Rapporto esplicativo

Long Term Mappings ( as of 25 April 2007 ) Mapping of Rating Symbols

DBRS AAA AA AH A AL BBB BBB BBBL BBH BB BBL BH-D

H

Fitch AAA AA A+ A A- BBB+ BBB BBB- BB+ BB BB- B+-D Moodys Aaa Aa2 A1 A2 A3 Baa1 Baa2 Baa3 Ba1 Ba2 Ba3 B1-C S&P AAA AA A+ A A- BBB+ BBB BBB- BB+ BB BB- B+-D

New Risk Weights (in %) according to Basel II (July 2009) Securitisation Rating Symbols to Risk Weights (in %)

Senior 7 8 10 12 20 35 60 100 250 425 650 Deduction

Granular

Non- 12 15 18 20 35 50 75 100 250 425 650 Deduction

senior Granular

Non 20 25 35 35 35 50 75 100 250 425 650 Deduction

granular Re-securitisation Rating Symbols to Risk Weights (in %)

Senior 20 25 35 40 60 100 150 200 300 500 750 Deduction Non- 30 40 50 65 100 150 225 350 500 650 850 Deduction

Senior