Company: BBVXF
Filing Date: 2025-02-27
Form Type: F-4/A
Source: 0001193125-25-037317
Chunk: 109

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-02-27
Form: F-4/A
Chunk 109
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plus 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) and other marketable assets from different Group companies. |

| (***) | Correspond to TLTRO-III facility. |

| (****) | As at year-end 2024, includes £1,385 million to support Small and                                                           
 Medium-sized Enterprises (TFSME). As at year-end 2023, included £4,000 million from the TFSME and £5 million from the ILTR. |

2024 The information below 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-101. See also Note 4.4.3.1 to the consolidated financial statements as of and for the year ended December 31, 2024. In 2024, the balance of reserves and of the marginal deposit facility in central banks and the net interbank position showed a decline of €12,368 million, while the volume of ECB-eligible liquid assets increased by €14,496 million and the available non-ECB eligible assets decreased by €97 million, thus raising the first line of liquidity by €2,031 million in the year, with the positive funding gap and increased wholesale issues placed with institutional customers, as well as the repayment of central bank funding operations, standing out as positive factors. 2023 The information below has been extracted from page 100 of Banco Sabadell’s consolidated financial statements as of and for the year ended December 31, 2023, reproduced herein on page A-98.See also Note 4.4.3.1 to the consolidated financial statements as of and for the year ended December 31, 2023. With regard to 2023, the balance of reserves and marginal deposit facility in central banks and the net interbank position showed a decline of €9,976 million, while the volume of ECB eligible assets increased by €12,984 million and the available non-ECBeligible assets increased by €1,506 million in 2023, thus raising the first line of liquidity by €4,514 million in the year, with the funding gap and increased wholesale issues standing out as positive factors. 83

Residual