ING Groep NV

05/23/2022 | Press release | Distributed by Public on 05/23/2022 02:52

ING Pillar III Disclosure 1Q2022 (XLS 0,2 MB)

Index

ING GROUP ADDITIONAL PILLAR 3 DISCLOSURES
amounts in millions of euros, unless stated otherwise
CONTENTS (page numbers are links) Page number
Disclaimer Disclaimer
Table
Template EU OV1 - Overview of total risk exposure amounts OV1
Template EU KM1 - Key metrics template KM1
EU KM2: key metrics - MREL and, where applicable, G-SII Requirement for own funds and eligible liabilities etrics - MREL and, where applicable, G-SII Requirement for own funds and eligible liabilities KM2
Template IFRS 9-FL - Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs IFRS9
Template EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach CR8
Template EU CCR7 - RWEA flow statements of CCR exposures under the IMM N/A*
Template EU MR2-B - RWA flow statements of market risk exposures under the IMA MR2B
Template EU LIQ1 - Quantitative information of LCR LIQ1
Template EU LIQB - Qualitative information on LCR LIQB
Template 1 - Information on loans and advances subject to legislative and non-legislative moratoria Covid1
Template 2 - Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria Covid2
Template 3 - Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis Covid3
* ING has no CCR exposure under IMM
The figures in this report have been neither audited nor reviewed by our external auditor.

EN Annex I

1

Disclaimer

DISCLAIMER
Certain of the statements contained herein are not historical facts, including, without limitation, certain statements made of future expectations and other forward-looking statements that are based on management's current views and assumptions and involve known and unknown risks and uncertainties that could cause actual results, performance or events to differ materially from those expressed or implied in such statements. Actual results, performance or events may differ materially from those in such statements due to a number of factors, including, without limitation: (1) changes in general economic conditions and customer behaviour, in particular economic conditions in ING's core markets, including changes affecting currency exchange rates and the regional and global economic impact of the invasion of Russia into Ukraine and related international response measures (2) effects of the Covid-19 pandemic and related response measures, including lockdowns and travel restrictions, on economic conditions in countries in which ING operates, on ING's business and operations and on ING's employees, customers and counterparties (3) changes affecting interest rate levels (4) any default of a major market participant and related market disruption (5) changes in performance of financial markets, including in Europe and developing markets (6) fiscal uncertainty in Europe and the United States (7) discontinuation of or changes in 'benchmark' indices (8) inflation and deflation in our principal markets (9) changes in conditions in the credit and capital markets generally, including changes in borrower and counterparty creditworthiness (10) failures of banks falling under the scope of state compensation schemes (11) non-compliance with or changes in laws and regulations, including those concerning financial services, financial economic crimes and tax laws, and the interpretation and application thereof (12) geopolitical risks, political instabilities and policies and actions of governmental and regulatory authorities, including in connection with the invasion of Russia into Ukraine and related international response measures (13) legal and regulatory risks in certain countries with less developed legal and regulatory frameworks (14) prudential supervision and regulations, including in relation to stress tests and regulatory restrictions on dividends and distributions (also among members of the group) (15) regulatory consequences of the United Kingdom's withdrawal from the European Union, including authorizations and equivalence decisions (16) ING's ability to meet minimum capital and other prudential regulatory requirements (17) changes in regulation of US commodities and derivatives businesses of ING and its customers (18) application of bank recovery and resolution regimes, including writedown and conversion powers in relation to our securities (19) outcome of current and future litigation, enforcement proceedings, investigations or other regulatory actions, including claims by customers or stakeholders who feel misled or treated unfairly, and other conduct issues (20) changes in tax laws and regulations and risks of non-compliance or investigation in connection with tax laws, including FATCA (21) operational and IT risks, such as system disruptions or failures, breaches of security, cyber-attacks, human error, changes in operational practices or inadequate controls including in respect of third parties with which we do business (22) risks and challenges related to cybercrime including the eff ects of cyberattacks and changes in legislation and regulation related to cybersecurity and data privacy (23) changes in general competitive factors, including ability to increase or maintain market share (24) inability to protect our intellectual property and infringement claims by third parties (25) inability of counterparties to meet financial obligations or ability to enforce rights against such counterparties (26) changes in credit ratings (27) business, operational, regulatory, reputation, transition and other risks and challenges in connection with climate change and ESG-related matters (28) inability to attract and retain key personnel (29) future liabilities under defined benefit retirement plans (30) failure to manage business risks, including in connection with use of models, use of derivatives, or maintaining appropriate policies and guidelines (31) changes in capital and credit markets, including interbank funding, as well as customer deposits, which provide the liquidity and capital required to fund our operations, and (32) the other risks and uncertainties detailed in the most recent annual report of ING Groep N.V. (including the Risk Factors contained therein) and ING's more recent disclosures, including press releases, which are available on www.ING.com. This document may contain inactive textual addresses to internet websites operated by us and third parties. Reference to such websites is made for information purposes only, and information found at such websites is not incorporated by reference into this document. ING does not make any representation or warranty with respect to the accuracy or completeness of, or take any responsibility for, any information found at any websites operated by third parties. ING specifically disclaims any liability with respect to any information found at websites operated by third parties. ING cannot guarantee that websites operated by third parties remain available following the publication of this document, or that any information found at such websites will not change following the filing of this document. Many of those factors are beyond ING's control. Any forward looking statements made by or on behalf of ING speak only as of the date they are made, and ING assumes no obligation to publicly update or revise any forward-looking statements, whether as a result of new information or for any other reason. This document does not constitute an offer to sell, or a solicitation of an off er to purchase, any securities in the United States or any other jurisdiction.

OV1

Template EU OV1 - Overview of total risk exposure amounts Index
Total risk exposure amounts (TREA) Total own funds requirements
Thursday, March 31, 2022 Friday, December 31, 2021 Thursday, March 31, 2022 Friday, December 31, 2021
1 Credit risk (excluding CCR) 257,927 240,627 20,634 19,250
2 Of which the standardised approach 28,233 27,663 2,259 2,213
3 Of which the Foundation IRB (F-IRB) approach 27,118 30,050 2,169 2,404
4 Of which slotting approach
EU 4a Of which equities under the simple riskweighted approach 2,714 2,745 217 220
5 Of which the Advanced IRB (A-IRB) approach 199,862 180,169 15,989 14,413
6 Counterparty credit risk - CCR 15,110 12,504 1,209 1,000
7 Of which the standardised approach 12,438 10,005 995 800
8 Of which internal model method (IMM)
EU 8a Of which exposures to a CCP 367 298 29 24
EU 8b Of which credit valuation adjustment - CVA 530 584 42 47
9 Of which other CCR 1,775 1,616 142 129
15 Settlement risk 39 15 3 1
16 Securitisation exposures in the non-trading book (after the cap) 2,133 2,341 171 187
17 Of which SEC-IRBA approach 388 421 31 34
18 Of which SEC-ERBA (including IAA) 709 800 57 64
19 Of which SEC-SA approach 1,036 1,120 83 90
EU 19a Of which 1250% / deduction
20 Position, foreign exchange and commodities risks (Market risk) 12,550 8,835 1,004 707
21 Of which the standardised approach 6 6 0 0
22 Of which IMA 12,544 8,829 1,004 706
EU 22a Large exposures - 0 - 0
23 Operational risk 32,914 35,550 2,633 2,844
EU 23a Of which basic indicator approach
EU 23b Of which standardised approach
EU 23c Of which advanced measurement approach 32,914 35,550 2,633 2,844
24 Amounts below the thresholds for deduction (subject to 250% risk weight) 9,558 9,392 765 751
25 Other Risk Exposures 4,673 3,800 374 304
29 Total 334,905 313,064 26,792 25,045

EN Annex I

&P

KM1

Template EU KM1 - Key metrics template Index
Thursday, March 31, 2022 Friday, December 31, 2021
Available own funds (amounts)
1 Common Equity Tier 1 (CET1) capital 49,907 49,760
2 Tier 1 capital 56,012 56,618
3 Total capital 65,141 65,801
Risk-weighted exposure amounts
4 Total risk exposure amount 334,905 313,064
Capital ratios (as a percentage of risk-weighted exposure amount)
5 Common Equity Tier 1 ratio (%) 14.90% 15.89%
6 Tier 1 ratio (%) 16.72% 18.09%
7 Total capital ratio (%) 19.45% 21.02%
Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount)
EU 7a Additional own funds requirements to address risks other than the risk of excessive leverage (%) 1.75% 1.75%
EU 7b of which: to be made up of CET1 capital (percentage points) 0.98% 0.98%
EU 7c of which: to be made up of Tier 1 capital (percentage points) 1.31% 1.31%
EU 7d Total SREP own funds requirements (%) 9.75% 9.75%
Combined buffer and overall capital requirement (as a percentage of risk-weighted exposure amount)
8 Capital conservation buffer (%) 2.50% 2.50%
EU 8a Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)
9 Institution specific countercyclical capital buffer (%) 0.03% 0.03%
EU 9a Systemic risk buffer (%)
10 Global Systemically Important Institution buffer (%) 1.00% 1.00%
EU 10a Other Systemically Important Institution buffer (%) 2.50% 2.50%
11 Combined buffer requirement (%) 5.03% 5.03%
EU 11a Overall capital requirements (%) 14.78% 14.78%
12 CET1 available after meeting the total SREP own funds requirements 14,703 16,846
Leverage ratio
13 Total exposure measure 980,755 952,931
14 Leverage ratio (%) 5.71% 5.94%
Additional own funds requirements to address the risk of excessive leverage (as a percentage of total exposure measure)
EU 14a Additional own funds requirements to address the risk of excessive leverage (%)
EU 14b of which: to be made up of CET1 capital (percentage points)
EU 14c Total SREP leverage ratio requirements (%) 3.17% 3.17%
Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)
EU 14d Leverage ratio buffer requirement (%)
EU 14e Overall leverage ratio requirement (%) 3.17% 3.17%
Liquidity Coverage Ratio
15 Total high-quality liquid assets (HQLA) (Weighted value -average) 171,683 165,415
EU 16a Cash outflows - Total weighted value 214,827 206,582
EU 16b Cash inflows - Total weighted value 90,463 87,514
16 Total net cash outflows (adjusted value) 124,364 119,068
17 Liquidity coverage ratio (%) 138% 139%
Net Stable Funding Ratio
18 Total available stable funding 716,480 710,847
19 Total required stable funding 513,575 512,444
20 NSFR ratio (%) 140% 137%

EN Annex I

&P

KM2

EU KM2: key metrics - MREL and, where applicable, G-SII Requirement for own funds and eligible liabilities Index
at the level of each resolution group
Minimum requirement for own funds and eligible liabilities (MREL) G-SII Requirement for own funds and eligible liabilities (TLAC) Minimum requirement for own funds and eligible liabilities (MREL) G-SII Requirement for own funds and eligible liabilities (TLAC)
Thursday, March 31, 2022 Thursday, March 31, 2022 Friday, December 31, 2021 Friday, December 31, 2021
Own funds and eligible liabilities, ratios and components
1 Own funds and eligible liabilities 101,439 95,821
EU-1a Of which own funds and subordinated liabilities
2 Total risk exposure amount of the resolution group (TREA) 334,905 313,064
3 Own funds and eligible liabilities as a percentage of TREA (row1/row2) 30.29% 30.61%
EU-3a Of which own funds and subordinated liabilities
4 Total exposure measure of the resolution group 980,755 952,931
5 Own funds and eligible liabilities as percentage of the total exposure measure 10.34% 10.06%
EU-5a Of which own funds or subordinated liabilities
6a Pro-memo item - Aggregate amount of permitted non-subordinated eligible liabilities in-struments If the subordination discretion as per Article 72b(3) CRR is applied (max 3.5% exemption) 0 0
6b Does the subordination exemption in Article 72(b)(4) of the CRR apply? (5% exemption) No No
6c Pro-memo item: If a capped subordination exemption applies under Article 72(b)(3) or (4), the amount of funding issued that ranks pari passu with excluded liabilities and that is recognised under row 1, divided by funding issued that ranks pari passu with Excluded Liabilities and that would be recognised under row 1 if no cap was applied (%) 0 0
Minimum requirement for own funds and eligible liabilities (MREL)
EU-7 MREL requirement expressed as percentage of the total risk exposure amount
EU-8 Of which to be met with own funds or subordinated liabilities
EU-9 MREL requirement expressed as percentage of the total exposure measure
EU-10 Of which to be met with own funds or subordinated liabilities

IFRS9

Template IFRS 9-FL: Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs Index
Thursday, March 31, 2022 Friday, December 31, 2021
Available capital (amounts)
Common Equity Tier 1 (CET1) capital 49,907 49,760
Common Equity Tier 1 (CET1) capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 49,890 49,737
CET1 capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI (other comprehensive income) in accordance with Article 468 of the CRR had not been applied
Tier 1 capital 56,012 56,618
Tier 1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 55,995 56,595
Tier 1 capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied
Total capital 65,141 65,801
Total capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 65,124 65,778
Total capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied
Risk-weighted assets (amounts)
Total risk-weighted assets 334,905 313,064
Total risk-weighted assets as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 334,888 313,042
Capital ratios
Common Equity Tier 1 (as a percentage of risk exposure amount) 14.90% 15.89%
Common Equity Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 14.90% 15.89%
CET1 (as a percentage of risk exposure amount) as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied
Tier 1 (as a percentage of risk exposure amount) 16.72% 18.09%
Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 16.72% 18.08%
Tier 1 (as a percentage of risk exposure amount) as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied
Total capital (as a percentage of risk exposure amount) 19.45% 21.02%
Total capital (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 19.45% 21.01%
Total capital (as a percentage of risk exposure amount) as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied
Leverage ratio
Leverage ratio total exposure measure 980,755 952,931
Leverage ratio 5.71% 5.94%
Leverage ratio as if IFRS 9 or analogous ECLs transitional arrangements had not been applied 5.71% 5.94%

CR8

Template EU CR8 - RWEA flow statements of credit risk exposures under the IRB approach Index
Thursday, March 31, 2022 Friday, December 31, 2021
Risk weighted exposure amount Risk weighted exposure amount
1 Risk weighted exposure amount as at the end of the previous reporting period 183,989 193,977
2 Asset size (+/-) 1,650 6,428
3 Asset quality (+/-) 3,878 -15,511
4 Model updates (+/-) 12,067 1,443
5 Methodology and policy (+/-) -4,235
6 Acquisitions and disposals (+/-)
7 Foreign exchange movements (+/-) 933 3,708
8 Other (+/-) 1,179 -1,822
9 Risk weighted exposure amount as at the end of the reporting period 203,695 183,989

EN Annex XXI

&P

MR2B

Template EU MR2-B - RWEA flow statements of market risk exposures under the IMA Index
31 March 2022 31 December 2021
VaR SVaR IRC Comprehensive risk measure Other Total RWEAs Total own funds requirements Total RWEAs Total own funds requirements
1 RWEAs at previous period end 1,179 6,336 1,314 200 9,029 722 8,925 714
1a Regulatory adjustment 912 4,930 144 0 5,986 479 5,852 468
1b RWEAs at the previous quarter-end (end of the day) 267 1,406 1,170 200 3,043 243 3,073 246
2 Movement in risk levels 525 115 982 801 2,423 194 -30 -2
3 Model updates/changes
4 Methodology and policy
5 Acquisitions and disposals
6 Foreign exchange movements
7 Other
8a RWEAs at the end of the disclosure period (end of the day) 792 1,521 2,152 1,001 5,466 437 3,043 243
8b Regulatory adjustment 2,024 6,055 8,079 646 5,986 479
8 RWEAs at the end of the disclosure period 2,816 7,576 2,152 1,001 13,545 1,084 9,029 722

EN Annex XXIX

&P

LIQ1

Template EU LIQ1 - Quantitative information of LCR Index
Total unweighted value (average) Total weighted value (average)
EU 1a Quarter ending on (31 March 2022) Thursday, March 31, 2022 Friday, December 31, 2021 Thursday, September 30, 2021 Wednesday, June 30, 2021 Wednesday, March 31, 2021 Thursday, March 31, 2022 Friday, December 31, 2021 Thursday, September 30, 2021 Wednesday, June 30, 2021 Wednesday, March 31, 2021
EU 1b Number of data points used in the calculation of averages 12 12 12 12 12 12 12 12 12 12
HIGH-QUALITY LIQUID ASSETS
1 Total high-quality liquid assets (HQLA) 171,683 165,415 162,965 156,904 153,950
CASH - OUTFLOWS
2 Retail deposits and deposits from small business customers, of which: 470,760 472,613 470,634 465,781 457,917 32,434 32,825 32,897 32,698 32,201
3 Stable deposits 355,608 354,193 350,348 345,001 337,985 17,780 17,710 17,517 17,250 16,899
4 Less stable deposits 99,540 102,660 104,432 105,126 104,356 12,463 12,905 13,181 13,319 13,245
5 Unsecured wholesale funding 373,026 358,634 350,198 347,242 349,931 128,963 122,894 118,275 115,881 116,633
6 Operational deposits (all counterparties) and deposits in networks of cooperative banks 274,355 263,750 259,057 258,551 260,319 68,423 65,771 64,589 64,444 64,879
7 Non-operational deposits (all counterparties) 93,220 90,653 87,000 84,339 84,354 55,089 52,893 49,544 47,084 46,497
8 Unsecured debt 5,451 4,230 4,141 4,352 5,257 5,451 4,230 4,141 4,352 5,257
9 Secured wholesale funding 13,978 13,859 12,819 11,949 11,940
10 Additional requirements 127,522 123,147 119,496 115,639 113,147 26,069 25,418 25,003 24,712 24,684
11 Outflows related to derivative exposures and other collateral requirements 8,842 8,862 9,268 9,548 9,770 8,842 8,862 9,268 9,548 9,770
12 Outflows related to loss of funding on debt products 990 982 835 912 910 990 982 835 912 910
13 Credit and liquidity facilities 117,690 113,303 109,393 105,180 102,467 16,238 15,574 14,900 14,253 14,004
14 Other contractual funding obligations 7,699 6,197 5,178 4,660 4,408 6,941 5,442 4,425 3,911 3,662
15 Other contingent funding obligations 137,271 132,469 127,893 127,153 126,487 6,442 6,144 5,799 5,653 5,319
16 TOTAL CASH OUTFLOWS 214,827 206,582 199,217 194,804 194,439
CASH - INFLOWS
17 Secured lending (e.g. reverse repos) 64,061 66,487 66,522 67,486 71,395 12,394 13,129 12,844 12,535 13,811
18 Inflows from fully performing exposures 37,192 36,234 35,193 34,148 33,546 29,109 28,153 27,169 26,206 25,492
19 Other cash inflows 230,200 218,861 213,054 212,677 216,822 48,960 46,231 44,821 44,529 45,284
EU-19a (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)
EU-19b (Excess inflows from a related specialised credit institution)
20 TOTAL CASH INFLOWS 331,453 321,582 314,769 314,311 321,762 90,463 87,514 84,834 83,270 84,587
EU-20a Fully exempt inflows
EU-20b Inflows subject to 90% cap
EU-20c Inflows subject to 75% cap 328,267 317,772 310,420 309,375 315,773 90,463 87,514 84,834 83,270 84,587
- 0 - 0 - 0 - 0 - 0 46,267 165,415 156,904 156,904
TOTAL ADJUSTED VALUE
EU-21 LIQUIDITY BUFFER 171,683 165,415 162,965 156,904 153,950
22 TOTAL NET CASH OUTFLOWS 124,364 119,068 114,383 111,533 109,851
23 LIQUIDITY COVERAGE RATIO 138% 139% 142% 141% 140%

EN Annex XIII

&P

LIQB

Table EU LIQB on qualitative information on LCR, which complements template EU LIQ1. Index
Row number Qualitative information - Free format
(a) Explanations on the main drivers of LCR results and the evolution of the contribution of inputs to the LCR's calculation over time ING Group's consolidated LCR ratio increased slightly to 139% in 2022Q1, compared to 136% per end of 2021. The change in this quarter can be explained by liquid assets increasing more compared to net outflows.
(b) Explanations on the changes in the LCR over time Over time, LCR increased reflecting the increased volume of operational deposits and non-operational deposits, which was partly offset by the increased volume of assets with undefined end date (cash pools) and trade finance transactions.
(c) Explanations on the actual concentration of funding sources ING's funding and liquidity sources are diversified to ensure the Bank is able to fund its commercial activities both under normal and stressed market circumstances across various geographies, currencies and tenors. The Bank's funding mix is managed by Group Treasury and is monitored on a monthly basis by ALCO Bank. The three largest funding sources in Q1 are retail deposits (48%), corporate deposits (22%) and interbank funding which includes the TLTRO (9%).
(d) High-level description of the composition of the institution`s liquidity buffer. 93% of liquidity buffer consists of Level 1 items of which almost two thirds is withdrawable central bank reserves. Approximately one quarter of Level 1 items is central government and central bank assets.
(e) Derivative exposures and potential collateral calls ING employs a Collateral Funding framework, where expected Collateral exposures are long term funded via the Matched Funding framework. The expected collateral exposures are generated using a risk neutral/ market implied information, and the resulting profiles are rebalancing on a monthly basis. ING covers the potential collateral calls in two ways: 1. Derivatives Funding Framework - where expected Collateral exposures are long term funded via the Matched Funding framework. The expected collateral exposures are generated using a statistical model, and the resulting profiles are rebalancing on a monthly basis 2. HLBA - Potential collateral calls, from unexpected shocks, are taken into account in LCR via the HLBA 24 month lookback approach
(f) Currency mismatch in the LCR First, ING reports and steers LCR above 100% in both all-ccy and USD, in line with Funding & Liquidity RAS and regulatory requirements. Second, additionally, ING reports to the regulator LCR specifically in EUR, RON and HUF. Third, ING monitors LCR per currency and manages any liquidity gap in significant currency positions. These three factors mitigate the risks for ING towards any undue currency mismatches.
(g) Other items in the LCR calculation that are not captured in the LCR disclosure template but that the institution considers relevant for its liquidity profile The LCR disclosure template only presents the consolidated LCR. However, ING also manages and reports LCR for subsidiaries, for material currencies, for foreign currencies of significant branches (RON, HUF and CZK) and for liquidity subgroups.

EN Annex 17

&P

Covid1

Template 1: Information on loans and advances subject to legislative and non-legislative moratoria Index
31 March 2022 Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk Gross carrying amount
Performing exposures Non-performing exposures Performing exposures Non-performing exposures Inflows to
Of which exposures with forbearance measures Of which Instruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) Of which exposures with forbearance measures Of which: Unlikely to pay that are not past-due or past-due <= 90 days Of which exposures with forbearance measures Of which Instruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) Of which exposures with forbearance measures Of which: Unlikely to pay that are not past-due or past-due <= 90 days non-performing exposures
Loans and advances subject to moratorium 5 5 2 4 -0 -0 -0 -0
Households 0 0
Of which: Collateralised by residential immovable property 0 0
Non-financial corporations 4 4 2 4 -0 -0 -0 -0
Of which: Small and Medium-sized Enterprises
Of which: Collateralised by commercial immovable property
Management overlays are not included in the provisions reported here.
Template 1: Information on loans and advances subject to legislative and non-legislative moratoria
31 December 2021 Gross carrying amount Accumulated impairment, accumulated negative changes in fair value due to credit risk Gross carrying amount
Performing exposures Non-performing exposures Performing exposures Non-performing exposures Inflows to
Of which exposures with forbearance measures Of which Instruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) Of which exposures with forbearance measures Of which: Unlikely to pay that are not past-due or past-due <= 90 days Of which exposures with forbearance measures Of which Instruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) Of which exposures with forbearance measures Of which: Unlikely to pay that are not past-due or past-due <= 90 days non-performing exposures
Loans and advances subject to moratorium 38 38 2 21 1 0 -1 -0 -0 -0 -0 0 -0 0
Households 23 22 5 1 0 -0 -0 0 -0 -0 -0 0
Of which: Collateralised by residential immovable property 16 15 1 0 0 -0 -0 0 -0 -0 -0 0
Non-financial corporations 15 15 2 15 -0 -0 -0 -0
Of which: Small and Medium-sized Enterprises
Of which: Collateralised by commercial immovable property 9 9 9 -0 -0 -0
Management overlays are not included in the provisions reported here.

Covid2

Template 2: Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria Index
31 March 2022 Number of obligors Gross carrying amount
Of which: legislative moratoria Of which: expired Residual maturity of moratoria
<= 3 months > 3 months <= 6 months > 6 months <= 9 months > 9 months <= 12 months > 1 year
Loans and advances for which moratorium was offered 135,341 15,499 0 0 0 0 0 0 0
Loans and advances subject to moratorium (granted) 128,895 14,578 4,042 14,573 3 2
Households 6,455 3,164 6,455 0
Of which: Collateralised by residential immovable property 5,200 2,811 5,200 0
Non-financial corporations 7,498 816 7,494 3 2
Of which: Small and Medium-sized Enterprises 1,483 45 1,483
Of which: Collateralised by commercial immovable property 5,091 587 5,091
Template 2: Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria
31 December 2021 Number of obligors Gross carrying amount
Of which: legislative moratoria Of which: expired Residual maturity of moratoria
<= 3 months > 3 months <= 6 months > 6 months <= 9 months > 9 months <= 12 months > 1 year
Loans and advances for which moratorium was offered 144,770 16,337 0 0 0 0 0 0 0
Loans and advances subject to moratorium (granted) 137,547 15,346 4,136 15,308 33 3 2
Households 6,771 3,277 6,748 23 0
Of which: Collateralised by residential immovable property 5,390 2,887 5,374 16 0
Non-financial corporations 7,933 796 7,918 11 3 2
Of which: Small and Medium-sized Enterprises 1,664 53 1,664
Of which: Collateralised by commercial immovable property 5,333 600 5,324 9

Covid3

Template 3: Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis Index
31 March 2022 Gross carrying amount Maximum amount of the guarantee that can be considered Gross carrying amount
Of which: forborne Public guarantees received Inflows to non-performing exposures
Newly originated loans and advances subject to public guarantee schemes 2,370 198 2,332 27
Households 83 0 0 1
Of which: Collateralised by residential immovable property 3 0 0 0
Non-financial corporations 2,283 192 2,246 27
Of which: Small and Medium-sized Enterprises 1,087 0 0 13
Of which: Collateralised by commercial immovable property 598 0 0 6
Template 3: Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis
31 December 2021 Gross carrying amount Maximum amount of the guarantee that can be considered Gross carrying amount
Of which: forborne Public guarantees received Inflows to non-performing exposures
Newly originated loans and advances subject to public guarantee schemes 2,198 208 2,155 27
Households 77 0 0 0
Of which: Collateralised by residential immovable property 3 0 0 0
Non-financial corporations 2,116 203 2,073 26
Of which: Small and Medium-sized Enterprises 1,001 0 0 13
Of which: Collateralised by commercial immovable property 539 0 0 6