Company: BBVXF
Filing Date: 2025-04-29
Form Type: 6-K
Source: 0001193125-25-101898
Chunk: 18

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-04-29
Form: 6-K
Chunk 18
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 RISK BUSINESS BREAKDOWN BY AREA (MAR-25,€ M) Stages breakdown by business areas

1Q25 Earnings 38 ALCO Portfolio, NII Sensitivity and LCRs & NSFRs

1Q25 Earnings 39 ALCO PORTFOLIO BREAKDOWN BY REGION (€ BN) Amort Cost (HTC) Fair Value (HTC&S) Mar-25(€BN) (€BN) (duration incl. hedges) South America 0.3 6.8 1.5 years Turkey 6.2 3.3 4.4 years Mexico 4.1 11.4 2.9 years Euro 41.1 9.4 3.7 years Spain 31.3 3.4 Italy 2.9 4.1 Rest 6.9 1.9 (1) Figures exclude SAREB senior bonds (€3.8bn as of Mar-24and Dec’24, €3.6bn as of Mar-25)EURO ALCO PORTFOLIO MATURITY PROFILE (€ BN) EURO ALCO YIELD (Mar-25,%) ALCO Portfolio 3.1% (1)

1Q25 Earnings 40 Note: NII sensitivities to parallel interest rates movements as of Mar’25 for Euro balance sheet and Feb’25 for Mexico, using our dynamic internal model. Mexico NII sensitivity for +/-100bps breakdown: MXN sensitivity c.+/-1.4%;USD sensitivity +/-1.0%.ESTIMATED IMPACT ON NII IN THE NEXT 12 MONTHS TO PARALLEL INTEREST RATE MOVEMENTS (TO +/-100BPS INTEREST RATES MOVEMENT, %) EURO BALANCE SHEET MEXICO + -4%+ -2.4%NII sensitivity to interest rates movements

1Q25 Earnings 41 (1) Using a more restrictive criterion on this ratio (limiting the LCRs of all of BBVA, S.A.’s subsidiaries to 100%), the resulting consolidated ratio reaches 138%. (2) Bank-only. Both LCR and NSFR significantly above the 100% requirements at a Group level and in all banking subsidiaries BBVA GROUP AND SUBSIDIARIES LCR & NSFR (MAR-25)Total Group 165% / 138%1 LCR NSFR 127% BBVA, S.A. Mexico Turkey S. America