# EDGAR Filing Document

**Accession Number:** 0000033745
**File Stem:** 0000950157-25-001010
**Filing Date:** 2025-12
**Character Count:** 175303
**Document Hash:** 7f0ba870473877011d6f8b494a7ed1e8
**Contains OCR:** False
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## Filing Content

## Filing Summary
**0000950157-25-001010.hdr.sgml**: 20251218

**ACCESSION NUMBER**: 0000950157-25-001010

**CONFORMED SUBMISSION TYPE**: 18-K/A

**PUBLIC DOCUMENT COUNT**: 99

**CONFORMED PERIOD OF REPORT**: 20241231

**FILED AS OF DATE**: 20251218

**DATE AS OF CHANGE**: 20251218

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EUROPEAN INVESTMENT BANK
- **CENTRAL INDEX KEY:** 0000033745
- **STANDARD INDUSTRIAL CLASSIFICATION:** FOREIGN GOVERNMENTS [8888]
- **ORGANIZATION NAME:** International Corp Fin
- **EIN:** 000000000
- **STATE OF INCORPORATION:** N4
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 18-K/A
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 001-05001
- **FILM NUMBER:** 251581823

**BUSINESS ADDRESS:**
- **ADDRESS IS A NON US LOCATION:** YES
- **STREET 1:** 98-100, BOULEVARD KONRAD ADENAUER
- **CITY:** LUXEMBOURG
- **PROVINCE COUNTRY:** N4
- **ZIP:** L2950
- **BUSINESS PHONE:** 00352 4379 1

**MAIL ADDRESS:**
- **ADDRESS IS A NON US LOCATION:** YES
- **STREET 1:** 98-100, BOULEVARD KONRAD ADENAUER
- **STREET 2:** L 2950 LUXEMBOURG
- **CITY:** LUXEMBOURG
- **NON US STATE TERRITORY:** LUXEMBOURG
- **PROVINCE COUNTRY:** N4
- **ZIP:** L2950

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#### UNITED STATES

#### SECURITIES AND EXCHANGE COMMISSION

#### Washington, D.C. 20549

### FORM 18-K/A

#### For Foreign Governments and Political Subdivisions Thereof

#### Amendment No. 6<br>

#### to

### ANNUAL REPORT

#### of

### EUROPEAN INVESTMENT BANK

#### (Name of registrant)

#### Date of end of last fiscal year: December 31, 2024

Name and address of person authorized to receive notices and

communications from the Securities and Exchange Commission:

#### Philip J. Boeckman, Esq.

#### Lawrence J. Verhelst, Esq.<br>

#### Cravath, Swaine & Moore LLP
**100 Cheapside<br> London EC2V 6DT**

#### United Kingdom

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The undersigned registrant hereby amends its Annual Report on Form 18-K for the fiscal year ended December 31, 2024 (the "Annual Report") as follows:

The following additional exhibit is added to the Annual Report:

Exhibit XVII: June 2025 European Investment Bank Group Risk Management Disclosure Report.

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SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this amendment to the annual report to be signed on its behalf by the undersigned, thereunto duly authorized at Luxembourg, Grand Duchy of Luxembourg, on the 18<sup>th</sup> day of December, 2025.

---

| | |
|:---|:---|
| EUROPEAN INVESTMENT BANK<br> (Name of registrant) | EUROPEAN INVESTMENT BANK<br> (Name of registrant) |
| by  |  |
|  | /s/ Cyril Rousseau |
|  | Cyril Rousseau |
|  | Director General |
|  | Finance Directorate |
| by |  |
|  | /s/ Marco Zimmermann  |
|  | Marco Zimmermann<br>|
|  | Director  |
|  | Global Head of Treasury and Capital Markets<br>|

---

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---

| | |
|:---|:---|
|  | EXHIBIT INDEX |
| <u>Exhibit</u> | <u>Document</u> |
| [XVII](ex99xvii.htm) | [June 2025 European Investment Bank Group Risk Management Disclosure Report.](ex99xvii.htm) |

---

## Ex-99.Xvii

#### Exhibit XVII<br>

![](ex99xvii_01.jpg)

JUNE 2025 EUROPEAN INVESTMENT BANK GROUP RISK MANAGEMENT DISCLOSURE REPORT

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JUNE 2025 EUROPEAN INVESTMENT BANK GROUP RISK MANAGEMENT DISCLOSURE REPORT

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June 2025 European Investment Bank Group Risk Management Disclosure Report <sup>©</sup> European Investment Bank, 2025. All rights reserved. All questions on rights and licensing should be addressed to publications@eib.org. European Investment Bank 98 -100, boulevard Konrad Adenauer L-2950 Luxembourg For further information on the EIB's activities, please consult our website, www.eib.org. For further information on the EIF's activities, please consult our website, www.eif.org. You can also contact our Info Desk, info@eib.org. Get our e-newsletter at www.eib.org/sign-up. Published by the European Investment Bank. Disclaimer The information presented in this report has not been subject to external audit. Printed on FSC<sup>®</sup> Paper. pdf: QH-01-25-050-EN-N ISBN 978-92-861-6024-0 doi: 10.2867/3567606

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**TABLE OF CONTENTS** 1 INTRODUCTION 1 1.1 Regulatory framework and basis of preparation 1 1.2 Changes during the year 2 1.3 Key risk metrics 3 2 CAPITAL ADEQUACY AND TOTAL RISK EXPOSURE AMOUNTS 5 2.1 Capital requirements 5 2.2 Own funds 14 3 CREDIT RISK 21 3.1 Credit risk quality 21 3.2 Use of the standardised approach 27 3.3 Use of the Internal Ratings Based Approach 32 4 COUNTERPARTY CREDIT RISK 46 5 SECURITISATION 51 6 LEVERAGE RATIO 55 7 LIQUIDITY RISK 58 7.1 Liquidity coverage ratio (LCR) 58 7.2 Net stable funding ratio (NSFR) 61 8 MARKET RISK 64 9 ENVIRONMENTAL, SOCIAL AND GOVERNANCE RISKS 66 9.1 Qualitative disclosures 66 9.2 Quantitative disclosures 66 10 APPENDIX 88 10.1 Appendix I — Extent and frequency of disclosures 88 10.2 Appendix II — Abbreviations 90

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1 INTRODUCTION 1.1 Regulatory framework and basis of preparation The EIB Group (the 'EIBG' or the 'Group') does not fall within the scope of application of the European Union (EU)'s legislation applicable to credit institutions, in particular the Capital Requirements Directive and Regulation (Directive 2013/36/EU or 'CRD', Regulation 575/2013 or 'CRR', as amended from time to time). The EIB, therefore, is not legally obliged to meet the requirements of the above-mentioned Directive and Regulation. However, reflecting its statutory duty to conform with best banking practice (BBP), the EIB aims to apply both at individual and consolidated level with relevant EU banking legislative acts and guidelines, to the extent determined by its competent governing bodies and in line with the BBP Guiding Principles approved. The disclosure requirements of Part Eight of the CRR and the corresponding European Commission Implementing Regulationseek to improve transparency and reinforce market discipline through a comprehensive framework with consistent and comparable Pillar III disclosures1 2. 1 Commission Implementing Regulation (EU) 2024/3172 of 29 November 2024, as amended from time to time, laying down implementing technical standards with regard to public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013 of the European Parliament and of the Council and repealing Commission Implementing Regulation (EU) No 2021/637. It should be noted that IT solutions and related instructions are also made available on the website of the EBA and followed, when relevant/appropriate. Furthermore, the EBA has carried out in 2025 a public consultation on Draft Implementing Technical Standards (EBA/CP/2025/07) for the possible future amendment of the above-mentioned Commission Implementing Regulation as regards the disclosures on ESG risks, equity exposures and the aggregate exposure to shadow banking entities including related transitional provisions. 2 The disclosure report in the context of the Basel Framework is also referred to as "Pillar III", representing the third Basel pillar based on market discipline. In 2025, the EIB adopted the prudential requirements of the Capital Requirements Directive (CRD VI) and Capital Requirements Regulation (CRR III), known as the EU "New Banking Package", deemed overall applicable as best banking practice to the EIB Group, with relevant adaptations and non-applications Following on from the above, the June 2025 EIB Group Risk Management Disclosure Report (the 'GRMDR' or the 'Report') has been prepared in line with the corresponding prudential disclosure requirements as set out in Articles 431 to 455 of Part Eight of CRR and the related technical standards, guidelines and opinions of the European Banking Authority ('EBA') deemed applicable to the EIB as best banking practice. Moreover, the EBA revised the mapping tool made available to institutions to reconcile most of the quantitative public disclosure templates with those in the prudential reports. 3 approved in line with the BBP Framework. It is noteworthy to mention that the applicable provisions of CRR III were implemented almost4 fully phased-in, meaning without most of the transitional and grandfathering provisions available to credit institutions such as the gradual implementation of the output floor or the gradual increase in the risk-weights applied to equity exposures. Furthermore, the EIB is also a front-runner in respect to the full implementation of the revised market risk framework, which, due to the nature of the EIB as a banking-book only institution, is limited to capturing foreign exchange risk exposures. 3 The format and headings of most of the quantitative disclosures presented in this report are consistent with the relevant European Commission Implementing Regulation as referred to in this report. Relevant adaptations/non-applications are transparently indicated in the affected templates. 4 For the sake of clarity, only the following transitional arrangements are applied: (i) Article 495a(3) and (ii) Article 495e. Further, in this edition of the Report, disclosures reflect the non-applicability or adaptation of certain rules as best banking practice or non-production of certain templates, as described in Appendix 10.1. Accordingly, the EIB Group's disclosures are not fully comparable with those published by EU credit institutions, financial holding companies and mixed financial holding companies, directly within the subjective scope of CRD/CRR, owing that to the EIB's status as a supranational institution and an EU body pursuant to the Treaty on the Functioning of the European Union.

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Adherence to the new disclosure framework and capital requirements resulted in changes to the quantitative disclosure formats and contents compared to the previous editions of the GRMDR, especially since figures from previous reporting periods are based on the CRD V/CRR II framework. These aspects may limit the comparability with previous editions. More specifically, • the disclosure templates EU CMS1 ("Comparison of modelled and standardised risk weighted exposure amounts at risk level") and EU CMS2 ("Comparison of modelled and standardised risk weighted exposure amounts for credit risk at asset class level") have been newly introduced and are presented for the first time in this report. These two templates aim to identify the impact of the output floor mechanism by comparing modelled and standardised risk-weighted exposure amounts per risk category and exposure class level; • Additionally, the existing templates EU OV1 ("Overview of total risk exposure amounts") and EU KM1 ("Key metrics template") have been updated to incorporate the changes resulting from the new CRR requirements on risk-weighted exposure amounts and key metrics, such as the output floor and the different regulatory approaches per risk category foreseen. The EIBG consists of the European Investment Bank (the 'EIB' or the 'Bank') and the European Investment Fund (the 'EIF' or the 'Fund'). The information provided in this report is unaudited. Due to rounding, numbers presented throughout this document may not add up, precisely, to the totals provided and percentages may not precisely reflect the absolute figures. Further qualitative and quantitative disclosures relevant for the EIB Group are available in the December 2024 edition of the EIB Group Risk Management Disclosure Report, available on the EIB website. The same edition can also be consulted for a more detailed overview of the Group entities, scope of consolidation, criteria, means and policies underlying the disclosures. 1.2 Changes during the year The adoption of CRR III resulted in a significant improvement of the Group's Common Equity Tier 1 (CET1) ratio at 1 January 2025 by +12.7% (of which +7.0% related to the approved BBP adaptations and non-applications in line with the applicable BBP Framework). The specific BBP adaptations/non-applications within the context of the adoption of CRR III – where relevant – are referenced throughout the disclosures contained in this Report. The most significant changes that occurred during the year, notably stemming from the adoption of CRR III, were the following5: 5 For further details, please refer to the respective templates and related explanations. It is noteworthy to mention that, with respect to operational risk, the revised requirements as published by the Basel Committee on Banking Supervision (BCBS) had also already been implemented ahead of their entry into force and were revisited to ensure alignment with CRDVI/CRR III. • The EIBG opted to apply the output floor fully phased-in, at 72.50%, without applying the transitional provisions; • For significant asset classes (financial institutions, corporates, project finance, regional governments and local authorities, public sector entities and sovereigns), the application of a credit conversion factor (CCF) of 40%, the removal of the scaling factor of 1.06 and the application of the foundation internal ratings-based approach (F-IRB) LGD of 40% for corporates contributed to the improvement of the Group's CET1 ratio; • Equity exposures transitioned to the standardised approach under CRR III. The risk weight applicable to long- term equity exposures (250%)6 was applied given the institutional nature of the Group as a long-term investor 6 Apart from two historical and strategical equity exposures covered by the derogation contained in the transitional arrangements of Article 495a(3) of the CRR.

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(that is, evidencing a long-term holding intent). Additionally, the possibility to deduct exposures towards collective investments undertakings (CIUs) risk-weighted at 1250% was implemented. Both changes had significant positive impacts on the Group's CET1 ratio; • In addition, the Group has opted – as per the adaptation approved in line with its BBP framework – to deduct from CET1 capital certain exposures to CIUs and securitisations attracting risk weighting of less than 1250%. This led to a decrease of both the Group's risk-weighted exposure amounts and of its CET1 capital; • For the credit valuation adjustment (CVA) risk, the Group decided to implement the new Reduced Basic approach; • The EIBG has already adopted the alternative standardised approach for market risk capital calculations, ahead of the entry into force of CRR III market risk rules (stemming from the Basel Committee on Banking Supervision's fundamental review of the trading book), for its foreign exchange risk regulatory capital charge; • Insurance, reinsurance and monoline companies, under the flexibility granted by CRR III for reverting to simplified approaches for regulatory capital calculations, are also now treated under the standardised approach. 1.3 Key risk metrics Template EU KM1 — Key metrics template The template below provides key metrics on capital and liquidity regulatory requirements pursuant to Article 447 of the CRR. These metrics form part of the Group's overall risk management across individual risk types, in addition to the Group's specific internal risk metrics, and consequently are integrated across the strategic planning, risk appetite framework, stress testing framework and risk reporting processes. Disclosure requirements related to the Supervisory Review and Evaluation Process (SREP) are not included in the template as they are not applicable to the EIB. Amounts are in EUR million, unless otherwise indicated a c e 30.06.2025 31.12.2024 30.06.2024 Available own funds (amounts) 1 Common Equity Tier 1 (CET1) capital 75,510 82,086 80,628 2 Tier 1 capital 75,510 82,086 80,628 3 Total capital 75,510 82,086 80,628 Risk-weighted exposure amounts 4 Total risk exposure amount 171,065 267,503 244,048 4a Total risk exposure pre-floor 171,065 Capital ratios (as a percentage of risk-weighted exposure amount) 5 Common Equity Tier 1 ratio (%) 44.14% 30.69% 33.04% 5b Common Equity Tier 1 ratio considering unfloored TREA (%) 44.14% 6 Tier 1 ratio (%) 44.14% 30.69% 33.04% 6b Tier 1 ratio considering unfloored TREA (%) 44.14% 7 Total capital ratio (%) 44.14% 30.69% 33.04% 7b Total capital ratio considering unfloored TREA (%) 44.14% Combined buffer requirement (as a percentage of risk-weighted exposure amount) 8 Capital conservation buffer (%) 2.50% 2.50% 2.50%

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Amounts are in EUR million, unless otherwise indicated a c e 30.06.2025 31.12.2024 30.06.2024 EU 8a Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%) 0.00% 0.00% 0.00% 9 Institution specific countercyclical capital buffer (%) 0.70% 0.66% 0.66% Buffer for systemic relevance (self-imposed)7 0.00% 0.00% 0.00% 11 Combined buffer requirement (%) 3.20% 3.16% 3.16% EU 11a Overall capital requirements (%) 11.20% 11.16% 11.16% Leverage ratio 13 Total exposure measure 678,013 674,701 672,346 14 Leverage ratio (%) 11.14% 12.17% 11.99% Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure) EU 14e Overall leverage ratio requirement (%)8 3.00% 3.00% 3.00% Liquidity Coverage Ratio9 15 Total high-quality liquid assets (HQLA) (Weighted value - average) 55,006 53,530 53,535 EU 16a Cash outflows – Total weighted value 34,676 35,592 36,985 EU 16b Cash inflows – Total weighted value 32,582 28,187 24,002 16 Total net cash outflows (adjusted value) 8,820 9,863 14,045 17 Liquidity coverage ratio (%) 627.19% 563.01% 417.60% Net Stable Funding Ratio 18 Total available stable funding 476,264 465,921 466,532 19 Total required stable funding 375,052 380,699 381,542 20 NSFR ratio (%) 126.99% 122.39% 122.28% 7 In line with the annual self-assessment process disciplined by the BBP Guiding Principles, the EIB Group released the self-imposed buffer for systemic relevance in 2024. 8 Following the release of the self-imposed buffer for systemic relevance, the leverage ratio requirements were updated accordingly in 2024. 9 Figures related to the Liquidity Coverage Ratio are reported as averages over the last 12 months.

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2 CAPITAL ADEQUACY AND TOTAL RISK EXPOSURE AMOUNTS 2.1 Capital requirements Template EU OV1 – Overview of total risk exposure amounts This template presents a breakdown of the total risk exposure amounts (TREA) and own funds requirements for the different types of risk. Amounts are in EUR million, unless otherwise indicated Total risk exposure amount (TREA) Total own funds requirements a b c 30.06.2025 31.12.2024 30.06.2025 1 Credit risk (excluding CCR) 143,547 208,086 11,484 2 Of which the standardised approach10 40,573 77,332 3,246 3 Of which the foundation IRB (F-IRB) approach 91,742 113,153 7,339 4 Of which slotting approach - - - EU 4a Of which equities under the simple risk weighted approach - 8,609 - 5 Of which the Advanced IRB (A-IRB) approach 8,414 8,992 673 6 Counterparty credit risk – CCR 2,315 2,369 185 7 Of which the standardised approach 1,819 2,070 145 8 Of which internal model method (IMM) - - - EU 8a Of which exposures to a CCP 2 - 0 9 Of which other CCR 495 299 40 10 Credit valuation adjustments risk - CVA risk11 2,770 5,492 222 EU 10a Of which the standardised approach (SA) - - - EU 10b Of which the basic approach (F-BA and R-BA) 2,770 - 222 EU 10c Of which the simplified approach - - - 15 Settlement risk - - - 16 Securitisation exposures in the non-trading book (after the cap) 12,629 41,318 1,010 17 Of which SEC-IRBA approach 5,537 7,202 443 18 Of which SEC-ERBA (including IAA) 3,242 4,817 259 19 Of which SEC-SA approach 3,850 29,300 308 EU 19a Of which 1250%/ deduction12 - - - 20 Position, foreign exchange and commodities risks (Market risk) 1,221 1,656 98 21 Of which the Alternative standardised approach (A-SA) 1,221 98 10 The Group opted for deducting from CET1 all exposures to CIUs attracting a risk weight of 1250%, in line with Article 36(1)(k) of the CRR and also, in line with its approved BBP Framework, for deducting exposures to certain CIUs that would have been risk-weighted at less than 1250%. The total amount of exposures to CIUs deducted from own funds stood at EUR 4,884 million (no deductions at the end of 2024). 11 Comparative numbers for credit valuation adjustment (CVA) risk-weighted exposure amounts and minimum capital requirements have been reclassified into a separate row to align with presentation required for 30.06.2025. 12 The Group opted for deducting from CET1 exposures to securitisations attracting a risk weight of 1250%, in line with Article 36(1)k of the CRR and also, in line with its BBP Framework, for deducting certain exposures to securitisations that would have been risk-weighted at less than 1250%. The total amount of securitisation exposures deducted from own funds stood at EUR 3,569 million (EUR 619 million at the end of 2024).

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Amounts are in EUR million, unless otherwise indicated Total risk exposure amount (TREA) Total own funds requirements a b c 30.06.2025 31.12.2024 30.06.2025 21a Of which the Simplified standardised approach (S-SA) - - 22 Of which Alternative Internal Model Approach (A-IMA) - - EU 22a Large exposures - - - 23 Reclassifications between trading and non-trading books - - - 24 Operational risk 8,582 8,582 13 687 EU 24a Exposures to crypto-assets - - - 25 Amounts below the thresholds for deduction (subject to 250% risk weight) - - - 26 Output floor applied (%) 72.50% 27 Floor adjustment (before application of transitional cap) - 28 Floor adjustment (after application of transitional cap) - 29 Total 171,065 267,503 13,685 13 As of 31 December 2024, the computation of the operational risk regulatory capital charge is based on the standardised approach ('SA'), as applicable since the entry into force of CRD VI/ CRR III in 2025 and which had been proactively pre-adopted by the EIB Group.

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Template EU CMS1 – Comparison of modelled and standardised risk weighted exposure amounts at risk level This template is newly introduced by the disclosure requirements prescribed by CRR III and presents risk-weighted exposure amounts of internal and standardised models according to the different risk categories. It contains actual RWEAs determined using internals models (column a), actual RWEAs determined under the standardised approach (column b) and compares total actual RWEAs (column c) with RWEAs determined instead under the full standardised approach (column d). The template also provides the full standardised approach for RWEA that are the base of the overall output floor (column EU d), that is, incorporating any transitional provisions set out in Article 465 of the CRR. Since the EIB Group does not make use of these transitional provisions, the RWEA displayed in column d) is the same as the one disclosed in column EU d). The impact of the output floor, if applicable, is disclosed in the EU OV1 template in rows 27 and 28 whilst the applicable output floor threshold at the reporting date is disclosed in row 26 of the same template. a b c d EU d Amounts are in EUR million, unless otherwise indicated 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) 102,974 40,573 143,547 201,546 201,546 2 Counterparty credit risk 2,314 2 2,315 3,154 3,154 3 Credit valuation adjustment 2,770 2,770 2,770 2,770 4 Securitisation exposures in the banking book 5,537 7,092 12,629 12,527 12,527 5 Market risk - 1,221 1,221 1,221 1,221 6 Operational risk 8,582 8,582 8,582 8,582 7 Other risk weighted exposure amounts - - - - 8 Total 110,825 60,239 171,065 229,800 229,800

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Template EU CMS2 – Comparison of modelled and standardised risk weighted exposure amounts for credit risk at asset class level This template is also newly introduced by the disclosure requirements prescribed by CRR III and presents the RWEAs for credit risk of internal and standardised models according to the SA exposure classes. Similarly to template EU CMS1, it compares credit risk RWEAs determined using internals models (column a) with RWEAs if re-computed using the standardised approach (column b) and reports the total actual RWEAs determined under both internal and standard models (column c) and under the full standardised approach (column d). The template also provides the full standardised approach for RWEA that are the base of the overall output floor (column EU d), i.e. incorporating any transitional provisions set out in Article 465 of the CRR. Since the EIB Group does not make use of these transitional provisions, the RWEA displayed in column d) is the same as the one disclosed in column EU d). a b c d EU d Risk weighted exposure amounts (RWEAs) Amounts are in EUR million, unless otherwise indicated RWEAs for modelled approaches that banks 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 3,306 2,716 3,306 2,716 2,716 EU 1a Regional governments or local authorities 15,432 7,172 15,432 7,172 7,172 EU 1b Public sector entities 8,894 15,956 8,894 15,956 15,956 EU 1c Categorised as Multilateral Development Banks in SA 26 - 26 - - EU 1d Categorised as International organisations in SA 148 - 148 - - 2 Institutions 18,484 20,395 18,484 20,395 20,395 3 Equity - - 6,742 6,742 6,742 5 Corporates 52,241 109,646 55,011 112,416 112,416 5.1 Of which: F-IRB is applied 44,508 93,986 44,508 93,986 93,986 5.2 Of which: A-IRB is applied 7,733 16,311 7,733 16,311 16,311 EU 5a Of which: Corporates – General 44,464 93,990 47,233 96,760 96,760 EU 5b Of which: Corporates - Specialised lending 7,778 15,656 7,778 15,656 15,656 EU 5c Of which: Corporates - Purchased receivables - - - - - 6 Retail - - - - - 6.1 Of which: Retail - Qualifying revolving - - - - - EU 6.1a Of which: Retail - Purchased receivables - - - - - EU 6.1b Of which: Retail – Other - - - - - 6.2 Of which: Retail - Secured by residential real estate - - - - -

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a b c d EU d Risk weighted exposure amounts (RWEAs) Amounts are in EUR million, unless otherwise indicated RWEAs for modelled approaches that banks 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 EU 7a Categorised as secured by immovable properties and ADC14 exposures in SA - - - - - EU 7b Collective investment undertakings (CIU) - - 31,061 31,061 31,061 EU 7c Categorised as exposures in default in SA 653 1,157 653 1,157 1,157 EU 7d Categorised as subordinated debt exposures in SA 125 346 125 346 346 EU 7e Categorised as covered bonds in SA 847 766 847 766 766 EU 7f Categorised as claims on institutions and corporates with a short-term credit assessment in SA - - - - - 8 Other non-credit obligation assets 2,818 2,818 2,818 2,818 2,818 9 Total 102,974 160,973 143,547 201,546 201,546 14 In line with its BBP Framework, the EIBG does not report any exposures secured by real estate collateral as acquisition, development and construction (ADC). It is noteworthy to mention that physical collateral is not taken into account for regulatory capital calculations.

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Template EU CCyB1 — Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer The following template presents a geographical breakdown of the relevant EIB Group exposures for the calculation of the countercyclical buffer. In line with Commission Delegated Regulation 1152/2014, total exposures considered for the calculation of the countercyclical buffer are allocated to countries on an immediate obligor basis (that is, not taking into account the substitution effect of credit risk mitigation (CRM) instruments). Amounts are in EUR million, unless otherwise indicated a b c d e f g h i j k l m General credit exposures Relevant credit exposures – Market risk Securitisation exposures Exposure value for non- trading book Total exposure value Own fund requirements Risk- weighted exposure amounts Own fund require- ments weights (%) Counter- cyclical buffer rate (%) Exposure value under the standardised approach Exposure value under the IRB approach Sum of long and short positions of trading book for SA exposures Value of trading book exposure for internal models Relevant credit risk exposure – Credit risk Relevant credit exposures – Market risk Relevant credit exposures – Securitisation positions in the non- trading book Total 10 Breakdown by country: Armenia - 223 - - - 223 25 - - 25 316 0.29% 1.50% Australia - 2 - - - 2 0 - - 0 0 0.00% 1.00% Austria 80 2,656 - - 49 2,785 114 - - 114 1,431 1.31% 0.00% Azerbaijan 0 10 - - - 10 1 - - 1 15 0.01% 0.00% Barbados - 40 - - - 40 1 - - 1 12 0.01% 0.00% Belgium 200 5,036 - - - 5,237 169 - - 169 2,108 1.93% 1.00% Bolivia - 52 - - - 52 2 - - 2 22 0.02% 0.00% Brazil 207 583 - - - 790 56 - - 56 702 0.64% 0.00% Bulgaria 54 14 - - - 68 5 - - 5 58 0.05% 2.00% Canada 10 10 - - - 20 1 - - 1 10 0.01% 0.00% Chile - 640 - - - 640 23 - - 23 292 0.27% 0.50% Colombia - 348 - - - 348 16 - - 16 196 0.18% 0.00% Costa Rica 1 - - - - 1 0 - - 0 2 0.00% 0.00% Croatia 53 83 - - - 137 9 - - 9 108 0.10% 1.50% Cyprus 10 0 - - - 10 2 - - 2 25 0.02% 1.00% Czechia 124 2,439 - - 58 2,620 70 - - 70 874 0.80% 1.25% Denmark 533 2,413 - - - 2,946 184 - - 184 2,301 2.10% 2.50%

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Amounts are in EUR million, unless otherwise indicated a b c d e f g h i j k l m General credit exposures Relevant credit exposures – Market risk Securitisation exposures Exposure value for non- trading book Total exposure value Own fund requirements Risk- weighted exposure amounts Own fund require- ments weights (%) Counter- cyclical buffer rate (%) Exposure value under the standardised approach Exposure value under the IRB approach Sum of long and short positions of trading book for SA exposures Value of trading book exposure for internal models Relevant credit risk exposure – Credit risk Relevant credit exposures – Market risk Relevant credit exposures – Securitisation positions in the non- trading book Total Egypt - 232 - - - 232 16 - - 16 194 0.18% 0.00% Estonia 48 481 - - - 529 28 - - 28 347 0.32% 1.50% Finland 300 2,875 - - - 3,175 142 - - 142 1,778 1.62% 0.00% France 3,122 14,503 - - 1,902 19,527 948 - 24 972 12,150 11.11% 1.00% Georgia - 282 - - - 282 26 - - 26 321 0.29% 0.00% Germany 1,577 16,377 - - 535 18,489 764 - - 764 9,548 8.73% 0.75% Greece 374 643 - - - 1,017 78 - - 78 977 0.89% 0.00% Guernsey 93 - - - - 93 17 - - 17 218 0.20% 0.00% Honduras - 35 - - - 35 1 - - 1 15 0.01% 0.00% Hungary 6 519 - - - 525 20 - - 20 247 0.23% 0.50% Iceland 19 312 - - - 331 15 - - 15 182 0.17% 2.50% Ireland 561 1,749 - - 257 2,567 145 - 3 148 1,852 1.69% 1.50% Israel - 1,388 - - - 1,388 74 - - 74 923 0.84% 0.00% Italy 917 24,838 - - 2,027 27,783 929 - 68 997 12,458 11.39% 0.00% Japan - 57 - - - 57 1 - - 1 16 0.01% 0.00% Jersey 129 - - - - 129 26 - - 26 327 0.30% 0.00% Jordan - 309 - - - 309 35 - - 35 435 0.40% 0.00% Kazakhstan - 81 - - - 81 4 - - 4 52 0.05% 0.00% Kenya - 17 - - - 17 1 - - 1 19 0.02% 0.00% Latvia - 306 - - - 306 9 - - 9 113 0.10% 1.00% Lithuania 30 361 - - - 390 19 - - 19 233 0.21% 1.00%

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Amounts are in EUR million, unless otherwise indicated a b c d e f g h i j k l m General credit exposures Relevant credit exposures – Market risk Securitisation exposures Exposure value for non- trading book Total exposure value Own fund requirements Risk- weighted exposure amounts Own fund require- ments weights (%) Counter- cyclical buffer rate (%) Exposure value under the standardised approach Exposure value under the IRB approach Sum of long and short positions of trading book for SA exposures Value of trading book exposure for internal models Relevant credit risk exposure – Credit risk Relevant credit exposures – Market risk Relevant credit exposures – Securitisation positions in the non- trading book Total Luxembourg 15 8,166 7,217 - - 50,200 65,583 1,493 - 691 2,183 27,292 24.95% 0.50% Madagascar - 0 - - - 0 - - - - - 0.00% 0.00% Malta 15 14 - - - 29 2 - - 2 28 0.03% 0.00% Mauritius 348 93 - - - 441 76 - - 76 951 0.87% 0.00% Mexico - 73 - - - 73 1 - - 1 8 0.01% 0.00% Moldova - 71 - - - 71 6 - - 6 79 0.07% 0.00% Mongolia - 14 - - - 14 2 - - 2 20 0.02% 0.00% Montenegro - 30 - - - 30 4 - - 4 44 0.04% 0.00% Morocco - 157 - - - 157 12 - - 12 151 0.14% 0.00% Netherlands 1,070 10,868 - - 986 12,925 446 - 27 473 5,913 5.40% 2.00% Norway 16 701 - - - 717 15 - - 15 187 0.17% 2.50% Palestine 16 - 5 - - - 5 1 - - 1 8 0.01% 0.00% Poland 21 6,965 - - - 6,986 198 - - 198 2,478 2.26% 0.00% Portugal 91 2,642 - - 473 3,207 99 - 16 114 1,430 1.31% 0.00% Romania 3 613 - - - 616 31 - - 31 387 0.35% 1.00% Serbia - 74 - - - 74 2 - - 2 26 0.02% 0.00% Slovakia - 118 - - - 118 4 - - 4 56 0.05% 1.50% Slovenia 14 274 - - - 288 11 - - 11 143 0.13% 1.00% South Africa 42 154 - - - 196 22 - - 22 277 0.25% 0.00% Spain 874 17,410 - - 3,863 22,147 624 - 174 798 9,975 9.12% 0.00% 15 The own funds requirements for Luxembourg are calculated including exposures to securitisations for which information to allocate the underlying exposures to the country of the obligor is not available or the effort to identify such place would be disproportionate in accordance with Article 4 of Commission Delegated Regulation (EU) No 1152/2014. 16 This designation shall not be construed as recognition of a State of Palestine and is without prejudice to the individual positions of the EU Member States on this issue.

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Amounts are in EUR million, unless otherwise indicated a b c d e f g h i j k l m General credit exposures Relevant credit exposures – Market risk Securitisation exposures Exposure value for non- trading book Total exposure value Own fund requirements Risk- weighted exposure amounts Own fund require- ments weights (%) Counter- cyclical buffer rate (%) Exposure value under the standardised approach Exposure value under the IRB approach Sum of long and short positions of trading book for SA exposures Value of trading book exposure for internal models Relevant credit risk exposure – Credit risk Relevant credit exposures – Market risk Relevant credit exposures – Securitisation positions in the non- trading book Total Sweden 366 5,411 - - - 5,777 208 - - 208 2,594 2.37% 2.00% Switzerland - 493 - - - 493 11 - - 11 140 0.13% 0.00% Tunisia - 146 - - - 146 4 - - 4 51 0.05% 0.00% Türkiye - 378 - - 78 456 21 - 9 30 374 0.34% 0.00% Ukraine - 130 - - - 130 7 - - 7 90 0.08% 0.00% United Kingdom 216 13,655 - - - 13,871 448 - - 448 5,598 5.12% 2.00% United States - 402 - - - 402 6 - - 6 79 0.07% 0.00% Uzbekistan - 95 - - - 95 8 - - 8 101 0.09% 0.00% Venezuela - 129 - - - 129 3 - - 3 40 0.04% 0.00% 020 Total 19,689 148,253 60,429 228,371 7,741 - 1,010 8,752 109,397 100.00%

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Template EU CCyB2 — Amount of institution-specific countercyclical capital buffer Amounts are in EUR million, unless otherwise indicated a 1 Total risk exposure amount 171,065 2 Institution specific countercyclical capital buffer rate 0.70% 3 Institution specific countercyclical capital buffer requirement 1,194 2.2 Own funds Template EU CC1 — Composition of regulatory own funds This template provides a detailed breakdown of the composition of the regulatory own funds reconciled with the unaudited financial statements of the Group under EU accounting directives (EU-AD). The template also includes an overview of the prudential filters and regulatory deductions considered in the calculation of the regulatory own funds as detailed beforehand. a b Amounts Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation Common Equity Tier 1 (CET1) capital: regulatory adjustments 1 Capital instruments and the related share premium accounts 22,191 L.7. minus A.11. of which: Subscribed capital 22,191 L.7. minus A.11. 2 Retained earnings 45,843 L.8.a plus L.8.b 3 Accumulated other comprehensive income (and other reserves) 14,015 L.8.c EU-3a Funds for general banking risk 2,495 L.8.d 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) - EU-5a Independently reviewed interim profits net of any foreseeable charge or dividend17 1,231 L.9. 6 Common Equity Tier 1 (CET1) capital before regulatory adjustments 85,775 Common Equity Tier 1 (CET1) capital: regulatory adjustments 7 Additional value adjustments (negative amount) (8) 8 Intangible assets (net of related tax liability) (negative amount) (151) A.8. 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) - 11 Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value - 17 Financial data used in the production of this quantitative template are based on the unaudited semi-annual financial statements of the Group under EU-AD as of 30.06.2025.

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a b Amounts Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation 12 Negative amounts resulting from the calculation of expected loss amounts (1,414) 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 - 15 Defined-benefit pension fund assets (negative amount) - 16 Direct, indirect and synthetic holdings by an institution of own CET1 instruments (negative amount) - 17 Direct, indirect and synthetic holdings of the CET1 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) - EU-20a Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative (3,569) EU-20b of which: qualifying holdings outside the financial sector (negative amount) - EU-20c of which: securitisation positions (negative amount)18 (3,569) 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 - 25 of which: deferred tax assets arising from temporary differences - EU-25a Losses for the current financial year (negative amount) - 18 The Group opted for deducting from CET1 exposures to securitisations attracting a risk weight of 1250%, in line with Article 36(1)k of the CRR and also, in line with its BBP Framework, for deducting certain exposures to securitisations that would have been risk-weighted at less than 1250%. The total amount of securitisation exposures deducted from own funds stood at EUR 3,569 million (EUR 619 million at the end of 2024).

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a b Amounts Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation 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) - 27 Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount) - 27a Other regulatory adjustments19 (5,122) 28 Total regulatory adjustments to Common Equity Tier 1 (CET1) (10,264) 29 Common Equity Tier 1 (CET1) capital 75,510 Additional Tier 1 (AT1) capital: instruments 30 Capital instruments and the related share premium accounts - 31 of which: classified as equity under applicable accounting standards - 32 of which: classified as liabilities under applicable accounting standards - 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 - 35 of which: instruments issued by subsidiaries subject to phase out - 36 Additional Tier 1 (AT1) capital before regulatory adjustments Additional Tier 1 (AT1) capital: regulatory adjustments 37 Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount) - 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) - 19 The Group opted for deducting from CET1 all exposures to CIUs attracting a risk weight of 1250%, in line with Article 36(1)(k) of the CRR and also, in line with its approved BBP Framework, for deducting exposures to certain CIUs that would have been risk-weighted at less than 1250%. The total amount of exposures to CIUs deducted from own funds stood at EUR 4,884 million (no deductions at the end of 2024).

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a b Amounts Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation 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) - 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 - 44 Additional Tier 1 (AT1) capital - 45 Tier 1 capital (T1 = CET1 + AT1) 75,510 Tier 2 (T2) capital: instruments 46 Capital instruments and the related share premium accounts - 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 - 49 of which: instruments issued by subsidiaries subject to phase out - 50 Credit risk adjustments - 51 Tier 2 (T2) capital before regulatory adjustments - Tier 2 (T2) capital: regulatory adjustments 52 Direct, indirect and synthetic holdings by an institution of own T2 instruments and subordinated loans (negative amount) - 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) - 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) -

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a b Amounts Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation 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 - 58 Tier 2 (T2) capital - 59 Total capital (TC = T1 + T2) 75,510 60 Total Risk exposure amount 171,065 Capital ratios and requirements including buffers 61 Common Equity Tier 1 capital 44.14% 62 Tier 1 capital 44.14% 63 Total capital 44.14% 64 Institution CET1 overall capital requirement 7.70% 65 of which: capital conservation buffer requirement 2.50% 66 of which: countercyclical buffer requirement 0.70% 67 of which: buffer for systemic relevance (self-imposed) 0.00% 68 Common Equity Tier 1 capital (as a percentage of risk exposure amount) available after meeting the minimum capital requirements 36.44% 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) 991 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) - 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) - 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 507 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 632 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 -

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a b Amounts Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation 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) -

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Template EU CC2 — Reconciliation of regulatory own funds to balance sheet in the published financial statements The template provides a detailed breakdown of the composition of the regulatory own funds reconciled with the unaudited financial statements of the Group under EU-AD. There are no differences between the respective scopes and methods used for consolidation. Amounts are in EUR million, unless otherwise indicated a - b c Balance sheet as in published financial statements and under regulatory scope of consolidation Reference 30.06.2025 Assets — Breakdown by asset classes according to the balance sheet in the published financial statements A.1. Cash in hand, balances with central banks and post office banks 214 - A.2. Treasury bills and other bills eligible for refinancing with central banks 52,676 - A.3. Loans and advances to credit institutions 141,470 - A.4. Loans and advances to customers 345,158 - A.5. Debt securities including fixed-income securities 11,609 - A.6. Shares and other variable-yield securities 12,617 - A.7. Participating interests 533 - A.8. Intangible assets 151 8 A.9. Tangible assets 395 - A.10. Other assets 389 - A.11. Prepayments and accrued income 13,705 - A.12. Total assets 578,917 - Liabilities — Breakdown by liability classes according to the balance sheet in the published financial statements L.1. Amounts owed to credit institutions 2,397 - L.2. Amounts owed to customers 6,715 - L.3. Debts evidenced by certificates 451,152 - L.4. Other liabilities 4,224 - L.5. Accruals and deferred income 21,175 - L.6. Provisions 5,750 - L.7. Subscribed capital 22,191 1 L.8. Reserves 62,353 - L.8.a Reserve fund 24,880 2 L.8.b Additional reserves 20,963 2 L.8.c Special activities reserve 14,015 3 L.8.d General loan reserve 2,495 EU-3a L.9. Profit for the financial year 1,231 EU-5a L.10. Equity attributable to minority interest 1,731 - L.11. Total liabilities 578,917 -

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3 CREDIT RISK 3.1 Credit risk quality20 20 Exposures under Impact Finance Mandates (further details and the related definition of Impact Finance Mandates can be found in the December 2024 GRMDR available on the EIB website) have been excluded from the non-performing exposures (NPE) disclosure templates. Accrued interest on loans and advances and debt securities are not included in the gross carrying amounts disclosed. Template EU CR1 — Performing and non-performing exposures and related provisions The template below shows a breakdown of the performing and non-performing exposures and related provisions by product and counterparty type. Amounts are in EUR million, unless otherwise indicated a d g j m Gross carrying amount/nominal amount Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions Accumulated partial write- off 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 005 Cash balances at central banks and other demand deposits 1,894 - - - - 010 Loans and advances 480,389 4,109 -6 -674 -15 020 Central banks 13,899 - - - - 030 General governments 112,900 511 - - - 040 Credit institutions 100,104 151 - - - 050 Other financial corporations 32,123 - -6 - - 060 Non-financial corporations 221,364 3,446 -0 -674 -15 070 Of which SMEs - - - - - 080 Households - - - - - 090 Debt securities 64,282 3 - - - 100 Central banks 30 - - - - 110 General governments 26,929 - - - - 120 Credit institutions 19,097 - - - - 130 Other financial corporations 11,436 3 - - - 140 Non-financial corporations 6,790 - - - - 150 Off-balance-sheet exposures 158,511 1,166 -72 -11 160 Central banks 20 - - - 170 General governments 42,810 632 - - 180 Credit institutions 42,308 98 -65 -1 190 Other financial corporations 17,134 10 -7 -9 200 Non-financial corporations 56,239 426 -0 - 210 Households - - - - 220 Total 705,076 5,277 -78 -684 -15

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Template EU CR1-A — Maturity of exposures This template provides a maturity breakdown of the on-balance sheet exposures of the Group, namely the loans and advances and debt securities portfolio based on the residual maturity of the instrument. Amounts are in EUR million, unless otherwise indicated a b c d e f Net exposure value On demand <= 1 year > 1 year <= 5 years > 5 years No stated maturity Total 1 Loans and advances - 67,038 73,121 343,659 - 483,818 2 Debt securities - 28,005 19,968 16,312 - 64,285 3 Total - 95,044 93,089 359,971 - 548,103 Template EU CR2 — Changes in the stock of non-performing loans and advances The following template displays information on the changes in the stock of non-performing loans from the end of the previous financial year to the current reporting period. Amounts are in EUR million, unless otherwise indicated a Gross carrying amount 010 Initial stock of non-performing loans and advances 3,814 020 Inflows to non-performing portfolios 1,116 030 Outflows from non-performing portfolios -822 040 Outflows due to write-offs -188 050 Outflow due to other situations -633 060 Final stock of non-performing loans and advances 4,109

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Template EU CQ4 — Quality of non-performing exposures by geography This template displays a geographical breakdown of the Group's debt portfolio. Columns b) and d) are not disclosed as the Group's non-performing loans (NPL) ratio is below 5%. For further details on the EIB Group's definition of default, please refer to the December 2024 GRMDR available on the EIB website. All EU Member States are separately reported in the template and only non-EU countries to which the EIB Group has a total exposure in excess of EUR 10 billion are separately reported in the template. Amounts are in EUR million, unless otherwise indicated a c e f g 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 defaulted 010 On-balance-sheet exposures 548,783 4,112 -680 - France 75,118 508 -43 - Spain 70,001 296 -0 - Italy 59,200 163 -56 - Germany 43,875 670 -180 - Poland 39,334 359 -219 - United Kingdom 30,659 485 -57 - Luxembourg 21,725 62 -5 - Netherlands 18,421 91 -2 - Belgium 16,179 - - - Finland 15,751 4 -1 - Greece 13,519 99 -14 - Austria 13,102 25 -3 - Sweden 10,919 343 -11 - Portugal 10,232 3 -1 - Hungary 7,659 - - - Czechia 7,137 - - - Ireland 6,398 91 -43 - Denmark 6,287 - - - Romania 5,540 6 -0 - Slovakia 3,084 - - - Croatia 2,662 - - - Lithuania 2,655 - - - Bulgaria 2,051 15 -3 - Cyprus 1,838 - - - Slovenia 1,789 - - - Estonia 1,426 30 -0 - Latvia 625 - - - Malta 361 - - -

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Cyprus 689 - - Slovenia 479 - - Latvia 451 - 0 Slovakia 325 - - Lithuania 297 - - United Kingdom 286 - -0 Malta 158 - -0 Other countries 29,281 725 - 150 Total 708,459 5,277 -680 -83 - Amounts are in EUR million, unless otherwise indicated a c e f g 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 defaulted Other countries 61,235 861 -41 - 080 Off-balance-sheet exposures 159,676 1,166 -83 France 19,703 187 -0 Luxembourg 17,014 77 -45 Germany 15,769 13 -5 Spain 14,392 11 -4 Italy 11,990 22 -10 Poland 10,500 40 -0 Greece 6,181 - -0 Netherlands 4,443 51 - Romania 3,719 - -5 Belgium 3,672 - - Czechia 3,443 - - Portugal 3,050 - -5 Sweden 2,485 20 - Ireland 2,232 20 -0 Austria 1,977 - -0 Denmark 1,741 - -1 Finland 1,574 - -2 Croatia 1,050 - -3 Hungary 978 - - Bulgaria 922 - -2 Estonia 876 - -

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Template EU CQ5 — Credit quality of loans and advances to non-financial corporations by industry This template shows a sector breakdown of the Group's portfolio of loans to corporates based on the borrower's NACE Rev. 2 classification. Columns b) and d) are not disclosed as the Group's NPL ratio is below 5%. Amounts are in EUR million, unless otherwise indicated a c e f Gross carrying amount Accumulated impairment Accumulated negative changes in fair value due to credit risk on non- performing exposures Of which defaulted 010 Agriculture, forestry and fishing 366 15 -0 - 020 Mining and quarrying 1,530 0 - - 030 Manufacturing 20,025 923 -192 - 040 Electricity, gas, steam and air conditioning supply 44,012 544 -13 - 050 Water supply 16,361 87 -3 - 060 Construction 9,789 238 -155 - 070 Wholesale and retail trade 1,735 13 -2 - 080 Transport and storage 60,456 408 -160 - 090 Accommodation and food service activities 26 - - - 100 Information and communication 8,058 60 -13 - 110 Financial and insurance activities 22,078 236 -0 - 120 Real estate activities 9,953 4 - - 130 Professional, scientific and technical activities 14,085 554 -79 - 140 Administrative and support service activities 1,412 15 -0 - 150 Public administration and defence, compulsory social security 4,968 - - - 160 Education 3,617 212 -50 - 170 Human health services and social work activities 5,635 139 -7 - 180 Arts, entertainment and recreation 8 - - - 190 Other services 694 - - - 200 Total 224,810 3,446 -674 -

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Template EU CQ1 — Credit quality of forborne exposures This template presents an overview of the forborne exposures of the Group with a split between performing and non-performing exposures and related provisions by product and counterparty. a b c d e f Gross carrying amount/nominal amount of exposures with forbearance measures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions Amounts are in EUR million, unless otherwise indicated Performing forborne Non-performing forborne On performing forborne exposures On non- performing forborne exposures Of which defaulted Of which impaired 005 Cash balances at central banks and other demand deposits - - - - - - 010 Loans and advances 731 1,572 1,572 1,135 - -439 020 Central banks - - - - - - 030 General governments 14 24 24 - - - 040 Credit institutions 4 151 151 - - - 050 Other financial corporations - - - - - - 060 Non-financial corporations 713 1,397 1,397 1,135 - -439 070 Households - - - - - - 080 Debt securities - 3 3 - - - 090 Loan commitments given - - - - - - 100 Total 731 1,575 1,575 1,135 - -439

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3.2 Use of the standardised approach Template EU CR4 — Standardised approach — Credit risk exposure and CRM effects This template presents an overview of the EIB Group's exposures under the standardised approach for which the Group applies fixed risk weights under the CRR instead of its own internal estimation of credit risk parameters for the calculation of regulatory capital requirements. The Group continues to make limited use of the standardised approach, including primarily exposures incurred in the context of Full Delegation Risk Sharing Guarantee Products and, more recently, exposures towards insurance, reinsurance and monoline companies. It should be noted that equity exposures, under CRR III, are now mandatorily treated under the standardised approach. The newly introduced exposure classes 'acquisition, development and construction' (ADC) and 'income producing real estate' (IPRE) were deemed not applicable to the EIB Group in line with its BBP Framework. Investments in collective investment undertakings treated under the look-through, mandate-based or fall-back approach in accordance with Article 152 of the CRR are reported in this template and in the template CR5 below while exposures to CIUs which the Group opted to deduct from own funds are excluded from both templates but duly referenced in template EU CC1. Amounts are in EUR million, unless otherwise indicated. Exposure classes Exposures before CCF and before CRM Exposures post CCF and post CRM RWEAs and RWEAs density On-balance- sheet exposures Off-balance- sheet exposures On-balance- sheet exposures Off-balance- sheet amount RWEAs RWEAs density (%) a b c d e f 1 Central governments or central banks - - - - - 0.00% 2 Non-central government public sector entities - - - - - 0.00% EU 2a Regional government or local authorities - - - - - 0.00% EU 2b Public sector entities - - - - - 0.00% 3 Multilateral development banks - - - - - 0.00% EU 3a International organisations - - - - - 0.00% 4 Institutions - - - - - 0.00% 5 Covered bonds - - - - - 0.00% 6 Corporates - 4,367 452 2,489 2,769 94.16% 6.1 Of which: Specialised Lending - - - - - - 7 Subordinated debt exposures and equity 3,016 3,470 1,431 1,861 6,742 204.83% EU 7a Subordinated debt exposures - - - - - - EU 7b Equity 3,016 3,470 1,431 1,861 6,742 204.83% 8 Retail - - - - - 0.00% 9 Secured by mortgages on immovable property and ADC exposures - - - - - 0.00% 9.1 Secured by mortgages on residential immovable property - non IPRE - - - - - 0.00% 9.2 Secured by mortgages on residential immovable property - IPRE - - - - - 0.00% 9.3 Secured by mortgages on commercial immovable property - non IPRE - - - - - 0.00%

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Exposure classes Exposures before CCF and before CRM Exposures post CCF and post CRM RWEAs and RWEAs density On-balance- sheet exposures Off-balance- sheet exposures On-balance- sheet exposures Off-balance- sheet amount RWEAs RWEAs density (%) a b c d e f 9.4 Secured by mortgages on commercial immovable property - IPRE - - - - - 0.00% 9.5 Acquisition, Development and Construction (ADC) - - - - - 0.00% 10 Exposures in default - - - - - 0.00% EU 10a Claims on institutions and corporates with a short-term credit assessment - - - - - 0.00% EU 10b Collective investment undertakings (CIU) 10,275 6,370 8,082 5,374 31,061 230.83% EU 10c Other items - - - - - 0.00% 12 TOTAL 13,291 14,208 9,965 9,724 40,573 206.07%

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Template EU CR5 — Standardised approach This template shows a breakdown of the EIB Group's exposures under the standardised approach by regulatory exposure class and risk weights. The category "Others" (column y) contains CIUs that are treated according to the underlying exposures, either after applying the look-through or the mandate-based approach. Amounts are in EUR million, unless otherwise indicated. Risk weight Total Of which unrated Exposure classes 0% 2% 4% 10% 20% 30% 35% 40% 45% 50% 60% 70% 75% 80% 90% 100% 105% 110% 130% 150% 250% 370% 400% 1250% Others a b c d e f g h i j k l m n o p q r s t u v w x y z aa 1 Central governments or central banks - - - - - - - - - - - - - - - - - - - - - - - - - - - 2 Non-central government public sector entities - - - - - - - - - - - - - - - - - - - - - - - - - - - EU 2a Regional government or local authorities - - - - - - - - - - - - - - - - - - - - - - - - - - - EU 2b Public sector entities - - - - - - - - - - - - - - - - - - - - - - - - - - - 3 Multilateral development banks - - - - - - - - - - - - - - - - - - - - - - - - - - - EU 3a International organisations - - - - - - - - - - - - - - - - - - - - - - - - - - - 4 Institutions - - - - - - - - - - - - - - - - - - - - - - - - - - - 5 Covered bonds - - - - - - - - - - - - - - - - - - - - - - - - - - - 6 Corporates - - - - - - - - - 181 - - 324 - - 2,435 - - - - - - - - - 2,941 2,435 6.1 Of which: Specialised Lending - - - - - - - - - - - - - - - - - - - - - - - - - - - 7 Subordinated debt exposures and equity - - - - - - - - - - - - - - - 991 - - - - 2,300 - - - - 3,292 3,292 EU 7a Subordinated debt exposures - - - - - - - - - - - - - - - - - - - - - - - - - - -

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Risk weight Total Of which unrated Exposure classes 0% 2% 4% 10% 20% 30% 35% 40% 45% 50% 60% 70% 75% 80% 90% 100% 105% 110% 130% 150% 250% 370% 400% 1250% Others a b c d e f g h i j k l m n o p q r s t u v w x y z aa EU 7b Equity - - - - - - - - - - - - - - - 991 - - - - 2,300 - - - - 3,292 3,292 8 Retail exposures - - - - - - - - - - - - - - - - - - - - - - - - - - - 9 Secured by mortgages on immovable property and ADC exposures - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.1 Secured by mortgages on residential immovable property - non IPRE - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.1.1 no loan splitting applied - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.1.2 loan splitting applied (secured) - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.1.3 loan splitting applied (unsecured) - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.3 Secured by mortgages on commercial immovable property - non IPRE - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.4 Secured by mortgages on commercial immovable property - IPRE - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.3.1 no loan splitting applied - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.3.2 loan splitting applied (secured) - - - - - - - - - - - - - - - - - - - - - - - - - - -

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Risk weight Total Of which unrated Exposure classes 0% 2% 4% 10% 20% 30% 35% 40% 45% 50% 60% 70% 75% 80% 90% 100% 105% 110% 130% 150% 250% 370% 400% 1250% Others a b c d e f g h i j k l m n o p q r s t u v w x y z aa 9.3.3 loan splitting applied (unsecured) - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.4 Secured by mortgages on commercial immovable property - IPRE - - - - - - - - - - - - - - - - - - - - - - - - - - - 9.5 Acquisition, Development and Construction (ADC) - - - - - - - - - - - - - - - - - - - - - - - - - - - 10 Exposures in default - - - - - - - - - - - - - - - - - - - - - - - - - - - EU 10a Claims on institutions and corporates with a short-term credit assessment - - - - - - - - - - - - - - - - - - - - - - - - - - - EU 10b Collective investment undertakings (CIU) - - - - - - - - - - - - - - - - - - - - - - - - 13,456 13,456 13,456 EU 10c Other items - - - - - - - - - - - - - - - - - - - - - - - - - - - EU 11c TOTAL - - - - - - - - - 181 - - 324 - - 3,427 - - - - 2,300 - - - 13,456 19,689 19,183

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3.3 Use of the Internal Ratings Based Approach Template EU CR6 — IRB approach — Credit risk exposures by exposure class and PD range The templates below display a breakdown of the EIBG portfolio under IRB for specific regulatory exposure classes. In line with the correspondent EBA Implementing Technical Standards (EBA ITS), exposures are reported in columns a) to c) and f) before credit risk mitigation and in columns "PD range", d) to e) and g) to l) taking into consideration the substitution effect of credit protection received. CIU investments and securitisation tranches guaranteed by sovereigns or supranational organisations are excluded from the templates. Internally unrated counterparties are included under the "100 (Default)" PD bucket. Amounts are in EUR million, unless otherwise indicated. A-IRB PD range On-balance sheet exposures Off- balance- sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) 21 Risk- weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Central governments and central banks 0.00 to <0.15 69,779 11,944 40.00% 192,149 0.05% 28 0.00% 4 - - - -2 0.00 to <0.10 50,473 8,756 40.00% 165,800 0.03% 25 0.00% 4 - - - -2 0.10 to <0.15 19,306 3,188 40.00% 26,349 0.14% 3 0.00% 4 - - - - 0.15 to <0.25 - - 0.00% - 0.00% - 0.00% - - - - - 0.25 to <0.50 10,105 3,918 40.00% 18,104 0.26% 2 0.00% 4 - - - - 0.50 to <0.75 - - - - - - - - - - - - 0.75 to <2.50 - - - - - - - - - - - - 0.75 to <1.75 - - - - - - - - - - - - 1.75 to <2.5 - - - - - - - - - - - - 2.50 to <10 - - - - - - - - - - - - 2.50 to <5 - - - - - - - - - - - - 5 to <10 - - - - - - - - - - - - 10 to <100 - - - - - - - - - - - - 21 Exposure-weighted maturity is calculated using the regulatory maturity formula provided in Article 162 of the CRR.

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A-IRB PD range On-balance sheet exposures Off- balance- sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) 21 Risk- weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) - - - - - - - - - - - - Sub-total central governments and central banks 79,885 15,862 40.00% 210,252 0.07% 30 0.00% 4 - - - -2 A-IRB PD range On-balance sheet exposures Off-balance sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Corporates — Specialised lending 0.00 to <0.15 5,495 1,417 40.90% 4,808 0.12% 65 25.02% 5 1,292 26.87% 1 - 0.00 to <0.10 1,917 474 40.00% 2,107 0.09% 21 24.71% 5 499 23.69% 0 - 0.10 to <0.15 3,578 943 41.36% 2,702 0.13% 44 25.26% 5 793 29.35% 1 - 0.15 to <0.25 1,921 85 59.37% 1,934 0.16% 28 25.89% 4 596 30.83% 1 - 0.25 to <0.50 4,228 105 40.00% 3,073 0.30% 38 26.79% 5 1,400 45.55% 3 - 0.50 to <0.75 1,354 364 40.00% 1,379 0.58% 23 29.19% 4 874 63.35% 2 - 0.75 to <2.50 2,623 1,884 40.89% 3,139 1.43% 44 31.00% 5 2,854 90.94% 14 -0 0.75 to <1.75 1,644 965 41.73% 1,842 1.01% 31 29.59% 5 1,469 79.73% 6 -0

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A-IRB PD range On-balance sheet exposures Off-balance sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l 1.75 to <2.5 979 919 40.00% 1,297 2.04% 13 33.01% 5 1,386 106.85% 9 - 2.50 to <10 856 49 40.00% 807 4.43% 16 24.91% 4 745 92.31% 8 - 2.5 to <5 376 5 40.00% 350 2.90% 7 29.10% 5 355 101.70% 3 - 5 to <10 480 44 40.00% 457 5.60% 9 21.70% 4 389 85.13% 6 - 10 to <100 - - - - - - - - - - - - 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) 874 193 40.00% 691 100.00% 20 37.25% 2 653 94.44% 335 -219 Sub-total corporates — specialised lending 17,352 4,096 41.12% 15,831 5.04% 234 27.55% 4 8,414 53.15% 365 -219 Total A-IRB (all exposure classes) 97,237 19,959 40.23% 226,084 264 4 8,414 3.72% 365 -221

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F-IRB PD range On- balance sheet exposures Off- balance- sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Central governments and central banks 0.00 to <0.15 56,086 12,035 40.00% 61,609 0.04% 150 45.00% 3 10,169 16.51% 12 - 0.00 to <0.10 55,788 11,965 40.00% 61,592 0.04% 147 45.00% 3 10,163 16.50% 12 - 0.10 to <0.15 298 70 40.00% 17 0.14% 3 45.00% 3 6 36.41% 0 - 0.15 to <0.25 1,697 2,015 40.00% 2,534 0.23% 2 45.00% 3 1,191 47.01% 3 - 0.25 to <0.50 1,363 43 40.00% 53 0.41% 5 45.00% 3 34 63.47% 0 - 0.50 to <0.75 - - 0.00% - 0.00% - 0.00% - - 0.00% - - 0.75 to <2.50 113 100 40.00% 357 2.00% 3 45.00% 3 410 114.83% 3 - 0.75 to <1.75 113 - 0.00% 0 0.82% 2 45.00% 3 0 85.91% 0 - 1.75 to <2.5 - 100 40.00% 357 2.00% 1 45.00% 3 410 114.83% 3 - 2.50 to <10 75 40 40.00% 559 6.30% 2 45.00% 3 904 161.92% 16 - 2.50 to <5 3 - 0.00% 3 3.16% 1 45.00% 3 4 130.33% 0 - 5 to <10 72 40 40.00% 555 6.32% 1 45.00% 3 900 162.10% 16 - 10 to <100 - - - - - - - - - - - - 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) 189 - 0.00% 0 100.00% 5 45.00% 3 - 0.00% 0 - Sub-total central governments and central banks 59,521 14,232 40.00% 65,112 0.11% 167 45.00% 3 12,708 19.52% 34 -

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F-IRB PD range On-balance sheet exposures Off- balance- sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Regional governments and local authorities 0.00 to <0.15 23,434 6,370 40.00% 27,806 0.06% 170 45.00% 3 5,721 20.57% 7.4 - 0.00 to <0.10 19,940 5,910 40.00% 23,537 0.04% 141 45.00% 3 4,167 17.70% 4.6 - 0.10 to <0.15 3,494 460 40.00% 4,269 0.14% 29 45.00% 3 1,554 36.41% 2.7 - 0.15 to <0.25 - - - - - - - - - - - - 0.25 to <0.50 1,890 1,327 85.08% 3,014 0.28% 24 45.00% 3 1,567 51.98% 3.8 -0 0.50 to <0.75 - - - - - - - - - - - - 0.75 to <2.50 193 7 40.00% 151 1.09% 4 45.00% 3 140 92.87% 0.7 - 0.75 to <1.75 121 7 40.00% 111 0.82% 3 45.00% 3 95 85.90% 0.4 - 1.75 to <2.5 72 - 0.00% 40 1.84% 1 45.00% 3 45 112.17% 0.3 - 2.50 to <10 230 50 40.00% 182 3.85% 6 45.00% 3 248 136.76% 3.1 - 2.50 to <5 162 - 0.00% 162 3.16% 1 45.00% 3 211 130.33% 2.3 - 5 to <10 68 50 40.00% 20 9.40% 5 45.00% 3 38 188.72% 0.8 - 10 to <100 - - - - - - - - - - - - 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) 213 - 0.00% 206 100.00% 5 45.00% 3 - 0.00% 92.9 - Sub-total regional governments and local authorities 25,960 7,754 47.71% 31,359 0.77% 209 45.00% 3 7,676 24.48% 107.9 -0

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F-IRB PD range On-balance sheet exposures Off- balance- sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Public sector entities 0.00 to <0.15 53,993 13,637 40.00% 33,314 0.06% 233 45.00% 3 6,710 20.14% 8.4 - 0.00 to <0.10 51,260 12,736 40.00% 30,517 0.05% 206 45.00% 3 5,692 18.65% 6.6 - 0.10 to <0.15 2,732 901 40.00% 2,797 0.14% 27 45.00% 3 1,018 36.41% 1.8 - 0.15 to <0.25 - - - - - - - - - - - - 0.25 to <0.50 2,332 969 40.00% 880 0.31% 24 45.00% 3 483 54.86% 1.2 - 0.50 to <0.75 - 43 40.00% 17 0.74% 1 45.00% 3 14 82.36% 0.1 - 0.75 to <2.50 356 430 40.00% 168 1.08% 9 45.00% 3 157 93.92% 0.8 - 0.75 to <1.75 356 430 40.00% 168 1.08% 9 45.00% 3 157 93.92% 0.8 - 1.75 to <2.5 - - - - - - - - - - - - 2.50 to <10 2,132 645 40.00% 46 2.53% 7 45.00% 3 56 122.58% 0.5 - 2.50 to <5 16 315 40.00% 46 2.53% 4 45.00% 3 56 122.58% 0.5 - 5 to <10 2,116 330 40.00% - 0.00% 3 0.00% - - 0.00% - - 10 to <100 - - - - - - - - - - - - 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) 479 66 40.00% 417 100.00% 15 45.00% 3 - 0.00% 187.7 -51.8 Sub-total public sector entities 59,292 15,790 40.00% 34,842 1.27% 289 45.00% 3 7,421 21.30% 198.7 -51.8

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F-IRB PD range On-balance sheet exposures Off- balance- sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Institutions 0.00 to <0.15 56,369 12,492 40.00% 48,288 0.07% 204 40.07% 3 12,321 25.52% 12 - 0.00 to <0.10 49,857 11,922 40.00% 41,078 0.06% 176 41.98% 3 10,478 25.51% 10 - 0.10 to <0.15 6,512 570 40.00% 7,210 0.11% 28 29.13% 3 1,844 25.57% 2 - 0.15 to <0.25 12,718 2,508 40.00% 8,867 0.16% 36 36.73% 3 3,674 41.43% 5 - 0.25 to <0.50 4,131 729 40.00% 2,892 0.31% 27 19.26% 3 822 28.41% 2 - 0.50 to <0.75 1,910 615 42.60% 816 0.52% 21 18.09% 3 243 29.80% 1 - 0.75 to <2.50 3,076 3,030 41.59% 2,850 1.22% 51 26.89% 3 1,895 66.50% 11 - 0.75 to <1.75 2,325 2,284 42.11% 2,075 0.98% 34 20.94% 3 991 47.77% 4 - 1.75 to <2.5 751 746 40.00% 775 1.86% 17 42.81% 3 904 116.63% 6 - 2.50 to <10 939 1,024 40.00% 360 3.18% 12 44.61% 3 465 129.25% 5 - 2.50 to <5 780 1,024 40.00% 356 3.12% 8 44.61% 3 458 128.64% 5 - 5 to <10 160 - 0.00% 3 9.87% 4 45.00% 3 7 192.19% 0 - 10 to <100 - - - - - - - - - - - - 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) 3,480 1,723 40.05% 487 100.00% 85 45.52% 3 - 0.00% 222 - Sub-total institutions 82,625 22,121 40.29% 64,560 0.92% 436 37.89% 3 19,420 30.08% 257 -

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F-IRB PD range On- balance sheet exposures Off-balance sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Corporates — General 0.00 to <0.15 64,102 12,420 40.96% 69,510 0.10% 201 40.10% 3 18,026 25.93% 27 0 0.00 to <0.10 23,920 7,197 41.10% 26,589 0.07% 120 40.14% 3 5,698 21.43% 7 0 0.10 to <0.15 40,182 5,223 40.78% 42,921 0.11% 81 40.08% 3 12,328 28.72% 20 - 0.15 to <0.25 17,991 7,062 40.64% 20,534 0.16% 84 40.02% 3 7,177 34.95% 13 - 0.25 to <0.50 15,131 4,398 48.65% 16,410 0.30% 110 40.07% 3 7,962 48.52% 20 -1 0.50 to <0.75 7,770 1,166 42.07% 7,363 0.52% 70 40.08% 3 4,687 63.65% 15 - 0.75 to <2.50 7,817 2,021 50.56% 6,475 1.18% 103 40.26% 3 5,712 88.21% 31 -1 0.75 to <1.75 6,151 1,520 53.00% 5,170 0.98% 82 40.11% 3 4,297 83.12% 20 -1 1.75 to <2.5 1,666 500 43.16% 1,305 1.95% 21 40.89% 3 1,415 108.40% 10 - 2.50 to <10 2,140 653 40.00% 611 3.82% 62 43.20% 3 909 148.86% 10 - 2.50 to <5 529 91 40.00% 507 2.81% 20 43.01% 3 696 137.23% 6 - 5 to <10 1,612 562 40.00% 104 8.79% 42 44.10% 3 214 205.57% 4 - 10 to <100 - - - - - - - - - - - - 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) 1,728 1,593 64.89% 2,274 100.00% 188 40.16% 3 - 0.00% 913 -308 Sub-total corporates — general 116,680 29,312 44.02% 123,176 2.08% 818 40.11% 3 44,472 36.10% 1,030 -309

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F-IRB PD range On-balance sheet exposures Off-balance sheet exposures pre-CCF Exposure weighted average CCF Exposure post CCF and post CRM Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) Risk weighted exposure amount after supporting factors Density of risk weighted exposure amount Expected loss amount Value adjust- ments and provisions a b c d e f g h i j k l Corporates — Specialised Lending 0.00 to <0.15 - - - 19 0.05% - 45.00% 3 5 27.05% 0 - 0.00 to <0.10 - - - 19 0.05% - 45.00% 3 5 27.05% 0 - 0.10 to <0.15 - - - - - - - - - - - - 0.15 to <0.25 - - - 23 0.16% - 40.00% 3 8 34.84% 0 - 0.25 to <0.50 - - - 8 0.26% - 40.00% 3 3 44.55% 0 - 0.50 to <0.75 - - - - - - - - - - - - 0.75 to <2.50 - - - 32 1.29% - 40.00% 3 28 89.51% 0 - 0.75 to <1.75 - - - 32 1.29% - 40.00% 3 28 89.51% 0 - 1.75 to <2.5 - - - - - - - - - - - - 2.50 to <10 - - - - - - - - - - - - 2.50 to <5 - - - - - - - - - - - - 5 to <10 - - - - - - - - - - - - 10 to <100 - - - - - - - - - - - - 10 to <20 - - - - - - - - - - - - 20 to <30 - - - - - - - - - - - - 30 to <100 - - - - - - - - - - - - 100 (Default) - - - - - - - - - - - - Sub-total corporates - specialised lending - - - 81 0.58% - 41.17% 3 45 55.19% 0 - Total F-IRB (all exposure classes) 344,079 89,210 42.07% 319,129 1,919 3 91,742 28.75% 1,627 -361

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Template EU CR7 — IRB approach — Effect on the RWEAs of credit derivatives used as CRM techniques This template shows the impact of credit risk derivatives on banks' capital requirements by exposure class. As the EIB Group does not make use of credit risk derivatives, columns a) and b) of the template display the same figures. Amounts are in EUR million, unless otherwise indicated Pre-credit derivatives risk weighted exposure amount Actual risk weighted exposure amount a b 1 Central governments and central banks - F-IRB 12,708 12,708 EU 1a Regional governments and local authorities -F-IRB 7,676 7,676 EU 1b Public sector entities - F-IRB 7,421 7,421 2 Central governments and central banks - A-IRB - - EU 2a Regional governments and local authorities A-IRB - - EU 2b Public sector entities A-IRB - - 3 Institutions – F-IRB 19,420 19,420 5 Corporates – F-IRB 44,517 44,517 EU 5a Corporates - General 44,472 44,472 EU 5b Corporates - Specialised lending 45 45 EU 5c Corporates - Purchased receivables - - 6 Corporate – A-IRB 8,414 8,414 EU 6a Corporates - General - - EU 6b Corporates - Specialised lending 8,414 8,414 EU 6c Corporates - Purchased Receivables - - EU 8a Retail - A-IRB - - 9 Retail – Qualifying revolving (QRRE) - - 10 Retail – Secured by residential immovable property - - EU10a Retail – Purchased receivables - - EU10b Retail – Other retail exposures - - 17 Exposures under F-IRB 91,742 91,742 18 Exposures under A-IRB 8,414 8,414 19 Total Exposures 100,156 100,156

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Template EU CR7-A — IRB approach — Disclosure of the extent of the use of CRM techniques These templates provide a detailed overview of the credit risk protection received on exposures treated under the IRB approach. The last two columns of the templates show the final RWEA by regulatory exposure class (obligor exposure class in column m vs. credit protection provider in column n). The Group is currently benefiting from a large amount of unfunded credit protection which, due to the substitution method, is not reported under columns k) and l) of the A-IRB template, while being reported in case of F- IRB template – in line with the EBA mapping tool. Amounts are in EUR million, unless otherwise indicated. A-IRB Total exposures Credit risk Mitigation techniques Credit risk Mitigation methods in the calculation of RWEAs Funded credit Protection (FCP) Unfunded credit Protection (UFCP) RWEA without substitu- tion effects (reduction effects only) RWEA with sub- stitution effects (both re- duction and sub- stitution effects) Part of expo- sures covered by Financial Collaterals (%) Part of exposures covered by Other eligible collaterals (%) Part of exposures covered by Other funded credit protection (%) Part of exposures covered by Guarantees (%) Part of exposures covered by Credit Derivatives (%) Part of expo- sures covered by Im- movable property Collat- erals (%) Part of exposures covered by Re- ceivables (%) Part of expo- sures covered by Other physical collateral (%) Part of expo- sures covered by Cash on de- posit (%) Part of exposures covered by Life insur- ance pol- icies (%) Part of ex- posures covered by Instru- ments held by a third party (%) a b c d e f g h i j k l m n 1 Central governments and central banks 210,252 0.00% - - - - - - - - - - - - 2 Regional governments and local authorities - - - - - - - - - - - - - - 3 Public sector entities - - - - - - - - - - - - - - 5 Corporates 15,831 0.80% - - - - - - - - - - 8,764 8,414 5.1 Corporates – General - - - - - - - - - - - - - - 5.2 Corporates – Specialised lending 15,831 0.80% - - - - - - - - - - 8,764 8,414

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A-IRB Total exposures Credit risk Mitigation techniques Credit risk Mitigation methods in the calculation of RWEAs Funded credit Protection (FCP) Unfunded credit Protection (UFCP) RWEA without substitu- tion effects (reduction effects only) RWEA with sub- stitution effects (both re- duction and sub- stitution effects) Part of expo- sures covered by Financial Collaterals (%) Part of exposures covered by Other eligible collaterals (%) Part of exposures covered by Other funded credit protection (%) Part of exposures covered by Guarantees (%) Part of exposures covered by Credit Derivatives (%) Part of expo- sures covered by Im- movable property Collat- erals (%) Part of exposures covered by Re- ceivables (%) Part of expo- sures covered by Other physical collateral (%) Part of expo- sures covered by Cash on de- posit (%) Part of exposures covered by Life insur- ance pol- icies (%) Part of ex- posures covered by Instru- ments held by a third party (%) a b c d e f g h i j k l m n 5.3 Corporates - Purchased Receivables - - - - - - - - - - - - - - 6 Retail - - - - - - - - - - - - - - 6.1 Retail – Qualifying revolving - - - - - - - - - - - - - - 6.2 Retail – secured by residential immovable property - - - - - - - - - - - - - - 6.3 Retail - Purchased Receivables - - - - - - - - - - - - - - 6.4 Retail - Other retail exposures - - - - - - - - - - - - - - 7 Total 226,084 0.06% - - - - - - - - - - 8,764 8,414

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F-IRB Total exposures Credit risk Mitigation techniques Credit risk Mitigation methods in the calculation of RWEAs Funded credit Protection (FCP) Unfunded credit Protection (UFCP) RWEA without substitu- tion effects (reduction effects only) RWEA with sub- stitution effects (both re- duction and sub- stitution effects) Part of expo- sures covered by Financial Collaterals (%) Part of exposures covered by Other eligible collaterals (%) Part of exposures covered by Other funded credit protection (%) Part of exposures covered by Guarantees (%) Part of exposures covered by Credit Derivatives (%) Part of expo- sures covered by Im- movable property Collat- erals (%) Part of expo- sures covered by Re- ceiva- bles (%) Part of expo- sures covered by Other physical collateral (%) Part of expo- sures covered by Cash on de- posit (%) Part of exposures covered by Life insur- ance pol- icies (%) Part of ex- posures covered by Instru- ments held by a third party (%) a b c d e f g h I j k l m n 1 Central governments and central banks 65,112 0.00% - - - - - - - - 40.76% 0.00% 8,989 12,708 2 Regional governments and local authorities 31,359 0.00% - - - - - - - - 0.67% 0.00% 7,176 7,676 3 Public sector entities 34,842 0.00% - - - - - - - - 103.25% 0.00% 9,648 7,421 4 Institutions 64,560 7.45% - - - - - - - - 56.06% 0.00% 20,193 19,420 5 Corporates 123,257 0.03% - - - - - - - - 27.52% 0.00% 45,729 44,517 5.1 Corporates – General 123,176 0.03% - - - - - - - - 27.54% 0.00% 45,729 44,472 5.2 Corporates – Specialised lending 81 0.00% - - - - - - - - 0.00% 0.00% - 45 5.3 Corporates - Purchased Receivables - - - - - - - - - - - - - - 6 Total 319,129 1.52% - - - - - - - - 41.62% 0.00% 91,735 91,742

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RWEA flow statements of credit risk exposures under the IRB approach This table presents a breakdown of the evolution of the credit risk RWEA under the IRB approach between the previous and current reporting period. Amounts are in EUR million RWEA as at 31.12.2024 119,661 Asset size 213 Asset quality 164 Model updates - Methodology and policy -20,777 Other (including foreign exchange movements) 896 RWEA as at 30.06.2025 100,156 The net decrease in the IRB credit risk RWEA over 2025 is mainly driven by the effects from the first-time application of the capital requirements under CRR III.

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4 COUNTERPARTY CREDIT RISK The disclosure templates below provide an overview of the exposures, risk-weighted exposure amounts and capital requirements the Group assumes with regard to counterparty credit risk (CCR). Template EU CCR1 — Analysis of CCR exposure by approach This template provides an overview of the exposures, RWEA and capital requirements related to counterparty credit risk by regulatory approach. Due to the use of EU-AD, the exposure values before and after correction for incurred losses linked to CVA, shown in columns g) and f) respectively are the same. Amounts are in EUR million, unless otherwise indicated a b c d e f g h Replacement cost (RC) Potential future exposure (PFE) EEPE Alpha used for computing regulatory exposure value Exposure value pre-CRM Exposure value post-CRM Exposure values RWEA EU-1 EU — Original Exposure Method (for derivatives) - - 1.4 - - - - EU-2 EU — Simplified SA-CCR (for derivatives) - - 1.4 - - - - 1 SA-CCR (for derivatives) 172 4,631 1.4 19,590 6,724 6,724 1,819 2 IMM (for derivatives and SFTs) - - - - - - 2a Of which securities financing transactions netting sets - - - - - 2b Of which derivatives and long settlement transactions netting sets - - - - - 2c Of which from contractual cross- product netting sets - - - - - 3 Financial collateral simple method (for SFTs) - - - - 4 Financial collateral comprehensive method (for SFTs) 34,514 5,431 5,431 495 5 VaR for SFTs - - - - 6 Total 54,104 12,155 12,155 2,314

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Template EU CCR3 — Standardised approach — CCR exposures by regulatory exposure class and risk weights The template below shows a breakdown by risk weight of exposures subject to counterparty credit risk treated under the standardised approach. The amounts reported under the exposure class 'Institutions' relate to trades centrally cleared through a CCP in accordance with Article 107 of the CRR. Amounts are in EUR million, unless otherwise indicated Risk weight a b c d e f g h i j k l Exposure classes 0% 2% 4% 10% 20% 50% 70% 75% 100% 150% Others Total exposure value 1 Central governments or central banks - - - - - - - - - - - - 2 Regional government or local authorities - - - - - - - - - - - - 3 Public sector entities - - - - - - - - - - - - 4 Multilateral development banks - - - - - - - - - - - - 5 International organisations - - - - - - - - - - - - 6 Institutions - 94 - - - - - - - - - 94 7 Corporates - - - - - - - - - - - - 8 Retail - - - - - - - - - - - - 9 Institutions and corporates with a short-term credit - - - - - - - - - - - - 10 Other items - - - - - - - - - - - - 11 Total exposure value - 94 - - - - - - - - - 94

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Template EU CCR4 — IRB approach — CCR exposures by exposure class and PD scale The templates below show a breakdown by PD bucket of exposures subject to a CCR capital charge and treated under the IRB approach. Internally unrated counterparties are included under the "100 (Default)" PD bucket. Amounts are in EUR million, unless otherwise indicated. a b c d e f g A-IRB PD scale Exposure value Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) RWEA Density of risk weighted exposure amounts Central government and central banks 0.00 to <0.15 3 0.14% 1 - 4 - - 0.15 to <0.25 - - - - - - - 0.25 to <0.50 - - - - - - - 0.50 to <0.75 - - - - - - - 0.75 to <2.50 - - - - - - - 2.50 to <10 - - - - - - - 10 to <100 - - - - - - - 100 (Default) - - - - - - - Sub-total 3 0.14% 1 - 4 - - Total A-IRB (all CCR relevant exposure classes) 3 0.14% 1 - 4 - - a b c d e f g F-IRB PD scale Exposure value Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) RWEA Density of risk weighted exposure amounts Central government and central banks 0.00 to <0.15 42 0.01% 2 45.00% 3 3 6.95% 0.15 to <0.25 - - - - - - - 0.25 to <0.50 - - - - - - - 0.50 to <0.75 - - - - - - - 0.75 to <2.50 - - - - - - - 2.50 to <10 - - - - - - - 10 to <100 - - - - - - - 100 (Default) - - - - - - - Sub-total 42 0.01% 2 45.00% 3 3 6.95%

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a b c d e f g F-IRB PD scale Exposure value Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) RWEA Density of risk weighted exposure amounts Institutions 0.00 to <0.15 11,061 0.05% 53 45.00% 2 2,016 18.23% 0.15 to <0.25 - - - - - - - 0.25 to <0.50 - - - - - - - 0.50 to <0.75 - - - - - - - 0.75 to <2.50 - - - - - - - 2.50 to <10 - - - - - - - 10 to <100 - - - - - - - 100 (Default) 1 100.00% 1 45.00% 1 - - Sub-total 11,062 0.06% 54 45.00% 2 2,016 18.23% a b c d e f g F-IRB PD scale Exposure value Exposure weighted average PD (%) Number of obligors Exposure weighted average LGD (%) Exposure weighted average maturity (years) RWEA Density of risk weighted exposure amounts Corporates 0.00 to <0.15 1,048 0.06% 10 45.00% 2 294 28.08% 0.15 to <0.25 - - - - - - - 0.25 to <0.50 - - - - - - - 0.50 to <0.75 - - - - - - - 0.75 to <2.50 - - - - - - - 2.50 to <10 - - - - - - - 10 to <100 - - - - - - - 100 (Default) - - - - - - - Sub-total 1,048 0.06% 10 45.00% 2 294 28.08% Total F-IRB (all CCR relevant exposure classes) 12,152 0.06% 66 45.00% 2 2,314 19.04%

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Template EU CCR8 — Exposures to CCPs The template below focuses on exposures to central counterparty clearing houses (CCPs) and provides a split of exposures vis-à-vis qualifying CCPs22 (as defined in point 88 of Article 4(1) of the CRR and Article 2(1) of Regulation (EU) 648/2012) and non-qualifying CCPs. 22 The official list of CCPs authorised under Regulation (EU) 648/2012 (EMIR) is available on the ESMA website. Amounts are in EUR million, unless otherwise indicated a b Exposure value RWEA 1 Exposures to QCCPs (total) 2 2 Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which 94 2 3 (i) OTC derivatives - - 4 (ii) Exchange-traded derivatives - - 5 (iii) SFTs 94 2 6 (iv) Netting sets where cross-product netting has been approved - - 7 Segregated initial margin - 8 Non-segregated initial margin - - 9 Prefunded default fund contributions - - 10 Unfunded default fund contributions - - 11 Exposures to non-QCCPs (total) - 12 Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which - - 13 (i) OTC derivatives - - 14 (ii) Exchange-traded derivatives - - 15 (iii) SFTs - - 16 (iv) Netting sets where cross-product netting has been approved - - 17 Segregated initial margin - 18 Non-segregated initial margin - - 19 Prefunded default fund contributions - - 20 Unfunded default fund contributions - -

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5 SECURITISATION Template EU-SEC1 — Securitisation exposures in the non-trading book The template below provides a detailed overview of the securitisation exposure of the EIB Group. It shows the role played by the Group in the securitisation process and the type of underlying assets. All transactions originated or sponsored by the EIB Group benefit from a significant risk transfer (SRT), meaning that the Group can exclude part of the exposure that benefits from third-party credit protection from its capital requirements calculation. Amounts are in EUR million, unless otherwise indicated a b c d e f g h i j k l m n o Institution acts as originator Institution acts as sponsor Institution acts as investor Traditional Synthetic Sub- total Traditional Synthetic Sub-total Traditional Synth- etic Sub- total STS Non-STS of which SRT STS Non-STS STS Non- STS of which SRT of which SRT 1 Total exposures - - - - 36,393 36,393 36,393 - 286 8,819 9,105 - 14,893 38 14,931 2 Retail (total) - - - - - - - - - 4,904 4,904 - - - - 3 residential mortgage - - - - - - - - - - - - - - - 4 credit card - - - - - - - - - - - - - - - 5 other retail exposures23 - - - - - - - - - 4,904 4,904 - - - - 6 re-securitisation - - - - - - - - - - - - - - - 7 Wholesale (total) - - - - 36,393 36,393 36,393 - 286 3,915 4,201 - 14,893 38 14,931 8 loans to corporates - - - - 36,393 36,393 36,393 - 286 3,915 4,201 - 14,893 38 14,931 9 commercial mortgage - - - - - - - - - - - - - - - 10 lease and receivables - - - - - - - - - - - - - - - 11 other wholesale - - - - - - - - - - - - - - - 12 re-securitisation - - - - - - - - - - - - - - - 23 Exposures reported as other retail exposures are associated with intermediated bank lending to SMEs and consumer loans.

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Template EU-SEC3 — Securitisation exposures in the non-trading book and associated regulatory capital requirements — institution acting as originator or sponsor The template below focuses on securitisation instruments where the EIB Group acts as originator or sponsor and provides a breakdown of these exposures and related capital charge by risk weight and regulatory approach. The distribution of the portfolio by risk weight band is operated at the level of securitisation programmes rather than individual tranches. Amounts are in EUR million, unless otherwise indicated a b c d e f g h i j k l m n o EU-p EU-q Exposure values (by RW bands/deductions) Exposure values (by regulatory approach) RWEA (by regulatory approach) Capital charge after cap ≤20% RW >20% to 50% RW 50% to 100% RW >100% to <1250% RW 1250% RW/ deduct- ions SEC- IRBA SEC- ERBA (includ- ing IAA) SEC-SA 1250% RW/ deduct- ions SEC- IRBA SEC- ERBA (includ- ing IAA) SEC-SA 1250% RW SEC- IRBA SEC-ERBA (including IAA) SEC-SA 1250% RW 1 Total exposures 45,061 200 - 104 133 36,337 - 9,028 133 5,537 - 1,402 - 443 - 112 - 2 Traditional transactions 9 200 - - 76 - - 209 76 - - 62 - - - 5 - 3 Securitisation 9 200 - - 76 - - 209 76 - - 62 - - - 5 - 4 Retail underlying - - - - - - - - - - - - - - - - - 5 Of which STS - - - - - - - - - - - - - - - - - 6 Wholesale 9 200 - - 76 - - 209 76 - - 62 - - - 5 - 7 Of which STS - - - - - - - - - - - - - - - - - 8 Re-securitisation - - - - - - - - - - - - - - - - - 9 Synthetic transactions 45,051 - - 104 56 36,337 - 8,819 56 5,537 - 1,340 - 443 - 107 - 10 Securitisation 45,051 - - 104 56 36,337 - 8,819 56 5,537 - 1,340 - 443 - 107 - 11 Retail underlying 4,904 - - - - - - 4,904 - - - 752 - - - 60 - 12 Wholesale 40,148 - - 104 56 36,337 - 3,915 56 5,537 - 587 - 443 - 47 - 13 Re-securitisation - - - - - - - - - - - - - - - - -

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Template EU-SEC4 — Securitisation exposures in the non-trading book and associated regulatory capital requirements — institution acting as investor The template below focuses on securitisation instruments where the EIB Group acts as an investor and provides a breakdown of these exposures and related capital charge by risk weight and regulatory approach. The distribution of the portfolio by risk weight band is operated at the level of securitisation programmes rather than individual tranches. Amounts are in EUR million, unless otherwise indicated a b c d e f g h i j k l m n o EU-p EU-q Exposure values (by RW bands/deductions) Exposure values (by regulatory approach) RWEA (by regulatory approach) Capital charge after cap ≤20% RW >20% to 50% RW 50% to 100% RW >100% to <1250% RW 1250% RW/ deduct- ions24 SEC- IRBA SEC- ERBA (includ- ing IAA) SEC-SA 1250% RW/ deduct- ions24 SEC- IRBA SEC- ERBA (includ- ing IAA) SEC-SA 1250% RW SEC- IRBA SEC- ERBA (includ- ing IAA) SEC-SA 1250% RW 1 Total exposures 2,439 5,603 2,491 961 3,436 - 4,298 7,196 3,436 - 3,242 2,448 - - 259 196 - 2 Traditional transactions 2,439 5,603 2,491 950 3,410 - 4,298 7,185 3,410 - 3,242 2,428 - - 259 194 - 3 Securitisation 2,439 5,603 2,491 950 3,410 - 4,298 7,185 3,410 - 3,242 2,428 - - 259 194 - 4 Retail underlying - - - - - - - - - - - - - - - - - 5 Of which STS - - - - - - - - - - - - - - - - - 6 Wholesale 2,439 5,603 2,491 950 3,410 - 4,298 7,185 3,410 - 3,242 2,428 - - 259 194 - 7 Of which STS - - - - - - - - - - - - - - - - - 8 Re-securitisation - - - - - - - - - - - - - - - - - 9 Synthetic transactions - - - 12 26 - - 12 26 - - 19 - - - 2 - 10 Securitisation - - - 12 26 - - 12 26 - - 19 - - - 2 - 11 Retail underlying - - - - - - - - - - - - - - - - - 12 Wholesale - - - 12 26 - - 12 26 - - 19 - - - 2 - 13 Re-securitisation - - - - - - - - - - - - - - - - - 24 The Group opted for deducting from CET1 exposures to securitisations, attracting a risk weight of 1250%, in line with Article 36(1)k of the CRR and also, in line with its BBP Framework, for deducting certain exposures to securitisations that would have been risk-weighted at less than 1250%. The total amount of securitisation exposures deducted from own funds stood at EUR 3,569 million (EUR 619 million at the end of 2024).

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Template EU-SEC5 — Exposures securitised by the institution — Exposures in default and specific credit risk adjustments The following template provides, by asset type, a view on the overall securitised (on- and off-balance sheet) exposures of the EIB Group where the Group acts as originator or sponsor before considering credit protection from third parties. Amounts are in EUR million, unless otherwise indicated a b c Exposures securitised by the institution — Institution acts as originator or as sponsor Total outstanding nominal amount Total amount of specific credit risk adjustments made during the period25 Of which exposures in default 1 Total exposures 104,439 3,484 -4 2 Retail (total) 6,407 476 - 3 residential mortgage - - - 4 credit card - - - 5 other retail exposures 6,407 476 - 6 re-securitisation - - - 7 Wholesale (total) 98,032 3,007 -4 8 loans to corporates 96,271 3,007 17 9 commercial mortgage - - - 10 lease and receivables - - - 11 other wholesale - - - 12 re-securitisation 1,761 - -21 25 Decreases in credit risk adjustments for H1 2025 are reported as negative amounts whereas increases are reported as positive amounts in line with the clarifications provided under EBA Q&A 2020_5421.

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6 LEVERAGE RATIO Template EU LR2 — LRCom: Leverage ratio common disclosure This template presents the constituents of the leverage ratio exposure metrics (denominator of the leverage ratio), overall leverage ratio and buffer requirements. CRR leverage ratio exposures Amounts are in EUR million, unless otherwise indicated a b 30.06.2025 31.12.2024 On-balance sheet exposures (excluding derivatives and SFTs) 1 On-balance sheet items (excluding derivatives, SFTs, but including collateral) 527,540 521,267 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 (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)26 (10,264) (2,296) 7 Total on-balance sheet exposures (excluding derivatives and SFTs) 517,276 518,971 Derivative exposures 8 Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin) 3,674 5,833 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 10,145 10,139 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) - - 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 - - 12 (Adjusted effective notional offsets and add-on deductions for written credit derivatives) - - 13 Total derivatives exposures 13,819 15,972 Securities financing transaction (SFT) exposures 14 Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions 39,448 21,286 15 (Netted amounts of cash payables and cash receivables of gross SFT assets) 155 2 16 Counterparty credit risk exposure for SFT assets 4,990 3,606 26 The Group opted for deducting from CET1 exposures to securitisations and CIUs attracting a risk weight of 1250%, in line with Article 36(1)k of the CRR and also, in line with its BBP Framework, for deducting certain exposures to securitisations and CIUs that would have been risk-weighted at less than 1250%.

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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 44,594 24,894 Other off-balance sheet exposures 19 Off-balance sheet exposures at gross notional amount 175,141 173,561 20 (Adjustments for conversion to credit equivalent amounts) (72,816) (58,698) 21 General provisions deducted in determining Tier 1 capital and specific provisions associated with off-balance sheet exposures - - 22 Off-balance sheet exposures 102,325 114,864 Excluded exposures EU-22a (Exposures excluded from the total exposure measure in accordance with point (c) and point (ca) 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) - - 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) - - Capital and total exposure measure 23 Tier 1 capital 75,510 82,086 24 Total exposure measure 678,013 674,701 Leverage ratio 25 Leverage ratio 11.14% 12.17% EU-25 Leverage ratio (excluding the impact of the exemption of public sector investments and promotional loans) (%) 11.14% 12.17% 25a Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) 11.14% 12.17% 26 Regulatory minimum leverage ratio requirement (%) 3.00% 3.00% 27 Leverage ratio buffer requirement 0.00% 0.00% EU-27a Overall leverage ratio requirement (%) 3.00% 3.00% Choice on transitional arrangements and relevant exposures EU-27b Choice on transitional arrangements for the definition of the capital measure NA NA

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Template EU LR3 — LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) This template provides a further breakdown of the total on-balance sheet leverage exposures separately by banking/trading book classification and exposure class. Amounts are in EUR million, unless otherwise indicated a CRR leverage ratio exposures 30.06.2025 EU-1 Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which: 527,540 EU-2 Trading book exposures - EU-3 Banking book exposures, of which: 527,540 EU-4 Covered bonds 7,383 EU-5 Exposures treated as sovereigns 139,406 EU-6 Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns 84,786 EU-7 Institutions 75,241 EU-8 Secured by mortgages of immovable properties - EU-9 Retail exposures - EU-10 Corporate 132,496 EU-11 Exposures in default 1,427 EU-12 Other exposures (e.g. equity, securitisations, and other non-credit obligation assets) 86,801

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7 LIQUIDITY RISK 7.1 Liquidity coverage ratio (LCR) Template EU LIQ1 — Quantitative information of LCR The following template provides information on the components of the EIB Group LCR. Data are presented as monthly averages over the last 12 months preceding each quarter end27. 27 This is the reason for the difference between the EIB Group's LCR at 30.06.2025 in template EU LIQ1 and the one in table EU LIQB. Amounts are in EUR million, unless otherwise indicated a b c d e f g h Total unweighted value (average) Total weighted value (average) EU 1a Quarter ending on (DD Month YYYY) 30.06.2025 31.03.2025 31.12.2024 30.09.2024 30.06.2025 31.03.2025 31.12.2024 30.09.2024 EU 1b Number of data points used in the calculation of averages 12 12 12 12 12 12 12 12 HIGH-QUALITY LIQUID ASSETS 1 Total high-quality liquid assets (HQLA) 55,006 55,503 53,530 52,839 CASH - OUTFLOWS 2 Retail deposits and deposits from small business customers, of which: - - - - - - - - 3 Stable deposits - - - - - - - - 4 Less stable deposits - - - - - - - - 5 Unsecured wholesale funding 12,842 12,563 11,522 11,780 11,083 11,058 10,243 10,714 6 Operational deposits (all counterparties) and deposits in networks of cooperative banks - - - - - - - - 7 Non-operational deposits (all counterparties) 3,543 2,965 2,629 2,205 1,784 1,461 1,350 1,140 8 Unsecured debt 9,299 9,598 8,892 9,574 9,299 9,598 8,892 9,574 9 Secured wholesale funding 1 2 2 2

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Amounts are in EUR million, unless otherwise indicated a b c d e f g h Total unweighted value (average) Total weighted value (average) EU 1a Quarter ending on (DD Month YYYY) 30.06.2025 31.03.2025 31.12.2024 30.09.2024 30.06.2025 31.03.2025 31.12.2024 30.09.2024 10 Additional requirements 146,456 145,699 145,387 144,079 19,434 19,779 20,402 20,999 11 Outflows related to derivative exposures and other collateral requirements 2,846 3,273 3,928 4,603 2,846 3,273 3,928 4,603 12 Outflows related to loss of funding on debt products - - - - - - - - 13 Credit and liquidity facilities 143,611 142,426 141,459 139,476 16,589 16,506 16,473 16,396 14 Other contractual funding obligations 725 947 973 957 725 947 973 957 15 Other contingent funding obligations 45,072 45,196 45,136 42,135 3,432 3,742 3,972 4,108 16 TOTAL CASH OUTFLOWS 34,676 35,528 35,592 36,780 CASH - INFLOWS 17 Secured lending (e.g. reverse repos) 25,457 22,220 20,487 18,743 24,528 21,540 20,054 18,396 18 Inflows from fully performing exposures 7,236 6,729 6,974 7,177 6,094 5,613 5,850 6,141 19 Other cash inflows 1,960 1,723 2,283 2,191 1,960 1,723 2,283 2,191 EU-19a (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies) - - - - EU-19b (Excess inflows from a related specialised credit institution) - - - - 20 TOTAL CASH INFLOWS 34,653 30,672 29,745 28,112 32,582 28,876 28,187 26,728 EU-20a Fully exempt inflows - - - - - - - - EU-20b Inflows subject to 90% cap - - - - - - - - EU-20c Inflows subject to 75% cap 34,653 30,672 29,745 28,112 32,582 28,876 28,187 26,728 TOTAL ADJUSTED VALUE EU-21 LIQUIDITY BUFFER 55,006 55,503 53,530 52,839 22 TOTAL NET CASH OUTFLOWS 8,820 9,847 9,863 11,363 23 LIQUIDITY COVERAGE RATIO (%) 627.19% 584.93% 563.01% 495.52%

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Table EU LIQB — Qualitative information on LCR, which complements template EU LIQ1 Row number Qualitative information (a) Explanations on the main drivers of LCR results and the evolution of the contribution of inputs to the LCR's calculation over time. The EIB Group LCR as at 30.06.2025 stands at 594.76%. The year-to date LCR decrease is driven by an increase in net cash outflows (mainly from treasury operations and redemptions of bond issuances) which was counterbalanced by an increase in high-quality liquid assets (HQLA). In particular, the HQLA increased by EUR 10 billion over the course of the year, mainly Level 1 assets. Net cash outflows increased by EUR 3.3 billion. The main elements of the LCR denominator are treasury and loan cash flows (both inflows and outflows) and wholesale funding due redemptions. (b) Explanations on the changes in the LCR over time. The year-to-date LCR decrease is driven mainly by an increase in net cash outflows. (c) Explanations on the actual concentration of funding sources. Given the Bank's business model, wholesale long-term funding primarily through bond issuance is the prevailing source to deploy its lending activities. The funding strategy of the EIB relies on the issuance of large and liquid benchmark transactions in the main currencies (EUR and USD). These benchmark transactions are complemented by targeted issuance offerings and prudent diversification of investors, currencies and markets. A growing issuance share comes in the form of Climate and Sustainability Awareness Bonds, whose proceeds are allocated to disbursements of projects contributing substantially to sustainability objectives, in line with evolving EU legislation on sustainable finance. (d) High-level description of the composition of the institution's liquidity buffer. The HQLA (regulatory liquidity buffer) as of 30 June 2025 is primarily driven by Level 1 cash and reserves at the Central Bank and Level 1 proprietary securities. (e) Derivative exposures and potential collateral calls. The main outflows, related to the derivative exposures, are in relation to the impact of an adverse market scenario on derivatives based on the 24 months historical look-back approach. (f) Currency mismatch in the LCR. The LCR is monitored for significant currencies (EUR, GBP and USD as at 30.06.2025). Consistency of the currency denomination of its liquid assets with its net liquidity outflows is ensured by the EIB Group on an ongoing basis in order to prevent an excessive currency mismatch. (g) Other items in the LCR calculation that are not captured in the LCR disclosure template but that the institution considers relevant for its liquidity profile. There are no other relevant items in the LCR calculation not captured in the LCR disclosure template.

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7.2 Net stable funding ratio (NSFR) Template EU LIQ2 — Net Stable Funding Ratio The template below presents an overview of the calculation of the Group's Net Stable Funding Ratio. 30.06.2025 Amounts are in EUR million, unless otherwise indicated a b c d e Unweighted value by residual maturity Weighted value No maturity < 6 months 6 months to < 1yr ≥ 1yr Available stable funding (ASF) Items 1 Capital items and instruments 85,775 - - - 85,775 2 Own funds 85,775 - - - 85,775 3 Other capital instruments - - - - 4 Retail deposits - - - - 5 Stable deposits - - - - 6 Less stable deposits - - - - 7 Wholesale funding: 63,235 24,018 373,447 386,978 8 Operational deposits - - - - 9 Other wholesale funding 63,235 24,018 373,447 386,978 10 Interdependent liabilities - - - - 11 Other liabilities: 6,456 17,639 24 3,499 3,511 12 NSFR derivative liabilities 6,456 13 All other liabilities and capital instruments not included in the above categories 17,639 24 3,499 3,511 14 Total available stable funding (ASF) 476,264 Required stable funding (RSF) Items 15 Total high-quality liquid assets (HQLA) 1,934 EU-15a Assets encumbered for a residual maturity of one year or more in a cover pool - - - - 16 Deposits held at other financial institutions for operational purposes - - - - 17 Performing loans and securities: 63,111 19,237 403,757 340,371 18 Performing securities financing transactions with financial customers collateralised by Level 1 HQLA subject to 0% haircut - - - - 19 Performing securities financing transactions with financial customers collateralised by other assets and loans and advances to financial institutions 47,298 5,119 58,260 63,635 20 Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which: 15,363 13,214 329,036 262,068

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30.06.2025 Amounts are in EUR million, unless otherwise indicated a b c d e Unweighted value by residual maturity Weighted value No maturity < 6 months 6 months to < 1yr ≥ 1yr 21 With a risk weight of less than or equal to 35% under the Basel II Standardised approach for credit risk 7,116 5,114 159,503 109,792 22 Performing residential mortgages, of which: - - - - 23 With a risk weight of less than or equal to 35% under the Basel II Standardised approach for credit risk - - - - 24 Other loans and securities that are not in default and do not qualify as HQLA, including exchange- traded equities and trade finance on-balance sheet products 449 904 16,461 14,669 25 Interdependent assets - - - - 26 Other assets: - 7,326 256 22,219 23,068 27 Physical traded commodities - - 28 Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs - - 29 NSFR derivative assets - - 30 NSFR derivative liabilities before deduction of variation margin posted 6,873 344 31 All other assets not included in the above categories 453 256 22,219 22,725 32 Off-balance sheet items 138,202 398 73,154 9,679 33 Total RSF 375,052 34 Net Stable Funding Ratio (%) 126.99% 31.12.2024 Amounts are in EUR million, unless otherwise indicated a b c d e Unweighted value by residual maturity Weighted value No maturity < 6 months 6 months to < 1yr ≥ 1yr Available stable funding (ASF) Items 1 Capital items and instruments 84,381 - - - 84,381 2 Own funds 84,381 - - - 84,381 3 Other capital instruments - - - - 4 Retail deposits - - - - 5 Stable deposits - - - - 6 Less stable deposits - - - - 7 Wholesale funding: 48,384 44,541 354,094 377,910 8 Operational deposits - - - - 9 Other wholesale funding 48,384 44,541 354,094 377,910

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31.12.2024 Amounts are in EUR million, unless otherwise indicated a b c d e Unweighted value by residual maturity Weighted value No maturity < 6 months 6 months to < 1yr ≥ 1yr 10 Interdependent liabilities - - - - 11 Other liabilities: 3,162 16,945 460 3,400 3,630 12 NSFR derivative liabilities 3,162 13 All other liabilities and capital instruments not included in the above categories 16,945 460 3,400 3,630 14 Total available stable funding (ASF) 465,921 Required stable funding (RSF) Items 15 Total high-quality liquid assets (HQLA) 1,011 EU-15a Assets encumbered for a residual maturity of one year or more in a cover pool - - - - 16 Deposits held at other financial institutions for operational purposes - - - - 17 Performing loans and securities: 44,949 22,993 406,827 343,754 18 Performing securities financing transactions with financial customers collateralised by Level 1 HQLA subject to 0% haircut - - - - 19 Performing securities financing transactions with financial customers collateralised by other assets and loans and advances to financial institutions 30,213 6,019 59,991 64,957 20 Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which: 14,354 16,516 329,564 263,700 21 With a risk weight of less than or equal to 35% under the Basel II Standardised approach for credit risk 6,510 7,468 159,352 110,567 22 Performing residential mortgages, of which: - - - - 23 With a risk weight of less than or equal to 35% under the Basel II Standardised approach for credit risk - - - - 24 Other loans and securities that are not in default and do not qualify as HQLA, including exchange-traded equities and trade finance on-balance sheet products 383 448 17,272 15,097 25 Interdependent assets - - - - 26 Other assets: - 3,295 425 25,560 26,246 27 Physical traded commodities - - 28 Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs - - 29 NSFR derivative assets - - 30 NSFR derivative liabilities before deduction of variation margin posted 2,915 146 31 All other assets not included in the above categories 379 425 25,560 26,101 32 Off-balance sheet items28 137,646 773 71,674 9,688 33 Total RSF 380,699 34 Net Stable Funding Ratio (%) 122.39% 28 During 2024 the EIB Group revised the allocation methodology of the off-balance sheet items by maturity.

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8 MARKET RISK Template EU MR1 — Market risk under the alternative standardised approach (A-SA) The template below provides the breakdown of own funds requirements for market risk under the alternative standardised approach (A-SA). The EIBG pre-adopted this approach as of its June 2025 market risk capital calculation before the entry into force of CRR III market risk rules flowing from BCBS's fundamental review of the trading book. Due to its nature as a banking book-only institution, market risk requirements are only calculated in respect to exposures subject to foreign exchange risk. Amounts are in EUR million, unless otherwise indicated a Total Own Funds Requirements (OFR) Sensitivity-based method 1 General interest rate risk (GIRR) - 2 Equity risk (EQU) - 3 Commodity risk (COM) - 4 Foreign exchange risk (FX) 98 5 Credit spread risk for non-securitisations (CSR) - 6 Credit spread risk for securitisation not included in the alternative correlation trading portfolio (non-ACTP CSR) - 7 Credit spread risk for securitisation included in the alternative correlation trading portfolio (ACTP CSR) - Default risk - 8 Non-securitisations - 9 Securitisation not included in the alternative correlation trading portfolio (non-ACTP) - 10 Securitisation included in the alternative correlation trading portfolio (ACTP) - Residual risk - EU 11a Exotic underlyings - EU 11b Other residual risks - 12 Total OFR ASA 98

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Template EU IRRBB1 — Interest rate risks of non-trading book activities This template provides quantitative information on the impact of interest rate supervisory shock scenarios on the change in the economic value of equity and net interest income, calculated on the basis of a set of common modelling and parametric assumptions as referred to in Article 98 (5a)(b) and (c) of the CRD. For further details on the underlying key modelling assumptions, please refer to the December 2024 GRMDR available on the EIB website. Amounts are in EUR million, unless otherwise indicated a b c d Supervisory shock scenarios Changes of the economic value of equity Changes of the net interest income 30.06.2025 31.12.2024 30.06.2025 31.12.2024 1 Parallel up -6,517 -6,154 38 9 2 Parallel down 6,216 6,388 -136 -143 3 Steepener -284 -66 4 Flattener 800 1,003 5 Short rate up -1,062 -700 6 Short rate down 1,906 1,994

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9 ENVIRONMENTAL, SOCIAL AND GOVERNANCE RISKS 9.1 Qualitative disclosures The qualitative disclosures with regard to the environmental, social and governance (ESG) risks can be consulted in the December 2024 edition of the EIB GRMDR, available on the EIB website. 9.2 Quantitative disclosures The below set of templates has been prepared pursuant to Article 449a of the CRR and the related European Commission Implementing Regulation. Many of the quantifications provided in this section present uncertainty and high dependence on the assumptions, data source and tools used for deriving the assessment or their proxies. The methodology used to identify – and thus report – climate related data is expected to evolve in the coming years with the availability of additional data and the evolution of assessment methodologies. This evolution is expected to impact disclosure templates and disclosed information. Furthermore, the EIBG acknowledges the ongoing legislative discussion associated with the evolving EU ESG disclosure frameworks, particularly in view of the amendments proposed under the European Commission's Omnibus legislative package on sustainability reporting and related EBA ITS. Once the EU ESG disclosure standards are stabilised, the EIBG will reassess its ESG disclosures in line with its BBP Framework.

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Template EU ESG1— Banking book — Climate change transition risk: Credit quality of exposures by sector, emissions and residual maturity This template presents a breakdown of the EIB Group's non-financial corporation portfolio outstanding at the end of June 2025 disclosing details for sectors that highly contribute to climate change by counterparty NACE Rev. 2 sector. The identification in column b) of exposures towards companies excluded from benchmarks aligned with the Paris Agreement is based on the criteria set out in the applicable regulation 29 and leveraging data available from third party service provider with sectorial information (NACE Rev. 2 classifications). The "Do No Significant Harm" criteria are currently not assessed by the Group for the purpose of this template. 29 Accordingly, all companies shall be excluded based on the criteria specified in sections d) through g) of Article 12.1 or in Article 12.2 of Commission Delegated Regulation (EU) 2020/1818, that is, if • 1% or more of their revenues derive from exploration, mining, extraction, distribution or refining of hard coal and lignite. • 10% or more of their revenues derive from the exploration, extraction, distribution or refining of oil fuels. • 50% or more of their revenues derive from the exploration, extraction, manufacturing or distribution of gaseous fuels. • At least 50% of their revenues derive from electricity generation with a greenhouse gas emission intensity of more than 100g CO2 equivalent/kWh or if their activities are violating the "Do No Significant Harm" principle. Columns i) to k) present the internal assessment of financed GHG emissions. For loans and loan substitutes, this assessment is based on a project-based assessment guided by the Greenhouse Gas Protocol Corporate Value Chain (Scope 3) standard and the Global GHG Accounting and Reporting Standard for the financial industry developed by the Partnership for Carbon Accounting Financials (PCAF). The assessed portfolio covers the majority of EIB financing to non-financial corporations and is either based on direct project carbon footprint assessments (physical activity-based) or via modelled estimations based on the economic activities of projects. The assessment covers a limited share of a project's scope 3 emissions30. For the bonds portfolio, the GHG financed emissions have been derived using counterparty data from a third-party service provider. 30 As further explained in Chapter 7 of the EIB Project Carbon Footprint Methodologies, available on the EIB website. Amounts are in EUR million unless otherwise indicated. The EIBG's largest exposure to high emitting sectors is towards the transport and energy sectors which have traditionally been major recipients of EIBG support. Counterparties active in these sectors remain key recipients of EIBG financing31 In the context of the EIB Group PATH framework, in order to support counterparties in their transition to a lower-carbon and resilient economy, where necessary, this financing aims to support the counterparties' decarbonisation or resilience plans. 31 This financing is to a large extent Climate Action & Environmental Sustainability eligible.

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Sector/subsector a b e f h i j k l m n o p Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions GHG financed emissions (scope 1, scope 2 and scope 3 emissions of the counterparty) (in tons of CO2 equivalent) GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company- specific reporting <= 5 years > 5 years to <= 10 years > 10 years <= 20 years > 20 years Average weighted maturity (years) Of which exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Article 12.2 of Regulation (EU) 2020/1818 Of which non- performing exposures Of which non- performing exposures Of which Scope 3 financed emissions Exposures towards sectors that highly contribute to climate change32 169,543 37,817 2,232 -525 -525 20,079,884 5,002,925 0.00% 30,950 44,199 63,225 31,170 13 A - Agriculture, forestry and fishing 366 - 15 -0 -0 12,466 538 0.00% 94 191 81 - 7 B - Mining and quarrying 1,530 1,473 0 - - 1,928,504 38,184 0.00% 434 550 547 - 8 B.05 - Mining of coal and lignite - - - - - - - - - - - - - B.06 - Extraction of crude petroleum and natural gas 1,018 1,018 - - - 92,841 34,745 0.00% 161 311 547 - 10 B.07 - Mining of metal ores 418 418 0 - - 1,712,440 - - 215 202 - - 6 B.08 - Other mining and quarrying 58 - - - - 96,615 3,439 0.00% 58 - - - 1 B.09 - Mining support service activities 37 37 - - - 26,608 - 0.00% - 37 - - 9 C – Manufacturing 20,788 1,849 923 -192 -192 3,058,705 192,767 0.00% 9,314 8,225 3,107 142 6 C.10 - Manufacture of food products 663 - 103 -0 -0 94,042 4,889 0.00% 401 262 - - 4 32 In accordance with the Commission Delegated Regulation (EU) 2020/1818 supplementing Regulation (EU) 2016/1011 as regards minimum standards for EU Climate Transition Benchmarks and EU Paris-aligned Benchmarks – Climate Benchmark Standards Regulation – Recital 6: Sectors listed in Sections A to H and Section L of Annex I to Regulation (EC) No 1893/2006.

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Sector/subsector a b e f h i j k l m n o p Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions GHG financed emissions (scope 1, scope 2 and scope 3 emissions of the counterparty) (in tons of CO2 equivalent) GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company- specific reporting <= 5 years > 5 years to <= 10 years > 10 years <= 20 years > 20 years Average weighted maturity (years) Of which exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Article 12.2 of Regulation (EU) 2020/1818 Of which non- performing exposures Of which non- performing exposures Of which Scope 3 financed emissions C.11 - Manufacture of beverages 52 8 - - - 6,225 3,816 0.00% 39 13 - - 4 C.12 - Manufacture of tobacco products - - - - - - - - - - - - - C.13 - Manufacture of textiles - - - - - - - - - - - - - C.14 - Manufacture of wearing apparel 179 - - - - 10,492 10,073 0.00% 179 - - - 0 C.15 - Manufacture of leather and related products - - - - - - - - - - - - - C.16 - Manufacture of wood and of products of wood and cork, except furniture; manufacture of articles of straw and plaiting materials 20 - - - - 4,848 - 0.00% - - 20 - 11 C.17 - Manufacture of pulp, paper and paperboard 1,337 8 8 - - 236,244 32,297 0.00% 106 504 726 - 9 C.18 - Printing and service activities related to printing 43 - - - - 9,705 - 0.00% 36 8 - - 3 C.19 - Manufacture of coke oven products 1,826 1,826 - - - 284,314 15,459 0.00% 263 434 1,129 - 11 C.20 - Production of chemicals 3,653 - 189 -117 -117 851,619 10,826 0.00% 2,398 1,255 - - 4

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C.23 - Manufacture of other non-metallic mineral products 400 - 52 -0 -0 136,504 - 0.00% 96 305 - - 5 C.24 - Manufacture of basic metals 744 8 81 -53 -53 440,612 - 0.00% 190 478 76 - 6 C.25 - Manufacture of fabricated metal products, except machinery and equipment 121 - 10 -0 -0 22,500 - 0.00% 10 112 - - 7 C.26 - Manufacture of computer, electronic and optical products 2,192 - 119 -0 -0 111,224 26,680 0.00% 893 1,299 - - 5 C.27 - Manufacture of electrical equipment 1,588 - 218 -1 -1 131,188 231 0.00% 827 518 244 - 6 C.28 - Manufacture of machinery and equipment n.e.c. 2,908 - 0 - - 270,635 7,161 0.00% 1,679 975 253 -0 5 C.29 - Manufacture of motor vehicles, trailers and semi- trailers 991 - 83 -0 -0 95,735 11,637 0.00% 237 754 - - 7 Sector/subsector a b e f h i j k l m n o p Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions GHG financed emissions (scope 1, scope 2 and scope 3 emissions of the counterparty) (in tons of CO2 equivalent) GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company- specific reporting <= 5 years > 5 years to <= 10 years > 10 years <= 20 years > 20 years Average weighted maturity (years) Of which exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Article 12.2 of Regulation (EU) 2020/1818 Of which non- performing exposures Of which non- performing exposures Of which Scope 3 financed emissions C.21 - Manufacture of pharmaceutical preparations 1,283 - 37 -12 -12 108,934 2,195 0.00% 807 476 - - 4 C.22 - Manufacture of rubber products 223 - - - - 70,735 43,614 0.00% 43 180 - - 6

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Sector/subsector a b e f h i j k l m n o p Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions GHG financed emissions (scope 1, scope 2 and scope 3 emissions of the counterparty) (in tons of CO2 equivalent) GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company- specific reporting <= 5 years > 5 years to <= 10 years > 10 years <= 20 years > 20 years Average weighted maturity (years) Of which exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Article 12.2 of Regulation (EU) 2020/1818 Of which non- performing exposures Of which non- performing exposures Of which Scope 3 financed emissions C.30 - Manufacture of other transport equipment 1,403 - 13 -6 -6 111,555 19,457 0.00% 76 605 648 74 12 C.31 - Manufacture of furniture 7 - - - - 2,255 137 0.00% 7 - - - 3 C.32 - Other manufacturing 1,041 - 10 -2 -2 54,998 4,296 0.00% 991 50 - - 1 C.33 - Repair and installation of machinery and equipment 114 - - - - 4,338 - 0.00% 35 - 11 68 18 D - Electricity, gas, steam and air conditioning supply 44,982 30,201 544 -13 -13 5,656,427 233,066 0.00% 8,932 14,030 19,675 2,345 11 D35.1 - Electric power generation, transmission and distribution 39,856 25,285 544 -13 -13 4,871,434 41,180 0.00% 6,432 12,505 18,936 1,983 8 D35.11 - Production of electricity 10,388 7,824 408 -13 -13 1,627,042 3,445 0.00% 1,348 2,262 6,599 179 11 D35.2 - Manufacture of gas; distribution of gaseous fuels through mains 4,702 4,702 - - - 590,351 182,093 0.00% 2,491 1,420 429 362 9 D35.3 - Steam and air conditioning supply 424 215 - - - 194,641 9,793 0.00% 10 105 309 - 13 E - Water supply; sewerage, waste management and remediation activities 16,402 1,535 87 -3 -3 2,265,954 16,271 0.00% 1,271 4,153 6,165 4,812 16

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Sector/subsector a b e f h i j k l m n o p Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions GHG financed emissions (scope 1, scope 2 and scope 3 emissions of the counterparty) (in tons of CO2 equivalent) GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company- specific reporting <= 5 years > 5 years to <= 10 years > 10 years <= 20 years > 20 years Average weighted maturity (years) Of which exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Article 12.2 of Regulation (EU) 2020/1818 Of which non- performing exposures Of which non- performing exposures Of which Scope 3 financed emissions F - Construction 10,576 - 238 -155 -155 1,582,656 1,377,313 0.00% 1,212 870 5,549 2,945 15 F.41 - Construction of buildings 3,332 - 11 -1 -1 167,919 110,043 0.00% 217 156 2,075 884 17 F.42 - Civil engineering 6,850 - 226 -155 -155 1,272,256 1,130,432 0.00% 960 591 3,474 1,825 14 F.43 - Specialised construction activities 393 - - - - 142,481 136,837 0.00% 34 123 - 236 16 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 1,761 - 13 -2 -2 218,107 2,486 0.00% 1,116 522 - 123 6 H - Transportation and storage 63,122 2,759 408 -160 -160 4,903,615 3,121,552 0.00% 7,166 12,130 25,481 18,346 15 H.49 - Land transport and transport via pipelines 19,234 2,542 144 -112 -112 857,324 221,900 0.00% 1,969 3,599 7,008 6,657 16 H.50 - Water transport 469 - 31 - - 169,268 191 0.00% 77 129 149 115 13 H.51 - Air transport 430 - - - - 19,268 5,725 0.00% 80 - 350 - 13 H.52 - Warehousing and support activities for transportation 41,648 217 233 -48 -48 3,798,634 2,883,024 0.00% 4,182 7,918 17,974 11,574 15 H.53 - Postal and courier activities 1,343 - - - - 59,121 10,712 0.00% 859 483 - - 3

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Sector/subsector a b e f h i j k l m n o p Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions GHG financed emissions (scope 1, scope 2 and scope 3 emissions of the counterparty) (in tons of CO2 equivalent) GHG emissions (column i): gross carrying amount percentage of the portfolio derived from company- specific reporting <= 5 years > 5 years to <= 10 years > 10 years <= 20 years > 20 years Average weighted maturity (years) Of which exposures towards companies excluded from EU Paris-aligned Benchmarks in accordance with Article 12(1) points (d) to (g) and Article 12.2 of Regulation (EU) 2020/1818 Of which non- performing exposures Of which non- performing exposures Of which Scope 3 financed emissions I - Accommodation and food service activities 26 - - - - 2,422 560 0.00% 10 8 9 - 7 L - Real estate activities 9,990 - 4 - - 451,027 20,188 0.00% 1,402 3,520 2,611 2,456 13 Exposures towards sectors other than those that highly contribute to climate change 62,012 5,732 1,215 -149 -149 0.00% 18,294 17,531 16,741 9,446 11 K - Financial and insurance activities 23,259 4,861 236 -0 -0 0.00% 6,055 10,316 6,122 766 9 Exposures to other sectors (NACE codes J, M - U) 38,754 871 979 -148 -148 0.00% 12,240 7,215 10,619 8,680 12 TOTAL 231,555 43,550 3,446 -674 -674 20,079,884 5,002,925 0.00% 49,244 61,730 79,965 40,616 12

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Template EU ESG4 — Banking book — Climate change transition risk: Exposures to top 20 carbon-intensive firms This template shows the EIBG's overall exposures – in gross carrying amount – to the top 20 carbon-intensive firms based on the publicly available list established by the Climate Accountability Institute (Top 20 CO2e 2018 Table). The scope covers loans and advances, debt securities and equity instruments to non-financial corporations. To analyse the top 20 carbon-intensive firms, the Group has considered financing granted to any of the companies belonging to a group of connected clients included in the aforementioned list. The figures reported in the template relate to a single Climate Action and Environmental Sustainability operation, which is dedicated to the construction of low-carbon transportation infrastructure and thus contributes to the business transition of the company. a b d e Gross carrying amount (aggregate) in EUR million Gross carrying amount towards the counterparties compared to total gross carrying amount (aggregate)33 Weighted average maturity (years) Number of top 20 polluting firms included 80 0.03% 0.1 1 33 For counterparties among the top 20 carbon emitting companies in the world.

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Template EU ESG 5: Banking book — Indicators of potential climate change physical risk: Exposures subject to physical risk This template requires institutions to provide disclosures of exposures to non-financial corporations in loans and advances, debt securities and equity instruments climate- related hazards, with a breakdown by sector of economic activity (NACE Rev. 2 classification) and by geography of location of the activity of the counterparty for those sectors and geographical areas subject to acute and chronic climate change events. Physical risk exposure is based on the risk country groups of counterparties scored with the Climate Risk Screening Tool (CRST) classification. Compared to December 2024, the template was revised to reflect methodological updates intervening in 2025 and focusing only on operations sensitive to physical risk. Country groups are reported separately in the template when the gross carrying amount of the operations sensitive to physical risk concentrated in a certain country/country group are in excess of EUR 500 million.

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a b c d e f g l m o Total Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing 366 85 40 - - 5 0 - - 2 B - Mining and quarrying 1,530 140 - - - 3 0 - - 3 C - Manufacturing 20,788 2,371 627 76 - 4 189 -117 -117 4 D - Electricity, gas, steam and air conditioning supply 44,982 995 911 2,022 50 10 152 -2 -2 5 E - Water supply; sewerage, waste management and remediation activities 16,402 23 228 403 297 13 - - - 6 F - Construction 10,576 - - - 304 22 - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 1,761 8 - - - 2 3 -1 -1 8 H - Transportation and storage 63,122 972 964 806 175 8 31 -0 -0 9 L - Real estate activities 9,990 14 - - - 4 -0 - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 62,039 1,830 1,083 2,044 35 9 190 -31 -31

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a b c d e f g l m o Spain Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing - - - - - - - - - 2 B - Mining and quarrying 744 - - - - - - - - 3 C - Manufacturing 1,076 13 - - - 5 13 -0 -0 4 D - Electricity, gas, steam and air conditioning supply 3,414 223 - - - 4 41 -0 -0 5 E - Water supply; sewerage, waste management and remediation activities 936 - - - - - - - - 6 F - Construction 929 - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 382 - - - - - - - - 8 H - Transportation and storage 20,157 490 798 373 56 8 - - - 9 L - Real estate activities 498 - - - - - - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 10,670 163 417 1,750 - 14 - -0 -0

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a b c d e f g l m o Germany Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing 226 - - - - - - - - 2 B - Mining and quarrying - - - - - - - - - 3 C - Manufacturing 6,073 1,550 - - - 3 0 - - 4 D - Electricity, gas, steam and air conditioning supply 1,078 68 76 600 - 11 - - - 5 E - Water supply; sewerage, waste management and remediation activities 3,205 - - - - - - - - 6 F - Construction 901 - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 274 - - - - - - - - 8 H - Transportation and storage 4,907 269 39 - - 3 - - - 9 L - Real estate activities 3,801 10 - - - 5 - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 5,418 142 150 - -0 6 23 -3 -3

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a b c d e f g l m o France Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing 40 - 40 - - 7 - - - 2 B - Mining and quarrying 82 82 - - - 4 - - - 3 C - Manufacturing 1,282 41 - - - 3 - - - 4 D - Electricity, gas, steam and air conditioning supply 5,590 - 25 49 - 16 - - - 5 E - Water supply; sewerage, waste management and remediation activities 847 - 14 - 187 20 - - - 6 F - Construction 840 - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 143 - - - - - - - - 8 H - Transportation and storage 3,768 19 - - 5 7 - -0 -0 9 L - Real estate activities 1,709 - - - - - - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 12,743 795 43 15 - 2 60 -13 -13

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a b c d e f g l m o Netherlands Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing - - - - - - - - - 2 B - Mining and quarrying 128 - - - - - - - - 3 C - Manufacturing 616 158 - - - 4 - - - 4 D - Electricity, gas, steam and air conditioning supply 916 251 - - - 5 - - - 5 E - Water supply; sewerage, waste management and remediation activities 909 - - - - - - - - 6 F - Construction 1,210 - - - 304 22 - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles - - - - - - - - - 8 H - Transportation and storage 1,535 - - - - - - - - 9 L - Real estate activities 95 - - - - - - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 7,746 57 93 51 - 6 - -0 -0

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a b c d e f g l m o Italy Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing - - - - - - - - - 2 B - Mining and quarrying - - - - - - - - - 3 C - Manufacturing 2,473 22 - - - 3 - - - 4 D - Electricity, gas, steam and air conditioning supply 11,045 - 128 55 - 11 - - - 5 E - Water supply; sewerage, waste management and remediation activities 2,490 - 42 - - 9 - - - 6 F - Construction 468 - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 125 - - - - - - - - 8 H - Transportation and storage 7,750 - - 168 115 19 - - - 9 L - Real estate activities 167 - - - - 5 - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 4,898 41 - 33 27 8 - - -

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a b c d e f g l m o Sweden Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing - - - - - - - - - 2 B - Mining and quarrying - - - - - - - - - 3 C - Manufacturing 2,743 39 287 76 - 6 - - - 4 D - Electricity, gas, steam and air conditioning supply 326 - - 96 - 13 96 -2 -2 5 E - Water supply; sewerage, waste management and remediation activities - - - - - - - - - 6 F - Construction - - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles - - - - - - - - - 8 H - Transportation and storage 112 - - - - - - - - 9 L - Real estate activities 1,071 - - - - - - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 2,493 48 - - - 3 24 -8 -8

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a b c d e f g l m o Other EU Member States Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing 6 - - - - - - - - 2 B - Mining and quarrying 519 - - - - - - - - 3 C - Manufacturing 5,807 393 339 - - 4 135 -108 -108 4 D - Electricity, gas, steam and air conditioning supply 15,296 249 431 962 - 11 - - - 5 E - Water supply; sewerage, waste management and remediation activities 4,879 - - - - - - - - 6 F - Construction 4,878 - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 810 3 - - - 5 3 -1 -1 8 H - Transportation and storage 17,903 60 127 99 - 9 - - - 9 L - Real estate activities 1,622 4 - - - - - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 11,684 487 6 47 8 4 82 -6 -6

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a b c d e f g l m o Morocco Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing - - - - - - - - - 2 B - Mining and quarrying 58 58 - - - 1 - - - 3 C - Manufacturing 28 - - - - - - - - 4 D - Electricity, gas, steam and air conditioning supply - - - - - - - - - 5 E - Water supply; sewerage, waste management and remediation activities 671 23 124 403 111 12 - - - 6 F - Construction - - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles - - - - - - - - - 8 H - Transportation and storage 891 91 - - - 5 - - - 9 L - Real estate activities - - - - - - - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 228 - 12 147 - 14 - - -

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a b c d e f g l m o Other countries Gross carrying amount (Mln EUR) of which exposures sensitive to impact from climate change physical events Breakdown by maturity bucket Of which non- performing exposures Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions <= 5 years > 5 year <= 10 years > 10 year <= 20 years > 20 years Average weighted maturity Of which non- performing exposures 1 A - Agriculture, forestry and fishing 94 85 - - - 5 0 - - 2 B - Mining and quarrying 0 0 - - - 0 0 - - 3 C - Manufacturing 690 154 - - - 1 41 -9 -9 4 D - Electricity, gas, steam and air conditioning supply 7,318 204 251 260 50 10 14 -1 -1 5 E - Water supply; sewerage, waste management and remediation activities 2,465 - 48 - - 5 - - - 6 F - Construction 1,349 - - - - - - - - 7 G - Wholesale and retail trade; repair of motor vehicles and motorcycles 26 5 - - - - - - - 8 H - Transportation and storage 6,098 42 - 166 - 9 31 - - 9 L - Real estate activities 1,027 - - - - - - - - 10 Loans collateralised by residential immovable property - - - - - - - - - 11 Loans collateralised by commercial immovable property - - - - - - - - - 12 Repossessed collaterals - - - - - - - - - 13 Other relevant sectors (breakdown below where relevant) 6,158 97 361 - 0 0 - - -

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Template EU ESG10 — Other climate change mitigating actions that are not covered in the EU Taxonomy The purpose of this template is to disclose the stock of on-balance exposures as of end June 2025 that are not yet assessed as EU Taxonomy-aligned but still contribute to the climate change mitigation and adaptation objectives of the EU Taxonomy following other standards. Different frameworks can be used to classify loan substitutes at the EIB under this template and therefore the template below presents bond categories under this dual view (first presenting debt securities according to the Green Bond Principles Sustainability Bond Guidelines and Sustainability-Linked Bond Principles issued by the International Capital Market Association, ICMA) and subsequently – for loan substitutes only – under the internal CA&ES framework classification. For loans, the figures are reported according to the CA&ES classification. For further details on this system please refer to the "Climate Bank Roadmap" and the "EIB Climate Action eligible sectors and eligible criteria" available on the EIB website. For bonds issued under the Green Bond Principles, Sustainability Bond Guidelines or Sustainability-Linked Bond Principles of ICMA, the classification per type of risk mitigated is based on whether the eligible use of proceeds addresses either climate change mitigation and/or climate change adaptation. a b c d e f Type of financial instrument Type of counterparty Gross carrying amount (million EUR) Type of risk mitigated (Climate change transition risk) Type of risk mitigated (Climate change physical risk) Qualitative information on the nature of the mitigating actions Bonds (e.g. green, sustainable, sustainability- linked under standards other than the EU standards) Financial corporations 1,224 Yes Yes Bonds issued under the Green Bond Principles, Sustainability Bond Guidelines or Sustainability-Linked Bond Principles of ICMA (eligible use of the proceeds include renewable energy, green building, energy efficiency and climate change adaptation). Non-financial corporations 2,077 Yes Yes Households - No No Other counterparties 267 Yes Yes Financial corporations 2,826 Yes Yes Loan substitutes assessed as financing Climate Action & Environmental Sustainability following the Group's internal tracking methodology in place at the time of signature34 Non-financial corporations 3,238 Yes Yes Households - No No Other counterparties - No No Loans (e.g. green, sustainable, sustainability- linked under standards other than the EU standards) Financial corporations 20,656 Yes Yes Loans assessed as financing Climate Action & Environmental Sustainability following the Group's internal tracking methodology in place at the time of signature34 Non-financial corporations 100,777 Yes Yes Of which Loans collateralised by commercial immovable property - No No Households - No No 34 For operations signed until 2020, the Group was only tracking climate action (climate change mitigation and climate adaptation). Since 2021, the EIB Group has extended the tracking of its financing to include the four remaining environmental objectives of the EU Taxonomy.

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Of which Loans collateralised by residential immovable property - No No Of which building renovation loans - No No Other counterparties 34,952 Yes Yes

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10 APPENDIX 10.1 Appendix I — Extent and frequency of disclosures The content of the disclosures in this report follows that specified in Article 433a of the CRR, applicable as BBP to the EIB, for semi-annual disclosures. As an adaptation in line with its BBP Guiding Principles available on the EIB's official website, the EIB Group discloses information on a semi-annual basis compared to the quarterly frequency provided for by the CRR, as amended. The current implementation of the semi-annual disclosures reflects the lack of relevance, non-applicability or non-production of certain templates, as follows: • Non-relevance of certain templates due to the Group's business model, activities or the scope criteria of the template itself: Template Justification Regulatory capital EU CCR6 – Credit derivatives exposures The EIB Group does not make use of credit derivatives. EU CCR7 – RWEA flow statements of CCR exposures under the IMM The EIB Group does not use the Internal Model Method (IMM) for calculating counterparty credit risk (CCR) capital charge. EU-SEC2 – Securitisation exposures in the trading book The EIB Group does not have a trading book. EU MR2 – Market Risk under the alternative internal model approach (A-IMA) The EIB Group does not apply the alternative internal model approach (A-IMA) for calculating market risk capital charge. EU MR3 – Market Risk under the simplified standardised approach (S-SA) The EIB Group does not apply the simplified standardised approach (S-SA) for calculating market risk capital charge. EU CVA4 – RWEA flow statements of credit valuation adjustment risk under the standardised approach The EIB Group does not apply the standardised approach for calculating the credit valuation adjustment risk. EU CR10 – Specialised lending and equity exposures under the simple risk weighted approach The EIB Group does not apply the slotting approach for specialised lending nor the simple risk weighted approach for equity exposures. EU CQ7 – Collateral obtained by taking possession and execution processes The template is not relevant to the Group as there has been no repossession of collateral in the recent past. ESG EU ESG 2 – Banking book – Indicators of potential climate change transition risk: Loans collateralised by immovable property – Energy efficiency of the collateral Immovable property collateral held by the EIBG is immaterial. • Partial non-applicability of templates framed by the EIB's BBP Guiding Principles – certain templates were adapted by omitting/changing certain lines/columns to take into account the EIB's nature, policy mission, specific tasks, governance structure and business model35. Details on the various adaptations are provided in footnotes below the respective templates. Where applicable, certain data in the templates may also be omitted in cases of data unavailability/ongoing implementations. 35 For instance, the data used to populate the disclosure templates are based on the statutory or consolidated accounts which are produced under EU-AD accounting standards. Consequently, certain parts of the templates designed to capture IFRS specific accounting elements/concepts are not applicable.

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• Non-production of templates due to ongoing data enhancement, implementation efforts and/or ongoing assessment of BBP applicability in line with BBP Guiding Principles: EU LR1 – LRSum: Summary reconciliation of accounting assets and leverage ratio exposures EU CCR5 – Composition of collateral for CCR exposures EU CR3 – CRM techniques overview: Disclosure of the use of credit risk mitigation techniques EU CR8 – RWEA flow statements of credit risk exposures under the IRB approach EU ESG 3 – Banking book — Indicators of potential climate change transition risk: Alignment metrics EU ESG 6 – Summary of key performance indicators (KPIs) on the Taxonomy-aligned exposures EU ESG 7 – Mitigating actions: Assets for the calculation of GAR EU ESG 8 – GAR (%)

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10.2 Appendix II — Abbreviations ACTP Alternative correlation trading portfolio ADC Land acquisition, development and construction (ADC) exposures mean exposures to corporates or special purpose entities financing any land acquisition for development and construction purposes or financing the development and construction of any residential property or commercial immovable property as per Article 4(1)(78a). ADC exposures are one of the regulatory exposure classes foreseen under the standardised approach. A-SA The alternative standardised approach (A-SA) is one of the regulatory approaches available to banks to quantify the required capital for market risk. This approach aims to be more risk-sensitive than the previous regulatory standardised approach for market risk by incorporating sensitivities and stress scenarios but also incorporates additional qualitative requirements, reflecting a more complex risk assessment framework. ASF Available stable funding (ASF): amount of liabilities and own funds calculated as per Article 428i et seq. of the Capital Requirements Regulation. AT1 Additional Tier 1 (Capital): one of the three elements composing regulatory own funds (together with the CET1 and T2). AT1 is composed of Additional Tier 1 items calculated as per Article 61 of the Capital Requirements Regulation. BBP Best Banking Practice CA&ES Climate Action & Environmental Sustainability, as per the EIBG's internal terminology CCF Credit conversion factor: ratio of the currently undrawn amount of a commitment that could be drawn as per Article 4(1)(56) of the CRR, and which is used to convert part of the unused part of credit facilities and other off-balance sheet items into exposure at default amount. (Q)CCP (Qualifying) central counterparties (CCP) are financial institutions that facilitate trading of derivatives and equity products between counterparties, by becoming the buyer to every seller and the seller to every buyer, in order to reduce the risk in the contracts traded. A qualifying CCP is a CCP as defined by Article 4(1)(88) of the CRR and by Article 2(1) of Regulation (EU) 648/2012. CCR Counterparty credit risk (CCR) is the risk that the counterparty (usually of an over-the-counter derivatives transaction or securities financing transaction) defaults before the final settlement of the transaction's cash flows, creating an economic loss for the institution. CET1 Common Equity Tier 1 (CET1) capital is one of the three elements composing regulatory own funds (together with AT1 and T2). CET1 is composed of the CET1 items representing the highest quality of regulatory capital, absorbing losses immediately when they occur and calculated as per Article 50 of the Capital Requirements Regulation. CIUs Collective investment undertakings, as defined in Article 4(1)(7) of the Capital Requirements Regulation. COM Commodity Risk CP Consultation Paper CRD Capital Requirements Directive or Directive 2013/36/EU of the European Parliament and of the Council, as amended from time to time. CRM Credit risk mitigation (CRM) means a technique used by banks to mitigate credit risk, as defined in Article 4(1)(57) of the CRR. CRR Capital Requirements Regulation or Regulation (EU) No 575/2013 of the European Parliament and of the Council, as amended from time to time. CRST Climate Risk Screening Tool CSD Central securities depositories (CSD) are entities operating a securities settlement system and are responsible for the registration and safekeeping of securities as defined in Article 2(1)(1) of Regulation (EU) No 909/2014 of the European Parliament and of the Council of 23 July 2014, as amended from time to time. CSR Credit spread risk CVA Credit valuation adjustment (CVA) reflects an adjustment made to the mid-market valuation to reflect the current market value of the credit risk of the counterparty to the institution as provided for under Article 381 of the CRR. CVA-SA The CVA standardised approach (CVA-SA) is one of the regulatory approaches available to banks to quantify the required capital for CVA risk. Subject to supervisory approval, this approach aims to be more risk-sensitive but is also methodologically and technically more complex to implement.

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CVA- BA (F- BA and R- BA) The CVA basic approach (BA) is one of the regulatory approaches available to banks to quantify the required capital for CVA risk. The BA is closely related to the former standardised method for CVA risk. The difference between the full basic approach and the reduced basic approach (F-BA and R-BA) lies in the inclusion of eligible hedging strategies in the computation in the F-BA. EBA European Banking Authority EEPE Under the internal model method, institutions shall calculate their exposure value to counterparty credit risk taking into consideration their Effective Expected Positive Exposure (EEPE) — a measure of the expected increase in the exposure value of the contract over a horizon of maximum one year. EIB European Investment Bank EIBG European Investment Bank Group EIF European Investment Fund EQU Equity risk ESG Environmental, social, governance EU European Union EU-AD EU accounting directives: Directive 2013/34/EU of the European Parliament and of the Council of 26 June 2013 on the annual financial statements, consolidated financial statements and related reports of certain types of undertakings, amending Directive 2006/43/EC of the European Parliament and of the Council and repealing Council Directives 78/660/EEC and 83/349/EEC Text with European Economic Area (EEA) relevance, as amended from time to time. GAR Green Asset Ratio GHG Greenhouse gas GIRR General interest rate risk GRMDR Group Risk Management Disclosure Report HQLA High-quality liquid assets (HQLA) are assets of high liquidity and credit quality that can be easily and immediately converted into cash without significant loss of value, and which are part of the liquidity buffer as per Article 6 of Regulation (EU) No 2015/61 of 10 October 2014, as amended from time to time. ICMA International Capital Market Association IFRS International Financial Reporting Standards A-IMA The alternative internal model approach (IMA) is one of the regulatory approaches available to banks to quantify the required capital for market risk. This approach enables banks to use their own risk parameters to calculate an expected shortfall. IMM The internal model method (IMM) is one of the regulatory approaches available to banks to quantify required capital for counterparty credit risk. This approach enables banks to use their own risk parameters to quantify the required amount of capital for counterparty credit risk, subject to the explicit approval of their respective supervisors. IPRE Income producing real estate exposures (IPRE) mean exposures secured by one or more residential properties or commercial immovable properties where the fulfilment of the credit obligations related to the exposure materially depends on the cash flows generated by those immovable properties securing that exposure, rather than on the capacity of the obligor to fulfil the credit obligations from other sources; the primary source of such cash flows being lease or rental payments, or proceeds from the sale of the residential property or commercial immovable property as per Article 4(1)(75b) of the CRR. IRB (A-IRB and F-IRB) The Internal Ratings Based (IRB) approach is one of the regulatory approaches available to banks to quantify the required capital for credit risk. This approach enables banks to use their own risk parameters to quantify the required amount of capital for credit risk, subject to the explicit approval of their respective supervisors. The difference between the Advanced and Foundation IRB (A-IRB and F-IRB) lies in the type of parameters modelled by banks; notably under the F-IRB, LGDs are not modelled. ITS Implementing Technical Standards LCR The Liquidity Coverage Ratio (LCR) is a regulatory liquidity metric that aims to ensure that institutions maintain levels of liquidity buffers which are adequate to face any possible imbalance between liquidity inflows and outflows under severely stressed conditions over a period of 30 days, as provided for under Article 412(1) of the CRR. LGD Loss Given Default (LGD) is the ratio of the loss on an exposure to the amount outstanding at default of a counterparty, for a single facility, as defined in Article 4(1)(55) of the CRR. MDB Multilateral development bank NACE Statistical classification of economic activities in the European Community NPE Non-performing exposures (NPE) are exposures considered to be non-performing as per Article 47a of the CRR.

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NPL Non-performing loans are loans that qualify as non-performing exposures ('NPE'). NSFR The Net Stable Funding Ratio (NSFR) is a regulatory liquidity metric that aims to limit overreliance on short-term wholesale funding and encourages better assessment of funding risk across all on- and off-balance sheet items, promoting funding stability. The NSFR is calculated as per Article 428b et. seq. of the CRR. OFR Own funds requirements OTC Over-the-counter (OTC) contracts are derivatives contracts traded and negotiated directly between two parties (without going through an exchange). OTC derivatives also include transactions with central counterparties where contracts are based on novation. PCAF Partnership for Carbon Accounting Financials PD Probability of default (PD) of a counterparty over a one-year period, as defined in Article 4(1)(54) of the CRR. PSE Public Sector Entity QRRE Qualifying Revolving Retail Exposures RGLA Regional governments and local authorities RSF The required amount of stable funding (RSF) is calculated in accordance with Articles 428p et seq. of the CRR. RWEA or RWA or TREA Risk-weighted exposure amounts (RWEA) or Risk-weighted amounts (RWA) or Total risk exposure amounts (TREA) represent risk adjusted exposure amounts, measuring the risks that a bank is exposed to through its assets and off-balance sheet items. RW Risk weight SA-CCR The Standardised Approach for Counterparty Credit Risk (SA-CCR) is one of the regulatory approaches available to banks to calculate their Exposure at Default (EAD) for derivatives and long-settlement transaction exposure to counterparty credit risk based on the replacement cost and potential future exposure of the transactions. SEC-ERBA The Securitisation External Ratings Based Approach (SEC-ERBA) is one of the regulatory approaches available to banks to quantify required regulatory capital for securitisation exposures. This approach relies on a formula using as an input the external credit rating of a securitisation exposure. SEC-IAA The Securitisation Internal Assessment Approach (SEC-IAA) is a regulatory approach available to banks to quantify required capital for certain asset-backed commercial paper transactions. This approach relies on the institutions' internal assessments of the credit quality of the transaction. SEC-IRBA The Securitisation IRB Approach (SEC-IRBA) is one of the regulatory approaches available to banks to quantify required capital for securitisation exposures. This approach relies on a formula using as an input own risk parameters calculated at the level of the underlying portfolio. SEC-SA The Securitisation Standardised Approach (SEC-SA) is one of the regulatory approaches available to banks to quantify required capital for securitisation exposures. This approach relies on a formula using as an input the exposure's underlying portfolio delinquency rate and standardised RWs for the respective asset classes. SFTs Securities financing transactions (SFTs) are the financial operations listed in Article 4(1)(139) of the CRR, such as repurchase transaction (repo), buy-sell back/sell-buy back transaction or margin lending. SMEs Small and medium-sized enterprises, as defined by Article 5(9) of the CRR. SREP The Bank is not subject to the Supervisory Review and Evaluation Process (SREP) but has put in place a similar internal process - the Review and Evaluation Process (REP) - to support the Audit Committee to verify EIB's adherence to BBP. SRT Securitisations that meet the conditions for Significant Risk Transfer (SRT) as per Title 2, Chapter 5, Section 2 of the CRR. S-SA The simplified standardised approach (S-SA) is one of the regulatory approaches available to banks to quantify the required capital for market risk. This approach offers a streamlined method for calculating market risk capital requirements applying predefined risk weights to standard market risk categories. STS Simple, transparent and standardised: technical characteristics applicable to securitisation instruments, which are allowed to use that designation as per Article 18 of Regulation (EU) 2017/2402 of the European Parliament and of the Council of 12 December 2017, as amended from time to time.

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JUNE 2025 EUROPEAN INVESTMENT BANK GROUP RISK MANAGEMENT DISCLOSURE REPORT <sup>©</sup> European Investment Bank, 10/2025 EN pdf: ISBN 978-92-861-6024-0 2025-0163

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