Pillar 3 Disclosure

Update as at

30 September 2022

Pillar 3 Disclosure

Update as at

30 September 2022

4

Banca Monte dei Paschi di Siena SpA

Company Head Office in Siena, Piazza Salimbeni 3, www.mps.it

Recorded in the Arezzo-Siena Company Register - Registration no. and tax code 00884060526 MPS VAT Group - VAT no. 01483500524

Member of the Italian Interbank Deposit Protection Fund. Bank Register no. 5274

Parent Company of the Monte dei Paschi di Siena Banking Group, registered with the Banking Groups Register

P I L L A R 3 S E P T E M B E R 2 0 2 2

5

Index

Index. .

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

Introduction

. . . . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . 7

Annex I - Disclosure of key metrics and overview of risk-weighted exposure amounts.

. .

.

. 9

Annex XIII - Disclosure of liquidity requirements.

. . . . . . . . . . . . . . .

. .

13

Annex XXI - Disclosure of the use of the IRB approach to credit risk.

. . . . . . .

. .

. 16

Declaration of the Financial Reporting Officer . .

. . . . . . . . . . . . . . .

. .

. 17

List of tables.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

Appendix 1 - Details of Information provided in compliance with EBA/ ITS/2020/04 .

. .

. 19

Appendix 2 - Details of Information provided in compliance

with EBA Guidelines GL/2020/12. . . . . . . . . . . . . .

. . . . . . . . . .

19

Contacts .

.

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. .

.

21

G R U P P O M O N T E P A S C H I

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Banca Monte dei Paschi di Siena S.p.A. published this content on 21 November 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 24 November 2022 08:43:10 UTC.