PT055
Period
1. CAPITAL
OK
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
31-12-2012
Capital position CRD3 rules
Million EUR
A) Common equity before deductions (Original own funds without hybrid instruments and government
support measures other than ordinary shares) (+)
Of which: adjustment to valuation differences in other AFS assets
(1)
(-/+)
B) Deductions from common equity (Elements deducted from original own funds) (-)
Of which: IRB provision shortfall and IRB equity expected loss amounts (before tax) (-)
C) Common equity (A+B)
30-06-2013
% RWA
Million EUR
References to COREP reporting
% RWA
6.584
6.490
COREP CA 1.1 without Hybrid instruments and government support measures other
than ordinary shares
-52
-114
Prudential filters for regulatory capital (COREP line 1.1.2.6.06)
-276
-402
COREP CA 1.3.T1* (negative amount)
-22
As defined by Article 57 (q) of Directive 2006/48/EC (COREP line 1.3.8 included in
1.3.T1*)
-45
6.308
9,7%
6.089
9,5%
Of which: ordinary shares subscribed by government
0
0
Paid up ordinary shares subscribed by government
D) CoCos issued before 30 June 2012 according to EBA Common Term Sheet (+)
0
0
EBA/REC/2011/1
E) Other Existing government support measures (+)
0
0
F) Core Tier 1 including other intruments eligible and existing government support measures (C+D+E)
G) Hybrid instruments not subscribed by government
6.308
9,7%
282
H) Tier 1 Capital (F+G)
6.590
I) RWA
65.082
6.089
9,5%
257
10,1%
6.345
10,0%
Net amount included in T1 own funds (COREP line 1.1.4.1a + COREP lines from
1.1.2.2***01 to 1.1.2.2***05 + COREP line 1.1.5.2a (negative amount)) not subscribed
by government
COREP CA 1.4 = COREP CA 1.1 + COREP CA 1.3.T1* (negative amount)
63.770
CRR / CRDIV memo items
0
0
1.288
1.059
DTAs that rely on future profitability (net of associated DTL)
744
965
Holdings of CET1 capital instruments of financial sector entities: reciprocal cross holdings, non significant
and significant investments
481
777
Articles 36(1) point (g), (h) and (i), 43, 44 and 45 of CRR
RWA for Credit Value Adjustment Risk (CVA)
856
803
Articles 381 to 386 of CRR
Common Equity instruments under A) not eligible as CET1 (under CRR)
Adjustments to Minority Interests
Articles 26(1) point (c) and 26(2) of CRR
Article 84 of CRR
Articles 36(1) point (c) and 38 of CRR [new COREP CA4 lines {1.2 + 1.3 - 2.2.1 2.2.2}]
Notes and definitions
(1) The amount is already included in the computation of the eligible capital and reserves and it is provided separately for information purposes.
Explanatory footnotes
Once the CRD IV is transposed into national law, ESFG will request the waiver provided in Article 84 (5) of CRR. Considering the application of this waiver, the “Adjustments to Minority Interests” are 353 Million EUR in 30-06-2013 and 346 Million EUR in 31-12-2012.
“DTAs that rely on future profitability (net of associated DTL)” and “RWA for Credit Value Adjustment Risk (CVA)” are based on the Group’s estimate according to the present legal framework.
2013 EBA transparency exercise
2. CREDIT RISK
PT055
Dez-12
as of 31 December 2012
Item
Country
0
0
401000
0
0
0
Status
Exposure
400000
3
1
Portfolio
0
400000
3
2
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
400000
4
1
400000
4
2
400000
1
1
400000
1
2
400300
400300
400300
400300
400300
400300
401100
401100
401100
401100
401100
401100
3
1
3
2
4
1
4
2
1
1
1
2
3
1
3
2
4
1
4
2
1
1
1
2
Exposure values (as of 31/12/2012) **
LTV % ** (as of
31/12/2012)
All couterparty countries
RWA (as of 31/12/2012) **
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
-
-
-
-
8.532
Institutions
4.236
9
-
-
2.315
Corporates
21.940
2.822
-
-
24.209
5.181
5.840
1.152
1.212
-
Central banks and central governments
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
ESPÍRITO SANTO FINANCIAL GROUP
SA (ESFG)
F-IRB
F-IRB
Defaulted
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
Defaulted
Non-defaulted
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
-
-
-
-
-
942
-
-
-
Defaulted
-
1.040
-
-
-
727
-
3
-
0
1.004
21.841
-
-
-
23.126
1.024
1.066
-
490
-
2.007
9.046
282
475
5.939
6.033
-
-
-
1.768
8.040
274
520
304
544
-
77
118
-
-
10.907
1.086
2.527
152
-
-
2.620
-
1.675
159
-
354
52
-
Retail - Secured on real estate property
71,4%
-
-
9.488
689
1.010
85
-
-
2.067
-
444
83
-
117
12
Retail - Secured on real estate property - Of Which: SME
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
64,5%
71,6%
-
-
254
9.235
1.419
554
866
26
663
397
205
192
295
716
105
1.412
392
1.020
41
44
1
66
41
26
-
-
40
2.028
552
307
245
-
162
282
180
1.051
236
815
41
42
1
75
49
26
-
5
112
237
116
121
5
7
1
39
20
18
Equity
Securitisation
Other non-credit obligation assets
TOTAL
816
-
-
-
389
-
1.396
-
-
-
389
-
-
-
-
1.320
-
-
-
-
-
497
-
-
-
-
-
-
-
-
-
-
-
-
5.403
-
-
-
-
-
4.177
-
-
-
28.312
Securitisation and re-securitisations positions deducted from capital *
28
2.830
-
10.907
-
1.086
-
43.375
1.156
24.775
-
-
-
0
2.620
-
0
-
-
31.037
1.183
-
-
419
1.069
60
-
354
939
542
-
-
Notes and definitions
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
1
24
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
STA
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
5.906
-
-
-
-
-
120
-
-
-
Institutions
782
2
-
-
1.201
-
449
-
-
-
277
-
3
-
-
Corporates
19.756
2.597
-
-
8.892
558
19.308
-
-
-
8.034
567
982
-
293
4.560
5.379
1.087
1.057
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
980
3.564
141
246
5.186
5.349
-
-
-
827
3.038
145
263
295
476
-
41
62
-
-
10.220
988
1.250
74
-
-
2.451
-
945
75
-
348
35
-
-
9.010
253
8.758
657
26
631
477
184
293
44
30
14
-
-
1.977
40
1.938
-
233
114
119
46
32
14
-
112
5
107
6
4
2
Retail - Qualifying Revolving
-
-
-
-
100
1
-
-
-
-
153
1
-
-
1
Retail - Other Retail
-
-
1.210
331
674
29
-
-
473
-
559
29
-
236
28
Retail - Secured on real estate property
Retail - Secured on real estate property - Of Which: SME
Retail - Secured on real estate property - Of Which: non-SME
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
71,4%
64,5%
71,7%
-
Non-defaulted
A-IRB
Defaulted
Retail
2013 EBA Transparency Exercise
RWA (as of 31/12/2012) **
STA
A-IRB
Non-defaulted
Central banks and central governments
Portugal
F-IRB
-
-
473
737
179
152
148
525
12
17
-
-
253
220
-
103
456
12
17
-
116
120
12
16
532
-
-
-
368
-
845
-
-
-
368
-
-
-
-
1.214
-
-
-
-
-
377
-
-
-
-
-
-
-
-
-
-
-
-
4.745
-
-
-
-
-
3.537
-
-
-
22.361
632
20.978
13.280
643
-
-
-
-
-
22.284
2
2.600
-
10.220
-
988
-
0
2.451
-
-
0
-
336
985
-
51
348
-
165
328
-
2. CREDIT RISK
PT055
Dez-12
as of 31 December 2012
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
2
28
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
584
-
-
-
-
-
8
-
-
-
Institutions
215
-
-
-
62
-
72
-
-
-
62
-
-
-
0
Corporates
692
189
-
-
3.193
380
1.062
-
-
-
2.695
365
71
-
118
326
175
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Non-defaulted
A-IRB
Non-defaulted
Central banks and central governments
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
58
130
-
-
507
1.171
141
164
471
322
-
-
-
425
878
129
167
8
63
-
36
56
-
-
22
2
672
52
-
-
6
-
335
50
-
0
15
0,0%
-
-
20
2
459
34
-
-
5
-
180
30
-
0
5
Retail - Secured on real estate property - Of Which: SME
80,5%
-
-
0
-
104
10
-
-
0
-
45
9
-
-
2
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
75,8%
-
-
20
-
2
-
355
3
23
0
-
-
5
-
-
135
3
21
0
-
0
-
4
-
-
-
1
0
209
18
-
-
1
-
153
20
-
0
10
-
-
1
1
0
83
127
13
5
-
-
1
0
-
56
96
15
5
-
0
8
2
126
-
-
-
13
-
258
-
-
-
13
-
-
-
-
19
-
-
-
-
-
9
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
189
22
2
4.524
431
1.402
3.113
415
-
-
-
-
-
-
-
-
Retail
Retail - Secured on real estate property
Spain
RWA (as of 31/12/2012) **
STA
A-IRB
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
1.052
Securitisation and re-securitisations positions deducted from capital *
4
0
6
-
0
-
-
42
71
0
0
-
105
134
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
55
3
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
STA
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
1.319
-
-
-
-
-
737
-
-
-
Institutions
-
-
-
-
9
-
-
-
-
-
9
-
-
-
-
Corporates
-
-
-
-
5.816
-
-
-
-
-
5.330
-
-
-
76
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
213
-
-
-
-
-
160
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
213
-
-
-
-
-
160
-
-
-
-
-
-
-
-
213
-
-
-
-
-
160
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
584
-
-
-
-
-
566
-
-
-
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
0
0
-
0
-
0
-
7.941
-
-
0
0
-
0
-
0
-
0
-
6.802
-
-
0
Non-defaulted
A-IRB
Defaulted
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
2013 EBA Transparency Exercise
F-IRB
Non-defaulted
Retail
Angola
RWA (as of 31/12/2012) **
STA
A-IRB
-
Defaulted
0
Non-defaulted
-
Defaulted
0
Non-defaulted
-
11
-
Defaulted
76
-
2. CREDIT RISK
PT055
Dez-12
as of 31 December 2012
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
4
31
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
RWA (as of 31/12/2012) **
STA
A-IRB
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
107
-
-
-
-
-
-
-
-
-
-
Institutions
796
-
-
-
33
-
103
-
-
-
19
-
-
-
-
Corporates
538
4
-
-
492
-
499
-
-
-
477
-
2
-
-
98
21
4
-
-
18
248
-
86
41
-
-
-
18
242
-
2
-
-
-
-
3
0
7
1
-
-
0
-
5
1
-
0
0
65,5%
-
-
3
0
2
0
-
-
0
-
1
0
-
0
0
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
65,5%
-
-
3
-
0
-
2
1
0
-
-
-
0
-
-
1
0
0
-
-
0
-
0
-
-
-
1
0
5
1
-
-
0
-
4
1
-
0
0
-
-
0
1
0
0
5
1
-
-
0
0
-
0
4
1
-
0
0
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Non-defaulted
A-IRB
Non-defaulted
Central banks and central governments
Brazil
F-IRB
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
42
-
-
-
-
-
80
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
1.376
4
3
0
639
1
682
501
1
-
-
-
-
-
-
-
-
-
Equity
TOTAL
Securitisation and re-securitisations positions deducted from capital *
0
0
-
0
-
-
16
2
-
-
-
0
2
0
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
30
5
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
Non-defaulted
STA
A-IRB
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
1.467
-
-
-
15
-
116
-
-
-
3
-
-
-
-
Corporates
438
0
-
-
352
-
384
-
-
-
346
-
0
-
-
169
103
0
-
-
1
320
-
162
112
-
-
-
1
317
-
0
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
169
15
19
2
-
-
28
-
13
2
-
2
0
69,3%
-
-
165
14
6
1
-
-
27
-
2
2
-
2
0
Retail - Secured on real estate property - Of Which: SME
78,8%
-
-
0
-
1
1
-
-
0
-
1
1
-
-
0
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
69,3%
-
-
165
-
14
-
4
1
1
-
-
-
27
-
-
2
0
1
-
-
2
-
0
-
-
-
3
2
13
0
-
-
1
-
10
0
-
0
0
-
-
0
3
0
2
3
10
0
-
-
1
-
2
8
0
-
0
0
0
Equity
1
-
-
-
1
-
2
-
-
-
1
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
1.906
0
169
15
387
2
502
363
2
8
-
-
-
-
-
-
-
-
Retail
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
2013 EBA Transparency Exercise
RWA (as of 31/12/2012) **
STA
A-IRB
Non-defaulted
Central banks and central governments
United Kingdom
F-IRB
0
28
-
-
0
-
7
0
-
0
2
-
13
0
-
2. CREDIT RISK
PT055
Dez-12
as of 31 December 2012
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
6
9
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
5
-
-
-
-
-
-
-
-
-
-
Institutions
221
-
-
-
827
-
61
-
-
-
156
-
-
-
-
Corporates
50
-
-
-
1.247
62
60
-
-
-
1.252
88
-
-
-
28
-
-
-
-
10
1.218
62
34
-
-
-
-
7
1.226
88
-
-
-
-
-
67
3
130
16
-
-
16
-
102
21
-
1
-
88,4%
-
-
63
3
2
-
-
-
15
-
1
-
-
0
-
Retail - Secured on real estate property - Of Which: SME
83,5%
-
-
-
-
1
-
-
-
-
-
0
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
96,9%
-
-
63
-
3
-
1
0
-
-
-
15
-
-
1
0
-
-
0
-
-
-
-
4
0
128
16
-
-
1
-
101
21
-
0
-
-
-
4
0
95
33
13
2
-
-
1
-
71
29
19
2
-
0
-
Equity
4
-
-
-
-
-
8
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
67
3
2.209
78
129
1.511
110
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
275
Securitisation and re-securitisations positions deducted from capital *
0
-
-
0
16
-
0
-
-
Non-defaulted
A-IRB
Non-defaulted
Central banks and central governments
France
RWA (as of 31/12/2012) **
STA
A-IRB
Defaulted
0
0
Non-defaulted
Defaulted
0
Non-defaulted
-
1
-
Defaulted
4
0
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
7
0
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
Non-defaulted
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
0,0%
Retail
Retail - Secured on real estate property
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Qualifying Revolving
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
#N/A
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
2013 EBA Transparency Exercise
RWA (as of 31/12/2012) **
STA
A-IRB
0
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
-
0
-
0
-
-
0
-
2. CREDIT RISK
as of 31 December 2012
PT055
Dez-12
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
8
0
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
Non-defaulted
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail
Retail - Secured on real estate property
#N/A
RWA (as of 31/12/2012) **
STA
A-IRB
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
0
Securitisation and re-securitisations positions deducted from capital *
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
-
0
-
-
-
0
-
-
0
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
9
0
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Qualifying Revolving
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: non-SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property
#N/A
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
0
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
Non-defaulted
A-IRB
Non-defaulted
Retail
2013 EBA Transparency Exercise
RWA (as of 31/12/2012) **
STA
A-IRB
-
Defaulted
0
Non-defaulted
-
Defaulted
0
Non-defaulted
-
-
Defaulted
0
-
2. CREDIT RISK
as of 31 December 2012
PT055
Dez-12
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
10
0
Exposure values (as of 31/12/2012) **
Counterparty Country
LTV % ** (as of
31/12/2012)
(1)
F-IRB
Value adjustments and provisions (as of 31/12/2012) **
STA
A-IRB
F-IRB
Non-defaulted
STA
A-IRB
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Qualifying Revolving
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: non-SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
2013 EBA Transparency Exercise
F-IRB
Non-defaulted
Retail
#N/A
RWA (as of 31/12/2012) **
STA
A-IRB
0
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
-
0
-
0
-
-
0
-
2. CREDIT RISK
PT055
Jun-13
as of 30 June 2013
Item
Country
0
0
401000
0
0
0
Status
Exposure
400000
3
1
Portfolio
0
400000
3
2
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
400000
4
1
400000
4
2
400000
1
1
400000
1
2
400300
400300
400300
400300
400300
400300
401100
401100
401100
401100
401100
401100
3
1
3
2
4
1
4
2
1
1
1
2
3
1
3
2
4
1
4
2
1
1
1
2
Exposure values (as of 30/06/2013) **
LTV % ** (as of
30/06/2013)
All couterparty countries
RWA (as of 30/06/2013) **
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
-
-
-
-
9.397
Institutions
3.024
9
-
-
2.285
Corporates
20.547
3.461
-
-
25.438
4.219
5.050
1.417
1.470
-
-
2.312
8.651
Central banks and central governments
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
ESPÍRITO SANTO FINANCIAL GROUP
SA (ESFG)
F-IRB
F-IRB
Defaulted
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
Defaulted
Non-defaulted
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
-
-
-
-
-
995
-
-
-
Defaulted
-
848
-
-
-
707
-
1
-
-
1.041
19.654
-
-
-
24.059
1.094
1.335
-
589
237
516
4.993
5.404
-
-
-
2.042
7.745
233
586
408
627
-
72
159
0
-
-
10.565
1.123
2.301
127
-
-
2.396
-
1.559
141
-
374
58
Retail - Secured on real estate property
73,0%
-
-
9.320
701
936
71
-
-
1.986
-
448
79
-
122
12
Retail - Secured on real estate property - Of Which: SME
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
66,6%
73,3%
-
-
245
9.075
1.245
487
758
28
674
422
226
195
289
647
86
1.279
324
955
39
32
1
55
35
20
-
-
36
1.950
410
204
206
-
161
287
96
1.015
233
782
40
39
1
61
39
22
-
6
117
251
128
123
5
6
1
46
30
16
Equity
Securitisation
Other non-credit obligation assets
TOTAL
780
-
-
-
341
-
1.328
-
-
-
341
-
-
-
-
1.291
-
-
-
-
-
529
-
-
-
-
-
-
-
-
-
-
-
-
5.516
-
-
-
-
-
4.329
-
-
-
25.642
Securitisation and re-securitisations positions deducted from capital *
27
3.470
-
10.565
-
1.123
-
45.278
1.168
22.358
-
-
-
0
2.396
-
0
-
-
31.989
1.235
-
-
386
1.335
48
-
374
1.118
647
-
-
Notes and definitions
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
1
24
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
STA
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
4.793
-
-
-
-
-
131
-
-
-
Institutions
413
9
-
-
1.032
-
341
-
-
-
268
-
0
-
-
Corporates
18.901
3.141
-
-
10.798
565
17.432
-
-
-
10.012
598
1.192
-
295
3.666
4.619
1.347
1.247
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
1.196
4.115
124
248
4.261
4.675
-
-
-
1.023
393
128
-
395
545
-
42
72
-
-
9.898
1.008
1.117
63
-
-
2.262
-
817
67
-
368
32
-
-
8.839
244
8.595
668
28
640
450
178
272
39
27
12
-
-
1.898
36
1.862
-
225
110
115
41
28
14
-
117
6
112
6
4
2
Retail - Qualifying Revolving
-
-
-
81
1
-
-
-
-
93
1
-
-
1
Retail - Other Retail
-
-
1.059
340
586
23
-
-
364
-
499
24
-
250
25
Retail - Secured on real estate property
Retail - Secured on real estate property - Of Which: SME
Retail - Secured on real estate property - Of Which: non-SME
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
73,1%
66,6%
73,4%
-
Non-defaulted
A-IRB
Defaulted
Retail
2013 EBA Transparency Exercise
RWA (as of 30/06/2013) **
STA
A-IRB
Non-defaulted
Central banks and central governments
Portugal
F-IRB
-
-
-
418
641
184
156
86
499
12
12
-
-
180
184
-
65
434
12
12
-
128
122
13
12
499
-
-
-
328
-
782
-
-
-
328
-
-
-
-
1.198
-
-
-
-
-
361
-
-
-
-
-
-
-
-
-
-
-
-
4.054
-
-
-
-
-
2.892
-
-
-
22.121
628
18.916
14.448
664
-
-
-
-
-
21.011
2
3.150
-
9.898
-
1.008
-
0
2.262
-
-
0
-
278
1.192
-
47
368
-
413
327
-
2. CREDIT RISK
PT055
Jun-13
as of 30 June 2013
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
2
28
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
1.978
-
-
-
-
-
9
-
-
-
0
Institutions
343
-
-
-
104
-
119
-
-
-
54
-
-
-
-
Corporates
659
261
-
-
3.255
403
1.038
-
-
-
2.738
403
93
-
136
302
147
70
189
-
-
558
877
113
202
458
294
-
-
-
466
669
106
213
12
80
-
31
67
-
-
22
3
664
50
-
-
5
-
328
52
-
0
17
0,0%
-
-
20
3
459
30
-
-
4
-
181
30
-
0
5
Retail - Secured on real estate property - Of Which: SME
90,8%
-
-
0
-
97
11
-
-
0
-
41
11
-
-
1
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
74,8%
-
-
20
-
3
-
362
4
20
0
-
-
4
-
-
140
3
20
0
-
0
-
4
0
-
-
2
0
202
19
-
-
1
-
144
22
-
0
12
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Non-defaulted
A-IRB
Non-defaulted
Central banks and central governments
Spain
RWA (as of 30/06/2013) **
STA
A-IRB
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
1
1
0
82
120
14
5
-
-
1
0
-
54
90
16
6
-
0
10
2
125
-
-
-
5
-
256
-
-
-
5
-
-
-
-
Securitisation
7
-
-
-
-
-
3
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
261
22
3
6.006
453
1.415
3.133
455
-
-
-
-
-
-
-
-
Equity
TOTAL
1.133
Securitisation and re-securitisations positions deducted from capital *
4
0
5
-
0
-
-
58
93
0
0
-
82
153
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
55
3
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
STA
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
1.578
-
-
-
-
-
789
-
-
-
Institutions
-
-
-
-
2
-
-
-
-
-
2
-
-
-
-
Corporates
-
-
-
-
5.196
-
-
-
-
-
4.676
-
-
-
93
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
190
-
-
-
-
-
143
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
190
-
-
-
-
-
143
-
-
-
-
-
-
-
-
190
-
-
-
-
-
143
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
1.298
-
-
-
-
-
1.273
-
-
-
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
0
0
-
0
-
0
-
8.264
-
-
0
0
-
0
-
0
-
0
-
6.881
-
-
0
Non-defaulted
A-IRB
Defaulted
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
2013 EBA Transparency Exercise
F-IRB
Non-defaulted
Retail
Angola
RWA (as of 30/06/2013) **
STA
A-IRB
-
Defaulted
0
Non-defaulted
-
Defaulted
0
Non-defaulted
-
143
-
Defaulted
93
-
2. CREDIT RISK
PT055
Jun-13
as of 30 June 2013
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
4
31
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
RWA (as of 30/06/2013) **
STA
A-IRB
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
289
-
-
-
-
-
-
-
-
-
-
Institutions
806
-
-
-
20
-
72
-
-
-
20
-
-
-
-
Corporates
651
4
-
-
416
-
669
-
-
-
398
-
2
-
-
110
101
4
-
-
43
212
-
116
122
-
-
-
43
207
-
2
-
-
-
-
4
0
11
0
-
-
0
-
8
0
-
0
0
71,1%
-
-
3
0
4
0
-
-
0
-
1
0
-
0
0
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
71,1%
-
-
3
-
0
-
4
0
0
-
-
-
0
-
-
1
0
0
-
-
0
-
0
-
-
-
1
0
7
-
-
-
0
-
6
-
-
0
-
-
-
0
1
0
1
6
-
-
-
0
0
-
0
5
-
-
0
-
42
-
-
-
-
-
82
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
1.499
4
4
0
737
0
823
426
0
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
TOTAL
Securitisation and re-securitisations positions deducted from capital *
0
0
-
0
-
-
Non-defaulted
A-IRB
Non-defaulted
Central banks and central governments
Brazil
F-IRB
Defaulted
5
2
Non-defaulted
-
-
Defaulted
Non-defaulted
Defaulted
-
0
1
0
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
30
5
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
Non-defaulted
STA
A-IRB
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
862
-
-
-
23
-
122
-
-
-
5
-
-
-
-
Corporates
189
0
-
-
274
-
204
-
-
-
270
-
0
-
-
113
35
0
-
-
1
245
-
123
46
-
-
-
1
244
-
0
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
167
16
17
2
-
-
27
-
12
2
-
3
0
70,1%
-
-
163
15
6
1
-
-
26
-
4
2
-
2
0
Retail - Secured on real estate property - Of Which: SME
80,8%
-
-
1
-
0
1
-
-
0
-
0
1
-
-
0
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
70,1%
-
-
162
-
15
-
5
0
1
-
-
-
26
-
-
3
0
1
-
-
2
-
0
-
-
-
4
1
11
0
-
-
1
-
8
0
-
0
0
-
-
0
4
0
1
2
9
0
-
-
0
1
-
2
6
0
-
0
0
0
Equity
1
-
-
-
1
-
3
-
-
-
1
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
1.053
0
167
16
314
2
329
288
2
-
-
-
-
-
-
-
-
-
Retail
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
2013 EBA Transparency Exercise
RWA (as of 30/06/2013) **
STA
A-IRB
Non-defaulted
Central banks and central governments
United Kingdom
F-IRB
0
27
-
-
0
-
20
0
-
0
3
-
20
0
-
2. CREDIT RISK
PT055
Jun-13
as of 30 June 2013
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
6
9
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
5
-
-
-
-
-
-
-
-
-
Institutions
201
-
-
-
206
-
58
-
-
-
41
-
-
-
-
Corporates
47
-
-
-
1.284
55
57
-
-
-
1.230
73
-
-
19
28
-
-
-
-
10
1.255
55
34
-
-
-
-
7
1.204
73
-
-
19
-
-
67
3
127
11
-
-
14
-
98
13
-
1
8
79,3%
-
-
63
3
13
0
-
-
14
-
9
0
-
0
-
Retail - Secured on real estate property - Of Which: SME
70,6%
-
-
-
-
9
0
-
-
-
-
6
0
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
99,8%
-
-
63
-
3
-
4
0
-
-
-
14
-
-
3
0
-
-
0
-
-
-
-
4
0
114
11
-
-
1
-
88
13
-
0
8
-
-
4
0
91
23
7
4
-
-
1
-
68
20
9
4
-
0
6
2
Equity
3
-
-
-
-
-
6
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
67
3
1.621
66
121
1.369
86
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
251
Securitisation and re-securitisations positions deducted from capital *
0
-
-
0
14
-
0
-
-
Non-defaulted
A-IRB
Non-defaulted
Central banks and central governments
France
RWA (as of 30/06/2013) **
STA
A-IRB
Defaulted
0
0
Non-defaulted
Defaulted
0
Non-defaulted
-
-
1
-
Defaulted
5
27
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
7
0
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
Non-defaulted
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
0,0%
Retail
Retail - Secured on real estate property
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Qualifying Revolving
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
#N/A
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
2013 EBA Transparency Exercise
RWA (as of 30/06/2013) **
STA
A-IRB
0
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
-
0
-
0
-
-
0
-
2. CREDIT RISK
PT055
Jun-13
as of 30 June 2013
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
8
0
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
Non-defaulted
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
Retail - Qualifying Revolving
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail
Retail - Secured on real estate property
#N/A
RWA (as of 30/06/2013) **
STA
A-IRB
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
TOTAL
0
Securitisation and re-securitisations positions deducted from capital *
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
-
0
-
-
-
0
-
-
0
-
-
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
9
0
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
F-IRB
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
F-IRB
STA
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Qualifying Revolving
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: non-SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property
#N/A
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
0
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
Non-defaulted
A-IRB
Non-defaulted
Retail
2013 EBA Transparency Exercise
RWA (as of 30/06/2013) **
STA
A-IRB
-
Defaulted
0
Non-defaulted
-
Defaulted
0
Non-defaulted
-
-
Defaulted
0
-
2. CREDIT RISK
PT055
Jun-13
as of 30 June 2013
Item
Country
0
0
Status
Exposure
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
10
0
Exposure values (as of 30/06/2013) **
Counterparty Country
LTV % ** (as of
30/06/2013)
(1)
F-IRB
F-IRB
Non-defaulted
STA
A-IRB
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
Central banks and central governments
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Institutions
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: Specialised Lending
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Corporates - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Defaulted
Non-defaulted
Defaulted
Non-defaulted
Defaulted
-
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Secured on real estate property - Of Which: non-SME
0,0%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Qualifying Revolving
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Retail - Other Retail - Of Which: non-SME
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Equity
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Securitisation
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
Other non-credit obligation assets
-
-
-
-
-
-
-
-
-
-
-
-
-
-
TOTAL
Securitisation and re-securitisations positions deducted from capital *
Notes and definitions
1) Breakdown by country of counterparty according to the minimum of: i) 90% of total EAD ii) top 10 countries in terms of exposure
* Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA
** As explained in the Guidelines
2013 EBA Transparency Exercise
Value adjustments and provisions (as of 30/06/2013) **
STA
A-IRB
Defaulted
Retail - Secured on real estate property
Explanatory footnotes
F-IRB
Non-defaulted
Retail
#N/A
RWA (as of 30/06/2013) **
STA
A-IRB
0
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
0
-
-
0
-
0
-
-
0
-
3. SECURITISATION SUMMARY
PT055
Period
Item
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
(in million Euro)
Banking Book
Dez-12
Jun-13
Exposure Value as of 31/12/2012
Exposure Value as of 30/06/2013
1.348
1.318
700100
Trading Book (excl. correlation trading)
0
0
700200
Correlation Trading Portfolio
0
0
700300
1.348
1.318
700400
Total
Explanatory footnotes
2013 EBA transparency exercise
0
0
4. MARKET RISK
PT055
Period
Item
0
0
0
0
0
Portfolio
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
(in million Euro)
1
5
1
31-12-2012
5
30-06-2013
TOTAL RISK EXPOSURE TOTAL RISK EXPOSURE
AMOUNT
AMOUNT
SA
IM
SA
IM
1.203
0
1.111
0
700500
TDI - General risk
569
0
643
0
700501
TDI - Specific risk
635
0
468
0
700502
72
0
52
0
700600
Equities - General risk
18
0
13
0
700601
Equities - Specific risk
55
0
40
0
700602
272
0
397
0
700700
1
0
2
0
700800
Traded Debt Instruments
Equities
Foreign exchange risk
Commodities risk
Explanatory footnotes
2013 EBA Transparency Exercise
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Belgium
Bulgaria
Cyprus
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
(1)
DERIVATIVES
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Czech
Republic
Denmark
Estonia
Finland
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
France
Germany
Greece
Hungary
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-0
0
0
-0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Iceland
Ireland
Italy
Latvia
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
2
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Liechtenstein
Lithuania
Luxembourg
Malta
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Netherlands
Norway
Poland
Portugal
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
0
1
0
4
606
153
464
27
80
647
334
2.310
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
545
26
37
5
45
0
0
658
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
0
1
0
4
60
127
427
22
35
647
334
1.653
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
60
126
404
22
28
525
152
1.317
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
14
0
0
3
172
188
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
8
0
8
120
10
145
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
0
0
0
0
3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
4
0
25
0
29
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Romania
Slovakia
Slovenia
Spain
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
14
386
4
9
9
176
17
614
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
12
4
0
0
0
0
0
16
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
381
4
8
9
176
17
598
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
381
4
8
9
176
17
597
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-0
0
0
0
-0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Sweden
United Kingdom
Australia
Canada
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
0
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Hong
Kong
Japan
U.S.
Switzerland
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
49
20
62
20
8
4
164
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
49
20
62
20
8
4
164
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
6
2
11
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
44
4
0
0
0
2
50
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Other advanced
Austria non
economies
EEA
Other Central
and Eastern
Europe
countries non
EEA
Middle East
Latin America
and the
Caribbean
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
331
0
0
0
1
0
0
331
10
155
178
9
397
422
113
1.284
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
331
0
0
0
1
0
0
331
10
155
178
9
397
422
113
1.284
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
331
0
0
0
0
0
0
331
7
1
0
0
2
48
0
58
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
1
3
125
178
8
395
374
113
1.196
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Dez-12
as of 31 December 2012
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Africa
Others
TOTAL EEA 30
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterparties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
192
32
21
42
611
0
898
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
192
32
21
42
611
0
898
0
0
0
0
0
0
0
0
0
192
32
21
42
611
0
898
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2.930
674
2.256
1.914
188
149
3
28
Notes and definitions
(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and
or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than
sovereign) with full or partial government guarantees by central, regional and local governments.
2013 EBA Transparency Exercise
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Belgium
Bulgaria
Cyprus
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
(1)
DERIVATIVES
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Czech
Republic
Denmark
Estonia
Finland
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
France
Germany
Greece
Hungary
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
44
44
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
44
44
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
44
44
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Iceland
Ireland
Italy
Latvia
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
99
97
0
0
0
0
196
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
99
97
0
0
0
0
196
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
99
97
0
0
0
0
196
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Liechtenstein
Lithuania
Luxembourg
Malta
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Netherlands
Norway
Poland
Portugal
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
1
0
0
11
1
16
528
1.326
364
50
364
505
614
3.750
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
489
42
1
1
188
0
0
720
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
1
0
0
11
1
16
39
1.284
364
49
177
505
614
3.031
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
39
863
358
49
69
462
415
2.254
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
412
0
0
0
3
185
599
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
11
1
12
0
9
4
0
108
40
14
176
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
22
0
23
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Romania
Slovakia
Slovenia
Spain
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
1.215
23
20
37
330
79
1.724
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5
5
0
0
0
0
0
10
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
15
1.210
23
20
37
330
79
1.714
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
15
585
23
20
37
280
79
1.039
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
625
0
0
0
0
0
625
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
50
0
50
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-0
0
0
0
-0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Sweden
United Kingdom
Australia
Canada
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
0
2
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
0
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Austria
Hong
Kong
Japan
U.S.
Switzerland
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
7
23
63
5
4
28
132
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
7
23
63
5
4
28
132
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
25
27
0
0
0
0
0
0
0
0
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
3
12
0
0
0
3
19
0
0
0
0
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
↓
300200
300200
300202
300201
Country /
Region
Other advanced
Austria non
economies
EEA
Other Central
and eastern
Europe
countries non
EEA
Middle East
Latin America
and the
Caribbean
2013 EBA Transparency Exercise
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
414
0
0
0
0
0
0
414
18
68
127
334
604
64
1
1.216
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
300201
Item
Country
of which: AFS banking
book
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
414
0
0
0
0
0
0
414
18
68
127
334
604
64
1
1.216
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
414
0
0
0
0
0
0
414
0
0
6
6
7
46
0
65
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
18
68
105
272
488
18
1
971
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5. EXPOSURES TO SOVEREIGNS (central, regional and local governments)
PT055
Jun-13
as of 30 June 2013
300100
300100
(in million Euro)
300101
300101
GROSS DIRECT LONG EXPOSURES
(1)
(accounting value gross of provisions)
Residual Maturity
300200
300200
300201
300202
300201
of which: loans and
advances
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
[ 0 - 3M ]
[ 3M - 1Y ]
[ 1Y - 2Y ]
[ 2Y - 3Y ]
[3Y - 5Y ]
[5Y - 10Y ]
[10Y - more ]
Total
Austria
Africa
Others
TOTAL EEA 30
0
Maturity
0
300203
300202
300203
NET DIRECT POSITIONS
(gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only
(1)
where there is a maturity matching)
Country /
Region
↓
Item
Country
of which: AFS banking
book
of which: FVO
(designated at fair value
of which: Financial assets
through profit&loss)
(2)
held for trading
banking book
(FVO)
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
300300
300400
300300
300400
DIRECT SOVEREIGN
EXPOSURES IN
DERIVATIVES (1)
INDIRECT SOVEREIGN
(3)
EXPOSURES
(on and off balance sheet)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
Net position at fair values
(Derivatives with positive fair
value + Derivatives with
negative fair value)
0
0
0
0
0
0
0
0
0
193
32
21
71
588
0
905
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
193
32
21
71
588
0
905
0
0
0
0
0
0
0
0
0
193
32
21
71
588
0
905
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5.731
730
5.001
3.533
1.224
238
0
23
Notes and definitions
(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and
or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than
sovereign) with full or partial government guarantees by central, regional and local governments.
Explanatory footnotes
2013 EBA Transparency Exercise
6. RWA
PT055
Item
0
0
0
Period
0
0
0
0
PT055
ESPÍRITO SANTO FINANCIAL GROUP SA (ESFG)
(in million Euro)
31-12-2012
RWA for credit risk
30-06-2013
59.613
57.977
200100
497
529
200101
59.116
57.448
200102
RWA for market risk
1.548
1.563
200300
RWA for operational risk
3.920
3.920
200400
RWA Transitional floors
0
0
200500
RWA Other
0
309
200600
RWA Securitisation and re-securitisations
RWA Other credit risk
Total RWA (1)
Explanatory footnotes
2013 EBA Transparency Exercise
65.082
63.770