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2021-06-18 | DOF 5621650

Added 2026-08-28 · Updated 2026-08-29

Resolution modifying the General Provisions applicable to credit institutions

The CNBV amends the General Provisions to implement the Total Loss-Absorbing Capacity (TLAC) standard, requiring Local Systemically Important Banks to hold a Net Capital Supplement of at least 6.5% of total risk-weighted assets or 6.75% of leverage ratio exposure. The resolution establishes a phased implementation schedule for this supplement through December 2025, updates the early warning system classification thresholds to include the new supplement, and mandates specific capital conservation plans and disclosure requirements for institutions failing to meet these standards.

Mexico

Secretaria de Hacienda y Credito Publico

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DOF: 18/06/2021

RESOLUTION modifying the General Provisions applicable to credit institutions

At the margin, a seal with the National Coat of Arms, which says: United Mexican States.- TREASURY.- Ministry of

Treasury and Public Credit.- National Banking and Securities Commission.

The National Banking and Securities Commission, after agreement of its Board of Directors and hearing the

opinion of the Bank of Mexico, based on the provisions of articles 50 and 98 Bis of the Law of

Credit Institutions, as well as 4, fractions II, IV, XXXVI and XXXVIII, and 16, fractions I and VI of the Law of the

National Banking and Securities Commission, and

CONSIDERING

That in accordance with article 78 of the General Law of Regulatory Improvement and with the purpose of reducing the

cost of compliance of this modifying resolution, the National Banking and Securities Commission

published on April 26, 2018 in the Official Journal of the Federation, the "Resolution modifying the

General Provisions applicable to savings and credit entities, integration organisms, community financial societies and financial integration organisms rural, referred to

the Savings and Popular Credit Law", with the purpose of, among others, eliminating the obligation of said entities

to request opinions on deferred taxes and worker participation in profits;

That as a result of global financial crises, it is necessary to have resilient banking institutions,

therefore the international organization known as the Financial Stability Board, of which the Mexican

financial authorities are part, developed principles with the object that banking institutions

categorized as globally systemically important have the necessary capacity to

absorb losses and recapitalize during a resolution process, without interrupting their critical functions and

without the need to use taxpayer resources. This standard is known as

Total Loss-Absorbing Capacity (TLAC in English), which has been adopted in

countries where the parent companies of some credit institutions established in Mexico are located;

That in accordance with what is provided in article 50 of the Law of Credit Institutions, the Commission

National Banking and Securities Commission has the authority to determine additional capital supplements to the

minimum required, taking into consideration the economic cycle and systemic risks that each

credit institution, due to its characteristics or those of its operations, might represent for the

stability of the financial system or the economy as a whole;

That to comply with the referred international standard, credit institutions with global systemic importance must have a minimum level of total loss-absorbing capacity of at least

6.5% of total risk-weighted assets, in addition to regulatory capital and other capital supplements,

taking into account the existence of the Bank Savings Protection Fund, which is constituted with

resources previously contributed by multiple banking institutions,

or 6.75% of assets adjusted

used for the calculation of the leverage ratio;

That, in the same sense and for the same purposes, it is convenient to extend the referred requirement to multiple banking institutions that have systemic importance at the local level, and

That for the above, it is necessary to modify the General Provisions applicable to the

credit institutions in order to reflect the adoption of the referred international standard by incorporating a

supplement to net capital that will be applicable to multiple banking institutions of local systemic importance, being such supplement,

in addition to regulatory capital to cover the minimum levels of the capitalization index and the capital conservation supplement, in addition to adjusting the thresholds to classify

credit institutions into categories of the early warning system to incorporate the minimum requirement of the supplement to net capital, and making adjustments in the information disclosure requirements

regarding the new capital supplement, has resolved to issue the following:

RESOLUTION MODIFYING THE GENERAL PROVISIONS

APPLICABLE TO THE

CREDIT INSTITUTIONS

SOLE. The article 2 Bis 5; the title of the Fourth Section currently named "On the

constitution of the additional percentage of the Capital Conservation Supplement due to the systemic importance

of multiple banking institutions", of Chapter VI Bis 1 "Capital requirement for Institutions of

Multiple Banking of Local Systemic Importance" of Title First Bis "Capital requirements of the

credit institutions" and articles 219; 220, variables SCCS and SCCI, 221; 223, second paragraph,

225,

fraction I, second and fourth paragraphs and fractions II and III, subsection a), second paragraph and table of said subsection a); as well as 225 Bis paragraphs third and last; are REFORMED; articles 1, fraction CLXXIX Bis; 2 Bis 117 ñ;

and 220, paragraphs second and third, are ADDED; and Annex 1-O "Disclosure of information related to capitalization", of the General Provisions applicable to credit institutions, published

in the Official Journal of the Federation on December 2, 2005 and reformed for the last time by means of

resolution published in the said Journal on May 21, 2021, is SUBSTITUTED, to remain as follows:

" Annex 1 to 1-Ñ

...

Annex 1-O

"Disclosure of information related to capitalization"

Annex 1-O Bis to 73

... "

" Article 1.-

...

I. to CLXXIX.

...

CLXXIX Bis.

Net Capital Supplement: that referred to in the last paragraph of article 2 Bis 5

of these provisions, applicable to Multiple Banking Institutions of Local Systemic

Importance, which will be determined in accordance with what is provided by article 2 Bis 117 ñ

of these present provisions.

CLXXX. to CXCVII.

... "

" Article 2 Bis 5.- Institutions must maintain a Net Capital in relation to the risks of

credit, market and operational that they incur in their operation, which cannot be less than the amount

that results from summing the capital requirements for each of said types of risk, in terms of the

present title.

Net Capital will be composed of a basic part and a complementary part.

The minimum required Capitalization Index that Institutions must maintain will be equal to

8 percent.

Regarding the basic part, institutions must maintain:

A Basic Capital Coefficient of at least 6%, and

II.

A Fundamental Capital Coefficient of at least 4.5%.

III.

In addition to the minimum capital established in the preceding paragraphs, Institutions

must maintain a Capital Conservation Supplement constituted by Fundamental Capital,

in the terms indicated in fraction I of Article 2 Bis 6 of these present provisions,

equivalent to:

2.5% of Total Risk-Weighted Assets.

Regarding Multiple Banking Institutions of Local Systemic Importance, an additional percentage

of Total Risk-Weighted Assets, in accordance with what is established in

article 2 Bis 117 n of these provisions.

The percentage of Total Risk-Weighted Assets corresponding to the

Countercyclical Capital Supplement determined in accordance with Chapter VI Bis 2 of the present

Title when the latter is exigible in terms of said Chapter.

Likewise, Multiple Banking Institutions of Local Systemic Importance must also maintain

a Net Capital Supplement that must be additional capital to that necessary to comply with the minimum Capitalization Index and with the Capital Conservation Supplement established in the third paragraph and the

previous fraction III, respectively, which will be calculated in accordance with what is established in Article 2 Bis 117

ñ of these provisions. Said Net Capital Supplement may be constituted both by the elements

that constitute Fundamental Capital in accordance with Article 2 Bis 6 next, as well as by capital stock representative titles or Capital Instruments that meet the requirements established in Annexes 1-R or 1-S

of these present provisions, provided that their remaining maturity term is greater than one year and only

for the amount that has not been considered to satisfy the minimum Capitalization Index and the Capital Conservation Supplement referred to. "

" Fourth Section

On the constitution of the additional percentage of the

Capital Conservation Supplement and the Net Capital Supplement

due to the systemic importance of multiple banking institutions "

" Article 2 Bis 117 ñ.- Multiple Banking Institutions of Local Systemic Importance must calculate the Net Capital Supplement referred to in the last paragraph of Article 2 Bis 5 of these

dispositions, in accordance with the following formula:

Institutions that are identified for the first time as Multiple Banking Institutions of

Local Systemic Importance, as well as those Multiple Banking Institutions of Local Systemic

Importance whose degree of systemic importance has increased, must maintain a Net Capital Supplement that includes the additional percentage of Total Risk-Weighted Assets or the

increase thereof in terms of this article, to fifty percent, at the latest by the end of the sixth

month, to seventy-five percent at the latest by the end of the ninth month and to one hundred percent at the latest by the end of the twelfth month counted from the month immediately following that they were notified

of their new condition in the terms indicated in Article 2 Bis 117 l of these provisions.

When a multiple banking institution designated as a Multiple Banking Institution of Local Systemic

Importance is classified in a lower degree than it maintained or ceases to be considered as such, said institution may dispose of the additional percentage referred to in this article immediately. "

" Article 219.- The Commission will classify multiple banking institutions into any of the

categories referred to in Article 220 of these present provisions, based on the Index of

Capitalization, the Basic Capital and Fundamental Capital Coefficients, as well as the conservation capital supplement and the Net Capital Supplement indicated in Article 2 Bis 5 of these present provisions; that the Bank of Mexico has made known to each multiple banking institution with figures at the close of each calendar month. The referred index, the coefficients and the supplements will be calculated

by the Bank of Mexico based on the information delivered to it by the multiple banking institutions and will be

communicated to the Commission through the Bank of Mexico's computer systems or by any other

suitable means, including electronic ones.

Without prejudice to what is provided in the preceding paragraph and in accordance with what is provided in Article 2 Bis 4 of

these present provisions, the Bank of Mexico may perform the computation with greater frequency and on

any date for a specific multiple banking institution, when it judges that between the days that

go from one computation to another, such multiple banking institution is assuming risks notably greater than

those shown by the month-end figures; such situation and, if applicable, the new Capitalization Index

and Net Capital Supplement must be informed to the Commission through the means before

indicated.

In the event that the Bank of Mexico has not received from the multiple banking institution in question

the information to determine the Capitalization Index and the Net Capital Supplement, the Commission

will make this situation known to the public through the means referred to in Article 221 of the

present provisions. The foregoing will proceed, without prejudice to the inspection and surveillance powers

exercised by the Commission, as well as the sanctions that apply in terms of the applicable provisions.

Article 220.-

...

[Table]

Wherein,

...

SCCS =

Is the percentage of Total Risk-Weighted Assets referred to in

subsection b) of fraction III of Article 2 Bis 5 of these present provisions and that corresponds

according to Article 2 Bis 117 n of these present provisions.

SCCI=

Is the percentage of Total Risk-Weighted Assets referred to in

subsection c) of fraction III of Article 2 Bis 5 of these present provisions

corresponding to the Countercyclical Capital Supplement determined in accordance with Chapter

VI Bis 2 of Title First Bis of these provisions.

For the classification of Multiple Banking Institutions of Local Systemic Importance into categories,

the Net Capital Supplement referred to in the last paragraph of Article 2 Bis

5 of these present provisions will also be considered.

Multiple Banking Institutions of Local Systemic Importance that according to the table above

correspond to a classification in category I, will be classified in category II when:

ICAP + Z < 10.5% + SCCS + SCCI + SCN

Where:

Z =

The percentage corresponding to the amount of titles and Capital Instruments eligible

to constitute the Net Capital Supplement referred to in the last paragraph of

Article 2 Bis 5 of these present provisions divided by Total Risk-Weighted

Assets.

SCN =

The percentage equivalent to the amount of the Net Capital Supplement referred to in

Article 2 Bis 5 of these present provisions divided by Total Risk-Weighted

Assets.

Article 221.- The Commission will make known the category in which the multiple banking institutions have

been classified, their modifications and the date to which the Capitalization Index, the Basic

Capital Coefficient, the Fundamental Capital Coefficient and the Net Capital Supplement used to carry out

the classification correspond, through the worldwide electronic network known as the Internet, on the site http:// www.cnbv.gob.mx, within the term referred to in the second paragraph of Article 223 of these present

dispositions, and by publishing the last available classification in the Statistical Bulletin of Multiple Banking of the Commission itself. "

" Article 223.- ...

The referred notification will be made by the Commission within 5 business days following the date on which the

Bank of Mexico has made known to it the Capitalization Index and the Net Capital Supplement of the

multiple banking institution in question.

... "

" Article 225.-

...

Likewise, it must inform its Board in a previously convened session, the causes that

motivated the deterioration in its Capitalization Indices, Basic Capital, Fundamental Capital,

as well as conservation capital supplement and Net Capital Supplement, which led to the

multiple banking institution to be classified in that category, for which it must present a

detailed report of capital shortfalls and the comprehensive evaluation of the causes of its financial

situation that indicates compliance with the regulatory framework and includes the expression of the main

indicators that reflect the degree of stability and solvency of the credit institution, as well as the

observations that, if any, the Commission has directed to it.

...

In the event that the multiple banking institution in question is part of a financial group,

it must inform in writing its situation to the general manager and to the president of the Board of the controlling society, within the term indicated in the first paragraph of this fraction I.

II.

Refrain from carrying out operations whose execution generates that its Capitalization Index and its

Net Capital Supplement are located below the required in accordance with the Capitalization Rules.

III.

They must present to the Commission for its approval, a capital conservation plan in terms

of what is indicated by Article 225 Bis of these present provisions. Regarding the Net Capital Supplement, this plan must be presented when institutions are located in category II

referred to in this article due to non-compliance with said requirement for three consecutive months. The conservation plan must indicate, the measures to be implemented by the institution

multiple banking to conserve its capital, in accordance with the following:

...

Shortfall in percentage points (pp): Max [(10.5% + SCCS + SCCI) - ICAP, (8.5% + SCCS +

SCCI) - CCB, (7% + SCCS + SCCI) CCF, (10.5% + SCCS + SCCI + SCN) ICAP - Z]

Wherein,

APSRT =

Total Risk-Weighted Assets

ICAP =

Capitalization Index

SCCS =

Is the percentage of Total Risk-Weighted Assets referred to in

subsection b) of fraction III of article 2 Bis 5 of these present provisions and

that corresponds according to article 2 Bis 117 n of these present

dispositions.

SCCI=

Is the percentage of Total Risk-Weighted Assets referred to in

subsection c) of fraction III of article 2 Bis 5 of these present provisions

corresponding to the Countercyclical Capital Supplement determined in accordance with the

Chapter VI Bis 2 of Title First Bis of these provisions.

SCN=

Is the percentage that represents the Net Capital Supplement referred to in the

last paragraph of article 2 Bis 5 of these present provisions, divided by the

Total Risk-Weighted Assets.

Z =

The percentage corresponding to the amount of titles and Capital Instruments eligible

to constitute the Net Capital Supplement referred to in the last paragraph of

Article 2 Bis 5 of these present provisions divided by Total Risk-Weighted

Assets expressed in percentage points.

...

Capital conservation mechanism

Shortfall

Percentage to apply

More than ¾(2.5 + SCCS + SCCI + SCN) pp

More than ½ (2.5 + SCCS + SCCI + SCN) pp and up to ¾(2.5 + SCCS + SCCI +

SCN) pp

20%

More than ¼ (2.5 + SCCS + SCCI + SCN) pp and up to ½ (2.5 + SCCS + SCCI +

SCN) pp

40%

Up to ¼ (2.5 + SCCS + SCCI + SCN) pp

60%

...

IV.

...

Article 225 Bis.-

...

The plan referred to in this article must be directed to the Vice Presidency of the Commission in charge

of its supervision and may contemplate a program of improvement in operational efficiency, rationalization of

expenses and increase in profitability, the making of contributions to share capital and limits to the

operations that the multiple banking institution in question can carry out in compliance with its social

object, or to the risks derived from said operations. In the event that the capital conservation plan

has been activated by the non-compliance of the Net Capital Supplement referred to in Article 225 of the

present provisions, institutions must restore in its entirety said supplement in a term no

greater than 21 months.

...

The Commission must resolve what corresponds regarding the capital conservation plan that has been

presented to it, in a maximum term of 60 natural days counted from the date of presentation of said

plan. This, without prejudice to the fact that, within 50 natural days, the Commission may request from the

multiple banking institution the modifications it deems convenient regarding the project of the plan of

capital conservation, being necessary for its approval that the multiple banking institution presents the

ratification of the Board. "

TRANSITORY ARTICLES

FIRST. This Resolution will enter into force from the day following its publication, except

for what is provided in the following Second Transitory Article.

SECOND. Multiple Banking Institutions of Local Systemic Importance must comply with the

Net Capital Supplement referred to in Article 2 Bis 117 ñ of this modifying Resolution

in accordance with the following:

Date

Net Capital Supplement

December 31, 2022

December 31, 2023

December 31, 2024

December 31, 2025

Respectfully,

Mexico City, June 7, 2021.- The President of the National Banking and Securities Commission,

Juan Pablo Graf Noriega.- Rubric.

ANNEX 1-O

DISCLOSURE OF INFORMATION RELATED TO CAPITALIZATION

Institutions must disclose the information contained in the following sections:

Integration of Net Capital in accordance with the international disclosure format contained in

the document "Capital Composition Disclosure Requirements" published by the

Basel Committee on Banking Supervision in June 2012 (1);

II.

Relationship of Net Capital with the balance sheet;

III.

Total Risk-Weighted Assets;

IV.

Characteristics of the titles that form part of Net Capital, and

Capital management.

VI.

Weights involved in the calculation of the Countercyclical Capital Supplement of the

Institutions.

VII.

Main indicators associated with the Net Capital Supplement for institutions of local

systemic importance (2).

For the purposes of the information disclosure referred to in sections I to V of this annex, the

Institutions must proceed in accordance with the following:

The information will be that corresponding to the Institution without consolidating subsidiaries or entities of

specific purpose and at the close of each month that corresponds.

For the completion of sections I to III of this annex, Institutions must use the

information from the Bank of Mexico forms, in accordance with what is established in Article 2 Bis 4

of these present provisions.

The information contained in sections I to V of this annex must be disseminated in the terms

and deadlines indicated in Article 2 Bis 119 of these present provisions.

Without prejudice to the terms and deadlines indicated in the preceding paragraph, the information comprised in

section IV regarding the characteristics of the titles that form part of Net Capital must

be kept available at all times on the Internet electronic page of the Institution and

updated when there are modifications to the required information, while said titles form

part of Net Capital.

Regarding the information referred to in section V, in relation to the evaluation that the

Institution carries out on the sufficiency of its capital, this must be presented as a note to the statements

annual basic financial statements audited within the terms and deadlines set forth in Article 2 Bis 119

of these provisions.

The information corresponding to sections VI and VII must be disclosed in the terms set forth in such sections.

Integration of Net Capital

The disclosure of the integration of Net Capital will be presented in accordance with the following format. Regarding this, Institutions must take into consideration the explanation of the note corresponding to reference number (3) shown in the first column of said format, and in accordance with the following:

The amounts corresponding to regulatory adjustments or deductions of regulatory capital will be presented with a positive sign.

References 4, 33, 35, 47, 49 and 80 to 85 will be eliminated starting from January 1, 2022.

The concepts where the treatment applied in these provisions is more conservative than that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems"

are identified with shading and the legend "conservative" in the reference number shown in the first column of said format.

Table I.1

Disclosure format for capital integration without considering transition

in the application of regulatory adjustments

Reference

Common Equity Tier 1 (CET1): instruments and reserves

Amount

Ordinary shares qualifying for common equity tier 1 plus their corresponding premium

Prior period results

Other elements of comprehensive income (and other reserves)

Capital subject to phase-out of common equity tier 1 (only applicable for companies not linked to shares)

Not

applicable

Ordinary shares issued by subsidiaries held by third parties (amount allowed in common equity tier 1)

Not

applicable

Common equity tier 1 before regulatory adjustments

Common equity tier 1: regulatory adjustments

Prudential valuation adjustment

Not

applicable

Goodwill (net of corresponding deferred income taxes payable)

Other intangibles other than mortgage servicing rights (net of corresponding deferred income taxes payable)

(conservative)

Deferred income tax assets depending on future profits excluding those derived from temporary differences (net of deferred income taxes payable)

Valuation result of cash flow hedging instruments

Reserves pending to be established

Benefits on the residual in securitization operations

Losses and gains caused by changes in own credit rating on liabilities valued at fair value

Not

applicable

Defined benefit pension plan

(conservative)

Investments in own shares

(conservative)

Reciprocal investments in ordinary capital

(conservative)

Investments in the capital of banks, financial institutions and insurers outside the scope of regulatory consolidation, net of eligible short positions, where the Institution does not own more than 10% of the issued share capital (amount exceeding the 10% threshold)

(conservative)

Significant investments in ordinary shares of banks, financial institutions and insurers outside the scope of regulatory consolidation, net of eligible short positions, where the Institution owns more than 10% of the issued share capital (amount exceeding the 10% threshold)

(conservative)

Mortgage servicing rights (amount exceeding the 10% threshold)

Deferred income tax assets from temporary differences (amount exceeding the 10% threshold, net of deferred income taxes payable)

Amount exceeding the 15% threshold

Not

applicable

Of which: Significant investments where the institution owns more than 10% in common shares of financial institutions

Not

applicable

Of which: Mortgage servicing rights

Not

applicable

Of which: Deferred income tax assets from temporary differences

Not

applicable

Repealed

Of which: Other elements of comprehensive income (and other reserves)

Of which: Investments in subordinated debt.

Of which: Profit or increase in the value of assets from the acquisition of securitization positions (Originator Institutions)

Of which: Investments in multilateral organizations

Of which: Investments in related companies

Of which: Venture capital investments

Of which: Investment fund investments

Of which: Financing for the acquisition of own shares

Of which: Operations that contravene the provisions

Of which: Deferred charges and advance payments

Of which: Positions in First Loss Schemes

Of which: Deferred Workers' Participation in Profits

Of which: Relevant Related Persons

Of which: Defined benefit pension plan

Repealed

Regulatory adjustments applied to common equity tier 1 due to insufficient additional tier 1 capital and tier 2 capital to cover deductions

Total regulatory adjustments to common equity tier 1

Common equity tier 1 (CET1)

Additional tier 1: instruments

Instruments issued directly that qualify as additional tier 1 capital, plus their premium

Of which: Classified as capital under applicable accounting criteria

Of which: Classified as liability under applicable accounting criteria

Not

applicable

Directly issued capital instruments subject to phase-out of additional tier 1 capital

Instruments issued of additional tier 1 capital and common equity tier 1 capital instruments that were not included in line 5 which were issued by subsidiaries held by third parties (amount allowed in additional tier 1)

Not

applicable

Of which: Instruments issued by subsidiaries subject to phase-out

Not

applicable

Additional tier 1 capital before regulatory adjustments

Additional tier 1: regulatory adjustments

(conservative)

Investments in own additional tier 1 capital instruments

Not

applicable

(conservative)

Reciprocal investments in additional tier 1 capital instruments

Not

applicable

(conservative)

Not

applicable

(conservative)

Significant investments in the capital of banks, financial institutions and insurers outside the scope of regulatory consolidation, net of eligible short positions, where the Institution owns more than 10% of the issued share capital

Not

applicable

National regulatory adjustments

Regulatory adjustments applied to additional tier 1 capital due to insufficient tier 2 capital to cover deductions

Not

applicable

Total regulatory adjustments to additional tier 1 capital

Additional tier 1 capital (AT1)

Tier 1 capital (T1 = CET1 + AT1)

Tier 2 capital: instruments and reserves

Instruments issued directly that qualify as tier 2 capital, plus their premium

Directly issued capital instruments subject to phase-out of tier 2 capital

Tier 2 capital instruments and common equity tier 1 and additional tier 1 capital instruments that have not been included in lines 5 or 34, which have been issued by subsidiaries held by third parties (amount allowed in tier 2 capital)

Not

applicable

Of which: Instruments issued by subsidiaries subject to phase-out

Not

applicable

(conservative)

Reserves

Tier 2 capital before regulatory adjustments

Tier 2 capital: regulatory adjustments

(conservative)

Investments in own tier 2 capital instruments

Not

applicable

(conservative)

Reciprocal investments in tier 2 capital instruments

Not

applicable

(conservative)

Investments in the capital of banks, financial institutions and insurers outside the scope of regulatory consolidation, net of eligible short positions, where the institution does not own more than 10% of the issued share capital (amount exceeding the 10% threshold)

Not

applicable

(conservative)

Not

applicable

National regulatory adjustments

Total regulatory adjustments to tier 2 capital

Tier 2 capital (T2)

Total capital (TC = T1 + T2)

Total risk-weighted assets

Capital ratios and supplements

Common Equity Tier 1

(as a percentage of total risk-weighted assets)

Tier 1 Capital

(as a percentage of total risk-weighted assets)

Total Capital

(as a percentage of total risk-weighted assets)

Institution-specific supplement (must consist of at least: the common equity tier 1 capital requirement plus the capital conservation buffer, plus the countercyclical buffer, plus the D-SIB buffer; expressed as a percentage of total risk-weighted assets)

Of which: Capital conservation supplement

Of which: Specific countercyclical bank supplement

Of which: Systemically important local bank supplement (D-SIB)

Common Equity Tier 1 available to cover supplements (as a percentage of total risk-weighted assets)

National minimums (in case they differ from Basel 3)

National minimum CET 1 ratio

(if it differs from the minimum established by Basel 3)

Not

applicable

National minimum T1 ratio

(if it differs from the minimum established by Basel 3)

Not

applicable

National minimum TC ratio

(if it differs from the minimum established by Basel 3)

Not

applicable

Amounts below thresholds for deduction (before risk weighting)

Non-significant investments in the capital of other financial institutions

Not

applicable

Significant investments in common shares of financial institutions

Not

applicable

Mortgage servicing rights (net of deferred income taxes payable)

Not

applicable

Deferred income tax assets from temporary differences (net of deferred income taxes payable)

Limits applicable to the inclusion of reserves in tier 2 capital

(conservative)

Reserves eligible for inclusion in tier 2 capital with respect to exposures subject to the standardized methodology (prior to the application of the limit)

(conservative)

Limit on the inclusion of provisions in tier 2 capital under the standardized methodology

Reserves eligible for inclusion in tier 2 capital with respect to exposures subject to credit risk (prior to the application of the limit)

Limit on the inclusion of reserves in tier 2 capital under the internal ratings methodology

Capital instruments subject to phase-out (applicable only between January 1, 2018 and January 1, 2022)

Current limit of CET1 instruments subject to phase-out

Not

applicable

Amount excluded from CET1 due to the limit (excess over the limit after amortizations and maturities)

Not

applicable

Current limit of AT1 instruments subject to phase-out

Amount excluded from AT1 due to the limit (excess over the limit after amortizations and maturities)

Current limit of T2 instruments subject to phase-out

Amount excluded from T2 due to the limit (excess over the limit after amortizations and maturities)

Table I.2

Notes to the disclosure format for capital integration without considering transition in the

application of regulatory adjustments

Reference

Description

Contributed capital elements in accordance with fraction I subsection a) numerals 1) and 2) of Article 2 Bis 6

of these provisions.

Prior period results and their corresponding updates.

Capital reserves, net result, valuation result of available-for-sale securities, cumulative effect from conversion, valuation result of cash flow hedging instruments, valuation result of holding non-monetary assets, and the balance of remeasurements of defined benefit employee benefits considering in each concept their updates.

Not applicable. The share capital of credit institutions in Mexico is represented by share certificates or shares. This concept only applies to entities where such capital is not represented by share certificates or shares.

Not applicable for the Mexican capitalization scope which is on a non-consolidated basis. This concept would only apply to entities where the scope of application is consolidated.

Sum of concepts 1 to 5.

Not applicable. In Mexico, the use of internal models for the calculation of capital requirements for market risk is not permitted.

Goodwill, net of its deferred income taxes payable in accordance with what is established in fraction I subsection n) of Article 2 Bis 6 of these provisions.

Intangibles, other than goodwill, and in its case, mortgage servicing rights, net of their deferred income taxes payable, in accordance with what is established in fraction I subsection n) of Article 2 Bis 6 of these provisions.

10*

Deferred income tax assets from losses and tax credits in accordance with what is established in fraction I subsection p) of Article 2 Bis 6 of these provisions.

Valuation result of cash flow hedging instruments corresponding to covered items that are not valued at fair value.

12*

Reserves pending to be established in accordance with what is established in fraction I subsection k) of Article 2 Bis 6 of these provisions.

This treatment is more conservative than that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems" published in June 2011, as it deducts from common equity tier 1 the preventive reserves pending to be established, in accordance with what is provided in Chapter V of Title Two of these provisions, as well as those constituted charged to accounting accounts that do not form part of the results items or of the accounting capital and not only the positive difference between Total Expected Losses minus Total Admissible Reserves, in the case that Institutions use methods based on internal ratings in the determination of their capital requirements.

Benefits on the residual in securitization operations in accordance with what is established in fraction I subsection c) of Article 2 Bis 6 of these provisions.

Not applicable.

Investments made by the defined benefit pension fund that correspond to resources to which the Institution does not have unrestricted and unlimited access. These investments will be considered net of the plan's liabilities and of the deferred income taxes payable corresponding that have not been applied in any other regulatory adjustment.

16*

The amount of the investment in any own share that the Institution acquires: in accordance with what is provided in the Law in accordance with what is established in fraction I subsection d) of Article 2 Bis 6 of these provisions; through the stock indices provided for in fraction I subsection e) of Article 2 Bis 6 of these provisions, and through the investment funds considered in fraction I subsection i) of Article 2 Bis 6.

This treatment is more conservative than that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems" published in June 2011 because the deduction for this concept is made from common equity tier 1, regardless of the level of capital in which it has been invested.

17*

Investments, in the capital of companies, other than the financial entities referred to in subsection f) of Article 2 Bis 6 of these provisions, which are in turn, directly or indirectly shareholders of the Institution itself, of the holding company of the financial group, of the other financial entities forming part of the group to which the Institution belongs or of the financial subsidiaries thereof in accordance with what is established in fraction I subsection j) of Article 2 Bis 6 of these provisions, including those investments corresponding to investment funds considered in fraction I subsection i) of Article 2 Bis 6.

This treatment is more conservative than that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems" published in June 2011 because the deduction for this concept is made from common equity tier 1, regardless of the level of capital in which it has been invested, and additionally because any type of entity is considered, not only financial entities.

18*

Investments in shares, where the Institution owns up to 10% of the share capital of financial entities referred to in Articles 89 of the Law and 31 of the Law to Regulate Financial Groupings in accordance with what is established in fraction I subsection f) of Article 2 Bis 6 of these provisions, including those investments made through the investment funds referred to in fraction I subsection i) of Article 2 Bis 6. The above investments exclude those made in the capital of international multilateral development or promotion organizations that have a Credit Rating assigned by any of the Rating Agencies to the issuer, equal to or better than Risk Grade 2 long term.

This treatment is more conservative than that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems" published in June 2011 because the deduction for this concept is made from common equity tier 1, regardless of the level of capital in which it has been invested, and additionally because the total registered amount of the investments is deducted.

19*

Investments in shares, where the Institution owns more than 10% of the share capital of the financial entities referred to in Articles 89 of the Law and 31 of the Law to Regulate Financial Groupings in accordance with what is established in fraction I subsection f) of Article 2 Bis 6 of these provisions, including those investments made through the investment funds referred to in fraction I subsection i) of Article 2 Bis 6. The above investments exclude those made in the capital of international multilateral development or promotion organizations that have a Credit Rating assigned by any of the Rating Agencies to the issuer, equal to or better than Risk Grade 2 long term.

This treatment is more conservative than that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems" published in June 2011 because the deduction for this concept is made from common equity tier 1, regardless of the level of capital in which it has been invested, and additionally because the total registered amount of the investments is deducted.

20*

Mortgage servicing rights will be deducted by the total registered amount in case these rights exist.

The amount of deferred income tax assets from temporary differences minus the corresponding deferred income taxes payable not considered to offset other adjustments, which exceeds 10% of the difference between reference 6 and the sum of references 7 to 20.

Not applicable. The concepts were deducted from capital in their entirety. See the notes for references 19, 20 and 21.

Not applicable. The concept was deducted from capital in its entirety. See the note for reference 19.

Not applicable. The concept was deducted from capital in its entirety. See the note for reference 20.

Not applicable. The concept was deducted from capital in its entirety. See the note for reference 21.

National adjustments considered as the sum of the following concepts.

The sum of the cumulative effect from conversion and the valuation result of holding non-monetary assets considering the amount of each of these concepts with the opposite sign to that considered for including them in reference 3, that is if they are positive in this concept they will enter as negative and vice versa.

Investments in subordinated debt instruments, in accordance with what is established in fraction I subsection b) of Article 2 Bis 6 of these provisions.

The amount resulting if, due to the acquisition of securitization positions, Originator Institutions register a profit or an increase in the value of their assets with respect to the assets previously registered in their balance sheet, in accordance with what is established in fraction I subsection c) of Article 2 Bis 6 of these provisions.

Investments in the capital of international multilateral development or promotion organizations in accordance with what is established in fraction I subsection f) of Article 2 Bis 6 of these provisions that have a Credit Rating assigned by any of the Rating Agencies to the issuer, equal to or better than Risk Grade 2 long term.

Investments in related companies, in accordance with what is established in fraction I subsection g) of Article 2 Bis 6 of these provisions.

Venture capital investments, in accordance with what is established in fraction I subsection h) of Article 2 Bis 6 of these provisions.

Investment fund investments, in accordance with what is established in fraction I subsection i) of Article 2 Bis 6 of these provisions.

Financing for the acquisition of own shares, in accordance with what is established in fraction I subsection j) of Article 2 Bis 6 of these provisions.

Operations that contravene the provisions, in accordance with what is established in fraction I subsection k) of Article 2 Bis 6 of these provisions.

Deferred charges and advance payments, in accordance with what is established in fraction I subsection l) of Article 2 Bis 6 of these provisions.

Positions in First Loss Schemes, in accordance with what is established in fraction I subsection m) of Article 2 Bis 6 of these provisions.

Deferred Workers' Participation in Profits, in accordance with what is established in fraction I subsection n) of Article 2 Bis 6 of these provisions.

Relevant Related Persons, in accordance with what is established in fraction I subsection o) of Article 2 Bis 6 of these provisions.

Defined benefit pension plan, in accordance with what is established in fraction I subsection p) of Article 2 Bis 6 of these provisions.

Repealed.

Investments in shares of companies related to the Institution, with a rating equal to or better than Risk Grade 2 for the long term.

Investments made by development banking institutions in venture capital, in accordance with what is established in subsection h) of fraction I of Article 2 Bis 6 of these provisions.

Investments in shares, other than fixed capital, of investment funds quoted in which the Institution maintains more than 15 percent of the equity capital of said investment fund, in accordance with subsection i) of fraction I of Article 2 Bis 6, which have not been considered in the previous references.

Any type of contribution whose resources are destined for the acquisition of shares of the holding company of the financial group, of the other financial entities that are part of the group to which the Institution belongs, or of the financial subsidiaries thereof, in accordance with what is established in subsection l) of fraction I of Article 2 Bis 6 of these provisions.

Operations that contravene the provisions, in accordance with what is established in subsection m) of fraction I of Article 2 Bis 6 of these provisions.

Deferred charges and prepaid expenses, net of their deferred income taxes payable, in accordance with what is established in subsection n) of fraction I of Article 2 Bis 6 of these provisions.

Positions related to First-Loss Schemes in which risk is retained or credit protection is provided up to a certain limit of a position, in accordance with subsection o) of fraction I of Article 2 Bis 6.

The workers' participation in profits deferred in their favor, in accordance with subsection p) of fraction I of Article 2 Bis 6 of these provisions.

The aggregated amount of Credit Risk-Weighted Operations with Relevant Related Parties, in accordance with subsection s) of fraction I of Article 2 Bis 6 of these provisions.

The difference between the investments made by the defined benefit pension fund in accordance with Article 2 Bis 8 minus reference 15.

Adjustment for the recognition of Net Capital. The amount shown corresponds to the amount recorded in cell C1 of the format included in section II of this annex.

Investments or contributions, directly or indirectly, in the capital of companies or in the equity of trusts or other similar figures that have the purpose of compensating and settling Operations carried out on the stock exchange, except for the participation of said companies or trusts in the latter in accordance with subsection f) of fraction I of Article 2 Bis 6.

Not applicable. There are no regulatory adjustments for additional tier 1 capital nor for supplementary capital. All regulatory adjustments are made from common equity tier 1 capital.

Sum of rows 7 to 22, plus rows 26 and 27.

Row 6 minus row 28.

The amount corresponding to the share certificates (including their share premium) that have not been considered in Fundamental Capital and Capital Instruments, which satisfy the conditions established in Annex 1-R of these provisions, in accordance with fraction II of Article 2 Bis 6 of these provisions.

Amount of row 30 classified as capital under the applicable accounting standards.

Not applicable. The instruments issued directly that qualify as additional tier 1 capital, plus their premium, are registered accounting-wise as capital.

Subordinated obligations computable as Basic Non-Fundamental Capital, in accordance with what is provided in the Third Transitory Article of Resolution 50a that modifies the general provisions applicable to credit institutions, (Resolution 50a).

Not applicable. See the note for reference 5.

Sum of rows 30, 33, and 34.

37*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

38*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

39*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

40*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

National adjustments considered:

Adjustment for the recognition of Net Capital. The amount shown corresponds to the amount registered in cell C2 of the format included in section II of this annex.

Not applicable. There are no regulatory adjustments for supplementary capital. All regulatory adjustments are made from common equity tier 1 capital.

Sum of rows 37 to 42.

Row 36, minus row 43.

Row 29, plus row 44.

The amount corresponding to the share certificates (including their share premium) that have not been considered in Fundamental Capital nor in Basic Non-Fundamental Capital and Capital Instruments, which satisfy Annex 1-S of these provisions, in accordance with what is established in Article 2 Bis 7 of these provisions.

Subordinated obligations computable as supplementary capital, in accordance with what is provided in the Third Transitory Article of Resolution 50a.

Not applicable. See the note for reference 5.

Provisions for credit risk up to the sum of 1.25% of risk-weighted assets, corresponding to Operations in which the Standard Method is used to calculate the capital requirement for credit risk; and the positive difference of Total Admissible Reserves minus Total Expected Losses, up to an amount that does not exceed 0.6 percent of risk-weighted assets, corresponding to Operations in which the internal ratings-based method is used to calculate the capital requirement for credit risk, in accordance with fraction III of Article 2 Bis 7.

Sum of rows 46 to 48, plus row 50.

52*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

53*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

54*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

55*

Not applicable. The deduction is made in its entirety from common equity tier 1 capital.

National adjustments considered:

Adjustment for the recognition of Net Capital. The amount shown corresponds to the amount registered in cell C4 of the format included in section II of this annex.

Sum of rows 52 to 56.

Row 51, minus row 57.

Row 45, plus row 58.

Total Risk-Weighted Assets.

Row 29 divided by row 60 (expressed as a percentage).

Row 45 divided by row 60 (expressed as a percentage).

Row 59 divided by row 60 (expressed as a percentage).

Report the sum of the percentages expressed in rows 61, 65, 66, and 67.

Report 2.5%

Percentage corresponding to the Countercyclical Capital Supplement referred to in subsection c), fraction III, of Article 2 Bis 5.

The SCCS amount from row 64 (expressed as a percentage of risk-weighted assets) that relates to the systemic character capital supplement of the multiple banking institution, in accordance with subsection b), fraction III, of Article 2 Bis 5.

Row 61 minus 7%.

Not applicable. The minimum is the same as that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems" published in June 2011.

Not applicable. The concept was deducted from capital in its entirety. See the note for reference 18.

Not applicable. The concept was deducted from capital in its entirety. See the note for reference 19.

Not applicable. The concept was deducted from capital in its entirety. See the note for reference 20.

The amount, which does not exceed 10% of the difference between reference 6 and the sum of references 7 to 20, of deferred income taxes receivable from temporary differences minus the corresponding deferred income taxes payable not considered to offset other adjustments.

Provisions for credit risk corresponding to Operations in which the Standard Method is used to calculate the capital requirement for credit risk.

1.25% of risk-weighted assets, corresponding to Operations in which the Standard Method is used to calculate the capital requirement for credit risk.

Positive difference of Total Admissible Reserves minus Total Expected Losses corresponding to Operations in which the internal ratings-based method is used to calculate the capital requirement for credit risk.

0.6 percent of risk-weighted assets, corresponding to Operations in which the internal ratings-based method is used to calculate the capital requirement for credit risk.

Not applicable. There are no instruments subject to transition that count in common equity tier 1 capital.

Balance of instruments that counted as capital in the basic part as of December 31, 2012, by the corresponding limit of the balance of said instruments.

Balance of instruments that counted as capital in the basic part as of December 31, 2012, minus row 33.

Balance of instruments that counted as capital in the supplementary part as of December 31, 2012, by the corresponding limit of the balance of said instruments.

Balance of instruments that counted as capital in the supplementary part as of December 31, 2012, minus row 47.

Note: * The treatment mentioned is more conservative than that established by the Basel Committee on Banking Supervision in its document "Basel III: A global regulatory framework for more resilient banks and banking systems" published in June 2011.

II. Relationship of Net Capital with the balance sheet

Institutions must show the relationship that exists between Table I.1 "Format for disclosure of capital integration without considering the transition in the application of regulatory adjustments" of section I of this annex, and their published general balance sheet in accordance with Accounting Criteria, with the purpose that the public knows the origin of the concepts and amounts used in the integration of Net Capital. For these effects, Institutions must proceed as follows:

Disclose the balance sheet in accordance with the following format.

Table II.1

Balance Sheet Figures

References of the items

of the balance sheet

Balance Sheet Items

Amount presented in

the balance sheet

Asset

BG1

Liquidity

BG2

Margin accounts

BG3

Investments in securities

BG4

Repo debtors

BG5

Securities lending

BG6

Derivatives

BG7

Valuation adjustments for hedging financial assets

BG8

Total credit portfolio (net)

BG9

Benefits to be received in securitization operations

BG10

Other receivables (net)

BG11

Adjudicated assets (net)

BG12

Real estate, furniture, and equipment (net)

BG13

Permanent investments

BG14

Long-term assets available for sale

BG15

Deferred taxes and PTU (net)

BG16

Other assets

Liability

BG17

Traditional capital

BG18

Interbank loans and loans from other organizations

BG19

Repo creditors

BG20

Securities lending

BG21

Collateral sold or pledged

BG22

Derivatives

BG23

Valuation adjustments for hedging financial liabilities

BG24

Obligations in securitization operations

BG25

Other payables

BG26

Subordinated obligations in circulation

BG27

Deferred taxes and PTU (net)

BG28

Deferred credits and advance payments

Equity capital

BG29

Contributed capital

BG30

Retained earnings

Off-balance sheet

BG31

Guarantees granted

BG32

Contingent assets and liabilities

BG33

Credit commitments

BG34

Assets in trust or mandate

BG35

Federal government financial agent

BG36

Assets in custody or administration

BG37

Collateral received by the entity

BG38

Collateral received and sold or pledged by

the entity

BG39

Investment banking operations for third parties

(net)

BG40

Accrued interest not collected derived from

delinquent credit portfolio

BG41

Other registration accounts

Disclose the amount of each regulatory concept used in the calculation of Net Capital, as well as the reference or references of the balance sheet items in accordance with the following format and its respective notes, which are found at the end of this section.

Table II.2

Regulatory concepts considered for the calculation of the components of Net Capital

Identifier

Regulatory concepts

considered for the

calculation of the

components of Net

Capital

Reference of the

disclosure format of the

integration of capital of

section I of this

annex

Amount in accordance

with the notes to the table

Regulatory concepts

considered for the calculation of the

components of Net Capital

Reference(s) of the balance sheet item and

amount related to the regulatory concept

considered for the calculation of Net Capital

from the mentioned reference

Asset

Goodwill

Other Intangibles

Deferred income tax

(receivable) from

losses and tax credits

Benefits on the

remainder in securitization

operations

Investments of the defined

benefit pension plan without

unrestricted and unlimited

access

Investments in shares of

the own institution

Reciprocal investments in

ordinary capital

Direct investments in the

capital of financial entities

where the institution does

not own more than 10%

of the issued share capital

Indirect investments in the

capital of financial entities

where the institution does

not own more than 10%

of the issued share capital

Direct investments in the

capital of financial entities

where the institution owns

more than 10%

of the issued share capital

Indirect investments in the

capital of financial entities

where the institution owns

more than 10%

of the issued share capital

Deferred income taxes

(receivable) from

temporary differences

Reserves recognized as

supplementary capital

Investments in

subordinated debt

26 B

Investments in

multilateral organizations

26 D

Investments in related

companies

26 E

Investments in venture

capital

26 F

Investments in

investment funds

26 G

Financing for the

acquisition of own shares

26 H

Deferred charges and

prepaid expenses

26 J

Workers' participation in

deferred profits (net)

26 L

Investments of the defined

benefit pension plan

26 N

Investments in clearing

houses

26 - P

Liability

Deferred income tax

(payable) associated with

goodwill

Deferred income taxes

(payable) associated

with other intangibles

Liabilities of the defined

benefit pension plan without

unrestricted and unlimited

access

Deferred income taxes

(payable) associated

with the defined benefit

pension plan

Deferred income taxes

(payable) associated

with others other than

the above

Subordinated obligations

amount that complies with

Annex 1-R

Subordinated obligations

subject to transition that

count as basic capital 2

Subordinated obligations

amount that comply with

Annex 1-S

Subordinated obligations

subject to transition that

count as supplementary

capital

Deferred income taxes

(payable) associated

with deferred charges and

prepaid expenses

26 J

Equity capital

Contributed capital that

complies with Annex 1-Q

Results of previous periods

Result from valuation of

cash flow hedging instruments

Other elements of retained

earnings other than the

above

Contributed capital that

complies with Annex 1-R

Contributed capital that

complies with Annex 1-S

Result from valuation of

cash flow hedging instruments

of items not registered at

fair value

3, 11

Accumulated effect from

conversion

3, 26 A

Result from holding

non-monetary assets

3, 26 - A

Off-balance sheet

Positions in First-Loss

Schemes

26 K

Regulatory concepts not considered in the balance sheet

Reserves pending to be

constituted

Profit or increase in the

value of assets from acquisition of

securitization positions

(Originating Institutions)

26 C

Operations that

contravene the

provisions

26 I

Operations with Relevant

Related Parties

26 M

Repealed

Table II.3

Notes to Table II.2 "Regulatory concepts considered for the calculation of the components of

Net Capital"

Identifier

Description

Goodwill.

Intangibles, excluding goodwill.

Deferred income taxes receivable from losses and tax credits.

Benefits on the remainder in securitization operations.

Investments of the defined benefit pension plan without unrestricted and unlimited access.

Any own share that the Institution acquires in accordance with what is provided in the Law, that have not been subtracted; considering those amounts acquired through investments in securities indices and the amount corresponding to investments in investment funds other than those provided for in reference 18.

Investments in shares of companies other than the financial entities referred to in subsection f) of fraction I of Article 2 Bis 6 of these provisions, which are themselves, directly or indirectly, shareholders of the own Institution, of the holding company of the financial group, of the other financial entities that are part of the group to which the Institution belongs, or of the financial subsidiaries thereof, considering those investments corresponding to investment funds other than those provided for in reference 18.

Direct investments in the capital of the financial entities referred to in Articles 89 of the Law and 12 and 81 of the Law to Regulate Financial Groupings, where the Institution owns up to 10% of the capital of said entities.

Indirect investments in the capital of the financial entities referred to in Articles 89 of the Law and 12 and 81 of the Law to Regulate Financial Groupings, where the Institution owns up to 10% of the capital of said entities.

Deferred income taxes receivable from temporary differences.

Investments in subordinated debt instruments, in accordance with what is established in subsection b) of fraction I of Article 2 Bis 6 of these provisions.

Investments in the capital of international development or promotion multilateral organizations in accordance with what is established in subsection f) of fraction I of Article 2 Bis 6 of these provisions, which have a credit rating assigned by any of the Rating Agencies, equal to or better than Risk Grade 2 for the long term.

Investments in shares of companies related to the Institution in accordance with Articles 73, 73 Bis, and 73 Bis 1 of the Law, including the amount corresponding to investments in investment funds and investments in indices in accordance with what is established in subsection g) of fraction I of Article 2 Bis 6 of these provisions.

Investments made by development banking institutions in venture capital, in accordance with what is established in subsection h) of fraction I of Article 2 Bis 6 of these provisions.

Deferred charges and prepaid payments.

Workers' participation in deferred profits in favor of, in accordance with fraction I, paragraph p) of Article 2 Bis 6 of these provisions.

Investments of the defined benefit pension plan that are deductible in accordance with Article 2 Bis 8 of these provisions.

Investments or contributions, directly or indirectly, in the capital of companies or in the equity of trusts or other similar figures whose purpose is to compensate and settle transactions executed on the stock exchange, except for the participation of said companies or trusts in the latter in accordance with paragraph f) of fraction I of Article 2 Bis 6.

Deferred income taxes payable arising from temporary differences associated with goodwill.

Deferred income taxes payable arising from temporary differences associated with other intangibles (other than goodwill).

Defined benefit pension plan liabilities associated with defined benefit pension plan investments.

Deferred income taxes payable arising from temporary differences associated with the defined benefit pension plan.

Deferred income taxes payable arising from temporary differences other than those in references 24, 25, 27, and 33.

Amount of subordinated obligations that comply with Annex 1-R of these provisions.

Amount of subordinated obligations subject to transition that count as Non-Fundamental Basic Capital.

Amount of subordinated obligations that comply with Annex 1-S of these provisions.

Amount of subordinated obligations subject to transition that count as supplementary capital.

Deferred income taxes payable arising from temporary differences associated with deferred charges and prepaid payments.

Amount of contributed capital that satisfies what is established in Annex 1-Q of these provisions.

Result of prior periods.

Result from valuation of cash flow hedging instruments of covered items valued at fair value.

Net result and result from valuation of available-for-sale securities.

Amount of contributed capital that satisfies what is established in Annex 1-R of these provisions.

Amount of contributed capital that satisfies what is established in Annex 1-S of these provisions.

Result from valuation of cash flow hedging instruments of covered items valued at amortized cost.

Accumulated effect from translation.

Result from holding non-monetary assets.

Positions related to the First Loss Scheme in which risk is retained or credit protection is provided up to a certain limit of a position in accordance with fraction I, paragraph o) of Article 2 Bis 6.

Reserves pending to be established in accordance with what is established in fraction I, paragraph k) of Article 2 Bis 6 of these provisions.

The amount resulting from the acquisition of securitization positions, where Originator Institutions register a profit or an increase in the value of their assets with respect to assets previously registered in their balance sheet, in accordance with what is established in fraction I, paragraph c) of Article 2 Bis 6 of these provisions.

Transactions that contravene the provisions, in accordance with what is established in fraction I, paragraph m) of Article 2 Bis 6 of these provisions.

The aggregated amount of Credit Risk-Weighted Exposures owed to Relevant Related Parties in accordance with fraction I, paragraphs s) of Article 2 Bis 6 of these provisions.

III. Total Risk-Weighted Assets

Amount of market risk-weighted positions, credit risk-weighted assets, and operational risk-weighted assets.

With respect to market risk, risk positions will be broken down at minimum by risk factors, according to the following:

Table III.1

Market Risk-Exposed Positions by Risk Factor

Concept Equivalent Position Amount Capital Requirement

Domestic currency operations with nominal rate Domestic currency debt securities operations with premium and adjustable rate Domestic currency operations with real rate or denominated in UDI's or UMA's Domestic currency operations with yield rate referred to the growth of the General Minimum Wage Positions in UDI's, UMA's or with yield referred to the INPC Domestic currency positions with yield rate referred to the growth of the general minimum wage Foreign currency operations with nominal rate Positions in currencies or with yield indexed to the exchange rate Positions in stocks or with yield indexed to the price of a stock or group of stocks Positions in Commodities

Credit risk-weighted assets will be broken down at minimum by their risk group in:

Table III.2

Credit Risk-Weighted Assets by Risk Group

Concept Risk-Weighted Assets Capital Requirement

Group I-A (weighted at 0%) Group I-A (weighted at 10%) Group I-A (weighted at 20%) Group I-B (weighted at 2%) Group I-B (weighted at 4.0%) Group III (weighted at 20%) Group III (weighted at 23%) Group III (weighted at 57.5%) Group III (weighted at 100%) Group III (weighted at 115%) Group III (weighted at 120%) Group III (weighted at 138%) Group III (weighted at 150%) Group III (weighted at 172.5%) Group IV (weighted at 0%) Group IV (weighted at 20%) Group V (weighted at 10%) Group V (weighted at 20%) Group V (weighted at 50%) Group V (weighted at 115%) Group V (weighted at 150%) Group VI (weighted at 20%) Group VI (weighted at 50%) Group VI (weighted at 75%) Group VI (weighted at 100%) Group VI (weighted at 120%) Group VI (weighted at 150%) Group VI (weighted at 172.5%) Group VII_A (weighted at 10%) Group VII_A (weighted at 11.5%) Group VII_A (weighted at 20%) Group VII_A (weighted at 23%) Group VII_A (weighted at 50%) Group VII_A (weighted at 57.5%) Group VII_A (weighted at 100%) Group VII_A (weighted at 115%) Group VII_A (weighted at 120%) Group VII_A (weighted at 138%) Group VII_A (weighted at 150%) Group VII_A (weighted at 172.5%) Group VII_B (weighted at 0%) Group VII_B (weighted at 20%) Group VII_B (weighted at 23%) Group VII_B (weighted at 50%) Group VII_B (weighted at 57.5%) Group VII_B (weighted at 100%) Group VII_B (weighted at 115%) Group VII_B (weighted at 120%) Group VII_B (weighted at 138%) Group VII_B (weighted at 150%) Group VII_B (weighted at 172.5%) Group VIII (weighted at 115%) Group VIII (weighted at 150%) Group IX (weighted at 100%) Group IX (weighted at 115%) Group X (weighted at 1250%) Securitizations with Risk Grade 1 (weighted at 20%) Securitizations with Risk Grade 2 (weighted at 50%) Securitizations with Risk Grade 3 (weighted at 100%) Securitizations with Risk Grade 4 (weighted at 350%) Securitizations with Risk Grade 4, 5 or Unrated (weighted at 1250%) Re-securitizations with Risk Grade 1 (weighted at 40%) Re-securitizations with Risk Grade 2 (weighted at 100%) Re-securitizations with Risk Grade 3 (weighted at 225%) Re-securitizations with Risk Grade 4 (weighted at 650%) Re-securitizations with Risk Grade 4, 5 or Unrated (weighted at 1250%)

Operational risk-weighted assets will be disclosed as follows:

Table III.3

Operational Risk-Weighted Assets

Method Used Risk-Weighted Assets Capital Requirement

1/ The Institution must indicate, if applicable, the chosen transition period in accordance with the RESOLUTION that modifies the General Provisions applicable to credit institutions published in the Official Journal of the Federation on July 29, 2016.

Average of the requirement for market risk and credit risk of the last 36 months Average of positive annual net income of the last 36 months

IV. Characteristics of Securities Forming Part of Net Capital

Institutions must disclose the characteristics of each Capital Instrument or security representing social capital that meets all the conditions established in any of Annexes 1-Q, 1-R, or 1-S; as well as those securities subject to the transition established in the Third Transitory Article of Resolution 50a:

Table IV.1

Main Characteristics of Securities Forming Part of Net Capital

Reference Characteristics Options

1 Issuer [Free text] 2 ISIN, CUSIP or Bloomberg Identifier [Free text] 3 Legal Framework [Free text] Regulatory Treatment 4 Capital Level with Transition Basic 2 or Supplementary or N.A. if reference 5 is Basic 1, Basic 2 or Supplementary 5 Capital Level without Transition Basic 1 or Basic 2 or Supplementary or N.A. if reference 4 is Basic 2 or Supplementary 6 Instrument Level Credit Institution without consolidated subsidiaries 7 Type of Instrument Subordinated Obligation or Series "L" Share or Series "O", "F" or "B" Shares or Equity Contribution Certificate 8 Amount Recognized in Regulatory Capital [Free text] 9 Nominal Value of the Instrument [Free text] 9ª Currency of the Instrument Mexican Pesos or Others [Specify] 10 Accounting Classification Capital or Liability at amortized cost 11 Issue Date dd/mm/yy 12 Instrument Term Maturity or Perpetuity 13 Maturity Date dd/mm/yy or No Maturity (if the instrument is perpetual) 14 Early Payment Clause Yes or No 15 First Early Payment Date dd/mm/yy or N.A. (if there is no early payment clause) 15 A Regulatory or Fiscal Events Yes or No 15B Settlement Price of the Early Payment Clause [Free text] 16 Subsequent Early Payment Dates dd/mm/yy or [free text] or N.A. (if there is no early payment clause) Yields/Dividends 17 Type of Yield/Dividend Fixed or Variable or Fixed to Variable or Variable to Fixed 18 Interest Rate/Dividend [Free text] 19 Dividend Cancellation Clause Yes or No 20 Discretion in Payment Fully Discretionary or Partially Discretionary or Mandatory 21 Interest Increase Clause Yes or No 22 Yields/Dividends Cumulative or Non-Cumulative 23 Instrument Convertibility Convertible or Non-Convertible 24 Conditions for Convertibility [Free text] (maximum of four lines including the reference with the prospectus or issue number) 25 Degree of Convertibility Fully Convertible or Partially or Total if necessary or Always Partially 26 Conversion Rate Amount in issuance currency per share 27 Type of Instrument Convertibility Mandatory or Optional 28 Type of Financial Instrument of Convertibility Ordinary Shares of the Credit Institution or of the Financial Group 29 Issuer of the Instrument Credit Institution or Financial Group 30 Write-Down Clause Yes or No 31 Conditions for Write-Down [Free text] (maximum of four lines including the reference with the prospectus or issue number) 32 Degree of Write-Down Total or Partial 33 Temporality of Write-Down Permanent or Temporary 34 Mechanism for Temporary Write-Down [Free text] (maximum of four lines including the reference with the prospectus or issue number) 35 Subordination Position in Case of Liquidation General Creditors or Preferred Subordinated Obligations or Non-Preferred Subordinated Obligations or Preferred Shares 36 Default Characteristics Yes or No 37 Description of Default Characteristics [Free text] (including the reference with the prospectus or issue number)

Table IV.2

Help for Filling in Information Regarding the Characteristics of Securities Forming Part of Net Capital

Reference Description

1 Credit Institution that issues the security forming part of Net Capital. 2 Identifier or key of the security forming part of Net Capital, (ISIN, CUSIP or international security identification number). 3 Legal framework with which the security must comply, as well as the laws to which it will be subject. 4 Capital level to which the security corresponds that is subject to the transition established in accordance with the Third Transitory Article of Resolution 50a. 5 Capital level to which the security corresponds that complies with Annex 1-Q, 1-R, or 1-S of these provisions. 6 Level within the group to which the title is included. 7 Type of Capital Instrument or security representing social capital that is included as part of Net Capital. In the case of securities subject to the transition established in accordance with the Third Transitory Article, established in Resolution 50a, it refers to the subordinated obligations described in Article 64 of the Credit Institutions Law. 8 Amount of the Capital Instrument or security representing social capital, which is recognized in Net Capital in accordance with Article 2 bis 6 of these provisions, in case reference 5 is Fundamental or Non-Fundamental Basic; and in accordance with Article 2 bis 7 of these provisions in case said reference is Supplementary. In any other case, it will be the amount corresponding in accordance with what is provided in the Third Transitory Article of Resolution 50a. 9 Nominal value of the title in Mexican pesos. 9A Currency used to express the nominal value of the title in Mexican pesos in accordance with the international standard ISO 4217. 10 Accounting classification of the security forming part of Net Capital. 11 Issue date of the security forming part of Net Capital. 12 Specify if the title has maturity or is perpetual. 13 Maturity date of the title, without considering early payment dates. 14 Specify if the title includes an early payment clause by the issuer where the right to pay the title early is exercised with prior authorization of the Bank of Mexico. 15 Date on which the issuer can, for the first time, exercise the right to pay the title early with prior authorization of the Bank of Mexico. 15A Specify if the early payment clause considers regulatory or fiscal events. 15B Specify the settlement price of the early payment clause. 16 Dates on which the issuer can, subsequent to the date specified in reference 15, exercise the right to pay the title early with prior authorization of the Bank of Mexico. 17 Specify the type of yield/dividend that will be maintained throughout the term of the title. 18 Interest rate or index to which the yield/dividend of the title refers. 19 Specify if the title includes clauses that prohibit the payment of dividends to holders of securities representing social capital when there is a default on the payment of a coupon or dividend on any capital instrument. 20 Discretion of the issuer for the payment of interest or dividends of the title. If the Institution at any time can cancel the payment of yields or dividends, it must be selected (Fully Discretionary); if it can only cancel it in some situations (Partially Discretionary) or if the credit institution cannot cancel the payment (Mandatory). 21 Specify if the title contains clauses that generate incentives for the issuer to pay early, such as interest increase clauses known as "Step-Up". 22 Specify if the yields or dividends of the title are cumulative or not. 23 Specify if the title is convertible or not into ordinary shares of the multiple banking institution or of the Financial Group. 24 Conditions under which the title is convertible into ordinary shares of the multiple banking institution or of the Financial Group. 25 Specify if the title converts in its entirety or only a part when the contractual conditions for conversion are satisfied. 26 Amount per share considered to convert the title into ordinary shares of the multiple banking institution or of the Financial Group in the currency in which said instrument was issued. 27 Specify if the conversion is mandatory or optional. 28 Type of shares into which the title converts. 29 Issuer of the instrument into which the title converts. 30 Specify if the title has a principal cancellation characteristic. 31 Conditions under which the title decreases in value. 32 Specify if once the assumptions of the write-down clause are updated, the title writes down in its entirety or only partially. 33 Specify if once the assumptions of the write-down clause are updated, the instrument writes down permanently or temporarily. 34 Explain the mechanism for temporary write-down. 35 Most subordinated position to which the capital instrument corresponding to the type of instrument is subordinated in liquidation. 36 Specify if there are or are not characteristics of the title that do not meet the conditions established in Annexes 1-Q, 1-R, and 1-S of these provisions. 37 Specify the characteristics of the title that do not meet the conditions established in Annexes 1-Q, 1-R, and 1-S of these provisions.

V. Capital Management

Institutions, at least once a year, must carry out an internal evaluation on the sufficiency of their capital with reference to their risk exposure, and their capacity to absorb losses, as well as to continue operations in the short and long term. Such evaluation must consider at least the following:

The identification, measurement, monitoring, control, and mitigation of the risks to which the Institution is exposed.

The manner in which financial reports reveal and reflect the risks referred to in the previous item.

The identification, measurement, monitoring, control, and mitigation of potential risks under stress scenarios that could compromise the sufficiency of the Institution's capital and liquidity, considering the balance sheet structure and the composition of its assets in the stress scenarios considered.

The capacity to obtain resources and continue operating under a stress scenario, in which the sufficiency of the institution's capital is compromised without the need to fail to meet the minimums established in these provisions.

Likewise, it must include the methodology and conclusions of the evaluation considering at least the aspects mentioned in the previous paragraph.

VI.

Weights Involved in the Calculation of the Countercyclical Capital Buffer Supplement for Institutions.

Institutions must disclose semi-annually the weights involved in the calculation of their Countercyclical Capital Buffer Supplement, as well as the size of this in accordance with the following tables:

Countercyclical Capital Buffer Supplement of the Institution

Jurisdiction Weight

Germany Saudi Arabia Argentina Australia Belgium Brazil Canada China Spain United States France Netherlands Hong Kong India Indonesia Italy Japan Korea Luxembourg Mexico United Kingdom Russia Singapore South Africa Sweden Switzerland Turkey Other jurisdictions different from the above

VII.

Main Indicators Associated with the Supplement to Net Capital for Systemically Important Local Multiple-Banking Institutions.

Local systemically important multiple-banking institutions must disclose quarterly the information indicated in the following table, including the information from the most recent quarter, as well as that corresponding to the last four quarters. Likewise, Institutions must present a brief explanation of the most significant changes in the indicators recorded in the last quarter reported and their causes.

Table VII.1

Format for Disclosure of Main Indicators Associated with the Supplement to Net Capital

Reference ITEM a b c d e T T-1 T-2 T-3 T-4

1 Amount of the Supplement to Net Capital referred to in the last paragraph of article 2 Bis 5 of these provisions 1a Not Applicable 2 Total Risk-Weighted Assets (TRWA) in accordance with the amount registered in row 60 of Table I.1 of this annex 3 Supplement to Capital as a percentage of TRWA (%) 3a Not Applicable 4 Total Exposures associated with the Leverage Ratio in accordance with row 21 of Table I.1 of Annex 1-O Bis of these provisions 5 Supplement to Net Capital as a percentage of total exposures associated with the Leverage Ratio (%) 5a Not Applicable 6a As part of the amount of the Supplement to Net Capital, are there capital instruments that are at the same level of payment seniority (i.e. pari passu), in relation to instruments that statutorily are excluded from being converted into ordinary shares or on whose amount the remission or forgiveness of the debt and its accessories in favor of the institution would operate in a resolution process? 6b As part of the amount of the Supplement to Net Capital, are there capital instruments that are at the same level of payment seniority (i.e. pari passu), in relation to instruments that, in accordance with the General Provisions Applicable to Credit Institutions, are excluded from being converted into ordinary shares or on whose amount the remission or forgiveness of the debt and its accessories in favor of the institution would operate in a resolution process? 6c In the case that the assumption contained in row 6b is updated, what is the participation (%) of the amount of capital instruments considered in the supplement to net capital, in relation to the amount of issued capital instruments that meet the mentioned payment seniority?

Composition of the Supplement to Net Capital

Institutions must disclose semi-annually table VII.2.1 with accounting figures corresponding to the detail of the composition of the Supplement to Net Capital, which must be accompanied by the qualitative description referred to in table VII.2.2 that explains the significant changes over the reported period and the main factors that produced such changes, as well as the resolution strategy

applicable, including the method and structure for which resolution measures are applied.

Table VII.2.1

Amounts

Regulatory Capital Elements of the Net Capital Supplement and adjustments

Fundamental Capital

Basic Non-Fundamental Capital before adjustments

to the Net Capital Supplement

Basic Non-Fundamental Capital not eligible as Net Capital Supplement, issued by the institution

in third-party holding

Other adjustments

Eligible Basic Non-Fundamental Capital Instruments for the Net Capital Supplement

Supplementary Capital, before Net Capital Supplement adjustments

Amortized portion of supplementary capital instruments, where the remaining maturity

1

year

Supplementary capital not eligible as Net Capital Supplement issued by the institution in

third-party holding

Other adjustments

Eligible Supplementary Capital Instruments, according to the rules for the Total Loss-Absorbing

Capacity Supplement

Net Capital Supplement arising from regulatory capital

Non-regulatory Capital Elements of the Net Capital Supplement

External Net Capital Supplement Instruments issued directly by the bank and

subordinated to excluded liabilities (4)

External Net Capital Supplement Instruments issued directly by the bank which are not

subordinated to excluded liabilities, but meet all other requirements of the Net Capital Supplement term

sheet

Of which: Eligible Net Capital Supplement Amount, after applying upper limits.

Not

applicable

External Net Capital Supplement Instruments issued by financing vehicles, before

January 1, 2022

Not

applicable

Eligible ex ante commitments to recapitalize a Local Systemically Important Institution in

resolution

Not

applicable

Net Capital Supplement arising from non-regulatory capital instruments before adjustments

Non-regulatory Capital Elements of the Net Capital Supplement: adjustments

Net Capital Supplement before deductions

Deductions of exposures corresponding to accounts eligible for Net Capital Supplement

(not applicable to a Local Systemically Important Institution with a single entry point).

Not

applicable

Deductions of investments in other eligible Net Capital Supplement liabilities

Other adjustments to the Net Capital Supplement

Net Capital Supplement after deductions

Risk-Weighted Assets (RWA) and leverage exposure measure for purposes

of Net Capital Supplement

Total Risk-Weighted Assets (TRWA) as per the amount recorded in row 60 of

Table I.1 of this annex adjusted as permitted under the Net Capital Supplement regime (5)

Total exposures associated with the Leverage Ratio as per row 21 of Table I.1 of

Annex 1-O Bis of these provisions

Net Capital Supplement indicators and supplements

Net Capital Supplement (as a percentage of TRWA adjusted as permitted under the

Net Capital Supplement regime)

Net Capital Supplement (as a percentage of leverage exposure)

Fundamental Capital (as a percentage of TRWA) available after meeting the minimum capital and

Net Capital Supplement requirements

Bank-specific supplement requirements (capital conservation supplement plus

counter-cyclical capital supplement requirement plus Net Capital Supplement requirements, expressed as a percentage of TRWA)

Of which: Capital conservation supplement requirement

Of which: Bank-specific counter-cyclical capital supplement requirement

Of which: Net Capital Supplement requirement

Each dark gray line introduces a new section detailing a certain component of the Net Capital

Supplement.

The light gray lines with thin border represent the sum of elements of the component.

The light gray lines with thick border show the main component of the Net Capital

Supplement.

Table VII.2.2

Line

Number

Explanation

Fundamental Capital calculated in accordance with articles 2 Bis 5 and 2 Bis 6 of the CUB.

Basic Non-Fundamental Capital. This line will provide information on Non-Fundamental Capital,

calculated in accordance with articles 2 Bis 5 and 2 Bis 6 of the CUB.

Basic Non-Fundamental Capital instruments issued by the Institution in third-party holding that

are not eligible as Net Capital Supplement.

Other Basic Non-Fundamental Capital elements that are not eligible as Net Capital

Supplement.

Basic Non-Fundamental Capital Instruments according to the last paragraph of article 2 Bis 5 of the

CUB, to be calculated as line 2 minus lines 3 and 4.

Supplementary Capital, calculated based on what is established in article 2 Bis 5 and 2 Bis 7.

Amortized portion of Supplementary Capital Instruments where the remaining maturity is greater

than one year. This line recognizes that, as long as the remaining term of a supplementary capital

instrument is greater than the residual maturity requirement of one year, the total amount may be

included in the Total Loss-Absorbing Capacity Supplement, even if the instrument is partially

of regulatory capital via the requirement to amortize the instrument over five years prior to

maturity. Only the amount not recognized in regulatory capital, which meets all eligibility criteria

of the Net Capital Supplement, shall be reported on this line.

Supplementary capital instruments issued by the Institution in third-party holding that are not

eligible for the Net Capital Supplement. According to fraction IV, of article 2 Bis 5 of the CUB

and Annexes 1-R and 1-S, to meet the minimum requirements for Total Loss-Absorbing

Capacity Supplement until December 31, 2021.

Other supplementary capital elements that are not eligible as Net Capital Supplement.

Eligible Supplementary Capital Instruments of Net Capital Supplement according to the last

paragraph of article 2 Bis 5 of the CUB, to be calculated as: line 6 - line 7 - line 8 - line 9.

Net Capital Supplement arising from regulatory capital to be calculated as: line 1 + line 5 +

line 10.

External Net Capital Supplement Instruments issued directly by the institution and excluded

subordinated debt. The amount reported on this line must meet the subordination requirements

indicated in Annex 1-R or Annex 1-S.

External instruments issued directly by the institution that are not subordinated to excluded liabilities,

but meet the other requirements of Annexes 1-R or 1-S.

The amount reported on line 13, after applying the upper limits of 2.5% and 3.5%

shown in the penultimate paragraph of section 11 of the TLAC term sheet

External TLAC Instruments issued for financing purposes prior to January 1, 2022. Amounts

issued after January 1, 2022 are not eligible for purposes of Net Capital Supplement and should

not be reported here. Not applicable.

Eligible ex ante commitments to recapitalize a Local Systemically Important Institution in

resolution, subject to the conditions shown in the second paragraph of section 7 of the TLAC term

sheet. Not applicable.

Non-regulatory capital elements of the Net Capital Supplement before adjustments. To be calculated

as: line 12 + line 13

Net Capital Supplement before adjustments. To be calculated as: line 11 + line 17.

Deductions of exposures of the Local Systemically Important Institution that correspond to accounts

eligible for Net Capital Supplement. All amounts reported on this line must correspond to

deductions applied after the appropriate adjustments agreed upon by the crisis management group (CMG) (following the penultimate paragraph of section 3 of the TLAC term sheet, the CMG must discuss and, where appropriate and consistent with the resolution strategy, agree on the allocation of the deductions).

Deductions of investments in other own TLAC liabilities, amount to be deducted from TLAC

resources. Not applicable

Other adjustments to the Net Capital Supplement.

The Net Capital Supplement (as may be the case) after deductions. To be calculated

as: line 18 - line 20 - line 21.

TRWA of the institution under the Net Capital Supplement regime.

Total exposures associated with the Leverage Ratio as per row 21 of Table I.1 of Annex

1-O Bis of these provisions under the Net Capital Supplement regime.

Net Capital Supplement Indicator (as a percentage of TRWA of the institution under the regime of

Net Capital Supplement), to be calculated as line 22 divided by line 23.

Net Capital Supplement Indicator (as a percentage of Total exposures associated with the Leverage

Ratio), to be calculated as line 22 divided by line 24.

Fundamental Capital (as a percentage of TRWA) available after meeting the minimum capital

requirement and Net Capital Supplement requirement of the institution. To be calculated as

appropriate fundamental capital index, minus any equity capital (as a percentage of TRWA)

used to meet the fundamental capital, basic capital, and total minimum capital, as well as the

Net Capital Supplement requirement.

Bank-specific supplement requirements (capital conservation supplement plus counter-cyclical capital supplement plus Net Capital Supplement requirement for Local Systemically

Important Institution, expressed as a percentage of TRWA). Calculated as the sum of: i) the conservation

capital supplement of the Local Systemically Important Institution; the counter-cyclical supplement requirement

specific to the Local Systemically Important Institution; and iii) the Net Capital Supplement requirements.

The amount on line 28 (expressed as a percentage of TRWA) that relates to the conservation

capital supplement), according to the level of Local Systemic Importance.

The amount on line 28 (expressed as a percentage of TRWA) that relates to the specific

counter-cyclical capital supplement requirement of the Local Systemically Important Institution).

The amount on line 28 (expressed as a percentage of TRWA) that relates to the requirement

for greater loss absorption.

Regarding regulatory adjustments, banks are requested to report capital deductions or

Net Capital Supplement as positive numbers and additions to capital or Net Capital Supplement as

negative numbers.

This text can be consulted at: http://www.bis.org/publ/bcbs221_es.pdf

This information corresponds to the minimum requirement known as Total Loss-Absorbing Capacity as per the

document Total Loss-absorbing Capacity (Net Capital Supplement) Term Sheet issued by the Financial Stability

Board.

The numerical reference coincides with the reference of the international disclosure format on the definition of

capital contained in the document Capital Composition Disclosure Requirements published by the Basel Committee

on Banking Supervision in June 2012.

In accordance with section 11 of the TLAC Term Sheet issued by the Financial Stability Board.

The amount to be deducted from TRWA will be equal to 3.5%.

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