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2014 EU-wide Stress Test

Bank Name

ES - Banco Santander, S.A.

LEI Code

5493006QMFDDMYWIAM13
ES

NUK_WL_NR_XX
version
1809014
No restructuring

http://www.economiaciudadana.org/

2014 EU-wide Stress Test

2014 EU-wide Stress Test

Summary Adverse Scenario

Summary Baseline Scenario

ES - Banco Santander, S.A.

ES - Banco Santander, S.A.

Actual figures as of 31 December 2013


Operating profit before impairments

mln EUR, %
22,620
14,922

Impairment losses on financial and non-financial assets in the banking book


Common Equity Tier 1 capital

(1)

Total Risk Exposure (1)


Common Equity Tier 1 ratio, %

(1)

Outcome of the adverse scenario as of 31 December 2016

Actual figures as of 31 December 2013


Operating profit before impairments
Impairment losses on financial and non-financial assets in the banking book

56,086

Common Equity Tier 1 capital

540,248

Total Risk Exposure (1)

10.4%

Common Equity Tier 1 ratio, %

mln EUR, %

mln EUR, %
22,620
14,922
56,086

(1)

540,248
(1)

Outcome of the baseline scenario as of 31 December 2016

10.4%
mln EUR, %

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

38,788
36,661

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

3 yr cumulative losses from the stress in the trading book

2,758

3 yr cumulative losses from the stress in the trading book

2,209

Valuation losses due to sovereign shock after tax and prudential filters

1,424

Common Equity Tier 1 capital

66,063

50,426

Total Risk Exposure

563,935

Common Equity Tier 1 ratio, % (1)

12.0%

Memorandum items
Common EU wide CET1 Threshold (8.0%)

mln EUR
44,081

Common Equity Tier 1 capital


Total Risk Exposure

(1)

(1)

Common Equity Tier 1 ratio, % (1)

(1)

(1)

51,192
25,991

551,008

8.9%

Memorandum items

mln EUR

Common EU wide CET1 Threshold (5.5%)

31,016

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2014 -2016 period (cumulative conversions) (2)

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions
that convert into Common Equity Tier 1 or are written down upon a trigger event (3)

4,102

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse
scenario (3)

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.
(2) Conversions not considered for CET1 computation
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk
Exposure values (as of 31/12/2013)
F-IRB
LTV % (as of
31/12/2013)

A-IRB

Risk exposure amounts (as of 31/12/2013)


STA

F-IRB

A-IRB

Value adjustments and provisions (as of 31/12/2013)


STA

F-IRB

A-IRB

Baseline Scenario

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
2,504
13,741
0
3,319
0
0
0
0
0
0
0
0
1,351
2,420
0
20,016
92

0
0
473
0
44
0
0
0
0
0
0
0
0
0
0
0
473
0

15,341
36,842
128,396
0
22,999
285,654
259,700
2,002
257,698
9,599
16,355
4,462
11,893
1,817
0
0
468,049
0

112
21
15,978
0
4,086
8,857
7,479
586
6,893
136
1,241
571
670
0
0
0
24,968
0

136,572
24,233
99,084
21,532
6,270
177,444
59,233
3,068
56,165
14,111
104,100
16,351
87,749
2,340
2,438
61,654
503,765
45

9
3
3,426
1,263
291
4,931
2,087
91
1,996
292
2,552
511
2,041
0
0
5,057
13,427
0

0
690
8,867
0
2,486
0
0
0
0
0
0
0
0
4,546
2,110
0
16,213

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

4,371
9,954
69,378
0
13,778
57,161
44,115
390
43,725
3,202
9,845
2,229
7,616
5,045
0
0
145,911

22
3
2,024
0
480
829
563
34
529
33
233
124
109
0
0
0
2,878

3,102
5,864
94,198
20,684
4,401
106,360
20,473
1,519
18,954
10,182
75,705
8,559
67,145
2,063
1,460
49,081
262,127

14
1
2,571
3
323
5,382
2,067
91
1,976
333
2,981
605
2,376
0
0
5,284
13,251

0
1
58
0
13
0
0
0
0
0
0
0
0
0
17
0
76
0

0
0
221
0
23
0
0
0
0
0
0
0
0
0
0
0
221
0

88
36
1,307
0
566
1,810
993
24
969
143
675
227
448
41
0
0
3,283
0

32
9
8,507
0
2,037
2,803
1,658
233
1,425
79
1,066
523
543
0
0
0
11,351
0

0
5
1,313
404
184
2,799
554
197
357
464
1,781
377
1,404
0
27
229
4,374
0

5
0
2,969
674
843
4,954
776
163
612
693
3,486
552
2,933
0
0
64
7,992
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

(mln EUR, %)

ES - Banco Santander, S.A.

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

59.0%
46.3%
59.2%

Adverse Scenario

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Impairment Stock of Coverage Ratio - Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Coverage
Stock of
Impairment Stock of
Impairment Stock of
Impairment rate
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.18%
0.02%
0.95%
0.36%
2.52%
1.50%
0.19%
1.00%
0.18%
5.34%
4.20%
6.44%
3.73%
0.00%

28
64
16,678
1,156
4,495
19,392
4,651
668
3,983
2,651
12,090
3,020
9,070
41

39.92%
21.35%
47.67%
32.98%
49.59%
46.07%
21.21%
41.64%
19.56%
82.53%
64.14%
70.16%
62.34%
-

0.18%
0.02%
0.84%
0.32%
2.20%
1.39%
0.16%
0.82%
0.15%
5.30%
4.04%
5.70%
3.70%
0.00%

57
75
18,678
1,224
5,163
25,669
5,195
708
4,487
3,833
16,641
4,100
12,542
41

40.05%
19.01%
45.62%
31.83%
47.05%
47.48%
19.63%
38.16%
18.21%
86.10%
64.28%
70.48%
62.47%
-

0.18%
0.02%
0.73%
0.31%
1.82%
1.28%
0.14%
0.73%
0.13%
5.15%
3.87%
5.16%
3.61%
0.00%

85
87
20,434
1,311
5,679
31,711
5,645
742
4,903
5,040
21,026
5,023
16,003
41

40.17%
18.07%
44.30%
31.81%
45.33%
48.65%
18.36%
35.60%
17.09%
90.15%
65.20%
70.52%
63.68%
-

0.90%
0.04%
1.13%
0.46%
2.79%
1.74%
0.33%
1.09%
0.32%
5.61%
4.71%
6.49%
4.34%
0.00%

145
75
17,349
1,224
4,597
21,067
5,306
673
4,634
2,716
13,045
3,029
10,016
41

38.69%
20.82%
48.40%
35.01%
49.62%
48.39%
23.25%
41.53%
21.90%
82.87%
69.12%
70.16%
68.81%
-

0.92%
0.04%
1.50%
0.56%
3.62%
1.81%
0.36%
1.35%
0.34%
6.29%
4.98%
6.81%
4.61%
0.00%

290
95
21,288
1,344
5,788
29,314
6,532
746
5,785
4,115
18,667
4,336
14,331
41

39.40%
19.13%
47.27%
33.68%
48.18%
49.57%
22.08%
38.93%
20.97%
86.72%
69.83%
71.84%
69.25%
-

0.94%
0.04%
1.22%
0.46%
3.09%
1.65%
0.34%
1.34%
0.33%
6.16%
4.61%
5.84%
4.37%
0.00%

435
115
24,137
1,468
6,630
37,147
7,695
817
6,879
5,544
23,907
5,402
18,505
41

40.10%
18.34%
45.74%
33.43%
46.50%
50.27%
21.12%
37.40%
20.12%
90.98%
71.19%
72.60%
70.79%
-

1.19%

36,203

46.79%

1.09%

44,520

46.59%

0.99%

52,357

46.75%

1.41%

38,676

48.28%

1.56%

51,028

48.40%

1.37%

61,874

48.19%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Spain

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:
Retail - SME
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

56.7%
49.2%
57.1%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
1,128
1,185
0
2,313
11

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
15,094
28,103
76,090
0
20,490
75,210
59,957
2,002
57,955
3,750
11,503
3,771
7,732
1,743
0
0
196,240
0

Defaulted
111
19
15,036
0
3,779
4,060
3,161
586
2,574
38
861
427
434
0
0
0
19,226
0

STA

Non-defaulted
36,079
2,296
15,857
11,166
988
4,330
2,717
0
2,717
547
1,066
285
781
175
51
20,598
79,385
0

F-IRB

9
3
1,118
656
8
55
37
0
37
3
14
1
13
0
0
4,203
5,388
0

0
0
0
0
0
0
0
0
0
0
0
0
0
3,771
767
0
4,538

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
4,087
7,297
44,468
0
11,790
20,715
13,840
390
13,451
742
6,132
1,908
4,224
4,837
0
0
81,405

Defaulted
21
3
1,850
0
430
462
289
34
255
9
163
92
72
0
0
0
2,336

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
41
585
15,109
10,882
733
2,264
1,095
0
1,095
8
1,161
149
1,011
175
17
22,605
40,796

14
0
584
3
8
70
50
0
50
3
17
1
16
0
0
4,262
4,930

0
0
0
0
0
0
0
0
0
0
0
0
0
0
10
0
10
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
87
34
1,217
0
513
1,284
618
24
594
72
593
209
384
39
0
0
2,661
0

Defaulted
32
9
8,215
0
1,964
1,953
1,128
233
895
41
784
415
369
0
0
0
10,209
0

Non-defaulted
0
1
582
344
12
53
29
0
29
2
22
5
18
0
26
163
825
0

as of 31/12/2014
Defaulted
5
0
506
403
42
76
19
0
19
20
38
13
25
0
0
0
587
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.20%
0.01%
1.43%
0.55%
2.59%
0.67%
0.45%
2.04%
0.40%
1.31%
1.55%
1.20%
1.72%
0.00%

23
47
11,832
807
3,087
3,898
2,075
298
1,776
191
1,633
690
942
39

39.78%
33.83%
48.99%
38.88%
45.99%
43.37%
32.47%
38.98%
31.23%
68.04%
75.31%
84.46%
68.84%
-

0.20%
0.01%
1.16%
0.48%
2.12%
0.55%
0.34%
1.71%
0.29%
1.21%
1.43%
1.00%
1.63%
0.00%

46
49
12,855
860
3,503
4,328
2,281
330
1,950
242
1,805
730
1,076
39

39.88%
30.53%
46.95%
39.46%
43.05%
40.47%
30.22%
38.22%
28.83%
61.68%
68.40%
77.09%
63.07%
-

0.20%
0.01%
0.94%
0.45%
1.65%
0.48%
0.26%
1.54%
0.22%
1.16%
1.39%
0.89%
1.64%
0.00%

69
52
13,648
909
3,803
4,693
2,436
358
2,078
289
1,968
764
1,204
39

39.98%
28.66%
45.50%
39.90%
41.12%
38.38%
28.36%
37.37%
26.88%
58.88%
64.08%
71.52%
59.90%
-

1.03%
0.04%
1.63%
0.66%
2.89%
1.10%
0.98%
2.11%
0.95%
1.38%
1.58%
1.25%
1.73%
0.00%

121
53
12,086
861
3,151
4,365
2,535
300
2,236
194
1,636
692
943
39

38.95%
28.08%
49.41%
42.85%
45.88%
42.87%
34.06%
39.20%
33.33%
67.54%
75.42%
84.81%
68.80%
-

1.06%
0.03%
1.96%
0.77%
3.50%
1.09%
0.94%
2.50%
0.89%
1.51%
1.69%
1.48%
1.79%
0.00%

242
60
14,096
946
3,872
5,218
3,107
354
2,753
258
1,853
763
1,090
39

39.48%
25.66%
48.34%
43.72%
43.19%
39.16%
31.38%
39.72%
30.40%
60.92%
68.95%
78.53%
62.95%
-

1.09%
0.02%
1.66%
0.67%
3.14%
0.93%
0.74%
2.55%
0.68%
1.38%
1.71%
1.51%
1.81%
0.00%

363
66
15,470
1,018
4,416
5,913
3,538
402
3,136
314
2,061
827
1,234
39

40.00%
24.64%
46.74%
44.30%
41.57%
36.75%
29.33%
39.89%
28.22%
58.29%
65.08%
74.01%
59.87%
-

0.88%

15,839

47.69%

0.72%

17,316

45.35%

0.59%

18,501

43.65%

1.18%

16,664

47.60%

1.31%

19,655

45.59%

1.11%

21,851

43.60%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

United Kingdom

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

61.6%
54.0%
61.6%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
4,414
0
2,219
0
0
0
0
0
0
0
0
6
1,148
0
5,568
81

0
0
128
0
38
0
0
0
0
0
0
0
0
0
0
0
128
0

0
7,681
17,740
0
0
192,547
184,842
0
184,842
5,390
2,315
0
2,315
0
0
0
217,967
0

0
0
0
0
0
3,849
3,745
0
3,745
64
40
0
40
0
0
0
3,849
0

34,890
2,476
21,915
6,533
682
9,455
1,581
1,476
105
2,908
4,966
460
4,507
29
0
10,940
79,706
0

0
0
499
307
39
311
85
0
85
28
199
0
199
0
0
0
810
0

0
0
3,435
0
1,634
0
0
0
0
0
0
0
0
22
1,251
0
4,707

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
1,897
4,413
0
0
32,381
27,315
0
27,315
2,350
2,716
0
2,716
0
0
0
38,692

0
0
0
0
0
235
206
0
206
17
12
0
12
0
0
0
235

0
750
21,261
6,207
439
6,560
744
707
37
2,181
3,635
256
3,380
29
0
3,000
31,600

0
0
260
0
39
409
85
0
85
49
275
0
275
0
0
0
669

0
0
13
0
3
0
0
0
0
0
0
0
0
0
7
0
20
0

0
0
83
0
22
0
0
0
0
0
0
0
0
0
0
0
83
0

0
1
4
0
0
421
318
0
318
66
37
0
37
0
0
0
426
0

0
0
0
0
0
392
332
0
332
20
40
0
40
0
0
0
392
0

0
0
122
41
2
237
160
160
0
35
42
0
42
0
0
0
359
0

0
0
375
228
52
174
113
0
113
42
19
0
19
0
0
0
549
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.01%
0.25%
0.07%
0.36%
0.25%
0.05%
0.00%
0.05%
1.97%
3.24%
0.08%
3.45%
0.00%

0
2
707
273
89
1,725
1,024
160
864
326
375
0
374
0

20.70%
32.08%
32.35%
37.10%
15.84%
9.33%
10.85%
9.31%
72.02%
55.43%
2.08%
57.24%
-

0.01%
0.24%
0.06%
0.34%
0.25%
0.05%
0.00%
0.05%
2.00%
3.41%
0.08%
3.64%
0.00%

0
3
811
277
99
2,217
1,115
160
955
488
614
1
613
0

20.70%
27.14%
27.05%
29.50%
17.33%
8.41%
10.85%
8.35%
78.87%
65.80%
2.09%
68.68%
-

0.01%
0.25%
0.06%
0.36%
0.25%
0.05%
0.00%
0.05%
1.97%
3.61%
0.09%
3.85%
0.00%

0
3
917
281
109
2,705
1,204
160
1,044
645
856
1
855
0

20.70%
24.48%
23.65%
25.25%
18.25%
7.85%
10.85%
7.76%
81.98%
70.96%
2.09%
74.46%
-

0.03%
0.31%
0.09%
0.42%
0.28%
0.07%
0.00%
0.07%
2.37%
3.29%
0.08%
3.50%
0.00%

0
4
733
275
92
1,812
1,074
160
914
359
379
0
378
0

20.70%
30.86%
31.18%
35.37%
16.42%
9.77%
10.85%
9.75%
74.12%
55.70%
2.09%
57.53%
-

0.03%
0.38%
0.09%
0.50%
0.35%
0.09%
0.00%
0.09%
3.45%
3.64%
0.09%
3.88%
0.00%

0
6
900
283
106
2,525
1,254
160
1,094
638
634
1
633
0

20.70%
25.45%
24.86%
26.97%
18.15%
8.96%
10.85%
8.90%
82.39%
66.46%
2.09%
69.40%
-

0.02%
0.39%
0.09%
0.54%
0.39%
0.10%
0.00%
0.10%
4.22%
3.83%
0.09%
4.08%
0.00%

0
7
1,062
288
121
3,309
1,453
160
1,293
966
890
1
889
0

20.70%
22.87%
20.99%
22.72%
18.96%
8.42%
10.85%
8.35%
85.92%
71.61%
2.09%
75.18%
-

0.24%

2,434

19.19%

0.24%

3,031

19.42%

0.24%

3,625

19.61%

0.27%

2,548

19.49%

0.34%

3,431

19.78%

0.38%

4,379

19.83%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Brazil

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

78.6%
0.0%
78.6%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
18,519
0
0
0
0
0
0
0
0
0
0
0
0
0
18,519
0

Defaulted
0
0
198
0
0
0
0
0
0
0
0
0
0
0
0
0
198
0

STA

Non-defaulted
29,867
4,472
16,201
674
2,818
36,791
4,175
0
4,175
5,837
26,779
7,063
19,716
914
488
12,637
101,370
44

F-IRB

0
0
477
0
209
1,139
65
0
65
168
906
48
858
0
0
85
1,701
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
10,463
0
0
0
0
0
0
0
0
0
0
0
0
0
10,463

Defaulted
0
0
31
0
0
0
0
0
0
0
0
0
0
0
0
0
31

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
157
1,488
14,601
660
1,990
24,134
1,236
0
1,236
4,379
18,518
3,600
14,918
914
891
10,925
53,111

0
0
525
0
234
1,335
56
0
56
184
1,095
53
1,042
0
0
89
1,949

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
2
371
6
150
901
34
0
34
274
592
207
386
0
0
2
1,276
0

as of 31/12/2014
Defaulted
0
0
1,135
0
605
1,728
37
0
37
510
1,180
144
1,036
0
0
15
2,878
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.22%
0.00%
1.44%
0.49%
7.23%
9.03%
0.21%
0.21%
10.66%
10.05%
15.11%
8.24%
0.00%

0
2
2,011
10
964
5,956
81
0
81
1,410
4,465
1,418
3,047
0

45.44%
52.37%
60.63%
45.72%
77.91%
76.48%
28.71%
28.71%
93.02%
74.06%
88.39%
68.90%
-

0.22%
0.00%
1.48%
0.44%
7.45%
8.90%
0.17%
0.17%
11.00%
9.95%
14.21%
8.54%
0.00%

1
2
2,515
12
1,158
8,890
88
0
88
1,990
6,812
2,249
4,564
0

45.55%
47.65%
59.18%
45.72%
79.87%
80.40%
24.08%
24.08%
99.16%
77.86%
88.75%
73.41%
-

0.22%
0.00%
1.29%
0.43%
6.77%
8.56%
0.11%
0.11%
10.92%
9.68%
13.59%
8.47%
0.00%

1
2
2,938
15
1,316
11,786
92
0
92
2,607
9,087
2,917
6,170
0

45.67%
45.18%
58.22%
45.72%
80.76%
84.84%
20.83%
20.83%
106.66%
81.92%
88.82%
79.00%
-

0.79%
0.00%
1.72%
0.80%
7.76%
10.31%
0.33%
0.33%
10.87%
11.74%
15.11%
10.53%
0.00%

2
2
2,129
12
989
6,700
86
0
86
1,422
5,192
1,418
3,773
0

44.88%
51.15%
61.42%
50.30%
79.27%
86.72%
29.65%
29.65%
93.21%
87.06%
88.39%
86.58%
-

0.80%
0.00%
3.04%
0.84%
12.91%
11.21%
0.45%
0.45%
11.96%
12.93%
16.99%
11.58%
0.00%

4
2
3,258
17
1,383
10,390
106
0
106
2,051
8,234
2,416
5,818
0

45.28%
46.06%
62.96%
50.30%
88.11%
91.33%
27.10%
27.10%
99.60%
91.57%
90.58%
91.99%
-

0.82%
0.00%
2.05%
0.44%
10.07%
10.48%
0.45%
0.45%
11.56%
12.20%
15.48%
11.20%
0.00%

5
2
3,911
20
1,604
13,875
124
0
124
2,711
11,040
3,155
7,885
0

45.68%
43.47%
61.50%
50.30%
88.80%
96.26%
25.35%
25.35%
107.70%
96.16%
90.85%
98.46%
-

4.99%

7,969

71.90%

4.77%

11,407

74.76%

4.37%

14,727

78.05%

5.72%

8,832

79.16%

6.57%

13,654

82.65%

5.59%

17,793

85.85%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Chile

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

40.3%
36.1%
40.7%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
3,136
0
0
0
0
0
0
0
0
0
0
0
0
0
3,136
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2,020
3,199
7,303
82
222
17,182
8,555
714
7,841
1,672
6,956
2,370
4,586
43
0
2,349
32,095
0

0
0
132
0
13
1,229
584
41
543
15
629
251
378
0
0
29
1,389
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
1,339
0
0
0
0
0
0
0
0
0
0
0
0
0
1,339

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

144
558
7,061
82
145
9,214
2,927
257
2,670
1,254
5,034
1,182
3,852
43
0
1,060
18,080

0
0
158
0
15
1,364
587
41
546
15
761
333
428
0
0
44
1,565

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
10
0
0
0
0
0
0
0
0
0
0
0
0
0
10
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
36
0
1
279
31
30
1
89
159
34
124
0
0
0
314
0

0
0
129
0
14
380
55
6
49
11
315
92
223
0
0
0
509
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.01%
0.08%
1.04%
1.03%
1.04%
1.91%
0.35%
0.46%
0.34%
5.69%
2.93%
2.43%
3.19%
0.00%

0
1
283
1
17
988
115
39
76
195
678
184
493
0

43.41%
14.57%
44.52%
39.85%
49.63%
28.44%
9.19%
12.80%
8.84%
64.78%
36.36%
29.09%
40.44%
-

0.01%
0.08%
1.05%
1.05%
1.05%
1.88%
0.20%
0.18%
0.21%
5.95%
3.06%
2.55%
3.32%
0.00%

0
3
389
2
19
1,294
132
40
91
286
876
241
636
0

43.41%
14.57%
43.00%
39.88%
48.22%
30.19%
8.48%
11.22%
8.19%
66.66%
37.87%
30.22%
42.14%
-

0.01%
0.08%
1.04%
1.04%
1.04%
1.74%
0.06%
0.00%
0.06%
5.87%
3.02%
2.52%
3.28%
0.00%

0
4
492
3
21
1,575
145
41
104
367
1,063
295
768
0

43.42%
14.57%
42.25%
39.89%
47.16%
31.10%
7.86%
10.14%
7.61%
67.43%
38.93%
31.19%
43.22%
-

0.01%
0.09%
1.15%
1.15%
1.15%
1.98%
0.51%
0.77%
0.49%
5.63%
2.90%
2.39%
3.16%
0.00%

0
2
300
1
17
999
130
42
88
194
675
184
492
0

42.31%
14.57%
46.08%
41.34%
51.49%
28.99%
10.81%
15.64%
10.34%
64.70%
36.32%
29.06%
40.40%
-

0.01%
0.10%
1.25%
1.24%
1.25%
2.19%
0.77%
1.26%
0.73%
6.04%
3.10%
2.60%
3.36%
0.00%

0
3
427
2
20
1,382
217
53
165
286
878
241
637
0

42.31%
14.57%
44.47%
41.39%
49.90%
32.66%
15.43%
21.42%
14.79%
66.68%
37.93%
30.26%
42.21%
-

0.01%
0.10%
1.13%
1.13%
1.13%
2.05%
0.79%
1.30%
0.74%
5.65%
2.91%
2.40%
3.17%
0.00%

0
5
538
3
23
1,831
355
67
287
369
1,107
318
789
0

42.32%
14.57%
43.72%
41.37%
48.80%
37.19%
21.92%
27.45%
21.29%
68.36%
41.01%
34.11%
44.82%
-

1.46%

1,272

31.16%

1.44%

1,686

32.50%

1.34%

2,071

33.18%

1.54%

1,301

31.97%

1.69%

1,812

34.89%

1.55%

2,374

38.39%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Mexico

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

53.9%
0.0%
53.9%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
2,504
9,327
0
1,100
0
0
0
0
0
0
0
0
109
0
0
11,941
0

0
0
345
0
6
0
0
0
0
0
0
0
0
0
0
0
345
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

7,642
227
2,662
1,284
0
10,186
4,870
0
4,870
2,211
3,105
1,651
1,454
18
0
2,918
23,653
0

0
0
87
82
0
251
134
0
134
51
66
34
32
0
0
24
361
0

0
690
5,432
0
851
0
0
0
0
0
0
0
0
379
0
0
6,502

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

241
106
2,500
1,123
0
4,969
1,417
0
1,417
1,658
1,894
803
1,091
18
0
2,213
10,047

0
0
5
0
0
226
109
0
109
51
66
34
32
0
0
31
262

0
1
45
0
11
0
0
0
0
0
0
0
0
0
0
0
46
0

0
0
139
0
1
0
0
0
0
0
0
0
0
0
0
0
139
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
8
6
0
93
10
0
10
40
43
0
43
0
0
0
101
0

0
0
6
6
0
230
95
0
95
59
76
40
36
0
0
0
235
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.05%
0.22%
0.32%
0.31%
0.45%
4.64%
0.42%
0.42%
10.71%
6.94%
4.01%
10.26%
0.00%

1
7
237
16
17
795
126
0
126
336
334
106
228
0

42.58%
14.02%
34.98%
10.03%
35.83%
62.77%
32.03%
32.03%
83.59%
71.48%
58.27%
81.81%
-

0.05%
0.22%
0.32%
0.29%
0.46%
4.28%
0.29%
0.29%
10.64%
6.53%
3.91%
9.67%
0.00%

2
13
275
19
22
1,203
140
0
140
544
519
166
353
0

42.61%
14.06%
36.33%
12.85%
38.11%
65.99%
27.10%
27.10%
88.60%
74.52%
59.32%
86.00%
-

0.05%
0.21%
0.33%
0.28%
0.48%
4.12%
0.20%
0.20%
10.87%
6.55%
3.93%
9.85%
0.00%

3
19
373
46
29
1,634
149
0
149
759
727
243
484
0

42.63%
14.08%
45.68%
35.85%
42.44%
69.82%
23.38%
23.38%
93.95%
80.11%
65.21%
91.29%
-

0.10%
0.25%
0.37%
0.50%
0.47%
4.85%
0.46%
0.46%
11.38%
7.09%
4.01%
10.59%
0.00%

2
8
251
19
17
817
128
0
128
350
339
106
233
0

42.64%
14.03%
37.12%
12.69%
36.03%
63.26%
31.97%
31.97%
84.42%
71.84%
58.27%
82.24%
-

0.10%
0.28%
0.41%
0.57%
0.51%
5.03%
0.52%
0.52%
12.47%
7.45%
3.94%
11.67%
0.00%

4
15
300
26
23
1,296
152
0
152
594
550
167
383
0

42.69%
14.06%
38.77%
17.54%
38.39%
66.76%
27.18%
27.18%
90.00%
75.84%
59.34%
87.41%
-

0.10%
0.31%
0.33%
0.35%
0.42%
4.57%
0.60%
0.60%
10.54%
7.68%
4.03%
12.39%
0.00%

7
24
410
59
29
1,782
186
0
186
803
793
250
544
0

42.74%
14.09%
49.65%
43.13%
43.20%
70.62%
25.53%
25.53%
95.32%
82.51%
66.49%
93.42%
-

1.91%

1,041

52.95%

1.72%

1,493

56.60%

1.62%

2,029

62.00%

2.02%

1,078

53.85%

2.04%

1,615

57.68%

1.77%

2,222

63.26%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk

(mln EUR, %)

United States

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

LTV % (as of
31/12/2013)
LTV % (as of
31/12/2013)

61.1%
0.0%
61.1%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
47
0
0
47
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
6,750
0
0
0
0
0
0
0
0
0
0
0
0
0
6,750
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
7,568
6,316
15,909
1,120
0
31,179
17,020
0
17,020
146
14,013
0
14,013
646
1,675
5,760
69,052
0

F-IRB
Defaulted

Non-defaulted

0
0
265
0
0
528
324
0
324
0
203
0
203
0
0
47
840
0

0
0
0
0
0
0
0
0
0
0
0
0
0
164
0
0
164

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
4,020
0
0
0
0
0
0
0
0
0
0
0
0
0
4,020

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
257
1,126
16,004
1,120
0
15,732
5,074
0
5,074
109
10,548
0
10,548
369
507
4,224
38,218

Defaulted

Non-defaulted

0
0
268
0
0
531
327
0
327
0
203
0
203
0
0
70
869

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
344
203
0
203
5
136
0
136
0
1
60
406
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
160
0
0
443
134
0
134
2
308
0
308
0
0
0
604
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.01%
0.01%
0.20%
0.04%
2.41%
0.16%
0.16%
6.73%
5.10%
5.10%
0.00%

0
1
206
0
0
1,549
364
0
364
17
1,169
0
1,169
0

40.86%
21.48%
32.39%
27.58%
49.87%
29.75%
29.75%
77.67%
55.46%
55.46%
-

0.01%
0.01%
0.18%
0.05%
2.24%
0.21%
0.21%
6.85%
4.91%
4.91%
0.00%

0
1
246
1
0
2,215
400
0
400
26
1,789
0
1,789
0

40.87%
21.68%
28.32%
25.80%
50.37%
30.09%
30.09%
77.52%
54.50%
54.50%
-

0.01%
0.01%
0.18%
0.06%
2.01%
0.20%
0.20%
6.70%
4.62%
4.62%
0.00%

0
2
286
2
0
2,785
434
0
434
34
2,317
0
2,317
0

40.87%
21.75%
25.55%
24.50%
50.52%
30.20%
30.20%
77.12%
54.13%
54.13%
-

0.01%
0.04%
0.57%
0.21%
2.90%
0.33%
0.33%
7.77%
5.97%
5.97%
0.00%

0
2
383
2
0
1,708
393
0
393
18
1,297
0
1,297
0

39.82%
21.76%
48.38%
37.92%
50.73%
30.96%
30.96%
77.61%
56.37%
56.37%
-

0.01%
0.03%
0.92%
0.51%
3.13%
0.53%
0.53%
8.02%
6.62%
6.62%
0.00%

0
4
587
8
0
2,637
482
0
482
29
2,126
0
2,126
0

39.83%
21.83%
41.16%
36.48%
51.46%
32.05%
32.05%
77.49%
56.01%
56.01%
-

0.01%
0.02%
0.88%
0.39%
2.79%
0.66%
0.66%
7.32%
5.98%
5.98%
0.00%

0
5
777
12
0
3,407
591
0
591
37
2,779
0
2,779
0

39.83%
21.85%
37.92%
35.61%
51.25%
32.74%
32.74%
77.12%
55.67%
55.67%
-

1.32%

1,756

46.24%

1.21%

2,462

46.20%

1.07%

3,072

45.86%

1.72%

2,093

50.12%

1.94%

3,228

48.92%

1.73%

4,189

47.81%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Portugal

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

63.6%
0.0%
63.6%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
87
0
87
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

247
1,057
6,161
0
2,509
17,897
14,901
0
14,901
458
2,538
691
1,846
0
0
0
25,362
0

0
2
744
0
307
948
574
0
574
35
339
144
195
0
0
0
1,695
0

6,117
190
2,227
632
425
928
53
1
52
0
875
140
735
105
0
1,984
11,552
0

0
0
304
218
0
39
21
1
20
0
18
3
14
0
0
251
594
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
92
0
92

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

284
760
4,675
0
1,989
4,065
2,959
0
2,959
109
997
321
676
0
0
0
9,784

0
0
143
0
50
133
68
0
68
7
58
33
25
0
0
0
276

34
84
2,010
581
213
655
25
0
25
0
629
78
551
105
0
2,249
5,137

0
0
112
0
0
51
32
2
31
0
19
4
15
0
0
252
415

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

1
1
76
0
53
106
57
0
57
5
45
17
27
0
0
0
184
0

0
0
292
0
73
458
198
0
198
19
241
108
133
0
0
0
750
0

0
0
21
7
7
13
0
0
0
0
13
0
13
0
0
0
34
0

0
0
63
38
0
48
0
0
0
0
48
12
36
0
0
0
111
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.62%
0.01%
1.05%
0.55%
1.20%
0.62%
0.39%
0.00%
0.39%
1.79%
1.48%
2.20%
1.25%
0.00%

4
1
542
49
170
807
377
0
377
32
397
155
242
0

39.36%
2.70%
31.56%
15.78%
24.23%
45.34%
35.66%
0.00%
35.71%
45.13%
60.87%
67.25%
57.18%
-

0.63%
0.01%
1.01%
0.45%
1.17%
0.65%
0.45%
0.00%
0.45%
1.72%
1.42%
2.18%
1.18%
0.00%

7
1
627
51
204
958
475
0
475
39
444
172
271
0

39.68%
3.56%
31.43%
16.47%
24.62%
42.50%
35.03%
0.00%
35.06%
41.44%
55.29%
62.56%
51.31%
-

0.64%
0.01%
1.02%
0.62%
1.17%
0.65%
0.46%
0.00%
0.46%
1.62%
1.39%
2.20%
1.13%
0.00%

11
1
707
55
235
1,082
549
0
549
46
487
189
298
0

39.99%
3.98%
31.27%
17.36%
24.74%
40.02%
33.36%
0.00%
33.38%
39.51%
51.82%
59.45%
47.76%
-

3.39%
0.02%
1.25%
0.85%
1.37%
0.72%
0.47%
0.00%
0.47%
1.88%
1.63%
2.42%
1.38%
0.00%

20
1
583
54
177
872
435
0
435
32
404
157
247
0

36.39%
3.28%
33.59%
17.74%
25.03%
48.78%
41.51%
0.00%
41.55%
45.10%
60.72%
66.84%
57.19%
-

3.74%
0.02%
1.40%
1.21%
1.52%
0.83%
0.60%
0.00%
0.60%
1.90%
1.72%
2.52%
1.46%
0.00%

39
2
703
62
222
1,077
574
0
574
41
462
177
285
0

38.17%
4.01%
33.72%
19.49%
25.85%
46.84%
42.29%
0.00%
42.32%
41.35%
55.00%
62.15%
51.17%
-

4.12%
0.03%
1.50%
0.89%
1.70%
0.85%
0.66%
0.00%
0.66%
2.02%
1.60%
2.47%
1.33%
0.00%

59
2
822
67
268
1,251
691
0
691
49
511
195
316
0

40.00%
4.36%
33.66%
20.62%
26.24%
45.05%
41.69%
0.00%
41.72%
39.46%
51.51%
59.01%
47.61%
-

0.72%

1,354

38.63%

0.73%

1,593

37.34%

0.73%

1,801

36.04%

0.90%

1,476

41.25%

1.02%

1,821

40.53%

1.06%

2,134

39.68%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Germany

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

69.5%
0.0%
69.5%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
1,194
711
3,179
0
0
26,639
6,142
0
6,142
0
20,496
0
20,496
5
0
516
32,245
0

F-IRB

0
0
136
0
0
215
57
0
57
0
158
0
158
0
0
0
351
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
142
3,179
0
0
17,700
2,328
0
2,328
0
15,372
0
15,372
5
0
411
21,438

0
0
182
0
0
220
51
0
51
0
169
0
169
0
0
0
403

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
14
0
0
264
3
0
3
0
261
0
261
0
0
0
278
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
22
0
0
750
33
0
33
0
717
0
717
0
0
0
772
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.01%
0.16%
0.67%
0.31%
0.31%
0.77%
0.77%
0.00%

0
0
41
0
0
1,191
54
0
54
0
1,137
0
1,137
0

21.08%
15.73%
69.00%
30.74%
30.74%
74.47%
74.47%
-

0.01%
0.15%
0.66%
0.30%
0.30%
0.77%
0.77%
0.00%

0
0
46
0
0
1,365
73
0
73
0
1,292
0
1,292
0

21.08%
17.21%
64.23%
28.59%
28.59%
70.15%
70.15%
-

0.01%
0.14%
0.65%
0.30%
0.30%
0.76%
0.76%
0.00%

0
0
83
0
0
1,534
91
0
91
0
1,444
0
1,444
0

21.08%
34.71%
61.23%
27.49%
27.49%
67.34%
67.34%
-

0.04%
0.20%
0.76%
0.44%
0.44%
0.85%
0.85%
0.00%

0
0
46
0
0
1,275
74
0
74
0
1,200
0
1,200
0

21.08%
18.34%
74.42%
41.22%
41.22%
79.30%
79.30%
-

0.03%
0.21%
0.81%
0.52%
0.52%
0.90%
0.90%
0.00%

0
0
53
0
0
1,487
106
0
106
0
1,381
0
1,381
0

21.08%
20.37%
68.86%
37.99%
37.99%
74.43%
74.43%
-

0.02%
0.21%
0.88%
0.64%
0.64%
0.95%
0.95%
0.00%

0
1
102
0
0
1,714
144
0
144
0
1,570
0
1,570
0

21.08%
42.92%
65.10%
36.27%
36.27%
71.17%
71.17%
-

0.60%

1,233

62.96%

0.59%

1,411

59.66%

0.59%

1,617

58.93%

0.68%

1,321

68.07%

0.73%

1,540

64.18%

0.79%

1,817

63.20%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Poland

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

52.4%
29.6%
53.8%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
5,900
1,340
7,974
0
197
12,903
7,277
437
6,840
119
5,507
1,241
4,266
213
0
992
29,322
0

F-IRB

0
0
361
0
7
237
119
10
109
1
117
62
55
0
0
16
614
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
8
341
6,944
0
167
7,116
3,052
232
2,820
90
3,975
674
3,301
213
0
656
15,279

0
0
425
0
9
228
103
10
93
1
123
66
57
0
0
23
676

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
105
0
0
157
62
0
62
0
95
13
82
0
0
0
262
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
440
0
16
578
118
24
94
34
426
172
255
0
0
0
1,017
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.06%
0.01%
0.45%
1.88%
1.85%
0.69%
1.58%
0.63%
2.97%
3.35%
4.98%
2.87%
0.00%

0
0
592
0
20
988
230
31
199
39
719
246
472
0

39.43%
20.87%
53.05%
54.72%
65.25%
46.07%
65.76%
43.20%
95.18%
71.89%
67.24%
74.97%
-

0.06%
0.01%
0.45%
1.87%
1.83%
0.64%
1.44%
0.59%
3.14%
3.44%
4.87%
3.04%
0.00%

0
0
651
0
23
1,216
276
37
239
43
898
301
597
0

39.46%
20.87%
53.07%
48.28%
62.08%
44.42%
63.57%
41.83%
90.86%
68.13%
64.33%
70.44%
-

0.06%
0.01%
0.47%
1.83%
1.90%
0.62%
1.43%
0.57%
3.43%
3.71%
5.16%
3.32%
0.00%

0
0
689
0
26
1,444
319
43
277
47
1,078
354
724
0

39.49%
20.87%
51.29%
44.65%
60.24%
43.46%
62.13%
41.04%
87.21%
65.91%
62.56%
67.82%
-

0.20%
0.03%
0.72%
2.10%
2.06%
0.88%
1.73%
0.82%
3.17%
3.61%
5.45%
3.07%
0.00%

0
0
612
0
22
1,025
246
31
214
40
739
252
487
0

39.39%
20.87%
51.33%
60.04%
65.41%
46.28%
65.47%
43.66%
96.98%
72.49%
66.84%
76.28%
-

0.20%
0.03%
0.90%
2.35%
2.36%
1.01%
2.07%
0.94%
3.53%
4.20%
7.03%
3.41%
0.00%

0
0
701
0
26
1,318
317
40
277
44
956
331
626
0

39.49%
20.87%
49.45%
52.27%
61.55%
44.31%
62.70%
42.04%
92.29%
68.26%
63.26%
71.53%
-

0.20%
0.02%
0.57%
2.67%
2.27%
1.00%
1.74%
0.96%
3.56%
4.08%
6.54%
3.45%
0.00%

0
1
744
0
31
1,591
387
47
340
49
1,155
394
761
0

39.59%
20.87%
47.57%
47.66%
59.78%
43.24%
61.31%
41.21%
89.82%
66.56%
61.59%
69.68%
-

1.25%

1,580

60.15%

1.23%

1,867

58.70%

1.27%

2,133

57.13%

1.48%

1,637

59.39%

1.71%

2,020

56.82%

1.53%

2,336

55.38%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


P&L

Baseline Scenario
31/12/2013

Adverse Scenario

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

27,668

26,728

25,480

25,878

22,747

19,988

660

1,102

1,322

385

937

1,213

-1,105

-663

-442

-1,379

-828

-552

3,130

-571

-571

-571

-571

-571

-571

22,620

17,567

17,326

16,299

15,278

12,978

10,532

-14,495

-9,376

-8,323

-7,841

-11,883

-12,382

-10,866

-14,262

-9,374

-8,322

-7,841

-11,852

-12,363

-10,854

-234

-2

-1

-1

-31

-19

-13

-427

-225

-135

-90

-765

-459

-306

7,698

7,966

8,867

8,367

2,630

137

-640

100

Pre-Tax profit

7,797

7,966

8,867

8,367

2,630

137

-640

Tax

-2,276

-2,390

-2,660

-2,510

-789

-41

Net income

5,522

5,576

6,207

5,857

1,841

96

-640

Attributable to owners of the parent

4,370

4,554

5,285

5,132

1,041

-451

-961

3,526

3,643

4,228

4,106

833

-451

-961

208

(mln EUR)
Net interest income

27,671

Net trading income


of which trading losses from stress scenarios
Other operating income
Operating profit before impairments
Impairment of financial assets (-)
Impairment of financial assets other than instruments designated at fair value
through P&L (-)
Impairment Financial assets designated at fair value through P&L (-)
Impairment on non financial assets (-)
Operating profit after impairments from stress scenarios
Other Income and expenses

of which carried over to capital through retained earnings

911
1,057
1,026
844
of which distributed as dividends
In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


RWA

(mln EUR)
Risk exposure amount for credit risk

Baseline Scenario

Adverse Scenario

as of 31/12/2013

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

442,467

447,108

450,128

453,127

450,657

455,336

458,398

5,656

7,834

8,565

9,051

10,008

12,041

13,377

436,810

439,274

441,563

444,075

440,648

443,295

445,021

Risk exposure amount for market risk

31,546

31,646

31,646

31,646

39,363

39,363

39,301

Risk exposure amount for operational risk

65,943

65,943

65,943

65,943

65,943

65,943

65,943

293

293

293

293

293

293

293

540,248

544,990

548,010

551,008

556,256

560,935

563,935

Risk exposure amount Securitisation and re-securitisations


Risk exposure amount Other credit risk

Transitional floors for Risk exposure amount


AQR adjustments (for SSM countries only)
Total Risk exposure amount

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Securitisation
(mln EUR)
Exposure values

Risk exposure values

Impairments

Banking Book
Trading Book (excl. correlation trading positions under CRM)
Correlation Trading Portfolio (CRM)
Total
Banking Book
Trading Book (excl. correlation trading positions under CRM)
Total
Hold to Maturity porfolio
Available for Sale porfolio
Held for trading portfolio
Total

Baseline scenario

Adverse scenario

as of 31/12/2013

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

4,884
810
0
5,694
3,571
2,086
5,656
0
43

5,274
2,560
7,834
0
50

5,766
2,798
8,565
0
55

6,093
2,958
9,051
0
59

7,106
2,902
10,008
0
54

8,697
3,344
12,041
0
65

9,740
3,637
13,377
0
73

43

50

55

59

54

65

73

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

2
27
0
1
43
28
50
151
42
18
0
10
39
52
24
185
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5
0
0
0
0
0
0
5
0
0
0
0
0
0
0
0
0
2
0
5
2
48
9
66
5
50
121
58
118
147
110
609

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

2
27
-26
1
5
-39
20
-11
42
18
-28
-220
7
20
-8
-169
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5
0
0
0
0
0
0
5
0
0
0
0
0
0
0
0
0
2
-17
5
-2
23
2
13
5
-112
-174
-363
-196
-82
6
-916

2
0
0
0
0
0
0
2
10
0
0
0
0
0
0
10
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
70
0
0
0
0
70

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
27
-26
1
5
-39
20
-13
32
18
-28
-220
7
20
-8
-179
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5
0
0
0
0
0
0
5
0
0
0
0
0
0
0
0
0
2
-17
5
-2
23
2
13
5
-112
-244
-363
-196
-82
6
-986

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
110
210
450
0
0
150
0
920
0
2
1
3
2
30
394
430

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
5
8
0
0
21
0
35
0
0
0
0
0
0
0
0

0
0
100
0
0
0
0
100
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
361
0
0
0
361
0
0
0
0
0
0
0
0

0
0
-6
0
0
0
0
-6
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-2
0
0
0
-2
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
29
0
0
191
0
0
0
220
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
22
0
0
22
0
0
0
0
0
0
0
0
0
0
0
0
22
0
0
22
104
243
360
426
59
0
0
1,192

0
0
0
0
0
0
0
0
0
0
0
5
0
0
0
5
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
1
0
0
0
3

0
0
0
0
0
0
0
0
-29
0
0
-42
0
0
0
-71
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-22
0
0
-22
0
0
0
0
0
0
0
0
0
0
0
0
-22
0
0
-22
-104
-36
-36
-103
15
0
0
-265

0
0
0
0
0
0
0
0
0
0
0
-1
0
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
0
0
0
-1

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Germany

Croatia

Greece

Hungary

Iceland

Ireland

Italy

Latvia

Liechtenstein

18
188
424
294
617
482
60
2,083
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
50
1,324
647
276
148
146
56
2,648
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

18
187
-425
177
-94
-56
14
-179
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
50
1,249
94
39
36
-78
-5
1,387
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
77
0
0
0
77
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

18
187
-425
177
-94
-56
14
-179
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
50
1,249
94
-38
36
-78
-5
1,310
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
110
150
0
0
350
610
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
59
0
0
0
0
0
0
59
0
0
0
0
0
0
0
0
370
1,000
600
750
1,350
744
0
4,814
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
4
12
0
0
68
84
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
6
16
23
34
100
22
0
200
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
771
50
821
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
131
0
0
0
0
0
0
131
0
0
0
0
0
0
0
0
0
108
0
0
0
0
0
108
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
-71
-5
-76
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-2
0
0
0
0
0
0
-2
0
0
0
0
0
0
0
0
0
-1
0
0
0
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

163
0
0
36
22
0
0
222
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-3
0
0
0
0
0
-3
0
0
0
0
0
0
0
0
0
0
4
0
0
0
0
4
0
193
87
-71
-18
0
0
191
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
3
0
0
0
5
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

-163
0
0
-54
-22
0
0
-240
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
0
0
0
3
0
0
0
0
0
0
0
0
0
0
-4
0
0
0
0
-4
0
-270
-160
91
115
0
0
-224
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
-1
0
0
0
0
-3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
19
62
70
49
75
3
297
96
0
0
0
0
0
0
96
1,424
494
567
249
917
1,079
349
5,079
327
774
59
109
663
774
102
2,808
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
1
1
7
10
8
6
36
43
24
17
109
162
127
101
583
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
19
46
60
-13
41
-58
115
96
0
0
0
0
0
0
96
1,424
494
567
249
893
1,053
349
5,030
327
774
59
109
663
774
102
2,808
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
96
0
0
0
0
0
0
96
1,373
474
497
221
863
1,037
305
4,770
278
634
17
0
501
647
0
2,076
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
19
46
60
-13
41
-58
115
0
0
0
0
0
0
0
0
48
17
70
21
20
3
38
216
6
117
25
0
0
0
1
149
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
742
1,122
2,802
1,496
12,333
0
0
18,495
0
0
0
0
0
0
0
0
101
0
83
0
0
0
0
184
0
8
0
0
0
0
10
18
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
17
19
107
91
932
0
0
1,166
0
0
0
0
0
0
0
0
1
0
8
0
0
0
0
9
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
500
917
2,753
0
1,750
6,635
3,431
15,986
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
16
0
0
0
0
14
30
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-12
-13
-95
0
-105
-598
-513
-1,337
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
30
4
0
0
11
0
0
45
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-7
-163
0
0
0
0
-170
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
0
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-30
-4
0
0
-11
0
0
-45
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
7
145
0
0
0
0
152
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-2
0
0
0
0
-2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Slovenia

Spain

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

0
0
0
0
0
0
0
0
1,035
3,331
1,771
4,384
6,436
17,841
5,647
40,446
0
0
0
0
0
0
0
0
204
99
5
2,322
889
1,287
506
5,312
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
599
0
0
0
0
0
0
599
4,453
108
0
0
0
0
0
4,561
795
28
466
21
36
652
1,243
3,241

0
0
0
0
0
0
0
0
869
475
344
2,183
3,266
2,561
2,022
11,720
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
4
2
1
9
14
11
8
49

of which: AFS
banking book

0
0
0
0
0
0
0
0
1,035
3,312
1,474
4,154
5,841
17,607
4,943
38,367
0
0
0
0
0
0
0
0
-510
-110
-172
1,862
307
1,185
-160
2,402
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
599
0
0
0
0
0
0
599
4,453
108
0
0
0
0
0
4,561
795
28
381
9
28
193
1,237
2,671

0
0
0
0
0
0
0
0
0
0
131
1,702
2,507
13,717
3,087
21,144
0
0
0
0
0
0
0
0
204
0
0
1,958
874
741
0
3,777
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
599
0
0
0
0
0
0
599
0
0
0
0
0
0
0
0
761
26
0
1
0
81
1,220
2,089

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
123
67
49
308
461
362
285
1,655
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
43
2,579
128
-89
-473
968
-452
2,704
0
0
0
0
0
0
0
0
-714
-110
-172
-96
-567
444
-160
-1,375
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
4,453
108
0
0
0
0
0
4,561
30
0
379
0
15
102
-6
519

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
1,656
499
753
1,158
2,324
2,433
1,643
10,466
0
0
0
0
0
0
0
0
0
0
18
10
0
0
30
58
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
32
11
29
42
128
108
267
617
0
0
0
0
0
0
0
0
0
0
1
1
0
0
5
7
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
1,444
361
191
372
553
1,910
1,332
6,162
0
0
0
0
0
0
0
0
12
0
0
0
0
0
0
12
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
-17
-2
-5
-22
-20
-434
-271
-771
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
47
36
0
0
0
83
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
100
0
-75
-50
0
0
0
-25

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
0
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-47
-36
0
0
0
-83
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-100
0
75
50
0
0
0
25

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
-1
0
0
0
-2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
China

Switzerland

Other advanced economies


non EEA

Other Central and eastern


Europe countries non EEA

Middle East

Latin America and the


Caribbean

Africa

Others

0
0
0
0
0
0
0
0
407
244
0
0
0
0
0
652
0
4
0
0
0
0
0
4
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
5,097
4,418
4,710
5,621
8,153
3,361
2,964
34,324
8
4
3
19
29
22
18
103
4
2
2
10
14
11
9
52

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
264
144
105
664
994
779
615
3,566
7
4
3
18
27
22
17
99
4
2
1
9
14
11
9
49

of which: AFS
banking book

0
0
0
0
0
0
0
0
407
244
0
0
0
0
0
652
0
4
0
0
0
0
0
4
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3,453
4,009
3,760
3,752
7,617
2,703
2,779
28,074
8
4
3
19
29
22
18
103
4
2
2
10
14
11
9
52

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
4
0
0
0
0
0
4
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
495
866
2,012
709
5,467
1,634
1,736
12,919
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
0
2
4
3
2
13
0
0
0
1
1
1
1
4
0
0
0
0
1
0
0
2

0
0
0
0
0
0
0
0
407
244
0
0
0
0
0
652
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2,693
2,998
1,643
2,377
1,153
287
425
11,576
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
515
168
41
192
68
19
8
1,010
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
2
0
22
6
7
0
40
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
763
2,938
17
41
298
0
68
4,125
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-20
-116
0
0
-16
0
-2
-155
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
138
155
-564
86
0
0
-185
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
5
24
9
0
0
39
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-73
-645
-1,479
-1,216
-90
0
0
-3,503
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-4
-13
-21
-7
0
0
-45
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notes and definitions


(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet).
'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Capital
Baseline Scenario
CRR / CRDIV DEFINITION OF CAPITAL

(mln EUR)
A

As of 31/12/2013

Adverse Scenario

As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016

OWN FUNDS

63,219

67,718

71,329

74,605

64,111

62,226

58,967

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying


transitional adjustments)

56,086

60,368

63,248

66,063

56,762

54,146

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own
capital instruments)

42,390

42,390

42,390

42,390

42,390

42,390

A.1.1.1

Of which: CET1 instruments subscribed by Government

COREP CODE

REGULATION

CA1 {1}

Articles 4(118) and 72 of CRR

50,426

CA1 {1.1.1}

Article 50 of CRR

42,390

CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)
and 42 of CRR

A.1.2

Retained earnings

41,782

45,425

49,653

53,759

42,615

42,164

41,202

CA1 {1.1.1.2}

Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)
of CRR

A.1.3

Accumulated other comprehensive income

-15,386

-15,275

-15,045

-15,025

-16,647

-15,675

-16,123

CA1 {1.1.1.3}

Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

-379

-379

-379

-379

-2,740

-2,081

-2,373

425

384

291

229

-35

-309

-493

CA1 {1.1.1.4}

Articles 4(117) and 26(1) point (e) of CRR

A.1.3.1
A.1.3.2

Of which: arising from unrealised gains/losses from Sovereign exposure in AFS


portfolio
Of which: arising from unrealised gains/losses from the rest of AFS portfolio

A.1.4

Other Reserves

A.1.5

Funds for general banking risk

A.1.6

Minority interest given recognition in CET1 capital

A.1.7
A.1.8

CA1 {1.1.1.5}

Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

6,012

6,390

6,733

7,003

6,308

6,511

6,630

CA1 {1.1.1.7}

Article 84 of CRR

Adjustments to CET1 due to prudential filters excluding those from unrealised


gains/losses from AFS portfolio

326

326

326

326

326

326

326

CA1 {1.1.1.9}

Articles 32 to 35 of and 36 (1) point (l) of CRR

Adjustments to CET1 due to prudential filters from unrealised gains/losses from


Sovereign Exposure in AFS portfolio

379

303

227

152

2,192

1,249

949

CA1 {1.1.1.10 +
1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles


4(115), 36(1) point (b) and 37 point (a) of CCR

A.1.9

(-) Intangible assets (including Goodwill)

-26,739

-25,974

-25,209

-24,444

-25,974

-25,209

-24,444

A.1.10

(-) DTAs that rely on future profitability and do not arise from temporary
differences net of associated DTLs

-4,828

-4,801

-4,760

-4,749

-4,720

-4,642

-4,649

CA1 {1.1.1.12}

Articles 36(1) point (c) and 38 of CRR

A.1.11

(-) IRB shortfall of credit risk adjustments to expected losses

CA1 {1.1.1.13}

Articles 36(1) point (d), 40 and 159 of CRR

A.1.12

(-) Defined benefit pension fund assets

-148

-158

-201

-334

-338

-1,045

-1,620

CA1 {1.1.1.14}

Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.13

(-) Reciprocal cross holdings in CET1 Capital

CA1 {1.1.1.15}

Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.14

(-) Excess deduction from AT1 items over AT1 Capital

CA1 {1.1.1.16}

Article 36(1) point (j) of CRR

A.1.15

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk
weight

-70

-70

-70

-70

-70

-70

-70

CA1 {1.1.1.17 to
1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;


Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)
of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and

CA1 {1.1.1.18.1}

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR

OWN FUNDS

A.1.15.1

A.1.16

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution does not have a significant investment

CA1 {1.1.1.22}

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and
79 of CRR

A.1.17

(-) Deductible DTAs that rely on future profitability and arise from temporary
differences

-2,320

-1,813

-1,242

-754

-2,962

-2,945

-3,267

CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and
48(2) of CRR

A.1.18

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution has a significant investment

CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);
49(1) to (3) and 79 of CRR

A.1.19

(-) Amount exceding the 17.65% threshold

CA1 {1.1.1.25}

A.1.20

Transitional adjustments

10,445

7,810

13,642

11,092

9,102

CA1 {1.1.1.6}

Article 470 of CRR

CA1 {1.1.1.6 + 1.1.8 +


1.1.26}

A.1.20.2

Transitional adjustments due to additional minority interests (+/-)

2,242

2,348

1,832

1,258

2,325

1,786

1,207

CA1 {1.1.1.8}

A.1.20.3

Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign


exposure in AFS (+/-)

12,446

11,277

8,613

6,551

11,317

9,306

7,894

CA1 {1.1.1.26}

Articles 483(1) to (3), and 484 to 487 of CRR

Articles 479 and 480 of CRR

Articles 469 to 472, 478 and 481 of CRR

A.2

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional


adjustments)

30

562

1,292

1,756

562

1,292

1,755

CA1 {1.1.2}

A.2.1

Of which: (+) Other existing support government measures

60,930

64,540

67,819

57,324

55,437

52,182

CA1 {1.1}

Article 25 of CRR

CA1 {1.2}

Article 71 of CRR

CA2 {1}

Articles 92(3), 95, 96 and 98 of CRR

A.3

TIER 1 CAPITAL (net of deductions and after transitional adjustments)

56,115

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

7,104

6,787

6,789

6,786

6,787

6,789

6,785

540,248

544,990

548,010

551,008

556,256

560,935

563,935

B.3
B.4
B.5
B.6

13,625

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)

B.2

CAPITAL RATIOS (%)


Transitional period

14,688

A.1.20.1

B.1

OWN FUNDS
REQUIREMENTS

Of which: from securitisation positions (-)

TOTAL RISK EXPOSURE AMOUNT


of which: stemming from exposures that fall below the 10% / 15% limits for
CET1 deduction (+)
of which: stemming from from CVA capital requirements (+)
of which: stemming from higher asset correlation parameter against exposures
to large financial institutions under IRB the IRB approaches to credit risk (+)
of which: stemming from the application of the supporting factor to increase
lending to SMEs (-)
of which: stemming from the effect of exposures that were previously part of
Risk Exposure amount and receive a deduction treatment under CRR/CRDIV ()
of which: others subject to the discretion of National Competent Authorities

Article 61 of CRR

18,466

Articles 36(1) points (a) and (i); Article 38 and Article 48 of


CRR

1,625

Article 381 to 386 of CRR

Articles 153(2) of CRR

-7,785

Recital (44) of CRR

Article 124 to 164 of CRR

C.1

Common Equity Tier 1 Capital ratio

10.38%

11.08%

11.54%

11.99%

10.20%

9.65%

8.94%

CA3 {1}

C.2

Tier 1 Capital ratio

10.39%

11.18%

11.78%

12.31%

10.31%

9.88%

9.25%

CA3 {3}

C.3

Total Capital ratio

11.70%

12.43%

13.02%

13.54%

11.53%

11.09%

10.46%

CA3 {5}

43,599

43,841

44,081

30,594

30,851

31,016

4,102

4,102

4,102

Common Equity Tier 1 Capital Threshold

Total amount of instruments with mandatory conversion into ordinary shares upon
a fixed date in the 2014 -2016 period (cumulative conversions) (1)

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under
the CRR provisions that convert into Common Equity Tier 1 or are written down
upon a trigger event (2)

Memorandum items
F.1

Of which: eligible instruments whose trigger is above CET1 capital ratio in the
adverse scenario (2)
Fully Loaded Common Equity Tier 1 Capital ratio (3)

10.57%

(1) Conversions not considered for CET1 computation


(2) Excluding instruments included in E
(3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

http://www.economiaciudadana.org/

7.33%

2014 EU-wide Stress Test - Restructuring scenarios


Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.
Baseline scenario
(mln EUR)

2013
2014
2015
2016
Total

Adverse scenario

CET1 impact

Risk exposure
amount impact

CET1 impact

Risk exposure
amount impact

0
0

http://www.economiaciudadana.org/

Narrative description of the transactions. (type, date of


completion/commitment, portfolios, subsidiaries, branches)

2014 EU-wide Stress Test


Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013
Baseline scenario

(mln EUR)

Adverse scenario

As of
31/12/2013

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)
TOTAL RISK EXPOSURE AMOUNT
COMMON EQUITY TIER 1 RATIO

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Major Capital Measures from 1 January to 30 September 2014
Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014
Impact on Common
Equity Tier 1
Million EUR

Issuance of CET 1 Instruments


Raising of capital instruments eligible as CET1 capital (+)

Repayment of CET1 capital, buybacks (-)

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+)

Net issuance of Additional Tier 1 and T2 Instruments


Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)
Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Losses

Impact on Additional
Tier 1 and Tier 2
Million EUR
0
4,192

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-)

Other material losses and provisions from 1 January to 30 September 2014 (-)

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Bank Name

ES - Banco Bilbao Vizcaya Argentaria, S.A.

LEI Code

K8MS7FD7N5Z2WQ51AZ71
ES

NUK_WL_NR_XX
version
1809014
No restructuring

http://www.economiaciudadana.org/

2014 EU-wide Stress Test

2014 EU-wide Stress Test

Summary Adverse Scenario

Summary Baseline Scenario

ES - Banco Bilbao Vizcaya Argentaria, S.A.

ES - Banco Bilbao Vizcaya Argentaria, S.A.

Actual figures as of 31 December 2013


Operating profit before impairments

mln EUR, %
9,266
7,748

Impairment losses on financial and non-financial assets in the banking book


Common Equity Tier 1 capital

(1)

Total Risk Exposure (1)


Common Equity Tier 1 ratio, %

(1)

Outcome of the adverse scenario as of 31 December 2016

Actual figures as of 31 December 2013


Operating profit before impairments
Impairment losses on financial and non-financial assets in the banking book

36,383

Common Equity Tier 1 capital

345,041

Total Risk Exposure (1)

10.5%

Common Equity Tier 1 ratio, %

mln EUR, %

mln EUR, %
9,266
7,748
36,383

(1)

345,041
(1)

Outcome of the baseline scenario as of 31 December 2016

10.5%
mln EUR, %

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

17,981
15,880

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

3 yr cumulative losses from the stress in the trading book

2,079

3 yr cumulative losses from the stress in the trading book

1,630

Common Equity Tier 1 capital

38,028

736

Valuation losses due to sovereign shock after tax and prudential filters
Common Equity Tier 1 capital
Total Risk Exposure

(1)

(1)

Common Equity Tier 1 ratio, % (1)

(1)

20,065
11,004

34,196

Total Risk Exposure

381,341

Common Equity Tier 1 ratio, % (1)

10.6%

Memorandum items
Common EU wide CET1 Threshold (8.0%)

mln EUR
28,687

(1)

358,592

9.0%

Memorandum items

mln EUR

Common EU wide CET1 Threshold (5.5%)

20,974

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2014 -2016 period (cumulative conversions) (2)

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions
that convert into Common Equity Tier 1 or are written down upon a trigger event (3)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse
scenario (3)

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.
(2) Conversions not considered for CET1 computation
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk
Exposure values (as of 31/12/2013)
F-IRB
LTV % (as of
31/12/2013)

A-IRB

Risk exposure amounts (as of 31/12/2013)


STA

F-IRB

A-IRB

Value adjustments and provisions (as of 31/12/2013)


STA

F-IRB

A-IRB

Baseline Scenario

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
8,443
0
0
8,443
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

3,077
85,346
79,189
11,722
9,470
83,013
68,364
1,013
67,352
9,101
5,547
0
5,547
375
910
0
251,911
0

37
212
10,455
468
6,340
4,696
4,106
225
3,881
172
418
0
418
0
0
0
15,400
0

96,387
18,750
69,552
0
19,005
93,552
50,180
6,140
44,040
6,082
37,290
11,903
25,386
0
4,783
27,139
310,164
0

125
86
2,551
0
2,101
5,657
2,889
1,879
1,010
105
2,663
1,696
967
0
0
256
8,675
0

0
0
0
0
0
0
0
0
0
0
0
0
0
12,147
0
0
12,147

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

178
13,441
48,140
11,167
9,097
20,129
9,621
315
9,306
7,540
2,968
0
2,968
1,338
1,189
0
84,414

36
167
7,084
0
4,453
3,269
3,015
173
2,842
110
144
0
144
0
0
0
10,556

20,666
5,679
66,706
0
18,228
50,159
19,010
2,668
16,342
4,598
26,552
8,327
18,225
0
1,726
28,037
172,973

122
94
2,509
0
2,035
6,125
3,574
2,466
1,108
102
2,450
1,650
800
0
0
245
9,096

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2
42
550
35
212
489
82
2
80
365
41
0
41
0
0
0
1,083
0

0
34
6,167
265
3,580
1,077
594
41
553
167
316
0
316
0
0
0
7,279
0

77
26
1,225
11
515
1,572
746
72
674
87
739
200
539
0
0
70
2,970
0

18
34
928
0
419
3,398
1,383
467
917
97
1,917
1,009
908
0
0
75
4,453
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

(mln EUR, %)

ES - Banco Bilbao Vizcaya


Argentaria, S.A.

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

63.1%
70.8%
62.5%

Adverse Scenario

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Impairment Stock of Coverage Ratio - Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Coverage
Stock of
Impairment Stock of
Impairment Stock of
Impairment rate
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.14%
0.05%
0.44%
1.10%
0.28%
0.62%
0.26%
4.46%
2.20%
1.93%
2.30%
0.00%

113
267
10,991
0
0
11,626
5,011
1,765
3,245
1,453
5,162
2,198
2,964
0

29.50%
31.26%
55.05%
51.98%
41.76%
62.94%
34.04%
68.76%
63.29%
62.07%
64.37%
-

0.14%
0.03%
0.40%
0.95%
0.20%
0.56%
0.18%
3.86%
2.06%
1.72%
2.20%
0.00%

158
301
11,601
0
0
13,271
5,255
1,806
3,449
2,007
6,009
2,394
3,616
0

32.39%
27.89%
53.26%
50.36%
39.18%
61.93%
31.75%
66.69%
60.53%
59.71%
61.14%
-

0.14%
0.02%
0.35%
0.87%
0.18%
0.55%
0.16%
3.54%
1.99%
1.60%
2.14%
0.00%

203
318
12,127
0
0
14,748
5,475
1,845
3,631
2,482
6,790
2,569
4,221
0

34.02%
26.07%
51.93%
49.22%
37.23%
61.07%
30.07%
65.64%
58.78%
58.07%
59.24%
-

0.73%
0.10%
0.63%
1.45%
0.46%
0.91%
0.43%
5.15%
2.87%
2.55%
2.99%
0.00%

314
313
11,279
0
0
12,238
5,228
1,786
3,442
1,559
5,451
2,272
3,180
0

37.65%
27.61%
55.14%
53.04%
42.24%
63.01%
34.96%
70.59%
64.88%
63.12%
66.38%
-

0.76%
0.15%
0.81%
1.59%
0.55%
1.25%
0.51%
5.05%
3.37%
3.17%
3.44%
0.00%

554
476
12,548
0
0
15,085
5,929
1,892
4,037
2,290
6,866
2,630
4,236
0

38.67%
23.57%
52.99%
51.76%
39.67%
62.20%
33.09%
68.89%
63.08%
60.98%
64.56%
-

0.75%
0.07%
0.70%
1.28%
0.41%
1.06%
0.37%
4.05%
2.95%
2.47%
3.14%
0.00%

786
551
13,576
0
0
17,225
6,413
1,965
4,448
2,817
7,995
2,892
5,103
0

39.06%
22.33%
51.73%
50.52%
37.64%
61.17%
31.50%
67.48%
61.68%
59.73%
62.89%
-

0.58%

22,996

52.84%

0.49%

25,331

50.99%

0.44%

27,395

49.71%

0.82%

24,145

53.07%

0.93%

28,663

50.90%

0.76%

32,137

49.54%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Spain

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:
Retail - SME
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

63.1%
70.8%
62.5%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
4,738
0
0
4,738
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
413
41,817
48,181
4,631
9,312
75,187
67,912
993
66,918
1,740
5,534
0
5,534
375
910
0
166,883
0

Defaulted
0
204
10,033
162
6,336
4,528
4,089
224
3,865
21
418
0
418
0
0
0
14,765
0

STA

Non-defaulted
47,909
7,506
8,814
0
3,341
24,442
14,966
2,803
12,163
758
8,717
4,317
4,400
0
229
10,441
99,340
0

F-IRB

55
57
2,116
0
1,889
4,215
2,360
1,818
543
61
1,793
1,445
348
0
0
230
6,673
0

0
0
0
0
0
0
0
0
0
0
0
0
0
6,261
0
0
6,261

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
15
7,986
30,951
4,328
8,947
12,595
9,431
292
9,139
200
2,964
0
2,964
1,338
1,189
0
54,074

Defaulted
0
167
7,015
0
4,450
3,155
3,002
173
2,829
9
144
0
144
0
0
0
10,337

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
3,070
1,347
8,646
0
3,339
11,104
5,376
1,007
4,368
569
5,159
2,641
2,517
0
637
6,909
31,713

60
62
2,097
0
1,851
4,953
3,103
2,402
701
57
1,793
1,445
348
0
0
221
7,394

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
1
32
494
16
212
126
82
2
79
3
41
0
41
0
0
0
652
0

Defaulted
0
26
5,936
106
3,579
922
591
41
550
16
316
0
316
0
0
0
6,885
0

Non-defaulted
10
6
366
0
309
289
228
4
223
1
60
7
53
0
0
0
670
0

as of 31/12/2014
Defaulted
0
7
476
0
227
2,079
819
397
422
40
1,220
751
469
0
0
17
2,580
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.20%
0.08%
0.52%
0.38%
0.19%
0.15%
0.19%
0.60%
1.48%
1.82%
1.33%
0.00%

70
188
8,927
0
0
6,332
3,724
1,571
2,153
100
2,507
1,489
1,018
0

40.00%
31.58%
55.68%
48.66%
42.77%
63.27%
33.62%
59.61%
60.20%
62.11%
57.25%
-

0.20%
0.05%
0.42%
0.29%
0.13%
0.11%
0.13%
0.50%
1.26%
1.60%
1.11%
0.00%

113
212
9,175
0
0
6,623
3,829
1,575
2,254
112
2,681
1,555
1,126
0

40.00%
29.24%
54.56%
46.90%
40.98%
62.72%
32.09%
56.38%
58.16%
60.48%
54.88%
-

0.20%
0.01%
0.32%
0.24%
0.10%
0.08%
0.10%
0.45%
1.04%
1.14%
1.00%
0.00%

157
218
9,357
0
0
6,857
3,913
1,578
2,335
123
2,821
1,600
1,221
0

40.00%
28.78%
53.82%
45.57%
39.61%
62.26%
30.96%
54.08%
56.66%
59.39%
53.11%
-

1.06%
0.17%
0.85%
0.71%
0.38%
0.37%
0.38%
1.03%
2.58%
2.88%
2.45%
0.00%

261
232
9,122
0
0
6,661
3,885
1,579
2,306
111
2,665
1,535
1,130
0

40.00%
27.88%
55.77%
49.52%
43.17%
63.25%
34.60%
61.94%
61.94%
63.33%
59.92%
-

1.06%
0.28%
0.99%
0.78%
0.42%
0.45%
0.42%
1.03%
2.89%
3.56%
2.61%
0.00%

489
367
9,697
0
0
7,427
4,230
1,596
2,634
136
3,060
1,681
1,380
0

40.00%
24.01%
54.44%
48.08%
41.24%
62.51%
33.52%
60.18%
61.18%
62.66%
59.32%
-

1.06%
0.11%
0.65%
0.57%
0.27%
0.31%
0.27%
0.86%
2.35%
2.84%
2.14%
0.00%

711
418
10,060
0
0
7,973
4,452
1,608
2,844
157
3,365
1,790
1,575
0

40.00%
23.38%
53.66%
46.97%
39.80%
61.95%
32.53%
58.78%
60.41%
62.00%
58.57%
-

0.33%

15,517

51.98%

0.26%

16,123

50.40%

0.20%

16,589

49.31%

0.65%

16,276

51.94%

0.73%

17,980

49.83%

0.52%

19,163

48.66%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Mexico

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
1,116
0
0
1,116
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

347
185
569
23
31
7,359
7
0
7
7,351
1
0
1
0
0
0
8,460
0

0
0
0
0
0
151
0
0
0
151
0
0
0
0
0
0
151
0

17,682
2,210
11,708
0
3,903
15,586
9,106
569
8,537
7
6,473
1,613
4,860
0
70
6,292
53,549
0

0
0
88
0
71
834
268
20
248
0
566
119
447
0
0
0
922
0

0
0
0
0
0
0
0
0
0
0
0
0
0
1,353
0
0
1,353

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2
24
393
21
47
7,343
4
0
4
7,339
0
0
0
0
0
0
7,763

0
0
0
0
0
101
0
0
0
101
0
0
0
0
0
0
101

1,153
1,059
10,507
0
3,502
8,321
3,462
336
3,126
5
4,854
1,209
3,645
0
58
2,519
23,618

0
0
56
0
44
576
224
17
207
0
352
74
277
0
0
0
632

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
1
0
0
362
0
0
0
362
0
0
0
0
0
0
363
0

0
0
0
0
0
151
0
0
0
151
0
0
0
0
0
0
151
0

27
8
112
11
47
407
201
14
187
0
206
22
185
0
0
0
554
0

0
0
127
0
102
522
291
10
281
0
231
88
143
0
0
0
649
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.27%
0.80%
4.00%
1.26%
4.02%
1.08%
7.37%
4.00%
3.10%
4.30%
0.00%

0
15
340
0
0
2,882
622
62
560
1,061
1,199
251
948
0

100.00%
20.00%
41.40%
65.28%
38.36%
75.42%
36.10%
71.86%
85.76%
81.08%
87.27%
-

0.17%
0.59%
3.23%
0.90%
2.86%
0.77%
6.24%
3.29%
2.49%
3.56%
0.00%

0
19
410
0
0
3,568
699
77
622
1,468
1,401
289
1,111
0

100.00%
20.00%
38.54%
62.20%
34.09%
72.47%
31.70%
69.74%
82.95%
78.20%
84.42%
-

0.19%
0.62%
3.08%
0.94%
3.01%
0.80%
5.80%
3.34%
2.56%
3.60%
0.00%

0
24
483
0
0
4,179
776
93
683
1,808
1,595
327
1,268
0

100.00%
20.00%
37.20%
60.22%
31.49%
70.68%
29.02%
68.74%
80.95%
76.13%
82.40%
-

0.30%
0.85%
4.52%
1.53%
4.74%
1.32%
8.33%
4.38%
3.57%
4.65%
0.00%

0
16
346
0
0
3,002
647
66
581
1,131
1,224
259
965
0

100.00%
20.00%
40.96%
66.50%
39.29%
78.96%
36.86%
73.62%
86.97%
82.82%
88.32%
-

0.26%
0.80%
4.10%
1.44%
4.12%
1.27%
7.77%
3.95%
3.22%
4.19%
0.00%

0
22
443
0
0
3,867
769
88
682
1,632
1,465
308
1,157
0

100.00%
20.00%
38.22%
63.21%
35.28%
76.30%
32.71%
71.23%
84.26%
80.41%
85.46%
-

0.26%
0.83%
3.55%
1.46%
3.98%
1.29%
6.25%
3.81%
3.10%
4.05%
0.00%

0
28
540
0
0
4,556
886
108
779
1,985
1,684
353
1,331
0

100.00%
20.00%
37.39%
61.06%
33.20%
74.18%
30.59%
70.00%
82.07%
78.31%
83.21%
-

2.64%

3,237

61.49%

2.07%

3,997

58.40%

1.96%

4,686

56.43%

2.96%

3,364

62.43%

2.65%

4,331

59.07%

2.29%

5,124

56.97%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

United States

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
99
0
0
99
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
591
1,770
4,056
881
27
16
15
0
14
1
1
0
1
0
0
0
6,434
0

Defaulted
0
0
12
12
0
0
0
0
0
0
0
0
0
0
0
0
12
0

STA

Non-defaulted
6,172
2,456
23,973
0
8,553
15,554
11,128
0
11,128
549
3,877
1,441
2,436
0
4,484
2,290
54,930
0

F-IRB

66
28
91
0
48
204
117
0
117
13
74
73
1
0
0
0
389
0

0
0
0
0
0
0
0
0
0
0
0
0
0
316
0
0
316

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
1
781
2,757
1,697
4
3
3
0
3
0
0
0
0
0
0
0
3,542

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
991
413
22,804
0
8,136
7,783
4,327
0
4,327
549
2,908
1,081
1,827
0
1,031
845
33,868

58
31
95
0
48
174
89
0
89
13
72
71
1
0
0
0
357

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
4
8
5
0
0
0
0
0
0
0
0
0
0
0
0
12
0

Defaulted
0
0
3
3
0
0
0
0
0
0
0
0
0
0
0
0
3
0

Non-defaulted
24
6
197
0
66
296
66
0
66
24
206
73
134
0
0
0
522
0

as of 31/12/2014
Defaulted
15
24
19
0
5
105
66
0
66
11
28
28
0
0
0
0
163
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.00%
0.02%
0.14%
0.39%
0.22%
0.21%
0.22%
2.05%
0.65%
0.42%
0.79%
0.00%

26
35
325
0
0
467
156
0
156
50
261
107
154
0

18.47%
44.13%
42.63%
35.25%
30.99%
34.14%
30.99%
63.64%
35.38%
29.72%
50.61%
-

0.00%
0.01%
0.10%
0.31%
0.15%
0.15%
0.15%
1.82%
0.56%
0.34%
0.69%
0.00%

26
35
354
0
0
515
173
0
173
60
282
112
170
0

18.40%
43.03%
39.55%
37.35%
32.20%
35.51%
32.20%
63.91%
38.09%
30.62%
50.32%
-

0.00%
0.01%
0.09%
0.29%
0.14%
0.14%
0.14%
1.75%
0.53%
0.31%
0.66%
0.00%

26
36
379
0
0
559
188
0
188
69
302
116
186
0

18.34%
42.15%
37.78%
38.61%
32.88%
36.15%
32.88%
64.00%
39.61%
31.26%
50.11%
-

0.00%
0.02%
0.22%
0.49%
0.30%
0.27%
0.30%
2.25%
0.77%
0.53%
0.91%
0.00%

26
35
347
0
0
482
165
0
165
51
265
109
156
0

18.40%
43.78%
47.06%
37.42%
33.42%
37.72%
33.42%
64.97%
37.33%
30.78%
54.33%
-

0.00%
0.07%
0.48%
0.83%
0.63%
0.57%
0.63%
3.02%
1.11%
0.87%
1.25%
0.00%

26
39
487
0
0
626
243
0
243
67
315
121
194
0

18.34%
39.90%
42.68%
43.91%
39.95%
53.12%
39.94%
65.80%
44.87%
33.29%
61.21%
-

0.00%
0.06%
0.35%
0.68%
0.48%
0.45%
0.48%
2.76%
0.96%
0.72%
1.11%
0.00%

26
41
582
0
0
733
301
0
301
81
351
131
220
0

18.27%
37.05%
39.66%
45.18%
41.64%
49.26%
41.64%
65.81%
45.52%
34.31%
57.92%
-

0.20%

852

36.61%

0.15%

930

37.03%

0.14%

999

37.22%

0.27%

890

39.27%

0.52%

1,177

41.91%

0.40%

1,383

41.34%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Venezuela

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
63
0
0
63
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

58
3
15
0
0
15
13
0
13
1
1
0
1
0
0
0
92
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

10,829
727
3,732
0
0
6,819
896
423
472
1,417
4,506
299
4,207
0
0
916
23,023
0

0
0
52
0
0
87
11
5
6
18
57
4
53
0
0
6
144
0

0
0
0
0
0
0
0
0
0
0
0
0
0
120
0
0
120

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
1
6
0
0
5
4
0
4
0
0
0
0
0
0
0
12

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

10,772
379
3,678
0
0
4,845
403
201
202
1,062
3,380
224
3,155
0
0
437
20,111

0
0
52
0
0
85
11
5
6
18
56
4
52
0
0
5
142

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
81
0
0
135
18
9
9
28
89
6
83
0
0
0
216
0

0
0
44
0
0
73
10
5
5
15
48
3
45
0
0
0
116
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.00%
0.83%
2.39%
0.71%
1.13%
0.34%
3.09%
2.51%
1.37%
2.59%
0.00%

0
0
184
0
0
410
35
19
16
98
277
14
263
0

58.93%
58.23%
36.93%
48.39%
26.74%
66.90%
58.59%
47.31%
59.25%
-

0.00%
1.74%
3.39%
1.49%
2.39%
0.71%
4.28%
3.50%
2.04%
3.61%
0.00%

0
0
248
0
0
631
48
29
19
156
427
20
407
0

20.00%
49.75%
54.43%
30.39%
43.17%
19.15%
63.76%
55.45%
43.24%
56.15%
-

0.00%
1.74%
3.31%
1.47%
2.35%
0.70%
4.17%
3.43%
2.02%
3.53%
0.00%

0
0
309
0
0
832
61
38
22
208
563
26
538
0

20.00%
46.66%
52.84%
28.42%
41.49%
16.95%
62.25%
54.08%
41.68%
54.79%
-

0.00%
1.16%
2.95%
1.03%
1.65%
0.49%
3.82%
3.06%
1.70%
3.16%
0.00%

0
0
197
0
0
448
38
22
17
108
302
15
287
0

20.00%
55.97%
58.90%
35.15%
47.39%
24.30%
68.82%
59.60%
47.17%
60.33%
-

0.00%
2.87%
4.44%
2.47%
3.95%
1.17%
5.50%
4.51%
2.74%
4.64%
0.00%

0
0
311
0
0
738
63
41
22
182
493
23
470
0

20.00%
49.13%
54.41%
31.19%
46.99%
17.33%
64.69%
55.84%
42.89%
56.60%
-

0.00%
2.87%
4.32%
2.42%
3.88%
1.15%
5.32%
4.39%
2.69%
4.52%
0.00%

0
0
408
0
0
991
82
55
27
246
663
30
633
0

20.00%
45.99%
52.52%
28.84%
43.89%
15.66%
62.84%
54.29%
41.36%
55.06%
-

1.71%

594

58.42%

2.59%

879

53.17%

2.53%

1,140

51.16%

2.15%

645

58.08%

3.59%

1,050

52.83%

3.49%

1,399

50.53%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Turkey

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
53
0
0
53
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

121
39
53
0
0
0
0
0
0
0
0
0
0
0
0
0
214
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

4,756
1,098
6,244
0
605
5,185
1,496
600
896
1,266
2,422
891
1,531
0
0
976
18,258
0

0
0
30
0
0
48
13
5
8
10
26
13
13
0
0
18
95
0

0
0
0
0
0
0
0
0
0
0
0
0
0
103
0
0
103

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2
13
27
0
0
0
0
0
0
0
0
0
0
0
0
0
42

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

957
256
6,240
0
605
3,403
614
300
314
973
1,817
668
1,148
0
0
194
11,052

0
0
32
0
0
54
14
6
8
11
29
14
14
0
0
16
102

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
53
0
0
85
23
9
14
17
46
23
23
0
0
0
139
0

0
0
68
0
0
108
29
11
17
22
58
29
29
0
0
0
176
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.01%
0.29%
0.80%
0.15%
0.15%
0.15%
0.50%
1.35%
0.17%
2.04%
0.00%

0
0
155
0
0
247
53
21
32
49
144
60
84
0

1.00%
62.94%
55.69%
63.07%
63.07%
63.07%
61.85%
52.14%
81.03%
42.90%
-

0.01%
0.32%
0.81%
0.17%
0.17%
0.17%
0.52%
1.38%
0.19%
2.11%
0.00%

0
0
175
0
0
287
56
22
33
56
176
62
114
0

1.05%
52.98%
48.04%
57.99%
57.99%
57.99%
53.02%
44.87%
75.68%
38.32%
-

0.01%
0.32%
0.78%
0.16%
0.16%
0.16%
0.52%
1.33%
0.18%
2.10%
0.00%

0
0
195
0
0
326
58
23
35
62
206
64
142
0

1.03%
47.70%
44.26%
54.33%
54.33%
54.33%
48.29%
41.60%
71.46%
36.50%
-

0.01%
0.45%
1.05%
0.27%
0.27%
0.27%
0.66%
1.74%
0.25%
2.61%
0.00%

0
0
164
0
0
260
55
22
33
51
154
61
93
0

1.00%
61.28%
56.83%
63.34%
63.34%
63.34%
62.32%
53.71%
80.17%
45.58%
-

0.01%
0.48%
1.06%
0.29%
0.29%
0.29%
0.68%
1.75%
0.27%
2.67%
0.00%

0
0
194
0
0
313
60
24
36
59
194
63
131
0

1.03%
52.43%
50.24%
59.07%
59.07%
59.07%
54.42%
47.46%
74.56%
41.83%
-

0.01%
0.46%
1.00%
0.28%
0.28%
0.28%
0.66%
1.67%
0.26%
2.62%
0.00%

0
0
222
0
0
362
64
26
38
68
231
66
165
0

1.02%
48.13%
47.11%
56.25%
56.25%
56.25%
50.36%
44.73%
70.43%
40.36%
-

0.47%

402

56.88%

0.49%

463

48.08%

0.47%

521

43.68%

0.65%

425

56.78%

0.67%

508

49.03%

0.63%

585

45.37%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk

(mln EUR, %)

Peru

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

LTV % (as of
31/12/2013)
LTV % (as of
31/12/2013)

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
14
0
0
14
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
147
1
337
181
0
1
1
0
1
0
0
0
0
0
0
0
486
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
3,475
649
4,331
0
1,544
6,615
2,697
535
2,162
435
3,483
2,324
1,159
0
0
1,004
16,074
0

F-IRB
Defaulted

Non-defaulted

0
0
11
0
1
71
0
0
0
0
71
12
59
0
0
0
82
0

0
0
0
0
0
0
0
0
0
0
0
0
0
39
0
0
39

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
14
0
180
127
0
0
0
0
0
0
0
0
0
0
0
0
195

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
1,148
309
4,328
0
1,544
4,078
1,139
278
861
326
2,612
1,743
869
0
0
278
10,142

Defaulted

Non-defaulted

0
0
11
0
1
71
0
0
0
0
71
12
59
0
0
0
82

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
6
5
86
0
31
165
67
13
54
11
87
58
29
0
0
0
261
0

as of 31/12/2014
Defaulted
0
0
25
0
3
155
0
0
0
0
155
27
129
0
0
0
181
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.02%
0.04%
1.74%
0.18%
0.58%
0.08%
4.63%
2.59%
2.52%
2.72%
0.00%

0
5
115
0
0
435
72
16
56
31
332
143
189
0

20.00%
58.62%
55.64%
15.13%
43.36%
8.15%
65.87%
58.48%
48.78%
65.66%
-

0.02%
0.03%
1.54%
0.14%
0.45%
0.06%
4.22%
2.35%
2.29%
2.46%
0.00%

0
5
117
0
0
533
76
19
57
48
409
193
216
0

20.00%
52.00%
52.39%
15.16%
43.38%
8.18%
65.87%
55.23%
46.63%
64.05%
-

0.03%
0.05%
1.73%
0.19%
0.62%
0.09%
4.74%
2.66%
2.59%
2.80%
0.00%

0
5
119
0
0
638
81
22
59
66
492
247
245
0

20.00%
45.43%
50.35%
15.24%
43.46%
8.26%
65.89%
53.39%
45.73%
62.87%
-

0.05%
0.10%
2.14%
0.30%
0.94%
0.14%
5.54%
3.15%
3.06%
3.33%
0.00%

0
5
118
0
0
462
75
18
57
35
352
156
196
0

20.00%
51.36%
53.67%
15.50%
43.71%
8.51%
65.97%
57.69%
48.32%
65.36%
-

0.21%
0.32%
3.10%
0.71%
2.23%
0.33%
7.72%
4.48%
4.33%
4.78%
0.00%

0
8
136
0
0
676
106
37
69
72
497
249
248
0

31.96%
35.58%
49.18%
21.68%
61.06%
11.93%
73.84%
53.60%
45.96%
63.02%
-

0.03%
0.06%
1.73%
0.20%
0.62%
0.09%
4.75%
2.68%
2.61%
2.83%
0.00%

0
8
139
0
0
775
111
40
71
89
575
299
276
0

30.87%
34.23%
48.38%
20.75%
58.40%
11.43%
72.02%
52.55%
45.51%
62.24%
-

0.98%

555

55.86%

0.85%

655

52.30%

0.95%

763

49.94%

1.23%

585

53.35%

1.82%

819

47.46%

0.93%

922

46.74%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Chile

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
66
0
0
66
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

4
32
306
51
0
2
2
0
2
0
0
0
0
0
0
0
344
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

548
1,304
4,752
0
938
6,443
3,885
552
3,333
230
2,327
253
2,074
0
0
1,083
14,130
0

0
0
38
0
5
132
91
13
78
2
40
3
36
0
0
0
170
0

0
0
0
0
0
0
0
0
0
0
0
0
0
126
0
0
126

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
23
158
36
0
1
1
0
1
0
0
0
0
0
0
0
181

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

122
475
4,535
0
938
3,536
1,619
297
1,321
172
1,745
190
1,556
0
0
162
8,830

0
0
42
0
5
147
101
14
87
2
44
4
40
0
0
0
189

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
83
0
22
44
44
11
33
0
0
0
0
0
0
0
128
0

0
0
29
0
4
101
70
10
60
1
30
3
28
0
0
0
130
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.33%
1.28%
1.86%
0.20%
0.71%
0.11%
5.88%
4.24%
2.28%
4.47%
0.00%

0
5
185
0
0
270
122
25
97
15
133
8
124
0

20.00%
68.50%
41.50%
29.74%
37.63%
28.44%
58.35%
51.95%
32.11%
54.21%
-

0.26%
1.00%
1.68%
0.17%
0.61%
0.10%
5.43%
3.98%
2.23%
4.19%
0.00%

0
8
234
0
0
373
128
28
100
26
218
14
204
0

20.00%
71.96%
41.14%
24.87%
35.95%
23.04%
58.87%
52.84%
31.47%
55.34%
-

0.23%
0.91%
1.57%
0.16%
0.57%
0.09%
5.27%
3.86%
2.17%
4.07%
0.00%

0
11
279
0
0
465
134
31
103
36
295
18
276
0

20.00%
73.69%
40.99%
22.12%
35.04%
19.98%
59.07%
53.25%
31.27%
55.84%
-

0.35%
1.39%
2.18%
0.28%
1.09%
0.15%
6.01%
4.98%
3.29%
5.18%
0.00%

0
5
190
0
0
290
125
27
98
15
150
11
139
0

20.00%
70.21%
44.54%
30.36%
42.31%
28.38%
58.53%
57.88%
41.34%
59.77%
-

0.41%
1.71%
2.53%
0.40%
1.62%
0.20%
6.40%
5.90%
4.39%
6.09%
0.00%

0
11
276
0
0
445
140
36
105
29
276
21
255
0

21.66%
76.17%
45.46%
24.97%
45.04%
21.65%
59.15%
62.14%
45.48%
64.09%
-

0.85%
3.51%
3.33%
0.76%
3.07%
0.38%
8.19%
7.66%
5.67%
7.91%
0.00%

0
22
447
0
0
638
168
52
117
44
426
33
393
0

20.83%
79.76%
43.99%
20.71%
47.23%
16.31%
59.41%
64.13%
47.34%
66.11%
-

1.46%

459

46.46%

1.25%

615

46.59%

1.15%

755

46.66%

1.67%

486

49.16%

1.97%

733

51.06%

3.12%

1,108

51.33%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Colombia

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
138
0
0
138
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
61
63
0
0
2
1
0
1
0
1
0
1
0
0
0
125
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
1,586
631
1,645
0
83
6,899
2,916
391
2,526
404
3,579
731
2,848
0
0
1,045
11,805
0

F-IRB

3
0
100
0
67
11
0
0
0
0
11
11
0
0
0
0
114
0

0
0
0
0
0
0
0
0
0
0
0
0
0
197
0
0
197

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
16
26
0
0
0
0
0
0
0
0
0
0
0
0
0
43

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
3
410
1,645
0
83
4,071
1,084
198
886
303
2,684
548
2,136
0
0
386
6,513

3
0
102
0
68
11
0
0
0
0
11
11
0
0
0
0
116

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
6
0
172
0
0
54
54
8
46
0
0
0
0
0
0
0
233
0

as of 31/12/2014
Defaulted
2
0
73
0
0
8
0
0
0
0
8
8
0
0
0
0
82
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.15%
0.85%
1.62%
0.26%
0.74%
0.18%
4.56%
2.41%
3.41%
2.15%
0.00%

2
1
295
0
0
180
61
11
51
18
100
39
61
0

100.00%
20.00%
63.27%
43.88%
16.42%
43.86%
12.18%
57.40%
48.63%
51.92%
46.74%
-

0.17%
0.95%
1.69%
0.30%
0.84%
0.21%
4.79%
2.53%
3.58%
2.28%
0.00%

2
2
311
0
0
294
71
14
57
36
187
63
124
0

100.00%
21.51%
60.22%
42.83%
17.48%
46.41%
13.01%
57.42%
47.52%
48.54%
47.02%
-

0.18%
1.01%
1.72%
0.32%
0.90%
0.23%
4.92%
2.60%
3.67%
2.35%
0.00%

2
4
327
0
0
403
80
18
62
53
270
86
184
0

100.00%
20.96%
58.01%
42.18%
17.22%
45.55%
12.85%
57.47%
47.10%
47.25%
47.02%
-

0.15%
0.95%
1.86%
0.39%
0.83%
0.32%
4.94%
2.71%
3.68%
2.46%
0.00%

2
1
297
0
0
196
65
11
54
20
111
41
70
0

100.00%
20.00%
63.63%
48.27%
22.82%
46.51%
19.15%
61.00%
52.86%
53.81%
52.31%
-

0.59%
2.55%
3.05%
1.11%
2.48%
0.90%
7.46%
4.20%
5.44%
3.89%
0.00%

2
8
340
0
0
464
120
27
92
55
289
78
211
0

100.00%
31.64%
58.50%
52.46%
32.41%
68.88%
26.78%
70.46%
58.31%
49.84%
62.19%
-

0.33%
1.55%
2.14%
0.52%
1.45%
0.37%
5.88%
3.16%
4.34%
2.87%
0.00%

2
10
364
0
0
595
133
32
101
75
387
103
283
0

100.00%
28.17%
56.29%
48.48%
27.68%
61.35%
22.47%
66.63%
54.68%
48.25%
57.48%
-

1.35%

478

51.97%

1.42%

609

48.05%

1.44%

736

46.11%

1.54%

496

54.54%

2.73%

814

53.80%

1.85%

972

50.04%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

United Kingdom

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
68
0
0
68
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
38
17,818
1,851
805
4
172
169
4
164
1
2
0
2
0
0
0
19,878
0

Defaulted

STA

Non-defaulted

0
0
102
89
0
7
7
0
7
0
0
0
0
0
0
0
110
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
241
0
0
241

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
1
1,147
954
604
3
65
64
7
57
0
1
0
1
0
0
0
2,167

Defaulted
0
0
13
0
0
6
6
0
6
0
0
0
0
0
0
0
19

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
3
1
0
0
0
0
0
0
0
0
0
0
0
0
3
0

Defaulted
0
0
61
56
0
1
1
0
1
0
0
0
0
0
0
0
63
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.00%
1.04%
0.25%
0.25%
1.42%
0.22%
0.17%
0.14%
0.14%
0.00%

0
0
83
0
0
2
2
0
2
0
0
0
0
0

1.00%
38.10%
15.83%
15.68%
8.22%
16.21%
63.08%
52.21%
52.21%
-

0.00%
1.04%
0.23%
0.23%
1.34%
0.20%
0.17%
0.14%
0.14%
0.00%

0
0
101
0
0
2
2
0
2
0
0
0
0
0

1.07%
31.48%
14.21%
14.08%
8.22%
14.64%
61.72%
44.28%
44.28%
-

0.00%
1.00%
0.22%
0.22%
1.34%
0.20%
0.19%
0.15%
0.15%
0.00%

0
1
118
0
0
3
3
0
3
0
0
0
0
0

1.05%
28.35%
13.29%
13.17%
8.22%
13.70%
60.67%
39.43%
39.43%
-

0.00%
1.20%
0.65%
0.66%
3.28%
0.58%
0.35%
0.27%
0.27%
0.00%

0
0
86
0
0
3
3
0
3
0
0
0
0
0

1.00%
39.48%
18.51%
18.37%
14.90%
18.64%
64.53%
47.92%
47.92%
-

0.00%
1.46%
0.91%
0.92%
4.09%
0.85%
0.57%
0.43%
0.43%
0.00%

0
1
111
0
0
4
4
0
4
0
0
0
0
0

1.20%
32.40%
17.95%
17.83%
14.90%
18.11%
64.05%
38.39%
38.39%
-

0.00%
1.58%
1.12%
1.13%
4.67%
1.07%
0.74%
0.55%
0.55%
0.00%

0
1
137
0
0
6
6
0
6
0
0
0
0
0

1.12%
29.16%
17.70%
17.59%
14.90%
17.84%
63.77%
34.10%
34.10%
-

0.10%

85

35.39%

0.09%

104

28.86%

0.09%

121

25.72%

0.12%

89

35.56%

0.14%

117

28.28%

0.14%

144

25.07%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

France

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
11
0
0
11
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
3
12,593
4,581
1,442
89
28
26
1
25
1
1
0
1
0
0
0
17,205
0

Defaulted
0
0
7
0
4
2
2
0
2
0
0
0
0
0
0
0
9
0

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
43
0
0
43

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
616
2,395
1,066
90
16
15
2
13
0
0
0
0
0
0
0
3,027

Defaulted
0
0
6
0
2
2
1
0
1
0
0
0
0
0
0
0
7

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
5
2
0
0
0
0
0
0
0
0
0
0
0
0
5
0

Defaulted
0
0
3
0
2
0
0
0
0
0
0
0
0
0
0
0
3
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Adverse Scenario
as of 31/12/2015

as of 31/12/2014
Impairment rate

Coverage

Coverage

Stock

Stock

as of 31/12/2016
Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.00%
0.45%
0.84%
0.57%
0.57%
0.57%
6.68%
1.77%
1.77%
0.00%

0
0
29
0
0
1
1
0
1
0
0
0
0
0

1.00%
44.96%
23.65%
21.02%
16.84%
21.09%
56.33%
44.74%
44.74%
-

0.00%
0.45%
0.83%
0.59%
0.59%
0.59%
6.59%
1.74%
1.74%
0.00%

0
0
49
0
0
1
1
0
1
0
0
0
0
0

1.00%
44.83%
23.05%
19.95%
16.84%
20.03%
55.64%
39.65%
39.65%
-

0.00%
0.60%
0.92%
0.64%
0.64%
0.64%
8.03%
2.20%
2.20%
0.00%

0
0
76
0
0
1
1
0
1
0
0
0
0
0

1.10%
44.78%
22.71%
19.29%
16.84%
19.37%
55.37%
36.38%
36.38%
-

0.00%
0.68%
1.56%
1.21%
1.21%
1.21%
9.24%
2.53%
2.53%
0.00%

0
0
40
0
0
1
1
0
1
0
0
0
0
0

1.00%
50.89%
29.27%
26.44%
31.86%
26.34%
63.96%
44.93%
44.93%
-

0.00%
0.88%
2.01%
1.64%
1.64%
1.64%
11.30%
3.20%
3.20%
0.00%

0
0
86
0
0
1
1
0
1
0
0
0
0
0

1.09%
56.11%
31.39%
28.31%
35.96%
28.10%
63.49%
39.76%
39.76%
-

0.00%
1.14%
2.41%
2.05%
2.05%
2.05%
12.79%
3.71%
3.71%
0.00%

0
1
137
0
0
2
2
0
2
0
0
0
0
0

1.06%
54.21%
32.28%
29.30%
34.31%
29.13%
63.34%
37.24%
37.24%
-

0.12%

30

39.26%

0.12%

51

39.02%

0.16%

78

37.45%

0.19%

41

40.75%

0.24%

88

44.76%

0.30%

140

44.08%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


P&L

Baseline Scenario
31/12/2013

Adverse Scenario

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

14,279

13,433

13,637

14,613

13,166

12,586

-171

155

318

-395

21

229

-815

-489

-326

-1,040

-624

-416

-699

-701

-763

-890

-704

-814

-949

9,266

6,994

6,414

6,657

6,907

5,785

5,289

-6,705

-6,590

-2,342

-2,072

-7,752

-4,555

-3,534

-6,669

-6,590

-2,342

-2,072

-7,752

-4,555

-3,534

-36

-1,043

-20

-12

-8

1,518

403

4,072

4,585

-865

1,218

1,748

544

930

926

928

930

926

928

2,061

1,334

4,998

5,513

65

2,144

2,676

244

-400

-1,499

-1,654

-20

-643

-803

Net income

2,305

933

3,499

3,859

46

1,501

1,873

Attributable to owners of the parent

1,552

295

3,001

3,365

-499

1,275

1,666

819

200

1,703

1,614

-499

954

1,248

321

418

(mln EUR)
Net interest income

14,613

Net trading income


of which trading losses from stress scenarios
Other operating income
Operating profit before impairments
Impairment of financial assets (-)
Impairment of financial assets other than instruments designated at fair value
through P&L (-)
Impairment Financial assets designated at fair value through P&L (-)
Impairment on non financial assets (-)
Operating profit after impairments from stress scenarios
Other Income and expenses
Pre-Tax profit
Tax

of which carried over to capital through retained earnings

95
1,298
1,751
733
of which distributed as dividends
In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


RWA

(mln EUR)
Risk exposure amount for credit risk

Baseline Scenario

Adverse Scenario

as of 31/12/2013

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

289,273

298,807

300,763

302,290

307,697

318,167

321,186

3,001

4,165

4,864

5,328

6,908

9,252

10,812

286,271

294,641

295,900

296,962

300,789

308,915

310,374

Risk exposure amount for market risk

25,212

25,356

25,503

25,745

29,210

29,357

29,599

Risk exposure amount for operational risk

30,256

30,256

30,256

30,256

30,256

30,256

30,256

300

300

300

300

300

300

300

345,041

354,719

356,823

358,592

367,463

378,080

381,341

Risk exposure amount Securitisation and re-securitisations


Risk exposure amount Other credit risk

Transitional floors for Risk exposure amount


AQR adjustments (for SSM countries only)
Total Risk exposure amount

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Securitisation
(mln EUR)
Exposure values

Risk exposure values

Impairments

Banking Book
Trading Book (excl. correlation trading positions under CRM)
Correlation Trading Portfolio (CRM)
Total
Banking Book
Trading Book (excl. correlation trading positions under CRM)
Total
Hold to Maturity porfolio
Available for Sale porfolio
Held for trading portfolio
Total

Baseline scenario

Adverse scenario

as of 31/12/2013

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

5,619
224
0
5,844
2,915
86
3,001
0
542

4,019
147
4,165
0
556

4,681
183
4,864
0
562

5,121
207
5,328
0
571

6,658
249
6,908
0
568

8,905
347
9,252
0
606

10,400
412
10,812
0
665

542

556

562

571

568

606

665

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

2
1
0
6
0
7
2
17
3
96
115
7
44
11
52
327
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
39
627
154
0
10
35
10
874

0
0
0
0
0
0
0
0
0
0
0
0
0
0
33
33
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

2
1
0
6
0
1
2
10
3
17
108
-47
37
-80
44
82
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
29
601
154
-220
-12
-6
-3
543

0
0
0
4
0
0
0
4
0
4
19
0
15
0
0
38
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2
1
0
1
0
1
2
6
3
14
89
-47
22
-80
11
11
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
29
601
154
-220
-12
-6
-3
543

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
3
87
15
0
0
0
104
0
1
65
22
192
532
0
811
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
22
0
0
0
22
47
12
183
1
65
10
0
318

0
0
0
0
0
0
0
0
0
0
0
0
2
14
0
17
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
0
2

0
4
87
7
0
0
0
98
0
1
65
22
240
597
0
924
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
22
0
0
0
22
44
13
246
3
123
40
0
468

0
0
0
0
0
0
0
0
0
0
0
0
-1
-7
0
-9
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
-1
0
-2

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Germany

Croatia

Greece

Hungary

Iceland

Ireland

Italy

Latvia

Liechtenstein

41
612
6
94
42
247
22
1,064
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
6
39
0
65
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
71
275
495
1,121
495
500
557
3,514
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
6
0
4
4
0
77
0
91
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

39
578
-412
-30
-9
136
21
322
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
6
39
0
65
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
47
228
220
1,019
454
295
504
2,769
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
6
39
0
65
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
6
359
1,117
426
283
500
2,691
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

39
578
-412
-30
-9
136
21
322
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
41
222
-143
-102
29
-64
4
-13
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

163
0
131
0
219
0
0
512
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
1
0
0
0
0
0
0
0
0
11
11
0
0
0
0
0
22
0
8
794
216
194
325
21
1,558
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
2
15
1
19
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

163
0
131
0
255
0
0
549
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
0
0
3
0
0
0
0
0
0
0
0
11
11
0
0
0
0
0
22
0
7
855
197
245
392
54
1,751
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
-1
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
0
-3
-20
-1
-25
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
15
1,046
3
61
4
11
8
1,149
0
0
0
0
0
0
0
0
0
11
4
77
0
90
4
187
0
320
6
7
5
41
6
386
1
3
7
16
17
40
0
83
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
302
0
0
0
0
0
302
0
3
0
0
0
1
0
4
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
-28
-1
0
-3
-19
-89
-62
-203
0
0
0
0
0
0
0
0
1
1,012
-105
23
2
6
-6
934
0
0
0
0
0
0
0
0
0
11
4
77
0
90
4
187
0
320
6
2
5
40
1
375
1
0
7
16
17
39
0
79
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
4
0
0
0
0
2
0
6
0
0
0
0
0
0
0
0
0
11
4
77
0
90
4
187
0
0
0
0
0
19
0
19
1
0
1
0
16
39
0
57
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
-28
-1
0
-3
-19
-89
-62
-203
0
0
0
0
0
0
0
0
-3
1,012
-105
23
2
3
-6
927
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
18
6
2
5
21
1
53
0
0
6
16
1
0
0
23
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
73
0
0
73
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
75
33
0
75
0
0
183
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
207
0
0
207
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
75
33
0
75
0
0
183
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-3
0
0
-3
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Slovenia

Spain

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

0
0
0
0
0
0
0
0
6,431
5,384
2,942
6,850
12,809
11,741
6,861
53,019
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
8
8
0
37
0
0
0
0
0
37
0
0
0
0
0
0
0
0
471
19
2,204
19
87
352
2,072
5,224

0
0
0
0
0
0
0
0
5,627
3,407
716
974
3,379
4,015
4,048
22,165
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2,059
0
0
0
891
2,950

of which: AFS
banking book

0
0
0
0
0
0
0
0
6,431
5,169
2,502
6,772
12,682
11,737
6,498
51,791
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
8
8
0
37
0
0
0
0
0
37
0
0
0
0
0
0
0
0
471
19
2,197
11
47
338
2,067
5,150

0
0
0
0
0
0
0
0
45
801
1,712
5,679
8,133
5,469
2,501
24,339
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
8
8
0
37
0
0
0
0
0
37
0
0
0
0
0
0
0
0
80
19
141
19
20
155
993
1,427

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
759
961
74
118
693
1,467
-51
4,022
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
391
0
-5
-8
-25
21
0
373

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
202
231
825
271
420
904
966
3,819
0
0
0
0
0
0
0
0
0
9
0
0
0
0
0
9
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
0
31
0
52

0
0
0
0
0
0
0
0
9
2
17
8
24
76
170
306
0
0
0
0
0
0
0
0
0
9
0
0
0
0
0
9
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
2
0
2

0
0
0
0
0
0
0
0
600
71
550
44
20
512
75
1,872
0
0
0
0
0
0
0
0
0
41
0
0
0
0
0
41
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
-1
-2
-5
-3
0
-29
-8
-48
0
0
0
0
0
0
0
0
0
-22
0
0
0
0
0
-22
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
173
173
0
0
0
0
0
0
0
0
0
0
73
0
199
0
0
272
0
0
28
0
80
0
0
107
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
0
39
0
0
59
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
4
0
0
4
0
0
0
0
2
0
0
2
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
1
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
48
48
0
0
0
0
0
0
0
0
0
0
92
0
197
0
0
289
0
0
55
0
78
0
0
133
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
39
0
38
0
0
77
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
-25
-25
0
0
0
0
0
0
0
0
0
0
0
0
-1
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
China

Switzerland

Other advanced economies


non EEA

Other Central and eastern


Europe countries non EEA

Middle East

Latin America and the


Caribbean

Africa

Others

0
7
0
0
0
0
0
7
0
0
0
0
0
0
0
0
0
27
0
0
0
0
0
27
67
561
271
297
384
1,125
53
2,758
0
0
0
0
0
0
0
0
556
4,361
3,269
3,282
5,526
5,152
7,473
29,619
0
0
0
0
0
0
0
0
328
35
31
36
59
130
145
763

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
421
0
54
0
5,867
6,342
0
0
0
0
0
0
0
0
0
0
9
0
19
0
76
104

of which: AFS
banking book

0
7
0
0
0
0
0
7
0
0
0
0
0
0
0
0
0
27
0
0
0
0
0
27
67
561
271
297
384
1,125
53
2,758
0
0
0
0
0
0
0
0
540
4,118
3,187
3,219
5,155
4,858
6,448
27,525
0
0
0
0
0
0
0
0
328
35
21
11
57
121
107
680

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
0
0
0
0
0
3
66
554
270
296
384
1,124
52
2,745
0
0
0
0
0
0
0
0
129
1,555
1,541
608
2,973
1,712
236
8,754
0
0
0
0
0
0
0
0
0
0
0
0
3
2
2
7

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
7
0
0
0
0
0
7
0
0
0
0
0
0
0
0
0
24
0
0
0
0
0
24
1
7
1
1
1
2
1
13
0
0
0
0
0
0
0
0
412
2,564
764
2,595
2,128
2,112
345
10,919
0
0
0
0
0
0
0
0
328
35
12
11
35
119
29
569

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
14
75
55
55
115
185
0
499
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
15
10
8
12
7
0
55
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
497
384
1,267
692
19
93
174
3,128
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
0
-2
-10
-13
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
51
44
421
0
0
515
0
0
0
0
0
0
0
0
0
0
0
87
87
0
0
174
0
0
0
0
0
0
0
0
0
0
0
0
45
0
0
45
61
34
0
68
58
7
0
228
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
1

0
0
1
0
9
0
0
10
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
1
61
1
0
0
0
0
0
63
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
102
44
437
0
0
582
0
0
0
0
0
0
0
0
0
0
0
65
87
0
0
152
0
0
0
0
0
0
0
0
0
0
0
0
62
0
0
62
0
8
4
68
61
4
0
145
0
0
0
0
0
0
0
0
0
2
0
0
0
0
0
2

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
-9
0
0
0
0
0
-9
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notes and definitions


(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet).
'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Capital
Baseline Scenario
CRR / CRDIV DEFINITION OF CAPITAL

(mln EUR)
A

As of 31/12/2013

Adverse Scenario

As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016

OWN FUNDS

45,028

44,957

45,998

46,591

43,581

43,298

42,705

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying


transitional adjustments)

36,383

36,321

37,238

38,028

34,988

34,613

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own
capital instruments)

24,692

24,692

24,692

24,692

24,692

24,692

756

956

2,659

4,273

-3,658

-4,210

-4,430

510

510

510

186

-367

19,935

A.1.1.1

Of which: CET1 instruments subscribed by Government

A.1.2

Retained earnings

A.1.3

Accumulated other comprehensive income

A.1.3.1
A.1.3.2

Of which: arising from unrealised gains/losses from Sovereign exposure in AFS


portfolio
Of which: arising from unrealised gains/losses from the rest of AFS portfolio

A.1.4

Other Reserves

A.1.5

Funds for general banking risk

COREP CODE

REGULATION

CA1 {1}

Articles 4(118) and 72 of CRR

34,196

CA1 {1.1.1}

Article 50 of CRR

24,692

CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)
and 42 of CRR

257

1,211

2,459

CA1 {1.1.1.2}

Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)
of CRR

-4,577

-7,181

-6,940

-7,509

CA1 {1.1.1.3}

Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

510

-1,863

-1,043

-1,226

-587

-733

-964

-1,543

-1,928

19,935

19,935

19,935

19,935

19,935

19,935

CA1 {1.1.1.4}

Articles 4(117) and 26(1) point (e) of CRR

CA1 {1.1.1.5}

Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6

Minority interest given recognition in CET1 capital

934

934

934

934

934

934

934

CA1 {1.1.1.7}

Article 84 of CRR

A.1.7

Adjustments to CET1 due to prudential filters excluding those from unrealised


gains/losses from AFS portfolio

-186

367

352

293

771

926

771

CA1 {1.1.1.9}

Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8

Adjustments to CET1 due to prudential filters from unrealised gains/losses from


Sovereign Exposure in AFS portfolio

-510

-510

-306

-204

1,490

626

490

A.1.9

(-) Intangible assets (including Goodwill)

-8,034

-8,034

-8,034

-8,034

-8,034

-8,034

-8,034

CA1 {1.1.1.10 +
1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles


4(115), 36(1) point (b) and 37 point (a) of CCR

A.1.10

(-) DTAs that rely on future profitability and do not arise from temporary
differences net of associated DTLs

-1,057

-1,057

-1,057

-1,057

-1,057

-1,057

-1,057

CA1 {1.1.1.12}

Articles 36(1) point (c) and 38 of CRR

A.1.11

(-) IRB shortfall of credit risk adjustments to expected losses

-39

-57

-5

CA1 {1.1.1.13}

Articles 36(1) point (d), 40 and 159 of CRR

A.1.12

(-) Defined benefit pension fund assets

CA1 {1.1.1.14}

Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.13

(-) Reciprocal cross holdings in CET1 Capital

CA1 {1.1.1.15}

Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.14

(-) Excess deduction from AT1 items over AT1 Capital

CA1 {1.1.1.16}

Article 36(1) point (j) of CRR

A.1.15

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk
weight

-126

-126

-126

-126

-126

-126

-126

CA1 {1.1.1.17 to
1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;


Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)
of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and

-73

-73

-73

-73

-73

-73

-73

CA1 {1.1.1.18.1}

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR

OWN FUNDS

A.1.15.1

A.1.16

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution does not have a significant investment

CA1 {1.1.1.22}

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and
79 of CRR

A.1.17

(-) Deductible DTAs that rely on future profitability and arise from temporary
differences

CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and
48(2) of CRR

A.1.18

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution has a significant investment

-252

-274

-124

-643

-520

-443

CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);
49(1) to (3) and 79 of CRR

A.1.19

(-) Amount exceding the 17.65% threshold

-630

-647

-533

-396

-930

-836

-777

CA1 {1.1.1.25}

A.1.20

Transitional adjustments

4,518

4,296

3,277

2,295

4,918

3,859

2,865

CA1 {1.1.1.6 + 1.1.8 +


1.1.26}

CA1 {1.1.1.6}

A.1.20.1

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)

A.1.20.2

Transitional adjustments due to additional minority interests (+/-)

1,043

780

517

255

780

517

255

CA1 {1.1.1.8}

A.1.20.3

Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign


exposure in AFS (+/-)

3,475

3,516

2,759

2,041

4,138

3,341

2,610

CA1 {1.1.1.26}

Articles 483(1) to (3), and 484 to 487 of CRR

Articles 479 and 480 of CRR

Articles 469 to 472, 478 and 481 of CRR


973

969

1,219

1,450

947

1,182

1,423

CA1 {1.1.2}

A.2.1

Of which: (+) Other existing support government measures

37,290

38,457

39,479

35,935

35,795

35,619

CA1 {1.1}

Article 25 of CRR

CA1 {1.2}

Article 71 of CRR

CA2 {1}

Articles 92(3), 95, 96 and 98 of CRR

Article 61 of CRR

A.3

TIER 1 CAPITAL (net of deductions and after transitional adjustments)

37,356

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

7,672

7,667

7,540

7,113

7,646

7,504

7,085

345,041

354,719

356,823

358,592

367,463

378,080

381,341

Articles 36(1) points (a) and (i); Article 38 and Article 48 of


CRR

Article 381 to 386 of CRR

Articles 153(2) of CRR

Recital (44) of CRR

B.3
B.4
B.5
B.6

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional


adjustments)

B.2

CAPITAL RATIOS (%)


Transitional period

Article 470 of CRR

A.2

B.1

OWN FUNDS
REQUIREMENTS

Of which: from securitisation positions (-)

TOTAL RISK EXPOSURE AMOUNT


of which: stemming from exposures that fall below the 10% / 15% limits for
CET1 deduction (+)
of which: stemming from from CVA capital requirements (+)
of which: stemming from higher asset correlation parameter against exposures
to large financial institutions under IRB the IRB approaches to credit risk (+)
of which: stemming from the application of the supporting factor to increase
lending to SMEs (-)
of which: stemming from the effect of exposures that were previously part of
Risk Exposure amount and receive a deduction treatment under CRR/CRDIV ()
of which: others subject to the discretion of National Competent Authorities

Article 124 to 164 of CRR

C.1

Common Equity Tier 1 Capital ratio

10.54%

10.24%

10.44%

10.60%

9.52%

9.15%

8.97%

CA3 {1}

C.2

Tier 1 Capital ratio

10.83%

10.51%

10.78%

11.01%

9.78%

9.47%

9.34%

CA3 {3}

C.3

Total Capital ratio

13.05%

12.67%

12.89%

12.99%

11.86%

11.45%

11.20%

CA3 {5}

28,378

28,546

28,687

20,210

20,794

20,974

Common Equity Tier 1 Capital Threshold

Total amount of instruments with mandatory conversion into ordinary shares upon
a fixed date in the 2014 -2016 period (cumulative conversions) (1)

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under
the CRR provisions that convert into Common Equity Tier 1 or are written down
upon a trigger event (2)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the
adverse scenario (2)

Memorandum items
F.1

Fully Loaded Common Equity Tier 1 Capital ratio (3)

9.96%

(1) Conversions not considered for CET1 computation


(2) Excluding instruments included in E
(3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

http://www.economiaciudadana.org/

8.22%

2014 EU-wide Stress Test - Restructuring scenarios


Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.
Baseline scenario
(mln EUR)

2013
2014
2015
2016
Total

Adverse scenario

CET1 impact

Risk exposure
amount impact

CET1 impact

Risk exposure
amount impact

0
0

http://www.economiaciudadana.org/

Narrative description of the transactions. (type, date of


completion/commitment, portfolios, subsidiaries, branches)

2014 EU-wide Stress Test


Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013
Baseline scenario

(mln EUR)

Adverse scenario

As of
31/12/2013

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)
TOTAL RISK EXPOSURE AMOUNT
COMMON EQUITY TIER 1 RATIO

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Major Capital Measures from 1 January to 30 September 2014
Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014
Impact on Common
Equity Tier 1
Million EUR

Issuance of CET 1 Instruments


Raising of capital instruments eligible as CET1 capital (+)

Repayment of CET1 capital, buybacks (-)

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+)

Net issuance of Additional Tier 1 and T2 Instruments


Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)
Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Losses

Impact on Additional
Tier 1 and Tier 2
Million EUR
0
1,500

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-)

Other material losses and provisions from 1 January to 30 September 2014 (-)

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Bank Name

ES - Caja de Ahorros y Pensiones de Barcelona

LEI Code

7CUNS533WID6K7DGFI87
ES

NUK_WL_NR_XX
version
1809014
No restructuring

http://www.economiaciudadana.org/

2014 EU-wide Stress Test

2014 EU-wide Stress Test

Summary Adverse Scenario

Summary Baseline Scenario

ES - Caja de Ahorros y Pensiones de Barcelona

ES - Caja de Ahorros y Pensiones de Barcelona

Actual figures as of 31 December 2013


Operating profit before impairments

mln EUR, %
740
5,445

Impairment losses on financial and non-financial assets in the banking book


Common Equity Tier 1 capital

(1)

Total Risk Exposure (1)


Common Equity Tier 1 ratio, %

(1)

Outcome of the adverse scenario as of 31 December 2016

Impairment losses on financial and non-financial assets in the banking book

17,544

Common Equity Tier 1 capital

170,679

Total Risk Exposure (1)

10.3%

Common Equity Tier 1 ratio, %

mln EUR, %

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

Actual figures as of 31 December 2013


Operating profit before impairments

2,751
7,186

17,544

(1)

170,679
(1)

Outcome of the baseline scenario as of 31 December 2016


3 yr cumulative operating profit before impairments
3 yr cumulative impairment losses on financial and non-financial assets in the banking book

3 yr cumulative losses from the stress in the trading book

400

3 yr cumulative losses from the stress in the trading book

Valuation losses due to sovereign shock after tax and prudential filters

-34

Common Equity Tier 1 capital

Common Equity Tier 1 capital


Total Risk Exposure

(1)

(1)

Common Equity Tier 1 ratio, % (1)

mln EUR, %
740
5,445

(1)

10.3%
mln EUR, %
3,550
2,523
327
20,056

16,474

Total Risk Exposure

176,317

Common Equity Tier 1 ratio, % (1)

11.6%

Memorandum items
Common EU wide CET1 Threshold (8.0%)

mln EUR
13,878

(1)

173,474

9.3%

Memorandum items

mln EUR

Common EU wide CET1 Threshold (5.5%)

9,697

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2014 -2016 period (cumulative conversions) (2)

1,923

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions
that convert into Common Equity Tier 1 or are written down upon a trigger event (3)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse
scenario (3)

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.
(2) Conversions not considered for CET1 computation
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk
Exposure values (as of 31/12/2013)
F-IRB
LTV % (as of
31/12/2013)

Risk exposure amounts (as of 31/12/2013)

A-IRB

STA

F-IRB

A-IRB

Value adjustments and provisions (as of 31/12/2013)


STA

F-IRB

A-IRB

Baseline Scenario

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
19,038
0
0
19,038
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
35,923
0
11,603
110,888
98,505
7,191
91,313
3,109
9,274
3,843
5,432
0
118
0
146,930
0

0
0
14,135
0
8,260
8,395
7,874
2,285
5,589
14
507
306
201
0
0
0
22,530
0

48,658
8,692
19,325
7,866
1,641
13,631
9,591
297
9,294
102
3,938
695
3,243
0
301
19,062
109,669
0

192
0
1,463
322
446
745
648
128
520
2
95
27
68
0
0
8,393
10,794
0

0
0
0
0
0
0
0
0
0
0
0
0
0
43,992
0
0
43,992

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
27,628
0
6,452
24,808
20,363
2,677
17,686
839
3,606
1,579
2,027
0
3
0
52,438

0
0
1,321
0
729
698
672
198
474
0
26
22
4
0
0
0
2,019

1,832
1,749
14,938
6,727
1,557
5,451
3,708
221
3,486
87
1,656
378
1,278
0
245
20,626
44,840

280
0
942
244
196
560
457
74
382
1
102
8
94
0
0
9,681
11,464

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
1,352
0
549
710
590
97
493
1
118
47
72
0
0
0
2,061
0

0
0
6,564
0
3,442
2,039
1,737
620
1,117
9
293
185
108
0
0
0
8,603
0

32
2
1,924
103
934
1,309
1,005
407
598
17
287
105
181
0
25
877
4,170
0

5
0
1,536
342
390
412
322
64
257
3
88
68
20
0
0
6,078
8,032
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

(mln EUR, %)

ES - Caja de Ahorros y
Pensiones de Barcelona

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

54.3%
46.8%
54.8%

Adverse Scenario

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

Coverage
Coverage
Impairment Stock of Coverage Ratio - Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Coverage
Stock of
Impairment Stock of
Impairment Stock of
Impairment rate
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.30%
0.12%
1.10%
0.64%
1.72%
0.62%
0.59%
1.18%
0.54%
0.37%
0.91%
1.19%
0.76%
0.00%

127
12
11,730
494
5,436
5,188
4,203
1,263
2,940
45
941
450
490
0

22.53%
22.52%
44.85%
46.30%
40.74%
24.71%
21.97%
26.52%
20.55%
80.26%
58.06%
55.70%
61.28%
-

0.30%
0.14%
0.78%
0.52%
1.18%
0.40%
0.35%
0.80%
0.32%
0.33%
0.77%
0.97%
0.66%
0.00%

216
24
11,966
532
5,513
5,592
4,511
1,310
3,201
56
1,026
487
539
0

28.58%
22.51%
43.30%
43.63%
39.77%
23.67%
20.93%
25.60%
19.59%
78.96%
55.41%
51.85%
60.17%
-

0.29%
0.15%
0.60%
0.44%
0.91%
0.30%
0.25%
0.63%
0.22%
0.32%
0.70%
0.87%
0.61%
0.00%

305
36
12,153
565
5,574
5,893
4,723
1,345
3,378
66
1,104
520
584
0

31.50%
22.51%
42.25%
42.02%
39.07%
23.08%
20.28%
24.89%
19.01%
77.81%
53.80%
49.42%
59.54%
-

0.97%
0.19%
1.72%
1.12%
2.65%
0.98%
0.95%
1.82%
0.88%
0.46%
1.35%
1.85%
1.10%
1.58%

332
18
12,788
579
5,891
5,827
4,722
1,358
3,364
51
1,054
506
548
244

32.12%
22.51%
48.74%
50.94%
44.53%
27.64%
24.51%
28.84%
23.21%
94.31%
66.36%
62.38%
71.82%
90.00%

0.97%
0.31%
1.56%
1.33%
2.19%
0.78%
0.72%
1.54%
0.65%
0.51%
1.37%
1.85%
1.13%
1.58%

620
43
13,612
678
6,214
6,680
5,400
1,474
3,926
67
1,214
578
635
484

35.55%
22.51%
47.68%
46.54%
44.72%
26.89%
23.77%
28.57%
22.50%
92.59%
63.38%
57.70%
71.12%
90.00%

0.97%
0.30%
1.20%
1.14%
1.65%
0.60%
0.53%
1.20%
0.49%
0.50%
1.14%
1.50%
0.96%
1.58%

900
66
14,041
760
6,341
7,294
5,868
1,542
4,326
83
1,343
634
709
719

36.88%
22.51%
46.23%
44.39%
43.88%
26.35%
23.19%
27.90%
22.02%
92.51%
61.64%
54.94%
70.72%
90.00%

0.63%

17,057

36.48%

0.44%

17,798

34.73%

0.34%

18,386

33.66%

1.17%

19,208

40.15%

1.02%

21,438

38.92%

0.84%

23,022

37.83%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Spain

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:
Retail - SME
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

53.6%
46.6%
54.2%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
17,603
0
0
17,603
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
34,971
0
11,585
110,870
98,504
7,191
91,313
3,109
9,256
3,842
5,414
0
118
0
145,960
0

Defaulted
0
0
14,115
0
8,259
8,395
7,874
2,285
5,588
14
507
306
201
0
0
0
22,509
0

STA

Non-defaulted
48,237
7,734
18,676
7,189
1,674
13,671
9,625
311
9,314
103
3,944
699
3,245
0
301
19,062
107,681
0

F-IRB

192
0
1,489
314
459
753
654
130
524
2
97
29
68
0
0
8,393
10,827
0

0
0
0
0
0
0
0
0
0
0
0
0
0
41,505
0
0
41,505

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
26,047
0
6,234
24,530
20,110
2,672
17,437
834
3,586
1,578
2,008
0
3
0
50,580

Defaulted
0
0
1,314
0
727
692
666
198
468
0
26
22
4
0
0
0
2,006

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
1,831
1,528
13,042
5,499
1,542
5,359
3,617
221
3,396
87
1,655
378
1,278
0
245
20,626
42,631

280
0
903
210
191
544
441
74
367
1
102
8
94
0
0
9,681
11,409

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
1,304
0
529
693
578
94
484
1
115
45
70
0
0
0
1,997
0

Defaulted
0
0
6,330
0
3,321
1,967
1,676
599
1,077
8
283
178
104
0
0
0
8,296
0

Non-defaulted
31
2
1,868
100
901
1,268
971
393
578
17
281
102
179
0
25
877
4,071
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
5
0
1,491
330
377
402
314
62
252
3
85
66
19
0
0
6,078
7,975
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.30%
0.11%
1.12%
0.62%
1.72%
0.62%
0.59%
1.18%
0.54%
0.37%
0.91%
1.19%
0.76%
0.00%

126
10
11,348
473
5,253
5,095
4,134
1,222
2,912
44
917
437
480
0

22.49%
22.52%
43.51%
46.38%
39.40%
24.42%
21.78%
25.71%
20.55%
78.73%
56.54%
54.10%
59.89%
-

0.30%
0.13%
0.79%
0.49%
1.18%
0.40%
0.35%
0.80%
0.32%
0.33%
0.77%
0.97%
0.66%
0.00%

215
20
11,584
507
5,333
5,501
4,444
1,269
3,174
54
1,002
474
529
0

28.55%
22.51%
42.08%
43.84%
38.52%
23.42%
20.77%
24.87%
19.60%
77.89%
54.18%
50.55%
59.06%
-

0.29%
0.14%
0.61%
0.41%
0.90%
0.30%
0.25%
0.63%
0.22%
0.32%
0.70%
0.87%
0.61%
0.00%

303
30
11,769
535
5,394
5,802
4,657
1,305
3,352
65
1,081
506
574
0

31.48%
22.51%
41.10%
42.31%
37.88%
22.86%
20.13%
24.21%
19.01%
76.98%
52.75%
48.30%
58.60%
-

0.97%
0.18%
1.74%
1.06%
2.65%
0.98%
0.95%
1.82%
0.88%
0.46%
1.36%
1.85%
1.10%
1.66%

331
15
12,374
551
5,696
5,731
4,653
1,316
3,337
50
1,028
491
537
232

32.10%
22.51%
47.34%
51.19%
43.11%
27.34%
24.32%
28.00%
23.22%
92.53%
64.74%
60.71%
70.29%
90.00%

0.97%
0.29%
1.56%
1.24%
2.19%
0.78%
0.72%
1.54%
0.65%
0.51%
1.37%
1.85%
1.13%
1.66%

618
36
13,181
636
6,017
6,587
5,333
1,431
3,902
66
1,188
564
624
459

35.54%
22.51%
46.44%
47.00%
43.37%
26.65%
23.62%
27.82%
22.50%
91.43%
62.15%
56.44%
69.97%
90.00%

0.97%
0.28%
1.19%
1.04%
1.64%
0.60%
0.53%
1.20%
0.49%
0.50%
1.14%
1.50%
0.96%
1.66%

899
55
13,600
705
6,146
7,203
5,803
1,500
4,304
82
1,317
620
698
683

36.87%
22.51%
45.10%
44.90%
42.61%
26.14%
23.06%
27.23%
22.02%
91.62%
60.63%
53.88%
69.77%
90.00%

0.64%

16,579

35.57%

0.44%

17,319

33.93%

0.35%

17,905

32.93%

1.17%

18,683

39.20%

1.02%

20,881

38.12%

0.84%

22,440

37.12%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk

(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

LTV % (as of
31/12/2013)
LTV % (as of
31/12/2013)

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB
Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


P&L

Baseline Scenario
31/12/2013

(mln EUR)
Net interest income

3,203

Net trading income


of which trading losses from stress scenarios

Adverse Scenario

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

3,203

3,203

3,203

3,155

3,203

3,203

-163

-98

-65

-199

-120

-80

-164

-98

-65

-200

-120

-80

Other operating income

322

-248

-248

-248

-314

-314

-314

Operating profit before impairments

740

1,109

1,191

1,250

833

912

1,005

-4,214

-1,185

-746

-592

-3,344

-2,246

-1,596

-4,214

-1,185

-746

-592

-3,344

-2,246

-1,596

-1,231

-4,705

-76

445

658

-2,511

-1,333

-590

Other Income and expenses

4,119

1,526

1,696

1,962

1,261

1,402

1,584

Pre-Tax profit

-586

1,450

2,141

2,620

-1,250

69

994

Tax

1,488

193

37

-27

896

542

346

Net income

902

1,643

2,178

2,593

-354

611

1,340

Attributable to owners of the parent

745

1,222

1,576

1,871

-119

517

1,003

395

872

1,226

1,521

-469

167

653

350

350

350

Impairment of financial assets (-)


Impairment of financial assets other than instruments designated at fair value
through P&L (-)
Impairment Financial assets designated at fair value through P&L (-)
Impairment on non financial assets (-)
Operating profit after impairments from stress scenarios

of which carried over to capital through retained earnings

350
350
350
350
of which distributed as dividends
In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


RWA

(mln EUR)
Risk exposure amount for credit risk

Baseline Scenario

Adverse Scenario

as of 31/12/2013

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

154,753

155,577

156,125

156,592

156,033

157,093

158,135

248

526

554

571

591

658

701

154,505

155,051

155,572

156,021

155,442

156,436

157,434

Risk exposure amount for market risk

5,027

5,027

5,027

5,027

6,631

6,723

6,784

Risk exposure amount for operational risk

Risk exposure amount Securitisation and re-securitisations


Risk exposure amount Other credit risk

10,899

11,591

11,745

11,855

11,074

11,223

11,397

Transitional floors for Risk exposure amount

AQR adjustments (for SSM countries only)

170,679

172,194

172,897

173,474

173,738

175,039

176,317

Total Risk exposure amount

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Securitisation
(mln EUR)
Exposure values

Risk exposure values

Impairments

Banking Book
Trading Book (excl. correlation trading positions under CRM)
Correlation Trading Portfolio (CRM)
Total
Banking Book
Trading Book (excl. correlation trading positions under CRM)
Total
Hold to Maturity porfolio
Available for Sale porfolio
Held for trading portfolio
Total

Baseline scenario

Adverse scenario

as of 31/12/2013

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

419
0
0
419
248
0
248
11
0

526
0
526
19
0

554
0
554
25
0

571
0
571
29
0

591
0
591
28
0

658
0
658
44
0

701
0
701
56
0

11

19

25

29

28

44

56

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

0
0
0
0
0
0
0
0
0
10
0
0
0
0
0
10
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
200
0
349
2
0
0
552

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
10
0
0
0
0
0
10
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
200
0
349
1
0
0
551

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
349
0
0
0
349

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
10
0
0
0
0
0
10
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
200
0
0
1
0
0
201

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Germany

Croatia

Greece

Hungary

Iceland

Ireland

Italy

Latvia

Liechtenstein

0
0
0
72
0
0
0
73
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
36
13
27
11
10
1
100
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
72
0
0
0
73
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
19
0
27
54
10
1
114
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
72
0
0
0
72
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
3
19
0
27
54
10
1
114
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Slovenia

Spain

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

0
0
0
0
0
0
0
0
3,099
7,059
11,675
3,513
6,106
6,570
2,466
40,487
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
1,260
1,798
509
747
1,893
2,167
1,792
10,166
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
2,667
6,813
11,531
3,442
3,739
5,782
2,096
36,070
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
824
1,093
6,463
1,483
1,663
3,454
368
15,348
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
262
81
0
25
0
368
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
251
6
21
0
68
70
2
419
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
23
0
1
0
2
5
0
30
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
250
0
0
0
45
252
2
549
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
-2
0
0
0
-1
-23
0
-26
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
China

Switzerland

Other advanced economies


non EEA

Other Central and eastern


Europe countries non EEA

Middle East

Latin America and the


Caribbean

Africa

Others

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
1
0
0
0
0
0
21
11
0
0
0
8
0
0
19

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
20
0
0
0
0
0
0
20
11
0
0
0
8
0
0
19

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
1
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
0
0
0
0
0
1
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notes and definitions


(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet).
'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Capital
Baseline Scenario
CRR / CRDIV DEFINITION OF CAPITAL

(mln EUR)
A

As of 31/12/2013

Adverse Scenario

As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016

COREP CODE

REGULATION

OWN FUNDS

28,970

27,243

27,120

26,811

25,417

24,026

23,417

CA1 {1}

Articles 4(118) and 72 of CRR

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying


transitional adjustments)

17,544

18,638

19,346

20,056

16,850

16,206

16,474

CA1 {1.1.1}

Article 50 of CRR

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own
capital instruments)

CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)
and 42 of CRR

A.1.1.1

Of which: CET1 instruments subscribed by Government

A.1.2

Retained earnings

353

1,225

2,451

3,972

-117

51

704

CA1 {1.1.1.2}

Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)
of CRR

A.1.3

Accumulated other comprehensive income

788

467

275

147

-284

-323

-552

CA1 {1.1.1.3}

Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

Of which: arising from unrealised gains/losses from Sovereign exposure in AFS


portfolio

503

503

503

503

-122

107

57

548

228

36

-93

102

-166

-345

15,756

15,756

15,756

15,756

15,756

15,756

15,756

CA1 {1.1.1.4}

Articles 4(117) and 26(1) point (e) of CRR

A.1.3.1
A.1.3.2

Of which: arising from unrealised gains/losses from the rest of AFS portfolio

A.1.4

Other Reserves

A.1.5

Funds for general banking risk

A.1.6

Minority interest given recognition in CET1 capital

A.1.7

Adjustments to CET1 due to prudential filters excluding those from unrealised


gains/losses from AFS portfolio

A.1.8

Adjustments to CET1 due to prudential filters from unrealised gains/losses from


Sovereign Exposure in AFS portfolio

CA1 {1.1.1.5}

Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

6,073

6,098

6,114

6,117

6,650

6,693

6,533

CA1 {1.1.1.7}

Article 84 of CRR

CA1 {1.1.1.9}

Articles 32 to 35 of and 36 (1) point (l) of CRR

-503

-503

-302

-201

122

-64

-23

CA1 {1.1.1.10 +
1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles


4(115), 36(1) point (b) and 37 point (a) of CCR

A.1.9

(-) Intangible assets (including Goodwill)

-5,841

-5,741

-5,641

-5,540

-5,741

-5,641

-4,988

A.1.10

(-) DTAs that rely on future profitability and do not arise from temporary
differences net of associated DTLs

-2,341

-2,341

-2,341

-2,341

-2,341

-2,341

-2,341

CA1 {1.1.1.12}

Articles 36(1) point (c) and 38 of CRR

A.1.11

(-) IRB shortfall of credit risk adjustments to expected losses

CA1 {1.1.1.13}

Articles 36(1) point (d), 40 and 159 of CRR

A.1.12

(-) Defined benefit pension fund assets

-12

-12

-12

-12

-12

-12

-12

CA1 {1.1.1.14}

Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.13

(-) Reciprocal cross holdings in CET1 Capital

CA1 {1.1.1.15}

Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.14

(-) Excess deduction from AT1 items over AT1 Capital

CA1 {1.1.1.16}

Article 36(1) point (j) of CRR

A.1.15

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk
weight

-253

-291

-291

-293

-289

-286

-287

CA1 {1.1.1.17 to
1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;


Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)
of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and

-84

-120

-120

-120

-120

-120

-120

CA1 {1.1.1.18.1}

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR

OWN FUNDS

A.1.15.1

A.1.16

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution does not have a significant investment

-145

-124

-127

-115

-245

-294

-296

CA1 {1.1.1.22}

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and
79 of CRR

A.1.17

(-) Deductible DTAs that rely on future profitability and arise from temporary
differences

CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and
48(2) of CRR

A.1.18

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution has a significant investment

-718

-736

-822

-918

-867

-988

-1,064

CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);
49(1) to (3) and 79 of CRR

A.1.19

(-) Amount exceding the 17.65% threshold

-136

-100

-48

-221

-229

-189

CA1 {1.1.1.25}

A.1.20

Transitional adjustments

4,522

4,939

4,331

3,481

4,438

3,883

3,230

CA1 {1.1.1.6 + 1.1.8 +


1.1.26}

CA1 {1.1.1.6}

A.1.20.1

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)

A.1.20.2

Transitional adjustments due to additional minority interests (+/-)

1,304

1,483

1,198

849

539

208

78

CA1 {1.1.1.8}

A.1.20.3

Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign


exposure in AFS (+/-)

3,218

3,455

3,133

2,633

3,900

3,675

3,152

CA1 {1.1.1.26}

1,253

1,328

1,485

1,571

1,283

1,424

1,599

CA1 {1.1.2}

A.2

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional


adjustments)

A.2.1

Of which: (+) Other existing support government measures

Articles 483(1) to (3), and 484 to 487 of CRR

Articles 479 and 480 of CRR

Articles 469 to 472, 478 and 481 of CRR


Article 61 of CRR

19,966

20,831

21,627

18,133

17,629

18,073

CA1 {1.1}

Article 25 of CRR

CA1 {1.2}

Article 71 of CRR

CA2 {1}

Articles 92(3), 95, 96 and 98 of CRR

TIER 1 CAPITAL (net of deductions and after transitional adjustments)

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

10,173

7,277

6,289

5,184

7,284

6,396

5,344

170,679

172,194

172,897

173,474

173,738

175,039

176,317

6,229

Articles 36(1) points (a) and (i); Article 38 and Article 48 of


CRR

1,017

Article 381 to 386 of CRR

B.3
B.4
B.5
B.6

A.3

B.2

CAPITAL RATIOS (%)


Transitional period

Article 470 of CRR

18,797

B.1

OWN FUNDS
REQUIREMENTS

Of which: from securitisation positions (-)

TOTAL RISK EXPOSURE AMOUNT


of which: stemming from exposures that fall below the 10% / 15% limits for
CET1 deduction (+)
of which: stemming from from CVA capital requirements (+)
of which: stemming from higher asset correlation parameter against exposures
to large financial institutions under IRB the IRB approaches to credit risk (+)
of which: stemming from the application of the supporting factor to increase
lending to SMEs (-)
of which: stemming from the effect of exposures that were previously part of
Risk Exposure amount and receive a deduction treatment under CRR/CRDIV ()
of which: others subject to the discretion of National Competent Authorities

Articles 153(2) of CRR

-3,279

Recital (44) of CRR

Article 124 to 164 of CRR

C.1

Common Equity Tier 1 Capital ratio

10.28%

10.82%

11.19%

11.56%

9.70%

9.26%

9.34%

CA3 {1}

C.2

Tier 1 Capital ratio

11.01%

11.60%

12.05%

12.47%

10.44%

10.07%

10.25%

CA3 {3}

C.3

Total Capital ratio

16.97%

15.82%

15.69%

15.46%

14.63%

13.73%

13.28%

CA3 {5}

13,776

13,832

13,878

9,556

9,627

9,697

1,923

1,923

1,923

Common Equity Tier 1 Capital Threshold

Total amount of instruments with mandatory conversion into ordinary shares upon
a fixed date in the 2014 -2016 period (cumulative conversions) (1)

1,923

1,923

1,923

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under
the CRR provisions that convert into Common Equity Tier 1 or are written down
upon a trigger event (2)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the
adverse scenario (2)

Memorandum items
F.1

Fully Loaded Common Equity Tier 1 Capital ratio (3)

9.55%

(1) Conversions not considered for CET1 computation


(2) Excluding instruments included in E
(3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

http://www.economiaciudadana.org/

7.51%

2014 EU-wide Stress Test - Restructuring scenarios


Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.
Baseline scenario

Adverse scenario

CET1 impact

Risk exposure
amount impact

2013

2014

587

2015
2016
Total

(mln EUR)

CET1 impact

Risk exposure
amount impact

587

587

587

587

587

1,762

1,762

http://www.economiaciudadana.org/

Narrative description of the transactions. (type, date of


completion/commitment, portfolios, subsidiaries, branches)

Net impact (70%) of 839 Mn non-recurring expenses in 2013 from a


restructuring plan following the merger with Banca Cvica
Net impact (70%) of 839 Mn non-recurring expenses in 2013 from a
restructuring plan following the merger with Banca Cvica
Net impact (70%) of 839 Mn non-recurring expenses in 2013 from a
restructuring plan following the merger with Banca Cvica

2014 EU-wide Stress Test


Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013
Baseline scenario

(mln EUR)

Adverse scenario

As of
31/12/2013

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)
TOTAL RISK EXPOSURE AMOUNT
COMMON EQUITY TIER 1 RATIO

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Major Capital Measures from 1 January to 30 September 2014
Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014
Impact on Common
Equity Tier 1
Million EUR

Issuance of CET 1 Instruments


Raising of capital instruments eligible as CET1 capital (+)

Repayment of CET1 capital, buybacks (-)

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+)

Net issuance of Additional Tier 1 and T2 Instruments

1,923

Impact on Additional
Tier 1 and Tier 2
Million EUR

Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Losses

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-)

Other material losses and provisions from 1 January to 30 September 2014 (-)

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Bank Name

ES - Kutxabank, S.A.

LEI Code

549300U4LIZV0REEQQ46
ES

NUK_WL_NR_XX
version
1809014
No restructuring

http://www.economiaciudadana.org/

2014 EU-wide Stress Test

2014 EU-wide Stress Test

Summary Adverse Scenario

Summary Baseline Scenario

ES - Kutxabank, S.A.

ES - Kutxabank, S.A.

Actual figures as of 31 December 2013


Operating profit before impairments

mln EUR, %
447
373

Impairment losses on financial and non-financial assets in the banking book


Common Equity Tier 1 capital

(1)

Total Risk Exposure (1)


Common Equity Tier 1 ratio, %

(1)

Outcome of the adverse scenario as of 31 December 2016

Impairment losses on financial and non-financial assets in the banking book

4,375

Common Equity Tier 1 capital

36,027

Total Risk Exposure (1)

12.1%

Common Equity Tier 1 ratio, %

mln EUR, %

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

Actual figures as of 31 December 2013


Operating profit before impairments

684
780

4,375

(1)

36,027
(1)

Outcome of the baseline scenario as of 31 December 2016


3 yr cumulative operating profit before impairments
3 yr cumulative impairment losses on financial and non-financial assets in the banking book

3 yr cumulative losses from the stress in the trading book

3 yr cumulative losses from the stress in the trading book

Valuation losses due to sovereign shock after tax and prudential filters

-7

Common Equity Tier 1 capital

Common Equity Tier 1 capital


Total Risk Exposure

(1)

(1)

(1)

12.1%
mln EUR, %
979
402
2
4,739

4,283

Total Risk Exposure

36,062

Common Equity Tier 1 ratio, % (1)

13.1%

Memorandum items
Common EU wide CET1 Threshold (8.0%)

mln EUR
2,883

Common Equity Tier 1 ratio, % (1)

11.9%

Memorandum items

mln EUR

Common EU wide CET1 Threshold (5.5%)

mln EUR, %
447
373

1,983

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2014 -2016 period (cumulative conversions) (2)

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions
that convert into Common Equity Tier 1 or are written down upon a trigger event (3)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse
scenario (3)

(1)

36,042

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.
(2) Conversions not considered for CET1 computation
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk
Exposure values (as of 31/12/2013)
F-IRB
LTV % (as of
31/12/2013)

Risk exposure amounts (as of 31/12/2013)

A-IRB

STA

F-IRB

A-IRB

Value adjustments and provisions (as of 31/12/2013)


STA

F-IRB

A-IRB

Baseline Scenario

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

3,557
2,491
6,395
0
3,927
36,230
31,803
922
30,882
190
4,236
2,488
1,748
3,405
31
4,836
56,947
0

19
21
3,318
0
3,012
2,196
1,463
208
1,255
18
715
612
103
0
0
0
5,554
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

14
1,480
5,460
0
3,278
15,087
12,229
236
11,993
143
2,715
1,390
1,325
3,766
62
4,173
30,042

28
14
1,573
0
1,432
1,526
1,089
158
931
2
435
383
52
0
0
0
3,141

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
7
586
0
567
38
18
5
13
0
20
18
2
0
23
1
655
0

0
7
1,816
0
1,638
734
373
62
311
17
344
283
61
0
0
0
2,556
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

(mln EUR, %)

ES - Kutxabank, S.A.

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

45.2%
30.8%
46.0%

Adverse Scenario

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

Coverage
Coverage
Impairment Stock of Coverage Ratio - Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Coverage
Stock of
Impairment Stock of
Impairment Stock of
Impairment rate
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.00%
0.00%
0.43%
0.26%
0.30%
0.19%
1.08%
0.16%
0.57%
1.14%
1.66%
0.40%
0.00%

0
14
2,430
0
2,215
880
451
77
373
18
412
342
70
0

0.00%
25.58%
53.62%
53.30%
30.49%
23.75%
28.41%
22.99%
78.50%
42.62%
40.89%
53.55%
-

0.00%
0.00%
0.44%
0.26%
0.27%
0.17%
1.02%
0.15%
0.54%
1.05%
1.55%
0.38%
0.00%

0
14
2,457
0
2,225
977
504
86
418
19
454
378
76
0

0.00%
21.42%
52.71%
52.38%
28.74%
22.67%
27.41%
21.90%
70.45%
39.55%
37.92%
50.05%
-

0.00%
0.00%
0.41%
0.24%
0.25%
0.16%
0.97%
0.14%
0.53%
0.98%
1.46%
0.36%
0.00%

0
14
2,483
0
2,234
1,066
555
94
461
20
492
409
83
0

0.00%
18.55%
51.96%
51.61%
27.53%
21.90%
26.73%
21.13%
64.71%
37.57%
36.02%
47.60%
-

0.74%
0.00%
0.68%
0.49%
0.45%
0.26%
1.51%
0.23%
0.67%
1.81%
2.75%
0.47%
0.00%

18
14
2,445
0
2,224
933
475
81
394
18
440
369
71
0

40.00%
18.49%
53.48%
53.09%
31.26%
24.79%
29.32%
24.04%
78.92%
42.07%
40.30%
54.30%
-

0.74%
0.00%
0.99%
0.67%
0.40%
0.26%
1.59%
0.22%
0.67%
1.51%
2.30%
0.48%
0.00%

28
14
2,507
0
2,249
1,076
557
95
462
19
500
420
79
0

40.00%
13.69%
52.13%
51.63%
30.02%
24.33%
28.87%
23.58%
70.91%
39.41%
37.77%
51.14%
-

0.74%
0.00%
1.03%
0.69%
0.37%
0.25%
1.46%
0.22%
0.66%
1.36%
2.09%
0.48%
0.00%

38
14
2,572
0
2,276
1,208
636
107
529
20
551
464
88
0

40.00%
11.26%
51.10%
50.42%
29.22%
24.00%
28.58%
23.26%
65.27%
37.93%
36.39%
48.86%
-

0.28%

3,324

43.15%

0.26%

3,448

41.10%

0.24%

3,562

39.52%

0.45%

3,410

43.33%

0.45%

3,625

41.35%

0.43%

3,831

39.97%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Spain

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:
Retail - SME
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

45.2%
30.8%
46.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
3,557
2,200
6,323
0
3,877
35,915
31,662
920
30,742
190
4,064
2,483
1,581
3,405
31
4,836
56,268
0

F-IRB

19
21
3,318
0
3,012
2,165
1,436
208
1,229
18
711
610
100
0
0
0
5,523
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
14
1,324
5,392
0
3,231
14,902
12,174
236
11,939
142
2,586
1,385
1,200
3,766
62
4,073
29,534

28
14
1,573
0
1,432
1,509
1,074
158
916
2
432
382
50
0
0
0
3,124

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
7
584
0
567
38
18
5
13
0
20
18
2
0
23
1
653
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
7
1,816
0
1,638
724
365
62
303
17
342
282
60
0
0
0
2,547
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.00%
0.00%
0.43%
0.26%
0.30%
0.19%
1.08%
0.16%
0.57%
1.17%
1.66%
0.40%
0.00%

0
14
2,427
0
2,215
870
443
77
365
18
409
341
68
0

0.00%
26.23%
53.64%
53.31%
30.49%
23.68%
28.42%
22.89%
78.40%
42.65%
40.86%
54.32%
-

0.00%
0.00%
0.44%
0.25%
0.27%
0.17%
1.02%
0.15%
0.54%
1.08%
1.55%
0.38%
0.00%

0
14
2,454
0
2,224
965
496
86
410
19
451
377
74
0

0.00%
22.31%
52.73%
52.40%
28.73%
22.60%
27.43%
21.80%
70.33%
39.58%
37.90%
50.89%
-

0.00%
0.00%
0.41%
0.24%
0.25%
0.16%
0.97%
0.14%
0.53%
1.00%
1.46%
0.36%
0.00%

0
14
2,479
0
2,233
1,053
546
94
452
20
488
408
80
0

0.00%
19.53%
51.99%
51.65%
27.51%
21.83%
26.74%
21.04%
64.58%
37.60%
36.00%
48.46%
-

0.74%
0.00%
0.68%
0.48%
0.45%
0.26%
1.51%
0.23%
0.67%
1.86%
2.75%
0.47%
0.00%

18
14
2,443
0
2,223
922
467
81
386
18
437
368
69
0

40.00%
19.47%
53.49%
53.10%
31.27%
24.73%
29.34%
23.96%
78.82%
42.08%
40.28%
55.03%
-

0.74%
0.00%
0.99%
0.66%
0.40%
0.26%
1.59%
0.22%
0.67%
1.55%
2.30%
0.48%
0.00%

28
14
2,503
0
2,248
1,064
549
95
454
19
496
419
77
0

40.00%
14.69%
52.15%
51.65%
30.01%
24.28%
28.88%
23.51%
70.80%
39.42%
37.75%
51.91%
-

0.74%
0.00%
1.03%
0.68%
0.37%
0.25%
1.46%
0.22%
0.66%
1.39%
2.09%
0.48%
0.00%

38
14
2,568
0
2,274
1,194
627
107
520
20
547
463
84
0

40.00%
12.19%
51.13%
50.46%
29.20%
23.95%
28.59%
23.19%
65.15%
37.94%
36.37%
49.63%
-

0.28%

3,311

43.23%

0.26%

3,433

41.18%

0.24%

3,546

39.60%

0.45%

3,397

43.42%

0.45%

3,609

41.43%

0.44%

3,813

40.05%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk

(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

LTV % (as of
31/12/2013)
LTV % (as of
31/12/2013)

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB
Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


P&L

Baseline Scenario
31/12/2013

Adverse Scenario

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

603

667

713

543

608

586

-1

-1

-3

-2

-1

24

-34

-35

-35

-49

-50

-50

447

264

335

380

187

259

238

-78

-136

-124

-114

-223

-214

-207

-78

-136

-124

-114

-223

-214

-207

-295

-18

-5

-4

-59

-44

-32

Operating profit after impairments from stress scenarios

74

110

205

261

-95

-1

Other Income and expenses

23

42

38

45

37

34

41

Pre-Tax profit

96

152

244

306

-58

34

39

Tax

12

-5

-32

-49

49

29

30

Net income

108

147

211

257

-9

64

69

Attributable to owners of the parent

108

146

211

257

-9

63

69

81

110

158

193

-9

48

52

16

17

(mln EUR)
Net interest income

721

Net trading income


of which trading losses from stress scenarios
Other operating income
Operating profit before impairments
Impairment of financial assets (-)
Impairment of financial assets other than instruments designated at fair value
through P&L (-)
Impairment Financial assets designated at fair value through P&L (-)
Impairment on non financial assets (-)

of which carried over to capital through retained earnings

37
53
64
27
of which distributed as dividends
In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


RWA

(mln EUR)
Risk exposure amount for credit risk
Risk exposure amount Securitisation and re-securitisations
Risk exposure amount Other credit risk
Risk exposure amount for market risk

Baseline Scenario

Adverse Scenario

as of 31/12/2013

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

33,183

33,190

33,191

33,191

33,216

33,217

33,218

62

69

70

70

70

71

72

33,121

33,121

33,121

33,121

33,146

33,146

33,146

2,844

2,844

2,855

2,851

2,844

2,855

2,844

Transitional floors for Risk exposure amount

AQR adjustments (for SSM countries only)

36,027

36,034

36,045

36,042

36,060

36,072

36,062

Risk exposure amount for operational risk

Total Risk exposure amount

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Securitisation
(mln EUR)
Exposure values

Risk exposure values

Impairments

Banking Book
Trading Book (excl. correlation trading positions under CRM)
Correlation Trading Portfolio (CRM)
Total
Banking Book
Trading Book (excl. correlation trading positions under CRM)
Total
Hold to Maturity porfolio
Available for Sale porfolio
Held for trading portfolio
Total

Baseline scenario

Adverse scenario

as of 31/12/2013

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

31
0
0
31
62
0
62
0
23

69
0
69
0
23

70
0
70
0
23

70
0
70
0
23

70
0
70
0
23

71
0
71
0
23

72
0
72
0
23

23

23

23

23

23

23

23

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Germany

Croatia

Greece

Hungary

Iceland

Ireland

Italy

Latvia

Liechtenstein

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Slovenia

Spain

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

0
0
0
0
0
0
0
0
780
834
744
612
401
509
56
3,936
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
703
288
158
89
238
248
55
1,779
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
780
834
744
612
401
509
56
3,936
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
77
547
586
524
163
217
1
2,114
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
10
0
10
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
81
0
0
0
81
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
China

Switzerland

Other advanced economies


non EEA

Other Central and eastern


Europe countries non EEA

Middle East

Latin America and the


Caribbean

Africa

Others

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notes and definitions


(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet).
'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Capital
Baseline Scenario
CRR / CRDIV DEFINITION OF CAPITAL

(mln EUR)
A

As of 31/12/2013

Adverse Scenario

As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016

COREP CODE

REGULATION

OWN FUNDS

4,375

4,485

4,610

4,739

4,357

4,337

4,283

CA1 {1}

Articles 4(118) and 72 of CRR

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying


transitional adjustments)

4,375

4,485

4,610

4,739

4,357

4,337

4,283

CA1 {1.1.1}

Article 50 of CRR

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own
capital instruments)

4,546

4,546

4,546

4,546

4,546

4,546

4,546

CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)
and 42 of CRR

349

542

72

119

171

CA1 {1.1.1.2}

Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)
of CRR
Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

A.1.1.1

Of which: CET1 instruments subscribed by Government

A.1.2

Retained earnings

81

191

A.1.3

Accumulated other comprehensive income

223

107

57

23

24

-51

-119

CA1 {1.1.1.3}

Of which: arising from unrealised gains/losses from Sovereign exposure in AFS


portfolio

48

48

48

48

19

12

192

76

25

-8

38

-54

-115

A.1.3.1
A.1.3.2

Of which: arising from unrealised gains/losses from the rest of AFS portfolio

A.1.4

Other Reserves

23

23

23

23

23

23

23

CA1 {1.1.1.4}

Articles 4(117) and 26(1) point (e) of CRR

A.1.5

Funds for general banking risk

CA1 {1.1.1.5}

Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6

Minority interest given recognition in CET1 capital

CA1 {1.1.1.7}

Article 84 of CRR

A.1.7

Adjustments to CET1 due to prudential filters excluding those from unrealised


gains/losses from AFS portfolio

-4

-4

-4

-4

-4

-4

-4

CA1 {1.1.1.9}

Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8

Adjustments to CET1 due to prudential filters from unrealised gains/losses from


Sovereign Exposure in AFS portfolio

-38

-38

-29

-19

-2

-11

-5

A.1.9

(-) Intangible assets (including Goodwill)

-302

-302

-302

-302

-302

-302

-302

CA1 {1.1.1.10 +
1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles


4(115), 36(1) point (b) and 37 point (a) of CCR

A.1.10

(-) DTAs that rely on future profitability and do not arise from temporary
differences net of associated DTLs

-455

-455

-455

-455

-455

-455

-455

CA1 {1.1.1.12}

Articles 36(1) point (c) and 38 of CRR

A.1.11

(-) IRB shortfall of credit risk adjustments to expected losses

CA1 {1.1.1.13}

Articles 36(1) point (d), 40 and 159 of CRR

A.1.12

(-) Defined benefit pension fund assets

CA1 {1.1.1.14}

Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.13

(-) Reciprocal cross holdings in CET1 Capital

CA1 {1.1.1.15}

Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.14

(-) Excess deduction from AT1 items over AT1 Capital

CA1 {1.1.1.16}

Article 36(1) point (j) of CRR

A.1.15

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk
weight

CA1 {1.1.1.17 to
1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;


Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)
of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and

CA1 {1.1.1.18.1}

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR

OWN FUNDS

A.1.15.1

A.1.16

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution does not have a significant investment

CA1 {1.1.1.22}

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and
79 of CRR

A.1.17

(-) Deductible DTAs that rely on future profitability and arise from temporary
differences

CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and
48(2) of CRR

A.1.18

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution has a significant investment

CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);
49(1) to (3) and 79 of CRR

A.1.19

(-) Amount exceding the 17.65% threshold

CA1 {1.1.1.25}

A.1.20

Transitional adjustments

425

386

455

472

428

CA1 {1.1.1.6}

A.1.20.2

Transitional adjustments due to additional minority interests (+/-)

38

38

31

18

38

31

18

CA1 {1.1.1.8}

A.1.20.3

Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign


exposure in AFS (+/-)

263

379

394

367

417

442

410

CA1 {1.1.1.26}

A.2

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional


adjustments)

A.2.1

Of which: (+) Other existing support government measures

Article 470 of CRR

CA1 {1.1.1.6 + 1.1.8 +


1.1.26}

Articles 483(1) to (3), and 484 to 487 of CRR

Articles 479 and 480 of CRR

Articles 469 to 472, 478 and 481 of CRR


CA1 {1.1.2}

Article 61 of CRR

4,485

4,610

4,739

4,357

4,337

4,283

CA1 {1.1}

Article 25 of CRR

CA1 {1.2}

Article 71 of CRR

CA2 {1}

Articles 92(3), 95, 96 and 98 of CRR

A.3

TIER 1 CAPITAL (net of deductions and after transitional adjustments)

4,375

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

36,027

36,034

36,045

36,042

36,060

36,072

36,062

1,358

Articles 36(1) points (a) and (i); Article 38 and Article 48 of


CRR

100

Article 381 to 386 of CRR

B.3
B.4
B.5
B.6

418

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)

B.2

CAPITAL RATIOS (%)


Transitional period

302

A.1.20.1

B.1

OWN FUNDS
REQUIREMENTS

Of which: from securitisation positions (-)

TOTAL RISK EXPOSURE AMOUNT


of which: stemming from exposures that fall below the 10% / 15% limits for
CET1 deduction (+)
of which: stemming from from CVA capital requirements (+)
of which: stemming from higher asset correlation parameter against exposures
to large financial institutions under IRB the IRB approaches to credit risk (+)
of which: stemming from the application of the supporting factor to increase
lending to SMEs (-)
of which: stemming from the effect of exposures that were previously part of
Risk Exposure amount and receive a deduction treatment under CRR/CRDIV ()
of which: others subject to the discretion of National Competent Authorities

Articles 153(2) of CRR

-680

Recital (44) of CRR

Article 124 to 164 of CRR

C.1

Common Equity Tier 1 Capital ratio

12.14%

12.45%

12.79%

13.15%

12.08%

12.02%

11.88%

CA3 {1}

C.2

Tier 1 Capital ratio

12.14%

12.45%

12.79%

13.15%

12.08%

12.02%

11.88%

CA3 {3}

C.3

Total Capital ratio

12.14%

12.45%

12.79%

13.15%

12.08%

12.02%

11.88%

CA3 {5}

2,883

2,884

2,883

1,983

1,984

1,983

Common Equity Tier 1 Capital Threshold

Total amount of instruments with mandatory conversion into ordinary shares upon
a fixed date in the 2014 -2016 period (cumulative conversions) (1)

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under
the CRR provisions that convert into Common Equity Tier 1 or are written down
upon a trigger event (2)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the
adverse scenario (2)

Memorandum items
F.1

Fully Loaded Common Equity Tier 1 Capital ratio (3)

12.08%

(1) Conversions not considered for CET1 computation


(2) Excluding instruments included in E
(3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

http://www.economiaciudadana.org/

10.69%

2014 EU-wide Stress Test - Restructuring scenarios


Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.
Baseline scenario
(mln EUR)

2013
2014
2015
2016
Total

Adverse scenario

CET1 impact

Risk exposure
amount impact

CET1 impact

Risk exposure
amount impact

0
0

http://www.economiaciudadana.org/

Narrative description of the transactions. (type, date of


completion/commitment, portfolios, subsidiaries, branches)

2014 EU-wide Stress Test


Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013
Baseline scenario

(mln EUR)

Adverse scenario

As of
31/12/2013

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)
TOTAL RISK EXPOSURE AMOUNT
COMMON EQUITY TIER 1 RATIO

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Major Capital Measures from 1 January to 30 September 2014
Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014
Impact on Common
Equity Tier 1
Million EUR

Issuance of CET 1 Instruments


Raising of capital instruments eligible as CET1 capital (+)

Repayment of CET1 capital, buybacks (-)

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+)

Net issuance of Additional Tier 1 and T2 Instruments

Impact on Additional
Tier 1 and Tier 2
Million EUR

Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Losses

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-)

Other material losses and provisions from 1 January to 30 September 2014 (-)

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Bank Name

ES - Bankinter, S.A.

LEI Code

VWMYAEQSTOPNV0SUGU82
ES

NUK_WL_NR_XX
version
1809014
No restructuring

http://www.economiaciudadana.org/

2014 EU-wide Stress Test

2014 EU-wide Stress Test

Summary Adverse Scenario

Summary Baseline Scenario

ES - Bankinter, S.A.

ES - Bankinter, S.A.

Actual figures as of 31 December 2013


Operating profit before impairments

mln EUR, %
571
513

Impairment losses on financial and non-financial assets in the banking book


Common Equity Tier 1 capital

(1)

Total Risk Exposure (1)


Common Equity Tier 1 ratio, %

(1)

Outcome of the adverse scenario as of 31 December 2016

Impairment losses on financial and non-financial assets in the banking book

2,781

Common Equity Tier 1 capital

23,831

Total Risk Exposure (1)

11.7%

Common Equity Tier 1 ratio, %

mln EUR, %

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

Actual figures as of 31 December 2013


Operating profit before impairments

1,160
1,581

2,781

(1)

23,831
(1)

Outcome of the baseline scenario as of 31 December 2016


3 yr cumulative operating profit before impairments
3 yr cumulative impairment losses on financial and non-financial assets in the banking book

3 yr cumulative losses from the stress in the trading book

46

3 yr cumulative losses from the stress in the trading book

Valuation losses due to sovereign shock after tax and prudential filters

15

Common Equity Tier 1 capital

Common Equity Tier 1 capital


Total Risk Exposure

(1)

(1)

(1)

11.7%
mln EUR, %
1,204
968
9
3,175

2,708

Total Risk Exposure

24,635

Common Equity Tier 1 ratio, % (1)

12.9%

Memorandum items
Common EU wide CET1 Threshold (8.0%)

mln EUR
1,976

Common Equity Tier 1 ratio, % (1)

11.0%

Memorandum items

mln EUR

Common EU wide CET1 Threshold (5.5%)

mln EUR, %
571
513

1,355

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2014 -2016 period (cumulative conversions) (2)

13

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions
that convert into Common Equity Tier 1 or are written down upon a trigger event (3)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse
scenario (3)

(1)

24,701

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.
(2) Conversions not considered for CET1 computation
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk
Exposure values (as of 31/12/2013)
F-IRB
LTV % (as of
31/12/2013)

Risk exposure amounts (as of 31/12/2013)

A-IRB

STA

F-IRB

A-IRB

Value adjustments and provisions (as of 31/12/2013)


STA

F-IRB

A-IRB

Baseline Scenario

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
239
239
0
0
0
0
0
0
0
0
0
0
612
0
851
0

0
0
82
82
0
0
0
0
0
0
0
0
0
0
0
0
82
0

0
0
45
0
0
18,124
15,617
1,071
14,546
0
2,507
2,030
477
0
0
0
18,170
0

0
0
6
0
0
1,012
725
224
501
0
287
241
46
0
0
0
1,018
0

6,788
3,239
11,991
61
6,169
2,991
1,969
20
1,949
485
537
84
453
166
47
1,557
26,779
0

0
127
701
17
364
202
27
1
27
14
161
51
110
0
0
0
1,031
0

0
0
310
310
0
0
0
0
0
0
0
0
0
0
422
0
733

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
67
0
0
3,401
2,236
460
1,777
0
1,165
880
285
0
0
0
3,468

0
0
3
0
0
550
462
193
269
0
88
85
2
0
0
0
553

837
968
10,208
92
4,680
1,744
938
12
926
369
437
86
352
207
32
1,942
15,938

0
191
841
18
418
231
31
1
30
15
185
57
129
0
0
0
1,264

0
0
2
2
0
0
0
0
0
0
0
0
0
0
4
0
6
0

0
0
25
25
0
0
0
0
0
0
0
0
0
0
0
0
25
0

0
0
0
0
0
8
5
2
3
0
3
3
0
0
0
0
8
0

0
0
3
0
0
212
62
25
37
0
150
114
36
0
0
0
216
0

0
0
44
2
10
3
1
0
1
1
1
0
1
0
0
0
47
0

0
0
561
8
265
94
4
1
4
34
55
28
27
0
0
0
655
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

(mln EUR, %)

ES - Bankinter, S.A.

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

54.5%
55.7%
54.4%

Adverse Scenario

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

Coverage
Coverage
Impairment Stock of Coverage Ratio - Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Coverage
Stock of
Impairment Stock of
Impairment Stock of
Impairment rate
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.37%
0.35%
1.46%
0.57%
0.29%
1.89%
0.19%
2.79%
1.84%
2.10%
1.26%
0.00%

22
10
977
0
0
539
209
93
116
48
282
205
77
0

39.55%
6.51%
45.07%
28.45%
18.34%
26.49%
14.98%
69.81%
40.43%
43.12%
35.05%
-

0.36%
0.35%
1.05%
0.45%
0.24%
1.54%
0.16%
2.03%
1.46%
1.64%
1.04%
0.00%

43
19
1,102
0
0
633
251
110
141
58
325
238
87
0

39.52%
11.11%
43.88%
27.75%
18.05%
26.53%
14.69%
69.14%
39.72%
42.09%
34.68%
-

0.36%
0.34%
0.82%
0.39%
0.21%
1.35%
0.14%
2.13%
1.22%
1.37%
0.89%
0.00%

64
29
1,200
0
0
719
292
124
168
67
359
265
95
0

39.49%
14.54%
43.10%
27.49%
18.19%
26.83%
14.89%
68.71%
39.14%
41.35%
34.31%
-

0.82%
0.80%
1.95%
0.79%
0.43%
2.36%
0.30%
3.45%
2.47%
2.76%
1.81%
0.00%

49
22
1,070
0
0
618
252
101
150
54
312
224
88
0

39.97%
12.35%
47.93%
30.83%
20.73%
28.01%
17.88%
74.40%
43.14%
45.53%
38.35%
-

0.82%
0.80%
1.97%
0.73%
0.39%
2.50%
0.26%
3.26%
2.39%
2.71%
1.67%
0.00%

96
44
1,323
0
0
783
328
135
193
69
386
281
105
0

39.96%
18.85%
48.19%
30.97%
21.04%
30.57%
17.48%
74.38%
43.71%
45.78%
39.22%
-

0.81%
0.79%
1.49%
0.62%
0.33%
2.05%
0.23%
3.25%
1.99%
2.23%
1.47%
0.00%

142
66
1,490
0
0
907
383
154
230
84
440
322
118
0

39.93%
22.82%
47.48%
30.40%
20.60%
30.36%
17.13%
73.95%
43.35%
45.29%
38.97%
-

0.78%

1,548

35.75%

0.60%

1,798

35.00%

0.50%

2,012

34.58%

1.13%

1,760

38.28%

1.10%

2,248

38.73%

0.90%

2,605

38.22%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Spain

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:
Retail - SME
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

54.5%
55.7%
54.4%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
239
239
0
0
0
0
0
0
0
0
0
0
612
0
851
0

0
0
82
82
0
0
0
0
0
0
0
0
0
0
0
0
82
0

Non-defaulted
0
0
45
0
0
18,124
15,617
1,071
14,546
0
2,507
2,030
477
0
0
0
18,170
0

Defaulted
0
0
6
0
0
1,012
725
224
501
0
287
241
46
0
0
0
1,018
0

STA

Non-defaulted
6,788
3,239
11,991
61
6,169
2,991
1,969
20
1,949
485
537
84
453
166
47
1,557
26,779
0

F-IRB

0
127
701
17
364
202
27
1
27
14
161
51
110
0
0
0
1,031
0

0
0
310
310
0
0
0
0
0
0
0
0
0
0
422
0
733

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
67
0
0
3,401
2,236
460
1,777
0
1,165
880
285
0
0
0
3,468

Defaulted
0
0
3
0
0
550
462
193
269
0
88
85
2
0
0
0
553

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
837
968
10,208
92
4,680
1,744
938
12
926
369
437
86
352
207
32
1,942
15,938

0
191
841
18
418
231
31
1
30
15
185
57
129
0
0
0
1,264

0
0
2
2
0
0
0
0
0
0
0
0
0
0
4
0
6
0

Defaulted
0
0
25
25
0
0
0
0
0
0
0
0
0
0
0
0
25
0

Non-defaulted
0
0
0
0
0
8
5
2
3
0
3
3
0
0
0
0
8
0

Defaulted
0
0
3
0
0
212
62
25
37
0
150
114
36
0
0
0
216
0

Non-defaulted
0
0
44
2
10
3
1
0
1
1
1
0
1
0
0
0
47
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
561
8
265
94
4
1
4
34
55
28
27
0
0
0
655
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.37%
0.35%
1.46%
0.57%
0.29%
1.89%
0.19%
2.79%
1.84%
2.10%
1.26%
0.00%

22
10
977
0
0
539
209
93
116
48
282
205
77
0

39.55%
6.51%
45.07%
28.45%
18.34%
26.49%
14.98%
69.81%
40.43%
43.12%
35.05%
-

0.36%
0.35%
1.05%
0.45%
0.24%
1.54%
0.16%
2.03%
1.46%
1.64%
1.04%
0.00%

43
19
1,102
0
0
633
251
110
141
58
325
238
87
0

39.52%
11.11%
43.88%
27.75%
18.05%
26.53%
14.69%
69.14%
39.72%
42.09%
34.68%
-

0.36%
0.34%
0.82%
0.39%
0.21%
1.35%
0.14%
2.13%
1.22%
1.37%
0.89%
0.00%

64
29
1,200
0
0
719
292
124
168
67
359
265
95
0

39.49%
14.54%
43.10%
27.49%
18.19%
26.83%
14.89%
68.71%
39.14%
41.35%
34.31%
-

0.82%
0.80%
1.95%
0.79%
0.43%
2.36%
0.30%
3.45%
2.47%
2.76%
1.81%
0.00%

49
22
1,070
0
0
618
252
101
150
54
312
224
88
0

39.97%
12.35%
47.93%
30.83%
20.73%
28.01%
17.88%
74.40%
43.14%
45.53%
38.35%
-

0.82%
0.80%
1.97%
0.73%
0.39%
2.50%
0.26%
3.26%
2.39%
2.71%
1.67%
0.00%

96
44
1,323
0
0
783
328
135
193
69
386
281
105
0

39.96%
18.85%
48.19%
30.97%
21.04%
30.57%
17.48%
74.38%
43.71%
45.78%
39.22%
-

0.81%
0.79%
1.49%
0.62%
0.33%
2.05%
0.23%
3.25%
1.99%
2.23%
1.47%
0.00%

142
66
1,490
0
0
907
383
154
230
84
440
322
118
0

39.93%
22.82%
47.48%
30.40%
20.60%
30.36%
17.13%
73.95%
43.35%
45.29%
38.97%
-

0.78%

1,548

35.75%

0.60%

1,798

35.00%

0.50%

2,012

34.58%

1.13%

1,760

38.28%

1.10%

2,248

38.73%

0.90%

2,605

38.22%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk

(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

LTV % (as of
31/12/2013)
LTV % (as of
31/12/2013)

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB
Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


P&L

Baseline Scenario
31/12/2013

(mln EUR)
Net interest income

591

Net trading income


of which trading losses from stress scenarios

Adverse Scenario

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

591

591

591

591

591

591

15

17

18

-3

11

-5

-3

-2

-23

-14

-9

Other operating income

140

-28

-28

-28

-28

-28

-28

Operating profit before impairments

571

400

402

403

381

387

392

-420

-489

-252

-216

-702

-491

-357

-420

-488

-252

-216

-702

-491

-357

-93

-11

-20

-10

-1

Operating profit after impairments from stress scenarios

58

-100

149

187

-341

-114

34

Other Income and expenses

126

124

124

124

124

123

123

Pre-Tax profit

183

24

274

311

-217

157

Tax

-52

-7

-82

-93

65

-3

-47

Net income

132

17

191

218

-152

110

Attributable to owners of the parent

132

17

191

218

-152

110

78

13

144

163

-152

82

27

Impairment of financial assets (-)


Impairment of financial assets other than instruments designated at fair value
through P&L (-)
Impairment Financial assets designated at fair value through P&L (-)
Impairment on non financial assets (-)

of which carried over to capital through retained earnings

4
48
54
54
of which distributed as dividends
In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


RWA

(mln EUR)
Risk exposure amount for credit risk
Risk exposure amount Securitisation and re-securitisations
Risk exposure amount Other credit risk
Risk exposure amount for market risk

Baseline Scenario

Adverse Scenario

as of 31/12/2013

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

21,922

22,565

22,574

22,766

22,607

22,581

22,696

454

558

568

585

589

555

683

21,468

22,007

22,007

22,180

22,018

22,026

22,012

294

294

294

294

294

294

294
1,614

1,583

1,609

1,609

1,609

1,612

1,613

Transitional floors for Risk exposure amount

AQR adjustments (for SSM countries only)

32

32

32

32

32

32

32

23,831

24,500

24,510

24,701

24,545

24,520

24,635

Risk exposure amount for operational risk

Total Risk exposure amount

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Securitisation
(mln EUR)
Exposure values

Risk exposure values

Impairments

Banking Book
Trading Book (excl. correlation trading positions under CRM)
Correlation Trading Portfolio (CRM)
Total
Banking Book
Trading Book (excl. correlation trading positions under CRM)
Total
Hold to Maturity porfolio
Available for Sale porfolio
Held for trading portfolio
Total

Baseline scenario

Adverse scenario

as of 31/12/2013

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

659
0
0
659
454
0
454
4
0

558
0
558
12
0

568
0
568
15
0

585
0
585
17
0

589
0
589
14
0

555
0
555
18
0

683
0
683
18
0

12

15

17

14

18

18

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Germany

Croatia

Greece

Hungary

Iceland

Ireland

Italy

Latvia

Liechtenstein

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Slovenia

Spain

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

0
0
0
0
0
0
0
0
544
550
694
809
2,386
2,620
424
8,027
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
156
220
123
200
1,512
100
30
2,341
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
313
314
499
419
433
2,323
78
4,380
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
17
6
0
0
295
514
0
832
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
-57
232
96
44
52
83
-90
359
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
China

Switzerland

Other advanced economies


non EEA

Other Central and eastern


Europe countries non EEA

Middle East

Latin America and the


Caribbean

Africa

Others

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notes and definitions


(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet).
'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Capital
Baseline Scenario
CRR / CRDIV DEFINITION OF CAPITAL

(mln EUR)
A

As of 31/12/2013

Adverse Scenario

As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016

COREP CODE

REGULATION

OWN FUNDS

3,085

3,149

3,279

3,419

2,953

2,906

2,940

CA1 {1}

Articles 4(118) and 72 of CRR

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying


transitional adjustments)

2,781

2,848

3,005

3,175

2,661

2,648

2,708

CA1 {1.1.1}

Article 50 of CRR

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own
capital instruments)

1,390

1,390

1,390

1,390

1,390

1,390

1,390

CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)
and 42 of CRR

78

91

235

398

-74

-69

13

CA1 {1.1.1.2}

Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)
of CRR
Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

A.1.1.1

Of which: CET1 instruments subscribed by Government

A.1.2

Retained earnings

A.1.3

Accumulated other comprehensive income

43

40

41

42

-34

-5

-8

CA1 {1.1.1.3}

Of which: arising from unrealised gains/losses from Sovereign exposure in AFS


portfolio

21

21

21

21

-44

-20

-25

22

19

20

21

10

15

17

A.1.3.1
A.1.3.2

Of which: arising from unrealised gains/losses from the rest of AFS portfolio

A.1.4

Other Reserves

1,697

1,705

1,713

1,721

1,705

1,713

1,721

CA1 {1.1.1.4}

Articles 4(117) and 26(1) point (e) of CRR

A.1.5

Funds for general banking risk

CA1 {1.1.1.5}

Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6

Minority interest given recognition in CET1 capital

CA1 {1.1.1.7}

Article 84 of CRR

A.1.7

Adjustments to CET1 due to prudential filters excluding those from unrealised


gains/losses from AFS portfolio

-23

-20

-12

-8

-11

-9

-7

CA1 {1.1.1.9}

Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8

Adjustments to CET1 due to prudential filters from unrealised gains/losses from


Sovereign Exposure in AFS portfolio

-21

-21

-13

-8

35

12

10

A.1.9

(-) Intangible assets (including Goodwill)

-217

-209

-202

-194

-209

-202

-194

A.1.10

(-) DTAs that rely on future profitability and do not arise from temporary
differences net of associated DTLs

A.1.11

(-) IRB shortfall of credit risk adjustments to expected losses

A.1.12
A.1.13

CA1 {1.1.1.10 +
1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles


4(115), 36(1) point (b) and 37 point (a) of CCR

CA1 {1.1.1.12}

Articles 36(1) point (c) and 38 of CRR

-175

-113

-101

-95

-116

-118

-118

CA1 {1.1.1.13}

Articles 36(1) point (d), 40 and 159 of CRR

(-) Defined benefit pension fund assets

CA1 {1.1.1.14}

Articles 4(109), 36(1) point (e) and 41 of CRR

(-) Reciprocal cross holdings in CET1 Capital

CA1 {1.1.1.15}

Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.14

(-) Excess deduction from AT1 items over AT1 Capital

CA1 {1.1.1.16}

Article 36(1) point (j) of CRR

A.1.15

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk
weight

CA1 {1.1.1.17 to
1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;


Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)
of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and

CA1 {1.1.1.18.1}

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR

OWN FUNDS

A.1.15.1

A.1.16

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution does not have a significant investment

CA1 {1.1.1.22}

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and
79 of CRR

A.1.17

(-) Deductible DTAs that rely on future profitability and arise from temporary
differences

CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and
48(2) of CRR

A.1.18

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution has a significant investment

-219

-210

-193

-175

-235

-231

-221

CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);
49(1) to (3) and 79 of CRR

A.1.19

(-) Amount exceding the 17.65% threshold

CA1 {1.1.1.25}

A.1.20

Transitional adjustments

147

105

211

166

122

CA1 {1.1.1.6}

A.1.20.2

Transitional adjustments due to additional minority interests (+/-)

CA1 {1.1.1.8}

A.1.20.3

Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign


exposure in AFS (+/-)

227

195

147

105

211

166

122

CA1 {1.1.1.26}

A.2

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional


adjustments)

A.2.1

Of which: (+) Other existing support government measures

Article 470 of CRR

CA1 {1.1.1.6 + 1.1.8 +


1.1.26}

Articles 483(1) to (3), and 484 to 487 of CRR

Articles 479 and 480 of CRR

Articles 469 to 472, 478 and 481 of CRR


CA1 {1.1.2}

Article 61 of CRR

2,848

3,005

3,175

2,661

2,648

2,708

CA1 {1.1}

Article 25 of CRR

CA1 {1.2}

Article 71 of CRR

A.3

TIER 1 CAPITAL (net of deductions and after transitional adjustments)

2,781

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

304

300

273

244

292

258

231

23,831

24,500

24,510

24,701

24,545

24,520

24,635

Articles 36(1) points (a) and (i); Article 38 and Article 48 of


CRR

Article 381 to 386 of CRR

Articles 153(2) of CRR

Recital (44) of CRR

B.3
B.4
B.5
B.6

195

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)

B.2

CAPITAL RATIOS (%)


Transitional period

227

A.1.20.1

B.1

OWN FUNDS
REQUIREMENTS

Of which: from securitisation positions (-)

TOTAL RISK EXPOSURE AMOUNT


of which: stemming from exposures that fall below the 10% / 15% limits for
CET1 deduction (+)
of which: stemming from from CVA capital requirements (+)
of which: stemming from higher asset correlation parameter against exposures
to large financial institutions under IRB the IRB approaches to credit risk (+)
of which: stemming from the application of the supporting factor to increase
lending to SMEs (-)
of which: stemming from the effect of exposures that were previously part of
Risk Exposure amount and receive a deduction treatment under CRR/CRDIV ()
of which: others subject to the discretion of National Competent Authorities

CA2 {1}

Articles 92(3), 95, 96 and 98 of CRR

Article 124 to 164 of CRR

C.1

Common Equity Tier 1 Capital ratio

11.67%

11.63%

12.26%

12.85%

10.84%

10.80%

10.99%

CA3 {1}

C.2

Tier 1 Capital ratio

11.67%

11.63%

12.26%

12.85%

10.84%

10.80%

10.99%

CA3 {3}

C.3

Total Capital ratio

12.95%

12.85%

13.38%

13.84%

12.03%

11.85%

11.93%

CA3 {5}

1,960

1,961

1,976

1,350

1,349

1,355

13

13

13

Common Equity Tier 1 Capital Threshold

Total amount of instruments with mandatory conversion into ordinary shares upon
a fixed date in the 2014 -2016 period (cumulative conversions) (1)

13

13

13

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under
the CRR provisions that convert into Common Equity Tier 1 or are written down
upon a trigger event (2)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the
adverse scenario (2)

Memorandum items
F.1

Fully Loaded Common Equity Tier 1 Capital ratio (3)

12.43%

(1) Conversions not considered for CET1 computation


(2) Excluding instruments included in E
(3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

http://www.economiaciudadana.org/

10.50%

2014 EU-wide Stress Test - Restructuring scenarios


Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.
Baseline scenario
(mln EUR)

2013
2014
2015
2016
Total

Adverse scenario

CET1 impact

Risk exposure
amount impact

CET1 impact

Risk exposure
amount impact

0
0

http://www.economiaciudadana.org/

Narrative description of the transactions. (type, date of


completion/commitment, portfolios, subsidiaries, branches)

2014 EU-wide Stress Test


Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013
Baseline scenario

(mln EUR)

Adverse scenario

As of
31/12/2013

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)
TOTAL RISK EXPOSURE AMOUNT
COMMON EQUITY TIER 1 RATIO

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Major Capital Measures from 1 January to 30 September 2014
Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014
Impact on Common
Equity Tier 1
Million EUR

Issuance of CET 1 Instruments


Raising of capital instruments eligible as CET1 capital (+)

Repayment of CET1 capital, buybacks (-)

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+)

13

Net issuance of Additional Tier 1 and T2 Instruments

Impact on Additional
Tier 1 and Tier 2
Million EUR

Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Losses

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-)

-4

Other material losses and provisions from 1 January to 30 September 2014 (-)

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Bank Name

ES - Banco Popular Espaol, S.A.

LEI Code

80H66LPTVDLM0P28XF25
ES

NUK_WL_NR_XX
version
1809014
No restructuring

http://www.economiaciudadana.org/

2014 EU-wide Stress Test

2014 EU-wide Stress Test

Summary Adverse Scenario

Summary Baseline Scenario

ES - Banco Popular Espaol, S.A.

ES - Banco Popular Espaol, S.A.

Actual figures as of 31 December 2013


Operating profit before impairments

mln EUR, %
2,771
3,034

Impairment losses on financial and non-financial assets in the banking book


Common Equity Tier 1 capital

(1)

Total Risk Exposure (1)


Common Equity Tier 1 ratio, %

(1)

Outcome of the adverse scenario as of 31 December 2016

Impairment losses on financial and non-financial assets in the banking book

8,481

Common Equity Tier 1 capital

84,293

Total Risk Exposure (1)

10.1%

Common Equity Tier 1 ratio, %

mln EUR, %

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

Actual figures as of 31 December 2013


Operating profit before impairments

2,867
5,194

8,481

(1)

84,293
(1)

Outcome of the baseline scenario as of 31 December 2016


3 yr cumulative operating profit before impairments
3 yr cumulative impairment losses on financial and non-financial assets in the banking book

3 yr cumulative losses from the stress in the trading book

107

3 yr cumulative losses from the stress in the trading book

Valuation losses due to sovereign shock after tax and prudential filters

342

Common Equity Tier 1 capital

Common Equity Tier 1 capital


Total Risk Exposure

(1)

(1)

Common Equity Tier 1 ratio, % (1)

mln EUR, %
2,771
3,034

(1)

10.1%
mln EUR, %
4,924
3,065
69
9,258

6,434

Total Risk Exposure

85,052

Common Equity Tier 1 ratio, % (1)

10.9%

Memorandum items
Common EU wide CET1 Threshold (8.0%)

mln EUR
6,773

(1)

84,664

7.6%

Memorandum items

mln EUR

Common EU wide CET1 Threshold (5.5%)

4,678

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2014 -2016 period (cumulative conversions) (2)

773

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions
that convert into Common Equity Tier 1 or are written down upon a trigger event (3)

500

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse
scenario (3)

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.
(2) Conversions not considered for CET1 computation
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk
Exposure values (as of 31/12/2013)
F-IRB
LTV % (as of
31/12/2013)

Risk exposure amounts (as of 31/12/2013)

A-IRB

STA

F-IRB

A-IRB

Value adjustments and provisions (as of 31/12/2013)


STA

F-IRB

A-IRB

Baseline Scenario

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
2,959
10,725
0
1,341
0
0
0
0
0
0
0
0
0
0
0
13,684
0

0
2
588
0
230
0
0
0
0
0
0
0
0
0
0
0
591
0

0
0
17,571
0
13,428
28,261
22,215
3,241
18,975
0
6,046
6,046
0
0
363
0
46,195
27

0
0
7,511
0
6,811
3,333
2,745
1,145
1,600
0
588
588
0
0
0
0
10,844
0

16,120
7,659
10,946
1,949
4,972
18,154
10,669
2,772
7,897
469
7,016
4,497
2,519
400
97
13,506
66,884
28

22
30
4,830
103
3,293
1,263
1,063
598
465
10
189
129
60
0
0
0
6,145
0

0
669
7,989
0
1,101
0
0
0
0
0
0
0
0
0
0
0
8,657

0
0
147
0
0
0
0
0
0
0
0
0
0
0
0
0
148

0
0
12,686
0
9,495
9,477
7,540
1,660
5,880
0
1,937
1,937
0
0
283
0
22,446

0
0
1,263
0
1,191
317
292
135
157
0
25
25
0
0
0
0
1,579

281
2,251
9,949
1,914
4,532
9,270
4,228
1,186
3,041
352
4,690
2,786
1,904
540
121
14,853
37,265

8
30
5,437
103
3,811
1,307
1,096
616
479
10
201
134
67
0
0
0
6,782

0
0
120
0
25
0
0
0
0
0
0
0
0
0
0
0
120
0

0
0
210
0
86
0
0
0
0
0
0
0
0
0
0
0
210
0

0
0
337
0
297
31
28
17
11
0
3
3
0
0
0
0
368
0

0
0
2,828
0
2,499
829
406
245
160
0
424
424
0
0
12
0
3,669
0

1
9
392
3
289
33
21
11
10
0
12
4
8
0
0
0
434
0

0
4
3,226
37
2,367
479
208
117
91
10
261
206
56
0
4
0
3,714
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

(mln EUR, %)

ES - Banco Popular Espaol,


S.A.

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

63.7%
56.7%
65.4%

Adverse Scenario

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

Coverage
Coverage
Impairment Stock of Coverage Ratio - Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Coverage
Stock of
Impairment Stock of
Impairment Stock of
Impairment rate
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.07%
0.38%
1.65%
0.80%
0.58%
1.22%
0.43%
1.29%
1.33%
1.36%
1.22%
0.00%

14
45
8,517
0
0
2,079
1,080
665
414
21
978
846
132
0

44.16%
30.70%
38.01%
26.52%
16.49%
21.36%
12.87%
68.38%
62.25%
61.76%
66.08%
-

0.07%
0.30%
1.08%
0.57%
0.39%
0.86%
0.28%
1.12%
0.99%
0.97%
1.05%
0.00%

18
67
9,064
0
0
2,379
1,234
741
493
26
1,119
960
159
0

44.39%
31.94%
38.02%
26.07%
16.51%
21.95%
12.75%
65.24%
58.73%
58.02%
63.89%
-

0.07%
0.26%
0.84%
0.43%
0.28%
0.66%
0.20%
0.97%
0.80%
0.77%
0.92%
0.00%

21
85
9,446
0
0
2,596
1,337
791
546
30
1,228
1,045
183
0

44.25%
32.43%
37.82%
25.61%
16.31%
22.06%
12.50%
62.66%
56.30%
55.50%
61.85%
-

0.41%
0.67%
2.02%
0.95%
0.69%
1.46%
0.51%
1.44%
1.60%
1.66%
1.36%
0.00%

31
66
8,952
0
0
2,191
1,147
697
449
22
1,023
886
137
0

42.03%
33.72%
39.56%
27.49%
17.38%
22.28%
13.73%
69.94%
62.98%
62.38%
67.77%
-

0.40%
0.67%
1.87%
0.86%
0.61%
1.40%
0.44%
1.35%
1.46%
1.50%
1.27%
0.00%

50
114
9,921
0
0
2,639
1,384
813
571
28
1,226
1,056
170
0

41.62%
34.72%
39.94%
27.20%
17.68%
23.31%
13.82%
67.73%
58.82%
57.84%
66.37%
-

0.39%
0.59%
1.49%
0.69%
0.47%
1.13%
0.34%
1.18%
1.22%
1.25%
1.11%
0.00%

69
155
10,506
0
0
2,969
1,550
890
659
34
1,386
1,186
199
0

41.31%
34.99%
39.51%
26.60%
17.46%
23.48%
13.58%
65.64%
55.72%
54.54%
64.71%
-

1.06%

10,654

35.07%

0.71%

11,528

34.73%

0.55%

12,148

34.32%

1.32%

11,240

36.46%

1.20%

12,724

36.39%

0.96%

13,700

35.73%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Spain

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:
Retail - SME
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

63.2%
56.2%
65.2%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
2,079
10,032
0
945
0
0
0
0
0
0
0
0
0
0
0
12,111
0

0
2
483
0
125
0
0
0
0
0
0
0
0
0
0
0
485
0

Non-defaulted
0
0
17,069
0
13,004
26,634
20,608
3,236
17,372
0
6,027
6,027
0
0
363
0
44,067
27

Defaulted
0
0
7,404
0
6,715
3,034
2,447
1,145
1,302
0
587
587
0
0
0
0
10,438
0

STA

Non-defaulted
14,570
6,980
7,957
1,613
4,481
13,846
8,082
2,279
5,803
423
5,341
3,157
2,184
343
87
13,385
57,169
26

F-IRB

22
30
4,794
96
3,284
1,148
973
592
381
8
167
114
53
0
0
0
5,994
0

0
520
7,386
0
724
0
0
0
0
0
0
0
0
0
0
0
7,907

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
147
0
0
0
0
0
0
0
0
0
0
0
0
0
148

Non-defaulted
0
0
12,212
0
9,083
8,855
6,924
1,657
5,268
0
1,931
1,931
0
0
283
0
21,350

Defaulted
0
0
1,257
0
1,185
290
266
135
131
0
25
25
0
0
0
0
1,547

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
281
2,033
7,536
1,574
4,147
6,911
2,991
938
2,053
318
3,602
1,935
1,667
496
115
14,832
32,203

8
30
5,398
96
3,785
1,194
1,007
611
397
8
178
119
59
0
0
0
6,630

0
0
120
0
25
0
0
0
0
0
0
0
0
0
0
0
120
0

Defaulted
0
0
161
0
37
0
0
0
0
0
0
0
0
0
0
0
161
0

Non-defaulted
0
0
328
0
288
30
27
17
10
0
3
3
0
0
0
0
358
0

Defaulted
0
0
2,778
0
2,454
793
370
245
125
0
423
423
0
0
12
0
3,583
0

Non-defaulted
1
9
383
3
279
32
20
11
9
0
12
4
7
0
0
0
425
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
4
3,140
35
2,358
329
141
94
47
7
181
142
39
0
4
0
3,477
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.07%
0.40%
1.63%
0.80%
0.58%
1.23%
0.43%
1.26%
1.33%
1.36%
1.19%
0.00%

14
43
8,230
0
0
1,829
944
635
309
17
867
758
110
0

44.17%
30.26%
37.88%
25.92%
15.85%
20.64%
11.61%
70.32%
61.53%
61.10%
65.16%
-

0.07%
0.32%
1.07%
0.57%
0.39%
0.87%
0.28%
1.09%
1.00%
0.99%
1.03%
0.00%

18
64
8,726
0
0
2,091
1,080
706
374
22
989
857
132
0

44.41%
31.52%
37.97%
25.60%
16.01%
21.34%
11.68%
66.37%
58.20%
57.61%
62.87%
-

0.07%
0.27%
0.83%
0.44%
0.28%
0.66%
0.20%
0.95%
0.81%
0.79%
0.90%
0.00%

21
81
9,070
0
0
2,282
1,172
753
419
26
1,085
933
152
0

44.26%
32.01%
37.84%
25.22%
15.89%
21.53%
11.53%
63.38%
55.92%
55.26%
60.86%
-

0.41%
0.72%
2.00%
0.95%
0.69%
1.47%
0.50%
1.40%
1.60%
1.66%
1.33%
0.00%

31
64
8,644
0
0
1,925
1,002
665
337
18
905
792
113
0

42.04%
33.42%
39.46%
26.87%
16.74%
21.56%
12.47%
71.87%
62.19%
61.67%
66.78%
-

0.40%
0.72%
1.86%
0.86%
0.61%
1.41%
0.43%
1.32%
1.47%
1.52%
1.25%
0.00%

50
109
9,530
0
0
2,318
1,212
774
438
24
1,082
941
141
0

41.63%
34.46%
40.00%
26.76%
17.22%
22.75%
12.79%
68.82%
58.28%
57.45%
65.33%
-

0.39%
0.64%
1.48%
0.70%
0.48%
1.14%
0.33%
1.14%
1.23%
1.27%
1.09%
0.00%

69
148
10,055
0
0
2,609
1,359
847
512
29
1,222
1,056
166
0

41.32%
34.73%
39.67%
26.27%
17.11%
23.03%
12.69%
66.29%
55.37%
54.35%
63.76%
-

1.05%

10,116

35.02%

0.71%

10,899

34.78%

0.55%

11,454

34.43%

1.31%

10,664

36.43%

1.20%

12,007

36.53%

0.96%

12,881

35.96%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Portugal

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

70.1%
67.8%
70.6%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
370
0
244
0
0
0
0
0
0
0
0
0
0
0
370
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
87
0
77
38
31
2
29
0
7
7
0
0
0
0
124
0

0
0
7
0
4
4
4
0
4
0
0
0
0
0
0
0
11
0

1,282
593
1,851
160
1,500
3,599
2,117
362
1,754
12
1,470
1,304
166
57
10
0
7,393
2

0
0
25
7
0
33
15
6
9
0
18
15
3
0
0
0
57
0

0
0
316
0
223
0
0
0
0
0
0
0
0
0
0
0
316

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
76
0
70
13
11
1
10
0
2
2
0
0
0
0
89

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1

0
198
1,552
160
1,257
2,107
1,142
248
895
9
956
831
125
44
6
0
3,906

0
0
25
7
0
33
15
6
9
0
18
15
3
0
0
0
57

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
4
0
4
0
0
0
0
0
0
0
0
0
0
0
4
0

0
0
7
0
4
1
0
0
0
0
0
0
0
0
0
0
8
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
80
2
3
138
61
24
38
1
76
64
12
0
0
0
218
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.17%
0.57%
1.71%
0.87%
0.55%
1.16%
0.42%
1.33%
1.33%
1.34%
1.25%
0.00%

0
1
137
0
0
181
79
30
49
1
102
87
15
0

40.00%
40.15%
52.59%
57.55%
46.87%
53.06%
43.74%
75.07%
69.70%
67.90%
82.31%
-

0.17%
0.45%
1.07%
0.59%
0.36%
0.79%
0.27%
1.14%
0.92%
0.90%
1.07%
0.00%

0
2
164
0
0
208
89
34
55
1
118
101
17
0

40.00%
40.09%
47.16%
50.09%
38.76%
45.41%
35.58%
72.96%
63.98%
61.82%
80.39%
-

0.17%
0.38%
0.83%
0.45%
0.26%
0.60%
0.19%
1.00%
0.71%
0.69%
0.93%
0.00%

0
2
183
0
0
226
95
36
59
1
130
111
19
0

40.00%
40.07%
44.13%
45.82%
34.54%
41.30%
31.40%
70.42%
60.05%
57.80%
77.69%
-

1.06%
0.93%
2.13%
1.05%
0.65%
1.37%
0.50%
1.48%
1.62%
1.65%
1.39%
0.00%

0
2
149
0
0
191
82
31
51
1
108
92
16
0

40.00%
40.10%
52.92%
58.24%
47.15%
52.72%
44.29%
77.13%
70.83%
68.96%
84.47%
-

1.06%
0.95%
1.78%
0.89%
0.56%
1.26%
0.42%
1.39%
1.37%
1.38%
1.29%
0.00%

0
3
191
0
0
230
97
37
60
1
131
113
18
0

40.00%
40.05%
46.22%
49.48%
37.85%
43.97%
34.89%
75.54%
63.80%
61.51%
82.95%
-

1.06%
0.85%
1.43%
0.72%
0.44%
1.03%
0.33%
1.21%
1.13%
1.13%
1.12%
0.00%

0
4
222
0
0
256
107
40
67
1
148
128
20
0

40.00%
40.04%
42.73%
44.38%
33.02%
39.37%
30.08%
72.94%
58.78%
56.41%
79.96%
-

1.17%

319

55.27%

0.75%

373

48.72%

0.58%

411

45.03%

1.44%

342

55.72%

1.21%

424

47.89%

0.97%

483

43.57%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk

(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

LTV % (as of
31/12/2013)
LTV % (as of
31/12/2013)

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB
Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


P&L

Baseline Scenario
31/12/2013

(mln EUR)
Net interest income

2,410

Net trading income


of which trading losses from stress scenarios

Adverse Scenario

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

2,250

2,392

2,367

1,861

2,103

2,004

55

69

75

36

57

68

-34

-21

-14

-53

-32

-21

Other operating income

1,298

212

212

212

-82

-82

-82

Operating profit before impairments

2,771

1,544

1,705

1,674

813

1,079

975

-1,890

-1,551

-883

-631

-2,142

-1,501

-992

-1,890

-1,551

-883

-631

-2,142

-1,501

-992

-1,144

-416

-86

-57

-264

-7

822

1,043

-1,745

-507

-75

78

30

36

39

36

137

-185

23

857

1,082

-1,741

-472

62

53

-1

-244

-311

511

155

Net income

-132

22

613

771

-1,230

-316

66

Attributable to owners of the parent

-135

22

613

771

-1,230

-316

66

-175

21

577

724

-1,230

-316

66

Impairment of financial assets (-)


Impairment of financial assets other than instruments designated at fair value
through P&L (-)
Impairment Financial assets designated at fair value through P&L (-)
Impairment on non financial assets (-)
Operating profit after impairments from stress scenarios
Other Income and expenses
Pre-Tax profit
Tax

of which carried over to capital through retained earnings

1
37
46
40
of which distributed as dividends
In the figures above, the original (official published) 2013 P&L figures may have been adjusted as part of the ECB Comprehensive Assessment join-up calculation.

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


RWA

(mln EUR)
Risk exposure amount for credit risk
Risk exposure amount Securitisation and re-securitisations
Risk exposure amount Other credit risk
Risk exposure amount for market risk
Risk exposure amount for operational risk
Transitional floors for Risk exposure amount
AQR adjustments (for SSM countries only)
Total Risk exposure amount

Baseline Scenario

Adverse Scenario

as of 31/12/2013

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

as of 31/12/2015

as of 31/12/2016

76,875

77,070

77,187

77,246

77,268

77,503

77,634

404

599

717

776

797

1,033

1,163

76,470

76,470

76,470

76,470

76,470

76,470

76,470

714

714

714

714

714

714

714

6,521

6,521

6,521

6,521

6,521

6,521

6,521

184

184

184

184

184

184

184

84,293

84,488

84,605

84,664

84,686

84,921

85,052

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Securitisation
(mln EUR)
Exposure values

Risk exposure values

Impairments

Banking Book
Trading Book (excl. correlation trading positions under CRM)
Correlation Trading Portfolio (CRM)
Total
Banking Book
Trading Book (excl. correlation trading positions under CRM)
Total
Hold to Maturity porfolio
Available for Sale porfolio
Held for trading portfolio
Total

Baseline scenario

Adverse scenario

as of 31/12/2013

31/12/2014

31/12/2015

31/12/2016

31/12/2014

31/12/2015

31/12/2016

465
0
0
465
404
0
404
16
0

599
0
599
27
0

717
0
717
37
0

776
0
776
47
0

797
0
797
33
0

1,033
0
1,033
49
0

1,163
0
1,163
65
0

16

27

37

47

33

49

65

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria

Belgium

Bulgaria

Cyprus

Czech Republic

Denmark

Estonia

Finland

France

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Germany

Croatia

Greece

Hungary

Iceland

Ireland

Italy

Latvia

Liechtenstein

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
223
0
0
0
0
0
223
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
223
0
0
0
0
0
223
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
223
0
0
0
0
0
223
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Lithuania

Luxembourg

Malta

Netherlands

Norway

Poland

Portugal

Romania

Slovakia

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
38
0
38
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
38
0
38
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
38
0
38
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
Slovenia

Spain

Sweden

United Kingdom

Australia

Canada

Hong Kong

Japan

U.S.

0
0
0
0
0
0
0
0
1,149
445
191
940
2,029
3,607
1,794
10,157
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
9
22
33

0
0
0
0
0
0
0
0
1,019
75
154
72
194
229
46
1,790
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
1,149
445
191
940
2,029
3,607
1,794
10,157
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
9
22
33

0
0
0
0
0
0
0
0
130
352
37
868
1,835
3,379
1,748
8,349
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2
9
22
33

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
18
0
0
0
0
0
18
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

http://www.economiaciudadana.org/

2014 EU-wide Stress Test - Sovereign Exposure


VALUES AS OF 31/12/2013

(mln EUR)

GROSS DIRECT LONG


NET DIRECT POSITIONS (gross exposures (long) net of cash short
EXPOSURES (accounting value gross positions of sovereign debt to other counterpaties only where there
of provisions)
is a maturity matching)
(1)
(1)

Residual Maturity

VALUES AS OF 31/12/2013

DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)

INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)

Derivatives with positive fair value at


31/12/2013

Derivatives with negative fair value at


31/12/2013

Derivatives with positive fair value


at 31/12/2013

Derivatives with negative fair


value at 31/12/2013

Country / Region

of which: loans
and advances

[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot
[ 0 - 3M [
[ 3M - 1Y [
[ 1Y - 2Y [
[ 2Y - 3Y [
[3Y - 5Y [
[5Y - 10Y [
[10Y - more
Tot

VALUES AS OF 31/12/2013

Austria
China

Switzerland

Other advanced economies


non EEA

Other Central and eastern


Europe countries non EEA

Middle East

Latin America and the


Caribbean

Africa

Others

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: AFS
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

of which: FVO
of which: Financial
(designated at fair
assets held for
value through
trading
profit&loss)
(2)
banking book

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at 31/12/2013
(-)

Notional value

Fair-value at
31/12/2013 (+)

Notional value

Fair-value at
31/12/2013 (-)

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Notes and definitions


(1) The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees
(2) The banks disclose the exposures in the "Financial assets held for trading" portfolio after offsetting the cash short positions having the same maturities.
(3) The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS, financial guarantees) booked in all the accounting portfolio (on-off balance sheet).
'Irrespective of the denomination and or accounting classification of the positions the economic substance over the form must be used as a criteria for the identification of the exposures to be included in this column. This item does not include exposures to counterparts (other than sovereign) with full or partial government guarantees by central, regional and local governments

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Capital
Baseline Scenario
CRR / CRDIV DEFINITION OF CAPITAL

(mln EUR)
A

As of 31/12/2013

Adverse Scenario

As of 31/12/2014 As of 31/12/2015 As of 31/12/2016 As of 31/12/2014 As of 31/12/2015 As of 31/12/2016

COREP CODE

REGULATION

OWN FUNDS

8,844

9,184

9,446

9,751

8,127

7,494

7,001

CA1 {1}

Articles 4(118) and 72 of CRR

A.1

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying


transitional adjustments)

8,481

8,616

8,864

9,258

7,555

6,903

6,434

CA1 {1.1.1}

Article 50 of CRR

A.1.1

Capital instruments eligible as CET1 Capital (including share premium and net own
capital instruments)

8,038

8,038

8,038

8,038

8,038

8,038

8,038

CA1 {1.1.1.1}

Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f)
and 42 of CRR

A.1.1.1

Of which: CET1 instruments subscribed by Government

A.1.2

Retained earnings

-156

-136

441

1,165

-1,386

-1,703

-1,637

CA1 {1.1.1.2}

Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l)
of CRR

A.1.3

Accumulated other comprehensive income

-368

-421

-453

-474

-921

-723

-830

CA1 {1.1.1.3}

Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR

Of which: arising from unrealised gains/losses from Sovereign exposure in AFS


portfolio

-381

-381

-381

-381

-797

-517

-570

12

-40

-72

-93

-124

-205

-260

3,603

3,603

3,603

3,603

3,603

3,603

3,603

CA1 {1.1.1.4}

Articles 4(117) and 26(1) point (e) of CRR

A.1.3.1
A.1.3.2

Of which: arising from unrealised gains/losses from the rest of AFS portfolio

A.1.4

Other Reserves

A.1.5

Funds for general banking risk

CA1 {1.1.1.5}

Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR

A.1.6

Minority interest given recognition in CET1 capital

CA1 {1.1.1.7}

Article 84 of CRR

A.1.7

Adjustments to CET1 due to prudential filters excluding those from unrealised


gains/losses from AFS portfolio

CA1 {1.1.1.9}

Articles 32 to 35 of and 36 (1) point (l) of CRR

A.1.8

Adjustments to CET1 due to prudential filters from unrealised gains/losses from


Sovereign Exposure in AFS portfolio

305

305

228

152

638

310

228

A.1.9

(-) Intangible assets (including Goodwill)

-3,251

-3,251

-3,251

-3,251

-2,979

-2,998

-3,112

CA1 {1.1.1.10 +
1.1.1.11}

Articles 4(113), 36(1) point (b) and 37 of CRR. Articles


4(115), 36(1) point (b) and 37 point (a) of CCR

A.1.10

(-) DTAs that rely on future profitability and do not arise from temporary
differences net of associated DTLs

-669

-669

-669

-669

-669

-669

-669

CA1 {1.1.1.12}

Articles 36(1) point (c) and 38 of CRR

A.1.11

(-) IRB shortfall of credit risk adjustments to expected losses

-837

-304

-249

-215

-296

-219

-168

CA1 {1.1.1.13}

Articles 36(1) point (d), 40 and 159 of CRR

A.1.12

(-) Defined benefit pension fund assets

CA1 {1.1.1.14}

Articles 4(109), 36(1) point (e) and 41 of CRR

A.1.13

(-) Reciprocal cross holdings in CET1 Capital

CA1 {1.1.1.15}

Articles 4(122), 36(1) point (g) and 44 of CRR

A.1.14

(-) Excess deduction from AT1 items over AT1 Capital

CA1 {1.1.1.16}

Article 36(1) point (j) of CRR

A.1.15

(-) Deductions related to assets which can alternatively be subject to a 1.250% risk
weight

-55

-40

-30

-26

-24

-5

-1

CA1 {1.1.1.17 to
1.1.1.21}

Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR;


Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3)
of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and

-55

-40

-30

-26

-24

-5

-1

CA1 {1.1.1.18.1}

Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point
(b) and 258 of CRR

OWN FUNDS

A.1.15.1

A.1.16

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution does not have a significant investment

CA1 {1.1.1.22}

Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and
79 of CRR

A.1.17

(-) Deductible DTAs that rely on future profitability and arise from temporary
differences

CA1 {1.1.1.23}

Articles 36(1) point (c) and 38; Articles 48(1) point (a) and
48(2) of CRR

A.1.18

(-) Holdings of CET1 capital instruments of financial sector entities where the
institiution has a significant investment

CA1 {1.1.1.24}

Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b);
49(1) to (3) and 79 of CRR

A.1.19

(-) Amount exceding the 17.65% threshold

CA1 {1.1.1.25}

A.1.20

Transitional adjustments

1,199

928

1,545

1,261

975

CA1 {1.1.1.6}

A.1.20.2

Transitional adjustments due to additional minority interests (+/-)

34

34

25

16

34

25

16

CA1 {1.1.1.8}

A.1.20.3

Other transitional adjustments to CET1 Capital excl. adjustments for Sovereign


exposure in AFS (+/-)

1,832

1,451

1,174

911

1,510

1,236

959

CA1 {1.1.1.26}

69

CA1 {1.1.2}

A.2

ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional


adjustments)

A.2.1

Of which: (+) Other existing support government measures

Article 470 of CRR

CA1 {1.1.1.6 + 1.1.8 +


1.1.26}

Articles 483(1) to (3), and 484 to 487 of CRR

Articles 479 and 480 of CRR

Articles 469 to 472, 478 and 481 of CRR


Article 61 of CRR

8,616

8,864

9,262

7,555

6,903

6,503

CA1 {1.1}

Article 25 of CRR

CA1 {1.2}

Article 71 of CRR

CA2 {1}

Articles 92(3), 95, 96 and 98 of CRR

A.3

TIER 1 CAPITAL (net of deductions and after transitional adjustments)

8,481

A.4

TIER 2 CAPITAL (net of deductions and after transitional adjustments)

362

568

582

489

572

591

498

84,293

84,488

84,605

84,664

84,686

84,921

85,052

2,127

Articles 36(1) points (a) and (i); Article 38 and Article 48 of


CRR

181

Article 381 to 386 of CRR

B.3
B.4
B.5
B.6

1,485

Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)

B.2

CAPITAL RATIOS (%)


Transitional period

1,866

A.1.20.1

B.1

OWN FUNDS
REQUIREMENTS

Of which: from securitisation positions (-)

TOTAL RISK EXPOSURE AMOUNT


of which: stemming from exposures that fall below the 10% / 15% limits for
CET1 deduction (+)
of which: stemming from from CVA capital requirements (+)
of which: stemming from higher asset correlation parameter against exposures
to large financial institutions under IRB the IRB approaches to credit risk (+)
of which: stemming from the application of the supporting factor to increase
lending to SMEs (-)
of which: stemming from the effect of exposures that were previously part of
Risk Exposure amount and receive a deduction treatment under CRR/CRDIV ()
of which: others subject to the discretion of National Competent Authorities

368

Articles 153(2) of CRR

-226

Recital (44) of CRR

Article 124 to 164 of CRR

C.1

Common Equity Tier 1 Capital ratio

10.06%

10.20%

10.48%

10.93%

8.92%

8.13%

7.56%

CA3 {1}

C.2

Tier 1 Capital ratio

10.06%

10.20%

10.48%

10.94%

8.92%

8.13%

7.65%

CA3 {3}

C.3

Total Capital ratio

10.49%

10.87%

11.16%

11.52%

9.60%

8.82%

8.23%

CA3 {5}

6,759

6,768

6,773

4,658

4,671

4,678

125

773

773

125

773

773

500

500

500

Common Equity Tier 1 Capital Threshold

Total amount of instruments with mandatory conversion into ordinary shares upon
a fixed date in the 2014 -2016 period (cumulative conversions) (1)

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under
the CRR provisions that convert into Common Equity Tier 1 or are written down
upon a trigger event (2)

Memorandum items
F.1

Of which: eligible instruments whose trigger is above CET1 capital ratio in the
adverse scenario (2)
Fully Loaded Common Equity Tier 1 Capital ratio (3)

9.84%

(1) Conversions not considered for CET1 computation


(2) Excluding instruments included in E
(3) Memorandum item based on a fully implemented CRR/CRD IV definition of Common Equity Tier 1 capital including 60% of unrealised gains/losses from Sovereign Exposure in AFS portfolio

http://www.economiaciudadana.org/

6.42%

2014 EU-wide Stress Test - Restructuring scenarios


Effects of mandatory restructuring plans publicly announced before 31 December 2013 and formally agreed with the European Commission.
Baseline scenario
(mln EUR)

2013
2014
2015
2016
Total

Adverse scenario

CET1 impact

Risk exposure
amount impact

CET1 impact

Risk exposure
amount impact

0
0

http://www.economiaciudadana.org/

Narrative description of the transactions. (type, date of


completion/commitment, portfolios, subsidiaries, branches)

2014 EU-wide Stress Test


Outcome of the Stress Test based on the Restructuring plan for banks whose plan was formally agreed with the European Commission after 31 December 2013
Baseline scenario

(mln EUR)

Adverse scenario

As of
31/12/2013

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

As of
31/12/2014

As of
31/12/2015

As of
31/12/2016

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)
TOTAL RISK EXPOSURE AMOUNT
COMMON EQUITY TIER 1 RATIO

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Major Capital Measures from 1 January to 30 September 2014
Major Capital Measures Impacting Tier 1 and Tier 2 Eligible Capital from 1 January 2014 to 30 September 2014
Impact on Common
Equity Tier 1
Million EUR

Issuance of CET 1 Instruments


Raising of capital instruments eligible as CET1 capital (+)

Repayment of CET1 capital, buybacks (-)

Conversion to CET1 of hybrid instruments becoming effective between 1 January and 30 September 2014 (+)

Net issuance of Additional Tier 1 and T2 Instruments

120

Impact on Additional
Tier 1 and Tier 2
Million EUR

Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Net issuance of Additional Tier 1 and T2 Instrument with a trigger below bank's post stress test CET1 ratio in the adverse
scenario during the stress test horizon (+/-)

Losses

Million EUR

Realized fines/litigation costs from 1 January to 30 September 2014 (net of provisions) (-)

Other material losses and provisions from 1 January to 30 September 2014 (-)

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Bank Name

ES - Banco de Sabadell, S.A.

LEI Code

SI5RG2M0WQQLZCXKRM20
ES

NUK_WL_NR_XX
version
1809014
No restructuring

http://www.economiaciudadana.org/

2014 EU-wide Stress Test

2014 EU-wide Stress Test

Summary Adverse Scenario

Summary Baseline Scenario

ES - Banco de Sabadell, S.A.

ES - Banco de Sabadell, S.A.

Actual figures as of 31 December 2013


Operating profit before impairments

mln EUR, %
2,111
1,726

Impairment losses on financial and non-financial assets in the banking book


Common Equity Tier 1 capital

(1)

Total Risk Exposure (1)


Common Equity Tier 1 ratio, %

(1)

Outcome of the adverse scenario as of 31 December 2016

Impairment losses on financial and non-financial assets in the banking book

8,227

Common Equity Tier 1 capital

80,189

Total Risk Exposure (1)

10.3%

Common Equity Tier 1 ratio, %

mln EUR, %

3 yr cumulative operating profit before impairments


3 yr cumulative impairment losses on financial and non-financial assets in the banking book

Actual figures as of 31 December 2013


Operating profit before impairments

2,530
3,927

8,227

(1)

80,189
(1)

Outcome of the baseline scenario as of 31 December 2016


3 yr cumulative operating profit before impairments
3 yr cumulative impairment losses on financial and non-financial assets in the banking book

3 yr cumulative losses from the stress in the trading book

92

3 yr cumulative losses from the stress in the trading book

Valuation losses due to sovereign shock after tax and prudential filters

610

Common Equity Tier 1 capital

Common Equity Tier 1 capital


Total Risk Exposure

(1)

(1)

Common Equity Tier 1 ratio, % (1)

mln EUR, %
2,111
1,726

(1)

10.3%
mln EUR, %
2,788
2,107
47
8,375

6,661

Total Risk Exposure

79,914

Common Equity Tier 1 ratio, % (1)

10.2%

Memorandum items
Common EU wide CET1 Threshold (8.0%)

mln EUR
6,560

(1)

81,997

8.3%

Memorandum items

mln EUR

Common EU wide CET1 Threshold (5.5%)

4,395

Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2014 -2016 period (cumulative conversions) (2)

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.

842

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions
that convert into Common Equity Tier 1 or are written down upon a trigger event (3)

Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse
scenario (3)

(1) According to CRR/CRD4 definition transitional arrangements as per reporting date. Figures as of 31/12/2013 computed as of first day of application:
01/01/2014.
(2) Conversions not considered for CET1 computation
(3) Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk
Exposure values (as of 31/12/2013)
F-IRB
LTV % (as of
31/12/2013)

Risk exposure amounts (as of 31/12/2013)

A-IRB

STA

F-IRB

A-IRB

Value adjustments and provisions (as of 31/12/2013)


STA

F-IRB

A-IRB

Baseline Scenario

STA

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
2,937
0
0
0
0
0
0
0
0
0
0
0
930
0
0
3,866
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
26,043
0
12,765
25,289
18,145
4,093
14,052
793
6,350
5,396
954
0
0
0
51,332
0

0
0
8,281
0
5,902
2,564
2,077
1,157
920
0
487
465
22
0
0
0
10,845
0

23,973
1,934
10,888
3,822
5,074
33,605
30,542
3,343
27,199
262
2,801
1,138
1,663
0
2
17,875
88,276
0

58
0
3,703
453
3,077
4,316
4,233
1,254
2,979
1
82
51
30
0
0
31
8,108
0

0
1,108
0
0
0
0
0
0
0
0
0
0
0
1,959
0
0
3,067

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
17,237
0
6,958
5,158
2,996
963
2,033
75
2,087
1,731
356
0
0
0
22,395

0
0
3,251
0
2,302
1,026
770
448
322
0
256
242
14
0
0
0
4,277

783
750
7,340
3,169
3,056
12,505
10,586
880
9,706
197
1,722
599
1,123
0
1
16,711
38,090

68
1
1,564
71
1,401
3,236
3,162
743
2,419
1
73
44
29
0
0
37
4,905

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
861
0
358
298
271
37
234
6
20
7
13
0
0
0
1,158
0

0
0
3,880
0
2,605
889
520
372
148
0
369
351
19
0
0
0
4,769
0

1
5
469
87
277
921
850
87
763
6
65
24
41
0
0
5,286
6,682
0

14
3
3,239
281
2,708
2,026
1,652
624
1,027
3
371
238
133
0
0
230
5,512
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

(mln EUR, %)

ES - Banco de Sabadell, S.A.

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

55.2%
46.7%
56.7%

Adverse Scenario

as of 31/12/2015

as of 31/12/2016

as of 31/12/2014

Coverage
Coverage
Impairment Stock of Coverage Ratio - Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

as of 31/12/2015

as of 31/12/2016

Coverage
Coverage
Coverage
Stock of
Impairment Stock of
Impairment Stock of
Impairment rate
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.42%
0.37%
0.97%
0.50%
0.27%
0.50%
0.23%
0.59%
1.70%
1.65%
1.83%
0.00%

57
12
8,877
0
0
4,485
3,502
1,216
2,286
26
958
705
252
0

35.96%
37.12%
43.90%
28.14%
23.45%
28.36%
20.80%
40.91%
63.23%
65.28%
56.97%
-

0.35%
0.30%
0.69%
0.33%
0.15%
0.28%
0.13%
0.42%
1.31%
1.24%
1.50%
0.00%

92
22
9,191
0
0
4,755
3,630
1,268
2,363
32
1,094
800
293
0

40.44%
40.26%
43.45%
27.34%
22.51%
27.29%
20.00%
41.73%
60.19%
62.76%
53.13%
-

0.30%
0.25%
0.52%
0.26%
0.12%
0.20%
0.10%
0.32%
1.04%
0.95%
1.28%
0.00%

122
29
9,462
0
0
5,083
3,841
1,320
2,521
39
1,203
873
330
0

42.39%
41.47%
43.30%
27.11%
22.23%
26.95%
19.82%
41.81%
58.46%
61.35%
51.03%
-

1.06%
0.44%
1.40%
0.82%
0.61%
1.12%
0.51%
0.73%
1.98%
1.94%
2.07%
0.00%

122
15
9,132
0
0
4,838
3,820
1,314
2,506
28
990
730
260
0

39.57%
38.26%
44.90%
30.84%
26.42%
30.77%
24.09%
41.62%
63.30%
65.26%
57.30%
-

1.04%
0.42%
1.19%
0.62%
0.41%
0.75%
0.35%
0.63%
1.74%
1.69%
1.87%
0.00%

225
28
9,654
0
0
5,281
4,073
1,406
2,666
36
1,172
861
311
0

42.35%
41.29%
44.70%
30.39%
25.84%
29.96%
23.69%
42.84%
60.45%
62.83%
53.81%
-

0.97%
0.35%
0.90%
0.48%
0.32%
0.57%
0.28%
0.47%
1.39%
1.32%
1.58%
0.00%

319
38
10,061
0
0
5,759
4,397
1,487
2,911
45
1,317
961
356
0

43.13%
42.32%
44.63%
30.19%
25.57%
29.64%
23.50%
43.17%
58.87%
61.49%
51.97%
-

0.64%

13,431

37.65%

0.45%

14,060

36.85%

0.35%

14,697

36.52%

1.02%

14,107

39.32%

0.84%

15,187

38.85%

0.66%

16,178

38.60%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Spain

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:
Retail - SME
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

55.4%
46.4%
57.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
2,084
0
0
0
0
0
0
0
0
0
0
0
930
0
0
3,014
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
24,478
0
11,399
24,063
16,980
4,020
12,959
776
6,308
5,357
951
0
0
0
48,542
0

Defaulted
0
0
8,187
0
5,825
2,462
1,976
1,153
823
0
486
464
22
0
0
0
10,648
0

STA

Non-defaulted
23,045
1,498
8,135
3,046
3,296
30,576
27,804
3,117
24,687
261
2,511
941
1,570
0
2
17,860
81,116
0

F-IRB

58
0
3,637
440
3,025
4,119
4,040
1,246
2,794
1
78
50
28
0
0
30
7,845
0

0
593
0
0
0
0
0
0
0
0
0
0
0
1,959
0
0
2,552

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
16,149
0
6,038
4,934
2,785
937
1,849
74
2,075
1,720
355
0
0
0
21,083

Defaulted
0
0
3,224
0
2,291
995
739
447
292
0
256
242
14
0
0
0
4,218

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
781
583
5,370
2,548
1,852
11,367
9,562
806
8,756
196
1,609
526
1,082
0
1
16,697
34,799

68
0
1,521
71
1,358
3,058
2,987
736
2,251
1
70
43
27
0
0
36
4,684

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
814
0
317
268
242
36
206
6
19
6
13
0
0
0
1,082
0

Defaulted
0
0
3,845
0
2,584
796
427
363
64
0
368
350
19
0
0
0
4,640
0

Non-defaulted
1
2
360
63
194
627
582
69
513
6
39
16
23
0
0
5,286
6,276
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
14
0
3,189
275
2,663
1,868
1,497
589
908
3
367
237
131
0
0
229
5,299
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0.42%
0.30%
0.98%
0.51%
0.28%
0.51%
0.23%
0.59%
1.70%
1.65%
1.83%
0.00%

56
6
8,602
0
0
4,076
3,124
1,189
1,935
26
926
691
235
0

35.81%
45.16%
43.96%
28.59%
23.75%
28.37%
21.08%
40.34%
63.63%
65.61%
57.46%
-

0.35%
0.23%
0.69%
0.35%
0.16%
0.28%
0.13%
0.42%
1.31%
1.24%
1.49%
0.00%

90
10
8,887
0
0
4,334
3,246
1,240
2,006
31
1,057
783
274
0

40.34%
45.26%
43.51%
27.81%
22.84%
27.33%
20.31%
41.38%
60.57%
63.08%
53.53%
-

0.31%
0.19%
0.52%
0.27%
0.12%
0.21%
0.11%
0.32%
1.04%
0.95%
1.27%
0.00%

119
14
9,132
0
0
4,652
3,451
1,292
2,159
38
1,163
854
309
0

42.32%
45.30%
43.36%
27.59%
22.57%
27.00%
20.13%
41.55%
58.81%
61.66%
51.37%
-

1.05%
0.38%
1.43%
0.84%
0.62%
1.14%
0.52%
0.73%
1.98%
1.95%
2.06%
0.00%

118
7
8,843
0
0
4,408
3,424
1,285
2,138
27
958
716
242
0

39.38%
45.24%
44.96%
31.24%
26.68%
30.77%
24.33%
41.13%
63.71%
65.61%
57.79%
-

1.03%
0.35%
1.22%
0.64%
0.42%
0.76%
0.36%
0.63%
1.74%
1.69%
1.86%
0.00%

216
14
9,319
0
0
4,831
3,663
1,377
2,287
35
1,133
842
291
0

42.25%
45.35%
44.76%
30.83%
26.13%
30.00%
23.96%
42.56%
60.84%
63.18%
54.22%
-

0.96%
0.28%
0.92%
0.50%
0.33%
0.58%
0.28%
0.47%
1.39%
1.32%
1.57%
0.00%

305
19
9,689
0
0
5,288
3,972
1,457
2,515
44
1,272
937
335
0

43.06%
45.37%
44.69%
30.65%
25.88%
29.70%
23.79%
42.97%
59.24%
61.83%
52.33%
-

0.65%

12,739

37.98%

0.45%

13,322

37.19%

0.35%

13,917

36.86%

1.04%

13,377

39.62%

0.85%

14,380

39.16%

0.67%

15,302

38.91%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

United States

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

59.6%
56.8%
60.4%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
44
0
0
0
0
0
0
0
0
0
0
0
0
0
0
44
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
223
0
192
25
20
0
19
1
4
4
1
0
0
0
247
0

0
0
0
0
0
1
1
0
1
0
0
0
0
0
0
0
1
0

656
30
1,731
439
1,189
1,014
899
207
692
0
115
80
34
0
0
1
3,432
0

0
0
14
0
14
12
10
5
5
0
2
1
1
0
0
0
26
0

0
26
0
0
0
0
0
0
0
0
0
0
0
0
0
0
26

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
127
0
119
4
3
0
2
0
1
1
0
0
0
0
131

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
11
1,269
334
863
396
329
69
260
0
67
39
28
0
0
1
1,677

0
0
14
0
14
12
10
5
5
0
2
1
1
0
0
0
26

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
5
0
4
0
0
0
0
0
0
0
0
0
0
0
5
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
73
17
56
174
168
16
151
0
7
3
4
0
0
0
247
0

0
0
6
0
6
8
7
4
2
0
2
1
1
0
0
0
14
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0.22%
0.23%
0.79%
0.25%
0.09%
0.20%
0.06%
0.18%
1.69%
1.88%
1.29%
-

1
0
98
0
0
187
176
21
155
0
10
6
5
0

44.85%
45.00%
35.87%
26.52%
22.51%
28.69%
17.84%
36.41%
46.55%
54.76%
34.32%
-

0.22%
0.18%
0.59%
0.18%
0.04%
0.11%
0.03%
0.13%
1.33%
1.45%
1.08%
-

2
0
110
0
0
189
177
22
155
0
12
7
5
0

44.85%
45.00%
36.42%
23.05%
18.35%
23.53%
14.82%
37.91%
46.54%
53.78%
35.12%
-

0.22%
0.15%
0.47%
0.14%
0.03%
0.08%
0.02%
0.10%
1.09%
1.16%
0.93%
-

2
0
120
0
0
192
178
22
156
0
13
8
5
0

44.85%
45.00%
36.91%
22.05%
17.18%
21.76%
14.24%
38.13%
46.47%
53.41%
35.38%
-

1.19%
0.29%
1.09%
0.45%
0.26%
0.57%
0.18%
0.23%
2.13%
2.39%
1.53%
-

4
0
104
0
0
189
178
22
156
0
11
6
5
0

44.85%
45.00%
38.98%
30.54%
27.14%
31.60%
23.77%
37.50%
47.50%
55.23%
35.08%
-

1.19%
0.28%
1.00%
0.36%
0.17%
0.40%
0.11%
0.21%
2.04%
2.29%
1.48%
-

8
0
123
0
0
194
181
23
157
0
13
8
5
0

44.85%
45.00%
39.61%
27.00%
22.79%
25.94%
20.62%
39.27%
48.06%
54.68%
36.36%
-

1.19%
0.23%
0.79%
0.28%
0.13%
0.30%
0.09%
0.16%
1.67%
1.85%
1.28%
-

12
0
138
0
0
198
182
24
158
0
15
10
6
0

44.85%
45.00%
39.81%
25.68%
21.22%
23.85%
19.50%
39.73%
48.07%
54.32%
36.75%
-

0.54%

286

31.95%

0.40%

301

30.96%

0.32%

314

30.89%

0.87%

298

35.99%

0.79%

326

35.22%

0.65%

349

34.96%

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

http://www.economiaciudadana.org/

2014 EU-wide Stress Test


Credit Risk

(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

LTV % (as of
31/12/2013)
LTV % (as of
31/12/2013)

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB
Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Baseline Scenario
as of 31/12/2015

as of 31/12/2014
Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

as of 31/12/2016

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Coverage

Stock

Stock

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions

Impairment rate

as of 31/12/2016

Coverage

Coverage

Stock

Stock

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB

STA

F-IRB

Risk exposure amounts (as of 31/12/2013)


A-IRB

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Baseline Scenario
as of 31/12/2015

as of 31/12/2014

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Defaulted

Non-defaulted

as of 31/12/2016

Coverage

Adverse Scenario
as of 31/12/2015

as of 31/12/2014

Coverage

Impairment Stock of Coverage Ratio - Impairment Stock of


Impairment Stock of
Ratio - Default
Ratio - Default
Default Stock
rate
Provisions
rate
Provisions
rate
Provisions
Stock
Stock

Impairment rate

Coverage

as of 31/12/2016

Coverage

Coverage

Stock of
Impairment Stock of
Impairment Stock of
Ratio - Default
Ratio - Default
Ratio - Default
Provisions
rate
Provisions
rate
Provisions
Stock
Stock
Stock

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0

(*) Refers to the part of Securitization exposure that is deducted from capital and is not included in RWA

LTV % (as of
31/12/2013)
(mln EUR, %)

Please, select the country

Central banks and central governments


Institutions
Corporates
Corporates - Of Which: Specialised Lending
Corporates - Of Which: SME
Retail
Retail - Secured on real estate property
Retail - Secured on real estate property - Of
Which:- SME
Retail
Secured on real estate property - Of
Which: non-SME
Retail - Qualifying
Revolving
Retail - Other Retail
Retail - Other Retail - Of Which: SME
Retail - Other Retail - Of Which: non-SME
Equity
Securitisation
Other non-credit obligation assets
TOTAL
Securitisation and re-securitisations positions deducted from capital *

0.0%
0.0%
0.0%

Exposure values (as of 31/12/2013)


A-IRB

F-IRB
Non-defaulted

Defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

STA

Non-defaulted

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

F-IRB

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted

Non-defaulted

Risk exposure amounts (as of 31/12/2013)


A-IRB

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Value adjustments and provisions (as of 31/12/2013)


F-IRB
A-IRB
STA

STA

Non-defaulted
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
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