Aurelia Bank

Credit Risk Console
Reporting date 31 Mar 2026 Quarter 2026-Q1 All amounts in EUR unless stated

Portfolio overview

Exposure, loss and capital at 31 March 2026

On watchlist

Exposure at default

€3.2bn

Drawn balance plus the credit-converted undrawn commitment

Expected loss

€83.9m

EL / EAD 2.64%

Risk-weighted assets

€3.5bn

RWA density 109.7%

Weighted average PD

4.91%

Weighted average LGD 39.2%

Counterparties

Watchlist
Counterparty Sector Country Rating PD LGD EAD Expected loss RWA Utilisation Halden Property Group Real estate United Kingdom 1.16% 40% €275.1m €1.3m €257.3m 65% Auralis Power Holdings Energy France 0.16% 30% €261.9m €126.6k €91m 81% Kilnmore Rail Ltd Transport United Kingdom 0.03% 25% €251.5m €16.5k €49.4m 88% Cygnus Data Systems Technology United States 0.05% 30% €236.1m €37.9k €59.3m 86% Nordwerk Industrie AG Manufacturing Germany 0.16% 35% €207m €113.9k €79.1m 93% Belmont Tooling Ltd Manufacturing United Kingdom 1.48% 42% €198.8m €1.2m €215.8m 84% Petrel Renewables Oy Energy Sweden 0.42% 35% €157.4m €231.6k €86.3m 77% Adriatic Freight Lines Transport Italy 4.12% 48% €156.1m €3.1m €306m 77% Bucur Market SRL Retail trade Romania 19.99% 50% €151.8m €15.2m €455.3m 86% Solvent Energie SA Energy France 29.43% 55% €119.4m €19.3m €358.2m 73%