Banco Comercial Portugues

BANCO BPI, S.A.

Public Company Registered office: Rua Tenente Valadim, 284, Porto Share capital: € 1 293 063 324.98 Registered at Commercial Registry of Porto under Unique taxpayer reference number 501 214 534

EBA TRANSPARENCY EXERCISE

Following the announcements made today by the European Banking Authority regarding the EUwide Transparency Exercise 2016, Banco BPI hereby discloses to the market the information that to it concerns.

Banco BPI, S.A.

Porto, 2 December 2016

Annex

Document containing the information relating to Banco BPI as required by the EBA. Information relating to Banco BPI is also available in Excel format on the Investor Relations website at www.ir.bpi.pt

Background 2016 EU-wide Transparency Exercise

The Board of Supervisors of the EBA decided in its meeting of 20 of April 2016 to carry out a Transparency Exercise in 2016, which will be done onwards regularly with annual frequency. It will be published at the same time as the Risk Assessment Report (RAR). The annual transparency exercise will be based solely on COREP/FINREP data on the form and scope to assure a sufficient and appropriate level of information to market participants.

The templates were centrally filled in by the EBA and sent afterwards for verification by banks and supervisors. Banks had the chance to correct any errors detected and to resubmit correct data through the regular supervisory reporting channels.

Bank Name Master_version_2015 TRA Templates 26102015	Banco BPI SA
LEI Code	3DM5DPGI3W6OU6GJ4N92
Country Code	PT

Capital Banco BPI SA

		(mln EUR, %)	As of 31/12/2015 As of 30/06/2016		COREP CODE	REGULATION
	A	OWN FUNDS	2,574	2,566	C 01.00 (r010,c010)	Articles 4(118) and 72 of CRR
	A.1	COMMON EQUITY TIER 1 CAPITAL (net of deductions and after applying transitional adjustments)	2,574	2,566	C 01.00 (r020,c010)	Article 50 of CRR
	A.1.1	Capital instruments eligible as CET1 Capital (including share premium and net own capital instruments)	1,277	1,277	C 01.00 (r030,c010)	Articles 26(1) points (a) and (b), 27 to 29, 36(1) point (f) and 42 of CRR
	A.1.2	Retained earnings	573	612	C 01.00 (r130,c010)	Articles 26(1) point (c), 26(2) and 36 (1) points (a) and (l) of CRR
	A.1.3	Accumulated other comprehensive income	-251	-464	C 01.00 (r180,c010)	Articles 4(100), 26(1) point (d) and 36 (1) point (l) of CRR
	A.1.4	Other Reserves	799	865	C 01.00 (r200,c010)	Articles 4(117) and 26(1) point (e) of CRR
	A.1.5	Funds for general banking risk	0	0	C 01.00 (r210,c010)	Articles 4(112), 26(1) point (f) and 36 (1) point (l) of CRR
	A.1.6	Minority interest given recognition in CET1 capital	276	257	C 01.00 (r230,c010)	Article 84 of CRR
	A.1.7	Adjustments to CET1 due to prudential filters	0	-8	C 01.00 (r250,c010)	Articles 32 to 35 of and 36 (1) point (l) of CRR
	A.1.8	(-) Intangible assets (including Goodwill)	-29	-27	C 01.00 (r300,c010) + C 01.00 (r340,c010)	Articles 4(113), 36(1) point (b) and 37 of CRR. Articles 4(115), 36(1) point (b) and 37 point (a) of CCR
	A.1.9	(-) DTAs that rely on future profitability and do not arise from temporary differences net of associated DTLs	-104	-90	C 01.00 (r370,c010)	Articles 36(1) point (c) and 38 of CRR
	A.1.10	(-) IRB shortfall of credit risk adjustments to expected losses	0	0	C 01.00 (r380,c010)	Articles 36(1) point (d), 40 and 159 of CRR
	A.1.11	(-) Defined benefit pension fund assets	-109	0	C 01.00 (r390,c010)	Articles 4(109), 36(1) point (e) and 41 of CRR
	A.1.12	(-) Reciprocal cross holdings in CET1 Capital	0	0	C 01.00 (r430,c010)	Articles 4(122), 36(1) point (g) and 44 of CRR
	A.1.13	(-) Excess deduction from AT1 items over AT1 Capital	0	0	C 01.00 (r440,c010)	Article 36(1) point (j) of CRR
	A.1.14	(-) Deductions related to assets which can alternatively be subject to a 1.250% risk weight	0	0	C 01.00 (r450,c010) + C 01.00 (r460,c010) + C 01.00 (r470,c010) + C 01.00 (r471,c010)+ C 01.00 (r472,c010)	Articles 4(36), 36(1) point (k) (i) and 89 to 91 of CRR; Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR; Articles 36(1) point k) (iii) and 379(3) of CRR; Articles 36(1) point k) (iv) and 153(8) of CRR and Articles 36(1) point k) (v) and 155(4) of CRR.
	A.1.14.1	Of which: from securitisation positions (-)	0	0	C 01.00 (r460,c010)	Articles 36(1) point (k) (ii), 243(1) point (b), 244(1) point (b) and 258 of CRR
	A.1.15	(-) Holdings of CET1 capital instruments of financial sector entities where the institiution does not have a significant investment	0	0	C 01.00 (r480,c010)	Articles 4(27), 36(1) point (h); 43 to 46, 49 (2) and (3) and 79 of CRR
OWN FUNDS Transitional period	A.1.16	(-) Deductible DTAs that rely on future profitability and arise from temporary differences	0	0	C 01.00 (r490,c010)	Articles 36(1) point (c) and 38; Articles 48(1) point (a) and 48(2) of CRR
	A.1.17	(-) Holdings of CET1 capital instruments of financial sector entities where the institiution has a significant investment	-118	-59	C 01.00 (r500,c010)	Articles 4(27); 36(1) point (i); 43, 45; 47; 48(1) point (b); 49(1) to (3) and 79 of CRR
	A.1.18	(-) Amount exceding the 17.65% threshold	0	-11	C 01.00 (r510,c010)	Article 48 of CRR
	A.1.19	(-) Additional deductions of CET1 Capital due to Article 3 CRR	0	0	C 01.00 (r524,c010)	Article 3 CRR
	A.1.20	CET1 capital elements or deductions - other	0	0	C 01.00 (r529,c010)	-
	A.1.21	Transitional adjustments	261	214	CA1 {1.1.1.6 + 1.1.1.8 + 1.1.1.26}	-
	A.1.21.1	Transitional adjustments due to grandfathered CET1 Capital instruments (+/-)	0	0	C 01.00 (r220,c010)	Articles 483(1) to (3), and 484 to 487 of CRR
	A.1.21.2	Transitional adjustments due to additional minority interests (+/-)	91	91	C 01.00 (r240,c010)	Articles 479 and 480 of CRR
	A.1.21.3	Other transitional adjustments to CET1 Capital (+/-)	170	123	C 01.00 (r520,c010)	Articles 469 to 472, 478 and 481 of CRR
	A.2	ADDITIONAL TIER 1 CAPITAL (net of deductions and after transitional adjustments)	0	0	C 01.00 (r530,c010)	Article 61 of CRR
	A.2.1	Additional Tier 1 Capital instruments	59	55	C 01.00 (r540,c010) + C 01.00 (r670,c010)
	A.2.2	(-) Excess deduction from T2 items over T2 capital	0	0	C 01.00 (r720,c010)
	A.2.3	Other Additional Tier 1 Capital components and deductions	0	0	C 01.00 (r690,c010) + C 01.00 (r700,c010) + C 01.00 (r710,c010) + C 01.00 (r740,c010) + C 01.00 (r744,c010) + C 01.00 (r748,c010)
	A.2.4	Additional Tier 1 transitional adjustments	-59	-55	C 01.00 (r660,c010) + C 01.00 (r680,c010) + C 01.00 (r730,c010)
	A.3	TIER 1 CAPITAL (net of deductions and after transitional adjustments)	2,574	2,566	C 01.00 (r015,c010)	Article 25 of CRR
	A.4	TIER 2 CAPITAL (net of deductions and after transitional adjustments)	0	0	C 01.00 (r750,c010)	Article 71 of CRR
	A.4.1	Tier 2 Capital instruments	45	39	C 01.00 (r760,c010) + C 01.00 (r890,c010)
	A.4.2	Other Tier 2 Capital components and deductions	-3	-3	C 01.00 (r910,c010) + C 01.00 (r920,c010) + C 01.00 (r930,c010) + C 01.00 (r940,c010) + C 01.00 (r950,c010) + C 01.00 (r970,c010) + C 01.00 (r974,c010) + C 01.00 (r978,c010)
	A.4.3	Tier 2 transitional adjustments	-42	-35	C 01.00 (r880,c010) + C 01.00 (r900,c010) + C 01.00 (r960,c010)
OWN FUNDS	B	TOTAL RISK EXPOSURE AMOUNT	23,702	23,324	C 02.00 (r010,c010)	Articles 92(3), 95, 96 and 98 of CRR
REQUIREMENTS	B.1	Of which: Transitional adjustments included	63	75	C 05.01 (r010;c040)
	C.1	COMMON EQUITY TIER 1 CAPITAL RATIO (transitional period)	10.86%	11.00%	CA3 {1}	-
CAPITAL RATIOS (%) Transitional period	C.2	TIER 1 CAPITAL RATIO (transitional period)	10.86%	11.00%	CA3 {3}	-
	C.3	TOTAL CAPITAL RATIO (transitional period)	10.86%	11.00%	CA3 {5}	-
CET1 Capital Fully loaded	D	COMMON EQUITY TIER 1 CAPITAL (fully loaded)	2,313	2,353	[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)]	-
CET1 RATIO (%) Fully loaded1	E	COMMON EQUITY TIER 1 CAPITAL RATIO (fully loaded)	9.79%	10.12%	[D.1]/[B-B.1]	-

(1) Fully loaded CET1 capital ratio estimation based on the formulae stated in column "COREP CODE"

Risk exposure amounts

Banco BPI SA

	as of 31/12/2015	as of 30/06/2016
(mln EUR)
Risk exposure amounts for credit risk	20,889	19,691
Risk exposure amount for securitisation and re-securitisations in the banking book	51	37
Risk exposure amount for contributions to the default fund of a CCP	1	1
Risk exposure amount Other credit risk	20,837	19,653
Risk exposure amount for position, foreign exchange and commodities (Market risk)	805	1,624
of which: Risk exposure amount for securitisation and re-securitisations in the trading book1	0	0
Risk exposure amount for Credit Valuation Adjustment	33	33
Risk exposure amount for operational risk	1,976	1,976
Other risk exposure amounts	0	0
Total Risk Exposure Amount	23,702	23,324

(1) May include hedges, which are not securitisation positions, as per Article 338.3 of CRR

P&L

Banco BPI SA

(mln EUR)	As of 31/12/2015	As of 30/06/2016
Interest income	1,133	486
Of which debt securities income	319	150
Of which loans and advances income	647	279
Interest expenses	489	137
(Of which deposits expenses)	277	78
(Of which debt securities issued expenses)	32	6
(Expenses on share capital repayable on demand)	0	0
Dividend income	5	4
Net Fee and commission income	355	167
Gains or (-) losses on derecognition of financial assets and liabilities not measured at fair value through profit or loss, and of non financial assets, net	6	24
Gains or (-) losses on financial assets and liabilities held for trading, net	45	4
Gains or (-) losses on financial assets and liabilities designated at fair value through profit or loss, net	0	0
Gains or (-) losses from hedge accounting, net	0	-1
Exchange differences [gain or (-) loss], net	128	71
Net other operating income /(expenses)	-12	-22
TOTAL OPERATING INCOME, NET	1,170	597
(Administrative expenses)	633	321
(Depreciation)	36	17
(Provisions or (-) reversal of provisions)	1	-3
(Commitments and guarantees given)	-4	-7
(Other provisions)	5	4
Of which pending legal issues and tax litigation1	0
Of which restructuring1	0
(Impairment or (-) reversal of impairment on financial assets not measured at fair value through profit or loss)	151	79
(Loans and receivables)	141	54
(Held to maturity investments, AFS assets and financial assets measured at cost)	10	25
(Impairment or (-) reversal of impairment of investments in subsidaries, joint ventures and associates and on non-financial assets)	5	6
(of which Goodwill)	0	0
Negative goodwill recognised in profit or loss	0	0
Share of the profit or (-) loss of investments in subsidaries, joint ventures and associates	56	30
Profit or (-) loss from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations	0	0
PROFIT OR (-) LOSS BEFORE TAX FROM CONTINUING OPERATIONS	401	207
PROFIT OR (-) LOSS AFTER TAX FROM CONTINUING OPERATIONS	377	188
Profit or (-) loss after tax from discontinued operations	0	0
PROFIT OR (-) LOSS FOR THE YEAR	377	188
Of which attributable to owners of the parent	236	106

(1) Information available only as of end of the year

Market Risk Banco BPI SA

	SA						IM										IM
	As of 31/12/2015	As of 30/06/2016					As of 31/12/2015										As of 30/06/2016
			VaR (Memorandum item)		STRESSED VaR (Memorandum item)		INCREMENTAL DEFAULT AND MIGRATION RISK CAPITAL CHARGE			ALL PRICE RISKS CAPITAL CHARGE FOR CTP			VaR (Memorandum item)		STRESSED VaR (Memorandum item)		CAPITAL CHARGE	INCREMENTAL DEFAULT AND MIGRATION RISK		ALL PRICE RISKS CAPITAL CHARGE FOR CTP
(mln EUR)	TOTAL RISK EXPOSURE AMOUNT	TOTAL RISK EXPOSURE AMOUNT	MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg)	PREVIOUS DAY (VaRt-1)	MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg)	LATEST AVAILABLE (SVaRt-1)	12 WEEKS AVERAGE MEASURE	LAST MEASURE FLOOR		12 WEEKS AVERAGE MEASURE	LAST MEASURE	TOTAL RISK EXPOSURE AMOUNT	MULTIPLICATION FACTOR (mc) x AVERAGE OF PREVIOUS 60 WORKING DAYS (VaRavg)	PREVIOUS DAY (VaRt-1)	MULTIPLICATION FACTOR (ms) x AVERAGE OF PREVIOUS 60 WORKING DAYS (SVaRavg)	LATEST AVAILABLE (SVaRt-1)	12 WEEKS AVERAGE MEASURE	LAST MEASURE FLOOR		12 WEEKS AVERAGE MEASURE	LAST MEASURE	TOTAL RISK EXPOSURE AMOUNT
Traded Debt Instruments	578	1,431	0	0	0	0							0	0	0	0
Of which: General risk	57	138	0	0	0	0							0	0	0	0
Of which: Specific risk	521	1,293	0	0	0	0							0	0	0	0
Equities	2	2	0	0	0	0							0	0	0	0
Of which: General risk	0	1	0	0	0	0							0	0	0	0
Of which: Specific risk	2	1	0	0	0	0							0	0	0	0
Foreign exchange risk	225	190	0	0	0	0							0	0	0	0
Commodities risk Total	0 805	0 1,624	0 0	0 0	0 0	0 0	0	0	0	0	0	0	0 0	0 0	0 0	0 0	0	0	0	0	0	0

Credit Risk - Standardised Approach

Banco BPI SA

			Standardised Approach
			As of 31/12/2015 As of 30/06/2016
	(mln EUR, %)	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions
	Central governments or central banks	9,005	9,136	4,702		7,937	8,110	3,734
	Regional governments or local authorities	833	721	144		883	764	153
	Public sector entities	6	338	68		7	344	69
	Multilateral Development Banks	16	96	7		46	105	7
	International Organisations	0	0	0		0	0	0
	Institutions	1,358	1,357	602		938	980	518
	Corporates	10,231	6,974	6,915		10,064	6,892	6,865
	of which: SME	2,537	1,940	1,891		2,509	1,888	1,838
	Retail	5,370	3,354	2,276		4,676	2,744	1,819
	of which: SME	2,429	1,339	765		2,408	1,337	764
Consolidated data	Secured by mortgages on immovable property	10,232	10,141	3,557		10,967	10,784	3,978
	of which: SME	127	124	45		251	209	92
	Exposures in default	1,499	652	713	747	1,505	615	667	787
	Items associated with particularly high risk	100	71	107		100	67	101
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	134	115	115		134	114	114
	Equity	519	472	876		417	369	763
	Securitisation	76	75	51		70	69	37
	Other exposures	1,288	1,259	755		1,130	1,098	866
	Standardised Total	40,668	34,759	20,888	1,172	38,874	33,053	19,690	1,195

		Standardised Approach
		As of 31/12/2015 As of 30/06/2016
	1 (mln EUR, %)	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	2,681	3,041	1		2,548	2,912	0
	Regional governments or local authorities	833	721	144		883	764	153
	Public sector entities	6	338	68		7	344	69
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	345	324	278		315	349	305
	Corporates	7,270	4,779	4,727		7,517	5,073	5,023
	of which: SME	2,354	1,771	1,722		2,334	1,727	1,677
	Retail	4,735	2,870	1,916		4,118	2,326	1,507
	of which: SME	2,408	1,328	759		2,389	1,326	758
PORTUGAL	Secured by mortgages on immovable property	10,231	10,139	3,556		10,965	10,781	3,976
	of which: SME	127	124	45		251	209	92
	Exposures in default	1,263	535	581	632	1,255	506	544	638
	Items associated with particularly high risk	100	71	107		100	67	101
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	134	115	115		134	114	114
	Equity	343	308	638		345	309	641
	Securitisation
	Other exposures	888	859	622		845	814	760
	Standardised Total2				946				964

(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects). (2) Total value adjustments and provisions per country of counterparty does not include Securistisation exposures

		Standardised Approach
		As of 31/12/2015 As of 30/06/2016
		Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	2 (mln EUR, %)
	Central governments or central banks	4,829	4,701	4,701		3,846	3,733	3,733
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions Corporates	148 1,389	164 930	107 930		92 1,076	91 747	66 747
	of which: SME	14	14	14		7	7	7
	Retail	461	395	296		395	342	257
	of which: SME	0	0	0		0	0	0
ANGOLA	Secured by mortgages on immovable property	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	85	38	46	46	70	27	30	45
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	0	0	0		0	0	0
	Equity	3	3	3		3	3	3
	Securitisation
	Other exposures	399	399	133		284	284	105
	Standardised Total2				106				80

			Standardised Approach
			As of 31/12/2015 As of 30/06/2016
		Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	3 (mln EUR, %)
	Central governments or central banks	440	440	0		485	485	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	324	352	91		83	99	34
	Corporates	835	668	667		759	614	614
	of which: SME	131	123	122		143	135	135
	Retail	13	5	3		12	5	3
	of which: SME	10	5	3		10	4	2
SPAIN	Secured by mortgages on immovable property	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	103	45	45	58	118	46	49	77
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	0	0	0		0	0	0
	Equity	0	0	0		0	0	0
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				79				89

Credit Risk - Standardised Approach

Banco BPI SA

		Standardised Approach
		As of 31/12/2015 As of 30/06/2016
		Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	4 (mln EUR, %)
	Central governments or central banks	954	954	0		979	979	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks International Organisations	0 0	0 0	0 0		0 0	0 0	0 0
	Institutions	1	1	0		6	6	1
	Corporates	2	2	2		1	1	1
	of which: SME	2	2	2		1	1	1
	Retail	4	3	2		3	3	2
	of which: SME	4	3	2		3	2	1
ITALY	Secured by mortgages on immovable property	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	0	0	0		0	0	0
	Equity	0	0	0		0	0	0
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

		Standardised Approach
		As of 31/12/2015 As of 30/06/2016
	5 (mln EUR, %)	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	0	0	0		0	0	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	0	0	0		0	0	0
	Corporates	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Retail	0	0	0		0	0	0
Country of	of which: SME	0	0	0		0	0	0
	Secured by mortgages on immovable property	0	0	0		0	0	0
Counterpart 5	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	0	0	0		0	0	0
	Equity	0	0	0		0	0	0
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

		Standardised Approach
		As of 31/12/2015 As of 30/06/2016
	6 (mln EUR, %)	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	0	0	0		0	0	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	0	0	0		0	0	0
	Corporates	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Retail	0	0	0		0	0	0
Country of	of which: SME	0	0	0		0	0	0
	Secured by mortgages on immovable property	0	0	0		0	0	0
Counterpart 6	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	0	0	0		0	0	0
	Equity Securitisation	0	0	0		0	0	0
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

		Standardised Approach
		As of 31/12/2015 As of 30/06/2016
	7 (mln EUR, %)	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	0	0	0		0	0	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	0	0	0		0	0	0
	Corporates	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Retail	0	0	0		0	0	0
Country of	of which: SME	0	0	0		0	0	0
	Secured by mortgages on immovable property	0	0	0		0	0	0
Counterpart 7	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU) Equity	0 0	0 0	0 0		0 0	0 0	0 0
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

Credit Risk - Standardised Approach

Banco BPI SA

		Standardised Approach
		As of 31/12/2015 As of 30/06/2016
		Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	8 (mln EUR, %)
	Central governments or central banks	0	0	0		0	0	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	0	0	0		0	0	0
	Corporates of which: SME	0 0	0 0	0 0		0 0	0 0	0 0
	Retail	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
Country of	Secured by mortgages on immovable property	0	0	0		0	0	0
Counterpart 8	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	0	0	0		0	0	0
	Equity	0	0	0		0	0	0
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

						Standardised Approach
		As of 31/12/2015 As of 30/06/2016
		Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	9 (mln EUR, %)
	Central governments or central banks	0	0	0		0	0	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	0	0	0		0	0	0
	Corporates	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Retail	0	0	0		0	0	0
Country of	of which: SME	0	0	0		0	0	0
Counterpart 9	Secured by mortgages on immovable property	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU)	0	0	0		0	0	0
	Equity	0	0	0		0	0	0
	Securitisation Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

		Standardised Approach
				As of 31/12/2015				As of 30/06/2016
10	(mln EUR, %)	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2	Original Exposure1	Exposure Value1	Risk exposure amount	Value adjustments and provisions2
	Central governments or central banks	0	0	0		0	0	0
	Regional governments or local authorities	0	0	0		0	0	0
	Public sector entities	0	0	0		0	0	0
	Multilateral Development Banks	0	0	0		0	0	0
	International Organisations	0	0	0		0	0	0
	Institutions	0	0	0		0	0	0
	Corporates	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Retail	0	0	0		0	0	0
Country of	of which: SME	0	0	0		0	0	0
Counterpart 10	Secured by mortgages on immovable property	0	0	0		0	0	0
	of which: SME	0	0	0		0	0	0
	Exposures in default	0	0	0	0	0	0	0	0
	Items associated with particularly high risk	0	0	0		0	0	0
	Covered bonds	0	0	0		0	0	0
	Claims on institutions and corporates with a ST credit assessment	0	0	0		0	0	0
	Collective investments undertakings (CIU) Equity	0 0	0 0	0 0		0 0	0 0	0 0
	Securitisation
	Other exposures	0	0	0		0	0	0
	Standardised Total2				0				0

Credit Risk - IRB Approach

Banco BPI SA

		IRB Approach
					As of 31/12/2015		As of 30/06/2016
			Original Exposure1		Exposure		Risk exposure amount		Value adjustments		Original Exposure1	Exposure		Risk exposure amount	Value adjustments
	(mln EUR, %)		Of which: defaulted	Value1		Of which: defaulted	and provisions		Of which: defaulted	Value1		Of which: defaulted	and provisions
	Central banks and central governments	0		0	0		0	0		0	0		0
	Institutions	0		0	0		0	0		0	0		0
	Corporates	0		0	0		0	0		0	0		0
	Corporates - Of Which: Specialised Lending	0		0	0		0	0		0	0		0
	Corporates - Of Which: SME	0		0	0		0	0		0	0		0
	Retail	0		0	0		0	0		0	0		0
	Retail - Secured on real estate property	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
Consolidated data	Retail - Secured on real estate property - Of Which: non-SME	0		0	0		0	0		0	0		0
	Retail - Qualifying Revolving	0		0	0		0	0		0	0		0
	Retail - Other Retail	0		0	0		0	0		0	0		0
	Retail - Other Retail - Of Which: SME	0		0	0		0	0		0	0		0
	Retail - Other Retail - Of Which: non-SME	0		0	0		0	0		0	0		0
	Equity				0						0
	Securitisation	0		0	0		0	0		0	0		0
	Other non credit-obligation assets				0						0
	IRB Total				0						0
	(1) Original exposure, unlike Exposure value, is reported before taking into account any effect due to credit conversion factors or credit risk mitigation techniques (e.g. substitution effects).

Sovereign Exposure

Banco BPI SA

(mln EUR)										As of 31/12/2015
				Memo: breakdown by accounting portfolio
		Financial assets: Carrying Amount
Country / Region				Held for trading1			Designated at fair value			Available-for			Loans and			Held-to
		of which: loans and	of which: debt		of which: Loans and	of which: Debt	through profit or loss2	of which: Loans and	of which: Debt	sale3	of which: Loans and	of which: Debt	Receivables4	of which: Loans and	of which: Debt	maturity investments	of which: Loans and	of which: Debt
TOTAL - ALL COUNTRIES	8,151.6	advances 1,588.0	securities 6,563.6	557.5	advances 0.0	securities 557.5	0.0	advances 0.0	securities 0.0	5,953.0	advances 0.0	securities 5,953.0	1,640.3	advances 1,588.0	securities 52.3	0.0	advances 0.0	securities 0.0
Austria
Belgium	0.0 0.0	0.0 0.0	0.0 0.0
Bulgaria	0.0	0.0	0.0
Croatia	0.0	0.0	0.0
Cyprus	0.0	0.0	0.0
Czech Republic	0.0	0.0	0.0
Denmark	0.0	0.0	0.0
Estonia	0.0	0.0	0.0
Finland	0.0	0.0	0.0
France	0.0	0.0	0.0
Germany	0.0	0.0	0.0
Greece	0.0	0.0	0.0
Hungary	0.0	0.0	0.0
Ireland	0.0	0.0	0.0
Italy	953.9	0.0	953.9
Latvia	0.0	0.0	0.0
Lithuania	0.0	0.0	0.0
Luxembourg	0.0	0.0	0.0
Malta	0.0	0.0	0.0
Netherlands	0.0	0.0	0.0
Poland	0.0	0.0	0.0
Portugal Romania	2,858.1	994.3	1,863.8
Slovakia	0.0 0.0	0.0 0.0	0.0 0.0
Slovenia	0.0	0.0	0.0
Spain	456.5	0.0	456.5
Sweden	0.0	0.0	0.0
United Kingdom	0.0	0.0	0.0
Iceland	0.0	0.0	0.0
Liechtenstein	0.0	0.0	0.0
Norway	0.0	0.0	0.0
Switzerland	0.0	0.0	0.0
Australia	0.0	0.0	0.0
Canada	0.0	0.0	0.0
China	0.0	0.0	0.0
Hong Kong	0.0	0.0	0.0
Japan	0.0	0.0	0.0
U.S.	0.0	0.0	0.0
Other advanced economies non EEA	0.0	0.0	0.0
Other Central and eastern Europe countries non EEA	0.0	0.0	0.0
Middle East	0.0	0.0	0.0
Latin America and the Caribbean	0.2	0.0	0.2
Africa Others	0.0 3,882.9	0.0 593.7	0.0 3,289.2

Note:

The information reported covers all exposures to "General governments" as defined in paragraph 41 (b) of Annex V of ITS on Supervisory reporting: "central governments, state or regional governments, and local governments, including administrative bodies and non-commercial undertakings, but excluding public companies and private companies held by these administrations that have a commercial activity (which shall be reported under "non-financial corporations"); social security funds; and international organisations, such as the European Community, the International Monetary Fund and the Bank for International Settlements.

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

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

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

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

(1) Includes "Trading financial assets" portfolio for banks reporting under GAAP

(2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP

(3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP

(4) Includes "Non-trading debt instruments measured at a cost-based method" and "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

Sovereign Exposure

Banco BPI SA

(mln EUR)										As of 30/06/2016
				Memo: breakdown by accounting portfolio
	Financial assets: Carrying Amount
Country / Region				Held for			Designated at fair value			Available-for			Loans and			Held-to
		of which: loans and	of which: debt	trading1	of which: Loans and	of which: Debt	through profit or loss2	of which: Loans and	of which: Debt	sale3	of which: Loans and	of which: Debt	Receivables4	of which: Loans and	of which: Debt	maturity investments	of which: Loans and	of which: Debt
		advances	securities		advances	securities		advances	securities		advances	securities		advances	securities		advances	securities
TOTAL - ALL COUNTRIES	8,153.6	1,580.3	6,573.3	1,384.3	0.0	1,384.3	0.0	0.0	0.0	5,136.4	0.0	5,136.4	1,632.5	1,580.3	52.3	0.0	0.0	0.0
Austria	0.0	0.0	0.0
Belgium	0.0	0.0	0.0
Bulgaria	0.0	0.0	0.0
Croatia	0.0	0.0	0.0
Cyprus	0.0	0.0	0.0
Czech Republic	0.0	0.0	0.0
Denmark	0.0	0.0	0.0
Estonia	0.0	0.0	0.0
Finland	0.0	0.0	0.0
France	0.0	0.0	0.0
Germany Greece	0.0	0.0	0.0
Hungary	0.0 0.0	0.0 0.0	0.0 0.0
Ireland	0.0	0.0	0.0
Italy	977.4	0.0	977.4
Latvia	0.0	0.0	0.0
Lithuania	0.0	0.0	0.0
Luxembourg	0.0	0.0	0.0
Malta	0.0	0.0	0.0
Netherlands	0.0	0.0	0.0
Poland	0.0	0.0	0.0
Portugal	3,011.4	1,039.7	1,971.7
Romania	0.0	0.0	0.0
Slovakia	0.0	0.0	0.0
Slovenia	0.0	0.0	0.0
Spain	501.3	0.0	501.3
Sweden	0.0	0.0	0.0
United Kingdom	0.0	0.0	0.0
Iceland	0.0	0.0	0.0
Liechtenstein	0.0	0.0	0.0
Norway	0.0	0.0	0.0
Switzerland	0.0	0.0	0.0
Australia Canada	0.0	0.0	0.0
China	0.0	0.0	0.0
Hong Kong	0.0 0.0	0.0 0.0	0.0 0.0
Japan	0.0	0.0	0.0
U.S.	0.0	0.0	0.0
Other advanced economies non EEA	0.0	0.0	0.0
Other Central and eastern Europe countries non EEA	0.0	0.0	0.0
Middle East	0.0	0.0	0.0
Latin America and the Caribbean	0.0	0.0	0.0
Africa	0.0	0.0	0.0
Others	3,663.5	540.5	3,123.0

Note:

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

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

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

(1) Includes "Trading financial assets" portfolio for banks reporting under GAAP

(2) Includes "Non-trading non-derivative financial assets measured at fair value through profit or loss" portfolio for banks reporting under GAAP

(3) Includes "Non-trading non-derivative financial assets measured at fair value to equity" portfolio for banks reporting under GAAP

(4) Includes "Non-trading debt instruments measured at a cost-based method" and "Other non-trading non-derivative financial assets" portfolio for banks reporting under GAAP

Performing and non-performing exposures

Banco BPI SA

				As of 31/12/2015			As of 30/06/2016
	Gross carrying amount			provisions	Accumulated impairment, accumulated changes in fair value due to credit risk and Collaterals and financial			Gross carrying amount			Accumulated impairment, provisions	accumulated changes in fair value due to credit risk and	Collaterals and financial
		Of which performing but past due >30	Of which non-performing1		On performing	On non performing	guarantees received on non performing exposures		Of which performing but past due >30	Of which non-performing1		On performing exposures2	On non performing	guarantees received on non performing exposures
(mln EUR, %)		days and <=90 days		Of which: defaulted	exposures2 exposures3				days and <=90 days		Of which: defaulted		exposures3
Debt securities (including at amortised cost and fair value)	6,876	0	23	7	4	4	0	6,363	0	39	25	6	22	0
Central banks	0	0	0	0	0	0	0	0	0	0	0	0	0	0
General governments	6,005	0	0	0	0	0	0	5,189	0	0	0	0	0	0
Credit institutions	15	0	0	0	0	0	0	11	0	0	0	0	0	0
Other financial corporations	143	0	0	0	1	0	0	144	0	23	23	1	19	0
Non-financial corporations	713	0	23	7	3	4	0	1,018	0	16	2	5	2	0
Loans and advances(including at amortised cost and fair value)	26,479	1	2,189	1,488	129	852	1,040	25,750	3	2,102	1,412	112	861	982
Central banks	2,274	0	0	0	0	0	0	2,093	0	0	0	0	0	0
General governments	1,588	0	14	0	0	0	12	1,580	0	14	2	0	0	11
Credit institutions	1,430	0	0	0	0	0	0	1,098	0	0	0	0	0	0
Other financial corporations	178	0	28	28	1	27	0	181	0	28	28	0	27	1
Non-financial corporations	8,050	1	1,328	840	79	555	496	7,928	2	1,238	776	73	569	432
of which: small and medium-sized enterprises at amortised cost	4,170	0	654	389	28	251	286	4,220	2	640	390	29	251	273
Households	12,958	0	820	620	49	269	531	12,870	0	822	607	39	265	538
DEBT INSTRUMENTS other than HFT	33,355	1	2,212	1,495	133	856	1,040	32,113	3	2,142	1,438	118	883	982
OFF-BALANCE SHEET EXPOSURES	5,202		165	129	13	21	87	5,024		198	118	8	19	83

(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)

Forborne exposures

Banco BPI SA

			As of 31/12/2015			As of 30/06/2016
	measures	Gross carrying amount of exposures with forbearance	Accumulated impairment, measures	accumulated changes in fair value due to credit risk and provisions for exposures with forbearance	Collateral and financial guarantees	measures	Gross carrying amount of exposures with forbearance	Accumulated impairment, accumulated changes in fair value due to credit risk and provisions for exposures with forbearance measures		Collateral and financial guarantees
(mln EUR, %)		Of which non performing exposures with forbearance measures		Of which on non performing exposures with forbearance measures	received on exposures with forbearance measures		Of which non performing exposures with forbearance measures		Of which on non performing exposures with forbearance measures	received on exposures with forbearance measures
Debt securities (including at amortised cost and fair value)	27	14	1	0	0	27	14	1	0	0
Central banks	0	0	0	0	0	0	0	0	0	0
General governments	0	0	0	0	0	0	0	0	0	0
Credit institutions	0	0	0	0	0	0	0	0	0	0
Other financial corporations	0	0	0	0	0	0	0	0	0	0
Non-financial corporations	27	14	1	0	0	27	14	1	0	0
Loans and advances (including at amortised cost and fair value)	1,556	1,094	426	403	793	1,550	1,068	431	406	790
Central banks	0	0	0	0	0	0	0	0	0	0
General governments	75	11	0	0	31	52	9	0	0	29
Credit institutions	0	0	0	0	0	0	0	0	0	0
Other financial corporations	4	0	0	0	4	3	0	0	0	2
Non-financial corporations	1,148	815	343	321	539	1,172	794	350	327	546
of which: small and medium-sized enterprises at amortised cost	599	463	153	146	327	598	446	152	144	324
Households	329	268	83	82	218	323	266	80	79	212
DEBT INSTRUMENTS other than HFT	1,583	1,108	427	403	793	1,577	1,082	432	406	790
Loan commitments given	0	0	0	0	0	8	5	0	0	0

(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

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Banco BPI SA

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