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

A.1.8 Cash exposures to customers: trends in value adjustmentsDescription/category Non-performing Potential problem Restructured OverdueA. Adjustments at start of period (11,472) (6,153) (8,630) —of which: accounts sold but not derecognized — — — —B. Additions — (30,287) (121,345) —B.1 value adjustments — (30,287) (121,345) —B.2 transfers from other categories ofimpaired assets— — — —B.3 other additions — — — —C. Reductions — 6,153 — —C.1 writebacks based on valuations — — — —C.2 writebacks due to amounts collected — 1,080 — —C.3 amounts written off — 5,073 — —C.4 transfers to other categories ofimpaired assets— — — —C.5 other reductions — — — —D. Adjustments at end of period (11,472) (30,287) (129,975) —of which: accounts sold but not derecognized — — — —A.2 Exposures by internal and external ratingsA.2.1 Cash and off-balance-sheet exposures by external rating categoryExternal rating categoryExposuresAAA / AA-A+ / A- BBB+ / BBB- BB+ / BB- B+ / B- Lower than B-UnratedTotalA. Cash exposures 8,266,469 21,397,832 2,464,111 1,819,075 119,080 274,882 14,402,413 48,743,862B. Derivatives 13,676,491 75,806,239 475,404 357,964 — — 3,622,935 93,939,033B.1 financial derivatives 4,876,822 8,211,054 475,404 357,964 — — 2,861,214 16,782,458B.2 credit derivatives 8,799,669 67,595,185 — — — — 761,721 77,156,575C. Guarantees — 5,380,127 — — — 34,654 161,780 5,576,561D. Commitments to lend funds 1,493,278 18,318,085 2,241,289 112,236 48,311 — 3,550,510 25,763,709Total at 30/6/11 23,436,238 120,902,283 5,180,804 2,289,275 167,391 309,536 21,737,638 174,023,165Total at 30/6/10 16,460,936 52,670,864 6,563,959 1,589,567 529,570 36,888 27,192,237 105,044,021– 367