Investor Presentaiton

Glossary (1/4) Reference Terms number Accumulated Provisions and 1 FV adjustments 2 Core Banking Income 3 Core deposits 4 Core Operating Income 5 Core Pre-Provision Income 6 Cost of Risk 7 Cost/Assets 8 Deposits 9 Extraordinary costs 10 Fair Value adjustments 11 Fully-Loaded Common Equity Tier 1 ratio 12 Gross Loans 13 Definitions Sum of Provision for impairment losses for loans and advances to customers, the Provision for impairment losses for the total amount of off balance sheet items exposed to credit risk as disclosed in the Consolidated Financial Statements of the reported period, and the Fair Value Adjustments (10). Sum of Net interest income and Net fee and commission income as derived from the Consolidated Financial Statements of the reported period. Sum of "Current accounts", "Savings accounts" and "Cheques payable", as derived from the Consolidated Financial Statements of the reported period, taking into account the impact from any potential restatement. Operating Income (35) less Income from financial operations (18) less management adjustments on operating income for the corresponding period. Core Operating Income (4) for the period less Recurring Operating Expenses (45) for the period. Impairment losses (14) for the period divided by the average Net Loans of the relevant period. Average balances is defined as the arithmetic average of balance at the end of the period and at the end of the previous period. Recurring Operating Expenses (45) for the period (annualised) divided by Total Assets (18). The figure equals Due to customers as derived from the Consolidated Balance Sheet of the reported period. Management adjustments on operating expenses, that do not relate to other PnL items. The item corresponds to the accumulated Fair Value adjustments for non-performing exposures measured at Fair Value Through P&L (FVTPL). Common Equity Tier 1 regulatory capital as defined by Regulation No 575/2013 (Full implementation of Basel 3), divided by total Risk Weighted Assets The item corresponds to Loans and advances to customers, as reported in the Consolidated Balance Sheet of the reported period, gross of the Accumulated Provisions and FV adjustments (1) excluding the accumulated provision for impairment losses on off balance sheet items, as disclosed in the Consolidated Financial Statements of the reported period. Impact from NPA transactions Management adjustments to income and expense items as a result of NPE/NPA exposures transactions 14 Impairment losses 15 Impairment losses of which Underlying 16 Impairment losses on loans Impairment losses on 17 transactions Impairment losses on loans (16) excluding impairment losses on transactions (17). Impairment losses (14) excluding Loans servicing fees as disclosed in the Consolidated Financial Statements of the reported period. Impairment losses and provisions to cover credit risk on Loans and advances to customers and related expenses as derived from the Consolidated Financial Statements of the reported period, taking into account the impact from any potential restatement, less management adjustments on impairment losses on loans for the corresponding period. Management adjustments on impairment losses on loans include events that do not occur with a certain frequency, and events that are directly affected by the current market conditions and/or present significant variation between the reporting periods. Represent the impact of incorporating sale scenario in the estimation of expected credit losses. Relevance of the metric Abbreviation Standard banking terminology Profitability metric Standard banking terminology Profitability metric Profitability metric Asset quality metric Efficiency metric Standard banking terminology Standard banking terminology Regulatory metric of capital strength Standard banking terminology Asset quality metric Asset quality metric Asset quality metric Standard banking terminology Asset quality metric LLR Core depos Core PPI (Underlying) COR FV adj. FL CET 1 ratio LLP 72 ALPHA SERVICES AND HOLDINGS

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