(*) The annex to the Pillar III report presents, on a semi-annual basis, additional information on the characteristics of the capital instruments (link).
Press release relating to “European Covered Bond (Premium)” published by the Banco de España
Covered bond label: Harmonised Transparency Template 2Q23 (Mortgage Assets)
Covered bond label: Harmonised Transparency Template 2Q23 (Public Sector)
Covered bond label: Harmonised Transparency Template 2Q23 (Export Finance)
Required information related to the second transitory provision of Royal Decree-Law24/2021
*DV = 5 x Max(-0.10% x (10 Yr Eur CMS – 2Yr EurCMS); 0%).
(*) Additional information regarding the features of the capital instruments is disclosed, on a semi-annual basis, in the Annex of the Pillar 3 report (link).
(*) Additional information regarding the features of the capital instruments is disclosed, on a semi-annual basis, in the Annex of the Pillar 3 report (link).
*Securitisations (outstanding)
(*) Additional information regarding the features of the capital instruments is disclosed, on a semi-annual basis, in the Annex of the Pillar 3 report (link).