Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 120

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 120
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| Of which wholesale                                                                                                                     |     |                               |     |   2,624 |     |              — |     | —              |     | —                  |                          |     | — |                                          |     |    2,624 |     | —                  |     | —      |                          |     | — |                              |     |      289 |     | —                  |     | —      |                          |     | — |                               |     |       23 |     | —                  |     | —      |                          |     | — |
| Of which re-Securitisation                                                                                                             |     |                               |     |       — |     |              — |     | —              |     | —                  |                          |     | — |                                          |     |        — |     | —                  |     | —      |                          |     | — |                              |     |        — |     | —                  |     | —      |                          |     | — |                               |     |        — |     | —                  |     | —      |                          |     | — |
| (1)Securitisations with a risk weight of 1,250% are deducted from own funds, as explained in section m) of chapter 3.2 of this report. |     |                               |     |         |     |                |     |                |     |                    |                          |     |   |                                          |     |          |     |                    |     |        |                          |     |   |                              |     |          |     |                    |     |        |                          |     |   |                               |     |          |     |                    |     |        |                          |     |   |

| PILLAR 3 2024 |     | 4. RISK |     | P.154 |

In the case of securitisations where the Group acts as originator, the variation of the requirements in 2024 is explained by the securitisations mentioned above which complied with the risk transfer requirements set in the applicable regulatory provision. The net effect on the Group's RWA by changing the capital consumption of the underlying assets under the credit risk framework to the capital consumption under the securitisation framework is a reduction of approximately €3,720 million.

4.2.7.3.3. Breakdown of securitised positions by type of asset

Article 449 l) CRR

The table below shows the outstanding amount,