Disclosure Report

Legal requirements on disclosure of credit institutions and investment firms have been enhanced with the European implementation of Basel III, more specifically the Directive 2013/36/EU (Access to the activity of credit institutions, the prudential supervision of credit institutions and investment firms, “CRD IV”) as well as the Regulation EU No. 575/2013 (Prudential requirements for credit institutions and investment firms, “CRR”), and became effective on January 1, 2014.

Part 8 of the CRR requires institutions to disclose a set of qualitative and quantitative statutory information among others with respect to own funds and own funds requirements, the risks incurred, the risk management processes applied, the methods used for credit risk mitigation, encumbered and unencumbered assets, securitization transactions and information on remuneration at least on an annual basis.

State Street Bank GmbH (renamed to State Street Bank International GmbH on April 5, 2016), being the superordinate bank in accordance with Art. 11 (2) Sent. 2 CRR, prepares the consolidated Disclosure Report for the State Street Europe Holdings S.à r.l. & Co. KG Group (“SSEHG Group”) and fulfills with this same report the disclosure requirements on an individual basis as a significant subsidiary of SSEHG KG pursuant to Art. 13 (2) CRR.

The Disclosure Report of SSEHG Group aims to fulfill the prudential transparency rules to allow market participants to evaluate the Group’s capital adequacy and risk profile.