Julius Bär Gruppe : Basel III Pillar 3 Disclosures June 2025

‌BASEL III PILLAR 3 DISCLOSURES JUNE 2025‌

Julius Baer Group Ltd.

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According to the FINMA Ordinance on the Disclosure Obligations of Banks and Securities Firms

‌Contents‌

3 Introduction

1. Key metrics

2. Overview of risk-weighted assets

3. Asset encumbrance

4. Liquidity risk

‌Introduction‌

Scope of Pillar 3 disclosures

This report provides Pillar 3 disclosures for Julius Baer Group Ltd. (the Group) on a consolidated basis as at 30 June 2025. The disclosures in the report are based on the FINMA

ordinance on the disclosure obligations of banks and securities firms (DisO-FINMA) which implements the Pillar 3 disclosure requirements issued by the Basel Committee on Banking Supervision (BCBS) and effective as of 1 January 2023.

The aim of the Pillar 3 standards is to improve comparability and consistency of disclosures through the introduction of harmonised templates.

The Group is subject to disclosure requirements

in accordance with DisO-FINMA. Bank Julius Baer & Co. Ltd. is exempted from detailed Pillar 3 disclosures. Its key figures are disclosed on an annual basis in its Annual Report with reference to the Group Pillar 3 information published in the Financial Reporting section of the Julius Baer website (https://www.juliusbaer.com/reports).

The Group's Pillar 3 disclosures for 30 June 2025 are based on phase-in rules according to the final Basel III framework as prescribed in the Swiss Capital Adequacy Ordinance issued by the Swiss Federal Council. The figures shown as at earlier dates are based on the rules effective at the respective time.

Frequency of Pillar 3 disclosures

Pillar 3 reporting is published semi-annually. FINMA has specified the reporting frequency for each disclosure as either annual or semi-annual and has specified the periods for which comparative information and commentaries on movements must be provided. The following table gives an overview of the tables to be disclosed according to DisO-FINMA.

Pillar 3 table overview

Basel framework Frequency1 reference code Table name
HY	KM1	Key metrics (at consolidated Group level)
	KM2	Key metrics - TLAC requirements (at resolution group level)2
Y	OVA	Bank risk management approach
HY	OV1	Overview of risk-weighted assets (RWA)
	CMS1	Comparison of modelled and standardised RWA at risk level2
	CMS2	Comparison of modelled and standardised RWA for credit risk at asset class level2
Y	LI1	Differences between accounting and regulatory scopes of consolidation and mapping of financial statement categories with regulatory risk categories
Y	LI2	Main sources of differences between regulatory exposure amounts and carrying values in financial statements
Y	LIA	Explanations of differences between accounting and regulatory exposure amounts
Y	PV1	Prudent valuation adjustments (PVA)
HY	ENC	Asset encumbrance
Y	CC1	Composition of regulatory capital
Y	CC2	Reconciliation of regulatory capital to balance sheet
Y	CCA	Presentation of material features of regulatory capital instruments3
	TLAC1	TLAC composition for G-SIBs (at resolution group level)2
	TLAC2	Material subgroup entity - creditor ranking at legal entity level2
	TLAC3	Resolution entity - creditor ranking at legal entity level2
	GSIB1	Disclosure of G-SIB indicators2
Y	CCyB1	Geographical distribution of credit exposures used in the countercyclical buffer
Y	LR1	Summary comparison of accounting assets versus leverage ratio exposure measure
Y	LR2	Leverage ratio common disclosure
Y	LIQA	Management of liquidity risks
HY	LIQ1	Liquidity coverage ratio
HY	LIQ2	Net stable funding ratio
Y	CRA	Credit risk: General information
Y	CR1	Credit risk: Credit quality of assets
Y	CR2	Credit risk: Changes in stock of defaulted loans and debt securities
Y	CRB	Credit risk: Additional disclosure related to the credit quality of assets
Y	CRC	Credit risk: Qualitative disclosure requirements related to mitigation techniques
Y	CR3	Credit risk: Overview of mitigation techniques
Y	CR4	Credit risk: Exposure and credit risk mitigation (CRM) effects under the standardised approach
Y	CRD	Credit risk: Qualitative disclosures of banks' use of external credit ratings under the standardised approach
Y	CR5	Credit risk: Exposures by exposure category and risk weights under the standardised approach
	CRE	IRB: Qualitative disclosures related to IRB models2
	CR6	IRB: Credit risk exposures by portfolio and PD range2
	CR7	IRB: Effect on risk-weighted assets (RWA) of credit derivatives used as CRM techniques2
	CR8	IRB: RWA flow statements of credit risk exposures2
	CR9	IRB: Backtesting of probability of default (PD) per portfolio2
	CR10	IRB: Specialised lending under the supervisory slotting approach2

1 Frequency of publication according to DisO-FINMA, annex 1.

2 Not applicable to the Group.

3 Details of material features of regulatory capital instruments are published in the Capital & Debt Instruments section of the Julius Baer website (https://www.juliusbaer.com/en/media-investors/financial-information/capital-debt-instruments).

Pillar 3 table overview

Basel framework Frequency1 reference code		Table name
Y	CCRA	Counterparty credit risk: Qualitative disclosure
	CCR1	Counterparty credit risk: Analysis by approach2
Y	CCR3	Counterparty credit risk: Standardised approach to CCR exposures by exposure category and risk weights
	CCR4	IRB: CCR exposures by exposure category and PD scale2
Y	CCR5	Counterparty credit risk: Composition of collateral for CCR exposure
Y	CCR6	Counterparty credit risk: Credit derivatives exposures
	CCR7	Counterparty credit risk: RWA flow statements of CCR exposures under the IMM (EPE model method)2
Y	CCR8	Counterparty credit risk: Exposures to central counterparties
Y	SECA	Securitisations: Qualitative disclosure requirements related to securitisation exposures
Y	SEC1	Securitisations: Exposures in the banking book
	SEC2	Securitisations: Exposures in the trading book2
	SEC3	Securitisations: Exposures in the banking book and associated regulatory capital requirements -bank acts as originator or as sponsor2
Y	SEC4	Securitisations: Exposures in the banking book and associated capital requirements -bank acts as investor
Y	MRA	Market risk: Qualitative disclosure requirements
Y	MR1	Market risk: Standardised approach
	MRB	Market risk: Qualitative disclosures for banks using the internal model approach (IMA)2
	MR2	Market risk: Internal model approach2
	MR3	Market risk: Simplified standardised approach2
Y	CVAA	CVA risk: Qualitative disclosure requirements
Y	CVA1	CVA risk: Reduced basic approach
	CVA2	CVA risk: Full basic approach2
	CVAB	CVA risk: Qualitative disclosures for banks using the advanced approach2
	CVA3	CVA risk: Quantitative disclosures for banks using the advanced approach2
	CVA4	CVA risk: RWA flow statements of CVA risk exposures under the advanced approach2
Y	IRRBBA	Interest rate risk: IRRBB risk management objective and policies
Y	IRRBBA1	Interest rate risk: Quantitative information to positions structure and interest repricing
Y	IRRBB1	Interest rate risk: Quantitative information on EVE and NII
Y	REMA	Remuneration: Policy
Y	REM1	Remuneration: Remuneration awarded during the financial year
Y	REM2	Remuneration: Special payments
Y	REM3	Remuneration: Deferred remuneration
Y	ORA	Qualitative disclosure requirements related to operational risks
Y	OR1	Operational risk: Historical losses
Y	OR2	Operational risk: Business indicator and subcomponents
Y	OR3	Operational risk: Minimum required capital

1 Frequency of publication according to DisO-FINMA, annex 1.

2 Not applicable to the Group.

‌Key metrics‌

KM1: Key metrics at consolidated Group level

No.1 30.06.2025 31.12.2024 30.06.2024

CHF m CHF m CHF m

	Available capital
1 Common equity tier 1 (CET1) capital		3,743.4	3,589.0	3,261.6
2 Tier 1 capital		5,273.4	5,256.3	5,185.2
3 Total capital		5,345.6	5,326.6	5,259.0
Risk-weighted assets (RWA)
4	RWA	24,022.3	20,196.1	19,995.6
4a	RWA before application of output floor	24,022.3
	Risk-based capital ratios as a percentage of RWA
5	CET1 capital ratio	15.6%	17.8%	16.3%
5b	CET1 capital ratio before application of output floor	15.6%
6	Tier 1 capital ratio	22.0%	26.0%	25.9%
6b	Tier 1 capital ratio before application of output floor	22.0%
7	Total capital ratio	22.3%	26.4%	26.3%
7b	Total capital ratio before application of output floor	22.3%
	Additional CET1 buffer requirements as a percentage of RWA
8	Capital conservation buffer requirement as per the Basel minimum standards (2.5% from 2019)	2.5%	2.5%	2.5%
9	Countercyclical buffer requirement (art. 44a ERV) as per the Basel minimum standards	0.3%	0.3%	0.4%
11	Total of bank CET1 specific buffer requirements as per the Basel minimum standards	2.8%	2.8%	2.9%
12	CET1 available after meeting the bank's minimum capital requirements as per the Basel minimum standards	11.1%	13.3%	11.8%
	Target capital ratios according to appendix 8 CAO (% of RWA)
12a	Capital buffer according to appendix 8 CAO	4.0%	4.0%	4.0%
12b	Countercyclical capital buffer (art. 44 and 44a CAO)	0.5%	0.5%	0.6%
12c	CET1 target ratio according to appendix 8 CAO in addition to countercyclical capital buffer according to art. 44 and 44a CAO	8.3%	8.3%	8.4%
12d	T1 target ratio according to appendix 8 CAO in addition to countercyclical capital buffer according to art. 44 and 44a CAO	10.1%	10.1%	10.2%
12e	Total capital target ratio according to appendix 8 CAO in addition to countercyclical capital buffer according to art. 44 and 44a CAO	12.5%	12.5%	12.6%
	Basel III leverage ratio
13 Total Basel III leverage ratio exposure measure		107,303.6	107,116.2	103,036.6
14 Basel III leverage ratio (= no. 2/no. 13)		4.9%	4.9%	5.0%
14b	Basel III leverage ratio (excluding the impact of any temporary exemption of central bank reserves)	4.9%
14e	Minimum capital requirements (art. 42 CAO)	3,219.1
	Liquidity coverage ratio (3-month average)
15 Total high-quality liquid assets (HQLA)		27,261.2	20,399.8	22,016.9
16 Total net cash outflows		8,650.8	7,247.4	6,964.5
17 Liquidity coverage ratio, LCR		315.1%	281.5%	316.1%
Net stable funding ratio
18 Available stable funding		64,306.0	64,712.5	60,371.3
19 Required stable funding		37,731.0	43,775.6	41,070.7
20 Net stable funding ratio, NSFR		170.4%	147.8%	147.0%

1 Row numbers according to the sample table enclosed in the FINMA ordinance on the disclosure obligations of banks and securities firms (DisO-FINMA), annex 2, table KM1.

‌Overview of risk-weighted assets‌

The following table provides an overview of risk-weighted assets (RWA) and the related minimum capital requirement by risk type.

Capital requirements presented in the following table are based on 8% of RWA as at 30 June 2025.

OV1: Overview of risk-weighted assets

30.06.2025 31.12.2024 30.06.2025

Minimum capital

RWA1 RWA1 requirements

CHF m CHF m CHF m

No.
1	Credit risk (excluding CCR - counterparty credit risk)	10,009.8	10,314.9	800.8
2	of which standardised approach (SA)2	10,009.8	10,314.9	800.8
3	of which foundation internal ratings-based (F-IRB) approach
4	of which supervisory slotting approach
5	of which advanced internal ratings-based (A-IRB) approach
5a	of which sectoral floor for mortgages in Switzerland under IRB approaches
6	Counterparty credit risk	883.1	1,395.8	70.7
7	of which standardised approach for counterparty credit risk (SA-CCR)	619.5	1,023.1	49.6
8	of which internal model method (IMM or EPE model methods)
9 of which other CCR		263.6	372.6	21.1
10 Credit valuation adjustment (CVA)		638.5	264.1	51.2
11	Equity positions in banking book under market-based approach
12	Investments in managed collective assets - look-through approach	59.2	34.7	4.7
13	Investments in managed collective assets - mandate-based approach
14	Investments in managed collective assets - fall-back approach	21.0		1.7
14a	Investments in managed collective assets - simplified approach	2.7	33.8	0.2
15	Settlement risk	6.5	50.1	0.5
16	Securitisation exposures in banking book	88.8	100.5	7.1
17	of which securitisation internal ratings-based approach (SEC-IRBA)
18	of which securitisation external ratings-based approach (SEC-ERBA), including internal assessment approach (IAA)	88.8	100.5	7.1
19	of which securitisation standardised approach (SEC-SA)
19a	of which subject to 1250% risk weight
20	Market risk	1,339.4	1,560.5	107.1
20a	of which simplified standardised approach
21	of which standardised approach (SA)	1,339.4	344.9	107.1
22	of which internal model approach (IMA)		1,215.6
23	Capital charge for switch between trading book and banking book
24	Operational risk	10,744.3	6,179.1	859.5
25	Amounts below the thresholds for deduction (subject to 250% risk weight)	229.1	262.6	18.3
26	Applied output floor
27	Floor adjustment (before application of transitional cap)
28	Floor adjustment (after application of transitional cap)
29	Total	24,022.3	20,196.1	1,921.8

1 Explanations on movements between reporting periods 30.06.2025 and 31.12.2024: increase in RWA primarily driven by the adoption of the new Standardised Approach for Operational Risk (no. 24 - mandated by the Basel III Final regulatory framework in force since 01.01.2025), partially offset by lower credit risk RWA on client lending and treasury portfolio positions (no. 2).

2 Includes RWA of non-counterparty-related risk.

‌Asset encumbrance‌

The following table provides an overview of encumbered and unencumbered assets. In general, balance sheet positions are considered encumbered when the Group is restricted or prevented from liquidating, selling, transferring, or assigning them due to legal, regulatory, contractual, or other limitations.

Assets are encumbered when used as collateral in securities financing and derivatives transactions to reduce counterparties' current or potential exposure to the Group's own credit risk. Securities pledged to secure access to central bank facilities are shown separately (lit. b).

ENC: Encumbered and unencumbered assets

a			b	c	30.06.2025 d
Encumbered Central bank Unencumbered
		assets	facilities	assets1	Total
		CHF m	CHF m	CHF m	CHF m
No.
1	Cash and balances at central banks	25.3		7,446.7	7,472.1
2	Due from banks	977.7		4,745.9	5,723.6
3	Receivables from securities financing transactions	13,417.0			13,417.0
4	Loans	93.7		41,301.2	41,394.9
5	Financial assets measured at FVTPL	2,831.9		7,124.7	9,956.6
6	Derivative financial instruments			3,467.8	3,467.8
7	Financial assets designated at FV			156.9	156.9
8	Financial assets measured at FVOCI	1,662.4		7,280.7	8,943.1
9	Other financial assets measured at amortised cost	2,015.0		3,483.0	5,497.9
10	Other	51.82		8,636.63	8,688.3

1 Excluding amounts shown in column b.

2 Right-of-use assets from leasing contracts.

3 Includes precious metals held physically to cover balances in customers' precious metal accounts.

‌Liquidity risk‌

Introduction

This section provides disclosures in relation to the liquidity coverage ratio (LCR) and the net stable funding ratio (NSFR). The LCR provides banks with a metric to assist them in ensuring that they hold a sufficient quantity of highly liquid assets to enable them to withstand a short-term (30-day) company-specific stress situation which coincides with a period of general market stress. The NSFR requires banks to have sufficient available stable funding (ASF) to meet the required stable funding (RSF) over one year. The management of liquidity risks is described in the Annual Report 2024 of the Group in the section 'Treasury risk' (page 130).

Liquidity coverage ratio

In the following table, the LCR is disclosed as a

3-month average value per quarter. The total of the high-quality liquid assets (HQLA) (no. 1 in the following table) increased in the second quarter compared to the previous quarter of 2025. The total of net cash outflows (no. 22) decreased in the second quarter, primarily driven by lower outflows on wholesale funding and other contractual funding obligations. The changes resulted in a higher LCR in Q2 2025 than in Q1 2025, with both quarters' LCR being significantly above the regulatory required minimum ratio of 100% and risk tolerances defined internally.

Net stable funding ratio

In the following two tables, the NSFR is disclosed as quarter-end data as at 30 June 2025 and

31 March 2025. The total available stable funding items (no. 14 in the following two tables) increased in the second quarter compared to the previous quarter of 2025, primarily driven by a higher amount in the category retail deposits and deposits from small business customers (no. 4) as well as higher weighted wholesale funding (no. 7). The total required stable funding items (no. 33) decreased over the same period, mainly due to a decrease in weighted high-quality liquid assets (no. 15), a decrease in weighted other assets (no. 26), and a decrease in weighted non-HQLA securities (no. 24). The changes resulted in a higher NSFR as at

30 June 2025 of 147.0% compared to 137.7% as at

31 March 2025, with both ratios being significantly above the regulatory required minimum ratio of 100% and risk tolerances defined internally.

LIQ1: Liquidity coverage ratio

No.

A. High-quality liquid assets

Q1 2025 Q2 2025

3-month average 3-month average

Unweighted Weighted Unweighted Weighted value value value value

CHF m CHF m CHF m CHF m

Cash and balances at central banks 13,138.4 16,313.0

Securities category 1 and category 2 10,805.3 10,948.2

1 Total 23,943.7 27,261.2

B.	Cash outflows
2 Retail deposits and deposits from small business customers 35,097.0			4,967.9	34,054.1	4,759.0
3 of which stable deposits 1,850.4			92.5	1,939.3	97.0
4 of which less stable deposits 33,246.6			4,875.4	32,114.8	4,662.0
5	Unsecured wholesale funding	28,041.6	16,199.2	28,584.5	16,854.0
6 of which operational deposits (all counterparties)		3,998.5	971.4	4,260.0	1,036.6
7	of which non-operational deposits (all counterparties)	22,525.5	13,710.2	22,648.3	14,141.3
8	of which unsecured debt	1,517.6 1,517.6		1,676.1 1,676.1
9	Secured wholesale funding	3,024.0		3,189.4
10 Additional cash outflows		9,680.9	5,347.1	8,980.8	5,377.2
11	of which outflows related to derivatives and other transactions 6,324.1		5,261.2	6,133.5	5,283.9
12 of which outflows related to loss of funding on debt products
13 of which committed credit and liquidity facilities		728.7	85.9	756.8	93.3
14 Other contractual funding obligations		933.4	933.4	651.0	651.0
15 Other contingent funding obligations		14,858.9	550.1	16,047.7	616.6
16 Total			31,021.7		31,447.2
C.	Cash inflows
17 Secured lending (e.g. reverse repurchase transactions)		10,197.3	1,257.2	13,677.9	2,367.2
18 Income from fully performing exposures		26,063.4	14,453.8	25,625.7	14,428.3
19 Other cash inflows		6,945.5	6,945.5	6,291.9	6,291.9
20 Total		43,206.2	22,656.5	45,595.5	22,796.4

Liquidity coverage ratio

21 Total of high-quality liquid assets	23,943.7	27,261.2
22 Total net cash outflows	8,365.2	8,650.8
23 Liquidity coverage ratio (in %)	286.2%	315.1%

LIQ2: Net stable funding ratio

As at 30 June 2025

	Available stable funding (ASF) item
1 2 3	Capital Regulatory capital Retail deposits and deposits	8,343.7 8,343.7				8,343.7 8,343.7
4 5	from small business customers Stable deposits	24,393.8 690.9	14,980.7	1,747.5	1,200.0	38,244.5 656.4
6 7 8	Less stable deposits Wholesale funding Operational deposits	23,702.9 20,063.5 4,143.2	14,980.7 14,651.9	1,747.5 1,987.7	1,200.0 5,427.4	37,588.1 17,640.8 2,071.6
9 10 11 12	Other wholesale funding Other liabilities NSFR derivative liabilities1 All other liabilities and equity not	15,920.3 738.9	14,651.9 264.7	1,987.7 6.6	5,427.4 1,359.9	15,569.2 77.0
13 included in the above categories		738.9	264.7	6.6	172.2	77.0
14 Total ASF						64,306.0
	Required stable funding (RSF) item
15	Total NSFR high-quality liquid assets (HQLA)					950.8
16	Deposits held at other financial institutions for operational purposes	100.4				50.2
17 18	Performing loans and securities secured by category 1 and 2a HQLA	10,942.5	46,443.2 3,034.9	3,923.2	7,152.1	30,797.6 303.5
19	by non-category 1 or 2a HQLA and unsecured performing loans to financial institutions	3,528.5	1,194.4	101.9	8.1	767.5

No.

Unweighted value Weighted by residual maturity value

6 months to

No maturity < 6 months < 1 year  1 year

CHF m CHF m CHF m CHF m CHF m

Other capital instruments

Liabilities with matching interdependent assets

1,187.7

Performing loans to financial institutions Performing loans to financial institutions secured

Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans

1. to sovereigns, central banks and PSEs, of which 2,782.9 36,530.7 2,637.6 865.1 17,373.5 With a risk weight of less than or equal to 35%

2. under the Basel II standardised approach for credit risk 3.8 696.1 998.3 0.3 849.3

3. Performing residential mortgages, of which 0.1 4,382.2 504.4 2,604.8 4,290.7 With a risk weight of less than or equal to 35%

4. under the Basel II standardised approach for credit risk 0.1 2,665.0 325.0 1,874.9 2,722.0

   Securities that are not in default and do not qualify

5. as HQLA, including exchange-traded equities 4,630.9 1,300.9 679.3 3,674.1 8,062.3

6. Assets with matching interdependent liabilities

7. Other assets 3,988.8 264.9 278.2 3,769.0 5,855.1

8. Physical traded commodities, including gold 42.8 36.4

Assets posted as initial margin for derivative contracts and 28 contributions to default funds of central counterparties1		615.8				523.4
29 NSFR derivative assets1		788.3
30	NSFR derivative liabilities before deduction of variation margin posted1				1,948.2	389.6
31	All other assets not included in the above categories	3,945.9	264.9	278.2	416.7	4,905.7
32	Off-balance sheet items				16,500.1	77.3
33	Total RSF					37,731.0

34 Net stable funding ratio (in %) 170.4%

1 These amounts are not required to be allocated to a maturity bucket.

As at 31 March 2025 No.

Unweighted value Weighted by residual maturity value

6 months to

No maturity < 6 months < 1 year  1 year

CHF m CHF m CHF m CHF m CHF m

Available stable funding (ASF) item

1 Capital 9,245.2 9,245.2

1. Regulatory capital 9,245.2 9,245.2

2. Other capital instruments

Retail deposits and deposits

4 from small business customers 24,244.6 16,697.2 1,635.1 1,148.4 39,502.6

1. Stable deposits 701.8 666.7

2. Less stable deposits 23,542.8 16,697.2 1,635.1 1,148.4 38,835.9

7 Wholesale funding 18,187.8 16,626.4 1,727.5 5,050.1 17,124.7

1. Operational deposits 3,849.9 1,924.9

2. Other wholesale funding 14,337.9 16,626.4 1,727.5 5,050.1 15,199.8

3. Liabilities with matching interdependent assets

4. Other liabilities 769.0 315.8 30.7 1,417.0 84.1

5. NSFR derivative liabilities1 1,162.8

   All other liabilities and equity not

6. included in the above categories 769.0 315.8 30.7 254.2 84.1

7. Total ASF 65,956.6 Required stable funding (RSF) item

8. Total NSFR high-quality liquid assets (HQLA) 2,079.2

   Deposits held at other financial institutions

9. for operational purposes 109.5 54.8

10. Performing loans and securities 11,776.2 42,267.9 3,221.9 8,497.8 33,196.4

    Performing loans to financial institutions

11. secured by category 1 and 2a HQLA 2,179.8 218.0

    Performing loans to financial institutions secured by non-category 1 or 2a HQLA and unsecured

12. performing loans to financial institutions 3,073.1 1,307.1 110.2 7.9 720.0

    Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans

13. to sovereigns, central banks and PSEs, of which 2,540.0 32,137.3 1,993.8 1,774.2 17,574.1

    With a risk weight of less than or equal to 35%

14. under the Basel II standardised approach for credit risk 4.6 756.3 23.7 658.1 819.4

15. Performing residential mortgages, of which 3.0 4,497.8 468.4 2,521.2 4,281.8 With a risk weight of less than or equal to 35%

16. under the Basel II standardised approach for credit risk 3.0 2,678.2 322.3 1,761.8 2,653.4

    Securities that are not in default and do not qualify

17. as HQLA, including exchange-traded equities 6,160.1 2,145.9 649.5 4,194.5 10,402.6

18. Assets with matching interdependent liabilities

19. Other assets 5,841.1 190.1 43.7 4,329.1 7,924.5

20. Physical traded commodities, including gold 1,814.7 1,542.5

    Assets posted as initial margin for derivative contracts and

21. contributions to default funds of central counterparties1 933.1 793.2

22. NSFR derivative assets1 827.9

    NSFR derivative liabilities before deduction of variation

23. margin posted1 1,549.4 309.9

24. All other assets not included in the above categories 4,026.5 190.1 43.7 1,018.7 5,279.0

25. Off-balance sheet items 14,597.1 78.0

26. Total RSF 43,332.9
27. Net stable funding ratio (in %) 152.2%

1 These amounts are not required to be allocated to a maturity bucket.

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29.08.2025

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