Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 102

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 102
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 |     |      1 |     |     — |       |     |       1 |     |       1 |     |     — |
| Other retail: SMEs                               |     |    |                                   |     |       — |     |       — |     |     — |                                                       |     |      1 |     |      1 |     |     — |       |     |       1 |     |       1 |     |     — |
| Other retail: Non-SMEs                           |     |    |                                   |     |       — |     |       — |     |     — |                                                       |     |      — |     |      — |     |     — |       |     |       — |     |       — |     |     — |
| Total counterparty risk by IRB approach          |     |    |                                   |     | 151,917 |     | 151,917 |     | 1,307 |                                                       |     | 14,635 |     | 14,586 |     | 4,385 |       |     | 166,552 |     | 166,504 |     | 5,692 |
| Total counterparty risk                          |     |    |                                   |     | 196,551 |     | 154,888 |     | 2,034 |                                                       |     | 19,365 |     | 19,365 |     | 6,753 |       |     | 215,916 |     | 174,253 |     | 8,787 |

In December 2024, positions subject to counterparty credit risk under the IRB method have decreased compared to 2023, driven by lower exposures in securities financing transactions to financial institutions, as shown in table 38 below. The value of exposure as well as RWA increased in all other categories, reflecting an increase in risk exposure in different segments.

Positions subject to counterparty credit risk under the standardised approach show an increase in total

exposure and risk-weighted assets, reflecting a higher participation in transactions with institutions.

From the amounts shown in the table above, those referring to the counterparty risk of trading book exposures in terms of capital requirements are shown below:

| Table 37.Amounts of counterparty risk in the trading book(Million Euros) |

|                                           |     | Capital requirements |     |               |     |                       |      |     |               |     |                       |
|                                           |     |