Company: BBVXF
Filing Date: 2025-09-05
Form Type: F-4/A
Source: 0001193125-25-196513
Chunk: 764

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-09-05
Form: F-4/A
Chunk 764
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.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.

| %                                                                               |     |       |     |       |     |        |     |        |     |        |     |        |     |       |     |       |     |       |     |       |
| Distribution, by credit rating, of Banco Sabadell’s portfolio of companies 2021 |     |       |     |       |     |        |     |        |     |        |     |        |     |       |     |       |     |       |     |       |
| 9                                                                               |     |     8 |     |     7 |     |      6 |     |      5 |     |      4 |     |      3 |     |     2 |     |     1 |     |     0 |     | TOTAL |
| 0.64%                                                                           |     | 1.65% |     | 6.03% |     | 19.98% |     | 27.70% |     | 23.32% |     | 14.76% |     | 5.10% |     | 0.67% |     | 0.15% |     | 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. A-622

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). The percentage distribution by behavioural score of Banco Sabadell’s portfolio of individuals as at 31 December 2022 and 2021 is detailed below:

| %                                                                                     |     |       |     |