Company: BBVXF
Filing Date: 2025-08-12
Form Type: DRS
Source: 0000950123-25-007520
Chunk: 144

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-08-12
Form: DRS
Chunk 144
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| (**) | At market value and having applied the Liquidity Coverage Ratio (LCR) haircut. Includes fixed income qualifying 
 as a high-quality liquid asset according to LCR (HQLA) and other marketable assets from various Group entities. |

| (***) | As at June 30, 2025, it includes £588 million to support small and medium-sized enterprises (TFSME). As   
 [at] December 31, 2024, it included £1,385 million to support small and medium-sized enterprises (TFSME). |

The information in this subsection has been extracted from page 101 of Banco Sabadell’s consolidated financial statements as of and for the year ended December 31, 2024, reproduced herein on page A-190. See also Note 4.4.3.1 to the consolidated financial statements as of and for the year ended December 31, 2024.

|                                                               |     |       2024 |        |     | 2023 |        |
|                                                               |     | -€ million |        |     |      |        |
| Cash(*) + Net Interbank position                              |     |            | 12,668 |     |      | 25,036 |
| Funds available in Bank of Spain facility                     |     |            | 20,466 |     |      | 15,363 |
| ECB eligible assets not pledged in facility                   |     |            | 20,812 |     |      | 11,419 |
| Other non-ECB eligible marketable assets (**)                 |     |            |  6,643 |     |      |  6,740 |
| Memorandum item:                                              |     |            |        |     |      |        |
| Balance drawn from Bank of Spain facility (***)               |     |            |      — |     |      |  5,000 |
| Balance drawn from Bank of England Term Funding Scheme (****) |     |            |  1,670 |     |      |  4,608 |
| Total Liquid Assets Available                                 |     |            | 60,589 |     |      | 58,558 |

| (*) | Surplus of reserves and Marginal Deposit Facility in central banks. |

| (**) | At market value and after applying the Liquidity Coverage Ratio (LCR) haircut. Includes fixed income considered          
 as a high quality liquid asset in accordance with LCR (HQLA