Erläuternder Bericht

Short Term

Mapping of Rating Symbols ( as of 25 April 2007 )

R-1H , R-1M, R- R-2H , R-2M R-

DBRS R-3 R-4 , R-5 , D

1L 2L

Fitch F1+ , F1 F2 F3 B , C , RD , D Moody’s P-1 P-2 P-3 NP

S&P A-1+ , A-1 A-2 A-3 B-1 , B-2 , B-3 , C, SD , D

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

Rating Symbols to Risk Weights ( in %)

Securitisation 20 50 100 Deduction Resecuritisation 40 100 225 Deduction