Company: BBVXF
Filing Date: 2025-08-12
Form Type: DRS
Source: 0000950123-25-007520
Chunk: 828

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-08-12
Form: DRS
Chunk 828
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 0 to 9, probability of default (PD) goes from high to low. The PD used is the risk management PD.

| %                                                                               |     |       |     |       |     |        |     |        |     |        |     |        |     |       |     |       |     |       |     |       |
| Distribution, by credit rating, of Banco Sabadell’s portfolio of companies 2021 |     |       |     |       |     |        |     |        |     |        |     |        |     |       |     |       |     |       |     |       |
| 9                                                                               |     |     8 |     |     7 |     |      6 |     |      5 |     |      4 |     |      3 |     |     2 |     |     1 |     |     0 |     | TOTAL |
| 0.64%                                                                           |     | 1.65% |     | 6.03% |     | 19.98% |     | 27.70% |     | 23.32% |     | 14.76% |     | 5.10% |     | 0.67% |     | 0.15% |     | 100%  |

In this scale of 0 to 9, probability of default (PD) goes from high to low. The PD used is the risk management PD. A-622

As confidentially submitted to the Securities and Exchange Commission on August 11, 2025. This Amendment No. 4 has not been publicly filed with the Securities and Exchange Commission and all information herein remains strictly confidential. Credit scores In general, credit risks undertaken with individuals are rated using credit scoring systems, which are in turn also based on a quantitative model of historical statistical data, identifying the relevant predictive factors (see section “Impairment of financial assets” in Note 1). Scoring models are used in both the new risk origination process (reactive scoring) and to monitor portfolio risk (behavioural scoring). The percentage distribution by behavioural score of Banco Sabadell’s portfolio of individuals as at 31 December 2022 and 2021 is detailed below:

| %                                                                                     |     |       |     |        |     |        |     |        |     |       |     |       |     |       |     |       |     |