Form 6-K

Banco Bilbao Vizcaya Argentaria, S.A.

Date: July 29, 2016

/s/ María Ángeles Peláez

Name: María Ángeles Peláez

Title: Authorized representative

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM 6-K

REPORT OF FOREIGN ISSUER

PURSUANT TO RULE 13a-16 OR 15d-16

UNDER THE SECURITIES EXCHANGE ACT OF 1934

For the month of July, 2016

Commission file number: 1-10110

BANCO BILBAO VIZCAYA ARGENTARIA, S.A.

(Exact name of Registrant as specified in its charter)

BANK BILBAO VIZCAYA ARGENTARIA, S.A.

(Translation of Registrant’s name into English)

Calle Azul 4,

28050 Madrid

Spain

(Address of principal executive offices)

Indicate by check mark whether the registrant files or will file annual reports under cover of Form 20-F or Form 40-F:

Form 20-F x Form 40-F ¨

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(1):

Yes ¨ No x

Indicate by check mark if the registrant is submitting the Form 6-K in paper as permitted by Regulation S-T Rule 101(b)(7):

Yes ¨ No x

TO CNMV (SPANISH SECURITIES EXCHANGE COMMISSION)

Banco Bilbao Vizcaya Argentaria, S.A. (BBVA), in compliance with the Securities Markets legislation, hereby communicates the following:

RELEVANT INFORMATION

BBVA was subject to the 2016 EU-wide stress test conducted by the European Banking Authority (EBA), in cooperation with the European Central Bank (ECB), the European Commission (EC) and the European Systemic Risk Board (ESRB).

BBVA notes the announcements made today by the EBA on the EU-wide stress test and fully acknowledges the outcomes of this exercise.

The 2016 EU-wide stress test does not contain a pass fail threshold and instead is designed to be used as a crucial piece of information for the supervisory review process in 2016. The results will thus allow competent authorities to assess BBVA’s ability to meet applicable minimum and additional own funds requirements under stressed scenarios based on a common methodology and assumptions.

The adverse stress test scenario was set by the ECB/ESRB and covers a three-year time horizon (2016-2018). The stress test has been carried out applying a static balance sheet assumption as at December 2015, and therefore does not take into account future business strategies and management actions. It is not a forecast of BBVA profits.

Based on the results of the exercise, that will constitute a relevant input to the 2016 supervisory review process, BBVA will work with the ECB to understand the extent to which credible management actions may offset some of the impact of the adverse scenario; to assess the impact of the results on BBVA’s forward looking capital plans and its capacity to meet applicable own funds requirements; and to determine whether any additional measures or changes to the BBVA’s capital plan are needed.

Further information is available on the EBA website (www.eba.europa.eu)

Madrid, July 29th 2016

Note

The stress test exercise information is provided in the accompanying disclosure tables based on the common format provided by the EBA.

LOGO

2016 EU-wide Stress Test


Bank Name		Banco Bilbao Vizcaya Argentaria S.A.
LEI Code		K8MS7FD7N5Z2WQ51AZ71
Country Code		ES

LOGO

2016 EU-wide Stress Test: Summary

Banco Bilbao Vizcaya Argentaria S.A.


	Actual (starting year)			Baseline Scenario			Adverse Scenario
(mln EUR, %)	12/31/2015			12/31/2018			12/31/2018
Cumulative 3y: Net interest income					49,718.86			44,273.60
Cumulative 3y: Gains or (-) losses on financial assets and liabilities held for trading or designated at fair value through profit and loss, net					822.69			-1,041.87
Cumulative 3y: (Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)					-12,914.14			-22,834.75
Cumulative 3y: Profit or (-) loss for the year					11,259.31			245.47

Coverage ratio - Default stock		47.10	%		47.44	%		47.94	%

Common Equity Tier 1 capital		48,553.76			48,630.56			34,320.68
Total Risk exposure amount		403,365.04			404,185.58			414,131.70

Common Equity Tier 1 ratio, %		12.0	%		12.0	%		8.3	%
Fully loaded Common Equity Tier 1 ratio, %		10.3	%		12.0	%		8.2	%

Tier 1 capital		48,553.76			54,360.37			40,050.49
Total leverage ratio exposures		765,723.50			765,723.50			765,723.50

Leverage ratio, %		6.3	%		7.1	%		5.2	%
Fully loaded leverage ratio, %		6.1	%		7.0	%		5.1	%

Memorandum items
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period (cumulative conversions)¹								4,439

Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event²								0
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario²								0

¹	Conversions not considered for CET1 computation

²	Excluding instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period

LOGO

2016 EU-wide Stress Test:

Credit risk IRB

Banco Bilbao Vizcaya Argentaria S.A.


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Banco Bilbao Vizcaya Argentaria S.A.	Central banks and central governments		5,645		86		0		0		212		12		0		0		4		15		0		0		17.1	%
	Institutions		87,573		225		0		0		10,780		45		0		0		49		57		0		0		25.3	%
	Corporates		101,568		9,857		0		0		60,669		2,938		0		0		859		5,117		0		0		51.9	%
	Corporates - Of Which: Specialised Lending		11,748		365		0		0		10,049		117		0		0		258		1		0		0		0.3	%
	Corporates - Of Which: SME		13,850		5,209		0		0		10,642		1,846		0		0		291		2,822		0		0		54.2	%
	Retail		102,702		5,967		0		0		22,013		1,167		0		0		664		1,846		0		0		30.9	%
	Retail - Secured on real estate property		85,286		5,155		0		0		11,304		1,107		0		0		265		1,268		0		0		24.6	%
	Retail - Secured on real estate property - Of Which: SME		560		471		0		0		241		200		0		0		3		262		0		0		55.7	%
	Retail - Secured on real estate property - Of Which: non-SME		84,726		4,684		0		0		11,064		907		0		0		262		1,006		0		0		21.5	%
	Retail - Qualifying Revolving		9,282		151		0		0		7,414		6		0		0		345		117		0		0		77.5	%
	Retail - Other Retail		8,134		661		0		0		3,295		54		0		0		54		461		0		0		69.7	%
	Retail - Other Retail - Of Which: SME		2,770		288		0		0		1,436		39		0		0		22		175		0		0		60.6	%
	Retail - Other Retail - Of Which: non-SME		5,364		373		0		0		1,858		16		0		0		33		286		0		0		76.8	%
	Equity		9,418		0		0		0		19,522		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		306,906		16,135		0		0		113,197		4,161		0		0		1,577		7,034		0		0		43.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Banco Bilbao Vizcaya Argentaria S.A.	Central banks and central governments		0.0	%		19		17.0	%		0.0	%		19		16.9	%		0.0	%		19		16.8	%
	Institutions		0.0	%		164		33.2	%		0.0	%		196		30.3	%		0.0	%		220		28.4	%
	Corporates		0.5	%		7,431		53.4	%		0.4	%		7,804		49.4	%		0.3	%		8,113		46.7	%
	Corporates - Of Which: Specialised Lending		0.6	%		551		41.5	%		0.5	%		604		36.0	%		0.4	%		650		33.2	%
	Corporates - Of Which: SME		0.4	%		3,599		59.8	%		0.3	%		3,636		58.3	%		0.2	%		3,663		57.3	%
	Retail		0.9	%		4,799		49.6	%		0.8	%		5,640		48.0	%		0.8	%		6,406		47.2	%
	Retail - Secured on real estate property		0.2	%		3,005		44.5	%		0.1	%		3,109		40.9	%		0.2	%		3,246		38.9	%
	Retail - Secured on real estate property - Of Which: SME		0.3	%		291		58.9	%		0.2	%		292		57.6	%		0.3	%		294		56.8	%
	Retail - Secured on real estate property - Of Which: non-SME		0.2	%		2,714		43.3	%		0.1	%		2,817		39.6	%		0.2	%		2,952		37.6	%
	Retail - Qualifying Revolving		7.2	%		1,134		66.0	%		7.7	%		1,760		65.8	%		7.3	%		2,281		65.5	%
	Retail - Other Retail		1.6	%		660		60.2	%		1.4	%		771		55.0	%		1.5	%		880		52.0	%
	Retail - Other Retail - Of Which: SME		1.2	%		247		60.7	%		0.9	%		272		57.6	%		0.8	%		292		55.7	%
	Retail - Other Retail - Of Which: non-SME		1.7	%		413		59.9	%		1.7	%		499		53.6	%		1.8	%		588		50.3	%
	Equity		0.9	%		10		86.0	%		0.9	%		19		86.0	%		0.9	%		29		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.5	%		12,423		51.5	%		0.4	%		13,678		48.3	%		0.4	%		14,787		46.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Banco Bilbao Vizcaya Argentaria S.A.	Central banks and central governments		0.0	%		19		17.0	%		0.0	%		19		16.8	%		0.0	%		19		16.6	%
	Institutions		0.1	%		221		33.2	%		0.2	%		374		29.7	%		0.1	%		423		28.7	%
	Corporates		1.0	%		8,011		50.9	%		1.1	%		9,119		44.9	%		1.1	%		10,126		41.4	%
	Corporates - Of Which: Specialised Lending		0.9	%		588		41.6	%		1.1	%		708		34.9	%		1.1	%		827		32.1	%
	Corporates - Of Which: SME		1.0	%		3,688		58.8	%		1.5	%		3,881		55.3	%		1.4	%		4,058		52.6	%
	Retail		1.8	%		5,675		54.1	%		1.6	%		7,291		53.2	%		1.5	%		8,773		52.1	%
	Retail - Secured on real estate property		0.9	%		3,633		49.0	%		0.8	%		4,290		46.7	%		0.9	%		5,066		45.4	%
	Retail - Secured on real estate property - Of Which: SME		1.1	%		295		59.8	%		0.7	%		299		58.3	%		1.4	%		307		57.2	%
	Retail - Secured on real estate property - Of Which: non-SME		0.9	%		3,338		48.2	%		0.8	%		3,991		46.0	%		0.9	%		4,759		44.8	%
	Retail - Qualifying Revolving		9.5	%		1,342		72.3	%		10.0	%		2,142		71.8	%		8.0	%		2,684		70.9	%
	Retail - Other Retail		2.0	%		700		62.7	%		2.0	%		859		58.2	%		2.2	%		1,023		55.6	%
	Retail - Other Retail - Of Which: SME		1.5	%		255		62.2	%		1.5	%		296		58.6	%		1.9	%		345		55.9	%
	Retail - Other Retail - Of Which: non-SME		2.3	%		445		63.0	%		2.3	%		562		58.0	%		2.4	%		678		55.5	%
	Equity		1.4	%		14		86.0	%		1.4	%		29		86.0	%		1.4	%		43		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		1.0	%		13,941		51.7	%		1.0	%		16,831		47.6	%		0.9	%		19,384		45.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Spain	Central banks and central governments		239		4		0		0		13		1		0		0		0		2		0		0		53.4	%
	Institutions		41,864		217		0		0		7,457		45		0		0		8		22		0		0		10.1	%
	Corporates		43,378		9,288		0		0		28,997		2,778		0		0		476		4,971		0		0		53.5	%
	Corporates - Of Which: Specialised Lending		3,919		219		0		0		3,755		0		0		0		149		1		0		0		0.5	%
	Corporates - Of Which: SME		11,353		5,064		0		0		9,040		1,845		0		0		211		2,789		0		0		55.1	%
	Retail		95,075		5,815		0		0		14,623		1,142		0		0		99		1,729		0		0		29.7	%
	Retail - Secured on real estate property		84,798		5,141		0		0		11,143		1,087		0		0		82		1,263		0		0		24.6	%
	Retail - Secured on real estate property - Of Which: SME		560		471		0		0		241		200		0		0		2		260		0		0		55.2	%
	Retail - Secured on real estate property - Of Which: non-SME		84,238		4,670		0		0		10,903		887		0		0		80		1,003		0		0		21.5	%
	Retail - Qualifying Revolving		2,162		14		0		0		192		1		0		0		3		11		0		0		77.5	%
	Retail - Other Retail		8,115		661		0		0		3,288		54		0		0		15		456		0		0		69.0	%
	Retail - Other Retail - Of Which: SME		2,763		288		0		0		1,432		39		0		0		5		175		0		0		60.6	%
	Retail - Other Retail - Of Which: non-SME		5,352		373		0		0		1,856		15		0		0		10		282		0		0		75.5	%
	Equity		6,173		0		0		0		12,051		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		186,728		15,324		0		0		63,142		3,966		0		0		583		6,724		0		0		43.9	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Spain	Central banks and central governments		0.0	%		3		52.1	%		0.0	%		3		51.0	%		0.0	%		3		49.8	%
	Institutions		0.0	%		107		35.6	%		0.0	%		119		32.8	%		0.0	%		131		30.9	%
	Corporates		0.5	%		6,433		57.0	%		0.3	%		6,581		54.6	%		0.3	%		6,686		53.1	%
	Corporates - Of Which: Specialised Lending		0.4	%		298		46.8	%		0.3	%		310		42.3	%		0.2	%		319		39.8	%
	Corporates - Of Which: SME		0.4	%		3,440		60.3	%		0.3	%		3,474		59.0	%		0.2	%		3,498		58.2	%
	Retail		0.3	%		3,458		46.7	%		0.2	%		3,687		43.2	%		0.3	%		3,949		41.2	%
	Retail - Secured on real estate property		0.2	%		2,812		44.6	%		0.1	%		2,915		41.0	%		0.2	%		3,052		38.9	%
	Retail - Secured on real estate property - Of Which: SME		0.3	%		289		58.9	%		0.2	%		291		57.7	%		0.3	%		292		56.8	%
	Retail - Secured on real estate property - Of Which: non-SME		0.2	%		2,523		43.3	%		0.1	%		2,625		39.7	%		0.2	%		2,759		37.7	%
	Retail - Qualifying Revolving		0.7	%		30		49.2	%		0.7	%		45		45.3	%		0.8	%		62		43.9	%
	Retail - Other Retail		1.6	%		616		59.8	%		1.4	%		726		54.7	%		1.5	%		835		51.8	%
	Retail - Other Retail - Of Which: SME		1.2	%		230		60.8	%		0.9	%		255		57.7	%		0.8	%		275		55.8	%
	Retail - Other Retail - Of Which: non-SME		1.7	%		385		59.2	%		1.7	%		471		53.2	%		1.8	%		560		50.0	%
	Equity		0.9	%		1		86.0	%		0.9	%		2		86.0	%		0.9	%		3		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.3	%		10,001		52.6	%		0.2	%		10,392		49.4	%		0.2	%		10,772		47.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Spain	Central banks and central governments		0.0	%		3		49.6	%		0.0	%		3		46.3	%		0.0	%		3		43.6	%
	Institutions		0.1	%		117		35.7	%		0.2	%		184		29.4	%		0.1	%		214		28.4	%
	Corporates		1.2	%		6,761		54.4	%		1.4	%		7,324		49.2	%		1.4	%		7,871		45.7	%
	Corporates - Of Which: Specialised Lending		0.7	%		308		47.0	%		0.8	%		340		39.7	%		1.1	%		379		35.5	%
	Corporates - Of Which: SME		1.1	%		3,521		59.4	%		1.7	%		3,702		55.9	%		1.6	%		3,867		53.2	%
	Retail		1.0	%		4,130		50.7	%		0.9	%		4,962		48.3	%		1.1	%		5,920		46.9	%
	Retail - Secured on real estate property		0.9	%		3,441		49.0	%		0.8	%		4,096		46.7	%		1.0	%		4,869		45.5	%
	Retail - Secured on real estate property - Of Which: SME		1.1	%		294		59.8	%		0.7	%		298		58.3	%		1.4	%		305		57.3	%
	Retail - Secured on real estate property - Of Which: non-SME		0.9	%		3,147		48.2	%		0.8	%		3,798		46.0	%		0.9	%		4,564		44.8	%
	Retail - Qualifying Revolving		0.9	%		33		53.7	%		0.9	%		53		49.4	%		0.9	%		72		47.6	%
	Retail - Other Retail		2.0	%		656		62.3	%		2.0	%		814		57.9	%		2.2	%		978		55.4	%
	Retail - Other Retail - Of Which: SME		1.5	%		238		62.2	%		1.5	%		279		58.7	%		1.9	%		328		56.0	%
	Retail - Other Retail - Of Which: non-SME		2.3	%		418		62.4	%		2.3	%		535		57.5	%		2.4	%		650		55.1	%
	Equity		1.4	%		2		86.0	%		1.4	%		3		86.0	%		1.4	%		5		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.8	%		11,012		52.6	%		0.8	%		12,477		48.4	%		0.9	%		14,012		45.8	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
United States	Central banks and central governments		3,034		0		0		0		5		0		0		0		0		0		0		0		—
	Institutions		1,684		0		0		0		490		0		0		0		3		0		0		0		—
	Corporates		8,690		0		0		0		3,537		0		0		0		2		0		0		0		—
	Corporates - Of Which: Specialised Lending		473		0		0		0		439		0		0		0		1		0		0		0		—
	Corporates - Of Which: SME		7		0		0		0		4		0		0		0		0		0		0		0		—
	Retail		31		0		0		0		7		0		0		0		0		0		0		0		88.6	%
	Retail - Secured on real estate property		29		0		0		0		7		0		0		0		0		0		0		0		92.3	%
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		29		0		0		0		7		0		0		0		0		0		0		0		92.3	%
	Retail - Qualifying Revolving		1		0		0		0		0		0		0		0		0		0		0		0		33.3	%
	Retail - Other Retail		1		0		0		0		0		0		0		0		0		0		0		0		100.0	%
	Retail - Other Retail - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		1		0		0		0		0		0		0		0		0		0		0		0		100.0	%
	Equity		148		0		0		0		423		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		13,586		0		0		0		4,462		0		0		0		5		0		0		0		88.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United States	Central banks and central governments		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		0.1	%		4		37.9	%		0.4	%		12		37.9	%		0.1	%		13		37.9	%
	Corporates		0.4	%		38		33.0	%		0.3	%		63		31.6	%		0.3	%		90		31.5	%
	Corporates - Of Which: Specialised Lending		0.4	%		2		33.0	%		0.3	%		4		31.6	%		0.3	%		5		31.5	%
	Corporates - Of Which: SME		0.4	%		0		33.0	%		0.3	%		0		31.6	%		0.3	%		0		31.5	%
	Retail		0.2	%		0		34.4	%		0.2	%		0		27.7	%		0.2	%		0		24.8	%
	Retail - Secured on real estate property		0.1	%		0		28.5	%		0.1	%		0		20.8	%		0.1	%		0		17.8	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.1	%		0		28.5	%		0.1	%		0		20.8	%		0.1	%		0		17.8	%
	Retail - Qualifying Revolving		1.1	%		0		28.1	%		1.0	%		0		28.2	%		0.9	%		0		27.9	%
	Retail - Other Retail		1.9	%		0		79.0	%		1.8	%		0		75.4	%		1.8	%		0		73.8	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		1.9	%		0		79.0	%		1.8	%		0		75.4	%		1.8	%		0		73.8	%
	Equity		0.9	%		1		86.0	%		0.9	%		2		86.0	%		0.9	%		4		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.3	%		43		33.7	%		0.3	%		78		32.9	%		0.2	%		107		32.7	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United States	Central banks and central governments		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		1.8	%		34		37.9	%		3.1	%		83		37.9	%		0.2	%		86		37.9	%
	Corporates		0.7	%		58		33.2	%		0.7	%		117		32.2	%		0.4	%		146		32.5	%
	Corporates - Of Which: Specialised Lending		0.7	%		4		33.3	%		0.7	%		7		32.3	%		0.4	%		8		32.5	%
	Corporates - Of Which: SME		0.7	%		0		33.3	%		0.7	%		0		32.3	%		0.4	%		0		32.5	%
	Retail		0.3	%		0		38.7	%		0.4	%		0		29.7	%		0.4	%		0		26.2	%
	Retail - Secured on real estate property		0.2	%		0		34.2	%		0.2	%		0		24.5	%		0.3	%		0		21.4	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.2	%		0		34.2	%		0.2	%		0		24.5	%		0.3	%		0		21.4	%
	Retail - Qualifying Revolving		1.3	%		0		28.0	%		1.3	%		0		28.2	%		0.9	%		0		27.9	%
	Retail - Other Retail		2.2	%		0		79.2	%		2.2	%		0		75.3	%		1.8	%		0		73.7	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		2.2	%		0		79.2	%		2.2	%		0		75.3	%		1.8	%		0		73.7	%
	Equity		1.4	%		2		86.0	%		1.4	%		4		86.0	%		1.4	%		5		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.7	%		94		35.1	%		0.8	%		204		34.7	%		0.3	%		238		34.7	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Turkey	Central banks and central governments		146		0		0		0		0		0		0		0		0		0		0		0		—
	Institutions		3		0		0		0		1		0		0		0		0		0		0		0		—
	Corporates		333		0		0		0		231		0		0		0		0		0		0		0		—
	Corporates - Of Which: Specialised Lending		197		0		0		0		155		0		0		0		0		0		0		0		—
	Corporates - Of Which: SME		1		0		0		0		1		0		0		0		0		0		0		0		—
	Retail		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Qualifying Revolving		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Equity		170		0		0		0		401		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		652		0		0		0		633		0		0		0		0		0		0		0		—

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Turkey	Central banks and central governments		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		0.2	%		1		28.5	%		0.1	%		1		27.3	%		0.1	%		2		26.4	%
	Corporates - Of Which: Specialised Lending		0.2	%		1		28.5	%		0.1	%		1		27.3	%		0.1	%		1		26.4	%
	Corporates - Of Which: SME		0.2	%		0		28.5	%		0.1	%		0		27.3	%		0.1	%		0		26.4	%
	Retail		3.3	%		0		64.5	%		3.0	%		0		63.9	%		2.9	%		0		63.7	%
	Retail - Secured on real estate property		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		—			0		—			—			0		—			—			0		—
	Retail - Qualifying Revolving		1.3	%		0		37.1	%		1.2	%		0		37.1	%		1.2	%		0		37.1	%
	Retail - Other Retail		5.6	%		0		79.9	%		5.1	%		0		79.7	%		5.0	%		0		79.6	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		5.6	%		0		79.9	%		5.1	%		0		79.7	%		5.0	%		0		79.6	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.1	%		1		28.5	%		0.1	%		2		27.3	%		0.1	%		2		26.4	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Turkey	Central banks and central governments		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		1.5	%		5		56.7	%		0.6	%		7		50.6	%		0.1	%		8		48.7	%
	Corporates - Of Which: Specialised Lending		1.5	%		3		56.7	%		0.6	%		4		50.6	%		0.1	%		4		48.7	%
	Corporates - Of Which: SME		1.5	%		0		56.7	%		0.6	%		0		50.6	%		0.1	%		0		48.7	%
	Retail		6.2	%		0		70.8	%		21.4	%		0		76.2	%		20.6	%		0		75.7	%
	Retail - Secured on real estate property		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		—			0		—			—			0		—			—			0		—
	Retail - Qualifying Revolving		2.6	%		0		42.6	%		2.6	%		0		42.6	%		2.2	%		0		42.6	%
	Retail - Other Retail		10.3	%		0		87.5	%		44.3	%		0		84.0	%		65.4	%		0		82.5	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		10.3	%		0		87.5	%		44.3	%		0		84.0	%		65.4	%		0		82.5	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		1.0	%		5		56.7	%		0.4	%		7		50.6	%		0.1	%		8		48.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Mexico	Central banks and central governments		468		0		0		0		59		0		0		0		0		0		0		0		—
	Institutions		298		0		0		0		8		0		0		0		1		0		0		0		—
	Corporates		16,230		226		0		0		10,607		37		0		0		22		86		0		0		38.2	%
	Corporates - Of Which: Specialised Lending		35		0		0		0		32		0		0		0		0		0		0		0		—
	Corporates - Of Which: SME		2,287		96		0		0		1,473		0		0		0		16		0		0		0		0.0	%
	Retail		7,118		137		0		0		7,223		5		0		0		14		70		0		0		51.4	%
	Retail - Secured on real estate property		10		0		0		0		2		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		10		0		0		0		2		0		0		0		0		0		0		0		—
	Retail - Qualifying Revolving		7,107		137		0		0		7,221		5		0		0		14		70		0		0		51.4	%
	Retail - Other Retail		1		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		1		0		0		0		0		0		0		0		0		0		0		0		—
	Equity		1,171		0		0		0		2,764		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		25,285		363		0		0		20,660		42		0		0		36		157		0		0		43.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Mexico	Central banks and central governments		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		0.1	%		1		22.9	%		0.0	%		1		22.0	%		0.1	%		1		21.4	%
	Corporates		0.1	%		171		40.4	%		0.2	%		197		35.6	%		0.1	%		219		32.2	%
	Corporates - Of Which: Specialised Lending		0.1	%		0		14.8	%		0.2	%		0		18.9	%		0.2	%		0		19.2	%
	Corporates - Of Which: SME		0.1	%		65		39.0	%		0.1	%		67		36.1	%		0.1	%		69		33.8	%
	Retail		9.2	%		752		66.3	%		10.0	%		1,347		66.4	%		9.7	%		1,838		66.3	%
	Retail - Secured on real estate property		1.2	%		0		32.7	%		1.1	%		0		34.2	%		1.1	%		0		34.6	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		1.2	%		0		32.7	%		1.1	%		0		34.2	%		1.1	%		0		34.6	%
	Retail - Qualifying Revolving		9.2	%		752		66.4	%		10.0	%		1,347		66.4	%		9.7	%		1,838		66.3	%
	Retail - Other Retail		6.6	%		0		80.7	%		6.3	%		0		79.7	%		6.6	%		0		79.6	%
	Retail - Other Retail - Of Which: SME		3.7	%		0		70.9	%		4.7	%		0		72.3	%		4.7	%		0		70.6	%
	Retail - Other Retail - Of Which: non-SME		6.9	%		0		81.2	%		6.4	%		0		80.1	%		6.8	%		0		80.1	%
	Equity		0.9	%		2		86.0	%		0.9	%		4		86.0	%		0.9	%		6		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		2.7	%		927		59.9	%		2.7	%		1,550		60.3	%		2.3	%		2,065		60.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Mexico	Central banks and central governments		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		0.2	%		2		31.8	%		0.1	%		2		31.3	%		0.1	%		3		30.9	%
	Corporates		0.5	%		229		45.3	%		0.5	%		309		43.9	%		0.5	%		385		43.0	%
	Corporates - Of Which: Specialised Lending		0.5	%		0		41.0	%		0.6	%		0		42.9	%		0.5	%		1		42.9	%
	Corporates - Of Which: SME		0.3	%		70		38.1	%		0.3	%		78		36.5	%		0.3	%		85		35.5	%
	Retail		12.1	%		950		72.5	%		13.2	%		1,711		72.4	%		10.8	%		2,221		71.7	%
	Retail - Secured on real estate property		2.3	%		0		53.9	%		2.1	%		0		53.9	%		1.6	%		1		52.2	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		2.3	%		0		53.9	%		2.1	%		0		53.9	%		1.6	%		1		52.2	%
	Retail - Qualifying Revolving		12.1	%		950		72.5	%		13.2	%		1,710		72.5	%		10.8	%		2,220		71.7	%
	Retail - Other Retail		8.3	%		0		82.7	%		7.7	%		0		82.0	%		7.3	%		0		81.8	%
	Retail - Other Retail - Of Which: SME		5.5	%		0		91.9	%		8.0	%		0		89.5	%		6.9	%		0		88.3	%
	Retail - Other Retail - Of Which: non-SME		8.5	%		0		82.2	%		7.6	%		0		81.5	%		7.4	%		0		81.4	%
	Equity		1.4	%		3		86.0	%		1.4	%		6		86.0	%		1.4	%		9		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		3.8	%		1,184		65.4	%		3.7	%		2,028		66.2	%		2.7	%		2,618		65.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
France	Central banks and central governments		3		0		0		0		0		0		0		0		0		0		0		0		—
	Institutions		16,724		0		0		0		430		0		0		0		0		0		0		0		—
	Corporates		5,204		9		0		0		2,894		2		0		0		3		2		0		0		20.4	%
	Corporates - Of Which: Specialised Lending		1,666		0		0		0		1,297		0		0		0		2		0		0		0		—
	Corporates - Of Which: SME		103		2		0		0		116		1		0		0		0		1		0		0		58.7	%
	Retail		32		2		0		0		12		3		0		0		0		1		0		0		44.9	%
	Retail - Secured on real estate property		28		2		0		0		11		3		0		0		0		1		0		0		43.4	%
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		28		2		0		0		11		3		0		0		0		1		0		0		43.4	%
	Retail - Qualifying Revolving		1		0		0		0		0		0		0		0		0		0		0		0		80.0	%
	Retail - Other Retail		2		0		0		0		1		0		0		0		0		0		0		0		74.2	%
	Retail - Other Retail - Of Which: SME		1		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		1		0		0		0		0		0		0		0		0		0		0		0		74.2	%
	Equity		33		0		0		0		107		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		21,995		11		0		0		3,443		4		0		0		3		3		0		0		24.4	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
France	Central banks and central governments		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Institutions		0.0	%		4		20.2	%		0.0	%		9		20.1	%		0.0	%		12		20.1	%
	Corporates		0.8	%		54		22.6	%		0.7	%		90		21.4	%		0.7	%		124		21.0	%
	Corporates - Of Which: Specialised Lending		0.8	%		16		19.9	%		0.7	%		27		19.9	%		0.7	%		38		19.9	%
	Corporates - Of Which: SME		0.9	%		2		44.1	%		0.8	%		3		37.1	%		0.8	%		4		33.8	%
	Retail		0.5	%		1		62.5	%		0.5	%		2		55.9	%		0.5	%		2		51.2	%
	Retail - Secured on real estate property		0.4	%		1		63.4	%		0.4	%		1		56.9	%		0.4	%		1		52.0	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.4	%		1		63.4	%		0.4	%		1		56.9	%		0.4	%		1		52.0	%
	Retail - Qualifying Revolving		0.7	%		0		52.2	%		0.7	%		0		47.4	%		0.7	%		0		45.3	%
	Retail - Other Retail		1.6	%		0		53.7	%		1.5	%		0		48.1	%		1.6	%		0		45.4	%
	Retail - Other Retail - Of Which: SME		1.3	%		0		39.7	%		1.3	%		0		39.7	%		1.3	%		0		39.7	%
	Retail - Other Retail - Of Which: non-SME		1.7	%		0		55.5	%		1.6	%		0		49.6	%		1.6	%		0		46.5	%
	Equity		0.9	%		0		86.0	%		0.9	%		1		86.0	%		0.9	%		1		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.2	%		60		22.8	%		0.2	%		101		21.6	%		0.2	%		139		21.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
France	Central banks and central governments		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Institutions		0.0	%		8		20.1	%		0.0	%		14		20.1	%		0.0	%		19		20.0	%
	Corporates		1.2	%		73		25.0	%		1.3	%		138		24.0	%		1.1	%		191		23.8	%
	Corporates - Of Which: Specialised Lending		1.2	%		22		22.9	%		1.3	%		42		22.9	%		1.1	%		59		22.9	%
	Corporates - Of Which: SME		1.7	%		3		40.0	%		2.3	%		5		35.5	%		2.5	%		8		34.5	%
	Retail		0.7	%		1		57.9	%		0.9	%		2		53.1	%		0.9	%		2		50.1	%
	Retail - Secured on real estate property		0.5	%		1		58.5	%		0.7	%		1		53.7	%		0.8	%		2		50.6	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.5	%		1		58.5	%		0.7	%		1		53.7	%		0.8	%		2		50.6	%
	Retail - Qualifying Revolving		1.3	%		0		53.2	%		1.4	%		0		50.0	%		1.3	%		0		48.9	%
	Retail - Other Retail		3.0	%		0		53.1	%		3.3	%		0		49.0	%		2.9	%		0		47.4	%
	Retail - Other Retail - Of Which: SME		2.5	%		0		45.7	%		2.7	%		0		45.7	%		2.5	%		0		45.7	%
	Retail - Other Retail - Of Which: non-SME		3.2	%		0		54.3	%		3.4	%		0		49.6	%		3.1	%		0		47.8	%
	Equity		1.4	%		0		86.0	%		1.4	%		1		86.0	%		1.4	%		1		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.3	%		83		24.7	%		0.3	%		155		23.8	%		0.3	%		214		23.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Peru	Central banks and central governments		93		0		0		0		0		0		0		0		0		0		0		0		—
	Institutions		3		0		0		0		1		0		0		0		0		0		0		0		—
	Corporates		452		0		0		0		323		0		0		0		0		0		0		0		—
	Corporates - Of Which: Specialised Lending		265		0		0		0		197		0		0		0		0		0		0		0		—
	Corporates - Of Which: SME		2		0		0		0		2		0		0		0		0		0		0		0		—
	Retail		2		0		0		0		0		0		0		0		0		0		0		0		12.1	%
	Retail - Secured on real estate property		2		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		2		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Qualifying Revolving		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail		0		0		0		0		0		0		0		0		0		0		0		0		12.1	%
	Retail - Other Retail - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		0		0		0		0		0		0		0		0		0		0		0		0		12.1	%
	Equity		14		0		0		0		38		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		564		0		0		0		362		0		0		0		0		0		0		0		12.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016							12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate		Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Peru	Central banks and central governments		0.0%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		0.0%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		0.6%		3		47.5	%		0.6	%		6		47.5	%		0.7	%		9		47.5	%
	Corporates - Of Which: Specialised Lending		0.6%		2		47.5	%		0.6	%		3		47.5	%		0.7	%		5		47.5	%
	Corporates - Of Which: SME		0.6%		0		47.5	%		0.6	%		0		47.5	%		0.7	%		0		47.5	%
	Retail		0.5%		0		35.2	%		0.5	%		0		31.6	%		0.4	%		0		29.9	%
	Retail - Secured on real estate property		0.2%		0		12.2	%		0.2	%		0		12.0	%		0.2	%		0		11.9	%
	Retail - Secured on real estate property - Of Which: SME		—		0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.2%		0		12.2	%		0.2	%		0		12.0	%		0.2	%		0		11.9	%
	Retail - Qualifying Revolving		4.6%		0		61.1	%		4.4	%		0		61.1	%		4.3	%		0		61.1	%
	Retail - Other Retail		1.9%		0		48.3	%		1.9	%		0		48.2	%		1.8	%		0		48.1	%
	Retail - Other Retail - Of Which: SME		2.2%		0		39.5	%		2.1	%		0		39.5	%		2.1	%		0		39.5	%
	Retail - Other Retail - Of Which: non-SME		1.9%		0		48.5	%		1.9	%		0		48.4	%		1.8	%		0		48.4	%
	Equity		0.9%		0		86.0	%		0.9	%		0		86.0	%		0.9	%		0		86.0	%
	Securitisation
	Other non-credit obligation assets		—		0		—			—			0		—			—			0		—

	IRB TOTAL		0.5%		3		47.3	%		0.5	%		6		47.3	%		0.5	%		9		47.3	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016							12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate		Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Peru	Central banks and central governments		0.0%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		0.0%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		0.8%		4		54.6	%		1.1	%		9		54.6	%		1.2	%		14		54.6	%
	Corporates - Of Which: Specialised Lending		0.8%		2		54.6	%		1.1	%		5		54.6	%		1.2	%		8		54.6	%
	Corporates - Of Which: SME		0.8%		0		54.6	%		1.1	%		0		54.6	%		1.2	%		0		54.6	%
	Retail		1.0%		0		38.0	%		1.0	%		0		35.1	%		0.8	%		0		33.0	%
	Retail - Secured on real estate property		0.3%		0		14.4	%		0.4	%		0		14.8	%		0.4	%		0		15.0	%
	Retail - Secured on real estate property - Of Which: SME		—		0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.3%		0		14.4	%		0.4	%		0		14.8	%		0.4	%		0		15.0	%
	Retail - Qualifying Revolving		9.6%		0		70.3	%		9.8	%		0		70.3	%		8.2	%		0		70.3	%
	Retail - Other Retail		4.1%		0		49.1	%		4.2	%		0		49.5	%		3.5	%		0		49.8	%
	Retail - Other Retail - Of Which: SME		4.6%		0		45.4	%		4.6	%		0		45.4	%		3.9	%		0		45.4	%
	Retail - Other Retail - Of Which: non-SME		4.0%		0		49.2	%		4.1	%		0		49.7	%		3.4	%		0		50.0	%
	Equity		1.4%		0		86.0	%		1.4	%		0		86.0	%		1.4	%		0		86.0	%
	Securitisation
	Other non-credit obligation assets		—		0		—			—			0		—			—			0		—

	IRB TOTAL		0.7%		4		54.3	%		0.9	%		9		54.4	%		1.0	%		14		54.4	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
United Kingdom	Central banks and central governments		32		0		0		0		0		0		0		0		0		0		0		0		—
	Institutions		10,287		0		0		0		749		0		0		0		0		0		0		0		—
	Corporates		4,126		4		0		0		2,397		1		0		0		0		3		0		0		65.0	%
	Corporates - Of Which: Specialised Lending		983		0		0		0		713		0		0		0		0		0		0		0		—
	Corporates - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail		165		5		0		0		56		1		0		0		0		1		0		0		27.7	%
	Retail - Secured on real estate property		161		5		0		0		55		1		0		0		0		1		0		0		27.7	%
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		161		5		0		0		55		1		0		0		0		1		0		0		27.7	%
	Retail - Qualifying Revolving		1		0		0		0		0		0		0		0		0		0		0		0		87.5	%
	Retail - Other Retail		2		0		0		0		1		0		0		0		0		0		0		0		0.0	%
	Retail - Other Retail - Of Which: SME		1		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		2		0		0		0		1		0		0		0		0		0		0		0		0.0	%
	Equity		137		0		0		0		424		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		14,747		9		0		0		3,627		2		0		0		0		4		0		0		44.3	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United Kingdom	Central banks and central governments		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Institutions		0.0	%		3		20.0	%		0.0	%		5		20.0	%		0.0	%		8		20.0	%
	Corporates		0.8	%		37		21.3	%		0.8	%		68		20.6	%		0.8	%		98		20.4	%
	Corporates - Of Which: Specialised Lending		0.8	%		8		19.9	%		0.8	%		16		19.9	%		0.8	%		23		19.9	%
	Corporates - Of Which: SME		0.8	%		0		19.9	%		0.8	%		0		19.9	%		0.8	%		0		19.9	%
	Retail		0.4	%		4		59.1	%		0.4	%		5		51.7	%		0.4	%		6		46.8	%
	Retail - Secured on real estate property		0.3	%		4		59.5	%		0.3	%		5		52.1	%		0.4	%		5		47.1	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.3	%		4		59.5	%		0.3	%		5		52.1	%		0.4	%		5		47.1	%
	Retail - Qualifying Revolving		0.7	%		0		51.4	%		0.7	%		0		46.6	%		0.8	%		0		44.6	%
	Retail - Other Retail		1.8	%		0		40.1	%		1.8	%		0		38.7	%		1.9	%		0		38.2	%
	Retail - Other Retail - Of Which: SME		1.4	%		0		39.7	%		1.5	%		0		39.7	%		1.6	%		0		39.7	%
	Retail - Other Retail - Of Which: non-SME		1.8	%		0		40.1	%		1.8	%		0		38.5	%		2.0	%		0		37.9	%
	Equity		0.9	%		1		86.0	%		0.9	%		3		86.0	%		0.9	%		4		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.3	%		46		23.1	%		0.2	%		81		21.9	%		0.2	%		116		21.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United Kingdom	Central banks and central governments		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Institutions		0.1	%		5		20.0	%		0.0	%		10		20.0	%		0.0	%		13		20.0	%
	Corporates		1.2	%		54		23.9	%		1.8	%		124		23.3	%		1.6	%		182		23.2	%
	Corporates - Of Which: Specialised Lending		1.2	%		12		22.9	%		1.8	%		29		22.9	%		1.6	%		43		22.9	%
	Corporates - Of Which: SME		1.2	%		0		22.9	%		1.8	%		0		22.9	%		1.6	%		0		22.9	%
	Retail		0.7	%		5		50.9	%		0.9	%		6		43.2	%		0.9	%		7		39.4	%
	Retail - Secured on real estate property		0.6	%		4		51.2	%		0.8	%		6		43.2	%		0.9	%		7		39.1	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.6	%		4		51.2	%		0.8	%		6		43.2	%		0.9	%		7		39.1	%
	Retail - Qualifying Revolving		2.4	%		0		50.2	%		2.5	%		0		48.3	%		2.0	%		0		47.8	%
	Retail - Other Retail		5.8	%		0		43.6	%		5.9	%		0		43.2	%		4.7	%		0		43.1	%
	Retail - Other Retail - Of Which: SME		4.8	%		0		45.7	%		4.9	%		0		45.7	%		3.9	%		0		45.7	%
	Retail - Other Retail - Of Which: non-SME		6.1	%		0		43.2	%		6.2	%		0		42.7	%		4.9	%		0		42.6	%
	Equity		1.4	%		2		86.0	%		1.4	%		4		86.0	%		1.4	%		6		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.4	%		66		25.0	%		0.5	%		143		24.0	%		0.5	%		207		23.8	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Chile	Central banks and central governments		3		0		0		0		0		0		0		0		0		0		0		0		—
	Institutions		48		0		0		0		3		0		0		0		0		0		0		0		—
	Corporates		480		0		0		0		231		0		0		0		0		0		0		0		100.0	%
	Corporates - Of Which: Specialised Lending		0		0		0		0		0		0		0		0		0		0		0		0		—
	Corporates - Of Which: SME		3		0		0		0		4		0		0		0		0		0		0		0		—
	Retail		3		0		0		0		2		0		0		0		0		0		0		0		100.0	%
	Retail - Secured on real estate property		2		0		0		0		2		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		2		0		0		0		2		0		0		0		0		0		0		0		—
	Retail - Qualifying Revolving		0		0		0		0		0		0		0		0		0		0		0		0		100.0	%
	Retail - Other Retail		1		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		1		0		0		0		0		0		0		0		0		0		0		0		—
	Equity		87		0		0		0		215		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		621		0		0		0		451		0		0		0		0		0		0		0		100.0	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Chile	Central banks and central governments		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		1.5	%		7		31.5	%		1.2	%		13		30.0	%		1.1	%		18		29.2	%
	Corporates - Of Which: Specialised Lending		—			0		—			—			0		—			—			0		—
	Corporates - Of Which: SME		1.5	%		0		31.0	%		1.2	%		0		29.7	%		1.1	%		0		29.0	%
	Retail		2.1	%		0		27.4	%		1.9	%		0		26.6	%		1.8	%		0		26.1	%
	Retail - Secured on real estate property		0.5	%		0		7.9	%		0.5	%		0		7.7	%		0.5	%		0		7.6	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.5	%		0		7.9	%		0.5	%		0		7.7	%		0.5	%		0		7.6	%
	Retail - Qualifying Revolving		8.0	%		0		59.6	%		7.3	%		0		57.7	%		7.1	%		0		56.8	%
	Retail - Other Retail		5.0	%		0		53.8	%		4.7	%		0		52.8	%		4.5	%		0		52.3	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		5.0	%		0		53.8	%		4.7	%		0		52.8	%		4.5	%		0		52.3	%
	Equity		0.9	%		1		86.0	%		0.9	%		1		86.0	%		0.9	%		2		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		1.3	%		8		33.4	%		1.1	%		14		32.1	%		1.0	%		20		31.4	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Chile	Central banks and central governments		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		5.3	%		26		57.9	%		2.2	%		35		50.5	%		0.8	%		38		45.9	%
	Corporates - Of Which: Specialised Lending		—			0		—			—			0		—			—			0		—
	Corporates - Of Which: SME		5.3	%		0		57.8	%		2.2	%		0		50.4	%		0.8	%		0		45.8	%
	Retail		4.1	%		0		37.1	%		2.5	%		0		33.8	%		1.6	%		0		31.4	%
	Retail - Secured on real estate property		1.1	%		0		11.4	%		0.6	%		0		10.3	%		0.4	%		0		9.6	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		1.1	%		0		11.4	%		0.6	%		0		10.3	%		0.4	%		0		9.6	%
	Retail - Qualifying Revolving		16.7	%		0		83.6	%		9.8	%		0		76.2	%		6.2	%		0		71.2	%
	Retail - Other Retail		9.4	%		0		74.0	%		5.9	%		0		67.7	%		4.1	%		0		63.1	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		9.4	%		0		74.0	%		5.9	%		0		67.7	%		4.1	%		0		63.1	%
	Equity		1.4	%		1		86.0	%		1.4	%		2		86.0	%		1.4	%		3		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		4.4	%		27		58.5	%		1.9	%		37		51.6	%		0.8	%		42		47.4	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Italy	Central banks and central governments		57		0		0		0		0		0		0		0		0		0		0		0		—
	Institutions		1,871		8		0		0		170		0		0		0		0		8		0		0		100.0	%
	Corporates		3,994		48		0		0		2,009		9		0		0		19		9		0		0		19.2	%
	Corporates - Of Which: Specialised Lending		383		18		0		0		333		6		0		0		15		0		0		0		0.0	%
	Corporates - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail		10		0		0		0		3		0		0		0		0		0		0		0		48.1	%
	Retail - Secured on real estate property		10		0		0		0		3		0		0		0		0		0		0		0		48.1	%
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		10		0		0		0		3		0		0		0		0		0		0		0		48.1	%
	Retail - Qualifying Revolving		0		0		0		0		0		0		0		0		0		0		0		0		50.0	%
	Retail - Other Retail		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Equity		9		0		0		0		29		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		5,940		56		0		0		2,212		9		0		0		20		17		0		0		30.7	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Italy	Central banks and central governments		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Institutions		0.0	%		9		85.3	%		0.0	%		9		76.5	%		0.0	%		9		70.5	%
	Corporates		0.8	%		89		34.2	%		0.7	%		113		28.7	%		0.6	%		134		26.6	%
	Corporates - Of Which: Specialised Lending		0.6	%		32		53.1	%		0.5	%		34		44.1	%		0.5	%		36		39.6	%
	Corporates - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail		0.3	%		0		45.0	%		0.3	%		0		38.3	%		0.2	%		0		35.2	%
	Retail - Secured on real estate property		0.3	%		0		44.5	%		0.3	%		0		37.7	%		0.2	%		0		34.6	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.3	%		0		44.5	%		0.3	%		0		37.7	%		0.2	%		0		34.6	%
	Retail - Qualifying Revolving		0.7	%		0		60.3	%		0.6	%		0		54.0	%		0.6	%		0		50.8	%
	Retail - Other Retail		1.7	%		0		36.6	%		1.6	%		0		36.6	%		1.5	%		0		36.6	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		1.7	%		0		36.6	%		1.6	%		0		36.6	%		1.5	%		0		36.6	%
	Equity		0.9	%		0		86.0	%		0.9	%		0		86.0	%		0.9	%		0		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.5	%		98		36.6	%		0.4	%		123		30.3	%		0.4	%		144		27.8	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Italy	Central banks and central governments		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Institutions		0.1	%		9		69.5	%		0.0	%		10		60.9	%		0.0	%		10		55.9	%
	Corporates		1.2	%		105		33.7	%		1.4	%		158		28.5	%		1.5	%		210		26.7	%
	Corporates - Of Which: Specialised Lending		1.0	%		33		50.3	%		1.2	%		38		40.0	%		1.2	%		42		35.5	%
	Corporates - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail		0.6	%		0		42.5	%		0.6	%		0		38.4	%		0.6	%		0		36.5	%
	Retail - Secured on real estate property		0.5	%		0		41.8	%		0.6	%		0		37.6	%		0.6	%		0		35.8	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.5	%		0		41.8	%		0.6	%		0		37.6	%		0.6	%		0		35.8	%
	Retail - Qualifying Revolving		1.4	%		0		58.5	%		1.4	%		0		53.6	%		1.3	%		0		51.7	%
	Retail - Other Retail		3.4	%		0		42.1	%		3.6	%		0		42.1	%		3.3	%		0		42.1	%
	Retail - Other Retail - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Other Retail - Of Which: non-SME		3.4	%		0		42.1	%		3.6	%		0		42.1	%		3.3	%		0		42.1	%
	Equity		1.4	%		0		86.0	%		1.4	%		0		86.0	%		1.4	%		0		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.8	%		115		35.5	%		0.9	%		169		29.5	%		1.0	%		221		27.4	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values								Risk exposure amounts								Stock of provisions								Coverage Ratio - Default Stock¹
		A-IRB				F-IRB				A-IRB				F-IRB				A-IRB				F-IRB
	(mln EUR, %)	Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted
Colombia	Central banks and central governments		0		0		0		0		0		0		0		0		0		0		0		0		—
	Institutions		154		0		0		0		70		0		0		0		0		0		0		0		—
	Corporates		732		0		0		0		404		0		0		0		0		0		0		0		1.1	%
	Corporates - Of Which: Specialised Lending		153		0		0		0		107		0		0		0		0		0		0		0		—
	Corporates - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		1.1	%
	Retail		4		0		0		0		1		0		0		0		0		0		0		0		66.7	%
	Retail - Secured on real estate property		3		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Secured on real estate property - Of Which: non-SME		3		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Qualifying Revolving		0		0		0		0		0		0		0		0		0		0		0		0		66.7	%
	Retail - Other Retail		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Retail - Other Retail - Of Which: non-SME		0		0		0		0		0		0		0		0		0		0		0		0		—
	Equity		158		0		0		0		378		0		0		0		0		0		0		0		—
	Securitisation
	Other non-credit obligation assets		0		0		0		0		0		0		0		0		0		0		0		0		—

	IRB TOTAL		1,048		0		0		0		852		0		0		0		0		0		0		0		2.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Colombia	Central banks and central governments		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		0.9	%		6		62.9	%		0.8	%		12		64.9	%		0.8	%		17		65.9	%
	Corporates - Of Which: Specialised Lending		0.9	%		1		63.1	%		0.8	%		2		65.0	%		0.8	%		4		66.0	%
	Corporates - Of Which: SME		0.9	%		0		55.8	%		0.8	%		0		55.9	%		0.8	%		0		56.0	%
	Retail		1.3	%		0		25.4	%		1.5	%		0		25.9	%		1.4	%		0		25.5	%
	Retail - Secured on real estate property		0.5	%		0		10.5	%		0.6	%		0		11.2	%		0.6	%		0		11.2	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.5	%		0		10.5	%		0.6	%		0		11.2	%		0.6	%		0		11.2	%
	Retail - Qualifying Revolving		6.7	%		0		59.3	%		7.6	%		0		61.0	%		6.6	%		0		61.7	%
	Retail - Other Retail		2.8	%		0		52.0	%		3.2	%		0		54.3	%		3.6	%		0		55.4	%
	Retail - Other Retail - Of Which: SME		4.0	%		0		43.8	%		2.9	%		0		44.3	%		2.9	%		0		44.5	%
	Retail - Other Retail - Of Which: non-SME		2.7	%		0		53.4	%		3.2	%		0		55.7	%		3.7	%		0		56.7	%
	Equity		0.9	%		0		86.0	%		0.9	%		1		86.0	%		0.9	%		1		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.7	%		7		62.8	%		0.6	%		13		64.7	%		0.6	%		19		65.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
	(mln EUR, %)	Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Colombia	Central banks and central governments		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		1.0	%		7		62.9	%		1.8	%		21		75.8	%		1.9	%		34		79.3	%
	Corporates - Of Which: Specialised Lending		1.0	%		2		63.1	%		1.8	%		4		75.9	%		1.9	%		7		79.4	%
	Corporates - Of Which: SME		1.0	%		0		55.8	%		1.8	%		0		56.4	%		1.9	%		0		56.9	%
	Retail		1.6	%		0		26.1	%		2.4	%		0		29.7	%		2.2	%		0		29.9	%
	Retail - Secured on real estate property		0.6	%		0		11.4	%		0.7	%		0		11.5	%		0.8	%		0		11.6	%
	Retail - Secured on real estate property - Of Which: SME		—			0		—			—			0		—			—			0		—
	Retail - Secured on real estate property - Of Which: non-SME		0.6	%		0		11.4	%		0.7	%		0		11.5	%		0.8	%		0		11.6	%
	Retail - Qualifying Revolving		7.5	%		0		59.2	%		13.2	%		0		70.4	%		10.8	%		0		73.1	%
	Retail - Other Retail		3.8	%		0		52.6	%		6.3	%		0		63.7	%		6.5	%		0		66.9	%
	Retail - Other Retail - Of Which: SME		3.3	%		0		43.8	%		4.1	%		0		46.8	%		4.4	%		0		47.7	%
	Retail - Other Retail - Of Which: non-SME		3.9	%		0		53.4	%		6.5	%		0		65.2	%		6.6	%		0		68.7	%
	Equity		1.4	%		0		86.0	%		1.4	%		1		86.0	%		1.4	%		1		86.0	%
	Securitisation
	Other non-credit obligation assets		—			0		—			—			0		—			—			0		—

	IRB TOTAL		0.8	%		8		63.1	%		1.5	%		22		75.2	%		1.6	%		36		78.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

LOGO

2016 EU-wide Stress Test: Credit risk STA

Banco Bilbao Vizcaya Argentaria S.A.


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Banco Bilbao Vizcaya Argentaria S.A.	Central governments or central banks		138,686		0		35,174		0		17		0		53.1	%
	Regional governments or local authorities		6,814		7		2,996		7		7		8		53.2	%
	Public sector entities		2,631		42		1,349		46		15		48		53.2	%
	Multilateral Development Banks		38		0		25		0		0		0		0.0	%
	International Organisations		9		5		0		5		0		6		52.6	%
	Institutions		19,581		23		5,730		24		26		26		53.2	%
	Corporates		107,461		1,715		101,195		1,847		2,198		1,946		53.2	%
	of which: SME		12,187		71		10,331		145		202		562		88.7	%
	Retail		53,170		1,208		36,929		1,301		537		1,371		53.2	%
	of which: SME		16,174		403		9,540		427		188		218		35.1	%
	Secured by mortgages on immovable property		53,397		1,095		20,497		1,183		239		1,314		54.6	%
	of which: SME		6,394		205		2,782		182		0		97		32.2	%
	Items associated with particularly high risk		161		162		143		162		7		125		43.7	%
	Covered bonds		839		0		393		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		2,364		0		727		0		0		0		0.0	%
	Collective investments undertakings (CIU)		293		6		67		9		0		7		53.2	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		34,166		108		18,806		122		86		109		50.2	%

	Standardised Total		419,610		4,371		224,031		4,706		3,132		4,960		53.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Banco Bilbao Vizcaya Argentaria S.A.	Central governments or central banks		0.0	%		21		9.2	%		0.0	%		25		8.9	%		0.0	%		29		8.8	%
	Regional governments or local authorities		0.0	%		17		49.6	%		0.0	%		18		47.4	%		0.0	%		20		45.9	%
	Public sector entities		0.0	%		64		52.9	%		0.0	%		64		52.7	%		0.0	%		65		52.5	%
	Multilateral Development Banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	International Organisations		0.1	%		6		52.6	%		0.1	%		6		52.5	%		0.1	%		6		52.5	%
	Institutions		0.0	%		59		41.6	%		0.1	%		79		38.1	%		0.0	%		84		36.0	%
	Corporates		0.4	%		4,783		51.9	%		0.3	%		5,079		47.7	%		0.3	%		5,350		45.0	%
	of which: SME		0.4	%		808		75.3	%		0.3	%		845		68.4	%		0.3	%		877		63.8	%
	Retail		3.2	%		3,840		61.2	%		3.0	%		5,335		60.8	%		2.8	%		6,680		60.5	%
	of which: SME		0.8	%		655		44.8	%		0.7	%		762		41.2	%		0.6	%		860		39.0	%
	Secured by mortgages on immovable property		0.4	%		1,789		42.4	%		0.4	%		1,972		36.7	%		0.4	%		2,158		33.2	%
	of which: SME		0.3	%		142		32.0	%		0.3	%		161		28.7	%		0.3	%		181		27.0	%
	Items associated with particularly high risk		2.0	%		140		45.0	%		2.0	%		143		45.0	%		2.0	%		146		45.0	%
	Covered bonds		0.0	%		0		—			0.0	%		0		—			0.0	%		0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		1		45.0	%		0.0	%		1		45.0	%
	Collective investments undertakings (CIU)		0.0	%		7		53.1	%		0.0	%		7		53.1	%		0.0	%		7		53.0	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		195		49.5	%		0.0	%		195		48.9	%		0.0	%		195		48.3	%

	Standardised Total		0.6	%		10,921		52.6	%		0.5	%		12,923		50.1	%		0.4	%		14,740		48.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Banco Bilbao Vizcaya Argentaria S.A.	Central governments or central banks		0.0	%		29		9.0	%		0.0	%		40		8.9	%		0.0	%		52		8.9	%
	Regional governments or local authorities		0.1	%		20		46.3	%		0.1	%		25		43.9	%		0.1	%		31		42.7	%
	Public sector entities		0.1	%		65		52.5	%		0.1	%		66		52.0	%		0.1	%		68		51.5	%
	Multilateral Development Banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	International Organisations		0.3	%		6		52.5	%		0.3	%		6		52.4	%		0.3	%		6		52.4	%
	Institutions		0.4	%		129		39.0	%		0.6	%		245		37.8	%		0.1	%		257		37.3	%
	Corporates		1.2	%		5,635		55.0	%		0.7	%		6,419		49.6	%		0.5	%		6,905		47.0	%
	of which: SME		1.3	%		925		75.4	%		0.8	%		1,019		67.8	%		0.6	%		1,091		63.5	%
	Retail		4.4	%		4,486		64.1	%		5.4	%		7,149		65.3	%		5.4	%		9,586		66.2	%
	of which: SME		1.3	%		733		43.1	%		1.4	%		950		38.6	%		1.3	%		1,149		38.1	%
	Secured by mortgages on immovable property		0.8	%		2,008		43.7	%		0.7	%		2,382		37.8	%		0.7	%		2,719		33.1	%
	of which: SME		1.1	%		188		33.6	%		0.9	%		245		29.1	%		0.9	%		299		28.8	%
	Items associated with particularly high risk		2.0	%		140		45.0	%		2.0	%		143		45.0	%		2.0	%		146		45.0	%
	Covered bonds		0.0	%		0		—			0.0	%		0		—			0.0	%		0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		1		45.0	%		0.0	%		1		45.0	%
	Collective investments undertakings (CIU)		0.0	%		7		53.1	%		0.0	%		7		53.1	%		0.0	%		7		53.0	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		195		49.5	%		0.0	%		195		48.9	%		0.0	%		195		48.3	%

	Standardised Total		1.0	%		12,720		54.7	%		1.0	%		16,678		52.4	%		0.8	%		19,972		51.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Spain	Central governments or central banks		63,211		0		9,652		0		1		0		5.9	%
	Regional governments or local authorities		1,561		1		74		4		5		3		70.4	%
	Public sector entities		354		41		142		29		4		47		53.7	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		5		0		5		0		6		52.6	%
	Institutions		640		13		100		9		2		2		12.8	%
	Corporates		6,146		728		3,763		737		1,086		894		55.1	%
	of which: SME		1,476		41		1,121		53		74		144		77.9	%
	Retail		6,218		637		3,859		675		156		371		36.8	%
	of which: SME		5,143		159		3,111		182		143		70		30.5	%
	Secured by mortgages on immovable property		5,102		722		2,100		606		43		689		48.8	%
	of which: SME		2,138		0		838		0		0		0		0.0	%
	Items associated with particularly high risk		157		140		142		61		7		125		47.3	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		174		0		39		0		0		0		0.0	%
	Collective investments undertakings (CIU)		52		0		16		0		0		0		75.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		14,057		12		11,452		11		45		32		72.5	%

	Standardised Total		97,673		2,298		31,338		2,137		1,349		2,167		48.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Spain	Central governments or central banks		0.0	%		4		8.9	%		0.0	%		7		8.9	%		0.0	%		9		8.9	%
	Regional governments or local authorities		0.1	%		9		56.0	%		0.1	%		10		50.9	%		0.1	%		12		48.2	%
	Public sector entities		0.1	%		51		53.6	%		0.1	%		52		53.5	%		0.1	%		52		53.4	%
	Multilateral Development Banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	International Organisations		0.1	%		6		52.6	%		0.1	%		6		52.6	%		0.1	%		6		52.6	%
	Institutions		0.0	%		8		38.8	%		0.0	%		8		37.7	%		0.0	%		8		36.8	%
	Corporates		0.1	%		2,154		61.4	%		0.1	%		2,158		59.3	%		0.0	%		2,160		58.0	%
	of which: SME		0.3	%		223		67.8	%		0.2	%		227		63.3	%		0.2	%		229		60.8	%
	Retail		1.2	%		857		58.3	%		1.0	%		914		56.0	%		0.9	%		966		54.5	%
	of which: SME		1.1	%		353		55.8	%		0.9	%		395		52.0	%		0.7	%		431		50.0	%
	Secured by mortgages on immovable property		0.2	%		747		46.6	%		0.2	%		755		44.9	%		0.2	%		765		43.8	%
	of which: SME		0.3	%		6		9.7	%		0.2	%		11		10.0	%		0.3	%		17		11.4	%
	Items associated with particularly high risk		2.0	%		136		47.2	%		2.0	%		139		47.1	%		2.0	%		141		47.1	%
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		0.0	%		0		51.1	%		0.0	%		0		48.4	%		0.0	%		0		47.3	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		76		70.5	%		0.0	%		77		68.7	%		0.0	%		77		66.9	%

	Standardised Total		0.1	%		4,048		54.9	%		0.1	%		4,125		52.8	%		0.1	%		4,197		51.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Spain	Central governments or central banks		0.0	%		10		8.9	%		0.0	%		20		8.9	%		0.0	%		29		8.9	%
	Regional governments or local authorities		0.3	%		12		47.7	%		0.3	%		17		44.5	%		0.3	%		21		43.1	%
	Public sector entities		0.3	%		52		53.3	%		0.3	%		53		53.0	%		0.3	%		54		52.6	%
	Multilateral Development Banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	International Organisations		0.3	%		6		52.6	%		0.3	%		6		52.6	%		0.3	%		6		52.6	%
	Institutions		0.1	%		8		38.8	%		0.2	%		9		35.3	%		0.1	%		10		34.2	%
	Corporates		0.4	%		2,176		62.3	%		0.2	%		2,190		58.5	%		0.7	%		2,233		55.3	%
	of which: SME		0.8	%		230		69.2	%		0.7	%		240		61.6	%		1.4	%		259		55.9	%
	Retail		1.5	%		876		59.4	%		1.5	%		969		57.2	%		1.8	%		1,075		55.3	%
	of which: SME		1.4	%		367		58.4	%		1.4	%		439		54.2	%		1.8	%		524		51.6	%
	Secured by mortgages on immovable property		0.8	%		775		48.3	%		0.6	%		804		46.9	%		0.9	%		850		46.0	%
	of which: SME		1.1	%		23		34.5	%		0.7	%		38		27.6	%		1.4	%		67		29.8	%
	Items associated with particularly high risk		2.0	%		136		47.2	%		2.0	%		139		47.1	%		2.0	%		141		47.1	%
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		0.0	%		0		51.1	%		0.0	%		0		48.4	%		0.0	%		0		47.3	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		76		70.5	%		0.0	%		77		68.7	%		0.0	%		77		66.9	%

	Standardised Total		0.2	%		4,128		55.3	%		0.2	%		4,283		52.4	%		0.2	%		4,496		50.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
United States	Central governments or central banks		10,977		0		201		0		3		0		0.0	%
	Regional governments or local authorities		4,945		0		2,873		0		1		0		0.0	%
	Public sector entities		764		0		42		0		0		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		2,863		0		897		0		1		0		0.0	%
	Corporates		36,376		41		34,962		45		12		28		40.5	%
	of which: SME		133		2		133		3		0		6		71.3	%
	Retail		6,743		102		4,679		133		49		52		33.9	%
	of which: SME		1,898		102		1,046		102		0		52		33.9	%
	Secured by mortgages on immovable property		15,281		2		5,675		1		4		1		44.3	%
	of which: SME		2		0		1		0		0		0		0.0	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		1,684		0		344		0		0		0		0.0	%
	Collective investments undertakings (CIU)		92		6		18		8		0		6		49.7	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		2,814		2		973		1		1		2		44.3	%

	Standardised Total		82,539		153		50,665		188		70		90		36.9	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United States	Central governments or central banks		0.0	%		3		0.0	%		0.0	%		3		0.0	%		0.0	%		3		0.0	%
	Regional governments or local authorities		0.0	%		1		20.0	%		0.0	%		1		20.0	%		0.0	%		1		20.0	%
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.1	%		3		37.9	%		0.4	%		16		37.9	%		0.1	%		17		37.9	%
	Corporates		0.3	%		154		35.1	%		0.2	%		229		31.1	%		0.2	%		308		29.6	%
	of which: SME		0.3	%		6		65.9	%		0.2	%		6		61.7	%		0.2	%		7		58.2	%
	Retail		1.4	%		219		54.7	%		1.2	%		301		54.9	%		1.2	%		381		54.8	%
	of which: SME		0.0	%		80		43.5	%		0.1	%		81		37.8	%		0.1	%		82		33.5	%
	Secured by mortgages on immovable property		0.1	%		21		13.8	%		0.1	%		37		12.7	%		0.1	%		53		12.4	%
	of which: SME		0.0	%		0		3.2	%		0.1	%		0		3.4	%		0.1	%		0		3.3	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		1		45.0	%
	Collective investments undertakings (CIU)		0.0	%		6		49.7	%		0.0	%		6		49.7	%		0.0	%		6		49.7	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		3		42.1	%		0.0	%		3		40.3	%		0.0	%		3		38.6	%

	Standardised Total		0.3	%		410		39.3	%		0.2	%		596		35.6	%		0.2	%		774		33.9	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United States	Central governments or central banks		0.0	%		3		0.0	%		0.0	%		3		0.0	%		0.0	%		3		0.0	%
	Regional governments or local authorities		0.0	%		1		20.0	%		0.0	%		1		20.0	%		0.0	%		2		20.0	%
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		1.8	%		53		37.9	%		3.1	%		138		37.9	%		0.2	%		142		37.9	%
	Corporates		0.5	%		218		34.4	%		0.6	%		418		29.4	%		0.3	%		533		27.4	%
	of which: SME		0.5	%		6		63.5	%		0.6	%		7		55.0	%		0.3	%		7		50.8	%
	Retail		1.6	%		238		55.8	%		1.6	%		343		54.6	%		1.3	%		425		54.0	%
	of which: SME		0.2	%		84		43.7	%		0.1	%		87		35.5	%		0.1	%		88		31.3	%
	Secured by mortgages on immovable property		0.2	%		38		22.9	%		0.2	%		76		19.2	%		0.3	%		119		18.1	%
	of which: SME		0.2	%		0		8.1	%		0.1	%		0		6.2	%		0.1	%		0		5.7	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		1		45.0	%
	Collective investments undertakings (CIU)		0.0	%		6		49.7	%		0.0	%		6		49.7	%		0.0	%		6		49.7	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		3		42.1	%		0.0	%		3		40.3	%		0.0	%		3		38.6	%

	Standardised Total		0.4	%		561		39.4	%		0.5	%		989		34.3	%		0.3	%		1,232		32.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Turkey	Central governments or central banks		19,862		0		9,063		0		0		0		0.0	%
	Regional governments or local authorities		2		0		2		0		0		0		0.0	%
	Public sector entities		3		0		0		0		0		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		3,455		0		1,516		0		0		0		0.0	%
	Corporates		33,314		133		32,781		118		492		351		72.6	%
	of which: SME		3,920		4		3,727		18		0		84		95.6	%
	Retail		17,531		184		11,503		198		117		695		79.1	%
	of which: SME		6,603		140		3,689		140		0		73		34.2	%
	Secured by mortgages on immovable property		8,493		0		3,350		0		0		0		0.0	%
	of which: SME		3,484		0		1,579		0		0		0		0.0	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		0		0		0		0		0		0		0.0	%
	Collective investments undertakings (CIU)		0		0		0		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		2,733		53		1,394		63		21		66		55.3	%

	Standardised Total		85,394		369		59,609		378		630		1,112		75.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Turkey	Central governments or central banks		0.0	%		0		20.0	%		0.0	%		1		20.0	%		0.0	%		1		20.0	%
	Regional governments or local authorities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		1		20.0	%
	Corporates		0.2	%		909		57.7	%		0.1	%		948		51.9	%		0.1	%		975		48.5	%
	of which: SME		0.2	%		92		78.9	%		0.1	%		97		71.4	%		0.1	%		100		66.8	%
	Retail		2.6	%		1,295		72.5	%		2.4	%		1,699		69.4	%		2.2	%		2,059		67.4	%
	of which: SME		0.3	%		112		35.2	%		0.3	%		130		31.7	%		0.3	%		151		29.4	%
	Secured by mortgages on immovable property		0.1	%		13		15.2	%		0.1	%		23		15.5	%		0.1	%		35		15.6	%
	of which: SME		0.3	%		11		19.9	%		0.3	%		21		19.8	%		0.3	%		31		19.9	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		87		55.2	%		0.0	%		87		55.1	%		0.0	%		87		55.0	%

	Standardised Total		0.6	%		2,304		65.6	%		0.5	%		2,758		62.0	%		0.5	%		3,157		59.8	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Turkey	Central governments or central banks		0.0	%		0		20.0	%		0.0	%		1		20.0	%		0.0	%		1		20.0	%
	Regional governments or local authorities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		1		20.0	%
	Corporates		1.5	%		1,333		62.3	%		0.6	%		1,528		56.2	%		0.1	%		1,549		54.5	%
	of which: SME		1.5	%		143		74.4	%		0.6	%		167		66.2	%		0.1	%		169		64.2	%
	Retail		3.8	%		1,495		71.8	%		4.7	%		2,276		69.9	%		4.9	%		3,032		71.7	%
	of which: SME		1.0	%		155		30.8	%		1.0	%		218		26.2	%		0.6	%		251		25.4	%
	Secured by mortgages on immovable property		0.5	%		39		20.8	%		0.5	%		80		17.5	%		0.5	%		121		12.0	%
	of which: SME		1.0	%		34		22.0	%		1.0	%		67		20.5	%		0.6	%		84		20.6	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		87		55.2	%		0.0	%		87		55.1	%		0.0	%		87		55.0	%

	Standardised Total		1.4	%		2,954		64.9	%		1.2	%		3,971		60.6	%		1.0	%		4,791		58.3	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Mexico	Central governments or central banks		20,958		0		48		0		0		0		0.0	%
	Regional governments or local authorities		0		0		0		0		0		0		0.0	%
	Public sector entities		180		0		35		0		9		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		2,947		0		775		0		9		0		0.0	%
	Corporates		5,437		302		4,915		283		146		340		52.9	%
	of which: SME		3,119		22		2,477		46		71		189		89.7	%
	Retail		6,671		90		4,953		72		100		105		53.9	%
	of which: SME		106		1		62		1		0		1		42.6	%
	Secured by mortgages on immovable property		9,049		79		3,245		74		49		11		12.6	%
	of which: SME		4		0		0		0		0		0		0.0	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		839		0		393		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		288		0		288		0		0		0		0.0	%
	Collective investments undertakings (CIU)		0		0		0		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		6,772		0		3,274		0		0		0		0.0	%

	Standardised Total		53,141		471		17,926		429		313		456		49.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Mexico	Central governments or central banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Regional governments or local authorities		—			0		—			—			0		—			—			0		—
	Public sector entities		0.0	%		9		20.0	%		0.0	%		9		20.0	%		0.0	%		9		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.1	%		11		20.0	%		0.0	%		12		20.0	%		0.1	%		14		20.0	%
	Corporates		0.1	%		491		50.3	%		0.1	%		499		48.7	%		0.1	%		506		47.2	%
	of which: SME		0.1	%		263		81.4	%		0.2	%		268		76.0	%		0.1	%		272		71.3	%
	Retail		7.7	%		772		73.9	%		7.4	%		1,212		73.0	%		7.3	%		1,597		72.7	%
	of which: SME		3.7	%		5		64.6	%		4.7	%		10		68.7	%		4.7	%		14		68.3	%
	Secured by mortgages on immovable property		1.2	%		231		42.2	%		1.1	%		324		39.9	%		1.1	%		419		38.7	%
	of which: SME		3.7	%		0		70.9	%		4.7	%		0		72.3	%		4.7	%		0		70.6	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		0.0	%		0		—			0.0	%		0		—			0.0	%		0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		1.2	%		1,514		58.9	%		1.0	%		2,056		59.0	%		1.0	%		2,545		58.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Mexico	Central governments or central banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Regional governments or local authorities		—			0		—			—			0		—			—			0		—
	Public sector entities		0.0	%		9		20.0	%		0.0	%		9		20.0	%		0.0	%		9		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.2	%		15		30.0	%		0.1	%		17		30.0	%		0.1	%		21		30.0	%
	Corporates		0.5	%		511		51.3	%		0.5	%		538		50.6	%		0.5	%		563		49.9	%
	of which: SME		0.5	%		274		81.1	%		0.5	%		290		76.1	%		0.5	%		305		72.1	%
	Retail		9.7	%		906		77.2	%		12.6	%		1,638		76.5	%		13.3	%		2,279		75.9	%
	of which: SME		5.5	%		7		79.7	%		8.0	%		15		83.9	%		6.9	%		21		84.4	%
	Secured by mortgages on immovable property		2.3	%		329		59.4	%		2.1	%		507		57.1	%		1.6	%		642		54.7	%
	of which: SME		5.5	%		0		91.9	%		8.0	%		0		89.5	%		6.9	%		1		88.3	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		0.0	%		0		—			0.0	%		0		—			0.0	%		0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		1.7	%		1,770		64.8	%		1.8	%		2,709		66.3	%		1.6	%		3,514		66.2	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
France	Central governments or central banks		192		0		29		0		2		0		0.0	%
	Regional governments or local authorities		19		0		4		0		0		0		0.0	%
	Public sector entities		5		0		0		0		0		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		1,879		9		85		14		6		0		1.0	%
	Corporates		943		9		826		11		140		12		56.7	%
	of which: SME		20		0		20		0		0		0		0.0	%
	Retail		63		0		54		0		1		0		25.0	%
	of which: SME		0		0		0		0		0		0		0.0	%
	Secured by mortgages on immovable property		7		0		2		0		0		0		26.2	%
	of which: SME		0		0		0		0		0		0		0.0	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		0		0		0		0		0		0		0.0	%
	Collective investments undertakings (CIU)		73		0		15		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		765		0		134		0		0		0		0.0	%

	Standardised Total		3,946		19		1,149		26		149		12		39.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
France	Central governments or central banks		0.0	%		2		290.0	%		0.0	%		2		149.4	%		0.0	%		2		102.6	%
	Regional governments or local authorities		0.0	%		0		40.0	%		0.0	%		0		40.0	%		0.0	%		0		40.0	%
	Public sector entities		0.0	%		0		40.0	%		0.0	%		0		40.0	%		0.0	%		0		40.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		8		22.2	%		0.0	%		9		21.8	%		0.0	%		9		21.6	%
	Corporates		0.3	%		161		45.2	%		0.2	%		163		36.9	%		0.2	%		165		33.0	%
	of which: SME		0.9	%		0		22.3	%		0.8	%		0		22.1	%		0.8	%		0		21.9	%
	Retail		1.5	%		2		44.1	%		1.3	%		3		41.2	%		1.3	%		3		39.9	%
	of which: SME		1.4	%		0		41.1	%		1.2	%		0		40.6	%		1.2	%		0		40.3	%
	Secured by mortgages on immovable property		0.3	%		0		58.3	%		0.3	%		0		50.4	%		0.3	%		0		45.1	%
	of which: SME		—			0		—			—			0		—			—			0		—
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.1	%		174		41.5	%		0.1	%		178		35.3	%		0.1	%		181		32.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
France	Central governments or central banks		0.0	%		2		55.8	%		0.0	%		2		32.3	%		0.0	%		2		24.5	%
	Regional governments or local authorities		0.0	%		0		40.0	%		0.0	%		0		40.0	%		0.0	%		0		40.0	%
	Public sector entities		0.0	%		0		40.0	%		0.0	%		0		40.0	%		0.0	%		0		40.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		9		21.8	%		0.0	%		10		21.5	%		0.0	%		10		21.3	%
	Corporates		0.6	%		163		40.4	%		0.8	%		170		33.6	%		0.8	%		177		31.5	%
	of which: SME		1.5	%		0		24.7	%		1.9	%		1		25.1	%		1.9	%		1		25.5	%
	Retail		2.5	%		3		45.6	%		3.2	%		4		44.5	%		3.2	%		6		44.6	%
	of which: SME		2.3	%		0		45.4	%		2.9	%		0		46.2	%		2.9	%		0		46.9	%
	Secured by mortgages on immovable property		0.5	%		0		54.5	%		0.6	%		0		49.1	%		0.7	%		0		46.1	%
	of which: SME		—			0		—			—			0		—			—			0		—
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.2	%		178		38.0	%		0.2	%		187		33.0	%		0.2	%		196		31.3	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Peru	Central governments or central banks		6,808		0		3,162		0		0		0		0.0	%
	Regional governments or local authorities		47		0		23		0		0		0		0.0	%
	Public sector entities		284		0		145		0		2		0		0.0	%
	Multilateral Development Banks		19		0		10		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		534		0		179		0		2		0		0.0	%
	Corporates		7,346		86		7,318		68		95		226		72.5	%
	of which: SME		1,677		-2		1,237		14		50		80		102.0	%
	Retail		3,331		62		2,451		69		54		42		40.4	%
	of which: SME		1,462		0		1,058		0		41		0		0.0	%
	Secured by mortgages on immovable property		3,839		114		1,589		46		84		11		9.0	%
	of which: SME		41		3		9		3		0		5		62.8	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		1		0		1		0		0		0		0.0	%
	Collective investments undertakings (CIU)		0		0		0		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		1,221		0		284		0		0		0		0.0	%

	Standardised Total		23,430		262		15,161		183		238		279		51.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Peru	Central governments or central banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Regional governments or local authorities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Public sector entities		0.0	%		2		20.0	%		0.0	%		2		20.0	%		0.0	%		2		20.0	%
	Multilateral Development Banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		2		20.0	%		0.0	%		3		20.0	%		0.0	%		3		20.0	%
	Corporates		0.6	%		365		67.2	%		0.6	%		406		63.8	%		0.5	%		446		61.5	%
	of which: SME		0.6	%		139		90.7	%		0.5	%		148		83.6	%		0.5	%		157		78.6	%
	Retail		2.6	%		197		51.8	%		2.5	%		275		50.7	%		2.4	%		346		50.1	%
	of which: SME		2.1	%		71		40.7	%		2.0	%		98		40.4	%		1.9	%		123		40.3	%
	Secured by mortgages on immovable property		0.2	%		119		18.9	%		0.2	%		125		17.4	%		0.1	%		131		16.6	%
	of which: SME		2.2	%		6		58.5	%		1.9	%		7		55.8	%		1.7	%		7		54.0	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.6	%		686		51.6	%		0.5	%		811		49.0	%		0.5	%		927		47.6	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Peru	Central governments or central banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Regional governments or local authorities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Public sector entities		0.0	%		2		20.0	%		0.0	%		2		20.0	%		0.0	%		2		20.0	%
	Multilateral Development Banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		2		20.0	%		0.0	%		3		20.0	%		0.0	%		3		20.0	%
	Corporates		0.8	%		381		68.4	%		1.1	%		460		66.3	%		1.2	%		547		65.5	%
	of which: SME		0.8	%		143		91.0	%		1.1	%		160		83.8	%		1.2	%		180		79.6	%
	Retail		3.5	%		228		56.6	%		4.7	%		376		58.3	%		5.3	%		528		59.8	%
	of which: SME		2.8	%		82		46.9	%		3.8	%		134		48.5	%		4.3	%		188		49.6	%
	Secured by mortgages on immovable property		0.3	%		124		19.3	%		0.3	%		136		18.4	%		0.4	%		150		17.9	%
	of which: SME		3.4	%		7		59.5	%		3.8	%		8		57.9	%		4.1	%		9		57.0	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.8	%		737		53.4	%		1.0	%		978		52.9	%		1.1	%		1,229		53.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
United Kingdom	Central governments or central banks		0		0		0		0		0		0		0.0	%
	Regional governments or local authorities		0		0		0		0		0		0		0.0	%
	Public sector entities		3		0		0		0		0		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		1,087		0		660		0		2		0		0.0	%
	Corporates		462		16		463		23		2		6		28.3	%
	of which: SME		32		0		32		0		0		0		0.0	%
	Retail		237		1		199		1		0		0		27.9	%
	of which: SME		1		0		1		0		0		0		0.0	%
	Secured by mortgages on immovable property		115		13		53		14		0		0		2.0	%
	of which: SME		0		0		0		0		0		0		0.0	%
	Items associated with particularly high risk		4		0		1		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		0		0		0		0		0		0		0.0	%
	Collective investments undertakings (CIU)		0		0		0		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		1,349		0		0		0		0		0		0.0	%

	Standardised Total		3,257		30		1,375		38		5		7		18.8	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United Kingdom	Central governments or central banks		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Regional governments or local authorities		—			0		—			—			0		—			—			0		—
	Public sector entities		0.0	%		0		40.0	%		0.0	%		0		40.0	%		0.0	%		0		40.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		3		20.0	%		0.0	%		3		20.0	%		0.0	%		3		20.0	%
	Corporates		0.9	%		25		56.6	%		1.0	%		29		45.8	%		1.0	%		34		40.3	%
	of which: SME		0.9	%		0		22.3	%		1.0	%		1		22.4	%		1.0	%		1		22.4	%
	Retail		1.6	%		5		42.9	%		1.7	%		9		40.7	%		1.7	%		13		39.9	%
	of which: SME		1.4	%		0		41.1	%		1.5	%		0		41.2	%		1.5	%		0		41.1	%
	Secured by mortgages on immovable property		0.3	%		10		68.0	%		0.3	%		11		64.3	%		0.4	%		11		61.0	%
	of which: SME		0.5	%		0		14.0	%		0.5	%		0		13.9	%		0.5	%		0		13.8	%
	Items associated with particularly high risk		2.2	%		0		45.0	%		2.2	%		0		45.0	%		2.2	%		0		45.0	%
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.3	%		43		56.1	%		0.3	%		52		47.0	%		0.3	%		61		42.3	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
United Kingdom	Central governments or central banks		0.0	%		0		8.9	%		0.0	%		0		8.9	%		0.0	%		0		8.9	%
	Regional governments or local authorities		—			0		—			—			0		—			—			0		—
	Public sector entities		0.0	%		0		40.0	%		0.0	%		0		40.0	%		0.0	%		0		40.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.1	%		3		20.0	%		0.0	%		3		20.0	%		0.0	%		4		20.0	%
	Corporates		1.6	%		28		52.1	%		2.3	%		38		43.3	%		2.5	%		48		40.7	%
	of which: SME		1.6	%		1		27.0	%		2.3	%		1		28.7	%		2.5	%		2		30.3	%
	Retail		2.8	%		8		48.5	%		4.0	%		17		50.0	%		4.4	%		26		52.4	%
	of which: SME		2.5	%		0		49.6	%		3.6	%		0		52.8	%		3.9	%		0		55.9	%
	Secured by mortgages on immovable property		0.6	%		10		60.5	%		0.8	%		11		55.1	%		0.9	%		11		50.9	%
	of which: SME		0.8	%		0		14.6	%		1.1	%		0		14.7	%		1.3	%		0		14.7	%
	Items associated with particularly high risk		2.2	%		0		45.0	%		2.2	%		0		45.0	%		2.2	%		0		45.0	%
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.5	%		48		51.9	%		0.6	%		69		45.6	%		0.6	%		89		44.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Chile	Central governments or central banks		774		0		0		0		0		0		0.0	%
	Regional governments or local authorities		7		0		1		0		0		0		0.0	%
	Public sector entities		87		0		12		0		0		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		1,225		0		259		0		0		0		0.0	%
	Corporates		6,206		34		6,132		48		22		34		49.4	%
	of which: SME		961		3		961		7		0		17		84.3	%
	Retail		2,567		65		1,925		100		1		39		37.8	%
	of which: SME		254		0		190		0		0		0		0.0	%
	Secured by mortgages on immovable property		4,717		118		1,857		111		0		21		15.0	%
	of which: SME		49		0		19		0		0		0		9.8	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		197		0		50		0		0		0		0.0	%
	Collective investments undertakings (CIU)		0		0		0		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		619		0		319		0		0		0		0.0	%

	Standardised Total		16,399		218		10,555		260		23		94		30.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Chile	Central governments or central banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Regional governments or local authorities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		1.5	%		146		34.6	%		1.2	%		216		32.0	%		1.1	%		279		30.7	%
	of which: SME		1.5	%		31		47.2	%		1.2	%		42		40.1	%		1.1	%		52		36.8	%
	Retail		5.3	%		197		53.3	%		4.8	%		309		51.7	%		4.7	%		406		50.9	%
	of which: SME		1.7	%		4		17.1	%		1.5	%		8		16.6	%		1.5	%		11		16.4	%
	Secured by mortgages on immovable property		0.5	%		47		10.2	%		0.5	%		68		9.2	%		0.5	%		88		8.8	%
	of which: SME		1.7	%		1		17.7	%		1.5	%		2		17.0	%		1.5	%		2		16.6	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		1.5	%		390		31.0	%		1.3	%		593		29.3	%		1.2	%		773		28.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Chile	Central governments or central banks		0.0	%		0		0.0	%		0.0	%		0		0.0	%		0.0	%		0		0.0	%
	Regional governments or local authorities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		5.3	%		383		57.0	%		2.1	%		504		50.3	%		0.8	%		547		46.0	%
	of which: SME		5.3	%		68		62.7	%		2.2	%		87		54.6	%		0.8	%		93		49.9	%
	Retail		9.5	%		305		68.3	%		9.6	%		519		63.4	%		8.3	%		673		58.7	%
	of which: SME		3.7	%		9		26.1	%		2.1	%		14		23.3	%		1.3	%		16		21.4	%
	Secured by mortgages on immovable property		1.2	%		75		12.4	%		0.7	%		104		11.2	%		0.4	%		120		10.4	%
	of which: SME		3.7	%		2		26.2	%		2.1	%		3		23.4	%		1.3	%		3		21.5	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		0.0	%		0		45.0	%		0.0	%		0		45.0	%		0.0	%		0		45.0	%
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		3.8	%		764		43.9	%		2.4	%		1,127		40.9	%		1.5	%		1,340		38.3	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Italy	Central governments or central banks		7,539		0		28		0		0		0		0.0	%
	Regional governments or local authorities		80		0		16		0		0		0		0.0	%
	Public sector entities		1		0		0		0		0		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		175		0		65		0		1		0		0.0	%
	Corporates		258		0		257		0		0		0		0.0	%
	of which: SME		75		0		75		0		0		0		0.0	%
	Retail		139		3		104		3		0		5		65.3	%
	of which: SME		0		0		0		0		0		0		0.0	%
	Secured by mortgages on immovable property		8		0		3		0		0		0		0.0	%
	of which: SME		0		0		0		0		0		0		0.0	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		0		0		0		0		0		0		0.0	%
	Collective investments undertakings (CIU)		0		0		0		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		126		0		4		0		0		0		0.0	%

	Standardised Total		8,326		3		477		3		1		5		65.3	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Italy	Central governments or central banks		0.0	%		0		8.9	%		0.0	%		1		8.9	%		0.0	%		1		8.9	%
	Regional governments or local authorities		0.1	%		0		40.0	%		0.1	%		0		40.0	%		0.1	%		0		40.0	%
	Public sector entities		0.1	%		0		40.0	%		0.1	%		0		40.0	%		0.1	%		0		40.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		1		20.0	%		0.0	%		1		20.0	%		0.0	%		1		20.0	%
	Corporates		0.7	%		2		22.5	%		0.6	%		3		22.2	%		0.5	%		5		22.0	%
	of which: SME		0.7	%		1		22.5	%		0.6	%		1		22.2	%		0.5	%		1		22.0	%
	Retail		1.3	%		8		63.3	%		1.0	%		10		57.6	%		0.9	%		11		54.2	%
	of which: SME		1.1	%		0		41.3	%		0.9	%		0		40.9	%		0.8	%		0		40.5	%
	Secured by mortgages on immovable property		0.3	%		0		26.5	%		0.3	%		0		25.8	%		0.2	%		0		25.4	%
	of which: SME		—			0		—			—			0		—			—			0		—
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.1	%		12		40.8	%		0.0	%		15		34.1	%		0.0	%		18		31.0	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Italy	Central governments or central banks		0.0	%		1		8.9	%		0.0	%		2		8.9	%		0.0	%		4		8.9	%
	Regional governments or local authorities		0.3	%		0		40.0	%		0.3	%		1		40.0	%		0.3	%		1		40.0	%
	Public sector entities		0.3	%		0		40.0	%		0.3	%		0		40.0	%		0.3	%		0		40.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.1	%		1		20.0	%		0.0	%		1		20.0	%		0.0	%		1		20.0	%
	Corporates		1.4	%		4		25.8	%		1.6	%		7		26.4	%		1.6	%		11		26.5	%
	of which: SME		1.4	%		1		25.8	%		1.6	%		2		26.4	%		1.6	%		3		26.5	%
	Retail		2.4	%		10		59.9	%		2.8	%		13		55.3	%		2.8	%		17		52.9	%
	of which: SME		2.1	%		0		47.4	%		2.4	%		0		48.6	%		2.5	%		0		48.7	%
	Secured by mortgages on immovable property		0.5	%		0		31.1	%		0.6	%		0		31.5	%		0.6	%		0		31.5	%
	of which: SME		—			0		—			—			0		—			—			0		—
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		0.1	%		16		32.8	%		0.1	%		25		29.0	%		0.1	%		34		27.5	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		12/31/2015
		Exposure values				Risk exposure amounts				Stock of provisions				Coverage Ratio - Default Stock¹
		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Non-defaulted		Defaulted		Coverage Ratio - Default Stock¹
Colombia	Central governments or central banks		1,922		0		689		0		0		0		0.0	%
	Regional governments or local authorities		0		0		0		0		0		0		0.0	%
	Public sector entities		283		0		282		0		0		0		0.0	%
	Multilateral Development Banks		0		0		0		0		0		0		0.0	%
	International Organisations		0		0		0		0		0		0		0.0	%
	Institutions		446		0		128		0		0		0		0.0	%
	Corporates		3,326		70		3,283		101		32		21		23.4	%
	of which: SME		16		0		16		3		0		10		97.2	%
	Retail		4,155		32		3,048		46		59		36		53.1	%
	of which: SME		202		0		145		0		1		0		0.0	%
	Secured by mortgages on immovable property		2,735		29		1,033		28		34		64		68.6	%
	of which: SME		7		0		1		0		0		0		68.3	%
	Items associated with particularly high risk		0		0		0		0		0		0		0.0	%
	Covered bonds		0		0		0		0		0		0		0.0	%
	Claims on institutions and corporates with a ST credit assessment		0		0		0		0		0		0		0.0	%
	Collective investments undertakings (CIU)		0		0		0		0		0		0		0.0	%
	Equity		0		0		0		0		0		0		0.0	%
	Securitisation
	Other exposures		838		0		209		0		0		0		0.0	%

	Standardised Total		13,705		131		8,672		175		125		121		48.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Baseline Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Colombia	Central governments or central banks		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Regional governments or local authorities		—			0		—			—			0		—			—			0		—
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		0.9	%		116		61.2	%		0.7	%		140		62.5	%		0.8	%		165		63.5	%
	of which: SME		0.9	%		10		96.5	%		0.8	%		10		96.0	%		0.8	%		10		95.5	%
	Retail		3.2	%		227		53.7	%		3.7	%		371		55.8	%		3.9	%		514		56.8	%
	of which: SME		4.0	%		9		43.8	%		2.8	%		15		44.3	%		2.9	%		19		44.5	%
	Secured by mortgages on immovable property		0.4	%		110		35.4	%		0.5	%		123		26.7	%		0.5	%		136		22.5	%
	of which: SME		4.0	%		1		56.1	%		2.9	%		1		53.4	%		2.9	%		1		51.9	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		1.3	%		453		49.3	%		1.4	%		635		47.6	%		1.4	%		815		46.9	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)


		Adverse Scenario
		12/31/2016								12/31/2017								12/31/2018
		Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹			Impairment rate			Stock of Provisions		Coverage Ratio - Default Stock¹
Colombia	Central governments or central banks		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Regional governments or local authorities		—			0		—			—			0		—			—			0		—
	Public sector entities		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Multilateral Development Banks		—			0		—			—			0		—			—			0		—
	International Organisations		—			0		—			—			0		—			—			0		—
	Institutions		0.0	%		0		20.0	%		0.0	%		0		20.0	%		0.0	%		0		20.0	%
	Corporates		1.0	%		120		61.3	%		1.8	%		179		69.2	%		1.9	%		241		73.3	%
	of which: SME		1.0	%		10		96.4	%		1.8	%		10		96.0	%		1.9	%		10		95.7	%
	Retail		4.2	%		270		53.8	%		7.1	%		541		64.4	%		6.9	%		781		67.7	%
	of which: SME		3.3	%		8		43.8	%		4.1	%		16		46.8	%		4.4	%		23		47.7	%
	Secured by mortgages on immovable property		0.6	%		113		33.5	%		0.6	%		130		24.9	%		0.7	%		147		21.3	%
	of which: SME		3.3	%		1		57.3	%		4.1	%		1		54.9	%		4.4	%		1		53.6	%
	Items associated with particularly high risk		—			0		—			—			0		—			—			0		—
	Covered bonds		—			0		—			—			0		—			—			0		—
	Claims on institutions and corporates with a ST credit assessment		—			0		—			—			0		—			—			0		—
	Collective investments undertakings (CIU)		—			0		—			—			0		—			—			0		—
	Equity		—			0		—			—			0		—			—			0		—
	Securitisation
	Other exposures		0.0	%		0		10.0	%		0.0	%		0		10.0	%		0.0	%		0		10.0	%

	Standardised Total		1.6	%		503		48.9	%		2.6	%		850		53.6	%		2.5	%		1,168		55.1	%

¹	Computed as: Stock of provisions for defaulted stock / default stock (as defined in paragraphs 59 and 61 of the Methodological note)

LOGO

2016 EU-wide Stress Test: Securitisations

Banco Bilbao Vizcaya Argentaria S.A.


		12/31/2015		Baseline Scenario						Adverse Scenario
	(mln EUR)	12/31/2015		12/31/2016		12/31/2017		12/31/2018		12/31/2016		12/31/2017		12/31/2018
	STA		3,142
Exposure values	IRB		973

	Total		4,116

	STA		1,049		1,447		1,635		1,927		2,068		4,209		5,924
Risk exposure amounts	IRB		345		227		248		265		246		692		906

	Total		1,395		1,674		1,884		2,192		2,315		4,900		6,830

Impairments	Total banking book others than assessed at fair value		40		41		25		24		103		39		39

LOGO

2016 EU-wide Stress Test: Sovereign

Banco Bilbao Vizcaya Argentaria S.A.


	(mln EUR)	12/31/2015
Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		NET DIRECT EXPOSURES (accounting value gross of provisions) (1)												DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)								INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
																Derivatives with positive fair value				Derivatives with negative fair value				Derivatives with positive fair value				Derivatives with negative fair value
						of which: AFS		of which: FVO (designated at fair value through profit&loss)		of which: HFT (2)		of which: HTM		of which: Loans and receivables		Notional value		Fair-value (+)		Notional value		Fair-value (-)		Notional value		Fair-value (+)		Notional value		Fair-value (-)
[ 0 - 3M [	Austria		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			6		6		5		0		1		0		0		0		0		0		0		1		0		11		0
[ 1Y - 2Y [			1		1		0		0		1		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			3		3		0		0		3		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			2		2		0		0		2		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			9		6		0		0		6		0		0		0		0		0		0		0		0		0		0
[10Y - more			4		4		0		0		4		0		0		0		0		0		0		0		0		0		0
Tot			25		22		5		0		17		0		0		0		0		0		0		1		0		11		0
[ 0 - 3M [	Belgium		49		49		0		0		48		0		1		0		0		0		0		0		0		2		0
[ 3M - 1Y [			157		135		0		0		134		0		1		0		0		0		0		11		0		11		0
[ 1Y - 2Y [			28		16		15		0		0		0		1		0		0		0		0		46		1		48		-1
[ 2Y - 3Y [			6		1		0		0		0		0		1		0		0		0		0		60		2		0		0
[3Y - 5Y [			2		1		0		0		0		0		1		0		0		0		0		141		9		188		-6
[5Y - 10Y [			85		57		0		0		37		0		21		0		0		0		0		34		1		5		0
[10Y - more			23		9		0		0		1		0		8		0		0		0		0		0		0		0		0
Tot			349		268		15		0		220		0		32		0		0		0		0		292		13		253		-7
[ 0 - 3M [	Bulgaria		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			10		10		10		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			10		10		10		0		0		0		0		0		0		0		0		0		0		0		0
Tot			20		20		20		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Cyprus		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Czech Republic		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Denmark		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 0 - 3M [	Estonia		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0


	(mln EUR)	12/31/2015
Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		NET DIRECT EXPOSURES (accounting value gross of provisions) (1)												DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)								INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
																Derivatives with positive fair value				Derivatives with negative fair value				Derivatives with positive fair value				Derivatives with negative fair value
						of which: AFS		of which: FVO (designated at fair value through profit&loss)		of which: HFT (2)		of which: HTM		of which: Loans and receivables		Notional value		Fair-value (+)		Notional value		Fair-value (-)		Notional value		Fair-value (+)		Notional value		Fair-value (-)
[ 0 - 3M [	Finland		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		11		0		11		0
[ 1Y - 2Y [			14		14		14		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			14		14		14		0		0		0		0		0		0		0		0		11		0		11		0
[ 0 - 3M [	France		86		0		0		0		0		0		0		0		0		0		0		7		0		9		0
[ 3M - 1Y [			656		481		0		0		481		0		0		0		0		0		0		3		0		1		0
[ 1Y - 2Y [			9		2		0		0		0		0		2		0		0		0		0		26		1		5		0
[ 2Y - 3Y [			71		42		0		0		40		0		2		0		0		0		0		10		0		11		0
[3Y - 5Y [			41		11		0		0		10		0		1		0		0		0		0		10		1		9		0
[5Y - 10Y [			84		31		10		0		0		0		21		0		0		0		0		0		0		110		-4
[10Y - more			15		8		0		0		0		0		8		0		0		0		0		0		0		0		-26
Tot			962		575		10		0		531		0		34		0		0		0		0		56		2		146		-31
[ 0 - 3M [	Germany		0		0		0		0		0		0		0		0		0		0		0		43		0		3		0
[ 3M - 1Y [			78		28		0		0		28		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			132		0		0		0		0		0		0		0		0		0		0		28		0		28		0
[ 2Y - 3Y [			90		23		0		0		23		0		0		0		0		0		0		69		0		69		-1
[3Y - 5Y [			61		27		0		0		27		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			162		73		0		0		73		0		0		0		0		0		0		0		0		119		-1
[10Y - more			11		0		0		0		0		0		0		0		0		0		0		0		0		0		-19
Tot			534		151		0		0		151		0		0		0		0		0		0		141		0		221		-21
[ 0 - 3M [	Croatia		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Greece		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 0 - 3M [	Hungary		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Ireland		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			1		1		0		0		1		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			1		1		0		0		1		0		0		0		0		0		0		1		0		1		0


	(mln EUR)	12/31/2015
Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		NET DIRECT EXPOSURES (accounting value gross of provisions) (1)												DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)								INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
																Derivatives with positive fair value				Derivatives with negative fair value				Derivatives with positive fair value				Derivatives with negative fair value
						of which: AFS		of which: FVO (designated at fair value through profit&loss)		of which: HFT (2)		of which: HTM		of which: Loans and receivables		Notional value		Fair-value (+)		Notional value		Fair-value (-)		Notional value		Fair-value (+)		Notional value		Fair-value (-)
[ 0 - 3M [	Italy		152		152		14		0		127		0		10		0		0		0		0		22		1		425		-2
[ 3M - 1Y [			1,070		995		21		0		966		0		8		0		0		0		0		147		2		101		-2
[ 1Y - 2Y [			652		236		191		0		45		0		0		0		0		0		0		15		0		11		0
[ 2Y - 3Y [			3,914		3,814		3,758		0		56		0		0		0		0		0		0		27		0		45		0
[3Y - 5Y [			112		12		12		0		0		0		0		0		0		0		0		310		5		218		-20
[5Y - 10Y [			1,304		1,090		1,045		0		0		0		45		0		0		0		0		111		2		89		-2
[10Y - more			2,624		2,495		2,460		0		18		0		17		0		0		0		0		8		1		4		0
Tot			9,830		8,794		7,502		0		1,212		0		80		0		0		0		0		639		12		892		-26
[ 0 - 3M [	Latvia		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Lithuania		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			10		10		10		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			10		10		10		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Luxembourg		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Malta		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Netherlands		8		8		0		0		8		0		0		0		0		0		0		2		0		2		0
[ 3M - 1Y [			5		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			44		10		10		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			42		0		0		0		0		0		0		0		0		0		0		21		2		14		0
[3Y - 5Y [			19		4		4		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			124		89		38		0		51		0		0		0		0		0		0		0		0		0		0
[10Y - more			9		2		0		0		2		0		0		0		0		0		0		0		0		0		0
Tot			250		113		52		0		61		0		0		0		0		0		0		24		2		17		0
[ 0 - 3M [	Poland		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			8		8		8		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			7		7		7		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			7		7		7		0		0		0		0		0		0		0		0		0		0		0		0
Tot			22		22		22		0		0		0		0		0		0		0		0		0		0		0		0


	(mln EUR)	12/31/2015
Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		NET DIRECT EXPOSURES (accounting value gross of provisions) (1)												DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)								INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
																Derivatives with positive fair value				Derivatives with negative fair value				Derivatives with positive fair value				Derivatives with negative fair value
						of which: AFS		of which: FVO (designated at fair value through profit&loss)		of which: HFT (2)		of which: HTM		of which: Loans and receivables		Notional value		Fair-value (+)		Notional value		Fair-value (-)		Notional value		Fair-value (+)		Notional value		Fair-value (-)
[ 0 - 3M [	Portugal		20		20		0		0		19		0		2		186		2		0		0		40		0		50		-1
[ 3M - 1Y [			131		131		0		0		130		0		1		0		0		133		-4		1		0		1		0
[ 1Y - 2Y [			72		72		0		0		0		0		72		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			104		104		0		0		0		0		104		0		0		0		0		25		0		25		0
[3Y - 5Y [			89		89		1		0		30		0		58		0		0		0		0		0		0		0		0
[5Y - 10Y [			232		139		0		0		0		0		139		0		0		842		-221		0		0		0		0
[10Y - more			55		53		0		0		1		0		52		0		0		0		0		0		0		0		0
Tot			703		608		1		0		180		0		428		186		2		975		-225		66		1		76		-1
[ 0 - 3M [	Romania		1		1		0		0		0		0		1		0		0		0		0		0		0		0		0
[ 3M - 1Y [			1		1		0		0		0		0		1		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			1		1		0		0		0		0		1		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			1		1		0		0		0		0		1		0		0		0		0		0		0		0		0
[3Y - 5Y [			142		142		142		0		0		0		1		0		0		0		0		0		0		0		0
[5Y - 10Y [			153		153		152		0		0		0		1		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			300		300		294		0		0		0		6		0		0		0		0		0		0		0		0
[ 0 - 3M [	Slovakia		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Slovenia		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Spain		7,529		7,529		864		0		852		0		5,814		0		0		76		-13		784		65		694		-42
[ 3M - 1Y [			13,070		12,957		4,803		0		3,701		0		4,454		119		2		47		-6		185		14		1,625		-35
[ 1Y - 2Y [			6,617		6,418		3,242		0		374		0		2,802		113		8		10		0		3		0		18		0
[ 2Y - 3Y [			8,953		8,642		4,303		0		0		0		4,339		156		7		0		0		7		0		6		0
[3Y - 5Y [			8,602		8,263		4,424		0		288		0		3,552		452		11		200		-1		12		0		1		0
[5Y - 10Y [			17,989		17,428		13,493		0		0		0		3,934		366		64		105		-17		7		0		0		0
[10Y - more			2,798		2,292		899		0		176		0		1,217		227		33		0		0		5		3		15		-7
Tot			65,557		63,529		32,027		0		5,390		0		26,111		1,433		125		438		-37		1,003		82		2,359		-84
[ 0 - 3M [	Sweden		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 0 - 3M [	United Kingdom		0		0		0		0		0		0		0		0		0		0		0		0		0		15		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		23		0		23		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		12		2		14		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		37		2		53		-1


	(mln EUR)	12/31/2015
Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		NET DIRECT EXPOSURES (accounting value gross of provisions) (1)												DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)								INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
																Derivatives with positive fair value				Derivatives with negative fair value				Derivatives with positive fair value				Derivatives with negative fair value
						of which: AFS		of which: FVO (designated at fair value through profit&loss)		of which: HFT (2)		of which: HTM		of which: Loans and receivables		Notional value		Fair-value (+)		Notional value		Fair-value (-)		Notional value		Fair-value (+)		Notional value		Fair-value (-)
[ 0 - 3M [	Iceland		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Liechtenstein		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Norway		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		1		0		1		0
[ 0 - 3M [	Australia		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		1		1		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		1		1		0		0
[ 0 - 3M [	Canada		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Hong Kong		64		64		64		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			64		64		64		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Japan		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			9		9		9		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		2		1		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			9		9		9		0		0		0		0		0		0		0		0		2		1		0		0


	(mln EUR)	12/31/2015
Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		NET DIRECT EXPOSURES (accounting value gross of provisions) (1)												DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)								INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
																Derivatives with positive fair value				Derivatives with negative fair value				Derivatives with positive fair value				Derivatives with negative fair value
						of which: AFS		of which: FVO (designated at fair value through profit&loss)		of which: HFT (2)		of which: HTM		of which: Loans and receivables		Notional value		Fair-value (+)		Notional value		Fair-value (-)		Notional value		Fair-value (+)		Notional value		Fair-value (-)
[ 0 - 3M [	U.S.		932		909		270		0		612		0		27		0		0		0		0		3,115		1		3,067		-1
[ 3M - 1Y [			566		208		187		0		0		0		21		0		0		0		0		349		0		322		0
[ 1Y - 2Y [			743		373		3		0		56		0		314		0		0		0		0		735		0		735		0
[ 2Y - 3Y [			913		439		5		0		0		0		433		3		0		0		0		0		0		0		0
[3Y - 5Y [			2,859		1,676		1,218		0		163		0		294		20		0		0		0		0		0		0		0
[5Y - 10Y [			4,077		3,167		521		0		0		0		2,646		0		0		0		0		0		0		0		0
[10Y - more			5,721		5,720		4,580		0		8		0		1,132		36		1		0		0		0		0		0		0
Tot			15,811		12,491		6,784		0		839		0		4,868		59		2		0		0		4,199		1		4,124		-1
[ 0 - 3M [	China		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		18		0		18		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		18		8		8		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		29		4		19		-4
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		65		12		45		-4
[ 0 - 3M [	Switzerland		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 0 - 3M [	Other advanced economies non EEA		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		48		1		48		-1
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		52		1		66		-1
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		1		1		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		28		1		32		-1
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		128		2		146		-2
[ 0 - 3M [	Other Central and eastern Europe countries non EEA		215		215		198		0		11		0		5		0		0		0		0		1		0		1		0
[ 3M - 1Y [			1,102		1,102		1,092		0		6		0		4		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			256		256		170		0		7		0		80		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			1,168		1,168		1,032		0		20		0		115		0		0		0		0		0		0		0		0
[3Y - 5Y [			2,511		2,507		2,429		0		14		0		65		0		0		0		0		4		3		2		-1
[5Y - 10Y [			5,715		5,713		5,700		0		12		0		1		0		0		0		0		0		0		0		0
[10Y - more			1,062		1,058		1,058		0		0		0		1		0		0		0		0		0		0		0		0
Tot			12,027		12,019		11,678		0		70		0		271		0		0		0		0		5		3		3		-1
[ 0 - 3M [	Middle East		0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 3M - 1Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			0		0		0		0		0		0		0		0		0		0		0		7		2		0		0
[3Y - 5Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[5Y - 10Y [			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
[10Y - more			0		0		0		0		0		0		0		0		0		0		0		0		0		0		0
Tot			0		0		0		0		0		0		0		0		0		0		0		7		2		0		0
[ 0 - 3M [	Latin America and the Caribbean		954		870		11		0		0		0		859		94		1		16		0		19		0		12		0
[ 3M - 1Y [			4,843		4,685		48		0		3,946		0		691		220		1		55		-2		29		0		2		0
[ 1Y - 2Y [			3,896		3,682		490		0		3,064		0		127		176		0		72		-4		9		0		5		0
[ 2Y - 3Y [			2,652		2,616		1,196		0		1,251		0		168		94		7		92		-10		0		0		0		0
[3Y - 5Y [			4,116		3,720		2,718		0		814		0		188		21		0		130		-14		27		63		67		-56
[5Y - 10Y [			10,240		9,489		2,924		0		915		0		5,650		25		0		312		-56		0		0		0		0
[10Y - more			2,747		2,437		154		0		151		0		2,133		0		0		61		-14		0		0		0		0
Tot			29,446		27,498		7,541		0		10,141		0		9,815		630		10		738		-100		85		63		85		-57


	(mln EUR)	12/31/2015
Residual Maturity	Country / Region	GROSS DIRECT LONG EXPOSURES (accounting value gross of provisions) (1)		NET DIRECT EXPOSURES (accounting value gross of provisions) (1)												DIRECT SOVEREIGN EXPOSURES IN DERIVATIVES (1)								INDIRECT SOVEREIGN EXPOSURES (3) (on and off balance sheet)
																Derivatives with positive fair value				Derivatives with negative fair value				Derivatives with positive fair value				Derivatives with negative fair value
						of which: AFS		of which: FVO (designated at fair value through profit&loss)		of which: HFT (2)		of which: HTM		of which: Loans and receivables		Notional value		Fair-value (+)		Notional value		Fair-value (-)		Notional value		Fair-value (+)		Notional value		Fair-value (-)
[ 0 - 3M [	Africa		2		2		0		0		0		0		2		0		0		0		0		0		0		0		0
[ 3M - 1Y [			1		1		0		0		0		0		1		0		0		0		0		0		0		0		0
[ 1Y - 2Y [			3		3		0		0		0		0		3		0		0		0		0		0		0		0		0
[ 2Y - 3Y [			5		5		0		0		0		0		5		0		0		0		0		0		0		0		0
[3Y - 5Y [			3		3		0		0		0		0		3		0		0		0		0		0		0		0		0
[5Y - 10Y [			4		4		0		0		0		0		4		0		0		0		0		0		0		0		0
[10Y - more			1		1		0		0		0		0		1		0		0		0		0		0		0		0		0
Tot			19		19		0		0		0		0		19		0		0		0		0		0		0		0		0
[ 0 - 3M [	Others		74		46		0		0		0		0		46		0		0		0		0		0		0		0		0
[ 3M - 1Y [			39		39		0		0		0		0		39		0		0		0		0		3		0		3		0
[ 1Y - 2Y [			49		25		1		0		0		0		23		0		0		0		0		3		0		3		0
[ 2Y - 3Y [			43		42		4		0		0		0		39		0		0		0		0		0		0		0		0
[3Y - 5Y [			123		21		2		0		0		0		19		0		0		0		0		9		13		4		-7
[5Y - 10Y [			55		23		5		0		0		0		18		0		0		0		0		0		0		0		0
[10Y - more			27		11		4		0		0		0		7		0		0		0		0		0		0		0		0
Tot			410		206		16		0		0		0		191		0		0		0		0		15		14		11		-7

Total			136,365		126,732		66,064		0		18,813		0		41,855		2,308		139		2,151		-363		6,785		213		8,459		-245

Notes, definitions and regions:

(1)

The exposures reported cover only exposures to central, regional and local governments on immediate borrower basis, and do not include exposures to other counterparts with full or partial government guarantees. Exposures to central banks should not be included here.

(2)

For positions in HFT this should include gross exposures (long) net of cash short positions of sovereign debt to other counterpaties only where there is a maturity matching

(3)

The exposures reported include the positions towards counterparts (other than sovereign) on sovereign credit risk (i.e. CDS) booked in all the accounting portfolio (on-off balance sheet). Irrespective of the denomination and or accounting classification of the positions.

Other advanced non EEA: Israel, Korea, New Zealand, San Marino, Singapore, Taiwan and Russia

Other CEE non EEA: Albania, Bosnia and Herzegovina, Kosovo, FYR Macedonia, Montenegro, Serbia, and Turkey.

Middle East: Yemen, United Arab Emirates, Syrian, Sudan, Saudi Arabia, Qatar, Oman, Mauritania, Libya, Lebanon, Kuwait, Jordan, Iraq, Iran, Djibouti and Bahrain.

Latin America: Venezuela, Uruguay, Trinidad and Tobago, Suriname, St. Vincent and the Grenadines, St. Lucia, St. Kitts and Nevis, Peru, Paraguay, Panama, Nicaragua, Mexico, Jamaica, Honduras, Haiti, Guyana, Guatemala, Grenada, El Salvador, Ecuador, Dominican Republic, Dominica, Costa Rica, Colombia, Chile, Brazil, Bolivia and Belize.

Africa: South Africa, Tunisia, Morocco, Egypt and Algeria.

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2016 EU-wide Stress Test - Risk exposure amounts

Banco Bilbao Vizcaya Argentaria S.A.


			Baseline scenario						Adverse scenario
(mln EUR)	31/12/2015		31/12/2016		31/12/2017		31/12/2018		31/12/2016		31/12/2017		31/12/2018
Risk exposure amount for credit risk		348,002		348,281		348,491		348,799		350,881		354,189		353,579
Risk exposure amount for securitisations and re-securitisations		1,395		1,674		1,884		2,192		2,315		4,900		6,830
Risk exposure amount other credit risk		346,607		346,607		346,607		346,607		348,566		349,289		346,749
Risk exposure amount for market risk		19,992		20,016		20,016		20,016		23,973		23,990		24,716
Risk exposure amount for operational risk		33,291		34,102		33,876		33,291		35,983		35,210		33,756
Other risk exposure amounts		2,080		2,080		2,080		2,080		2,080		2,080		2,080

Total risk exposure amount		403,365		404,479		404,463		404,186		412,917		415,469		414,132

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2016 EU-wide Stress Test - P&L

Banco Bilbao Vizcaya Argentaria S.A.


			Baseline Scenario						Adverse Scenario
(mln EUR)	12/31/2015		31/12/2016		31/12/2017		31/12/2018		31/12/2016		31/12/2017		31/12/2018
Net interest income (1)		17,336		17,054		16,613		16,052		16,210		14,676		13,388
Interest income		28,564		28,293		28,951		29,373		30,627		31,883		30,874
(Interest expense)		-11,229		-11,239		-12,338		-13,321		-14,417		-17,207		-17,486
Dividend income		412		412		412		412		351		351		351
Net fee and commission income		5,260		5,260		5,260		5,260		5,260		5,260		5,260
Gains or (-) losses on financial assets and liabilities held for trading, net		164		274		274		274		-1,042		0		0
Gains or (-) losses on financial assets and liabilities designated at fair value through profit and loss, net		141								0
Other operating income not listed above, net		1,462		-826		-878		-927		-780		-847		-889

Total operating income, net		24,774		22,174		21,681		21,071		19,999		19,440		18,111
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)		-4,542		-6,682		-3,282		-2,950		-10,061		-6,887		-5,887
Other income and expenses not listed above, net		-14,120		-12,142		-11,939		-12,224		-12,364		-10,918		-11,113

Profit or (-) loss before tax from continuing operations		6,113		3,350		6,460		5,897		-2,425		1,635		1,111
(Tax expenses or (-) income related to profit or loss from continuing operations)		-1,434		-786		-1,892		-1,769		728		-490		-312

Profit or (-) loss after tax from discontinued operations		0		0		0		0		0		0		0

Profit or (-) loss for the year (2)		4,679		2,564		4,567		4,128		-1,698		1,144		799
Attributable to owners of the parent		3,497		1,916		3,413		3,085		-1,269		855		597
Amount of dividends paid		1,144		671		1,195		1,080		0		0		0

Attributable to owners of the parent net of estimated dividends		2,353		1,246		2,219		2,005		-1,269		855		597

(1)	Projected NII may differ from the sum of interest income and interest expenses due to the application of the cap on NII (paragraphs 308 of the methodological note).

(2)

Due to recognised one-off costs in 2015 in line with section 6.4.2 on the methodological note, projections include the impact of a reduction in one or several of administrative expenses; profit or loss from discontinued operations; other operating expenses. The estimated impact of these one-off adjustments before tax is: 2016 Baseline €-64mln; 2017 Baseline €357mln; 2018 Baseline €257mln; 2016 Adverse €-67mln; 2017 Adverse €352mln; 2018 Adverse €253mln

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2016 EU-wide Stress Test: Capital

Banco Bilbao Vizcaya Argentaria S.A.


						Baseline Scenario									Adverse Scenario
		(mln EUR,%)	31/12/2015			31/12/2016			31/12/2017			31/12/2018			31/12/2016			31/12/2017			31/12/2018
OWN FUNDS	A	OWN FUNDS		60,200			61,494			63,825			65,279			54,218			52,805			50,969
	A.1	COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)		48,554			48,648			49,040			48,631			41,371			38,020			34,321
	A.1.1	Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)		26,377			26,377			26,377			26,377			26,377			26,377			26,377
	A.1.1.1	Of which: CET1 instruments subscribed by Government		0			0			0			0			0			0			0
	A.1.2	Retained earnings		22,478			23,724			25,943			27,948			21,210			22,065			22,662
	A.1.3	Accumulated other comprehensive income		-1,904			-1,904			-1,904			-1,904			-9,164			-9,345			-9,164
	A.1.3.1	Of which: arising from unrealised gains/losses from Sovereign exposure in AFS portfolio		1,636			1,636			1,636			1,636			-2,416			-2,416			-2,416
	A.1.3.2	Of which: arising from unrealised gains/losses from the rest of AFS portfolio		-322			-322			-322			-322			-3,742			-3,742			-3,742
	A.1.4	Other Reserves		0			0			0			0			0			0			0
	A.1.5	Funds for general banking risk		0			0			0			0			0			0			0
	A.1.6	Minority interest given recognition in CET1 capital		5,835			6,443			6,443			6,443			6,443			6,443			6,443
	A.1.7	Adjustments to CET1 due to prudential filters		-331			-331			-331			-331			-136			-136			-136
	A.1.8	(-) Intangible assets (including Goodwill)		-9,752			-9,752			-9,752			-9,752			-9,752			-9,752			-9,752
	A.1.9	(-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs		-949			-163			0			0			-1,677			-1,186			-874
	A.1.10	(-) IRB shortfall of credit risk adjustments to expected losses		-31			-31			-31			-31			-143			-292			-311
	A.1.11	(-) Defined benefit pension fund assets		0			0			0			0			0			0			0
	A.1.12	(-) Reciprocal cross holdings in CET1 Capital		0			0			0			0			0			0			0
	A.1.13	(-) Excess deduction from AT1 items over AT1 Capital		-549			0			0			0			0			0			0
	A.1.14	(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight		-89			-119			-119			-119			-119			-119			-119
	A.1.14.1	Of which: from securitisation positions (-)		-89			-119			-119			-119			-119			-119			-119
	A.1.15	(-) Holdings of CET1 capital instruments of financial sector entities where the institiution does not have a significant investment		0			0			0			0			0			0			0
	A.1.16	(-) Deductible DTAs that rely on future profitability and arise from temporary differences		0			0			0			0			0			0			0
	A.1.17	(-) CET1 instruments of financial sector entities where the institiution has a significant investment		0			0			0			0			0			0			0
	A.1.18	(-) Amount exceding the 17.65% threshold		-278			0			0			0			-1,790			-1,610			-1,421
	A.1.19	(-) Additional deductions of CET1 Capital due to Article 3 CRR		0			0			0			0			0			0			0
	A.1.20	CET1 capital elements or deductions - other		0			0			0			0			0			0			0
	A.1.21	Transitional adjustments		7,747			4,404			2,415			0			10,122			5,576			617
	A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)		0			0			0			0			0			0			0
	A.1.21.2	Transitional adjustments due to additional minority interests (+/-)		1,308			748			652			0			748			652			0
	A.1.21.3	Transitional adjustments to CET1 Capital from unrealised gains/losses from Sovereign exposure in AFS portfolio (+/-)		-982			-655			-327			0			966			483			0
	A.1.21.4	Transitional adjustments to CET1 Capital from unrealised gains/losses from the rest of AFS portfolio (+/-)		193			129			64			0			1,497			748			0
	A.1.21.5	Other transitional adjustments to CET1 Capital		7,227			4,181			2,025			0			6,911			3,692			617
	A.1.21.5.1	Of which: due to DTAs that rely on future profitability and do not arise from temporary differences		874			131			0			0			1,341			830			524
	A.1.21.5.2	Of which: due to DTAs that rely on future profitability and arise from temporary differences and CET1 instruments of financial sector entities where the institution has a significant investment		109			0			0			0			278			88			9
	A.2	ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments)		0			1,614			3,546			5,730			1,614			3,546			5,730
	A.2.1	Additional Tier 1 Capital instruments		5,101			5,101			5,101			5,101			5,101			5,101			5,101
	A.2.2	(-) Excess deduction from T2 items over T2 capital		0			0			0			0			0			0			0
	A.2.3	Other Additional Tier 1 Capital components and deductions		549			0			0			0			0			0			0
	A.2.4	Additional Tier 1 transitional adjustments		-5,651			-3,487			-1,555			629			-3,487			-1,555			629
	A.3	TIER 1 CAPITAL (net of deductions and after transitional adjustments)		48,554			50,262			52,586			54,360			42,985			41,565			40,050
	A.4	TIER 2 CAPITAL (net of deductions and after transitional adjustments)		11,646			11,233			11,239			10,919			11,233			11,239			10,919
	A.4.1	Tier 2 Capital instruments		7,623			7,523			7,423			7,323			7,523			7,423			7,323
	A.4.2	Other Tier 2 Capital components and deductions		3,496			3,496			3,496			3,496			3,496			3,496			3,496
	A.4.3	Tier 2 transitional adjustments		528			214			320			100			214			320			100
TOTAL RISK EXPOSURE AMOUNT	B	TOTAL RISK EXPOSURE AMOUNT		403,365			404,479			404,463			404,186			412,917			415,469			414,132
TOTAL RISK EXPOSURE AMOUNT	B.1	Of which: Transitional adjustments included		695			0			0			0			2,920			2,726			2,521
CAPITAL RATIOS (%) Transitional period	C.1	Common Equity Tier 1 Capital ratio		12.04	%		12.03	%		12.12	%		12.03	%		10.02	%		9.15	%		8.29	%
	C.2	Tier 1 Capital ratio		12.04	%		12.43	%		13.00	%		13.45	%		10.41	%		10.00	%		9.67	%
	C.3	Total Capital ratio		14.92	%		15.20	%		15.78	%		16.15	%		13.13	%		12.71	%		12.31	%
CAPITAL RATIOS (%) Fully loaded	D.1	Common Equity Tier 1 Capital ratio (1)		10.27	%		10.94	%		11.53	%		12.03	%		7.62	%		7.86	%		8.19	%
	D.2	Tier 1 Capital ratio (2)		11.54	%		12.20	%		12.79	%		13.29	%		8.87	%		9.10	%		9.43	%
	D.3	Total Capital ratio (3)		14.30	%		14.92	%		15.49	%		15.97	%		11.55	%		11.74	%		12.06	%
Memorandum items	E	Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 -2018 period (cumulative conversions) (4)		4439			4439			4439			4439			4439			4439			4439
	F	Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event (5)														0			0			0
	F.1	Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario (5)														0			0			0
	G.1	Total leverage ratio exposures (transitional)		765,724			765,724			765,724			765,724			765,724			765,724			765,724
	G.2	Total leverage ratio exposures (fully loaded)		765,650			765,650			765,650			765,650			765,650			765,650			765,650
	G.3	Leverage ratio (transitional)		6.34	%		6.56	%		6.87	%		7.10	%		5.61	%		5.43	%		5.23	%
	G.4	Leverage ratio (fully loaded)		6.07	%		6.44	%		6.76	%		7.02	%		4.75	%		4.90	%		5.07	%

(1)	Fully loaded CET1 capital ratio estimation: [A.1-A.1.13-A.1.21+MIN(A.2+A.1.13-A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0),0)]/[B-B.1]

(2)	Fully loaded T1 capital ratio estimation: [A.1-A.1.21+A.2-A.2.2-A.2.4+MIN(A.4+A.2.2-A.4.3,0)]/[B-B.1]

(3)

Fully loaded Total capital ratio estimation: [A.1-A.1.21+A.2-A.2.4+A.4-A.4.3)/[B-B.1]. This ratio does not include grandfathered AT1 capital instruments meeting the conditions laid down in Article 63 of CRR and, hence, eligible as fully loaded T2 capital. Therefore, the ratio could be underestimated for banks with material instruments of such kind.

(4)	Conversions not considered for CET1 computation

(5)	Excluding instruments included in row E

LOGO

2016 EU-wide Stress Test

Information on performing and non-performing exposures¹

Banco Bilbao Vizcaya Argentaria S.A.


	12/31/2015
	Gross carrying amount								Accumulated impairment, accumulated changes in fair value due to credit risk and provisions				Collaterals and financial guarantees received on non-performing exposures
			Of which performing but past due >30 days and <=90 days		Of which non- performing				On performing exposures²		On non- performing exposures³
(mln EUR)			Of which performing but past due >30 days and <=90 days				Of which: defaulted		On performing exposures²		On non- performing exposures³
Debt securities (including at amortised cost and fair value)		99,166		0		81		81		102		35		0
Central banks		2,306		0		0		0		0		0		0
General governments		69,306		0		0		0		16		0		0
Credit institutions		4,806		0		22		22		13		20		0
Other financial corporations		13,716		0		59		59		4		16		0
Non-financial corporations		9,031		0		0		0		69		0		0
Loans and advances(including at amortised cost and fair value)		480,487		1,219		25,359		22,457		5,864		12,827		9,739
Central banks		17,830		0		0		0		0		0		0
General governments		38,611		279		194		191		30		37		87
Credit institutions		28,701		0		26		26		34		17		0
Other financial corporations		14,956		1		67		53		117		38		22
Non-financial corporations		186,296		200		16,255		14,510		2,897		9,220		5,342
Households		194,093		739		8,817		7,678		2,786		3,515		4,288

DEBT INSTRUMENTS other than HFT		579,653		1,219		25,441		22,538		5,966		12,862		9,739

OFF-BALANCE SHEET EXPOSURES		184,951				1,110		360		332		372		88

¹	For the definition of non-performing exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 29

²	Insitutions report here collective allowances for incurrred but not reported losses (instruments at amortised cost) and changes in fair value of performing exposures due to credit risk and provisions (instruments at fair value other than HFT)

³	Insitutions report here specific allowances for financial assets, individually and collectively estimated (instruments at amortised cost) and changes in fair value of NPE due to credit risk and provisions (instruments at fair value other than HFT)

LOGO

2016 EU-wide Stress Test

Information on forborne exposures¹

Banco Bilbao Vizcaya Argentaria S.A.


	12/31/2015
	Gross carrying amount of exposures with forbearance measures				Accumulated impairment, accumulated changes in fair value due to credit risk and provisions for exposures with forbearance measures				Collateral and financial guarantees received on exposures with forbearance measures
(mln EUR)			Of which non- performing exposures with forbearance measures				Of which on non- performing exposures with forbearance measures
Debt securities (including at amortised cost and fair value)		0		0		0		0		0
Central banks		0		0		0		0		0
General governments		0		0		0		0		0
Credit institutions		0		0		0		0		0
Other financial corporations		0		0		0		0		0
Non-financial corporations		0		0		0		0		0
Loans and advances (including at amortised cost and fair value)		34,092		16,079		7,993		7,132		18,669
Central banks		0		0		0		0		0
General governments		827		18		9		6		784
Credit institutions		0		0		0		0		0
Other financial corporations		62		13		8		2		28
Non-financial corporations		19,281		10,797		6,104		5,533		8,497
Households		13,923		5,252		1,871		1,591		9,360

DEBT INSTRUMENTS other than HFT		34,092		16,079		7,993		7,132		18,669

Loan commitments given

¹	For the definition of forborne exposures please refer to COMMISSION IMPLEMENTING REGULATION (EU) 2015/227 of 9 January 2015, ANNEX V, Part 2-Template related instructions, subtitle 30

SIGNATURE

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.