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101 NOTES TO THE GROUP CONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED 31 DECEMBER 2021 46 RISK MANAGEMENT (CONTINUED) F. Classification of investment securities as per their external ratings (continued) As of 31 December 2020 NOTES TO THE GROUP CONSOLIDATED FINANCIAL STATEMENTS FOR THE YEAR ENDED 31 DECEMBER 2021 46 RISK MANAGEMENT (CONTINUED) G. Risk gross maximum exposure: The table below shows the gross maximum exposure to credit risk for the components of the Group consolidated statement of financial position, including derivatives. The maximum exposure is shown gross, before the effect of use of master netting and collateral agreements. Ratings Trading securities at FVTPL Designated at FVTPL AED 000 AAA AED 000 2,282 AA- to AA+ 1,244,140 A- to A+ 1,275,914 Lower than A- 2,731,698 Unrated 644,150 3,041 274,044 FVOCI- debt instruments AED 000 48,185 1,537,340 3,327,011 11,229,881 340,191 FVOCI- equity instruments AED 000 Amortised cost Total 2021 2020 AED 000 4,092,770 AED 000 4,143,237 AED 000 AED 000 14,507,857 17,289,337 871 16,851,056 21,454,852 801 7,692,034 21,657,455 Deposits with Central Banks Due from banks 64,730,368 96,353,563 45,343,248 34,997,680 488,905 6,456,200 8,203,490 Investment securities 105,178,097 71,813,844 Less: Expected (30,690) Credit Loss 5,895,902 279,367 16,451,918 490,577 (22,394) 49,577,523 (53,084) 72,695,287 Loans and receivables 422,272,390 443,541,469 Positive fair value of derivatives 10,658,925 13,697,399 Of which issued by: Customer acceptances 11,343,522 8,837,724 Trading securities at Designated Ratings FVTPL at FVTPL AED 000 AED 000 Governments 3,024,022 FVOCI- debt instruments AED 000 11,847,978 FVOCI- equity instruments AED 000 Amortised cost Public sector 2,442,923 3,237,837 74 AED 000 45,618,685 2,876,280 Total AED 000 60,490,685 Total (A) 659,526,550 669,241,679 Contingent liabilities 76,469,131 69,317,415 Irrevocable loan commitments 39,998,828 33,506,436 8,557,114 Total (B) 116,467,959 102,823,851 enterprises Private sector and 428,957 279,367 1,396,793 490,503 1,104,952 3,700,572 Total credit risk exposure (A + B) 775,994,509 772,065,530 others Less: Expected Credit Loss 5,895,902 279,367 (30,690) 16,451,918 490,577 (22,394) 49,577,523 (53,084) 72,695,287 EMIRATES NBD BANK PJSC - GROUP CONSOLIDATED FINANCIAL STATEMENTS - FOR THE YEAR ENDED 31 DECEMBER 2021 102 بنك الإمارات دبي الوطني Emirates NBD

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