Sustainable Funding Program

INVESTOR PRESENTATION OUR FINANCIAL PROFILE AND RISK MANAGEMENT FRAMEWORK Strong Risk Management Framework 15% Maximum exposure to single country Leverage Risk Appetite Policy Concentration Limits Capital Adequacy Policy** Liquidity Policy** • Defines minimum capital adequacy ratio (CAR) . Core metric: liquidity • 20% Maximum exposure by sub sector * 5%/6% Per client & 20% Internal models deliver capital requirements i.a. for credit per economic group Maximum exposure Equity & quasi equity • and market risk agencies' AA capital requirements • CAR incorporates rating coverage ratio (LCR) LCR time horizon >12 months LCR time horizon and liquidity haircuts consistent with rating agency criteria Market Risk 3.0x Maximum Debt / Capital Guiding principle: match the structure of assets and liabilities: tenor, interest rate and currency risk Market risk exposures are managed with Value at Risk and DV01 limits Liquidity Portfolio Guidelines 4 years Maximum liquidity portfolio duration A Minimum rating required Limits are based on a concept of allocated capital except for limits per client und economic group, and Maximum Equity Exposure limit, which are based on total exposure *Except for Financial Institutions sector (60%) IDB Invest 12

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