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Investor Presentaiton

Capital evolution in line with plan; exceeding regulatory expectations Total Capital ratio quarterly evolution € bn 8.1 6.7 €1.3bn regulatory Buffer over 14.0%¹ CAD 1.4% CAD 18.3% 0.02% 2.20% 2.3% 17.4% 2.6% (1.0%) (2.85%) (0.23%) 16.0% CET1 Expected completion by H1 2022 14.8% Total Capital ratio Mar-21 Organic capital Galaxy & Cepal generation² impact Other SCI Jun-21 pf SCI Internal Capital measures Inorganic NPE reduction Total Capital ratio %, Fully Loaded CAD 16.5% 15.4% CET1 14.2% 12.7% Total capital evolution 2021 - 2024 %, Transitional 18.3% 2023-24E 2021-22E requirement 17.0% 16.7% 16.9% 2.7% requirement 2.8% 2.8% 2.9% OCR: OCR: 14.5% 14.0% 14.9% factoring 15.6% RWA relief from 13.9% 14.0% 14.2% CET1: transactions expected to complete in 2022 CET1: 9.2% 9.7% 2021E 2022E 2023E 2024E FL CAD Mar-21 FL CAD Jun-21pf SCI 1| 14% 2020 OCR pre relief measures or 11% post relief measures excluding CCB 2.5% and OS-II buffer 0.5%. 2| Organic capital generation includes Q2 21 profit and RWA growth for the period. 18 ALPHA SERVICES AND HOLDINGS
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