(1) Group ROE calculated on the basis of average Group shareholders’ equity under IFRS (including IAS 32 & 39 and IFRS 4), excluding unrealised capital losses and gains except for translation reserves, deeply subordinated notes, undated subordinated notes and after deduction of interest to be paid to holders of these notes.

2005-2007: Basel I

2008-2009: Basel II

(2) Does not reflect additional minimum capital requirements (in 2008, the Basel II requirement cannot be lower than 90% of CAD requirements).

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