Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 71

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 71
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 the advanced approach (Section 4.2.5), counterparty credit risk (Section 4.2.6), securitisation credit risk (Section 4.2.7) and structural equity risk (Section 4.4.3).

The following table shows the main metrics of credit risk (including counterparty credit risk) by approach and exposure class as of December 31, 2024 and as of December 31, 2023:

| PILLAR 3 2024 |     | 4. RISK |     | P.75 |

| Table 16.Credit Risk and Counterparty Risk Exposure(Million Euros. 12-31-2024) |

| Exposure Class                                                                                                                                                                                                                                                         |     | Original Exposure(1) |     |           |     | Provisions | Net exposure of provisions(3) |     |         | On-balance exposure after credit risk mitigation techniques(4a) |     |         | Off-balance exposure after credit risk mitigation techniques(4b) |     |         | Exposure in the   
 adjusted value(5) |     |         | EAD(6) |     |         |     |     RWA |     |     | RWA density |
| Central governments or central banks                                                                                                                                                                                                                                   |     |                      |     |   155,945 |     |       -131 |                               |     | 155,814 |                                                                 |     | 163,630 |                                                                  |     |   8,171 |                   |     | 173,856 |        |     | 169,339 |     |  29,243 |     |  17 | %           |
| Regional governments or local authorities                                                                                                                                                                                                                              |     |                      |     |     8,411 |     |         -6 |                               |     |   8,405 |                                                                 |     |   1,665 |                                                                  |     |     188 |                   |     |   1,827 |        |     |   1,792 |     |   1,255 |     |  70 | %           |
| Public sector entities                                                                                                                                                                                                                                                 |     |                      |     |     2,080 |     |         -3 |                               |     |   2,077 |                                                                 |     |   1,167 |                                                                  |     |     345 |                   |     |   1,644 |        |     |   1,467 |