| Scenario Name                | Date    | Euro area real GDP growth | Euro area inflation | Euro area bilateral dollar exchange rate (USD/euro) | Developing Asia real GDP growth | Developing Asia inflation | Developing Asia bilateral dollar exchange rate (F/USD, index) | Japan real GDP growth | Japan inflation | Japan bilateral dollar exchange rate (yen/USD) | U.K. real GDP growth | U.K. inflation | U.K. bilateral dollar exchange rate (USD/pound) |
|------------------------------|---------|---------------------------|---------------------|-----------------------------------------------------|---------------------------------|---------------------------|---------------------------------------------------------------|-----------------------|-----------------|------------------------------------------------|----------------------|----------------|-------------------------------------------------|
| Supervisory Severely Adverse | 2020 Q3 | 35.0                      | 0.2                 | 1.124                                               | 1.0                             | 2.4                       | 97.3                                                          | 20.0                  | -0.3            | 107.8                                          | 80.0                 | 0.3            | 1.237                                           |
| Supervisory Severely Adverse | 2020 Q4 | -3.6                      | -0.1                | 1.101                                               | -1.0                            | 0.1                       | 98.9                                                          | -6.9                  | -1.3            | 107.2                                          | -2.7                 | 0.4            | 1.212                                           |
| Supervisory Severely Adverse | 2021 Q1 | -3.0                      | -0.2                | 1.074                                               | 3.7                             | -0.7                      | 100.9                                                         | -4.5                  | -1.6            | 106.7                                          | -3.1                 | -0.2           | 1.182                                           |
| Supervisory Severely Adverse | 2021 Q2 | -2.1                      | 0.4                 | 1.053                                               | 8.8                             | -0.5                      | 102.5                                                         | -2.7                  | -1.6            | 106.2                                          | -2.3                 | 0.3            | 1.159                                           |
| Supervisory Severely Adverse | 2021 Q3 | -1.8                      | 0.2                 | 1.048                                               | 7.6                             | -1.1                      | 102.9                                                         | -2.2                  | -1.7            | 105.9                                          | -2.1                 | 0.3            | 1.153                                           |
| Supervisory Severely Adverse | 2021 Q4 | -1.6                      | 0.2                 | 1.045                                               | 6.3                             | -0.7                      | 103.1                                                         | -1.8                  | -1.5            | 105.7                                          | -1.9                 | 0.0            | 1.150                                           |
| Supervisory Severely Adverse | 2022 Q1 | 1.0                       | -0.1                | 1.043                                               | 4.8                             | -1.0                      | 103.4                                                         | 1.0                   | -1.9            | 105.6                                          | 1.0                  | 0.0            | 1.148                                           |
| Supervisory Severely Adverse | 2022 Q2 | 5.0                       | -0.5                | 1.048                                               | 5.2                             | -0.7                      | 102.9                                                         | 3.5                   | -2.1            | 105.9                                          | 5.0                  | -0.1           | 1.153                                           |
| Supervisory Severely Adverse | 2022 Q3 | 7.0                       | -0.8                | 1.058                                               | 5.7                             | -0.2                      | 102.1                                                         | 4.5                   | -2.1            | 106.2                                          | 7.0                  | -0.1           | 1.165                                           |
| Supervisory Severely Adverse | 2022 Q4 | 8.0                       | -0.8                | 1.080                                               | 6.1                             | 0.2                       | 100.5                                                         | 5.5                   | -1.8            | 106.4                                          | 8.0                  | 0.1            | 1.188                                           |
| Supervisory Severely Adverse | 2023 Q1 | 9.0                       | -0.5                | 1.090                                               | 6.3                             | 0.8                       | 99.7                                                          | 6.0                   | -1.3            | 106.7                                          | 9.0                  | 0.5            | 1.200                                           |
| Supervisory Severely Adverse | 2023 Q2 | 10.0                      | -0.1                | 1.101                                               | 8.1                             | 1.2                       | 98.9                                                          | 6.5                   | -0.7            | 107.0                                          | 10.0                 | 1.0            | 1.212                                           |
| Supervisory Severely Adverse | 2023 Q3 | 11.0                      | 0.5                 | 1.113                                               | 10.2                            | 1.6                       | 98.1                                                          | 7.5                   | -0.1            | 107.2                                          | 11.0                 | 1.5            | 1.225                                           |