ABN AMRO Group N.V. Overview total assets 2016

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1 ABN AMRO Group N.V. Overview total assets 06

2 This document provides an overview of ABN AMRO s balance sheet composition and loan portfolio in 06, as part of the bank s commitment to provide further transparency of our lending activities. Balance sheet composition ABN AMRO is mainly active in the Dutch market and in international operations where we have specific expertise and hold leading positions in selective activities. Balance sheet composition at December 06 Residential mortgages Other loans to customers Loans to banks Securities financing Derivatives Financial investments Other assets 9% 9% 58% % Client deposits Bank deposits Long-term & subordinated debt Securities financing Derivatives Short-term debt Equity Other liabilities % % 9% Assets 9% % 5% Liabilities & equity Please refer to nvb.nl/nieuws/6/banken-geven-meer-inzicht-in-kredietportefeuille.html for details of the transparency agreement. Please refer to page 9 of the 06 Annual Report for further details. ABN AMRO Overview total assets 06

3 Industry concentration by EAD December 06 Industry concentration ABN AMRO applies industry concentration limits in line with the Industry Classification Benchmark (ICB). Industry concentration limits are established in the bank s risk appetite. In the risk appetite, thresholds for concentrations are based on relative risk, importance of the industry to the Dutch economy and expert opinion. Industry concentration is presented both in terms of original obligor and in terms of resultant obligor. Original obligor refers to the counterparty with whom ABN AMRO originally has the contractual relationship, often referred to as the borrower. The resultant obligor is the counterparty to which ABN AMRO has the ultimate credit risk, often referred to as the guarantor. The industry view, based on original obligor and resultant obligor, differs significantly for the real estate, healthcare and public administration industries. The government-guaranteed exposures are included in the original obligor view under the applicable industry sector. However, in the resultant obligor view these exposures are included in the public administration industry sector, as they concern government-related exposures. The bank manages industry concentrations within the risk appetite by setting credit risk economic capital (EC) limits as a percentage of total credit risk EC per industry sector. The bank does not manage concentration based on EAD per industry sector. (in millions, Exposure at Default) Exposure at Default (original obligor) Percentage of total Exposure at Default (resultant obligor) Percentage of total Industry sector Banks 9,405 5.% 8,00 4.8% Financial services 7,4 4.5% 6,54 4. Industrial goods and services,0 6.%,94 6.% Real estate 4,55.8%,854. Oil and gas 4,56.9% 4,587.9% Food and beverage 5,54 4.0% 5, % Retail 5,64.5% 5,585.5% Basic resources 4,56.% 4,550.% Healthcare 4,65.% 4,77.% Construction and materials,606.0%,54 0.9% Other 7, % 7,65 4.7% Subtotal Industry Classification Benchmark 40,05 7.% 6,04 6.0% Private individuals (non-industry Classification Benchmark) 8, % 8, Public administration (non-industry Classification Benchmark) 55, % 58,97 5.6% Subtotal non-industry Classification Benchmark 7,68 6.9% 4, % Exposure at Default 4 77, % 77, % Please refer to page 7 of the 06 Annual Report for further details. Financial services include asset managers, credit card companies and providers of personal financial services and securities and brokers. Other includes travel and leisure, utilities, personal and household goods, media, technology, automobile and parts, chemicals, telecommunication and insurance, in addition to unclassified. 4 Exposure at Default does not include EAD calculated for equities not held for trading and other non-credit obligations. ABN AMRO Overview total assets 06

4 Detailed overview ABN AMRO s industry concentration ABN AMRO disclosed the Industry Concentration of its corporate lending portfolio by EAD (Exposure at Default) based on the Industry Classification Benchmark (ICB) in the 06 Annual Report. The overview presented below provides a more detailed overview of the ABN AMRO EAD portfolio, based on the bank s internal industry classifications. Please refer to page 6 of the 06 Annual Report for further details. December 06 Original obligor Resultant obligor Industry description Industry Classification Benchmark (ICB) Industry EAD EAD Non Integrated Oil & Gas Oil & Gas,690,688 Wholesale Fuels Oil & Gas 6,67 6,5 Integrated Oil & Gas Oil & Gas Oil & Gas Services Oil & Gas 5,56 5,504 Fuel Pipelines Oil & Gas - - Manufacturing Basic Chemicals Chemicals Manufacturing Industrial Gasses Chemicals - - Manufacturing Specialty Chemicals Chemicals 56 5 Wholesale Chemicals Chemicals Forestry Basic Resources 5 5 Manufacturing Pulp & Paper Basic Resources Wholesale Raw Lumber, Pulp & Paper Basic Resources 6 6 Mining Bauxite & Manufacturing Aluminum Basic Resources 0 0 Manufacturing Other Non-Ferrous Metals Basic Resources Wholesale Other Non-Ferrous Metals Basic Resources,978,970 Manufacturing Steel Basic Resources 7 7 Wholesale Steel Basic Resources 7 7 Manufacturing & Wholesale Diamonds Basic Resources 6 6 Mining & Manufacturing Other Basic Materials Basic Resources Wholesale Other Basic Materials Basic Resources Mining & Manufacturing Gold Basic Resources Mining & Manufacturing Other Precious Metals Basic Resources 7 7 Manufacturing Wood Products Construction & Materials Manufacturing Non-Metallic Mineral Products Construction & Materials Manufacturing Other Building Materials Construction & Materials Wholesale Building Materials Construction & Materials Heavy Construction Construction & Materials Sub-Contractors Construction & Materials,09,00 Manufacturing & Wholesale Aircraft Industrial Goods & Services Leasing Aircraft Industrial Goods & Services Manufacturing Defense Equipment Industrial Goods & Services Manufacturing & Wholesale Packaging Materials Industrial Goods & Services Manufacturing Rubber Products Industrial Goods & Services Manufacturing Plastic Products Industrial Goods & Services 94 9 Wholesale Rubber & Plastic Products Industrial Goods & Services 4 Manufacturing Appliance Components Industrial Goods & Services Manufacturing Electronic Equipment Industrial Goods & Services - - Manufacturing Commercial Vehicles Industrial Goods & Services 5 4 Manufacturing Ships Industrial Goods & Services Manufacturing Other Transportation Equipment Industrial Goods & Services Leasing Commercial Vehicles Industrial Goods & Services 8 8 Wholesale Commercial Vehicles Industrial Goods & Services 9 89 Dealers Commercial Vehicles Industrial Goods & Services Metal Working Industrial Goods & Services 94 9 Manufacturing Metal Products Industrial Goods & Services Manufacturing General Machinery Industrial Goods & Services Manufacturing Lifting & Handling Equipment Industrial Goods & Services Manufacturing Electrical Machinery Industrial Goods & Services 5 4 Manufacturing Measuring & Control Machinery Industrial Goods & Services 9 87 Manufacturing Optical Instruments Industrial Goods & Services Manufacturing Special Industrial Machinery Industrial Goods & Services 9 88 Leasing Machinery & Metal Products Industrial Goods & Services,05,05 Wholesale Machinery & Metal Products Industrial Goods & Services Delivery Services Industrial Goods & Services 5 5 Freight Transport Sea Industrial Goods & Services 9,56 9,6 Freight Transport Inland Water Industrial Goods & Services 75 7 Freight Transport Rail Industrial Goods & Services Transport Services Land Industrial Goods & Services,06,0 Transport Services Water Industrial Goods & Services Transport Services Air Industrial Goods & Services Freight Transport Road Industrial Goods & Services Printing Media Research & Engineering Industrial Goods & Services 66 Legal & Accounting Activities Industrial Goods & Services Original obligor refers to the counterparty with whom ABN AMRO originally has the contractual relationship, often referred to as the borrower. The resultant obligor is the counterparty to which ABN AMRO has the ultimate credit risk, often referred to as the guarantor. In EUR millions, Exposure at Default. ABN AMRO Overview total assets 06

5 4 December 06 Original obligor Resultant obligor Industry description Industry Classification Benchmark (ICB) Industry EAD EAD Management Consultancy Industrial Goods & Services Employment Services & Management Training Industrial Goods & Services Other Commercial Services Industrial Goods & Services,9,75 Financial Administration Industrial Goods & Services Waste & Disposal Services Utilities Contract Research Industrial Goods & Services - - Manufacturing Motor Vehicles Automobiles & Parts 5 4 Leasing Motor Vehicles Automobiles & Parts Manufacturing Automotive Components Automobiles & Parts Manufacturing Tires Automobiles & Parts 4 4 Manufacturing Beer Food & Beverage Manufacturing Wine & Spirits Food & Beverage Manufacturing Soft Drinks Food & Beverage Agriculture Food & Beverage,49,47 Fishery Food & Beverage 7 7 Horticulture Food & Beverage,55,499 Farming Cattle Food & Beverage,740,74 Farming Other Animals Food & Beverage,097,080 Wholesale Agriculture Food & Beverage,47,44 Agricultural Related Auctions Food & Beverage Manufacturing Meat Food & Beverage Manufacturing Sugar Food & Beverage Manufacturing Other Food Products Food & Beverage,04,09 Manufacturing Tobacco Personal & Household Goods 7 7 Manufacturing Domestic Appliances Personal & Household Goods 6 6 Manufacturing Other Durable Household Products Personal & Household Goods Manufacturing Nondurable Household Products Personal & Household Goods 44 4 Manufacturing Furniture Personal & Household Goods Manufacturing Other Furnishings Personal & Household Goods Home Construction Personal & Household Goods - - Manufacturing Consumer Electronics Personal & Household Goods Manufacturing Photographic Equipment Personal & Household Goods 7 7 Manufacturing Other Recreational Products Personal & Household Goods Renting Recreational Products Personal & Household Goods Manufacturing Toys & Games Personal & Household Goods 4 4 Manufacturing Textiles Personal & Household Goods 7 70 Manufacturing Apparel & Sportswear Personal & Household Goods 8 80 Manufacturing Leather Personal & Household Goods Wholesale Hides, Skins & Leather Personal & Household Goods 4 4 Manufacturing Accessories Personal & Household Goods 4 Manufacturing Footwear Personal & Household Goods Manufacturing Personal Care Personal & Household Goods General Health Services Health Care,7,47 Medical Practices Health Care,07,07 Nursing & Personal Care Services Health Care Manufacturing & Wholesale Medical & Surgical Equipment Health Care 0 Manufacturing & Wholesale Medical Supplies Health Care Biotechnology Drugs Health Care 9 8 Manufacturing Drugs Health Care Wholesale Drugs Health Care Retail Drugs Health Care Wholesale Food Food & Beverage,58,50 Retail Food Retail Wholesale Apparel, Footwear & Sports Goods Retail Retail Apparel, Footwear & Sports Goods Retail 05 0 Wholesale Accessories Retail 66 0 Retail Accessories Retail 64 6 Wholesale Broadline Retail Retail Broadline Retail Wholesale Home Decoration Retail Retail Home Decoration Retail Renting of Personal & Household Goods Retail 9 9 Educational Services Retail Personal Services Retail 60 0 Wholesale Motor Vehicles Retail Retail Motor Vehicles Retail Automotive Service Retail 7 5 Wholesale Car Parts & Accessories Retail 46 5 Retail Car Parts & Accessories Retail Independent Fuel Stations Retail Wholesale Consumer Appliances Retail Retail Consumer Appliances Retail 9 9 Wholesale Other Household Goods Retail Retail Other Household Goods Retail 6 Radio, TV and Cable Media 49 4 Original obligor refers to the counterparty with whom ABN AMRO originally has the contractual relationship, often referred to as the borrower. The resultant obligor is the counterparty to which ABN AMRO has the ultimate credit risk, often referred to as the guarantor. In EUR millions, Exposure at Default. ABN AMRO Overview total assets 06

6 5 December 06 Original obligor Resultant obligor Industry description Industry Classification Benchmark (ICB) Industry EAD EAD Motion Picture Production & Distribution Media 87 8 Marketing Communications Media Publishing Media Publishing Sound Recordings Media Passenger Transport Air Travel & Leisure Gambling & Casino Facilities Travel & Leisure Hotels & Resorts Travel & Leisure Recreational Services Travel & Leisure Commercial Sports & Facilities Travel & Leisure 6 0 Cultural Activities Travel & Leisure 6 50 Restaurants & Bars Travel & Leisure Passenger Transport Rail, Road & Water Travel & Leisure Travel & Tourism Related Services Travel & Leisure Fixed line Telecom Telecommunications 9 89 Mobile Telecom Telecommunications 6 6 Power Generation Utilities Power Distribution & Transportation Utilities 96 Integrated Power Utilities - - Gas Distribution Utilities Water Collection, Treatment & Distribution Utilities 6 6 Commercial Banks Banks,46,46 Commercial Banks Banks 7,968 6,584 Insurance Composite Insurance Insurance Brokers Insurance Non Life Insurance Insurance 48,84 Reinsurance Insurance 47 6 Life Insurance Insurance Construction of residential and non-residential buildings Construction & Materials Real Estate Developments (Project Development) Real Estate,59,54 Buying and Selling of own real estate Real Estate,68,04 Real Estate Investment Entities Real Estate 4,598 4,58 Asset Managers Financial Services,,9 Consumer Finance Financial Services Commercial Finance Financial Services Specialty Finance Financial Services, Exchanges & Clearing Financial Services Securities Brokers & Dealers Financial Services 6,87 6,97 Investment Bank Financial Services Mortgage Finance Financial Services Private Equity Investment & Venture Capital Financial Services Pension Funds Financial Services Charities & Endowments Financial Services - - Leveraged Funds - Non Hedge Funds Financial Services - - Un-Leveraged Funds Financial Services,4,4 Other Funds Financial Services Housing Associations and Corporations Real Estate,744,95 Municipal Housing Real Estate - - Renting of other residential buildings Real Estate 5 5 Renting of non-residential buildings Real Estate,7,7 Real Estate Agencies Real Estate 6 60 Management of Real Estate on a fee or contract basis Real Estate,88,7 IT Services Technology 74 7 Internet Services Technology 65 6 Publishers Computer Software Technology 7 69 Manufacturing Computer Hardware Technology 7 7 Electronic Manufacturing Services Technology Leasing Technology Goods Technology 4 4 Wholesale Technology Goods Technology Manufacturing Office Equipment Technology 5 5 Manufacturing Semiconductors Technology - - Manufacturing Telecom Equipment Technology Private Individuals Private Individuals 4,468 4,468 Private Individuals Private Individuals 78,6 78,7 Central Bank Public Administration (Non-ICB) Central Bank Public Administration (Non-ICB) 4,00 4,56 Export Credit Agency/Insurance Public Administration (Non-ICB) - 8 Central Administration & Public Services Public Administration (Non-ICB) 47,00 49,980 Regional Administration & Public Services Public Administration (Non-ICB),695,760 International & Supranational Organizations Public Administration (Non-ICB),05,05 Multilateral Finance Institutions Public Administration (Non-ICB) 9 9 Unclassified Unclassified,665,665 Unclassified Unclassified, Grand total 77,78 77,78 Original obligor refers to the counterparty with whom ABN AMRO originally has the contractual relationship, often referred to as the borrower. The resultant obligor is the counterparty to which ABN AMRO has the ultimate credit risk, often referred to as the guarantor. In EUR millions, Exposure at Default. ABN AMRO Overview total assets 06