Financial and ESG Performance Review slide image

Financial and ESG Performance Review

2022 Financial Statements CCA: €485mn available CCA - Contingent Capital Agreement Compensation amounts (€ million) 3,890 3,405 485 CCA Maximum Amount CCA Received Remaining CCA1 novobanco (1) Funds not included in Capital Ratios . • As agreed in Oct-2017, at sale process of novobanco, a Contingent Capital Agreement ("CCA") was entered into between the Resolution Fund ("FdR") and the Bank. ⚫ Outstanding divergences between novobanco and the Resolution Fund (amounts not recognized in CET1 capital as of 31 Dec 2022): 1. IFRS9 treatment 2. 2020 unpaid CCA Call: €165mn 3. 2021 unpaid CCA Call: €209mn • Up to an additional €485mn remains available for losses recognised in a predefined portfolio of assets ("CCA Assets") and other CCA covered losses (the "CCA Losses") in case CET1 ratio decreases below 12%. • The mechanism is in place until Dec-25 (the "CCA Maturity Date"), which date can be extended, under certain conditions, by one additional year. 51
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