Company: BBVXF
Filing Date: 2025-08-12
Form Type: DRS
Source: 0000950123-25-007520
Chunk: 426

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-08-12
Form: DRS
Chunk 426
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% |     | 0.20% |     | 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.

| %                                                                                     |     |       |     |        |     |        |     |        |     |       |     |       |     |       |     |       |     |       |     |       |
| Distribution, by behavioural score, of Banco Sabadell’s portfolio of individuals 2023 |     |       |     |        |     |        |     |        |     |       |     |       |     |       |     |       |     |       |     |       |
| 9                                                                                     |     |     8 |     |      7 |     |      6 |     |      5 |     |     4 |     |     3 |     |     2 |     |     1 |     |     0 |     | TOTAL |
| 0.99%                                                                                 |     | 7.74% |     | 26.28% |     | 35.61% |     | 17.67% |     | 6.73% |     | 2.64% |     | 1.33% |     | 0.66% |     | 0.35% |     | 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. Warning tools In general, the Group has a system of warning tools in place, which include both individual warnings and advanced early warning models for both the Business Banking and Retail Banking customer segments. These warning tools are based on performance factors obtained from available sources of information (credit ratings or credit scores, customer files, balance sheets, CIRBE (Bank of Spain Central Credit Register), information relating to the industry or past banking activity, etc.). They measure the risk associated with the customer on a short-term basis (prediction of arrears), obtaining a high level of predictability to detect potential delinquent customers. The resulting rating or score, which is obtained automatically, is used as a basic input when monitoring the risk of customers in the retail and business segments. This warnings system enables:

| – | Efficiency to be improved, as monitoring exercises focus on customers with the lowest credit rating or