C - CAPITAL RATIOS AND CAPITAL LEVELS (CA3) Rows ID Item Amount 1 CET1 Capital ratio 2 Surplus(+)/Deficit.of CET1 capital 3 T1 Capital ratio 4 Surplus(+)/Deficit.of T1 capital 5 Total capital ratio 6 Surplus(+)/Deficit.of total capital Memorandum Items: Total SREP Capital Requirement (TSCR), Overall Capital Requirement (OCR) and Pillar 2 Guidance (P2G) 13 Total SREP capital requirement (TSCR) ratio 13* TSCR: to be made up of CET1 capital 13** TSCR: to be made up of Tier 1 capital 14 Overall capital requirement (OCR) ratio 14* OCR: to be made up of CET1 capital 14** OCR: to be made up of Tier 1 capital 15 OCR and Pillar 2 Guidance (P2G) 15* OCR and P2G: to be made up of CET1 capital 15** OCR and P2G: to be made up of Tier 1 capital 16 Surplus(+)/Deficit.of CET1 capital considering the requirements of Article 92 CRR and 104a CRD Memorandum Items: Capital ratios without application of the transitional provisions on IFRS 9 20 CET1 Capital ratio without application of the transitional provisions on IFRS 9 21 T1 Capital ratio without application of the transitional provisions on IFRS 9 22 Total capital ratio without application of the transitional provisions on IFRS 9 C – CAPITAL RATIOS AND CAPITAL LEVELS (CA3). Instructions concerning specific positions Rows 1 CET1 Capital ratio Point (a) of Article 92(2) CRR The CET1 capital ratio is the CET1 capital of the institution expressed as a percentage of the total risk exposure amount. 2 Surplus(+)/Deficit.of CET1 capital This item shows, in absolute figures, the amount of CET1 capital surplus or deficit relating to the requirement set in point (a) of Article 92(1) CRR (4,5 %), i.e. without taking into account the capital buffers and transitional provisions on the ratio. 3 T1 Capital ratio Point (b) of Article 92(2) CRR The T1 capital ratio is the T1 capital of the institution expressed as a percentage of the total risk exposure amount. 4 Surplus(+)/Deficit.of T1 capital This item shows, in absolute figures, the amount of T1 capital surplus or deficit relating to the requirement set in point (b) of Article 92(1) CRR (6 %), i.e. without taking into account the capital buffers and transitional provisions on the ratio. 5 Total capital ratio Point (c) of Article 92(2) CRR The total capital ratio is the own funds of the institution expressed as a percentage of the total risk exposure amount.EN.   Rows 6 Surplus(+)/Deficit.of total capital This item shows, in absolute figures, the amount of own funds surplus or deficit relating to the requirement set in point (c) of Article 92(1) CRR (8 %), i.e. without taking into account the capital buffers and transitional provisions on the ratio. 13 Total SREP capital requirement (TSCR) ratio The sum of (i) and (ii) as follows: (i) the total capital ratio (8 %) as specified in point (c) of Article 92(1) CRR; (ii) the additional own funds requirements (Pillar 2 Requirements – P2R) as referred to in point (a) of Article 104(1) CRD, presented as ratio. They shall be determined in accordance with the criteria specified in the EBA Guidelines on common procedures and methodologies for the supervisory review and evaluation process and supervisory stress testing (EBA SREP GL). This item shall reflect the total SREP capital requirement (TSCR) ratio as communicated to the institution by the competent authority. The TSCR is defined in Section and of the EBA SREP GL. Where no additional own funds requirements were communicated by the competent authority, only point (i) shall be reported. 13* TSCR: to be made up of CET1 capital The sum of (i) and (ii) as follows: (i) the CET1 capital ratio (4,5 %) as per point (a) of Article 92(1) CRR; (ii) the part of the P2R ratio, referred to in point (ii) of row , which is required by the competent authority to be held in the form of CET1 capital. Where no additional own funds requirements, to be held in the form of CET1 capital, were communicated by the competent authority, only point (i) shall be reported. 13** TSCR: to be made up of Tier 1 capital The sum of (i) and (ii) as follows: (i) the Tier 1 capital ratio (6 %) as per point (b) of Article 92(1) CRR; (ii) the part of P2R ratio, referred to in point (ii) of row , which is required by the competent authority to be held in the form of Tier 1 capital. Where no additional own funds requirements, to be held in the form of Tier 1 capital, were communicated by the competent authority, then only point (i) shall be reported. 14 Overall capital requirement (OCR) ratio The sum of (i) and (ii) as follows: (i) the TSCR ratio referred to in row ; (ii) to the extent it is legally applicable, the combined buffer requirement ratio referred to in point (6) of Article 128 CRD. This item shall reflect the Overall capital requirement (OCR) ratio as defined in Section of the EBA SREP GL. Where no buffer requirement is applicable, only point (i) shall be reported.EN  . Rows 14* OCR: to be made up of CET1 capital The sum of (i) and (ii) as follows: (i) the TSCR ratio to be made up of CET1 capital referred to in row ; (ii) to the extent it is legally applicable, the combined buffer requirement ratio referred to in point (6) of Article 128 CRD. Where no buffer requirement is applicable, only point (i) shall be reported. 14** OCR: to be made up of Tier 1 capital The sum of (i) and (ii) as follows: (i) the TSCR ratio to be made up of Tier 1 capital referred to in row ; (ii) to the extent it is legally applicable, the combined buffer requirement ratio referred to in point (6) of Article 128 CRD. Where no buffer requirement is applicable, only point (i) shall be reported. 15 Overall capital requirement (OCR) and Pillar 2 Guidance (P2G) ratio The sum of (i) and (ii) as follows: (i) the OCR ratio referred to in row 160; (ii) where applicable, the guidance on additional own funds communicated by the competent authority (Pillar 2 Guidance – P2G) as referred to in Article 104b(3) CRD, presented as ratio. They shall be defined in accordance with section of the EBA SREP GL. P2G shall be included only if communicated to the institution by the competent authority. Where no P2G is communicated by the competent authority, only point (i) shall be reported. 15* OCR and P2G: to be made up of CET1 capital The sum of (i) and (ii) as follows: (i) the OCR ratio to be made up of CET1 capital referred to in row ; (ii) where applicable, the part of P2G, referred to in point (ii) in row , which is required by the competent authority to be held in the form of CET1 capital. P2G shall be included only if communicated to the institution by the competent authority. Where no P2G is communicated by the competent authority, only point (i) shall be reported. 15** OCR and P2G: to be made up of Tier 1 capital The sum of (i) and (ii) as follows: (i) the OCR ratio to be made up of Tier 1 capital referred to in row ; (ii) where applicable, the part of P2G, referred to in point (ii) in row , which is required by the competent authority to be held in the form of Tier 1 capital. P2G shall be included only if communicated to the institution by the competent authority. Where no P2G is communicated by the competent authority, only point (i) shall be reported.EN.   Rows Surplus(+)/Deficit.of CET1 capital considering the requirements of Article 92 CRR and 104a CRD This item shows, in absolute figures, the amount of CET1 capital surplus or defi-cit relating to the requirements set in point (a) of Article 92(1) CRR (4,5 %) and Article 104a CRD, to the extent that the requirement of Article 104a CRD has to be met with CET1 capital. Where an institution has to use its CET1 to meet its requirements of Article 92(1) point (b) and/or (c) CRR and/or Article 104a CRD beyond the extent to which the latter has to be met with CET1 capital, the reported surplus or deficit shall take this into account. This amount reflects the CET1 capital available to meet the combined buffer requirement and other requirements. CET1 Capital ratio without application of the transitional provisions on IFRS 9 Point (a) of Article 92(2) CRR, Article 473a(8) CRR T1 Capital ratio without application of the transitional provisions on IFRS 9 Point (b) of Article 92(2) CRR, Article 473a(8) CRR Total capital ratio without application of the transitional provisions on IFRS 9 Point (c) of Article 92(2) CRR, Article 473a(8) CRR.