Deutsche Bank

UniCredit

BBVA

Santander

Barclays

RBS

BNP

HSBC

BPCE

Crédit Agricole

15

10

5

0

BBVA

UniCredit

Santander

BPCE

Crédit Agricole

HSBC

BNP Paribas

RBS

Barclays

Deutsche Bank

2016 (adverse scenario)

2015 CET1 ratio

2016 stress tests concluded that

Deutsche Bank is the least resilient

of the major European Banks

OTC derivatives exposure

Deutsche Bank is more heavily

engaged in opaque derivatives

trades than other EU banks

Source: EBA 2015 GSIB report

30

25

20

15

10

5

€0tn

Deutsche Bank

UniCredit

BBVA

Santander

Barclays

RBS

BNP

HSBC

BPCE

Crédit Agricole

15

10

5

0

BBVA

UniCredit

Santander

BPCE

Crédit Agricole

HSBC

BNP Paribas

RBS

Barclays

Deutsche Bank

30

25

20

15

10

5

€0tn

2016 (adverse scenario)

2015 CET1 ratio

2016 stress tests concluded that

Deutsche Bank is the least resilient

of the major European Banks

OTC derivatives exposure

Deutsche Bank is more heavily

engaged in opaque derivatives

trades than other EU banks

Source: EBA 2015 GSIB report