Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 23

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 23
---
 Exposure amounts considered for regulatory purposes                                                                                                                                                                                                              |     |       |     |     852,466 |                   |     |             695,177 |     |        124,231 |     |      10,191 |     |  22,868 |
| (1)It includes the deduction for prudent valuation adjustments. This deduction is included in row 7 of table EU CC1.                                                                                                                                             |     |       |     |             |                   |     |                     |     |                |     |             |     |         |
| (2)This amount includes the reversal of the accounting netting of derivatives and repurchase agreements to include the netting adjustment applicable in prudential regulation; and the impact of the collateral adjustment on securities financing transactions. |     |       |     |             |                   |     |                     |     |                |     |             |     |         |
| (3)Includes provisions for exposures to credit risk under advanced approach that do not reduce the EAD.                                                                                                                                                          |     |       |     |             |                   |     |                     |     |                |     |             |     |         |
| (4)Includes, among others, derivatives counterparty credit risk.                                                                                                                                                                                                 |     |       |     |             |                   |     |                     |     |                |     |             |     |         |

As the table shows, the main sources of difference between the accounting value on the balance sheet and the amount of exposure for regulatory purposes are the inclusion of off-balance sheet items after the conversion factor, the different treatment of the guarantees eligible as risk mitigation techniques and the regulatory treatment of derivative and securities financing transactions (inclusion of netting rules other than those applied in accounting value and the inclusion of the potential future exposure).

| PILLAR 3 2024 |     | 2. GENERAL ASPECTS AND INFORMATION REQUIREMENTS |     | P.35 |

#### 2.4.2.
Identification of dependent entities with bank capital below the minimum requirement. Possible impediments to transferring own funds

Article 436 f), g) CRR

EU LIB a), d)

As of December 31, 2024, there are no entities in the Group with capital adequacy below their applicable minimum regulatory requirement.

The Group operates mainly in Spain, Mexico, Turkey and South America. The Group’s banking subsidiaries around the world are subject to supervision and regulation (with respect to issues such as compliance with a minimum level of regulatory capital) by a number of