ANNEX I

SREP REPORT TEMPLATE

The SREP report is supplemented with summaries of scores (Table 1) and the capital adequacy assessment (Table 2).

Institution: Category of the institution: [based on national classification until common categorisation approach is in place as per EBA Guidelines for common SREP methodologies and procedures; the category to which the institution is assigned shall reflect also its systemic importance] Reference date: Total assets (million EUR) at reference date: Competent authority: Overall SREP assessment Overall SREP score (following the capital and liquidity adequacy assessment): This section should contain a summary of the assessments made in the sections below. Capital adequacy assessment Within this section please provide: (1) a summary of the assessment of the capital adequacy; (2) the preliminary proposal for the joint decision, including a statement on the adequacy of own funds at the respective entity level and any required level of own funds in excess of the requirements set out in Chapter Four of Title VII of Directive 2013/36/EU (CRD) and in Regulation (EU) No 575/2013 (CRR); (3) the outlook for next assessment period; and, (4) a description of any other capital-related supervisory measures (1). Within this section please also describe how SREP capital estimates have been derived and how ICAAP capital estimates have been taken into account, if assessed as reliable. Liquidity Adequacy Assessment Within this section please provide: (1) a summary of the assessment of the liquidity adequacy; (2) the proposal for the joint decision, including a statement on the adequacy of liquidity at the respective entity level and any required supervisory measures, where applicable; (3) the outlook for the next assessment period; and, (4) a description of any other supervisory measures to address the deficiencies identified, where applicable. Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the Liquidity SREP report (see template in Annex 5), or provide an updated assessment. (1) E.g. dividend restrictions.

A. Business model analysis (viability and sustainability) Score: Within this section please provide: (1) a description of the evolution of the business model, strategy and financial position within the observed period; (2) the supervisory assessment of the viability of the current business model and sustainability of the strategy; and, (3) any relevant supervisory measures, including capital and non-capital supervisory measures. B. Internal governance arrangements Score: Within this section please provide: (1) a description of the evolution of the internal governance framework within the observed period; (2) deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to internal governance requirements; (4) the outlook for the next assessment period; (5) actions to be taken by the institution, and, (6) any relevant supervisory measures, including capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. C. Risks to solvency C.1 Credit and counterparty risk Score: Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. C.2 Settlement/delivery risk Score: Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. C.3 Inter-concentration risk Score: Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

C.4 Market risk Score: Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. C.5 IRRBB Score: Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. C.6 Operational risk Score: Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. C.7 Risk of excessive leverage Score: Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. C.8 Other risks material to the institution, as applicable (please specify) Score: Within this section please provide: (1) a description of the evolution of other identified risks to solvency in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues.

D. Risks to liquidity Overall liquidity risk score: Within this section please provide: (1) a description of the evolution of liquidity and funding risks in the observed period; (2) control deficiencies identified; (3) issues of non-compliance with the CRR and the CRD in relation to risk; (4) the outlook for the next assessment period; (5) risk mitigating actions to be taken by the institution; and, (6) any relevant supervisory measures including, capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. Depending on the timing of the joint decision on liquidity, this assessment should either mirror the findings summarised in the Liquidity SREP report (see template in Annex 5), or provide an updated assessment. Should the assessment of liquidity and funding risks highlight significant issues in relation to funding risk requiring the allocation of capital to mitigate impacts from an increased cost of funding, please describe how it is reflected in the additional own funds requirements, if relevant. E. Systemic risk Within this section please provide: (1) a description of the evolution of the risk in the observed period; (2) the outlook for the next assessment period; and, (3) any supervisory measures, including capital and non-capital supervisory measures. F. ICAAP review Within this section please provide: (1) a summary of the findings of the assessment of the reliability of the ICAAP framework and institution’s own quantification of risks and the consequent allocation of appropriate internal capital; (2) a description of the evolution of ICAAP framework in the observed period; (3) deficiencies identified; (4) issues of non-compliance with the CRR and the CRD in relation to the ICAAP; (5) mitigating actions to be taken by the institution; and (6) any relevant supervisory measures, including capital and non-capital supervisory measures to address the deficiencies and non-compliance issues. The section should also have a statement on whether ICAAP estimates are considered reliable and could serve as an input into the assessment of capital adequacy. G. Inter-risk diversification effects Taking into account the outcome of the ICAAP assessments and internal capital estimates, and only in case diversification effects are recognised, please provide within this section a description of the impact of diversification effects and define the extent to which benefits from the diversification effects can be taken into account in the determination of capital adequacy.