1.

Current average workforce

(a)

329,844

2.

Accounting result (Deficit or budget surplus) in millions

(b)

−$11,655,200,000

3.

Current contribution per employee to the accounting result (Deficit or budget surplus)

(b)/(a)

−$35,336

4.

Estimated Absolute VaR (EL + UL)

$7,471,939,926

5.

Potentially Recoverable Losses (PRL) = Absolute VaR − Risk appetite threshold aligned with the insurer, thus calibrated to 4.5% for a 95.5% PRL

$7,135,702,629

3-year plan to recover historical absolute VaR losses (UL + EL) of the last five years based on the risk appetite threshold

N: 30%

N + 1: 60%

N + 2: 100%

6.

Free Gross Cash Flow per employee at the new risk appetite threshold on a 3-year plan

$6490

$12,980

$21,634

7.

Cash surplus planned on 67% of PRLs (E)

$4,780,920,762

8.

Employee incentive bonus planned on 33% of PRLs

$2,354,781,868

9.

SOX ratio of the capital structure (Economic Capital/Variable Salary or Incentivized Pay) securing investments and the predictability of variable salaries over a 3-year plan

2.03

10.

Fixed salary future financial performance measurement data for salary negotiations in year N or 1st year of the plan [Average of the last five years in millions in accordance with the logical historical basis of the new standardized approach to operational risk (BCBS, 2017b) ].

−$11,655,200,000