Report of Foreign Issuer (6-k)
November 05 2018 - 6:24AM
Edgar (US Regulatory)
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM
6-K
REPORT OF
FOREIGN ISSUER
PURSUANT TO RULE
13a-16
OR
15d-16
UNDER THE SECURITIES EXCHANGE ACT OF 1934
For the month of November, 2018
Commission file number:
1-10110
BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
(Exact name of Registrant as specified in its charter)
BANK BILBAO VIZCAYA ARGENTARIA, S.A.
(Translation of Registrants name into English)
Calle Azul 4,
28050 Madrid
Spain
(Address of
principal executive offices)
Indicate by check mark whether the registrant files or will file annual reports under cover of Form
20-F
or Form
40-F:
Form
20-F ☒ Form
40-F ☐
Indicate by check mark if the registrant is submitting the Form
6-K
in paper as permitted by Regulation
S-T
Rule 101(b)(1):
Yes ☐ No ☒
Indicate by check mark if the registrant is submitting the Form
6-K
in paper as permitted by Regulation
S-T
Rule 101(b)(7):
Yes ☐ No ☒
Banco Bilbao Vizcaya Argentaria, S.A.
(
BBVA
), in compliance with the securities market
legislation, hereby communicates the following:
RELEVANT INFORMATION
BBVA has been subject to the 2018
EU-wide
stress test conducted by the European Banking Authority (EBA), in
cooperation with the European Central Bank (ECB), and the European Systemic Risk Board (ESRB).
The 2018
EU-wide
stress test does not contain a pass fail threshold and instead is designed to be used as an important source of information for the purposes of the SREP. The results will assist competent authorities in assessing BBVAs ability to meet
applicable prudential requirements under stressed scenarios based on a common methodology and assumptions.
The adverse stress test scenario was set by
the ECB/ESRB and covers a three-year time horizon (2018-2020). It is not a forecast of BBVA profits. The stress test has been carried out applying a static balance sheet assumption as at December 2017, and therefore does not take into account future
business strategies and management actions. Therefore, it is not taking into account the sale of BBVA Chile that closed on July 6th, 2018.
BBVAs
results are summarized below:
|
|
|
The starting CET1 fully loaded ratio as of December 31st 2017 is restated to include IFRS9 first implementation
impact. Therefore, BBVAs restated starting CET 1 fully loaded ratio is 10.73%, after the negative impact of 31 basis points from IFRS9.
|
|
|
|
Under the adverse scenario, BBVAs CET1 fully loaded ratio as of December 31st 2020 decreases 1.93
percentage points to 8.80%. In this adverse scenario, BBVA generates a positive cumulative result in the 3 years of approximately 344 million euros.
|
|
|
|
Under the baseline scenario, BBVAs CET1 fully loaded ratio increases 1.99 percentage points to 12.72% as of
December 31st 2020.
|
Further information is available on the EBA website (
www.eba.europa.eu
)
Madrid, November 2, 2018
Note
The stress test exercise information is provided in the accompanying disclosure tables based on the common format provided by the EBA.
2018
EU-wide
Stress Test
|
|
|
Bank Name
|
|
Banco Bilbao Vizcaya Argentaria S.A.
|
LEI Code
|
|
K8MS7FD7N5Z2WQ51AZ71
|
Country Code
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|
ES
|
2018
EU-wide
Stress Test: Summary
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
Actual
(starting year)
|
|
|
Restated
(starting year)
|
|
|
Baseline Scenario
|
|
|
Adverse Scenario
|
|
(mln EUR, %)
|
|
31/12/2017
|
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|
31/12/2017
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
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|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
Net interest income
|
|
|
17,258
|
|
|
|
|
|
|
|
17,193
|
|
|
|
17,048
|
|
|
|
16,910
|
|
|
|
16,360
|
|
|
|
15,589
|
|
|
|
14,890
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|
Gains or losses on financial assets and liabilities held for trading and trading financial assets
and trading financial liabilities
|
|
|
907
|
|
|
|
|
|
|
|
458
|
|
|
|
458
|
|
|
|
458
|
|
|
|
-542
|
|
|
|
343
|
|
|
|
343
|
|
Impairment or (-) reversal of impairment on financial assets not measured at fair value through
profit or loss
|
|
|
-4,658
|
|
|
|
|
|
|
|
-5,262
|
|
|
|
-2,892
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|
|
|
-2,940
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|
|
|
-10,886
|
|
|
|
-5,083
|
|
|
|
-4,798
|
|
Profit or (-) loss for the year
|
|
|
4,712
|
|
|
|
|
|
|
|
4,137
|
|
|
|
5,500
|
|
|
|
5,367
|
|
|
|
-2,766
|
|
|
|
1,773
|
|
|
|
1,337
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
Coverage ratio:
non-performing
exposure (%)
|
|
|
44.27
|
%
|
|
|
46.85
|
%
|
|
|
50.94
|
%
|
|
|
48.58
|
%
|
|
|
47.21
|
%
|
|
|
54.65
|
%
|
|
|
51.98
|
%
|
|
|
51.08
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Common Equity Tier 1 capital
|
|
|
42,341
|
|
|
|
42,054
|
|
|
|
43,610
|
|
|
|
45,970
|
|
|
|
48,175
|
|
|
|
33,629
|
|
|
|
35,764
|
|
|
|
36,749
|
|
Total Risk exposure amount (all transitional adjustments included)
|
|
|
362,875
|
|
|
|
362,857
|
|
|
|
368,183
|
|
|
|
369,582
|
|
|
|
370,524
|
|
|
|
379,821
|
|
|
|
392,051
|
|
|
|
397,286
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
Common Equity Tier 1 ratio, %
|
|
|
11.67
|
%
|
|
|
11.59
|
%
|
|
|
11.84
|
%
|
|
|
12.44
|
%
|
|
|
13.00
|
%
|
|
|
8.85
|
%
|
|
|
9.12
|
%
|
|
|
9.25
|
%
|
Fully loaded Common Equity Tier 1 ratio, %
|
|
|
11.04
|
%
|
|
|
10.73
|
%
|
|
|
11.45
|
%
|
|
|
12.09
|
%
|
|
|
12.72
|
%
|
|
|
8.44
|
%
|
|
|
8.58
|
%
|
|
|
8.80
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
Tier 1 capital
|
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|
46,980
|
|
|
|
46,693
|
|
|
|
49,865
|
|
|
|
52,225
|
|
|
|
54,430
|
|
|
|
39,884
|
|
|
|
42,019
|
|
|
|
43,004
|
|
Total leverage ratio exposures
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
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|
Leverage ratio, %
|
|
|
6.62
|
%
|
|
|
6.58
|
%
|
|
|
7.03
|
%
|
|
|
7.36
|
%
|
|
|
7.67
|
%
|
|
|
5.62
|
%
|
|
|
5.92
|
%
|
|
|
6.06
|
%
|
Fully loaded leverage ratio, %
|
|
|
6.53
|
%
|
|
|
6.36
|
%
|
|
|
6.83
|
%
|
|
|
7.18
|
%
|
|
|
7.53
|
%
|
|
|
5.38
|
%
|
|
|
5.59
|
%
|
|
|
5.78
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Memorandum items
|
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|
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|
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|
|
|
|
|
|
|
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|
|
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|
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|
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2018 -2020 period (cumulative conversions)
1
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
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
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario
2
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
1
|
Conversions not considered for CET1 computation
|
2
|
Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2018 -2020 period
|
2018
EU-wide
Stress Test:
Credit risk IRB
Banco
Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Banco Bilbao Vizcaya Argentaria
S.A.
|
|
Central banks and central governments
|
|
|
8,110
|
|
|
|
21
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1,172
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6,956
|
|
|
|
21
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0.6
|
%
|
|
Institutions
|
|
|
75,226
|
|
|
|
88
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5,905
|
|
|
|
26
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12,472
|
|
|
|
88
|
|
|
|
113
|
|
|
|
15
|
|
|
|
17.0
|
%
|
|
Corporates
|
|
|
88,626
|
|
|
|
5,587
|
|
|
|
8,806
|
|
|
|
305
|
|
|
|
47,148
|
|
|
|
1,418
|
|
|
|
8,077
|
|
|
|
0
|
|
|
|
94,118
|
|
|
|
5,843
|
|
|
|
3,918
|
|
|
|
3,230
|
|
|
|
55.3
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
8,806
|
|
|
|
305
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8,077
|
|
|
|
0
|
|
|
|
7,625
|
|
|
|
272
|
|
|
|
141
|
|
|
|
97
|
|
|
|
35.5
|
%
|
|
Corporates - Of Which: SME
|
|
|
12,345
|
|
|
|
3,306
|
|
|
|
0
|
|
|
|
0
|
|
|
|
9,109
|
|
|
|
947
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12,196
|
|
|
|
3,291
|
|
|
|
2,048
|
|
|
|
1,749
|
|
|
|
53.2
|
%
|
|
Retail
|
|
|
96,192
|
|
|
|
5,384
|
|
|
|
0
|
|
|
|
0
|
|
|
|
18,609
|
|
|
|
1,053
|
|
|
|
0
|
|
|
|
0
|
|
|
|
96,184
|
|
|
|
5,383
|
|
|
|
2,448
|
|
|
|
1,441
|
|
|
|
26.8
|
%
|
|
Retail - Secured on real estate property
|
|
|
75,598
|
|
|
|
4,474
|
|
|
|
0
|
|
|
|
0
|
|
|
|
7,319
|
|
|
|
949
|
|
|
|
0
|
|
|
|
0
|
|
|
|
75,598
|
|
|
|
4,474
|
|
|
|
1,369
|
|
|
|
888
|
|
|
|
19.8
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.0
|
%
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
75,598
|
|
|
|
4,474
|
|
|
|
0
|
|
|
|
0
|
|
|
|
7,319
|
|
|
|
949
|
|
|
|
0
|
|
|
|
0
|
|
|
|
75,598
|
|
|
|
4,474
|
|
|
|
1,369
|
|
|
|
888
|
|
|
|
19.8
|
%
|
|
Retail - Qualifying Revolving
|
|
|
8,986
|
|
|
|
168
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6,756
|
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8,986
|
|
|
|
168
|
|
|
|
565
|
|
|
|
145
|
|
|
|
86.6
|
%
|
|
Retail - Other Retail
|
|
|
11,608
|
|
|
|
742
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4,534
|
|
|
|
95
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11,599
|
|
|
|
741
|
|
|
|
515
|
|
|
|
408
|
|
|
|
55.0
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
3,105
|
|
|
|
359
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1,542
|
|
|
|
70
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3,097
|
|
|
|
359
|
|
|
|
223
|
|
|
|
169
|
|
|
|
47.2
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
8,503
|
|
|
|
383
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2,992
|
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8,503
|
|
|
|
383
|
|
|
|
291
|
|
|
|
238
|
|
|
|
62.3
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
268,154
|
|
|
|
11,079
|
|
|
|
8,806
|
|
|
|
305
|
|
|
|
72,834
|
|
|
|
2,497
|
|
|
|
8,077
|
|
|
|
0
|
|
|
|
209,730
|
|
|
|
11,335
|
|
|
|
6,481
|
|
|
|
4,686
|
|
|
|
41.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Spain
|
|
Central banks and central governments
|
|
|
763
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
90
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
318
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
24,367
|
|
|
|
80
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3,285
|
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4,773
|
|
|
|
80
|
|
|
|
45
|
|
|
|
10
|
|
|
|
12.3
|
%
|
|
Corporates
|
|
|
42,962
|
|
|
|
5,286
|
|
|
|
3,460
|
|
|
|
80
|
|
|
|
24,230
|
|
|
|
1,341
|
|
|
|
3,342
|
|
|
|
0
|
|
|
|
45,151
|
|
|
|
5,343
|
|
|
|
3,528
|
|
|
|
3,054
|
|
|
|
57.2
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
3,460
|
|
|
|
80
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3,342
|
|
|
|
0
|
|
|
|
3,003
|
|
|
|
72
|
|
|
|
36
|
|
|
|
18
|
|
|
|
25.3
|
%
|
|
Corporates - Of Which: SME
|
|
|
11,369
|
|
|
|
3,300
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8,461
|
|
|
|
946
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11,222
|
|
|
|
3,285
|
|
|
|
2,041
|
|
|
|
1,749
|
|
|
|
53.2
|
%
|
|
Retail
|
|
|
89,525
|
|
|
|
5,222
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11,938
|
|
|
|
1,016
|
|
|
|
0
|
|
|
|
0
|
|
|
|
89,517
|
|
|
|
5,221
|
|
|
|
1,892
|
|
|
|
1,304
|
|
|
|
25.0
|
%
|
|
Retail - Secured on real estate property
|
|
|
74,992
|
|
|
|
4,450
|
|
|
|
0
|
|
|
|
0
|
|
|
|
7,192
|
|
|
|
918
|
|
|
|
0
|
|
|
|
0
|
|
|
|
74,992
|
|
|
|
4,450
|
|
|
|
1,354
|
|
|
|
877
|
|
|
|
19.7
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.0
|
%
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
74,991
|
|
|
|
4,450
|
|
|
|
0
|
|
|
|
0
|
|
|
|
7,192
|
|
|
|
918
|
|
|
|
0
|
|
|
|
0
|
|
|
|
74,991
|
|
|
|
4,450
|
|
|
|
1,354
|
|
|
|
877
|
|
|
|
19.7
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2,953
|
|
|
|
31
|
|
|
|
0
|
|
|
|
0
|
|
|
|
218
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2,953
|
|
|
|
31
|
|
|
|
24
|
|
|
|
20
|
|
|
|
63.8
|
%
|
|
Retail - Other Retail
|
|
|
11,580
|
|
|
|
741
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4,528
|
|
|
|
95
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11,572
|
|
|
|
740
|
|
|
|
514
|
|
|
|
407
|
|
|
|
55.0
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
3,096
|
|
|
|
359
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1,540
|
|
|
|
70
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3,088
|
|
|
|
359
|
|
|
|
223
|
|
|
|
169
|
|
|
|
47.2
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
8,484
|
|
|
|
382
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2,988
|
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8,484
|
|
|
|
382
|
|
|
|
291
|
|
|
|
238
|
|
|
|
62.3
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
157,617
|
|
|
|
10,588
|
|
|
|
3,460
|
|
|
|
80
|
|
|
|
39,543
|
|
|
|
2,382
|
|
|
|
3,342
|
|
|
|
0
|
|
|
|
139,758
|
|
|
|
10,644
|
|
|
|
5,466
|
|
|
|
4,367
|
|
|
|
41.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
United States
|
|
Central banks and central governments
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
2,283
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
361
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
677
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
6,297
|
|
|
|
57
|
|
|
|
295
|
|
|
|
7
|
|
|
|
2,403
|
|
|
|
8
|
|
|
|
285
|
|
|
|
0
|
|
|
|
6,400
|
|
|
|
62
|
|
|
|
33
|
|
|
|
9
|
|
|
|
14.6
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
295
|
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
285
|
|
|
|
0
|
|
|
|
273
|
|
|
|
5
|
|
|
|
5
|
|
|
|
2
|
|
|
|
50.4
|
%
|
|
Corporates - Of Which: SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail
|
|
|
36
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.7
|
%
|
|
Retail - Secured on real estate property
|
|
|
34
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.9
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
34
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.9
|
%
|
|
Retail - Qualifying Revolving
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.4
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
12,935
|
|
|
|
58
|
|
|
|
295
|
|
|
|
7
|
|
|
|
2,797
|
|
|
|
9
|
|
|
|
285
|
|
|
|
0
|
|
|
|
11,432
|
|
|
|
63
|
|
|
|
34
|
|
|
|
9
|
|
|
|
15.1
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Turkey
|
|
Central banks and central governments
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
100
|
|
|
|
0
|
|
|
|
230
|
|
|
|
0
|
|
|
|
50
|
|
|
|
0
|
|
|
|
199
|
|
|
|
0
|
|
|
|
321
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
230
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
199
|
|
|
|
0
|
|
|
|
227
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
274
|
|
|
|
0
|
|
|
|
230
|
|
|
|
0
|
|
|
|
61
|
|
|
|
0
|
|
|
|
199
|
|
|
|
0
|
|
|
|
495
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Mexico
|
|
Central banks and central governments
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
267
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
80
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
267
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
16,311
|
|
|
|
125
|
|
|
|
1
|
|
|
|
0
|
|
|
|
10,457
|
|
|
|
54
|
|
|
|
1
|
|
|
|
0
|
|
|
|
16,310
|
|
|
|
125
|
|
|
|
153
|
|
|
|
59
|
|
|
|
47.1
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
799
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
461
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
799
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
|
|
|
Retail
|
|
|
6,026
|
|
|
|
137
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6,539
|
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6,026
|
|
|
|
137
|
|
|
|
541
|
|
|
|
125
|
|
|
|
91.8
|
%
|
|
Retail - Secured on real estate property
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Qualifying Revolving
|
|
|
6,012
|
|
|
|
137
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6,536
|
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6,012
|
|
|
|
137
|
|
|
|
540
|
|
|
|
125
|
|
|
|
91.8
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
23,043
|
|
|
|
262
|
|
|
|
1
|
|
|
|
0
|
|
|
|
17,123
|
|
|
|
60
|
|
|
|
1
|
|
|
|
0
|
|
|
|
23,042
|
|
|
|
262
|
|
|
|
695
|
|
|
|
184
|
|
|
|
70.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
France
|
|
Central banks and central governments
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
19,837
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
310
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
519
|
|
|
|
0
|
|
|
|
36
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
3,152
|
|
|
|
19
|
|
|
|
1,047
|
|
|
|
0
|
|
|
|
1,422
|
|
|
|
2
|
|
|
|
779
|
|
|
|
0
|
|
|
|
3,921
|
|
|
|
19
|
|
|
|
17
|
|
|
|
10
|
|
|
|
54.4
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
1,047
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
779
|
|
|
|
0
|
|
|
|
856
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
55
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
53
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Retail
|
|
|
36
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
9
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
59.4
|
%
|
|
Retail - Secured on real estate property
|
|
|
32
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
59.5
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
32
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
8
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
59.5
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
59.3
|
%
|
|
Retail - Other Retail
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
58.8
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
58.8
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
23,025
|
|
|
|
20
|
|
|
|
1,047
|
|
|
|
0
|
|
|
|
1,741
|
|
|
|
5
|
|
|
|
779
|
|
|
|
0
|
|
|
|
4,477
|
|
|
|
20
|
|
|
|
53
|
|
|
|
11
|
|
|
|
54.8
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Peru
|
|
Central banks and central governments
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
29
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
197
|
|
|
|
41
|
|
|
|
185
|
|
|
|
0
|
|
|
|
75
|
|
|
|
6
|
|
|
|
376
|
|
|
|
0
|
|
|
|
364
|
|
|
|
41
|
|
|
|
2
|
|
|
|
1
|
|
|
|
2.1
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
185
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
376
|
|
|
|
0
|
|
|
|
166
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
4
|
|
|
|
1
|
|
|
|
1
|
|
|
|
17.8
|
%
|
|
Retail
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
71.0
|
%
|
|
Retail - Secured on real estate property
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
71.0
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
71.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
450
|
|
|
|
41
|
|
|
|
185
|
|
|
|
0
|
|
|
|
106
|
|
|
|
6
|
|
|
|
376
|
|
|
|
0
|
|
|
|
616
|
|
|
|
41
|
|
|
|
2
|
|
|
|
1
|
|
|
|
2.1
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Chile
|
|
Central banks and central governments
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
316
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
340
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
118
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
340
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
Retail - Secured on real estate property
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
660
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
121
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
345
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
United Kingdom
|
|
Central banks and central governments
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
11,496
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
444
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
988
|
|
|
|
0
|
|
|
|
21
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
2,429
|
|
|
|
46
|
|
|
|
802
|
|
|
|
0
|
|
|
|
1,091
|
|
|
|
6
|
|
|
|
599
|
|
|
|
0
|
|
|
|
2,884
|
|
|
|
46
|
|
|
|
19
|
|
|
|
18
|
|
|
|
38.5
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
802
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
599
|
|
|
|
0
|
|
|
|
607
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
10
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
10
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.6
|
%
|
|
Retail
|
|
|
176
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34
|
|
|
|
11
|
|
|
|
0
|
|
|
|
0
|
|
|
|
176
|
|
|
|
8
|
|
|
|
5
|
|
|
|
4
|
|
|
|
48.0
|
%
|
|
Retail - Secured on real estate property
|
|
|
172
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34
|
|
|
|
11
|
|
|
|
0
|
|
|
|
0
|
|
|
|
172
|
|
|
|
8
|
|
|
|
5
|
|
|
|
4
|
|
|
|
47.8
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
172
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34
|
|
|
|
11
|
|
|
|
0
|
|
|
|
0
|
|
|
|
172
|
|
|
|
8
|
|
|
|
5
|
|
|
|
4
|
|
|
|
47.8
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
74.2
|
%
|
|
Retail - Other Retail
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3.9
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3.9
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
14,126
|
|
|
|
54
|
|
|
|
802
|
|
|
|
0
|
|
|
|
1,571
|
|
|
|
17
|
|
|
|
599
|
|
|
|
0
|
|
|
|
4,073
|
|
|
|
54
|
|
|
|
45
|
|
|
|
21
|
|
|
|
39.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Colombia
|
|
Central banks and central governments
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
147
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
65
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
147
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
|
|
|
Corporates
|
|
|
180
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
62
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
179
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
69.3
|
%
|
|
Retail - Secured on real estate property
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
65.8
|
%
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.7
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.7
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
374
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
130
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
373
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
69.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
A-IRB
|
|
|
F-IRB
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Italy
|
|
Central banks and central governments
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Institutions
|
|
|
1,512
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
135
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
517
|
|
|
|
8
|
|
|
|
6
|
|
|
|
5
|
|
|
|
63.6
|
%
|
|
Corporates
|
|
|
3,576
|
|
|
|
0
|
|
|
|
253
|
|
|
|
11
|
|
|
|
1,549
|
|
|
|
0
|
|
|
|
217
|
|
|
|
0
|
|
|
|
3,506
|
|
|
|
11
|
|
|
|
18
|
|
|
|
8
|
|
|
|
70.9
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
253
|
|
|
|
11
|
|
|
|
0
|
|
|
|
0
|
|
|
|
217
|
|
|
|
0
|
|
|
|
239
|
|
|
|
11
|
|
|
|
8
|
|
|
|
8
|
|
|
|
70.9
|
%
|
|
Corporates - Of Which: SME
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail
|
|
|
14
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3.3
|
%
|
|
Retail - Secured on real estate property
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property -Of Which:
non-SME
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Retail - Qualifying Revolving
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
54.6
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
5,128
|
|
|
|
8
|
|
|
|
253
|
|
|
|
11
|
|
|
|
1,687
|
|
|
|
2
|
|
|
|
217
|
|
|
|
0
|
|
|
|
4,064
|
|
|
|
20
|
|
|
|
24
|
|
|
|
13
|
|
|
|
67.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Banco Bilbao Vizcaya Argentaria S.A.
|
|
Central banks and central governments
|
|
|
6,955
|
|
|
|
22
|
|
|
|
9
|
|
|
|
9
|
|
|
|
40.0
|
%
|
|
|
6,954
|
|
|
|
23
|
|
|
|
10
|
|
|
|
9
|
|
|
|
40.0
|
%
|
|
|
6,954
|
|
|
|
23
|
|
|
|
10
|
|
|
|
9
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
12,422
|
|
|
|
138
|
|
|
|
83
|
|
|
|
48
|
|
|
|
34.8
|
%
|
|
|
12,365
|
|
|
|
195
|
|
|
|
100
|
|
|
|
61
|
|
|
|
31.1
|
%
|
|
|
12,301
|
|
|
|
260
|
|
|
|
117
|
|
|
|
78
|
|
|
|
30.2
|
%
|
|
Corporates
|
|
|
93,007
|
|
|
|
6,953
|
|
|
|
4,423
|
|
|
|
3,761
|
|
|
|
54.1
|
%
|
|
|
91,861
|
|
|
|
8,100
|
|
|
|
4,788
|
|
|
|
4,113
|
|
|
|
50.8
|
%
|
|
|
90,665
|
|
|
|
9,295
|
|
|
|
5,141
|
|
|
|
4,467
|
|
|
|
48.1
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
7,531
|
|
|
|
367
|
|
|
|
217
|
|
|
|
138
|
|
|
|
37.7
|
%
|
|
|
7,431
|
|
|
|
467
|
|
|
|
248
|
|
|
|
162
|
|
|
|
34.7
|
%
|
|
|
7,326
|
|
|
|
572
|
|
|
|
282
|
|
|
|
195
|
|
|
|
34.1
|
%
|
|
Corporates - Of Which: SME
|
|
|
11,975
|
|
|
|
3,512
|
|
|
|
2,161
|
|
|
|
1,953
|
|
|
|
55.6
|
%
|
|
|
11,750
|
|
|
|
3,737
|
|
|
|
2,236
|
|
|
|
2,025
|
|
|
|
54.2
|
%
|
|
|
11,515
|
|
|
|
3,972
|
|
|
|
2,304
|
|
|
|
2,095
|
|
|
|
52.8
|
%
|
|
Retail
|
|
|
94,911
|
|
|
|
6,656
|
|
|
|
3,224
|
|
|
|
2,258
|
|
|
|
33.9
|
%
|
|
|
93,718
|
|
|
|
7,849
|
|
|
|
3,617
|
|
|
|
2,737
|
|
|
|
34.9
|
%
|
|
|
92,606
|
|
|
|
8,960
|
|
|
|
3,988
|
|
|
|
3,182
|
|
|
|
35.5
|
%
|
|
Retail - Secured on real estate property
|
|
|
74,946
|
|
|
|
5,127
|
|
|
|
1,730
|
|
|
|
1,236
|
|
|
|
24.1
|
%
|
|
|
74,337
|
|
|
|
5,735
|
|
|
|
1,789
|
|
|
|
1,343
|
|
|
|
23.4
|
%
|
|
|
73,773
|
|
|
|
6,299
|
|
|
|
1,848
|
|
|
|
1,443
|
|
|
|
22.9
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
31.8
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.8
|
%
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
74,945
|
|
|
|
5,127
|
|
|
|
1,730
|
|
|
|
1,236
|
|
|
|
24.1
|
%
|
|
|
74,337
|
|
|
|
5,735
|
|
|
|
1,789
|
|
|
|
1,343
|
|
|
|
23.4
|
%
|
|
|
73,773
|
|
|
|
6,299
|
|
|
|
1,848
|
|
|
|
1,443
|
|
|
|
22.9
|
%
|
|
Retail - Qualifying Revolving
|
|
|
8,546
|
|
|
|
608
|
|
|
|
865
|
|
|
|
493
|
|
|
|
81.1
|
%
|
|
|
8,140
|
|
|
|
1,014
|
|
|
|
1,141
|
|
|
|
802
|
|
|
|
79.1
|
%
|
|
|
7,765
|
|
|
|
1,388
|
|
|
|
1,398
|
|
|
|
1,085
|
|
|
|
78.2
|
%
|
|
Retail - Other Retail
|
|
|
11,419
|
|
|
|
922
|
|
|
|
629
|
|
|
|
530
|
|
|
|
57.5
|
%
|
|
|
11,241
|
|
|
|
1,100
|
|
|
|
686
|
|
|
|
592
|
|
|
|
53.9
|
%
|
|
|
11,068
|
|
|
|
1,273
|
|
|
|
742
|
|
|
|
654
|
|
|
|
51.4
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
3,036
|
|
|
|
419
|
|
|
|
287
|
|
|
|
250
|
|
|
|
59.5
|
%
|
|
|
2,975
|
|
|
|
480
|
|
|
|
308
|
|
|
|
272
|
|
|
|
56.6
|
%
|
|
|
2,915
|
|
|
|
541
|
|
|
|
328
|
|
|
|
293
|
|
|
|
54.2
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
8,383
|
|
|
|
502
|
|
|
|
342
|
|
|
|
280
|
|
|
|
55.7
|
%
|
|
|
8,266
|
|
|
|
619
|
|
|
|
379
|
|
|
|
321
|
|
|
|
51.8
|
%
|
|
|
8,153
|
|
|
|
732
|
|
|
|
415
|
|
|
|
360
|
|
|
|
49.2
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
207,295
|
|
|
|
13,770
|
|
|
|
7,739
|
|
|
|
6,076
|
|
|
|
44.1
|
%
|
|
|
204,899
|
|
|
|
16,166
|
|
|
|
8,515
|
|
|
|
6,920
|
|
|
|
42.8
|
%
|
|
|
202,526
|
|
|
|
18,539
|
|
|
|
9,256
|
|
|
|
7,736
|
|
|
|
41.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Spain
|
|
Central banks and central governments
|
|
|
317
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
316
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
316
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
4,754
|
|
|
|
99
|
|
|
|
50
|
|
|
|
34
|
|
|
|
34.0
|
%
|
|
|
4,734
|
|
|
|
119
|
|
|
|
55
|
|
|
|
39
|
|
|
|
32.7
|
%
|
|
|
4,714
|
|
|
|
139
|
|
|
|
59
|
|
|
|
44
|
|
|
|
31.6
|
%
|
|
Corporates
|
|
|
44,619
|
|
|
|
5,875
|
|
|
|
3,798
|
|
|
|
3,368
|
|
|
|
57.3
|
%
|
|
|
44,071
|
|
|
|
6,423
|
|
|
|
3,985
|
|
|
|
3,541
|
|
|
|
55.1
|
%
|
|
|
43,500
|
|
|
|
6,994
|
|
|
|
4,160
|
|
|
|
3,716
|
|
|
|
53.1
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
2,949
|
|
|
|
126
|
|
|
|
96
|
|
|
|
45
|
|
|
|
35.6
|
%
|
|
|
2,896
|
|
|
|
179
|
|
|
|
111
|
|
|
|
61
|
|
|
|
34.1
|
%
|
|
|
2,843
|
|
|
|
232
|
|
|
|
126
|
|
|
|
77
|
|
|
|
33.1
|
%
|
|
Corporates - Of Which: SME
|
|
|
11,014
|
|
|
|
3,493
|
|
|
|
2,146
|
|
|
|
1,946
|
|
|
|
55.7
|
%
|
|
|
10,801
|
|
|
|
3,706
|
|
|
|
2,218
|
|
|
|
2,012
|
|
|
|
54.3
|
%
|
|
|
10,579
|
|
|
|
3,929
|
|
|
|
2,283
|
|
|
|
2,079
|
|
|
|
52.9
|
%
|
|
Retail
|
|
|
88,679
|
|
|
|
6,059
|
|
|
|
2,368
|
|
|
|
1,775
|
|
|
|
29.3
|
%
|
|
|
87,887
|
|
|
|
6,851
|
|
|
|
2,487
|
|
|
|
1,948
|
|
|
|
28.4
|
%
|
|
|
87,144
|
|
|
|
7,594
|
|
|
|
2,604
|
|
|
|
2,111
|
|
|
|
27.8
|
%
|
|
Retail - Secured on real estate property
|
|
|
74,344
|
|
|
|
5,098
|
|
|
|
1,715
|
|
|
|
1,224
|
|
|
|
24.0
|
%
|
|
|
73,740
|
|
|
|
5,701
|
|
|
|
1,774
|
|
|
|
1,331
|
|
|
|
23.3
|
%
|
|
|
73,181
|
|
|
|
6,261
|
|
|
|
1,831
|
|
|
|
1,430
|
|
|
|
22.8
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
31.8
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.8
|
%
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
74,344
|
|
|
|
5,098
|
|
|
|
1,715
|
|
|
|
1,224
|
|
|
|
24.0
|
%
|
|
|
73,740
|
|
|
|
5,701
|
|
|
|
1,774
|
|
|
|
1,331
|
|
|
|
23.3
|
%
|
|
|
73,181
|
|
|
|
6,261
|
|
|
|
1,831
|
|
|
|
1,430
|
|
|
|
22.8
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2,942
|
|
|
|
42
|
|
|
|
26
|
|
|
|
23
|
|
|
|
55.0
|
%
|
|
|
2,931
|
|
|
|
53
|
|
|
|
29
|
|
|
|
26
|
|
|
|
49.3
|
%
|
|
|
2,920
|
|
|
|
64
|
|
|
|
33
|
|
|
|
29
|
|
|
|
45.7
|
%
|
|
Retail - Other Retail
|
|
|
11,392
|
|
|
|
920
|
|
|
|
627
|
|
|
|
529
|
|
|
|
57.4
|
%
|
|
|
11,215
|
|
|
|
1,097
|
|
|
|
684
|
|
|
|
591
|
|
|
|
53.9
|
%
|
|
|
11,043
|
|
|
|
1,270
|
|
|
|
740
|
|
|
|
652
|
|
|
|
51.3
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
3,027
|
|
|
|
419
|
|
|
|
287
|
|
|
|
250
|
|
|
|
59.5
|
%
|
|
|
2,966
|
|
|
|
480
|
|
|
|
307
|
|
|
|
272
|
|
|
|
56.6
|
%
|
|
|
2,906
|
|
|
|
540
|
|
|
|
328
|
|
|
|
293
|
|
|
|
54.2
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
8,365
|
|
|
|
501
|
|
|
|
340
|
|
|
|
279
|
|
|
|
55.7
|
%
|
|
|
8,249
|
|
|
|
617
|
|
|
|
377
|
|
|
|
319
|
|
|
|
51.7
|
%
|
|
|
8,136
|
|
|
|
729
|
|
|
|
413
|
|
|
|
359
|
|
|
|
49.2
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
138,368
|
|
|
|
12,034
|
|
|
|
6,217
|
|
|
|
5,177
|
|
|
|
43.0
|
%
|
|
|
137,009
|
|
|
|
13,394
|
|
|
|
6,528
|
|
|
|
5,528
|
|
|
|
41.3
|
%
|
|
|
135,674
|
|
|
|
14,728
|
|
|
|
6,824
|
|
|
|
5,872
|
|
|
|
39.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United States
|
|
Central banks and central governments
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
676
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
26.2
|
%
|
|
|
673
|
|
|
|
5
|
|
|
|
3
|
|
|
|
1
|
|
|
|
24.6
|
%
|
|
|
667
|
|
|
|
10
|
|
|
|
4
|
|
|
|
2
|
|
|
|
24.1
|
%
|
|
Corporates
|
|
|
6,232
|
|
|
|
230
|
|
|
|
102
|
|
|
|
53
|
|
|
|
23.0
|
%
|
|
|
6,040
|
|
|
|
422
|
|
|
|
149
|
|
|
|
95
|
|
|
|
22.6
|
%
|
|
|
5,824
|
|
|
|
638
|
|
|
|
197
|
|
|
|
144
|
|
|
|
22.6
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
264
|
|
|
|
14
|
|
|
|
7
|
|
|
|
4
|
|
|
|
31.2
|
%
|
|
|
255
|
|
|
|
23
|
|
|
|
9
|
|
|
|
6
|
|
|
|
27.6
|
%
|
|
|
245
|
|
|
|
33
|
|
|
|
11
|
|
|
|
9
|
|
|
|
26.1
|
%
|
|
Corporates - Of Which: SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.1
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
Retail
|
|
|
36
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
47.2
|
%
|
|
|
36
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
42.3
|
%
|
|
|
35
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
38.3
|
%
|
|
Retail - Secured on real estate property
|
|
|
34
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
45.7
|
%
|
|
|
33
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
33
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
35.5
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
34
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
45.7
|
%
|
|
|
33
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
33
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
35.5
|
%
|
|
Retail - Qualifying Revolving
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
79.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
79.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
79.4
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
64.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
65.1
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
65.4
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
62.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
63.2
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
64.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
65.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
65.4
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
11,263
|
|
|
|
232
|
|
|
|
104
|
|
|
|
54
|
|
|
|
23.1
|
%
|
|
|
11,066
|
|
|
|
428
|
|
|
|
153
|
|
|
|
97
|
|
|
|
22.7
|
%
|
|
|
10,844
|
|
|
|
650
|
|
|
|
202
|
|
|
|
147
|
|
|
|
22.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Turkey
|
|
Central banks and central governments
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
Corporates
|
|
|
319
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
39.4
|
%
|
|
|
317
|
|
|
|
4
|
|
|
|
2
|
|
|
|
2
|
|
|
|
38.7
|
%
|
|
|
315
|
|
|
|
6
|
|
|
|
3
|
|
|
|
2
|
|
|
|
38.3
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
225
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
39.4
|
%
|
|
|
224
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
38.7
|
%
|
|
|
223
|
|
|
|
4
|
|
|
|
2
|
|
|
|
2
|
|
|
|
38.3
|
%
|
|
Corporates - Of Which: SME
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
38.7
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
38.3
|
%
|
|
Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
17.1
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
16.9
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
17.1
|
%
|
|
Retail - Secured on real estate property
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.2
|
%
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.8
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.8
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
493
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
39.4
|
%
|
|
|
491
|
|
|
|
4
|
|
|
|
2
|
|
|
|
2
|
|
|
|
38.7
|
%
|
|
|
489
|
|
|
|
6
|
|
|
|
3
|
|
|
|
2
|
|
|
|
38.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Mexico
|
|
Central banks and central governments
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
267
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34.1
|
%
|
|
|
267
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.5
|
%
|
|
|
266
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
38.6
|
%
|
|
Corporates
|
|
|
16,132
|
|
|
|
303
|
|
|
|
212
|
|
|
|
113
|
|
|
|
37.4
|
%
|
|
|
15,969
|
|
|
|
466
|
|
|
|
267
|
|
|
|
209
|
|
|
|
44.8
|
%
|
|
|
15,812
|
|
|
|
623
|
|
|
|
315
|
|
|
|
258
|
|
|
|
41.5
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
789
|
|
|
|
10
|
|
|
|
7
|
|
|
|
2
|
|
|
|
19.8
|
%
|
|
|
781
|
|
|
|
18
|
|
|
|
10
|
|
|
|
7
|
|
|
|
37.4
|
%
|
|
|
772
|
|
|
|
27
|
|
|
|
12
|
|
|
|
9
|
|
|
|
35.3
|
%
|
|
Retail
|
|
|
5,597
|
|
|
|
566
|
|
|
|
838
|
|
|
|
469
|
|
|
|
83.0
|
%
|
|
|
5,202
|
|
|
|
960
|
|
|
|
1,111
|
|
|
|
775
|
|
|
|
80.7
|
%
|
|
|
4,839
|
|
|
|
1,323
|
|
|
|
1,364
|
|
|
|
1,055
|
|
|
|
79.7
|
%
|
|
Retail - Secured on real estate property
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.8
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.3
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.0
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.8
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.3
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.0
|
%
|
|
Retail - Qualifying Revolving
|
|
|
5,583
|
|
|
|
565
|
|
|
|
838
|
|
|
|
469
|
|
|
|
83.0
|
%
|
|
|
5,189
|
|
|
|
959
|
|
|
|
1,110
|
|
|
|
775
|
|
|
|
80.8
|
%
|
|
|
4,826
|
|
|
|
1,322
|
|
|
|
1,363
|
|
|
|
1,054
|
|
|
|
79.8
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
84.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
83.6
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
83.4
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
55.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
56.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
56.5
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
87.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
86.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
85.5
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
22,435
|
|
|
|
869
|
|
|
|
1,051
|
|
|
|
583
|
|
|
|
67.1
|
%
|
|
|
21,876
|
|
|
|
1,427
|
|
|
|
1,378
|
|
|
|
985
|
|
|
|
69.0
|
%
|
|
|
21,356
|
|
|
|
1,948
|
|
|
|
1,680
|
|
|
|
1,314
|
|
|
|
67.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
France
|
|
Central banks and central governments
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
514
|
|
|
|
5
|
|
|
|
4
|
|
|
|
1
|
|
|
|
26.8
|
%
|
|
|
509
|
|
|
|
11
|
|
|
|
5
|
|
|
|
3
|
|
|
|
26.8
|
%
|
|
|
503
|
|
|
|
16
|
|
|
|
6
|
|
|
|
4
|
|
|
|
26.8
|
%
|
|
Corporates
|
|
|
3,896
|
|
|
|
44
|
|
|
|
28
|
|
|
|
19
|
|
|
|
43.9
|
%
|
|
|
3,869
|
|
|
|
71
|
|
|
|
37
|
|
|
|
28
|
|
|
|
39.6
|
%
|
|
|
3,842
|
|
|
|
98
|
|
|
|
45
|
|
|
|
37
|
|
|
|
37.4
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
856
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
855
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
855
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Corporates - Of Which: SME
|
|
|
52
|
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
30.7
|
%
|
|
|
50
|
|
|
|
4
|
|
|
|
1
|
|
|
|
1
|
|
|
|
24.9
|
%
|
|
|
49
|
|
|
|
6
|
|
|
|
2
|
|
|
|
1
|
|
|
|
21.8
|
%
|
|
Retail
|
|
|
36
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
51.2
|
%
|
|
|
35
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
46.5
|
%
|
|
|
35
|
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
43.4
|
%
|
|
Retail - Secured on real estate property
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
51.3
|
%
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
46.3
|
%
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
42.9
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
51.3
|
%
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
46.3
|
%
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
42.9
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
57.9
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
53.6
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
50.5
|
%
|
|
Retail - Other Retail
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
49.1
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.6
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.4
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
49.6
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
47.1
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.9
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
4,445
|
|
|
|
52
|
|
|
|
34
|
|
|
|
22
|
|
|
|
42.4
|
%
|
|
|
4,413
|
|
|
|
83
|
|
|
|
44
|
|
|
|
32
|
|
|
|
38.1
|
%
|
|
|
4,381
|
|
|
|
116
|
|
|
|
53
|
|
|
|
42
|
|
|
|
36.1
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Peru
|
|
Central banks and central governments
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.9
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.2
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
49.8
|
%
|
|
Corporates
|
|
|
355
|
|
|
|
50
|
|
|
|
58
|
|
|
|
47
|
|
|
|
94.1
|
%
|
|
|
346
|
|
|
|
59
|
|
|
|
64
|
|
|
|
54
|
|
|
|
91.3
|
%
|
|
|
337
|
|
|
|
68
|
|
|
|
70
|
|
|
|
60
|
|
|
|
88.2
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
162
|
|
|
|
4
|
|
|
|
9
|
|
|
|
4
|
|
|
|
83.0
|
%
|
|
|
157
|
|
|
|
9
|
|
|
|
12
|
|
|
|
7
|
|
|
|
79.5
|
%
|
|
|
153
|
|
|
|
14
|
|
|
|
15
|
|
|
|
10
|
|
|
|
75.4
|
%
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
4
|
|
|
|
4
|
|
|
|
4
|
|
|
|
96.3
|
%
|
|
|
1
|
|
|
|
4
|
|
|
|
4
|
|
|
|
4
|
|
|
|
96.2
|
%
|
|
|
1
|
|
|
|
4
|
|
|
|
4
|
|
|
|
4
|
|
|
|
96.0
|
%
|
|
Retail
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.4
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.0
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.6
|
%
|
|
Retail - Secured on real estate property
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.9
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.8
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.8
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: non-SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.9
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.8
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.8
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.2
|
%
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.4
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
69.4
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.9
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
86.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
76.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
74.6
|
%
|
|
Retail - Other Retail - Of Which: non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
69.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.7
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other non-credit obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
608
|
|
|
|
50
|
|
|
|
58
|
|
|
|
47
|
|
|
|
94.0
|
%
|
|
|
598
|
|
|
|
59
|
|
|
|
65
|
|
|
|
54
|
|
|
|
91.2
|
%
|
|
|
589
|
|
|
|
68
|
|
|
|
70
|
|
|
|
60
|
|
|
|
88.1
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Chile
|
|
Central banks and central governments
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
19.6
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
19.7
|
%
|
|
Corporates
|
|
|
338
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
30.4
|
%
|
|
|
335
|
|
|
|
5
|
|
|
|
2
|
|
|
|
1
|
|
|
|
30.5
|
%
|
|
|
333
|
|
|
|
7
|
|
|
|
3
|
|
|
|
2
|
|
|
|
30.5
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.9
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.9
|
%
|
|
Retail
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
81.5
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
84.1
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
84.4
|
%
|
|
Retail - Secured on real estate property
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11.7
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11.7
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.8
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
38.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.1
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
98.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
94.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
92.9
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.5
|
%
|
|
Retail - Other Retail - Of Which: non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
100.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
96.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
94.2
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other non-credit obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
343
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
34.1
|
%
|
|
|
340
|
|
|
|
5
|
|
|
|
3
|
|
|
|
2
|
|
|
|
34.0
|
%
|
|
|
337
|
|
|
|
8
|
|
|
|
4
|
|
|
|
3
|
|
|
|
33.8
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United Kingdom
|
|
Central banks and central governments
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
979
|
|
|
|
9
|
|
|
|
10
|
|
|
|
3
|
|
|
|
27.6
|
%
|
|
|
966
|
|
|
|
22
|
|
|
|
13
|
|
|
|
6
|
|
|
|
27.3
|
%
|
|
|
952
|
|
|
|
36
|
|
|
|
16
|
|
|
|
10
|
|
|
|
27.1
|
%
|
|
Corporates
|
|
|
2,859
|
|
|
|
71
|
|
|
|
35
|
|
|
|
26
|
|
|
|
37.3
|
%
|
|
|
2,834
|
|
|
|
95
|
|
|
|
43
|
|
|
|
35
|
|
|
|
36.4
|
%
|
|
|
2,810
|
|
|
|
120
|
|
|
|
51
|
|
|
|
43
|
|
|
|
35.9
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
607
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
607
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
607
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Corporates - Of Which: SME
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.5
|
%
|
|
|
9
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
31.6
|
%
|
|
|
9
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
31.3
|
%
|
|
Retail
|
|
|
175
|
|
|
|
9
|
|
|
|
5
|
|
|
|
4
|
|
|
|
44.1
|
%
|
|
|
173
|
|
|
|
11
|
|
|
|
5
|
|
|
|
4
|
|
|
|
41.3
|
%
|
|
|
172
|
|
|
|
12
|
|
|
|
6
|
|
|
|
5
|
|
|
|
39.2
|
%
|
|
Retail - Secured on real estate property
|
|
|
170
|
|
|
|
9
|
|
|
|
5
|
|
|
|
4
|
|
|
|
44.0
|
%
|
|
|
169
|
|
|
|
11
|
|
|
|
5
|
|
|
|
4
|
|
|
|
41.2
|
%
|
|
|
168
|
|
|
|
12
|
|
|
|
5
|
|
|
|
5
|
|
|
|
39.3
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: non-SME
|
|
|
170
|
|
|
|
9
|
|
|
|
5
|
|
|
|
4
|
|
|
|
44.0
|
%
|
|
|
169
|
|
|
|
11
|
|
|
|
5
|
|
|
|
4
|
|
|
|
41.2
|
%
|
|
|
168
|
|
|
|
12
|
|
|
|
5
|
|
|
|
5
|
|
|
|
39.2
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
65.8
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.0
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
55.9
|
%
|
|
Retail - Other Retail
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.7
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.9
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.2
|
%
|
|
Retail - Other Retail - Of Which: non-SME
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.3
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other non-credit obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
4,038
|
|
|
|
89
|
|
|
|
50
|
|
|
|
33
|
|
|
|
37.0
|
%
|
|
|
3,999
|
|
|
|
128
|
|
|
|
62
|
|
|
|
45
|
|
|
|
35.3
|
%
|
|
|
3,958
|
|
|
|
168
|
|
|
|
73
|
|
|
|
58
|
|
|
|
34.
2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Colombia
|
|
Central banks and central governments
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
145
|
|
|
|
1
|
|
|
|
5
|
|
|
|
1
|
|
|
|
48.8
|
%
|
|
|
144
|
|
|
|
3
|
|
|
|
5
|
|
|
|
2
|
|
|
|
48.6
|
%
|
|
|
142
|
|
|
|
5
|
|
|
|
6
|
|
|
|
2
|
|
|
|
48.5
|
%
|
|
Corporates
|
|
|
178
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
43.4
|
%
|
|
|
177
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
43.3
|
%
|
|
|
176
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
43.1
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.1
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
44.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
44.6
|
%
|
|
Retail
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.9
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.5
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34.0
|
%
|
|
Retail - Secured on real estate property
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.4
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.7
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.9
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: non-SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.4
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.7
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.9
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
63.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
62.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
61.2
|
%
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.1
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which: non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.1
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other non-credit obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
371
|
|
|
|
2
|
|
|
|
5
|
|
|
|
1
|
|
|
|
46.7
|
%
|
|
|
368
|
|
|
|
5
|
|
|
|
7
|
|
|
|
2
|
|
|
|
46.4
|
%
|
|
|
365
|
|
|
|
8
|
|
|
|
8
|
|
|
|
4
|
|
|
|
46.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Italy
|
|
Central banks and central governments
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
515
|
|
|
|
11
|
|
|
|
7
|
|
|
|
6
|
|
|
|
54.9
|
%
|
|
|
512
|
|
|
|
14
|
|
|
|
8
|
|
|
|
7
|
|
|
|
49.6
|
%
|
|
|
509
|
|
|
|
17
|
|
|
|
9
|
|
|
|
8
|
|
|
|
46.0
|
%
|
|
Corporates
|
|
|
3,482
|
|
|
|
35
|
|
|
|
23
|
|
|
|
16
|
|
|
|
46.9
|
%
|
|
|
3,463
|
|
|
|
55
|
|
|
|
30
|
|
|
|
23
|
|
|
|
42.7
|
%
|
|
|
3,445
|
|
|
|
73
|
|
|
|
36
|
|
|
|
30
|
|
|
|
40.9
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
239
|
|
|
|
11
|
|
|
|
8
|
|
|
|
8
|
|
|
|
70.7
|
%
|
|
|
239
|
|
|
|
12
|
|
|
|
8
|
|
|
|
8
|
|
|
|
70.5
|
%
|
|
|
239
|
|
|
|
12
|
|
|
|
8
|
|
|
|
8
|
|
|
|
70.3
|
%
|
|
Corporates - Of Which: SME
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.1
|
%
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.1
|
%
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.1
|
%
|
|
Retail
|
|
|
14
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
35.5
|
%
|
|
|
14
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34.3
|
%
|
|
|
14
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.5
|
%
|
|
Retail - Secured on real estate property
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.8
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.5
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
31.5
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which: non-SME
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.8
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.5
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
31.5
|
%
|
|
Retail - Qualifying Revolving
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
59.6
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
56.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
53.1
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.5
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.4
|
%
|
|
Retail - Other Retail - Of Which: non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other non-credit obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
4,038
|
|
|
|
46
|
|
|
|
30
|
|
|
|
22
|
|
|
|
48.7
|
%
|
|
|
4,015
|
|
|
|
69
|
|
|
|
38
|
|
|
|
30
|
|
|
|
44.1
|
%
|
|
|
3,994
|
|
|
|
90
|
|
|
|
45
|
|
|
|
38
|
|
|
|
41.8
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Banco Bilbao Vizcaya Argentaria S.A.
|
|
Central banks and central governments
|
|
|
6,955
|
|
|
|
22
|
|
|
|
9
|
|
|
|
9
|
|
|
|
40.0
|
%
|
|
|
6,954
|
|
|
|
23
|
|
|
|
10
|
|
|
|
9
|
|
|
|
40.0
|
%
|
|
|
6,953
|
|
|
|
24
|
|
|
|
10
|
|
|
|
10
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
12,310
|
|
|
|
250
|
|
|
|
181
|
|
|
|
90
|
|
|
|
35.9
|
%
|
|
|
12,084
|
|
|
|
476
|
|
|
|
221
|
|
|
|
143
|
|
|
|
30.1
|
%
|
|
|
11,946
|
|
|
|
615
|
|
|
|
262
|
|
|
|
188
|
|
|
|
30.6
|
%
|
|
Corporates
|
|
|
92,134
|
|
|
|
7,826
|
|
|
|
5,634
|
|
|
|
4,284
|
|
|
|
54.7
|
%
|
|
|
89,663
|
|
|
|
10,297
|
|
|
|
6,355
|
|
|
|
5,235
|
|
|
|
50.8
|
%
|
|
|
87,754
|
|
|
|
12,206
|
|
|
|
7,044
|
|
|
|
6,005
|
|
|
|
49.2
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
7,450
|
|
|
|
448
|
|
|
|
290
|
|
|
|
174
|
|
|
|
39.0
|
%
|
|
|
7,254
|
|
|
|
644
|
|
|
|
314
|
|
|
|
225
|
|
|
|
34.9
|
%
|
|
|
7,133
|
|
|
|
765
|
|
|
|
349
|
|
|
|
269
|
|
|
|
35.2
|
%
|
|
Corporates - Of Which: SME
|
|
|
11,727
|
|
|
|
3,760
|
|
|
|
2,645
|
|
|
|
2,177
|
|
|
|
57.9
|
%
|
|
|
11,143
|
|
|
|
4,344
|
|
|
|
2,837
|
|
|
|
2,468
|
|
|
|
56.8
|
%
|
|
|
10,752
|
|
|
|
4,735
|
|
|
|
3,010
|
|
|
|
2,684
|
|
|
|
56.7
|
%
|
|
Retail
|
|
|
94,273
|
|
|
|
7,294
|
|
|
|
5,468
|
|
|
|
3,434
|
|
|
|
47.1
|
%
|
|
|
92,448
|
|
|
|
9,119
|
|
|
|
6,372
|
|
|
|
4,481
|
|
|
|
49.1
|
%
|
|
|
90,695
|
|
|
|
10,872
|
|
|
|
7,180
|
|
|
|
5,490
|
|
|
|
50.5
|
%
|
|
Retail - Secured on real estate property
|
|
|
74,838
|
|
|
|
5,235
|
|
|
|
3,254
|
|
|
|
2,045
|
|
|
|
39.1
|
%
|
|
|
74,162
|
|
|
|
5,910
|
|
|
|
3,406
|
|
|
|
2,346
|
|
|
|
39.7
|
%
|
|
|
73,563
|
|
|
|
6,509
|
|
|
|
3,539
|
|
|
|
2,595
|
|
|
|
39.9
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
35.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
37.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.8
|
%
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
74,837
|
|
|
|
5,235
|
|
|
|
3,254
|
|
|
|
2,045
|
|
|
|
39.1
|
%
|
|
|
74,162
|
|
|
|
5,910
|
|
|
|
3,406
|
|
|
|
2,346
|
|
|
|
39.7
|
%
|
|
|
73,563
|
|
|
|
6,509
|
|
|
|
3,539
|
|
|
|
2,595
|
|
|
|
39.9
|
%
|
|
Retail - Qualifying Revolving
|
|
|
8,344
|
|
|
|
810
|
|
|
|
1,224
|
|
|
|
669
|
|
|
|
82.5
|
%
|
|
|
7,709
|
|
|
|
1,445
|
|
|
|
1,746
|
|
|
|
1,153
|
|
|
|
79.8
|
%
|
|
|
7,011
|
|
|
|
2,143
|
|
|
|
2,228
|
|
|
|
1,691
|
|
|
|
78.9
|
%
|
|
Retail - Other Retail
|
|
|
11,092
|
|
|
|
1,249
|
|
|
|
990
|
|
|
|
720
|
|
|
|
57.7
|
%
|
|
|
10,577
|
|
|
|
1,764
|
|
|
|
1,220
|
|
|
|
981
|
|
|
|
55.6
|
%
|
|
|
10,121
|
|
|
|
2,220
|
|
|
|
1,413
|
|
|
|
1,204
|
|
|
|
54.3
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
2,986
|
|
|
|
469
|
|
|
|
361
|
|
|
|
291
|
|
|
|
62.0
|
%
|
|
|
2,878
|
|
|
|
578
|
|
|
|
397
|
|
|
|
342
|
|
|
|
59.1
|
%
|
|
|
2,803
|
|
|
|
652
|
|
|
|
429
|
|
|
|
378
|
|
|
|
57.9
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
8,105
|
|
|
|
780
|
|
|
|
629
|
|
|
|
429
|
|
|
|
55.1
|
%
|
|
|
7,700
|
|
|
|
1,186
|
|
|
|
823
|
|
|
|
640
|
|
|
|
53.9
|
%
|
|
|
7,318
|
|
|
|
1,567
|
|
|
|
984
|
|
|
|
827
|
|
|
|
52.7
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
205,673
|
|
|
|
15,392
|
|
|
|
11,292
|
|
|
|
7,817
|
|
|
|
50.8
|
%
|
|
|
201,150
|
|
|
|
19,915
|
|
|
|
12,959
|
|
|
|
9,868
|
|
|
|
49.6
|
%
|
|
|
197,348
|
|
|
|
23,717
|
|
|
|
14,495
|
|
|
|
11,693
|
|
|
|
49.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Spain
|
|
Central banks and central governments
|
|
|
317
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
316
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
315
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
4,718
|
|
|
|
134
|
|
|
|
88
|
|
|
|
47
|
|
|
|
35.0
|
%
|
|
|
4,640
|
|
|
|
212
|
|
|
|
102
|
|
|
|
71
|
|
|
|
33.3
|
%
|
|
|
4,595
|
|
|
|
258
|
|
|
|
114
|
|
|
|
86
|
|
|
|
33.1
|
%
|
|
Corporates
|
|
|
44,009
|
|
|
|
6,485
|
|
|
|
4,729
|
|
|
|
3,770
|
|
|
|
58.1
|
%
|
|
|
42,615
|
|
|
|
7,879
|
|
|
|
5,144
|
|
|
|
4,402
|
|
|
|
55.9
|
%
|
|
|
41,718
|
|
|
|
8,776
|
|
|
|
5,521
|
|
|
|
4,850
|
|
|
|
55.3
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
2,892
|
|
|
|
183
|
|
|
|
148
|
|
|
|
70
|
|
|
|
38.5
|
%
|
|
|
2,781
|
|
|
|
294
|
|
|
|
157
|
|
|
|
109
|
|
|
|
37.1
|
%
|
|
|
2,727
|
|
|
|
348
|
|
|
|
169
|
|
|
|
129
|
|
|
|
37.1
|
%
|
|
Corporates - Of Which: SME
|
|
|
10,773
|
|
|
|
3,734
|
|
|
|
2,621
|
|
|
|
2,166
|
|
|
|
58.0
|
%
|
|
|
10,214
|
|
|
|
4,293
|
|
|
|
2,807
|
|
|
|
2,447
|
|
|
|
57.0
|
%
|
|
|
9,841
|
|
|
|
4,667
|
|
|
|
2,974
|
|
|
|
2,656
|
|
|
|
56.9
|
%
|
|
Retail
|
|
|
88,242
|
|
|
|
6,495
|
|
|
|
4,251
|
|
|
|
2,776
|
|
|
|
42.7
|
%
|
|
|
87,046
|
|
|
|
7,692
|
|
|
|
4,636
|
|
|
|
3,341
|
|
|
|
43.4
|
%
|
|
|
85,985
|
|
|
|
8,753
|
|
|
|
4,965
|
|
|
|
3,815
|
|
|
|
43.6
|
%
|
|
Retail - Secured on real estate property
|
|
|
74,238
|
|
|
|
5,204
|
|
|
|
3,233
|
|
|
|
2,032
|
|
|
|
39.0
|
%
|
|
|
73,569
|
|
|
|
5,873
|
|
|
|
3,384
|
|
|
|
2,331
|
|
|
|
39.7
|
%
|
|
|
72,976
|
|
|
|
6,465
|
|
|
|
3,515
|
|
|
|
2,578
|
|
|
|
39.9
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
35.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
37.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.8
|
%
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
74,237
|
|
|
|
5,204
|
|
|
|
3,233
|
|
|
|
2,032
|
|
|
|
39.0
|
%
|
|
|
73,568
|
|
|
|
5,873
|
|
|
|
3,384
|
|
|
|
2,331
|
|
|
|
39.7
|
%
|
|
|
72,976
|
|
|
|
6,465
|
|
|
|
3,515
|
|
|
|
2,578
|
|
|
|
39.9
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2,940
|
|
|
|
44
|
|
|
|
30
|
|
|
|
25
|
|
|
|
56.1
|
%
|
|
|
2,926
|
|
|
|
58
|
|
|
|
35
|
|
|
|
30
|
|
|
|
51.2
|
%
|
|
|
2,912
|
|
|
|
72
|
|
|
|
40
|
|
|
|
35
|
|
|
|
48.6
|
%
|
|
Retail - Other Retail
|
|
|
11,065
|
|
|
|
1,247
|
|
|
|
988
|
|
|
|
719
|
|
|
|
57.7
|
%
|
|
|
10,552
|
|
|
|
1,760
|
|
|
|
1,218
|
|
|
|
980
|
|
|
|
55.6
|
%
|
|
|
10,097
|
|
|
|
2,216
|
|
|
|
1,410
|
|
|
|
1,202
|
|
|
|
54.3
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
2,978
|
|
|
|
469
|
|
|
|
360
|
|
|
|
291
|
|
|
|
62.0
|
%
|
|
|
2,869
|
|
|
|
577
|
|
|
|
397
|
|
|
|
342
|
|
|
|
59.2
|
%
|
|
|
2,795
|
|
|
|
651
|
|
|
|
429
|
|
|
|
377
|
|
|
|
57.9
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
8,087
|
|
|
|
778
|
|
|
|
627
|
|
|
|
428
|
|
|
|
55.0
|
%
|
|
|
7,682
|
|
|
|
1,183
|
|
|
|
821
|
|
|
|
638
|
|
|
|
53.9
|
%
|
|
|
7,301
|
|
|
|
1,564
|
|
|
|
981
|
|
|
|
825
|
|
|
|
52.7
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
137,287
|
|
|
|
13,115
|
|
|
|
9,069
|
|
|
|
6,593
|
|
|
|
50.3
|
%
|
|
|
134,617
|
|
|
|
15,785
|
|
|
|
9,883
|
|
|
|
7,814
|
|
|
|
49.5
|
%
|
|
|
132,613
|
|
|
|
17,789
|
|
|
|
10,602
|
|
|
|
8,751
|
|
|
|
49.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United States
|
|
Central banks and central governments
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
4,318
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
676
|
|
|
|
1
|
|
|
|
2
|
|
|
|
0
|
|
|
|
29.0
|
%
|
|
|
672
|
|
|
|
6
|
|
|
|
5
|
|
|
|
2
|
|
|
|
35.0
|
%
|
|
|
663
|
|
|
|
14
|
|
|
|
9
|
|
|
|
5
|
|
|
|
35.2
|
%
|
|
Corporates
|
|
|
6,227
|
|
|
|
235
|
|
|
|
139
|
|
|
|
62
|
|
|
|
26.2
|
%
|
|
|
5,964
|
|
|
|
498
|
|
|
|
236
|
|
|
|
135
|
|
|
|
27.2
|
%
|
|
|
5,570
|
|
|
|
892
|
|
|
|
333
|
|
|
|
237
|
|
|
|
26.5
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
263
|
|
|
|
15
|
|
|
|
8
|
|
|
|
5
|
|
|
|
33.1
|
%
|
|
|
251
|
|
|
|
27
|
|
|
|
12
|
|
|
|
8
|
|
|
|
30.6
|
%
|
|
|
234
|
|
|
|
44
|
|
|
|
17
|
|
|
|
12
|
|
|
|
28.6
|
%
|
|
Corporates - Of Which: SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
27.7
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.5
|
%
|
|
Retail
|
|
|
36
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
41.6
|
%
|
|
|
35
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
36.4
|
%
|
|
|
34
|
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
35.0
|
%
|
|
Retail - Secured on real estate property
|
|
|
33
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
33
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
34.3
|
%
|
|
|
32
|
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
32.8
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
33
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
33
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
34.3
|
%
|
|
|
32
|
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
32.8
|
%
|
|
Retail - Qualifying Revolving
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
82.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
82.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
81.4
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
67.1
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
67.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.8
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
63.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
69.8
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
71.7
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
67.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
67.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.7
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
11,256
|
|
|
|
238
|
|
|
|
142
|
|
|
|
63
|
|
|
|
26.3
|
%
|
|
|
10,989
|
|
|
|
506
|
|
|
|
242
|
|
|
|
138
|
|
|
|
27.3
|
%
|
|
|
10,585
|
|
|
|
909
|
|
|
|
344
|
|
|
|
243
|
|
|
|
26.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Turkey
|
|
Central banks and central governments
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
160
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.3
|
%
|
|
Corporates
|
|
|
318
|
|
|
|
3
|
|
|
|
3
|
|
|
|
1
|
|
|
|
40.7
|
%
|
|
|
314
|
|
|
|
7
|
|
|
|
4
|
|
|
|
3
|
|
|
|
39.9
|
%
|
|
|
312
|
|
|
|
9
|
|
|
|
5
|
|
|
|
4
|
|
|
|
39.8
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
224
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
40.7
|
%
|
|
|
222
|
|
|
|
5
|
|
|
|
3
|
|
|
|
2
|
|
|
|
39.9
|
%
|
|
|
220
|
|
|
|
6
|
|
|
|
3
|
|
|
|
3
|
|
|
|
39.8
|
%
|
|
Corporates - Of Which: SME
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.7
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.9
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.8
|
%
|
|
Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
16.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
16.1
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
16.8
|
%
|
|
Retail - Secured on real estate property
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5.7
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.4
|
%
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.7
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
34.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
32.7
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
492
|
|
|
|
3
|
|
|
|
3
|
|
|
|
1
|
|
|
|
40.7
|
%
|
|
|
488
|
|
|
|
7
|
|
|
|
4
|
|
|
|
3
|
|
|
|
39.9
|
%
|
|
|
486
|
|
|
|
9
|
|
|
|
5
|
|
|
|
4
|
|
|
|
39.8
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Mexico
|
|
Central banks and central governments
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
439
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
266
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
39.0
|
%
|
|
|
265
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
41.1
|
%
|
|
|
264
|
|
|
|
4
|
|
|
|
2
|
|
|
|
1
|
|
|
|
40.6
|
%
|
|
Corporates
|
|
|
16,044
|
|
|
|
391
|
|
|
|
305
|
|
|
|
147
|
|
|
|
37.5
|
%
|
|
|
15,739
|
|
|
|
696
|
|
|
|
384
|
|
|
|
302
|
|
|
|
43.4
|
%
|
|
|
15,519
|
|
|
|
916
|
|
|
|
452
|
|
|
|
372
|
|
|
|
40.7
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
785
|
|
|
|
14
|
|
|
|
11
|
|
|
|
4
|
|
|
|
25.3
|
%
|
|
|
770
|
|
|
|
29
|
|
|
|
16
|
|
|
|
11
|
|
|
|
38.5
|
%
|
|
|
758
|
|
|
|
41
|
|
|
|
19
|
|
|
|
15
|
|
|
|
36.4
|
%
|
|
Retail
|
|
|
5,397
|
|
|
|
765
|
|
|
|
1,193
|
|
|
|
643
|
|
|
|
84.0
|
%
|
|
|
4,777
|
|
|
|
1,386
|
|
|
|
1,710
|
|
|
|
1,123
|
|
|
|
81.0
|
%
|
|
|
4,093
|
|
|
|
2,070
|
|
|
|
2,186
|
|
|
|
1,655
|
|
|
|
79.9
|
%
|
|
Retail - Secured on real estate property
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.1
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
15.0
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
15.8
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.1
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
15.0
|
%
|
|
|
12
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
15.8
|
%
|
|
Retail - Qualifying Revolving
|
|
|
5,383
|
|
|
|
765
|
|
|
|
1,193
|
|
|
|
643
|
|
|
|
84.1
|
%
|
|
|
4,763
|
|
|
|
1,385
|
|
|
|
1,710
|
|
|
|
1,122
|
|
|
|
81.1
|
%
|
|
|
4,080
|
|
|
|
2,068
|
|
|
|
2,185
|
|
|
|
1,654
|
|
|
|
80.0
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
86.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
84.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
83.7
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
57.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
58.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
57.7
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
89.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
86.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
85.8
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
22,146
|
|
|
|
1,158
|
|
|
|
1,499
|
|
|
|
790
|
|
|
|
68.3
|
%
|
|
|
21,219
|
|
|
|
2,085
|
|
|
|
2,096
|
|
|
|
1,426
|
|
|
|
68.4
|
%
|
|
|
20,314
|
|
|
|
2,989
|
|
|
|
2,640
|
|
|
|
2,029
|
|
|
|
67.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
France
|
|
Central banks and central governments
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
504
|
|
|
|
15
|
|
|
|
11
|
|
|
|
5
|
|
|
|
31.4
|
%
|
|
|
493
|
|
|
|
26
|
|
|
|
13
|
|
|
|
8
|
|
|
|
31.3
|
%
|
|
|
483
|
|
|
|
36
|
|
|
|
15
|
|
|
|
11
|
|
|
|
31.3
|
%
|
|
Corporates
|
|
|
3,883
|
|
|
|
57
|
|
|
|
47
|
|
|
|
27
|
|
|
|
47.0
|
%
|
|
|
3,840
|
|
|
|
100
|
|
|
|
63
|
|
|
|
45
|
|
|
|
44.8
|
%
|
|
|
3,802
|
|
|
|
138
|
|
|
|
77
|
|
|
|
61
|
|
|
|
44.0
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
856
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.0
|
%
|
|
|
855
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.0
|
%
|
|
|
855
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
60.0
|
%
|
|
Corporates - Of Which: SME
|
|
|
51
|
|
|
|
4
|
|
|
|
4
|
|
|
|
2
|
|
|
|
42.8
|
%
|
|
|
47
|
|
|
|
7
|
|
|
|
5
|
|
|
|
3
|
|
|
|
43.4
|
%
|
|
|
45
|
|
|
|
10
|
|
|
|
6
|
|
|
|
4
|
|
|
|
43.6
|
%
|
|
Retail
|
|
|
36
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
51.2
|
%
|
|
|
35
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
46.8
|
%
|
|
|
34
|
|
|
|
3
|
|
|
|
2
|
|
|
|
2
|
|
|
|
44.4
|
%
|
|
Retail - Secured on real estate property
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
51.1
|
%
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
46.2
|
%
|
|
|
30
|
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
43.3
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
51.1
|
%
|
|
|
31
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
46.2
|
%
|
|
|
30
|
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
43.3
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
54.9
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48.8
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.8
|
%
|
|
Retail - Other Retail
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
50.8
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
49.1
|
%
|
|
|
2
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48.5
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.3
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
49.6
|
%
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48.9
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
4,423
|
|
|
|
74
|
|
|
|
60
|
|
|
|
33
|
|
|
|
44.0
|
%
|
|
|
4,368
|
|
|
|
129
|
|
|
|
78
|
|
|
|
54
|
|
|
|
42.1
|
%
|
|
|
4,319
|
|
|
|
178
|
|
|
|
94
|
|
|
|
74
|
|
|
|
41.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Peru
|
|
Central banks and central governments
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
242
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
44.7
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43.8
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
44.0
|
%
|
|
Corporates
|
|
|
352
|
|
|
|
53
|
|
|
|
60
|
|
|
|
49
|
|
|
|
91.1
|
%
|
|
|
339
|
|
|
|
67
|
|
|
|
68
|
|
|
|
57
|
|
|
|
86.4
|
%
|
|
|
328
|
|
|
|
77
|
|
|
|
74
|
|
|
|
65
|
|
|
|
83.4
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
160
|
|
|
|
6
|
|
|
|
10
|
|
|
|
4
|
|
|
|
72.9
|
%
|
|
|
154
|
|
|
|
13
|
|
|
|
14
|
|
|
|
9
|
|
|
|
69.8
|
%
|
|
|
148
|
|
|
|
18
|
|
|
|
17
|
|
|
|
12
|
|
|
|
68.2
|
%
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
4
|
|
|
|
4
|
|
|
|
4
|
|
|
|
96.2
|
%
|
|
|
1
|
|
|
|
4
|
|
|
|
4
|
|
|
|
4
|
|
|
|
95.9
|
%
|
|
|
1
|
|
|
|
4
|
|
|
|
4
|
|
|
|
4
|
|
|
|
95.7
|
%
|
|
Retail
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
47.9
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43.5
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.9
|
%
|
|
Retail - Secured on real estate property
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.0
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.0
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.2
|
%
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
74.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
73.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.4
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
89.8
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
80.4
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
77.4
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
74.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
73.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.2
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
604
|
|
|
|
53
|
|
|
|
60
|
|
|
|
49
|
|
|
|
91.1
|
%
|
|
|
591
|
|
|
|
67
|
|
|
|
68
|
|
|
|
58
|
|
|
|
86.3
|
%
|
|
|
580
|
|
|
|
78
|
|
|
|
74
|
|
|
|
65
|
|
|
|
83.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Chile
|
|
Central banks and central governments
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Corporates
|
|
|
336
|
|
|
|
4
|
|
|
|
3
|
|
|
|
1
|
|
|
|
30.4
|
%
|
|
|
331
|
|
|
|
9
|
|
|
|
3
|
|
|
|
3
|
|
|
|
30.5
|
%
|
|
|
329
|
|
|
|
11
|
|
|
|
4
|
|
|
|
3
|
|
|
|
30.5
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
30.9
|
%
|
|
Retail
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
80.9
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
82.8
|
%
|
|
|
3
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
82.7
|
%
|
|
Retail - Secured on real estate property
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11.5
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
13.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
12.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
11.5
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
50.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43.2
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
98.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
94.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
93.1
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.6
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.4
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
100.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
96.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
94.4
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
340
|
|
|
|
5
|
|
|
|
3
|
|
|
|
1
|
|
|
|
32.4
|
%
|
|
|
336
|
|
|
|
9
|
|
|
|
4
|
|
|
|
3
|
|
|
|
32.4
|
%
|
|
|
333
|
|
|
|
12
|
|
|
|
5
|
|
|
|
4
|
|
|
|
32.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United
Kingdom
|
|
Central banks and central governments
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
960
|
|
|
|
28
|
|
|
|
28
|
|
|
|
9
|
|
|
|
32.3
|
%
|
|
|
927
|
|
|
|
61
|
|
|
|
37
|
|
|
|
19
|
|
|
|
31.9
|
%
|
|
|
892
|
|
|
|
96
|
|
|
|
45
|
|
|
|
30
|
|
|
|
31.6
|
%
|
|
Corporates
|
|
|
2,851
|
|
|
|
79
|
|
|
|
48
|
|
|
|
32
|
|
|
|
40.9
|
%
|
|
|
2,812
|
|
|
|
118
|
|
|
|
63
|
|
|
|
48
|
|
|
|
40.3
|
%
|
|
|
2,773
|
|
|
|
156
|
|
|
|
77
|
|
|
|
63
|
|
|
|
40.0
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
607
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.0
|
%
|
|
|
607
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.0
|
%
|
|
|
607
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.0
|
%
|
|
Corporates - Of Which: SME
|
|
|
9
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
36.5
|
%
|
|
|
9
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
35.9
|
%
|
|
|
8
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
35.6
|
%
|
|
Retail
|
|
|
174
|
|
|
|
10
|
|
|
|
8
|
|
|
|
5
|
|
|
|
50.9
|
%
|
|
|
171
|
|
|
|
13
|
|
|
|
8
|
|
|
|
6
|
|
|
|
48.2
|
%
|
|
|
169
|
|
|
|
16
|
|
|
|
9
|
|
|
|
7
|
|
|
|
46.3
|
%
|
|
Retail - Secured on real estate property
|
|
|
170
|
|
|
|
10
|
|
|
|
7
|
|
|
|
5
|
|
|
|
51.0
|
%
|
|
|
168
|
|
|
|
12
|
|
|
|
8
|
|
|
|
6
|
|
|
|
48.3
|
%
|
|
|
165
|
|
|
|
15
|
|
|
|
8
|
|
|
|
7
|
|
|
|
46.3
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
170
|
|
|
|
10
|
|
|
|
7
|
|
|
|
5
|
|
|
|
51.0
|
%
|
|
|
168
|
|
|
|
12
|
|
|
|
8
|
|
|
|
6
|
|
|
|
48.3
|
%
|
|
|
165
|
|
|
|
15
|
|
|
|
8
|
|
|
|
7
|
|
|
|
46.3
|
%
|
|
Retail - Qualifying Revolving
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
56.1
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48.1
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.8
|
%
|
|
Retail - Other Retail
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.2
|
%
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.6
|
%
|
|
|
2
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.8
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48.3
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
48.4
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
44.9
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.8
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.2
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
4,010
|
|
|
|
117
|
|
|
|
83
|
|
|
|
47
|
|
|
|
39.7
|
%
|
|
|
3,935
|
|
|
|
191
|
|
|
|
108
|
|
|
|
73
|
|
|
|
38.2
|
%
|
|
|
3,859
|
|
|
|
268
|
|
|
|
131
|
|
|
|
100
|
|
|
|
37.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Colombia
|
|
Central banks and central governments
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
43
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
132
|
|
|
|
14
|
|
|
|
20
|
|
|
|
7
|
|
|
|
45.3
|
%
|
|
|
109
|
|
|
|
38
|
|
|
|
21
|
|
|
|
17
|
|
|
|
45.1
|
%
|
|
|
107
|
|
|
|
40
|
|
|
|
21
|
|
|
|
18
|
|
|
|
45.3
|
%
|
|
Corporates
|
|
|
170
|
|
|
|
9
|
|
|
|
10
|
|
|
|
4
|
|
|
|
39.7
|
%
|
|
|
153
|
|
|
|
26
|
|
|
|
11
|
|
|
|
10
|
|
|
|
39.5
|
%
|
|
|
152
|
|
|
|
27
|
|
|
|
11
|
|
|
|
11
|
|
|
|
39.6
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Corporates - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.1
|
%
|
|
Retail
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.5
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
36.2
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
33.9
|
%
|
|
Retail - Secured on real estate property
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.4
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.7
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.9
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.4
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.7
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
14.9
|
%
|
|
Retail - Qualifying Revolving
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
63.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
61.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
61.1
|
%
|
|
Retail - Other Retail
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.1
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.1
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
66.1
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
349
|
|
|
|
24
|
|
|
|
30
|
|
|
|
10
|
|
|
|
43.1
|
%
|
|
|
309
|
|
|
|
64
|
|
|
|
31
|
|
|
|
27
|
|
|
|
42.8
|
%
|
|
|
306
|
|
|
|
67
|
|
|
|
33
|
|
|
|
29
|
|
|
|
42.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
Provisions
|
|
|
Of which: from
non performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Italy
|
|
Central banks and central governments
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
27
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Institutions
|
|
|
511
|
|
|
|
15
|
|
|
|
10
|
|
|
|
7
|
|
|
|
50.3
|
%
|
|
|
503
|
|
|
|
22
|
|
|
|
12
|
|
|
|
10
|
|
|
|
45.0
|
%
|
|
|
497
|
|
|
|
29
|
|
|
|
15
|
|
|
|
12
|
|
|
|
42.7
|
%
|
|
Corporates
|
|
|
3,458
|
|
|
|
60
|
|
|
|
56
|
|
|
|
28
|
|
|
|
46.5
|
%
|
|
|
3,390
|
|
|
|
128
|
|
|
|
80
|
|
|
|
56
|
|
|
|
43.5
|
%
|
|
|
3,329
|
|
|
|
189
|
|
|
|
105
|
|
|
|
80
|
|
|
|
42.6
|
%
|
|
Corporates - Of Which: Specialised Lending
|
|
|
239
|
|
|
|
11
|
|
|
|
8
|
|
|
|
8
|
|
|
|
70.8
|
%
|
|
|
239
|
|
|
|
12
|
|
|
|
8
|
|
|
|
8
|
|
|
|
70.8
|
%
|
|
|
239
|
|
|
|
12
|
|
|
|
8
|
|
|
|
8
|
|
|
|
70.7
|
%
|
|
Corporates - Of Which: SME
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.5
|
%
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.5
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.5
|
%
|
|
Retail
|
|
|
14
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
50.5
|
%
|
|
|
14
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.2
|
%
|
|
|
14
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43.1
|
%
|
|
Retail - Secured on real estate property
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
50.2
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.7
|
%
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.2
|
%
|
|
Retail - Secured on real estate property - Of Which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Retail - Secured on real estate property - Of Which:
non-SME
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
50.2
|
%
|
|
|
13
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.7
|
%
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.2
|
%
|
|
Retail - Qualifying Revolving
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
60.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
55.2
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.4
|
%
|
|
Retail - Other Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.1
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.4
|
%
|
|
Retail - Other Retail - Of Which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.3
|
%
|
|
Retail - Other Retail - Of Which:
non-SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
41.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
45.2
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
46.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other
non-credit
obligation assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
IRB TOTAL
|
|
|
4,009
|
|
|
|
75
|
|
|
|
66
|
|
|
|
35
|
|
|
|
47.3
|
%
|
|
|
3,933
|
|
|
|
151
|
|
|
|
93
|
|
|
|
66
|
|
|
|
43.7
|
%
|
|
|
3,866
|
|
|
|
218
|
|
|
|
120
|
|
|
|
93
|
|
|
|
42.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
2018
EU-wide
Stress Test: Credit risk STA
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Banco Bilbao Vizcaya
Argentaria S.A.
|
|
Central governments or central banks
|
|
|
135,962
|
|
|
|
149
|
|
|
|
29,749
|
|
|
|
64
|
|
|
|
131,602
|
|
|
|
149
|
|
|
|
193
|
|
|
|
96
|
|
|
|
64.2
|
%
|
|
Regional governments or local authorities
|
|
|
6,524
|
|
|
|
10
|
|
|
|
1,250
|
|
|
|
7
|
|
|
|
6,494
|
|
|
|
10
|
|
|
|
19
|
|
|
|
4
|
|
|
|
39.7
|
%
|
|
Public sector entities
|
|
|
1,706
|
|
|
|
0
|
|
|
|
655
|
|
|
|
0
|
|
|
|
1,706
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
51.7
|
%
|
|
Multilateral Development Banks
|
|
|
192
|
|
|
|
0
|
|
|
|
14
|
|
|
|
0
|
|
|
|
192
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.4
|
%
|
|
Institutions
|
|
|
16,305
|
|
|
|
76
|
|
|
|
5,788
|
|
|
|
51
|
|
|
|
12,223
|
|
|
|
76
|
|
|
|
68
|
|
|
|
31
|
|
|
|
41.5
|
%
|
|
Corporates
|
|
|
94,933
|
|
|
|
3,854
|
|
|
|
91,874
|
|
|
|
2,161
|
|
|
|
93,422
|
|
|
|
3,854
|
|
|
|
3,242
|
|
|
|
1,967
|
|
|
|
51.0
|
%
|
|
of which: SME
|
|
|
17,795
|
|
|
|
1,534
|
|
|
|
15,720
|
|
|
|
813
|
|
|
|
17,395
|
|
|
|
1,534
|
|
|
|
1,062
|
|
|
|
806
|
|
|
|
52.5
|
%
|
|
Retail
|
|
|
56,891
|
|
|
|
2,790
|
|
|
|
39,122
|
|
|
|
1,141
|
|
|
|
56,841
|
|
|
|
2,790
|
|
|
|
2,838
|
|
|
|
1,749
|
|
|
|
62.7
|
%
|
|
of which: SME
|
|
|
19,635
|
|
|
|
920
|
|
|
|
9,364
|
|
|
|
384
|
|
|
|
19,615
|
|
|
|
920
|
|
|
|
884
|
|
|
|
588
|
|
|
|
63.9
|
%
|
|
Secured by mortgages on immovable property
|
|
|
49,079
|
|
|
|
1,991
|
|
|
|
19,593
|
|
|
|
1,160
|
|
|
|
49,079
|
|
|
|
1,991
|
|
|
|
1,328
|
|
|
|
957
|
|
|
|
48.1
|
%
|
|
of which: SME
|
|
|
8,988
|
|
|
|
7
|
|
|
|
3,576
|
|
|
|
6
|
|
|
|
8,988
|
|
|
|
7
|
|
|
|
75
|
|
|
|
2
|
|
|
|
30.9
|
%
|
|
Items associated with particularly high risk
|
|
|
2,531
|
|
|
|
36
|
|
|
|
3,754
|
|
|
|
40
|
|
|
|
2,531
|
|
|
|
36
|
|
|
|
32
|
|
|
|
3
|
|
|
|
8.7
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
25
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
24
|
|
|
|
0
|
|
|
|
24
|
|
|
|
0
|
|
|
|
24
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
11,392
|
|
|
|
273
|
|
|
|
22,389
|
|
|
|
423
|
|
|
|
797
|
|
|
|
187
|
|
|
|
44.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
393,480
|
|
|
|
9,329
|
|
|
|
203,221
|
|
|
|
4,897
|
|
|
|
376,528
|
|
|
|
9,329
|
|
|
|
8,517
|
|
|
|
4,995
|
|
|
|
53.5
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Spain
|
|
Central governments or central banks
|
|
|
71,240
|
|
|
|
1
|
|
|
|
13,001
|
|
|
|
0
|
|
|
|
70,960
|
|
|
|
1
|
|
|
|
25
|
|
|
|
0
|
|
|
|
51.9
|
%
|
|
Regional governments or local authorities
|
|
|
582
|
|
|
|
7
|
|
|
|
4
|
|
|
|
3
|
|
|
|
557
|
|
|
|
7
|
|
|
|
5
|
|
|
|
4
|
|
|
|
51.9
|
%
|
|
Public sector entities
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.9
|
%
|
|
Multilateral Development Banks
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
848
|
|
|
|
0
|
|
|
|
414
|
|
|
|
0
|
|
|
|
517
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
51.9
|
%
|
|
Corporates
|
|
|
7,609
|
|
|
|
1,060
|
|
|
|
7,423
|
|
|
|
667
|
|
|
|
7,568
|
|
|
|
1,060
|
|
|
|
541
|
|
|
|
480
|
|
|
|
45.3
|
%
|
|
of which: SME
|
|
|
1,170
|
|
|
|
586
|
|
|
|
885
|
|
|
|
369
|
|
|
|
1,164
|
|
|
|
586
|
|
|
|
275
|
|
|
|
265
|
|
|
|
45.3
|
%
|
|
Retail
|
|
|
7,181
|
|
|
|
353
|
|
|
|
4,778
|
|
|
|
154
|
|
|
|
7,172
|
|
|
|
353
|
|
|
|
323
|
|
|
|
250
|
|
|
|
70.7
|
%
|
|
of which: SME
|
|
|
6,274
|
|
|
|
353
|
|
|
|
3,621
|
|
|
|
154
|
|
|
|
6,266
|
|
|
|
353
|
|
|
|
314
|
|
|
|
250
|
|
|
|
70.7
|
%
|
|
Secured by mortgages on immovable property
|
|
|
4,920
|
|
|
|
1,318
|
|
|
|
1,839
|
|
|
|
779
|
|
|
|
4,920
|
|
|
|
1,318
|
|
|
|
655
|
|
|
|
623
|
|
|
|
47.3
|
%
|
|
of which: SME
|
|
|
328
|
|
|
|
0
|
|
|
|
90
|
|
|
|
0
|
|
|
|
328
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
153
|
|
|
|
2
|
|
|
|
229
|
|
|
|
3
|
|
|
|
153
|
|
|
|
2
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,284
|
|
|
|
308
|
|
|
|
414
|
|
|
|
117
|
|
|
|
38.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
98,942
|
|
|
|
3,049
|
|
|
|
32,990
|
|
|
|
1,835
|
|
|
|
98,255
|
|
|
|
3,049
|
|
|
|
1,967
|
|
|
|
1,474
|
|
|
|
48.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
United States
|
|
Central governments or central banks
|
|
|
8,727
|
|
|
|
33
|
|
|
|
465
|
|
|
|
38
|
|
|
|
8,726
|
|
|
|
33
|
|
|
|
21
|
|
|
|
4
|
|
|
|
13.7
|
%
|
|
Regional governments or local authorities
|
|
|
5,571
|
|
|
|
3
|
|
|
|
1,111
|
|
|
|
4
|
|
|
|
5,570
|
|
|
|
3
|
|
|
|
13
|
|
|
|
0
|
|
|
|
13.7
|
%
|
|
Public sector entities
|
|
|
886
|
|
|
|
0
|
|
|
|
171
|
|
|
|
0
|
|
|
|
886
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
1,569
|
|
|
|
22
|
|
|
|
342
|
|
|
|
22
|
|
|
|
1,002
|
|
|
|
22
|
|
|
|
14
|
|
|
|
6
|
|
|
|
25.5
|
%
|
|
Corporates
|
|
|
34,999
|
|
|
|
654
|
|
|
|
34,435
|
|
|
|
679
|
|
|
|
34,883
|
|
|
|
654
|
|
|
|
546
|
|
|
|
150
|
|
|
|
22.9
|
%
|
|
of which: SME
|
|
|
3,472
|
|
|
|
131
|
|
|
|
3,111
|
|
|
|
136
|
|
|
|
3,460
|
|
|
|
131
|
|
|
|
69
|
|
|
|
30
|
|
|
|
22.9
|
%
|
|
Retail
|
|
|
8,152
|
|
|
|
124
|
|
|
|
5,729
|
|
|
|
110
|
|
|
|
8,151
|
|
|
|
124
|
|
|
|
181
|
|
|
|
42
|
|
|
|
34.0
|
%
|
|
of which: SME
|
|
|
1,512
|
|
|
|
0
|
|
|
|
867
|
|
|
|
0
|
|
|
|
1,512
|
|
|
|
0
|
|
|
|
26
|
|
|
|
0
|
|
|
|
34.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9,449
|
|
|
|
137
|
|
|
|
3,504
|
|
|
|
143
|
|
|
|
9,449
|
|
|
|
137
|
|
|
|
88
|
|
|
|
31
|
|
|
|
22.7
|
%
|
|
of which: SME
|
|
|
2
|
|
|
|
5
|
|
|
|
1
|
|
|
|
6
|
|
|
|
2
|
|
|
|
5
|
|
|
|
1
|
|
|
|
1
|
|
|
|
22.7
|
%
|
|
Items associated with particularly high risk
|
|
|
1,083
|
|
|
|
16
|
|
|
|
1,615
|
|
|
|
21
|
|
|
|
1,083
|
|
|
|
16
|
|
|
|
6
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
8
|
|
|
|
0
|
|
|
|
8
|
|
|
|
0
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,772
|
|
|
|
3
|
|
|
|
28
|
|
|
|
1
|
|
|
|
23.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
72,313
|
|
|
|
991
|
|
|
|
48,790
|
|
|
|
1,020
|
|
|
|
71,532
|
|
|
|
991
|
|
|
|
897
|
|
|
|
234
|
|
|
|
23.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Turkey
|
|
Central governments or central banks
|
|
|
19,020
|
|
|
|
0
|
|
|
|
7,841
|
|
|
|
0
|
|
|
|
19,016
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Regional governments or local authorities
|
|
|
45
|
|
|
|
0
|
|
|
|
10
|
|
|
|
0
|
|
|
|
45
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
103
|
|
|
|
0
|
|
|
|
56
|
|
|
|
0
|
|
|
|
103
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
2,496
|
|
|
|
0
|
|
|
|
1,167
|
|
|
|
0
|
|
|
|
2,450
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Corporates
|
|
|
25,068
|
|
|
|
943
|
|
|
|
24,393
|
|
|
|
352
|
|
|
|
24,406
|
|
|
|
943
|
|
|
|
1,012
|
|
|
|
590
|
|
|
|
62.6
|
%
|
|
of which: SME
|
|
|
7,970
|
|
|
|
563
|
|
|
|
7,122
|
|
|
|
211
|
|
|
|
7,760
|
|
|
|
563
|
|
|
|
486
|
|
|
|
352
|
|
|
|
62.6
|
%
|
|
Retail
|
|
|
15,587
|
|
|
|
878
|
|
|
|
10,428
|
|
|
|
362
|
|
|
|
15,581
|
|
|
|
878
|
|
|
|
734
|
|
|
|
516
|
|
|
|
58.7
|
%
|
|
of which: SME
|
|
|
7,537
|
|
|
|
507
|
|
|
|
2,678
|
|
|
|
209
|
|
|
|
7,534
|
|
|
|
507
|
|
|
|
403
|
|
|
|
298
|
|
|
|
58.7
|
%
|
|
Secured by mortgages on immovable property
|
|
|
8,319
|
|
|
|
0
|
|
|
|
3,764
|
|
|
|
0
|
|
|
|
8,319
|
|
|
|
0
|
|
|
|
54
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
of which: SME
|
|
|
5,762
|
|
|
|
0
|
|
|
|
2,167
|
|
|
|
0
|
|
|
|
5,762
|
|
|
|
0
|
|
|
|
38
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
151
|
|
|
|
2
|
|
|
|
226
|
|
|
|
2
|
|
|
|
151
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,591
|
|
|
|
58
|
|
|
|
110
|
|
|
|
32
|
|
|
|
54.8
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
73,385
|
|
|
|
1,880
|
|
|
|
48,648
|
|
|
|
743
|
|
|
|
72,668
|
|
|
|
1,880
|
|
|
|
1,916
|
|
|
|
1,137
|
|
|
|
60.5
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Mexico
|
|
Central governments or central banks
|
|
|
17,314
|
|
|
|
0
|
|
|
|
1,676
|
|
|
|
0
|
|
|
|
13,755
|
|
|
|
0
|
|
|
|
28
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Regional governments or local authorities
|
|
|
95
|
|
|
|
0
|
|
|
|
9
|
|
|
|
0
|
|
|
|
92
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
81
|
|
|
|
0
|
|
|
|
16
|
|
|
|
0
|
|
|
|
81
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
3,412
|
|
|
|
0
|
|
|
|
993
|
|
|
|
0
|
|
|
|
2,301
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Corporates
|
|
|
1,603
|
|
|
|
87
|
|
|
|
1,231
|
|
|
|
32
|
|
|
|
1,603
|
|
|
|
87
|
|
|
|
65
|
|
|
|
57
|
|
|
|
65.7
|
%
|
|
of which: SME
|
|
|
191
|
|
|
|
0
|
|
|
|
149
|
|
|
|
0
|
|
|
|
191
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Retail
|
|
|
9,098
|
|
|
|
666
|
|
|
|
6,509
|
|
|
|
232
|
|
|
|
9,094
|
|
|
|
666
|
|
|
|
698
|
|
|
|
449
|
|
|
|
67.3
|
%
|
|
of which: SME
|
|
|
271
|
|
|
|
0
|
|
|
|
110
|
|
|
|
0
|
|
|
|
270
|
|
|
|
0
|
|
|
|
7
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
10,183
|
|
|
|
8
|
|
|
|
4,301
|
|
|
|
5
|
|
|
|
10,183
|
|
|
|
8
|
|
|
|
142
|
|
|
|
3
|
|
|
|
39.4
|
%
|
|
of which: SME
|
|
|
2,287
|
|
|
|
0
|
|
|
|
1,130
|
|
|
|
0
|
|
|
|
2,287
|
|
|
|
0
|
|
|
|
31
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
429
|
|
|
|
6
|
|
|
|
630
|
|
|
|
3
|
|
|
|
429
|
|
|
|
6
|
|
|
|
12
|
|
|
|
3
|
|
|
|
51.3
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
8
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,634
|
|
|
|
0
|
|
|
|
96
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
54,372
|
|
|
|
768
|
|
|
|
17,457
|
|
|
|
272
|
|
|
|
43,181
|
|
|
|
768
|
|
|
|
1,044
|
|
|
|
512
|
|
|
|
66.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
France
|
|
Central governments or central banks
|
|
|
359
|
|
|
|
0
|
|
|
|
18
|
|
|
|
0
|
|
|
|
164
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
989
|
|
|
|
0
|
|
|
|
245
|
|
|
|
0
|
|
|
|
780
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Corporates
|
|
|
456
|
|
|
|
0
|
|
|
|
427
|
|
|
|
0
|
|
|
|
428
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
of which: SME
|
|
|
9
|
|
|
|
0
|
|
|
|
9
|
|
|
|
0
|
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Retail
|
|
|
17
|
|
|
|
0
|
|
|
|
13
|
|
|
|
0
|
|
|
|
17
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
12
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
121
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
2,112
|
|
|
|
0
|
|
|
|
783
|
|
|
|
0
|
|
|
|
1,529
|
|
|
|
0
|
|
|
|
11
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Peru
|
|
Central governments or central banks
|
|
|
2,692
|
|
|
|
0
|
|
|
|
1,268
|
|
|
|
0
|
|
|
|
2,689
|
|
|
|
0
|
|
|
|
10
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Regional governments or local authorities
|
|
|
66
|
|
|
|
0
|
|
|
|
33
|
|
|
|
0
|
|
|
|
66
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
225
|
|
|
|
0
|
|
|
|
118
|
|
|
|
0
|
|
|
|
225
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
28
|
|
|
|
0
|
|
|
|
14
|
|
|
|
0
|
|
|
|
28
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
985
|
|
|
|
33
|
|
|
|
358
|
|
|
|
12
|
|
|
|
915
|
|
|
|
33
|
|
|
|
22
|
|
|
|
21
|
|
|
|
63.7
|
%
|
|
Corporates
|
|
|
6,445
|
|
|
|
417
|
|
|
|
6,123
|
|
|
|
208
|
|
|
|
6,229
|
|
|
|
417
|
|
|
|
384
|
|
|
|
211
|
|
|
|
50.7
|
%
|
|
of which: SME
|
|
|
1,704
|
|
|
|
137
|
|
|
|
1,484
|
|
|
|
68
|
|
|
|
1,647
|
|
|
|
137
|
|
|
|
115
|
|
|
|
69
|
|
|
|
50.7
|
%
|
|
Retail
|
|
|
3,104
|
|
|
|
191
|
|
|
|
2,068
|
|
|
|
85
|
|
|
|
3,094
|
|
|
|
191
|
|
|
|
167
|
|
|
|
107
|
|
|
|
56.0
|
%
|
|
of which: SME
|
|
|
1,495
|
|
|
|
0
|
|
|
|
855
|
|
|
|
0
|
|
|
|
1,490
|
|
|
|
0
|
|
|
|
29
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
4,114
|
|
|
|
29
|
|
|
|
1,667
|
|
|
|
17
|
|
|
|
4,114
|
|
|
|
29
|
|
|
|
64
|
|
|
|
13
|
|
|
|
42.9
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
86
|
|
|
|
1
|
|
|
|
129
|
|
|
|
1
|
|
|
|
86
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
990
|
|
|
|
0
|
|
|
|
40
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
18,736
|
|
|
|
672
|
|
|
|
12,022
|
|
|
|
323
|
|
|
|
18,437
|
|
|
|
672
|
|
|
|
687
|
|
|
|
352
|
|
|
|
52.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Chile
|
|
Central governments or central banks
|
|
|
1,496
|
|
|
|
0
|
|
|
|
396
|
|
|
|
0
|
|
|
|
1,478
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Regional governments or local authorities
|
|
|
5
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
84
|
|
|
|
0
|
|
|
|
17
|
|
|
|
0
|
|
|
|
84
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
1,301
|
|
|
|
14
|
|
|
|
220
|
|
|
|
11
|
|
|
|
596
|
|
|
|
14
|
|
|
|
9
|
|
|
|
3
|
|
|
|
22.4
|
%
|
|
Corporates
|
|
|
5,516
|
|
|
|
198
|
|
|
|
5,429
|
|
|
|
88
|
|
|
|
5,271
|
|
|
|
198
|
|
|
|
142
|
|
|
|
113
|
|
|
|
57.3
|
%
|
|
of which: SME
|
|
|
2,124
|
|
|
|
9
|
|
|
|
1,917
|
|
|
|
4
|
|
|
|
2,030
|
|
|
|
9
|
|
|
|
17
|
|
|
|
5
|
|
|
|
57.3
|
%
|
|
Retail
|
|
|
3,532
|
|
|
|
178
|
|
|
|
2,474
|
|
|
|
95
|
|
|
|
3,520
|
|
|
|
178
|
|
|
|
212
|
|
|
|
87
|
|
|
|
49.1
|
%
|
|
of which: SME
|
|
|
579
|
|
|
|
0
|
|
|
|
264
|
|
|
|
0
|
|
|
|
577
|
|
|
|
0
|
|
|
|
20
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
5,769
|
|
|
|
108
|
|
|
|
2,150
|
|
|
|
76
|
|
|
|
5,769
|
|
|
|
108
|
|
|
|
48
|
|
|
|
36
|
|
|
|
33.1
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
298
|
|
|
|
4
|
|
|
|
445
|
|
|
|
4
|
|
|
|
298
|
|
|
|
4
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
516
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
32.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
18,518
|
|
|
|
503
|
|
|
|
11,264
|
|
|
|
274
|
|
|
|
17,538
|
|
|
|
503
|
|
|
|
414
|
|
|
|
240
|
|
|
|
47.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
United
Kingdom
|
|
Central governments or central banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
1,912
|
|
|
|
3
|
|
|
|
718
|
|
|
|
1
|
|
|
|
1,416
|
|
|
|
3
|
|
|
|
6
|
|
|
|
2
|
|
|
|
51.9
|
%
|
|
Corporates
|
|
|
461
|
|
|
|
20
|
|
|
|
457
|
|
|
|
8
|
|
|
|
458
|
|
|
|
20
|
|
|
|
16
|
|
|
|
12
|
|
|
|
62.8
|
%
|
|
of which: SME
|
|
|
79
|
|
|
|
0
|
|
|
|
71
|
|
|
|
0
|
|
|
|
78
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Retail
|
|
|
134
|
|
|
|
1
|
|
|
|
100
|
|
|
|
0
|
|
|
|
134
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
70.7
|
%
|
|
of which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.7
|
%
|
|
Secured by mortgages on immovable property
|
|
|
128
|
|
|
|
5
|
|
|
|
56
|
|
|
|
4
|
|
|
|
128
|
|
|
|
5
|
|
|
|
2
|
|
|
|
1
|
|
|
|
26.8
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
884
|
|
|
|
0
|
|
|
|
9
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
3,686
|
|
|
|
29
|
|
|
|
1,331
|
|
|
|
13
|
|
|
|
3,028
|
|
|
|
29
|
|
|
|
34
|
|
|
|
16
|
|
|
|
55.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Colombia
|
|
Central governments or central banks
|
|
|
1,774
|
|
|
|
91
|
|
|
|
861
|
|
|
|
19
|
|
|
|
1,541
|
|
|
|
91
|
|
|
|
78
|
|
|
|
73
|
|
|
|
80.3
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
245
|
|
|
|
0
|
|
|
|
201
|
|
|
|
0
|
|
|
|
245
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
389
|
|
|
|
4
|
|
|
|
175
|
|
|
|
4
|
|
|
|
176
|
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Corporates
|
|
|
3,805
|
|
|
|
125
|
|
|
|
3,514
|
|
|
|
17
|
|
|
|
3,783
|
|
|
|
125
|
|
|
|
163
|
|
|
|
108
|
|
|
|
86.5
|
%
|
|
of which: SME
|
|
|
40
|
|
|
|
47
|
|
|
|
36
|
|
|
|
6
|
|
|
|
39
|
|
|
|
47
|
|
|
|
41
|
|
|
|
40
|
|
|
|
86.5
|
%
|
|
Retail
|
|
|
4,444
|
|
|
|
275
|
|
|
|
3,140
|
|
|
|
61
|
|
|
|
4,444
|
|
|
|
275
|
|
|
|
312
|
|
|
|
215
|
|
|
|
78.1
|
%
|
|
of which: SME
|
|
|
309
|
|
|
|
0
|
|
|
|
176
|
|
|
|
0
|
|
|
|
309
|
|
|
|
0
|
|
|
|
7
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
2,928
|
|
|
|
180
|
|
|
|
1,037
|
|
|
|
74
|
|
|
|
2,928
|
|
|
|
180
|
|
|
|
119
|
|
|
|
106
|
|
|
|
58.9
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
330
|
|
|
|
5
|
|
|
|
479
|
|
|
|
5
|
|
|
|
330
|
|
|
|
5
|
|
|
|
11
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
819
|
|
|
|
0
|
|
|
|
35
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
14,735
|
|
|
|
680
|
|
|
|
9,499
|
|
|
|
181
|
|
|
|
14,266
|
|
|
|
680
|
|
|
|
720
|
|
|
|
502
|
|
|
|
73.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Restated
|
|
|
|
|
|
31/12/2017
|
|
|
|
|
|
Exposure values
|
|
|
Risk exposure amounts
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
|
(mln EUR, %)
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
|
Non-
defaulted
|
|
|
Defaulted
|
|
Italy
|
|
Central governments or central banks
|
|
|
6,660
|
|
|
|
0
|
|
|
|
16
|
|
|
|
0
|
|
|
|
6,660
|
|
|
|
0
|
|
|
|
3
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
101
|
|
|
|
0
|
|
|
|
49
|
|
|
|
0
|
|
|
|
101
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Corporates
|
|
|
110
|
|
|
|
0
|
|
|
|
109
|
|
|
|
0
|
|
|
|
110
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
of which: SME
|
|
|
86
|
|
|
|
0
|
|
|
|
77
|
|
|
|
0
|
|
|
|
86
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9
|
|
|
|
0
|
|
|
|
4
|
|
|
|
0
|
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
68
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
6,949
|
|
|
|
0
|
|
|
|
244
|
|
|
|
0
|
|
|
|
6,949
|
|
|
|
0
|
|
|
|
7
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Banco Bilbao Vizcaya
Argentaria S.A.
|
|
Central governments or central banks
|
|
|
131,431
|
|
|
|
320
|
|
|
|
313
|
|
|
|
173
|
|
|
|
53.9
|
%
|
|
|
131,281
|
|
|
|
470
|
|
|
|
344
|
|
|
|
233
|
|
|
|
49.5
|
%
|
|
|
131,134
|
|
|
|
617
|
|
|
|
374
|
|
|
|
292
|
|
|
|
47.2
|
%
|
|
Regional governments or local authorities
|
|
|
6,490
|
|
|
|
14
|
|
|
|
8
|
|
|
|
6
|
|
|
|
46.2
|
%
|
|
|
6,487
|
|
|
|
17
|
|
|
|
9
|
|
|
|
7
|
|
|
|
45.1
|
%
|
|
|
6,484
|
|
|
|
20
|
|
|
|
10
|
|
|
|
9
|
|
|
|
44.3
|
%
|
|
Public sector entities
|
|
|
1,705
|
|
|
|
1
|
|
|
|
12
|
|
|
|
0
|
|
|
|
32.9
|
%
|
|
|
1,705
|
|
|
|
1
|
|
|
|
13
|
|
|
|
0
|
|
|
|
29.3
|
%
|
|
|
1,704
|
|
|
|
2
|
|
|
|
13
|
|
|
|
1
|
|
|
|
27.7
|
%
|
|
Multilateral Development Banks
|
|
|
191
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
191
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
191
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
International Organisations
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.2
|
%
|
|
Institutions
|
|
|
12,180
|
|
|
|
119
|
|
|
|
71
|
|
|
|
52
|
|
|
|
44.0
|
%
|
|
|
12,135
|
|
|
|
164
|
|
|
|
84
|
|
|
|
64
|
|
|
|
39.1
|
%
|
|
|
12,086
|
|
|
|
213
|
|
|
|
97
|
|
|
|
78
|
|
|
|
36.7
|
%
|
|
Corporates
|
|
|
91,665
|
|
|
|
5611
|
|
|
|
3,791
|
|
|
|
3,022
|
|
|
|
53.9
|
%
|
|
|
89,754
|
|
|
|
7522
|
|
|
|
4,432
|
|
|
|
3,579
|
|
|
|
47.6
|
%
|
|
|
87,636
|
|
|
|
9640
|
|
|
|
5,054
|
|
|
|
4,210
|
|
|
|
43.7
|
%
|
|
of which: SME
|
|
|
17,148
|
|
|
|
1781
|
|
|
|
1,119
|
|
|
|
992
|
|
|
|
55.7
|
%
|
|
|
16,890
|
|
|
|
2039
|
|
|
|
1,213
|
|
|
|
1,082
|
|
|
|
53.0
|
%
|
|
|
16,615
|
|
|
|
2314
|
|
|
|
1,303
|
|
|
|
1,173
|
|
|
|
50.7
|
%
|
|
Retail
|
|
|
54,455
|
|
|
|
5176
|
|
|
|
5,429
|
|
|
|
3,753
|
|
|
|
72.5
|
%
|
|
|
52,262
|
|
|
|
7369
|
|
|
|
6,749
|
|
|
|
5,096
|
|
|
|
69.2
|
%
|
|
|
50,232
|
|
|
|
9399
|
|
|
|
8,000
|
|
|
|
6,460
|
|
|
|
68.7
|
%
|
|
of which: SME
|
|
|
18,963
|
|
|
|
1571
|
|
|
|
1,352
|
|
|
|
997
|
|
|
|
63.5
|
%
|
|
|
18,368
|
|
|
|
2166
|
|
|
|
1,615
|
|
|
|
1,265
|
|
|
|
58.4
|
%
|
|
|
17,813
|
|
|
|
2721
|
|
|
|
1,866
|
|
|
|
1,537
|
|
|
|
56.5
|
%
|
|
Secured by mortgages on immovable property
|
|
|
48,124
|
|
|
|
2946
|
|
|
|
1,559
|
|
|
|
1,205
|
|
|
|
40.9
|
%
|
|
|
47,261
|
|
|
|
3809
|
|
|
|
1,743
|
|
|
|
1,394
|
|
|
|
36.6
|
%
|
|
|
46,461
|
|
|
|
4609
|
|
|
|
1,925
|
|
|
|
1,567
|
|
|
|
34.0
|
%
|
|
of which: SME
|
|
|
8,567
|
|
|
|
428
|
|
|
|
304
|
|
|
|
173
|
|
|
|
40.5
|
%
|
|
|
8,269
|
|
|
|
726
|
|
|
|
395
|
|
|
|
287
|
|
|
|
39.5
|
%
|
|
|
8,038
|
|
|
|
957
|
|
|
|
485
|
|
|
|
381
|
|
|
|
39.8
|
%
|
|
Items associated with particularly high risk
|
|
|
2,401
|
|
|
|
166
|
|
|
|
135
|
|
|
|
71
|
|
|
|
42.4
|
%
|
|
|
2,341
|
|
|
|
226
|
|
|
|
134
|
|
|
|
95
|
|
|
|
42.0
|
%
|
|
|
2,305
|
|
|
|
262
|
|
|
|
139
|
|
|
|
111
|
|
|
|
42.3
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
24
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.2
|
%
|
|
|
24
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.2
|
%
|
|
|
24
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.2
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
22,380
|
|
|
|
432
|
|
|
|
633
|
|
|
|
188
|
|
|
|
43.5
|
%
|
|
|
22,371
|
|
|
|
441
|
|
|
|
634
|
|
|
|
189
|
|
|
|
42.8
|
%
|
|
|
22,361
|
|
|
|
451
|
|
|
|
635
|
|
|
|
190
|
|
|
|
42.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
371,073
|
|
|
|
14785
|
|
|
|
11,950
|
|
|
|
8,470
|
|
|
|
57.3
|
%
|
|
|
365,838
|
|
|
|
20020
|
|
|
|
14,142
|
|
|
|
10,659
|
|
|
|
53.2
|
%
|
|
|
360,645
|
|
|
|
25213
|
|
|
|
16,247
|
|
|
|
12,917
|
|
|
|
51.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Spain
|
|
Central governments or central banks
|
|
|
70,805
|
|
|
|
156
|
|
|
|
194
|
|
|
|
62
|
|
|
|
40.1
|
%
|
|
|
70,671
|
|
|
|
289
|
|
|
|
220
|
|
|
|
116
|
|
|
|
40.0
|
%
|
|
|
70,540
|
|
|
|
421
|
|
|
|
244
|
|
|
|
168
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
556
|
|
|
|
8
|
|
|
|
5
|
|
|
|
4
|
|
|
|
50.1
|
%
|
|
|
555
|
|
|
|
9
|
|
|
|
5
|
|
|
|
5
|
|
|
|
48.9
|
%
|
|
|
554
|
|
|
|
10
|
|
|
|
5
|
|
|
|
5
|
|
|
|
48.0
|
%
|
|
Public sector entities
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.7
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.5
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.4
|
%
|
|
Multilateral Development Banks
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
Institutions
|
|
|
515
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
29.8
|
%
|
|
|
513
|
|
|
|
4
|
|
|
|
2
|
|
|
|
1
|
|
|
|
28.5
|
%
|
|
|
512
|
|
|
|
5
|
|
|
|
3
|
|
|
|
2
|
|
|
|
27.9
|
%
|
|
Corporates
|
|
|
7,472
|
|
|
|
1155
|
|
|
|
778
|
|
|
|
718
|
|
|
|
62.2
|
%
|
|
|
7,377
|
|
|
|
1250
|
|
|
|
803
|
|
|
|
745
|
|
|
|
59.6
|
%
|
|
|
7,282
|
|
|
|
1345
|
|
|
|
826
|
|
|
|
771
|
|
|
|
57.3
|
%
|
|
of which: SME
|
|
|
1,151
|
|
|
|
599
|
|
|
|
277
|
|
|
|
269
|
|
|
|
45.0
|
%
|
|
|
1,137
|
|
|
|
613
|
|
|
|
281
|
|
|
|
273
|
|
|
|
44.6
|
%
|
|
|
1,124
|
|
|
|
626
|
|
|
|
284
|
|
|
|
277
|
|
|
|
44.2
|
%
|
|
Retail
|
|
|
7,060
|
|
|
|
465
|
|
|
|
346
|
|
|
|
291
|
|
|
|
62.6
|
%
|
|
|
6,948
|
|
|
|
577
|
|
|
|
385
|
|
|
|
331
|
|
|
|
57.3
|
%
|
|
|
6,836
|
|
|
|
689
|
|
|
|
422
|
|
|
|
370
|
|
|
|
53.7
|
%
|
|
of which: SME
|
|
|
6,167
|
|
|
|
451
|
|
|
|
334
|
|
|
|
286
|
|
|
|
63.4
|
%
|
|
|
6,068
|
|
|
|
551
|
|
|
|
369
|
|
|
|
322
|
|
|
|
58.4
|
%
|
|
|
5,968
|
|
|
|
650
|
|
|
|
402
|
|
|
|
357
|
|
|
|
54.9
|
%
|
|
Secured by mortgages on immovable property
|
|
|
4,885
|
|
|
|
1353
|
|
|
|
656
|
|
|
|
629
|
|
|
|
46.5
|
%
|
|
|
4,849
|
|
|
|
1389
|
|
|
|
663
|
|
|
|
636
|
|
|
|
45.8
|
%
|
|
|
4,814
|
|
|
|
1424
|
|
|
|
670
|
|
|
|
643
|
|
|
|
45.2
|
%
|
|
of which: SME
|
|
|
321
|
|
|
|
7
|
|
|
|
6
|
|
|
|
2
|
|
|
|
29.5
|
%
|
|
|
314
|
|
|
|
14
|
|
|
|
8
|
|
|
|
4
|
|
|
|
29.7
|
%
|
|
|
307
|
|
|
|
21
|
|
|
|
10
|
|
|
|
6
|
|
|
|
29.4
|
%
|
|
Items associated with particularly high risk
|
|
|
153
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
49.4
|
%
|
|
|
152
|
|
|
|
3
|
|
|
|
2
|
|
|
|
2
|
|
|
|
49.3
|
%
|
|
|
152
|
|
|
|
4
|
|
|
|
2
|
|
|
|
2
|
|
|
|
49.2
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
6,281
|
|
|
|
311
|
|
|
|
208
|
|
|
|
118
|
|
|
|
37.8
|
%
|
|
|
6,279
|
|
|
|
314
|
|
|
|
208
|
|
|
|
118
|
|
|
|
37.6
|
%
|
|
|
6,276
|
|
|
|
316
|
|
|
|
209
|
|
|
|
118
|
|
|
|
37.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
97,852
|
|
|
|
3453
|
|
|
|
2,191
|
|
|
|
1,824
|
|
|
|
52.8
|
%
|
|
|
97,469
|
|
|
|
3836
|
|
|
|
2,288
|
|
|
|
1,953
|
|
|
|
50.9
|
%
|
|
|
97,088
|
|
|
|
4216
|
|
|
|
2,382
|
|
|
|
2,080
|
|
|
|
49.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United States
|
|
Central governments or central banks
|
|
|
8,726
|
|
|
|
33
|
|
|
|
13
|
|
|
|
13
|
|
|
|
40.0
|
%
|
|
|
8,725
|
|
|
|
33
|
|
|
|
14
|
|
|
|
13
|
|
|
|
40.0
|
%
|
|
|
8,725
|
|
|
|
34
|
|
|
|
14
|
|
|
|
13
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
5,568
|
|
|
|
5
|
|
|
|
3
|
|
|
|
2
|
|
|
|
40.0
|
%
|
|
|
5,566
|
|
|
|
7
|
|
|
|
4
|
|
|
|
3
|
|
|
|
40.0
|
%
|
|
|
5,564
|
|
|
|
9
|
|
|
|
4
|
|
|
|
3
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
886
|
|
|
|
0
|
|
|
|
10
|
|
|
|
0
|
|
|
|
24.7
|
%
|
|
|
885
|
|
|
|
1
|
|
|
|
11
|
|
|
|
0
|
|
|
|
24.7
|
%
|
|
|
885
|
|
|
|
1
|
|
|
|
11
|
|
|
|
0
|
|
|
|
24.6
|
%
|
|
Multilateral Development Banks
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
Institutions
|
|
|
994
|
|
|
|
29
|
|
|
|
10
|
|
|
|
7
|
|
|
|
24.6
|
%
|
|
|
986
|
|
|
|
38
|
|
|
|
12
|
|
|
|
9
|
|
|
|
24.3
|
%
|
|
|
976
|
|
|
|
48
|
|
|
|
15
|
|
|
|
11
|
|
|
|
24.1
|
%
|
|
Corporates
|
|
|
33,761
|
|
|
|
1776
|
|
|
|
745
|
|
|
|
403
|
|
|
|
22.7
|
%
|
|
|
32,505
|
|
|
|
3032
|
|
|
|
1,102
|
|
|
|
713
|
|
|
|
23.5
|
%
|
|
|
31,062
|
|
|
|
4476
|
|
|
|
1,455
|
|
|
|
1,081
|
|
|
|
24.1
|
%
|
|
of which: SME
|
|
|
3,349
|
|
|
|
242
|
|
|
|
89
|
|
|
|
55
|
|
|
|
22.8
|
%
|
|
|
3,224
|
|
|
|
367
|
|
|
|
124
|
|
|
|
86
|
|
|
|
23.4
|
%
|
|
|
3,081
|
|
|
|
510
|
|
|
|
159
|
|
|
|
122
|
|
|
|
24.0
|
%
|
|
Retail
|
|
|
7,946
|
|
|
|
328
|
|
|
|
400
|
|
|
|
190
|
|
|
|
57.7
|
%
|
|
|
7,741
|
|
|
|
534
|
|
|
|
525
|
|
|
|
320
|
|
|
|
60.0
|
%
|
|
|
7,540
|
|
|
|
735
|
|
|
|
646
|
|
|
|
450
|
|
|
|
61.2
|
%
|
|
of which: SME
|
|
|
1,440
|
|
|
|
72
|
|
|
|
110
|
|
|
|
44
|
|
|
|
61.0
|
%
|
|
|
1,363
|
|
|
|
149
|
|
|
|
157
|
|
|
|
92
|
|
|
|
61.7
|
%
|
|
|
1,287
|
|
|
|
225
|
|
|
|
203
|
|
|
|
140
|
|
|
|
62.4
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9,377
|
|
|
|
209
|
|
|
|
114
|
|
|
|
44
|
|
|
|
21.0
|
%
|
|
|
9,283
|
|
|
|
303
|
|
|
|
153
|
|
|
|
61
|
|
|
|
20.2
|
%
|
|
|
9,165
|
|
|
|
420
|
|
|
|
193
|
|
|
|
83
|
|
|
|
19.8
|
%
|
|
of which: SME
|
|
|
2
|
|
|
|
5
|
|
|
|
1
|
|
|
|
1
|
|
|
|
22.7
|
%
|
|
|
2
|
|
|
|
6
|
|
|
|
1
|
|
|
|
1
|
|
|
|
22.7
|
%
|
|
|
2
|
|
|
|
6
|
|
|
|
1
|
|
|
|
1
|
|
|
|
22.7
|
%
|
|
Items associated with particularly high risk
|
|
|
1,029
|
|
|
|
70
|
|
|
|
46
|
|
|
|
29
|
|
|
|
41.1
|
%
|
|
|
1,008
|
|
|
|
91
|
|
|
|
44
|
|
|
|
37
|
|
|
|
40.5
|
%
|
|
|
998
|
|
|
|
100
|
|
|
|
45
|
|
|
|
41
|
|
|
|
40.8
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.5
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
1,771
|
|
|
|
4
|
|
|
|
92
|
|
|
|
1
|
|
|
|
19.5
|
%
|
|
|
1,769
|
|
|
|
6
|
|
|
|
92
|
|
|
|
1
|
|
|
|
17.2
|
%
|
|
|
1,768
|
|
|
|
7
|
|
|
|
92
|
|
|
|
1
|
|
|
|
15.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
70,068
|
|
|
|
2455
|
|
|
|
1,435
|
|
|
|
689
|
|
|
|
28.1
|
%
|
|
|
68,480
|
|
|
|
4044
|
|
|
|
1,957
|
|
|
|
1,157
|
|
|
|
28.6
|
%
|
|
|
66,694
|
|
|
|
5829
|
|
|
|
2,475
|
|
|
|
1,684
|
|
|
|
28.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Turkey
|
|
Central governments or central banks
|
|
|
19,015
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
19,014
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
19,012
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
45
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
45
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
45
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
103
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.3
|
%
|
|
|
103
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.3
|
%
|
|
|
103
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.3
|
%
|
|
Multilateral Development Banks
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
2,448
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
40.3
|
%
|
|
|
2,445
|
|
|
|
6
|
|
|
|
4
|
|
|
|
2
|
|
|
|
40.3
|
%
|
|
|
2,442
|
|
|
|
9
|
|
|
|
5
|
|
|
|
4
|
|
|
|
40.3
|
%
|
|
Corporates
|
|
|
24,239
|
|
|
|
1110
|
|
|
|
808
|
|
|
|
712
|
|
|
|
64.2
|
%
|
|
|
24,094
|
|
|
|
1255
|
|
|
|
859
|
|
|
|
767
|
|
|
|
61.1
|
%
|
|
|
23,958
|
|
|
|
1391
|
|
|
|
909
|
|
|
|
817
|
|
|
|
58.7
|
%
|
|
of which: SME
|
|
|
7,707
|
|
|
|
616
|
|
|
|
437
|
|
|
|
407
|
|
|
|
66.0
|
%
|
|
|
7,660
|
|
|
|
662
|
|
|
|
454
|
|
|
|
424
|
|
|
|
64.1
|
%
|
|
|
7,617
|
|
|
|
706
|
|
|
|
469
|
|
|
|
440
|
|
|
|
62.4
|
%
|
|
Retail
|
|
|
15,259
|
|
|
|
1199
|
|
|
|
878
|
|
|
|
735
|
|
|
|
61.3
|
%
|
|
|
14,982
|
|
|
|
1477
|
|
|
|
966
|
|
|
|
834
|
|
|
|
56.5
|
%
|
|
|
14,726
|
|
|
|
1732
|
|
|
|
1,053
|
|
|
|
926
|
|
|
|
53.4
|
%
|
|
of which: SME
|
|
|
7,319
|
|
|
|
722
|
|
|
|
523
|
|
|
|
437
|
|
|
|
60.6
|
%
|
|
|
7,134
|
|
|
|
906
|
|
|
|
582
|
|
|
|
503
|
|
|
|
55.5
|
%
|
|
|
6,967
|
|
|
|
1074
|
|
|
|
639
|
|
|
|
564
|
|
|
|
52.5
|
%
|
|
Secured by mortgages on immovable property
|
|
|
8,139
|
|
|
|
180
|
|
|
|
124
|
|
|
|
61
|
|
|
|
33.6
|
%
|
|
|
7,986
|
|
|
|
333
|
|
|
|
171
|
|
|
|
113
|
|
|
|
33.9
|
%
|
|
|
7,851
|
|
|
|
468
|
|
|
|
216
|
|
|
|
159
|
|
|
|
34.1
|
%
|
|
of which: SME
|
|
|
5,609
|
|
|
|
153
|
|
|
|
120
|
|
|
|
59
|
|
|
|
38.7
|
%
|
|
|
5,478
|
|
|
|
284
|
|
|
|
166
|
|
|
|
110
|
|
|
|
38.8
|
%
|
|
|
5,360
|
|
|
|
402
|
|
|
|
210
|
|
|
|
156
|
|
|
|
38.8
|
%
|
|
Items associated with particularly high risk
|
|
|
148
|
|
|
|
5
|
|
|
|
4
|
|
|
|
3
|
|
|
|
54.6
|
%
|
|
|
145
|
|
|
|
8
|
|
|
|
6
|
|
|
|
4
|
|
|
|
54.6
|
%
|
|
|
143
|
|
|
|
10
|
|
|
|
7
|
|
|
|
6
|
|
|
|
54.6
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
2,590
|
|
|
|
58
|
|
|
|
37
|
|
|
|
32
|
|
|
|
54.3
|
%
|
|
|
2,590
|
|
|
|
59
|
|
|
|
37
|
|
|
|
32
|
|
|
|
53.7
|
%
|
|
|
2,589
|
|
|
|
60
|
|
|
|
37
|
|
|
|
32
|
|
|
|
53.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
71,991
|
|
|
|
2556
|
|
|
|
1,854
|
|
|
|
1,544
|
|
|
|
60.4
|
%
|
|
|
71,409
|
|
|
|
3139
|
|
|
|
2,043
|
|
|
|
1,752
|
|
|
|
55.8
|
%
|
|
|
70,874
|
|
|
|
3674
|
|
|
|
2,228
|
|
|
|
1,945
|
|
|
|
52.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Mexico
|
|
Central governments or central banks
|
|
|
13,755
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
13,755
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
13,755
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
91
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
91
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
91
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
81
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
81
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
81
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
2,297
|
|
|
|
3
|
|
|
|
3
|
|
|
|
1
|
|
|
|
33.9
|
%
|
|
|
2,294
|
|
|
|
7
|
|
|
|
4
|
|
|
|
3
|
|
|
|
39.4
|
%
|
|
|
2,290
|
|
|
|
10
|
|
|
|
5
|
|
|
|
4
|
|
|
|
38.5
|
%
|
|
Corporates
|
|
|
1,577
|
|
|
|
113
|
|
|
|
79
|
|
|
|
62
|
|
|
|
54.8
|
%
|
|
|
1,554
|
|
|
|
137
|
|
|
|
87
|
|
|
|
76
|
|
|
|
55.4
|
%
|
|
|
1,531
|
|
|
|
159
|
|
|
|
94
|
|
|
|
83
|
|
|
|
51.9
|
%
|
|
of which: SME
|
|
|
188
|
|
|
|
3
|
|
|
|
3
|
|
|
|
1
|
|
|
|
18.2
|
%
|
|
|
186
|
|
|
|
6
|
|
|
|
4
|
|
|
|
2
|
|
|
|
37.4
|
%
|
|
|
183
|
|
|
|
9
|
|
|
|
4
|
|
|
|
3
|
|
|
|
35.2
|
%
|
|
Retail
|
|
|
8,263
|
|
|
|
1497
|
|
|
|
1,942
|
|
|
|
1,283
|
|
|
|
85.7
|
%
|
|
|
7,547
|
|
|
|
2213
|
|
|
|
2,441
|
|
|
|
1,863
|
|
|
|
84.2
|
%
|
|
|
6,913
|
|
|
|
2847
|
|
|
|
2,899
|
|
|
|
2,375
|
|
|
|
83.4
|
%
|
|
of which: SME
|
|
|
243
|
|
|
|
27
|
|
|
|
25
|
|
|
|
15
|
|
|
|
56.6
|
%
|
|
|
227
|
|
|
|
43
|
|
|
|
31
|
|
|
|
24
|
|
|
|
56.9
|
%
|
|
|
217
|
|
|
|
53
|
|
|
|
36
|
|
|
|
30
|
|
|
|
56.9
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9,705
|
|
|
|
486
|
|
|
|
265
|
|
|
|
134
|
|
|
|
27.6
|
%
|
|
|
9,310
|
|
|
|
881
|
|
|
|
328
|
|
|
|
224
|
|
|
|
25.5
|
%
|
|
|
8,973
|
|
|
|
1218
|
|
|
|
389
|
|
|
|
291
|
|
|
|
23.9
|
%
|
|
of which: SME
|
|
|
2,051
|
|
|
|
236
|
|
|
|
163
|
|
|
|
100
|
|
|
|
42.3
|
%
|
|
|
1,912
|
|
|
|
376
|
|
|
|
201
|
|
|
|
159
|
|
|
|
42.5
|
%
|
|
|
1,821
|
|
|
|
466
|
|
|
|
239
|
|
|
|
199
|
|
|
|
42.7
|
%
|
|
Items associated with particularly high risk
|
|
|
403
|
|
|
|
33
|
|
|
|
33
|
|
|
|
14
|
|
|
|
41.9
|
%
|
|
|
386
|
|
|
|
49
|
|
|
|
32
|
|
|
|
20
|
|
|
|
41.2
|
%
|
|
|
376
|
|
|
|
59
|
|
|
|
32
|
|
|
|
25
|
|
|
|
41.2
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
5,632
|
|
|
|
2
|
|
|
|
152
|
|
|
|
0
|
|
|
|
10.3
|
%
|
|
|
5,629
|
|
|
|
5
|
|
|
|
152
|
|
|
|
0
|
|
|
|
10.3
|
%
|
|
|
5,627
|
|
|
|
7
|
|
|
|
152
|
|
|
|
1
|
|
|
|
10.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
41,814
|
|
|
|
2135
|
|
|
|
2,474
|
|
|
|
1,494
|
|
|
|
70.0
|
%
|
|
|
40,656
|
|
|
|
3293
|
|
|
|
3,046
|
|
|
|
2,187
|
|
|
|
66.4
|
%
|
|
|
39,647
|
|
|
|
4302
|
|
|
|
3,572
|
|
|
|
2,779
|
|
|
|
64.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
France
|
|
Central governments or central banks
|
|
|
164
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
163
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
163
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.4
|
%
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.4
|
%
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.4
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
776
|
|
|
|
5
|
|
|
|
4
|
|
|
|
1
|
|
|
|
28.2
|
%
|
|
|
771
|
|
|
|
9
|
|
|
|
5
|
|
|
|
3
|
|
|
|
28.2
|
%
|
|
|
767
|
|
|
|
14
|
|
|
|
6
|
|
|
|
4
|
|
|
|
28.2
|
%
|
|
Corporates
|
|
|
421
|
|
|
|
6
|
|
|
|
7
|
|
|
|
3
|
|
|
|
42.8
|
%
|
|
|
415
|
|
|
|
13
|
|
|
|
9
|
|
|
|
6
|
|
|
|
43.1
|
%
|
|
|
408
|
|
|
|
20
|
|
|
|
12
|
|
|
|
8
|
|
|
|
43.3
|
%
|
|
of which: SME
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
42.8
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43.0
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
43.2
|
%
|
|
Retail
|
|
|
17
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.8
|
%
|
|
|
17
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.7
|
%
|
|
|
17
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.7
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
18.3
|
%
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
18.2
|
%
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
18.2
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
121
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
9.5
|
%
|
|
|
121
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
9.5
|
%
|
|
|
121
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
9.5
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
1,518
|
|
|
|
11
|
|
|
|
17
|
|
|
|
4
|
|
|
|
36.7
|
%
|
|
|
1,506
|
|
|
|
23
|
|
|
|
21
|
|
|
|
9
|
|
|
|
37.0
|
%
|
|
|
1,495
|
|
|
|
35
|
|
|
|
24
|
|
|
|
13
|
|
|
|
37.1
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Peru
|
|
Central governments or central banks
|
|
|
2,689
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
2,689
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
2,689
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
66
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
66
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
66
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
225
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
|
225
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
|
225
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
Multilateral Development Banks
|
|
|
28
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
28
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
28
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
913
|
|
|
|
34
|
|
|
|
28
|
|
|
|
27
|
|
|
|
77.6
|
%
|
|
|
912
|
|
|
|
36
|
|
|
|
29
|
|
|
|
27
|
|
|
|
76.9
|
%
|
|
|
911
|
|
|
|
37
|
|
|
|
29
|
|
|
|
28
|
|
|
|
76.0
|
%
|
|
Corporates
|
|
|
6,090
|
|
|
|
557
|
|
|
|
657
|
|
|
|
516
|
|
|
|
92.8
|
%
|
|
|
5,943
|
|
|
|
703
|
|
|
|
752
|
|
|
|
628
|
|
|
|
89.4
|
%
|
|
|
5,799
|
|
|
|
848
|
|
|
|
837
|
|
|
|
718
|
|
|
|
84.7
|
%
|
|
of which: SME
|
|
|
1,610
|
|
|
|
174
|
|
|
|
198
|
|
|
|
161
|
|
|
|
93.0
|
%
|
|
|
1,571
|
|
|
|
212
|
|
|
|
224
|
|
|
|
191
|
|
|
|
90.0
|
%
|
|
|
1,533
|
|
|
|
250
|
|
|
|
246
|
|
|
|
215
|
|
|
|
85.7
|
%
|
|
Retail
|
|
|
2,823
|
|
|
|
463
|
|
|
|
585
|
|
|
|
354
|
|
|
|
76.4
|
%
|
|
|
2,563
|
|
|
|
723
|
|
|
|
751
|
|
|
|
532
|
|
|
|
73.6
|
%
|
|
|
2,321
|
|
|
|
964
|
|
|
|
902
|
|
|
|
701
|
|
|
|
72.6
|
%
|
|
of which: SME
|
|
|
1,335
|
|
|
|
156
|
|
|
|
255
|
|
|
|
134
|
|
|
|
86.1
|
%
|
|
|
1,195
|
|
|
|
295
|
|
|
|
339
|
|
|
|
228
|
|
|
|
77.3
|
%
|
|
|
1,070
|
|
|
|
421
|
|
|
|
415
|
|
|
|
316
|
|
|
|
75.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
4,062
|
|
|
|
82
|
|
|
|
50
|
|
|
|
25
|
|
|
|
30.6
|
%
|
|
|
4,010
|
|
|
|
134
|
|
|
|
59
|
|
|
|
36
|
|
|
|
27.0
|
%
|
|
|
3,959
|
|
|
|
184
|
|
|
|
68
|
|
|
|
46
|
|
|
|
24.9
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
85
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
49.7
|
%
|
|
|
84
|
|
|
|
4
|
|
|
|
3
|
|
|
|
2
|
|
|
|
49.7
|
%
|
|
|
82
|
|
|
|
5
|
|
|
|
3
|
|
|
|
3
|
|
|
|
49.7
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
990
|
|
|
|
0
|
|
|
|
20
|
|
|
|
0
|
|
|
|
10.7
|
%
|
|
|
990
|
|
|
|
1
|
|
|
|
20
|
|
|
|
0
|
|
|
|
10.7
|
%
|
|
|
990
|
|
|
|
1
|
|
|
|
20
|
|
|
|
0
|
|
|
|
10.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
17,971
|
|
|
|
1138
|
|
|
|
1,343
|
|
|
|
923
|
|
|
|
81.1
|
%
|
|
|
17,508
|
|
|
|
1601
|
|
|
|
1,615
|
|
|
|
1,226
|
|
|
|
76.6
|
%
|
|
|
17,069
|
|
|
|
2040
|
|
|
|
1,861
|
|
|
|
1,495
|
|
|
|
73.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Chile
|
|
Central governments or central banks
|
|
|
1,478
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1,478
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1,478
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
84
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
|
84
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
|
84
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
591
|
|
|
|
19
|
|
|
|
8
|
|
|
|
6
|
|
|
|
31.5
|
%
|
|
|
586
|
|
|
|
24
|
|
|
|
9
|
|
|
|
7
|
|
|
|
29.0
|
%
|
|
|
580
|
|
|
|
29
|
|
|
|
10
|
|
|
|
8
|
|
|
|
27.3
|
%
|
|
Corporates
|
|
|
5,229
|
|
|
|
240
|
|
|
|
200
|
|
|
|
186
|
|
|
|
77.4
|
%
|
|
|
5,183
|
|
|
|
286
|
|
|
|
213
|
|
|
|
198
|
|
|
|
69.3
|
%
|
|
|
5,134
|
|
|
|
335
|
|
|
|
226
|
|
|
|
211
|
|
|
|
63.2
|
%
|
|
of which: SME
|
|
|
2,013
|
|
|
|
26
|
|
|
|
15
|
|
|
|
10
|
|
|
|
38.0
|
%
|
|
|
1,996
|
|
|
|
43
|
|
|
|
20
|
|
|
|
15
|
|
|
|
33.5
|
%
|
|
|
1,977
|
|
|
|
62
|
|
|
|
25
|
|
|
|
20
|
|
|
|
31.5
|
%
|
|
Retail
|
|
|
3,255
|
|
|
|
443
|
|
|
|
539
|
|
|
|
345
|
|
|
|
77.8
|
%
|
|
|
3,006
|
|
|
|
693
|
|
|
|
728
|
|
|
|
549
|
|
|
|
79.2
|
%
|
|
|
2,778
|
|
|
|
920
|
|
|
|
903
|
|
|
|
738
|
|
|
|
80.2
|
%
|
|
of which: SME
|
|
|
554
|
|
|
|
23
|
|
|
|
15
|
|
|
|
8
|
|
|
|
34.5
|
%
|
|
|
533
|
|
|
|
44
|
|
|
|
22
|
|
|
|
15
|
|
|
|
34.1
|
%
|
|
|
514
|
|
|
|
63
|
|
|
|
28
|
|
|
|
22
|
|
|
|
34.2
|
%
|
|
Secured by mortgages on immovable property
|
|
|
5,728
|
|
|
|
150
|
|
|
|
53
|
|
|
|
38
|
|
|
|
25.6
|
%
|
|
|
5,691
|
|
|
|
187
|
|
|
|
54
|
|
|
|
41
|
|
|
|
21.7
|
%
|
|
|
5,659
|
|
|
|
218
|
|
|
|
56
|
|
|
|
43
|
|
|
|
19.5
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
266
|
|
|
|
36
|
|
|
|
20
|
|
|
|
15
|
|
|
|
41.3
|
%
|
|
|
259
|
|
|
|
44
|
|
|
|
19
|
|
|
|
18
|
|
|
|
41.3
|
%
|
|
|
257
|
|
|
|
46
|
|
|
|
20
|
|
|
|
19
|
|
|
|
41.4
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
516
|
|
|
|
1
|
|
|
|
16
|
|
|
|
0
|
|
|
|
17.9
|
%
|
|
|
516
|
|
|
|
1
|
|
|
|
16
|
|
|
|
0
|
|
|
|
14.7
|
%
|
|
|
515
|
|
|
|
1
|
|
|
|
16
|
|
|
|
0
|
|
|
|
13.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
17,152
|
|
|
|
888
|
|
|
|
835
|
|
|
|
590
|
|
|
|
66.4
|
%
|
|
|
16,806
|
|
|
|
1234
|
|
|
|
1,040
|
|
|
|
813
|
|
|
|
65.9
|
%
|
|
|
16,491
|
|
|
|
1550
|
|
|
|
1,230
|
|
|
|
1,019
|
|
|
|
65.8
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United
Kingdom
|
|
Central governments or central banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
Multilateral Development Banks
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
20.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
1,407
|
|
|
|
12
|
|
|
|
8
|
|
|
|
4
|
|
|
|
34.7
|
%
|
|
|
1,398
|
|
|
|
21
|
|
|
|
11
|
|
|
|
7
|
|
|
|
32.2
|
%
|
|
|
1,387
|
|
|
|
32
|
|
|
|
13
|
|
|
|
10
|
|
|
|
31.2
|
%
|
|
Corporates
|
|
|
451
|
|
|
|
27
|
|
|
|
21
|
|
|
|
16
|
|
|
|
59.0
|
%
|
|
|
443
|
|
|
|
35
|
|
|
|
25
|
|
|
|
20
|
|
|
|
56.7
|
%
|
|
|
435
|
|
|
|
43
|
|
|
|
28
|
|
|
|
24
|
|
|
|
55.3
|
%
|
|
of which: SME
|
|
|
77
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
48.2
|
%
|
|
|
76
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
48.5
|
%
|
|
|
75
|
|
|
|
4
|
|
|
|
3
|
|
|
|
2
|
|
|
|
48.7
|
%
|
|
Retail
|
|
|
133
|
|
|
|
2
|
|
|
|
3
|
|
|
|
2
|
|
|
|
69.5
|
%
|
|
|
131
|
|
|
|
4
|
|
|
|
4
|
|
|
|
3
|
|
|
|
69.2
|
%
|
|
|
130
|
|
|
|
5
|
|
|
|
5
|
|
|
|
4
|
|
|
|
69.0
|
%
|
|
of which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
71.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.9
|
%
|
|
Secured by mortgages on immovable property
|
|
|
127
|
|
|
|
6
|
|
|
|
3
|
|
|
|
2
|
|
|
|
32.6
|
%
|
|
|
126
|
|
|
|
7
|
|
|
|
3
|
|
|
|
2
|
|
|
|
31.1
|
%
|
|
|
125
|
|
|
|
8
|
|
|
|
3
|
|
|
|
3
|
|
|
|
30.1
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
883
|
|
|
|
0
|
|
|
|
17
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
|
883
|
|
|
|
1
|
|
|
|
17
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
|
883
|
|
|
|
1
|
|
|
|
17
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
3,009
|
|
|
|
48
|
|
|
|
53
|
|
|
|
24
|
|
|
|
49.7
|
%
|
|
|
2,988
|
|
|
|
68
|
|
|
|
59
|
|
|
|
32
|
|
|
|
46.4
|
%
|
|
|
2,967
|
|
|
|
89
|
|
|
|
66
|
|
|
|
40
|
|
|
|
44.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Colombia
|
|
Central governments or central banks
|
|
|
1,540
|
|
|
|
91
|
|
|
|
73
|
|
|
|
73
|
|
|
|
80.3
|
%
|
|
|
1,540
|
|
|
|
92
|
|
|
|
73
|
|
|
|
73
|
|
|
|
80.2
|
%
|
|
|
1,540
|
|
|
|
92
|
|
|
|
73
|
|
|
|
73
|
|
|
|
80.2
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
245
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
|
245
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
|
245
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
175
|
|
|
|
5
|
|
|
|
3
|
|
|
|
3
|
|
|
|
50.8
|
%
|
|
|
174
|
|
|
|
6
|
|
|
|
4
|
|
|
|
3
|
|
|
|
49.5
|
%
|
|
|
172
|
|
|
|
8
|
|
|
|
5
|
|
|
|
4
|
|
|
|
48.6
|
%
|
|
Corporates
|
|
|
3,759
|
|
|
|
149
|
|
|
|
139
|
|
|
|
119
|
|
|
|
79.8
|
%
|
|
|
3,729
|
|
|
|
179
|
|
|
|
153
|
|
|
|
132
|
|
|
|
74.0
|
%
|
|
|
3,696
|
|
|
|
212
|
|
|
|
168
|
|
|
|
147
|
|
|
|
69.5
|
%
|
|
of which: SME
|
|
|
39
|
|
|
|
47
|
|
|
|
41
|
|
|
|
40
|
|
|
|
86.2
|
%
|
|
|
39
|
|
|
|
47
|
|
|
|
41
|
|
|
|
41
|
|
|
|
86.0
|
%
|
|
|
39
|
|
|
|
48
|
|
|
|
41
|
|
|
|
41
|
|
|
|
85.7
|
%
|
|
Retail
|
|
|
4,278
|
|
|
|
440
|
|
|
|
437
|
|
|
|
313
|
|
|
|
71.1
|
%
|
|
|
4,119
|
|
|
|
599
|
|
|
|
525
|
|
|
|
407
|
|
|
|
68.0
|
%
|
|
|
3,966
|
|
|
|
752
|
|
|
|
609
|
|
|
|
498
|
|
|
|
66.2
|
%
|
|
of which: SME
|
|
|
299
|
|
|
|
10
|
|
|
|
13
|
|
|
|
6
|
|
|
|
55.4
|
%
|
|
|
289
|
|
|
|
20
|
|
|
|
18
|
|
|
|
11
|
|
|
|
55.3
|
%
|
|
|
279
|
|
|
|
30
|
|
|
|
23
|
|
|
|
17
|
|
|
|
55.3
|
%
|
|
Secured by mortgages on immovable property
|
|
|
2,884
|
|
|
|
224
|
|
|
|
126
|
|
|
|
113
|
|
|
|
50.4
|
%
|
|
|
2,840
|
|
|
|
268
|
|
|
|
133
|
|
|
|
120
|
|
|
|
44.7
|
%
|
|
|
2,797
|
|
|
|
311
|
|
|
|
139
|
|
|
|
126
|
|
|
|
40.6
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
318
|
|
|
|
17
|
|
|
|
28
|
|
|
|
8
|
|
|
|
45.1
|
%
|
|
|
307
|
|
|
|
28
|
|
|
|
28
|
|
|
|
12
|
|
|
|
44.3
|
%
|
|
|
298
|
|
|
|
37
|
|
|
|
29
|
|
|
|
16
|
|
|
|
44.2
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
819
|
|
|
|
0
|
|
|
|
10
|
|
|
|
0
|
|
|
|
11.2
|
%
|
|
|
819
|
|
|
|
1
|
|
|
|
10
|
|
|
|
0
|
|
|
|
11.2
|
%
|
|
|
818
|
|
|
|
1
|
|
|
|
10
|
|
|
|
0
|
|
|
|
11.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
14,018
|
|
|
|
928
|
|
|
|
816
|
|
|
|
629
|
|
|
|
67.8
|
%
|
|
|
13,773
|
|
|
|
1173
|
|
|
|
927
|
|
|
|
748
|
|
|
|
63.8
|
%
|
|
|
13,533
|
|
|
|
1412
|
|
|
|
1,034
|
|
|
|
865
|
|
|
|
61.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Baseline Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Italy
|
|
Central governments or central banks
|
|
|
6,646
|
|
|
|
14
|
|
|
|
12
|
|
|
|
5
|
|
|
|
40.0
|
%
|
|
|
6,632
|
|
|
|
28
|
|
|
|
17
|
|
|
|
11
|
|
|
|
40.0
|
%
|
|
|
6,619
|
|
|
|
41
|
|
|
|
22
|
|
|
|
16
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.4
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.4
|
%
|
|
Institutions
|
|
|
100
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
29.2
|
%
|
|
|
99
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
29.3
|
%
|
|
|
99
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
29.3
|
%
|
|
Corporates
|
|
|
108
|
|
|
|
1
|
|
|
|
2
|
|
|
|
1
|
|
|
|
51.6
|
%
|
|
|
107
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
51.6
|
%
|
|
|
106
|
|
|
|
4
|
|
|
|
3
|
|
|
|
2
|
|
|
|
51.7
|
%
|
|
of which: SME
|
|
|
85
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
51.6
|
%
|
|
|
84
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
51.6
|
%
|
|
|
83
|
|
|
|
3
|
|
|
|
2
|
|
|
|
2
|
|
|
|
51.7
|
%
|
|
Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.6
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.7
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
68.8
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
68
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
11.0
|
%
|
|
|
68
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
11.0
|
%
|
|
|
68
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
11.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
6,933
|
|
|
|
16
|
|
|
|
15
|
|
|
|
6
|
|
|
|
40.5
|
%
|
|
|
6,917
|
|
|
|
32
|
|
|
|
21
|
|
|
|
13
|
|
|
|
40.4
|
%
|
|
|
6,902
|
|
|
|
47
|
|
|
|
27
|
|
|
|
19
|
|
|
|
40.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Banco Bilbao Vizcaya Argentaria S.A.
|
|
Central governments or central banks
|
|
|
131,404
|
|
|
|
347
|
|
|
|
363
|
|
|
|
184
|
|
|
|
52.9
|
%
|
|
|
131,210
|
|
|
|
542
|
|
|
|
404
|
|
|
|
261
|
|
|
|
48.2
|
%
|
|
|
131,007
|
|
|
|
744
|
|
|
|
444
|
|
|
|
342
|
|
|
|
46.0
|
%
|
|
Regional governments or local authorities
|
|
|
6,490
|
|
|
|
14
|
|
|
|
8
|
|
|
|
6
|
|
|
|
46.1
|
%
|
|
|
6,487
|
|
|
|
17
|
|
|
|
9
|
|
|
|
8
|
|
|
|
44.9
|
%
|
|
|
6,483
|
|
|
|
20
|
|
|
|
10
|
|
|
|
9
|
|
|
|
44.1
|
%
|
|
Public sector entities
|
|
|
1,705
|
|
|
|
1
|
|
|
|
12
|
|
|
|
0
|
|
|
|
32.9
|
%
|
|
|
1,705
|
|
|
|
1
|
|
|
|
13
|
|
|
|
0
|
|
|
|
29.3
|
%
|
|
|
1,704
|
|
|
|
2
|
|
|
|
13
|
|
|
|
1
|
|
|
|
27.7
|
%
|
|
Multilateral Development Banks
|
|
|
191
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
191
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
191
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
International Organisations
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.4
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
70.2
|
%
|
|
Institutions
|
|
|
12,095
|
|
|
|
204
|
|
|
|
149
|
|
|
|
87
|
|
|
|
42.4
|
%
|
|
|
11,940
|
|
|
|
359
|
|
|
|
178
|
|
|
|
138
|
|
|
|
38.4
|
%
|
|
|
11,850
|
|
|
|
449
|
|
|
|
208
|
|
|
|
170
|
|
|
|
37.8
|
%
|
|
Corporates
|
|
|
90,878
|
|
|
|
6397
|
|
|
|
5,052
|
|
|
|
3,582
|
|
|
|
56.0
|
%
|
|
|
87,529
|
|
|
|
9747
|
|
|
|
6,381
|
|
|
|
4,859
|
|
|
|
49.9
|
%
|
|
|
83,977
|
|
|
|
13299
|
|
|
|
7,662
|
|
|
|
6,225
|
|
|
|
46.8
|
%
|
|
of which: SME
|
|
|
17,049
|
|
|
|
1880
|
|
|
|
1,343
|
|
|
|
1,132
|
|
|
|
60.2
|
%
|
|
|
16,636
|
|
|
|
2294
|
|
|
|
1,513
|
|
|
|
1,300
|
|
|
|
56.7
|
%
|
|
|
16,207
|
|
|
|
2723
|
|
|
|
1,673
|
|
|
|
1,471
|
|
|
|
54.0
|
%
|
|
Retail
|
|
|
53,815
|
|
|
|
5815
|
|
|
|
6,382
|
|
|
|
4,240
|
|
|
|
72.9
|
%
|
|
|
50,906
|
|
|
|
8725
|
|
|
|
8,130
|
|
|
|
6,037
|
|
|
|
69.2
|
%
|
|
|
48,258
|
|
|
|
11373
|
|
|
|
9,772
|
|
|
|
7,828
|
|
|
|
68.8
|
%
|
|
of which: SME
|
|
|
18,679
|
|
|
|
1855
|
|
|
|
1,690
|
|
|
|
1,169
|
|
|
|
63.0
|
%
|
|
|
17,758
|
|
|
|
2777
|
|
|
|
2,090
|
|
|
|
1,609
|
|
|
|
57.9
|
%
|
|
|
16,976
|
|
|
|
3558
|
|
|
|
2,465
|
|
|
|
2,015
|
|
|
|
56.6
|
%
|
|
Secured by mortgages on immovable property
|
|
|
47,931
|
|
|
|
3139
|
|
|
|
1,788
|
|
|
|
1,262
|
|
|
|
40.2
|
%
|
|
|
46,838
|
|
|
|
4232
|
|
|
|
2,026
|
|
|
|
1,522
|
|
|
|
36.0
|
%
|
|
|
45,938
|
|
|
|
5132
|
|
|
|
2,262
|
|
|
|
1,755
|
|
|
|
34.2
|
%
|
|
of which: SME
|
|
|
8,534
|
|
|
|
461
|
|
|
|
331
|
|
|
|
192
|
|
|
|
41.7
|
%
|
|
|
8,223
|
|
|
|
772
|
|
|
|
425
|
|
|
|
314
|
|
|
|
40.6
|
%
|
|
|
7,988
|
|
|
|
1007
|
|
|
|
518
|
|
|
|
410
|
|
|
|
40.8
|
%
|
|
Items associated with particularly high risk
|
|
|
2,401
|
|
|
|
166
|
|
|
|
135
|
|
|
|
71
|
|
|
|
42.4
|
%
|
|
|
2,341
|
|
|
|
226
|
|
|
|
134
|
|
|
|
95
|
|
|
|
42.0
|
%
|
|
|
2,305
|
|
|
|
262
|
|
|
|
139
|
|
|
|
111
|
|
|
|
42.3
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
25
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
24
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.2
|
%
|
|
|
24
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.2
|
%
|
|
|
24
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.2
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
22,380
|
|
|
|
432
|
|
|
|
633
|
|
|
|
188
|
|
|
|
43.5
|
%
|
|
|
22,371
|
|
|
|
441
|
|
|
|
634
|
|
|
|
189
|
|
|
|
42.8
|
%
|
|
|
22,361
|
|
|
|
451
|
|
|
|
635
|
|
|
|
190
|
|
|
|
42.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
369,341
|
|
|
|
16516
|
|
|
|
14,521
|
|
|
|
9,621
|
|
|
|
58.2
|
%
|
|
|
361,567
|
|
|
|
24290
|
|
|
|
17,909
|
|
|
|
13,110
|
|
|
|
54.0
|
%
|
|
|
354,125
|
|
|
|
31733
|
|
|
|
21,144
|
|
|
|
16,630
|
|
|
|
52.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Spain
|
|
Central governments or central banks
|
|
|
70,779
|
|
|
|
181
|
|
|
|
242
|
|
|
|
73
|
|
|
|
40.0
|
%
|
|
|
70,605
|
|
|
|
356
|
|
|
|
275
|
|
|
|
142
|
|
|
|
40.0
|
%
|
|
|
70,424
|
|
|
|
537
|
|
|
|
307
|
|
|
|
215
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
556
|
|
|
|
8
|
|
|
|
5
|
|
|
|
4
|
|
|
|
49.9
|
%
|
|
|
554
|
|
|
|
10
|
|
|
|
5
|
|
|
|
5
|
|
|
|
48.5
|
%
|
|
|
553
|
|
|
|
11
|
|
|
|
6
|
|
|
|
5
|
|
|
|
47.3
|
%
|
|
Public sector entities
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.7
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.5
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
51.4
|
%
|
|
Multilateral Development Banks
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
119
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
Institutions
|
|
|
512
|
|
|
|
5
|
|
|
|
5
|
|
|
|
2
|
|
|
|
31.3
|
%
|
|
|
504
|
|
|
|
13
|
|
|
|
6
|
|
|
|
4
|
|
|
|
30.7
|
%
|
|
|
500
|
|
|
|
17
|
|
|
|
7
|
|
|
|
5
|
|
|
|
31.0
|
%
|
|
Corporates
|
|
|
7,385
|
|
|
|
1242
|
|
|
|
926
|
|
|
|
798
|
|
|
|
64.2
|
%
|
|
|
7,179
|
|
|
|
1448
|
|
|
|
979
|
|
|
|
877
|
|
|
|
60.6
|
%
|
|
|
7,041
|
|
|
|
1586
|
|
|
|
1,027
|
|
|
|
934
|
|
|
|
58.9
|
%
|
|
of which: SME
|
|
|
1,138
|
|
|
|
612
|
|
|
|
293
|
|
|
|
275
|
|
|
|
45.0
|
%
|
|
|
1,108
|
|
|
|
641
|
|
|
|
301
|
|
|
|
287
|
|
|
|
44.7
|
%
|
|
|
1,088
|
|
|
|
662
|
|
|
|
308
|
|
|
|
295
|
|
|
|
44.6
|
%
|
|
Retail
|
|
|
6,972
|
|
|
|
553
|
|
|
|
453
|
|
|
|
340
|
|
|
|
61.4
|
%
|
|
|
6,764
|
|
|
|
761
|
|
|
|
521
|
|
|
|
435
|
|
|
|
57.1
|
%
|
|
|
6,620
|
|
|
|
905
|
|
|
|
584
|
|
|
|
502
|
|
|
|
55.5
|
%
|
|
of which: SME
|
|
|
6,080
|
|
|
|
539
|
|
|
|
436
|
|
|
|
333
|
|
|
|
61.8
|
%
|
|
|
5,887
|
|
|
|
732
|
|
|
|
497
|
|
|
|
421
|
|
|
|
57.5
|
%
|
|
|
5,757
|
|
|
|
862
|
|
|
|
555
|
|
|
|
482
|
|
|
|
55.9
|
%
|
|
Secured by mortgages on immovable property
|
|
|
4,875
|
|
|
|
1362
|
|
|
|
697
|
|
|
|
639
|
|
|
|
46.9
|
%
|
|
|
4,835
|
|
|
|
1403
|
|
|
|
708
|
|
|
|
656
|
|
|
|
46.8
|
%
|
|
|
4,800
|
|
|
|
1438
|
|
|
|
717
|
|
|
|
670
|
|
|
|
46.6
|
%
|
|
of which: SME
|
|
|
317
|
|
|
|
11
|
|
|
|
10
|
|
|
|
4
|
|
|
|
33.3
|
%
|
|
|
307
|
|
|
|
22
|
|
|
|
12
|
|
|
|
8
|
|
|
|
36.1
|
%
|
|
|
299
|
|
|
|
29
|
|
|
|
15
|
|
|
|
10
|
|
|
|
35.9
|
%
|
|
Items associated with particularly high risk
|
|
|
153
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
49.4
|
%
|
|
|
152
|
|
|
|
3
|
|
|
|
2
|
|
|
|
2
|
|
|
|
49.3
|
%
|
|
|
152
|
|
|
|
4
|
|
|
|
2
|
|
|
|
2
|
|
|
|
49.2
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
21.9
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
6,281
|
|
|
|
311
|
|
|
|
208
|
|
|
|
118
|
|
|
|
37.8
|
%
|
|
|
6,279
|
|
|
|
314
|
|
|
|
208
|
|
|
|
118
|
|
|
|
37.6
|
%
|
|
|
6,276
|
|
|
|
316
|
|
|
|
209
|
|
|
|
118
|
|
|
|
37.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
97,638
|
|
|
|
3666
|
|
|
|
2,539
|
|
|
|
1,974
|
|
|
|
53.8
|
%
|
|
|
96,997
|
|
|
|
4307
|
|
|
|
2,704
|
|
|
|
2,239
|
|
|
|
52.0
|
%
|
|
|
96,490
|
|
|
|
4814
|
|
|
|
2,860
|
|
|
|
2,452
|
|
|
|
50.9
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United
States
|
|
Central governments or central banks
|
|
|
8,726
|
|
|
|
33
|
|
|
|
13
|
|
|
|
13
|
|
|
|
40.0
|
%
|
|
|
8,725
|
|
|
|
33
|
|
|
|
14
|
|
|
|
13
|
|
|
|
40.0
|
%
|
|
|
8,725
|
|
|
|
34
|
|
|
|
14
|
|
|
|
13
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
5,568
|
|
|
|
5
|
|
|
|
3
|
|
|
|
2
|
|
|
|
40.0
|
%
|
|
|
5,566
|
|
|
|
7
|
|
|
|
4
|
|
|
|
3
|
|
|
|
40.0
|
%
|
|
|
5,564
|
|
|
|
9
|
|
|
|
4
|
|
|
|
3
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
886
|
|
|
|
0
|
|
|
|
10
|
|
|
|
0
|
|
|
|
24.7
|
%
|
|
|
885
|
|
|
|
1
|
|
|
|
11
|
|
|
|
0
|
|
|
|
24.7
|
%
|
|
|
885
|
|
|
|
1
|
|
|
|
11
|
|
|
|
0
|
|
|
|
24.6
|
%
|
|
Multilateral Development Banks
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
39.9
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
Institutions
|
|
|
991
|
|
|
|
33
|
|
|
|
14
|
|
|
|
9
|
|
|
|
25.8
|
%
|
|
|
980
|
|
|
|
44
|
|
|
|
19
|
|
|
|
13
|
|
|
|
28.7
|
%
|
|
|
965
|
|
|
|
59
|
|
|
|
24
|
|
|
|
18
|
|
|
|
30.4
|
%
|
|
Corporates
|
|
|
33,529
|
|
|
|
2009
|
|
|
|
1,259
|
|
|
|
527
|
|
|
|
26.2
|
%
|
|
|
31,690
|
|
|
|
3847
|
|
|
|
2,178
|
|
|
|
1,247
|
|
|
|
32.4
|
%
|
|
|
29,052
|
|
|
|
6485
|
|
|
|
3,075
|
|
|
|
2,211
|
|
|
|
34.1
|
%
|
|
of which: SME
|
|
|
3,326
|
|
|
|
265
|
|
|
|
142
|
|
|
|
69
|
|
|
|
26.0
|
%
|
|
|
3,143
|
|
|
|
447
|
|
|
|
233
|
|
|
|
140
|
|
|
|
31.4
|
%
|
|
|
2,882
|
|
|
|
709
|
|
|
|
322
|
|
|
|
236
|
|
|
|
33.3
|
%
|
|
Retail
|
|
|
7,922
|
|
|
|
352
|
|
|
|
490
|
|
|
|
215
|
|
|
|
60.9
|
%
|
|
|
7,654
|
|
|
|
620
|
|
|
|
659
|
|
|
|
401
|
|
|
|
64.6
|
%
|
|
|
7,408
|
|
|
|
867
|
|
|
|
816
|
|
|
|
573
|
|
|
|
66.0
|
%
|
|
of which: SME
|
|
|
1,431
|
|
|
|
81
|
|
|
|
161
|
|
|
|
52
|
|
|
|
64.5
|
%
|
|
|
1,312
|
|
|
|
200
|
|
|
|
248
|
|
|
|
140
|
|
|
|
69.7
|
%
|
|
|
1,194
|
|
|
|
318
|
|
|
|
328
|
|
|
|
228
|
|
|
|
71.8
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9,280
|
|
|
|
306
|
|
|
|
192
|
|
|
|
62
|
|
|
|
20.2
|
%
|
|
|
9,063
|
|
|
|
523
|
|
|
|
265
|
|
|
|
111
|
|
|
|
21.2
|
%
|
|
|
8,867
|
|
|
|
718
|
|
|
|
339
|
|
|
|
164
|
|
|
|
22.9
|
%
|
|
of which: SME
|
|
|
2
|
|
|
|
5
|
|
|
|
1
|
|
|
|
1
|
|
|
|
22.7
|
%
|
|
|
2
|
|
|
|
6
|
|
|
|
1
|
|
|
|
1
|
|
|
|
22.7
|
%
|
|
|
2
|
|
|
|
6
|
|
|
|
1
|
|
|
|
1
|
|
|
|
22.8
|
%
|
|
Items associated with particularly high risk
|
|
|
1,029
|
|
|
|
70
|
|
|
|
46
|
|
|
|
29
|
|
|
|
41.1
|
%
|
|
|
1,008
|
|
|
|
91
|
|
|
|
44
|
|
|
|
37
|
|
|
|
40.5
|
%
|
|
|
998
|
|
|
|
100
|
|
|
|
45
|
|
|
|
41
|
|
|
|
40.8
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.5
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
1,771
|
|
|
|
4
|
|
|
|
92
|
|
|
|
1
|
|
|
|
19.5
|
%
|
|
|
1,769
|
|
|
|
6
|
|
|
|
92
|
|
|
|
1
|
|
|
|
17.2
|
%
|
|
|
1,768
|
|
|
|
7
|
|
|
|
92
|
|
|
|
1
|
|
|
|
15.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
69,711
|
|
|
|
2812
|
|
|
|
2,120
|
|
|
|
857
|
|
|
|
30.5
|
%
|
|
|
67,352
|
|
|
|
5171
|
|
|
|
3,285
|
|
|
|
1,825
|
|
|
|
35.3
|
%
|
|
|
64,243
|
|
|
|
8280
|
|
|
|
4,420
|
|
|
|
3,025
|
|
|
|
36.5
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Turkey
|
|
Central governments or central banks
|
|
|
19,015
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
19,014
|
|
|
|
2
|
|
|
|
2
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
|
19,012
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
45
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
45
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
45
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
103
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.3
|
%
|
|
|
103
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.3
|
%
|
|
|
103
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
24.3
|
%
|
|
Multilateral Development Banks
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
2,441
|
|
|
|
9
|
|
|
|
9
|
|
|
|
4
|
|
|
|
40.3
|
%
|
|
|
2,427
|
|
|
|
23
|
|
|
|
12
|
|
|
|
9
|
|
|
|
40.3
|
%
|
|
|
2,421
|
|
|
|
30
|
|
|
|
15
|
|
|
|
12
|
|
|
|
40.3
|
%
|
|
Corporates
|
|
|
24,151
|
|
|
|
1198
|
|
|
|
1,091
|
|
|
|
908
|
|
|
|
75.8
|
%
|
|
|
23,883
|
|
|
|
1466
|
|
|
|
1,164
|
|
|
|
1,012
|
|
|
|
69.0
|
%
|
|
|
23,710
|
|
|
|
1639
|
|
|
|
1,230
|
|
|
|
1,080
|
|
|
|
65.9
|
%
|
|
of which: SME
|
|
|
7,678
|
|
|
|
644
|
|
|
|
572
|
|
|
|
513
|
|
|
|
79.7
|
%
|
|
|
7,593
|
|
|
|
729
|
|
|
|
595
|
|
|
|
546
|
|
|
|
74.9
|
%
|
|
|
7,538
|
|
|
|
784
|
|
|
|
616
|
|
|
|
568
|
|
|
|
72.4
|
%
|
|
Retail
|
|
|
15,079
|
|
|
|
1380
|
|
|
|
1,038
|
|
|
|
836
|
|
|
|
60.6
|
%
|
|
|
14,622
|
|
|
|
1836
|
|
|
|
1,186
|
|
|
|
1,002
|
|
|
|
54.6
|
%
|
|
|
14,225
|
|
|
|
2233
|
|
|
|
1,329
|
|
|
|
1,151
|
|
|
|
51.5
|
%
|
|
of which: SME
|
|
|
7,154
|
|
|
|
886
|
|
|
|
662
|
|
|
|
528
|
|
|
|
59.6
|
%
|
|
|
6,809
|
|
|
|
1232
|
|
|
|
780
|
|
|
|
656
|
|
|
|
53.3
|
%
|
|
|
6,497
|
|
|
|
1544
|
|
|
|
895
|
|
|
|
774
|
|
|
|
50.2
|
%
|
|
Secured by mortgages on immovable property
|
|
|
8,113
|
|
|
|
206
|
|
|
|
138
|
|
|
|
70
|
|
|
|
33.8
|
%
|
|
|
7,949
|
|
|
|
370
|
|
|
|
187
|
|
|
|
126
|
|
|
|
34.0
|
%
|
|
|
7,812
|
|
|
|
507
|
|
|
|
234
|
|
|
|
175
|
|
|
|
34.6
|
%
|
|
of which: SME
|
|
|
5,593
|
|
|
|
169
|
|
|
|
133
|
|
|
|
68
|
|
|
|
40.0
|
%
|
|
|
5,454
|
|
|
|
308
|
|
|
|
181
|
|
|
|
122
|
|
|
|
39.7
|
%
|
|
|
5,332
|
|
|
|
430
|
|
|
|
228
|
|
|
|
171
|
|
|
|
39.8
|
%
|
|
Items associated with particularly high risk
|
|
|
148
|
|
|
|
5
|
|
|
|
4
|
|
|
|
3
|
|
|
|
54.6
|
%
|
|
|
145
|
|
|
|
8
|
|
|
|
6
|
|
|
|
4
|
|
|
|
54.6
|
%
|
|
|
143
|
|
|
|
10
|
|
|
|
7
|
|
|
|
6
|
|
|
|
54.6
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
2,590
|
|
|
|
58
|
|
|
|
37
|
|
|
|
32
|
|
|
|
54.3
|
%
|
|
|
2,590
|
|
|
|
59
|
|
|
|
37
|
|
|
|
32
|
|
|
|
53.7
|
%
|
|
|
2,589
|
|
|
|
60
|
|
|
|
37
|
|
|
|
32
|
|
|
|
53.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
71,690
|
|
|
|
2858
|
|
|
|
2,318
|
|
|
|
1,852
|
|
|
|
64.8
|
%
|
|
|
70,783
|
|
|
|
3765
|
|
|
|
2,593
|
|
|
|
2,186
|
|
|
|
58.1
|
%
|
|
|
70,065
|
|
|
|
4483
|
|
|
|
2,853
|
|
|
|
2,457
|
|
|
|
54.8
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Mexico
|
|
Central governments or central banks
|
|
|
13,755
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
13,755
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
13,755
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
91
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
91
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
91
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
81
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
81
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
81
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
2,290
|
|
|
|
10
|
|
|
|
10
|
|
|
|
4
|
|
|
|
38.9
|
%
|
|
|
2,276
|
|
|
|
25
|
|
|
|
13
|
|
|
|
10
|
|
|
|
41.0
|
%
|
|
|
2,269
|
|
|
|
32
|
|
|
|
16
|
|
|
|
13
|
|
|
|
40.6
|
%
|
|
Corporates
|
|
|
1,567
|
|
|
|
124
|
|
|
|
90
|
|
|
|
66
|
|
|
|
53.3
|
%
|
|
|
1,528
|
|
|
|
163
|
|
|
|
102
|
|
|
|
87
|
|
|
|
53.1
|
%
|
|
|
1,497
|
|
|
|
193
|
|
|
|
110
|
|
|
|
96
|
|
|
|
49.6
|
%
|
|
of which: SME
|
|
|
187
|
|
|
|
4
|
|
|
|
4
|
|
|
|
1
|
|
|
|
23.5
|
%
|
|
|
182
|
|
|
|
9
|
|
|
|
5
|
|
|
|
3
|
|
|
|
38.5
|
%
|
|
|
179
|
|
|
|
13
|
|
|
|
6
|
|
|
|
5
|
|
|
|
36.3
|
%
|
|
Retail
|
|
|
8,051
|
|
|
|
1710
|
|
|
|
2,342
|
|
|
|
1,489
|
|
|
|
87.1
|
%
|
|
|
7,102
|
|
|
|
2658
|
|
|
|
3,058
|
|
|
|
2,259
|
|
|
|
85.0
|
%
|
|
|
6,195
|
|
|
|
3565
|
|
|
|
3,703
|
|
|
|
2,990
|
|
|
|
83.9
|
%
|
|
of which: SME
|
|
|
242
|
|
|
|
28
|
|
|
|
26
|
|
|
|
16
|
|
|
|
58.4
|
%
|
|
|
226
|
|
|
|
44
|
|
|
|
32
|
|
|
|
26
|
|
|
|
58.5
|
%
|
|
|
216
|
|
|
|
55
|
|
|
|
38
|
|
|
|
32
|
|
|
|
58.1
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9,673
|
|
|
|
518
|
|
|
|
309
|
|
|
|
148
|
|
|
|
28.5
|
%
|
|
|
9,234
|
|
|
|
957
|
|
|
|
380
|
|
|
|
256
|
|
|
|
26.8
|
%
|
|
|
8,917
|
|
|
|
1274
|
|
|
|
450
|
|
|
|
335
|
|
|
|
26.3
|
%
|
|
of which: SME
|
|
|
2,041
|
|
|
|
246
|
|
|
|
172
|
|
|
|
107
|
|
|
|
43.5
|
%
|
|
|
1,901
|
|
|
|
386
|
|
|
|
210
|
|
|
|
169
|
|
|
|
43.7
|
%
|
|
|
1,811
|
|
|
|
476
|
|
|
|
247
|
|
|
|
208
|
|
|
|
43.6
|
%
|
|
Items associated with particularly high risk
|
|
|
403
|
|
|
|
33
|
|
|
|
33
|
|
|
|
14
|
|
|
|
41.9
|
%
|
|
|
386
|
|
|
|
49
|
|
|
|
32
|
|
|
|
20
|
|
|
|
41.2
|
%
|
|
|
376
|
|
|
|
59
|
|
|
|
32
|
|
|
|
25
|
|
|
|
41.2
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.8
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
5,632
|
|
|
|
2
|
|
|
|
152
|
|
|
|
0
|
|
|
|
10.3
|
%
|
|
|
5,629
|
|
|
|
5
|
|
|
|
152
|
|
|
|
0
|
|
|
|
10.3
|
%
|
|
|
5,627
|
|
|
|
7
|
|
|
|
152
|
|
|
|
1
|
|
|
|
10.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
41,552
|
|
|
|
2397
|
|
|
|
2,937
|
|
|
|
1,721
|
|
|
|
71.8
|
%
|
|
|
40,092
|
|
|
|
3857
|
|
|
|
3,738
|
|
|
|
2,633
|
|
|
|
68.3
|
%
|
|
|
38,817
|
|
|
|
5132
|
|
|
|
4,464
|
|
|
|
3,460
|
|
|
|
67.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
France
|
|
Central governments or central banks
|
|
|
164
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
163
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
163
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.4
|
%
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.4
|
%
|
|
|
7
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.4
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
766
|
|
|
|
15
|
|
|
|
10
|
|
|
|
5
|
|
|
|
33.0
|
%
|
|
|
755
|
|
|
|
25
|
|
|
|
13
|
|
|
|
8
|
|
|
|
32.9
|
%
|
|
|
745
|
|
|
|
35
|
|
|
|
16
|
|
|
|
12
|
|
|
|
32.9
|
%
|
|
Corporates
|
|
|
415
|
|
|
|
12
|
|
|
|
17
|
|
|
|
6
|
|
|
|
52.7
|
%
|
|
|
400
|
|
|
|
27
|
|
|
|
22
|
|
|
|
15
|
|
|
|
53.1
|
%
|
|
|
389
|
|
|
|
38
|
|
|
|
26
|
|
|
|
20
|
|
|
|
53.1
|
%
|
|
of which: SME
|
|
|
8
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
52.7
|
%
|
|
|
8
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
53.1
|
%
|
|
|
7
|
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
53.1
|
%
|
|
Retail
|
|
|
17
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
71.4
|
%
|
|
|
17
|
|
|
|
1
|
|
|
|
1
|
|
|
|
0
|
|
|
|
71.3
|
%
|
|
|
16
|
|
|
|
1
|
|
|
|
1
|
|
|
|
1
|
|
|
|
71.3
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.9
|
%
|
|
Secured by mortgages on immovable property
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.8
|
%
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.7
|
%
|
|
|
12
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
26.6
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
121
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
9.5
|
%
|
|
|
121
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
9.5
|
%
|
|
|
121
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
9.5
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
1,502
|
|
|
|
28
|
|
|
|
34
|
|
|
|
12
|
|
|
|
42.0
|
%
|
|
|
1,475
|
|
|
|
54
|
|
|
|
42
|
|
|
|
24
|
|
|
|
43.5
|
%
|
|
|
1,453
|
|
|
|
76
|
|
|
|
49
|
|
|
|
33
|
|
|
|
43.5
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Peru
|
|
Central governments or central banks
|
|
|
2,689
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
2,689
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
2,689
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
66
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
66
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
66
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
225
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
|
225
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
|
225
|
|
|
|
0
|
|
|
|
2
|
|
|
|
0
|
|
|
|
22.0
|
%
|
|
Multilateral Development Banks
|
|
|
28
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
28
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
28
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
912
|
|
|
|
35
|
|
|
|
29
|
|
|
|
27
|
|
|
|
76.6
|
%
|
|
|
910
|
|
|
|
38
|
|
|
|
30
|
|
|
|
28
|
|
|
|
74.7
|
%
|
|
|
908
|
|
|
|
40
|
|
|
|
31
|
|
|
|
29
|
|
|
|
73.5
|
%
|
|
Corporates
|
|
|
6,055
|
|
|
|
592
|
|
|
|
689
|
|
|
|
533
|
|
|
|
90.2
|
%
|
|
|
5,862
|
|
|
|
784
|
|
|
|
800
|
|
|
|
668
|
|
|
|
85.2
|
%
|
|
|
5,693
|
|
|
|
953
|
|
|
|
896
|
|
|
|
770
|
|
|
|
80.8
|
%
|
|
of which: SME
|
|
|
1,601
|
|
|
|
183
|
|
|
|
207
|
|
|
|
166
|
|
|
|
90.8
|
%
|
|
|
1,550
|
|
|
|
234
|
|
|
|
236
|
|
|
|
201
|
|
|
|
86.2
|
%
|
|
|
1,505
|
|
|
|
278
|
|
|
|
262
|
|
|
|
228
|
|
|
|
82.0
|
%
|
|
Retail
|
|
|
2,813
|
|
|
|
473
|
|
|
|
625
|
|
|
|
375
|
|
|
|
79.3
|
%
|
|
|
2,537
|
|
|
|
749
|
|
|
|
802
|
|
|
|
573
|
|
|
|
76.5
|
%
|
|
|
2,285
|
|
|
|
1001
|
|
|
|
960
|
|
|
|
751
|
|
|
|
75.0
|
%
|
|
of which: SME
|
|
|
1,329
|
|
|
|
161
|
|
|
|
278
|
|
|
|
145
|
|
|
|
89.8
|
%
|
|
|
1,180
|
|
|
|
310
|
|
|
|
367
|
|
|
|
251
|
|
|
|
81.0
|
%
|
|
|
1,051
|
|
|
|
439
|
|
|
|
446
|
|
|
|
343
|
|
|
|
78.0
|
%
|
|
Secured by mortgages on immovable property
|
|
|
4,059
|
|
|
|
84
|
|
|
|
54
|
|
|
|
26
|
|
|
|
31.1
|
%
|
|
|
4,002
|
|
|
|
141
|
|
|
|
64
|
|
|
|
39
|
|
|
|
27.9
|
%
|
|
|
3,950
|
|
|
|
194
|
|
|
|
73
|
|
|
|
50
|
|
|
|
25.7
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
85
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
49.7
|
%
|
|
|
84
|
|
|
|
4
|
|
|
|
3
|
|
|
|
2
|
|
|
|
49.7
|
%
|
|
|
82
|
|
|
|
5
|
|
|
|
3
|
|
|
|
3
|
|
|
|
49.7
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
990
|
|
|
|
0
|
|
|
|
20
|
|
|
|
0
|
|
|
|
10.7
|
%
|
|
|
990
|
|
|
|
1
|
|
|
|
20
|
|
|
|
0
|
|
|
|
10.7
|
%
|
|
|
990
|
|
|
|
1
|
|
|
|
20
|
|
|
|
0
|
|
|
|
10.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
17,922
|
|
|
|
1187
|
|
|
|
1,421
|
|
|
|
963
|
|
|
|
81.1
|
%
|
|
|
17,392
|
|
|
|
1716
|
|
|
|
1,720
|
|
|
|
1,310
|
|
|
|
76.3
|
%
|
|
|
16,914
|
|
|
|
2194
|
|
|
|
1,986
|
|
|
|
1,602
|
|
|
|
73.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Chile
|
|
Central governments or central banks
|
|
|
1,478
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1,478
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
1,478
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
5
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Public sector entities
|
|
|
84
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
|
84
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
|
84
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
22.6
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
588
|
|
|
|
21
|
|
|
|
12
|
|
|
|
8
|
|
|
|
37.7
|
%
|
|
|
581
|
|
|
|
28
|
|
|
|
14
|
|
|
|
11
|
|
|
|
38.3
|
%
|
|
|
576
|
|
|
|
33
|
|
|
|
16
|
|
|
|
13
|
|
|
|
38.5
|
%
|
|
Corporates
|
|
|
5,191
|
|
|
|
278
|
|
|
|
229
|
|
|
|
204
|
|
|
|
73.3
|
%
|
|
|
5,111
|
|
|
|
358
|
|
|
|
242
|
|
|
|
225
|
|
|
|
62.9
|
%
|
|
|
5,063
|
|
|
|
406
|
|
|
|
255
|
|
|
|
238
|
|
|
|
58.7
|
%
|
|
of which: SME
|
|
|
1,999
|
|
|
|
40
|
|
|
|
23
|
|
|
|
14
|
|
|
|
34.0
|
%
|
|
|
1,968
|
|
|
|
71
|
|
|
|
29
|
|
|
|
22
|
|
|
|
30.9
|
%
|
|
|
1,949
|
|
|
|
90
|
|
|
|
33
|
|
|
|
27
|
|
|
|
30.1
|
%
|
|
Retail
|
|
|
3,247
|
|
|
|
451
|
|
|
|
557
|
|
|
|
352
|
|
|
|
78.1
|
%
|
|
|
2,989
|
|
|
|
709
|
|
|
|
745
|
|
|
|
559
|
|
|
|
78.8
|
%
|
|
|
2,760
|
|
|
|
939
|
|
|
|
916
|
|
|
|
746
|
|
|
|
79.4
|
%
|
|
of which: SME
|
|
|
550
|
|
|
|
27
|
|
|
|
26
|
|
|
|
14
|
|
|
|
54.3
|
%
|
|
|
527
|
|
|
|
50
|
|
|
|
33
|
|
|
|
25
|
|
|
|
50.9
|
%
|
|
|
507
|
|
|
|
69
|
|
|
|
39
|
|
|
|
32
|
|
|
|
46.2
|
%
|
|
Secured by mortgages on immovable property
|
|
|
5,715
|
|
|
|
163
|
|
|
|
89
|
|
|
|
40
|
|
|
|
24.4
|
%
|
|
|
5,650
|
|
|
|
227
|
|
|
|
94
|
|
|
|
44
|
|
|
|
19.5
|
%
|
|
|
5,586
|
|
|
|
291
|
|
|
|
98
|
|
|
|
49
|
|
|
|
16.9
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
266
|
|
|
|
36
|
|
|
|
20
|
|
|
|
15
|
|
|
|
41.3
|
%
|
|
|
259
|
|
|
|
44
|
|
|
|
19
|
|
|
|
18
|
|
|
|
41.3
|
%
|
|
|
257
|
|
|
|
46
|
|
|
|
20
|
|
|
|
19
|
|
|
|
41.4
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
516
|
|
|
|
1
|
|
|
|
16
|
|
|
|
0
|
|
|
|
17.9
|
%
|
|
|
516
|
|
|
|
1
|
|
|
|
16
|
|
|
|
0
|
|
|
|
14.7
|
%
|
|
|
515
|
|
|
|
1
|
|
|
|
16
|
|
|
|
0
|
|
|
|
13.3
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
17,090
|
|
|
|
950
|
|
|
|
922
|
|
|
|
619
|
|
|
|
65.1
|
%
|
|
|
16,673
|
|
|
|
1367
|
|
|
|
1,130
|
|
|
|
857
|
|
|
|
62.7
|
%
|
|
|
16,324
|
|
|
|
1716
|
|
|
|
1,321
|
|
|
|
1,065
|
|
|
|
62.1
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
United
Kingdom
|
|
Central governments or central banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
3
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
Multilateral Development Banks
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
|
4
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
40.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
1,386
|
|
|
|
33
|
|
|
|
23
|
|
|
|
12
|
|
|
|
35.3
|
%
|
|
|
1,358
|
|
|
|
61
|
|
|
|
32
|
|
|
|
21
|
|
|
|
34.6
|
%
|
|
|
1,331
|
|
|
|
88
|
|
|
|
40
|
|
|
|
30
|
|
|
|
34.3
|
%
|
|
Corporates
|
|
|
443
|
|
|
|
35
|
|
|
|
38
|
|
|
|
21
|
|
|
|
61.0
|
%
|
|
|
419
|
|
|
|
59
|
|
|
|
48
|
|
|
|
36
|
|
|
|
60.4
|
%
|
|
|
400
|
|
|
|
78
|
|
|
|
58
|
|
|
|
47
|
|
|
|
60.1
|
%
|
|
of which: SME
|
|
|
76
|
|
|
|
3
|
|
|
|
4
|
|
|
|
2
|
|
|
|
58.7
|
%
|
|
|
72
|
|
|
|
7
|
|
|
|
6
|
|
|
|
4
|
|
|
|
59.2
|
%
|
|
|
69
|
|
|
|
10
|
|
|
|
8
|
|
|
|
6
|
|
|
|
59.3
|
%
|
|
Retail
|
|
|
131
|
|
|
|
4
|
|
|
|
7
|
|
|
|
3
|
|
|
|
71.8
|
%
|
|
|
127
|
|
|
|
9
|
|
|
|
9
|
|
|
|
6
|
|
|
|
71.4
|
%
|
|
|
123
|
|
|
|
12
|
|
|
|
11
|
|
|
|
9
|
|
|
|
71.4
|
%
|
|
of which: SME
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
74.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
73.6
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
73.4
|
%
|
|
Secured by mortgages on immovable property
|
|
|
126
|
|
|
|
7
|
|
|
|
5
|
|
|
|
3
|
|
|
|
50.3
|
%
|
|
|
124
|
|
|
|
9
|
|
|
|
6
|
|
|
|
4
|
|
|
|
47.5
|
%
|
|
|
122
|
|
|
|
11
|
|
|
|
6
|
|
|
|
5
|
|
|
|
45.5
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.7
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
883
|
|
|
|
0
|
|
|
|
17
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
|
883
|
|
|
|
1
|
|
|
|
17
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
|
883
|
|
|
|
1
|
|
|
|
17
|
|
|
|
0
|
|
|
|
10.4
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
2,977
|
|
|
|
79
|
|
|
|
91
|
|
|
|
40
|
|
|
|
49.8
|
%
|
|
|
2,918
|
|
|
|
139
|
|
|
|
112
|
|
|
|
67
|
|
|
|
48.6
|
%
|
|
|
2,866
|
|
|
|
190
|
|
|
|
132
|
|
|
|
91
|
|
|
|
47.7
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Colombia
|
|
Central governments or central banks
|
|
|
1,540
|
|
|
|
91
|
|
|
|
73
|
|
|
|
73
|
|
|
|
80.3
|
%
|
|
|
1,540
|
|
|
|
92
|
|
|
|
73
|
|
|
|
73
|
|
|
|
80.2
|
%
|
|
|
1,540
|
|
|
|
92
|
|
|
|
73
|
|
|
|
73
|
|
|
|
80.2
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
245
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
|
245
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
|
245
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.3
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Institutions
|
|
|
156
|
|
|
|
24
|
|
|
|
26
|
|
|
|
11
|
|
|
|
46.0
|
%
|
|
|
123
|
|
|
|
57
|
|
|
|
27
|
|
|
|
26
|
|
|
|
45.3
|
%
|
|
|
121
|
|
|
|
59
|
|
|
|
27
|
|
|
|
27
|
|
|
|
45.3
|
%
|
|
Corporates
|
|
|
3,546
|
|
|
|
362
|
|
|
|
363
|
|
|
|
203
|
|
|
|
56.2
|
%
|
|
|
3,144
|
|
|
|
764
|
|
|
|
377
|
|
|
|
363
|
|
|
|
47.6
|
%
|
|
|
3,117
|
|
|
|
791
|
|
|
|
387
|
|
|
|
375
|
|
|
|
47.4
|
%
|
|
of which: SME
|
|
|
37
|
|
|
|
49
|
|
|
|
43
|
|
|
|
41
|
|
|
|
84.1
|
%
|
|
|
33
|
|
|
|
53
|
|
|
|
43
|
|
|
|
43
|
|
|
|
80.7
|
%
|
|
|
32
|
|
|
|
54
|
|
|
|
43
|
|
|
|
43
|
|
|
|
80.5
|
%
|
|
Retail
|
|
|
4,182
|
|
|
|
536
|
|
|
|
551
|
|
|
|
375
|
|
|
|
69.9
|
%
|
|
|
3,928
|
|
|
|
790
|
|
|
|
695
|
|
|
|
531
|
|
|
|
67.1
|
%
|
|
|
3,685
|
|
|
|
1033
|
|
|
|
843
|
|
|
|
675
|
|
|
|
65.4
|
%
|
|
of which: SME
|
|
|
297
|
|
|
|
12
|
|
|
|
15
|
|
|
|
7
|
|
|
|
54.0
|
%
|
|
|
285
|
|
|
|
24
|
|
|
|
20
|
|
|
|
13
|
|
|
|
53.6
|
%
|
|
|
275
|
|
|
|
34
|
|
|
|
25
|
|
|
|
18
|
|
|
|
54.1
|
%
|
|
Secured by mortgages on immovable property
|
|
|
2,882
|
|
|
|
226
|
|
|
|
126
|
|
|
|
113
|
|
|
|
50.2
|
%
|
|
|
2,837
|
|
|
|
271
|
|
|
|
133
|
|
|
|
120
|
|
|
|
44.4
|
%
|
|
|
2,795
|
|
|
|
313
|
|
|
|
139
|
|
|
|
127
|
|
|
|
40.5
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
318
|
|
|
|
17
|
|
|
|
28
|
|
|
|
8
|
|
|
|
45.1
|
%
|
|
|
307
|
|
|
|
28
|
|
|
|
28
|
|
|
|
12
|
|
|
|
44.3
|
%
|
|
|
298
|
|
|
|
37
|
|
|
|
29
|
|
|
|
16
|
|
|
|
44.2
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
819
|
|
|
|
0
|
|
|
|
10
|
|
|
|
0
|
|
|
|
11.2
|
%
|
|
|
819
|
|
|
|
1
|
|
|
|
10
|
|
|
|
0
|
|
|
|
11.2
|
%
|
|
|
818
|
|
|
|
1
|
|
|
|
10
|
|
|
|
0
|
|
|
|
11.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
13,688
|
|
|
|
1257
|
|
|
|
1,178
|
|
|
|
784
|
|
|
|
62.3
|
%
|
|
|
12,943
|
|
|
|
2002
|
|
|
|
1,343
|
|
|
|
1,126
|
|
|
|
56.2
|
%
|
|
|
12,620
|
|
|
|
2326
|
|
|
|
1,510
|
|
|
|
1,293
|
|
|
|
55.6
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Adverse Scenario
|
|
|
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
(mln EUR, %)
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
|
Performing
exposure
1
|
|
|
Non
performing
exposure
1
|
|
|
Stock of
provisions
|
|
|
Of which:
from non
performing
exposures
|
|
|
Coverage Ratio -
Non performing
exposures
1
|
|
Italy
|
|
Central governments or central banks
|
|
|
6,645
|
|
|
|
15
|
|
|
|
15
|
|
|
|
6
|
|
|
|
40.0
|
%
|
|
|
6,627
|
|
|
|
33
|
|
|
|
22
|
|
|
|
13
|
|
|
|
40.0
|
%
|
|
|
6,608
|
|
|
|
52
|
|
|
|
29
|
|
|
|
21
|
|
|
|
40.0
|
%
|
|
Regional governments or local authorities
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Public sector entities
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.4
|
%
|
|
Multilateral Development Banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
International Organisations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.5
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
23.4
|
%
|
|
Institutions
|
|
|
99
|
|
|
|
2
|
|
|
|
1
|
|
|
|
1
|
|
|
|
33.8
|
%
|
|
|
98
|
|
|
|
3
|
|
|
|
2
|
|
|
|
1
|
|
|
|
33.9
|
%
|
|
|
96
|
|
|
|
5
|
|
|
|
2
|
|
|
|
2
|
|
|
|
33.9
|
%
|
|
Corporates
|
|
|
107
|
|
|
|
3
|
|
|
|
4
|
|
|
|
2
|
|
|
|
58.1
|
%
|
|
|
103
|
|
|
|
7
|
|
|
|
6
|
|
|
|
4
|
|
|
|
58.4
|
%
|
|
|
100
|
|
|
|
10
|
|
|
|
8
|
|
|
|
6
|
|
|
|
58.5
|
%
|
|
of which: SME
|
|
|
84
|
|
|
|
2
|
|
|
|
3
|
|
|
|
1
|
|
|
|
58.1
|
%
|
|
|
81
|
|
|
|
5
|
|
|
|
5
|
|
|
|
3
|
|
|
|
58.4
|
%
|
|
|
78
|
|
|
|
8
|
|
|
|
6
|
|
|
|
4
|
|
|
|
58.5
|
%
|
|
Retail
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.3
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.0
|
%
|
|
|
1
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
71.8
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.9
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
72.9
|
%
|
|
Secured by mortgages on immovable property
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
29.6
|
%
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
29.4
|
%
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
29.3
|
%
|
|
of which: SME
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Items associated with particularly high risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Covered bonds
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Claims on institutions and corporates with a ST credit assessment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Collective investments undertakings (CIU)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Equity
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0.0
|
%
|
|
Securitisation
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Other exposures
|
|
|
68
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
11.0
|
%
|
|
|
68
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
11.0
|
%
|
|
|
68
|
|
|
|
0
|
|
|
|
1
|
|
|
|
0
|
|
|
|
11.0
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Standardised Total
|
|
|
6,929
|
|
|
|
20
|
|
|
|
21
|
|
|
|
8
|
|
|
|
42.1
|
%
|
|
|
6,906
|
|
|
|
43
|
|
|
|
30
|
|
|
|
18
|
|
|
|
42.3
|
%
|
|
|
6,882
|
|
|
|
67
|
|
|
|
39
|
|
|
|
28
|
|
|
|
42.2
|
%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
Computed as defined in paragraphs 49 and 112 of the Methodological note)
|
2018
EU-wide
Stress Test: Securitisations
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Actual
|
|
|
Restated
|
|
|
Baseline Scenario
|
|
|
Adverse Scenario
|
|
|
|
|
|
(mln EUR)
|
|
31/12/2017
|
|
|
31/12/2017
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
|
STA
|
|
|
|
|
4,279
|
|
|
|
4,279
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Exposure values
|
|
IRB
|
|
|
|
|
3,144
|
|
|
|
3,144
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total
|
|
|
|
|
7,422
|
|
|
|
7,422
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
STA
|
|
|
|
|
924
|
|
|
|
924
|
|
|
|
1,433
|
|
|
|
1,666
|
|
|
|
2,067
|
|
|
|
2,206
|
|
|
|
4,946
|
|
|
|
7,205
|
|
REA
|
|
IRB
|
|
|
|
|
827
|
|
|
|
827
|
|
|
|
2,058
|
|
|
|
2,072
|
|
|
|
2,072
|
|
|
|
2,237
|
|
|
|
2,474
|
|
|
|
2,619
|
|
|
|
Total
|
|
|
|
|
1,751
|
|
|
|
1,751
|
|
|
|
3,491
|
|
|
|
3,738
|
|
|
|
4,139
|
|
|
|
4,443
|
|
|
|
7,421
|
|
|
|
9,824
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Impairments
|
|
Total
|
|
Total banking book others than assessed at fair value
|
|
|
117
|
|
|
|
117
|
|
|
|
51
|
|
|
|
24
|
|
|
|
24
|
|
|
|
71
|
|
|
|
29
|
|
|
|
26
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2018 EU-wide
Stress Test: Risk exposure amounts
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Actual
|
|
|
Restated
|
|
|
Baseline scenario
|
|
|
Adverse scenario
|
|
(mln EUR)
|
|
31/12/2017
|
|
|
31/12/2017
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
Risk exposure amount for credit risk
|
|
|
310,536
|
|
|
|
310,180
|
|
|
|
315,119
|
|
|
|
316,081
|
|
|
|
316,715
|
|
|
|
320,107
|
|
|
|
331,962
|
|
|
|
337,206
|
|
Risk exposure amount for securitisations and re-securitisations
|
|
|
1,751
|
|
|
|
1,751
|
|
|
|
3,491
|
|
|
|
3,738
|
|
|
|
4,139
|
|
|
|
4,443
|
|
|
|
7,421
|
|
|
|
9,824
|
|
Risk exposure amount other credit risk
|
|
|
308,785
|
|
|
|
308,430
|
|
|
|
311,628
|
|
|
|
312,343
|
|
|
|
312,576
|
|
|
|
315,665
|
|
|
|
324,542
|
|
|
|
327,382
|
|
Risk exposure amount for market risk
|
|
|
17,584
|
|
|
|
17,584
|
|
|
|
17,584
|
|
|
|
17,584
|
|
|
|
17,584
|
|
|
|
21,206
|
|
|
|
20,942
|
|
|
|
21,021
|
|
Risk exposure amount for operational risk
|
|
|
34,755
|
|
|
|
34,755
|
|
|
|
35,162
|
|
|
|
35,596
|
|
|
|
35,956
|
|
|
|
37,500
|
|
|
|
38,251
|
|
|
|
38,369
|
|
Other risk exposure amounts
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total risk exposure amount
|
|
|
362,875
|
|
|
|
362,519
|
|
|
|
367,866
|
|
|
|
369,261
|
|
|
|
370,255
|
|
|
|
378,813
|
|
|
|
391,156
|
|
|
|
396,596
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2018
EU-wide
Stress Test: Capital
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Actual
|
|
|
Restated
|
|
|
Baseline Scenario
|
|
|
Adverse Scenario
|
|
|
|
|
|
(mln EUR,%)
|
|
31/12/2017
|
|
|
31/12/2017
|
|
|
2018
|
|
|
2019
|
|
|
2020
|
|
|
2018
|
|
|
2019
|
|
|
2020
|
|
OWN FUNDS
|
|
A
|
|
OWN FUNDS
|
|
|
55,778
|
|
|
|
55,492
|
|
|
|
58,682
|
|
|
|
61,047
|
|
|
|
63,253
|
|
|
|
48,725
|
|
|
|
50,914
|
|
|
|
51,916
|
|
|
A.1
|
|
COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional
adjustments)
|
|
|
42,341
|
|
|
|
42,054
|
|
|
|
43,610
|
|
|
|
45,970
|
|
|
|
48,175
|
|
|
|
33,629
|
|
|
|
35,764
|
|
|
|
36,749
|
|
|
A.1.1
|
|
Capital instruments eligible as CET1 Capital (including share premium and net own capital
instruments)
|
|
|
26,961
|
|
|
|
26,961
|
|
|
|
26,961
|
|
|
|
26,961
|
|
|
|
26,961
|
|
|
|
26,961
|
|
|
|
26,961
|
|
|
|
26,961
|
|
|
A.1.1.1
|
|
Of which: CET1 instruments subscribed by Government
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.2
|
|
Retained earnings
|
|
|
26,947
|
|
|
|
26,038
|
|
|
|
27,859
|
|
|
|
30,378
|
|
|
|
32,830
|
|
|
|
23,555
|
|
|
|
24,212
|
|
|
|
24,886
|
|
|
A.1.3
|
|
Accumulated other comprehensive income
|
|
|
-8,877
|
|
|
|
-8,877
|
|
|
|
-8,877
|
|
|
|
-8,877
|
|
|
|
-8,877
|
|
|
|
-10,419
|
|
|
|
-10,419
|
|
|
|
-10,419
|
|
|
A.1.3.1
|
|
Arising from full revaluation, cash flow hedge and liquidity reserves
|
|
|
-8,203
|
|
|
|
-8,203
|
|
|
|
-8,203
|
|
|
|
-8,203
|
|
|
|
-8,203
|
|
|
|
-9,744
|
|
|
|
-9,744
|
|
|
|
-9,744
|
|
|
A.1.3.2
|
|
OCI Impact of defined benefit pension plans [gain or (-) loss]
|
|
|
-675
|
|
|
|
-675
|
|
|
|
-675
|
|
|
|
-675
|
|
|
|
-675
|
|
|
|
-675
|
|
|
|
-675
|
|
|
|
-675
|
|
|
A.1.3.3
|
|
Other OCI contributions
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.4
|
|
Other Reserves
|
|
|
5
|
|
|
|
5
|
|
|
|
5
|
|
|
|
5
|
|
|
|
5
|
|
|
|
5
|
|
|
|
5
|
|
|
|
5
|
|
|
A.1.5
|
|
Funds for general banking risk
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.6
|
|
Minority interest given recognition in CET1 capital
|
|
|
5,121
|
|
|
|
5,121
|
|
|
|
5,121
|
|
|
|
5,121
|
|
|
|
5,121
|
|
|
|
5,121
|
|
|
|
5,121
|
|
|
|
5,121
|
|
|
A.1.7
|
|
Adjustments to CET1 due to prudential filters
|
|
|
-528
|
|
|
|
-528
|
|
|
|
-528
|
|
|
|
-528
|
|
|
|
-528
|
|
|
|
-528
|
|
|
|
-528
|
|
|
|
-528
|
|
|
A.1.8
|
|
(-) Intangible assets (including Goodwill)
|
|
|
-8,284
|
|
|
|
-8,284
|
|
|
|
-8,284
|
|
|
|
-8,284
|
|
|
|
-8,284
|
|
|
|
-8,284
|
|
|
|
-8,284
|
|
|
|
-8,284
|
|
|
A.1.9
|
|
(-) DTAs that rely on future profitability and do not arise from temporary differences net of
associated DTLs
|
|
|
-1,197
|
|
|
|
-1,197
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
-2,488
|
|
|
|
-1,833
|
|
|
|
-1,365
|
|
|
A.1.10
|
|
(-) IRB shortfall of credit risk adjustments to expected losses
|
|
|
-20
|
|
|
|
-20
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.11
|
|
(-) Defined benefit pension fund assets
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.12
|
|
(-) Reciprocal cross holdings in CET1 Capital
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.13
|
|
(-) Excess deduction from AT1 items over AT1 Capital
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.14
|
|
(-) Deductions related to assets which can alternatively be subject to a 1.250% risk
weight
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
A.1.14.1
|
|
Of which: from securitisation positions (-)
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
|
-39
|
|
|
A.1.15
|
|
(-) Holdings of CET1 capital instruments of financial sector entities where the institiution
does not have a significant investment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.16
|
|
(-) Deductible DTAs that rely on future profitability and arise from temporary
differences
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
-251
|
|
|
|
-120
|
|
|
|
-6
|
|
|
A.1.17
|
|
(-) CET1 instruments of financial sector entities where the institiution has a significant
investment
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.18
|
|
(-) Amount exceding the 17.65% threshold
|
|
|
0
|
|
|
|
-260
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
-1,698
|
|
|
|
-1,597
|
|
|
|
-1,510
|
|
|
A.1.19
|
|
(-) Additional deductions of CET1 Capital due to Article 3 CRR
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.20
|
|
CET1 capital elements or deductions - other
|
|
|
-26
|
|
|
|
-26
|
|
|
|
-26
|
|
|
|
-26
|
|
|
|
-26
|
|
|
|
-26
|
|
|
|
-26
|
|
|
|
-26
|
|
|
A.1.21
|
|
Memo item: Gross cumulative IFRS 9 impact on capital (net of taxes)
|
|
|
|
|
|
|
-909
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
A.1.21.1
|
|
Of which: subject to transitional arrangements
|
|
|
|
|
|
|
-707
|
|
|
|
-973
|
|
|
|
-965
|
|
|
|
-940
|
|
|
|
-788
|
|
|
|
-1,375
|
|
|
|
-1,323
|
|
|
A.1.21.1.1
|
|
Increase in IFRS 9 ECL provisions net of EL compared to related IAS 39 figures as at
31/12/17
|
|
|
|
|
|
|
1,113
|
|
|
|
1,113
|
|
|
|
1,113
|
|
|
|
1,113
|
|
|
|
1,113
|
|
|
|
1,113
|
|
|
|
1,113
|
|
|
A.1.21.1.2
|
|
Increase in
non-credit-impaired
IFRS 9 ECL provisions
net of EL compared to related IFRS 9 figures as at 01/01/2018
|
|
|
|
|
|
|
0
|
|
|
|
381
|
|
|
|
369
|
|
|
|
334
|
|
|
|
117
|
|
|
|
955
|
|
|
|
881
|
|
|
A.1.21.1.3
|
|
Increase of CET1 capital due to the tax deductibility of the amounts above
|
|
|
|
|
|
|
407
|
|
|
|
521
|
|
|
|
517
|
|
|
|
507
|
|
|
|
442
|
|
|
|
693
|
|
|
|
671
|
|
|
A.1.22
|
|
Transitional adjustments
|
|
|
2,279
|
|
|
|
3,161
|
|
|
|
1,419
|
|
|
|
1,260
|
|
|
|
1,013
|
|
|
|
1,720
|
|
|
|
2,311
|
|
|
|
1,953
|
|
|
A.1.22.1
|
|
Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.22.2
|
|
Transitional adjustments due to additional minority interests (+/-)
|
|
|
325
|
|
|
|
325
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.22.3
|
|
Adjustments due to IFRS 9 transitional arrangements
|
|
|
|
|
|
|
882
|
|
|
|
1,419
|
|
|
|
1,260
|
|
|
|
1,013
|
|
|
|
1,169
|
|
|
|
1,758
|
|
|
|
1,396
|
|
|
A.1.22.3.1
|
|
From the increased IFRS 9 ECL provisions net of EL
|
|
|
|
|
|
|
671
|
|
|
|
925
|
|
|
|
820
|
|
|
|
658
|
|
|
|
749
|
|
|
|
1,169
|
|
|
|
926
|
|
|
A.1.22.3.2
|
|
From the amount of DTAs that is deducted from CET1 capital
|
|
|
|
|
|
|
211
|
|
|
|
495
|
|
|
|
440
|
|
|
|
355
|
|
|
|
420
|
|
|
|
589
|
|
|
|
470
|
|
|
A.1.22.4
|
|
Other transitional adjustments to CET1 Capital
|
|
|
1,954
|
|
|
|
1,954
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
552
|
|
|
|
553
|
|
|
|
557
|
|
|
A.1.22.4.1
|
|
Of which: due to DTAs that rely on future profitability and do not arise from temporary
differences
|
|
|
442
|
|
|
|
442
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
203
|
|
|
|
0
|
|
|
|
0
|
|
|
A.1.22.4.2
|
|
Of which: due to DTAs that rely on future profitability and arise from temporary differences and
CET1 instruments of financial sector entities where the institution has a significant investment
|
|
|
0
|
|
|
|
244
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
349
|
|
|
|
553
|
|
|
|
557
|
|
|
A.1.22.4.3
|
|
Of which: Transitional adjustments to CET1 Capital from unrealised gains/losses (+/-)
|
|
|
-165
|
|
|
|
-165
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Actual
|
|
|
Restated
|
|
|
Baseline Scenario
|
|
|
Adverse Scenario
|
|
|
|
|
|
(mln EUR,%)
|
|
31/12/2017
|
|
|
31/12/2017
|
|
|
2018
|
|
|
2019
|
|
|
2020
|
|
|
2018
|
|
|
2019
|
|
|
2020
|
|
|
|
A.2
|
|
ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments)
|
|
|
4,639
|
|
|
|
4,639
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
A.2.1
|
|
Additional Tier 1 Capital instruments
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
|
6,255
|
|
|
A.2.2
|
|
(-) Excess deduction from T2 items over T2 capital
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.2.3
|
|
Other Additional Tier 1 Capital components and deductions
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.2.4
|
|
Additional Tier 1 transitional adjustments
|
|
|
-1,616
|
|
|
|
-1,616
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.2.4.1
|
|
Of which: adjustments due to IFRS 9 transitional arrangements
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.3
|
|
TIER 1 CAPITAL (net of deductions and after transitional adjustments)
|
|
|
46,980
|
|
|
|
46,693
|
|
|
|
49,865
|
|
|
|
52,225
|
|
|
|
54,430
|
|
|
|
39,884
|
|
|
|
42,019
|
|
|
|
43,004
|
|
|
A.4
|
|
TIER 2 CAPITAL (net of deductions and after transitional adjustments)
|
|
|
8,798
|
|
|
|
8,798
|
|
|
|
8,817
|
|
|
|
8,822
|
|
|
|
8,823
|
|
|
|
8,842
|
|
|
|
8,895
|
|
|
|
8,912
|
|
|
A.4.1
|
|
Tier 2 Capital instruments
|
|
|
8,022
|
|
|
|
8,022
|
|
|
|
8,022
|
|
|
|
8,022
|
|
|
|
8,022
|
|
|
|
8,022
|
|
|
|
8,022
|
|
|
|
8,022
|
|
|
A.4.2
|
|
Other Tier 2 Capital components and deductions
|
|
|
601
|
|
|
|
601
|
|
|
|
620
|
|
|
|
625
|
|
|
|
626
|
|
|
|
645
|
|
|
|
698
|
|
|
|
715
|
|
|
A.4.3
|
|
Tier 2 transitional adjustments
|
|
|
175
|
|
|
|
175
|
|
|
|
175
|
|
|
|
175
|
|
|
|
175
|
|
|
|
175
|
|
|
|
175
|
|
|
|
175
|
|
|
A.4.3.1
|
|
Of which: adjustments due to IFRS 9 transitional arrangements
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
A.5
|
|
Grandfathered Additional Tier 1 Capital instruments eligible as Tier 2
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
TOTAL RISK EXPOSURE AMOUNT
|
|
B
|
|
TOTAL RISK EXPOSURE AMOUNT
|
|
|
362,875
|
|
|
|
362,519
|
|
|
|
367,866
|
|
|
|
369,261
|
|
|
|
370,255
|
|
|
|
378,813
|
|
|
|
391,156
|
|
|
|
396,596
|
|
|
B.1
|
|
Of which: Transitional adjustments included
|
|
|
0
|
|
|
|
-53
|
|
|
|
-556
|
|
|
|
-489
|
|
|
|
-390
|
|
|
|
944
|
|
|
|
1,193
|
|
|
|
1,017
|
|
|
B.2
|
|
Adjustments due to IFRS 9 transitional arrangements
|
|
|
|
|
|
|
338
|
|
|
|
317
|
|
|
|
321
|
|
|
|
269
|
|
|
|
1,008
|
|
|
|
895
|
|
|
|
690
|
|
CAPITAL RATIOS (%) Transitional period
|
|
C.1
|
|
Common Equity Tier 1 Capital ratio
|
|
|
11.67
|
%
|
|
|
11.59
|
%
|
|
|
11.84
|
%
|
|
|
12.44
|
%
|
|
|
13.00
|
%
|
|
|
8.85
|
%
|
|
|
9.12
|
%
|
|
|
9.25
|
%
|
|
C.2
|
|
Tier 1 Capital ratio
|
|
|
12.95
|
%
|
|
|
12.87
|
%
|
|
|
13.54
|
%
|
|
|
14.13
|
%
|
|
|
14.69
|
%
|
|
|
10.50
|
%
|
|
|
10.72
|
%
|
|
|
10.82
|
%
|
|
C.3
|
|
Total Capital ratio
|
|
|
15.37
|
%
|
|
|
15.29
|
%
|
|
|
15.94
|
%
|
|
|
16.52
|
%
|
|
|
17.07
|
%
|
|
|
12.83
|
%
|
|
|
12.99
|
%
|
|
|
13.07
|
%
|
Fully loaded CAPITAL
|
|
D.1
|
|
COMMON EQUITY TIER 1 CAPITAL (fully loaded)
|
|
|
40,061
|
|
|
|
38,893
|
|
|
|
42,191
|
|
|
|
44,710
|
|
|
|
47,162
|
|
|
|
31,908
|
|
|
|
33,453
|
|
|
|
34,796
|
|
|
D.2
|
|
TIER 1 CAPITAL (fully loaded)
|
|
|
46,316
|
|
|
|
45,148
|
|
|
|
48,446
|
|
|
|
50,965
|
|
|
|
53,417
|
|
|
|
38,163
|
|
|
|
39,708
|
|
|
|
41,051
|
|
|
D.3
|
|
TOTAL CAPITAL (fully loaded)
|
|
|
54,940
|
|
|
|
53,771
|
|
|
|
57,088
|
|
|
|
59,612
|
|
|
|
62,066
|
|
|
|
46,830
|
|
|
|
48,428
|
|
|
|
49,788
|
|
CAPITAL RATIOS (%) Fully loaded
|
|
E.1
|
|
Common Equity Tier 1 Capital ratio
|
|
|
11.04
|
%
|
|
|
10.73
|
%
|
|
|
11.45
|
%
|
|
|
12.09
|
%
|
|
|
12.72
|
%
|
|
|
8.44
|
%
|
|
|
8.58
|
%
|
|
|
8.80
|
%
|
|
E.2
|
|
Tier 1 Capital ratio
|
|
|
12.76
|
%
|
|
|
12.45
|
%
|
|
|
13.15
|
%
|
|
|
13.78
|
%
|
|
|
14.41
|
%
|
|
|
10.10
|
%
|
|
|
10.18
|
%
|
|
|
10.38
|
%
|
|
E.3
|
|
Total Capital ratio
|
|
|
15.14
|
%
|
|
|
14.83
|
%
|
|
|
15.50
|
%
|
|
|
16.12
|
%
|
|
|
16.75
|
%
|
|
|
12.39
|
%
|
|
|
12.42
|
%
|
|
|
12.59
|
%
|
|
|
F
|
|
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in
the 2018 - 2020 period (cumulative conversions) (1)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
G
|
|
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)
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
G.1
|
|
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario
(2)
|
|
|
|
|
|
|
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Memorandum items
|
|
H.1
|
|
Total leverage ratio exposures (transitional)
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
|
709,480
|
|
|
H.2
|
|
Total leverage ratio exposures (fully loaded)
|
|
|
709,758
|
|
|
|
709,758
|
|
|
|
709,758
|
|
|
|
709,758
|
|
|
|
709,758
|
|
|
|
709,758
|
|
|
|
709,758
|
|
|
|
709,758
|
|
|
H.3
|
|
Leverage ratio (transitional)
|
|
|
6.62
|
%
|
|
|
6.58
|
%
|
|
|
7.03
|
%
|
|
|
7.36
|
%
|
|
|
7.67
|
%
|
|
|
5.62
|
%
|
|
|
5.92
|
%
|
|
|
6.06
|
%
|
|
H.4
|
|
Leverage ratio (fully loaded)
|
|
|
6.53
|
%
|
|
|
6.36
|
%
|
|
|
6.83
|
%
|
|
|
7.18
|
%
|
|
|
7.53
|
%
|
|
|
5.38
|
%
|
|
|
5.59
|
%
|
|
|
5.78
|
%
|
Transitional combined buffer requirements
(%)
|
|
P.1
|
|
Capital conservation buffer
|
|
|
1.25
|
%
|
|
|
1.25
|
%
|
|
|
1.88
|
%
|
|
|
2.50
|
%
|
|
|
2.50
|
%
|
|
|
1.88
|
%
|
|
|
2.50
|
%
|
|
|
2.50
|
%
|
|
P.2
|
|
Countercyclical capital buffer
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
P.3
|
|
O-SII
buffer
|
|
|
0.38
|
%
|
|
|
0.38
|
%
|
|
|
0.56
|
%
|
|
|
0.75
|
%
|
|
|
0.75
|
%
|
|
|
0.56
|
%
|
|
|
0.75
|
%
|
|
|
0.75
|
%
|
|
P.4
|
|
G-SII
buffer
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
P.5
|
|
Systemic risk buffer applied to all exposures according to article 133 (4) of CRD
IV
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
P.5.1
|
|
Systemic risk buffer applied to domestic exposures only according to article 133 (5) of CRD
IV
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
|
0.00
|
%
|
|
P.6
|
|
Combined buffer
|
|
|
1.63
|
%
|
|
|
1.63
|
%
|
|
|
2.44
|
%
|
|
|
3.25
|
%
|
|
|
3.25
|
%
|
|
|
2.44
|
%
|
|
|
3.25
|
%
|
|
|
3.25
|
%
|
(1)
|
Conversions not considered for CET1 computation
|
(2)
|
Excluding instruments included in row F
|
2018
EU-wide
Stress Test: P&L
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Actual
|
|
|
Baseline scenario
|
|
|
Adverse scenario
|
|
(mln EUR)
|
|
31/12/2017
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
|
31/12/2018
|
|
|
31/12/2019
|
|
|
31/12/2020
|
|
Net interest income
|
|
|
17,258
|
|
|
|
17,193
|
|
|
|
17,048
|
|
|
|
16,910
|
|
|
|
16,360
|
|
|
|
15,589
|
|
|
|
14,890
|
|
Interest income
|
|
|
28,936
|
|
|
|
27,599
|
|
|
|
27,841
|
|
|
|
28,245
|
|
|
|
28,908
|
|
|
|
29,939
|
|
|
|
30,431
|
|
Interest expense
|
|
|
-11,678
|
|
|
|
-10,406
|
|
|
|
-10,793
|
|
|
|
-11,335
|
|
|
|
-12,485
|
|
|
|
-14,160
|
|
|
|
-15,241
|
|
Dividend income
|
|
|
326
|
|
|
|
326
|
|
|
|
326
|
|
|
|
326
|
|
|
|
245
|
|
|
|
245
|
|
|
|
245
|
|
Net fee and commission income
|
|
|
5,144
|
|
|
|
5,144
|
|
|
|
5,144
|
|
|
|
5,144
|
|
|
|
4,115
|
|
|
|
4,115
|
|
|
|
4,115
|
|
Gains or losses on financial assets and liabilities held for trading and trading financial
assets and trading financial liabilities
|
|
|
907
|
|
|
|
458
|
|
|
|
458
|
|
|
|
458
|
|
|
|
-542
|
|
|
|
343
|
|
|
|
343
|
|
Gains or losses on
non-trading
financial assets
mandatorily at fair value through profit or loss by instrument and Gains or losses on financial assets and liabilities designated at fair value through profit or loss
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
-85
|
|
|
|
|
|
|
|
|
|
Other operating income not listed above, net
|
|
|
198
|
|
|
|
23
|
|
|
|
-9
|
|
|
|
-10
|
|
|
|
257
|
|
|
|
16
|
|
|
|
17
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total operating income, net
|
|
|
23,833
|
|
|
|
23,144
|
|
|
|
22,968
|
|
|
|
22,829
|
|
|
|
20,350
|
|
|
|
20,308
|
|
|
|
19,611
|
|
Impairment or (-) reversal of impairment on financial assets not measured at fair value through
profit or loss
|
|
|
-4,658
|
|
|
|
-5,262
|
|
|
|
-2,892
|
|
|
|
-2,940
|
|
|
|
-10,886
|
|
|
|
-5,083
|
|
|
|
-4,798
|
|
Other income and expenses not listed above, net
|
|
|
-12,338
|
|
|
|
-12,112
|
|
|
|
-12,358
|
|
|
|
-12,361
|
|
|
|
-13,520
|
|
|
|
-12,797
|
|
|
|
-13,008
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Profit or (-) loss before tax from continuing operations
|
|
|
6,837
|
|
|
|
5,770
|
|
|
|
7,717
|
|
|
|
7,528
|
|
|
|
-4,057
|
|
|
|
2,428
|
|
|
|
1,805
|
|
Tax expenses or (-) income related to profit or loss from continuing operations
|
|
|
-2,125
|
|
|
|
-1,633
|
|
|
|
-2,217
|
|
|
|
-2,160
|
|
|
|
1,290
|
|
|
|
-655
|
|
|
|
-468
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Profit or (-) loss after tax from discontinued operations
|
|
|
0
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Profit or (-) loss for the year
|
|
|
4,712
|
|
|
|
4,137
|
|
|
|
5,500
|
|
|
|
5,367
|
|
|
|
-2,766
|
|
|
|
1,773
|
|
|
|
1,337
|
|
Amount of dividends paid and minority interests after
MDA-related
adjustments
|
|
|
2,131
|
|
|
|
2,316
|
|
|
|
2,980
|
|
|
|
2,916
|
|
|
|
-283
|
|
|
|
1,115
|
|
|
|
664
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Attributable to owners of the parent net of estimated dividends
|
|
|
2,581
|
|
|
|
1,821
|
|
|
|
2,520
|
|
|
|
2,452
|
|
|
|
-2,484
|
|
|
|
658
|
|
|
|
673
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Memo row: Impact of
one-off
adjustments
|
|
|
|
|
|
|
304
|
|
|
|
304
|
|
|
|
304
|
|
|
|
304
|
|
|
|
304
|
|
|
|
304
|
|
The results include distribution restrictions for MDA adjustments
|
|
|
|
|
|
|
No
|
|
|
|
No
|
|
|
|
No
|
|
|
|
No
|
|
|
|
Yes
|
|
|
|
No
|
|
2018
EU-wide
Stress Test:
Major capital measures and realised losses
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
Issuance of CET 1 Instruments 01 January to 30 June
2018
|
|
Impact on Common Equity
Tier 1
mln EUR
|
|
Raising of capital instruments eligible as CET1 capital (+)
|
|
|
0
|
|
Repayment of CET1 capital, buybacks (-)
|
|
|
0
|
|
Conversion to CET1 of hybrid instruments (+)
|
|
|
0
|
|
|
|
Net issuance of Additional Tier 1 and Tier 2 Instruments 01 January
to 30 June 2018
|
|
Impact on Additional Tier
1 and Tier 2
mln EUR
|
|
Net issuance of Additional Tier 1 and T2 Instruments with a trigger at or above banks post
stress test CET1 ratio in the adverse scenario during the stress test horizon (+/-)
|
|
|
0
|
|
Net issuance of Additional Tier 1 and T2 Instrument with a trigger below banks post stress
test CET1 ratio in the adverse scenario during the stress test horizon (+/-)
|
|
|
0
|
|
|
|
Realised losses 01 January to 30 June 2018
|
|
mln EUR
|
|
Realised fines/litigation costs (net of provisions) (-)
|
|
|
0
|
|
Other material losses and provisions (-)
|
|
|
0
|
|
2018
EU-wide
Stress Test
Information on performing and
non-performing
exposures
1
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Actual
|
|
|
|
31/12/2017
|
|
|
|
Gross carrying amount
|
|
|
Accumulated impairment, accumulated
changes in fair value due to credit risk
and provisions
|
|
|
Collaterals and
financial
guarantees
received
on
non-performing
exposures
|
|
|
|
|
|
|
|
|
|
Of which non-
performing
|
|
|
|
|
|
|
|
(mln EUR)
|
|
|
|
|
Of which performing
but past due >30
days and <=90 days
|
|
|
|
|
|
Of which:
defaulted
|
|
|
On performing
exposures
2
|
|
|
On non-
performing
exposures
3
|
|
Debt securities (including at amortised cost and fair value)
|
|
|
70,701
|
|
|
|
0
|
|
|
|
66
|
|
|
|
66
|
|
|
|
21
|
|
|
|
28
|
|
|
|
0
|
|
Central banks
|
|
|
1,363
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
General governments
|
|
|
55,263
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
6
|
|
|
|
0
|
|
|
|
0
|
|
Credit institutions
|
|
|
1,968
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
9
|
|
|
|
0
|
|
|
|
0
|
|
Other financial corporations
|
|
|
9,144
|
|
|
|
0
|
|
|
|
42
|
|
|
|
42
|
|
|
|
2
|
|
|
|
16
|
|
|
|
0
|
|
Non-financial
corporations
|
|
|
2,964
|
|
|
|
0
|
|
|
|
24
|
|
|
|
24
|
|
|
|
3
|
|
|
|
12
|
|
|
|
0
|
|
Loans and advances(including at amortised cost and fair value)
|
|
|
470,040
|
|
|
|
1,262
|
|
|
|
19,396
|
|
|
|
19,396
|
|
|
|
4,097
|
|
|
|
8,670
|
|
|
|
7,478
|
|
Central banks
|
|
|
39,019
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
General governments
|
|
|
32,400
|
|
|
|
16
|
|
|
|
171
|
|
|
|
171
|
|
|
|
69
|
|
|
|
42
|
|
|
|
62
|
|
Credit institutions
|
|
|
30,175
|
|
|
|
0
|
|
|
|
11
|
|
|
|
11
|
|
|
|
30
|
|
|
|
6
|
|
|
|
0
|
|
Other financial corporations
|
|
|
18,449
|
|
|
|
0
|
|
|
|
12
|
|
|
|
12
|
|
|
|
19
|
|
|
|
7
|
|
|
|
1
|
|
Non-financial
corporations
|
|
|
172,493
|
|
|
|
323
|
|
|
|
10,784
|
|
|
|
10,784
|
|
|
|
1,929
|
|
|
|
5,593
|
|
|
|
3,002
|
|
Households
|
|
|
177,504
|
|
|
|
923
|
|
|
|
8,417
|
|
|
|
8,417
|
|
|
|
2,050
|
|
|
|
3,022
|
|
|
|
4,413
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
DEBT INSTRUMENTS other than HFT
|
|
|
540,741
|
|
|
|
1,262
|
|
|
|
19,461
|
|
|
|
19,461
|
|
|
|
4,118
|
|
|
|
8,697
|
|
|
|
7,478
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OFF-BALANCE
SHEET EXPOSURES
|
|
|
156,129
|
|
|
|
|
|
|
|
1,276
|
|
|
|
1,276
|
|
|
|
-327
|
|
|
|
-251
|
|
|
|
128
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
For the definition of
non-performing
exposures please refer to
COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part
2-Template
related instructions, subtitle 29
|
2
|
Institutions report here collective allowances for incurred but not reported losses (instruments at amortised
cost) and changes in fair value of performing exposures due to credit risk and provisions (instruments at fair value other than HFT)
|
3
|
Institutions report here specific allowances for financial assets, individually and collectively estimated
(instruments at amortised cost) and changes in fair value of NPE due to credit risk and provisions (instruments at fair value other than HFT)
|
2018
EU-wide
Stress Test
Information on performing and forborne exposures
1
Banco Bilbao Vizcaya Argentaria S.A.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Actual
|
|
|
|
31/12/2017
|
|
|
|
Gross carrying amount of
exposures with
forbearance measures
|
|
|
Accumulated impairment,
accumulated changes in
fair value due to credit
risk and
provisions for
exposures with
forbearance measures
|
|
|
Collateral and financial
guarantees received on
exposures with
forbearance measures
|
|
|
|
|
|
|
Of which non-
|
|
|
|
|
|
Of which on non-
|
|
|
|
|
|
|
performing
|
|
|
|
|
|
performing
|
|
|
|
|
|
|
exposures with
|
|
|
|
|
|
exposures with
|
|
|
|
|
|
|
forbearance
|
|
|
|
|
|
forbearance
|
|
(mln EUR)
|
|
|
|
|
measures
|
|
|
|
|
|
measures
|
|
Debt securities (including at amortised cost and fair value)
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Central banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
General governments
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Credit institutions
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Other financial corporations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Non-financial
corporations
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Loans and advances (including at amortised cost and fair value)
|
|
|
21,320
|
|
|
|
12,127
|
|
|
|
4,995
|
|
|
|
4,616
|
|
|
|
11,253
|
|
Central banks
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
General governments
|
|
|
537
|
|
|
|
101
|
|
|
|
18
|
|
|
|
16
|
|
|
|
414
|
|
Credit institutions
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
|
|
0
|
|
Other financial corporations
|
|
|
24
|
|
|
|
4
|
|
|
|
5
|
|
|
|
3
|
|
|
|
1
|
|
Non-financial
corporations
|
|
|
10,430
|
|
|
|
6,635
|
|
|
|
3,436
|
|
|
|
3,223
|
|
|
|
3,639
|
|
Households
|
|
|
10,329
|
|
|
|
5,386
|
|
|
|
1,537
|
|
|
|
1,373
|
|
|
|
7,199
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
DEBT INSTRUMENTS other than HFT
|
|
|
21,320
|
|
|
|
12,127
|
|
|
|
4,995
|
|
|
|
4,616
|
|
|
|
11,253
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Loan commitments given
|
|
|
252
|
|
|
|
142
|
|
|
|
-29
|
|
|
|
-29
|
|
|
|
18
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1
|
For the definition of forborne exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of
9 January 2015, ANNEX V, Part
2-Template
related instructions, subtitle 30
|
SIGNATURE
Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by
the undersigned, thereunto duly authorized.
|
|
|
|
|
|
|
|
|
|
|
Banco Bilbao Vizcaya Argentaria, S.A.
|
|
|
|
|
Date: November 2, 2018
|
|
|
|
By:
|
|
/s/ María Angeles Peláez Morón
|
|
|
|
|
Name: María Angeles Peláez Morón
|
|
|
|
|
Title: Authorized representative
|
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