Banco Santander S A : 2Q21 Report

Indice EN

SANTANDER GROUP
Table	Description	Hyperlink
1	Main capital figures and capital adequacy ratios	Go to Table1
KM1	Key metrics template (KM1)	Go to Table2
NIIF-9FL	IFRS 9-FL Template: Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs	Go to Table3
CC1	Composition of regulatory own funds	Go to Table4
CC2	Reconciliation: balance under accounting consolidation / balance under regulatory consolidation	Go to Table5
OV1	Overview of RWAs	Go to Table6
CR1	Performing and non-performing exposures and related provisions	Go to Table7
CR1_A	Maturity of exposures	Go to Table8
CR2	Changes in stock of general and specific credit risk adjustments	Go to Table9
CR2_A	Changes in stock of non-performing loans and debt securities	Go to Table10
CR3	Credit risk mitigation techniques - IRB and SA	Go to Table11
CR4	Credit risk exposure and CRM effects	Go to Table12
CR5	Standardised approach (including a breakdown of exposures post conversion factor and post mitigation techniques)	Go to Table13
CR6	AIRB approach. Credit risk exposures by portfolios class and PD range	Go to Table14
CR6	AIRB approach. Credit risk exposures by portfolios class and PD range. Retail portfolios	Go to Table15
CR6	FIRB approach. Credit risk exposures by portfolios class and PD range	Go to Table16
CR7	IRB approach. Effect on RWA of credit derivatives used as CRM techniques	Go to Table17
CR7_A	IRB approach - Disclosure of the extent of the use of CRM techniques	Go to Table18
CR8	RWA flow statement of credit risk exposures under IRB	Go to Table19
CR10_1	Specialised lending exposures under the simple riskweighted approach.Project finance (Slotting approach)	Go to Table20
CR10_2	Specialised lending exposures under the simple riskweighted approach.Income-producing real estate and high volatility commercial real estate (Slotting approach)	Go to Table21
CR10_3	Specialised lending exposures under the simple riskweighted approach.: Object finance (Slotting approach)	Go to Table22
CR10_4	Specialised lending exposures under the simple riskweighted approach.Commodities finance (Slotting approach)	Go to Table23
CR10_5	Equity exposures under the simple riskweighted approach	Go to Table24
CQ1	Credit quality of forborne exposures	Go to Table25
CQ2	Quality of forbearance	Go to Table26
CQ4	Quality of non-performing exposures by geography	Go to Table27
CQ5	Credit quality of loans and advances by industry	Go to Table28
CQ6	Collateral valuation - loans and advances	Go to Table29
CQ7	Collateral obtained by taking possession and execution processes	Go to Table30
CQ8	Collateral obtained by taking possession and execution processes - vintage breakdown	Go to Table31
CCR1	Analysis of the counterparty credit risk (CCR) exposure by approach	Go to Table32
CCR2	Credit valuation adjustment capital charge (CVA)	Go to Table33
CCR3	Standardised approach - CCR exposures by regulatory portfolio and risk	Go to Table34
CCR4	AIRB approach- CCR exposures by portfolio and PD scale	Go to Table35
CCR4	FIRB approach- CCR exposures by portfolio and PD scale	Go to Table36
CCR5	Impact of netting and collateral held on exposure values	Go to Table37
CCR6	Credit derivatives exposures	Go to Table38
CCR7	APR flow statement of counterparty risk exposures under the IMM method	Go to Table39
CCR8	Exposures to central counterparties	Go to Table40
SEC1	Securitisation exposures in the banking book	Go to Table41
SEC2	Securitisation exposures in the trading book	Go to Table42
SEC3	Securitisation exposures in the banking book and associated regulatory capital requirements (Bank acting as originator or sponsor)	Go to Table43
SEC4	Securitisation exposures in the banking book and associated regulatory capital requirements (bank acts as an investor)	Go to Table44
SEC5	Exposures securitised by the institution - Exposures in default and specific credit risk adjustments	Go to Table45
MR1	Market risk under standardised approach	Go to Table46
MR2_A	Market risk under IMA approach	Go to Table47
MR2_B	RWA flow statements of market risk exposures under IMA	Go to Table48
MR3	VaR, Stressed VaR and IRC by geography	Go to Table49
MR4	Comparison of VaR estimates with gains/losses	Go to Table50
LR1	Summary reconciliation of accounting assets and leverage ratio exposures	Go to Table51
LR2	Leverage ratio common disclosure	Go to Table52
LR3	Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures)	Go to Table53
LIQ1	Quantitative information of LCR	Go to Table54
LIQB	Qualitative information on LCR, which complements template EU LIQ1	Go to Table55
LIQ2	Net Stable Funding Ratio	Go to Table56
57	Capital instruments main features template	Go to Table57
CCyB1	Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer (CCyB1)	Go to Table58
CCyB2	Amount of institution-specific countercyclical capital buffer (CCyB2)	Go to Table59
60	Information on loans and advances subject to legislative and non-legislative moratoria	Go to Table60
61	Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria	Go to Table61
62	Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis	Go to Table62
Note: TLAC information is published independently in Santander's website, section 'TLAC information', available between 'Pillar III disclosures Report' and the link 'Filings with other regulatory bodies'

Table1

Main capital figures and capital adequacy ratios.
CRR Fully loaded	CRR Phased-in
Million euro	Jun'21	Mar'21	Dec'20	Sep'20	Jun'21	Mar'21	Dec'20	Sep'20
Common Equity (CET1)	70,864	69,627	69,399	66,528	70,864	69,627	69,399	66,528
Tier 1	79,661	78,417	78,126	75,268	79,973	78,731	78,501	75,492
Total capital	92,270	91,466	90,933	86,398	92,539	91,550	91,015	86,479
Total risk-weighted exposure amount	584,999	567,797	562,580	555,122	584,999	567,797	562,580	555,122
Common Equity Tier 1 ratio (%)	12.11%	12.26%	12.34%	11.98%	12.11%	12.26%	12.34%	11.98%
Tier 1 ratio (%)	13.62%	13.81%	13.89%	13.56%	13.67%	13.87%	13.95%	13.60%
Total capital ratio (%)	15.77%	16.11%	16.16%	15.56%	15.82%	16.12%	16.18%	15.58%
Leverage ratio (%)	5.16%	5.06%	5.31%	5.16%	5.18%	5.08%	5.33%	5.17%
2020 and 2021 figures are calculated applying the transitional arrangements of IFRS 9 unless specified otherwise.
As indicated by the consolidating supervisor, a pay-out of 50%, the maximum within the target range (40%-50%) was applied for the calculation of the capital ratios in March 2021. Previously, a 40% pay-out was considered
For further information, please refer to the 1Q 2021 Financial Report (Solvency Ratios section) on the Group's website:

Table2

Key metrics template (KM1)
Million euros	Jun. 2021	Mar. 2021	Dec. 2020	Sep. 2020	Jun. 2020
Available own funds (amounts)
Common Equity Tier 1 (CET 1) capital	70,864	69,627	69,399	66,528	67,192
Tier 1 capital	79,973	78,731	78,501	75,492	76,476
Total capital	92,539	91,550	91,015	86,479	87,837
Risk-weighted exposure amounts
Total risk-weighted exposure amount	584,999	567,797	562,580	555,122	567,446
Capital ratios (as a percentage of risk-weighted exposure amount)
Common Equity Tier 1 ratio (%)	12.11%	12.26%	12.34%	11.98%	11.84%
Tier 1 ratio (%)	13.67%	13.87%	13.95%	13.60%	13.48%
Total capital ratio (%)	15.82%	16.12%	16.18%	15.58%	15.48%
Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount)
Additional own funds requirements to address risks other than the risk of excessive leverage (%)	1.50%	1.50%	1.50%	1.50%	1.50%
of which: to be made up of CET1 capital (percentage points)	0.84%	0.84%	0.84%	0.84%	0.84%
of which: to be made up of Tier 1 capital (percentage points)	1.13%	1.13%	1.13%	1.13%	1.13%
Total SREP own funds requirements (%)	9.50%	9.50%	9.50%	9.50%	9.50%
Combined buffer requirement (as a percentage of risk-weighted exposure amount)
Capital conservation buffer (%)	2.50%	2.50%	2.50%	2.50%	2.50%
Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)	0.00%	0.00%	0.00%	0.00%	0.00%
Institution specific countercyclical capital buffer (%)	0.01%	0.01%	0.01%	0.01%	0.02%
Systemic risk buffer (%)	0.00%	0.00%	0.00%	0.00%	0.00%
Global Systemically Important Institution buffer (%)	1.00%	1.00%	1.00%	1.00%	1.00%
Other Systemically Important Institution buffer	1.00%	1.00%	1.00%	1.00%	1.00%
Combined buffer requirement (%)	3.51%	3.51%	3.51%	3.51%	3.52%
Overall capital requirements (%)	13.01%	13.01%	13.01%	13.01%	13.02%
CET1 available after meeting the total SREP own funds requirements	35,975	37,609
Leverage ratio
Total exposure measure	1,543,833	1,549,821	1,471,480	1,459,771	1,588,446
Leverage ratio (%)	5.01%	4.91%	5.13%	5.00%	4.64%
Additional own funds requirements to address risks of excessive leverage (as a percentage of leverage ratio total exposure amount)
Additional own funds requirements to address the risk of excessive leverage (%)	0.00%	0.00%	0.00%	0.00%	0.00%
of which: to be made up of CET1 capital (percentage points)	0.00%	0.00%	0.00%	0.00%	0.00%
Total SREP leverage ratio requirements (%)	3.11%	0.00%	0.00%	0.00%	0.00%
Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)
Leverage ratio buffer requirement (%)	0.00%	0.00%	0.00%	0.00%	0.00%
Overall leverage ratio requirements (%)	3.11%	0.00%	0.00%	0.00%	0.00%
Liquidity Coverage Ratio
Total high-quality liquid assets (HQLA) (Weighted value - average)	269,735	264,802	250,857	239,572	225,110
Cash outflows - Total weighted value	211,076	206,796	204,842	202,016	198,095
Cash inflows - Total weighted value	50,190	49,371	49,980	50,949	51,573
Total net cash outflows (adjusted value)	160,886	157,426	154,862	151,068	146,522
Liquidity coverage ratio (%)*	168%	168%	162%	158%	154%
Net Stable Funding Ratio
Total available stable funding**	1,083,953	1,061,729	1,029,104	1,009,861	1,045,127
Total required stable funding**	874,940	874,195	854,193	847,093	894,610
NSFR ratio (%)**	124%	121%	120%	119%	117%
CRR Phased in-Phased in IFRS9
* Liquidity coverage ratio is the average of 12 months including June'21
** NSFR on periods T-1 to T-4 calculated according to BIS principles

Table3

Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs (IFRS 9-FL)
Million euros	June 2021	March 2021	December 2020
Available capital (amounts)
1	Common Equity Tier 1 (CET1) capital	70,864	69,627	69,399
2	Common Equity Tier 1 (CET1) capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	68,510	67,255	66,784
3	Tier 1 capital	79,973	78,731	78,501
4	Tier 1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	77,618	76,358	75,885
5	Total capital	92,539	91,550	91,015
6	Total capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	90,529	89,177	88,399
Risk-weighted assets (amounts)
7	Total risk-weighted assets	584,999	567,797	562,580
8	Total risk-weighted assets as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	585,379	567,342	561,850
Capital ratios
9	Common Equity Tier 1 (as a percentage of risk exposure amount)	12.11%	12.26%	12.34%
10	Common Equity Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	11.70%	11.85%	11.89%
11	Tier 1 (as a percentage of risk exposure amount)	13.67%	13.87%	13.95%
12	Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	13.26%	13.46%	13.51%
13	Total capital (as a percentage of risk exposure amount)	15.82%	16.12%	16.18%
14	Total capital (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	15.47%	15.79%	15.73%
Leverage ratio
15	Leverage ratio total exposure measure	1,545,183	1,548,789	1,471,480
16	Leverage ratio	5.18%	5.08%	5.33%
17	Leverage ratio as if IFRS 9 or analogous ECLs transitional arrangements had not been applied	5.01%	4.93%	5.15%
Note: CRR phased-in Grupo Santander applies the transitional provisions of IFRS 9 defined in art.473 a of Regulation 2013/575 (introduced in art.1 of Regulation 2395/2017 and amended in 2020 in response to COVID-19 pandemic), mitigating the impact of the adoption of IFRS9 when applying a static and dynamic phased-in on his capital ratios. In this way, Grupo Santander adds to its CET 1 the amounts calculated in accordance with sections 1 and following (included section 4, 473bis article) Grupo Santander has not applied article 468 of the CRR on the temporary treatment of unrealised gains and losses measured at fair value through other comprehensive income in view of the ongoing COVID-19 pandemic.

Table4

Composition of regulatory own funds (CC1)
30th Jun. 2021
Million euros	(A) Amounts	(B) Explanatory notes
Common Equity Tier 1 (CET1) capital: instruments and reserves
Capital instruments and the related share premium accounts	56,649	(a)
of which: Instrument type 1
of which: Instrument type 2
of which: Instrument type 3
Retained earnings	60,226	(b)
Accumulated other comprehensive income (and other reserves)	-37,254	(c)
Funds for general banking risk	0
Amount of qualifying items referred to in Article 484 (3) and the related share premium accounts subject to phase out from CET1	0
Minority interests (amount allowed in consolidated CET1)	6,347	(d)
Independently reviewed interim profits net of any foreseeable charge or dividend	1,293	(e)
Common Equity Tier 1 (CET1) capital before regulatory adjustments	87,259
Common Equity Tier 1 (CET1) capital: regulatory adjustments
Additional value adjustments (negative amount)	-565	(f)
Intangible assets (net of related tax liability) (negative amount)	-15,823	(g)
Empty set in the EU
Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability where the conditions in Article 38 (3) are met) (negative amount)	-481
Fair value reserves related to gains or losses on cash flow hedges of financial instruments that are not valued at fair value	-64	(h)
Negative amounts resulting from the calculation of expected loss amounts	0
Any increase in equity that results from securitised assets (negative amount)	0
Gains or losses on liabilities valued at fair value resulting from changes in own credit standing	108	(i)
Defined-benefit pension fund assets (negative amount)	-912
Direct and indirect holdings by an institution of own CET1 instruments (negative amount)	-125	(j)
Direct, indirect and synthetic holdings of the CET 1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)	0
Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	0
Direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	0
Empty set in the EU
Exposure amount of the following items which qualify for a RW of 1250%, where the institution opts for the deduction alternative	-176
of which: qualifying holdings outside the financial sector (negative amount)	0
of which: securitisation positions (negative amount)	-72
of which: free deliveries (negative amount)	0
Deferred tax assets arising from temporary differences (amount above 10% threshold, net of related tax liability where the conditions in Article 38 (3) are met) (negative amount)	0
Amount exceeding the 17.65% threshold (negative amount)	0
of which: direct, indirect and synthetic holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities	0
Empty set in the EU	0
of which: deferred tax assets arising from temporary differences	0
Losses for the current financial year (negative amount)	0
Foreseeable tax charges relating to CET1 items except where the institution suitably adjusts the amount of CET1 items insofar as such tax charges reduce the amount up to which those items may be used to cover risks or losses (negative amount)
Empty set in the EU
Qualifying AT1 deductions that exceed the AT1 items of the institution (negative amount)	0
Other regulatory adjusments	1,645
Total regulatory adjustments to Common Equity Tier 1 (CET1)	-16,395
Common Equity Tier 1 (CET1) capital	70,864
Additional Tier 1 (AT1) capital: instruments
Capital instruments and the related share premium accounts	7,355	(k)
of which: classified as equity under applicable accounting standards	2,982
of which: classified as liabilities under applicable accounting standards	6,095
Amount of qualifying items referred to in Article 484 (4) and the related share premium accounts subject to phase out from AT1 as described in Article 486(3) of CRR	312	(l)
Amount of qualifying items referred to in Article 494a(1) subject to phase out from AT1	0
Amount of qualifying items referred to in Article 494b(1) subject to phase out from AT1	0
Qualifying Tier 1 capital included in consolidated AT1 capital (including minority interests not included in row 5) issued by subsidiaries and held by third parties	1,471
of which: instruments issued by subsidiaries subject to phase out	0
Additional Tier 1 (AT1) capital before regulatory adjustments	9,137
Additional Tier 1 (AT1) capital: regulatory adjustments
Direct and indirect holdings by an institution of own AT1 instruments (negative amount)	-29
Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)	0
Direct, indirect and synthetic holdings of the AT1 instruments of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	0
Direct, indirect and synthetic holdings by the institution of the AT1 instruments of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)	0
Empty set in the EU
Qualifying T2 deductions that exceed the T2 items of the institution (negative amount)	0
Other regulatory adjustments to AT1 capital	0
Total regulatory adjustments to Additional Tier 1 (AT1) capital	-29
Additional Tier 1 (AT1) capital	9,109
Tier 1 capital (T1 = CET1 + AT1)	79,973
Tier 2 (T2) capital: instruments
Capital instruments and the related share premium accounts	9,743	(m)
Amount of qualifying items referred to in Article 484 (5) and the related share premium accounts subject to phase out from T2 as described in Article 486 (4) CRR	-229	(n)
Amount of qualifying items referred to in Article 494a (2) subject to phase out from T2	0
Amount of qualifying items referred to in Article 494b (2) subject to phase out from T2	187
Qualifying own funds instruments included in consolidated T2 capital (including minority interests and AT1 instruments not included in rows 5 or 34) issued by subsidiaries and held by third parties	3,369	(o)
of which: instruments issued by subsidiaries subject to phase out	0
Credit risk adjustments	344
Tier 2 (T2) capital before regulatory adjustments	13,414
Tier 2 (T2) capital: regulatory adjustments
Direct and indirect holdings by an institution of own T2 instruments and subordinated loans (negative amount)	-478	(m)
Direct, indirect and synthetic holdings of the T2 instruments and subordinated loans of financial sector entities where those entities have reciprocal cross holdings with the institution designed to inflate artificially the own funds of the institution (negative amount)	0
Direct and indirect holdings of the T2 instruments and subordinated loans of financial sector entities where the institution does not have a significant investment in those entities (amount above 10% threshold and net of eligible short positions) (negative amount)	0
Empty set in the EU
Direct and indirect holdings by the institution of the T2 instruments and subordinated loans of financial sector entities where the institution has a significant investment in those entities (net of eligible short positions) (negative amount)	-25
Empty set in the EU	0
Qualifying eligible liabilities deductions that exceed the eligible liabilities items of the institution (negative amount)
Other regulatory adjusments to T2 capital	-344
Total regulatory adjustments to Tier 2 (T2) capital	-847
Tier 2 (T2) capital	12,567
Total capital (TC = T1 + T2)	92,539
Total risk exposure amount	584,999
Capital ratios and requirements including buffers
Common Equity Tier 1 (as a percentage of total risk exposure amount)	12.11%
Tier 1 (as a percentage of total risk exposure amount)	13.67%
Total capital (as a percentage of total risk exposure amount)	15.82%
Institution CET1 overall capital requirements	8.86%
of which: capital conservation buffer requirement	2.500%
of which: countercyclical buffer requirement	0.012%
of which: systemic risk buffer requirement	0.000%
of which: Global Systemically Important Institution (G-SII) or Other Systemically Important Institution (O-SII) buffer	1.00%
of which: additional own funds requirements to address the risks other than the risk of excessive leverage	0.84%
Common Equity Tier 1 available to meet buffer (as a percentage of risk exposure amount)	0
[non relevant in EU regulation]
[non relevant in EU regulation]
[non relevant in EU regulation]
Amounts below the thresholds for deduction (before risk weighting)
Direct and indirect holdings of own funds and eligible liabilities of financial sector entities where the institution does not have a significant investment in those entities (amount below 10% threshold and net of eligible short positions)	4,366
Direct and indirect holdings by the institution of the CET1 instruments of financial sector entities where the institution has a significant investment in those entities (amount below 17.65% thresholds and net of eligible short positions)	3,783
Empty set in the EU
Deferred tax assets arising from temporary differences (amount below 17.65% threshold, net of related tax liability where the conditions in Article 38 (3) are met)	6,138
Applicable caps on the inclusion of provisions in Tier 2
Credit risk adjustments included in T2 in respect of exposures subject to standardised approach (prior to the application of the cap)	0
Cap on inclusion of credit risk adjustments in T2 under standardised approach	3,400
Credit risk adjustments included in T2 in respect of exposures subject to internal ratings-based approach (prior to the application of the cap)	344
Cap for inclusion of credit risk adjustments in T2 under internal ratings-based approach	1,241
Capital instruments subject to phase-out arrangements (only applicable between 1 Jan 2014 and 1 Jan 2022)
Current cap on CET1 instruments subject to phase out arrangements	0
Amount excluded from CET1 due to cap (excess over cap after redemptions and maturities)	0
Current cap on AT1 instruments subject to phase out arrangements	312
Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities)	-75
Current cap on T2 instruments subject to phase out arrangements	242
Amount excluded from T2 due to cap (excess over cap after redemptions and maturities)	0
Phased-in CRR, phased-in IFRS9
(a) Amount included under the balance sheet items of capital (4) and share premium (5).
(b) Amount included under the balance sheet items of other equity instruments (6), reserves (7), including the adjustments for IFRS 9 transitional arrangements.
(c) Amount included for the balance sheet items of valuation adjustments (11 and 13) and other reserves (8).
(d) Total amount of eligible minority stakes in accordance with the criteria of article 84 of the CRR, included under the balance sheet item of non-controlling interests (12).
(e) Amount of the balance sheet item of profit attributable to the Group (10), net of expected dividend.
(f) Deduction of Common Equity Tier 1 of the additional valuation adjustments of assets measured at fair value in the balance sheet, as determined in Article 34 of the CRR and deductions not recorded for accounting purposes.
(g) Deduction for intangible assets (1), net of associated deferred tax liabilities (3)
(h) Amount for the gains and losses from cash flow hedges included under valuation adjustments (11 and 13), which are excluded from eligible Common Equity Tier 1 items, as established in the prudential filters of the CRR.
(i) Prudential filter of the gains or losses on liabilities measured at fair value resulting from changes in own credit quality.
(j) Amount of own shares (9) not eligible for capital purposes.
(k) Additional Tier 1 equity instruments issued by the parent, included under the balance sheet item of subordinated liabilities (2) which meet the conditions established in the CRR for them to be eligible as capital. See details of issuances included in Appendix II "Capital instruments main features template" ("Additional Tier 1 equity instruments" value in the "Post-transitional CRR rules" field issued by the parent or one of its holding companies).
(l) Additional Tier 1 equity instruments included under the balance sheet item of subordinated liabilities (2) subject to grandfathering. See details of issuances included in Appendix II "Capital instruments main features template" ("Additional Tier 1 equity instruments" value in the "Post-transitional CRR rules").
(m) Tier 2 equity instruments issued by the parent, included under the balance sheet item of subordinated liabilities (2) which meet the conditions established in the CRR for them to be eligible as capital. See details of issuances included in Appendix II "Capital instruments main features template" ("Tier 2 equity instruments" value in the "Post-transitional CRR rules" field issued by the parent or one of its holding companies).
(n) This item covers Tier 2 equity instruments included for accounting purposes under the balance sheet item of subordinated liabilities (2), subject to grandfathering. In addition, the Tier 2 equity instruments eligible as additional Tier 1 capital during the transitional period are eliminated. See details of issuances included in Appendix II "Capital instruments main features template" ("Tier 2 equity instruments" value in the "Transitional CRR rules" field which may also be classified as "Ineligible" in the "Post-transitional CRR rules" field, less "Additional Tier 1 equity instruments" in the field "Transitional CRR rules" which may also be "Tier 2 equity instruments" in the "Post-transitional CRR rules" field).
(o) Tier 2 equity instruments issued by Group subsidiaries, included under the balance sheet item of subordinated liabilities (2) which meet the conditions established in the CRR for them to be eligible as capital. See details of issuances included in Appendix II "Capital instruments main features template" ("Tier 2 equity instruments" value in the "Post-transitional CRR rules" field issued by Group subsidiaries).

Table5

Reconciliation: balance under accounting consolidation / balance under regulatory consolidation
Million euros	30th Jun. 2021
(A) ASSETS	(B) Balance under accounting consolidation	(C) Balance under regulatory consolidation	(D) Reference to transitional disclosure template (Table 2)	Comment	Difference in total assets between accounting and regulatory consolidation is not relevant (-14.573 MM €) and it corresponds to the exclusion of non-financial entities (-25.567 MM €), inclusion of multigroup entitites (+12.515 MM €) and intragroup (-1.521 MM €)
Cash and cash balances at central banks (010)	183,091	183,224
Financial assets held for trading (050)	102,792	102,784
Non-trading financial assets mandatorily measured at fair value through profit or loss (096)	4,838	3,146
Financial assets designated at fair value through profit or loss (100)	56,486	54,134
Financial assets at fair value through other comprehensive income (141)	114,505	100,197
Held-to-maturity investments (181)	1,003,417	1,007,504
Derivatives - Hedge accounting (240)	5,430	5,433
Fair value changes of the hedged items in portfolio hedge of interest rate risk (250)	1,434	1,434
Investments in subsidiaries, joint ventures and associates (260)	7,562	8,635
Reinsurance assets (265)	276	0
Tangible assets (270)	32,678	30,802
Intangible assets (300)	16,454	16,689
Tax assets (330)	24,707	24,737
Deferred tax assets (350)	19,751	19,800
Other assets (360)	9,889	10,148
Non-current assets and disposal groups classified as held for sale (370)	5,077	5,197
TOTAL ASSETS (380)	1,568,636	1,554,064
(A) LIABILITIES	(B) Balance under accounting consolidation	(C) Balance under regulatory consolidation	(D) Reference to transitional disclosure template (Table 2)
Financial liabilities held for trading (010)	68,982	69,011
Financial liabilities designated at fair value through profit or loss (070)	54,131	35,238
Financial liabilities measured at amortised cost (110)	1,310,433	1,315,842
Subordinated liabilities (149)	23,598	23,617
Derivatives - Hedge accounting (150)	6,573	6,585
Fair value changes of the hedged items in portfolio hedge of interest rate risk (160)	427	427
Liabilities under insurance contracts (165)	1,014	0
Provisions (170)	10,400	10,399
Tax liabilities (240)	9,154	9,039
Deferred tax liabilities (260)	6,443	6,323
Share capital repayable on demand (270)	0	0
Other liabilities (280)	11,777	11,800
TOTAL LIABILITIES (300)	1,472,891	1,458,341
(A) EQUITY	(B) Balance under accounting consolidation	(C) Balance under regulatory consolidation	(D) Reference to transitional disclosure template (Table 2)
Capital (010)	8,670	8,670
Share premium (040)	47,979	47,979
Equity instruments issued other than capital (050)	641	641
Other equity (080)	165	165
Retained earnings (190)	60,280	59,785
Revaluation reserves (200)	0	0
Other reserves (210)	-3,762	-3,268
(-) Treasury shares (240)	-96	-96
Profit or loss attributable to Owners of the parent (250)	3,675	3,675
(-) Interim dividends (260)	0	0
Accumulated other comprehensive income (090)	-32,181	-32,180
Minority interests [Non-controlling interests] (270)	10,374	10,352
Other global accumulated result (280)	-1,817	-1,818
TOTAL EQUITY (300)	95,745	95,723

Table6

Overview of RWAs (OV1)
Million euros	RWA	Minimum Capital Requirements
Jun'21	Mar'21	Jun'21
Credit risk (excluding CCR)	485,259	473,900	38,821
Of which, standardised approach (SA)	269,625	263,365	21,570
Of which, the foundation IRB (FIRB) approach*	8,298	8,006	664
Of which: slotting approach**	14,263	14,898	1,141
Of which: equities under the simple riskweighted approach	1,905	2,401	152
Of which, the advanced IRB (AIRB) approach	174,191	168,762	13,935
Counterparty credit risk - CCR	14,927	10,397	1,194
Of which the standardised approach***	12,853	8,973	1,028
Of which internal model method (IMM)	- 0	- 0	- 0
Of which exposures to a CCP	256	484	20
Of which credit valuation adjustment - CVA	1,818	940	145
Of which other CCR	0	0	0
Empty set in the EU
Empty set in the EU
Empty set in the EU
Empty set in the EU
Empty set in the EU
Settlement risk	1	7	0
Securitisation exposures in the banking book (after the cap)	8,537	9,324	683
Of which, SEC-IRBA approach	3,794	4,651	304
Of which, SEC-ERBA approach	1,407	1,563	113
Of which, SEC-SA approach****	2,257	1,883	181
Of which 1250%/ deduction	1,079	1,227	86
Position, foreign exchange and commodities risks (Market risk)	20,893	19,509	1,671
Of which, standardised approach	6,667	5,070	533
Of which, IMA	14,226	14,439	1,138
Large exposures	- 0	- 0	- 0
Operational risk	56,461	55,885	4,517
Of which basic indicator approach	- 0	- 0	- 0
Of which, standardised approach	56,461	55,885	4,517
Of which advanced measurement approach	- 0	- 0	- 0
Amounts below the thresholds for deduction (subject to 250% risk weight)	24,802	22,993	1,984
Empty set in the EU
Empty set in the EU
Empty set in the EU
Empty set in the EU
Total*****	584,999	567,797	46,800
Notes: It includes equities under the PD/LGD approach
Fully CRR, phased-in IFRS9
* Correction from the mapping to {C 02.00, r0250, c0010} - [{C 08.01, r0040, c0260, s0002} + {C 08.01, r0050, c0260, s0002} + {C 08.01, r0060, c0260, s0002} + {C 08.01, r0020, c0260, s0010} + {C 08.01, r0030, c0260, s0010}] + {C 02.00, r0450, c0010}
** Correction from the mapping to {C 08.01, r0020, c0260, s0010} + {C 08.01, r0030, c0260, s0010}
***Correction from the mapping to {C 34.02, r0030, c0200, s0002} - RWEA pertaining to exposures to CCPs that are not QCCPs
****Correction from the mapping to the one apperaing in tables SEC3+SEC4
***** Correction from the mapping, 1250% deductions are not included in the total

Table7

Performing and non-performing exposures and related provisions. (CR1)
30th Jun. 2021
Gross carrying amount/nominal amount	Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions	Accumulated partial write-off	Collateral and financial guarantees received
Exposiciones performing	Exposiciones performing	Exposiciones performing	Exposiciones performing	Performing exposures	Non-performing exposures	Performing exposures - accumulated impairment and provisions	Non-performing exposures - accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions	On performing exposures	On non-performing exposures
Of which, stage 1	Of which, stage 2	Of which, stage 2	Of which, stage 3	Of which, stage 1	Of which, stage 2	Of which, stage 2	Of which, stage 3
Million euros	De las cuales, stage 1	De las cuales, stage 2	De las cuales, stage 2	De las cuales, stage 3	De las cuales, stage 1	De las cuales, stage 2	De las cuales, stage 2	De las cuales, stage 3
Cash balances at central banks and other demand deposits	176,297	176,213	84	0	0	0	-2	0	-2	0	0	0	0	0	0
Loans and advances	1,027,810	908,763	64,508	37,551	2,871	31,779	-9,117	-4,160	-4,957	-14,814	-614	-13,448	-462	701,730	17,509
Central banks	18,444	13,563	0	0	0	0	0	0	0	0	0	0	0	5,886	0
General governments	22,549	19,662	414	46	3	38	-12	-10	-2	-13	0	-11	0	2,338	3
Credit institutions	63,620	39,709	0	18	0	0	-6	-6	0	0	0	0	0	32,262	0
Other financial corporations	76,929	57,823	358	310	1	225	-66	-52	-14	-63	0	-62	0	47,964	146
Non-financial corporations	303,501	266,286	32,921	16,247	898	14,132	-2,939	-1,244	-1,695	-6,999	-148	-6,354	-413	180,018	7,174
Of which SMEs	117,855	102,786	13,777	9,650	486	8,810	-1,065	-448	-617	-4,631	-67	-4,292	-181	82,065	4,186
Households	542,767	511,720	30,815	20,930	1,969	17,384	-6,094	-2,848	-3,246	-7,739	-466	-7,021	-49	433,262	10,186
Debt securities	117,875	116,854	120	458	0	441	-20	-17	-3	-288	0	-273	0	830	70
Central banks	5,062	5,062	0	0	0	0	0	0	0	0	0	0	0	0	0
General governments	80,937	80,935	3	0	0	0	-6	-6	0	0	0	0	0	326	0
Credit institutions	7,524	7,524	0	0	0	0	-1	-1	0	0	0	0	0	0	0
Other financial corporations	14,427	13,836	0	0	0	0	-2	-2	0	0	0	0	0	431	0
Non-financial corporations	9,925	9,497	117	458	0	441	-11	-8	-3	-288	0	-273	0	73	70
Off-balance-sheet exposures	339,887	332,306	7,579	1,718	479	1,107	450	325	125	209	51	150	0	5,808	246
Central banks	0	0	0	0	0	0	0	0	0	0	0	0	0	0
General governments	2,866	2,755	111	3	0	3	0	0	0	0	0	0	8	0
Credit institutions	38,629	38,625	4	6	0	4	3	3	0	1	0	1	188	0
Other financial corporations	23,166	22,887	279	29	4	25	8	7	1	1	0	1	189	1
Non-financial corporations	167,482	161,052	6,429	1,536	475	951	225	131	94	194	51	135	4,928	241
Households	107,744	106,987	756	144	0	124	214	184	30	13	0	13	495	4
Total	1,661,869	1,534,136	72,291	39,727	3,350	33,327	-8,689	-3,852	-4,837	-14,893	-563	-13,571	-462	708,368	17,825

Table8

Maturity of exposures (CR1-A)
30th Jun. 2021
Net exposure value	Net exposure value	31 Dec. 2019
Million euros	On demand	<= 1 year	r > 1 year <= 5 years	> 5 years	No stated maturity	Total
Loans and advances	59,335	275,613	282,487	423,995	- 0	1,041,430
Debt securities	- 0	29,585	47,747	41,587	- 0	118,919
Total	59,335	305,198	330,234	465,582	- 0	1,160,349

Table9

Changes in stock of non-performing loans and debt securities (CR2)
30th Jun. 2021
Million euros	Gross carrying amount
Opening balance	31,565
Inflows to non-performing portfolios	15,224
Outflows from non-performing portfolios	-4,725
Outflows due to write-offs	-4,513
Outflow due to other situations	0
Closing balance	37,551
Note: Figures are referred to net new non-performing. Mapping has been performed via F18

Table10

Changes in the stock of non-performing loans and advances and related net accumulated recoveries (CR2-A)
30th Jun. 2021
Million euros	Gross carrying amount	Related net cumulated recoveries
Initial stock of non-performing loans and advances
Inflows to non performing portfolios	Comment	As NPL threshold is below 5% this template and the corresponding Finrep are not elaborated
Outflows from non-performing portfolios
Outflow to performing portfolio
Outflow due to loan repayment, partial or total
Outflow due to collateral liquidations
Outflow due to taking possession of collateral
Outflow due to sale of instruments
Outflow due to risk transfers
Outflows due to write-offs
Outflow due to Other Situations
Outflow due to reclassification as held for sale
Final stock of non-performing loans and advances

Table11

CRM techniques overview: Disclosure of the use of credit risk mitigation techniques (CR3)
30th Jun. 2021
Unsecured carrying amount	Secured carrying amount
Of which secured by collateral	Of which secured by financial guarantees
Million euros	Of which secured by credit derivatives
Loans and advances	522,419	719,239	631,405	87,834	2,992
Debt securities	117,433	900	501	399	0
Total	639,852	720,139	631,906	88,233	2,992
Of which non-performing exposures	20,431	17,578	15,254	2,324	0
Of which defaulted*	16,858	6,308	6,114	194	0
*Defaulted information net of provisions

Table12

Standardised approach - Credit risk exposure and CRM effects (CR4)
30th Jun. 2021
Million euros	Exposures before CCF and befor CRM	Exposures post CCF and post CRM	RWAs and density RW
Exposure classes	On-balance-sheet amount	Off-balance-sheet amount	On-balance-sheet amount	Off-balance-sheet amount	RWAs	RW
Central governments or central banks	290,376	1,524	331,479	4,146	30,672	9%
Regional governments or local authorities	1,954	67	13,291	441	259	2%
Public sector entities	2,439	674	2,527	291	349	12%
Multilateral Development Banks	2,775	8	5,685	4	0	0%
International Organisations	14	0	14	0	0	0%
Institutions	20,260	2,696	17,951	438	5,000	27%
Corporates	54,383	28,983	44,617	4,082	45,291	93%
Retail	146,273	70,742	136,971	1,153	98,565	71%
Secured by mortgages on immovable property	88,107	9,461	87,038	322	32,676	37%
Exposures in default	9,874	311	9,771	135	11,377	115%
Items associated with particularly high risk	1,193	229	1,192	2	1,791	150%
Covered bonds	1,620	0	1,620	0	162	10%
Claims on institutions and corporates with a short-term credit assessment	44	1	46	0	32	70%
Collective investments undertakings (CIU)	235	0	235	0	300	128%
Equity	375	0	375	0	375	100%
Other items	71,491	17,568	72,892	3,666	42,775	56%
TOTAL	691,414	132,264	725,703	14,682	269,625	36%
Note: Securitisations not included.
CRR Fully phased-in IFRS9

Table13

Standardised approach - RW (CR5)
30th Jun. 2021
Risk Weight	Total
Million euros	0%	2%	4%	10%	20%	35%	50%	70%	75%	100%	150%	250%	370%	1250%	Otros
Central governments or central banks	298,977	- 0	- 0	- 0	15,772	- 0	2,541	- 0	- 0	12,973	37	5,325	- 0	- 0	- 0	335,625
Regional government or local authorities	13,235	- 0	- 0	- 0	276	- 0	37	- 0	- 0	181	3	- 0	- 0	- 0	- 0	13,732
Public sector entities	1,749	- 0	- 0	- 0	859	- 0	67	- 0	- 0	143	1	- 0	- 0	- 0	- 0	2,818
Multilateral development banks	5,689	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	5,689
International organisations	14	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	14
Institutions	- 0	- 0	- 0	- 0	16,422	- 0	527	- 0	- 0	1,404	36	- 0	- 0	- 0	- 0	18,389
Corporates	- 0	- 0	- 0	- 0	675	- 0	106	- 0	- 0	47,279	639	- 0	- 0	- 0	- 0	48,698
Retail	- 0	- 0	- 0	- 0	- 0	1,154	- 0	- 0	136,971	- 0	- 0	- 0	- 0	- 0	- 0	138,125
Secured by mortgages on immovable property	- 0	- 0	- 0	- 0	- 0	69,410	12,843	- 0	2,566	2,536	5	- 0	- 0	- 0	- 0	87,360
Exposures in default	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	6,964	2,942	- 0	- 0	- 0	- 0	9,906
Exposures associated with particularly high risk	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	1,194	- 0	- 0	- 0	- 0	1,194
Covered bonds	- 0	- 0	- 0	1,620	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	1,620
Institutions and corporates with a short-term credit assessment	- 0	- 0	- 0	- 0	1	- 0	26	- 0	- 0	19	0	- 0	- 0	- 0	- 0	46
Collective investment undertakings	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	235	235
Equity	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	375	- 0	- 0	- 0	- 0	- 0	375
Other items	22,290	242	- 0	- 0	14,041	- 0	15	- 0	58	39,911	- 0	- 0	- 0	- 0	- 0	76,557
Total	341,953	242	- 0	1,620	48,046	70,564	16,162	- 0	139,595	111,786	4,857	5,325	- 0	- 0	235	740,384
Note: Securitisations not included. Including counterparty credit risk

Table14

AIRB approach. Wholesale credit risk exposures by exposure class and PD range (CR6)
Million euros	30th Jun. 2021
PD scale	Original on-balance-sheet gross exposures	Off-balance-sheet exposures pre-CCF	Average CCF	EAD post CRM and post CCF	Average PD	Number of obligors	Average LGD	Average maturity	RWA	RW	EL	Value adjustments and provisions
Central banks and central governments
0.00 < 0.15
0.00 to < 0.10
0.10 to < 0.15
0.15 < 0.25
0.25 < 0.50	Comment	There are no exposures from central banks and central governments
0.50 < 0.75
0.75 < 2.50
0.75 to < 1.75
1.75 to < 2.50
2.50 < 10.00
2.50 to <5
5 to <10
10.00 < 100.00
10 to < 20
20 to < 30
30 to < 100
100.00 (Default)
Subtotal exposure class
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391
Institutions
0.00 < 0.15	17,927	8,316	28.83%	23,146	0.05%	1,000	42.41%	1.13	2,851	12.32%	5	-18
0.00 to < 0.10	14,423	7,941	28.59%	22,482	0.05%	861	42.33%	1.13	2,640	11.74%	4	-16
0.10 to < 0.15	3,504	375	33.86%	665	0.13%	139	45.07%	1.00	212	31.86%	0	-2
0.15 < 0.25	3,686	1,357	25.69%	2,599	0.16%	334	40.67%	1.85	907	34.89%	2	-4
0.25 < 0.50	2,135	599	29.50%	1,076	0.33%	194	42.91%	1.59	534	49.64%	2	-2
0.50 < 0.75	1,470	1,229	24.24%	784	0.66%	334	40.98%	2.09	639	81.49%	2	-1
0.75 < 2.50	2,450	394	21.61%	1,326	1.10%	3,125	13.16%	4.56	467	35.21%	2	-1
0.75 to < 1.75	2,449	377	21.56%	1,321	1.09%	3,108	13.04%	4.57	464	35.12%	2	-1
1.75 to < 2.50	1	18	22.69%	5	2.43%	17	45.11%	1.37	3	59.36%	0	-0
2.50 < 10.00	459	32	96.28%	212	2.90%	66	20.10%	3.77	128	60.36%	1	-0
2.50 to <5	403	32	96.50%	211	2.89%	31	20.09%	3.77	127	60.26%	1	-0
5 to <10	56	0	30.50%	1	5.81%	35	22.30%	3.97	1	84.09%	0	-0
10.00 < 100.00	39	0	23.62%	0	0.00%	27	0.00%	0.00	0	0.00%	0	0
10 to < 20	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
20 to < 30	31	0	0.00%	0	0.00%	1	0.00%	0.00	0	0.00%	0	0
30 to < 100	8	0	23.62%	0	0.00%	26	0.00%	0.00	0	0.00%	0	0
100.00 (Default)	91	2	0.00%	91	100.00%	40	40.01%	1.06	14	15.56%	35	-1
Subtotal exposure class	28,257	11,931	27.97%	29,233	0.47%	5,120	40.74%	1.41	5,540	18.95%	48	-26
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391
Corporates
0.00 < 0.15	38,245	55,404	49.74%	64,495	0.09%	2,854	43.00%	2.09	16,196	25.11%	24	-375
0.00 to < 0.10	24,274	38,367	54.65%	43,452	0.06%	1,640	42.23%	2.22	8,672	19.96%	11	-352
0.10 to < 0.15	13,971	17,036	38.68%	21,043	0.15%	1,214	44.58%	1.82	7,524	35.75%	14	-23
0.15 < 0.25	12,337	13,157	29.72%	13,675	0.24%	5,623	42.43%	1.71	5,959	43.58%	14	-352
0.25 < 0.50	38,126	21,065	31.07%	43,172	0.39%	23,370	46.26%	2.05	24,874	57.62%	76	-263
0.50 < 0.75	17,703	13,067	31.53%	13,211	0.64%	12,786	44.61%	2.08	9,767	73.93%	37	-38
0.75 < 2.50	31,734	10,692	30.22%	27,268	1.38%	51,978	44.01%	2.08	22,666	83.12%	165	-148
0.75 to < 1.75	25,979	8,007	28.43%	20,587	1.17%	38,694	44.29%	2.02	16,577	80.52%	106	-98
1.75 to < 2.50	5,755	2,685	35.58%	6,681	2.03%	13,284	43.14%	2.25	6,089	91.14%	58	-51
2.50 < 10.00	14,292	5,279	28.90%	10,658	4.47%	27,966	41.72%	2.11	11,531	108.19%	195	-180
2.50 to <5	9,863	3,886	29.58%	6,714	3.41%	17,741	41.91%	1.96	6,978	103.93%	94	-111
5 to <10	4,428	1,393	27.02%	3,944	6.29%	10,225	41.41%	2.38	4,553	115.46%	101	-69
10.00 < 100.00	3,092	977	57.07%	1,454	19.35%	4,054	43.35%	2.71	2,950	202.83%	120	-94
10 to < 20	916	238	39.81%	729	11.94%	2,294	43.21%	2.64	1,277	175.17%	37	-29
20 to < 30	1,854	666	66.66%	479	21.57%	1,107	44.89%	2.62	1,179	246.20%	46	-40
30 to < 100	321	72	25.62%	247	36.93%	653	40.77%	3.10	494	200.39%	37	-25
100.00 (Default)	8,150	1,258	24.43%	8,137	100.00%	9,768	45.85%	2.50	1,345	16.54%	3,688	-3,447
Subtotal exposure class	163,677	120,899	39.50%	182,070	5.28%	138,399	44.05%	2.07	95,288	52.34%	4,319	-4,899
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391
Of which, SMEs
0.00 < 0.15	43	21	17.41%	47	0.09%	640	38.89%	1.79	6	13.53%	0	-0
0.00 to < 0.10	29	19	14.55%	32	0.08%	408	45.03%	1.15	4	13.41%	0	-0
0.10 to < 0.15	14	2	43.72%	15	0.11%	232	25.85%	3.13	2	13.78%	0	-0
0.15 < 0.25	874	276	32.09%	356	0.22%	2,864	38.20%	2.60	102	28.59%	0	-336
0.25 < 0.50	7,069	1,841	30.53%	7,045	0.38%	14,429	47.30%	2.44	3,102	44.03%	12	-18
0.50 < 0.75	2,665	577	32.81%	2,430	0.62%	7,321	46.68%	2.48	1,309	53.87%	7	-8
0.75 < 2.50	14,699	3,504	30.16%	11,887	1.43%	40,016	43.90%	2.38	7,825	65.83%	74	-61
0.75 to < 1.75	11,964	2,759	28.43%	8,513	1.17%	28,904	43.26%	2.40	5,278	62.00%	43	-40
1.75 to < 2.50	2,734	745	36.58%	3,373	2.08%	11,112	45.52%	2.34	2,547	75.51%	31	-21
2.50 < 10.00	8,268	2,227	27.56%	6,023	4.76%	22,361	39.83%	2.40	5,170	85.83%	113	-99
2.50 to <5	5,058	1,474	29.83%	3,234	3.53%	13,319	38.97%	2.26	2,462	76.15%	44	-52
5 to <10	3,210	753	23.13%	2,789	6.18%	9,042	40.82%	2.56	2,707	97.06%	70	-47
10.00 < 100.00	722	118	27.84%	600	19.90%	2,893	38.31%	3.16	781	130.21%	44	-31
10 to < 20	454	79	27.41%	351	11.96%	1,787	39.25%	2.95	423	120.21%	16	-13
20 to < 30	103	13	39.36%	109	22.68%	639	41.21%	3.04	169	155.52%	10	-5
30 to < 100	165	26	23.65%	140	37.73%	467	33.69%	3.74	189	135.66%	18	-13
100.00 (Default)	4,126	140	23.38%	3,942	100.00%	7,482	44.13%	2.60	660	16.75%	1,716	-1,815
Subtotal exposure class	38,467	8,704	29.64%	32,329	14.10%	98,006	43.94%	2.45	18,955	58.63%	1,967	-2,367
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391

Table15

AIRB approach. Retail credit risk exposures by exposure class and PD range (CR6)
Million euros	30th Jun. 2021
PD scale	Original on-balance-sheet gross exposures	Off-balance-sheet exposures pre-CCF	Average CCF	EAD post CRM and post CCF	Average PD	Number of obligors	Average LGD	Average maturity	RWA	RW	EL	Value adjustments and provisions
Residential Mortgages
0.00 < 0.15	44,685	1,098	100.62%	45,789	0.07%	685,689	14.89%	1,419	3.10%	6	-51
0.00 to < 0.10	32,156	847	100.74%	33,009	0.05%	535,875	12.78%	628	1.90%	2	-38
0.10 to < 0.15	12,529	251	100.24%	12,781	0.13%	149,814	20.34%	791	6.19%	3	-12
0.15 < 0.25	14,509	704	79.66%	15,070	0.21%	179,658	19.86%	1,326	8.80%	6	-10
0.25 < 0.50	77,981	9,529	61.97%	84,009	0.39%	589,565	7.64%	4,354	5.18%	25	-43
0.50 < 0.75	19,244	986	57.39%	19,870	0.63%	193,101	8.33%	1,553	7.81%	10	-15
0.75 < 2.50	80,290	3,384	66.40%	82,790	1.33%	501,501	9.15%	11,669	14.09%	100	-85
0.75 to < 1.75	66,499	3,214	66.65%	68,846	1.18%	415,967	9.08%	8,897	12.92%	72	-59
1.75 to < 2.50	13,791	170	61.54%	13,944	2.10%	85,534	9.51%	2,772	19.88%	28	-26
2.50 < 10.00	39,686	227	63.82%	39,905	4.62%	251,216	11.17%	14,576	36.53%	213	-101
2.50 to <5	27,170	178	65.49%	27,340	3.51%	164,403	10.45%	8,156	29.83%	102	-53
5 to <10	12,516	49	57.79%	12,565	7.01%	86,813	12.73%	6,420	51.09%	111	-48
10.00 < 100.00	11,285	46	36.89%	11,331	26.38%	94,548	11.09%	6,632	58.53%	320	-183
10 to < 20	6,648	32	42.01%	6,679	14.44%	53,219	10.94%	3,879	58.07%	104	-71
20 to < 30	1,597	5	24.62%	1,603	24.62%	13,935	12.84%	1,219	76.02%	52	-32
30 to < 100	3,040	10	26.40%	3,049	53.47%	27,394	10.51%	1,535	50.34%	164	-80
100.00 (Default)	7,006	37	3.60%	7,007	100.00%	81,401	24.71%	1,544	22.04%	1,695	-1,587
Subtotal exposure class	294,686	16,011	65.87%	305,771	4.40%	2,576,679	10.76%	43,073	14.09%	2,375	-2,074
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391
Qualifying Revolving
0.00 < 0.15	436	5,318	53.55%	3,284	0.08%	3,110,705	58.90%	99	3.02%	1	-5
0.00 to < 0.10	21	2,710	73.48%	2,013	0.05%	1,648,270	59.44%	40	1.99%	1	-3
0.10 to < 0.15	414	2,607	32.83%	1,271	0.13%	1,462,435	58.05%	59	4.65%	1	-2
0.15 < 0.25	162	5,639	76.13%	4,455	0.17%	6,923,520	67.39%	299	6.70%	5	-4
0.25 < 0.50	62	2,818	34.29%	1,029	0.31%	1,849,340	45.82%	76	7.38%	1	-84
0.50 < 0.75	126	1,097	62.21%	809	0.62%	1,128,996	55.98%	130	16.06%	3	-2
0.75 < 2.50	746	4,066	57.39%	3,084	1.41%	4,241,534	56.06%	910	29.49%	24	-10
0.75 to < 1.75	391	3,226	58.66%	2,285	1.17%	3,011,638	56.26%	593	25.95%	15	-6
1.75 to < 2.50	355	840	52.51%	799	2.10%	1,229,896	55.48%	317	39.62%	9	-4
2.50 < 10.00	904	1,335	64.58%	1,777	5.12%	2,421,473	60.78%	1,385	77.93%	55	-27
2.50 to <5	464	807	63.35%	979	3.56%	1,303,715	60.54%	610	62.25%	21	-8
5 to <10	440	528	66.47%	798	7.04%	1,117,758	61.08%	775	97.18%	34	-19
10.00 < 100.00	423	301	64.37%	641	25.32%	826,762	60.27%	983	153.36%	96	-58
10 to < 20	220	170	71.03%	349	13.57%	465,153	60.85%	493	141.37%	29	-22
20 to < 30	95	67	71.80%	151	24.13%	207,710	61.08%	273	180.33%	22	-16
30 to < 100	109	64	38.86%	141	55.66%	153,899	57.94%	217	154.07%	46	-20
100.00 (Default)	183	36	0.55%	184	100.00%	102,253	79.44%	24	12.98%	144	-135
Subtotal exposure class	3,042	20,610	59.09%	15,263	3.27%	20,604,583	60.29%	3,905	25.59%	331	-324
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391
Retail Others
0.00 < 0.15	1,398	270	51.35%	1,532	0.08%	219,402	40.97%	145	9.47%	1	-3
0.00 to < 0.10	1,339	177	55.32%	1,433	0.08%	196,782	40.39%	131	9.16%	0	-2
0.10 to < 0.15	59	93	43.79%	99	0.13%	22,620	49.22%	14	13.97%	0	-1
0.15 < 0.25	6,165	788	52.86%	5,742	0.20%	899,298	44.65%	1,040	18.11%	5	-33
0.25 < 0.50	7,950	1,522	64.17%	7,933	0.34%	914,025	48.00%	2,385	30.06%	15	-44
0.50 < 0.75	8,381	783	54.19%	6,478	0.61%	661,622	43.85%	2,184	33.71%	17	-17
0.75 < 2.50	23,264	2,302	47.39%	20,870	1.32%	2,172,413	47.33%	10,701	51.27%	125	-122
0.75 to < 1.75	18,271	1,785	47.46%	16,257	1.10%	1,594,838	47.56%	7,959	48.95%	82	-85
1.75 to < 2.50	4,993	517	47.14%	4,613	2.08%	577,575	46.52%	2,742	59.45%	43	-37
2.50 < 10.00	11,797	1,040	55.73%	10,260	4.28%	1,046,901	48.26%	7,054	68.75%	204	-134
2.50 to <5	8,915	678	53.88%	7,610	3.37%	812,774	49.99%	5,327	70.00%	128	-75
5 to <10	2,882	363	59.20%	2,650	6.87%	234,127	43.30%	1,727	65.15%	76	-59
10.00 < 100.00	2,785	180	47.80%	2,348	26.26%	458,602	46.97%	2,363	100.64%	293	-129
10 to < 20	1,453	96	51.12%	1,197	14.36%	216,616	48.10%	1,107	92.50%	83	-30
20 to < 30	563	54	52.12%	493	25.91%	113,308	42.20%	496	100.52%	54	-28
30 to < 100	769	31	29.88%	658	48.18%	128,678	48.49%	760	115.52%	157	-72
100.00 (Default)	2,369	101	25.63%	2,179	100.00%	347,094	72.65%	515	23.62%	1,546	-1,585
Subtotal exposure class	64,110	6,985	53.52%	57,342	6.26%	6,719,357	47.71%	26,386	46.01%	2,206	-2,068
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391
Of which, SMEs
0.00 < 0.15	199	226	50.59%	309	0.08%	81,275	45.82%	23	7.52%	0	-1
0.00 to < 0.10	199	137	55.55%	271	0.07%	67,205	45.59%	19	6.96%	0	-1
0.10 to < 0.15	0	89	43.00%	38	0.13%	14,070	47.46%	4	11.52%	0	-0
0.15 < 0.25	2,378	336	55.70%	1,725	0.20%	181,539	46.78%	267	15.50%	2	-23
0.25 < 0.50	2,277	1,070	54.84%	1,950	0.35%	183,697	49.64%	511	26.22%	4	-6
0.50 < 0.75	4,566	726	52.10%	2,618	0.64%	189,973	51.01%	908	34.70%	8	-8
0.75 < 2.50	8,623	1,813	40.67%	5,996	1.39%	533,803	48.38%	2,716	45.31%	40	-40
0.75 to < 1.75	6,531	1,526	40.86%	4,336	1.13%	347,359	48.77%	1,882	43.40%	24	-26
1.75 to < 2.50	2,093	287	39.68%	1,659	2.08%	186,444	47.36%	835	50.29%	16	-14
2.50 < 10.00	5,087	753	56.21%	3,489	4.04%	313,988	48.06%	1,977	56.67%	70	-43
2.50 to <5	3,872	521	55.05%	2,566	3.24%	238,124	46.96%	1,389	54.15%	40	-26
5 to <10	1,215	231	58.83%	923	6.27%	75,864	51.12%	587	63.67%	29	-18
10.00 < 100.00	1,247	147	40.52%	811	24.95%	128,985	46.94%	688	84.84%	95	-44
10 to < 20	652	71	37.87%	391	13.70%	60,036	46.60%	284	72.68%	25	-9
20 to < 30	253	49	51.40%	186	24.98%	34,853	45.73%	168	90.63%	21	-9
30 to < 100	342	27	28.11%	235	43.69%	34,096	48.46%	236	100.56%	50	-26
100.00 (Default)	1,291	93	26.08%	1,102	100.00%	115,457	76.33%	198	17.92%	829	-830
Subtotal exposure class	25,668	5,164	48.62%	18,001	8.65%	1,728,717	50.29%	7,290	40.50%	1,048	-996
Total (all exposures classes)	553,771	176,435	43.96%	589,680	4.63%	30,044,138	27.40%	1.98	174,191	29.54%	9,279	-9,391

Table16

FIRB approach. Wholesale credit risk exposures by exposure class and PD range (CR6)
Million euros	30th Jun. 2021
PD scale	Original on-balance-sheet gross exposures	Off-balance-sheet exposures pre-CCF	Average CCF	EAD post CRM and post CCF	Average PD	Number of obligors	Average LGD	Average maturity	RWA	RW	EL	Value adjustments and provisions
Central banks and central governments
0.00 < 0.15
0.00 to < 0.10
0.10 to < 0.15
0.15 < 0.25
0.25 < 0.50	Comment	There are no exposures from central banks and central governments
0.50 < 0.75
0.75 < 2.50
0.75 to < 1.75
1.75 to < 2.50
2.50 < 10.00
2.50 to <5
5 to <10
10.00 < 100.00
10 to < 20
20 to < 30
30 to < 100
100.00 (Default)
Subtotal exposure class
Total (all exposures classes)	11,113	5,877	24.93%	12,262	4.88%	7,313	44.25%	2.31	8,298	67.68%	267	-319
Institutions
0.00 < 0.15	1,282	1,533	12.32%	1,472	0.04%	188	44.72%	0.13	112	7.62%	0	-1
0.00 to < 0.10	1,278	1,312	11.04%	1,424	0.04%	158	45.00%	0.11	97	6.81%	0	-1
0.10 to < 0.15	4	222	19.89%	48	0.13%	30	36.55%	0.77	15	31.43%	0	-0
0.15 < 0.25	92	383	7.28%	120	0.17%	42	42.97%	2.14	59	49.64%	0	-0
0.25 < 0.50	58	196	11.65%	81	0.32%	37	9.70%	2.23	59	73.65%	0	-0
0.50 < 0.75	22	17	3.83%	22	0.66%	34	45.00%	2.49	24	107.88%	0	-0
0.75 < 2.50	0	12	20.18%	2	1.07%	6	0.00%	0.27	2	98.03%	0	-0
0.75 to < 1.75	0	12	20.18%	2	1.07%	6	0.00%	0.27	2	98.03%	0	-0
1.75 to < 2.50	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
2.50 < 10.00	0	0	0.00%	0	2.89%	1	0.00%	2.50	0	162.79%	0	-0
2.50 to <5	0	0	0.00%	0	2.89%	1	0.00%	2.50	0	162.79%	0	-0
5 to <10	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
10.00 < 100.00	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
10 to < 20	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
20 to < 30	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
30 to < 100	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
100.00 (Default)	0	0	0.00%	0	0.00%	0	0.00%	0.00	0	0.00%	0	0
Subtotal exposure class	1,454	2,142	11.33%	1,697	0.07%	308	42.87%	0.40	257	15.16%	1	-1
Total (all exposures classes)	11,113	5,877	24.93%	12,262	4.88%	7,313	44.25%	2.31	8,298	67.68%	267	-319
Corporates
0.00 < 0.15	2,089	1,365	48.80%	2,921	0.11%	56	45.00%	2.33	1,027	35.15%	1	-2
0.00 to < 0.10	1,109	387	58.51%	1,457	0.08%	23	45.00%	2.39	428	29.35%	1	-1
0.10 to < 0.15	980	978	44.95%	1,464	0.15%	33	45.00%	2.28	599	40.93%	1	-1
0.15 < 0.25	91	427	55.18%	360	0.24%	41	45.00%	2.37	199	55.14%	0	-0
0.25 < 0.50	1,368	193	56.14%	1,402	0.07%	1,474	45.00%	2.83	813	58.01%	2	-4
0.50 < 0.75	1,064	504	15.34%	996	0.92%	271	45.00%	2.78	749	75.20%	2	-4
0.75 < 2.50	2,368	765	8.96%	2,246	1.28%	1,824	44.23%	2.82	2,261	100.70%	13	-27
0.75 to < 1.75	1,660	213	25.01%	1,576	1.02%	1,461	45.00%	2.95	1,554	98.61%	8	-6
1.75 to < 2.50	708	553	2.79%	670	1.88%	363	42.42%	2.50	708	105.61%	5	-21
2.50 < 10.00	1,964	392	13.47%	1,913	3.65%	2,417	43.32%	2.67	2,429	126.94%	31	-79
2.50 to <5	1,791	335	14.95%	1,741	3.26%	2,102	43.33%	2.69	2,164	124.31%	25	-67
5 to <10	173	57	4.80%	172	7.58%	315	43.24%	2.52	265	153.47%	6	-12
10.00 < 100.00	276	70	12.24%	283	14.16%	678	43.18%	2.72	564	199.40%	17	-20
10 to < 20	255	69	11.11%	261	13.40%	556	43.15%	2.72	521	199.61%	15	-12
20 to < 30	19	1	83.28%	20	22.36%	89	43.33%	2.70	39	191.23%	2	-8
30 to < 100	1	0	0.00%	1	38.00%	33	45.00%	3.00	4	281.82%	0	-0
100.00 (Default)	440	20	27.22%	445	100.00%	244	44.68%	2.36	0	0.00%	199	-181
Subtotal exposure class	9,660	3,736	32.73%	10,565	5.66%	7,005	44.47%	2.62	8,041	76.11%	266	-318
Total (all exposures classes)	11,113	5,877	24.93%	12,262	4.88%	7,313	44.25%	2.31	8,298	67.68%	267	-319

Table17

IRB approach - Effect on the RWEAs of credit derivatives used as CRM techniques (CR7)
30th Jun. 2021
Million euros	Pre-credit derivatives RWAs	Actual RWAs
Exposures under FIRB	6,310	22,562
Central governments and central banks	0	0
Institutions	257	257
Corporates	6,052	22,304
of which Corporates - SMEs	1,174	1,174
of which Corporates - Specialised lending	-1,989	14,263
Exposures under AIRB	174,539	174,191
Central governments and central banks	- 0	- 0
Institutions	5,888	5,540
Corporates	95,288	95,288
of Corporates - which SMEs	18,955	18,955
of which Corporates - Specialised lending	- 0	- 0
Retail	73,364	73,364
of which Retail - SMEs - Secured by immovable property collateral	2,884	2,884
of which Retail - non-SMEs - Secured by immovable property collateral	40,189	40,189
of which Retail - Qualifying revolving	3,905	3,905
of which Retail - SMEs - Other	7,290	7,290
of which Retail - Non-SMEs- Other	19,096	19,096
TOTAL	180,849	196,753
* Does not include CCPs

Table18

IRB approach - Disclosure of the extent of the use of CRM techniques (CR7-A)
A-IRB	Total exposures	Credit risk Mitigation techniques	Credit risk Mitigation methods in the calculation of RWEAs
Funded credit Protection (FCP)	Unfunded credit Protection (UFCP)	RWEA without substitution effects (reduction effects only)	RWEA with substitution effects (both reduction and sustitution effects)
Part of exposures covered by Financial Collaterals (%)	Part of exposures covered by Other eligible collaterals (%)	Part of exposures covered by Other funded credit protection (%)	Part of exposures covered by Guarantees (%)	Part of exposures covered by Credit Derivatives (%)
Part of exposures covered by Immovable property Collaterals (%)	Part of exposures covered by Receivables (%)	Part of exposures covered by Other physical collateral (%)	Part of exposures covered by Cash on deposit (%)	Part of exposures covered by Life insurance policies (%)	Part of exposures covered by Instruments held by a third party (%)
Central governments and central banks	- 0	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	- 0	- 0
Institutions	29,233	0.42%	0.02%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	7,183	5,540
Corporates	182,070	3.69%	6.83%	6.04%	0.07%	0.72%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	101,466	95,288
Of which Corporates - SMEs	32,329	2.77%	2.34%	0.01%	0.00%	2.33%	0.01%	0.00%	0.01%	0.00%	0.00%	0.00%	19,474	18,955
Of which Corporates - Specialised lending	- 0	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	- 0	- 0
Of which Corporates - Other	149,742	3.89%	7.80%	7.34%	0.09%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	81,992	76,333
Retail	378,376	0.44%	82.40%	79.45%	0.00%	2.95%	0.02%	0.00%	0.02%	0.00%	0.00%	0.00%	73,277	73,364
Of which Retail - Immovable property SMEs	14,654	0.17%	93.56%	93.56%	0.00%	0.00%	0.01%	0.00%	0.01%	0.00%	0.00%	0.00%	849	2,884
Of which Retail - Immovable property non-SMEs	291,117	0.02%	99.29%	98.56%	0.00%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	42,169	40,189
Of which Retail - Qualifying revolving	15,263	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	3,905	3,905
Of which Retail - Other SMEs	18,001	1.44%	8.41%	0.00%	0.00%	8.41%	0.03%	0.00%	0.03%	0.00%	0.00%	0.00%	5,303	7,290
Of which Retail - Other non-SMEs	39,342	3.33%	19.11%	0.00%	0.00%	19.11%	0.15%	0.00%	0.15%	0.00%	0.00%	0.00%	21,051	19,096
Total	589,680	1.44%	54.99%	52.85%	0.02%	2.12%	0.01%	0.00%	0.01%	0.00%	0.00%	0.00%	181,925	174,191
Fully phased-in IFRS9
F-IRB	Total exposures	Credit risk Mitigation techniques	Credit risk Mitigation methods in the calculation of RWEAs
Funded credit Protection (FCP)	Unfunded credit Protection (UFCP)	RWEA without substitution effects (reduction effects only)	RWEA with substitution effects (both reduction and sustitution effects)
Part of exposures covered by Financial Collaterals (%)	Part of exposures covered by Other eligible collaterals (%)	Part of exposures covered by Other funded credit protection (%)	Part of exposures covered by Guarantees (%)	Part of exposures covered by Credit Derivatives (%)
Part of exposures covered by Immovable property Collaterals (%)	Part of exposures covered by Receivables (%)	Part of exposures covered by Other physical collateral (%)	Part of exposures covered by Cash on deposit (%)	Part of exposures covered by Life insurance policies (%)	Part of exposures covered by Instruments held by a third party (%)
Central governments and central banks	- 0	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	- 0	- 0
Institutions	1,697	0.10%	0.16%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	439	257
Corporates	30,731	0.01%	1.83%	1.74%	0.01%	0.07%	0.00%	0.00%	0.00%	0.00%	-2.86%	0.00%	24,480	22,304
Of which Corporates - SMEs	1,502	0.12%	22.39%	22.07%	0.00%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1,174	1,174
Of which Corporates - Specialised lending	20,166	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	16,252	14,263
Of which Corporates - Other	9,063	0.00%	2.50%	2.26%	0.05%	0.19%	0.00%	0.00%	0.00%	0.00%	-9.69%	0.00%	7,053	6,867
Total	32,428	0.01%	1.74%	1.66%	0.01%	0.07%	0.00%	0.00%	0.00%	0.00%	-2.71%	0.00%	24,918	22,562
Fully phased-in IFRS9

&"Times New Roman,Regular"&12&K000000Central Bank of Ireland - RESTRICTED

&"Times New Roman,Regular"&12&K000000Central Bank of Ireland - RESTRICTED

Table19

RWA flow statements of credit risk exposures under the IRB approach (CR8)
30th Jun. 2021
Million euros	RWA
RWA as Dec. 2020	201,504
Asset size	-288
Asset quality	0
Model updates	4,407	Comment	Regarding RWA variations from IRB Credit Risk (+4,648 MM RWA), TRIM impact has to be taken into consideration (targeted review of internal models) low defaults with an impact in -9 basis points
Methodology and policy	-51
Acquisitions and disposals	0
Foreign exchange movements	580
Other	0
RWA as Jun. 2021	206,152
Note: It includes capital requirements of equity.
CRR Fully phased-in IFRS9

Table20

Specialised lending exposures under the simple riskweighted approach. Project finance Slotting approach (CR10.1)
Million euros	30th Jun. 2021
Specialised lending : Project finance (Slotting approach)
Regulatory Categories	Remaining maturity	On-balance-sheet amount	Off-balance-sheet amount	RW	EAD	RWA	Expected loss
Category 1	< 2.5 years	852	216	50%	967	427	0
>= 2.5 years	2,839	613	70%	3,035	1,729	12
Category 2	< 2.5 years	3,338	1,211	70%	3,698	2,291	15
>= 2.5 years	8,157	2,457	90%	8,769	6,416	70
Category 3	< 2.5 years	301	7	115%	303	343	8
>= 2.5 years	697	15	115%	702	686	20
Category 4	< 2.5 years	88	6	250%	91	203	7
>= 2.5 years	114	0	250%	114	236	9
Category 5	< 2.5 years	102	3	-	104	0	52
>= 2.5 years	465	12	-	469	0	235
Total	< 2.5 years	4,682	1,443	5,163	3,264	83
>= 2.5 years	12,272	3,097	13,089	9,067	346

Table21

Specialised lending exposures under the simple riskweighted approach. Income-producing real estate and high volatility commercial real estate (Slotting approach) (CR10.2)
Million euros	30th Jun. 2021
Specialised lending:Income-producing real estate and high volatility commercial real estate (Slotting approach)
Regulatory Categories	Remaining maturity	On-balance-sheet amount	Off-balance-sheet amount	RW	EAD	RWA	Expected loss
Category 1	< 2.5 years	17	- 0	50%	17	9	0
>= 2.5 years	106	18	70%	109	76	0
Category 2	< 2.5 years	1,631	343	70%	1,717	1,142	7
>= 2.5 years	2,299	182	90%	2,393	2,007	19
Category 3	< 2.5 years	111	- 0	115%	111	119	3
>= 2.5 years	416	21	115%	420	436	12
Category 4	< 2.5 years	- 0	- 0	250%	0	0	0
>= 2.5 years	3	- 0	250%	3	7	0
Category 5	< 2.5 years	7	- 0	-	7	0	4
>= 2.5 years	35	- 0	-	35	0	17
Total	< 2.5 years	1,767	343	1,852	1,269	14
>= 2.5 years	2,860	222	2,959	2,526	49

Table22

Specialised lending exposures under the simple riskweighted approach. Object finance, slotting approach (CR10.3)
Million euros	30th Jun. 2021
Object finance, slotting approach
Regulatory Categories	Remaining maturity	On-balance-sheet amount	Off-balance-sheet amount	RW	EAD	RWA	Expected loss
Category 1	< 2.5 years	- 0	- 0	50%	0	0	0
>= 2.5 years	22	- 0	70%	22	15	0
Category 2	< 2.5 years	92	67	70%	94	66	0
>= 2.5 years	25	- 0	90%	25	23	0
Category 3	< 2.5 years	- 0	- 0	115%	0	0	0
>= 2.5 years	- 0	- 0	115%	0	0	0
Category 4	< 2.5 years	- 0	- 0	250%	0	0	0
>= 2.5 years	- 0	- 0	250%	0	0	0
Category 5	< 2.5 years	- 0	- 0	-	0	0	0
>= 2.5 years	- 0	- 0	-	0	0	0
Total	< 2.5 years	92	67	94	66	0
>= 2.5 years	47	- 0	47	38	0

Table23

Specialised lending exposures under the simple riskweighted approach. Commodities finance (Slotting approach)(CR10.4)
Million euros	30th Jun. 2021
Commodities finance slotting approach
Regulatory Categories	Remaining maturity	On-balance-sheet amount	Off-balance-sheet amount	RW	EAD	RWA	Expected loss
Category 1	< 2.5 years	- 0	- 0	50%	0	0	0
>= 2.5 years	- 0	- 0	70%	0	0	0
Category 2	< 2.5 years	- 0	- 0	70%	0	0	0
>= 2.5 years	24	- 0	90%	24	21	0
Category 3	< 2.5 years	- 0	- 0	115%	0	0	0
>= 2.5 years	- 0	- 0	115%	0	0	0
Category 4	< 2.5 years	- 0	- 0	250%	0	0	0
>= 2.5 years	- 0	- 0	250%	0	0	0
Category 5	< 2.5 years	- 0	- 0	-	0	0	0
>= 2.5 years	- 0	- 0	-	0	0	0
Total	< 2.5 years	- 0	- 0	0	0	0
>= 2.5 years	24	- 0	24	21	0

Table24

Equity exposures under the simple risk-weighted approach (CR10.5)
Million euros	30th Jun. 2021
Categories	On-balancesheet exposure	Off-balancesheet exposure	Risk weight	Exposure value	Risk weighted exposure amount	Expected loss amount
Private equity exposures	976	190%	976	1,855	8
Exchange-traded equity exposures	17	290%	17	50	0
Other equity exposures	370%
Total	993	0	0	993	1,905	7

Table25

Credit quality of forborne exposures (CQ1)
30th Jun. 2021
Gross carrying amount/nominal amount of exposures with forbearance measures	Accumulated impairment, accumulated negative changes in fair value due to credit risk and provisions	Collateral received and financial guarantees received on forborne exposures
Performing forborne	Non-performing forborne	On performing forborne exposures	On non-performing forborne exposures	Of which collateral and financial guarantees received on non-performing exposures with forbearance measures
Million euros	Of which defaulted	Of which impaired
Cash balances at central banks and other demand deposits	0	0	0	0	0	0	0	0
Loans and advances	19,360	16,995	16,657	15,973	-1,612	-6,655	21,671	8,166
Central banks	- 0	0	0	0	0	0	0	0
General governments	23	3	3	3	0	-1	4	2
Credit institutions	- 0	0	0	0	0	0	0	0
Other financial corporations	154	82	82	82	-3	-21	179	50
Non-financial corporations	9,333	9,208	8,978	8,884	-376	-3,685	11,255	4,227
Households	9,850	7,702	7,594	7,004	-1,233	-2,948	10,233	3,887
Debt Securities	71	339	339	329	0	-2	70	70
Loan commitments given	1,150	12	11	7	2	1	1	0
Total	20,581	17,346	17,007	16,309	-1,610	-6,656	21,742	8,236

Table26

Quality of forbearance (CQ2)
30th Jun 2021
Million euros	Gross carrying amount of forborne exposures	Comment	As NPL threshold is below 5% this template and the corresponding Finrep are not elaborated
Loans and advances that have been forborne more than twice
Non-performing forborne loans and advances that failed to meet the non-performing exit criteria

Table27

Quality of non-performing exposures by geography (CQ4)
30th Jun. 2021
Gross carrying/Nominal amount	Accumulated impairment	Provisions on off-balance sheet commitments and financial guarantee given	Accumulated negative changes in fair value due to credit risk on non-performing exposures
of which: non-performing	of which: subject to impairment
Million euros	of which: defaulted
On balance sheet exposures	1,183,695	38,009	36,569	1,131,035	-24,225	-16
GB	292,188	3,327	2,749	288,145	-1,307	0
ES	228,619	15,522	15,482	219,179	-7,514	-3
BR	127,907	5,919	5,414	123,276	-4,536	0
US	124,259	3,141	3,134	116,827	-3,784	0
MX	49,964	1,563	1,437	45,711	-959	0
CL	50,880	2,010	2,008	50,879	-1,175	0
PL	48,283	1,941	1,929	48,393	-1,474	-13
PT	46,399	1,391	1,391	46,467	-1,099	0
DE	44,777	663	649	43,459	-578	-0
FR	29,245	362	271	22,856	-230	-0
Other countries	141,174	2,171	2,106	125,841	-1,568	-0
Off balance sheet exposures	341,604	1,717	1,628	661
ES	82,314	771	711	158
GB	56,892	96	96	59
US	44,628	17	17	64
BR	32,507	517	501	179
FR	23,208	3	3	8
DE	13,977	16	16	9
CL	12,924	21	21	37
PL	10,104	20	20	12
MX	9,800	13	13	39
PT	9,014	202	197	62
Other countries	46,235	41	33	34
Total	1,525,299	39,726	38,197	1,131,035	-24,225	661	-16

Table28

Credit quality of loans and advances to non-financial corporations by industry (CQ5)
30th Jun. 2021
Gross carrying amount	Accumulated impairment	Accumulated negative changes in fair value due to credit risk on non-performing exposures
of which: non-performing	of which: loans and advances subject to impairment
Million euros	of which: defaulted
Agriculture, forestry and fishing	7,796	488	488	7,633	-284	0
Mining and quarrying	6,346	181	111	6,280	-81	0
Manufacturing	52,709	2,606	2,586	51,859	-1,985	0
Electricity, gas, steam and air conditioning supply	13,180	309	283	13,167	-136	0
Water supply	1,882	42	42	1,834	-27	0
Construction	18,947	1,583	1,576	18,888	-968	0
Wholesale and retail trade	67,507	3,354	3,313	66,908	-2,232	0
Transport and storage	18,589	834	833	18,353	-485	0
Accommodation and food service activities	14,713	2,267	2,260	14,468	-796	0
Information and communication	14,327	403	394	14,295	-219	0
Real estate activities	43,807	1,480	1,480	43,033	-762	0
Financial and insurance actvities	0	0	0	0	0	0
Professional, scientific and technical activities	17,039	1,150	1,071	16,418	-750	0
Administrative and support service activities	11,585	535	530	11,458	-343	0
Public administration and defense, compulsory social security	1,644	0	0	1,568	-1	0
Education	2,073	121	118	2,040	-59	0
Human health services and social work activities	5,504	210	210	5,424	-151	0
Arts, entertainment and recreation	1,776	138	137	1,751	-77	0
Other services	20,324	546	460	20,103	-579	-3
Total	319,748	16,247	15,892	315,480	-9,935	-3

Table29

Collateral valuation - loans and advances (CQ6)
30th Jun 2021
Loans and advances
Performing	Non Performing
Unlikely to pay that are not past due or past due <= 90 days	Past due > 90 days
Million euros	of which past due > 30 days <= 90 days	of which Past due > 90 days <= 180 days	of which Past due > 180 days <= 1 year	of which Past due > 1 years <=2 years	of which Past due > 2 years <=5 years	of which Past due > 5 years <=7 years	of which Past due > 7 years
Gross carrying amount
Of which: secured
Of which: secured with Immovable property
Of which: instruments	Comment	As NPL threshold is below 5% this template and the corresponding Finrep are not elaborated
with LTV higher than
60% and lower or equal to 80%
Of which: instruments
with LTV higher than 80%
and lower or equal to 100%
Of which: instruments
with LTV higher than 100%
Accumulated impairment for secured assets
Collateral
Of which value capped at the value of exposure
Of which: Immovable property
Of which value above the cap
Of which: Immovable property
Financial guarantees received
Accumulated partial write-off

Table30

Collateral obtained by taking possession and execution processes (CQ7)
30th Jun. 2021
Collateral obtained by taking possession
Value at initial recognition	Accumulated negative changes
Property, plant and equipment (PP&E)	0	0
Other than PP&E	7,816	3,130
Residential immovable property	1,062	260
Commercial Immovable property	6,462	2,827
Movable property (auto, shipping, etc.)	254	43
Equity and debt instruments	38	0
Other	0	0
Total	7,816	3,130

Table31

Collateral obtained by taking possession and execution processes - vintage breakdown (CQ8)

Debt balance reduction

Total collateral obtained by taking possession

Foreclosed <=2 years

Foreclosed >2 years <=5 years

Foreclosed >5 years

Of which: Non-current assets held-for-sale

Million euros

Gross carrying amount

Accumulated negative changes

Value at initial recognition

Accumulated negative changes

Value at initial recognition

Accumulated negative changes

Value at initial recognition

Accumulated negative changes

Value at initial recognition

Accumulated negative changes

Value at initial recognition

Accumulated negative changes

Collateral obtained by taking possession classified as Property Plant and Equipment (PP&E)

Collateral obtained by taking possession other than classified Property Plant and Equipment

Comment

As NPL threshold is below 5% this template and the corresponding Finrep are not elaborated

Residential immovable property

Commercial Immovable Property

Movable property (auto, shipping, etc.)

Equity and debt instruments

Other

Total

Table32

Analysis of CCR exposure by approach (CCR1)
30th Jun. 2021
Million euros	Replacement cost (RC)	Potential future exposure (PFE)	EEPE	Alpha used for computing regulatory exposure value	Exposure value pre-CRM	Exposure value-post CRM	Exposure Value	RWEA
EU - Original Exposure Method (for derivatives)	1.4
EU - Simplified SA-CCR (for derivatives)	1.4
SA-CCR (for derivatives)	12,377	9,899	1.4	52,716	26,110	25,859	11,133
IMM (for derivatives and SFTs)	1.4	- 0	- 0	- 0	- 0
Of which securities financing transactions netting sets	- 0	- 0	- 0	- 0
Of which derivatives and long settlement transactions netting sets	- 0	- 0	- 0	- 0
Of which from contractual cross-product netting sets	- 0	- 0	- 0	- 0
Financial collateral simple method (for SFTs)	- 0	- 0	- 0	- 0
Financial collateral comprehensive method (for SFTs)	143,595	9,769	9,769	1,720
VaR for SFTs	- 0	- 0	- 0	- 0
Total	196,311	35,879	35,627	12,853
Note: It does not include CCPs

Table33

Transactions subject to own funds requirements for CVA risk (CCR2)*
30th Jun. 2021
Million euros	Exposure value	RWA
Total transactions subject to the Advanced method	- 0	- 0
(i) VaR component (including the 3× multiplier)
(ii) stressed VaR component (including the 3× multiplier)
Transactions subject to the Standardised method	8,302	1,818
Transactions subject to the Alternative approach (Based on the Original Exposure Method)
Total transactions subject to own funds requirements for CVA risk	8,302	1,818
Note: Figures applying 1 year floor

Table34

Standardised approach - CCR exposures by regulatory exposure class and risk weights (CCR3)
30th Jun. 2021
Risk Weight	Total
Million euros	0%	2%	4%	10%	20%	50%	70%	75%	100%	150%	Others
Central governments or central banks	4,706	- 0	- 0	- 0	192	78	- 0	- 0	- 0	- 0	4,976
Regional government or local authorities	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Public sector entities	- 0	- 0	- 0	- 0	0	0	- 0	- 0	- 0	- 0	0
Multilateral development banks	190	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	190
International organisations	10	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	10
Institutions	- 0	4,494	- 0	- 0	353	294	- 0	- 0	113	2	5,255
Corporates	- 0	- 0	- 0	- 0	- 0	32	- 0	- 0	2,339	5	2,377
Retail	- 0	- 0	- 0	- 0	- 0	- 0	- 0	55	- 0	- 0	55
Institutions and corporates with a short-term credit assessment	- 0	- 0	- 0	- 0	5	75	- 0	- 0	- 0	0	80
Other items	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	2	- 0	2
Total	4,906	4,494	- 0	- 0	550	479	- 0	55	2,455	7	12,946

Table35

AIRB approach - CCR exposures by exposure class and PD scale (CCR4)
Million euros	PD scale	Exposure value	Exposure weighted average PD (%)	Number of obligors	Exposure weighted average LGD (%)	Exposure weighted average maturity (years)	RWEA	Density of risk weighted exposure amount
Central banks and central governments	Comment	There are no CCR exposures related to central banks and central governments
0.00 < 0.15	- 0	- 0	- 0
0.15 < 0.25	- 0	- 0	- 0
0.25 < 0.50	- 0	- 0	- 0
0.50 < 0.75	- 0	- 0	- 0
0.75 < 2.50	- 0	- 0	- 0
2.50 < 10.00	- 0	- 0	- 0
10.00 < 100.00	- 0	- 0	- 0
100.00 (Default)	- 0	- 0	- 0
Sub-total	- 0	- 0	- 0
Institutions
0.00 < 0.15	9,754	0.07%	1,249	44.11%	1	1,577	16.16%
0.15 < 0.25	634	0.19%	63	44.48%	0	208	32.80%
0.25 < 0.50	715	0.30%	39	44.75%	0	330	46.16%
0.50 < 0.75	359	0.66%	26	43.70%	3	302	84.16%
0.75 < 2.50	110	1.13%	7	43.49%	1	104	93.92%
2.50 < 10.00	14	2.88%	0	45.00%	2	19	132.09%
10.00 < 100.00	- 0	- 0
100.00 (Default)	5	100.00%	1	85.75%	1	0	3.45%
Sub-total	11,591	0.16%	1,385	44.17%	1	2,539	21.90%
Corporates
0.00 < 0.15	7,183	0.10%	781	44.53%	2	1,922	26.75%
0.15 < 0.25	1,183	0.24%	444	44.97%	1	513	43.37%
0.25 < 0.50	1,400	0.39%	1,409	34.53%	2	1,015	72.48%
0.50 < 0.75	741	0.65%	535	41.01%	2	659	88.88%
0.75 < 2.50	462	1.38%	2,569	19.58%	3	485	104.96%
2.50 < 10.00	334	4.96%	1,839	30.68%	4	482	144.42%
10.00 < 100.00	38	16.96%	152	31.52%	4	87	226.54%
100.00 (Default)	27	100.00%	381	10.71%	2	0	1.78%
Sub-total	11,368	0.67%	8,109	41.57%	2	5,162	45.41%
Retail
0.00 < 0.15	- 0	- 0
0.15 < 0.25	- 0	- 0
0.25 < 0.50	2	0.44%	531	2.09%	1	1	76.76%
0.50 < 0.75	1	0.63%	318	0.00%	2	1	79.50%
0.75 < 2.50	4	1.35%	1,471	1.95%	3	3	75.20%
2.50 < 10.00	1	4.82%	1,049	0.72%	3	1	78.92%
10.00 < 100.00	39	11.73%	22,420	39.91%	2	27	69.41%
100.00 (Default)	1	100.00%	1,078	40.00%	2	0	13.75%
Sub-total	48	12.30%	26,868	33.87%	2	33	69.17%

Table36

FIRB approach - CCR exposures by exposure class and PD scale (CCR4)
Million euros	PD scale	Exposure value	Exposure weighted average PD (%)	Number of obligors	Exposure weighted average LGD (%)	Exposure weighted average maturity (years)	RWEA	Density of risk weighted exposure amount
Central banks and central governments	Comment	There are no CCR exposures related to central banks and central governments
0.00 < 0.15	- 0	- 0	- 0
0.15 < 0.25	- 0	- 0	- 0
0.25 < 0.50	- 0	- 0	- 0
0.50 < 0.75	- 0	- 0	- 0
0.75 < 2.50	- 0	- 0	- 0
2.50 < 10.00	- 0	- 0	- 0
10.00 < 100.00	- 0	- 0	- 0
100.00 (Default)	- 0	- 0	- 0
Sub-total	- 0	- 0	- 0
Institutions
0.00 < 0.15	563	0.07%	120	45.00%	0.57	88	16%
0.15 < 0.25	136	0.17%	12	45.00%	1.44	52	38%
0.25 < 0.50	64	0.33%	6	45.00%	0.98	33	52%
0.50 < 0.75	11	0.66%	1	45.00%	1.24	8	80%
0.75 < 2.50	- 0	- 0
2.50 < 10.00	0	2.89%	0	45.00%	2.50	0	165%
10.00 < 100.00	- 0	- 0
100.00 (Default)	- 0	- 0
Sub-total	774	0.12%	138	45.00%	0.77	181	23%
Corporates
0.00 < 0.15	107	0.13%	31	45.00%	2.01	37	35%
0.15 < 0.25	157	0.24%	12	45.00%	2.48	88	56%
0.25 < 0.50	6	0.40%	6	45.00%	2.50	5	73%
0.50 < 0.75	31	0.65%	13	45.00%	2.20	27	87%
0.75 < 2.50	23	1.69%	1	45.00%	2.50	29	127%
2.50 < 10.00	1	4.61%	1	45.00%	2.50	1	170%
10.00 < 100.00	- 0	- 0
100.00 (Default)	6	100.00%	1	45.00%	2.50	- 0
Sub-total	331	2.30%	64	45.00%	2.30	187	56%

Table37

Composition of collateral for CCR exposures (CCR5)
30th Jun. 2021
Collateral used in derivative transactions	Collateral used in SFTs
Fair value of collateral received	Fair value of posted collateral	Fair value of collateral received	Fair value of posted collateral
Million euros	Segregated	Unsegregated	Segregated	Unsegregated	Segregated	Unsegregated	Segregated	Unsegregated
Cash - domestic currency	75	4,588	3	6,705	8	39,337	0	57,288
Cash - other currencies	0	3,864	9	3,876	18	12,396	24	15,538
Domestic sovereign debt	2,435	949	1,020	927	782	68,461	3,741	55,493
Other sovereign debt	1,295	264	667	77	183	27,359	6,800	13,900
Government agency debt	1	26	0	0	2	114	42	0
Corporate bonds	672	41	158	4	831	13,689	3,443	12,423
Shares	305	620	415	0	5,235	4,062	8,487	1,108
Other collateral	0	0	0	0	0	989	0	590
Total	4,784	10,351	2,273	11,590	7,059	166,407	22,537	156,340

Table38

Credit derivatives exposures (CCR6)*
30th Jun. 2021
Credit derivatives hedges
Million euros	Protection bought	Protection sold
Notionals
Single-name credit default swaps	7,521	3,409
Index credit default swaps	4,640	807
Total return swaps	0	0
Credit options	0	0
Other credit derivatives	0	0
Total notionals	12,161	4,216
Fair values
Positive fair value (asset)	3	140
Negative fair value (liability)	-248	-3
Note: Bought credit derivatives do include loan coverage

Table39

RWEA flow statements of CCR exposures under the IMM (CCR7)
30th Jun. 2021
Million euros	RWEA
RWEA as at the end of the previous reporting period	0
Asset size	0	Comment	Banco Santander does not have advanced approach to calculate counterparty EAD.
Credit quality of counterparties	0
Model updates (IMM only)	0
Methodology and policy (IMM only)	0
Acquisitions and disposals	0
Foreign exchange movements	0
Other	0
RWEA as at the end of the current reporting period	0

Table40

Exposures to CCPs (CCR8)
30th Jun. 2021
Million euros	EAD (post CRM)	RWA
Exposures to QCCPs (total)	256
Exposures for trades at QCCPs (excluding initial margin and default fund contributions); of which	4,494	90
(i) OTC derivatives	1,489	30
(ii) Exchange-traded derivatives	1,671	33
(iii) Securities financing transactions	1,333	27
(iv) Netting sets where cross-product netting has been approved
Segregated initial margin
Non-segregated initial margin
Pre-funded default fund contributions	566	166
Unfunded default fund contributions
Exposures to non-QCCPs (total)
Exposures for trades at CCPs non-qualified (excluding initial margin and fund contributions); of which
(i) OTC derivatives
(ii) Exchange-traded derivatives
(iii) Securities financing transactions
(iv) Netting sets where cross-product netting has been approved
Segregated initial margin
Non-segregated initial margin
Pre-funded default fund contributions
Unfunded default fund contributions

Table41

Securitisation exposures in the non-trading book (SEC1)
30th Jun. 2021
Bank acting as originator	Bank acting as sponsor	Bank acting as investor
Traditional	Synthetic	Sub-total	Traditional	Synthetic	Sub-total	Traditional	Synthetic	Sub-total
STS	Non-STS	of which SRT	STS	Non-STS	STS	Non-STS
Million euros	of which SRT	of which SRT
Total exposures	1,194	35	19,804	898	25,966	22,621	46,964	- 0	- 0	- 0	- 0	831	12,510	- 0	13,341
Retail (total)	1,194	35	19,469	898	3,021	3,021	23,685	- 0	- 0	- 0	- 0	831	6,406	- 0	7,237
Residential mortgages	- 0	- 0	7,030	- 0	- 0	- 0	7,030	- 0	- 0	- 0	- 0	125	2,729	- 0	2,854
Credit card	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	121	- 0	121
Other retail exposures	1,194	35	12,439	898	3,021	3,021	16,655	- 0	- 0	- 0	- 0	706	3,556	- 0	4,262
Resecuritisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Wholesales (total)	- 0	- 0	335	- 0	22,944	19,600	23,279	- 0	- 0	- 0	- 0	- 0	6,104	- 0	6,104
Loans to corporates	- 0	- 0	163	- 0	9,056	9,056	9,219	- 0	- 0	- 0	- 0	- 0	3,449	- 0	3,449
Commercial mortgage	- 0	- 0	- 0	- 0	476	476	476	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Finance leases and receivables	- 0	- 0	- 0	- 0	2	2	2	- 0	- 0	- 0	- 0	- 0	1,426	- 0	1,426
Other wholesale exposures	- 0	- 0	172	- 0	13,410	10,066	13,582	- 0	- 0	- 0	- 0	- 0	1,228	- 0	1,228
Resecuritisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Note: The securitisation portfolio has been considered as a whole (positions bought and retained)
CRR Fully phased-in IFRS9

Table42

Securitisation exposures in the trading book (SEC2)
30th Jun. 2021
Bank acting as originator	Bank acting as sponsor	Bank acting as investor
Traditional	Synthetic	Subtotal	Traditional	Synthetic	Subtotal	Traditional	Synthetic	Subtotal
Million euros	STS	Non-STS	STS	Non-STS	STS	Non-STS
Total	4	4	124	124
Retail (total)	4	4	124	124
Residential mortgages	1	1	86	86
Credit card
Other retail exposures	3	3	38	38
Resecuritisation
Wholesales (total)
Loans to corporates
Commercial mortgage
Finance leases and receivables
Other wholesale exposures
Resecuritisation

Table43

Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as originator or as sponsor (SEC3)
30th Jun. 2021
Exposure values (by RW bands/deductions)	Exposure values (by regulatory approach)	RWEA (by regulatory approach)	RWEA (by regulatory approach)
Million euros	<= 20%	> 20% to 50%	> 50% to 100%	> 100% to 1250%	1250% RW/ deductions	SEC-IRBA	SEC-ERBA (including IAA)	SEC-SA	1250%/ deductions	SEC-IRBA	SEC-ERBA (including IAA)	SEC-SA	1250%/ deductions	SEC-IRBA	SEC-ERBA (including IAA)	SEC-SA	1250%/ deductions
Total exposure	13,962	9,203	- 0	306	82	20,349	816	2,306	82	3,794	526	370	- 0	304	41	29	- 0
Traditional securitisation	236	685	- 0	- 0	11	704	218	- 0	11	167	83	- 0	- 0	13	6	- 0	- 0
Securitisation	236	685	- 0	- 0	11	704	218	- 0	11	167	83	- 0	- 0	13	6	- 0	- 0
Retail underlying	236	685	- 0	- 0	11	704	218	- 0	11	167	83	- 0	- 0	13	6	- 0	- 0
Of which STS	26	5	- 0	- 0	4	30	2	- 0	4	3	1	- 0	- 0	0	0	- 0	- 0
Wholesale	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Of which STS	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Re-securitisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Synthetic securitisation	13,726	8,518	- 0	306	71	19,646	598	2,306	71	3,627	443	370	- 0	290	35	29	- 0
Securitisation	13,726	8,518	- 0	306	71	19,646	598	2,306	71	3,627	443	370	- 0	290	35	29	- 0
Of which, retail underlying	2,566	414	- 0	14	27	2,423	306	264	27	402	71	40	- 0	32	5	2	- 0
Of which, wholesale underlying	11,160	8,104	- 0	292	44	17,222	292	2,042	44	3,225	372	330	- 0	258	30	26	- 0
Of which, resecuritisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Note: RWA do not include tranches that have a risk weight of 1250% due to they are deducted from Common Equity Tier 1.
Fully CRR phased-in IFRS9

Table44

Securitisation exposures in the non-trading book and associated regulatory capital requirements - institution acting as investor (SEC4)
30th Jun. 2021
Million euros	Exposure values (by RW bands/deductions)	Exposure values (by regulatory approach)	RWEA (by regulatory approach)	RWEA (by regulatory approach)
<= 20%	> 20% to 50%	> 50% to 100%	> 100% to 1250%	1250% RW/ deductions	SEC-IRBA	SEC-ERBA (including IAA)	SEC-SA	1250%/ deductions	SEC-IRBA	SEC-ERBA (including IAA)	SEC-SA	1250%/ deductions	SEC-IRBA	SEC-ERBA (including IAA)	SEC-SA	1250%/ deductions
Total exposure	10,610	2,064	421	242	4	- 0	2,090	11,247	4	- 0	892	1,900	- 0	- 0	71	152	- 0
Traditional securitisation	10,610	2,064	421	242	4	- 0	2,090	11,247	4	- 0	892	1,900	- 0	- 0	71	152	- 0
Securitisation	10,610	2,064	421	242	4	- 0	2,090	11,247	4	- 0	892	1,900	- 0	- 0	71	152	- 0
Retail underlying	6,933	10	170	120	4	- 0	1,181	6,052	4	- 0	420	958	- 0	- 0	34	77	- 0
Of which STS	774	- 0	57	- 0	- 0	- 0	572	259	- 0	- 0	101	26	- 0	- 0	8	2	- 0
Wholesale	3,677	2,054	252	122	0	- 0	909	5,195	0	- 0	472	942	- 0	- 0	38	75	- 0
Of which STS	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Re-securitisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Synthetic securitisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Securitisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Of which, retail underlying	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Of which, wholesale underlying	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Of which, resecuritisation	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0	- 0
Fully CRR phased-in IFRS9

Table45

Exposures securitised by the institution - Exposures in default and specific credit risk adjustments (SEC5)
30th Jun. 2021
Exposures securitised by the institution - Institution acts as originator or as sponsor
Total outstanding nominal amount	Total amount of specific credit risk adjustments made during the period
Of which exposures in default
Million euros
Total exposures	110,112	2,052	146.6
Retail (total)	81,695	970	91.5
residential mortgage	19,533	520	21.5
credit card	0	0	0.0
other retail exposures	62,163	450	70.0
re-securitisation	0	0	0.0
Wholesale (total)	28,417	1,081	55.0
loans to corporates	13,713	252	21.8
commercial mortgage	562	28	-1.1
lease and receivables	871	1	-0.2
other wholesale	13,271	801	34.5
re-securitisation	0	0	0.0
CRR Fully phased-in IFRS9

Table46

Market risk under the standardised approach (MR1)
30th Jun. 2021
Million euros	RWEAs
Outright products
Interest rate risk (general and specific)	1,818
Equity risk (general and specific)	410
Foreign exchange risk	3,455
Commodity risk	809
Options
Simplified approach	- 0
Delta-plus method	157
Scenario approach	- 0
Securitisation (specific risk)	19
Total	6,667

Table47

Market risk under the internal Model Approach IMA (MR2-A)
30th Jun. 2021
Million euros	RWA	Capital requirements
VaR (higher of values a and b)	2,361	189
(a) Previous day's VaR (Article 365(1) of the CRR (VaRt-1))	1,485	119
(b) Average of the daily VaR (Article 365(1)) of the CRR on each of the preceding 60 business days (VaRavg) x multiplication factor (mc) in accordance with Article 366 of the CRR	2,361	189
SVaR (higher of values a and b)	5,973	478
(a) Latest SVaR (Article 365(2) of the CRR (SVaRt-1))	2,193	175
(b) Average of the SVaR (Article 365(2) of the CRR) during the preceding 60 business days (SVaRavg) x multiplication factor (ms) (Article 366 of the CRR)	5,973	478
IRC (higher of values a and b)	4,513	361
(a) Most recent IRC value (incremental default and migration risks calculated in accordance with Article 370 and Article 371 of the CRR)	1,900	152
(b) Average of the IRC number over the preceding 12 weeks	4,513	361
Comprehensive risk measure (higher of values a, b and c)	0	0
(a) Most recent risk number for the correlation trading portfolio (Article 377 of the CRR)	0	0
(b) Average of the risk number for the correlation trading portfolio over the preceding 12 weeks	0	0
(c) 8% of the own funds requirement in the standardised approach on the most recent risk number for the correlation trading portfolio (Article 338(4) of the CRR)	0	0
Other*	1,379	110
Total	14,226	1,138
* Other includes Risks not in Model not included in Var or Svar

Table48

RWA flow statements of market risk exposures under the IMA (MR2-B)
30th Jun. 2021
Million euros	VaR	SVaR	IRC	Comprehensive risk measure	Other*	Total RWAs	Total capital requirements
RWA Dec. 2020	3,047	6,767	2,928	194	12,936	1,035
Regulatory adjustment	2,418	5,465	1,639	0	9,523	0
RWAs at the previous quarter-end (end of the day)	629	1,301	1,288	194	3,413	1,035
Movement in risk levels	-686	-794	1,586	1,184	1,290	103
Model updates/changes
Methodology and policy
Acquisitions and disposals
Foreign exchange movements
Other
RWAs at the end of the reporting period (end of the day)	1,485	2,193	1,900	1,379	6,956	556
Regulatory adjustment	877	3,780	2,613	0	7,270	582
RWA Jun. 2021	2,361	5,973	4,513	1,379	14,226	1,138
* Other includes Risks not in Model not included in Var or Svar

Table49

IMA values for trading portfolios (MR3)
Million euros
Spain	Jun-21	2020	Variation	Chile	CHILE	Jun-21	2020	Variation
Var (10 days - 99%)	Var (10 días - 99%)	Comment	Santander does not hold CTP positionsunder IMA in the trading book
1	Maximum	32	114	-72%	1	Máximo	14	36	-62%
2	Average	24	29	-19%	2	Media	8	11	-34%
3	Minimum	16	15	2%	3	Mínimo	4	5	-18%
4	End of period	26	27	-4%	4	Cierre del periodo	4	7	-36%
Stressed VaR (10 days - 99%)	Stressed VaR (10 días - 99%)
5	Maximum	90	110	-18%	5	Máximo	28	38	-28%
6	Average	70	74	-4%	6	Media	15	25	-41%
7	Minimum	53	53	0%	7	Mínimo	8	10	-19%
8	End of period	74	62	19%	8	Cierre del periodo	11	11	-1%
Incremental Risk Charge (99.9%)	Incremental Risk Charge (99.9%)
9	Maximum	155	159	-3%	9	Máximo	16	10	52%
10	Average	112	106	6%	10	Media	6	3	71%
11	Minimum	58	58	0%	11	Mínimo	1	0	609%
12	End of period	141	98	44%	12	Cierre del periodo	10	1	583%
Comprehensive risk measure (99.9%)	Medición riesgo global (99.9%)
13	Maximum	13	Máximo
14	Average	14	Media
15	Minimum	15	Mínimo
16	End of period	16	Cierre del periodo
Figures do not include Risks not in model	Figures do not include Risks not in model
Santander London Branch	Jun-21	2020	Variation	México	Jun-21	2020	Variation
Var (10 days - 99%)	Var (10 días - 99%)
1	Maximum	18	27	-33%	1	Máximo	25	45	-44%
2	Average	9	10	-5%	2	Media	13	21	-37%
3	Minimum	6	4	61%	3	Mínimo	4	8	-55%
4	End of period	12	7	57%	4	Cierre del periodo	22	10	130%
Stressed VaR (10 days - 99%)	Stressed VaR (10 días - 99%)
5	Maximum	28	28	-1%	5	Máximo	42	42	0%
6	Average	18	19	-7%	6	Media	20	26	-22%
7	Minimum	13	13	0%	7	Mínimo	6	13	-49%
8	End of period	20	18	10%	8	Cierre del periodo	15	13	19%
Incremental Risk Charge (99.9%)	Incremental Risk Charge (99.9%)
9	Maximum	67	27	150%	9	Máximo	7	21	-66%
10	Average	13	4	235%	10	Media	3	3	-14%
11	Minimum	0	0	527%	11	Mínimo	0	0	0%
12	End of period	0	2	-84%	12	Cierre del periodo	1	2	-46%
Comprehensive risk measure (99.9%)	Medición riesgo global (99.9%)
13	Maximum	13	Máximo
14	Average	14	Media
15	Minimum	15	Mínimo
16	End of period	16	Cierre del periodo
Figures do not include Risks not in model	Figures do not include Risks not in model

Table50

Comparison of VaR estimates with gains/losses (MR4)

Table51

Summary reconciliation of accounting assets and leverage ratio exposures (LR1 - LRSum)
Million euros	30th Jun. 2021
Total assets as per published financial statements	1,568,638
Adjustment for entities which are consolidated for accounting purposes but are outside the scope of prudential consolidation	-14,573
(Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference)	-9,372
(Adjustment for temporary exemption of exposures to central banks (if applicable))	-55,545
(Adjustment for fiduciary assets recognised on the balance sheet pursuant to the applicable accounting framework but excluded from the total exposure measure in accordance with point (i) of Article 429a(1) CRR)	0
Adjustment for regular-way purchases and sales of financial assets subject to trade date accounting	-1,331
Adjustment for eligible cash pooling transactions	0
Adjustments for derivative financial instruments	-34,667
Adjustment for securities financing transactions (SFTs)	2,420
Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures)	120,521
(Adjustment for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital)	0
(Adjustment for exposures excluded from total exposure measure in accordance with point (c ) of Article 429a(1) CRR)	0
(Adjustment for exposures excluded from total exposure measure in accordance with point (j) of Article 429a(1) CRR)	0
Other adjustments	-30,908
Total exposure measure	1,545,183
CRR Fully phased-in IFRS9

Table52

Leverage ratio common disclosure (LR2- LRCom)
Million euros	30th Jun. 2021	31st Mar. 2021
On-balance sheet exposures (excluding derivatives and SFTs)
On-balance sheet items (excluding derivatives, SFTs, but including collateral)*	1,363,038	1,333,892
Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the applicable accounting framework	0	0
(Deductions of receivables assets for cash variation margin provided in derivatives transactions)	-13,786	-8,194
(Adjustment for securities received under securities financing transactions that are recognised as an asset)	0	0
(General credit risk adjustments to on-balance sheet items)	0	0
(Asset amounts deducted in determining Tier 1 capital)	-17,122	-18,589
Total on-balance sheet exposures (excluding derivatives and SFTs)	1,332,130	1,307,109
Derivative exposures
Replacement cost associated with SA-CCR derivatives transactions (ie net of eligible cash variation margin)	525	11,315
Derogation for derivatives: replacement costs contribution under the simplified standardised approach	0	0
Add-on amounts for potential future exposure associated with SA-CCR derivatives transactions	20,799	25,479
Derogation for derivatives: Potential future exposure contribution under the simplified standardised approach	0	0
Exposure determined under Original Exposure Method	0	0
(Exempted CCP leg of client-cleared trade exposures) (SA-CCR)	0	-2,141
(Exempted CCP leg of client-cleared trade exposures) (simplified standardised approach)	0	-1,197
(Exempted CCP leg of client-cleared trade exposures) (original exposure method)	0	0
Adjusted effective notional amount of written credit derivatives	4,312	8,862
(Adjusted effective notional offsets and add-on deductions for written credit derivatives)	0	-5,763
Total derivatives exposures	25,637	36,554
Securities financing transaction (SFT) exposures
Gross SFT assets (with no recognition of netting), after adjustment for sales accounting transactions	77,305	76,753
(Netted amounts of cash payables and cash receivables of gross SFT assets)	0	0
Counterparty credit risk exposure for SFT assets	2,420	2,772
Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR	0	0
Agent transaction exposures	0	0
(Exempted CCP leg of client-cleared SFT exposure)	0	0
Total securities financing transaction exposures	79,725	79,525
Other off-balance sheet exposures
Off-balance sheet exposures at gross notional amount	325,857	330,935
(Adjustments for conversion to credit equivalent amounts)	-218,165	-205,334
(General provisions deducted in determining Tier 1 capital and specific provisions associated with off-balance sheet exposures)	0	0
Off-balance sheet exposures	107,692	125,601
Excluded exposures
(Exposures excluded from the leverage ratio total exposure measure in accordance with point (c ) of Article 429a(1) CRR)	0	0
(Exposures exempted in accordance with point (j) of Article 429a (1) CRR (on and off balance sheet))	0	0
(-) Excluded exposures of public development banks - Public sector investments	0	0
(Excluded exposures of public development banks (or units) - Promotional loans): - Promotional loans granted by a public development credit institution - Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution)	0	0
( Excluded passing-through promotional loan exposures by non-public development banks (or units): - Promotional loans granted by a public development credit institution - Promotional loans granted by an entity directly set up by the central government, regional governments or local authorities of a Member State - Promotional loans granted by an entity set up by the central government, regional governments or local authorities of a Member State through an intermediate credit institution)	0	0
(Excluded guaranteed parts of exposures arising from export credits )	0	0
(Excluded excess collateral deposited at triparty agents )	0	0
(Excluded CSD related services of CSD/institutions in accordance with point (o) of Article 429a(1) CRR)	0	0
(Excluded CSD related services of designated institutions in accordance with point (p) of Article 429a(1) CRR)	0	0
(Reduction of the exposure value of pre-financing or intermediate loans )	0	0
(Total exempted exposures)	0	0
Capital and total exposure measure
Tier 1 capital	79,973	78,731
Total exposure measure	1,545,183	1,548,789
Leverage ratio
Leverage ratio	5.18%	5.08%
Leverage ratio (excluding the impact of the exemption of public sector investments and promotional loans) (%)	5.18%	5.08%
Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)	5.00%	4.88%
Regulatory minimum leverage ratio requirement (%)	3%	0%
Additional own funds requirements to address the risk of excessive leverage (%)	0%	0%
of which: to be made up of CET1 capital (percentage points)	0%	0%
Leverage ratio buffer requirement (%)	0%	0%
Overall leverage ratio requirement (%)	3%	0%
Choice on transitional arrangements and relevant exposures
Choice on transitional arrangements for the definition of the capital measure	Transitional	Transitional
Disclosure of mean values
Mean value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables	68,692	76,753
Quarter-end value of gross SFT assets, after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables	77,305	76,753
Total exposure measure(including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	1,536,571	1,548,789
Total exposure measure (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	1,592,116	1,613,109
Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	5.20%	5.08%
Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves) incorporating mean values from row 28 of gross SFT assets (after adjustment for sale accounting transactions and netted of amounts of associated cash payables and cash receivables)	5.02%	4.88%
Notes
Tier 1 Capital - transitional definition
Total Leverage Ratio exposure - using a transitional definition of Tier 1 capital
In row 1 mapping has been corrected to: {C 47.00, r0190, c0010} + {C 47.00, r0185, c0010} + {C 47.00, r0186, c0010} + {C 47.00, r0187, c0010} + {C 47.00, r0188, c0010} + {C 47.00, r0189, c0010} + {C 47.00, r0193, c0010} + {C 47.00, r0194, c0010} + {C 47.00, r0195, c0010} + {C 47.00, r0196, c0010} + {C 47.00, r0197, c0010} + {C 47.00, r0198, c0010} + {C 47.00, r0220, c0010} + {C 47.00, r0240, c0010} +{C 47.00, r0254, c0010} + {C 47.00, r0255, c0010}

Table53

Split-up of on balance sheet exposures (excluding derivatives, SFTs and exempted exposures) (LRSpl-LR3)
Million euros	30th Jun. 2021
CRR leverage ratio exposures
Total on-balance sheet exposures (excluding derivatives, SFTs, and exempted exposures), of which:	1,349,252
Trading book exposures	47,912
Banking book exposures, of which:	1,301,339
Covered bonds	1,640
Exposures treated as sovereigns	295,683
Exposures to regional governments, MDB, international organisations and PSE not treated as sovereigns	3,019
Institutions	42,595
Secured by mortgages of immovable properties	343,422
Retail exposures	239,163
Corporate	192,601
Exposures in default	27,838
Other exposures (eg equity, securitisations, and other non-credit obligation assets)	155,379
Fully phased-in IFRS9

Table54

Quantitative information of LCR (LIQ1)
Scope of consolidation (consolidated)	Total unweighted value (average)	Total weighted value (average)
Currency and units (Million euros)
Quarter ending on (DD Month YYY)	30 June 2021	31 March 2021	31 December 2020	30 September 2020	30 June 2021	31 March 2021	31 December 2020	30 September 2020
Number of data points used in the calculation of averages	12	12	12	12	12	12	12	12
HIGH-QUALITY LIQUID ASSETS
Total high-quality liquid assets (HQLA), after application of haircuts in line with Article 9 of regulation (EU) 2015/61	270	265	251	240
CASH - OUTFLOWS
retail deposits and deposits from small business customers, of which:	539	529	523	521	38	38	37	37
Stable deposits	323	315	305	298	16	16	15	15
Less stable deposits	191	188	188	188	22	22	22	22
Unsecured wholesale funding	229	225	220	215	107	104	102	100
Operational deposits (all counterparties) and deposits in networks of cooperative banks	53	56	57	59	12	13	13	14
Non-operational deposits (all counterparties)	170	162	155	148	88	84	81	78
Unsecured debt	7	7	8	8	7	7	8	8
Secured wholesale funding	5	5	5	5
Additional requirements	199	199	196	196	42	43	44	43
Outflows related to derivative exposures and other collateral requirements	21	22	23	22	21	22	23	22
Outflows related to loss of funding on debt products	2	2	2	2	2	2	2	2
Credit and liquidity facilities	176	174	172	172	20	19	19	19
Other contractual funding obligations	11	10	11	10	11	10	10	10
Other contingent funding obligations	118	114	111	107	7	7	7	7
TOTAL CASH OUTFLOWS	211	207	205	202
CASH - INFLOWS
Secured lending (e.g. reverse repos)	41	44	44	45	2	2	2	2
Inflows from fully performing exposures	52	52	53	55	36	36	36	36
Other cash inflows	15	14	15	16	12	12	13	13
(Difference between total weighted inflows and total weighted outflows arising from transactions in third countries where there are transfer restrictions or which are denominated in non-convertible currencies)	0	0	0	0	0	0	0	0
(Excess inflows from a related specialised credit institution)	0	0	0	0	0	0	0	0
TOTAL CASH INFLOWS	108	110	112	115	50	49	50	51
Fully exempt inflows	0	0	0	0	0	0	0	0
Inflows subject to 90% cap	0	0	0	0	0	0	0	0
Inflows subject to 75% cap	104	107	109	112	50	49	50	51
TOTAL ADJUSTED VALUE
LIQUIDITY BUFFER	270	265	251	240
TOTAL NET CASH OUTFLOWS	161	157	155	151
LIQUIDITY COVERAGE RATIO	168%	168%	162%	158%

Table55

Qualitative information on LCR, complementing LIQ1 (LIQB)
in accordance with Article 451a(2) CRR
Row number	Qualitative information - Free format
(a)	Explanations on the main drivers of LCR results and the evolution of the contribution of inputs to the LCR's calculation over time	The Group LCR in June 2021 was 163,75%, comfortably exceeding the internal and regulatory requirements. Key to this levels was the size of the HQLA buffers upheld by all subsidiaries. Group´s strong stable retail deposits base and low dependence on short-term funding make the movements in the commercial gap and the issuances maturities as key drivers of the LCR.
(b)	Explanations on the changes in the LCR over time	The evolution of the Group's LCR showed an upward trend in first half of 2020 and remained quite stable since then with a moderate reduction driven by optimization initiatives carried out mainly in the Parent Company. This improvement has been generalized in almost all geographies. Compared with 2020 year-end, levels for both ratios have not substantially changed during the first half of 2021.
(c)	Explanations on the actual concentration of funding sources	Achieving a diversified funding base is a key element of Santander's liquidity risk management. The principle of prudence states that the Board expects subsidiaries to provide effective diversification in the sources, products and funding tenors while limiting the recourse to short-term wholesale funds. The Group has a set of additional metrics in order to identify and monitor those counterparties that are of such significance that withdrawal of the funding they are providing to the entity could trigger liquidity problems. At the end of 2020 and first half of 2021, the Group levels of concentration risk were within management limits, ensuring diversity of wholesale funding at subsidiary level.
(d)	High-level description of the composition of the institution`s liquidity buffer.	The Group buffer is mainly composed by Level 1 assets: cash and sovereign debt, well diversified between different issuers. Additionally to the regulatory buffer, the Group has an internal buffer with a set of unencumbered liquid resources that are available for immediate use as collateral to obtain additional funding.
(e)	Derivative exposures and potential collateral calls	Other contingent exposures are limited as (i) the derivatives position is covered by collateral, and (ii) credit and liquidity lines are monitored daily with a limited impact.
(f)	Currency mismatch in the LCR	Regarding the composition by currency, the units present a consistent position between buffer composition and net outflows. Occasionally some units in Latino America present higher positions on USD buffers in order to optimize the position while ensuring strong currency convertibility.
(g)	Other items in the LCR calculation that are not captured in the LCR disclosure template but that the institution considers relevant for its liquidity profile	There are no other relevant items in the LCR calculation not captured in the LCR disclosure template

Table56

Net Stable Funding Ratio (LIQ2)
ASF
Million euros	30th Jun. 2021
(in currency amount)	Unweighted value by residual maturity	Weighted value
No maturity	< 6 months	6 months to < 1yr	≥ 1yr
Capital items and instruments	95,587	0	0	12,943	108,530
Own funds	95,587	0	0	12,936	108,523
Other capital instruments	0	0	7	7
Retail deposits	548,223	5,970	7,995	524,451
Stable deposits	350,681	2,977	4,246	340,221
Less stable deposits	197,542	2,993	3,749	184,230
Wholesale funding:	385,780	43,304	301,197	432,686
Operational deposits	33,952	0	0	1,087
Other wholesale funding	351,828	43,304	301,197	431,599
Interdependent liabilities	0	0	0	0
Other liabilities:	8,005	70,425	1,921	17,949	18,287
NSFR derivative liabilities	8,005
All other liabilities and capital instruments not included in the above categories	70,425	1,921	17,949	18,287
Total available stable funding (ASF)	1,083,953
RSF
Million euros	30th Jun. 2021
(in currency amount)	Unweighted value by residual maturity	Weighted value
No maturity	< 6 months	6 months to < 1yr	≥ 1yr
Total high-quality liquid assets (HQLA)	24,716
Assets encumbered for more than 12m in cover pool	1	2,013	58,557	51,485
Deposits held at other financial institutions for operational purposes	5,658	0	0	2,829
Performing loans and securities:	220,790	74,509	665,050	649,622
Performing securities financing transactions with financial customerscollateralised by Level 1 HQLA subject to 0% haircut	49,056	6,821	4,453	8,279
Performing securities financing transactions with financial customer collateralised by other assets and loans and advances to financial institutions	24,034	1,584	20,331	23,410
Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, and PSEs, of which:	108,847	58,002	341,725	591,405
With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk	10,405	4,257	34,114	223,556
Performing residential mortgages, of which:	6,258	2,390	277,358	0
With a risk weight of less than or equal to 35% under the Basel II Standardised Approach for credit risk	3,989	2,102	267,101	0
Other loans and securities that are not in default and do not qualify as HQLA, including exchange-traded equities and trade finance on-balance sheet products	32,595	5,712	21,183	26,528
Interdependent assets	0	0	0	0
Other assets:	65,533	848	124,081	136,304
Physical traded commodities	5	4
Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs	210	0	8,453	7,363
NSFR derivative assets	9,458	1,453
NSFR derivative liabilities before deduction of variation margin posted	26,356	1,318
All other assets not included in the above categories	29,510	848	115,624	126,166
Off-balance sheet items	206,842	13,280	84,630	9,985
Total RSF	874,940
NSFR	30th Jun. 2021
Million euros	Weighted value
Net Stable Funding Ratio (%)	124%

Table57

Capital instruments main features template. June 2021

Million euros

1

Issuer

Banco Santander, S.A.

Banco Santander, S.A.

Santander UK Group Holdings plc

Santander UK Group Holdings plc

Banco Santander, S.A.

Banco Santander, S.A.

Santander UK plc

Santander UK plc

Santander UK plc

Banca PSA Italia S.p.A

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander Totta, S.A.

Santander Bank Polska S.A.

Santander Bank Polska S.A.

Santander Bank Polska S.A.

Santander Bank Polska S.A.

PSA Banque France

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Santander UK Group Holdings plc

Santander UK Group Holdings plc

Santander UK plc

Santander UK plc

Santander UK plc

Santander UK plc

Santander UK plc

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander, S.A.

PSA Bank Deutschland GmbH

PSA Bank Deutschland GmbH

PSA Bank Deutschland GmbH

PSA Bank Deutschland GmbH

Banca PSA Italia S.p.A

Santander Mexico

Banco Santander.SA

Banco Santander Chile

Banco Santander Chile

Banco Santander Chile

Banco Santander.SA

Banco Santander.SA

PSA Financial Services, Spain, EFC, SA

Grupo Alliance&Leicester

Banco Santander.SA

Banco Santander.SA

2

Unique identifier (ex CUSIP, ISIN or Bloomberg identifier for private placement)

XS1692931121

XS1602466424

XS1244538523

XS1592884123

XS0202197694

XS0307728146

GB0000064393

GB0000044221

XS0124569566

n/p

XS1638160678

XS1638817301

PTBSREOM0028

n/p

PLBZ00000226

XS0531310182

PLBZ00000275

n/p

XS1201001572

XS1384064587

US05971KAA79

XS1502528570

XS1523197892

XS1489761392

XS0307473214

XS1492669509

XS1539846896

XS1524576342

XS1473878905

XS1423724522

XS0309495959

XS1548444816

XS1585005314

US80281LAA35 XS1291333760

US80281LAB18 XS1291352711

XS0989359756 US80283LAA17

US002920AC09

XS0060837068

XS0103012893

XS0117973429

XS1767931121

XS1793250041

USTD-M0301

USTD-X1107

USTD-Z1207

USTDG10508

USTDG20908

USTDG40710

USTDG30710

USTDG50411

USTDH10411

XS1951093894

n/p

n/p

n/p

n/p

n/p

USP1507SAG23

XS2102912966

USTDH20914

USTDH20914

USTDW20320

XS2247936342

US05971KAG40

n/p

XS0133956168

US05971KAH23

XS2342620924

3

Regulatory Treatment

Spanish law

Spanish law

English law

English law

Spanish law

Spanish law

English law

English law

English law

Italian law

English/Spanish law

English/Spanish law

Portuguese law

English law

Polish law

English/Polish law

Polish law

English/Spanish law

English/Spanish law

English/Spanish law

New York/Spanish law

English/Spanish law

English/Spanish law

English/Spanish law

English law

English/Spanish law

English/Spanish law

English/Spanish law

English/Spanish law

English/Spanish law

English/Spanish law

English/Spanish law

English/Spanish law

English law

English law

English law

New York law

English law

English law

English law

English/Spanish law

Spanish law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Spanish law

German law

German law

German law

German law

Italian law

New York law

Spanish law

Chile General Banking Law

Chile General Banking Law

Chile General Banking Law

Spanish law

Spanish/American law

Spanish law

English law

Spanish/American law

Spanish/American law

Governing law(s) of the instrument

4

Transitional CRR rules

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Additional Tier 1 capital

Additional Tier 1 capital

5

Post-transitional CRR rules

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Non Admissible

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Non admisible

Tier 2 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Additional Tier 1 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Additional Tier 1 capital

Additional Tier 1 capital

6

Eligible at solo/(sub-)consolidated/ solo&(sub-)consolidated

Solo and Consolidated

Solo and Consolidated

Consolidated

Consolidated

Solo and Consolidated

Solo and Consolidated

Solo and Consolidated

Solo and Consolidated

Solo and Consolidated

Solo, subconsolidated and Consolidated

Solo and Consolidated

Solo and Consolidated

Solo and Consolidated

Solo and Consolidated

Solo and Consolidated

Solo and consolidated

Solo and consolidated

Solo, subconsolidated and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Consolidado

Consolidado

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo, subconsolidated and consolidated

Solo, subconsolidated and consolidated

Solo, subconsolidated and consolidated

Solo, subconsolidated and consolidated

Solo, subconsolidated and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo and consolidated

Solo, subconsolidated and consolidated

Solo and Consolidated

Solo and Consolidated

Solo and Consolidated

7

Instrument type (types to be specified by each jurisdiction)

Contingent convertibles

Contingent convertibles

Additional Tier 1 capital

Additional Tier 1 capital

Preferred

Preferred

Preferred

Preferred

Preferred

Subordinated

Subordinated

Subordinated

Subordinated

Tier 2 capital

Tier 2 capital

Tier 2 capital

Tier 2 capital

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Contingente Convertibles

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Contingent convertibles

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Contingent convertibles

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Subordinated

Contingent convertibles

Contingent convertibles

8

Amount recognised in regulatory capital (Currency in million, as of most recent reporting date)

1,000

749

757

583

144

6

159

29

50

23

50

46

8

137

120

83

221

78

1,130

1,430

1,125

253

169

118

21

60

38

42

39

38

5

999

50

522

337

257

187

156

34

36

1,250

1,499

178

70

39

97

113

107

104

143

142

1,010

15

3

21

2

11

274

1,500

103

103

232

998

1,265

20

12

843

750

9

Nominal amount of instrument

1000 EUR

750 EUR

750 GBP

500 GBP

300 EUR

250 GBP

200 GBP

125 GBP

300 GBP

22,5 EUR

50 EUR

50 CHF

7,599 EUR

137,1 EUR

120 EUR

100 EUR

1000 PLN

77,5 EUR

1500 EUR

1500 EUR

1500 USD

300 USD

200 USD

140 USD

114 EUR

60 EUR

50 EUR

50 USD

5100 JPY

5000 JPY

25 EUR

1000 EUR

50 EUR

1000 USD

500 USD

1500 USD

1000 USD

200 GBP

150 GBP

275 GBP

1250 EUR

1500 EUR

153381,394310098 CLP

60531,2619532101 CLP

33607,7701235052 CLP

83953,3680648251 CLP

97553,7079461462 CLP

92038,1888469466 CLP

90099,9866390041 CLP

123017,795519377 CLP

122645,817644503 CLP

1200 USD

14,5 EUR

2,5 EUR

20,5 EUR

2 EUR

11 EUR

1300 USD

1500 EUR

89129,5176542749 CLP

89129,5176542749 CLP

200151,616818458 CLP

1000 EUR

1500 USD

20 EUR

150 GBP

1000 USD

750 EUR

9a

Issue price

100%

100%

100%

100%

100%

100%

100m @ 101.52%

102%

100.00%

100%

100%

100%

100%

100%

100%

100%

100% of nominal value

100%

100%

1

100%

100%

100%

100%

100%

100%

100%

98.85%

100%

100%

100%

100%

100%

100%

1

99.68%

99.63%

100.43%

99.56%

175m @ 97,712% 100m @ 109,744%

99.55%

100%

106%

100.080%

36.720%

89.80%

99.33%

102.65%

99.87%

102.21%

101.41%

100%

100.08%

100.08%

100.08%

100.08%

100.08%

100%

100%

100.230%

101%

136%

99.75%

100%

100.08%

98.88%

100.00%

100.00%

9b

Redemption price

100%

100%

100% (call)

100% (call)

100%

100%

n/p

n/p

100% (call)

100%

100%

100%

100%

100%

100%

100%

100% of nominal value

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

1

100% (call)

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100%

100.08%

100.08%

100.08%

100.08%

100%

100%

100%

100%

100%

100%

100%

100.08%

100%

100.00%

100%

10

Accounting classification

Liability - amortised cost

Liability - amortised cost

Shareholders Equity

Shareholders Equity

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Shareholders Equity

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

Liability - amortised cost

11

Original date of issuance

29.09.2017

25.04.2017

10.06.2015

10.04.2017

30.09.2004

10.07.2007

23.10.1995

09.06.1997

14.02.2001

13.12.2017

05.07.2017

05.07.2017

06.10.2016

22.05.2017

02.12.2016

05.08.2010

05.04.2018

15.12.2017

18.03.2015

04.04.2016

19.11.2015

19.10.2016

30.11.2016

20.09.2016

06.07.2007

01.12.2016

29.12.2016

02.12.2016

23.08.2016

08.06.2016

20.07.2007

19.01.2017

24.03.2017

15.09.2015

15.09.2015

07.11.2013

26.10.1999

23.10.1995

21.10.1999

28.09.2000

08.02.2018

19.03.2018

08.09.2006

01.12.2007

01.12.2007

01.07.2008

01.06.2010

01.08.2010

01.03.2011

01.08.2011

13.12.2013

08.02.2019

18.12.2018

18.12.2018

24.10.2019

24.10.2019

22.11.2019

01.10.2018

14.01.2020

01.09.2014

01.09.2014

01.03.2020

22.10.2020

03.12.2020

28.12.2020

14/08/2001

12/05/2021

12/05/2021

12

Perpetual or dated

Perpetual

Perpetual

Perpetual

Perpetual

Perpetual

Perpetual

Perpetual

Perpetual

Perpetual

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Perpetual

Dated

Perpetual

Dated

Perpetual

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Dated

Perpetual

Dated

Dated

Dated

Dated

Dated

Dated

Perpetual

Dated

Dated

Dated

Dated

Dated

Vencimiento establecido

Dated

Perpetual

Perpetual

13

Original maturity date

No maturity

No maturity

No maturity

No maturity

No maturity

No maturity

No maturity

No maturity

No maturity

13.12.2027

5/07/2027

5/07/2027

6/10/2026

22/05/2027

3/12/2026

5/08/2025

5/04/2028

15/12/2027

18/03/2025

4/04/2026

19/11/2025

19/10/2026

30/11/2026

20/09/2026

6/07/2022

1/12/2026

29/03/2025

2/12/2026

23/08/2026

8/06/2026

20/07/2022

19/01/2027

24/03/2029

15/09/2025

15/09/2045

7/11/2023

26/10/2029

No maturity

21/10/2030

No maturity

8/02/2028

No maturity

1/09/2026

2/11/2032

1/12/2032

2/05/2033

1/03/2038

1/07/2040

1/07/2035

1/04/2031

1/04/2041

No maturity

18/12/2028

18/12/2028

24/10/2029

24/10/2029

22/11/2029

1/10/2028

No maturity

1/09/2034

1/09/2039

1/09/2035

22/10/2030

3/12/2030

28/12/2030

14/08/2031

No maturity

No maturity

14

Issuer call subject to prior supervisory approval

Yes

Yes

Yes

Yes

Yes

Yes

No

No

Yes

Yes

No

No

Yes

Yes

Yes

Yes

Yes

Yes

No

No

No

No

No

No

No

No

No

No

Yes

No

No

No

No

No

No

No

No

No

No

Yes

No

Yes

No

No

No

No

No

No

No

No

No

Yes

Sí

Sí

Sí

Sí

Sí

Sí

Yes

No

No

No

No

No

Sí

No

Yes

Yes

15

Optional call date, contingent call dates and redemption amount

29/09/2023

25/04/2022

24/06/2022

24/06/2024

30/09/2021

10/07/2021

n/p

n/p

14/02/2026

13/12/2022

n/p

n/p

En todo momento

5/22/22

12/3/21

5/08/2020

5/04/2023

15/12/2022

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

23/08/2021

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

9/28/30

n/p

3/19/25

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

2/8/24

12/18/23

12/18/23

10/24/24

10/24/24

11/22/24

10/1/23

1/14/26

n/p

n/p

n/p

n/p

n/p

28/12/2025

n/p

12/11/2026-12/05/2027

12/11/2027-12/05/2028

16

Subsequent call dates, if applicable

Quarterly

Quarterly

5 years

5 years

Semi-annually

Quarterly

n/p

n/p

Annually

n/p

n/p

n/p

n/p

each interest period, every 6 months (after five years)

each interest period, every 6 months

each interest period, every 3 months

each interest period, every 6 months (after five years)

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

5 years

n/p

Quarterly

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Quarterly

n/p

n/p

n/p

n/p

n/p

n/p

Quarterly

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Quarterly

Quarterly

Coupons & dividends

17

Fixed or floating dividend/coupon

Fixed to floating

Fixed to floating

Fixed to floating

Fixed to floating

Floating

Floating

Fixed

Fixed

Fixed to floating

Floating

Fixed

Fixed

Fixed

Floating

Floating

Floating

Floating

Floating

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Floating

De Fixed a Floating

De Fixed a Floating

Fixed

Fixed

Fixed

Floating

Fixed

De Fixed a Floating

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

De Fixed a Floating

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Floating

Floating

Floating

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Fixed

Floating

Fixed

Fixed

Fixed

18

Coupon rate and any related index

Y1-Y6: 5.25% / After: Mid-Swap 5 years + 4.999%

Y1-Y5: 6.75% / After: Mid-Swap 5 years + 6.803%

7.38%

6.75%

EURCMS10Y +0.05%

GBL3M +0.835%

10.38%

8.63%

7.04%

2.20% + 3 month Euribor payable quarterly

2.39%

1.55%

7.5% annually

above six-month EURIBOR for each interest period

above six-month EURIBOR for each interest period

above three-month EURIBOR for each interest period

above six-month WIBOR for each interest period

1.91% + 3 month Euribor payable quarterly

2.50%

3.25%

5.18%

4.75%

5.25%

4.65%

Max[((1+EURCMS10Y+0,04%)^(1/4)-1);0]

Y1-Y2: 4.35% / After: Max[1.75%,EURIBOR12M+0.,75%]

Y1-Y2: 4.46% / After: Max[1.75%,EURIBOR12M+0.75%]

5.25%

2.20%

1.94%

EURCMS10Y +0.05%

3.13%

Max [ 0.00% ; 6 months Euribor + 1.79% ]

4.75%

5.63%

5.00%

7.95%

10.06%

6.50%

7.13%

2.13%

4.75%

4.80%

4.00%

0.00%

3.90%

4.80%

3.90%

3.90%

3.90%

3.90%

7.50%

3.73%

3.73%

3 months Euribor + 2.20% per annum. Zero floor

3 months Euribor + 2.20% per annum. Zero floor

3 months Euribor + 2.54% per annum. Zero floor

Initial coupon rate is 5.95%. Initial coupon spread is 2.995%.

4.38%

3.00%

3.15%

3.50%

1.63%

2.75%

3 months Euribor + 2,24 % per annum. Zero floor

5.88%

4.75%

4.13%

19

Existence of a dividend stopper

No

No

No

No

Yes

Yes

Yes

Yes

Yes

No

No

No

No

Yes

No

Yes

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

20a

Fully discretionary, partially discretionary or mandatory (in terms of timing)

Fully discretionary

Fully discretionary

Fully discretionary

Fully discretionary

Partially discretionary

Partially discretionary

Partially discretionary

Partially discretionary

Partially discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Partially discretionary

n/p

Mandatory

Partially discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Partially discretionary

Partially discretionary

Mandatory

Partially discretionary

Mandatory

Fully discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Fully discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

n/p

Fully discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Fully discretionary

Fully discretionary

20b

Fully discretionary, partially discretionary or mandatory (in terms of amount)

Fully discretionary

Fully discretionary

Fully discretionary

Fully discretionary

Partially discretionary

Partially discretionary

Partially discretionary

Partially discretionary

Partially discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Partially discretionary

n/p

Mandatory

Partially discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Partially discretionary

Partially discretionary

Mandatory

Partially discretionary

Mandatory

Fully discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Fully discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

n/p

Fully discretionary

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Fully discretionary

Fully discretionary

21

Existence of step up or other incentive to redeem

No

No

No

No

No

No

No

No

Yes

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

Yes

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

22

Noncumulative or cumulative

Non-cumulative

Non-cumulative

Non-cumulative

Non-cumulative

Non-cumulative

Non-cumulative

Non-cumulative

Non-cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

n/p

n/p

Cumulative

n/p

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Non Cumulative

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Non Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

Cumulative

n/p

Non Cumulative

n/p

n/p

n/p

Cumulative

Cumulative

Cumulative

Cumulative

Nonncumulative

Nonncumulative

23

Convertible or non-convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Non-convertible

Non-convertible

Non-convertible

Non-convertible

Non-convertible

Non-convertible

Non-convertible

Non-convertible

Non-convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Non-convertible

Convertible

Non-convertible

Non-convertible

Non-convertible

Convertible

Convertible

Convertible

Convertible

Convertible

Convertible

24

If convertible, conversion trigger(s)

This instrument converts into ordinary shares when the Common Equity Tier 1 falls below 5.125% /Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

This instrument converts into ordinary shares when the Common Equity Tier 1 falls below 5.125%/Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Bail-in power by the relevant resolution authority (Italian Banking Act)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

If: (1)The Bonds shall be converted into a senior loan if: (i) there is a change in the regulatory classification of the Bonds that would be likely to result in their exclusion from the Issuer's own funds (as defined in the CRR) or reclassification as a lower quality form of own funds; or (2) Under BGF Act as defined in Terms and Conditions: 'Under the BGF Act, the Issuer's obligations under the Bonds may be subject to write-down or conversion on the terms set out in the BGF Act. By purchasing the Bonds, each Bondholder acknowledges the results of a decision the Bank Guarantee Fund may make on exercising its write-down or conversion powers with respect to the Bonds.'

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

Bail-in power by the relevant resolution authority (French law by Ordinance n° 2020-1636 dated 21 December 2020)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

This instrument converts into ordinary shares when the Common Equity Tier 1 of the issuer or the Group falls below 5.125%/Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

This instrument converts into ordinary shares when the Common Equity Tier 1 falls below 5.125% / Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority(Italian Banking Act)

n/p

This instrument converts into ordinary shares when the Common Equity Tier 1 falls below 5.125% / Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

n/p

n/p

n/p

Bail-in power by the relevant resolution authority (Ley 11/2015 y Real Decreto 1012/2015)

Bail-in power by the relevant resolution authority (Ley 11/2015 y Real Decreto 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1/2020)

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

This instrument converts into ordinary shares when the Common Equity Tier 1 falls below 5,125% / Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

This instrument converts into ordinary shares when the Common Equity Tier 1 falls below 5.125% / Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

25

If convertible, fully or partially

Always convert fully

Always convert fully

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

fully or partially

fully or partially

fully or partially

Always convert fully

fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Always fully

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Always fully

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

n/p

Always fully

n/p

n/p

n/p

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Always fully

Always fully

26

If convertible, conversion rate

The market price at the time of conversion, with a floor price of EUR 3.79/share, subject to adjustment in accordance with Condition 5.3 of the Instruments.

The market price at the time of conversion, with a floor price of EUR 3.621/share, subject to adjustment in accordance with Condition 5.3 of the Instruments.

n/p

n/p

n/p

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine during conversion

To determine during conversion

To determine during conversion

The Bonds shall be converted into a senior loan at the price level agreed by both Parties.

To determine during conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

Contractual:100% Statutary: To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

The market price at the time of conversion, with a floor price of EUR 3.60/share, subject to adjustment in accordance with Condition 5.3 of the Instruments.

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

The higher of (i) the market price of the share at the time of conversion; (ii) the nominal value of the share at the time of conversion; and (iii) the established floor price of USD 3.09. If at the time of conversion, the issuer's shares are not listed on the stock market, then the higher of (i) and (ii).

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

To determine in conversion

n/p

The higher of (i) the market price of the share at the time of conversion; (ii) the nominal value of the share at the time of conversion; and (iii) the established floor price of USD 3.09. If at the time of conversion, the issuer's shares are not listed on the stock market, then the higher of (i) and (ii).

n/p

n/p

n/p

To determine in conversion

To determine in conversion

To determine in conversion

To be determined at conversion

The higher of (i) the Market Price of the common shares at the time of conversion; (ii) the nominal value share at the time of conversion; and (iii) the Floor Price established at USD 2.555. If at the time of conversion, the issuer's shares were not listed, the higher value between (ii) and (iii).

The higher of (i) the Market Price of the common shares at the time of conversion; (ii) the nominal value share at the time of conversion; and (iii) the Floor Price established at USD 2,129. If at the time of conversion, the issuer's shares were not listed, the higher value between (ii) and (iii).

27

If convertible, mandatory or optional conversion

Mandatory

Mandatory

Mantadory after fulfilling several condisions

Mantadory after fulfilling several condisions

Mandatory

Mandatory

Mandatory after fulfilling several conditions

Mandatory after fulfilling several conditions

Mandatory after fulfilling several conditions

Mandatory

Mandatory

Mandatory

Mandatory after fulfilling several conditions

Mandatory

Mandatory after fulfilling several conditions

Mandatory after fulfillment of several conditions

Mandatory after fulfillment of several conditions

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory after fulfillment of several conditions

Mandatory after fulfillment of several conditions

Mandatory after fulfillment of several conditions

Mandatory after fulfillment of several conditions

Contractual: issuer option. Statutay: Mandatory after fullfillment of several conditions

Mandatory tras el cumplimiento de determinadas condiciones

Mandatory tras el cumplimiento de determinadas condiciones

Mandatory

Mandatory

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

Mandatory

n/p

Mandatory

n/p

n/p

n/p

Mandatory

Mandatory

Mandatory

Mandatory after fullfillment of certain conditions

Mandatory

Mandatory

28

If convertible, specify instrument type convertible into

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1 or other instruments

Common Equity Tier 1 or other instruments

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1 or other instruments

Common Equity Tier 1 or other instruments

Common Equity Tier 1 or other instruments

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Senior loan or any other financial instrument defined under BGF Act, as mentioned above.

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1 or other instruments

Common Equity Tier 1 or other instruments

Common Equity Tier 1 or other instruments

Common Equity Tier 1 or other instruments

Contractual: Capital de Nivel 1 Adicional Estatutoria: Capital de Nivel 1 Ordinario u otros títulos

Common Equity Tier 1 or other instruments

Common Equity Tier 1 or other instruments

Common Equity Tier 1

Common Equity Tier 1

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

Common Equity Tier 1

n/p

Common Equity Tier 1

n/p

n/p

n/p

Common Equity Tier 1

Capital de Nivel 1 Ordinario

Capital de Nivel 1 Ordinario

CET1 or other securities

Common Equity Tier 1

Common Equity Tier 1

29

If convertible, specify issuer of instrument it converts into

Banco Santander S.A.

Banco Santander S.A.

Santander UK Group Holdings plc

Santander UK Group Holdings plc

Banco Santander, S.A.

Banco Santander, S.A.

Santander UK plc

Santander UK plc

Santander UK plc

Banca PSA Italia S.p.A

Banco Santander, S.A.

Banco Santander, S.A.

Santander Bank Polska S.A.

Santander Bank Polska S.A.

Santander Bank Polska S.A.

Santander Bank Polska S.A.

Santander Bank Polska S.A.

PSA Banque France

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Banco Santander, S.A.

Santander UK plc

Santander UK plc

Santander UK plc

Santander UK plc

Santander UK plc

Santander UK plc

Santander UK plc

Banco Santander, S.A.

Banco Santander S.A.

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Banco Santander S.A.

PSA Bank Deutschland GmbH

PSA Bank Deutschland GmbH

PSA Bank Deutschland GmbH

PSA Bank Deutschland GmbH

Banca PSA Italia S.p.A

n/p

Banco Santander S.A.

n/p

n/p

n/p

Banco Santander.SA

Banco Santander.SA

PSA Financial Services, Spain, EFC, SA

Santander UK plc

Banco Santander S.A.

Banco Santander S.A.

30

Write-down features

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Under the BGF Act, the Issuer's obligations under the Bonds may be subject to write-down or conversion on the terms set out in the BGF Act. By purchasing the Bonds, each Bondholder acknowledges the results of a decision the Bank Guarantee Fund may make on exercising its write-down or conversion powers with respect to the Bonds.

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

Yes

31

If write-down, write-down trigger(s)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Statutory: Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRAl. Contractual: Group's capital ratio < 7% (Losses absortion event)

Statutory: Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRAl. Contractual: Group's capital ratio < 7% (Losses absortion event)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Bail-in power by the relevant resolution authority (Italian Banking Act)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

as above

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

Bail-in power by internal resolution and equity instruments mantatory conversion/redemption

Bail-in power by the relevant resolution authority (French law by Ordinance n° 2020-1636 dated 21 December 2020)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority (the Gesetz zur Sanierung und Abwicklung von Instituten und Finanzgruppen Sanierungs- und Abwicklungsgesetz - SAG)

Bail-in power by the relevant resolution authority (Italian Banking Act)

A "Trigger Event" will be deemed to have occurred if the CNBV publishes a determination, in its official publication of capitalization levels for Mexican banks, that Banco Santander Mexico's Fundamental Capital Ratio is equal to or below 4.5%; or others (see Annex I -Main Features of the Instrument)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Triggers to statutory bail-in power under UK Banking Act 2009 at PONV - UK BoE/PRA

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

Bail-in power by the relevant resolution authority (Law 11/2015 and Royal Decree 1012/2015)

32

If write-down, full or partial

Full or partially

Full or partially

Contractual: Full Estatutoria: Full or partially

Contractual: Full Estatutoria: Full or partially

Full or partially

Full or partial

Full or partial

Full or partial

Full or partial

Full or partial

fully or partially

fully or partially

fully or partially

as above

fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Always partially

Always partially

Always partially

Always partially

Always partially

Always partially

Always partially

Always partially

Always partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Always partially

Always partially

Always partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

Fully or partially

33

If write-down, permanent or temporary

Permanently

Permanently

Permanently

Permanently

Permanently

Permanent

Permanent

Permanent

Permanent

Permanent

Permanent

Permanent

Permanent

as above

Permanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

Pemanent

34

If temporary write-down, description of write-up mechanism

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

as above

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

35

Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument)

Tier 2 equity instruments

Tier 2 equity instruments

Tier 2 equity instruments

Tier 2 equity instruments

Tier 2 equity instruments

Tier 2 equity instruments

Tier 2 equity instruments

Tier 2 equity instruments

Tier 2 equity instruments

Subordinated debt instruments not eligible as capital

Specific subordinated debt instruments

Specific subordinated debt instruments

Subordinated debt instruments not eligible as capital

The lowest priority of satisfaction and will rank only to the extent permitted by applicable laws relating to creditors' right

The lowest priority of satisfaction and will rank only to the extent permitted by applicable laws relating to creditors' right

The lowest priority of satisfaction and will rank only to the extent permitted by applicable laws relating to creditors' right

The lowest priority of satisfaction and will rank only to the extent permitted by applicable laws relating to creditors' right

Subordinated debt instruments not eligible as capital

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Specific subordinated debt instruments

Senior

Senior

Senior

Senior

Tier 2 equity instruments

Senior

Tier 2 equity instruments

Specific subordinated debt instruments

Tier 2 equity instruments

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

Tier 2 equity instruments

Subordinated to all non-subordinated claims, Senior to CET1 instruments, Junior to Senior Debt and other Senior Creditors

Subordinated to all non-subordinated claims, Senior to CET1 instruments, Junior to Senior Debt and other Senior Creditors

The SANTANDER CONSUMER BANK Subordinates "Tier 2" Schuldscheindarlehen shall be considered to have the same rank as this Loan. The Loan is intended as a Tier 2 Instrument. The Loan constitutes the direct, unconditional, unsecured and subordinated (nachrangige) obligations of the Borrower. Claims under the Loan shall qualify for the rank according to article 63 sentence 1, lit. (d) CRR II, i.e. rank: (i) junior to claims: (A) under Eligible Liabilities Instruments; and (B) of other non-subordinated creditors of the Borrower (including, for the avoidance of doubt, non-preferred senior unsecured debt instruments within the ambit of section 46f (6) sentence 1 of the German Banking Act (Kreditwesengesetz) or any successor provision concerning such rank); (ii) pari passu with other subordinated indebtedness of the Borrower (including, for the avoidance of doubt, other Tier 2 Instruments); and (iii) senior to claims under Tier 1 Instruments.

The SANTANDER CONSUMER BANK Subordinates "Tier 2" Schuldscheindarlehen shall be considered to have the same rank as this Loan. The Loan is intended as a Tier 2 Instrument. The Loan constitutes the direct, unconditional, unsecured and subordinated (nachrangige) obligations of the Borrower. Claims under the Loan shall qualify for the rank according to article 63 sentence 1, lit. (d) CRR II, i.e. rank: (i) junior to claims: (A) under Eligible Liabilities Instruments; and (B) of other non-subordinated creditors of the Borrower (including, for the avoidance of doubt, non-preferred senior unsecured debt instruments within the ambit of section 46f (6) sentence 1 of the German Banking Act (Kreditwesengesetz) or any successor provision concerning such rank); (ii) pari passu with other subordinated indebtedness of the Borrower (including, for the avoidance of doubt, other Tier 2 Instruments); and (iii) senior to claims under Tier 1 Instruments.

The Lender and the Borrower mutually agree, for all legal purposes, that the Loan granted by virtue of this Agreement constitutes a subordinated loan, pursuant to Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012, as amended and restated from time to time, including by virtue of Regulation (EU) No 2019/876, (the "CRR") and that all obligations undertaken by the Borrower by virtue of this Agreement are subordinated obligations. In the event of the winding up of the Borrower, the right of the Lender to payment by the Borrower by virtue of or pursuant to this Agreement shall only be fulfilled upon fulfilment of all the other rights of all other creditors of the Borrower, whose rights rank senior to the rights of the Lender under this Loan. For the sake of clarity, the Santander Consumer Bank S.p.A "Tier 2" Subordinated Agreement shall be considered to have the same rank as this Loan.

The Lender and the Borrower mutually agree, for all legal purposes, that the Loan granted by virtue of this Agreement constitutes a subordinated loan, pursuant to Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012, as amended and restated from time to time, including by virtue of Regulation (EU) No 2019/876, (the "CRR") and that all obligations undertaken by the Borrower by virtue of this Agreement are subordinated obligations. In the event of the winding up of the Borrower, the right of the Lender to payment by the Borrower by virtue of or pursuant to this Agreement shall only be fulfilled upon fulfilment of all the other rights of all other creditors of the Borrower, whose rights rank senior to the rights of the Lender under this Loan. For the sake of clarity, the Santander Consumer Bank S.p.A "Tier 2" Subordinated Agreement shall be considered to have the same rank as this Loan.

Tier 2 equity instruments

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

The banks may issue subordinated bonds which, in case of liquidation in accordance with Title XV of this law, will be paid after the loans from unsecured creditors have been covered.

Specific subordinated debt instruments

Specific subordinated debt instruments

The payment obligations of the Borrower under the Tier 2 Loan shall constitute direct, unconditional, unsecured and subordinated obligations of the Borrower according to article 281.1.2º of the Insolvency Law and, in accordance with Additional Provision 14.3º of Law 11/2015, but subject to any other ranking that may apply as a result of of any mandatory provision of law (or otherwise), upon the insolvency of the Borrower (unless they qualify as créditos subordinados) in accordance with articles 281.1.3º to 281.1.7º of the Insolvency Law) range, as long as the Borrower's obligations with respect to the Level 2 Loan constitute a Level 2 Instrument of the Borrower, (a) pari passu with (i) all other claims for principal in respect of a Tier 2 Instrument of the Borrower which are not subordinated obligations under Articles 281.1.3º to 281.1.7º of the Insolvency Law, and (ii) any other subordinated obligations (créditos subordinados) of the Borrower which by law and/or by their terms, to the extent permitted by Spanish law, rank pari passu with the Borrower's obligations under the Tier 2 Loan; (b) junior to (i) any unsubordinated obligation (créditos ordinarios) of the Borrower, (ii) any subordinated obligation (créditos subordinados) of the Borrower pursuant to Article 281.1.1º of the Insolvency Law, (iii) any claim for principal in respect of Senior Subordinated Liabilities of the Borrower which are not subordinated obligations under articles 281.1.3º to 281.1.7º of the Insolvency Law and (iv) any other subordinated obligations (Subordinated credits) that by law and / or by their terms, to the extent permitted by Spanish law rank senior to the Borrower's obligations under the Tier 2 Loan; and (c) senior to (i) any claims for principal in respect of Additional Level 1 Instruments of the Borrower, (ii) any subordinated obligation (créditos subordinados) under Articles 281.1.3º to 281.1.7º of the Insolvency Law and (iii)) any other subordinated obligations (créditos subordinados) of the Borrower which by law and / or by their terms, to the extent permitted by Spanish law, rank junior to the obligations of the Borrower under the Tier 2 Loan

36

Non-compliant transitioned features

No

No

No

No

Yes

Yes

Yes

Yes

Yes

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

No

Yes

No

No

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

No

No

No

No

No

No

No

No

n/p

n/p

n/p

No

37

If yes, specify non-compliant features

n/p

n/p

n/p

n/p

Does not have a Common Equity Tier 1 conversion clause. Lack of flexibility in determining dividend or coupon payments.

Does not have a Common Equity Tier 1 conversion clause. Lack of flexibility in determining dividend or coupon payments.

No CET1 conversion or write down trigger Dividend Stopper

No CET1 conversion or write down trigger Dividend Stopper

No CET1 conversion or write down trigger Dividend Stopper Incentive to Redeem: Step Up

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

Incentive to Redeem: Step Up

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

n/p

No

No

No

No

No

n/p

n/p

n/p

n/p

n/p

Note:

The information in fields 23 to 24 may change with respect to the previous quarters, to incorporate the implications derived from the bank resolution regulation, which are incorporated since this quarter.

Table58

Geographical distribution of credit exposures relevant for the calculation of the countercyclical buffer (CCyB1)
30th Jun. 2021
General credit exposures	Relevant credit exposures - Market risk	Securitisation exposures Exposure value for non-trading book	Total exposure value	Own fund requirements	Risk-weighted exposure amounts	Own fund requirements weights (%)	Countercyclical buffer rate (%)
Million euros	Exposure value under the standardised approach	Exposure value under the IRB approach	Sum of long and short positions of trading book exposures for SA	Value of trading book exposures for internal models	Relevant credit risk exposures - Credit risk	Relevant credit exposures - Market risk	Relevant credit exposures - Securitisation positions in the non-trading book	Total
Breakdown by country
España	39,185.11	177,554.35	6.75	1.69	9,414.24	226,162	9,156	1	114	9,270	115,880	25%
Reino Unido	26,851.11	254,525.40	22.93	327.92	6,651.78	288,379	5,278	36	135	5,449	68,117	15%
Estados Unidos	83,941.04	15,734.27	14.51	1,099.80	10,675.34	111,465	5,023	115	181	5,319	66,481	14%
Brasil	66,115.36	29,897.97	233.45	0.00	923.50	97,170	4,685	19	13	4,716	58,948	13%
Alemania	15,878.03	26,243.68	13.95	420.38	1,389.03	43,945	1,822	45	25	1,891	23,642	5%
Chile	39,077.54	3,539.94	0.00	27.84	0.00	42,645	1,758	3	- 0	1,760	22,005	5%
México	18,312.33	14,612.29	0.09	56.80	687.85	33,669	1,425	6	27	1,459	18,234	4%
Polonia	30,967.27	1,021.97	4.68	70.48	0.00	32,064	1,438	8	- 0	1,446	18,069	4%
Portugal	6,372.80	31,837.20	0.00	61.39	1,454.83	39,726	1,052	6	19	1,077	13,465	3%
Francia	1,901.17	19,124.01	12.56	237.77	3,921.52	25,197	954	26	63	1,042	13,025	3%
Italia	8,652.65	3,004.69	0.00	12.79	642.26	12,312	617	1	6	625	7,810	2%
Argentina	5,786.43	535.82	4.31	3.80	0.00	6,330	349	0	- 0	349	4,368	1%
Noruega	2,314.49	3,922.38	3.01	214.70	0.00	6,455	256	22	- 0	278	3,476	1%	1%
Países Bajos	1,761.09	4,544.75	19.34	46.09	132.00	6,503	254	6	2	262	3,279	1%
Suecia	2,277.23	2,075.53	1.00	32.93	541.23	4,928	231	4	6	241	3,008	1%
Luxemburgo	317.79	6,043.79	9.68	17.25	46.63	6,435	228	3	1	232	2,895	1%	1%
Dinamarca	3,446.06	298.84	0.00	53.54	0.00	3,798	221	6	- 0	226	2,828	1%
Austria	2,695.45	442.75	0.00	83.71	0.00	3,222	183	9	- 0	191	2,390	1%
Suiza	795.21	4,311.05	0.00	90.62	168.80	5,366	161	9	2	172	2,151	0%
Finlandia	1,409.75	1,469.26	0.00	62.25	0.00	2,941	149	6	- 0	156	1,948	0%
Uruguay	2,779.02	132.65	0.00	1.77	0.00	2,913	151	0	- 0	151	1,886	0%
Perú	1,514.39	597.35	0.00	0.00	0.00	2,112	128	- 0	128	1,602	0%
Irlanda	486.60	995.30	0.00	6.08	159.25	1,647	94	1	2	96	1,201	0%
China	1,167.33	1,014.31	0.00	3.50	0.00	2,185	93	0	- 0	94	1,171	0%
Bélgica	985.86	1,250.20	0.00	15.28	0.00	2,251	92	2	- 0	93	1,165	0%
Colombia	840.12	675.56	0.00	0.00	0.00	1,516	89	- 0	89	1,108	0%
Canadá	459.63	461.80	0.00	96.59	0.00	1,018	48	10	- 0	58	725	0%
Jersey	6.46	1,353.99	0.00	2.98	0.00	1,363	46	0	- 0	46	580	0%
Hong Kong	6.86	3,130.95	0.00	4.81	0.00	3,143	38	0	- 0	39	485	0%	1%
Singapur	1.19	2,001.30	0.00	0.00	0.00	2,002	38	- 0	38	474	0%
Australia	35.64	341.61	0.00	95.39	0.00	473	21	10	- 0	31	390	0%
Otros Paises	0.00	0.00	0.00	193.34	0.00	193	- 0	20	- 0	20	249	0%
Islas Vírgenes Británicas	3.48	308.25	0.00	0.73	0.00	312	17	0	- 0	17	218	0%
Liberia	0.00	71.21	0.00	0.00	0.00	71	16	- 0	16	199	0%
Guernsey	9.27	266.55	0.00	0.00	0.00	276	14	- 0	14	179	0%
Islas Caimán	7.66	492.87	0.00	0.00	0.00	501	13	- 0	13	157	0%
Japón	0.00	402.12	0.00	104.55	0.00	507	1	11	- 0	12	150	0%
Isla de Man	5.89	101.55	0.00	0.00	0.00	107	10	- 0	10	122	0%
Emiratos Árabes Unidos	1.58	103.72	0.00	0.00	0.00	105	4	- 0	4	50	0%
Panamá	8.09	49.68	0.00	0.00	0.00	58	3	- 0	3	43	0%
Malta	38.73	14.78	0.00	0.00	0.00	54	3	- 0	3	43	0%
Corea del Sur	0.08	101.53	0.00	5.77	0.00	107	3	1	- 0	3	42	0%
Islas Marshall	39.46	0.12	0.00	0.00	0.00	40	3	- 0	3	40	0%
Sudáfrica	2.56	48.72	0.00	0.00	0.00	51	3	- 0	3	39	0%
Ecuador	0.26	66.52	0.00	0.00	0.00	67	3	- 0	3	37	0%
Bermudas	4.14	43.64	0.00	0.00	0.00	48	3	- 0	3	36	0%
República Checa	104.34	35.79	0.00	0.00	0.00	140	2	- 0	2	30	0%	1%
Kuwait	0.00	63.91	0.00	0.00	0.00	64	2	- 0	2	30	0%
Tailandia	0.20	41.51	0.00	0.00	0.00	42	2	- 0	2	29	0%
Eslovaquia	0.09	86.67	0.00	1.01	0.00	88	2	0	- 0	2	26	0%	1%
Gibraltar	0.16	40.67	5.39	0.00	0.00	46	2	0	- 0	2	25	0%
Hungría	0.88	30.76	0.00	0.00	0.00	32	1	0	- 0	1	17	0%
Turquía	3.81	17.13	0.00	0.00	0.00	21	1	- 0	1	17	0%
Venezuela	7.32	69.29	0.00	0.00	0.00	77	1	- 0	1	17	0%
India	0.52	15.15	0.00	0.00	0.00	16	1	- 0	1	15	0%
Rusia	1.13	62.38	0.00	0.00	0.00	64	1	- 0	1	14	0%
Taiwán	0.04	18.09	0.00	0.00	0.00	18	1	- 0	1	13	0%
Bahamas	1.14	16.92	0.00	0.00	0.00	18	1	- 0	1	12	0%
Puerto Rico	12.13	0.97	0.00	0.00	0.00	13	1	- 0	1	13	0%
Armenia	0.01	3.76	0.00	0.00	0.00	4	1	- 0	1	11	0%
Chipre	0.19	16.81	0.01	0.00	0.00	17	1	0	- 0	1	11	0%
Malasia	0.00	20.95	0.00	0.00	0.00	21	1	- 0	1	11	0%
Bahréin	0.07	4.83	0.00	0.00	0.00	5	1	- 0	1	8	0%
Omán	0.00	9.28	0.00	0.00	0.00	9	1	- 0	1	8	0%
República Dominicana	0.62	19.95	0.00	0.00	0.00	21	1	- 0	1	8	0%
Indonesia	0.11	9.83	0.00	0.00	0.00	10	1	- 0	1	8	0%
Paraguay	0.04	14.80	0.00	0.32	0.00	15	1	0	- 0	1	7	0%
Grecia	4.18	12.14	0.00	0.00	0.00	16	1	- 0	1	7	0%
Pakistán	7.29	0.09	0.00	0.00	0.00	7	0	- 0	0	6	0%
Mozambique	0.68	9.36	0.00	0.00	0.00	10	0	- 0	0	5	0%
Barbados	0.00	27.63	0.00	0.00	0.00	28	0	- 0	0	4	0%
Rumania	2.05	11.25	0.00	0.00	0.00	13	0	- 0	0	4	0%
Andorra	0.99	16.94	0.00	0.00	0.00	18	0	- 0	0	4	0%
Qatar	0.54	15.99	0.00	0.00	0.00	17	0	- 0	0	3	0%
Angola	2.53	24.31	0.00	0.00	0.00	27	0	- 0	0	3	0%
Estonia	3.13	0.94	0.00	0.00	0.00	4	0	- 0	0	3	0%
Seychelles	1.33	5.08	0.00	0.00	0.00	6	0	- 0	0	3	0%
Cabo Verde	0.03	4.19	0.00	0.00	0.00	4	0	- 0	0	3	0%
Lituania	2.36	4.85	0.00	0.00	0.00	7	0	- 0	0	3	0%
Marruecos	0.01	8.26	0.00	0.00	0.00	8	0	- 0	0	2	0%
Egipto	0.01	33.06	0.00	0.00	0.00	33	0	- 0	0	2	0%
Arabia Saudita	1.13	8.92	0.00	0.00	0.00	10	0	- 0	0	2	0%
Argelia	0.01	6.34	0.00	0.00	0.00	6	0	- 0	0	2	0%
Curaçao	0.00	2.35	0.00	0.00	0.00	2	0	- 0	0	2	0%
Ucrania	1.76	5.10	0.00	0.00	0.00	7	0	- 0	0	2	0%
Bulgaria	0.33	4.16	0.00	0.00	0.00	4	0	- 0	0	1	0%	1%
Polinesia Francesa	1.63	0.13	0.00	0.00	0.00	2	0	- 0	0	1	0%
Belice	0.00	0.71	0.00	0.00	0.00	1	0	- 0	0	1	0%
Bielorrusia	0.61	1.81	0.00	0.00	0.00	2	0	- 0	0	1	0%
Camboya	0.00	0.50	0.00	0.00	0.00	1	0	- 0	0	0	0%
Irán	0.00	2.95	0.00	0.00	0.00	3	0	- 0	0	1	0%
Liechtenstein	0.63	3.02	0.00	0.00	0.00	4	0	- 0	0	1	0%
Mónaco	0.59	2.99	0.00	0.00	0.00	4	0	- 0	0	1	0%
Namibia	0.00	1.15	0.00	0.00	0.00	1	0	- 0	0	1	0%
Nigeria	0.04	0.96	0.00	0.00	0.00	1	0	- 0	0	1	0%
Vietnam	0.02	1.85	0.00	0.00	0.00	2	0	- 0	0	1	0%
Eslovenia	0.00	1.64	0.00	0.00	0.00	2	0	- 0	0	1	0%
Afganistán	0.02	0.07	0.00	0.00	0.00	0	0	- 0	0	0	0%
Albania	0.00	0.03	0.00	0.00	0.00	0	0	- 0	0	0	0%
Antigua y Barbuda	0.00	0.15	0.00	0.00	0.00	0	0	- 0	0	0	0%
Azerbaiyán	0.01	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Bangladesh	0.01	0.10	0.00	0.00	0.00	0	0	- 0	0	0	0%
Bután	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Bolivia	0.09	0.58	0.00	0.00	0.00	1	0	- 0	0	0	0%
Bosnia y Herzegovina	0.00	0.02	0.00	0.00	0.00	0	0	- 0	0	0	0%
Botsuana	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Territorio Británico del Océano	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Islas Salomón	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Brunéi	0.02	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Birmania	0.02	0.07	0.00	0.00	0.00	0	0	- 0	0	0	0%
Burundi	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Camerún	0.00	1.00	0.00	0.00	0.00	1	0	- 0	0	0	0%
República Centroafricana	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Sri Lanka	0.01	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Chad	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Comoras	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
República del Congo	0.00	0.02	0.00	0.00	0.00	0	0	- 0	0	0	0%
República Democrática del Congo	0.00	0.25	0.00	0.00	0.00	0	0	- 0	0	0	0%
Costa Rica	0.04	1.37	0.00	0.00	0.00	1	0	- 0	0	0	0%
Croacia	0.04	0.37	0.00	0.11	0.00	1	0	0	- 0	0	0	0%
Cuba	0.08	0.53	0.00	0.00	0.00	1	0	- 0	0	0	0%
Benín	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Dominica	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
El Salvador	0.01	0.42	0.00	0.00	0.00	0	0	- 0	0	0	0%
Guinea Ecuatorial	0.00	0.98	0.00	0.00	0.00	1	0	- 0	0	0	0%
Etiopía	0.00	0.14	0.00	0.00	0.00	0	0	- 0	0	0	0%
Eritrea	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Islas Feroe	0.25	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Islas Malvinas	0.00	0.83	0.00	0.00	0.00	1	0	- 0	0	0	0%
Islas Georgias del Sur y Sandwi	0.15	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Fiyi	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Guayana Francesa	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Territorios Australes Franceses	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Yibuti	0.33	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Gabón	0.00	0.14	0.00	0.00	0.00	0	0	- 0	0	0	0%
Georgia	0.02	0.07	0.00	0.00	0.00	0	0	- 0	0	0	0%
Gambia	0.00	0.03	0.00	0.00	0.00	0	0	- 0	0	0	0%
Territorios palestinos	0.01	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Ghana	0.11	1.17	0.00	0.00	0.00	1	0	- 0	0	0	0%
Groenlandia	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Granada	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Guadalupe	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Guam	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Guatemala	0.31	0.94	0.00	0.00	0.00	1	0	- 0	0	0	0%
Guinea	0.00	0.07	0.00	0.00	0.00	0	0	- 0	0	0	0%
Guyana	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Haití	0.01	0.93	0.00	0.00	0.00	1	0	- 0	0	0	0%
Ciudad del Vaticano	0.02	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Honduras	0.00	0.02	0.00	0.00	0.00	0	0	- 0	0	0	0%
Islandia	0.30	2.09	0.00	0.00	0.00	2	0	- 0	0	0	0%
Iraq	0.01	0.02	0.00	0.00	0.00	0	0	- 0	0	0	0%
Israel	0.15	1.46	0.00	0.00	0.00	2	0	- 0	0	0	0%
Costa de Marfil	0.03	0.28	0.00	0.00	0.00	0	0	- 0	0	0	0%
Jamaica	0.00	0.18	0.00	0.00	0.00	0	0	- 0	0	0	0%
Kazajistán	0.03	1.43	0.00	0.00	0.00	1	0	- 0	0	0	0%
Jordania	0.01	0.05	0.00	0.00	0.00	0	0	- 0	0	0	0%
Kenia	0.01	0.58	0.00	0.00	0.00	1	0	- 0	0	0	0%
Corea del Norte	0.03	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Kirguistán	0.00	0.19	0.00	0.00	0.00	0	0	- 0	0	0	0%
Laos	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Líbano	0.00	1.68	0.00	0.00	0.00	2	0	- 0	0	0	0%
Lesoto	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Letonia	0.09	1.40	0.00	0.00	0.00	1	0	- 0	0	0	0%
Libia	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Macao	0.10	2.10	0.00	0.00	0.00	2	0	- 0	0	0	0%
Madagascar	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Malaui	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Maldivas	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Malí	0.00	0.02	0.00	0.00	0.00	0	0	- 0	0	0	0%
Martinica	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Mauritania	0.00	0.76	0.00	0.00	0.00	1	0	- 0	0	0	0%
Mauricio	0.01	0.04	0.00	0.00	0.00	0	0	- 0	0	0	0%
Mongolia	0.04	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Moldavia	0.04	0.02	0.00	0.00	0.00	0	0	- 0	0	0	0%
Montenegro	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Nepal	0.05	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Aruba	0.00	0.12	0.00	0.00	0.00	0	0	- 0	0	0	0%
Nueva Caledonia	0.00	0.04	0.00	0.00	0.00	0	0	- 0	0	0	0%
Vanuatu	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Nueva Zelanda	0.09	0.49	0.00	0.00	0.00	1	0	- 0	0	0	0%
Nicaragua	0.25	0.16	0.00	0.00	0.00	0	0	- 0	0	0	0%
Níger	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Islas Marianas del Norte	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Islas ultramarinas de Estados U	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Palaos	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Papúa Nueva Guinea	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Filipinas	0.10	0.56	0.00	0.00	0.00	1	0	- 0	0	0	0%
Guinea-Bissau	0.00	0.26	0.00	0.00	0.00	0	0	- 0	0	0	0%
Timor Oriental	0.03	0.10	0.00	0.00	0.00	0	0	- 0	0	0	0%
Reunión	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Ruanda	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Santa Helena	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
San Cristóbal y Nieves	0.00	0.03	0.00	0.00	0.00	0	0	- 0	0	0	0%
Anguila	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Santa Lucía	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
San Martín (parte francesa)	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
San Pedro y Miquelón	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
San Vicente y las Granadinas	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
San Marino	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Santo Tomé y Príncipe	0.00	0.14	0.00	0.00	0.00	0	0	- 0	0	0	0%
Senegal	0.00	0.62	0.00	0.00	0.00	1	0	- 0	0	0	0%
Serbia	0.01	0.08	0.00	0.00	0.00	0	0	- 0	0	0	0%
Sierra Leona	0.00	0.06	0.00	0.00	0.00	0	0	- 0	0	0	0%
Somalia	0.01	0.08	0.00	0.00	0.00	0	0	- 0	0	0	0%
Zimbabue	0.02	0.02	0.00	0.00	0.00	0	0	- 0	0	0	0%
Sudán	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Surinam	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Suazilandia	0.00	0.07	0.00	0.00	0.00	0	0	- 0	0	0	0%
Siria	0.01	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Tayikistán	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Togo	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Tonga	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Trinidad y Tobago	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Túnez	0.01	0.28	0.00	0.00	0.00	0	0	- 0	0	0	0%
Turkmenistán	0.00	0.01	0.00	0.00	0.00	0	0	- 0	0	0	0%
Islas Turcas y Caicos	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Uganda	0.01	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Macedonia	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Tanzania	0.62	0.06	0.00	0.00	0.00	1	0	- 0	0	0	0%
Burkina Faso	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Uzbekistán	0.00	0.42	0.00	0.00	0.00	0	0	- 0	0	0	0%
Yemen	0.00	0.00	0.00	0.00	0.00	0	0	- 0	0	0	0%
Zambia	0.00	0.30	0.00	0.00	0.00	0	0	- 0	0	0	0%
TOTAL	366,631	615,611	352	3,454	36,808	1,022,855	36,204	385	596	37,185	464,814	0.0117%
Fully phased-in IFRS9
The information required refers to the own funds requirements determined in accordance with Title II and Title IV of Part Three CRR and the geographical location for credit exposures, securitisation exposures and trading book expo-sures relevant for the calculation of the institution-specific countercyclical capi-tal buffer (CCB) in accordance with Article 140 CRD (relevant credit expo-sures).

Table59

Amount of institution-specific countercyclical capital buffer (CCyB2)
Million euros	30th Jun. 2021
Total risk exposure amount	584,999
Institution specific countercyclical capital buffer rate	0.01%
Institution specific countercyclical capital buffer requirement	68
CRR Fully phased-in IFRS9

EN Annex IX

&P

Table60

Information on loans and advances subject to legislative and non-legislative moratoria
30th Jun 2021
Gross carrying amount	Accumulated impairment, accumulated negative changes in fair value due to credit risk	Gross carrying amount
Performing	Non performing	Performing	Non performing	Inflows to non-performing exposures*
Of which: exposures with forberance measures	Of which: Instruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)	Of which: exposures with forberance measures	Of which: Unlikely to pay that are not past-due or past-due <= 90 days	Of which: exposures with forberance measures	Of which: Instruments with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2)	Of which: exposures with forberance measures	Of which: Unlikely to pay that are not past-due or past-due <= 90 days
Million euros
Loans and advances subject to moratorium	8,695	8,016	381	1,969	678	459	636	-381	-109	-22	-78	-272	-197	-257	179
of which: Households	4,513	4,312	302	654	201	84	177	-90	-35	-15	-29	-55	-30	-49	135
of which: Collateralised by residential immovable property	4,154	3,974	272	484	180	76	164	-73	-26	-12	-22	-47	-27	-44	114
of which: Non-financial corporations	4,182	3,704	79	1,314	477	374	459	-291	-74	-7	-49	-217	-167	-208	43
of which: Small and Medium-sized Enterprises	2,426	2,134	45	357	293	231	280	-184	-52	-5	-33	-133	-104	-130	29
of which: Collateralised by commercial immovable property	2,023	1,707	31	251	317	266	302	-154	-33	-2	-21	-121	-102	-115	21
Note: Following indications from the Competent supervisory authority, information in this table is related to outstanding moratoria
* Inflows to non-performing exposures are biannual

Table61

Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria
30th Jun 2021
Number of obligors	Gross carrying amount
Of which: legislative moratoria	Of which: expired	Residual maturity of moratoria
<= 3 months	> 3 months <= 6 meses	> 6 months <= 9 months	> 9 months <= 12 months	> 1 year
Million euros
Loans and advances for which moratorium was offered	4,132,523	117,495
Loans and advances subject to moratorium	3,902,415	104,368	67,277	95,673	7,504	1,085	38	44	22
of which: Households	85,680	59,210	81,167	3,666	811	14	19	3
of which: Collateralised by residential immovable property	69,263	56,060	65,109	3,393	756	3	1	1
of which: Non-financial corporations	18,688	8,067	14,506	3,838	275	24	25	19
of which: Small and Medium-sized Enterprises	8,054	4,946	5,627	2,291	109	13	3	10
of which: Collateralised by commercial immovable property	4,234	1,892	2,210	1,850	149	13	3	9

Table62

Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis
30th Jun 2021
Gross carrying amount	Maximum amount of the guarantee that can be considered	Gross carrying amount
Million euros	of which: forborne	Public guarantees received	Inflows to non-performing exposures*
Newly originated loans and advances subject to public guarantee schemes	41,466	1	33,313	670
of which: Households	1,766	46
of which: Collateralised by residencial immovable property	2	0
of which: Non-financial corporations	39,695	1	31,890	624
of which: Small and Medium-sized Enterprises	28,450	388
of which: Collateralised by commercial immovable property	133	16
* Inflows to non-performing exposures are biannual

EN ANNEX IV

&P