Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 119

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 119
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 of December 31, 2024 and as of December 31, 2023.

| PILLAR 3 2024 |     | 4. RISK |     | P.153 |

| Table 48.EU SEC3 - Securitisation exposures in the banking book and associated regulatory capital requirements – bank acting as originator or as sponsor(Million Euros. 12-31-2024) |

|                                                                                                                                        |     | Exposure values (by RW bands) |     |         |     |                |     |                |     |                    |                          |     |    | Exposure values (by regulatory approach) |     |          |     |                    |     |        |                          |     |    | RWA (by regulatory approach) |     |          |     |                    |     |        |                          |     |   | Capital requirement after cap |     |          |     |                    |     |        |                          |     |   |
|                                                                                                                                        |     |                               |     | ≤20% RW |     | >20% to 50% RW |     | >50% to100% RW |     | >100% to <1250% RW | 1250% RW / deductions(1) |     |    |                                          |     | SEC-IRBA |     | SEC-ERBA & SEC-IAA |     | SEC-SA | 1250% RW / deductions(1) |     |    |                              |     | SEC-IRBA |     | SEC-ERBA & SEC-IAA |     | SEC-SA | 1250% RW / deductions(1) |     |   |                               |     | SEC-IRBA |     | SEC-ERBA & SEC-IAA |     | SEC-SA | 1250% RW / deductions(1) |     |   |
| Total Exposures                                                                                                                        |     |                               |     |   9,113 |     |            449 |     |              4 |     | —                  |                          |     | 22 |                                          |     |    9,565 |     | —                  |     | —      |                          |     | 22 |                              |     |    1,087 |     | —                  |     | —      |                          |     | — |                               |     |       87 |     | —                  |     | —      |                          |     | — |
| Traditional Securitisation