UBI Banca Group

A.2 Classification of exposures on the basis of external and internal ratings
A.2.1 Banking Group - Distribution of on- and off-balance sheet exposures by class of external rating
Exposures External rating classes Unrated Total
Class 1 Class 2 Class 3 Class 4 Class 5 Class 6
A. On-balance sheet exposure 1,829,738 16,930,434 1,085,146 4,352,647 2,831,634 3,382,955 85,153,624 115,566,178
B. Derivatives - 101,040 - 9,872 26,778 15,009 1,534,699 1,687,398
B.1 Financial derivatives - 101,040 - 9,872 26,778 15,009 1,534,699 1,687,398
B.2 Credit derivatives - - - - - - - -
C. Guarantees granted 32,847 2,675,798 24,024 140,678 74,623 126,216 4,627,927 7,702,113
D. Commitments to grant funds 25,381 584,255 14,045 92,431 159,533 265,323 3,841,063 4,982,031
Total 1,887,966 20,291,527 1,123,215 4,595,628 3,092,568 3,789,503 95,157,313 129,937,720
A.2.2 Banking Group - Distribution of on- and off-balance sheet exposures by class of internal rating
Exposures Internal rating classes
unrated TOTAL
Rating 1 Rating 2 Rating 3 Rating 4 Rating 5 Rating 6 Rating 7 Rating 8 Rating 9 Rating 10 Rating 11 Rating 12 Rating 13 Rating 14
A. On-balance sheet exposure 447,479 1,519,215 3,647,539 5,858,022 11,732,498 5,319,290 6,436,990 13,905,006 2,909,880 6,398,033 3,678,673 1,485,664 1,655,360 822,013 25,828,080 91,643,742
B. Derivatives 908 7,700 4,001 41,482 29,412 22,755 59,413 58,007 13,252 85,703 11,031 941 4,408 2,469 1,342,248 1,683,730
B.1 Financial derivatives 908 7,700 4,001 41,482 29,412 22,755 59,413 58,007 13,252 85,703 11,031 941 4,408 2,469 1,342,248 1,683,730
B.2 Credit derivatives - - - - - - - - - - - - - - - -
C. Guarantees granted 51,260 531,295 475,912 1,739,627 1,661,431 439,542 532,750 568,402 106,745 240,410 90,345 14,128 38,852 33,721 1,047,694 7,572,114
D. Commitments to grant funds 34,406 118,188 211,606 558,655 338,950 279,303 302,007 360,968 66,799 298,560 123,465 18,007 27,100 38,147 1,707,575 4,483,736
Total 534,052 2,176,397 4,339,058 8,197,785 13,762,291 6,060,890 7,331,161 14,892,383 3,096,677 7,022,707 3,903,514 1,518,740 1,725,720 896,350 29,925,597 105,383,322
The classes on the “Master Scale” consist of probability of default (PD) intervals within which PDs corresponding to the single classes of
the different internal rating models are mapped. The rating classes are presented in decreasing order of creditworthiness: the best
creditworthiness in rating class 1; the worst creditworthiness in rating class 14.
The distribution shows the aggregates of exposures, (i.e. net of intercompany eliminations) to the ordinary customers to which internal
credit ratings have been assigned of UBI Banca, the network banks of the Group (Banca Popolare di Ancona Spa, Banca Carime Spa,
Banca Popolare di Bergamo Spa, Banca Popolare Commercio e Industria Spa, Banca di Valle Camonica Spa, UBI Banca Private
Investment Spa, Banca Regionale Europea Spa, Banco di Brescia Spa, Banco di San Giorgio Spa) and Centrobanca Spa (“specialised
lending” exposures are also given for the latter).
A.3 Distribution of guaranteed/secured credit exposures by type of guarantee
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