Scribd

Bank Name

ES - Banco Santander, S.A.

LEI Code

5493006QMFDDMYWIAM13

ESNUK_WL_NR_XXversion1809014No restructuring

2014 EU-wide Stress Test

http://www.economiaciudadana.org/

Actual figures as of 31 December 2013

mln EUR, %

Actual figures as of 31 December 2013

mln EUR, %Operating profit before impairments22,620Operating profit before impairments22,620Impairment losses on financial and non-financial assets in the banking book 14,922Impairment losses on financial and non-financial assets in the banking book 14,922Common Equity Tier 1 capital

(1)

56,086Common Equity Tier 1 capital

(1)

56,086Total Risk Exposure

(1)


(1)

540,248

Common Equity Tier 1 ratio, %

(1)

10.4%Common Equity Tier 1 ratio, %

(1)

10.4%Outcome of the adverse scenario as of 31 December 2016

mln EUR, %

Outcome of the baseline scenario as of 31 December 2016

mln EUR, %3 yr cumulative operating profit before impairments38,7883 yr cumulative operating profit before impairments51,1923 yr cumulative impairment losses on financial and non-financial assets in the banking book 36,6613 yr cumulative impairment losses on financial and non-financial assets in the banking book 25,9913 yr cumulative losses from the stress in the trading book 2,7583 yr cumulative losses from the stress in the trading book 2,209 Valuation losses due to sovereign shock after tax and prudential filters1,424Common Equity Tier 1 capital

(1)

66,063Common Equity Tier 1 capital

(1)


(1)


(1)

563,935

Common Equity Tier 1 ratio, %

(1)

12.0%Common Equity Tier 1 ratio, %

(1)

8.9%Memorandum items

mln EUR

Memorandum items

mln EUR

Common EU wide CET1 Threshold (8.0%)

44,081

Common EU wide CET1 Threshold (5.5%)

31,016Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period (cumulative conversions)

(2)

0Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event

(3)

4,102Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario

(3)

0

(2)

Conversions not considered for CET1 computation

(3)

Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2014 -2016 period

(1)

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

2014 EU-wide Stress Test2014 EU-wide Stress Test

Summary Baseline Scenario


(1)

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

Summary Adverse Scenario



2014 EU-wide Stress Test

Credit Risk

(mln EUR, %)

Non-defaultedDefaultedNon-defaultedDefaultedNon-defaultedDefaultedNon-defaultedDefaultedNon-defaultedDefaultedNon-defaultedDefaultedNon-defaultedDefaultedNon-defaultedDefaultedNon-defaultedDefaultedImpairment rateStockof Provisions

Coverage Ratio

-Default Stock

Impairment rateStockof Provisions

Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock

Central banksandcentral governments

0015,341112136,5729004,371223,10214008832050.18%2839.92%0.18%5740.05%0.18%8540.17%0.90%14538.69%0.92%29039.40%0.94%43540.10%

Institutions

2,504036,8422124,233369009,95435,864110369500.02%6421.35%0.02%7519.01%0.02%8718.07%0.04%7520.82%0.04%9519.13%0.04%11518.34%

Corporates

13,741473128,39615,97899,0843,4268,867069,3782,02494,1982,571582211,3078,5071,3132,9690.95%16,67847.67%0.84%18,67845.62%0.73%20,43444.30%1.13%17,34948.40%1.50%21,28847.27%1.22%24,13745.74%Corporates -OfWhich:SpecialisedLending000021,5321,263000020,684300004046740.36%1,15632.98%0.32%1,22431.83%0.31%1,31131.81%0.46%1,22435.01%0.56%1,34433.68%0.46%1,46833.43%Corporates -OfWhich:SME3,3194422,9994,0866,2702912,486013,7784804,40132313235662,0371848432.52%4,49549.59%2.20%5,16347.05%1.82%5,67945.33%2.79%4,59749.62%3.62%5,78848.18%3.09%6,63046.50%

Retail

00285,6548,857177,4444,9310057,161829106,3605,382001,8102,8032,7994,9541.50%19,39246.07%1.39%25,66947.48%1.28%31,71148.65%1.74%21,06748.39%1.81%29,31449.57%1.65%37,14750.27%

Retail -Securedon real estateproperty

59.0%00259,7007,47959,2332,0870044,11556320,4732,067009931,6585547760.19%4,65121.21%0.16%5,19519.63%0.14%5,64518.36%0.33%5,30623.25%0.36%6,53222.08%0.34%7,69521.12%Retail -Securedon real estate property-Of hih:SE46.3%002,0025863,0689100390341,5199100242331971631.00%66841.64%0.82%70838.16%0.73%74235.60%1.09%67341.53%1.35%74638.93%1.34%81737.40%Retail -Securedon real estate property-Of hih:nn-E59.2%00257,6986,89356,1651,9960043,72552918,9541,976009691,4253576120.18%3,98319.56%0.15%4,48718.21%0.13%4,90317.09%0.32%4,63421.90%0.34%5,78520.97%0.33%6,87920.12%

Retail -QualifyingRevolving

009,59913614,111292003,2023310,18233300143794646935.34%2,65182.53%5.30%3,83386.10%5.15%5,04090.15%5.61%2,71682.87%6.29%4,11586.72%6.16%5,54490.98%

Retail -OtherRetail

0016,3551,241104,1002,552009,84523375,7052,981006751,0661,7813,4864.20%12,09064.14%4.04%16,64164.28%3.87%21,02665.20%4.71%13,04569.12%4.98%18,66769.83%4.61%23,90771.19%Retail -OtherRetail -OfWhich:SME004,46257116,351511002,2291248,559605002275233775526.44%3,02070.16%5.70%4,10070.48%5.16%5,02370.52%6.49%3,02970.16%6.81%4,33671.84%5.84%5,40272.60%Retail -OtherRetail -OfWhich:non-SME0011,89367087,7492,041007,61610967,1452,376004485431,4042,9333.73%9,07062.34%3.70%12,54262.47%3.61%16,00363.68%4.34%10,01668.81%4.61%14,33169.25%4.37%18,50570.79%

Equity

1,35101,81702,34004,54605,04502,063000410000.00%41-0.00%41-0.00%41-0.00%41-0.00%41-0.00%41-

Securitisation

2,4200002,43802,1100001,460017000270

Othernon-credit obligation assets

000061,6545,057000049,0815,284000022964

TOTAL

20,016473468,04924,968503,76513,42716,2130145,9112,878262,12713,251762213,28311,3514,3747,9921.19%36,20346.79%1.09%44,52046.59%0.99%52,35746.75%1.41%38,67648.28%1.56%51,02848.40%1.37%61,87448.19%Securitisation andre-securitisations positions deductedfrom capital *92000450000000

(mln EUR, %)


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


0015,09411136,0799004,087214114008732050.20%2339.78%0.20%4639.88%0.20%6939.98%1.03%12138.95%1.06%24239.48%1.09%36340.00%

Institutions

0028,103192,2963007,2973585000349100.01%4733.83%0.01%4930.53%0.01%5228.66%0.04%5328.08%0.03%6025.66%0.02%6624.64%

Corporates

0076,09015,03615,8571,1180044,4681,85015,109584001,2178,2155825061.43%11,83248.99%1.16%12,85546.95%0.94%13,64845.50%1.63%12,08649.41%1.96%14,09648.34%1.66%15,47046.74%Corporates -OfWhich:SpecialisedLending000011,166656000010,882300003444030.55%80738.88%0.48%86039.46%0.45%90939.90%0.66%86142.85%0.77%94643.72%0.67%1,01844.30%Corporates -OfWhich:SME0020,4903,77998880011,7904307338005131,96412422.59%3,08745.99%2.12%3,50343.05%1.65%3,80341.12%2.89%3,15145.88%3.50%3,87243.19%3.14%4,41641.57%

Retail

0075,2104,0604,330550020,7154622,26470001,2841,95353760.67%3,89843.37%0.55%4,32840.47%0.48%4,69338.38%1.10%4,36542.87%1.09%5,21839.16%0.93%5,91336.75%


56.7%0059,9573,1612,717370013,8402891,09550006181,12829190.45%2,07532.47%0.34%2,28130.22%0.26%2,43628.36%0.98%2,53534.06%0.94%3,10731.38%0.74%3,53829.33%Retail -Securedon real estate property-Of hih:SE49.2%002,002586000039034000024233002.04%29838.98%1.71%33038.22%1.54%35837.37%2.11%30039.20%2.50%35439.72%2.55%40239.89%Retail -Securedon real estate property-Of hih:nn-E57.1%0057,9552,5742,717370013,4512551,095500059489529190.40%1,77631.23%0.29%1,95028.83%0.22%2,07826.88%0.95%2,23633.33%0.89%2,75330.40%0.68%3,13628.22%


003,750385473007429830072412201.31%19168.04%1.21%24261.68%1.16%28958.88%1.38%19467.54%1.51%25860.92%1.38%31458.29%

Retail -OtherRetail

0011,5038611,06614006,1321631,161170059378422381.55%1,63375.31%1.43%1,80568.40%1.39%1,96864.08%1.58%1,63675.42%1.69%1,85368.95%1.71%2,06165.08%Retail -OtherRetail -OfWhich:SME003,7714272851001,908921491002094155131.20%69084.46%1.00%73077.09%0.89%76471.52%1.25%69284.81%1.48%76378.53%1.51%82774.01%Retail -OtherRetail -OfWhich:non-SME007,73243478113004,224721,011160038436918251.72%94268.84%1.63%1,07663.07%1.64%1,20459.90%1.73%94368.80%1.79%1,09062.95%1.81%1,23459.87%

Equity

1,12801,743017503,77104,8370175000390000.00%39-0.00%39-0.00%39-0.00%39-0.00%39-0.00%39-

Securitisation

1,18500051076700017010000260


000020,5984,203000022,6054,26200001630

TOTAL

2,3130196,24019,22679,3855,3884,538081,4052,33640,7964,9301002,66110,2098255870.88%15,83947.69%0.72%17,31645.35%0.59%18,50143.65%1.18%16,66447.60%1.31%19,65545.59%1.11%21,85143.60%Securitisation andre-securitisations positions deductedfrom capital *1100000000000

(mln EUR, %)


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


000034,8900000000000000-0--0--0--0--0--0-

Institutions

007,68102,4760001,897075000010000.01%220.70%0.01%320.70%0.01%320.70%0.03%420.70%0.03%620.70%0.02%720.70%

Corporates

4,41412817,740021,9154993,43504,413021,2612601383401223750.25%70732.08%0.24%81127.14%0.25%91724.48%0.31%73330.86%0.38%90025.45%0.39%1,06222.87%Corporates -OfWhich:SpecialisedLending00006,53330700006,20700000412280.07%27332.35%0.06%27727.05%0.06%28123.65%0.09%27531.18%0.09%28324.86%0.09%28820.99%Corporates -OfWhich:SME2,2193800682391,63400043939322002520.36%8937.10%0.34%9929.50%0.36%10925.25%0.42%9235.37%0.50%10626.97%0.54%12122.72%

Retail

00192,5473,8499,4553110032,3812356,560409004213922371740.25%1,72515.84%0.25%2,21717.33%0.25%2,70518.25%0.28%1,81216.42%0.35%2,52518.15%0.39%3,30918.96%


61.6%00184,8423,7451,581850027,31520674485003183321601130.05%1,0249.33%0.05%1,1158.41%0.05%1,2047.85%0.07%1,0749.77%0.09%1,2548.96%0.10%1,4538.42%Retail -Securedon real estate property-Of hih:E54.0%00001,476000007070000016000.00%16010.85%0.00%16010.85%0.00%16010.85%0.00%16010.85%0.00%16010.85%0.00%16010.85%Retail -Securedon real estate property-Of hih:nn-SE61.6%00184,8423,745105850027,31520637850031833201130.05%8649.31%0.05%9558.35%0.05%1,0447.76%0.07%9149.75%0.09%1,0948.90%0.10%1,2938.35%


005,390642,90828002,350172,1814900662035421.97%32672.02%2.00%48878.87%1.97%64581.98%2.37%35974.12%3.45%63882.39%4.22%96685.92%

Retail -OtherRetail

002,315404,966199002,716123,63527500374042193.24%37555.43%3.41%61465.80%3.61%85670.96%3.29%37955.70%3.64%63466.46%3.83%89071.61%Retail -OtherRetail -OfWhich:SME00004600000025600000000.08%02.08%0.08%12.09%0.09%12.09%0.08%02.09%0.09%12.09%0.09%12.09%Retail -OtherRetail -OfWhich:non-SME002,315404,507199002,716123,38027500374042193.45%37457.24%3.64%61368.68%3.85%85574.46%3.50%37857.53%3.88%63369.40%4.08%88975.18%

Equity

6000290220002900000000.00%0-0.00%0-0.00%0-0.00%0-0.00%0-0.00%0-

Securitisation

1,148000001,25100000700000


000010,940000003,0000000000

TOTAL

5,568128217,9673,84979,7068104,707038,69223531,60066920834263923595490.24%2,43419.19%0.24%3,03119.42%0.24%3,62519.61%0.27%2,54819.49%0.34%3,43119.78%0.38%4,37919.83%Securitisation andre-securitisations positions deductedfrom capital *8100000000000

(mln EUR, %)


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


000029,8670000015700000000.22%045.44%0.22%145.55%0.22%145.67%0.79%244.88%0.80%445.28%0.82%545.68%

Institutions

00004,472000001,48800000200.00%252.37%0.00%247.65%0.00%245.18%0.00%251.15%0.00%246.06%0.00%243.47%

Corporates

0018,51919816,2014770010,4633114,60152500003711,1351.44%2,01160.63%1.48%2,51559.18%1.29%2,93858.22%1.72%2,12961.42%3.04%3,25862.96%2.05%3,91161.50%Corporates -OfWhich:SpecialisedLending00006740000066000000600.49%1045.72%0.44%1245.72%0.43%1545.72%0.80%1250.30%0.84%1750.30%0.44%2050.30%Corporates -OfWhich:SME00002,81820900001,99023400001506057.23%96477.91%7.45%1,15879.87%6.77%1,31680.76%7.76%98979.27%12.91%1,38388.11%10.07%1,60488.80%

Retail

000036,7911,139000024,1341,33500009011,7289.03%5,95676.48%8.90%8,89080.40%8.56%11,78684.84%10.31%6,70086.72%11.21%10,39091.33%10.48%13,87596.26%


78.6%00004,1756500001,23656000034370.21%8128.71%0.17%8824.08%0.11%9220.83%0.33%8629.65%0.45%10627.10%0.45%12425.35%Retail -Securedon real estate property-Of hih:E0.0%000000000000000000-0--0--0--0--0--0-Retail -Securedon real estate property-Of hih:nn-E78.6%00004,1756500001,23656000034370.21%8128.71%0.17%8824.08%0.11%9220.83%0.33%8629.65%0.45%10627.10%0.45%12425.35%


00005,83716800004,379184000027451010.66%1,41093.02%11.00%1,99099.16%10.92%2,607106.66%10.87%1,42293.21%11.96%2,05199.60%11.56%2,711107.70%

Retail -OtherRetail

000026,779906000018,5181,09500005921,18010.05%4,46574.06%9.95%6,81277.86%9.68%9,08781.92%11.74%5,19287.06%12.93%8,23491.57%12.20%11,04096.16%Retail -OtherRetail -OfWhich:SME00007,0634800003,60053000020714415.11%1,41888.39%14.21%2,24988.75%13.59%2,91788.82%15.11%1,41888.39%16.99%2,41690.58%15.48%3,15590.85%Retail -OtherRetail -OfWhich:non-SME000019,716858000014,9181,04200003861,0368.24%3,04768.90%8.54%4,56473.41%8.47%6,17079.00%10.53%3,77386.58%11.58%5,81891.99%11.20%7,88598.46%

Equity

00009140000091400000000.00%0-0.00%0-0.00%0-0.00%0-0.00%0-0.00%0-

Securitisation

0000488000008910000000


000012,63785000010,925890000215

TOTAL

0018,519198101,3701,7010010,4633153,1111,94900001,2762,8784.99%7,96971.90%4.77%11,40774.76%4.37%14,72778.05%5.72%8,83279.16%6.57%13,65482.65%5.59%17,79385.85%Securitisation andre-securitisations positions deductedfrom capital *0000440000000

(mln EUR, %)


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


00002,0200000014400000000.01%043.41%0.01%043.41%0.01%043.42%0.01%042.31%0.01%042.31%0.01%042.32%

Institutions

00003,1990000055800000000.08%114.57%0.08%314.57%0.08%414.57%0.09%214.57%0.10%314.57%0.10%514.57%

Corporates

003,13607,303132001,33907,06115800100361291.04%28344.52%1.05%38943.00%1.04%49242.25%1.15%30046.08%1.25%42744.47%1.13%53843.72%Corporates -OfWhich:SpecialisedLending000082000008200000001.03%139.85%1.05%239.88%1.04%339.89%1.15%141.34%1.24%241.39%1.13%341.37%Corporates -OfWhich:SME00002221300001451500001141.04%1749.63%1.05%1948.22%1.04%2147.16%1.15%1751.49%1.25%2049.90%1.13%2348.80%

Retail

000017,1821,22900009,2141,36400002793801.91%98828.44%1.88%1,29430.19%1.74%1,57531.10%1.98%99928.99%2.19%1,38232.66%2.05%1,83137.19%


40.3%00008,55558400002,927587000031550.35%1159.19%0.20%1328.48%0.06%1457.86%0.51%13010.81%0.77%21715.43%0.79%35521.92%Retail -Securedon real estate property-Of hih:E36.1%00007144100002574100003060.46%3912.80%0.18%4011.22%0.00%4110.14%0.77%4215.64%1.26%5321.42%1.30%6727.45%Retail -Securedon real estate property-Of hih:nn-SE40.7%00007,84154300002,67054600001490.34%768.84%0.21%918.19%0.06%1047.61%0.49%8810.34%0.73%16514.79%0.74%28721.29%


00001,6721500001,25415000089115.69%19564.78%5.95%28666.66%5.87%36767.43%5.63%19464.70%6.04%28666.68%5.65%36968.36%

Retail -OtherRetail

00006,95662900005,03476100001593152.93%67836.36%3.06%87637.87%3.02%1,06338.93%2.90%67536.32%3.10%87837.93%2.91%1,10741.01%Retail -OtherRetail -OfWhich:SME00002,37025100001,182333000034922.43%18429.09%2.55%24130.22%2.52%29531.19%2.39%18429.06%2.60%24130.26%2.40%31834.11%Retail -OtherRetail -OfWhich:non-SME00004,58637800003,85242800001242233.19%49340.44%3.32%63642.14%3.28%76843.22%3.16%49240.40%3.36%63742.21%3.17%78944.82%

Equity

000043000004300000000.00%0-0.00%0-0.00%0-0.00%0-0.00%0-0.00%0-

Securitisation

000000000000000000


00002,3492900001,06044000000

TOTAL

003,136032,0951,389001,339018,0801,565001003145091.46%1,27231.16%1.44%1,68632.50%1.34%2,07133.18%1.54%1,30131.97%1.69%1,81234.89%1.55%2,37438.39%Securitisation andre-securitisations positions deductedfrom capital *000000000000

(mln EUR, %)


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


Coverage Ratio

-Default Stock


00007,6420000024100000000.05%142.58%0.05%242.61%0.05%342.63%0.10%242.64%0.10%442.69%0.10%742.74%

Institutions

2,504000227069000010601000000.22%714.02%0.22%1314.06%0.21%1914.08%0.25%814.03%0.28%1514.06%0.31%2414.09%

Corporates

9,327345002,662875,4320002,50054513900860.32%23734.98%0.32%27536.33%0.33%37345.68%0.37%25137.12%0.41%30038.77%0.33%41049.65%Corporates -OfWhich:SpecialisedLending00001,2848200001,12300000660.31%1610.03%0.29%1912.85%0.28%4635.85%0.50%1912.69%0.57%2617.54%0.35%5943.13%Corporates -OfWhich:SME1,100600008510000011100000.45%1735.83%0.46%2238.11%0.48%2942.44%0.47%1736.03%0.51%2338.39%0.42%2943.20%

Retail

000010,18625100004,9692260000932304.64%79562.77%4.28%1,20365.99%4.12%1,63469.82%4.85%81763.26%5.03%1,29666.76%4.57%1,78270.62%


53.9%00004,87013400001,417109000010950.42%12632.03%0.29%14027.10%0.20%14923.38%0.46%12831.97%0.52%15227.18%0.60%18625.53%Retail -Securedon real estate property-Of hih:E0.0%000000000000000000-0--0--0--0--0--0-Retail -Securedon real estate property-Of hih:nn-E53.9%00004,87013400001,417109000010950.42%12632.03%0.29%14027.10%0.20%14923.38%0.46%12831.97%0.52%15227.18%0.60%18625.53%


00002,2115100001,658510000405910.71%33683.59%10.64%54488.60%10.87%75993.95%11.38%35084.42%12.47%59490.00%10.54%80395.32%

Retail -OtherRetail

00003,1056600001,89466000043766.94%33471.48%6.53%51974.52%6.55%72780.11%7.09%33971.84%7.45%55075.84%7.68%79382.51%Retail -OtherRetail -OfWhich:SME00001,6513400008033400000404.01%10658.27%3.91%16659.32%3.93%24365.21%4.01%10658.27%3.94%16759.34%4.03%25066.49%Retail -OtherRetail -OfWhich:non-SME00001,4543200001,091320000433610.26%22881.81%9.67%35386.00%9.85%48491.29%10.59%23382.24%11.67%38387.41%12.39%54493.42%

Equity

1090001803790001800000000.00%0-0.00%0-0.00%0-0.00%0-0.00%0-0.00%0-

Securitisation

000000000000000000


00002,9182400002,21331000000

TOTAL

11,9413450023,6533616,50200010,04726246139001012351.91%1,04152.95%1.72%1,49356.60%1.62%2,02962.00%2.02%1,07853.85%2.04%1,61557.68%1.77%2,22263.26%Securitisation andre-securitisations positions deductedfrom capital *000000000000

asof31/12/2016asof31/12/2014asof31/12/2015asof31/12/2016

Mexico

F-IRBA-IRBSTA

asof31/12/2014asof31/12/2015LTV %(asof 31/12/2013)Exposurevalues(asof31/12/2013)Risk exposureamounts(asof31/12/2013)Valueadjustmentsandprovisions(asof31/12/2013)BaselineScenarioAdverseScenario

F-IRBA-IRBSTAF-IRBA-IRBSTA

LTV %(asof 31/12/2013)Exposurevalues(asof31/12/2013)Risk exposureamounts(asof31/12/2013)Valueadjustmentsandprovisions(asof31/12/2013)BaselineScenarioAdverseScenario

F-IRBA-IRBSTAF-IRBA-IRBSTAF-IRB

asof31/12/2014asof31/12/2015asof31/12/2016

A-IRBSTA

asof31/12/2014asof31/12/2015asof31/12/2016LTV %(asof 31/12/2013)Exposurevalues(asof31/12/2013)Risk exposureamounts(asof31/12/2013)Valueadjustmentsandprovisions(asof31/12/2013)BaselineScenarioAdverseScenario

F-IRBA-IRBSTAF-IRBA-IRBSTAF-IRBA-IRB

asof31/12/2015asof31/12/2016

STA

asof31/12/2014asof31/12/2015asof31/12/2016asof31/12/2014Risk exposureamounts(asof31/12/2013)BaselineScenarioAdverseScenario

F-IRBA-IRBSTAF-IRBA-IRBSTAF-IRBA-IRBSTA

asof31/12/2014asof31/12/2015asof31/12/2016asof31/12/2014asof31/12/2015asof31/12/2016asof31/12/2016

Spain

LTV %(asof 31/12/2013)Exposurevalues(asof31/12/2013)Risk exposureamounts(asof31/12/2013)Valueadjustmentsandprovisions(asof31/12/2013) AdverseScenario


asof31/12/2014asof31/12/2015asof31/12/2016asof31/12/2014asof31/12/2015asof31/12/2016LTV %(asof 31/12/2013)Exposurevalues(asof31/12/2013)


(*)Referstothepart ofSecuritizationexposurethat isdeductedfrom capital andisnot includedinRWA

Valueadjustmentsandprovisions(asof31/12/2013)BaselineScenarioLTV %(asof 31/12/2013)Exposurevalues(asof31/12/2013)Risk exposureamounts(asof31/12/2013)Valueadjustmentsandprovisions(asof31/12/2013)AdverseScenario


BaselineScenarioasof31/12/2014asof31/12/2015asof31/12/2016asof31/12/2014asof31/12/2015

(*)Referstothepart ofSecuritizationexposurethat isdeductedfrom capital andisnot includedinRWA(*)Referstothepart ofSecuritizationexposurethat isdeductedfrom capital andisnot includedinRWA(*)Referstothepart ofSecuritizationexposurethat isdeductedfrom capital andisnot includedinRWA(*)Referstothepart ofSecuritizationexposurethat isdeductedfrom capital andisnot includedinRWA(*)Referstothepart ofSecuritizationexposurethat isdeductedfrom capital andisnot includedinRWA

United KingdomBrazilChile
