relative
Bank 1
Bank 2
Total
100.0%
100.0%
Sovereign
100.0%
100.0%
100.0%
100.0%
Banks/Institutions
100.0%
100.0%
Corporates
100.0%
100.0%
100.0%
exposure) 100.0%
Retail
100.0%
100.0%
100.0%
with retail100.0%
exposure)
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Correlation
assumption
Relative
Total
Bank 1
Bank 2
0.0%
17.0%
0.0%
15.1%
0.0%
12.9%
Total
Bank 1
Bank 2
-5.7%
-4.4%
-5.7%
-7.2%
-5.3%
-6.8%
-3.9%
-4.5%
-8.2%
-6.5%
-10.0%
-3.9%
-4.5%
-9.2%
-10.4%

100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Total
Sovereign
Banks/Institutions
Corporates

-5.6%
exposure) -6.5%
Retail
-7.0%
-6.5%
-4.3%with retail exposure)
-6.5%
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
-7.7%
-6.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-10.4%
-10.4%
-10.4%
n.a.
n.a.
-10.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2 Market Risk
MR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
Scenario
Expert
Total
Bank 1
Bank 2
-5.0%
-5.0%
-5.0%
n.a.
n.a.
-5.0%
-5.0%
n.a.
n.a.
n.a.
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Change
50
Total
Bank 1
Bank 2
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Scenario
chosen
Expert
Total
Bank 1
Bank 2
-0.5%
-0.5%
-0.5%
Bank 1
Bank 2

USD
EUR
JPY
GBP
CHF
Other
Not assigned
Not assigned
Not assigned
Not assigned
Reference scenario:
Not assigned

Total
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
-0.5%
-0.5%
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%

Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
OR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
P2 RWA
assumption
Relative
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
Scenario
chosen
Macro
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3 Operational Risk

losses/gains
Net interest Income

Net Trading Income
0.0%
0.0%
0.0%
Scenario
chosen
Expert
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
Scenario
chosen
Macro
6 Credit Growth (%)
1 Credit Risk

Total
Bank 1
Total
37,427
9,699
Sovereign
1,022
36
577
0
Banks/Institutions
3,879
1,745
Corporates
9,982
2,435
5,378
exposure) 2,254
Retail
4,896
2,254
0
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
2,701
973
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.

Total
Bank 2
2,555
119
0
241
438
52
1,153
0
n.a.
n.a.
551
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Loss
assumption
Relative
Bank 1
Bank 2
Total
1.7%
2.0%
Sovereign
0.7%
0.4%
1.4%
0.7%
Banks/Institutions
2.3%
2.8%
Corporates
1.2%
1.8%
exposure)
1.8%
Retail
2.1%
1.8%
1.8%
Securitization
n.a.
n.a.
3.8%
0.4%
0.7%
3.4%
4.0%
4.0%
4.0%
4.0%
n.a.
Derivatives
n.a.
2.5%

Total
n.a.
1.8%
n.a.
4.0%
LGD
assumption
Relative
Bank 1
Bank 2
Total
100.0%
100.0%
Sovereign
100.0%
100.0%
100.0%
100.0%
Banks/Institutions
100.0%
100.0%
Corporates
100.0%
100.0%
100.0%
exposure) 100.0%
Retail
100.0%
100.0%
100.0%
with retail100.0%
exposure)
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Correlation
assumption
Relative
Total
Bank 1
Bank 2
0.0%
17.0%
0.0%
15.1%
0.0%
12.9%
Bank 1
Bank 2
9.0%
14.2%
13.0%
6.4%
9.6%
9.6%
3.4%
14.2%
13.0%
4.7%
2.7%
2.7%

100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%

Total
Total
10.1%
Sovereign
13.3%
11.0%
Banks/Institutions
8.3%
Corporates
11.7%
11.1%
exposure)
Retail
8.7%
9.6%
13.5%
with retail exposure)
9.6%
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
7.5%
9.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2.7%
2.7%
n.a.
n.a.
2.7%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2 Market Risk
MR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
Scenario
Expert
Total
Bank 1
Bank 2
-5.0%
-5.0%
-5.0%
n.a.
n.a.
-5.0%
-5.0%
n.a.
n.a.
n.a.
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Change
50
Total
Bank 1
Bank 2
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Scenario
chosen
Expert
Total
Bank 1
Bank 2
-0.5%
-0.5%
-0.5%
Bank 1
-0.5%
Bank 2
-0.5%

USD
EUR
JPY
GBP
CHF
Other
Not assigned
Not assigned
Not assigned
Not assigned
Reference scenario:
Not assigned

Total
Sovereign Bonds
-0.5%
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
-0.5%
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%

Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
OR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
P2 RWA
assumption
Relative
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
Scenario
chosen
Macro
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3 Operational Risk

losses/gains
Net interest Income

Net Trading Income
Scenario
chosen
Expert
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
Scenario
chosen
Macro
6 Credit Growth (%)
1 Credit Risk

Total
Bank 1
Total
37,906
9,788
Sovereign
1,045
37
586
0
Banks/Institutions
3,904
1,747
Corporates
10,160
2,462
5,465
exposure) 2,279
Retail
4,936
2,279
0
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
2,712
984
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.

Total
Bank 2
2,531
122
0
240
433
51
1,140
0
n.a.
n.a.
544
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Loss
assumption
Relative
Bank 1
Bank 2
Total
2.1%
2.6%
Sovereign
0.8%
0.5%
1.8%
1.0%
Banks/Institutions
2.9%
3.6%
Corporates
1.5%
2.3%
exposure)
2.3%
Retail
2.7%
2.3%
2.3%
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
4.8%
0.5%
1.0%
4.3%
5.1%
5.1%
5.1%
5.1%
n.a.
n.a.
3.2%

Total
2.3%
5.1%
LGD
assumption
Relative
Bank 1
Bank 2
Total
100.0%
100.0%
Sovereign
100.0%
100.0%
100.0%
100.0%
Banks/Institutions
100.0%
100.0%
Corporates
100.0%
100.0%
100.0%
exposure) 100.0%
Retail
100.0%
100.0%
100.0%
with retail100.0%
exposure)
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Correlation
assumption
Relative
Total
Bank 1
Bank 2
0.0%
17.0%
0.0%
15.1%
0.0%
12.9%
Bank 1
Bank 2
7.4%
13.9%
12.4%
4.0%
8.0%
8.0%
8.0%
0.2%
13.9%
12.4%
1.9%
-0.7%
-0.7%
-0.7%

100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%

Total
Total
9.7%
Sovereign
12.8%
9.9%
Banks/Institutions
6.4%
Corporates
10.7%
10.1%
exposure)
Retail
7.0%

13.1%
with retail exposure)
8.0%
Securitization
n.a.
n.a.
Derivatives
n.a.
n.a.
5.4%
8.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-0.7%
n.a.
n.a.
-0.7%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2 Market Risk
Total
3.0%
Scenario
Expert
Total
Bank 1
Bank 2
-5.0%
-5.0%
-5.0%
n.a.
n.a.
-5.0%
-5.0%
n.a.
n.a.
n.a.
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Change
50
Total
Bank 1
Bank 2
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Scenario
chosen
Expert
Total
Bank 1
Bank 2
-0.5%
-0.5%
-0.5%
Bank 1
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
Bank 2
3.0%
Reference scenario:
Not assigned
Bank 1
Relative
3.0%

USD
EUR
JPY
GBP
CHF
Other
Not assigned
Not assigned
Not assigned
Not assigned
MR RWA
assumption

Total
Sovereign Bonds
-0.5%
Other Bonds
-0.5%
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%

Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
n.a.
-0.5%
-0.5%
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Total
-0.5%
n.a.
-0.5%
-0.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 1
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 2
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
OR RWA
assumption
Relative
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
P2 RWA
assumption
Relative
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
Scenario
chosen
Macro
Total
Bank 1
Bank 2
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3 Operational Risk

losses/gains
Net interest Income

Net Trading Income
Scenario
chosen
Expert
Total
Bank 1
Bank 2
3.0%
3.0%
3.0%
6 Credit Growth (%)
Calculation of PDs for Rating Downgrade Analysis
Calculation of the Risk Parameters
ess testers do not have to go through the calculations unless they want to enter assumptions manually.
Click below to navigate
w (please click to navigate).
Reported
parameters are defined on the assumption

). Please click on the specific years to navigate.
Year 1
Year 2
Year 3
Year 4
Year 5
s to define bank-specific assumptions. Please

can be selected on the Assumption sheet.
ed into the "Calc_Y[x]_BxB" sheets.
Year 1
Year 2
Year 3
Year 4
Year 5
Link
d figures are used as reference figures for the scenario definition (except in case of manual input)
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
1.6%
0.2%
0.7%
4.6%
1.0%
1.0%
1.0%
1.0%
n.a.
n.a.
1.0%
0.6%
0.5%
1.0%
0.8%
0.6%
0.6%
0.6%
0.6%
n.a.
n.a.
0.6%
1.7%
1.0%
2.0%
3.5%
1.4%
1.4%
1.4%
1.4%
n.a.
n.a.
1.4%
2.0%
1.0%
2.0%
2.3%
2.0%
2.0%
2.0%
2.0%
n.a.
n.a.
2.0%
1.4%
1.0%
2.0%
2.5%
1.2%
1.2%
1.2%
1.2%
n.a.
n.a.
1.2%
0.4%
1.0%
2.0%
1.6%
0.1%
0.1%
0.1%
0.1%
n.a.
n.a.
0.1%
1.2%
1.0%
2.0%
1.7%
1.0%
1.0%
1.0%
1.0%
n.a.
n.a.
1.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
17.4%
0.0%
20.7%
0.0%
17.1%
0.0%
16.5%
0.0%
18.0%
0.0%
21.7%
0.0%
18.7%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
0.0%
0.0%
Bank 4
0.0%
0.0%
Bank 5
0.0%
0.0%
Bank 6
0.0%
0.0%
Bank 7
0.0%
0.0%
Bank 8
0.0%
0.0%
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 4
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 5
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 6
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 7
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 8
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 4
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 5
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 6
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 7
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 8
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
10
4
588
13
852
0
0
0
0
0
Bank 4
0
0
2,050
0
1,687
0
0
0
0
0
Bank 5
0
0
913
0
0
0
0
0
0
0
Bank 6
108
0
168
0
0
0
0
0
0
0
Bank 7
208
10
510
61
0
131
0
0
0
0
Bank 8
0
69
623
0
0
0
0
0
0
0
Bank 9
0
5
150
0
0
0
0
0
0
0
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
672
50.6%
Bank 4
1,490
50.6%
Bank 5
1,011
108.4%
Bank 6
1,848
106.8%
Bank 7
1,407
97.6%
Bank 8
5,430
105.0%
Bank 9
646
108.5%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
672
0
14
111
161
138
122
28
n.a.
n.a.
98
1,490
61
61
183
659
256
110
34
n.a.
n.a.
126
1,011
46
46
139
501
195
84
0
n.a.
n.a.
0
1,848
85
85
254
915
356
153
0
n.a.
n.a.
0
1,407
65
65
194
697
271
116
0
n.a.
n.a.
0
5,430
249
249
747
2,690
1,046
448
0
n.a.
n.a.
0
646
30
30
89
320
125
53
0
n.a.
n.a.
0
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
1.3%
0.1%
0.5%
3.6%
0.8%
0.8%
0.8%
0.8%
n.a.
0.5%
0.4%
0.8%
0.6%
0.5%
0.5%
0.5%
0.5%
n.a.
1.4%
0.8%
1.6%
2.7%
1.1%
1.1%
1.1%
1.1%
n.a.
1.5%
0.8%
1.6%
1.8%
1.6%
1.6%
1.6%
1.6%
n.a.
1.1%
0.8%
1.6%
1.9%
0.9%
0.9%
0.9%
0.9%
n.a.
0.3%
0.8%
1.6%
1.3%
0.1%
0.1%
0.1%
0.1%
n.a.
0.9%
0.8%
1.6%
1.3%
0.8%
0.8%
0.8%
0.8%
n.a.
-21.0%
n.a.
0.8%
n.a.
0.5%
n.a.
1.1%
n.a.
1.6%
n.a.
0.9%
n.a.
0.1%
n.a.
0.8%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
17.4%
0.0%
20.7%
0.0%
17.1%
0.0%
16.5%
0.0%
18.0%
0.0%
21.7%
0.0%
18.7%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
-9.2%
-6.8%
-7.7%
-14.0%
-8.2%
-8.2%
-7.6%
-7.4%
-8.2%
-7.8%
-7.5%
-7.5%
-9.3%
-8.2%
-9.8%
-12.2%
-8.9%
-8.9%
-9.8%
-8.2%
-9.8%
-10.2%
-9.8%
-9.8%
-8.8%
-8.2%
-9.8%
-10.6%
-8.5%
-8.5%
-7.2%
-8.2%
-9.8%
-9.2%
-6.7%
-6.7%
-8.4%
-8.2%
-9.8%
-9.2%
-8.2%
-8.2%
10%
0%
-8.2%
-8.2%
n.a.
n.a.
-8.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-7.5%
-7.5%
n.a.
n.a.
-7.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-8.9%
-8.9%
n.a.
n.a.
-8.9%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-9.8%
-9.8%
n.a.
n.a.
-9.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-8.5%
-8.5%
n.a.
n.a.
-8.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-6.7%
-6.7%
n.a.
n.a.
-6.7%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-8.2%
-8.2%
n.a.
n.a.
-8.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
FX Change
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
50
0
50
0
50
0
50
-1
50
-1
50
-2
50
0
Change
-0.5%
Include HTM
Yes
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
Bank 4
-0.5%
Bank 5
-0.5%
Bank 6
-0.5%
Bank 7
-0.5%
Bank 8
-0.5%
Bank 9
-0.5%
3%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3%
0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
684
0
14
110
165
141
125
28
n.a.
n.a.
100
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,527
63
62
187
675
263
113
35
n.a.
n.a.
129
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,028
47
47
139
510
198
85
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,874
87
86
257
928
361
155
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,433
66
65
196
711
277
119
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
5,574
255
252
760
2,769
1,077
461
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
660
30
30
90
327
127
55
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
1.1%
0.1%
0.5%
3.1%
0.7%
0.7%
0.7%
0.7%
n.a.
0.4%
0.3%
0.7%
0.5%
0.4%
0.4%
0.4%
0.4%
n.a.
1.2%
0.7%
1.4%
2.3%
1.0%
1.0%
1.0%
1.0%
n.a.
1.3%
0.7%
1.4%
1.5%
1.3%
1.3%
1.3%
1.3%
n.a.
0.9%
0.7%
1.4%
1.7%
0.8%
0.8%
0.8%
0.8%
n.a.
0.3%
0.7%
1.4%
1.1%
0.1%
0.1%
0.1%
0.1%
n.a.
0.8%
0.7%
1.4%
1.1%
0.7%
0.7%
0.7%
0.7%
n.a.
-13.8%
n.a.
0.7%
n.a.
0.4%
n.a.
1.0%
n.a.
1.3%
n.a.
0.8%
n.a.
0.1%
n.a.
0.7%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
17.4%
0.0%
20.7%
0.0%
17.1%
0.0%
16.5%
0.0%
18.0%
0.0%
21.7%
0.0%
18.7%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
-5.7%
-3.5%
-4.3%
-10.3%
-4.8%
-4.8%
-4.2%
-4.0%
-4.8%
-4.5%
-4.2%
-4.2%
-5.9%
-4.8%
-6.3%
-8.5%
-5.4%
-5.4%
-6.3%
-4.8%
-6.3%
-6.7%
-6.3%
-6.3%
-5.4%
-4.8%
-6.3%
-7.0%
-5.1%
-5.1%
-3.9%
-4.8%
-6.3%
-5.7%
-3.4%
-3.4%
-5.0%
-4.8%
-6.3%
-5.8%
-4.8%
-4.8%
0%
0%
-4.8%
-4.8%
n.a.
n.a.
-4.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-4.2%
-4.2%
n.a.
n.a.
-4.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-5.4%
-5.4%
n.a.
n.a.
-5.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-6.3%
-6.3%
n.a.
n.a.
-6.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-5.1%
-5.1%
n.a.
n.a.
-5.1%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-3.4%
-3.4%
n.a.
n.a.
-3.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-4.8%
-4.8%
n.a.
n.a.
-4.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
FX Change
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Change
0.0%
Include HTM
Yes
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
0.0%
Bank 4
0.0%
Bank 5
0.0%
Bank 6
0.0%
Bank 7
0.0%
Bank 8
0.0%
Bank 9
0.0%
3%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 4
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 5
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 6
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 7
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 8
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 4
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 5
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 6
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 7
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 8
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3%
0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
696
0
14
110
169
144
128
29
n.a.
n.a.
103
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,566
64
64
192
693
269
115
36
n.a.
n.a.
133
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,046
49
48
140
521
202
87
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,904
89
87
261
943
367
157
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,462
67
66
198
727
283
121
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
5,724
260
257
774
2,850
1,108
475
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
674
31
31
92
335
130
56
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.9%
0.1%
0.4%
2.7%
0.6%
0.6%
0.6%
0.6%
0.4%
0.3%
0.6%
0.5%
0.4%
0.4%
0.4%
0.4%
1.0%
0.6%
1.2%
2.0%
0.8%
0.8%
0.8%
0.8%
1.2%
0.6%
1.2%
1.3%
1.2%
1.2%
1.2%
1.2%
0.8%
0.6%
1.2%
1.4%
0.7%
0.7%
0.7%
0.7%
0.2%
0.6%
1.2%
0.9%
0.1%
0.1%
0.1%
0.1%
0.7%
0.6%
1.2%
1.0%
0.6%
0.6%
0.6%
0.6%
-13.7%
n.a.
n.a.
0.6%
n.a.
n.a.
0.4%
n.a.
n.a.
0.8%
n.a.
n.a.
1.2%
n.a.
n.a.
0.7%
n.a.
n.a.
0.1%
n.a.
n.a.
0.6%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
17.4%
0.0%
20.7%
0.0%
17.1%
0.0%
16.5%
0.0%
18.0%
0.0%
21.7%
0.0%
18.7%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
-5.3%
-3.4%
-4.1%
-9.3%
-4.6%
-4.0%
-3.9%
-4.5%
-4.3%
-4.0%
-5.5%
-4.5%
-5.9%
-7.8%
-5.1%
-5.8%
-4.5%
-5.9%
-6.2%
-5.8%
-5.0%
-4.5%
-5.9%
-6.5%
-4.8%
-3.8%
-4.5%
-5.9%
-5.3%
-3.3%
-4.7%
-4.5%
-5.9%
-5.4%
-4.6%
0%
0%
-4.6%
-4.6%
-4.6%
n.a.
n.a.
-4.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-4.0%
-4.0%
-4.0%
n.a.
n.a.
-4.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-5.1%
-5.1%
-5.1%
n.a.
n.a.
-5.1%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-5.8%
-5.8%
-5.8%
n.a.
n.a.
-5.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-4.8%
-4.8%
-4.8%
n.a.
n.a.
-4.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-3.3%
-3.3%
-3.3%
n.a.
n.a.
-3.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-4.6%
-4.6%
-4.6%
n.a.
n.a.
-4.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
FX Change
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Change
-0.5%
Include HTM
Yes
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3%
0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
711
0
15
110
173
148
131
30
n.a.
n.a.
105
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,607
66
65
197
711
277
119
37
n.a.
n.a.
136
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,067
50
49
142
532
207
89
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,938
91
89
265
960
373
160
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,494
69
68
201
743
289
124
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
5,881
267
261
790
2,934
1,141
489
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
690
32
31
94
343
133
57
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
1.2%
0.1%
0.5%
3.4%
0.8%
0.8%
0.8%
0.8%
n.a.
0.5%
0.4%
0.7%
0.6%
0.4%
0.4%
0.4%
0.4%
n.a.
1.3%
0.7%
1.5%
2.6%
1.1%
1.1%
1.1%
1.1%
n.a.
1.5%
0.7%
1.5%
1.7%
1.5%
1.5%
1.5%
1.5%
n.a.
1.0%
0.7%
1.5%
1.8%
0.9%
0.9%
0.9%
0.9%
n.a.
0.3%
0.7%
1.5%
1.2%
0.1%
0.1%
0.1%
0.1%
n.a.
0.9%
0.7%
1.5%
1.2%
0.8%
0.8%
0.8%
0.8%
n.a.
27.3%
n.a.
0.8%
n.a.
0.4%
n.a.
1.1%
n.a.
1.5%
n.a.
0.9%
n.a.
0.1%
n.a.
0.8%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
17.4%
0.0%
20.7%
0.0%
17.1%
0.0%
16.5%
0.0%
18.0%
0.0%
21.7%
0.0%
18.7%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
11.7%
15.0%
13.8%
4.7%
12.9%
12.9%
13.9%
14.2%
13.0%
13.5%
14.0%
14.0%
11.4%
13.0%
10.7%
7.3%
12.0%
12.0%
10.8%
13.0%
10.7%
10.1%
10.8%
10.8%
12.1%
13.0%
10.7%
9.6%
12.6%
12.6%
14.4%
13.0%
10.7%
11.6%
15.2%
15.2%
12.6%
13.0%
10.7%
11.5%
12.9%
12.9%
0%
0%
12.9%
12.9%
n.a.
n.a.
12.9%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
14.0%
14.0%
n.a.
n.a.
14.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
12.0%
12.0%
n.a.
n.a.
12.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
10.8%
10.8%
n.a.
n.a.
10.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
12.6%
12.6%
n.a.
n.a.
12.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
15.2%
15.2%
n.a.
n.a.
15.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
12.9%
12.9%
n.a.
n.a.
12.9%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
FX Change
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Change
-0.5%
Include HTM
Yes
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
Bank 4
-0.5%
Bank 5
-0.5%
Bank 6
-0.5%
Bank 7
-0.5%
Bank 8
-0.5%
Bank 9
-0.5%
3%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3%
0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
723
0
15
109
177
151
134
30
n.a.
n.a.
107
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,647
68
67
201
729
284
122
38
n.a.
n.a.
140
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,085
51
49
142
542
211
90
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,967
93
90
269
975
379
162
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1,523
71
69
203
759
295
126
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
6,039
273
265
804
3,020
1,174
503
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
704
32
32
96
350
136
58
0
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
1.5%
0.2%
0.7%
4.3%
1.0%
1.0%
1.0%
1.0%
n.a.
n.a.
0.6%
0.5%
1.0%
0.8%
0.6%
0.6%
0.6%
0.6%
n.a.
n.a.
1.6%
1.0%
1.9%
3.3%
1.4%
1.4%
1.4%
1.4%
n.a.
n.a.
1.9%
1.0%
1.9%
2.1%
1.9%
1.9%
1.9%
1.9%
n.a.
n.a.
1.3%
1.0%
1.9%
2.3%
1.1%
1.1%
1.1%
1.1%
n.a.
n.a.
0.4%
1.0%
1.9%
1.5%
0.1%
0.1%
0.1%
0.1%
n.a.
n.a.
1.1%
1.0%
1.9%
1.6%
1.0%
1.0%
1.0%
1.0%
n.a.
n.a.
Calculation!B1938
27.5%
1.0%
0.6%
1.4%
1.9%
1.1%
0.1%
1.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
17.4%
0.0%
20.7%
0.0%
17.1%
0.0%
16.5%
0.0%
18.0%
0.0%
21.7%
0.0%
18.7%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
10.8%
14.9%
13.4%
1.8%
12.3%
12.3%
12.3%
13.5%
13.9%
12.4%
13.0%
13.6%
13.6%
13.6%
10.3%
12.4%
9.4%
5.1%
11.2%
11.2%
11.2%
9.6%
12.4%
9.4%
8.7%
9.5%
9.5%
9.5%
11.3%
12.4%
9.4%
8.1%
11.9%
11.9%
11.9%
14.2%
12.4%
9.4%
10.6%
15.2%
15.2%
15.2%
12.0%
12.4%
9.4%
10.5%
12.3%
12.3%
12.3%
0%
0%
12.3%
n.a.
n.a.
12.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
13.6%
n.a.
n.a.
13.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
11.2%
n.a.
n.a.
11.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
9.5%
n.a.
n.a.
9.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
11.9%
n.a.
n.a.
11.9%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
15.2%
n.a.
n.a.
15.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
12.3%
n.a.
n.a.
12.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
3%
Bank 3
Bank 4
3.0%
3.0%
FX Change
-5.0%
Bank 3
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Change
-0.5%
Include HTM
Yes
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 4
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 5
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 6
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 7
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 8
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 9
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
3%
0%
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.5%
1.0%
2.0%
3.8%
3.8%
3.8%
3.8%
3.8%
n.a.
n.a.
3.8%
2.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
14.1%
0.0%
15.5%
0.0%
15.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
n.a.
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
0.0%
0.0%
Bank 11
0.0%
0.0%
Bank 12
0.0%
0.0%
Bank 13
0.0%
0.0%
Bank 14
0.0%
0.0%
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 11
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 12
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 13
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 14
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 11
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 12
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 13
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 14
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
0
44
41
16
9
4
0
0
0
0
Bank 11
0
0
0
0
0
0
0
0
0
0
Bank 12
45
0
0
369
0
0
0
0
0
0
Bank 13
0
0
0
0
0
0
0
0
0
0
Bank 14
0
0
0
0
0
0
0
0
0
0
Bank 15
0
0
0
0
0
0
0
0
0
0
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
2,817
147.8%
Bank 11
4,754
100.0%
Bank 12
3,829
100.0%
Bank 13
n.a.
n.a.
Bank 14
n.a.
n.a.
Bank 15
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2,817
273
0
93
706
500
318
0
n.a.
n.a.
926
4,754
0
0
0
0
0
0
0
n.a.
n.a.
0
3,829
0
0
0
0
0
0
0
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2.8%
0.8%
1.6%
3.0%
3.0%
3.0%
3.0%
3.0%
n.a.
1.9%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1.9%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
3.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
14.1%
0.0%
15.5%
0.0%
15.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-12.3%
-8.2%
-9.8%
-12.8%
-12.7%
-12.7%
-7.8%
n.a.
n.a.
n.a.
n.a.
n.a.
-7.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-12.7%
-12.7%
n.a.
n.a.
-12.7%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
50
-1
50
-2
50
-1
50
0
50
0
50
0
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
Bank 11
-0.5%
Bank 12
-0.5%
Bank 13
-0.5%
Bank 14
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2,821
279
0
93
706
500
318
0
n.a.
n.a.
926
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
4,804
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
3,870
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2.4%
0.7%
1.4%
2.6%
2.6%
2.6%
2.6%
2.6%
n.a.
1.7%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1.7%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
14.1%
0.0%
15.5%
0.0%
15.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-8.6%
-4.8%
-6.3%
-9.1%
-9.0%
-9.0%
-4.6%
n.a.
n.a.
n.a.
n.a.
n.a.
-4.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-9.0%
-9.0%
n.a.
n.a.
-9.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
0.0%
Bank 11
0.0%
Bank 12
0.0%
Bank 13
0.0%
Bank 14
0.0%
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 11
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 12
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 13
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 14
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 11
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 12
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 13
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 14
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2,836
286
0
93
708
502
319
0
n.a.
n.a.
929
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
4,868
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
3,921
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2.1%
0.6%
1.2%
2.2%
2.2%
2.2%
2.2%
2.2%
1.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
14.1%
0.0%
15.5%
0.0%
15.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-7.8%
-4.5%
-5.9%
-8.2%
-8.2%
-4.4%
n.a.
n.a.
n.a.
n.a.
-4.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
-8.2%
-8.2%
-8.2%
n.a.
n.a.
-8.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2,861
293
0
94
713
505
321
0
n.a.
n.a.
935
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
4,943
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
3,982
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2.6%
0.7%
1.5%
2.8%
2.8%
2.8%
2.8%
2.8%
n.a.
1.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2.8%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
14.1%
0.0%
15.5%
0.0%
15.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
7.2%
13.0%
10.7%
6.4%
6.5%
6.5%
9.6%
n.a.
n.a.
n.a.
n.a.
n.a.
9.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
6.5%
6.5%
n.a.
n.a.
6.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
Bank 11
-0.5%
Bank 12
-0.5%
Bank 13
-0.5%
Bank 14
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2,870
299
0
94
714
506
321
0
n.a.
n.a.
936
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
5,001
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
4,028
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.3%
1.0%
1.9%
3.6%
3.6%
3.6%
3.6%
3.6%
n.a.
n.a.
2.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
3.6%
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
100.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
14.1%
0.0%
15.5%
0.0%
15.5%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
5.0%
12.4%
9.4%
4.0%
4.1%
4.1%
4.1%
12.1%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
12.1%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
4.1%
n.a.
n.a.
4.1%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 10
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
n.a.
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
-5.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
50
#DIV/0!
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 11
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 12
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 13
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 14
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 15
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
-0.5%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
3.0%
3.0%
3.0%
3.0%
3.0%
3.0%
Aggregate Outcome of Scenario Analysis (Overview)

Assumptions (to simulate sensitivity, all other assumptions defined on "Assumption" sheet)
Type of
Scenario
Macro
Macro
scenario (if
applicable)
Baseline
Basel III?
Yes
Baseline
RWA
Stress Test
Method
IRB
Which IRB
approach?
Reg IRB
Scaling
factor
(yes/no)?
Yes
Year (of
reporting
data)
2010
Outcome of Scenario Analysis for Baseline

Number of banks
included in tests
Overall
Outcome
Number of
banks passing
tests
Hurdle Rate
(2011)
12
Pass Rate
58%
2010
2011
2012
2013
2014
2015
n.a. (combined)
8%
4%
2%
8%
4%
2%
11.7%
9.4%
6.6%
3
3
1
0
233
12
0
12.1%
9.6%
6.7%
3
3
1
0
264
13
0
13.1%
10.3%
7.3%
3
3
1
0
216
7
0
13.5%
10.6%
7.8%
3
3
2
1
243
47
16
11.9%
9.2%
6.5%
3
3
3
2
467
325
163
10.1%
7.6%
4.9%
5
4
4
3
766
655
444
CAR
8%
0.4%
0.5%
0.4%
0.4%
0.8%
1.4%
T1R
Core T1R
4%
2%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.1%
0.0%
0.6%
0.3%
1.2%
0.8%
637
-511
52
178
39,336
637
-648
-92
-103
36,467
637
-562
-8
67
33,705
637
-489
-78
71
31,959
637
-630
-78
-70
34,938
637
-808
-78
-249
37,962
0.0%
26.8%
278.6%
157.9%
-7.3%
0.0%
9.9%
116.3%
62.3%
-14.3%
0.0%
-4.3%
250.6%
60.3%
-18.8%
0.0%
23.3%
250.6%
139.6%
-11.2%
0.0%
58.2%
250.6%
240.0%
-3.5%
Total capital adequacy ratio (CAR, percent) 1/

Tier 1 ratio (T1R, percent) 1/
Common/Core tier 1 ratio (Core T1R, percent) 1/
Total
CAR
Number of banks failing the tests
T1R
Core T1R
CAR
Necessary Recapitalization (abs)
T1R
Core T1R
Necessary Recapitalization (rel to
total assets)
Net Profit (before losses)

Losses (Credit Risk)
Risk Drivers Losses/Gains (Trading & Investment Income)
Net income (Profit or Loss)
Sum of Risk weighted assets
Profit (before losses)
Risk Drivers:
Losses (credit)
Changes
Losses (trading)
compared to
Net Losses/Profit
2010
Change in Risk weighted assets
Profit (before losses)

Losses (credit)
Risk Drivers:
Losses (trading)
Contribution
Net Losses/Profit
(ppts)
Other (Credit Growth, etc)
Change in Risk weighted assets
Total Capital in the banking system
Tier 1 Capital in the banking system
Common/Core Capital in the banking system
Other
Leverage (capital/total credit)
Leverage (Tier 1 capital/total credit)
Return on total regulatory capital
Dividend yield
1/ Weighted by banks' total assets.
2/ Or total over the stress test horizon.
4,292
2,954
1,079
12.2%
8.4%
4.1%
1.6%
1.75
-1.78
-0.25
-0.28
-0.12
0.86
1.89
-1.67
-0.02
0.20
-0.17
0.93
1.99
-1.53
-0.24
0.22
-0.46
0.67
1.82
-1.80
-0.22
-0.20
-0.35
-1.09
1.68
-2.13
-0.20
-0.66
-0.24
-0.89
4,152
2,804
971
11.5%
7.8%
-2.5%
-1.2%
4,155
2,787
955
11.5%
7.8%
1.6%
0.8%
4,076
2,719
935
6.8%
7.5%
1.7%
0.9%
3,890
2,551
789
6.4%
6.9%
-1.8%
-0.9%
3,546
2,236
551
5.7%
6.1%
-7.0%
-3.5%
Stress test parameters (Overview) for Baseline

Hurdle Rate Total Capital
Hurdle Rates Hurdle Rate Tier 1 Capital
Hurdle Rate Common/Core Tier 1
Scenario
2010
8.0%
4.0%
2.0%
Scenario chosen
Type of Macro scenario, if applicable
Percentage of Profit retained

RWAs for Credit Risk based on StA or IRB?
Stress test
Use of scaling factor? (yes/no)
para-meters
Pillar 2 capital charges included? (yes/no)
RWAs for name concentration included? (yes/no)
Risk parameters
Loss Rate
LGD not applicable under this setup, i.e., 100 percent
Credit Growth
Market Risk RWAs
Change of FX rates for all net open positions (percent)
Interest Rate Shock (bp)
Asset Price Shock (Trading, AfS)
Operational Risk RWAs
2.3%
100.0%
2011
8.0%
4.0%
2.0%
2012
8.0%
4.0%
2.0%
2013
8.0%
4.5%
3.5%
2014
8.0%
5.5%
4.0%
2015
8.0%
6.0%
4.5%
Macro
Baseline
Macro
Baseline
Macro
Baseline
Macro
Baseline
Macro
Baseline
50.0%
IRB
Yes
No
No
50.0%
IRB
Yes
No
No
50.0%
IRB
Yes
No
No
50.0%
IRB
Yes
No
No
50.0%
IRB
Yes
No
No
1.8%
100.0%
3.0%
3.0%
-5.0%
50.0
-0.5%
3.0%
1.5%
100.0%
3.0%
3.0%
-5.0%
50.0
0.0%
3.0%
1.3%
100.0%
3.0%
3.0%
-5.0%
50.0
-0.5%
3.0%
1.7%
100.0%
3.0%
3.0%
-5.0%
50.0
-0.5%
3.0%
2.1%
100.0%
3.0%
3.0%
-5.0%
50.0
-0.5%
3.0%
Aggregate Capitalization Charts
Total capital adequacy ratio (CAR, %)
16%
Number of Banks that Fail Test

10
14%
8
12%
10%
8%
6%
4%
2
2%
0%
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
Capital needs (in currency & unit as chosen)
Tier 1 ratio (T1R, %)
900
16%
800
14%
700
12%
600
10%
500
8%
400
6%
300
4%
200
2%
100
0%
2010
2011
2012
2013
2014
2015
2010
2011
2012
2013
2014
2015
Aggregate Risk Driver Charts
800
Change in Risk Drivers (% vs "Before")
Risk Drivers (in currency & unit as chosen)
300%
600
250%
400
200%
200
0
150%
-200
100%
-400
50%
-600
-800
0%
-1,000
-50%
2010
2011
2012
Profits before losses
4.0
2013
2014
2015
2010
Trading/Investment income
Contribution to Capitalization Ratio (ppt)
2011
2012
2013
2014
Credit risk losses
2015
RWA change
Changes in Credit Risk Measures
2.5%
120%
3.0
100%
2.0%
2.0
80%
1.0
0.0
1.0%
-1.0
-2.0
0.5%
-3.0
-4.0
LGD
Loss Rate
1.5%
40%
LGD not applicable under this setup, i.e., 100
percent
20%
0.0%
2010
2011
2012
2013
2014
2015
60%
Loss Rate
0%
2010
2011
2012
2013
2014
2015
Total Capital Ratio Distribution for Baseline

Label
Min
Quart 25
Median
Quart 75
Max
-99999999
8%
10%
12%
14%
16%
18%
Percentile
0
25
50
75
100
<8%
<10%
<12%
<14%
<16%
<18%
>=18%
2010
3.6%
8.5%
12.0%
14.1%
18.9%
2011
3.5%
8.7%
12.5%
15.0%
21.9%
2012
3.9%
9.3%
13.2%
16.2%
25.9%
2013
3.8%
9.3%
13.5%
16.6%
29.2%
2014
2.9%
7.7%
12.0%
15.3%
28.5%
2015
1.4%
6.1%
10.5%
13.3%
28.0%
3
1
2
3
1
1
1
3
1
2
1
3
0
2
3
0
1
3
2
1
2
3
0
1
3
2
0
3
3
1
2
2
1
1
2
4
1
3
1
0
2
1
Interquartile Capital Ratio Ranges
Distribution of Capital Ratios
35%
100%
30%
80%
25%
20%
60%
15%
40%
10%
20%
5%
0%
0%
2010
2011
2012
2013
2014
2015
2010
<8%
<10%
2011
<12%
2012
<14%
2013
2014
2015
<16%
<18%
>=18%
Total Capital Evolution of Bank-by-Bank Capitalization for Baseline

Bank 1
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
2010
6.8%
18.9%
3.6%
6.7%
9.1%
13.0%
16.7%
15.0%
11.0%
10.2%
13.7%
13.7%
2011
6.6%
21.9%
3.5%
5.8%
9.4%
14.9%
18.3%
15.3%
11.8%
11.1%
14.4%
13.3%
2012
6.8%
25.9%
3.9%
5.8%
10.1%
17.1%
20.3%
15.8%
12.8%
12.5%
15.1%
13.6%
2013
6.7%
29.2%
3.8%
4.7%
10.2%
19.0%
21.5%
15.8%
13.4%
13.4%
15.8%
13.5%
2014
5.2%
28.5%
3.0%
2.9%
8.5%
17.9%
19.3%
13.2%
11.8%
12.3%
14.4%
11.3%
2015
3.4%
28.0%
2.2%
1.4%
7.0%
16.8%
17.4%
11.0%
10.1%
10.9%
12.2%
8.2%
Parameters for Sensitivity Analysis

Choose type of shock
Hurdle
Rates
Change in RWAs for OPRisk
Please choose!

Hurdle Rate Tier 1 Capital
Interest Rate Shock
fall in all yield curves (worldwide)

by 200 bps
EUR
Equity
Market
Foreign Exchange Rate Shock
Risk Tests
Asset Price Shock
Change in RWAs for Market Risk
Please be aware that market risk shocks are assumed to be instantaneous
Increase of credit losses
Credit Risk
n.a.
Tests
Default of x largest counterparts
Corporates
by
by
by
by
by
by
Exposure to Largest Counterpart
Please be aware that credit risk shocks include profit as first line of defense
Operational
Change in RWAs for OpRisk
Risk
Please be aware that operational risk shocks are assumed to be instantaneous
by
Outcome of Sensitivity Analysis
Total Capital adequacy ratio (CAR, percent, weighted average by banks)

Tier1 Ratio (T1R, percent, weighted average by banks)
Common/Core Tier 1 Ratio (Core T1R, percent, weighted average by banks)
Number of banks that fail the test
Overall
Outcome
Capital needs to recapitalize banks
Capital needs to recapitalize banks (relative to GDP)
Net Profit (before losses)

Losses (Credit, including foregone interest)
Risk Drivers Losses/Gains (Trading, FX Risk, Interest Rate Risk,Other)
Net Losses/Profit
Risk weighted assets of the banking sector
Detailled Results for Banks

Market Risk
Interest Rate Shock
System
Resulting Profit/Loss
-58
Foreign Exchange Rate Shock

-13
Asset Price Shock

-88
Change in RWAs
54
Credit Risk
Increase of PDs
Total Credit Exposure subject to stress
Credit Loss Ratio (Stress)
LGD (Stress)
Resulting Loss
9,445
7.2%
100.0%
-642
Change in RWAs
128.4%
Default of largest counterparts

Resulting Loss
Operational Risk
Change in RWAs
Detailled Results for Banks

Outcome of Sensitivity Tests
Resulting Loss/Profit
Change in RWAs
Profit available as buffer (assumption: same as
previous year)
0
174
System
0
174
0
Total Capital Ratio after stress

Tier 1 Capital Ratio after stress
Common/Core Tier 1 Ratio after stress
Risk-weighted assets after stress
4,292
2,954
1,079
39,510
Total Capital Ratio after stress

Tier Capital Ratio after stress
Common/Core Tier 1 Ratio after stress
11.6%
9.4%
6.6%
Capital needs Total Capital (Yes/No)

Capital needs Tier 1 Capital (Yes/No)
Capital needs Core/Common Tier 1 Capital (Yes/No)
Capital needs (Total Capital Ratio)
Capital needs (Tier Capital Ratio)
Capital needs (Common/Core Tier 1)
6
4
2
1,000
492
214
ensitivity Analysis
Please choose!
12%
8%
6%
Please enter
Please enter
Please enter
200
(change in basis points, e.g., 1 for 1 bp)
-10.0%
-1.0%
5.0%
(change in percent, example -5%)

(change in percent, example 1%)
Absolute, by x %
5%
(change of PDs)
Relative
20%
(change of LGDs)
10.0%
sitivity Analysis
Total Capital
Tier 1
Core Tier 1
Total Capital
Tier 1
Core Tier 1
Total Capital
Tier 1
Core Tier 1
Bank 1
Before
Stress
Instantane
ous Shock
11.7%
9.4%
6.6%
3
1
0
233
12
0
0.1%
0.0%
0.0%
11.6%
9.4%
6.6%
6
4
2
1,000
492
214
25.7%
12.6%
5.5%
Scenario
analysis
(for info)
12.1%
9.6%
6.7%
3
3
1
0
264
13
0.0%
0.5%
0.0%
637
-511
52
178
39,336
n.a.
n.a.
0
n.a.
39,510
637
-648
-92
-103
36,467
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
-11
-8
-1
-2
-1
-5
-5
-9
-13
-19
-19
-6
-20
-9
-2
-5
-6
13
13
2,345
7.7%
100.0%
-181
449
10.1%
100.0%
-45
161
6.6%
100.0%
-11
659
5.6%
100.0%
-37
501
6.7%
100.0%
-34
915
7.0%
100.0%
-64
697
6.4%
100.0%
-45
2,690
5.4%
100.0%
-146
14.6%
8.4%
46.9%
230.6%
90.3%
41.8%
61.2%
387.1%
63
18
Bank 1
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
0
63
0
5
0
5
0
18
0
0
0
7
0
1
0
0
779
611
531
11,457
565
401
301
2,989
54
49
34
1,528
164
127
n.a.
2,476
169
n.a.
n.a.
1,856
298
n.a.
n.a.
2,300
432
339
n.a.
2,587
559
518
n.a.
3,718
6.80%
5.3%
4.6%
18.9%
13.4%
10.1%
3.5%
3.2%
2.2%
6.6%
5.1%
n.a.
9.1%
n.a.
n.a.
13.0%
n.a.
n.a.
16.7%
13.1%
n.a.
15.0%
13.9%
n.a.
1
1
1
0
0
0
1
1
1
1
1
0
1
0
0
0
0
0
0
0
0
0
0
0
596
306
156
0
0
0
129
73
58
133
71
0
54
0
0
0
0
0
0
0
0
0
0
0
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
-1
-5
-6
-5
-2
n.a.
n.a.
n.a.
320
6.2%
100.0%
-20
706
8.5%
100.0%
-60
0
7.5%
100.0%
0
0
7.5%
100.0%
0
0
n.a.
100.0%
n.a.
0
n.a.
100.0%
n.a.
0
n.a.
100.0%
n.a.
74.1%
19.8%
0.0%
0.0%
n.a.
n.a.
n.a.
14
36
25
n.a.
n.a.
n.a.
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
0
1
0
14
0
36
0
25
0
n.a.
0
n.a.
0
n.a.
62
n.a.
n.a.
564
454
316
n.a.
4,468
445
349
n.a.
3,274
311
244
213
2,292
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
11.0%
n.a.
n.a.
10.2%
7.1%
n.a.
13.6%
10.7%
n.a.
13.6%
10.7%
9.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1
0
0
1
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
6
0
0
82
42
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Detailled Results for Banks, Year 1

Credit Risk
Total Credit (on- & off-balance, before stress)
Total Customer Loans
Losses/Provisions reported
Loss Rates
Total Credit Exposure included in Stress Test
Loss Rate (for total exposure included in tests)
Credit Growth (during stress horizon)
Loss Rates (Stress)
Defaulted Credit/NPL Inflow (conditional on scenario)
LGD (stress)
Total Credit (performing loans after stress)
Impairments (reported before stress)
Impairments (scenario)
Risk Weighted Assets
Credit Risk (before Stress)
Basel II Approach to Credit Risk
RWAs for Credit Risk (before stress)
RWAs for Credit Risk (IRB)
RWAs for Market Risk
RWAs for Operational Risk (before stress)
RWAs for Other Pillar 1 charges
RWAs for Pillar 2 (if selected)
Total RWAs before Stress
RWAs for Credit Risk (after stress)
RWAs for Market Risk (after stress)
RWAs for Operational Risk (after stress)
RWAs for Other Pillar 1 charges (after stress)
RWAs for Pillar 2 (after stress)
Total RWAs after stress
System
Bank 1
36,808
25,482
9,574
5,380
437
2.2%
128
2.7%
35,893
2.3%
9,387
2.7%
1,077
1.8%
658
100.0%
36,312
282
2.1%
203
100.0%
9,466
511
648
132
200
26,066
36,477
1,081
1,744
33
0
39,336
32,809
1,114
1,796
33
0
36,467
Basel I
4,777
10,505
259
629
0
0
11,394
9,353
267
648
0
0
10,474
Profits
Profit (reported operating income incl. impairments, used for comparison)
178
33
Profit (reported, re-scaled to one year, if applicable)
178
33
Impairments necessary exceeding reported provisions
-137
-68
Net Interest Income (incl. proportional change due to credit risk losses)
0
0
0
0
Net Trading Income
0
0
Losses/Gains in market portfolios (investment, trading)
-69
-27
Interest Risk Shock in the banking book
-14
-3
Foreign Exchange Rate Risk
-60
-25
Change of all other income components not covered otherswise (eg commission
0
and fee income,
0 other operating income, n
Adjustment of profit (positive or genative)
-281
-123
Profit/loss (after stress, added to capital)
-140
-89
Regulatory Capital
Regulatory capital before stress (Total)
4,292
779
Regulatory capital after stress (Total)

Regulatory capital before stress (Tier 1)
Regulatory capital after stress (Tier 1)
Regulatory capital before stress (Core Tier 1)
Regulatory capital after stress (Core Tier 1)
4,152
2,954
2,804
1,079
971
689
611
522
531
442
11.7%
12.1%
9.4%
9.6%
6.6%
6.7%
2,917
1,459
729
6.8%
6.6%
5.4%
5.0%
4.7%
4.2%
838
419
209
Recapitalization Needs (Total CAR)

Recapitalization needed before stress (0=no, 1=yes)
Recapitalization needs before stress
Recapitalization needed after stress (0=no, 1=yes)
Recapitalization needs after stress
3
233
3
264
1
133
1
148
Recapitalization Needs (Tier 1)

1
12
1
13
0
0
0
0
Recapitalization Needs (Core Tier 1)

0
0
0
0
0
0
0
0
11.5%
7.8%
7.0%
5.3%
Phase-out Total Capital

Phase-out Tier 1 Capital
Phase-out Common/Core Tier 1 Capital
0
0
0
0
0
0
Banks failing the tests (post test)

Banks failing the tests (pre test)
3
3
1
1
Capital Adequacy
Total Capital Ratio before Stress (CAR)
Total Capital Ratio after stress (CAR)
Tier 1 Ratio before stress (T1R)
Tier 1 Ratio after stress (T1R)
Common/Core Tier 1 Ratio before stress (Core T1R)
Common/Core Tier 1 Ratio after stress (Core T1R)
Minimum regulatory capital (after stress, Total CAR)
Minimum regulatory capital (after stress, Tier 1)
Minimum regulatory capital (after stress, Core Tier 1)
Leverage (based on Total Capital)

Leverage (based on Tier 1 Capital)
Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
2,601
2,250
1,329
392
2,946
1,220
933
928
1,729
1,695
1,442
1,291
5,169
4,982
93
5.1%
5
1.6%
5
0.6%
13
1.7%
0
2.0%
11
1.4%
0
0.4%
2,601
5.1%
672
1.6%
1,490
0.6%
1,011
1.7%
1,848
2.0%
1,407
1.4%
5,430
0.4%
78
4.0%
106
100.0%
2,573
20
1.3%
9
100.0%
684
45
0.5%
8
100.0%
1,527
30
1.4%
14
100.0%
1,028
55
1.5%
29
100.0%
1,874
42
1.1%
16
100.0%
1,433
163
0.3%
19
100.0%
5,574
121
105
4
9
7
7
0
14
33
29
15
15
5
18
Std. Apr.
3,683
2,812
125
48
0
0
2,985
2,392
129
49
0
0
2,622
Std. Apr.
305
1,438
36
45
5
0
1,524
1,307
37
46
5
0
1,422
Std. Apr.
542
2,193
52
185
28
0
2,458
2,027
53
190
28
0
2,345
Std. Apr.
343
1,846
7
3
0
0
1,856
1,674
7
3
0
0
1,717
AIRB
2,178
2,178
46
69
0
0
2,293
1,966
47
71
0
0
2,126
AIRB
2,536
2,536
40
11
0
0
2,586
2,312
41
11
0
0
2,412
Std. Apr.
4,403
3,465
250
3
0
0
3,718
3,214
258
3
0
0
3,544
16
16
17
0
0
0
-11
-2
n.a.
0
4
10
7
7
-4
0
0
0
-7
0
n.a.
0
-12
-5
-8
-8
0
0
0
0
-19
0
n.a.
0
-19
-28
11
11
-14
0
0
0
-5
0
n.a.
0
-18
-8
33
33
5
0
0
0
-1
-1
n.a.
0
2
18
25
25
0
0
0
0
-5
-1
n.a.
0
-6
9
2
2
-14
0
0
0
-3
-2
n.a.
0
-20
-17
565
54
164
169
298
432
559
575
401
411
301
311
49
49
44
34
29
136
127
99
161
316
441
339
348
541
518
501
18.9%
21.9%
13.4%
15.7%
10.1%
11.9%
210
105
52
3.6%
3.5%
3.2%
3.1%
2.2%
2.0%
114
57
28
6.7%
5.8%
5.2%
4.2%
9.1%
9.4%
13.0%
14.9%
16.7%
18.3%
13.1%
14.4%
15.0%
15.3%
13.9%
14.1%
188
94
47
137
69
34
170
85
43
193
96
48
284
142
71
0
0
0
0
1
68
1
65
1
33
1
51
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
12
1
13
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
21.5%
15.3%
3.6%
3.3%
4.6%
3.3%
16.7%
n.a.
17.7%
n.a.
29.7%
23.5%
10.2%
9.4%
0
0
0
0
0
0
0
0
n.a.
0
n.a.
n.a.
0
n.a.
n.a.
0
0
n.a.
0
0
n.a.
0
0
1
1
1
1
0
0
0
0
0
0
0
0
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
Bank 15
596
593
1,906
1,524
4,754
3,074
3,829
2,152
0
1.2%
58
3.5%
73
2.5%
51
2.5%
646
1.2%
2,817
3.5%
4,754
2.5%
3,829
2.5%
19
0.9%
6
100.0%
660
85
2.8%
79
100.0%
2,822
143
1.9%
94
100.0%
4,803
6
6
58
78
76
92
53
74
n.a.
n.a.
n.a.
AIRB
555
555
3
5
0
0
564
508
3
5
0
0
527
Std. Apr.
2,102
4,307
12
136
0
0
4,455
3,778
12
140
0
0
4,008
0
2,730
2,730
148
360
0
0
3,238
2,516
153
370
0
0
3,100
0
1,911
1,911
104
252
0
0
2,266
1,761
107
259
0
0
2,170
0
0
0
0
0
0
n.a.
n.a.
n.a.
0
0
0
0
0
0
0
0
0
1
1
0
0
0
0
-1
0
n.a.
0
-1
0
26
26
-20
0
0
0
-2
-1
-10
0
-33
-7
19
19
-17
0
0
0
15
-2
-15
0
-18
1
13
13
-21
0
0
0
-4
-1
-10
0
-37
-23
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
0
n.a.
0
0
n.a.
0
n.a.
0
0
n.a.
0
n.a.
0
0
n.a.
62
454
445
311
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
115
1.9%
n.a.
n.a.
n.a.
76 Please Check Please Check Please Check
100.0%
100.0%
100.0%
100.0%
3,869
n.a.
n.a.
n.a.
62
447
316
308
445
349
350
288
244
221
213
189
11.0%
11.8%
10.2%
11.1%
7.1%
7.7%
13.7%
14.4%
10.8%
11.3%
321
160
80
248
124
62
13.7%
13.3%
10.8%
10.2%
9.4%
8.7%
174
87
43
42
21
11
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
10.1%
n.a.
22.4%
15.5%
9.1%
7.1%
7.3%
5.6%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
0
0
n.a.
0
0
n.a.
0
0
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
0
System
Bank 1
Credit Risk
Total Performing Credit (included in tests, after year 1)
36,307
9,463

Loss Rates (Stress)
LGD (stress)
1,089
1.5%
570
100.0%
36,827
284
1.8%
176
100.0%
9,570
511
562
132
174

RWAs for Credit Risk (after Year 1)
RWAs for Market Risk (after Year 1)
RWAs for Operational Risk (after Year 1)
RWAs for Other Pillar 1 charges (after Year 1)
RWAs for Pillar 2 (if selected, after Year 1)
Total RWAs after Year 1
Total RWAs after 2nd Year
Basel I
32,809
1,114
1,796
33
0
35,752
30,674
1,147
1,850
33
0
33,705
9,353
267
648
0
0
10,269
8,662
275
668
0
0
9,605
Profits
178
33
178
33
-51
-41
0
0
0
0
Net Trading Income
0
0
Losses in the market portfolios (investment, trading), net of provisions
0
0
0
n.a.
-60
-25
0
and fee income,
-111
-67
3
-33
Regulatory Capital
4,152
689

4,155
2,804
2,787
971
955
656
522
488
442
409
12.4%
13.1%
9.8%
10.3%
6.8%
7.3%
2,696
1,348
674
6.7%
6.8%
5.1%
5.1%
4.3%
4.3%
768
384
192

3
242
3
216
1
132
1
112

1
12
1
7
0
0
0
0

0
0
0
0
0
0
0
0
11.5%
7.8%
6.7%
5.0%

0
0
0
0
0
0
Banks failing the tests
Capital Adequacy

Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
2,571
684
1,527
1,028
1,874
1,433
5,574
77
3.5%
91
100.0%
2,558
21
1.1%
8
100.0%
697
46
0.4%
7
100.0%
1,566
31
1.2%
12
100.0%
1,046
56
1.3%
25
100.0%
1,904
43
0.9%
14
100.0%
1,462
167
0.3%
16
100.0%
5,725
121
89
4
7
7
7
0
12
33
25
15
14
5
16
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
AIRB
AIRB
Std. Apr.
2,392
129
49
0
0
2,570
2,127
133
51
0
0
2,311
1,307
37
46
5
0
1,394
1,232
38
48
5
0
1,323
2,027
53
190
28
0
2,299
1,941
55
196
28
0
2,220
1,674
7
3
0
0
1,684
1,576
7
3
0
0
1,586
1,966
47
71
0
0
2,084
1,843
49
73
0
0
1,964
2,312
41
11
0
0
2,365
2,188
42
11
0
0
2,242
3,214
258
3
0
0
3,474
3,089
265
3
0
0
3,357
16
16
32
0
0
0
0
n.a.
n.a.
0
32
24
7
7
-3
0
0
0
0
n.a.
n.a.
0
-3
2
-8
-8
1
0
0
0
0
n.a.
n.a.
0
1
-8
11
11
-12
0
0
0
0
n.a.
n.a.
0
-12
-1
33
33
8
0
0
0
0
n.a.
n.a.
0
8
21
25
25
2
0
0
0
0
n.a.
n.a.
0
2
13
2
2
-12
0
0
0
0
n.a.
n.a.
0
-12
-9
575
49
136
161
316
441
541
599
411
435
311
335
51
44
46
29
31
129
99
92
160
337
454
348
361
532
501
492
22.4%
25.9%
16.0%
18.8%
12.1%
14.5%
185
92
46
3.5%
3.9%
3.2%
3.5%
2.1%
2.3%
106
53
26
5.9%
5.8%
4.3%
4.1%
9.6%
10.1%
15.2%
17.1%
18.7%
20.3%
14.7%
16.1%
15.6%
15.8%
14.4%
14.6%
178
89
44
127
63
32
157
79
39
179
90
45
269
134
67
0
0
0
0
1
62
1
55
1
48
1
49
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
12
1
7
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
22.6%
16.4%
7.3%
6.5%
8.2%
5.8%
15.1%
n.a.
17.4%
n.a.
30.8%
24.5%
9.3%
8.6%
0
0
0
0
0
0
0
0
n.a.
0
n.a.
n.a.
0
n.a.
n.a.
0
0
n.a.
0
0
n.a.
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
3,870
Bank 14
Bank 15
660
2,821
4,804
20
0.8%
5
100.0%
674
85
2.4%
68
100.0%
2,837
144
1.7%
82
100.0%
4,866
6
5
58
67
76
81
53
65
n.a.
n.a.
n.a.
AIRB
Std. Apr.
508
3
5
0
0
517
483
4
5
0
0
492
3,778
12
140
0
0
3,930
3,452
13
144
0
0
3,608
2,516
153
370
0
0
3,039
2,401
157
382
0
0
2,939
1,761
107
259
0
0
2,127
1,680
110
267
0
0
2,058
n.a.
n.a.
n.a.
0
0
0
0
0
0
n.a.
n.a.
n.a.
0
0
0
0
0
0
0
0
0
1
1
1
0
0
0
0
n.a.
n.a.
0
1
1
26
26
-10
0
0
0
0
n.a.
-10
0
-19
3
19
19
-5
0
0
0
0
n.a.
-15
0
-19
0
13
13
-12
0
0
0
0
n.a.
-10
0
-22
-9
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
62
447
445
288
116
0
0
0
1.7%
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
3,920
n.a.
n.a.
n.a.
63
450
308
311
445
350
349
279
221
212
189
181
12.0%
12.8%
11.4%
12.5%
7.8%
8.6%
14.7%
15.1%
11.5%
11.9%
289
144
72
235
118
59
13.5%
13.6%
10.4%
10.3%
8.9%
8.8%
165
82
41
39
20
10
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
9.3%
n.a.
15.5%
10.7%
9.0%
7.1%
7.0%
5.3%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
0
n.a.
n.a.
0
0
n.a.
0
0
n.a.
0
0
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
System
Bank 1
Credit Risk
36,822
9,568

Loss Rates (Stress)
LGD (stress)
1,105
1.3%
496
100.0%
37,431
287
1.6%
154
100.0%
9,701
511
489
132
152

Total RWAs after 3rd Year
Basel I
30,674
1,147
1,850
33
0
33,705
28,839
1,182
1,906
33
0
31,959
8,662
275
668
0
0
9,605
8,075
283
688
0
0
9,046
Profits
178
33
178
33
22
-19
0
0
0
0
Net Trading Income
0
0
Losses in the market portfolios (investment, trading), net of provisions -69
-27
0
n.a.
-60
-25
0
and fee income,
-107
-71
-8
-38
Regulatory Capital
4,155
656

4,076
2,787
2,719
955
935
605
488
442
409
371
13.1%
13.5%
10.3%
10.6%
7.3%
7.8%
2,557
1,438
1,119
6.8%
6.7%
5.1%
4.9%
4.3%
4.1%
724
407
317

3
216
3
243
1
112
1
118

2
22
2
47
0
0
0
0

1
15
1
16
0
0
0
0
6.8%
7.5%
4.8%
4.5%
71
42
0
13
9
0
Capital Adequacy

Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
2,557
696
1,566
1,046
1,904
1,462
5,724
77
3.0%
78
100.0%
2,556
21
0.9%
7
100.0%
711
47
0.4%
6
100.0%
1,607
31
1.0%
11
100.0%
1,067
57
1.2%
22
100.0%
1,939
44
0.8%
12
100.0%
1,494
172
0.2%
14
100.0%
5,882
121
76
4
6
7
6
0
10
33
22
15
12
5
14
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
AIRB
AIRB
Std. Apr.
2,127
133
51
0
0
2,311
1,915
137
52
0
0
2,104
1,232
38
48
5
0
1,323
1,167
39
49
5
0
1,260
1,941
55
196
28
0
2,220
1,863
57
202
28
0
2,149
1,576
7
3
0
0
1,586
1,490
7
3
0
0
1,500
1,843
49
73
0
0
1,964
1,736
50
75
0
0
1,861
2,188
42
11
0
0
2,242
2,078
44
12
0
0
2,133
3,089
265
3
0
0
3,357
2,972
273
3
0
0
3,248
16
16
45
0
0
0
-11
n.a.
n.a.
0
34
25
7
7
-2
0
0
0
-7
n.a.
n.a.
0
-10
-3
-8
-8
1
0
0
0
-19
n.a.
n.a.
0
-17
-26
11
11
-10
0
0
0
-5
n.a.
n.a.
0
-15
-4
33
33
11
0
0
0
-1
n.a.
n.a.
0
10
22
25
25
3
0
0
0
-5
n.a.
n.a.
0
-2
12
2
2
-10
0
0
0
-3
n.a.
n.a.
0
-13
-11
599
51
129
160
337
454
532
615
435
454
335
360
47
46
43
31
28
100
92
64
153
353
459
361
368
512
492
474
25.9%
29.2%
18.8%
21.6%
14.5%
17.1%
168
95
74
3.9%
3.8%
3.5%
3.4%
2.3%
2.2%
101
57
44
5.8%
4.7%
4.1%
3.0%
10.1%
10.2%
17.1%
19.0%
20.3%
21.5%
16.1%
17.3%
15.8%
15.8%
14.6%
14.6%
172
97
75
120
67
52
149
84
65
171
96
75
260
146
114
0
0
0
0
1
55
1
53
1
49
1
72
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
13
1
14
1
8
1
33
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
1
15
1
16
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
10.6%
17.2%
2.1%
5.9%
1.8%
4.0%
7.2%
n.a.
14.3%
n.a.
16.9%
24.4%
5.2%
8.0%
9
6
0
1
1
0
3
2
n.a.
3
n.a.
n.a.
5
n.a.
n.a.
7
5
n.a.
9
7
n.a.
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
3,921
Bank 14
Bank 15
674
2,836
4,868
20
0.7%
5
100.0%
690
85
2.1%
59
100.0%
2,862
146
1.4%
71
100.0%
4,942
6
5
58
58
76
70
53
57
n.a.
n.a.
n.a.
AIRB
Std. Apr.
483
4
5
0
0
492
460
4
6
0
0
469
3,452
13
144
0
0
3,608
3,181
13
148
0
0
3,342
2,401
157
382
0
0
2,939
2,296
162
393
0
0
2,851
1,680
110
267
0
0
2,058
1,607
113
275
0
0
1,996
n.a.
n.a.
n.a.
0
0
0
0
0
0
n.a.
n.a.
n.a.
0
0
0
0
0
0
0
0
0
1
1
2
0
0
0
-1
n.a.
n.a.
0
1
1
26
26
-1
0
0
0
-2
n.a.
-10
0
-12
7
19
19
5
0
0
0
15
n.a.
-15
0
6
12
13
13
-4
0
0
0
-4
n.a.
-10
0
-18
-4
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
63
450
445
279
118
0
0
0
1.4%
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
3,981
n.a.
n.a.
n.a.
63
449
311
314
450
349
357
270
212
204
181
176
12.8%
13.4%
12.5%
13.4%
8.6%
9.4%
15.1%
15.8%
11.9%
12.5%
267
150
117
228
128
100
13.6%
13.5%
10.3%
10.2%
8.8%
8.8%
160
90
70
38
21
16
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
6.7%
n.a.
15.9%
10.7%
6.3%
7.1%
5.3%
5.1%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1
n.a.
n.a.
8
4
n.a.
7
5
n.a.
5
3
0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
System
Bank 1
Credit Risk
37,427
9,699

Loss Rates (Stress)
LGD (stress)
1,123
1.7%
649
100.0%
37,901
291
2.0%
201
100.0%
9,788
511
630
132
196

Total RWAs after 4th Year
Basel I
28,839
1,182
1,906
33
0
31,959
31,725
1,217
1,963
33
0
34,938
8,075
283
688
0
0
9,046
8,804
292
708
0
0
9,805
Profits
178
33
178
33
-119
-63
0
0
0
0
Net Trading Income
0
0
-27
0
n.a.
-60
-25
0
and fee income,
-248
-115
-115
-82
Regulatory Capital
4,076
605

3,890
2,719
2,551
935
789
511
442
352
371
263
13.5%
11.9%
10.6%
9.2%
7.8%
6.5%
2,795
1,922
1,398
6.7%
5.2%
4.9%
3.6%
4.1%
2.7%
784
539
392

3
243
3
467
1
118
1
274

3
136
3
325
1
56
1
188

1
22
2
163
0
0
1
129
6.4%
6.9%
3.9%
3.5%
71
42
53
13
9
26
Capital Adequacy

Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
2,555
711
1,607
1,067
1,938
1,494
5,881
77
3.8%
100
100.0%
2,531
21
1.2%
9
100.0%
723
48
0.5%
8
100.0%
1,647
32
1.3%
14
100.0%
1,085
58
1.5%
29
100.0%
1,967
45
1.0%
16
100.0%
1,523
176
0.3%
19
100.0%
6,039
121
97
4
8
7
8
0
14
33
28
15
15
5
19
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
AIRB
AIRB
Std. Apr.
1,915
137
52
0
0
2,104
1,981
141
54
0
0
2,175
1,167
39
49
5
0
1,260
1,303
40
51
5
0
1,399
1,863
57
202
28
0
2,149
2,121
58
208
28
0
2,416
1,490
7
3
0
0
1,500
1,659
8
3
0
0
1,670
1,736
50
75
0
0
1,861
1,923
52
77
0
0
2,052
2,078
44
12
0
0
2,133
2,330
45
12
0
0
2,387
2,972
273
3
0
0
3,248
3,400
281
3
0
0
3,684
16
16
24
0
0
0
-11
n.a.
n.a.
0
14
15
7
7
-4
0
0
0
-7
n.a.
n.a.
0
-12
-5
-8
-8
0
0
0
0
-19
n.a.
n.a.
0
-19
-27
11
11
-14
0
0
0
-5
n.a.
n.a.
0
-18
-7
33
33
5
0
0
0
-1
n.a.
n.a.
0
4
18
25
25
0
0
0
0
-5
n.a.
n.a.
0
-5
10
2
2
-14
0
0
0
-3
n.a.
n.a.
0
-17
-15
615
47
100
153
353
459
512
620
454
463
360
360
42
43
37
28
22
70
64
35
143
366
461
368
373
487
474
451
29.2%
28.5%
21.6%
21.3%
17.1%
16.5%
174
120
87
3.8%
3.0%
3.4%
2.7%
2.2%
1.6%
112
77
56
4.7%
2.9%
3.0%
1.4%
10.2%
8.5%
19.0%
17.9%
21.5%
19.3%
17.3%
15.6%
15.8%
13.2%
14.6%
12.2%
193
133
97
134
92
67
164
113
82
191
131
95
295
203
147
0
0
0
0
1
53
1
70
1
72
1
123
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
27
1
40
1
54
1
98
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
1
22
1
34
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
10.6%
17.6%
1.9%
5.1%
1.3%
2.1%
6.6%
n.a.
14.5%
n.a.
16.7%
24.3%
4.9%
7.4%
9
6
15
1
1
2
3
2
n.a.
3
n.a.
n.a.
5
n.a.
n.a.
7
5
n.a.
9
7
n.a.
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
3,982
Bank 14
Bank 15
690
2,861
4,943
21
0.9%
6
100.0%
704
86
2.6%
77
100.0%
2,870
148
1.8%
94
100.0%
4,998
6
6
58
75
76
91
53
73
n.a.
n.a.
n.a.
AIRB
Std. Apr.
460
4
6
0
0
469
518
4
6
0
0
527
3,181
13
148
0
0
3,342
3,408
14
153
0
0
3,575
2,296
162
393
0
0
2,851
2,516
167
405
0
0
3,087
1,607
113
275
0
0
1,996
1,761
117
283
0
0
2,161
n.a.
n.a.
n.a.
0
0
0
0
0
0
n.a.
n.a.
n.a.
0
0
0
0
0
0
0
0
0
1
1
0
0
0
0
-1
n.a.
n.a.
0
-1
0
26
26
-17
0
0
0
-2
n.a.
-10
0
-29
-3
19
19
-15
0
0
0
15
n.a.
-15
0
-15
2
13
13
-20
0
0
0
-4
n.a.
-10
0
-34
-21
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
63
449
450
270
119
0
0
0
1.8%
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
4,026
n.a.
n.a.
n.a.
62
439
314
306
445
357
354
244
204
180
176
144
13.4%
11.8%
13.4%
12.3%
9.4%
8.6%
15.8%
14.4%
12.5%
11.5%
286
197
143
247
170
123
13.5%
11.3%
10.2%
8.3%
8.8%
6.7%
173
119
86
42
29
21
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
6.5%
n.a.
15.0%
10.4%
6.1%
7.0%
4.7%
4.4%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1
n.a.
n.a.
8
4
n.a.
7
5
n.a.
5
3
10
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
System
Bank 1
Credit Risk
37,906
9,788

PD (stress)
Loss Rates (Stress)
1,137
2.1%
833
100.0%
38,211
294
2.6%
259
100.0%
9,823
511
808
132
251

Total RWAs after 5th Year
Basel I
31,725
1,217
1,963
33
0
34,938
34,653
1,254
2,022
33
0
37,962
8,804
292
708
0
0
9,805
9,452
301
730
0
0
10,482
Profits
178
33
178
33
-297
-119
0
0
0
0
Net Trading Income
0
0
-27
0
n.a.
-60
-25
Net change of all other income components not covered otherswise (eg commission
0
and fee income,
0
other operating incom
-427
-171
-272
-137
Regulatory Capital
3,890
511

3,546
2,551
2,236
789
551
360
352
205
263
99
11.9%
10.1%
9.2%
7.6%
6.5%
4.9%
3,037
2,278
1,708
5.2%
3.4%
3.6%
2.0%
2.7%
0.9%
839
629
472

3
467
4
766
1
274
1
478

3
393
4
655
1
237
1
423

2
219
3
444
1
178
1
372
5.7%
6.1%
2.7%
2.0%
71
42
53
13
9
26
Capital Adequacy

Bank 2
Bank 3
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
2,531
723
1,647
1,085
1,967
1,523
6,039
76
4.8%
126
100.0%
2,481
22
1.5%
11
100.0%
734
49
0.6%
10
100.0%
1,686
33
1.6%
18
100.0%
1,099
59
1.9%
38
100.0%
1,988
46
1.3%
21
100.0%
1,548
181
0.4%
25
100.0%
6,195
121
123
4
11
7
10
0
18
33
37
15
20
5
24
Std. Apr.
Std. Apr.
Std. Apr.
Std. Apr.
AIRB
AIRB
Std. Apr.
1,981
141
54
0
0
2,175
1,985
145
55
0
0
2,186
1,303
40
51
5
0
1,399
1,443
41
52
5
0
1,542
2,121
58
208
28
0
2,416
2,408
60
214
28
0
2,711
1,659
8
3
0
0
1,670
1,831
8
3
0
0
1,842
1,923
52
77
0
0
2,052
2,106
53
80
0
0
2,239
2,330
45
12
0
0
2,387
2,593
46
12
0
0
2,651
3,400
281
3
0
0
3,684
3,882
290
3
0
0
4,175
16
16
-1
0
0
0
-11
n.a.
n.a.
0
-12
2
7
7
-7
0
0
0
-7
n.a.
n.a.
0
-14
-7
-8
-8
-3
0
0
0
-19
n.a.
n.a.
0
-21
-30
11
11
-18
0
0
0
-5
n.a.
n.a.
0
-22
-11
33
33
-3
0
0
0
-1
n.a.
n.a.
0
-5
14
25
25
-5
0
0
0
-5
n.a.
n.a.
0
-10
8
2
2
-19
0
0
0
-3
n.a.
n.a.
0
-23
-21
620
42
70
143
366
461
487
613
463
460
360
347
34
37
30
22
13
37
35
3
128
376
462
373
376
458
451
423
28.5%
28.0%
21.3%
21.0%
16.5%
15.9%
175
131
98
3.0%
2.2%
2.7%
1.9%
1.6%
0.8%
123
93
69
2.9%
1.4%
1.4%
0.1%
8.5%
7.0%
17.9%
16.8%
19.3%
17.4%
15.6%
14.2%
13.2%
11.0%
12.2%
10.1%
217
163
122
147
111
83
179
134
101
212
159
119
334
251
188
0
0
0
0
1
70
1
89
1
123
1
179
0
0
1
19
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
47
1
63
1
110
1
159
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
0
0
1
41
1
56
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
10.3%
17.6%
1.5%
4.0%
0.7%
0.2%
5.9%
n.a.
14.6%
n.a.
16.5%
24.0%
4.5%
6.8%
9
6
15
1
1
2
3
2
n.a.
3
n.a.
n.a.
5
n.a.
n.a.
7
5
n.a.
9
7
n.a.
Bank 9
Bank 10
Bank 11
Bank 12
Bank 13
4,028
Bank 14
Bank 15
704
2,870
5,001
21
1.1%
8
100.0%
717
86
3.3%
98
100.0%
2,858
150
2.3%
121
100.0%
5,030
6
8
58
96
76
117
53
95
n.a.
n.a.
n.a.
AIRB
Std. Apr.
518
4
6
0
0
527
580
4
6
0
0
590
3,408
14
153
0
0
3,575
3,578
14
157
0
0
3,749
2,516
167
405
0
0
3,087
2,820
172
417
0
0
3,409
1,761
117
283
0
0
2,161
1,974
120
292
0
0
2,386
n.a.
n.a.
n.a.
0
0
0
0
0
0
n.a.
n.a.
n.a.
0
0
0
0
0
0
0
0
0
1
1
-2
0
0
0
-1
n.a.
n.a.
0
-2
-1
26
26
-38
0
0
0
-2
n.a.
-10
0
-49
-24
19
19
-42
0
0
0
15
n.a.
-15
0
-41
-22
13
13
-42
0
0
0
-4
n.a.
-10
0
-56
-42
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
n.a.
0
0
0
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
n.a.
n.a.
0
0
n.a.
62
439
445
244
121
0
0
0
2.3%
n.a.
n.a.
n.a.
100.0%
100.0%
100.0%
100.0%
4,052
n.a.
n.a.
n.a.
60
407
306
278
415
354
327
196
180
134
144
92
11.8%
10.1%
12.3%
10.9%
8.6%
7.4%
14.4%
12.2%
11.5%
9.6%
300
225
169
273
205
153
11.3%
8.2%
8.3%
5.6%
6.7%
3.8%
191
143
107
47
35
27
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
0
0
0
0
0
0
0
0
1
9
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
0
0
1
16
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
n.a.
0
6.1%
n.a.
13.6%
9.4%
5.5%
6.3%
3.7%
3.2%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
1
n.a.
n.a.
8
4
n.a.
7
5
n.a.
5
3
10
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
The set-up sheet allows the user to define a specific format for the stress testing template, excluding a
Mimimum Input
Extended Input
Maximum Input
Run Set-up
1 General Set-up
1.1 Number of banks
15
1.2 Definition of Banking groups (to analyse result by different peer groups)
Include peer groups
Number of peer groups
Group 1
Group 2
Group 3
Group 4
Group 5
Group 6
Group 7
Group 8
Group 9
Group 10
False
6
Private
Savings
Cooperative
Public Bank
Foreign
Other
Not assigned
Not assigned
Not assigned
Not assigned
2 Definitions for Credit Risk (Loss Definition, Industry, Regions, etc. used for Stress Test Set-up)
2.1 Definition of loss referred to
Please choose
Losses/Provisions
2.2 Broad credit sectors/asset classes (Example: Basel II)

Include broad sectors
Number of sectors
Sector 1
Sector 2
Sector 3
False
10
Sovereign
Banks/Institutions
Sector 4
Sector 5
Sector 6
Sector 7
Sector 8
Sector 9
Sector 10
Corporates
Retail
Residential mortgages (please avoid double counting with retail exposure)
Securitization
Derivatives
2.3 Granular credit sectors (Example: Moody's)

Include fine sectors
Number of sectors
Sector 1
Sector 2
Sector 3
Sector 4
Sector 5
Sector 6
Sector 7
Sector 8
Sector 9
Sector 10
Sector 11
Sector 12
Sector 13
Sector 14
Sector 15
Sector 16
Sector 17
Sector 18
Sector 19
Sector 20
True
20
Other Public Sector
Banks
Capital Industries
Consumer industries
Media & Publishing
Technology
Transportation
Utilities
Other
Construction
Securitization
Derivatives
Other Liquid Credit
2.4 Regional Split of Portfolio

Include regional split
Number of sectors
Region 1
Region 2
Region 3
Region 4
Region 5
Region 6
Region 7
Region 8
Region 9
Region 10
Region 11
Region 12
False
11
America (North)
Asia (East)
Asia (South-East)
Europe (West)
Other
Not assigned
Region 13
Region 14
Region 15
Region 16
Region 17
Region 18
Region 19
Region 20
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
3 Definition of Market Risk Factors (Industry, Regions, etc. used for Stress Test Set-up / Portfolio Manag
3.1 Market Portfolio Categories
Include portfolio
Number of asset classes
Asset Class 1
Asset Class 2
Asset Class 3
Asset Class 4
Asset Class 5
Asset Class 6
Asset Class 7
Asset Class 8
Asset Class 9
Asset Class 10
True
5
Sovereign Bonds
Other Bonds
Equity
Structured
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
3.2 Definition of major currencies

Include foreign currencies
Number of currencies
Currency 1
Currency 2
Currency 3
Currency 4
Currency 5
Currency 6
Currency 7
Currency 8
Currency 9
Currency 10
True
6
USD
EUR
JPY
GBP
CHF
Other
Not assigned
Not assigned
Not assigned
Not assigned
3.3 Interest rate risk (to be calibrated outside the framework!)

Include interest rate shock
True
3.4 Provision reserves for market risk

Include provision reserves
True
4 Inclusion of exposures by rating classes
Include loan book exposures
False
Include off-balance exposures
False
Include counter party exposures
False
Include securitization exposures
False
allows the user to define a specific format for the stress testing template, excluding all elements that are not being used.
Description
Stress Testing based on minimum information
Stress Testing based on extended information (provided that it is available).
Stress Testing based on very comprehensive information (provided that it is available).
After selecting the scope of information to be used (the input above and the number of banks, etc
(all orange fields below)), please click this "Run Set-up" button to run the VBA macro to activate the
template.
ps (to analyse result by different peer groups)
Not assigned
Not assigned
Not assigned
Not assigned
k (Loss Definition, Industry, Regions, etc. used for Stress Test Set-up)
classes (Example: Basel II)

Banks/Institutions
Losses/Provisions
Residential mortgages (please avoid double counting with retail exposure)

Securitization
ample: Moody's)

Other Public Sector

Capital Industries
Consumer industries
Media & Publishing
Transportation

Securitization
Other Liquid Credit

America (North)
Asia (South-East)
Europe (West)
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Factors (Industry, Regions, etc. used for Stress Test Set-up / Portfolio Management)
Sovereign Bonds
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
brated outside the framework!)
y rating classes
s that are not being used.
Definition of Conceptual Parameters

1
1.1
Definition of Scenarios and shocks

Definition of the scenario labels (other than for the macroeconomic scenarios)
Label
Baseline
Expert
Manual
Macro
1.2
Shock 1
Shock 2
Shock 3
Shock 4
Shock 5
Shock 6
Shock 7
Shock 8
Shock 9
Shock 10
Interest Rate Shock Scenario

Please note: This table defines the name and the severity of interest rate shocks and contai
Name (Input Sheet)
fall in all yield curves (local currency only) by 100 bps
increase in all yield curves (local currency only) by 100 bps
fall in all yield curves greater than 12 months (worldwide) by
increase in all yield curves greater than 12 months (worldwide)
Not assigned
Not assigned
Look-up table for under-year adjustment factors
Under-year adjustment table (e.g. for profit-scaling)

Month (Input-Banks sheet)
Factor
1
12.00
2
6.00
3
4.00
4
3.00
5
2.40
6
2.00
7
1.71
8
1.50
9
1.33
10
1.20
11
1.09
12
1.00
Please do not change unless you have to (eg to refer
Definition of Credit Parameter Sensitivities and Relationships used for Stress
3.1 Relationship between PDs and LGDs
Purpose
There is evidence that PDs and LGDs are positively correlated, suggesting that both variabl
The challenge for stress testers is to know how their joint movement looks like, particularly a
provide evidence that can be used to define a stress scenarios. As the relationship can be d
in advances countries), other scenarios based on expert judgment should complement this
We refer to a recent study by Moody's (2009, "Corporate Default and Recovery Rates, 1920
between default rates and recovery rates for bank loans, covering the period from 1987 to 2
stress (the LGD for 2009 is not higher than for 2008, so the study remains also valid for the
for downturn, as the relationship found by Moody's is based on normal conditions.
A study by S&P (2010) reveals similar results, but is slightly more conservative on the lower
available, though). We will account for this finding by adding a cushion for downturn LGDs.
This finding has been been taken up by the Basel Committee on Banking Supervision (BCB
downturn LGDs to the Basel II framework (para. 468) and provided guidance. A convenient
stress testing has been proposed by the Fed (Downturn-LGD = 0.08 + 0.92*Long-term aver
For those stress testers who are less familiar with the concept of LGD, the paper by Schuer
Specification
For stress testing purposes, the relationship between PDs and LGDs referred to also is adju
order to account for the observation that LGDs vary widely by countries. In order to ease the
determined by the World Bank are displayed on the "Input - Country". The LGDs derived in
appropriate, but nevertheless stress testers should not rely on these parameters without add
S&P could provide some guidance into that direction.
The empirical relationship between PDs and LGD becomes: LGD = 1- (-2.3408*PD + 0.649
additionally adjusted for downturn conditions: LGD (under stress) = 0.08 + (0.3502+2.3408*
will be capped at 100 percent.
LGD intercept
LGD slope
Numerical Example
0.402184
2.153536
PD
0
0.02
0.04
0.06
0.08
0.1
0.15
0.2
The stress tester may define other country specifications

Potential adjustment
LGD intercept
0.290769
LGD slope
2.153536
3.2 Relationship between PDs and Risk-weighted Assets (RWAs)
Purpose
Most stress tester have so far neglected the fact that when either PDs or LGDs (or both) inc
worsen once there are actual losses reducing capital (the numerator of capital adequacy), b
increase of the riskiness of the portfolio, measured by the Risk-weighted Assets in the deno
calculate the non-linear effect of changes in PDs on RWAs is needed, as the impact of LGD
straightforward to be captured. Likewise, one might want to capture the impact of changes i
We use the Basel II IRB model to determine a closed-form solution (i.e. a formula) to calcul
NPLs) on the increase in RWAs conditional on the level of the PD. To do so, we used a poly
right hand side, which captures the effect very well. The relationship has been determined b
level of the PDs (a level corresponding to a Aaa rating) and the LGD to 45% and calculating
incremental increase of PDs by 1%.
Accordingly, the post-shock Capital Adequacy Ratios (CARs) of a bank i and time t+1 reflec
and profits) and (ii) the increase in Risk-Weighted Assets (RWAs) after the shock (delta RW
Specification
Post - Shock CAR

Model parameters used on the
stress test tabs
RWA Intercept Squared
RWA Intercept
RWA Constant
Regulatory Capital N
RWA - Losses
Cofficient
-0.0218
-0.0107
0.0044
3.3 Relationship between Name Concentration and RWAs
Purpose
One key limitation of the Basel II IRB model is that it does not capture name and sector con
conservative calibration, it implicitly captures (some) sectoral concentration, while this is not
to take account of this fact, we refer to a study of the originator of the Basel II model, Micha
who have proposed a so-called Granularity adjustment - in fact an add-on to the minimum c
In order to keep the adjustment simple, the outcome of the numerical results of Gordy and L
of the paper that is subject to be published) is used to determine a formula that translates n
requirements, depending on the actual level of name concentration, measured in terms of th
the level of the PD of the portfolio (the HHI is the sum of the squared exposure portions).
The formula is the be understood as follows: should the HHI of a portfolio be 0.01, the minim
be about 15 percent higher, all else being equal. The formula is calibrated for a average PD
adjustment can be assumed to increase by 10% in relative terms for each increase of the P
can derive the formula below formula. If one calculates the HHI for the largest n exposures
which is also accounted for. However, if one does not use borrower units to calculate the HH
approximately neutralize one another.
Specification
Portfolio Size (Sample of

German banks)
Large Portfolio
Medium sized Portfolio, low concentration
Small Portfolio, Low concentration
Small Portfolio, concentrated
Very Small Portfolio
Model parameters used on the

stress test tabs
HHI Intercept
HHI Parameter
HHI PD Factor
Factors for overstimation of
Granularity adjustment
(provided that connected
exposures are available)
Number of Large Exposures
10
20
30
50
100
HHI
0.0006
0.001
0.004
0.011
0.031
Cofficient
0.02
12.599
1+(PD of bank portfolio/0.4%1)*0.1
Overestimation Factor
5.333333333
4
3
2.533333333
2
3.4 Factors to rescale credit-risk related RWAs based on Standardized Approach into IRB RWAs
Purpose
A key advantage of the use of economic capital model-type supervisory system (i.e. the IRB
and the AMA for Operational Risk) is that they provide minimum capital requirements that a
prrocyclicality issues, which are currently being debated and might be dealt with by the use
frameworks, for example). The use of risk sensitive measure is key for stress testing, in ord
evolution of risk. As many banks and various countries have not moved to advanced Basel
(and also for Operational Risk). In order to allow for risk-based stress testing, the idea is to
that have not yet implemented the IRB by means of an approximation and then to run risk s
accordingly.
To arrive at the approximation, one requires the IRB inputs, i.e. the aggregate Credit Expos
the Probability of Defult (PD) and the Loss Given Default (LGD) of the bank level. We distin
and the sum of the on-balance and off-balance sheet exposure.
Please carefully verify whether the information is cor

Bank
Approach used for Credit Risk
Total Credit Exposure (On& Offbalance sheet)
Specification
PD of the bank's total

credit portfolio
LGD of the Bank's credit
exposures
Correlation (Corporate,
Institutions; assumptions:
same for SME)
Correlation (Retail)
Maturity adjustment
Specification
On-balance and Off-balance

sheet credit
Capital Ratio
Capital Requirements
RWAs
Reported RWAs
On-balance and Off-balance

sheet credit
Scaling Factor for IRB
3.5 Relationship between Asset Correlations and Risk-weighted Assets (RWAs)
Purpose
One key parameter that determines the increase of unexpected losses in a portfolio (i.e. RW
simulate the impact of asset correlation stress, we need a "rule" to link asset correlation cha
As the asset correlations used in the Basel II IRB model are dependent on the PD (reflectin
on average, i.e. exhibit lower PDs and as larger firms are typically more affected by macroe
are higher) , the impact of asset correlations on RWAs depends on the level of the PD. To d
simulate the impact of an incremental increase of asset correlations on RWAs. To this end,
correlations and measure the impact on the RWAs (assuming that LGDs are 45 Percent). T
class , is shown on the right hand side.
Specification
In order to cross-check the validity of using this relationship, we refer to an empirical study d
between asset correlations and Credit Portfolio Risk (ie RWAs). For credit portfolios resemb
German banks, Mager and Schmieder (2008) find that the empirical relationship is up to line
increase of asset correlations (they refer to an empirical scenario of 71 Percent), RWAs inc
70 Percent (Medium-Sized Bank Portfolio) and 126 percent (Large Bank Portfolio), which ap
We use the following relationship, which can be edited to accommodate for different levels o
Impact of Asset Correlation
Stress on RWAs
Cofficient
Asset Correlation Elasticity
1
3.6 Impact of Rating Downgrade by x notches on PDs
Master Rating scale (data based on Moody's, on the lower end adjusted for inconsistencies) see Moody's (2009, "Corporate
Default and Recovery Rates, 1920-2008", February 2009)
Rating
AAA
AA+
AA
One Year PDs

0.00004
0.00006
0.00008
Scale
1
2
3
AAA+
A
ABBB+
BBB
BBBBB+
BB
BBB+
B
BCCC+
CCC
CCCC/CC
Default (+ 1 notch from C/CC)
Default (+ 2 notches from C/CC)
0.0001
0.00012
0.00026
0.0006
0.00135
0.002
0.00291
0.00682
0.00728
0.01791
0.0245
0.03827
0.07666
0.0915
0.16388
0.24806
0.32949
1
1
1
1
1
1
1
1
1
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
21
21
21
21
21
21
21
21
Rating distribution for different asset classes (for benchmarking purposes)
AAA
3.0
18.0
11.3
Corporates
Sovereign
Other public
Bank
3.7 GDP Elasticities of credit risk parameters

The GDP elasticities are based on forthcoming work by Daniel Hardy and Christian Schmieder, determining rules of thumb
Level of credit risk parameters under different levels of stress (one-year period)
Parameter
Default Rate/NPL
LGD
Credit Correlation
Pre-impairment pre-tax
return on assets
GDP Elasticities
Pre-shock
1.1
27
11
0.8
Advanced Economies
Moderate shock
1.8
30
12.5
0.6
Advanced Economies
Moderate shock
-0.15
-1
-1
Parameter
Default Rate/NPL
LGD
Credit Correlation
Pre-impairment pre-tax
income on assets
0.08
Basel III Parameters and Assumptions (based on official documents and QIS
The background note on the QIS can be found here
Hurdle Rates (including

additional buffer (if selected)
Hurdle Rate Tier 1 Capital
Use additional buffer above
hurdle rate?
Total Capital
Tier 1 Capital
Common/Core Tier 1
8.0%
4.0%
2.0%
8.0%
4.0%
2.0%
0.0%
0.0%
0.0%
2011 (based on QIS data)

23.0%
4.0%
Please choose additional hurdle rate on summary sheet (

2011 (taking into account

behavioral adjustments)
11.5%
2.0%
50.0%
Source: Table 4 in the QIS report
41.3%
Phase-out portion (specific year)
Phase-out of tier 1 capital

Portion subject to phase-out
Group 1
Group 2
2012
Please enter (if applicable)
Increase of RWAs
Group 1 Banks
Group 2 Banks
Behavioral adjustment by
banks
Phase-in of core tier 1
capital deductions (label:
"phase-out of capital")
Group 1
Group 2
2011
24.7%
2011
0.0%
2012
0.0%
30.2%
14.1%
2011
0.0%
2012
0.0%
Phase-out of total capital

Group 1
Group 2
26.8%
16.6%
2011
0.0%
2012
0.0%
the macroeconomic scenarios)
everity of interest rate shocks and contains setup type information

Change in basis points
100
100
100
100
200
200
100
100
ctors
hange unless you have to (eg to refer to another reporting data)
and Relationships used for Stress Testing
y correlated, suggesting that both variables increase in parallel during shock times.
r joint movement looks like, particularly as LGD data remains very scarce. We
s scenarios. As the relationship can be different from the one we refer to (observed
xpert judgment should complement this scenario.
orate Default and Recovery Rates, 1920-2008", February 2009) on the relationship
oans, covering the period from 1987 to 2008, which includes several periods of
8, so the study remains also valid for the current crisis), and add additional stress
s based on normal conditions.
s slightly more conservative on the lower end of the PDs (the formula is not
y adding a cushion for downturn LGDs.
Committee on Banking Supervision (BCBS), which added the requirement to use

8) and provided guidance. A convenient formula that could be considered for
nturn-LGD = 0.08 + 0.92*Long-term average LGD).
he concept of LGD, the paper by Schuermann (2004) can be an interesting read.
en PDs and LGDs referred to also is adjusted for country-specific circumstances, in

widely by countries. In order to ease the use of LGDs, country-specific LGDs
"Input - Country". The LGDs derived in this multi-year study appear to be
not rely on these parameters without additional considerations. Research done by
n.
ecomes: LGD = 1- (-2.3408*PD + 0.6498) = 0.3502 + 2.3408*PD and is

(under stress) = 0.08 + (0.3502+2.3408*PD)*0.92 = 0.4022 + 2.1535*PD. The LGD
LGD
0.40
0.45
0.49
0.53
0.57
0.62
0.73
0.83
Adjusted LGD for a country

with higher LGDs (eg 60% for a
PD of 2%)
0.55
0.60
0.64
0.68
0.72
0.77
0.88
0.98
Bank-specific parameters can be define here
Country
PD
LGD
LGD intercept
LGD slope
at when either PDs or LGDs (or both) increase capital adequacy does not only
al (the numerator of capital adequacy), but also through an (fair-value type)
by the Risk-weighted Assets in the denominator. To do so, a meaningful way to
n RWAs is needed, as the impact of LGDs on RWAs is linear and thus
want to capture the impact of changes in asset correlations on RWAs. (see below)
ed-form solution (i.e. a formula) to calculate the impact of an increase in PDs (or
evel of the PD. To do so, we used a polynomial fit function as displayed on the
The relationship has been determined by fixing the asset correlations to the lowest
ng) and the LGD to 45% and calculating the increase in RWAs for each
os (CARs) of a bank i and time t+1 reflect the impact of (i) losses (net of provisions
Assets (RWAs) after the shock (delta RWAs):
gulatory Capital Net IncomeStress

RWA - Losses RWA Stress
t does not capture name and sector concentrations. Due to its relatively
) sectoral concentration, while this is not the case of name concentrations. In order
e originator of the Basel II model, Michael Gordy, and Eva Luetkebohmert (2007),
ent - in fact an add-on to the minimum capital requirements.
e of the numerical results of Gordy and Luetkebohmert (we use a revised version
to determine a formula that translates name concentration into additional capital
e concentration, measured in terms of the Herdindahl-Hirschman-Index (HHI) and
m of the squared exposure portions).
d the HHI of a portfolio be 0.01, the minimum capital requirements would have to
e formula is calibrated for a average PD of 0.4 percent. The Granularity
relative terms for each increase of the PDs by 0.4 percentage points, whereby we
ates the HHI for the largest n exposures only, one will overestimate the effect,
ot use borrower units to calculate the HHI, then both effects can be assumed to
[Add name]
2.1%
33.6%
0.290769
2.153536
Model output (depending on PD, in percentage points): Increase in RW

0.4 (PD of portfolio used)
2.8
3.3
7.0
15.9
41.1
0.8
3.0
3.6
7.7
17.4
45.2
1.2
3.3
3.9
8.5
19.2
49.7
Incremental Effect for an increase of Asset

Correlations by 100% on RWAs
SME
PD
Corporate (Sales 25m)
Retail
0.5%
144%
137%
122%
1.0%
124%
119%
107%
2.0%
103%
99%
89%
4.0%
83%
81%
73%
10.0%
62%
62%
57%
LGDs have been assumed to be at 45 Percent
Adjustment Factor
0.1875
0.25
0.333333333
0.394736842
0.5
ach into IRB RWAs
del-type supervisory system (i.e. the IRB for Credit Risk, the IMA for Market Risk
de minimum capital requirements that are risk sensitive (we will not discuss
ated and might be dealt with by the use of dynamic minimum capital requirement
measure is key for stress testing, in order to have a clear-cut view on the
ries have not moved to advanced Basel II methods yet, particularly for Credit Risk
risk-based stress testing, the idea is to rescale the risk-weighted assets of banks
an approximation and then to run risk sensitive tests and simulate scenarios
B inputs, i.e. the aggregate Credit Exposure (Exposure at Default, EAD) as well as
efault (LGD) of the bank level. We distinguish between on-balance sheet exposure
et exposure.
verify whether the information is correct! (Scaling factors are likely to range from 0.5 to 1.5, depending on economic conditions, a
Bank 1
Bank 2
Bank 3
Basel I
Std. Apr.
Std. Apr.
9,574
2,601
1,329
10.08%
17.76%
5.15%
26.79%
28.76%
31.19%
12.08%
3.38%
0.06
12.00%
3.03%
0.05
12.91%
5.14%
0.08
8.04%
8.12%
8.14%
769.3
10,505.4
211.1
2,811.8
108.2
1,438.4
5,665.84
3,856.28
390.68
1.85
0.73
3.68
unexpected losses in a portfolio (i.e. RWAs) is (asset) correlations. In order to

need a "rule" to link asset correlation change to changes in RWAs.
odel are dependent on the PD (reflecting thefact that larger firms are rated higher
ms are typically more affected by macroeconomuic developments their correlations
WAs depends on the level of the PD. To determine a meaningful rule of thumb, we
sset correlations on RWAs. To this end, we double the IRB-based asset
(assuming that LGDs are 45 Percent). The outcome, dependent on the asset
tionship, we refer to an empirical study done based on the economic relationship

k (ie RWAs). For credit portfolios resembling those of small, medium and large
hat the empirical relationship is up to linear. They find that for a substnatial relative
irical scenario of 71 Percent), RWAs increase by 45 Percent (Small bank portfolio),
percent (Large Bank Portfolio), which approximately confirms the previous study.
ted to accommodate for different levels of severity
stencies) see Moody's (2009, "Corporate

Rating scale for structured credit
Risk-weighting
0-10% (~AAA)
10-20% (~AA)
1-yr PD
Structured credit
0.0020
0.0157
20-35% (~A)
35-75% (~BBB+)
75-100% (~BBB-)
100-250% (~BB+)
250%-1250% (BB~)
Full deduction (B and lower)
Default (+ 1 notch from B and lower)
Default (+ 2 notches from B and lower)
AA
14.0
11.0
38.5
0.0259
0.0573
0.0921
0.1007
0.2924
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
Percent of credit portfolio exposure in rating category

A
BBB
22.0
20.5
19.0
13.0
19.3
8.2
Schmieder, determining rules of thumb to stress test credit risk
Advanced Economies
Medium shock
3
34
15
0.2
Emerging
Severe Shock
5
42
20
Pre-shock
2.2
50
11
-1.3
1.3
Advanced Economies
Medium shock
-0.3
-2.5
-2
Emerging
Severe Shock
-0.6
-5
-3
0.11
0.31
ed on official documents and QIS data)
2013
2014
2015
8.0%
4.5%
3.5%
8.0%
5.5%
4.0%
8.0%
6.0%
4.5%
2013
0.0%
2014
20.0%
2015
20.0%
2013
10.0%
2014
10.0%
2015
10.0%
dditional hurdle rate on summary sheet (click here to navigate)

2013
10.0%
2014
10.0%
2015
10.0%
Hyperlinks to studies
Moody's (2009, "Corporate Default and Recovery Rates, 1920-2008", February 2009)
S&P (2010)
BCBS (2005)
Fed (2007, "Draft Federal Register notice, with navigation, p.119)
Schuermann (2004)
Document not directly available on the web, but through search engine (S&P, 20 June 2008, Update: Jurisdiction-Specific Adjus
Source: Moody's (2009)
Bank
PD
LGD
LGD intercept
LGD slope
Bank 1
Bank 2
Bank 3
2.7%
5.1%
1.6%
26.8%
0.209695
2.153536
28.8%
0.177583
2.153536
31.2%
0.277331
2.153536
Hyperlink to Basel II Document

BCBS (2006), Para. 271f.
Hyperlink to
Gordy and Luetkebomert (2007)
Herfindahl-Hirschman-Index (Definition on Wikipedia)
n PD, in percentage points): Increase in RWAs

1.6
3.7
4.3
9.4
21.1
54.6
2
4.0
4.8
10.3
23.2
60.1
2.4
4.4
5.3
11.3
25.5
66.1
crease of Asset
on RWAs
ME
25m)
Retail
137%
122%
119%
107%
99%
89%
81%
73%
62%
57%
t 45 Percent
.5, depending on economic conditions, at least of one refers to on-balance sheet credit only). You might want to calculate the scla
Bank 4
Bank 5
Bank 6
Bank 7
Std. Apr.
Std. Apr.
AIRB
AIRB
2,946
933
1,729
1,442
2.78%
2.29%
2.92%
8.38%
22.89%
74.84%
67.20%
16.56%
14.98%
7.91%
0.10
15.83%
8.84%
0.11
14.79%
7.68%
0.10
12.18%
3.69%
0.06
5.24%
15.75%
15.13%
5.29%
154.3
2,193.4
147.0
1,846.4
261.6
3,384.9
76.2
1,003.1
806.40
352.67
2,292.85
2,586.44
2.72
5.24
1.48
0.39
Hyperlink to
Mager and Schmieder (2008), Stress testing of real credit portfolios (A more recent version of the paper has been published in
Scale
1
2
Risk-weight
8%
15%
3
4
5
6
7
8
8
8
8
8
8
8
8
8
8
27.5%
55%
87.5%
175%
750%
1250%
1250%
1250%
1250%
1250%
1250%
1250%
1250%
1250%
1250%
BB
11.0
16.0
16.3
B
21.5
20.0
5.4
ure in rating category
Moderate shock
5
55
12.5
1.1
Emerging Countries
Medium shock
10
60
15
0.7
C cate-gories
8.0
3.0
0.9
Severe Shock
20
65
20
-0.2
Note: assumption that same correlati
Moderate shock
-0.4
-1
-1
Emerging Countries
Medium shock
-0.6
-2.5
-2
Severe Shock
-1.2
-5
-3
Note: assumption that same elasticity

Note: assumption that same elasticity
0.09
0.09
0.09
2016
2017
2018
2019
8.6%
6.0%
5.1%
9.3%
6.0%
5.8%
9.9%
6.0%
6.4%
10.5%
6.0%
7.0%
2016
20.0%
2017
20.0%
2018
20.0%
2019
0.0%
2016
10.0%
2017
10.0%
2018
10.0%
2019
10.0%
2016
10.0%
2017
10.0%
2018
10.0%
2019
10.0%
ate: Jurisdiction-Specific Adjustments to Recovery and Issue Ratings)
Bank 4
Bank 5
Bank 6
Bank 7
Bank 8
Bank 9
0.6%
1.7%
2.0%
1.4%
0.4%
1.2%
22.9%
0.215146
2.153536
74.8%
0.711566
2.153536
67.2%
0.629767
2.153536
16.6%
0.135728
2.153536
25.7%
0.247937
2.153536
54.1%
0.515569
2.153536
Relative increase of RWAs (decimal, y-axis) by

HHI (name concentration, x-axis)
0.45
y = 12.599x + 0.02
R = 0.9912
0.4
0.35
Relative increase of
RWAs (%, left scale)
0.3
0.25
0.2
Linear (Relative
increase of RWAs (%,
left scale))
0.15
0.1
0.05
0
0
0.01
0.02
0.03
0.04
ht want to calculate the sclaing factor based on more granular data on a separate sheet.
Bank 8
Bank 9
Bank 10
Bank 11
Bank 12
Std. Apr.
AIRB
Std. Apr.
0.0
0.0
5,169
596
1,906
4,754
3,829
Bank 13
0.0
n.a.
1.67%
2.15%
4.96%
13.31%
13.31%
n.a.
25.72%
54.06%
70.82%
18.50%
18.50%
n.a.
17.20%
10.24%
0.12
16.10%
9.13%
0.11
13.01%
5.29%
0.08
12.02%
3.12%
0.05
12.02%
3.12%
0.05
n.a.
n.a.
n.a.
4.97%
11.19%
17.46%
7.44%
7.44%
n.a.
257.0
3,465.1
66.6
841.5
332.7
4,306.9
353.7
4,929.2
284.9
3,917.1
n.a.
n.a.
4,655.85
563.59
2,250.19
3,237.62
2,266.34
0.74
1.49
1.91
1.52
1.73
paper has been published in the Journal of Risk Model Validation)
n.a.
Source
Moody's Special Comment "Sovereign Defalt and Recovery Rates, 1983-2008", Exhibit 4, page 4
Moody's Special Comment "Sovereign Defalt and Recovery Rates, 1983-2008", Exhibit 4, page 4
S&P: Default, Transition and Recovery: 2009 International Local and Regional Government Defaults and Transition Study, Tab
ssumption that same correlation as in advanced economies, as there is no data
ssumption that same elasticity as in advanced economies, as there is no data

ssumption that same elasticity as in advanced economies, as there is no data
2020
2021
2022
2020
2021
2022
2020
10.0%
2021
10.0%
2022
10.0%
2020
10.0%
2021
10.0%
2022
10.0%
Source: S&P (2010)
Bank 10
Bank 11
Bank 12
Bank 13
Bank 14
3.5%
2.5%
2.5%
n.a.
n.a.
70.8%
0.632665
2.153536
40.0%
0.346987
2.153536
40.0%
0.346987
2.153536
n.a.
n.a.
2.153536
n.a.
n.a.
2.153536
al, y-axis) by
-axis)
y = 12.599x + 0.02
R = 0.9912
Relative increase of
RWAs (%, left scale)
Linear (Relative
increase of RWAs (%,
left scale))
Bank 14
0.0
Bank 15
0.0
n.a.
Bank 16
0.0
n.a.
Bank 17
0.0
n.a.
Bank 18
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
ibit 4, page 4
ibit 4, page 4
rnment Defaults and Transition Study, Table 1
Bank 15
Bank 16
Bank 17
Bank 18
Bank 19
Bank 20
Bank 21
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 19
0.0
n.a.
Bank 20
0.0
n.a.
Bank 21
0.0
n.a.
Bank 22
0.0
n.a.
Bank 23
0.0
n.a.
Bank 24
0.0
n.a.
Bank 25
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 22
Bank 23
Bank 24
Bank 25
Bank 26
Bank 27
Bank 28
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 26
0.0
n.a.
Bank 27
0.0
n.a.
Bank 28
0.0
n.a.
Bank 29
0.0
n.a.
Bank 30
0.0
n.a.
Bank 31
0.0
n.a.
Bank 32
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 29
Bank 30
Bank 31
Bank 32
Bank 33
Bank 34
Bank 35
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 33
0.0
n.a.
Bank 34
0.0
n.a.
Bank 35
0.0
n.a.
Bank 36
0.0
n.a.
Bank 37
0.0
n.a.
Bank 38
0.0
n.a.
Bank 39
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 36
Bank 37
Bank 38
Bank 39
Bank 40
Bank 41
Bank 42
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 40
0.0
n.a.
Bank 41
0.0
n.a.
Bank 42
0.0
n.a.
Bank 43
0.0
n.a.
Bank 44
0.0
n.a.
Bank 45
0.0
n.a.
Bank 46
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 43
Bank 44
Bank 45
Bank 46
Bank 47
Bank 48
Bank 49
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 47
0.0
n.a.
Bank 48
0.0
n.a.
Bank 49
0.0
n.a.
Bank 50
0.0
n.a.
Bank 51
0.0
n.a.
Bank 52
0.0
n.a.
Bank 53
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 50
Bank 51
Bank 52
Bank 53
Bank 54
Bank 55
Bank 56
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 54
0.0
n.a.
Bank 55
0.0
n.a.
Bank 56
0.0
n.a.
Bank 57
0.0
n.a.
Bank 58
0.0
n.a.
Bank 59
0.0
n.a.
Bank 60
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 57
Bank 58
Bank 59
Bank 60
Bank 61
Bank 62
Bank 63
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 61
0.0
n.a.
Bank 62
0.0
n.a.
Bank 63
0.0
n.a.
Bank 64
0.0
n.a.
Bank 65
0.0
n.a.
Bank 66
0.0
n.a.
Bank 67
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 64
Bank 65
Bank 66
Bank 67
Bank 68
Bank 69
Bank 70
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 68
0.0
n.a.
Bank 69
0.0
n.a.
Bank 70
0.0
n.a.
Bank 71
0.0
n.a.
Bank 72
0.0
n.a.
Bank 73
0.0
n.a.
Bank 74
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 71
Bank 72
Bank 73
Bank 74
Bank 75
Bank 76
Bank 77
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 75
0.0
n.a.
Bank 76
0.0
n.a.
Bank 77
0.0
n.a.
Bank 78
0.0
n.a.
Bank 79
0.0
n.a.
Bank 80
0.0
n.a.
Bank 81
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 78
Bank 79
Bank 80
Bank 81
Bank 82
Bank 83
Bank 84
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 82
0.0
n.a.
Bank 83
0.0
n.a.
Bank 84
0.0
n.a.
Bank 85
0.0
n.a.
Bank 86
0.0
n.a.
Bank 87
0.0
n.a.
Bank 88
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 85
Bank 86
Bank 87
Bank 88
Bank 89
Bank 90
Bank 91
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 89
0.0
n.a.
Bank 90
0.0
n.a.
Bank 91
0.0
n.a.
Bank 92
0.0
n.a.
Bank 93
0.0
n.a.
Bank 94
0.0
n.a.
Bank 95
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 92
Bank 93
Bank 94
Bank 95
Bank 96
Bank 97
Bank 98
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
Bank 96
0.0
n.a.
Bank 97
0.0
n.a.
Bank 98
0.0
n.a.
Bank 99
0.0
n.a.
Bank 100
0.0
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
100.00%
100.00%
100.00%
100.00%
100.00%
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
n.a.
Bank 99
Bank 100
n.a.
n.a.
100.0%
n.a.
2.153536
100.0%
n.a.
2.153536
1. Set-up Variables
NumberOfBanks
NumberOfBanks_Max
Integer - number of banks

100
Setup_PeerGroups_Incl
Setup_PeerGroups_Num
Setup_PeerGroups_Max
Boolean - include broad credit risk sectors

Integer - number of broad credit risk sectors
10
Setup_SectorsBroad_Incl
Setup_SectorsBroad_Num
Setup_SectorsBroad_Max

10
Setup_SectorsGranular_Incl
Setup_SectorsGranular_Num
Setup_SectorsGranular_Max

20
Setup_SectorsRegional_Incl
Setup_SectorsRegional_Num
Setup_SectorsRegional_Max

20
Setup_AssetClasses_Incl
Setup_AssetClasses_Num
Setup_AssetClasses_Max
Boolean - include asset classes

Integer - number of asset classes
10
Setup_FX_Incl
Setup_FX_Num
Setup_FX_Max
Boolean - include asset classes

Integer - number of asset classes
10
Setup_InterestRateShock_Incl
Boolean - include interest rate shock
Setup_MarketRiskProv_Incl
Boolean - include market risk provisions
Setup_ExposureByRating_LoanBook_Incl
Boolean - include exposures by ratings, loan book
Setup_ExposureByRating_OffBalance_Incl
Boolean - include exposures by ratings, off balance positions
Setup_ExposureByRating_CounterParty_Incl
Boolean - include exposures by ratings, counter parties
Setup_ExposureByRating_Securitization_Incl
Boolean - include exposures by ratings (or risk-weights), securitization
2. Dropdown Variables
Boolean
True
False
3. Other parameters related to the stress test assumptions & General settings
Lookup (for
interest
rates)
10
11
12
13
Basel II
Basel II
Approaches
Adjustment
Basel II
Approaches
for Sector
Approaches
- Market
Operational Granularity Concentrati
RWA
LGD
- Credit Risk
Risk
Risk
Adjustment
on
Assumption Assumption
Basel I
Basel I
Basel I
No
Adjustment
No
Adjustment
Relative
Relative
Std. Apr.
Std. Apr.
BIA
Granularity
Adjustment
Granularity
Adjustment
Absolute
Absolute, by
x%
FIRB
IMA
Std. Apr.
Absolute, to
x%
AMA
Empirical PDLGD link
AIRB
Manual
alance positions
sk-weights), securitization
al settings
14
15
16
17
18
19
20
Scenario
Type (PD,
Correlations
)
Progress
setting
General
Year
Relative
Not yet
completed
No
t+1
Absolute, by
x%
Absolute, to
x%
Manual
Completed
Sector
classificatio
n
Profit
forecast
Non-interest
Income
explicit,
Interest
Fine-granular
income
sectors
implicit
Yes
t+2
Broad
sectors
(Basel II)
NA
t+3
Geographical
sectors
Total profit
forecast
Lookup (for sectors)
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
21
22
23
24
25
26
27
Lookup (for sectors)
28
40
Rating
downgrade
by
Stress
Testing
Credit Risk
RWAs
NA
Std. Apr.
1
29
41
Relative
change
(Baseline
Year 2, 3)
Baseline
scenario
definition
Relative
change
Use reported
figures
NA
Expert
IRB
2
30
42
Macro
3
31
43
NA
32
33
44
45
Default of
largest
borrower
Default of 2
largest
borrowers
34
46
9
Default of 3
largest
borrowers
35
47
10
Default of 10
largest
borrowers
36
48
11
37
49
12
38
50
13
51
14
52
15
53
54
16
17
55
18
56
57
19
20
58
59
21
22
60
23
Default of all
large
exposures
28
29
30
31
32
33
34
Eligible
scenarios
Year 1
Eligible
scenarios
Year 2
Eligible
scenarios
Year 3
Macro
scenarios
Outcome of
Stress Test
Large
Exposure
scenarios
Macro
models
Baseline
Baseline
Total Capital
Largest
Exposure
Satellite
Model
Expert
Macro 1
Tier 1
2nd Largest
Rule of
Thumb
Manual
Macro 2Common/Core Tier3rd

1 Largest
Macro
Macro 3
Largest 10
exposures
NA
Total Large
Exposure
35
36
37
38
39
40
41
Country
Type
Loss
Concept
RWAs
Interest
Rate Shock
FX Rate
Shock
Asset Price
Shock
PD shock
Advanced
country
PD/LGD
(default)
Regulatory
Data
(Default)
n.a.
n.a.
n.a.
n.a.
All
currencies
All assets
All
Emerging
Country
Losses/Provi
sions
Economic
Capital
Model
fall in all yield

curves (local
currency
only) by 100
bps
increase in
all yield
curves (local
currency
only) by 100
bps
fall in all yield
curves
(worldwide)
by 100 bps
increase in
all yield
curves
(worldwide)
by 100 bps
fall in all yield
curves
(worldwide)
increase in
all yield
curves
(worldwide)
by 200 bps
fall in all yield
curves
greater than
12 months
(worldwide)
by 100 bps
USD
Government
Trading book and quasionly
government
EUR
Trading book Other Public

& AfS
Sector
JPY
GBP
Sovereign
Bonds
Banks
Other
Financials &
Other Bonds Real Estate
CHF
Equity
Capital
Industries
Other
Structured
Consumer
industries
increase in
all yield
curves
greater than
12 months
(worldwide)
by 100 bps Not assigned
Other
Energy &
Environment
Media &
Publishing
Retail &
Not assigned Not assigned Not assigned Distribution
Not assigned Not assigned Not assigned
Not assigned Not assigned Technology

Transportatio
Not assigned
n
Not assigned
Utilities
Other
Households Mortgages
(or total, if no
split)
Households Consumer
Credit &
Credit Cards
Construction
Securitization
Derivatives
Other Liquid
Credit
Off-balance
sheet credit
Africa (SubSaharan)
America
(Central and
South)
America
(North)
Asia (East)
Asia (SouthEast)
Australia and
New Zealand
Commonwea
lth of
Independent
States
Eastern
(Central and
East)
Europe
(West)
Middle East
and North
Africa
Other
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Not assigned
Sovereign
Nonsovereign
public sector
entities
Banks/Institu
tions
Corporates
SME (please
avoid double
counting with
corporate
exposure)
Retail
Residential
mortgages
(please avoid
double
counting with
retail
exposure)
Securitization
Derivatives
Off-balance
sheet credit
42
43
44
45
46
47
48
Default of
largest
counterpart
s
Sens Shock
n.a.
n.a.
Exposure to
Largest
Interest Rate
Counterpart
Shock
Exposure to
Foreign
2 Largest
Exchange
Counterparts Rate Shock
Exposure to
3 Largest
Asset Price
Counterparts
Shock
Exposure to Change in
10 Largest
RWAs for
Counterparts Market Risk
Increase of
Total Large PDs/Impairm
Exposure
ent losses
Default of x
largest
counterparts
Change in
RWAs for
OPRisk
Banking
Group
Private
Savings
Cooperative
Figures in
Years
Rating
downgrade
PD Option
Option 1
Option 2
1,000
1,000,000
1,000,000,000
Public Bank
Foreign
5
Other
49
50
51
52
53
54
55
IRB
approach
Eco IRB
Reg IRB
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
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
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258

Next Generation Balance Sheet Stress Testing - v6

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Judul Asli

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Next Generation Balance Sheet Stress Testing - v6

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Next generation excel-based stress testing tool for solvency tests (both for single banks an

Christian Schmieder, Claus Puhr & Maher Hasan

Preparation of Stress Test

Assumptions and Scenarios

Calculation & Results

The following chart illustrates the modular design.

Solvency Stress Tests

solvency tests (both for single banks and banking systems)

chmieder, Claus Puhr & Maher Hasan

macro) stress testing.

ss testing carried out by Martin ihk (2007).

s of three major elements/steps.

ent tabs, depending on the actual tests (input data, assumptions/setup,

ies of the tests for the three areas. Please navigate.

e roadmap. Additional information information is provided for in the

Choose the Set-up of the Stress Testing Template ('Set-up' tab)

Set the number of banks

At this point in time, it becomes important to understand the meaning of colors

Enter data related to the Statement of Income (P&L)

Statement of Income Data

Not yet completed

Not yet completed

Credit Risk Data - Portfolio level details Not yet completed

Add Satellite Models (optional) ('Input - Satellite' sheet)

Enter Satellite models (Coefficients, Macro Data)

Enter Satellite Models

Not yet completed

Define assumptions and scenarios ('Assumptions')

Run Scenario Analysis ('Summary', 'Summary_BxB')

Run scenario analysis by choosing the scenario

Not yet completed

Not yet completed

Set test assumptions

Not yet completed

Not yet completed

BxB results for each year

Not yet completed

Overview on Solvency Stress Test Framework

Christian Schmieder (IMF), Claus Puhr (ECB/OeNB) & Mahe

Link to Working Paper

Capital_be foreStress t Profit/Los s t 1

Asset price risk

n.a. (Losses in "normal"

n.a. (Losses in "normal"

Other risk types

n.a. (as typically low)

Increase in net interest

Capital Adequacy Ratio

Credit Conversion Factor on a one-year basis; It denotes the portion of undra

The Herfindahl-Hirshman-Index (HHI) denotes the sum of the squared portion

Internal Rating Based (IRB) approach of Basel II for Credit Risk

Loss Given Default

Loan Loss Provisions

n Solvency Stress Test Framework

mieder (IMF), Claus Puhr (ECB/OeNB) & Maher Hasan (IMF)

ypes affect the numerator and denominator of capital adequacy.

Link to parameters (if

Lost exposure (-)

Increase in equity price

Increase in Value at Risk

RWAs depend on Profit

Increase in VaR (+)

Increase in VaR (+)