Company: BBVXF
Filing Date: 2025-01-30
Form Type: 6-K
Source: 0001193125-25-016657
Chunk: 24

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-01-30
Form: 6-K
Chunk 24
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) (€BN) incl. hedges) South America 0.3 6.3 1.6 years Turkey 6.8 2.8 4.4 years Mexico 4.6 11.6 2.6 years Euro 36.2 8.9 2.9 years (1) Spain 29.6 2.5 Italy 2.9 4.1 Rest 3.7 2.2 (1) Figures exclude SAREB senior bonds (€3.8bn as of Dec-23, Sep-24 and Dec-24) EURO ALCO YIELD EURO ALCO PORTFOLIO MATURITY PROFILE (€ BN) (Dec-24, %) 3.1%

2024 Earnings 51 NII sensitivity to interest rates movements ESTIMATED IMPACT ON NII IN THE NEXT 12 MONTHS TO PARALLEL INTEREST RATE MOVEMENTS (TO +/-100 BPS INTEREST RATES MOVEMENT, %) + -c.5% + -2.4% EURO BALANCE MEXICO SHEET Note: NII sensitivities to parallel interest rates movements as of Dec’24 for Euro balance sheet and Nov’24 for Mexico, using our dynamic internal model. Mexico NII sensitivity for +/-100 bps breakdown: MXN sensitivity +/-1.3%; USD sensitivity +/-1.1%.

2024 Earnings 52 Liquidity and funding ratios BBVA GROUP AND SUBSIDIARIES LCR & NSFR (DEC-24) LCR NSFR Loan To 1 Total Group 162% / 134% 127% Deposit 156% 119% 90% BBVA, S.A. 146% 131% 104% Mexico 2 141% 149% Turkey 84% S. America 92% >100% >100% All countries (1) 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 134%. (2) Bank-only. Both LCR and NSFR signiﬁcantly above the 100% requirements at a Group level and in all banking subsidiaries

2024 Earnings 53 CET1 Sensitivity to market impacts

2024 Earnings 54 1 CET1 Sensitivity to Market Impacts 2 TO A 10% CURRENCY DEPRECIATION TO A