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Note 6 - Risk Management (Tables) | 6 Months Ended
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Jun. 30, 2020
Operations And Amounts From The Moratoriums Given By The Group |
COVID-19 support programs (Millions of Euros)
| Deferment of payments | Financing with public guarantees |  |
| Existing | Completed | Total | Number of customers | Total | Number of customers | Total deferment of payments and guarantees | (%) credit investment
Group | 29,668 | 6,590 | 36,259 | 3,138,894 | 13,791 | 196,186 | 50,050 | 11.9%
Operations And Amounts From The Loans Given By The Group With Public Guarantees |
COVID-19 support programs (Millions of Euros)
| Deferment of payments | Financing with public guarantees
| Existing | Completed | Total
Group | 29,668 | 6,590 | 36,259 | 13,791
Customers | 17,975 | 3,563 | 21,538 | 863
Mortgages | 9,318 | 2,152 | 11,470 | 1
SMEs | 6,397 | 792 | 7,189 | 7,723
Non-financial corporations | 5,006 | 2,221 | 7,227 | 5,126
Other | 290 | 14 | 304 | 79
Principal Geographical Areas GDP |
Estimate of GDP, unemployment rate and HPR for the main geographies
| Spain | Mexico | The United States
Date | GDP | Unemployment | HPR | GDP | Unemployment | HPR | GDP | Unemployment | HPR
2020 | (11.54%) | 20.49% | (4.08%) | (9.97%) | 4.59% | 2.02% | (4.40%) | 7.82% | (0.33%)
2021 | 7.53% | 17.33% | (5.24%) | 4.08% | 4.45% | (1.53%) | 3.58% | 5.02% | (0.39%)
2022 | 2.94% | 15.68% | 6.28% | 4.18% | 4.03% | 0.09% | 2.36% | 4.24% | 1.86%
2023 | 2.09% | 14.42% | 5.01% | 1.49% | 4.06% | (0.02%) | 2.08% | 4.09% | 2.59%
2024 | 2.07% | 13.25% | 3.65% | 1.53% | 4.05% | 0.67% | 2.09% | 4.10% | 2.14%
2025 | 2.00% | 12.11% | 3.11% | 1.46% | 4.02% | 0.95% | 2.11% | 4.10% | 1.55%
| Peru | Argentina | Colombia | Turkey
Date | GDP | Unemployment | GDP | Unemployment | GDP | Unemployment | GDP | Unemployment
2020 | (14.97%) | 30.07% | (5.94%) | 14.23% | (3.07%) | 16.95% | 0.15% | 14.03%
2021 | 8.86% | 13.10% | 1.54% | 11.53% | 3.98% | 14.13% | 5.04% | 13.43%
2022 | 3.53% | 11.48% | 2.02% | 10.23% | 2.64% | 11.81% | 4.53% | 10.78%
2023 | 3.68% | 11.39% | 1.96% | 9.70% | 3.32% | 11.63% | 4.52% | 10.38%
2024 | 3.63% | 11.30% | 1.97% | 8.75% | 3.47% | 11.42% | 4.51% | 10.23%
2025 | 3.21% | 11.20% | 1.99% | 7.78% | 3.70% | 11.22% | 4.50% | 10.03%
Credit Risk Exposure |
Maximum credit risk exposure (Millions of Euros)
| Notes | June 2020 | Stage 1 | Stage 2 | Stage 3
Financial assets held for trading |  | 70,093 |  |  |
Debt securities | 9 | 26,640 |  |  |
Equity instruments | 9 | 5,862 |  |  |
Loans and advances | 9 | 37,591 |  |  |
Non-trading financial assets mandatorily at fair value through profit or loss |  | 4,998 |  |  |
Loans and advances | 10 | 690 |  |  |
Debt securities | 10 | 250 |  |  |
Equity instruments | 10 | 4,058 |  |  |
Financial assets designated at fair value through profit or loss | 11 | 1,098 |  |  |
Derivatives (trading and hedging) |  | 51,649 |  |  |
Financial assets at fair value through other comprehensive income |  | 70,207 |  |  |
Debt securities |  | 68,385 | 68,079 | 5 | 301
Equity instruments | 12 | 1,789 |  |  |
Loans and advances to credit institutions | 12 | 33 | 33 | - | -
Financial assets at amortized cost |  | 463,887 | 413,517 | 34,686 | 15,684
Loans and advances to central banks |  | 4,792 | 4,792 | - | -
Loans and advances to credit institutions |  | 14,859 | 14,822 | 32 | 6
Loans and advances to customers |  | 400,764 | 350,558 | 34,568 | 15,637
Debt securities |  | 43,473 | 43,346 | 86 | 41
Total financial assets risk |  | 661,932 | - | - | -
Total loan commitments and financial guarantees |  | 184,046 | 171,130 | 11,987 | 929
Loan commitments given | 30 | 134,494 | 126,310 | 7,957 | 227
Financial guarantees given | 30 | 10,989 | 9,709 | 1,020 | 261
Other commitments given | 30 | 38,563 | 35,111 | 3,010 | 441
Total maximum credit exposure |  | 845,978 |  |  |
Maximum credit risk exposure (Millions of Euros)
| Notes | December 2019 | Stage 1 | Stage 2 | Stage 3
Financial assets held for trading |  | 69,503 |  |  |
Debt securities | 9 | 26,309 |  |  |
Equity instruments | 9 | 8,892 |  |  |
Loans and advances | 9 | 34,303 |  |  |
Non-trading financial assets mandatorily at fair value through profit or loss |  | 5,557 |  |  |
Loans and advances | 10 | 1,120 |  |  |
Debt securities | 10 | 110 |  |  |
Equity instruments | 10 | 4,327 |  |  |
Financial assets designated at fair value through profit or loss | 11 | 1,214 |  |  |
Derivatives (trading and hedging) |  | 39,462 |  |  |
Financial assets at fair value through other comprehensive income |  | 61,293 |  |  |
Debt securities |  | 58,841 | 58,590 | 250 | -
Equity instruments | 12 | 2,420 |  |  |
Loans and advances to credit institutions | 12 | 33 | 33 | - | -
Financial assets at amortized cost |  | 451,640 | 402,024 | 33,624 | 15,993
Loans and advances to central banks |  | 4,285 | 4,285 | - | -
Loans and advances to credit institutions |  | 13,664 | 13,500 | 158 | 6
Loans and advances to customers |  | 394,763 | 345,449 | 33,360 | 15,954
Debt securities |  | 38,930 | 38,790 | 106 | 33
Total financial assets risk |  | 628,670 |  |  |
Total loan commitments and financial guarantees |  | 181,116 | 169,663 | 10,452 | 1,001
Loan commitments given | 30 | 130,923 | 123,707 | 6,945 | 270
Financial guarantees given | 30 | 10,984 | 9,804 | 955 | 224
Other commitments given | 30 | 39,209 | 36,151 | 2,552 | 506
Total maximum credit exposure |  | 809,786 |  |  |
Credit Risk Exposure By Geographical Area |
June 2020 (Millions of Euros)
| Gross exposure | Accumulated allowances | Carrying amount
| Total | Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3
Spain (*) | 206,649 | 184,249 | 14,077 | 8,323 | (5,734) | (824) | (785) | (4,125) | 200,915 | 183,425 | 13,292 | 4,198
The United States | 61,572 | 52,860 | 7,939 | 773 | (1,028) | (317) | (471) | (240) | 60,544 | 52,542 | 7,468 | 533
Mexico | 51,414 | 45,386 | 4,833 | 1,194 | (1,972) | (761) | (459) | (752) | 49,442 | 44,626 | 4,374 | 442
Turkey (**) | 44,061 | 36,113 | 4,417 | 3,532 | (2,865) | (215) | (600) | (2,050) | 41,196 | 35,898 | 3,817 | 1,482
South America (***) | 36,202 | 31,099 | 3,298 | 1,804 | (1,944) | (390) | (422) | (1,131) | 34,258 | 30,709 | 2,876 | 672
Others | 866 | 851 | 5 | 10 | (9) | (1) | - | (7) | 857 | 850 | 4 | 3
Total (****) | 400,764 | 350,558 | 34,568 | 15,637 | (13,552) | (2,508) | (2,736) | (8,307) | 387,212 | 348,050 | 31,832 | 7,330
December 2019 (Millions of Euros)
| Gross exposure | Accumulated allowances | Carrying amount
| Total | Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3
Spain (*) | 197,058 | 173,843 | 14,599 | 8,616 | (5,311) | (712) | (661) | (3,939) | 191,747 | 173,131 | 13,939 | 4,677
The United States | 57,387 | 49,744 | 7,011 | 632 | (688) | (165) | (342) | (182) | 56,699 | 49,580 | 6,670 | 450
Mexico | 60,099 | 54,748 | 3,873 | 1,478 | (2,013) | (697) | (404) | (912) | 58,087 | 54,052 | 3,469 | 566
Turkey (**) | 43,113 | 34,536 | 5,127 | 3,451 | (2,613) | (189) | (450) | (1,974) | 40,500 | 34,347 | 4,677 | 1,477
South America (***) | 36,265 | 31,754 | 2,742 | 1,769 | (1,769) | (366) | (323) | (1,079) | 34,497 | 31,388 | 2,419 | 690
Others | 839 | 824 | 7 | 9 | (8) | (1) | (1) | (6) | 832 | 823 | 6 | 2
Total (****) | 394,763 | 345,449 | 33,360 | 15,954 | (12,402) | (2,129) | (2,181) | (8,093) | 382,360 | 343,320 | 31,179 | 7,861
Loans And Advances Breakdown By Counterparty |
June 2020 (Millions of Euros)
| Central banks | General governments | Credit institutions | Other financial corporations | Non-financial corporations | Households | Total | Gross carrying amount
By product |  |  |  |  |  |  |  |
On demand and short notice | - | 37 | - | 164 | 2,126 | 516 | 2,844 | 3,048
Credit card debt | - | 9 | - | 1 | 1,555 | 11,717 | 13,283 | 14,486
Commercial debtors |  | 796 | - | 470 | 12,805 | 71 | 14,142 | 14,444
Finance leases | - | 195 | - | 5 | 7,561 | 351 | 8,113 | 8,474
Reverse repurchase loans | 430 | - | 2,269 | 887 | 60 | - | 3,647 | 3,656
Other term loans | 4,311 | 25,930 | 3,793 | 8,518 | 153,588 | 154,750 | 350,890 | 362,342
Advances that are not loans | 32 | 377 | 8,812 | 3,489 | 1,437 | 486 | 14,632 | 14,688
LOANS AND ADVANCES | 4,773 | 27,343 | 14,875 | 13,535 | 179,132 | 167,892 | 407,549 | 421,137
By secured loans |  |  |  |  |  |  |  |
Of which: mortgage loans collateralized by immovable property |  | 953 | - | 300 | 30,850 | 106,609 | 138,712 | 142,457
Of which: other collateralized loans | 430 | 4,660 | 1,763 | 1,629 | 16,238 | 4,675 | 29,396 | 29,986
By purpose of the loan |  |  |  |  |  |  |  |
Of which: credit for consumption |  |  |  |  |  | 43,048 | 43,048 | 46,148
Of which: lending for house purchase |  |  |  |  |  | 108,159 | 108,159 | 110,005
By subordination |  |  |  |  |  |  |  |
Of which: project finance loans |  |  |  |  | 12,047 |  | 12,047 | 12,328
December 2019 (Millions of Euros)
| Central banks | General governments | Credit institutions | Other financial corporations | Non-financial corporations | Households | Total | Gross carrying amount
By product |  |  |  |  |  |  |  |
On demand and short notice | - | 9 | - | 118 | 2,328 | 595 | 3,050 | 3,251
Credit card debt | - | 10 | 1 | 3 | 1,940 | 14,401 | 16,355 | 17,608
Commercial debtors |  | 971 | - | 230 | 15,976 | 99 | 17,276 | 17,617
Finance leases | - | 227 | - | 6 | 8,091 | 387 | 8,711 | 9,095
Reverse repurchase loans | - | - | 1,817 | - | 26 | - | 1,843 | 1,848
Other term loans | 4,240 | 26,734 | 4,121 | 7,795 | 137,934 | 160,223 | 341,047 | 351,230
Advances that are not loans | 35 | 865 | 7,743 | 3,056 | 951 | 506 | 13,156 | 13,214
LOANS AND ADVANCES | 4,275 | 28,816 | 13,682 | 11,208 | 167,246 | 176,211 | 401,438 | 413,863
By secured loans |  |  |  |  |  |  |  |
Of which: mortgage loans collateralized by immovable property |  | 1,067 | 15 | 261 | 23,575 | 111,085 | 136,003 | 139,317
Of which: other collateralized loans | - | 10,447 | 93 | 2,106 | 29,009 | 6,893 | 48,548 | 49,266
By purpose of the loan |  |  |  |  |  |  |  |
Of which: credit for consumption |  |  |  |  |  | 46,356 | 46,356 | 49,474
Of which: lending for house purchase |  |  |  |  |  | 110,178 | 110,178 | 111,636
By subordination |  |  |  |  |  |  |  |
Of which: project finance loans |  |  |  |  | 12,259 |  | 12,259 | 12,415
Financial Guarantee received |
Guarantees received (Millions of Euros)
| June 2020 | December 2019
Value of collateral | 157,585 | 152,454
Of which: guarantees normal risks under special monitoring | 14,983 | 14,623
Of which: guarantees non-performing risks | 4,204 | 4,590
Value of other guarantees | 55,840 | 35,464
Of which: guarantees normal risks under special monitoring | 4,239 | 3,306
Of which: guarantees non-performing risks | 559 | 542
Total value of guarantees received | 213,425 | 187,918
Loans And Advances Impaired And Accumulated Impairment by Sectors |
June 2020 (Millions of Euros)
| Gross carrying amount | Non-performing loans and advances | Accumulated impairment | Non-performing loans and advances as a % of the total
Central banks | 4,792 | - | (19) | -
General governments | 27,342 | 77 | (83) | 0.3%
Credit institutions | 14,859 | 6 | (17) | -
Other financial corporations | 13,585 | 17 | (50) | 0.1%
Non-financial corporations | 185,821 | 8,190 | (7,224) | 4.4%
Households | 174,015 | 7,352 | (6,195) | 4.2%
LOANS AND ADVANCES | 420,414 | 15,643 | (13,588) | 3.7%
December 2019 (Millions of Euros)
| Gross carrying amount | Non-performing loans and advances | Accumulated impairment | Non-performing loans and advances as a % of the total
Central Banks | 4,285 | - | (9) | -
General governments | 28,281 | 88 | (60) | 0.3%
Credit institutions | 13,664 | 6 | (15) | -
Other financial corporations | 11,239 | 17 | (31) | 0.2%
Non-financial corporations | 173,254 | 8,467 | (6,465) | 4.9%
Households | 181,989 | 7,381 | (5,847) | 4.1%
LOANS AND ADVANCES | 412,711 | 15,959 | (12,427) | 3.9%
Changes In Impaired Financial Assets And Contingent Risks |
Changes in impaired financial assets and guarantees given (Millions of Euros)
| June 2020 | December 2019
Balance at the beginning | 16,770 | 17,134
Additions | 4,581 | 9,857
Decreases (*) | (2,517) | (5,874)
Net additions | 2,064 | 3,983
Amounts written-off | (1,778) | (3,803)
Exchange differences and other | (322) | (544)
Balance at the end | 16,734 | 16,770
Changes In Value Corrections Loans And Advances At Amortized Cost |
Changes in loss allowances of loans and advances at amortized cost (Millions of Euros)
| June 2020 | December 2019
Balance at the beginning of the period | (12,427) | (12,217)
Increase in loss allowances charged to income | (6,723) | (10,236)
Stage 1 | (1,603) | (1,650)
Stage 2 | (1,771) | (1,923)
Stage 3 | (3,350) | (6,664)
Decrease in loss allowances charged to income | 3,070 | 5,990
Stage 1 | 960 | 1,312
Stage 2 | 812 | 1,298
Stage 3 | 1,298 | 3,380
Transfer to written-off loans, exchange differences and other | 2,493 | 4,036
Closing balance | (13,588) | (12,427)

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