(a) Historical data disclosed over the last 5 years

Data published in thousand USD

N − 1

N − 2

N − 3

N − 4

N − 5

Net banking income

27,528,000

31,978,000

17,894,000

27,430,000

28,147,000

Net profit (Net income or Net Income Available to Common)

26,015,000

30,557,000

16,473,000

25,998,000

26,696,000

Net income (group share or

Consolidated Net Income)

26,015,000

30,557,000

16,473,000

25,998,000

26,696,000

Workforce at the end of the year

217,000

208,000

213,000

208,000

204,000

(b) Pool 3 bank’s gaps in hedge accounting before OPE25 aggravating the risk of bankruptcy (Risk covered and losses remaining to be covered in charges and debts after transfer of the amount to the insurer)

1

Forecast of losses based on the pre-OPE25 risk management practices calculation model or on a relative VaR or AMA, limited to unexpected losses (UL) = 15% of the average turnover of the last three years (“N” + “N + 1” + “N + 2”/3 × 15%)]

7,481,213

2

Maximum amount that can be covered by insurance: “The recognition of the coverage of operational risk losses by insurance cannot exceed 20% before considering the economic capital accounts” (BCBS, October 2010): =20% of the line above

1,496,243

3

Losses remaining to be covered by equity after insurance if OPE25 is not implemented

5,984,970