Company: BBVXF
Filing Date: 2025-10-30
Form Type: 6-K
Source: 0001193125-25-257753
Chunk: 20

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-10-30
Form: 6-K
Chunk 20
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 exclude SAREB senior bonds (€3.8bn as of Sep-24,€3.6bn as of Jun-25and Sep-25) p.38

3Q25 EARNINGS ANNEX—ALCO PORTFOLIO, NII SENSITIVITY AND LCRS & NSFRS NII Sensitivity to Interest Rates Movements ESTIMATED IMPACT ON NII IN THE NEXT 12 MONTHS TO PARALLEL INTEREST RATE MOVEMENTS (TO +/-100BPS INTEREST RATES MOVEMENT, %) EURO BALANCE SHEET +/-c.4% MEXICO +/-2.5% Note:NII sensitivities to parallel interest rates movements as of Ago-25,using our dynamic internal model. Mexico NII sensitivity for +/-100bps breakdown: MXN sensitivity +/-1.6%;USD sensitivity +/-0.9%. p.39

3Q25 EARNINGS ANNEX—ALCO PORTFOLIO, NII SENSITIVITY AND LCRS & NSFRS Liquidity and Funding Ratios BBVA GROUP AND SUBSIDIARIES LCR & NSFR (SEP-25) LCRNSFR Loan To Total Group174% / 148% 1128%Deposit BBVA, S.A.169%119%89% Mexico164%130%105% Turkey2139%146%86% S. America>100%>100%95% All countries Both LCR and NSFR significantly above the 100% requirements, at a Group level and in all banking subsidiaries Using a more restrictive criterion on this ratio (limiting the LCRs of all of BBVA, S.A.’s subsidiaries to 100%), the resulting consolidated ratio reaches 148%. Bank-only. p. 40

5 CET1 Sensitivity to Market Impacts

3Q25 EARNINGS ANNEX—CET1 SENSITIVITY TO MARKET IMPACTS CET1 Sensitivity to Market Impacts1 TO A 10% CURRENCY DEPRECIATION2 (SEP-25)MXNTRYUSD 9 bps 3 bps +14 bps TO +100 BPS MOVEMENT IN THE SPANISH SOVEREIGN BOND (SEP-25)10 bps TO A 10% DECLINE IN TELEFONICA’S SHARE PRICE (SEP-25)2 bps TO +100 BPS MOVEMENT IN THE MEXICAN SOVEREIGN BOND (SEP-