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Input Confidential
FX Rate
(LC.CY/ Risk
BANK`s NAME Base Balance Sheet FG.CY) Loss rates in Liquidation Discount rates in P&A Resolution Techniques Weights
DATE (00/00/2010) LC.CY. FG.CY Total 1 Suggested LC.CY. FG.CY Suggested LC.CY. FG.CY P&A Bridge Bank Liquidation Bridge Bank
ASSETS Valuation Methodologies
Cash & Balance with CB 0 0 0 0 2 0 1
Cash in Vault and ATMs 0 0 0 0 0% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
CB Reserve Req. (RR) 0 0 0 0 0% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
R Remunerated RR 0 0 0 0
Other CB Deposits (Interest earning) 0 0 0 0 0% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Money Market Activities (Assets) 0 0 0 0
Correspondant Accounts 0 0 0 0 5%-25% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Due from Banks/OFI (Interbank) 0 0 0 0 5%-25% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Securities Held for Trading/FVA 0 0 0 0 5%-25% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
(+/-) Fair Value Adjustments 0 0 0 0
Repo Money Market Operations 0 0 0 0 5%-25% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Capital Market Activities (Assets) 0 0 0 0
AFS Securities 0 0 0 0 5%-25% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
(+/-) Fair Value Adjustments 0 0 0 0
Less: Impairment Adjustments 0 0 0 0
HTM Securities 0 0 0 0 5%-25% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Impairment Adjustments 0 0 0 0
Other Securities 0 0 0 0 5%-25% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Impairment Adjustments 0 0 0 0
Investments in Associates/Subsidiaries 0 0 0 0 25%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
(+/-) Carrying Value Adjustments 0 0 0 0
Less: Impairment Adjustments 0 0 0 0
Net Loan Portfolio Segment 0 0 0 0
Net Individual and Other Loans 0 0 0 0
Real Estate (Households) 0 0 0 0
A: Pass (Best Rated) Mortgages 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) Mortgages 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) Mortgages 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions for Mort. 0 0 0 0
Consumer Loans (Households) 0 0 0 0
A: Pass (Best Rated) Consumer Loans 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) Consumer Loans 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) Consumer Loans 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions Cons. Loans 0 0 0 0
Other Retail Loans 0 0 0 0
A: Pass (Best Rated) Other Retail 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) Other Retail 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) Other Retail 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions for ORL 0 0 0 0
SME Retail 0 0 0 0
A: Pass (Best Rated) SME Retail 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) SME Retail 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) SME Retail 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions for SME 0 0 0 0
Net Private Corporate Loans 0 0 0 0
Real Estate (Commercial) 0 0 0 0
A: Pass (Best Rated) RE Commercial 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) RE Commercial 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) RE Commercial 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions RE Comm 0 0 0 0
Commercial & Industrial 0 0 0 0
A: Pass (Best Rated) Comm&Indust 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) Comm&Indust 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) Comm&Indust 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions Comm&Ind. 0 0 0 0
Agriculture Loans 0 0 0 0
A: Pass (Best Rated) Agro Loans 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) Agro Loans 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) Agro Loans 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions for Ag. Loans 0 0 0 0
Other Commercial Loans& Leases 0 0 0 0
A: Pass (Best Rated) Other Comm 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
B: Pass (Lesser Rated) Other Comm 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
C/D: NPL (Impaired) Other Comm 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Specific Provisions Other Comm 0 0 0 0
Other Assets 0 0 0 0
Property, Plant and Equipment 0 0 0 0 20%-50% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Accumulated Depreciation 0 0 0 0
Interest Accrued Receivables 0 0 0 0 10%-30% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Goodwill 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Amortization & Impairments 0 0 0 0
Foreclosed Assets (OREO) 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Less: Provisions for OREO 0 0 0 0
Other Assets 0 0 0 0 45%-100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Financial Derivative Assets (FVA) 0 0 0 0 100% 0.0% 0.0% 0% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
TOTAL ASSETS 0 0 0 0 0.0% 0.0% 0.0% 0.0%
LIABILITIES & EQUITY Insured Liabilities (Covered) Secured Liabilities Resolution Techniques
LIABILITIES LC.CY. FG.CY Total LC.CY. FG.CY Total P&A Bridge BankLiquidation
R Customer Deposit Accounts 0 0 0 0 0 0 0 0 0 0
Demand Deposits 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Now Accounts 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Money Market Deposit Account 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Input in b8d6bdfb-75ee-4fb3-94a1-4cc7095c40b6.xls 8/15/2011 at 7:26 PM 1 of 3
Input Confidential
Savings Deposits 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Time Deposits under 100B 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Time Deposits over 100B 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Deposits in Foreign Offices 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Money Market Activities (Liability.) 0 0 0 0 0 0 0 0 0 0
Due to Banks/OFI in Interbank 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Central Bank Funds Purchased & Repos 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
ELA from Central Bank (LOLR line) 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Other Borrowings (+Note Option) 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Capital Market Activities (Liability.) 0 0 0 0 0 0 0 0 0 0
Syndicate Loans & Similar Borrowing 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
MLT Lines of Credit (Parent or EBRD) 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Bonds Issued 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Subordinated Bonds 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Multipurpose Liabilities 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Less: Discounted A/P on Multipurpose Liabilities 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Other Liabilities 0 0 0 0 0 0 0 0 0 0
General Loan Loss Provision 0 0 0 0 0.0% 0.0% 100.0%
Provisions for Employee Benefits 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Provisions for OBS Guarantees 0 0 0 0 0.0% 0.0% 100.0%
Tax Liabilities 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Interest Accrued Payable 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Other Liabilities 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
Financial Derivative Liabilities (FVA) 0 0 0 0 0 0 0 0 0 0 0.0% 0.0% 100.0%
TOTAL LIABILITIES 0 0 0 0 0 0 0 0 0 0
SHAREHOLDER`S EQUITY
Common Stock (Private) 0 0 0 0
Common Stock (Public) 0 0 0 0
Preferred Stock (Private) 0 0 0 0
Preferred Stock (Public) 0 0 0 0
Retained Earnings 0 0 0 0
Gains/Losses on AFS Securities 0 0 0 0
Revaluation Reserves 0 0 0 0
All Other Reserves 0 0 0 0
TOTAL SHAREHOLDER`S EQUITY 0 0 0 0
TOTAL LIABILITIES & EQUITY 0 0 0 0
Risk
Loss rate (in Liquidation) Loss rate (in P&A) Resolution Techniques Weights
OFF-BALANCE SHEET ACTIVITY Suggested LC.CY. FG.CY Suggested LC.CY. FG.CY P&A Bridge BankLiquidation Bridge Bank
Contingent Liabilities 0 0 0 0
Financial Guarantees 0 0 0 0 0.5% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Doubtful Guarantees 0 0 0 0 1% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0%
Contingent Commitments 0 0 0 0
Retail and Credit Card Lines 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Corporate Loans Lines 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Assets Under Management 0 0 0 0
Pension Funds under Mgt. 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Mutual Funds under Mgt. 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Trusts and Other Funds under Mgt. 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Derivatives 0 0 0 0
Forwards Long 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Forwards Short 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Swap Long 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Swap Short 0 0 0 0 0% 0.0% 0.0% 0.5% 0.0% 0.0% 0.0% 0.0% 100.0% 0.0%
Input in b8d6bdfb-75ee-4fb3-94a1-4cc7095c40b6.xls 8/15/2011 at 7:26 PM 2 of 3
Output Confidential
Resolution Options Multi-part Resolution (Bridge Bank by Default)
Combina-tion
Resolution Scenarios/Guarantee Regime in the Country Liquidation P&A Liquidation P&A Bridge Bank of All
Net Asset Value (NAV) 0 0 0 0 0 0
Adjustments to Net Asset Value 0 0 0 0 0 0
Loss/Profit Sharing Aggreement 0 0 0 0 0 0
Resolution Costs 0 0 0 0 0 0
Valuation of Tangible Assets 0 0 0 0 0 0
Valuation of Intangible Assets 0 0 0 0 0 0
Net Asset Value (+) After Adjustments 0 0 0 0 0 0
Covered Liabilities 0 0 0 0 0 0
NAV less Covered Liabilities (+/-) 0 0 0 0 0 0
PV of NAV less Covered Liabilities (+/-) 0 0 0 0 0 0
Insured Deposits 0 0 0 0 0 0
Other Insured/Guaranteed Liabilities 0 0 0 0 0 0
Deposit Insurance System (With Pro Rata) - NAV (+/-) 0 0 0 0 0 0
Deposit Insurance System - NAV (+/-) 0 0 0 0 0 0
Uninsured Deposits 0 0 0 0 0 0
Blanket Guarantee to All Deposits -NAV (+/-) 0 0 0 0 0 0
Remaining Uninsured Liabilities 0 0 0 0 0 0
Blanket Guarantee to on Balance Sheet (BS) Liabilities - NAV (+/-) 0 0 0 0 0 0
Loss Estimated on off BS Liabilities 0 0 0 0 0
Blanket Guarantee to on and off BS Liabilities - NAV (+/-) 0 0 0 0 0 0
Recapitalizationfor Bridge Bank (-) 0 0
Blanket Guarantee to on and off BS Liabilities+Recapitalization for Bridge
Bank-NAV (+/-) 0 0 0 0 0 0
Recapitalzaition Assumptions 0 0
Case-by-case Additional Costs 0 0 0
Asset Recovery Calculations
Asset Recovery Calculations under Cash Flow Methedology
Output in File: b8d6bdfb-75ee-4fb3-94a1-4cc7095c40b6.xls 8/15/2011 @ 7:26 PM 3 of 3
