NEDBANK CAPITAl - Nedbank Group Limited

The impact of these changes at 2009 (with pro forma data) is highlighted in the tables below:Available surplus at year-endRmNew basis(99,93%)Old basis(99,90%)Economic capital requirement 25 785 24 25110% capital buffer 2 579 2 425Economic capital requirement including capital buffer 28 364 26 676AFR 40 147 42 780Available surplus (after 10% capital buffer) 11 783 16 104Economic capital by risk type at year-endRmNew basis(99,93%)Old basis(99,90%)Credit risk 14 515 13 541Transfer risk 142 134Trading risk 442 428IRRBB risk 39 39Business risk 4 254 4 133Operational risk 2 855 2 548Property risk 1 158 1 121Investment risk 1 734 1 679Forex translation risk 33 33Other assets risk 613 595Total economic capital requirement 25 785 24 25110% capital buffer 2 579 2 425Economic capital requirement including 10% capital buffer 28 364 26 676GROUP REPORTSGOVERNANCEOPERATIONAL REVIEWSOVERVIEW181NEDBANK GROUP ANNUAL REPORT 2009