Instruction No. 2017-I-16 of October 3, 2017, regarding the submission of information necessary for calculating contributions to deposit, securities, and guarantee fund mechanisms (repealed)

PRUDENTIAL SUPERVISION AND RESOLUTION AUTHORITY

Instruction No. 2017-I-16 regarding the submission of information necessary to the calculations of contributions, to the deposit guarantee mechanisms, to securities and guarantees

The Prudential Supervision and Resolution Authority, Having regard to the Monetary and Financial Code, in particular Articles L. 312-4 to L. 312-16, L. 322-1 to L. 322-10, L. 313-50 to L. 313-51, L. 511-30 and D. 313-26; Having regard to the Order of October 27, 2015 taken for the application of point 6° of Article L. 312-16 of the Monetary and Financial Code; Having regard to the Order of October 27, 2015 relating to the implementation of the deposit guarantee, the compensation ceiling and the application methods of Article L. 312-4-1 of the Monetary and Financial Code; Having regard to the Decision of the Prudential Supervision and Resolution Authority No. 2016-C-51 of October 10, 2016 establishing the calculation methods for contributions to the deposit guarantee mechanism as of 2016; Having regard to the Joint Decision of the Prudential Supervision and Resolution Authority and of the Autorité des Marchés Financiers No. 2015-C-113 of December 1, 2015 modified by the Joint Decision No. 2016-C-79 of November 14, 2016 establishing the methods for calculating contributions to the securities guarantee mechanism; Having regard to the Decision of the Prudential Supervision and Resolution Authority No. 2015-C-112 of December 1, 2015 modified by Decision No. 2016-C-78 of November 14, 2016 establishing the methods for calculating contributions to the guarantee mechanism for guarantees; Having regard to the opinion of the Prudential Affairs Consultative Commission of September 11, 2017, DECIDES

Chapter 1

• General Provisions

Article 1 Credit institutions, investment firms other than portfolio management companies, hereinafter "investment firms", and financing companies concerned by one or more of the deposit, securities and guarantee mechanisms, as well as the central bodies mentioned in Article L. 511-30 of the Monetary and Financial Code, submit the information requested in "1.1. Identification of the institution" of the annex to this instruction.

2 Central bodies carry out a supplementary submission, under the conditions provided for by this instruction, of information relating to the guarantee of securities and guarantees requested in the annex to this instruction on a consolidated basis at the level of their network.

Article 2 The tables attached to this instruction are completed in accordance with this instruction and, where applicable, with the technical documentation published by the General Secretariat of the Prudential Supervision and Resolution Authority. Financial data are reported in euros and, unless otherwise stated, are finalized as of December 31 of the year preceding the submission. This date is referred to as the "reference reporting date".

These tables are submitted annually to the General Secretariat of the Prudential Supervision and Resolution Authority by electronic transmission in EXCEL format within the ONEGATE system at the latest:

• January 15 for the information requested in "1.1. Identification of the institution" and in "Section A. Information for the calculation of the contribution base for the deposit guarantee mechanism and on special regime savings" of "1.2. Information for the calculation of bases" of the annex to this instruction;
• March 31 for the information requested in "1.1. Identification of the institution", in "Section B. Information for the calculation of the contribution base for the securities guarantee mechanism" and in "Section C. Information for the calculation of the contribution base for the guarantee mechanism for guarantees" of "1.2. Information for the calculation of bases" as well as in "2. Information for risk indicators" of the annex to this instruction.

Chapter 2 - Information necessary for the calculation of contributions to the deposit guarantee mechanism

Article 3 Credit institutions authorized as of January 1 of the current year submit the information requested in "Section A. Information for the calculation of the contribution base for the deposit guarantee mechanism and on special regime savings" of "1.2. Information for the calculation of bases" of the annex to this instruction.

Information relating to "Covered deposits outside special regime savings (Livrets A, LDD and LEP)", to "Special regime savings centralized in the Savings Fund" and to "Special regime savings not centralized in the Savings Fund" are declared on the quarterly reporting dates of March 31, June 30, September 30 and December 31 of the year of the reference reporting date.

3

Article 4 The credit institutions mentioned in Article 3 also submit all the information requested in "2. Information for risk indicators" of the annex to this instruction.

For the calculation of the "Indicator D. ii) Return on Assets (ROA)" mentioned in "Section D. Pillar 'Banking Model and Governance'", in addition to the data relating to the reference reporting date, the data finalized as of December 31 preceding the reference reporting date must be provided.

Chapter 3 - Information necessary for the calculation of contributions to the securities guarantee mechanism

Article 5 Credit institutions providing investment services and investment firms authorized as of January 1 of the current year as well as central bodies submit the information requested in "Section B. Information for the calculation of the contribution base for the securities guarantee mechanism" of "1.2. Information for the calculation of bases" of the annex to this instruction.

Article 6 The persons mentioned in Article 5 also submit the following information requested in "2. Information for risk indicators" of the annex to this instruction:

• in "Section A. Category for capital indicators", the "Risk Indicator A.ii) Common Equity Tier 1 capital ratio (CET1 ratio)";
• in "Section D. Pillar Banking Model and Governance", the "Risk Indicator D. ii) Return on Assets (ROA)".

For the calculation of the return on assets indicator, in addition to the data relating to the reference reporting date, the data finalized as of December 31 preceding the reference reporting date must be provided.

Chapter 4 - Information necessary for the calculation of contributions to the guarantee mechanism for guarantees

Article 7 Credit institutions and financing companies whose authorization as of January 1 of the current year allows the issuance of guarantee commitments required by legislative or regulatory text within the meaning of Articles L. 313-50 and D. 313-26 of the Monetary and Financial Code as well as central bodies submit the information requested in "Section C. Information for the calculation of the contribution base for the guarantee mechanism for guarantees" of "1.2. Information for the calculation of bases" of the annex to this instruction.

4

Article 8 The persons mentioned in Article 7 also submit the information requested for the "Risk Indicator A.ii) Common Equity Tier 1 capital ratio (CET1 ratio)" in "Section A. Category for capital indicators" of "2. Information for risk indicators" of the annex to this instruction.

Chapter 5 - Final Provisions

Article 9 Instruction No. 2016-I-28 of December 20, 2016 relating to the submission of information necessary for the calculation of contributions to the guarantee mechanisms deposits, securities and guarantees is repealed.

Article 10 This instruction enters into force the day following its publication. Paris, October 3, 2017 The President of the Prudential Supervision Authority and Resolution [Denis BEAU]

5

Annex INFORMATION SUBMISSION TABLES NECESSARY FOR THE CALCULATION OF CONTRIBUTIONS

Code Format (maximum number of characters) Value CIB Numeric (5) LEI Text (20) NAME Text (255) TYPE 0 Text (Yes/No) TYPE 1 Text (Yes/No) TYPE 2 Text (Yes/No) TYPE 3 Text (Yes/No) TYPE 4 Text (Yes/No) TYPE 5 Text (Yes/No) EMAIL 1 Text (255) EMAIL 2 Text (255) DATE DD/MM/YYYY Electronic address 1 of contact of the institution Is the institution a financing company? Is the institution an investment firm? Electronic address 2 of contact of the institution Contributions for the deposit, securities and guarantee mechanisms

1.1. Identification of the institution Field Is this the supplementary submission of a central body for the calculations of the securities and guarantees guarantee? Note: Central bodies use consolidated data to complete this template, including for the questions "TYPE 4", "TYPE 5" and "on a consolidated basis". Banking identification code (CIB) of the institution Legal Entity Identifier (LEI) of the institution Name of the institution Is the institution (credit institution or financing company) authorized to issue regulated guarantees (Article L.313-50 of the monetary and financial code)? Is the institution (credit institution or financing company) authorized to provide investment services? Is the institution a credit institution? Reference date for this declaration form

6

Code Format (maximum number of characters) Value in euros 1A1T1 1st quarter N-1 1A1T2 2nd quarter N-1 1A1T3 3rd quarter N-1 1A1T4 4th quarter N-1 1A2T1 1st quarter N-1 1A2T2 2nd quarter N-1 1A2T3 3rd quarter N-1 1A2T4 4th quarter N-1 1A3T1 1st quarter N-1 1A3T2 2nd quarter N-1 1A3T3 3rd quarter N-1 1A3T4 4th quarter N-1 1A4 Numeric (15) 0 Special regime savings not centralized in the Savings Fund Deposit Guarantee Base: filled automatically do not complete Positive value or greater than or equal to 0 Covered deposits outside special regime savings (Livrets A, LDD and LEP) Special regime savings centralized in the Savings Fund Section A. Information for the calculation of the contribution base for the deposit guarantee mechanism and on special regime savings (only credit institutions complete this section)

1.2. Information for the calculation of bases Field Code Format (maximum number of characters) Value in euros 1B1 Numeric (15) 1B2 Numeric (15) 1B3 Numeric (15) 1B4 Numeric (15) 1B5 Numeric (15) 1B6 Numeric (15) 1B7 Numeric (15) 0 Code Format (maximum number of characters) Value in euros 1C1 Numeric (15) 1C2 Numeric (15) 1C3 Numeric (15) 1C4 Numeric (15) 0 1C5 Text (Yes/No) Section B. Information for the calculation of the contribution base for the securities guarantee mechanism (investment firms complete this section as well as credit institutions or financing companies if and only if they are providers of investment services) Have you issued guarantees covered by point 1.1 of the annex of Regulation No. 2000-06 modified? Securities Guarantee Base: filled automatically do not complete Guarantees Guarantee Base: filled automatically do not complete Financial Guarantees Other client-order guarantees TCN and Treasury Bills held Securities of investment funds held Financial instruments - Margin deposits Financial instruments - Purchased option instruments () this line is only taken into account for members who are not credit institutions Field Real Estate Guarantees Section C. Information for the calculation of the contribution base for the guarantee mechanism for guarantees (credit institutions and financing companies authorized to issue regulated guarantees complete this section) Field Securities held - French and foreign securities Positive value or greater than or equal to 0 Positive value or greater than or equal to 0 Customer cash deposits and other liabilities ()

7

Risk Indicator A.i) Leverage Ratio (Only for credit institutions) (on a standalone basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 2A1 Has the ACPR or the ECB granted the institution an exemption regarding the application of the leverage ratio risk indicator at the individual level? Yes/No 2A2 Level of reporting of the leverage ratio risk indicator Standalone/Sub-consolidated/Consolidated 2A3 Name of the consolidating institution (only in case of exemption) Text (255) 2A4 Banking identification code (CIB) of the parent institution (only in case of exemption) Numeric (5) 2A5 Capital as defined by the leverage ratio at the reporting level selected above (in euros) Numeric (15) 2A6 Total exposures as defined by the leverage ratio at the reporting level selected above (in euros) Numeric (15) 2A7 Leverage ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (2A5/2A6) .v Risk Indicator A.ii) Common Equity Tier 1 capital ratio (CET1 ratio) (For all institutions) (on a standalone basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 2A8 Has the ACPR or the ECB granted the institution an exemption regarding the application of the solvency ratio risk indicator at the individual level? Article 7 CRR Yes/No 2A9 Level of reporting of the CET1 ratio risk indicator Standalone/Sub-consolidated/Consolidated 2A10 Name of the consolidating institution (only in case of exemption) Text (255) 2A11 Banking identification code (CIB) of the consolidating institution (only in case of exemption) Numeric (5) 2A12 CET1 Capital, at the reporting level selected above Numeric (15); euros 2A13 Total risk exposure, at the reporting level selected above Numeric (15); euros 2A14 CET1 Ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (2A12/2A13) .v Risk Indicator B.i) Liquidity Coverage Ratio (LCR) (Only for credit institutions) (on a standalone basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 2B1 Has the ACPR or the ECB granted the institution an exemption regarding the monitoring of liquidity (LCR) at the individual level? Article 8 CRR Yes/No 2B2 Level of reporting of the LCR risk indicator Standalone/Sub-consolidated/Consolidated 2B3 Name of the consolidating institution (only in case of exemption) Text (255) 2B4 Banking identification code (CIB) of the consolidating institution (only in case of exemption) Numeric (5) 2B5 Numerator at the reporting level selected above Numeric (15); euros 2B6 Denominator at the reporting level selected above Numeric (15); euros 2B7 LCR Ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (2B5/2B6) .v Section A. Category for capital indicators 2. Information for risk indicators Positive value or greater than or equal to 0 Positive value or greater than or equal to 0 Positive value or greater than or equal to 0 Section B. Pillar "Stability and diversity of funding sources"

8

Risk Indicator B.ii) Net Stable Funding Ratio (NSFR) (Only for credit institutions) (on a standalone basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 2B8 Has the ACPR or the ECB granted the institution an exemption regarding the monitoring of liquidity (NSFR) at the individual level? Article 8 CRR Yes/No 2B9 Level of reporting of the NSFR risk indicator Standalone/Sub-consolidated/Consolidated 2B10 Name of the consolidating institution (only in case of exemption) Text (255) 2B11 Banking identification code (CIB) of the consolidating institution (only in case of exemption) Numeric (5) 2B12 Numerator at the reporting level selected above Numeric (15); euros 2B13 Denominator at the reporting level selected above Numeric (15); euros 2B14 NSFR, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (2B12/2B13) .v (Only for credit institutions) (on a standalone basis only) Code Field Format (maximum number of characters) Value 2C1 Non-performing loans Numeric (15) 2C2 Total gross amount of loans granted by the institution Numeric (15) 2C2 Non-performing loan ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (2C1/2C2) .v (Only for credit institutions) (on a standalone basis or at the lowest level of consolidation available) Code Field Format (maximum number of characters) Value 2D1 Has the ACPR or the ECB granted the institution an exemption regarding the application of the risk indicator of the ratio solvency at the individual level? Article 7 CRR Yes/No 2D2 Level of reporting of the risk indicator of the risk-weighted assets ratio / Total assets Standalone/Sub-consolidated/Consolidated 2D3 Name of the consolidating institution (only in case of exemption) Text (255) 2D4 Banking identification code (CIB) of the consolidating institution (only in case of exemption) Numeric (5) 2D5 Risk-weighted assets at the reporting level selected above Numeric (15); euros 2D6 Total assets at the reporting level selected above Numeric (15) 2D7 Risk-weighted assets / Total assets ratio, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (2D5/2D6) .v (For all institutions, except financing companies subject only to the guarantee of guarantees) (on a standalone basis only) Code Field Format (maximum number of characters) Value 2D8A Net income of the reference reporting date Numeric (15); euros 2D8B Net income of the previous reporting date Numeric (15); euros 2D9A Total assets of the reference reporting date Numeric (15); euros 2D9B Total assets of the previous reporting date Numeric (15); euros 2D11 Net income / Total assets, at the reporting level selected above (in euros; filled automatically - do not fill) Calculated automatically (average between 2D8A/2D9A and 2D8B/2D9B) .v Risk Indicator E. i) Unencumbered Assets / Guaranteed Deposits (Only for credit institutions) (on a standalone basis only) Code Field Format (maximum number of characters) Value 2E1 Unencumbered Assets Numeric (15); euros 2E2 Deposits guaranteed by the FGDR (in euros; filled automatically - do not fill) Calculated automatically (1A4) 0 2E3 Unencumbered Assets / Guaranteed Deposits Ratio (in euros; filled automatically - do not fill) Calculated automatically (2E1/2E2) .v Risk Indicator E. ii) Protection of depositors relative to all "bail-inable" liabilities (Only for credit institutions) (at the highest level of group consolidation; otherwise, in the absence of consolidation, on an individual basis) Code Field Format (maximum number of characters) Value 2E4 Highest level of reporting in France of the risk indicator of the Ratio of Protection of depositors relative to all "bail-inable" liabilities Standalone/Consolidated 2E5 Name of the parent institution Text (255) 2E6 Banking identification code (CIB) of the parent institution Numeric (5) 2E7 Total liabilities (excluding net assets) Numeric (15); euros 2E8 Liabilities associated with encumbered assets Numeric (15); euros 2E9 Covered deposits Numeric (15); euros 2E10 Potential losses for the Deposit and Resolution Guarantee Fund Calculated automatically (2E7-2E8-2E9)/2E9 .v Risk Indicator D. i) Risk-weighted assets / Total assets Risk Indicator C. Non-performing loan ratio Risk Indicator D. ii) Return on Assets (ROA) Positive value or greater than or equal to 0 Positive value or greater than or equal to 0 Positive value or greater than or equal to 0 Positive value or greater than or equal to 0 Section E. Pillar "Potential losses for the Deposit and Resolution Guarantee Fund" Section D. Pillar "Banking Model and Governance" Section C. Pillar "Asset Quality" Positive value or greater than or equal to 0