Portfolio Type

Balance

RWBasel I

RWIRB

Small Enterprises (non-defaulted)

6,784,562.74

100%

88.95%

Small Enterprises (defaulted)

541,833.26

100%

0.00%

Large Corporate (non-defaulted)

12,787,654.26

100%

109.37%

Large Corporate (defaulted)

2,004,114.74

100%

0.00%

Mortgage LTV < 75% (non-defaulted)

15,065,652.00

50%

15.38%

Mortgage LTV < 75% (defaulted)

826,638.00

50%

0.00%

Mortgage LTV > 75% (non-defaulted)

1,380,297.00

50%

33.28%

Mortgage LTV > 75% (defaulted)

86,289.00

50%

0.00%

Retail (non-defaulted)

5,891,266.00

100%

68.88%

Retail (defaulted)

901,719.00

100%

0.00%