Portfolio Type

Scenario 1

Basel I

Basel II

Small Enterprises (non-defaulted)

6,694,840.59

6,034,868.56

Small Enterprises (defaulted)

476,987.56

-

Large Corporate (non-defaulted)

12,931,053.22

13,985,857.46

Large Corporate (defaulted)

1,764,265.63

-

Mortgage LTV < 75% (non-defaulted)

6,908,616.28

2,317,097.28

Mortgage LTV < 75% (defaulted)

363,853.67

-

Mortgage LTV > 75% (non-defaulted)

662,528.46

459,362.84

Mortgage LTV > 75% (defaulted)

37,981.04

-

Retail (non-defaulted)

5,671,852.30

4,057,904.02

Retail (defaulted)

543,242.98

-