Investor Presentaiton

Organic capital generation at 0.7% in Q2; +c20bp to come from remaining performing loan securitizations Fully Loaded CET1 q/q % 12.3% 0.3% 0.6% (0.1%) (0.1%) 0.7% Organic Capital Generation I 0.0% 0.6% 13.5% 13.4% 13.6% Mar-23 Q2 23 organic PnL DTA DTC RWAs Other capital elements Transactions Jun-23 Jun-23 post Jun-23 dividend accrual of Remaining RWA relief Fully Loaded RWAs q/q % -€1.47bn 33.9 0.2 32.5 (0.4) 3.1 (1.2) (0.1) 0.0 3.1 (0.5) Credit 0.5. 30.3 (0.7) 0.4: Market Operational 29.0 Mar-23 NPE transactions Synthetic securitisation Credit 1| Pro-forma for remaining RWA relief from NPA transactions including mainly Skyline, Solar and Leasing Market Operational Jun-23 Remaining RWA relief securitisations Synthetic 25 ALPHA SERVICES AND HOLDINGS

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