1.

Current average workforce

(a)

60,211

2.

Current average net income (group share) (b)

(b)

$4,074,400,000

3.

Current contribution per employee to average net income (Group share)

(b)/(a)

$67,668

4.

Estimated Absolute VaR (EL + UL) = Gross loss = loss before recoveries (BCBS, 2017b)

$1,543,974,423

5.

Potentially Recoverable Losses (PRL) or recovery = Absolute VaR − Risk Appetite Threshold (Net loss) calibrated at 0.02% for 99.98% PRL

$1,543,665,628

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

$7691

$15,383

$25,638

7.

Economic Capital or Net Cash Surplus of its loss control system on a 3-year plan for 67% of PRL

$1,034,255,971

8.

Variable salaries or Incentivized Pay (Earnings bonus for employees mobilized by the cross-cutting dynamics of the organization on a 3-year plan for 33% of PRLs)

$509,409,657

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) ].

$20,509,000,000