Portfolio Type

Scenario 1

Scenario 2

Scenario 3

Basel I

Basel II

Basel I

Basel II

Basel I

Basel II

Small Enterprises (non-defaulted)

20,248,083

19,220,552

20,078,779

11,946,812

20,077,179

8,330,260

Small Enterprises (defaulted)

826,518

-

857,333

-

864,815

-

Large Corporate (non-defaulted)

63,757,712

64,712,130

63,236,728

47,706,088

62,859,782

22,165,178

Large Corporate (defaulted)

2,547,000

-

2,641,959

-

2,665,015

-

Mortgage LTV < 75% (non-defaulted)

14,529,787

7,328,653

14,709,963

4,235,000

14,739,302

1,141,347

Mortgage LTV < 75% (defaulted)

512,031

-

531,121

-

535,756

-

Mortgage LTV > 75% (non-defaulted)

1,678,657

1,382,748

1,670,780

720,252

1,669,395

237,819

Mortgage LTV > 75% (defaulted)

71,569

-

74,238

-

74,886

-

Retail (non-defaulted)

18,778,836

10,650,610

19,081,877

10,650,610

19,155,456

10,650,610

Retail (defaulted)

844,496

-

875,981

-

883,625

-

Total

123,794,694

103,294,694

123,758,763

75,258,763

123,525,215

42,525,215