Annual Accounts and Report as at 30 June 2011 Draft - Mediobanca

A.1.3Banking Group – cash and off-balance-sheet exposures: gross/net valuesType of exposure/amountsG ross exposureSpecific valueadjustmentsPortfolio valueadjustmentsNet exposureA. CASH EXPOSURESa) Non-performing 127 — X 127b) Potential problem — — X —c) Restructured — — X —d) Overdue — — X —e) Other assets 8,567,705 X (4,080) 8,563,625Total A 8,567,832 — (4,080) 8,563,752B. OFF-BALANCE-SHEET EXPOSURESa) Impaired — — X —b) Other assets 1 88,963,771 X — 88,963,771Total B 88,963,771 — — 88,963,771Total (A + B) 97,531,603 — (4,080) 97,527,5231The balance as at 30/6/11 includes €63,884,898 in deals matched 100% by hedge buys.A.1.4Banking Group – cash exposures to banks: trends in gross impaired positionsDescription/category Non-performing Potential problem Restructured OverdueA. Gross exposure at start of period 127 140 — —of which: accounts sold but not derecognized — — — —B. Additions — — — —B.1 transfers from performing loans — — — —B.2 transfers from other categories ofimpaired assets — — — —B.3 other additions — — — —C. Reductions — (140) — —C.1 transfers to performing loans — — — —C.2 amounts written off — (119) — —C.3 amounts collected — (21) — —C.4 gains realized on disposals — — — —C.5 transfers to other categories ofimpaired assets — — — —C.6 other reductions — — — —D. Gross exposure at end of period 127 — — —of which: accounts sold but not derecognized — — — —– 157