Investor Presentaiton

C. Investor Report- Glossary The definitions below reflect the national specificities Field Number IRG.1.1 IRG.1.2 IRG.1.3 IRG.1.4 IRG.1.5 IRG.1.6 IRG.1.7 Investor Report Glossary OC Calculation: Actual OC Calculation: Legal minimum OC Calculation: Committed Interest Rate Types Residual Life Buckets of Cover assets [i.e. how is the contractual and/or expected residual life defined? What assumptions eg, in terms of prepayments? etc.] Maturity Buckets of Covered Bonds [i.e. how is the contractual and/or expected maturity defined? What maturity structure (hard bullet, soft bullet, conditional pass through)? Under what conditions/circumstances? Etc.] LTV: Definition LTV Ratio LTVs: Frequency and time of last valuation Reason for No Data Not applicable for the jurisdiction Not relevant for the issuer and/or CB programme at the present time Not available at the present time See Asset Coverage Test 90% of Eligible assets 90% of Eligible assets Fixed Rate (rate constant > 1 year); Floating Rate (rate constant ≤ 1 year) Covered assets are bucketed based on the remaining term of the contract interest term of the loan at inception or from last renewal. Covered bonds can be issued on any term with soft bullet maturities (extendable for an additional year from contractual maturity date). According to Moody's criteria: Loan to unindexed value of the guarantees. Where there are multiple properties backing a single loan, the aggregate value of all loans and valuations across all properties should be used. Means the ratio of the outstanding balance of a Mortgage Loan to the value of the Property securing that Mortgage Loan Effective July 25, 2017, property values for LTV must be indexed at least on a quarterly basis. Value ND1 ND2 ND3 IRG.1.8 IRG.1.9 IR IR IR RRR

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