Financial Reporting Document

Annex No. 1 to Resolution No. 079/2022 of the Management Board of Alior Bank SA

Capital Adequacy and Other Information Subject to Disclosure

of the Alior Bank Spółka Akcyjna Capital Group

as at 31 December 2021

Disclosure Pillar III

List of Tables for the period 2021/12

No. Table

1. EU OV1 - Overview of total risk exposure amounts
2. EU KM1 - Key metrics template
3. EU INS1 - Insurance participations
4. EU INS2 - Financial conglomerates information on own funds and capital adequacy ratio
5. EU OVC - ICAAP information
6. EU OVA - Institution risk management approach
7. EU OVB - Disclosure on governance arrangements
8. EU LI1 - Differences between the accounting scope and the scope of prudential consolidation and mapping of financial statement categories with regulatory risk categories
9. EU LI2 - Main sources of differences between regulatory exposure amounts and carrying values in financial statements
10. EU LI3 - Outline of the differences in the scopes of consolidation (entity by entity)
11. EU LIA - Explanations of differences between accounting and regulatory exposure amounts
12. EU LIB - Other qualitative information on the scope of application
13. EU PV1 - Prudent valuation adjustments (PVA)
14. EU CCA - Main features of regulatory own funds instruments and eligible liabilities instruments
15. EU CC1 - Composition of regulatory own funds
16. EU CC2 - reconciliation of regulatory own funds to balance sheet in the audited financial statements
17. IFRS 9/Article 468-FL - Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, and with and without the application of the temporary treatment in accordance with Article 468 of the CRR
18. EU CCyB1 - Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer
19. EU CCyB2 - Amount of institution-specific countercyclical capital buffer
20. EU LR1 - LRSum: Summary reconciliation of accounting assets and leverage ratio exposures
21. EU LR2 - LRCom: Leverage ratio common disclosure
22. EU LR3 - LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)
23. EU LRA - Disclosure of LR qualitative information
24. EU LIQA - Liquidity risk management
25. EU LIQ1 - Quantitative information of LCR
26. EU LIQB - Qualitative information on LCR, which complements template EU LIQ1.
27. EU LIQ2 - Net Stable Funding Ratio
28. EU CRA - General qualitative information about credit risk
29. EU CRB - Additional disclosure related to the credit quality of assets
30. EU CR1 - Performing and non-performing exposures and related provisions
31. EU CR1-A - Maturity of exposures
32. EU CR2 - Changes in the stock of non-performing loans and advances
33. EU CR2a - Changes in the stock of non-performing loans and advances and related net accumulated recoveries
34. EU CQ1 - Credit quality of forborne exposures
35. EU CQ2 - Quality of forbearance
36. EU CQ3 - Credit quality of performing and non-performing exposures by past due days
37. EU CQ4 - Quality of non-performing exposures by geography
38. EU CQ5 - Credit quality of loans and advances by industry
39. EU CQ6 - Collateral valuation - loans and advances
40. EU CQ7 - Collateral obtained by taking possession and execution processes
41. EU CQ8 - Collateral obtained by taking possession and execution processes - vintage breakdown
42. EU CRC - Qualitative disclosure requirements related to CRM techniques
43. EU CR3 - CRM techniques overview: Disclosure of the use of credit risk mitigation techniques
44. EU CRD - Qualitative disclosure requirements related to standardised model
45. EU CR4 - standardised approach - Credit risk exposure and CRM effects
46. EU CR5 - standardised approach
47. EU CCRA - Qualitative disclosure related to CCR
48. EU CCR1 - Analysis of CCR exposure by approach
49. EU CCR2 - Transactions subject to own funds requirements for CVA risk
50. EU CCR3 - Standardised approach - CCR exposures by regulatory exposure class and risk weights
51. EU CCR5 - Composition of collateral for CCR exposures
52. EU CCR6 - Credit derivatives exposures
53. EU CCR8 - Exposures to CCPs
54. EU-SECA- Qualitative disclosure requirements related to securitisation exposures
55. EU MRA - Qualitative disclosure requirements related to market risk

Annex No. 1 to Resolution No. 079/2022 of the Management Board of Alior Bank SA

No. Table

1. EU MR1 - Market risk under the standardised approach
2. EU IRRBBA - Qualitative information on interest rate risks of non-trading book activities
3. EU IRRBB1 - Interest rate risks of non-trading book activities
4. EU ORA - Qualitative information on operational risk
5. EU OR1 - Operational risk own funds requirements and risk-weighted exposure amounts
6. EU REMA - Remuneration policy
7. EU REM1 - Remuneration awarded for the financial year
8. EU REM2 - Special payments to staff whose professional activities have a material impact on institutions' risk profile (identified staff)
9. EU REM3 - Deferred remuneration
10. EU REM4 - Remuneration of 1 million EUR or more per year
11. EU REM5 - Information on remuneration of staff whose professional activities have a material impact on institutions' risk profile (identified staff)
12. EU AE1 - Encumbered and unencumbered assets
13. EU AE2 - Collateral received and own debt securities issued
14. EU AE3 - Sources of encumbrance
15. EU AE4 - Accompanying narrative information
16. EU KM2 - Key metrics - MREL and, where applicable, G-SII requirement for own funds and eligible liabilities
17. Covid19_1 - Information on loans and advances subject to legislative and non-legislative moratoria
18. Covid19_2 - Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria
19. Covid19_3 - Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis
20. Management Board's statement on the liquidity risk

Annex No. 1 to Resolution No. 079/2022 of the Management Board of Alior Bank SA

Introduction

Alior Bank SA is obliged, under Part Eight of Regulation (EU) No 575/2013 of the European Parliament and of the Council of June 26, 2013 on prudential requirements for credit institutions and investment firms, amending Regulation (EU) No 648/2012 as amended by (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 (hereinafter referred to as CRR), publish information on Pillar III in a publicly available manner.

Information is published in accordance with Commission Implementing Regulation (EU) 2021/637 of 15 March 2021 laying down implementing technical standards with regard to public disclosure by institutions of information referred to in Part Eight, Titles II and III of the Regulation of the European Parliament and of the Council ( EU) No 575/2013, and repealing Commission Implementing Regulation (EU) No 1423/2013, Commission Delegated Regulation (EU) 2015/1555, Commission Implementing Regulation (EU) 2016/200 and Commission Delegated Regulation (EU) 2017/2295, as well as the EBA / GL / 2020/07 Guidelines of 2 June 2020 on reporting and disclosure of exposures subject to measures in response to the COVID-19 crisis and Guidelines EBA / GL / 2020/12, which amend the EBA / GL / 2018/01 guidelines on uniform disclosure, pursuant to Art. 473a of Regulation (EU) No 575/2013, information on the transition period to mitigate the effects of IFRS 9 and supplemented with provisions resulting from Recommendations M, P and R.

As at 31 December 2021, the Alior Bank SA Capital Group was composed of: Alior Bank SA, as the parent company, and subsidiaries in which the Bank holds a majority interests. For the purposes of calculations in the area of capital adequacy, prudential consolidation was used - in accordance with Article 19 of Regulation (EU) No 575/2013 of the European Parliament and of the Council of June 26, 2013, as amended - Alior Bank SA and Alior Leasing sp. o. o

Unless otherwise stated, the information in this document has been disclosed based on the data from the Consolidated Financial Statements of the Alior Bank SA Capital Group for the year ended 31 December 2021. Alior Bank SA exerts a dominant influence on the shape of the risk profile in the Bank's Capital Group, therefore some information contained in the report relates to the individual data of Alior Bank SA.

Figures are drawn up in Polish zlotys (PLN) and are rounded up to one million zlotys (M), with accuracy to one decimal place.

This version of our report is a translation from the original, which was prepared in Polish language. All possible care has been taken to ensure that the translation is an accurate representation of the original. However, in all matters of interpretation of information, views or opinions, the original language version of our report takes precedence over this translation.

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Annex No. 1 to Resolution No. 079/2022 of the Management Board of Alior Bank SA

EU OV1 - Overview of total risk exposure amounts

PLN m

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Annex No. 1 to Resolution No. 079/2022 of the Management Board of Alior Bank SA

EU KM1 - Key metrics template

PLN m

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