Spain, formally the Kingdom of Spain, is a country in Southwestern Europe with territories in North Africa. Featuring the southernmost point of continental Europe, it is the largest country in Southern Europe and the fourth-most populous European Union member state. Spanning across the majority of the Iberian Peninsula, its territory also includes the Canary Islands, in the Atlantic Ocean, the Balearic Islands, in the Mediterranean Sea, and the autonomous cities of Ceuta and Melilla, in Africa. Peninsular Spain is bordered to the north by France, Andorra, and the Bay of Biscay; to the east and south by the Mediterranean Sea and Gibraltar; and to the west by Portugal and the Atlantic Ocean. Spain's capital and largest city is Madrid, and other major urban areas include Barcelona, Valencia, Seville, Zaragoza, Málaga, Murcia and Palma de Mallorca.