Company: BBVXF
Filing Date: 2025-09-09
Form Type: 424B3
Source: 0001193125-25-198517
Chunk: 582

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-09-09
Form: 424B3
Chunk 582
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% |     | 0.53% |     | 0.06% |     | 100%  |

In this scale of 0 to 9, probability of default (PD) goes from high to low. The PD used is the risk management PD.

| %                                                                               |     |       |     |       |     |        |     |        |     |        |     |        |     |       |     |       |     |       |     |       |
| Distribution, by credit rating, of Banco Sabadell’s portfolio of companies 2022 |     |       |     |       |     |        |     |        |     |        |     |        |     |       |     |       |     |       |     |       |
| 9                                                                               |     |     8 |     |     7 |     |      6 |     |      5 |     |      4 |     |      3 |     |     2 |     |     1 |     |     0 |     | TOTAL |
| 0.64%                                                                           |     | 1.56% |     | 9.02% |     | 18.80% |     | 28.88% |     | 23.20% |     | 13.11% |     | 4.08% |     | 0.62% |     | 0.10% |     | 100%  |

In this scale of 0 to 9, probability of default (PD) goes from high to low. The PD used is the risk management PD. Credit scores In general, credit risks undertaken with individuals are rated using credit scoring systems, which are in turn also based on a quantitative model of historical statistical data, identifying the relevant predictive factors (see section “Impairment of financial assets” in Note 1). Scoring models are used in both the new risk origination process (reactive scoring) and to monitor portfolio risk (behavioural scoring). A-396

The percentage distribution by behavioural score of Banco Sabadell’s portfolio of individuals as at 31 December 2023 and 2022 is detailed below:

| %                                                                                     |     |       |     |        |     |        |     |        |     |       |     |       |     |       |     |       |     |       |     |       |
| Distribution, by behavioural score, of Banco