| BLOCK | POINTS | ANNUAL REPORT | AUDIT REPORT AND ANNUAL FINANCIAL STATEMENTS | IPR (PILLAR III) |
|---|---|---|---|---|
| Introduction | Regulatory environment | Page 173 | Note 31 | Section 0 |
| General informational requirements | Reconciliation of the public balance sheet from the accounting perimeter to the regulatory perimeter | Page 176 | Note 31 | Section 1.1.3 |
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Main changes in the Group's scope of consolidation in 2014 | Page 43 - Page 45 | Note 3 | Section 1.1.4 |
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General control and risk management model | Page 52 - Page 60 | Note 7.1 | Section 1.4 |
| Information on total eligible capital | Issues of preferred securities outstanding as of 31/Dec/2014 | Page 223 - Page 225 | Annex VI | Section 2.1 |
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Issues of Subordinated Debt as of 31/Dec/2014 | Page 225 | Annex VI | Section 2.1 |
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Issues of Contingent Convertible Bonds as of 31/Dec/2014 | Page 223 - Page 225 | Annex VI | Section 2.1 |
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Amount of capital | Page 174 | Note 31 | Section 2.2 |
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Reconciliation of shareholders' equity with regulatory capital | Page 175 | Note 31 | Section 2.2 |
| Credit risk | Exposure to credit risk | Page 63 - Page 64 | Note 7.3.1 | Section 4.2.1 |
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Distribution by geographical area | Page 67 | Note 7.3.4 | Section 4.2.3 |
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Value adjustments for impairment losses and allowances for contingent risks and commitments | Page 88 | Note 7.3.8 | Section 4.2.6 |
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Total impairment losses for the period | Page 191 | Note 46 | Section 4.2.7 |
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Assets and liabilities subject to contractual netting rights | Page 66 | Note 7.3.3 | Section 4.3.1.2 |
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Amounts of counterparty risk | Page 118 | Note 10.4 | Section 4.3.2 |
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Structure of internal rating systems and relationship between internal and external ratings | Page 81 | Note 7.3.5 | Section 4.5.1.2 |
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Definition and estimation of risk parameters | Page 24 - Page 25 | Note 2.2 | Section 4.5.1.7 |
| Market risk in trading book activities | Scope of application of the internal models | Page 95 | Note 7.4.1 | Section 5.2.1 |
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Market risk development | Page 96 | Note 7.4.1 | Section 5.2.2.1 |
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VaR without smoothing by risk factors for the Group | Page 97 | Note 7.4.1 | Section 5.2.2.1 |
| Operational risk | Operational risk definition | Page 105 | Note 7.8 | Section 6.1 |
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Operational risk management principles | Page 105 | Note 7.8 | Section 6.4 |
| Investments in capital instruments not included in the trading book | Value of equity investments | Page 136 | Note 16 | Section 7.3 |
| Interest rate risk | Variations in interest rates | Page 99 | Note 7.4.2 | Section 8.2 |
| Liquidity and funding risk | Liquidity and funding prospects | Page 101 | Note 7.5 | Section 9.2 |
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Maturity of wholesale issues by nature | Page 31 | Note 5.1 | Section 9.2 |
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Assets committed in finance transactions | Page 102 | Note 7.6 | Section 9.3 |
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Collateral committed or potentially committed | Page 103 | Note 7.6 | Section 9.3 |
| Remuneration | Variable share-based remuneration system | Page 187 - Page 189 | Note 43.1.1 | Section 11 |
| Subsequent events | Subsequent events | Page 205 | Note 55 | Section 12 |
Correspondence between the sections of Pillar III and the Group's Annual Consolidated Accounts as of 31-Dec-2014
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