Investor Presentaiton

Group RWAs and Regulatory Capital Group Risk Weighted Assets - Fully Loaded € bn Credit Risk Weights per portfolio % -€1.47bn 33.9 0.5.3.1 (0.1) (1.4) 0.0 32.5 0.4.3.1 101% 50% 54% 30.3 29.0 Performing Net NPE Mar-23 Credit Market Operational Jun-23 Credit Market Operational Total Loan Portfolio RWA Density Transitional arrangements - IFRS 9 and B3 DTA DTA & Tax Credit with CET1 Capital € bn € mn CET1 4.4 4.3 3.3 3.3 Amortisation 2020 2021 2022 2023 2024 DTC IFRS 9 (239) (319) (398) (398) IFRS9 2.7 2.7 DTC 100% DTA Basel 3 (39) (39) (39) (39) (39) RWf Other DTA 0.0 0.0 No meaningful impact 0.7 0.6 DTA 250% from finalisation of B3 RWf Jun-23 Jun-23 (phased-in) 54 ALPHA SERVICES AND HOLDINGS

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