European Investment Bank (XBRD) 18-K/A Annual report (foreign governments) (amended)

Exhibit XIII

 June 2023  European Investment Bank Group Risk Management Disclosure Report 

 June 2023 European Investment Bank Group Risk Management Disclosure Report 

 June 2023 European Investment Bank Group – Risk Management Disclosure Report  © European Investment Bank, 2023.  All rights reserved.  All questions on rights and licensing should be addressed to publications@eib.org.  For further information on the EIB’s activities, please consult our website, www.eib.org. For further information on the EIF’s activities, please consult our website, www.eif.org.  You can also contact our info Desk, info@eib.org. Get our e-newsletter at www.eib.org/sign-up.  Published by the European Investment Bank. European Investment Bank  98 -100, boulevard Konrad Adenauer L-2950 Luxembourg  +352 4379-1  info@eib.org www.eib.org twitter.com/eib  facebook.com/europeaninvestmentbank youtube.com/eibtheeubank  Disclaimer:  The information presented in this report has not been subject to external audit.  Printed on FSC® Paper. 

 Table of contents  1 Introduction ................................................................................................................. 1  1.1 Regulatory framework and basis of preparation................................................................................. 1 1.2 Key risk metrics .................................................................................................................................. 2  2 Capital adequacy and risk-weighted exposure amounts ................................................ 4  2.1 Capital requirements .......................................................................................................................... 4  2.2 Own funds .......................................................................................................................................... 8  3 Credit risk....................................................................................................................14  3.1 Credit risk quality ............................................................................................................................. 14  3.2 Use of the standardised approach .................................................................................................... 20  3.3 Use of the Internal Ratings Based Approach ..................................................................................... 22  3.4 Equity risk ......................................................................................................................................... 29  4 Counterparty credit risk...............................................................................................30  5 Securitisation ..............................................................................................................34  6 Leverage ratio .............................................................................................................38  7 Liquidity risk................................................................................................................41  7.1 Liquidity coverage ratio (LCR) ........................................................................................................... 41  7.2 Net stable funding ratio (NSFR) ........................................................................................................ 44  8 Interest rate risk in the banking book ..........................................................................46  9 Appendix.....................................................................................................................47  9.1 Appendix I — Extent and frequency of disclosures ........................................................................... 47 9.2 Appendix II — Abbreviations ............................................................................................................ 49 

 Introduction | 1  1 Introduction  1.1 Regulatory framework and basis of preparation  The European Investment Bank (EIB) Group does not fall within the scope of application of the European Union (EU)’s legislation applicable to credit institutions, in particular the Capital Requirements Directive and Regulation (Directive 2013/36/EU or ‘CRD’, Regulation 575/2013 or ‘CRR’, as amended from time to time, commonly referred to as the ‘CRD/CRR package’), being the EU legal framework binding on institutions, financial holding companies and mixed financial holding companies. The EIB, therefore, is not legally obliged to meet the requirements of the above-mentioned Directive and Regulation. However, reflecting its statutory duty to conform with best banking practice (BBP), the EIB aims to comply both at individual and consolidated level with relevant EU banking legislative acts and guidelines, to the extent determined by its competent governing bodies and in line with the BBP Guiding Principles approved.  Following on from the above, the June 2023 EIB Group Risk Management Disclosure Report (‘GRMDR’ or the ‘Report’) has been prepared in line with the prudential disclosure requirements as set out in Articles 431 to 455 of Part Eight of CRR1 and the related technical standards, guidelines and opinions of the European Banking Authority (‘EBA’), as applicable to the EIB as BBP and which are relevant and compatible with the EIB’s statutory framework and business model.  These disclosure requirements and the corresponding European Commission Implementing Regulation 2  constitute a fundamental review of regulators’ strategy on banks’ Pillar III disclosures3.  Also in this report edition, disclosures are compatible with the EIB’s specificities, thus reflecting the non- applicability or non-availability of certain templates, as described in Appendix 9.1. Accordingly, the EIB Group’s disclosures are not fully comparable with those published by EU credit institutions, financial holding companies and mixed financial holding companies, directly within the subjective scope of the CRD/CRR banking package, owing that to the EIB’s status as an EU body pursuant to the Treaty on the Functioning of the European Union.  The EIB Group (also ‘the Group’) consists of the European Investment Bank (‘EIB’ or ‘the Bank’) and the European Investment Fund (‘EIF’ or ‘the Fund’). For a more detailed overview of the Group entities, scope of consolidation, criteria, means and policies underlying the disclosures please refer to the 2022 GRMDR available on the EIB website.  The information provided in this report is unaudited.  Due to rounding, numbers presented throughout this document may not add up precisely to the totals provided and percentages may not precisely reflect the absolute figures.  1  2  3  Part Eight (Articles 431 to 455) of Regulation (EU) No 575/2013 of the European Parliament and of the Council, of 26 June 2013 (CRR), as subsequently amended, notably by Regulation (EU) 2019/876 of the European Parliament and of the Council, of 20 May 2019.  Commission Implementing Regulation 2021/637 of 15 March 2021 laying down implementing technical standards with regard to public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013 of the European Parliament and of the Council 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. The Commission Implementing Regulation is based on the EBA’s final draft Implementing Technical Standards (ITS) on public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013, EBA/ITS/2020/04, EBA/ITS/2021/07 and EBA/ITS/2022/01.  The disclosure report in the context of the Basel Framework is also referred to as “Pillar III”, representing the third Basel pillar based on market discipline. 

 2 | June 2023 EIB Group Risk Management Disclosure Report  1.2 Key risk metrics  Template EU KM1 — Key metrics template  The template below provides key metrics on capital and liquidity regulatory requirements pursuant to Article 447 of the CRR. These metrics form part of the Group’s overall risk management across individual risk types, in addition to the Group’s specific internal risk metrics, and consequently are integrated across the strategic planning, risk appetite framework, stress testing framework and risk reporting processes. Disclosure requirements related to the Supervisory Review and Evaluation Process (‘SREP’) are not included in the templates as these are not applicable to the EIB as BBP.  The format and headings of the set of templates in this report are consistent with the relevant European Commission Implementing Regulation as referred to in this report (notably with EBA/ITS/2020/04 on public disclosures), adapted on the basis of the BBP Guiding Principles to reflect compatibility with the EIB’s statutory framework.  Amounts are in EUR million unless otherwise indicated  a  e  30.06.2023  31.12.2022  Available own funds (amounts)  1  Common Equity Tier 1 (CET1) capital  77,920  76,813  2  Tier 1 capital  77,920  76,813  3  Total capital  77,920  76,813  Risk-weighted exposure amounts  4  Total risk-weighted exposure amount  227,370  222,405  Capital ratios (as a percentage of risk-weighted exposure amount)  5  Common Equity Tier 1 ratio (%)  34.3%  34.5%  6  Tier 1 ratio (%)  34.3%  34.5%  7  Total capital ratio (%)  34.3%  34.5%  Combined buffer requirement (as a percentage of risk-weighted exposure amount)  8  Capital conservation buffer (%)  2.5%  2.5%  EU 8a  Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member  State (%)  0.0%  0.0%  9  Institution specific countercyclical capital buffer  (%)  0.5%  0.3%  Buffer for systemic relevance (self-imposed)4  1.0%  1.0%  11  Combined buffer requirement (%)  4.0%  3.8%  EU 11a  Overall capital requirements (%)  12.0%  11.8%  Leverage ratio  13  Total exposure measure  663,207  660,688  14  Leverage ratio (%)  11.7%  11.6%  Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)  EU 14e  Overall leverage ratio requirement (%)5  3.5%  3.5%  Liquidity Coverage Ratio6  15  Total high-quality liquid assets (HQLA) (Weighted value - average)  76,012  86,255  EU 16a  Cash outflows - Total weighted value  33,216  32,002  EU 16b  Cash inflows - Total weighted value  13,236  13,725  16  Total net cash outflows (adjusted value)  19,980  18,277  17  Liquidity coverage ratio (%)  420.4%  498.6%  4  5  6  Although the EIB is not a global systematically important bank (G-SII), it has decided to provide for an additional buffer for systemic relevance of 1.0% of the CET1.  The leverage ratio requirements reported in this template include a self-imposed leverage buffer add-on for systemic relevance. Figures related to the Liquidity Coverage Ratio are reported as averages over the last 12 months. 

 Introduction | 3  Net Stable Funding Ratio  18  Total available stable funding  464,054  460,912  19  Total required stable funding  376,835  369,115  20  NSFR ratio (%)  123.1%  124.9% 

 4 | June 2023 EIB Group Risk Management Disclosure Report  Capital adequacy and risk-weighted exposure amounts  Capital requirements  Template EU OV1 – Overview of total risk exposure amounts  This template exhibits a breakdown of the risk-weighted exposure amounts (RWEA) and own funds requirements for the different types of risk. No breakdown of the RWEA for operational risk by regulatory approach is disclosed due to the EIB Group's early adoption of the Basel standardised approach for this risk.  Amounts are in EUR million, unless otherwise indicated  Total risk exposure amount  Total own funds requirements  a  b  c  30.06.2023  31.12.2022  30.06.2023  1  Credit risk (excluding CCR)  184,256  174,725  14,740  2  Of which the standardised approach  64,860  55,113  5,189  3  Of which the foundation IRB (F-IRB) approach7  2,166  1,858  173  4  Of which slotting approach  -  -  -  EU 4a  Of which equities under the simple risk weighted approach  7,984  4,714  639  5  Of which the Advanced IRB (A-IRB) approach  109,246  113,040  8,740  6  Counterparty credit risk - CCR  5,362  5,143  429  7  Of which the standardised approach  2,336  2,214  187  8  Of which internal model method (IMM)  -  -  -  EU 8a  Of which exposures to a CCP  3  6  0  EU 8b  Of which credit valuation adjustment – CVA  2,819  2,686  226  9  Of which other CCR  204  237  16  15  Settlement risk  -  -  -  16  Securitisation exposures in the non-trading book (after the cap)  32,338  36,090  2,587  17  Of which SEC-IRBA approach  6,480  6,449  518  18  Of which SEC-ERBA (including IAA)  4,182  4,612  335  19  Of which SEC-SA approach  21,676  25,030  1,734  EU 19a  Of which 1250%8  -  -  -  20  Position, foreign exchange and commodities risks (Market risk)  -  1,032  -  21  Of which the standardised approach 9  -  1,032  -  22  Of which IMA  -  -  -  EU 22a  Large exposures  -  -  -  23  Operational risk  5,414  5,414  433  24  Amounts below the thresholds for deduction (subject to 250% risk weight)  -  -  -  29  Total  227,370  222,405  18,190  7  8  9  In line with the EBA mapping, this row contains the exposure class “cash and other non-current assets”.  The Group opted for deducting the exposures rather than applying a risk-weight of 1250%. The amount of securitisation exposures in the banking book deducted from own funds stood at EUR 87 million, equivalent to EUR 1,088 million RWEAs at the end of June 2023  (EUR 87 million, equivalent to EUR 1,087 million of RWEAs at the end of 2022).  As of 30 June 2023, no capital charge for market risk was required as the Group does not have a trading book and the net FX position of  the Group did not exceed 2% of the regulatory own funds (the “de minimis exemption”). 

 Capital adequacy and risk-weighted exposure amounts | 5  Template EU CCyB1 — Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer  The following template presents a geographical breakdown of the relevant EIB Group exposures for the calculation of the countercyclical buffer. In line with the Commission Delegated Regulation 1152/2014, total exposures considered for the calculation of the countercyclical buffer are allocated to countries on an immediate obligor basis (that is, not taking into account the substitution effect of credit risk mitigation (CRM) instruments).  Amounts are in EUR million unless otherwise indicated  a  b  c  d  e  f  g  h  i  j  k  l  m  General credit exposures  Relevant credit exposures – Market risk  Securitisation exposures Exposure value for non- trading book  Total exposure value  Own fund requirements  Risk- weighted exposure amounts  Own fund require- ments weights (%)  Counter- cyclical buffer rate  (%)  Exposure  value under the standardised approach  Exposure  value under the IRB approach  Sum of  long and short positions of trading book exposures for SA  Value of  trading book exposure for internal models  Relevant  credit risk exposure  – Credit risk  Relevant  credit exposures  – Market risk  Relevant  credit exposures – Securitisatio n positions in the non- trading book  Total  10  Breakdown by country:  Austria  71  2,918  -  -  24  3,014  149  -  0  149  1,868  1.1%  0.0%  Azerbaijan  -  5  -  -  -  5  0  -  -  0  5  0.0%  0.0%  Belarus  -  0  -  -  -  0  0  -  -  0  1  0.0%  0.0%  Belgium  151  3,119  -  -  -  3,270  153  -  -  153  1,915  1.1%  0.0%  Bolivia  -  50  -  -  -  50  2  -  -  2  28  0.0%  0.0%  Brazil  -  882  -  -  -  882  58  -  -  58  726  0.4%  0.0%  Bulgaria  3  15  -  -  -  17  3  -  -  3  41  0.0%  1.5%  Canada  -  10  -  -  -  10  1  -  -  1  10  0.0%  0.0%  Cayman Islands  144  -  -  -  75  219  144  -  9  153  1,912  1.1%  0.0%  Chile  -  414  -  -  -  414  6  -  -  6  80  0.0%  0.0%  Costa Rica  1  -  -  -  -  1  0  -  -  0  3  0.0%  0.0%  Croatia  4  103  -  -  -  108  9  -  -  9  114  0.1%  0.5%  Cyprus  -  10  -  -  -  10  3  -  -  3  36  0.0%  0.0%  Czech Republic  84  2,232  -  -  -  2,315  82  -  -  82  1,030  0.6%  2.5%  Denmark  437  2,587  -  -  -  3,024  246  -  -  246  3,080  1.8%  2.5%  Dominican Republic  -  7  -  -  -  7  1  -  -  1  9  0.0%  0.0%  Egypt  -  849  -  -  -  849  90  -  -  90  1,125  0.6%  0.0% 

 6 | June 2023 EIB Group Risk Management Disclosure Report  Estonia  33  385  -  -  -  418  29  -  -  29  358  0.2%  1.0%  Finland  246  2,663  -  -  -  2,908  172  -  -  172  2,153  1.2%  0.0%  France  3,136  13,428  -  -  119  16,683  1,335  -  118  1,453  18,158  10.3%  0.5%  Georgia  -  170  -  -  -  170  13  -  -  13  160  0.1%  0.0%  Germany  808  15,435  -  -  -  16,243  891  -  -  891  11,139  6.3%  0.8%  Greece  22  410  -  -  -  432  45  -  -  45  556  0.3%  0.0%  Guernsey  211  -  -  -  -  211  125  -  -  125  1,567  0.9%  0.0%  Hungary  6  654  -  -  -  659  30  -  -  30  373  0.2%  0.0%  Iceland  6  458  -  -  -  464  25  -  -  25  315  0.2%  2.0%  Ireland  339  2,304  -  -  384  3,027  149  -  6  155  1,934  1.1%  0.5%  Israel  17  964  -  -  -  981  71  -  -  71  893  0.5%  0.0%  Italy  792  21,269  -  -  2,223  24,284  1,194  -  132  1,326  16,573  9.4%  0.0%  Ivory Coast  -  44  -  -  -  44  5  -  -  5  68  0.0%  0.0%  Japan  -  28  -  -  -  28  1  -  -  1  10  0.0%  0.0%  Jersey  354  0  -  -  -  354  249  -  -  249  3,113  1.8%  0.0%  Jordan  -  223  -  -  -  223  24  -  -  24  296  0.2%  0.0%  Kazakhstan  -  85  -  -  -  85  4  -  -  4  51  0.0%  0.0%  Kenya  -  13  -  -  -  13  1  -  -  1  14  0.0%  0.0%  Latvia  4  208  -  -  -  212  8  -  -  8  105  0.1%  0.0%  Lebanon  -  73  -  -  -  73  23  -  -  23  286  0.2%  0.0%  Lithuania  14  323  -  -  -  337  17  -  -  17  215  0.1%  0.0%  Luxembourg10  6,336  6,306  -  -  56,555  69,197  2,296  -  1,795  4,092  51,147  29.1%  0.5%  Malta  -  18  -  -  -  18  2  -  -  2  29  0.0%  0.0%  Mauritania  -  14  -  -  -  14  2  -  -  2  25  0.0%  0.0%  Mauritius  332  125  -  -  -  457  129  -  -  129  1,613  0.9%  0.0%  Mexico  -  85  -  -  -  85  18  -  -  18  225  0.1%  0.0%  Moldova  -  63  -  -  -  63  5  -  -  5  65  0.0%  0.0%  10  The own funds requirements for Luxembourg are calculated including exposures to securitisations for which information to allocate the underlying exposures to the country of the obligor is not available or the effort to identify such place would be disproportionate in accordance with Article 4 of Commission Delegated Regulation (EU) No 1152/2014. 

 Capital adequacy and risk-weighted exposure amounts | 7  Mongolia  -  20  -  -  -  20  2  -  -  2  27  0.0%  0.0%  Montenegro  -  30  -  -  -  30  6  -  -  6  71  0.0%  0.0%  Morocco  -  295  -  -  -  295  19  -  -  19  234  0.1%  0.0%  Netherlands  839  10,064  -  -  675  11,578  449  -  23  472  5,904  3.4%  1.0%  Norway  8  788  -  -  -  795  21  -  -  21  258  0.1%  2.5%  Palestine  -  13  -  -  -  13  2  -  -  2  28  0.0%  0.0%  Peru  -  231  -  -  -  231  4  -  -  4  53  0.0%  0.0%  Poland  4  6,422  -  -  946  7,372  262  -  59  321  4,014  2.3%  0.0%  Portugal  47  2,826  -  -  1,047  3,920  108  -  130  238  2,974  1.7%  0.0%  Romania  -  212  -  -  216  429  14  -  7  22  270  0.2%  0.5%  Singapore  31  -  -  -  -  31  31  -  -  31  392  0.2%  0.0%  Slovakia  -  144  -  -  -  144  6  -  -  6  71  0.0%  1.0%  Slovenia  17  167  -  -  -  184  14  -  -  14  173  0.1%  0.0%  South Africa  187  18  -  -  -  205  108  -  -  108  1,353  0.8%  0.0%  Spain  827  13,818  -  -  2,848  17,493  758  -  295  1,053  13,164  7.5%  0.0%  Sweden  388  4,376  -  -  -  4,764  255  -  -  255  3,184  1.8%  2.0%  Switzerland  -  825  -  -  -  825  44  -  -  44  545  0.3%  0.0%  Tanzania  -  184  -  -  -  184  22  -  -  22  279  0.2%  0.0%  Tunisia  -  143  -  -  -  143  13  -  -  13  158  0.1%  0.0%  Türkiye  -  485  -  -  94  579  31  -  11  42  522  0.3%  0.0%  Ukraine  -  312  -  -  -  312  135  -  -  135  1,693  1.0%  0.0%  United Kingdom  903  19,240  -  -  -  20,143  1,261  -  -  1,261  15,759  9.0%  1.0%  United States of America  78  214  -  -  -  292  84  -  -  84  1,050  0.6%  0.0%  Uzbekistan  -  82  -  -  -  82  8  -  -  8  98  0.1%  0.0%  Venezuela  -  90  -  -  -  90  2  -  -  2  21  0.0%  0.0%  Zambia  -  7  -  -  -  7  1  -  -  1  13  0.0%  0.0%  Zimbabwe  -  28  -  -  -  28  6  -  -  6  75  0.0%  0.0%  020  Total  16,880  139,979  -  -  65,205  222,063  11,478  -  2,587  14,065  175,808  100.0% 

 8 | June 2023 EIB Group Risk Management Disclosure Report  Template EU CCyB2 — Amount of institution-specific countercyclical capital buffer  Amounts are in EUR million, unless otherwise indicated  a  1  Total risk exposure amount  227,370  2  Institution specific countercyclical capital buffer rate  0.48%  3  Institution specific countercyclical capital buffer requirement  1,089  2.2 Own funds  Template EU CC1 — Composition of regulatory own funds  The template provides a detailed breakdown of the composition of the regulatory own funds reconciled with the unaudited financial statements of the Group under EU-AD. The template also includes an overview of the prudential filters and regulatory deductions considered in the calculation of the regulatory own funds as detailed beforehand.  Amounts are in EUR million, unless otherwise indicated  a  b  Amounts  Source based on reference numbers/letters of the balance sheet under the regulatory scope of consolidation  Common Equity Tier 1 (CET1) capital: instruments and reserves  1  Capital instruments and the related share premium accounts  21,551  L.7. minus A.11.  of which: Subscribed capital  21,551  L.7. minus A.11.  2  Retained earnings  43,854  L.8.a plus L.8.b  3  Accumulated other comprehensive income (and other reserves)  11,195  L.8.c  EU-3a  Funds for general banking risk  1,883  L.8.d  4  Amount of qualifying items referred to in Article 484 (3) CRR and the related share premium accounts subject to phase out from CET1  5  Minority interests (amount allowed in consolidated CET1)  -  EU-5a  Independently reviewed interim profits net of any foreseeable charge or dividend11  1,001  L.9.  6  Common Equity Tier 1 (CET1) capital before regulatory adjustments  79,484  Common Equity Tier 1 (CET1) capital: regulatory adjustments  7  Additional value adjustments (negative amount)  -58  8  Intangible assets (net of related tax liability) (negative amount)  -82  A.8.  10  Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount)  -  11  Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value  -  12  Negative amounts resulting from the calculation of expected loss amounts  -965  13  Any increase in equity that results from securitised assets (negative amount)  -  14  Gains or losses on liabilities valued at fair value resulting from changes in own credit standing  -  15  Defined-benefit pension fund assets (negative amount)  -  11  Financial data used in the production of this quantitative template are based on the unaudited semi-annual financial statements of the Group under EU-AD as of 30.06.2023. 

 Capital adequacy and risk-weighted exposure amounts | 9  16  Direct, indirect and synthetic holdings by an institution of own CET1 instruments (negative amount)  -  17  Direct, indirect and synthetic holdings of the CET1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)  -  18  Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)  -  19  Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)  -  EU-20a  Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative  -87  EU-20b  of which: qualifying holdings outside the financial sector (negative amount)  -  EU-20c  of which: securitisation positions (negative amount)  -87  EU-20d  of which: free deliveries (negative amount)  -  21  Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article 38 (3) CRR are met) (negative amount)  -  22  Amount exceeding the 17.65% threshold (negative amount)  -  23  of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities  -  25  of which: deferred tax assets arising from temporary differences  -  EU-25a  Losses for the current financial year (negative amount)  -  EU-25b  Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax charges reduce the amount up to which those items may be used to cover risks or losses (negative amount)  -  27  Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount)  -  27a  Other regulatory adjustments to CET1 capital (including IFRS 9 transitional adjustments when relevant)  -372  28  Total regulatory adjustments to Common Equity Tier 1 (CET1)  -1,564  29  Common Equity Tier 1 (CET1) capital  77,920  Additional Tier 1 (AT1) capital: instruments  30  Capital instruments and the related share premium accounts  -  31  of which: classified as equity under applicable accounting standards  -  32  of which: classified as liabilities under applicable accounting standards  -  33  Amount of qualifying items referred to in Article 484 (4) CRR and the related share premium accounts subject to phase out from AT1 as described in Article 486(3) CRR  -  EU-33a  Amount of qualifying items referred to in Article 494a(1) CRR subject to phase out from AT1  - 

 10 | June 2023 EIB Group Risk Management Disclosure Report  EU-33b  Amount of qualifying items referred to in Article 494b(1) CRR subject to phase out from AT1  -  34  Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties  -  35  of which: instruments issued by subsidiaries subject to phase out  -  36  Additional Tier 1 (AT1) capital before regulatory adjustments  Additional Tier 1 (AT1) capital: regulatory adjustments  37  Direct, indirect and synthetic holdings by an institution of own AT1 instruments (negative amount)  -  38  Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)  -  39  Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)  -  40  Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)  -  42  Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)  -  42a  Other regulatory adjustments to AT1 capital  -  43  Total regulatory adjustments to Additional Tier 1 (AT1) capital  -  44  Additional Tier 1 (AT1) capital  -  45  Tier 1 capital (T1 = CET1 + AT1)  77,920  Tier 2 (T2) capital: instruments  46  Capital instruments and the related share premium accounts  -  47  Amount of qualifying items referred to in Article 484 (5) CRR and the related share premium accounts subject to phase out from T2 as described in Article 486(4) CRR  -  EU-47a  Amount of qualifying items referred to in Article 494a (2) CRR subject to phase out from T2  -  EU-47b  Amount of qualifying items referred to in Article 494b (2) CRR subject to phase out from T2  -  48  Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties  -  49  of which: instruments issued by subsidiaries subject to phase out  -  50  Credit risk adjustments  -  51  Tier 2 (T2) capital before regulatory adjustments  -  Tier 2 (T2) capital: regulatory adjustments  52  Direct, indirect and synthetic holdings by an institution of own T2 instruments and subordinated loans (negative amount)  - 

 Capital adequacy and risk-weighted exposure amounts | 11  53  Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)  -  54  Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)  -  55  Direct, indirect and synthetic holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)  -  EU-56a  Qualifying eligible liabilities deductions that exceed the eligible liabilities items of the institution (negative amount)  -  EU-56b  Other regulatory adjustments to T2 capital  -  57  Total regulatory adjustments to Tier 2 (T2) capital  -  58  Tier 2 (T2) capital  -  59  Total capital (TC = T1 + T2)  77,920  60  Total Risk exposure amount  227,370  Capital ratios and requirements including buffers  61  Common Equity Tier 1 capital  34.3%  62  Tier 1 capital  34.3%  63  Total capital  34.3%  64  Institution CET1 overall capital requirement  8.5%  65  of which: capital conservation buffer requirement  2.5%  66  of which: countercyclical buffer requirement  0.5%  67  of which: buffer for systemic relevance (self-imposed)  1.0%  68  Common Equity Tier 1 capital (as a percentage of risk exposure amount) after meeting the minimum capital requirements  25.8%  Amounts below the thresholds for deduction (before risk weighting)  72  Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions)  870  73  Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of eligible short positions)  -  75  Deferred tax assets arising from temporary differences (amount below 17.65% threshold, net of related tax liability where the conditions in Article 38 (3) CRR are met)  -  Applicable caps on the inclusion of provisions in Tier 2  76  Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap)  -  77  Cap on inclusion of credit risk adjustments in T2 under standardised approach  811 

 12 | June 2023 EIB Group Risk Management Disclosure Report  78  Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap)  -  79  Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach  732  Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2014 and 1 Jan 2022)  80  Current cap on CET1 instruments subject to phase out arrangements  -  81  Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)  -  82  Current cap on AT1 instruments subject to phase out arrangements  -  83  Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)  -  84  Current cap on T2 instruments subject to phase out arrangements  -  85  Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)  - 

 Capital adequacy and risk-weighted exposure amounts | 13  Template EU CC2 — Reconciliation of regulatory own funds to balance sheet in the published financial statements  The template provides a detailed breakdown of the composition of the regulatory own funds reconciled with the unaudited financial statements of the Group under EU-AD.  Amounts are in EUR million, unless otherwise indicated  a - b  c  Balance sheet as in published financial statements and under regulatory scope of consolidation  Reference  30.06.2023  Assets — Breakdown by asset classes according to the balance sheet in the published financial statements  A.1.  Cash in hand, balances with central banks and post office banks  111  -  A.2.  Treasury bills and other bills eligible for refinancing with central banks  30,701  -  A.3.  Loans and advances to credit institutions  158,015  -  A.4.  Loans and advances to customers  326,389  -  A.5.  Debt securities including fixed-income securities  10,807  -  A.6.  Shares and other variable-yield securities  10,449  -  A.7.  Participating interests  403  -  A.8.  Intangible assets  82  8  A.9.  Tangible assets  263  -  A.10.  Other assets  319  -  A.11.  Subscribed capital and reserves, called but not paid  639  1  A.12.  Prepayments and accrued income  16,409  -  A.13.  Total assets  554,587  -  Liabilities — Breakdown by liability classes according to the balance sheet in the published financial statements  L.1.  Amounts owed to credit institutions  2,285  -  L.2.  Amounts owed to customers  1,594  -  L.3.  Debts evidenced by certificates  442,781  -  L.4.  Other liabilities  4,180  -  L.5.  Accruals and deferred income  17,045  -  L.6.  Provisions  5,010  -  L.7.  Subscribed capital  22,191  1  L.8.  Reserves  56,932  -  L.8.a  Reserve fund  24,880  2  L.8.b  Additional reserves  18,974  2  L.8.c  Special activities reserve  11,195  3  L.8.d  General loan reserve  1,883  EU-3a  L.9.  Profit for the financial year  1,001  EU-5a  L.10.  Equity attributable to minority interest  1,568  -  L.11.  Total liabilities  554,587  - 

 14 | June 2023 EIB Group Risk Management Disclosure Report  Credit risk  Credit risk quality12  Template EU CR1 — Performing and non-performing exposures and related provisions  The template below shows a breakdown of the performing and non-performing exposures and related provisions by product and counterparty type:  Amounts are in EUR million, unless otherwise indicated  a  d  g  j  m  Gross carrying amount/nominal amount  Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions  Accumulated partial write-off  Performing exposures  Non-performing exposures  Performing exposures — accumulated impairment and provisions  Non-performing exposures — accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions  005  Cash balances at central banks and other demand deposits  1,001  -  -  -  -  010  Loans and advances  479,936  3,328  -144  - 439  -  020  Central banks  38,462  -  -  -  -  030  General governments  105,568  381  -  -  -  040  Credit institutions  96,363  230  -2  -3  -  050  Other financial corporations  37,331  442  -0  -93  -  060  Non-financial corporations  202,212  2,275  -142  -342  -  070  Of which SMEs  -  -  -  -  -  080  Households  -  -  -  -  -  090  Debt securities  41,472  38  -0  - 1  -  100  Central banks  1,032  -  -  -  -  110  General governments  9,702  -  -  -  -  120  Credit institutions  16,669  -  -  -  -  130  Other financial corporations  10,316  13  -0  -0  -  140  Non-financial corporations  3,752  25  -0  -1  -  150  Off-balance-sheet exposures  146,408  1,811  -92  -9  -  160  Central banks  247  -  -  -  -  170  General governments  42,400  1,279  -  -  -  12  The set of templates under this section has been prepared pursuant to Article 442 of the CRR and the related EBA ITS, as adopted by the European Commission. Exposures under Impact Finance Mandates (further details and the related definition of Impact Finance Mandates can be found in the GRMDR 2022 available on the EIB website) have been excluded from the NPE disclosure templates. Accrued interest on loans and advances and debt securities are not included in the gross carrying amounts disclosed. 

 Credit risk | 15  180  Credit institutions  39,040  193  -89  -0  -  190  Other financial corporations  20,491  10  -3  -9  -  200  Non-financial corporations  44,230  329  -0  -  -  210  Households  -  -  -  -  -  220  Total  668,817  5,177  -236  -449  -  Template EU CR1-A — Maturity of exposures  This template provides a maturity breakdown of the loans and advances and debt securities portfolio of the Group based on the residual maturity of the instrument.  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  f  Net exposure value  On demand  <= 1 year  > 1 year  <= 5 years  > 5 years  No stated maturity  Total  1  Loans and advances  -  75,025  78,185  329,472  -  482,682  2  Debt securities  -  17,821  11,569  12,119  -  41,508  3  Total  -  92,846  89,754  341,590  -  524,190  Template EU CR2 — Changes in the stock of non-performing loans and advances  The following template displays information on the changes in the stock of non-performing loans from the previous to the current reporting period.  Amounts are in EUR million, unless otherwise indicated  a  Gross carrying amount  010  Initial stock of non-performing loans and advances  3,259  020  Inflows to non-performing portfolios  514  030  Outflows from non-performing portfolios  -445  040  Outflows due to write-offs  -30  050  Outflow due to other situations  -415  060  Final stock of non-performing loans and advances  3,328 

 Credit risk | 17  Luxembourg  25,268  96  -59  France  15,256  17  -0  Italy  12,490  30  -10  Spain  12,163  5  -3  Poland  8,762  -  -0  Germany  8,382  8  -2  Netherlands  4,765  -  -  Greece  4,563  -  -  Belgium  4,227  101  -0  Romania  3,828  -  -1  Portugal  2,984  -  -0  Czech Republic  2,663  -  -  Sweden  1,995  -  -  Ireland  1,990  11  -3  Austria  1,944  -  -1  Hungary  1,639  -  -  Finland  1,339  -  -0  Estonia  969  -  -  Bulgaria  764  -  -1  Denmark  621  -  -  Cyprus  583  -  -  Slovakia  571  -  -  United Kingdom  548  -  -21  Latvia  475  -  -  Slovenia  433  -  -  Croatia  234  -  -  Malta  155  -  -0  Lithuania  144  -  -  Other countries  28,466  1,543  -0  150  Total  672,993  5,177  -584  -101 

 16 | June 2023 EIB Group Risk Management Disclosure Report  Template EU CQ4 — Quality of non-performing exposures by geography  This template displays a geographical breakdown of the Group's debt portfolio. Columns b) and d) are not disclosed as the Group’s NPL ratio is below 5%. For further details on the EIB Group’s definition of default, please refer to the 2022 GRMDR available on the EIB website.  All EU Member States are separately reported in the template and only non-EU countries to which the EIB Group has a total exposure in excess of EUR 10 billion are separately reported in the template.  Amounts are in EUR million, unless otherwise indicated  a  c  e  f  g  Gross carrying/nominal amount  Accumulated impairment  Provisions on off-balance- sheet commitments and financial guarantees given  Accumulated negative changes in fair value due to credit risk on non- performing exposures  Of which defaulted  010  On-balance sheet exposures  524,774  3,366  -584  -  Spain  66,166  126  -16  -  France  63,337  236  -21  -  Italy  51,056  115  -21  -  Luxembourg  44,144  30  -9  -  Germany  42,820  325  -111  -  Poland  36,276  160  -82  -  United Kingdom  34,410  516  -137  -  Netherlands  16,663  68  -1  -  Greece  14,569  128  -27  -  Finland  13,298  18  -16  -  Austria  13,298  6  -18  -  Belgium  12,253  93  -2  -  Sweden  10,492  153  -2  -  Portugal  9,831  13  -3  -  Hungary  8,112  -  -0  -  Ireland  6,283  115  -34  -  Denmark  5,010  -  -2  -  Czech Republic  4,996  -  -1  -  Romania  3,664  -  -0  -  Slovakia  3,248  60  -0  -  Croatia  2,844  -  -3  -  Lithuania  2,508  -  -0  -  Slovenia  2,126  -  -1  -  Cyprus  1,945  1  -0  -  Bulgaria  1,803  16  -0  -  Estonia  939  -  -0  -  Latvia  574  -  -  -  Malta  246  -  -  -  Other countries  51,862  1,189  -76  -  080  Off-balance sheet exposures  148,219  1,811  -101 

 

 18 | June 2023 EIB Group Risk Management Disclosure Report  Template EU CQ5 — Credit quality of loans and advances to non-financial corporations by industry  This template shows a sector breakdown of the Group’s portfolio of loans to corporates based on the borrower's NACE code. Columns b) and d) are not disclosed as the Group’s NPL ratio is below 5%.  Amounts are in EUR million, unless otherwise indicated  a  c  e  f  Gross carrying amount  Accumulated impairment  Accumulated negative changes in fair value due to credit risk on non-performing exposures  Of which defaulted  010  Agriculture, forestry and fishing  349  33  -2  -  020  Mining and quarrying  1,953  97  -5  -  030  Manufacturing  16,976  687  -141  -  040  Electricity, gas, steam and air conditioning supply  41,870  166  -41  -  050  Water supply  15,290  97  -5  -  060  Construction  8,953  138  -34  -  070  Wholesale and retail trade  1,670  12  -8  -  080  Transport and storage  57,426  456  -95  -  090  Accommodation and food service activities  37  -  -  -  100  Information and communication  9,536  53  -3  -  110  Financial and insurance activities  14,381  73  -18  -  120  Real estate activities  9,011  -  -  -  130  Professional, scientific and technical activities  12,061  259  -45  -  140  Administrative and support service activities  1,262  -  -1  -  150  Public administration and defense, compulsory social security  5,133  -  -  -  160  Education  3,583  92  -79  -  170  Human health services and social work activities  4,837  108  -7  -  180  Arts, entertainment and recreation  17  6  -  -  190  Other services  143  -  -  -  200  Total  204,488  2,275  -484  - 

 Credit risk | 19  Template EU CQ1 — Credit quality of forborne exposures  This template presents an overview of the forborne exposures of the Group with a split between performing and non- performing exposures and related provisions by product and counterparty.  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  f  Gross carrying amount/nominal amount of exposures with forbearance measures  Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions  Performing forborne  Non-performing forborne  On performing forborne exposures  On non- performing forborne exposures  Of which defaulted  Of which impaired  005  Cash balances at central banks and other demand deposits  -  -  -  -  -  -  010  Loans and advances  2,089  1,989  1,989  1,223  -1  -350  020  Central banks  -  -  -  -  -  -  030  General governments  117  33  33  -  -  -  040  Credit institutions  25  66  66  3  -0  -3  050  Other financial corporations  414  280  280  222  -  -93  060  Non-financial corporations  1,533  1,610  1,610  998  -1  -254  070  Households  -  -  -  -  -  -  080  Debt securities  -  38  38  38  -  -1  090  Loan commitments given  260  20  20  -  -  -0  100  Total  2,349  2,047  2,047  1,261  -1  -351 

 20 | June 2023 EIB Group Risk Management Disclosure Report  3.2 Use of the standardised approach  Template EU CR4 —Standardised approach — Credit risk exposure and CRM effects  This template presents an overview of the EIB Group's exposures under the standardised approach for which the Group applies fixed risk weights from the CRR instead of its own internal estimation of credit risk parameters for the calculation of regulatory capital requirements. Amounts are in EUR million, unless otherwise indicated. The Group makes limited use of the standardised approach including primarily the Group’s strategic equity investment in the European Bank for Reconstruction and Development (‘EBRD’). Investments in collective investment undertakings (‘CIUs’) treated under the look-through, mandate based or fall-back approach in accordance with Article 152 of the CRR are reported in this template and in the template CR5 below.  Exposure classes  Exposures before CCF and before CRM  Exposures post CCF and post CRM  RWAs and RWAs density  On-balance- sheet exposures  Off-balance- sheet exposures  On-balance- sheet exposures  Off-balance- sheet amount  RWEAs  RWEAs  density (%)  a  b  c  d  e  f  1  Central governments or central banks  -  -  -  -  -  -  2  Regional government or local authorities  -  -  -  -  -  -  3  Public sector entities  -  -  -  -  -  -  4  Multilateral development banks  -  -  -  -  -  -  5  International organisations  -  -  -  -  -  -  6  Institutions  -  -  -  -  -  -  7  Corporates  -  873  -  425  425  100.0%  8  Retail  -  -  -  -  -  -  9  Secured by mortgages on immovable property  -  -  -  -  -  -  10  Exposures in default  -  -  -  -  -  -  11  Exposures associated with particularly high risk  -  -  -  -  -  -  12  Covered bonds  -  -  -  -  -  -  13  Institutions and corporates with a short-term credit assessment  -  -  -  -  -  -  14  Collective investment undertakings13  10,670  8,295  8,604  6,981  63,565  407.9%  15  Equity  158  713  158  713  870  100.0%  16  Other items  -  -  -  -  -  -  17  TOTAL  10,827  9,881  8,761  8,118  64,860  384.3%  13  The EIBG undertook a review of its portfolio of equity investments in funds, which, for some exposures, resulted in an adjustment to the approach for calculating RWEAs, or a reclassification from the standardised approach to the simple risk-weight approach under IRB. 

 Credit risk | 21  Template EU CR5 — Standardised approach  This template shows a breakdown of the RWEA of the EIB Group's exposures under the standardised approach by regulatory exposure class and risk weights. Investments in CIUs that receive a  370% risk weight are reported in column o) under the category “Others”14. Amounts are in EUR million, unless otherwise indicated.  Exposure classes  Risk weight  Total  Of which unrated  0%  2%  4%  10%  20%  35%  50%  70%  75%  100%  150%  250%  370%  1250%  Others  a  b  c  d  e  f  g  h  i  j  k  l  m  n  o  p  q  1  Central governments and central banks  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  2  Regional government or local authorities  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  3  Public sector entities  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  4  Multilateral development banks  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  5  International organisations  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  6  Institutions  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  7  Corporates  -  -  -  -  -  -  -  -  -  425  -  -  -  -  -  425  425  8  Retail exposures  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  9  Exposures secured by mortgages on immovable property  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  10  Exposures in default  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  11  Exposures associated with particularly high risk  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  12  Covered bonds  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  13  Exposures to institutions and corporates with a short-term credit assessment  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  14  Units or shares in collective investment undertakings  0  -  -  -  -  -  -  -  -  0  -  -  -  1,991  13,593  15,584  15,584  15  Equity exposures  -  -  -  -  -  -  -  -  -  870  -  -  -  -  -  870  870  16  Other items  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  17  TOTAL  0  -  -  -  -  -  -  -  -  1,295  -  -  -  1,991  13,593  16,880  16,880  14  These CIUs do not qualify as equity holdings in insurance companies pursuant to Article 471 of the CRR. Please refer to footnote 13, regarding the changes in the treatment of CIUs. 

 22 | June 2023 EIB Group Risk Management Disclosure Report  3.3 Use of the Internal Ratings Based Approach  Template EU CR6 — IRB approach — Credit risk exposures by exposure class and PD range  The templates below display a breakdown of the EIBG portfolio under A-IRB for specific regulatory exposure classes. Exposures are reported in columns a) to d) and g) before credit risk mitigation and in columns e) to f) and h) to m) taking into consideration the substitution effect of credit protection received. CIU investments and securitisation tranches guaranteed by sovereigns or supranational organisations are excluded from the templates. Internally unrated counterparties are included under the “100 (Default)" PD bucket. Amounts are in EUR million unless otherwise indicated.  A-IRB  PD range  On- balance sheet exposures  Off- balance- sheet exposures pre-CCF  Exposure weighted average CCF  Exposure post CCF and post CRM  Exposure weighted average PD (%)  Number of obligors  Exposure weighted average LGD (%)  Exposure weighted average maturity (years)  Risk-weighted exposure amount after supporting factors  Density of risk weighted exposure amount  Expected loss amount  Value adjust- ments and provisions  a  b  c  d  e  f  g  h  i  j  k  l  m  Central governments and central banks  0.00 to <0.15  133,732  25,285  47.0%  189,497  0.1%  176  3.4%  4  3,637  1.9%  3  -  0.00 to <0.10  92,851  17,103  47.9%  128,210  0.0%  139  3.8%  3  2,245  1.8%  1  -  0.10 to <0.15  40,881  8,182  45.0%  61,286  0.1%  37  2.4%  4  1,392  2.3%  1  -  0.15 to <0.25  -  -  -  -  -  -  -  -  -  -  -  -  0.25 to <0.50  11,895  6,261  40.0%  20,864  0.3%  8  4.0%  4  1,204  5.8%  2  -  0.50 to <0.75  -  -  -  -  -  -  -  -  -  -  -  -  0.75 to <2.50  295  200  40.0%  7,029  0.3%  4  3.2%  4  250  3.6%  1  -  0.75 to <1.75  295  -  -  4,472  0.3%  3  4.0%  4  165  3.7%  0  -  1.75 to <2.5  -  200  40.0%  2,557  0.4%  1  1.6%  4  86  3.4%  0  -  2.50 to <10  -  -  -  5,813  1.3%  -  4.3%  4  778  13.4%  12  -  2.50 to <5  -  -  -  820  0.4%  -  1.4%  5  25  3.0%  -  -  5 to <10  -  -  -  4,992  1.4%  -  4.8%  4  753  15.1%  12  -  10 to <100  -  -  -  -  -  -  -  -  -  -  -  -  10 to <20  -  -  -  -  -  -  -  -  -  -  -  -  20 to <30  -  -  -  -  -  -  -  -  -  -  -  -  30 to <100  -  -  -  -  -  -  -  -  -  -  -  -  100 (Default)  103  -  33,3%  4,267  0.6%  4  0.3%  5  63  1.5%  0  -5  Sub-total central governments and central banks  146,026  31,745  45.6%  227,469  0.1%  192  3.4%  4  5,933  2.6%  17  -5 

 Credit risk | 23  A-IRB  PD range  On- balance sheet exposures  Off- balance- sheet exposures pre-CCF  Exposure weighted average CCF  Exposure post CCF and post CRM  Exposure weighted average PD (%)  Number of obligors  Exposure weighted average LGD (%)  Exposure weighted average maturity (years)  Risk-weighted exposure amount after supporting factors  Density of risk weighted exposure amount  Expected loss amount  Value adjust- ments and provisions  a  b  c  d  e  f  g  h  i  j  k  l  m  Institutions  -  0.00 to <0.15  142,280  31,441  59.1%  120,359  0.1%  579  28.8%  4  27,520  22.9%  23  -  0.00 to <0.10  103,913  20,640  58.9%  88,925  0.0%  382  26.4%  4  14,243  16.0%  10  -  0.10 to <0.15  38,367  10,800  59.6%  31,434  0.1%  197  35.6%  4  13,277  42.2%  14  -  0.15 to <0.25  -  -  -  -  -  -  -  -  -  -  -  -  0.25 to <0.50  14,915  1,918  73.5%  12,264  0.3%  105  19.9%  4  3,377  27.5%  6  -  0.50 to <0.75  -  -  -  -  -  -  -  -  -  -  -  -  0.75 to <2.50  3,167  2,413  63.4%  2,750  1.0%  49  43.9%  4  2,655  96.5%  10  -  0.75 to <1.75  1,241  611  60.1%  1,683  0.6%  35  44.3%  4  1,305  77.5%  4  -  1.75 to <2.5  1,926  1,802  64.6%  1,067  1.7%  14  43.2%  4  1,350  126.5%  7  -  2.50 to <10  5,592  2,592  62.2%  2,038  4.6%  44  29.1%  4  1,838  90.2%  18  -  2.50 to <5  331  1,308  64.2%  411  1.7%  12  66.0%  4  705  171.5%  5  -  5 to <10  5,260  1,284  60.2%  1,628  5.4%  32  19.8%  4  1,133  69.6%  14  -  10 to <100  -  -  -  -  -  -  -  -  -  -  -  -  10 to <20  -  -  -  -  -  -  -  -  -  -  -  -  20 to <30  -  -  -  -  -  -  -  -  -  -  -  -  30 to <100  -  -  -  -  -  -  -  -  -  -  -  -  100 (Default)  3,152  2,236  68.1%  949  78.3%  45  31.6%  2  274  28.9%  279  -80  Sub-total institutions  169,106  40,599  60.7%  138,361  0.7%  822  28.3%  4  35,663  25.8%  337  -80 

 24 | June 2023 EIB Group Risk Management Disclosure Report  A-IRB  PD range  On- balance sheet exposures  Off- balance sheet exposures pre-CCF  Exposure weighted average CCF  Exposure post CCF and post CRM  Exposure weighted average PD (%)  Number of obligors  Exposure weighted average LGD (%)  Exposure weighted average maturity (years)  Risk- weighted exposure amount after supporting factors  Density of risk weighted exposure amount  Expected loss amount  Value adjust- ments and provisions  a  b  c  d  e  f  g  h  i  j  k  l  m  Corporates —  Other  0.00 to <0.15  75,632  14,458  85.6%  86,335  0.1%  264  40.5%  4  33,170  38.4%  35  -  0.00 to <0.10  18,975  6,473  83.3%  24,343  0.1%  91  43.0%  4  7,687  31.6%  6  -  0.10 to <0.15  56,657  7,986  87.5%  61,991  0.1%  173  39.5%  4  25,483  41.1%  29  -  0.15 to <0.25  -  -  -  -  -  -  -  -  -  -  -  -  0.25 to <0.50  14,340  4,440  85.9%  17,257  0.3%  163  44.0%  4  13,740  79.6%  26  -  0.50 to <0.75  -  -  -  -  -  -  -  -  -  -  -  -  0.75 to <2.50  8,383  2,483  85.4%  6,359  1.3%  107  38.8%  4  6,784  106.7%  32  -  0.75 to <1.75  6,164  1,494  84.3%  3,773  0.9%  87  42.2%  4  4,054  107.4%  14  -  1.75 to <2.5  2,220  944  87.0%  2,586  1.9%  20  33.8%  4  2,730  105.6%  18  -  2.50 to <10  2,373  703  74.3%  2,431  5.0%  52  33.0%  4  2,849  117.2%  38  -  2.50 to <5  520  362  68.0%  718  3.0%  18  33.4%  4  885  123.3%  7  -  5 to <10  1,853  341  81.0%  1,713  5.9%  34  32.8%  3  1,964  114.7%  31  -  10 to <100  -  -  -  -  -  -  -  -  -  -  -  -  10 to <20  -  -  -  -  -  -  -  -  -  -  -  -  20 to <30  -  -  -  -  -  -  -  -  -  -  -  -  30 to <100  -  -  -  -  -  -  -  -  -  -  -  -  100 (Default)  1,511  1,150  69.0%  2,016  96.6%  103  51.4%  3  2,935  145.6%  790  -114  Sub-total corporates — other  102,239  23,189  84.4%  114,398  2.0%  689  40.9%  4  59,478  52.0%  921  -114 

 Credit risk | 25  A-IRB  PD range  On-balance sheet exposures  Off- balance sheet exposures pre-CCF  Exposure weighted average CCF  Exposure post-CCF and post- CRM  Exposure weighted average PD (%)  Number of obligors  Exposure weighted average LGD (%)  Exposure weighted average maturity (years)  Risk- weighted exposure amount after supporting factors  Density of risk weighted exposure amount  Expected loss amount  Value adjust- ments and provisions  a  b  c  d  e  f  g  h  i  j  k  l  m  Corporates — Specialised lending  0.00 to <0.15  8,009  1,438  57.0%  7,118  0.1%  72  23.9%  5  2,081  29.2%  2  -  0.00 to <0.10  329  -  57.0%  329  0.1%  2  20.0%  5  63  19.1%  0  -  0.10 to <0.15  7,681  1,438  57.0%  6,789  0.1%  70  24.1%  5  2,018  29.7%  2  -  0.15 to <0.25  -  -  -  -  -  -  -  -  -  -  -  -  0.25 to <0.50  6,239  369  57.0%  4,941  0.3%  83  26.4%  4  2,397  48.5%  5  -  0.50 to <0.75  -  -  -  -  -  -  -  -  -  -  -  -  0.75 to <2.50  2,264  910  57.0%  2,181  1.1%  26  27.2%  5  1,772  81.2%  7  -  0.75 to <1.75  1,989  709  57.0%  1,792  0.9%  23  26.5%  5  1,362  76.0%  5  -  1.75 to <2.5  275  201  57.0%  390  2.1%  3  30.3%  5  411  105.4%  2  -  2.50 to <10  1,109  99  57.0%  983  5.3%  19  21.8%  5  896  91.2%  11  -  2.5 to <5  345  77  57.0%  375  3.4%  9  23.7%  5  335  89.4%  3  -  5 to <10  765  23  57.0%  607  6.4%  10  20.6%  5  561  92.4%  8  -  10 to <100  -  -  -  -  -  -  -  -  -  -  -  -  10 to <20  -  -  -  -  -  -  -  -  -  -  -  -  20 to <30  -  -  -  -  -  -  -  -  -  -  -  -  30 to <100  -  -  -  -  -  -  -  -  -  -  -  -  100 (Default)  801  58  57.0%  684  97.7%  19  37.7%  1  1,025  149.9%  206  -201  Sub-total corporates — specialised lending  18,423  2,874  57.0%  15,906  4.8%  219  25.6%  4  8,172  51.4%  231  -201  Total (all exposure classes)  435,793  98,408  61.3%  496,134  0.9%  1,901  19.7%  4  109,245  22.0%  1,506  -399 

 26 | June 2023 EIB Group Risk Management Disclosure Report  Template EU CR7 — IRB approach — Effect on the RWEAs of credit derivatives used as CRM techniques  This template shows the impact of credit risk derivatives on banks' capital requirements. As the EIB Group does not make use of credit risk derivatives, columns a) and b) of the template display the same figures.  Amounts are in EUR million, unless otherwise indicated  Pre-credit derivatives risk weighted exposure amount  Actual risk weighted exposure amount  a  b  1  Exposures under F-IRB  -  -  2  Central governments and central banks  -  -  3  Institutions  -  -  4  Corporates  -  -  4.1  of which Corporates — SMEs  -  -  4.2  of which Corporates — Specialised lending  -  -  5  Exposures under A-IRB  109,246  109,246  6  Central governments and central banks  5,933  5,933  7  Institutions  35,664  35,664  8  Corporates  67,649  67,649  8.1  of which Corporates — SMEs  -  -  8.2  of which Corporates — Specialised lending  8,172  8,172  9  Retail  -  -  9.1  of which Retail — SMEs — Secured by immovable property collateral  -  -  9.2  of which Retail — non-SMEs — Secured by immovable property collateral  -  -  9.3  of which Retail — Qualifying revolving  -  -  9.4  of which Retail — SMEs — Other  -  -  9.5  of which Retail — Non-SMEs — Other  -  -  10  TOTAL (including F-IRB exposures and A-IRB exposures)  109,246  109,246 

 Credit risk | 27  Template EU CR7-A — IRB approach — Disclosure of the extent of the use of CRM techniques  This template provides a detailed overview of the credit risk protection received on exposures treated under the IRB approach. The last two columns of the template show the final RWEA by regulatory exposure class (obligor exposure class in column m) vs. credit protection provider in column n)). Amounts are in EUR million, unless otherwise indicated.  A-IRB  Total exposures  Credit risk Mitigation techniques  Credit risk Mitigation methods in the calculation of RWEAs  Funded credit Protection (FCP)  Unfunded credit Protection (UFCP)  RWEA  without substitu- tion effects (reduction effects only)  RWEA  with sub- stitution effects (both re- duction and sub- stitution effects)  Part of expo- sures covered by Financial Collaterals (%)  Part of exposures covered by Other eligible collaterals (%)  Part of exposures covered by Other funded credit protection (%)  Part of expo- sures covered by Guar- antees (%)  Part of exposures covered by Credit Derivatives (%)  Part of expo- sures covered by Im- movable property Collat- erals (%)  Part of expo- sures covered by Re- ceiva- bles (%)  Part of expo- sures covered by Other physical collateral (%)  Part of expo- sures covered by Cash on de- posit (%)  Part of expo- sures covered by Life insur- ance pol- icies (%)  Part of ex- posures covered by Instru- ments held by a third party (%)  a  b  c  d  e  f  g  h  i  j  k  l  m  n  1  Central governments and central banks  287,868  -  -  -  -  -  -  -  -  -  -  -  4,121  5,933  2  Institutions  138,365  3.8%  -  -  -  -  -  -  -  -  -  -  36,406  35,664  3  Corporates  130,304  0.8%  -  -  -  -  -  -  -  -  -  -  68,718  67,649  3.1  Of which Corporates  — SMEs  -  -  -  -  -  -  -  -  -  -  -  -  -  -  3.2  Of which Corporates  — Specialised lending  15,906  2.3%  -  -  -  -  -  -  -  -  -  -  8,620  8,172  3.3  Of which Corporates  — Other  114,398  0.5%  -  -  -  -  -  -  -  -  -  -  60,098  59,478  4  Retail  -  -  -  -  -  -  -  -  -  -  -  -  -  -  4.1  Of which Retail — Immovable property SMEs  -  -  -  -  -  -  -  -  -  -  -  -  -  - 

 28 | June 2023 EIB Group Risk Management Disclosure Report  4.2  Of which Retail — Immovable property non-SMEs  -  -  -  -  -  -  -  -  -  -  -  -  -  -  4.3  Of which Retail —  Qualifying revolving  -  -  -  -  -  -  -  -  -  -  -  -  -  -  4.4  Of which Retail —  Other SMEs  -  -  -  -  -  -  -  -  -  -  -  -  -  -  4.5  Of which Retail —  Other non-SMEs  -  -  -  -  -  -  -  -  -  -  -  -  -  -  5  Total  556,538  1.1%  -  -  -  -�� -  -  -  -  -  -  109,24515  109,246  RWEA flow statements of credit risk exposures under the IRB approach  This table presents a breakdown of the evolution of the credit risk RWEA under the IRB approach between the previous and current reporting period.  Amounts are in EUR million  RWEA as at 31.12.2022  113,040  Asset size  4,336  Asset quality  -3,893  Model updates  -3,653  Methodology and policy  -  Other (including foreign exchange movements)  -585  RWEA as at 30.06.2023  109,246  15  The small difference between total RWEA before and after the application of the substitution effect relates to securitisation exposures guarantees by regional governments not treated as sovereign. 

 Credit risk | 29  3.4 Equity risk  Template EU CR10 — Specialised lending and equity exposures under the simple risk- weighted approach16  The template below focuses on equity exposures under the simple risk-weighted approach. Only a small part of the EIB Group equity exposures is treated under the simple risk-weighted approach as the bulk of this portfolio consists of investments in CIUs subject to the look-through, mandate based or fall-back approach (and hence reported in templates CR4 and CR5).  Amounts are in EUR million, unless otherwise indicated.  Equity exposures under the simple risk weighted approach  Categories  On-balance sheet exposure  Off-balance sheet exposure  Risk weight  Exposure value  Risk weighted exposure amount  Expected loss amount  a  b  c  d  e  f  Private equity exposures  -  -  190.0%  -  -  -  Exchange-traded equity exposures  -  -  290.0%  -  -  -  Other equity exposures17  974  1,184  370.0%  2,158  7,984  52  Total  974  1,184  2,158  7,984  52  16  17  As the EIB Group’s specialised lending activities (project finance portfolio) are not treated under the slotting approach, templates CR10.1- 4 are not disclosed.  During the first half of 2023 some exposures were reclassified from investments in CIUs into equity exposures, leading to an increase of amounts reported under the simple risk-weight approach. 

 30 | June 2023 EIB Group Risk Management Disclosure Report  4 Counterparty credit risk  The below disclosure templates provide an overview of the exposures, RWEA and capital requirements the Group assumes with regard to counterparty credit risk.  Template EU CCR1 — Analysis of CCR exposure by approach  This template provides an overview of the exposures and capital requirements related to counterparty credit risk by regulatory approach. Due to the use of EU-AD, the exposure values before and after correction for incurred losses linked to CVA, shown in columns g) and f) respectively, are the same.  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  f  g  h  Replacement cost (RC)  Potential future exposure (PFE)  EEPE  Alpha used for computing regulatory exposure value  Exposure value pre-CRM  Exposure value post-CRM  Exposure values  RWEA  EU1  EU — Original Exposure Method (for derivatives)  -  -  1.4  -  -  -  -  EU2  EU — Simplified SA-CCR (for derivatives)  -  -  1.4  -  -  -  -  1  SA-CCR (for derivatives)  66  3,359  1.4  18,805  4,794  4,794  2,336  2  IMM (for derivatives and SFTs)  -  -  -  -  -  -  2a  Of which securities financing transactions netting sets  -  -  -  -  -  2b  Of which derivatives and long settlement transactions netting sets  -  -  -  -  -  2c  Of which from contractual cross-product netting sets  -  -  -  -  -  3  Financial collateral simple method (for SFTs)  -  -  -  -  4  Financial collateral comprehensive method (for SFTs)  14,292  3,678  3,678  204  5  VaR for SFTs  -  -  -  -  6  Total  33,097  8,472  8,472  2,540 

 Counterparty credit risk | 31  Template EU CCR2 — Transactions subject to own funds requirements for CVA risk  The template below provides an overview of the capital charge for CVA risk. Transactions subject to CVA capital requirements consist of OTC derivatives and SFTs (repos and reverse repos).  Amounts are in EUR million, unless otherwise indicated  a  b  Exposure value  RWEA  1  Total transactions subject to the Advanced method  -  -  2  (i) VaR component (including the 3× multiplier)  -  3  (ii) stressed VaR component (including the 3× multiplier)  -  4  Transactions subject to the Standardised method  8,416  2,819  EU4  Transactions subject to the Alternative approach (Based on the Original Exposure Method)  -  -  5  Total transactions subject to own funds requirements for CVA risk  8,416  2,819  Template EU CCR3 — Standardised approach — CCR exposures by regulatory exposure class and risk weights  The template below shows a breakdown by risk weight of exposures subject to counterparty credit risk treated under the standardised approach. The amounts reported under the exposure class  ‘Institutions’ relate to trades centrally cleared through a CCP in accordance with Article 107 of the CRR.  Amounts are in EUR million, unless otherwise indicated  Risk weight  a  b  c  d  e  f  g  h  i  j  k  l  Exposure classes  0%  2%  4%  10%  20%  50%  70%  75%  100%  150%  Others  Total exposure value  1  Central governments or central banks  -  -  -  -  -  -  -  -  -  -  -  -  2  Regional government or local authorities  -  -  -  -  -  -  -  -  -  -  -  -  3  Public sector entities  -  -  -  -  -  -  -  -  -  -  -  -  4  Multilateral development banks  -  -  -  -  -  -  -  -  -  -  -  -  5  International organizations  -  -  -  -  -  -  -  -  -  -  -  -  6  Institutions  -  138  -  -  -  -  -  -  -  -  -  138  7  Corporates  -  -  -  -  -  -  -  -  -  -  -  -  8  Retail  -  -  -  -  -  -  -  -  -  -  -  -  9  Institutions and corporates with a short-term credit assessment  -  -  -  -  -  -  -  -  -  -  -  -  10  Other items  -  -  -  -  -  -  -  -  -  -  -  -  11  Total exposure value  -  138  -  -  -  -  -  -  -  -  -  138 

 32 | June 2023 EIB Group Risk Management Disclosure Report  Template EU CCR4 — IRB approach — CCR exposures by exposure class and PD scale  The templates below show a breakdown by PD bucket of exposures subject to CCR capital charge and treated under the IRB approach18. Internally unrated counterparties are included under the “100 (Default)” PD bucket. Amounts are in EUR million, unless otherwise indicated.  a  b  c  d  e  f  g  PD scale  Exposure value  Exposure weighted average PD (%)  Number of obligors  Exposure weighted average LGD (%)  Exposure weighted average maturity (years)  RWEA  Density of risk weighted exposure amounts  Central government and central banks  0.00 to <0.15  56  0.0%  3  30.0%  5  5  9.8%  0.15 to <0.25  -  -  -  -  -  -  -  0.25 to <0.50  -  -  -  -  -  -  -  0.50 to <0.75  -  -  -  -  -  -  -  0.75 to <2.50  -  -  -  -  -  -  -  2.50 to <10  -  -  -  -  -  -  -  10 to <100  -  -  -  -  -  -  -  100 (Default)  -  -  -  -  -  -  -  Sub-total  56  0.0%  3  30.0%  5  5  9.8%  a  b  c  d  e  f  g  PD scale  Exposure value  Exposure weighted average PD (%)  Number of obligors  Exposure weighted average LGD (%)  Exposure weighted average maturity (years)  RWEA  Density of risk weighted exposure amounts  Institutions  0.00 to <0.15  7,547  0.0%  47  50.9%  2  2,026  26.8%  0.15 to <0.25  -  -  -  -  -  -  -  0.25 to <0.50  -  -  -  -  -  -  -  0.50 to <0.75  -  -  -  -  -  -  -  0.75 to <2.50  -  -  -  -  -  -  -  2.50 to <10  -  -  -  -  -  -  -  10 to <100  -  -  -  -  -  -  -  100 (Default)  0  100.0%  1  60.0%  5  -  -  Sub-total  7,547  0.0%  48  50.9%  2  2,026  26.8%  a  b  c  d  e  f  g  PD scale  Exposure value  Exposure weighted average PD (%)  Number of obligors  Exposure weighted average LGD (%)  Exposure weighted average maturity (years)  RWEA  Density of risk weighted exposure amounts  Corporates  0.00 to <0.15  868  0.1%  9  64.8%  4  509  58.6%  0.15 to <0.25  -  -  -  -  -  -  -  0.25 to <0.50  -  -  -  -  -  -  -  0.50 to <0.75  -  -  -  -  -  -  -  0.75 to <2.50  -  -  -  -  -  -  -  18  Exposures reported under the 100 (Default) PD bucket relate to unrated counterparties. 

 Counterparty credit risk | 33  2.50 to <10  -  -  -  -  -  -  -  10 to <100  -  -  -  -  -  -  -  100 (Default)  0  100.0%  1  75.0%  -  -  -  Sub-total  869  0.1%  10  64.8%  4  509  58.6%  Total  (all CCR relevant exposure classes)  8,472  0.0%  61  52.2%  3  2,540  30.0%  Template EU CCR8 — Exposures to CCPs  The template below focuses on exposures to central counterparty clearing houses (CCPs) and provides a split of exposures vis- à-vis qualifying and non-qualifying CCPs.  Amounts are in EUR million, unless otherwise indicated  a  b  Exposure value  RWEA  1  Exposures to QCCPs (total)  3  2  Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which  138  3  3  (i) OTC derivatives  -  -  4  (ii) Exchange-traded derivatives  -  -  5  (iii) SFTs  138  3  6  (iv) Netting sets where cross-product netting has been approved  -  -  7  Segregated initial margin  -  8  Non-segregated initial margin  -  -  9  Prefunded default fund contributions  -  -  10  Unfunded default fund contributions  -  -  11  Exposures to non-QCCPs (total)  -  12  Exposures for trades at non-QCCPs (excluding initial margin and default fund contributions); of which  -  -  13  (i) OTC derivatives  -  -  14  (ii) Exchange-traded derivatives  -  -  15  (iii) SFTs  -  -  16  (iv) Netting sets where cross-product netting has been approved  -  -  17  Segregated initial margin  -  18  Non-segregated initial margin  -  -  19  Prefunded default fund contributions  -  -  20  Unfunded default fund contributions  -  - 

 34 | June 2023 EIB Group Risk Management Disclosure Report  5 Securitisation  Template EU-SEC1 — Securitisation exposures in the non-trading book  The template below provides a detailed overview of the securitisation exposure of the EIB Group. It shows the role played by the Group in the securitisation process and the type of underlying assets. All transactions originated or sponsored by the EIB Group benefit from a significant risk transfer (SRT), meaning that the Group can exclude part of the exposure that benefits from third- party credit protection from its capital requirements calculation.  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  f  g  h  i  j  k  l  m  n  o  Institution acts as originator  Institution acts as sponsor  Institution acts as investor  Traditional  Synthetic  Sub- total  Traditional  Synthetic  Sub-total  Traditional  Synth- etic  Sub- total  STS  Non-STS  of which SRT  STS  Non-STS  STS  Non- STS  of which SRT  of which SRT  1  Total exposures  -  -  -  -  55,234  55,234  55,234  -  10  -  10  -  9,903  53  9,956  2  Retail (total)  -  -  -  -  9,323  9,323  9,323  -  -  -  -  -  -  -  -  3  residential mortgage  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  4  credit card  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  5  other retail exposures19  -  -  -  -  9,323  9,323  9,323  -  -  -  -  -  -  -  -  6  re-securitisation  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  7  Wholesale (total)  -  -  -  -  45,911  45,911  45,911  -  10  -  10  -  9,903  53  9,956  8  loans to corporates  -  -  -  -  44,695  44,695  44,695  -  10  -  10  -  9,903  53  9,956  9  commercial mortgage  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  10  lease and receivables  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  11  other wholesale  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  12  re-securitisation  -  -  -  -  1,215  1,215  1,215  -  -  -  -  -  -  -  -  19 Exposures reported as other retail exposures are associated to intermediated bank lending to SMEs. 

 Securitisation | 35  Template EU-SEC3 — Securitisation exposures in the non-trading book and associated regulatory capital requirements — institution acting as originator or sponsor  The template below focuses on securitisation instruments where the EIB Group acts as originator or sponsor and provides a breakdown of these exposures and related capital charge by risk weight and regulatory approach. The distribution of the portfolio by risk weight band is operated at the level of securitisation programmes rather than individual tranches.  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  f  g  h  i  j  k  l  m  n  o  EU-p  EU-q  Exposure values (by RW bands/deductions)  Exposure values (by regulatory approach)  RWEA (by regulatory approach)  Capital charge after cap  ≤20%  RW  >20% to  50% RW  50%  to 100%  RW  >100%  to  <1250% RW  1250%  RW/ deduct-  ions  SEC- IRBA  SEC- ERBA  (includ- ing IAA)  SEC- SA  1250%  RW/ deduct-  ions  SEC- IRBA  SEC- ERBA  (includ- ing IAA)  SEC-SA  1250% RW  SEC- IRBA  SEC-ERBA  (including IAA)  SEC-SA  1250% RW  1  Total exposures  53,561  395  4  1,283  0  40,339  -  14,904  0  6,464  -  14,208  -  517  -  1,137  -  2  Traditional transactions  10  -  -  -  -  -  -  10  -  -  -  1  -  -  -  0  -  3  Securitisation  10  -  -  -  -  -  -  10  -  -  -  1  -  -  -  0  -  4  Retail underlying  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  5  Of which STS  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  6  Wholesale  10  -  -  -  -  -  -  10  -  -  -  1  -  -  -  0  -  7  Of which STS  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  8  Re-securitisation  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  9  Synthetic transactions  53,552  395  4  1,283  0  40,339  -  14,895  0  6,464  -  14,206  -  517  -  1,137  -  10  Securitisation  53,552  395  4  67  0  40,339  -  13,680  0  6,464  -  2,052  -  517  -  164  -  11  Retail underlying  9,323  -  -  0  -  0  -  9,323  -  0  -  1,399  -  0  -  112  -  12  Wholesale  44,228  395  4  67  0  40,339  -  4,356  0  6.464  -  653  -  517  -  52  -  13  Re-securitisation  -  -  -  1,215  -  -  -  1,215  -  -  -  12,154  -  -  -  972  - 

 36 | June 2023 EIB Group Risk Management Disclosure Report  Template EU-SEC4 — Securitisation exposures in the non-trading book and associated regulatory capital requirements — institution acting as investor  The template below focuses on securitisation instruments where the EIB Group acts as an investor and provides a breakdown of these exposures and related capital charge by risk weight and regulatory approach. The distribution of the portfolio by risk weight band is operated at the level of securitisation programmes rather than individual tranches.  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  f  g  h  i  j  k  l  m  n  o  EU-p  EU-q  Exposure values (by RW bands/deductions)  Exposure values (by regulatory approach)  RWEA (by regulatory approach)  Capital charge after cap  ≤20%  RW  >20% to  50% RW  50% to  100% RW  >100%  to  <1250% RW  1250%  RW/ deduct-  ions  SEC- IRBA  SEC- ERBA  (includ- ing IAA)  SEC-SA  1250%  RW/ deduct-  ions  SEC- IRBA  SEC- ERBA  (includ- ing IAA)  SEC-SA  1250% RW  SEC- IRBA  SEC- ERBA  (includ- ing IAA)  SEC-SA  1250% RW  1  Total exposures  1,882  2,896  2,851  2,240  87  105  4,322  5,442  87  16  4,182  7,468  -  1  335  597  -  2  Traditional transactions  1,882  2,896  2,851  2,187  87  105  4,322  5,388  87  16  4,182  6,912  -  1  335  553  -  3  Securitisation  1,882  2,896  2,851  2,187  87  105  4,322  5,388  87  16  4,182  6,912  -  1  335  553  -  4  Retail underlying  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  5  Of which STS  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  6  Wholesale  1,882  2,896  2,851  2,187  87  105  4,322  5,388  87  16  4,182  6,912  -  1  335  553  -  7  Of which STS  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  8  Re-securitisation  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  9  Synthetic transactions  -  -  -  53  -  -  -  53  -  -  -  556  -  -  -  45  -  10  Securitisation  -  -  -  53  -  -  -  53  -  -  -  556  -  -  -  45  -  11  Retail underlying  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  12  Wholesale  -  -  -  53  -  -  -  53  -  -  -  556  -  -  -  45  -  13  Re-securitisation  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  -  - 

 Securitisation | 37  Template EU-SEC5 — Exposures securitised by the institution — Exposures in default and specific credit risk adjustments  The following table provides, by asset type, a view on the overall securitised (on- and off-balance) exposures of the EIB Group, where the Group acts as originator or sponsor, before considering credit protection from third parties. From June 2023 reporting date, the total outstanding nominal amount of securitised exposures is reported in this template before the application of the Credit Conversion Factor (CCF).  Amounts are in EUR million, unless otherwise indicated  a  b  c  Exposures securitised by the institution — Institution acts as originator or as sponsor  Total outstanding nominal amount  Total amount of specific credit risk adjustments made during the period  Of which exposures in default  1  Total exposures  127,73020  3,841  0  2  Retail (total)  22,933  154  -  3  residential mortgage  -  -  -  4  credit card  -  -  -  5  other retail exposures  22,933  154  -  6  re-securitisation  -  -  -  7  Wholesale (total)  104,797  3,687  0  8  loans to corporates  101,272  3,687  0  9  commercial mortgage  -  -  -  10  lease and receivables  -  -  -  11  other wholesale  -  -  -  12  re-securitisation  3,525  -  -  20  These outstanding securitised exposures for which the Group has acted as originator under either synthetic securitisation programmes or re-securitisations relate to financial guarantees or off-and on-balance exposures securitised in the context of mandate activities. 

 38 | June 2023 EIB Group Risk Management Disclosure Report  6 Leverage ratio  Template EU LR2 — LRCom: Leverage ratio common disclosure  This template presents the constituents of the leverage ratio exposure metrics (denominator of the leverage ratio), overall leverage ratio and buffer requirements.  Amounts are in EUR million, unless otherwise indicated  CRR leverage ratio exposures  a  b  30.06.2023  31.12.2022  On-balance sheet exposures (excluding derivatives and SFTs)  1  On-balance sheet items (excluding derivatives, SFTs, but including collateral)21  523,625  524,953  2  Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the applicable accounting framework  -  -  3  (Deductions of receivables assets for cash variation margin provided in derivatives transactions)  -  -  4  (Adjustment for securities received under securities financing transactions that are recognised as an asset)  -  -  5  (General credit risk adjustments to on-balance sheet items)  -144  -76  6  (Asset amounts deducted in determining Tier 1 capital)  -1,564  -1,514  7  Total on-balance sheet exposures (excluding derivatives and SFTs)  521,917  523,364  Derivative exposures  8  Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin)  4,971  5,114  EU-8a  Derogation for derivatives: replacement costs contribution under the simplified standardised approach  -  -  9  Add-on amounts for potential future exposure associated with SA-CCR derivatives transactions  9,839  9,703  EU-9a  Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach  -  -  EU-9b  Exposure determined under Original Exposure Method  -  -  10  (Exempted CCP leg of client-cleared trade exposures) (SA-CCR)  -  -  EU-10a  (Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)  -  -  EU-10b  (Exempted CCP leg of client-cleared trade exposures) (Original exposure method)  -  -  11  Adjusted effective notional amount of written credit derivatives  -  -  12  (Adjusted effective notional offsets and add-on deductions for written credit derivatives)  -  -  13  Total derivatives exposures  14,811  14,817  Securities financing transaction (SFT) exposures  14  Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions  18,021  7,381  15  (Netted amounts of cash payables and cash receivables of gross SFT assets)  -29  14  16  Counterparty credit risk exposure for SFT assets  3,470  3,643  EU-16a  Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR  -  -  17  Agent transaction exposures  -  -  21  The December 2022 figures have been restated following a reporting reclassification with no impact on the leverage ratio. 

 Leverage ratio | 39  EU-17a  (Exempted CCP leg of client-cleared SFT exposure)  -  -  18  Total securities financing transaction exposures  21,462  11,038  Other off-balance sheet exposures  19  Off-balance sheet exposures at gross notional amount  160,146  166,295  20  (Adjustments for conversion to credit equivalent amounts)  -55,129  -54,826  21  General provisions deducted in determining Tier 1 capital and specific provisions associated with off-balance sheet exposures  0  -  22  Off-balance sheet exposures  105,017  111,469  Excluded exposures  EU-22a  (Exposures excluded from the leverage ratio total exposure measure in accordance with point (c) of Article 429a(1) CRR)  -  -  EU-22b  (Exposures exempted in accordance with point (j) of Article 429a (1) CRR (on and off balance sheet))  -  -  EU-22c  (Excluded exposures of public development banks (or units) - Public sector investments)  -  -  EU-22d  (Excluded exposures of public development banks (or units) - Promotional loans)  -  -  EU-22e  (Excluded passing-through promotional loan exposures by non-public development banks (or units)  -  -  EU-22f  (Excluded guaranteed parts of exposures arising from export credits)  -  -  EU-22g  (Excluded excess collateral deposited at triparty agents)  -  -  EU-22h  (Excluded CSD related services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR)  -  -  EU-22i  (Excluded CSD related services of designated institutions in accordance with point (p) of Article 429a(1) CRR)  -  -  EU-22j  (Reduction of the exposure value of pre-financing or intermediate loans)  -  -  EU-22k  (Total exempted exposures)  -  -  Capital and total exposure measure  23  Tier 1 capital  77,920  76,813  24  Total exposure measure  663,207  660,688  Leverage ratio  25  Leverage ratio  11.7%  11.6%  EU-25  Leverage ratio (excluding the impact of the exemption of public sector investments and promotional loans) (%)  11.7%  11.6%  25a  Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)  11.7%  11.6%  26  Regulatory minimum leverage ratio requirement (%)  3.0%  3.0%  Leverage ratio buffer requirement22  0.5%  0.5%  EU-27a  Overall leverage ratio requirement (%)  3.5%  3.5%  Choice on transitional arrangements and relevant exposures  EU-27b  Choice on transitional arrangements for the definition of the capital measure  N/A  N/A  22  The leverage ratio requirements reported in this template relate to the self-imposed add-on for systemic relevance. 

 40 | June 2023 EIB Group Risk Management Disclosure Report  Template EU LR3 — LRSpl: Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)23  This template provides a further breakdown of the total on-balance sheet leverage exposures separately by banking/trading book classification and exposure class.  Amounts are in EUR million, unless otherwise indicated  a  CRR leverage ratio exposures  30.06.2023  EU-1  Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:  523,481  EU-2  Trading book exposures  -  EU-3  Banking book exposures, of which:  523,481  EU-4  Covered bonds  5,906  EU-5  Exposures treated as sovereigns  146,003  EU-6  Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns  79,629  EU-7  Institutions  83,292  EU-8  Secured by mortgages of immovable properties  -  EU-9  Retail exposures  -  EU-10  Corporate  119,061  EU-11  Exposures in default  1,504  EU-12  Other exposures (e.g. equity, securitisations, and other non-credit obligation assets)  88,086  23  Total on-balance sheet exposures decreased over the first half of 2023 due to the reporting reclassification mentioned above. 

 Liquidity risk | 41  7 Liquidity risk  7.1 Liquidity coverage ratio (LCR)  Template EU LIQ1 — Quantitative information of LCR  The following template provides information on the components of the Group LCR. Data are presented as monthly averages over the last 12 months preceding each quarter end.24  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  f  g  h  Total unweighted value (average)  Total weighted value (average)  EU 1a  Quarter ending on (DD Month YYY)  30/06/2023  31/03/2023  31/12/2022  30/09/2022  30/06/2023  31/03/2023  31/12/2022  30/09/2022  EU 1b  Number of data points used in the calculation of averages  12  12  12  12  12  12  12  12  HIGH-QUALITY LIQUID ASSETS  1  Total high-quality liquid assets (HQLA)  76,012  81,983  86,255  88,565  CASH-OUTFLOWS  2  Retail deposits and deposits from small business customers, of which:  -  -  -  -  -  -  -  -  3  Stable deposits  -  -  -  -  -  -  -  -  4  Less stable deposits  -  -  -  -  -  -  -  -  5  Unsecured wholesale funding  9,501  9,372  9,154  9,233  8,647  8,494  8,258  8,294  6  Operational deposits (all counterparties) and deposits in networks of cooperative banks  -  -  -  -  -  -  -  -  7  Non-operational deposits (all counterparties)  1,845  1,943  1,971  1,936  990  1,065  1,075  997  8  Unsecured debt  7,656  7,429  7,183  7,297  7,656  7,429  7,183  7,297  9  Secured wholesale funding  3  12  11  11  10  Additional requirements  126,758  125,366  124,621  126,109  19,598  19,287  19,272  19,507  11  Outflows related to derivative exposures and other collateral requirements  5,105  5,037  5,188  5,358  5,105  5,037  5,188  5,358  12  Outflows related to loss of funding on debt products  -  -  -  -  -  -  -  -  13  Credit and liquidity facilities  121,653  120,329  119,433  120,751  14,494  14,250  14,085  14,149  24  This is the reason for the variance between the EIB Group LCR at 30.06.2023 and the figure presented in the table. 

 42 | June 2023 EIB Group Risk Management Disclosure Report  14  Other contractual funding obligations  1,048  1,044  979  843  1,048  1,044  979  843  15  Other contingent funding obligations  31,335  30,647  28,473  26,248  3,920  3,709  3,481  3,572  16  TOTAL CASH OUTFLOWS  33,216  32,545  32,002  32,227  CASH-INFLOWS  17  Secured lending (e.g. reverse repos)  6,197  5,015  5,045  4,938  6,096  4,937  4,870  4,800  18  Inflows from fully performing exposures  7,541  8,316  9,026  9,852  6,242  6,885  7,554  8,480  19  Other cash inflows  898  984  1,300  1,286  898  984  1,300  1,286  EU-19a  (Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)  -  -  -  -  EU-19b  (Excess inflows from a related specialised credit institution)  -  -  -  -  20  TOTAL CASH INFLOWS  14,635  14,315  15,371  16,076  13,236  12,807  13,725  14,565  EU-20a  Fully exempt inflows  -  -  -  -  -  -  -  -  EU-20b  Inflows subject to 90% cap  -  -  -  -  -  -  -  -  EU-20c  Inflows subject to 75% cap  14,635  14,315  15,371  16,076  13,236  12,807  13,725  14,565  TOTAL ADJUSTED VALUE  21  LIQUIDITY BUFFER  76,012  81,983  86,255  88,565  22  TOTAL NET CASH OUTFLOWS  19,980  19,739  18,277  17,661  23  LIQUIDITY COVERAGE RATIO (%)  420.4%  447.5%  498.6%  542.2% 

 Liquidity risk | 43  Table EU LIQB — Qualitative information on LCR, which complements template EU LIQ1  Row number  Qualitative information  (a)  Explanations on the main drivers of LCR results and the evolution of the contribution of  inputs to the LCR’s calculation over time.  The EIB Group LCR as at 30.06.2023 stands at 301%. The year-to date LCR decrease is driven by both a decrease in HQLA and an increase in net cash outflows. In particular, the HQLA decreased by EUR 6 billion over the course of the year, attributed to the decrease in Level 1 assets. Net cash outflows increased by EUR 1.5 billion.  The main elements of the LCR denominator are loan cash flows (both inflows and outflows) and wholesale funding due redemptions. A significant part of the outflows is related to derivatives transactions and to additional collateral outflows that would result from the impact of an adverse market scenario on the Bank’s derivatives transactions, which is calculated based on the regulatory 24 months historical look-back approach.  (b)  Explanations on the changes in the LCR over time.  The year-to-date LCR decrease is driven by both a decrease in HQLA and an increase in net cash outflows.  (c)  Explanations on the actual concentration of funding sources.  Given the Bank’s business model, wholesale long-term funding primarily through bond issuance is the prevailing source to deploy its lending activities. The funding strategy of the EIB relies on the issuance of large and liquid benchmark transactions in the main currencies (EUR and USD). These benchmark transactions are complemented by targeted issuance offerings and prudent diversification of investors, currencies and markets. A growing issuance share comes in the form of Climate- and Sustainability Awareness Bonds, whose proceeds are allocated to disbursements of projects contributing substantially to sustainability objectives, in line with evolving EU legislation on sustainable finance.  (d)  High-level description of the composition of the institution's liquidity buffer.  The HQLA (regulatory liquidity buffer) as at 30 June 2023 is primarily driven by Level 1 cash and reserves at the Central Bank (58%) and Level 1 securities (37%).  (e)  Derivative exposures and potential collateral calls.  The main outflows, related to the derivative exposures, are in relation to the impact of an adverse market scenario on derivatives based on the 24 months historical look-back approach.  (f)  Currency mismatch in the LCR.  The LCR is monitored for significant currencies (EUR, GBP and USD as at 30.06.2023). Consistency of the currency denomination of its liquid assets with its net liquidity outflows is ensured by the EIB Group on an ongoing basis, in order to prevent an excessive currency mismatch.  (g)  Other items in the LCR calculation that are not captured in the LCR disclosure template but that the institution considers relevant for its liquidity profile.  The Bank operates in a multicurrency environment and uses different settlement platforms and correspondent banks that impose time constraints within the day to perform the settlement of payments. As a result, the Bank is exposed to intra-day liquidity risk. The Bank actively manages its intraday liquidity positions and risks to ensure that all payments and settlement obligations are met in a timely manner, under both normal and stressed conditions. In addition, several proactive and reactive mitigation actions have been implemented to manage this risk. The intraday liquidity risk is monitored by the 1st and 2nd lines of defence on a daily and monthly basis, under both normal and stressed scenarios. 

 44 | June 2023 EIB Group Risk Management Disclosure Report  7.2 Net stable funding ratio (NSFR)  Template EU LIQ2 — Net Stable Funding Ratio  The template below presents an overview of the calculation of the Group NSFR.  Amounts are in EUR million, unless otherwise indicated  a  b  c  d  e  Unweighted value by residual maturity  Weighted value  No maturity  < 6  months  6 months to < 1yr  ≥ 1yr  Available stable funding (ASF) Items  1  Capital items and instruments  79,484  -  -  -  79,484  2  Own funds  79,484  -  -  -  79,484  3  Other capital instruments  -  -  -  -  4  Retail deposits  -  -  -  -  5  Stable deposits  -  -  -  -  6  Less stable deposits  -  -  -  -  7  Wholesale funding:  45,962  41,593  358,598  380,146  8  Operational deposits  -  -  -  -  9  Other wholesale funding  45,962  41,593  358,598  380,146  10  Interdependent liabilities  -  -  -  -  11  Other liabilities:  11,631  14,950  160  4,343  4,423  12  NSFR derivative liabilities  11,631  13  All other liabilities and capital instruments not included in the above categories  14,950  160  4,343  4,423  14  Total available stable funding (ASF)  464,054  Required stable funding (RSF) Items  15  Total high-quality liquid assets (HQLA)  975  EU-15a  Assets encumbered for a residual maturity of one year or more in a cover pool  -  -  -  -  16  Deposits held at other financial institutions for operational purposes  -  -  -  -  17  Performing loans and securities:  33,821  35,034  390,380  345,107  18  Performing securities financing transactions with financial customers collateralised by Level 1 HQLA subject to 0% haircut  -  -  -  -  19  Performing securities financing transactions with financial customer collateralised by other assets and loans and advances to financial institutions  21,427  19,397  78,094  89,341  20  Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which:  11,545  13,247  299,053  242,899  21  With a risk weight of less than or equal to 35% under the Basel II Standardised approach for credit risk  4,013  3,742  118,460  80,876  22  Performing residential mortgages, of which:  -  -  -  -  23  With a risk weight of less than or equal to 35% under the Basel II Standardised approach for credit risk  -  -  -  -  24  Other loans and securities that are not in default and do not qualify as HQLA, including exchange- traded equities and trade finance on-balance sheet products  849  2,390  13,233  12,867 

 Liquidity risk | 45  25  Interdependent assets  -  -  -  -  26  Other assets:  13,372  521  18,609  20,505  27  Physical traded commodities  -  -  28  Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs  -  -  29  NSFR derivative assets  -  -  30  NSFR derivative liabilities before deduction of variation margin posted  11,662  583  31  All other assets not included in the above categories  1,710  521  18,609  19,922  32  Off-balance sheet items  -  -  164,274  10,248  33  Total RSF  376,835  34  Net Stable Funding Ratio (%)  123.1% 

 46 | June 2023 EIB Group Risk Management Disclosure Report  8 Interest rate risk in the banking book  The table below presents the EVE results of stress tests based on the EBA supervisory shock scenarios (in EUR million and as a percentage of the CET1) measured at EIB Group level25.  Changes of the economic value of equity  Supervisory shock scenario  30.06.2023  31.12.2022  EUR million  % CET1  EUR million  % CET1  Parallel up  -5,708  -7.3%  -5,437  -7.1%  Parallel down  3,310  4.2%  3,152  4.1%  Steepener  -737  -0.9%  -776  -1.0%  Flattener  -220  -0.3%  -133  -0.2%  Short rate up  -1,960  -2.5%  -1,794  -2.3%  Short rate down  1,019  1.3%  921  1.2%  25  As explained in Appendix I, the disclosure requirements defined in Commission Implementing Regulation (EU) 2022/631 on IRRBB (with respect to changes of the net interest income as per EU IRRBB1) are not yet fully implemented. 

 Appendix | 47  Appendix  Appendix I — Extent and frequency of disclosures  The content of the disclosures in this report follows the one specified in Article 433a of the CRR, applicable as BBP to the EIB. As an adaptation in line with its BBP Guiding Principles available on the EIB’s official website, the EIB Group discloses information on a semi-annual basis compared to the quarterly frequency provided for by the CRR, as amended. The current report is the first semi-annual disclosure report published by the EIB Group.  The current implementation of the semi-annual disclosures reflects the non-applicability or non-availability of certain templates, as follows:  Non-relevance of certain templates due to the Group’s business model, activities or the scope criteria of the  template itself:  Template  Justification  Regulatory capital  EU CCR6 – Credit derivatives exposures  The EIB Group does not make use of credit derivatives.  EU CCR7 – RWEA flow statements of CCR exposures under the IMM  The EIB Group does not use the Internal Model Method (IMM) for calculating counterparty credit risk (CCR) capital charge.  EU-SEC2 – Securitisation exposures in the trading book  The EIB Group does not have a trading book.  EU MR 1 – Market risk under the standardised approach  As of 30 June 2023, no capital charge for market risk was required as (1) the Group does not have a trading book and  (2) its net FX position stood below the regulatory (“de minimis’”) threshold of 2%.  EU MR2-B – RWA flow statements of market risk exposures under the IMA  The EIB Group does not have a trading book.  EU MR3 – IMA values for trading portfolios  EU MR4 – Comparison of VaR estimates with gains/losses  Asset quality  EU CR2a – Changes in the stock of non-performing loans and advances and related net accumulated recoveries  These templates should only be disclosed by credit institutions whose NPL ratio is above 5%.  EU CQ2 – Quality of forbearance  EU CQ6 – Collateral valuation – loans and advances  EU CQ7 – Collateral obtained by taking possession and execution processes  The template is not relevant to the Group as (1) there has been no repossession of collateral in the recent past and (2) template CQ8 should only be disclosed by credit institutions whose NPL ratio is equal to or above 5%.  EU CQ8 – Collateral obtained by taking possession and execution processes – vintage breakdown�� Partial non-applicability of templates in line with BBP Guiding Principles — certain templates were adapted by omitting/changing certain lines/columns in order to reflect their incompatibility with the EIB's nature, policy mission, specific tasks, governance structure and business model. Details on the various adaptations are provided in footnotes below the respective templates. 

 48 | June 2023 EIB Group Risk Management Disclosure Report  Non-availability of templates due to ongoing data enhancement or implementation efforts and/or ongoing assessment of BBP applicability in line with BBP Guiding Principles:  EU LR1 – LRSum: Summary reconciliation of accounting assets and leverage ratio exposures  EU CCR5 – Composition of collateral for CCR exposures  EU CR3 – CRM techniques overview: Disclosure of the use of credit risk mitigation techniques  EU CR8 – RWEA flow statements of credit risk exposures under the IRB approach  EU IRRBB1 – Interest rate risk of non-trading book activities (with respect to changes of the net interest income)  EU ESG 1 – Banking book — Climate Change transition risk: Credit quality of exposures by sector, emissions and residual maturity  EU ESG 2 – Banking book — Climate change transition risk: Loans collateralised by immovable property — Energy efficiency of the collateral  EU ESG 4 – Climate change transition risk: Exposures to top 20 carbon-intensive firms  EU ESG 5 – Climate change physical risk: Exposures subject to physical risk  EU ESG 10 – Other climate change mitigating actions that are not covered in the EU Taxonomy 

 Appendix | 49  9.2 Appendix II — Abbreviations  ASF  Available Stable Funding (ASF) amount of liabilities and own funds calculated as per Article 428i et seq. of the Capital Requirements Regulation.  AT1  Additional Tier 1 (Capital): One of the three elements composing regulatory own funds (together with CET1 and T2). AT1 is composed of additional tier 1 items calculated as per Article 61 of the Capital Requirements Regulation.  BBP  Best Banking Practice  CCF  Credit conversion factor: ratio of the currently undrawn amount of a commitment that could be drawn as per Article 4(1)(56) of the CRR, and which is used to convert part of the unused part of credit facilities and other off-balance sheet items into exposure at default amount.  (Q)CCP  (Qualifying) Central Counterparties (CCPs) are financial institutions that facilitate trading of derivatives and equity products between counterparties, by becoming the buyer to every seller and the seller to every buyer, in order to reduce the risk in the contracts traded. A qualifying CCP is a CCP as defined by Article 4(1)(88) of the CRR.  CCR  Counterparty Credit Risk (CCR) is the risk that the counterparty (of usually an over-the-counter derivatives transaction or a securities financing transaction) defaults before the final settlement of the transaction’s cash flows, creating an economic loss for the institution.  CET1  Common Equity Tier 1 (CET1) capital is one of the three elements composing regulatory own funds (together with AT1 and T2). CET1 is composed of the CET1 items representing the highest quality of regulatory capital, absorbing losses immediately when they occur and calculated as per Article 50 of the Capital Requirements Regulation.  CIUs  Collective Investment Undertakings, as defined in Article 4(1)(7) of the Capital Requirements Regulation.  CRD  Capital Requirements Directive or Directive 2013/36/EU of the European Parliament and of the Council, as amended from time to time.  CRM  Credit Risk Mitigation (CRM) are techniques used by banks to mitigate credit risk, as defined in Article 4(1)(57) of the CRR.  CRR  Capital Requirements Regulation or Regulation (EU) No 575/2013 of the European Parliament and of the Council, as amended from time to time.  CSD  Central Securities Depositories (CSD) are entities operating a securities settlement system and are responsible for the registration and safekeeping of securities as defined in Article 2(1)(1) of Regulation (EU) No 909/2014 of the European Parliament and of the Council of 23 July 2014, as amended from time to time.  CVA  Credit Value Adjustment (CVA) reflects the current market value of the credit risk of the counterparty to the institution as provided for under Article 381 of the CRR.  EBA  European Banking Authority  EBRD  European Bank for Reconstruction and Development  EEPE  Under the Internal Model Method, institutions shall calculate their exposure value to counterparty credit risk taking into consideration their Effective Expected Positive Exposure (EEPE) — a measure of the expected increase in the exposure value of the contract over a horizon of maximum one year.  EIB(G)  European Investment Bank (Group)  EIF  European Investment Fund  EU  European Union  EU-AD  EU Accounting Directives: Directive 2013/34/EU of the European Parliament and of the Council of 26 June 2013 on the annual financial statements, consolidated financial statements and related reports of certain types of undertakings, amending Directive 2006/43/EC of the European Parliament and of the Council and repealing Council Directives 78/660/EEC and 83/349/EEC Text with EEA relevance, as amended from time to time.  EVE  The Economic Value of Equity (EVE) is one of the metrics commonly used to monitor Interest Rate Risk in the Banking Book. It is calculated as the difference between the present value of all assets and liabilities as well as off-balance sheet items in the banking book, excluding own equity.  GRMDR  Group Risk Management Disclosure Report  HQLA  High-Quality Liquid Assets (HQLA) are assets of high liquidity and credit quality that can be easily and immediately converted into cash without significant loss of value, and which are part of the liquidity buffer as per Article 6 of Regulation (EU) No 2015/61 of 10 October 2014, as amended from time to time.  IFRS  International Financial Reporting Standards  IMA  The Internal Model Approach (IMA) is one of the regulatory approaches available to banks to quantify the required capital for market risk. This approach enables banks to use their own risk parameters to calculate a value at risk (VaR).  IMM  The Internal Model Method (IMM) is one of the regulatory approaches available to banks to quantify required capital for counterparty credit risk. This approach enables banks to use their own risk parameters to quantify the required amount of capital for counterparty credit risk, subject to the explicit approval of their respective supervisors.  IRB (A-IRB and F-IRB)  The Internal Ratings Based (IRB) approach is one of the regulatory approaches available to banks to quantify the required capital for credit risk. This approach enables banks to use their own risk parameters to quantify the required amount of 

 50 | June 2023 EIB Group Risk Management Disclosure Report  capital for credit risk, subject to the explicit approval of their respective supervisors. The difference between the Advanced and Foundation IRB (A-IRB and F-IRB) lies in the type of parameters modelled by banks.  IRRBB  Interest Rate Risk in the Banking Book: the current and prospective risk of a negative impact on the institution’s economic value of equity or net interest income, taking market value changes into account as appropriate, which arise from adverse movements in interest rates affecting interest rate-sensitive instruments, including gap risk, basis risk and option risk 26.  ITS  Implementing Technical Standards  LCR  The Liquidity Coverage Ratio (LCR) is a regulatory liquidity metric that aims to ensure that institutions maintain levels of liquidity buffers which are adequate to face any possible imbalance between liquidity inflows and outflows under severely stressed conditions over a period of 30 days, as provided under Article 412(1) of the CRR.  LGD  Loss Given Default (LGD) is the ratio of the loss on an exposure due to the default of a counterparty as defined in Article 4(1)(55) of the CRR.  MDB  Multilateral Development Bank  NPE  Non-performing Exposures (NPE) are exposures considered to be non-performing as per Article 47a of the CRR.  NPL  Non-performing Loans are loans that qualify as non-performing exposures ('NPE').  NSFR  The Net Stable Funding Ratio (NSFR) is a regulatory liquidity metric that aims to limit overreliance on short-term wholesale funding and encourages better assessment of funding risk across all on- and off-balance sheet items, promoting funding stability. The NSFR is calculated as per Article 428b of the CRR.  OTC  Over-the-counter (OTC) contracts are derivatives contracts traded and negotiated directly between two parties (without going through an exchange). OTC derivatives also include transactions with central counterparties where contracts are based on novation.  PD  Probability of default (PD) of a counterparty over a one-year period, as defined in Article 4(1)(54) of the CRR.  (S)REP  The Bank is not subject to the Supervisory Review and Evaluation Process (SREP) but put in place a similar internal process, the Review and Evaluation Process (REP), to support the Audit Committee in verifying the EIB’s adherence with applicable Best Banking Practices.  RSF  The required amount of stable funding (RSF) is calculated in accordance with Articles 428p et seq. of the CRR.  RWEA or RWA  Risk-weighted exposure amounts (RWEA) or Risk-weighted amounts (RWA) represent a measure of the risks that a bank is exposed to through its assets and off-balance sheet items.  SA-CCR  The Standardised Approach for Counterparty Credit Risk (SA-CCR) is one of the regulatory approaches available to banks to calculate their Exposure at Default (EAD) of derivatives and long-settlement transaction exposure to counterparty credit risk based on the replacement cost and potential future exposure of the transactions.  SEC-ERBA  The Securitisation External Ratings Based Approach (SEC-ERBA) is one of the regulatory approaches available to banks to quantify required capital for securitisation exposures. This approach relies on a formula using as an input the exposure's external credit rating.  SEC-IAA  The Securitisation Internal Assessment Approach (SEC-IAA) is a regulatory approach available to banks to quantify required capital for certain Asset Backed Commercial Paper transactions. This approach relies on the institutions' internal assessments of the credit quality of the transaction.  SEC-IRBA  The Securitisation IRB Approach (SEC-IRBA) is one of the regulatory approaches available to banks to quantify required capital for securitisation exposures. This approach relies on a formula using as an input the Bank's own risk parameters calculated at the level of the underlying portfolio.  SEC-SA  The Securitisation Standardised Approach (SEC-SA) is one of the regulatory approaches available to banks to quantify required capital for securitisation exposures. This approach relies on a formula using as an input the exposure's underlying portfolio delinquency rates and respective asset classes.  SFTs  Securities Financing Transactions (SFTs) are the financial operations listed in Article 4(1)(139) of the CRR, such as repurchase transaction (repo), buy-sell back/sell-buy back transaction or margin lending.  SMEs  Small and medium-sized enterprises, as defined by Commission Recommendation 2003/361.  SRT  Securitisations that meet the conditions for Significant Risk Transfer (SRT) as per Title 2, Chapter 5, Section 2 of the CRR.  STS  Simple, transparent and standardised: technical characteristics applicable to securitisation instruments, which are allowed to use that designation as per Article 18 of Regulation (EU) 2017/2402 of the European Parliament and of the Council of 12 December 2017, as amended from time to time.  VaR  Value at Risk (VaR) is a probabilistic method used to measure the potential loss in value of an asset over a given time period for a given distribution of historical returns and at a given confidence interval.  26  EBA GL/2022/14. 

 June 2023  European Investment Bank Group Risk Management Disclosure Report  European Investment Bank  98 -100, boulevard Konrad Adenauer L-2950 Luxembourg  +352 4379-22000  www.eib.org – info@eib.org  2023-0253  © European Investment Bank, 12/2023 EN