Portfolio Type

Scenario 1

Scenario 2

Scenario 3

Basel I

Basel II

Basel I

Basel II

Basel I

Basel II

Small Enterprises (non-defaulted)

3,001,826

2,809,414

2,968,788

2,262,802

2,959,142

2,198,869

Small Enterprises (defaulted)

116,788

-

123,205

-

122,473

-

Large Corporate (non-defaulted)

8,813,877

8,991,716

8,754,675

8,372,174

8,667,594

7,377,390

Large Corporate (defaulted)

490,555

-

517,511

-

514,435

-

Mortgage LTV < 75% (non-defaulted)

1,232,151

400,489

1,261,884

200,380

1,247,035

100,190

Mortgage LTV < 75% (defaulted)

42,048

-

44,358

-

44,094

-

Mortgage LTV > 75% (non-defaulted)

587,665

408,600

590,256

317,746

580,901

227,014

Mortgage LTV > 75% (defaulted)

37,866

-

39,947

-

39,710

-

Retail (non-defaulted)

1,945,052

1,520,828

1,957,329

1,382,535

1,937,075

1,185,030

Retail (defaulted)

263,218

-

277,681

-

276,031

-