Alior Bank S A: Financial document (Capital Adequacy Alior Bank Capital Group 31122025)

Total risk exposure amounts (TREA)

Total own funds requirements

31.12.2025

31.12.2024

31.12.2025

a

b

c

0010

0020

0030

1

Credit risk (excluding CCR)

0010

52 603

45 451

4 208

2

Of which the standardised approach

0020

52 603

45 451

4 208

3

Of which the Foundation IRB (F-IRB) approach

0030

4

Of which slotting approach

0040

EU-4a

Of which equities under the simple risk weighted approach

0050

5

Of which the Advanced IRB (A-IRB) approach

0060

6

Counterparty credit risk - CCR

0070

810

627

65

7

Of which the standardised approach

0080

237

142

19

8

Of which internal model method (IMM)

0090

EU-8a

Of which exposures to a CCP

0100

567

483

45

9

Of which other CCR

0110

6

2

10

Credit valuation adjustments risk - CVA risk

0120

30

21

2

EU-10a

Of which the standardised approach (SA)

0130

EU 10b

Of which the basic approach (F-BA and R-BA)

0140

30

21

2

EU 10c

Of which the simplified approach

0150

11

not applicable

0160

12

not applicable

0170

13

not applicable

0180

14

not applicable

0190

15

Settlement risk

0200

16

Securitisation exposures in the non-trading book (after the cap)

0210

17

Of which SEC-IRBA approach

0220

18

Of which SEC-ERBA (including IAA)

0230

19

Of which SEC-SA approach

0240

EU-19a

Of which 1250% / deduction

0250

20

Position, foreign exchange and commodities risks (Market risk)

0260

357

217

29

21

Of which the Alternative standardised approach (A-SA)

0270

EU 21a

Of which the Simplified standardised approach (S-SA)

0280

357

217

29

22

Of which Alternative Internal Model Approach (A-IMA)

0290

EU-22a

Large exposures

0300

23

Reclassifications between the trading and non-trading books

0310

24

Operational risk

0320

5 843

4 895

467

EU 24a

Exposures to crypto-assets

0330

25

Amounts below the thresholds for deduction (subject to 250% risk weight)

0340

26

Output floor applied (%)

0350

27

Floor adjustment (before application of transitional cap)

0360

28

Floor adjustment (after application of transitional cap)

0370

29

Total

0380

59 643

51 211

4 772

31.12.2025

30.06.2025*

31.12.2024**

a.

c.

e.

0010

0030

0050

Available own funds (amounts)

0005

1

Common Equity Tier 1 (CET1) capital

0010

10 515

10 499

9 742

2

Tier 1 capital

0020

10 515

10 499

9 742

3

Total capital

0030

10 515

10 499

9 742

Risk-weighted exposure amounts

0035

4

Total risk exposure amount

0040

59 643

57 961

51 211

4a

Total risk exposure pre-floor

0041

59 643

57 961

Capital ratios (as a percentage of risk-weighted exposure amount)

0045

5

Common Equity Tier 1 ratio (%)

0050

17.63%

18.11%

19.02%

5b

Common Equity Tier 1 ratio considering unfloored TREA (%)

0051

6

Tier 1 ratio (%)

0060

17.63%

18.11%

19.02%

6b

Common Equity Tier 1 ratio considering unfloored TREA (%)

0061

7

Total capital ratio (%)

0070

17.63%

18.11%

19.02%

7b

Total capital ratio considering unfloored TREA (%)

0081

Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount)

0075

EU 7d

Additional own funds requirements to address risks other than the risk of excessive leverage (%)

0080

EU 7e

of which: to be made up of CET1 capital (percentage points)

0090

EU 7f

of which: to be made up of Tier 1 capital (percentage points)

0100

EU 7g

Total SREP own funds requirements (%)

0110

8.00%

8.00%

8.00%

Combined buffer and overall capital requirement (as a percentage of risk-weighted exposure amount)

0115

8

Capital conservation buffer (%)

0120

2.50%

2.50%

2.50%

EU-8a

Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)

0130

9

Institution specific countercyclical capital buffer (%)

0140

1.00%

0.01%

0.01%

EU-9a

Systemic risk buffer (%)

0150

10

Global Systemically Important Institution buffer (%)

0160

EU-10a

Other Systemically Important Institution buffer (%)

0170

11

Combined buffer requirement (%)

0180

3.50%

2.51%

2.51%

EU-11a

Overall capital requirements (%)

0190

11.50%

10.51%

10.51%

12

CET1 available after meeting the total SREP own funds requirements (%)

0200

9.63%

10.11%

11.02%

Leverage ratio

0205

13

Total exposure measure

0210

111 444

108 989

99 220

14

Leverage ratio (%)

0220

9.44%

9.63%

9.82%

Additional own funds requirements to address the risk of excessive leverage (as a percentage of total exposure measure)

0225

EU-14a

Additional own funds requirements to address the risk of excessive leverage

0230

EU-14b

of which: to be made up of CET1 capital (percentage points)

0240

EU-14c

Total SREP leverage ratio requirements (%)

0250

3.00%

3.00%

3.00%

Leverage ratio buffer and overall leverage ratio requirement (as a percentage of

0255

EU-14d

Leverage ratio buffer requirement (%)

0260

EU-14e

Overall leverage ratio requirement (%)

0270

3.00%

3.00%

3.00%

Liquidity Coverage Ratio

0275

15

Total high-quality liquid assets (HQLA) (Weighted value -average)

0280

26 192

24 173

22 632

EU-16a

Cash outflows - Total weighted value

0290

13 406

13 684

14 191

EU-16b

Cash inflows - Total weighted value

0300

1 623

2 081

2 081

31.12.2025

30.06.2025*

31.12.2024**

a.

c.

e.

0010

0030

0050

16

Total net cash outflows (adjusted value)

0310

11 783

11 603

12 110

17

Liquidity coverage ratio (%)

0320

222%

208%

187%

Net Stable Funding Ratio

0325

18

Total available stable funding

0330

82 570

78 943

76 180

19

Total required stable funding

0340

55 473

53 585

51 518

20

NSFR ratio (%)

0350

149%

147%

148%

Minimum requirement for own funds and eligible liabilities MREL

G-SII Requirement for own funds and eligible liabilities TLAC

a. 31.12.2025

b. 31.12.2025

c. 30.09.2025

d. 30.06.2025

e. 31.03.2025

f. 31.12.2024

0010

0020

0030

0040

0050

0060

Own funds and eligible liabilities, ratios and components

0009

1

Own funds and eligible liabilities

0010

12 784

N/A

N/A

N/A

N/A

N/A

EU-1a

Of which own funds and subordinated liabilities

0020

11 778

2

Total risk exposure amount of the resolution group TREA

0030

59 643

N/A

N/A

N/A

N/A

N/A

3

Own funds and eligible liabilities as a percentage of the TREA

0040

21,43%

N/A

N/A

N/A

N/A

N/A

EU-3a

Of which own funds and subordinated liabilities

0050

19.75%

4

Total exposure measure TEM of the resolution group

0060

111 444

N/A

N/A

N/A

N/A

N/A

5

Own funds and eligible liabilities as percentage of the TEM

0070

11.47%

N/A

N/A

N/A

N/A

N/A

EU-5a

Of which own funds or subordinated liabilities

0080

10.57%

6a

Does the subordination exemption in Article 72b 4 of Regulation EU No 575/2013 apply? 5% exemption

0090

N/A

N/A

N/A

N/A

N/A

6b

Aggregate amount of permitted non-subordinated eligible liabilities instruments if the subordination discretion in accordance with Article 72b 3 of Regulation EU No 575/2013 is

applied max 3.5% exemption

0100

N/A

N/A

N/A

N/A

N/A

6c

If a capped subordination exemption applies in accordance with Article 72b 3 of Regulation EU No 575/2013, the amount of funding issued that ranks pari passu with excluded liabilities and that is recognised under row 1, divided by funding issued that ranks pari passu with excluded liabilities and that would be recognised under row 1 if no cap was applied %

0110

N/A

N/A

N/A

N/A

N/A

Minimum requirement for own funds and eligible liabilities MREL

0119

EU-7

MREL expressed as a percentage of the TREA

0120

15.36%

EU-8

Of which to be met with own funds or subordinated liabilities

0130

15.36%

EU-9

MREL expressed as a percentage of the TEM

0140

5.91%

EU-10

Of which to be met with own funds or subordinated liabilities

0150

5.91%

Minimum requirement for own funds and eligible liabilities MREL

G-SII requirement for own funds and eligible liabilities TLAC

Memo item: Amounts eligible for the purposes of MREL, but not of TLAC

a

b

c

0010

0020

0030

Own funds and eligible liabilities, ratios and components

0009

1.

Common Equity Tier 1 capital CET1

0010

10 515

N/A

2.

Additional Tier 1 capital AT1

0020

N/A

3.

Empty set in the EU

0030

4.

Empty set in the EU

0040

5.

Empty set in the EU

0050

6.

Tier 2 capital T2

0060

N/A

7.

Empty set in the EU

0070

8.

Empty set in the EU

0080

11.

Own funds for the purpose of Articles 92a of Regulation EU No 575/2013 and 45 of Directive 2014/59/EU

0090

10 515

N/A

Own funds and eligible liabilities: Non-regulatory capital elements

0099

12.

Eligible liabilities instruments issued directly by the resolution entity that are subordinated to excluded liabilities not grandfathered

0100

1 262

N/A

EU-12a.

Eligible liabilities instruments issued by other entities within the resolution group that are subordinated to excluded liabilities not grandfathered

0110

N/A

EU-12b.

Eligible liabilities instruments that are subordinated to excluded liabilities issued prior to 27 June 2019 subordinated grandfathered

0120

N/A

EU-12c.

Tier 2 instruments with a residual maturity of at least one year to the extent they do not qualify as Tier 2 items

0130

N/A

13.

Eligible liabilities that are not subordinated to excluded liabilities not grandfathered pre-cap

0140

1 007

N/A

EU-13a.

Eligible liabilities that are not subordinated to excluded liabilities issued prior to 27 June 2019 pre-cap

0150

N/A

14.

Amount of non subordinated eligible liabilities instruments, where applicable after application of Article 72b 3 CRR

0160

1 007

N/A

1 007

15.

Empty set in the EU

0170

16.

Empty set in the EU

0180

17.

Eligible liabilities items before adjustments

0190

2 269

N/A

EU-17a.

Of which subordinated liabilities items

0200

1 262

N/A

Own funds and eligible liabilities: Adjustments to non-regulatory capital elements

0209

18.

Own funds and eligible liabilities items before adjustments

0210

12 784

N/A

Minimum requirement for own funds and eligible liabilities MREL

G-SII requirement for own funds and eligible liabilities TLAC

Memo item: Amounts eligible for the purposes of MREL, but not of TLAC

a

b

c

0010

0020

0030

19.

Deduction of exposures between multiple point of entry (MPE) resolution groups

0220

N/A

20.

(Deduction of investments in other eligible liabilities instruments)

0230

N/A

21.

Empty set in the EU

0240

22.

Own funds and eligible liabilities after adjustments

0250

12 784

N/A

EU-22a.

Of which: own funds and subordinated liabilities

0260

11 778

Risk-weighted exposure amount and leverage exposure measure of the resolution group

0269

23.

Total risk exposure amount TREA

0270

59 643

N/A

59 643

24.

Total exposure measure TEM

0280

111 444

N/A

111 444

Ratio of own funds and eligible liabilities

0289

25.

Own funds and eligible liabilities as a percentage of TREA

0290

21,43%

N/A

21.43%

EU-25a.

Of which own funds and subordinated liabilities

0300

19.75%

26.

Own funds and eligible liabilities as a percentage of TEM

0310

11.47%

N/A

11.47%

EU-26a.

Of which own funds and subordinated liabilities

0320

10.57%

27.

CET1 as a percentage of the TREA available after meeting the resolution group's requirements

0330

9.63%

N/A

28.

Institution-specific combined buffer requirement

0340

N/A

29.

of which capital conservation buffer requirement

0350

N/A

30.

of which countercyclical buffer requirement

0360

N/A

31.

of which systemic risk buffer requirement

0370

N/A

EU-31a.

of which Global Systemically Important Institution G-SII or Other Systemically Important Institution O-SII buffer

0380

N/A

Memorandum items

0389

EU-32.

Total amount of excluded liabilities referred to in Article 72a 2 of Regulation EU No 575/2013

0390

N/A

1

Description of insolvency rank (free text)

Receivables due to liabilities included in the bank's own funds, referred to in Art. 26 of Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013, as amended, including interest and enforcement costs

Receivables due to liabilities included in the bank's own funds, referred to in Art. 51 of Regulation No. 575/2013,

along with interest and enforcement costs

Receivables due to liabilities included in the bank's own funds, referred to in Art. 62 of Regulation No. 575/2013,

along with interest and enforcement costs

Receivables from subordinated liabilities not included in the bank's own funds, along with interest and enforcement costs

Receivables under bonds, together with interest and enforcement costs, excluding receivables in category 9, under other debt instruments that have the characteristics of negotiable receivables, or under instruments giving rise to the legal effects of debt financial instruments

Receivables of partners or shareholders arising from a loan or other legal transaction with similar effects, in particular the delivery of goods with deferred payment date, together with interest, if they are not subject to satisfaction in lower categories

Interest on receivables included in higher categories in the order in which the capital is satisfied, as well as judicial and administrative fines and receivables for donations and bequests

Other liabilities, if they cannot be satisfied in other categories, in particular taxes and other public levies and other liabilities due to social security contributions

Receivables from natural persons, micro-entrepreneurs, small and medium-sized enterprises in respect of funds covered by guarantee protection other than guaranteed funds within the meaning of Art. 2

point 65 of the Act of 10 June 2016 on the Bank

Guarantee Fund

Receivables referred to in Art. 39

section 1 of the Act of 10 June

2016 on the Bank Guarantee Fund

2

Empty set in the EU

3

Empty set in the EU

4

Empty set in the EU

5 potentially eligible for 10 515

meeting MREL

1 262

7

1 053

33

12 870

6 of which residual maturity

451

53

32

536

7 of which residual maturity

811

7

1 000

1

1 819

Exposure value

Risk exposure amount

a

b

0010

0020

Own fund instruments held in insurance or re-insurance undertakings or insurance holding company not deducted from own funds

0010

31.12.2025

a

0010

1

Supplementary own fund requirements of the financial conglomerate (amount)

0010

2

Capital adequacy ratio of the financial conglomerate (%)

0020

Legal basis

Row

number

Details

The Audit Department conducts independent audits to provide the Supervisory Board and the

Management Board of the Bank with objective information regarding the assessment of the

effectiveness and adequacy of the risk management system in the Bank's Capital Group.

Point (e) of Article

435(1) CRR

c)

The implemented and applied risk management system in the Group is appropriate from the point of view of the Group's profile and strategy.

Point (c) of Article

d)

Risk measurement and assessment includes the determination of risk measures adequate to the

materiality of a given type of risk and risk quantification using the established measures, as well as

435(1) CRR

risk assessment consisting in determining the level of risk that may pose a threat to the achievement

of the Group's strategic goals. As part of the risk measurement, stress tests are carried out on the

basis of assumptions ensuring reliable risk assessment, which include an analysis of the impact of

changes in the environment and functioning of the Group on its financial and capital position. The

measurement results are regularly reported to the Bank's authorities and designated organizational

units.

Point (c) of Article

e)

Risk reporting consists in regularly providing the Supervisory Board, the Management Board,

committees and organizational units of the Bank indicated by the Management Board with reliable

435(1) CRR

and regular information on changes in the size and profile of the Group's risk, as well as on the

undertaken and recommended actions in the field of risk management. The scope, frequency and form

of reporting are adjusted to the management level of the recipients, which is regulated in detail in the

Bank's internal regulations.

Point (a) of Article

f)

Credit risk

Credit risk management and keeping it at a safe level, defined in the risk appetite, is of fundamental

Carrying values as reported in published financial statements

Carrying values under scope of prudential consolidation

Carrying values of items

Subject to the credit risk framework

Subject to the CCR framework

Subject to the securitisation framework

Subject to the market risk framework

Not subject to own funds requirements or subject to deduction from own funds

a

b

c

d

e

f

g

0010

0020

0030

0040

0050

0060

0070

Breakdown by asset clases according to the balance sheet in the published financial

1

Cash and cash equivalents

4 063

4 058

4 058

2

Amounts due from banks

2 203

2 203

877

1 326

3

Debt securities and derivatives

26 510

26 492

26 244

248

189

measured at fair value through other comprehensive income

22 543

22 540

22 540

measured at fair value through profit or loss

371

356

108

248

189

measured at amortized cost

3 596

3 596

3 596

4

Derivative hedging instruments

660

660

660

5

Loans and advances to customers

65 451

65 451

65 036

415

6

Property. plant and equipment

829

829

829

7

Intangible assets

551

551

101

450

8

Investments in associates

0

75

75

9

Income tax asset

724

723

685

38

10

Other assets

784

780

780

Total assets

101 775

101 822

98 685

2 649

189

488

Carrying values as reported in published financial statements

Carrying values under scope of prudential consolidation

Carrying values of items

Subject to the credit risk framework

Subject to the CCR framework

Subject to the securitisation framework

Subject to the market risk framework

Not subject to own funds requirements or subject to deduction from own funds

a

b

c

d

e

f

g

0010

0020

0030

0040

0050

0060

0070

Breakdown by liability classes according to the balance sheet in the published

1

Amounts due to banks

589

589

2

Amounts due to customers

82 621

82 679

3

Financial liabilities

327

327

268

167

4

Derivative hedging instruments

69

69

69

5

Fair value changes of the hedged items in portfolio hedge of interest rate risk

202

202

6

Provisions

404

404

7

Other liabilities

2 040

2 033

8

Income tax liabilities

218

217

9

Debt securities issued

2 322

2 322

Total liabilities

88 792

88 842

337

167

Total

Items subject to

Credit risk framework

Securitisation framework

CCR

framework

Market risk framework

a

b

c

d

e

0010

0020

0030

0040

0050

1

Assets carrying value amount under the scope of prudential consolidation (as per template LI1)

0010

101 822

98 865

2 649

189

2

Liabilities carrying value amount under the scope of prudential consolidation (as per template LI1)

0020

88 842

337

167

3

Total net amount under the scope of prudential consolidation

0030

12 980

98 685

2 312

22

4

Off-balance-sheet amounts

0040

17 123

17 123

5

Differences in valuations

0050

6

Differences due to different netting rules, other than those already included in row 2

0060

7

Differences due to consideration of provisions

0070

-102

-102

8

Differences due to the use of credit risk mitigation techniques (CRMs)

0080

-169

-169

9

Differences due to credit conversion factors

0090

8 904

8 904

10

Differences due to Securitisation with risk transfer

0100

11

Other differences

0110

916

958

-42

12

Exposure amounts considered for regulatory purposes

0120

109 861

107 591

2 270

25

Name of the entity

Method of prudential consolidation

Method of accounting consolidation

Description of the entity

Full consolidation

Proportional consolidation

Equity method

Neither consolidated nor deducted

Deducted

a

b

c

d

e

f

g

0009

0010

0020

0030

0040

0050

0060

0070

1

Alior Services Sp. z o.o.

Full consolidation

x

The company operates as an insurance agent for 7 insurance companies (contract administration).

2

Alior Leasing Sp. z o.o.

Full consolidation

x

The company provides fixed asset financing through operational and financial leasing, as well as lease loans. The company has its own sales network of Leasing Advisors responsible for servicing Alior Bank clients and collaborating with external partners - vehicle, machinery, and equipment dealers. The company's strategic goal is to expand its cooperation with Alior Bank in the corporate client segment, continue its dynamic growth among SME and sole proprietorship clients, and increase its presence among machinery and equipment dealers by tailoring its offerings to the needs of clients in the industrial and medical sectors. The Alior Leasing Capital Group also includes:

• AL Finance sp.z o.o., which specializes in property and motor insurance for clients with lease or lease loan agreements

• Alior Leasing Individual sp. z o.o., which was established to implement Alior Leasing's strategy for consumer-facing products. Currently, it provides consumer leasing/car rental services on a subscription basis through the internal channels of PZU Group companies and is dedicated to Group employees. Ultimately, the scope of its operations will also include the rental of consumer electronics and household appliances, including consumer electronics, IT equipment, household appliances, and smartphones. Upon broad market entry, distribution will take place through Alior Bank's Trading Partners. This activity will be carried out in close cooperation with Alior Leasing and Alior Bank and will expand the Group's product portfolio.

3

Meritum Services ICB SA

Full consolidation

x

The company conducts service activities in the field of information and computer technologies and provides IT software services.

4

Alior TFI SA

Full consolidation

x

The company's core business is asset management. The bank's collaboration with its subsidiary, Alior TFI, primarily involves the distribution of ALIOR SFIO units. The company continues to hold a license to manage portfolios comprising one or more financial instruments.

Name of the entity

Method of prudential consolidation

Method of accounting consolidation

Description of the entity

Full consolidation

Proportional consolidation

Equity method

Neither consolidated nor deducted

Deducted

a

b

c

d

e

f

g

0009

0010

0020

0030

0040

0050

0060

0070

5

Corsham Sp. z o.o.

Full consolidation

x

A company dedicated to implementing venture capital investments. Pursuant to Resolution No. 434/2023 of the Bank's Management Board dated 13 December 2023, the Bank's Management Board decided to discontinue further investment activities.

6

RBL_VC Sp. z o.o.

Full consolidation

x

A company dedicated to managing companies making venture capital investments has been entered into the register of Alternative Investment Company Managers (ZASI).

7

RBL_VC Sp. z o.o. ASI

spółka

komandytowo-akcyjna

Full consolidation

x

It is an investment vehicle used by Alior Bank SA to make venture capital investments. Pursuant to Resolution No. 434/2023 of the Bank's Management Board dated 13 December 2023, the Bank's Management Board decided to discontinue further investment activities. By Resolution No. 469/2025 of 16 December 2025, the Bank's Management Board granted directional consent to the liquidation of the company as part of the simplification of the structure of the Bank's Capital Group.

Legal basis

Row

number

Details

Article 436(f) CRR

a)

In the case of other entities belonging to the Alior Bank SA Capital Group, the Bank does not identify

any significant obstacles to the transfer of funds for recapitalization of entities and the repayment of

their liabilities.

Article 436(g) CRR

b)

The Bank does not have subsidiaries not covered by consolidation, whose own funds are lower than required.

Article 436(h) CRR

c)

The Bank does not apply the derogations referred to in Art. 7 of CRR, or the individual consolidation method specified in Art. 9 of CRR.

Article 436(g)

CRR

d)

Due to the above, this disclosure does not apply to the Alior Bank Group.

Risk category

Category level AVA -Valuation uncertainty

Total category level post-diversification

Equity

Interest Rates

Foreign exchange

Credit

Commodities

Unearned credit spreads AVA

Investment and funding costs AVA

Of which: Total core approach in the trading book

Of which: Total core approach in the banking book

a

b

c

d

e

EU e1

EU e2

f

g

h

Category level AVA

0009

0010

0020

0030

0040

0050

0060

0070

0080

0090

0100

1

Market price uncertainty

0010

2

Not applicable

0020

3

Close-out cost

0030

4

Concentrated positions

0040

5

Early termination

0050

6

Model risk

0060

7

Operational risk

0070

8

Not applicable

0080

9

Not applicable

0090

10

Future administrative costs

0100

11

Not applicable

0110

12

Total Additional Valuation Adjustments

0120

24

PLN m

Amounts

Source based on reference numbers/letters of the balance sheet under the regulatory scope of

consolidation

a

b

0010

0020

Common Equity Tier 1 (CET1) capital: instruments and reserves

0009

1

Capital instruments and the related share premium accounts

0010

5 182

EU CC2 pos. P10 +P11.1

Series A

Series B

Series C

Series D,E, F

Series G

Series H

Series I, J

2

Retained earnings

0050

78

EU CC2 pos. P14.1

3

Accumulated other comprehensive income (and other reserves)

0060

5 354

EU CC2 pos.

P11+P.12+P13

EU-3a

Funds for general banking risk

0070

4

Amount of qualifying items referred to in Article 484 (3) CRR and the related share premium accounts subject to phase out from CET1

0080

5

Minority interests (amount allowed in consolidated CET1)

0090

EU-5a

Independently reviewed interim profits net of any foreseeable charge or dividend

0100

558

EU CC2 pos. P14.3

6

Common Equity Tier 1 (CET1) capital before regulatory adjustments

0110

11 173

Common Equity Tier 1 (CET1) capital: regulatory adjustments

0119

7

Additional value adjustments (negative amount)

0120

-24

8

Intangible assets (net of related tax liability) (negative amount)

0130

-450

EU CC2 pos. A7

10

Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the

conditions in Article 38 (3) CRR are met) (negative amount)

0140

11

Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value

0150

-126

12

Negative amounts resulting from the calculation of expected loss amounts

0160

13

Any increase in equity that results from securitised assets (negative amount)

0170

14

Gains or losses on liabilities valued at fair value resulting from changes in own credit standing

0180

15

Defined-benefit pension fund assets (negative amount)

0190

16

Direct, indirect and synthetic holdings by an institution of own CET1 instruments (negative amount)

0200

17

Direct, indirect and synthetic holdings of the CET 1 instruments of financial sector entities where those entities have reciprocal cross holdings

with the institution designed to inflate artificially the own funds of the institution (negative amount)

0210

18

Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a

significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)

0220

PLN m

Amounts

Source based on reference numbers/letters of the balance sheet under the regulatory scope of

consolidation

a

b

0010

0020

19

Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant

investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)

0230

EU-20a

Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative

0240

EU-20b

of which: qualifying holdings outside the financial sector (negative amount)

0250

EU-20c

of which: securitisation positions (negative amount)

0260

EU-20d

of which: free deliveries (negative amount)

0270

21

Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article

38 (3) CRR are met) (negative amount)

0280

22

Amount exceeding the 17,65% threshold (negative amount)

0290

23

of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a

significant investment in those entities

0300

25

of which: deferred tax assets arising from temporary differences

0310

EU-25a

Losses for the current financial year (negative amount)

0320

EU-25b

Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax

charges reduce the amount up to which those items may be used to cover risks or losses (negative amount)

0330

27

Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount)

0340

27a

Other regulatory adjustments

0350

-57

28

Total regulatory adjustments to Common Equity Tier 1 (CET1)

0360

-657

29

Common Equity Tier 1 (CET1) capital

0370

10 515

Kapitał dodatkowy Tier I: instrumenty

0379

30

Capital instruments and the related share premium accounts

0380

31

of which: classified as equity under applicable accounting standards

0390

32

of which: classified as liabilities under applicable accounting standards

0400

33

Amount of qualifying items referred to in Article 484 (4) CRR and the related share premium accounts subject to phase out from AT1

0410

EU-33a

Amount of qualifying items referred to in Article 494a(1) CRR subject to phase out from AT1

0420

EU-33b

Amount of qualifying items referred to in Article 494b(1) CRR subject to phase out from AT1

0430

34

Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held

by third parties

0440

35

of which: instruments issued by subsidiaries subject to phase out

0450

36

Additional Tier 1 (AT1) capital before regulatory adjustments

0460

Additional Tier 1 (AT1) capital: regulatory adjustments

0469

37

Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)

0470

38

Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with

the institution designed to inflate artificially the own funds of the institution (negative amount)

0480