2Q2026 ING Group additional Pillar III report

Template EU OV1 - Regulatory capital requirements

Total risk exposure amounts (TREA)

Total own funds requirements

30/6/2026

31/3/2026

30/6/2026

1

Credit risk (excluding CCR)

270,095

269,096

21,608

2

Of which the standardised approach

47,203

46,439

3,776

3

Of which the Foundation IRB (F-IRB) approach

93,786

93,119

7,503

4

Of which slotting approach

EU 4a

Of which equities under the simple risk weighted approach

5

Of which the Advanced IRB (A-IRB) approach

98,047

96,145

7,844

6

Counterparty credit risk - CCR

9,479

10,900

758

7

Of which the standardised approach

6,769

7,932

542

8

Of which internal model method (IMM)

EU 8a

Of which exposures to a CCP

694

649

56

9

Of which other CCR

2,016

2,319

161

10

Credit valuation adjustments risk - CVA risk

2,212

2,723

177

EU 10a

Of which the standardised approach (SA)

1,807

2,228

145

EU 10b

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

406

495

32

EU 10c

Of which the simplified approach

11

Not applicable

12

Not applicable

13

Not applicable

14

Not applicable

15

Settlement risk

16

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

4,652

4,417

372

17

Of which SEC-IRBA approach

1,579

1,241

126

18

Of which SEC-ERBA (including IAA)

1,065

1,043

85

19

Of which SEC-SA approach

2,008

2,110

161

EU 19a

Of which 1250% / deduction

23

20

Position, foreign exchange and commodities risks (Market risk)

10,220

11,880

818

21

Of which the Alternative standardised approach (A-SA)

EU 21a

Of which the Simplified standardised approach (S-SA)

3,913

4,475

313

22

Of which Alternative Internal Model Approach (A-IMA)

EU 22a

Large exposures

23

Reclassifications between the trading and non-trading books

24

Operational risk

45,288

45,288

3,623

EU 24a

Exposures to crypto-assets

25

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

10,325

11,303

26

Output floor applied (%)

55.00%

55.00%

27

Floor adjustment (before application of transitional cap)

28

Floor adjustment (after application of transitional cap)

29

Total

341,946

344,303

27,356

Template EU KM1 - Key metrics template

30/6/2026

31/3/2026

31/12/2025

30/9/2025

30/6/2025

Available own funds (amounts)

1

Common Equity Tier 1 (CET1) capital

44,692

44,729

44,567

44,921

44,534

2

Tier 1 capital

53,712

53,842

52,138

52,576

50,765

3

Total capital

63,914

63,016

62,845

64,209

61,226

Risk-weighted exposure amounts

4

Total risk exposure amount

341,946

344,303

340,739

336,196

335,804

4a

Total risk exposure pre-floor

341,946

344,303

340,739

336,196

335,804

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

5

Common Equity Tier 1 ratio (%)

13.07 %

12.99 %

13.08 %

13.36 %

13.26 %

5a

Not applicable

5b

Common Equity Tier 1 ratio considering unfloored TREA (%)

13.07 %

12.99 %

13.08 %

13.36 %

13.26 %

6

Tier 1 ratio (%)

15.71 %

15.64 %

15.30 %

15.64 %

15.12 %

6a

Not applicable

6b

Tier 1 ratio considering unfloored TREA (%)

15.71 %

15.64 %

15.30 %

15.64 %

15.12 %

7

Total capital ratio (%)

18.69 %

18.30 %

18.44 %

19.10 %

18.23 %

7a

Not applicable

7b

Total capital ratio considering unfloored TREA (%)

18.69 %

18.30 %

18.44 %

19.10 %

18.23 %

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

EU 7d

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

1.70 %

1.70 %

1.65 %

1.65 %

1.65 %

EU 7e

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

0.96 %

0.96 %

0.93 %

0.93 %

0.93 %

EU 7f

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

1.28 %

1.28 %

1.24 %

1.24 %

1.24 %

EU 7g

Total SREP own funds requirements (%)

9.70 %

9.70 % 9.65 % 9.65 % 9.65 %

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

8

Capital conservation buffer (%)

2.50 %

2.50 %

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 (%)

9

Institution specific countercyclical capital buffer (%)

0.95 %

0.94 %

0.93 %

0.90 %

0.81 %

EU 9a

Systemic risk buffer (%)

0.19 %

0.17 %

0.16 %

10

Global Systemically Important Institution buffer (%)

1.00 %

1.00 %

1.00 %

1.00 %

1.00 %

EU 10a

Other Systemically Important Institution buffer (%)

2.00 %

2.00 %

2.00 %

2.00 %

2.00 %

11

Combined buffer requirement (%)

5.64 %

5.60 %

5.60 %

5.40 %

5.31 %

EU 11a

Overall capital requirements (%)

15.34 %

15.30 %

15.25 %

15.05 %

14.96 %

12

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

7.61 %

7.54 % 7.65 % 7.93 % 7.83 %

Leverage ratio

13

Total exposure measure

1,269,819

1,241,563

1,155,490

1,198,344

1,186,761

14

Leverage ratio (%)

4.23 %

4.34 % 4.51 % 4.39 % 4.28 %

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

EU 14a

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

0.10 %

0.10 %

EU 14b

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

EU 14c

Total SREP leverage ratio requirements (%)

3.10 %

3.10 % 3.00 % 3.00 % 3.00 %

Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)

EU 14d

Leverage ratio buffer requirement (%)

0.50 %

0.50 %

0.50 %

0.50 %

0.50 %

EU 14e

Overall leverage ratio requirement (%)

3.60 %

3.60 %

3.50 %

3.50 %

3.50 %

Liquidity Coverage Ratio

15

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

197,236

198,569

200,198

201,254

201,494

EU 16a

Cash outflows - Total weighted value

249,083

246,633

245,418

245,819

242,968

EU 16b

Cash inflows - Total weighted value

105,343

103,113

102,499

101,846

99,842

16

Total net cash outflows (adjusted value)

143,740

143,519

142,919

143,973

143,126

17

Liquidity coverage ratio (%)

137 %

139 % 140 % 140 % 141 %

Net Stable Funding Ratio

18

Total available stable funding

797,829

775,517

761,580

756,050

759,984

19

Total required stable funding

624,610

607,287

593,050

585,869

572,342

20

NSFR ratio (%)

128 %

128 %

128 %

129 %

133 %

Template EU CMS1 - Comparison of modelled and standardised risk weighted exposure amounts at risk level

30/06/2026

Risk weighted exposure amounts (RWEAs)

RWEAs for modelled approaches that banks have supervisory approval to use

RWEAs for portfolios where standardised approaches are

used

Total actual RWEAs

(a + b)

RWEAs calculated using full standardised approach

RWEAs that is the base of the

output floor

1

Credit risk (excluding counterparty credit risk)

218,397

47,203

265,600

450,721

402,024

2

Counterparty credit risk

8,428

1,051

9,479

18,960

18,960

3

Credit valuation adjustment

2,212

2,212

2,212

2,212

4

Securitisation exposures in the banking book

2,644

2,008

4,652

12,749

5,347

5

Market risk

6,307

3,913

10,220

12,634

12,634

6

Operational risk

45,288

45,288

45,288

45,288

7

Other risk weighted exposure amounts

4,495

4,495

8

Total

235,776

106,170

341,946

542,563

486,464

Template EU CMS2 - Comparison of modelled and standardised risk weighted exposure amounts for credit risk at asset class level

30/06/2026

Risk weighted exposure amounts (RWEAs)

RWEAs for modelled

approaches that institutions have supervisory approval to use

RWEAs for column (a) if re-computed using the standardised approach

Total actual RWEAs

RWEAs calculated using full standardised approach

RWEAs that is the base of the output floor

1

Central governments and central banks

33

3,131

3,164

3,164

EU 1a

Regional governments or local authorities

7

4

1,189

1,187

1,187

EU 1b

Public sector entities

21

41

2,998

3,017

3,017

EU 1c

Categorised as Multilateral Development Banks in SA

EU 1d

Categorised as International organisations in SA

2

Institutions

10,572

3,573

10,787

3,787

3,787

3

Equity

9,592

9,592

9,592

4

Not applicable

5

Corporates

120,987

175,552

126,455

229,717

181,020

5.1

Of which: F-IRB is applied

83,185

142,623

83,185

186,012

142,623

5.2

Of which: A-IRB is applied

37,802

32,928

37,802

37,808

32,928

EU 5a

Of which: Corporates - General

82,675

131,917

88,116

166,148

137,358

EU 5b

Of which: Corporates - Specialised lending

38,313

43,635

38,339

63,140

43,662

EU 5c

Of which: Corporates - Purchased receivables

6

Retail

60,246

115,086

26,399

33,596

33,596

6.1

Of which: Retail - Qualifying revolving

893

1,776

893

1,776

1,776

EU 6.1a

Of which: Retail - Purchased receivables

EU 6.1b

Of which: Retail - Other

10,343

16,657

25,506

31,820

31,820

6.2

Of which: Retail - Secured by residential real estate

49,009

96,653

49,009

96,653

96,653

7

Not applicable

EU 7a

Of which: Retail - Categorised as secured by mortgages on immovable properties and ADC exposures in SA

50,996

141,142

59,189

149,335

149,335

EU 7b

Collective investment undertakings (CIU)

40

40

40

EU 7c

Categorised as exposures in default in SA

11,349

6,636

12,165

7,452

7,452

EU 7d

Categorised as subordinated debt exposures in SA

1

427

428

428

EU 7e

Categorised as covered bonds in SA

786

793

786

793

793

EU 7f

Categorised as claims on institutions and corporates with a short-term credit assessment in SA

8

Other non-credit obligation assets

26,564

8,620

26,564

8,613

8,613

9

Total

218,397

354,827

265,600

450,721

402,024

Template EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer

30/06/2026

General credit exposures

Relevant credit exposures -Market risk

Securitisation exposures Exposure value for non-trading book

Total exposure value

Own funds requirements

Total

Risk-weighted exposure amounts

Own funds requirements weights (%)

Counter-cyclical capital buffer rate (%)

Exposure value under the standardised approach

Exposure value under the IRB approach

Sum of long and short positions of trading book exposures for SA

Value of trading book exposures for internal models

Relevant credit risk exposures -Credit risk

Relevant credit exposures -Market risk

Relevant credit exposures -Securitisation positions in the non-trading book

Breakdown by country:

Countries with an active CCyB

Netherlands

7,991

216,917

12,574

237,483

3,893

3

119

4,015

50,185

20.858 %

2.000 %

Belgium

507

95,730

70

1,243

97,550

2,268

3

17

2,287

28,593

11.884 %

1.000 %

Germany

2,847

139,894

65

4,194

147,000

2,185

3

32

2,220

27,755

11.535 %

0.750 %

Poland

24,071

21,757

9

428

46,265

1,834

1

6

1,841

23,010

9.563 %

1.000 %

Spain

4,732

34,678

1,107

40,517

874

1

3

878

10,979

4.563 %

0.500 %

Australia

1,233

60,880

30

1,273

63,415

839

1

16

856

10,694

4.445 %

1.000 %

United Kingdom

123

33,185

268

33,576

592

2

5

598

7,480

3.109 %

2.000 %

Luxembourg

517

24,046

65

4,688

29,315

450

2

46

498

6,230

2.589 %

0.500 %

France

1,911

23,169

2,042

27,122

436

1

20

457

5,708

2.372 %

1.000 %

Romania

7,085

2,791

158

10,034

406

2

408

5,104

2.121 %

1.000 %

Ireland

63

28,547

7

793

29,410

104

1

6

111

1,391

0.578 %

1.500 %

United Arab Emirates

6

2,590

8

2,603

61

61

763

0.317 %

0.500 %

Sweden

2

3,267

17

7

3,287

60

1

61

758

0.315 %

2.000 %

Hong Kong

15

6,696

6,718

56

56

700

0.291 %

0.500 %

Czechia

1

2,101

55

2,157

50

1

51

639

0.266 %

1.250 %

Norway

3

2,753

2,756

46

1

46

580

0.241 %

2.500 %

Hungary

2

1,939

22

1,963

43

1

44

547

0.227 %

1.000 %

Denmark

1

1,955

2

181

2,139

33

2

35

439

0.182 %

2.500 %

Slovakia

25

755

6

787

25

25

315

0.131 %

1.500 %

Portugal

5

1,223

5

1,234

24

24

297

0.124 %

0.750 %

Korea, Republic of

2,334

103

20

2,457

18

1

19

237

0.099 %

1.000 %

Chile

617

617

17

17

213

0.089 %

0.500 %

Saudi Arabia

938

938

12

12

149

0.062 %

1.000 %

Bulgaria

1

485

486

10

10

120

0.050 %

2.000 %

Uzbekistan

150

32

183

4

2

6

78

0.032 %

1.500 %

Cyprus

133

133

5

5

67

0.028 %

1.500 %

Greece

1

248

2

250

4

4

53

0.022 %

0.250 %

Azerbaijan

41

13

55

3

1

3

43

0.018 %

0.500 %

South Africa

37

18

55

2

1

3

42

0.017 %

1.000 %

Russian Federation

5

501

506

2

2

30

0.012 %

0.500 %

Lithuania

1

65

17

82

1

1

2

22

0.009 %

1.000 %

Croatia

62

62

2

2

22

0.009 %

1.500 %

Slovenia

72

72

1

1

10

0.004 %

1.000 %

Iceland

21

21

5

0.002 %

2.500 %

Latvia

6

6

5

0.002 %

1.000 %

Andorra

4

4

4

0.002 %

0.500 %

Estonia

64

64

3

0.001 %

1.500 %

Georgia

1.000 %

Armenia

1.750 %

Albania

0.500 %

North Macedonia

1.750 %

Moldova

1.500 %

Montenegro

1.000 %

Greenland

0.500 %

Faroe Islands

1.000 %

Countries having announced a CCyB

Serbia

22

1

22

5

0.002 %

Countries with more than 1% of ING Group's exposure that have not announced a CCyB

United States

85

126,942

427

5,710

133,163

1,659

5

63

1,727

21,589

8.973 %

Italy

2,273

20,687

369

23,329

643

1

3

647

8,085

3.360 %

China

1,742

885

2,627

371

371

4,643

1.930 %

Turkey

2,789

2,794

4

5,587

246

1

247

3,093

1.286 %

Switzerland

11

22,118

678

22,806

209

2

20

232

2,898

1.204 %

Thailand

983

22

1,004

197

197

2,464

1.024 %

Other countries

399

62,456

754

2,978

66,588

1,106

22

36

1,165

14,557

6.050 %

Total

59,432

946,577

1,733

38,710

1,046,451

18,793

59

397

19,249

240,607

100.000 %

Template EU CCyB2 - Amount of institution-specific countercyclical capital buffer

30/06/2026

Total risk exposure amount

341,946

Institution specific countercyclical capital buffer rate

0.947 %

Institution specific countercyclical capital buffer requirement

3,239.1

Template EU CC1 - Composition of regulatory own funds

30/06/2026

Amounts

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

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

1

Capital instruments and the related share premium accounts

17,146

CC2 - 26

of which: Ordinary Shares

17,146

2

Retained earnings

33,084

CC2 - 28

3

Accumulated other comprehensive income (and other reserves)

-604

EU-3a

Funds for general banking risk

4

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

5

Minority interests (amount allowed in consolidated CET1)

550

EU-5a

Independently reviewed interim profits net of any foreseeable charge or dividend

6

Common Equity Tier 1 (CET1) capital before regulatory adjustments

50,176

Common Equity Tier 1 (CET1) capital: regulatory adjustments

7

Additional value adjustments (negative amount)

-754

8

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

-1,184

CC2 - 9

9

Not applicable

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)

-28

CC2 - 11

11

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

1,407

12

Negative amounts resulting from the calculation of expected loss amounts

-1,060

13

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

14

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

71

15

Defined-benefit pension fund assets (negative amount)

-464

16

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

-2,104

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)

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)

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)

20

Not applicable

EU-20a

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

EU-20b

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

EU-20c

of which: securitisation positions (negative amount)

EU-20d

of which: free deliveries (negative amount)

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)

22

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

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

24

Not applicable

25

of which: deferred tax assets arising from temporary differences

EU-25a

Losses for the current financial year (negative amount)

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)

26

Not applicable

27

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

27a

Other regulatory adjustments

-1,367

28

Total regulatory adjustments to Common Equity Tier 1 (CET1)

-5,484

29

Common Equity Tier 1 (CET1) capital

44,692

Additional Tier 1 (AT1) capital: instruments

30

Capital instruments and the related share premium accounts

8,916

CC2 - 24

31

of which: classified as equity under applicable accounting standards

32

of which: classified as liabilities under applicable accounting standards

8,916

33

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

EU-33a

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

EU-33b

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

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

114

35

of which: instruments issued by subsidiaries subject to phase out

36

Additional Tier 1 (AT1) capital before regulatory adjustments

9,030

Additional Tier 1 (AT1) capital: regulatory adjustments

37

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

-10

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)

39

Direct, indirect and synthetic holdings of the AT1 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)

40

Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)

41

Not applicable

42

Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)

42a

Other regulatory adjustments to AT1 capital

43

Total regulatory adjustments to Additional Tier 1 (AT1) capital

-10

44

Additional Tier 1 (AT1) capital

9,020

45

Tier 1 capital (T1 = CET1 + AT1)

53,712

Tier 2 (T2) capital: instruments

46

Capital instruments and the related share premium accounts

10,170

CC2 - 24

47

Amount of qualifying items referred to in Article 484(5) CRR and the related share premium accounts subject to phase out from T2 as described in Article 486(4) CRR

EU-47a

Amount of qualifying items referred to in Article 494a(2) CRR subject to phase out from T2

EU-47b

Amount of qualifying items referred to in Article 494b(2) CRR subject to phase out from T2

48

Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties

67

49

of which: instruments issued by subsidiaries subject to phase out

50

Credit risk adjustments

51

Tier 2 (T2) capital before regulatory adjustments

10,237

Tier 2 (T2) capital: regulatory adjustments

52

Direct, indirect and synthetic holdings by an institution of own T2 instruments and subordinated loans (negative amount)

-35

53

Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans 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)

54

Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans 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)

54a

Not applicable

55

Direct, indirect and synthetic holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)

56

Not applicable

EU-56a

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

EU-56b

Other regulatory adjustments to T2 capital

57

Total regulatory adjustments to Tier 2 (T2) capital

-35

58

Tier 2 (T2) capital

10,202

59

Total capital (TC = T1 + T2)

63,914

60

Total Risk exposure amount

341,946

Capital ratios and requirements including buffers

61

Common Equity Tier 1 capital

13.07 %

62

Tier 1 capital

15.71 %

63

Total capital

18.69 %

64

Institution CET1 overall capital requirements

11.10 %

65

of which: capital conservation buffer requirement

2.50 %

66

of which: countercyclical capital buffer requirement

0.95 %

67

of which: systemic risk buffer requirement

0.19 %

EU-67a

of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer requirement

2.00 %

EU-67b

of which: additional own funds requirements to address the risks other than the risk of excessive leverage

0.96 %

68

Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the minimum capital requirements

7.61 %

National minima (if different from Basel III)

69

Not applicable

70

Not applicable

71

Not applicable

Amounts below the thresholds for deduction (before risk weighting)

72

Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions)

4,102

73

Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of eligible short positions)

3,471

74

Not applicable

75

Deferred tax assets arising from temporary differences (amount below 17,65% threshold, net of related tax liability where the conditions in Article 38 (3) CRR are met)

659

Applicable caps on the inclusion of provisions in Tier 2

76

Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap)

77

Cap on inclusion of credit risk adjustments in T2 under standardised approach

597

78

Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap)

79

Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach

1,361

Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2014 and 1 Jan 2022)

80

Current cap on CET1 instruments subject to phase out arrangements

81

Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)

82

Current cap on AT1 instruments subject to phase out arrangements

83

Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)

84

Current cap on T2 instruments subject to phase out arrangements

85

Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)

Template EU CC2 - Reconciliation of regulatory own funds to balance sheet in the audited financial statements

Balance sheet as in published financial statements

Balance sheet as in published financial statements

Under regulatory scope of consolidation

Reference

30/6/2026

30/6/2026

Assets - Breakdown by asset classes according to the balance sheet in the published financial statements

1

Cash and balances with central banks

64,954

64,954

2

Loans and advances to banks

30,311

30,311

3

Financial assets at fair value through profit or loss

160,057

160,057

4

Financial assets at fair value through other comprehensive income

63,043

63,043

5

Securities at amortised cost

67,985

67,985

6

Loans and advances to customers

755,620

755,620

7

Investments in associates and joint ventures

1,184

1,245

8

Property and equipment

2,651

2,651

9

Intangible assets

1,740

1,740

10

Current tax assets

408

408

CC1 - 8

11

Deferred tax assets

908

907

12

Other assets

11,897

11,897

CC1 - 10

13

Assets held for sale

14

Total assets

1,160,759

1,160,818

Liabilities - Breakdown by liability classes according to the balance sheet in the published financial statements

15

Deposits from banks

31,687

31,687

16

Customer deposits

773,179

773,273

17

Financial liabilities at fair value through profit or loss

103,313

103,313

18

Current tax liabilities

517

517

19

Deferred tax liabilities

363

363

20

Provisions

902

868

21

Other liabilities

14,331

14,331

22

Liabilities held for sale

23

Debt securities in issue

166,011

166,011

24

Subordinated loans

19,068

19,068

25

Total liabilities

1,109,372

1,109,431

CC1 - 30, 46

Shareholders' Equity

26

Share capital and share premium

17,146

17,146

27

Other reserves

-2,058

-2,058

CC1 - 1

28

Retained earnings (incl. profit for the period)

35,159

35,159

29

Shareholders' equity (parent)

50,246

50,246

CC1 - 2

30

Non-controlling interests

1,141

1,141

31

Total shareholders' equity

51,387

51,387

Template EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures

Balance sheet as in published financial statements

Applicable amounts

1

Total assets as per published financial statements

1,160,759

2

Adjustment for entities which are consolidated for accounting purposes but are outside the scope of prudential consolidation

3

(Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference)

4

(Adjustment for temporary exemption of exposures to central banks (if applicable))

5

(Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable accounting framework but excluded from the total exposure measure in accordance with point (i) of Article 429a(1) CRR)

6

Adjustment for regular-way purchases and sales of financial assets subject to trade date accounting

7

Adjustment for eligible cash pooling transactions

8

Adjustment for derivative financial instruments

24,669

9

Adjustment for securities financing transactions (SFTs)

8,037

10

Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures)

91,408

11

(Adjustment for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital)

EU-11a

(Adjustment for exposures excluded from the total exposure measure in accordance with point (c) of Article 429a(1) CRR)

EU-11b

(Adjustment for exposures excluded from the total exposure measure in accordance with point (j) of Article 429a(1) CRR)

12

Other adjustments

-15,054

13

Total exposure measure

1,269,819

Template EU LR2 - LRCom: Leverage ratio common disclosure

30/6/2026

31/12/2025

CRR/CRD IV

CRR/CRD IV

Applicable amounts

Applicable amounts

On-balance sheet exposures (excluding derivatives and SFTs)

1

On-balance sheet items (excluding derivatives, SFTs, but including collateral)

1,031,337

950,368

2

Gross-up for derivatives collateral provided, where deducted from the balance sheet assets pursuant to the applicable accounting framework

3

(Deductions of receivables assets for cash variation margin provided in derivatives transactions)

-4,309

-3,955

4

(Adjustment for securities received under securities financing transactions that are recognised as an asset)

5

(General credit risk adjustments to on-balance sheet items)

6

(Asset amounts deducted in determining Tier 1 capital)

-4,829

-4,867

7

Total on-balance sheet exposures (excluding derivatives and SFTs)

1,022,198

941,546

Derivative exposures

8

Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin)

16,846

17,438

EU-8a

Derogation for derivatives: replacement costs contribution under the simplified standardised approach

9

Add-on amounts for potential future exposure associated with SA-CCR derivatives transactions

32,664

28,731

EU-9a

Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach

EU-9b

Exposure determined under Original Exposure Method

10

(Exempted CCP leg of client-cleared trade exposures) (SA-CCR)

-8

-1

EU-10a

(Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)

EU-10b

(Exempted CCP leg of client-cleared trade exposures) (Original Exposure Method)

11

Adjusted effective notional amount of written credit derivatives

30,582

10,284

12

(Adjusted effective notional offsets and add-on deductions for written credit derivatives)

-27,452

-7,570

13

Total derivatives exposures

52,632

48,882

Securities financing transaction (SFT) exposures

14

Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions

163,270

128,685

15

(Netted amounts of cash payables and cash receivables of gross SFT assets)

-56,239

-48,623

16

Counterparty credit risk exposure for SFT assets

8,037

5,520

EU-16a

Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR

17

Agent transaction exposures

EU-17a

(Exempted CCP leg of client-cleared SFT exposure)

18

Total securities financing transaction exposures

115,068

85,582

Other off-balance sheet exposures

19

Off-balance sheet exposures at gross notional amount

315,678

301,412

20

(Adjustments for conversion to credit equivalent amounts)

-224,270

-212,215

21

(General provisions deducted in determining Tier 1 capital and specific provisions associated with off-balance sheet exposures)

22

Off-balance sheet exposures

91,408

89,197

Excluded exposures

EU-22a

(Exposures excluded from the total exposure measure in accordance with point (c) of Article 429a(1) CRR)

EU-22b

(Exposures exempted in accordance with point (j) of Article 429a(1) CRR (on and off balance sheet))

EU-22c

(Excluded exposures of public development banks (or units) - Public sector investments)

EU-22d

(Excluded exposures of public development banks (or units) - Promotional loans)

EU-22e

(Excluded passing-through promotional loan exposures by non-public development banks (or units))

EU-22f

(Excluded guaranteed parts of exposures arising from export credits)

-11,487

-9,716

EU-22g

(Excluded excess collateral deposited at triparty agents)

EU-22h

(Excluded CSD related services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR)

EU-22i

(Excluded CSD related services of designated institutions in accordance with point (p) of Article 429a(1) CRR)

EU-22j

(Reduction of the exposure value of pre-financing or intermediate loans)

EU-22k

(Excluded exposures to shareholders according to Article 429a (1), point (da) CRR)

EU-22l

(Exposures deducted in accordance with point (q) of Article 429a(1) CRR)

EU-22m

(Total exempted exposures)

-11,487

-9,716

Capital and total exposure measure

23

Tier 1 capital

53,712

52,138

24

Total exposure measure

1,269,819

1,155,490

Leverage ratio

25

Leverage ratio (%)

4.23 %

4.51 %

EU-25

Leverage ratio (excluding the impact of the exemption of public sector investments and promotional loans) (%)

4.23 %

4.51 %

25a

Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) (%)

4.23 %

4.51 %

26

Regulatory minimum leverage ratio requirement (%)

3.00 %

3.00 %

EU-26a

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

0.10 %

EU-26b

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

27

Leverage ratio buffer requirement (%)

0.50 %

0.50 %

EU-27a

Overall leverage ratio requirement (%)

3.60 %

3.50 %

Choice on transitional arrangements and relevant exposures

EU-27b

Choice on transitional arrangements for the definition of the capital measure

Disclosure of mean values

28

Mean of daily values of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivable

126,741

119,170

29

Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables

107,031

80,061

30

Total exposure measure (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)

1,289,528

1,194,599

30a

Total exposure measure (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)

1,289,528

1,194,599

31

Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)

4.17 %

4.36 %

31a

Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)

4.17 %

4.36 %

Template EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)

CRR leverage ratio exposures

30/6/2026

EU-1

Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:

1,016,770

EU-2

Trading book exposures

37,448

EU-3

Banking book exposures, of which:

979,322

EU-4

Covered bonds

9,051

EU-5

Exposures treated as sovereigns

190,471

EU-6

Exposures to regional governments, MDB, international organisations and PSE, not treated as sovereigns

13,683

EU-7

Institutions

25,349

EU-8

Secured by mortgages of immovable properties

394,211

EU-9

Retail exposures

96,874

EU-10

Corporates

216,391

EU-11

Exposures in default

8,749

EU-12

Other exposures (eg equity, securitisations, and other non-credit obligation assets)

24,544

Template EU KM2 - Key metrics - MREL and, where applicable, G-SII Requirement for own funds and eligible liabilities

at the level of each resolution group

Minimum requirement for own funds and eligible liabilities (MREL)

G-SII Requirement for own funds and eligible liabilities (TLAC)

30/6/2026

30/6/2026

31/3/2026

31/12/2025

30/9/2025

30/6/2025

Own funds and eligible liabilities, ratios and components

1

Own funds and eligible liabilities

111,041

111,041

111,265

108,507

108,318

105,726

EU-1a

Of which own funds and subordinated liabilities

111,041

2

Total risk exposure amount of the resolution group (TREA)

341,946

341,946

344,303

340,739

336,196

335,804

3

Own funds and eligible liabilities as a percentage of TREA (row1/ row2)

32.47 %

32.47 %

32.32 %

31.84 %

32.22 %

31.48 %

EU-3a

Of which own funds and subordinated liabilities

32.47 %

4

Total exposure measure of the resolution group

1

1,269,819

1,241,563

1,155,490

1,198,344

1,186,761

5

Own funds and eligible liabilities as percentage of the total exposure measure

8.74 %

8.74 %

8.96 %

9.39 %

9.04 %

8.91 %

EU-5a

Of which own funds or subordinated liabilities

8.74 %

6a

Does the subordination exemption in Article 72(b)(4) of the CRR apply? (5% exemption)

FALSE

FALSE

FALSE

FALSE

FALSE

6b

Pro-memo item - Aggregate amount of permitted non-subordinated eligible liabilities instruments If the subordination discretion as per Article 72b(3) CRR is applied (max 3.5% exemption)

6c

Pro-memo item: If a capped subordination exemption applies under Article 72(b)(3) or (4), 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 (%)

Minimum requirement for own funds and eligible liabilities (MREL)

EU-7

MREL requirement expressed as percentage of the total risk exposure amount

22.25 %

EU-8

Of which to be met with own funds or subordinated liabilities

19.04 %

EU-9

MREL requirement expressed as percentage of the total exposure measure

7.20 %

EU-10

Of which to be met with own funds or subordinated liabilities

7.20 %

Template EU TLAC1 - Composition - MREL and, where applicable, the G-SII Requirement for own funds and eligible liabilities

30/6/2026

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 TLAC

Own funds and eligible liabilities and adjustments

1

Common Equity Tier 1 capital (CET1)

44,692

44,692

2

Additional Tier 1 capital (AT1)

9,020

9,020

3

Empty set in the EU

4

Empty set in the EU

5

Empty set in the EU

6

Tier 2 capital (T2)

10,202

10,202

7

Empty set in the EU

8

Empty set in the EU

11

Own funds for the purpose of Articles 92a CRR and 45 BRRD arising from regulatory capital instruments

63,914

63,914

Own funds and eligible liabilities: Non-regulatory capital elements

12

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

47,006

47,006

EU 12a

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

EU12b

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

120

120

EU12c

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

13

Eligible liabilities that are not subordinated to excluded liabilities (not grandfathered pre cap)

EU-13a

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

14

Amount of non subordinated instruments eligible, where applicable after application of articles 72b (3) and (4) CRR

15

Empty set in the EU

16

Empty set in the EU

17

Eligible liabilities items before adjustments

47,126

47,126

EU-17a

Of which subordinated

47,126

47,126

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

18

Own funds and eligible liabilities items before adjustments

111,041

111,041

19

(Deduction of exposures between MPE resolution groups)

20

(Deduction of investments in other eligible liabilities instruments)

21

Empty set in the EU

22

Own funds and eligible liabilities after adjustments

111,041

111,041

EU-22a

Of which own funds and subordinated

111,041

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

23

Total risk exposure amount adjusted as permitted by article 45h(2) of Directive 2014/59/EU

341,946

341,946

24

Total exposure measure

1,269,819

1,269,819

Ratio of own funds and eligible liabilities

25

Own funds and eligible liabilities (as a percentage of total risk exposure amount )

32.47%

32.47%

EU-25a

Of which own funds and subordinated

32.47%

26

Own funds and eligible liabilities (as a percentage of total exposure measure)

8.74%

8.74%

EU-26a

Of which own funds and subordinated

8.74%

27

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

7.61%

7.61%

28

Institution-specific combined buffer requirement

5.64%

29

of which: capital conservation buffer requirement

2.50%

30

of which: countercyclical buffer requirement

0.95%

31

of which: systemic risk buffer requirement

0.19%

EU-31a

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

2.00%

Memorandum items

EU-32

Total amount of excluded liabilities referred to in Article 72a(2) CRR

587,890

Template EU TLAC3 - Creditor ranking - resolution entity

30/6/2026

insolvency ranking

Sum of 1 to 11

1

2

3

7

10

11

(most junior)

(most senior)

1

Description of insolvency ranking (free text)

Common equity Tier 1 instruments

Additional Tier 1 instruments

Tier 2 capital instruments

Other liabilities

Employee Liabilities that have a preferential status by law

Dutch Tax and social security authority Claims that have a preferential status by law

2

Total liabilities and own funds

49,625

8,916

10,170

49,252

41

118,005

3

o/w excluded liabilities

86

41

127

4

Total liabilities and own funds less excluded liabilities

49,625

8,916

10,170

49,166

117,878

5

Subset of row 4 that are own funds and liabilities potentially eligible for meeting (TLAC)

49,625

8,916

10,170

47,126

115,838

6

o/w residual maturity ≥ 1 year < 2 years

4,872

4,872

7

o/w residual maturity ≥ 2 year < 5 years

22,608

22,608

8

o/w residual maturity ≥ 5 years < 10 years

7,896

15,603

23,499

9

o/w residual maturity ≥ 10 years, but excluding perpetual securities

2,275

4,043

6,318

10

o/w perpetual securities

49,625

8,916

58,542

Template EU CR1 - Performing and non-performing exposures and related provisions

30/6/2026

Gross carrying amount/nominal amount

Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions

Accumulated partial write-off

Collateral and financial guarantees received

Performing exposures

Non-performing exposures

Performing exposures - accumulated impairment and provisions

Non-performing exposures -accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions

On performing exposures

On non-performing exposures

Of which stage 1

Of which stage 2

Of which stage 2

Of which stage 3

Of which stage 1

Of which stage 2

Of which stage 2

Of which stage 3

Cash balances at central banks and other demand deposits

66,990

65,656

1,334

-14

-14

20

Loans and advances

874,383

717,839

66,554

13,431

13,187

-1,538

-401

-1,137

-4,493

-4,468

-126

685,161

6,553

Central banks

5,583

3,080

5,549

General governments

25,653

24,675

313

204

204

-9

-6

-3

-11

-11

8,307

184

Credit institutions

50,150

23,633

195

63

63

-3

-3

-12

-12

40,553

49

Other financial corporations

115,107

55,307

2,628

370

370

-29

-14

-15

-163

-163

91,150

44

Non-financial corporations

251,774

222,369

26,161

7,427

7,390

-804

-190

-614

-2,947

-2,927

-126

147,991

3,166

Of which SMEs

39,922

34,772

5,150

1,829

1,829

-187

-43

-145

-739

-739

33,642

861

Households

426,116

388,775

37,257

5,367

5,160

-693

-188

-504

-1,360

-1,355

391,612

3,110

Debt securities

128,336

124,773

9

-32

-32

1,579

Central banks

5,415

4,998

General governments

93,706

93,074

9

-30

-30

Credit institutions

20,933

20,917

-1

-1

46

Other financial corporations

7,859

5,452

-1

-1

1,366

Non-financial corporations

423

332

167

Off-balance-sheet exposures

317,883

232,196

17,837

809

809

62

26

36

75

75

58,183

207

Central banks

104

4

General governments

9,283

8,363

146

278

Credit institutions

5,768

5,369

90

2

2

13

Other financial corporations

34,379

28,111

2,572

56

56

2

1

1

4

4

10,414

2

Non-financial corporations

227,893

151,141

13,947

716

716

52

20

32

70

70

25,935

189

Households

40,455

39,207

1,081

37

37

5

2

3

1

1

21,543

16

Total

1,387,592

1,140,465

85,733

14,240

13,996

-1,646

-459

-1,187

-4,568

-4,543

-126

744,943

6,760

Template EU CR1-A: Maturity of exposures

30/6/2026

Net exposure value

On demand

<= 1 year

> 1 year <= 5 years

> 5 years

No stated maturity

Total

Loans and advances

236,721

172,395

266,218

517,396

1,192,731

Debt securities

15,483

49,085

57,446

122,014

Total

236,721

187,878

315,303

574,842

1,314,744

Template EU CR2: Changes in the stock of non-performing loans and advances

30/6/2026

Gross carrying amount

Initial stock of non-performing loans and advances

12,767

Inflows to non-performing portfolios

4,123

Outflows from non-performing portfolios

-3,459

Outflows due to write-offs

495

Outflow due to other situations

-2,965

Final stock of non-performing loans and advances

13,431

Template EU CQ1: Credit quality of forborne exposures

30/6/2026

Gross carrying amount/nominal amount of exposures with forbearance measures

Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions

Collateral received and financial guarantees received on forborne exposures

Performing forborne

Non-performing forborne

On performing forborne exposures

On non-performing forborne exposures

Of which collateral and financial guarantees received on non-performing exposures with forbearance measures

Of which defaulted

Of which impaired

Cash balances at central banks and other demand deposits

Loans and advances

8,999

6,401

6,401

6,390

-185

-2,028

9,385

2,947

Central banks

General governments

1

12

12

12

12

12

Credit institutions

Other financial corporations

94

323

323

323

-1

-146

64

19

Non-financial corporations

5,527

4,121

4,121

4,111

-149

-1,521

4,857

1,656

Households

3,377

1,945

1,945

1,944

-35

-361

4,452

1,260

Debt Securities

Loan commitments given

1,213

281

281

281

13

14

431

27

Total

10,212

6,682

6,682

6,671

-198

-2,042

9,816

2,974

Template EU CQ4: Quality of non-performing exposures by geography

30/6/2026

Gross carrying/nominal amount

Accumulated impairment

Provisions on off-balance-sheet commitments and financial guarantees given

Accumulated negative changes in fair value due to credit risk on non-performing exposures

Of which non-performing

Of which subject to impairment

Of which defaulted

On-balance-sheet exposures

1,083,140

13,431

-6,077

Netherlands

220,901

1,790

-731

Belgium & Luxembourg

149,901

3,504

-1,202

Germany

168,181

1,871

-774

UK

34,438

160

-56

France

42,839

180

-105

Spain

50,834

528

-340

Poland

61,725

1,621

-1,193

Italy

28,420

392

-239

Other Europe

63,680

1,247

-534

America

95,098

1,059

-600

Africa

2,036

227

-10

Asia

82,209

333

-200

Australia

65,096

520

-92

Other countries

17,782

Off-balance-sheet exposures

318,692

809

137

Netherlands

54,251

135

Belgium & Luxembourg

35,516

193

13

Germany

36,737

45

20

UK

14,308

12

18

France

10,016

79

16

Spain

5,725

3

4

Poland

15,261

25

16

Italy

8,721

3

4

Other Europe

37,297

208

14

America

55,345

86

8

Africa

766

1

Asia

32,901

13

7

Australia

11,490

7

17

Other countries

359

Total

1,401,832

14,240

-6,077

137

Template EU CQ5: Credit quality of loans and advances to non-financial corporations by industry

30/6/2026

Gross carrying amount

Accumulated impairment

Accumulated negative changes in fair value due to credit risk on non-performing exposures

Of which non-performing

Of which loans and advances subject to impairment

Of which defaulted

Agriculture, forestry and fishing

3,936

74

-38

Mining and quarrying

5,345

183

-78

Manufacturing

52,590

2,193

-1,309

Electricity, gas, steam & air conditioning supply

23,620

324

-121

Water supply

2,643

37

-32

Construction

7,079

325

-200

Wholesale and retail trade

41,246

1,366

-755

Transport and storage

24,501

560

-168

Accommodation & food service activities

2,883

38

-26

Information & communication

21,181

535

-247

Real estate activities

39,332

1,247

-420

Financial and insurance activities

Professional, scientific & technical activities

9,352

280

-176

Administrative & support service activities

14,183

171

-107

Public admin. & defense, compulsory soc. security

1,938

Education

312

8

-4

Human health services & social work activities

5,998

46

-42

Arts, entertainment & recreation

1,062

19

-10

Other services

2,000

23

-16

Total

259,200

7,427

-3,751

Template EU CR3 - CRM techniques overview: Disclosure of the use of credit risk mitigation techniques

30/6/2026

Unsecured carrying amount

Secured carrying amount

Of which secured by collateral

Of which secured by financial guarantees

Of which secured by credit

derivatives

Loans and advances

257,045

691,714

637,855

53,859

Debt securities

126,725

1,579

1,579

Total

383,771

693,293

637,855

55,438

Of which non-performing exposures

2,385

6,553

5,182

1,370

Of which defaulted

2,385

6,553

Template EU CQ7: Collateral obtained by taking possession and execution processes

30/6/2026

Collateral obtained by taking possession

Value at initial recognition

Accumulated negative changes

Property, plant and equipment (PP&E)

3

Other than PP&E

2

-1

Residential immovable property

1

Commercial Immovable property

2

-1

Movable property (auto, shipping, etc.)

Equity and debt instruments

Other collateral

Total

6

-1

Template EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach

Risk-weighted exposure amount

1

Risk weighted exposure amount as at the end of the previous reporting period

189,263

2

Asset size (+/-)

1,370

3

Asset quality (+/-)

-384

4

Model updates (+/-)

181

5

Methodology and policy (+/-)

-603

6

Acquisitions and disposals (+/-)

7

Foreign exchange movements (+/-)

540

8

Other (+/-)

1,466

9

Risk weighted exposure amount as at the end of the reporting period

191,833

A-IRB CORP. OTH.

0.00 to <0.15

1,777

909

33.09%

2,081

0.13%

3,952

27.84%

3

344

16.55%

1

0.00 to <0.10

33

2

32.76%

34

0.08%

308

22.17%

4

5

16.11%

0.10 to <0.15

1,744

907

33.09%

2,047

0.13%

3,644

27.94%

3

339

16.56%

1

0.15 to <0.25

2,425

1,082

37.53%

2,834

0.20%

4,474

28.42%

3

694

24.50%

2

-2

0.25 to <0.50

7,205

2,476

36.13%

8,119

0.34%

10,109

28.83%

3

2,378

29.29%

8

-3

0.50 to <0.75

5,573

2,045

39.48%

6,397

0.63%

12,550

31.69%

3

2,905

45.41%

13

-5

0.75 to <2.50

11,465

3,253

40.53%

12,812

1.37%

21,932

32.36%

3

7,676

59.91%

58

-21

0.75 to <1.75

8,314

2,384

39.98%

9,293

1.20%

16,994

31.90%

3

5,240

56.38%

36

-14

1.75 to <2.5

3,151

869

42.03%

3,520

1.80%

4,938

33.56%

3

2,436

69.22%

21

-7

2.50 to <10.00

7,791

1,787

40.59%

8,548

4.71%

10,503

35.84%

3

7,606

88.98%

144

-75

2.5 to <5

5,866

1,316

40.69%

6,428

3.55%

7,588

35.81%

3

5,292

82.33%

82

-38

5 to <10

1,925

472

40.29%

2,120

8.25%

2,915

35.94%

3

2,314

109.13%

62

-37

10.00 to <100.00

1,193

239

33.04%

1,277

27.31%

29,722

39.54%

2

2,032

159.08%

136

-77

10 to <20

565

115

27.83%

601

13.69%

5,620

40.36%