New Loan Characteristics Analysis

1 Loan Characteristics

1.1 Amount

1.1.1 Average Amount

1.1.2 Total Amount

1.2 Maturity (Months)

1.2.1 Average Maturity

1.3 Interest Rate

1.3.1 Average Interest Rate

1.4 Collateral

1.4.1 Proportion of Loans with Collateral

1.4.2 Average Value of Collateral

1.4.3 Collateral Coverage

1.5 Credit Rating

1.5.1 Credit Rating Distribution

1.5.2 Credit Rating Distribution (A, B, and E Only)

1.5.3 Credit Rating Distribution (C and D Only)

1.6 Probability of Default (at grant)

1.6.1 Average Probability of Default (at grant)

1.7 Expected Loss

1.7.1 Average Expected Loss

1.7.2 Average Expected Loss (Amount)

2 Extensive Margin

2.1 Proportion of Loans to New Borrowers

2.2 Proportion of Loans to Borrowers with a Negative Report

2.3 Average Number of Banking Relations per Borrower Over Time

2.4 Number of new loans by borrowing history

2.5 Number of new loans by borrowing history(First and switchers)

2.6 Proportion of granted loans that turn non-performing within their first year

3 Nuevos

3.1 Number of new loans by borrower state

3.2 Number of new loans by previous negative report (alternative axis)

3.3 New loans to borrowers with negative report by bank history

3.4 New loans to borrowers with NO negative report by bank history

3.5 Number of new loans by collateral

3.6 Number of new loans by previous negative report

3.7 New loans by type of lender

3.8 New loans by type of lender (focus)