1.

Current average workforce

(a)

104,948

2.

Current average net income (group share)

(b)

$3,699,000,000

3.

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

(b)/(a)

$35,246

4.

Estimated Absolute VaR (EL + UL)

$2,252,957,461

5.

Potentially Recoverable Losses (PRL) = Absolute VaR − Risk Appetite Threshold Calibrated at 4.5% (Standard Threshold) for a PRL at 95.5%: the application can be custom-calibrated to 99.5%

$2,151,574,375

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

$6150

$12,301

$20,501

7.

Cash surplus planned on 67% of PRLs (E)

$1,441,554,831

8.

Employee incentive bonus planned on 33% of PRLs

$710,019,544

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) ].

$96,530,400,000