Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 79

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 79
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 weighted assets grow in line with the organic activity of the Group, mainly in the retail portfolios of Mexico and Turkey; as well as both retail and corporate portfolios in Argentina.

The effect due to exchange rate variations is primarily due to the appreciation of the Turkish lira and the exposures that the Group has against the US dollar in various geographies.

The full annual series of RWA flow of credit risk under the standardised approach is available in the editable file “Pillar 3 2024 – Tables & Annexes”.

#### 4.2.5.

#### Information on the IRB approach
4.2.5.1. General information

4.2.5.1.1. Authorisation by the supervisor to use the IRB approach

Article 452 a), b), f) CRR

EU CRE a), e)

The following are the models authorised by the supervisor for use in the calculation of regulatory capital (own funds) requirements.

| Institution Portfolio   |     |                       Portfolio |     |                                    Number of models |     | Model description                                 |
| BBVA S.A.               |     |                      Sovereigns |     |                                                   4 |     | 1 Rating, 1 PD model, 1 LGD model, 1 CCF model    |
| Financial institutions  |     |                               4 |     |      1 Rating, 1 PD model, 1 LGD model, 1 CCF model |     |                                                   |
| Public institutions     |     |                               5 |     |     1 Rating, 1 PD model, 2 LGD models, 1 CCF model |     |                                                   |
| Specialised finance     |     |                               1 |     |                    1 Slotting criteria, 1 CCF model |     |                                                   |
| Developers              |     |                               5 |     |      1 Rating, 1 PD model, 2 LGD model, 1 CCF model |     |                                                   |
| Small Corporates        |     |                               4 |     |     1 Rating, 1 PD model, 1 LGD models, 1 CCF model |     |                                                   |
| Medium-sized Corporates |     |                               4 |     |     1 Rating, 1 PD model, 1 LGD models, 1 CCF model |     |                                                   |
| Large Corporates        |     |                               4 |     |     1 Rating, 1 PD