Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 36

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 36
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 failures, interruptions or deficiencies in systems or communications; theft, loss or misuse of information, as well as deterioration of its quality; internal or external fraud including, in all cases, fraud resulting from cyber-attacks; theft or physical damage to assets or persons; legal risks; risks resulting from workforce and occupational health management; and inadequate service provided by suppliers. This definition includes legal risk, but excludes strategic and/or business risk and reputational risk.

• Structural risk : This is divided into structural interest-rate risk (movements in market interest rates that cause changes in an entity’s net interest income and book value) and structural exchange-rate risk (exposure to variations in exchange rates originating in the Group’s foreign companies and in the provision of funds to foreign branches financed in a different currency from that of the investment).

• Liquidity risk : Risk of an entity having difficulties in duly meeting its payment commitments, or where, to meet them, it has to resort to funding under burdensome terms which may harm the Group’s image or reputation.

• Reputational risk : Considered to be the potential loss in earnings as a result of events that may negatively affect the perception of the Group’s different stakeholders.

The following table shows the total capital requirements broken down by risk type as of quarter-end from December 31, 2023 to December 31, 2024:

| PILLAR 3 2024 |     | 3. SOLVENCY |     | P.47 |

| Table 10.EU OV1 - Overview of RWA(Million Euros) |

|                                                                                                                                                                                                                                                                                                                                          |     | RWEAs(1) |     |            |     |           |     |           |     |           |     |            | Minimum Capital Requirements(2) (3) |     |            |
|                                                                                                                                                                                                                                                                                                                                          |     |          |     | 12-31-2024 |     | 9-30-2024 |     | 6-30-2024 |     | 3-31-2024 |     | 12-31-2023 |                                     |     | 12-31-2024 |
| Credit risk (excluding CCR)(4) (11) (12)                                                                                                                                                                                                                                                                                                 |     |          |     |    332,126 |     |   315,687 |     |   321,041 |     |   319,549 |     |    306,177 |                                     |     |     26,570 |
| Of