Portfolio Type

Balance

RWBasel I

RWIRB

Scenario

1

2

3

Small Enterprises (non-defaulted)

3,029,998.20

100%

92.72%

74.68%

72.57%

Small Enterprises (defaulted)

133,887.90

100%

0.00%

0.00%

0.00%

Large Corporate (non-defaulted)

8,787,838.80

100%

102.32%

95.27%

83.95%

Large Corporate (defaulted)

562,380.10

100%

0.00%

0.00%

0.00%

Mortgage LTV < 75% (non-defaulted)

2,707,838.00

50%

14.79%

7.40%

3.70%

Mortgage LTV < 75% (defaulted)

96,409.00

50%

0.00%

0.00%

0.00%

Mortgage LTV > 75% (non-defaulted)

1,227,767.00

50%

33.28%

25.88%

18.49%

Mortgage LTV > 75% (defaulted)

86,822.00

50%

0.00%

0.00%

0.00%

Retail (non-defaulted)

2,007,165.00

100%

75.77%

68.88%

59.04%

Retail (defaulted)

301,757.00

100%

0.00%

0.00%

0.00%