Basel I Input Ranges

Profitability -10000
PPP % of Avg RWA - Basel I -10000 0.005 0.014
Net Income % Avg RWA - Basel I -10000 0.003 0.010
Capital Adequacy -10000
Tier 1 ratio (%) - Basel I -10000 0.040 0.060
Tangible Common Equity % RWA - Basel I -10000 0.025 0.040
E D C

Liquidity Ratios -10000

(Market funds - Liquid Assets) % Total Assets -10000 -0.100 0.000
Efficiency -10000
Cost/income ratio (op. expenses % op. income) [7] -10000 0.450 0.550
Asset Quality -10000
Problem Loans (%) Gross Loans -10000 0.008 0.020
(Problem Loans - LLR) (%) Shareholders' Equity -10000 0.100 0.200
A B C
Economic Insolvency
Economic Insolvency - Basel I -10000 -0.020 0.000
E E+ D-

BFSR Lookup
A 1
A- 2
B+ 3
B 4
B- 5
C+ 6
C 7
C- 8
D+ 9
D 10
D- 11
E+ 12
E 13
Neutral 0
Section Rating Score Lookup
0 A
2.5 B
5.5 C
8.5 D
11.5 E

Basel Reporting Country Ceiling

(select) (select)
Basel I Aaa - Aa1
Basel II less than Aa1

Trend
Improving
 Neutral
Weakening

Basel II Input Ranges

Profitability -10000
PPP % of Avg RWA - Basel II -10000 0.005 0.015
Net Income % Avg RWA - Basel II -10000 0.003 0.011
Capital Adequacy -10000
Tier 1 ratio (%) - Basel II -10000 0.042 0.063
Tangible Common Equity % RWA - Basel II -10000 0.027 0.042
E D C

Liquidity Ratios -10000

 0.024 0.035
0.017 0.020

0.080 0.100
0.055 0.070
B A

0.100 0.200

0.650 0.800

0.050 0.120
0.300 0.500
D E

0.020 0.040
D Neutral

Reverse Lookup
0 Not Rated
0.1 A
1.5 A-
2.5 B+
3.5 B
4.5 B-
5.5 C+
6.5 C
7.5 C-
8.5 D+
9.5 D
10.5 D-
11.5 E+
12.5 E

Score Lookup
A
B
C
D CG Score CG lookup Monoline
E Neutral 1 Neutral 0 Neutral
D 2 D 10 E
Country Ceiling E 3 E 13

less than Aa1

binary Public or Private

yes
 no

0.025 0.037
0.018 0.021

0.084 0.105
0.058 0.074
B A
Bank Name: Country Name:

Foreign Currency Ceiling (select)

Basel Reporting (select)
Select Foreign Currency Ceiling
Input A B C D E Score
Qualitative Factors
Factor 1: Franchise Value                                            
Market share and sustainability
Geographical diversification
Earnings stability
Earnings diversification
Factor 2: Risk Positioning #N/A
Corporate Governance Neutral
Ownership and Organizational Complexity
Key Man Risk
Insider and Related-Party Risks
Controls and Risk Management #N/A #N/A #N/A #N/A #N/A #N/A
Risk Management
Controls
Financial Reporting Transparency #N/A #N/A #N/A #N/A #N/A #N/A
Global Comparability
Frequency and Timeliness
Quality of Financial Information
Credit Risk Concentration #N/A #N/A #N/A #N/A #N/A #N/A
Borrower Concentration
Industry Concentration
Liquidity Management #N/A #N/A #N/A #N/A #N/A #N/A
Market Risk Appetite #N/A #N/A #N/A #N/A #N/A #N/A
Factor 3: Regulatory Environment
Factor 4: Operating Environment #N/A
Economic Stability
Integrity and Corruption
Legal System
Financial Factors
Factor 5: Profitability                                                       
PPP % of Avg RWA - Basel I
Net Income % Avg RWA - Basel I
Factor 6: Liquidity
(Market funds - Liquid Assets) % Total Assets
Liquidity Management
Factor 7: Capital Adequacy
Tier 1 ratio (%) - Basel I
Tangible Common Equity % RWA - Basel I
Factor 8: Efficiency
Cost/income ratio
Factor 9: Asset Quality
Problem Loans % Gross Loans
Problem Loans % (Equity + LLR)
Lowest Combined Financial Factor Score (in yellow)
Economic Insolvency Override
Qualitative Factors #N/A
Financial Factors
Total Scorecard Implied BFSR
Work Space for Comments
 S

W
O
Basel I Financial Fundamentals Ranges R
K
A B C D E
S
Profitability
PPP % of Avg RWA - Basel I
>=
3.5%
>=
2.4%
<
3.5%
>=
1.4%
<
2.4%
>=
0.5%
<
1.4%
<
0.5%
H
Net Income % Avg RWA - Basel I 2.0% 1.7% 2.0% 1.0% 1.7% 0.3% 1.0% 0.3%
E
Liquidity Ratios
(Market funds - Liquid Assets) % Total Assets
<
-10%
>=
-10%
<
0%
>=
0%
<
10%
>=
10%
<
20%
>=
20% E
Liquidity Management
Capital Adequacy >= >= < >= < >= < < T
Tier 1 ratio (%) - Basel I 10% 8.0% 10% 6% 8% 4.0% 6% 4%
Tangible Common Equity % RWA - Basel I 7% 5.5% 7% 4% 6% 2.5% 4% 2.5%

Efficiency < >= < >= < >= < >=

Cost/income ratio 45% 45% 55% 55% 65% 65% 80% 80%

Asset Quality < >= < >= < >= < >=
Problem Loans (%) Gross Loans 0.8% 0.8% 2% 2% 5% 5% 12% 12%
Problem Loans % (Shareholders' Equity + LLR) 10% 10% 20% 20% 30% 30% 50% 50%

D D- E+ E
Economic Insolvency >= < >= < >= < <
Economic Insolvency - Basel I 2% 4% 0% 2% -2% 0% -2%

Basel II Financial Fundamentals Ranges

A B C D E
Overall Scorecard Weights - WEIGHTS SHIFTS AS THE SCORECARD IS BEING CO
Qualitative Rating Factors 50%
Financial Fundamentals 50%

Check: 100.0%

Financial Fundamentals Weights

Profitability
PPP % of Avg RWA 7.9%
Net Income % Avg RWA 7.9%

Liquidity
(Market funds - Liquid Assets) % Total Assets 5.6%
Liquidity Management 10.1%

Capital Adequacy
Tier 1 ratio (%) 7.9%
Tangible Common Equity % RWA 7.9%

Efficiency
Cost/income ratio 7%

Asset Quality
Problem Loans (%) Gross Loans 7.9%
Problem Loans % (Shareholders' Equity + LLR) 7.9%

Maximum Factor 30.0%

Check: 100.0%

Qualitative Factor Weights

Franchise Value 40.0%

Risk Positioning 40.0%
Regulatory Environment 10.0%
Operating Environment 10.0%

Check: 100.0%
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Qualitative Subfactor Weights in
rio
te
lp
cr
sio
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Franchise Value tR
strt
iiya
in
1) Market share and sustainability 33% slto
g
ke
in
2) Degree of geographical diversification 33%
n
3) Degree of predictability of the bank's main businesses 33% T
C
e
G
ro
4) Degree of diversification of main business lines 0% so
a
n
vn
ce
Check: 100.0% se
rp
n
n
a
ta
rr
Risk Positioning n
e
a
c
n
te
1) Corporate Governance #N/A ci
2) Financial Reporting Transparency #N/A yo
3) Credit Risk Concentration #N/A n
4) Liquidity Management #N/A
5) Market Risk Appetite #N/A
6) Controls #N/A

Credit Risk Concentration Adjustment #N/A Credit Risk Con

Quality of Financial Information Adjustment #N/A Quality of Finan

Check: #N/A

Operating Environment

1) Economic Stability 33.3%

2) Integrity and Corruption Index 33.3%
3) Legal System 33.3%

Check: 100.0%