This building stands just south of the Plaza de la Provicia.
From the GoMadrid website, we learn: "It was designed by principle architect Juan Gomez de Mora,
helped by architects, Josè Villareal, Josè del Olmo, and Bartholomew Hurtado García,
and was built by Juan Bautista Crescendi between the years of 1629 and 1636."