FINANCIAL REGULATION - BLANK MODEL SET: THE BOOK'S OWN INPUTS

The four workbooks share one Inputs sheet. Type these 233 values into it - in any of the four files - and
the book's results come back. Cell references are on the Inputs sheet. Percentages are entered as
decimals (0.55 for 55 per cent). The years of the floor schedule (A9 to A14), the six switches (B131 to
B136, all 0) and the four quartile boundaries (B143 to B146: 0.25, 0.5, 0.75, 1) are already in place.

   Inputs!B7    The year the model is struck                                                                        2026
   Inputs!B9    2025, output floor                                                                                  0.5
   Inputs!C9    2025, equity risk weight                                                                            1
   Inputs!B10   2026, output floor                                                                                  0.55
   Inputs!C10   2026, equity risk weight                                                                            1.3
   Inputs!B11   2027, output floor                                                                                  0.6
   Inputs!C11   2027, equity risk weight                                                                            1.6
   Inputs!B12   2028, output floor                                                                                  0.65
   Inputs!C12   2028, equity risk weight                                                                            1.9
   Inputs!B13   2029, output floor                                                                                  0.7
   Inputs!C13   2029, equity risk weight                                                                            2.2
   Inputs!B14   2030, output floor                                                                                  0.725
   Inputs!C14   2030, equity risk weight                                                                            2.5
   Inputs!B21   Threshold of property value up to which the loan is secured                                         0.55
   Inputs!B22   Risk weight of the part below the threshold                                                         0.2
   Inputs!B23   Risk weight of the remainder, unsecured retail                                                      0.75
   Inputs!B25   band 1, share of the book                                                                           0.38
   Inputs!C25   band 1, average loan-to-value                                                                       0.42
   Inputs!B26   band 2, share of the book                                                                           0.27
   Inputs!C26   band 2, average loan-to-value                                                                       0.63
   Inputs!B27   band 3, share of the book                                                                           0.22
   Inputs!C27   band 3, average loan-to-value                                                                       0.75
   Inputs!B28   band 4, share of the book                                                                           0.1
   Inputs!C28   band 4, average loan-to-value                                                                       0.85
   Inputs!B29   band 5, share of the book                                                                           0.03
   Inputs!C29   band 5, average loan-to-value                                                                       0.95
   Inputs!B30   Risk weight at or below which a mortgage funds at the favourable factor                             0.35
   Inputs!B31   Mortgage stable funding factor, favourable                                                          0.65
   Inputs!B32   Mortgage stable funding factor, otherwise                                                           0.85
   Inputs!B37   Central bank reserves, exposure                                                                     8400000000
   Inputs!C37   Central bank reserves, standardised weight                                                          0
   Inputs!D37   Central bank reserves, internal weight                                                              0
   Inputs!E37   Central bank reserves, stable funding factor                                                        0
   Inputs!G37   Central bank reserves, haircut                                                                      0
   Inputs!H37   Central bank reserves, Article 501 factor                                                           1
   Inputs!B38   EU sovereign bonds, euro denominated, exposure                                                      6200000000
   Inputs!C38   EU sovereign bonds, euro denominated, standardised weight                                           0
   Inputs!D38   EU sovereign bonds, euro denominated, internal weight                                               0
   Inputs!E38   EU sovereign bonds, euro denominated, stable funding factor                                         0.05
   Inputs!G38   EU sovereign bonds, euro denominated, haircut                                                       0
   Inputs!H38   EU sovereign bonds, euro denominated, Article 501 factor                                            1
   Inputs!B39   Covered bonds, AAA, exposure                                                                        2100000000
   Inputs!C39   Covered bonds, AAA, standardised weight                                                             0.1
   Inputs!D39   Covered bonds, AAA, internal weight                                                                 0.075
   Inputs!E39   Covered bonds, AAA, stable funding factor                                                           0.07
   Inputs!G39   Covered bonds, AAA, haircut                                                                         0.07
   Inputs!H39   Covered bonds, AAA, Article 501 factor                                                              1
   Inputs!B40   Corporate bonds, AA- and above, exposure                                                            1600000000
   Inputs!C40   Corporate bonds, AA- and above, standardised weight                                                 0.2
   Inputs!D40   Corporate bonds, AA- and above, internal weight                                                     0.152
   Inputs!E40   Corporate bonds, AA- and above, stable funding factor                                               0.5
   Inputs!G40   Corporate bonds, AA- and above, haircut                                                             0.15
   Inputs!H40   Corporate bonds, AA- and above, Article 501 factor                                                  1
   Inputs!B41   Interbank exposures, three months or less, exposure                                                 1800000000
   Inputs!C41   Interbank exposures, three months or less, standardised weight                                      0.2
   Inputs!D41   Interbank exposures, three months or less, internal weight                                          0.145
   Inputs!E41   Interbank exposures, three months or less, stable funding factor                                    0.1
   Inputs!G41   Interbank exposures, three months or less, haircut                                                  0
   Inputs!H41   Interbank exposures, three months or less, Article 501 factor                                       1
   Inputs!B42   Rated large corporates, exposure                                                                    14500000000
   Inputs!C42   Rated large corporates, standardised weight                                                         0.75
   Inputs!D42   Rated large corporates, internal weight                                                             0.4
   Inputs!E42   Rated large corporates, stable funding factor                                                       0.85
   Inputs!G42   Rated large corporates, haircut                                                                     0
   Inputs!H42   Rated large corporates, Article 501 factor                                                          1
   Inputs!B43   Small and medium-sized enterprises, exposure                                                        6300000000
   Inputs!C43   Small and medium-sized enterprises, standardised weight                                             0.75
   Inputs!D43   Small and medium-sized enterprises, internal weight                                                 0.45
   Inputs!E43   Small and medium-sized enterprises, stable funding factor                                           0.85
   Inputs!G43   Small and medium-sized enterprises, haircut                                                         0
   Inputs!H43   Small and medium-sized enterprises, Article 501 factor                                              0.7619
   Inputs!B44   Residential mortgages, exposure                                                                     21000000000
   Inputs!D44   Residential mortgages, internal weight                                                              0.135
   Inputs!E44   Residential mortgages, stable funding factor                                                        0.65
   Inputs!G44   Residential mortgages, haircut                                                                      0
   Inputs!H44   Residential mortgages, Article 501 factor                                                           1
   Inputs!B45   Other retail lending, exposure                                                                      4800000000
   Inputs!C45   Other retail lending, standardised weight                                                           0.75
   Inputs!D45   Other retail lending, internal weight                                                               0.43
   Inputs!E45   Other retail lending, stable funding factor                                                         0.85
   Inputs!G45   Other retail lending, haircut                                                                       0
   Inputs!H45   Other retail lending, Article 501 factor                                                            1
   Inputs!B46   Commercial real estate and specialised lending, exposure                                            5400000000
   Inputs!C46   Commercial real estate and specialised lending, standardised weight                                 1
   Inputs!D46   Commercial real estate and specialised lending, internal weight                                     0.65
   Inputs!E46   Commercial real estate and specialised lending, stable funding factor                               0.85
   Inputs!G46   Commercial real estate and specialised lending, haircut                                             0
   Inputs!H46   Commercial real estate and specialised lending, Article 501 factor                                  1
   Inputs!B47   Defaulted exposures, provisioned above 20 per cent, exposure                                        900000000
   Inputs!C47   Defaulted exposures, provisioned above 20 per cent, standardised weight                             1
   Inputs!D47   Defaulted exposures, provisioned above 20 per cent, internal weight                                 1
   Inputs!E47   Defaulted exposures, provisioned above 20 per cent, stable funding factor                           1
   Inputs!G47   Defaulted exposures, provisioned above 20 per cent, haircut                                         0
   Inputs!H47   Defaulted exposures, provisioned above 20 per cent, Article 501 factor                              1
   Inputs!B48   Listed equities and participations, exposure                                                        1200000000
   Inputs!E48   Listed equities and participations, stable funding factor                                           0.85
   Inputs!G48   Listed equities and participations, haircut                                                         0.5
   Inputs!H48   Listed equities and participations, Article 501 factor                                              1
   Inputs!B49   Securities financing transactions, exposure                                                         2360000000
   Inputs!C49   Securities financing transactions, standardised weight                                              0.2
   Inputs!D49   Securities financing transactions, internal weight                                                  0.152
   Inputs!E49   Securities financing transactions, stable funding factor                                            0.1
   Inputs!G49   Securities financing transactions, haircut                                                          0
   Inputs!H49   Securities financing transactions, Article 501 factor                                               1
   Inputs!B50   Derivatives, SA-CCR exposure value, exposure                                                        1480000000
   Inputs!C50   Derivatives, SA-CCR exposure value, standardised weight                                             0.2
   Inputs!D50   Derivatives, SA-CCR exposure value, internal weight                                                 0.152
   Inputs!E50   Derivatives, SA-CCR exposure value, stable funding factor                                           0.1
   Inputs!G50   Derivatives, SA-CCR exposure value, haircut                                                         0
   Inputs!H50   Derivatives, SA-CCR exposure value, Article 501 factor                                              1
   Inputs!B51   Other assets: fixed assets, deferred tax, sundry, exposure                                          2200000000
   Inputs!C51   Other assets: fixed assets, deferred tax, sundry, standardised weight                               1
   Inputs!D51   Other assets: fixed assets, deferred tax, sundry, internal weight                                   1
   Inputs!E51   Other assets: fixed assets, deferred tax, sundry, stable funding factor                             1
   Inputs!G51   Other assets: fixed assets, deferred tax, sundry, haircut                                           0
   Inputs!H51   Other assets: fixed assets, deferred tax, sundry, Article 501 factor                                1
   Inputs!B57   Committed credit lines to corporates, nominal                                                       7200000000
   Inputs!C57   Committed credit lines to corporates, conversion factor                                             0.4
   Inputs!D57   Committed credit lines to corporates, standardised weight                                           0.75
   Inputs!E57   Committed credit lines to corporates, internal weight                                               0.4
   Inputs!F57   Committed credit lines to corporates, stable funding factor                                         0.05
   Inputs!G57   Committed credit lines to corporates, 30-day outflow                                                0.1
   Inputs!B58   Guarantees and sureties given, nominal                                                              1100000000
   Inputs!C58   Guarantees and sureties given, conversion factor                                                    0.5
   Inputs!D58   Guarantees and sureties given, standardised weight                                                  1
   Inputs!E58   Guarantees and sureties given, internal weight                                                      0.65
   Inputs!F58   Guarantees and sureties given, stable funding factor                                                0.05
   Inputs!G58   Guarantees and sureties given, 30-day outflow                                                       0.05
   Inputs!B59   Unconditionally cancellable lines, nominal                                                          3000000000
   Inputs!C59   Unconditionally cancellable lines, conversion factor                                                0.1
   Inputs!D59   Unconditionally cancellable lines, standardised weight                                              0.75
   Inputs!E59   Unconditionally cancellable lines, internal weight                                                  0.4
   Inputs!F59   Unconditionally cancellable lines, stable funding factor                                            0.05
   Inputs!G59   Unconditionally cancellable lines, 30-day outflow                                                   0.05
   Inputs!B64   Market risk, standardised                                                                           1950000000
   Inputs!B65   Market risk, internal models                                                                        1240000000
   Inputs!B66   Operational risk, one approach and no internal option                                               3680000000
   Inputs!B67   Credit valuation adjustment, standardised                                                           640000000
   Inputs!B68   Credit valuation adjustment, internal models                                                        410000000
   Inputs!B73   Retail deposits, stable, amount                                                                     18000000000
   Inputs!C73   Retail deposits, stable, available stable funding factor                                            0.95
   Inputs!D73   Retail deposits, stable, 30-day outflow                                                             0.05
   Inputs!B74   Retail deposits, less stable, amount                                                                7400000000
   Inputs!C74   Retail deposits, less stable, available stable funding factor                                       0.9
   Inputs!D74   Retail deposits, less stable, 30-day outflow                                                        0.1
   Inputs!B75   Corporate deposits, operational, amount                                                             6200000000
   Inputs!C75   Corporate deposits, operational, available stable funding factor                                    0.5
   Inputs!D75   Corporate deposits, operational, 30-day outflow                                                     0.25
   Inputs!B76   Corporate deposits, non-operational, amount                                                         11500000000
   Inputs!C76   Corporate deposits, non-operational, available stable funding factor                                0.5
   Inputs!D76   Corporate deposits, non-operational, 30-day outflow                                                 0.4
   Inputs!B77   Financial institution deposits, amount                                                              5600000000
   Inputs!C77   Financial institution deposits, available stable funding factor                                     0
   Inputs!D77   Financial institution deposits, 30-day outflow                                                      1
   Inputs!B78   Covered bonds issued, over one year, amount                                                         3200000000
   Inputs!C78   Covered bonds issued, over one year, available stable funding factor                                1
   Inputs!D78   Covered bonds issued, over one year, 30-day outflow                                                 0
   Inputs!B79   Senior preferred debt, over one year, amount                                                        1900000000
   Inputs!C79   Senior preferred debt, over one year, available stable funding factor                               1
   Inputs!D79   Senior preferred debt, over one year, 30-day outflow                                                0
   Inputs!B80   Senior non-preferred debt, over one year, amount                                                    1350000000
   Inputs!C80   Senior non-preferred debt, over one year, available stable funding factor                           1
   Inputs!D80   Senior non-preferred debt, over one year, 30-day outflow                                            0
   Inputs!B81   Secured funding, under six months, amount                                                           14260000000
   Inputs!C81   Secured funding, under six months, available stable funding factor                                  0
   Inputs!D81   Secured funding, under six months, 30-day outflow                                                   0
   Inputs!B82   Derivative liabilities, amount                                                                      1480000000
   Inputs!C82   Derivative liabilities, available stable funding factor                                             0
   Inputs!D82   Derivative liabilities, 30-day outflow                                                              0
   Inputs!B83   Tier 2, amount                                                                                      910000000
   Inputs!C83   Tier 2, available stable funding factor                                                             1
   Inputs!D83   Tier 2, 30-day outflow                                                                              0
   Inputs!B84   Additional tier 1, amount                                                                           520000000
   Inputs!C84   Additional tier 1, available stable funding factor                                                  1
   Inputs!D84   Additional tier 1, 30-day outflow                                                                   0
   Inputs!B85   Common equity tier 1, amount                                                                        4060000000
   Inputs!C85   Common equity tier 1, available stable funding factor                                               1
   Inputs!D85   Common equity tier 1, 30-day outflow                                                                0
   Inputs!B86   Other liabilities, amount                                                                           3860000000
   Inputs!C86   Other liabilities, available stable funding factor                                                  0
   Inputs!D86   Other liabilities, 30-day outflow                                                                   0
   Inputs!B91   Pillar 1, common equity                                                                             0.045
   Inputs!B92   Pillar 1, tier 1                                                                                    0.06
   Inputs!B93   Pillar 1, total capital                                                                             0.08
   Inputs!B94   Pillar 2 requirement, total                                                                         0.02
   Inputs!B95   Share of it that must be common equity                                                              0.5625
   Inputs!B96   Share of it that must be tier 1                                                                     0.75
   Inputs!B97   Share of it that may be tier 2                                                                      0.25
   Inputs!B98   Supervisory guidance, on top of everything                                                          0.0125
   Inputs!B99   Capital conservation buffer                                                                         0.025
   Inputs!B100  Systemic institution buffer                                                                         0.01
   Inputs!B101  Sectoral systemic risk buffer                                                                       0.005
   Inputs!B102  Leverage ratio requirement                                                                          0.03
   Inputs!B107  France, share of own funds requirements for credit risk                                             0.46
   Inputs!C107  France, national rate                                                                               0.01
   Inputs!B108  Germany, share of own funds requirements for credit risk                                            0.21
   Inputs!C108  Germany, national rate                                                                              0.0075
   Inputs!B109  Netherlands, share of own funds requirements for credit risk                                        0.12
   Inputs!C109  Netherlands, national rate                                                                          0.02
   Inputs!B110  Belgium, share of own funds requirements for credit risk                                            0.09
   Inputs!C110  Belgium, national rate                                                                              0.0125
   Inputs!B111  Rest of the Union, share of own funds requirements for credit risk                                  0.08
   Inputs!C111  Rest of the Union, national rate                                                                    0
   Inputs!B112  Outside the Union, share of own funds requirements for credit risk                                  0.04
   Inputs!C112  Outside the Union, national rate                                                                    0
   Inputs!B116  Share of secured funding raised against own inventory                                               0.376
   Inputs!B117  Margin posted on that funding, 105 of paper for 100 of cash                                         0.05
   Inputs!B118  Other contractual outflows over thirty days                                                         850000000
   Inputs!B119  Contractual inflows over thirty days                                                                4200000000
   Inputs!B120  Cap on inflows, as a share of gross outflows                                                        0.75
   Inputs!B121  Article 17 cap on level 1b, as a share of the buffer                                                0.7
   Inputs!B122  Article 17 cap on level 2 together                                                                  0.4
   Inputs!B123  Article 17 cap on level 2B                                                                          0.15
   Inputs!B124  Liquidity coverage ratio requirement                                                                1
   Inputs!B125  Net stable funding ratio requirement                                                                1
   Inputs!C131  Cancellable lines at a zero funding factor (national discretion, Article 428p), replacement factor  0
   Inputs!C132  Guarantees given at a zero funding factor, replacement factor                                       0
   Inputs!C133  One billion of mortgages inside a year, at 50 per cent, replacement factor                          0.5
   Inputs!C134  Unsecured interbank at 15 per cent, the Basel convention, replacement factor                        0.15
   Inputs!C135  Repo assets at 15 per cent, replacement factor                                                      0.15
   Inputs!C136  Operational deposits at 40 per cent available funding, read strictly, replacement factor            0.4
   Inputs!B137  Mortgages maturing inside a year, variation three                                                   1000000000
   Inputs!C143  quartile 1, maximum distributable share                                                             0.2
   Inputs!C144  quartile 2, maximum distributable share                                                             0.4
   Inputs!C145  quartile 3, maximum distributable share                                                             0.6
   Inputs!C146  quartile 4, maximum distributable share                                                             1
   Inputs!B150  Resolution authority's deduction from the buffer, market confidence charge                          0.0125
   Inputs!B151  Base subordinated requirement                                                                       0.135
   Inputs!B152  Leverage-based variant, multiple of the leverage requirement                                        2
   Inputs!B153  Coupon on senior non-preferred debt                                                                 0.0485
   Inputs!B154  Rate the proceeds earn once raised                                                                  0.0215
   Inputs!B155  Large exposure limit, as a share of capital                                                         0.25
   Inputs!B156  Largest connected counterparty                                                                      1284000000

Results, once all 233 are in:
   The_Risk_Weight_Engine_Blank.xlsx        mortgage weight 27.7483%; shortcut 248.5 bp; floor binds 2029, adding 1,468,703,507
   The_Capital_Stack_Blank.xlsx             AT1 shortfall 40,791,500; headroom 2.9796% as read, 2.8432% as it exists
   The_Two_Liquidity_Ratios_Blank.xlsx      LCR 117.4934% (168.8372% before encumbrance); NSFR 95.7941%, short 1,956,000,000
   Resolution_and_Concentration_Blank.xlsx  resolution headroom 159,142,328 or 75,397,464; double count -170,641,472; large exposure 139,000,000 over
