(a) Historical data disclosed over the last 5 years

Data published in thousands of $

N − 1

N − 2

N − 3

N − 4

N − 5

Gross written premiums (Sales/Revenue)

97,034,000

94,148,000

99,852,000

96,309,000

95,309,000

Net profit

7,508,000

3,331,000

4,182,000

−373,000

3,182,000

Net Income (Group share)

7,294,000

3,164,000

3,857,000

2,140,000

2,040,000

Work force at the end of year

110,477

114,625

99,843

104,065

95,728

(b) Risk covered for the last 5 years and losses remaining to be covered in charges and debts after amount transferred to the reinsurer

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%)]

14,551,700

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

2,910,340

3

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

11,641,360