Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 179

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 179
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 the BBVA Group operates: Euro, Dollar, Mexican Peso and Turkish Lira.

With the exception of the dollar, significant currencies at the Group level are fully managed by entities resident in the jurisdictions of each of them, with their funding needs covered in the local markets in which they operate.

For those LMUs operating in dollarised economies (Argentina, Peru, Mexico and Turkey) there are specific regulatory requirements that limit the level of risk of each subsidiary. In addition, the LCR in US dollars in all of them exceeds 100%.

Finally, the Group's exposure to derivatives is limited (see section on counterparty risk exposure). In addition, the LCR of the different LMU’s includes liquidity outflows arising from the need to post additional collateral, the most relevant cases being the deterioration of the entity's credit quality, the excess collateral to be returned to the counterparty, and the impact of an adverse market scenario. For the quantification of additional collateral in case of adverse market scenarios, a Historical Look Back Approach is used in accordance with the EBA RTS (Article 423(3) of the CRR).

#### 4.5.6.

#### Net Stable Funding Ratio
Article 451a (1), (3) a), b), c) CRR

Within its risk appetite framework, BBVA has included the NSFR indicator within the limits scheme for both the Group as a whole and for each individual LMU, aimed at keeping this metric at a comfortable level above 100%.

A table including the main components of NSFR is shown below:

| PILLAR 3 2024 |     | 4. RISK |     | P.202 |

| Table 78.EU LIQ2 - Net Stable Funding Ratio (NSFR)(Rounded Million euros. 12-31-2024) |

|                                                                                                                                                               |     | Unweighted value by residual maturity |     |             |     |            |     |                     |     |           |     |     | Weighted value |
|                                                                                                                                                               |     |                                       |     | No Maturity |     | < 6 months |     | 6 months to <1 year |     | >= 1 year |     |     |                |
| Available stable funding (ASF) Items                                                                                                                          |     |                                       |     |             |     |            |     |                     |     |           |     |     |                |
| Capital items and instruments                                                                                                                                 |     |                                       |     |      60,705 |