Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 105

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 105
---
 |     |   |  — |     |   |  — |     |    | — |     |    |     — |     |    |     — |     |    | — |     |    |  — |     |     |     — |     |     |  — |     | —      |     |     — |
| Other items                                                     |     |             |   |     — |     |   |  — |     |   |  — |     |    | — |     |    |     — |     |    |     — |     |    | — |     |    |  — |     |     |     2 |     |     |  7 |     | —      |     |     8 |
| Total                                                           |     |             |   | 2,113 |     |   | 98 |     |   | 34 |     |    | — |     |    | 2,294 |     |    | 1,198 |     |    | — |     |    | 21 |     |     | 1,921 |     |     | 71 |     | —      |     | 7,749 |

For information on counterparty credit risk activity under the standardised approach of credit risk, see comments on Table 36.

| PILLAR 3 2024 |     | 4. RISK |     | P.139 |

4.2.6.2.3. Counterparty credit risk under IRB approach

Articles 439 l), 452 g) CRR

A table with a breakdown of collaterals contributed or received by the Group to strengthen or reduce exposure to counterparty credit risk related to derivatives transactions and securities financing transactions as of December 31, 2024 and as of December 31, 2023 is presented below:

| Table 40.EU CCR4 - IRB approach: CCR exposures by portfolio and PD scale(Million Euros. 12-31-2024) |

| PD scale(1)(5)                       |     | EAD post-CRM | Average PD(2) |        |   |     | Number of Obligors | Average LGD(3) |       |   | Average Maturity (days)(4) |     |   |     |   RWA |     |     | RWA Density |
| Total AIRB approach                  |     |      114,522