Parent Company Reporting date March 2016

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Julius Wilkins
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Percentage of bonds (%) QUESTIONNAIRE ON TRANSPARENCY ACCORDING TO ECBC LABEL CONVENTION CB Issuer Bankia Parent Company Reporting date March 2016 RATINGS CB Issuer CB Programme Moody's - - S&P BB A+

1 Percentage of bonds (%) QUESTIONNAIRE ON TRANSPARENCY ACCORDING TO ECBC LABEL CONVENTION CB Issuer Bankia Parent Company Reporting date March 2016 RATINGS CB Issuer CB Programme Moody's - - S&P BB A+ Fitch BB+ A DBRS - AA Explanatory note: In the case of Cédulas Hipotecarias (Spanish CB) a distinction shall be made between cover assets and eligible assets: Cover assets: cover assets consists of the entire mortgage loan book registered in favour of the issuer. The special privileged claims of the holders of CHs are guaranteed by the cover asset pool and if any, by the substitution assets which backup the cédulas hipotecarias and the economic flows generated by the financial instruments linked to each issue. Eligible Assets: Are defined in Law 2/1981 of 25 March. Eligible assets shall be considered to determine the maximum amount of CH issued and outstanding for a particular issuer. General information March 2016 Comments Total mortgage pool (equal to cover pool) mill Nominal value of outstanding CBs mill Overcollateralisation 202 % (Cover Pool/Issued CBs) Eligible portfolio mill Consumed capacity 83 % (Issued CBs/80%*Eligible portfolio) Note:Issuing capacity as 80% of Eligible assets for Cédulas Hipotecarias Availability of historic cover pool data yes yes/not Outstanding CB information March 2016 Comments Maturity structure of Covered Bonds Weighted Average Contractual Maturity 7,0 years Amortisation profile: % contractual maturity structure 0-1 Y 19,0% 1-2 Y 2,8% 2-3 Y 8,1% 3-4 Y 6,9% 4-5 Y 3,9% 5-10 Y 33,4% 10+ Y 26,0% Maturity extension? (ie. Soft bullet) not yes/not Chart 1: Maturity profile (contractual) 40,0% 35,0% 30,0% 25,0% 20,0% 15,0% 10,0% 5,0% 0,0% Maturity Profile (%) 19,0% 2,8% 8,1% 6,9% 3,9% 33,4% 26,0% 0-1 Y 1-2 Y 2-3 Y 3-4 Y 4-5 Y 5-10 Y 10+ Y Maturity Profile (%) CRD compliant (yes/no) yes yes/not Is information on substitution assets available? NA yes/not Interest rate and currency risk Is information on Currency Exposures available? yes yes/not Currency profile of issued CB % over total amount in Euros (end of the period exchange rate) 100 EUR - GDP - USD - Non-euro Interest rate profile of issued CB % over total 75,4% Fixed Rate (rate constant 1 year) 24,6% Floating Rate (rate constant < 1 year) - Capped Floating Rate

2 Percentage of loans (%) Cover pool information: Mortgage Loans March 2016 Comments Number of loans number Total amount mill of which up to 100,000 euros 31,7% % of which more than 100,000 euros up to 200,000 37,7% % of which more than 200,000 euros up to 300,000 13,2% % of which more than 300,000 euros up to 500,000 5,6% of which more than 500,000 euros up to 1mn eur 2,7% of which more than 1mn euros 9,2% % Loan size information WA Repayment Type (amortising, Interest only, ect) amortising The standard of the market LTV information Weighted average LTV 59,7% % LTV Distribution: Percentage of loans (%) Total: 36,6% 0-50% 16,7% 50-60% 19,1% 60-70% 10,3% 70-80% 4,6% 80-90% 2,3% % 10,4% > 100% -Residential Percentage of loans (%) 37,1% 0-50% 18,1% 50-60% 21,0% 60-70% 11,2% 70-80% 4,9% 80-90% 2,4% % 5,3% > 100% -Commercial Percentage of loans (%) 33,9% 0-50% 9,0% 50-60% 9,2% 60-70% 5,2% 70-80% 2,7% 80-90% 2,1% % 37,9% > 100% Chart 2: LTV Distribution 40,0% 35,0% 30,0% 25,0% 20,0% 15,0% 10,0% 5,0% 0,0% LTV Distribution 36,6% 16,7% 19,1% 10,3% 4,6% 2,3% 10,4% 0-50% 50-60% 60-70% 70-80% 80-90% % > 100% LTV Distribution Property type information According to Moody's criteria residencial 84,4% % of which: Loans for primary residence: 91,3% % of which : Loans for second homes / Vacation : 8,7% % commercial 15,6% % It includes all non-residential mortgage loans Geographic distribution % by regions (CCAA) Andalucia 9,1% Aragon 0,8% Asturias 0,8% Baleares 2,4% Comunidad Valenciana 16,1% Canarias 5,7% Cantabria 0,9% Castilla La Mancha 5,1% Castilla Leon 4,5% Cataluña 15,0% Extremadura 0,8% Galicia 1,6% La Rioja 1,3%

3 Percentage of loans (%) Percentage of loans (%) Madrid 32,5% Murcia 1,3% Navarra 0,2% Pais Vasco 0,9% Ceuta y Mellila 0,3% Other EU country 0,8% Interest rate and currency risk Is information on Currency Exposures available? yes yes/not Composition by currency % over total 99,3% EUR 0,0% GDP 0,5% USD 0,2% Others Is interest rate information available? yes yes/not According to Bank of Spain definition: % variable rate 99,0% if yes fixed period 1 year % fixed rate 1,0% if yes fixed period > 1 year Loan seasoning Loan seasoning 85 Weighted average (months) Seasoning Distribution % Total 5,4% < 12 months 5,6% 12 - < 24 months 6,0% 24 - < 36 months 10,7% 36 - < 60 months 72,3% > 60 months Residential 3,8% < 12 months 4,1% 12 - < 24 months 5,6% 24 - < 36 months 9,9% 36 - < 60 months 76,6% > 60 months Commercial 13,8% < 12 months 13,4% 12 - < 24 months 8,4% 24 - < 36 months 15,1% 36 - < 60 months 49,2% > 60 months Chart 3: Seasoning distribution 80,0% 70,0% 60,0% 50,0% 40,0% 30,0% 20,0% 10,0% 0,0% Seasoning Distribution (months) 5,4% 5,6% 6,0% 10,7% 72,3% < < < < 60 > 60 Seasoning Distribution (months) Maturity of Cover Pool (loans) Remaining loan maturities 21 Weighted average remaining contractual life (years) Amortisation profile % by year Remaining contractual loan maturities 0-1 Y 1,7% 1-2 Y 0,5% 2-3 Y 0,7% 3-4 Y 1,0% 4-5 Y 1,2% 5-10 Y 10,7% 10+ Y 84,2% Chart 4: Amortization Profile (Assets) 100,0% 80,0% 60,0% 40,0% 20,0% 0,0% Amortization Profile (Assets) 1,7% 0,5% 0,7% 1,0% 1,2% 10,7% 84,2% 0-1 Y 1-2 Y 2-3 Y 3-4 Y 4-5 Y 5-10 Y 10+ Y

4 0-1 Y 1-2 Y 2-3 Y 3-4 Y 4-5 Y 5-10 Y 10+ Y Amortization Profile (Assets) Acoording to Bank of Spain definition 6,3% % ratio NPL definition In Spain a loan is doubtful when: Repayment is considered uncertain and some losses are expected; and also when the loan is in arrears: the obligor is past due more than 90 days on the mortgage credit obligation to the credit institution (that includes capital, interest payments..) or when the total amount due to the lender exceeds 25% of the mortgage debt (and it has not been Bank of Spain definition

31/12/2016. CaixaBank - Covered Bond Investor presentation

31/12/2016. CaixaBank - Covered Bond Investor presentation CaixaBank - Covered Bond Investor presentation Data as of 30 th June 2017 CaixaBank Covered Bonds Programme - Highlights High quality collateral & strong overcollateralization Ratings: Moody s Investors