Investor Presentaiton

Regulatory Capital and Capital Requirements Equity to regulatory capital bridge € mn 5,987 (471) Overall Capital Requirements % 14.0% 7.9% Tangible book value / Tangible Assets 0.5% O-S II 2.5% 11.0% Composed by CCB Composed CET 1 (1.7%) 3.0% 3.0% 5,892 P2R entirely by AT1 (0.55%) CET 1 Tier 2 (0.75%) 5,516 4,877 4,878 1,013 Tier 2 2.0% 2.0% 780 AT1 1.5% 1.5% (1,419) Pillar 1 4.5% 4.5% Ordinary Intangibles Tangible Equity book DTA Deduction value from CET1 1| Excluding CCB 2.5% and OS-II buffer 0.5% Other CET1 capital Hybrids Tier 1 Lower Tier II Total Capital Ratio 1 2020 OCR 2020 OCR (pre) (post relief measures) 44 ALPHA SERVICES AND HOLDINGS

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