Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 126

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 126
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01 | % |     |    — |   |                                                                 |  0.01 | % |                                                          |     | — |                                                                    |     | — |     | — |                                             |     | — |                                                     |     | — |     | — |                                   |     |   8,040 |                                          |     |   7,988 |
| Total AIRB                                    |     |                                                        |     | 290,025 |                                                                 | 0.26 | % |                                              | 24.32 | % |                                                            | 22.74 | % |     | 0.05 | % |                                                                 |  1.53 | % |                                                          |     | — |                                                                    |     | — |     | — |                                             |     | — |                                                     |     | — |     | — |                                   |     | 208,302 |                                          |     | 138,722 |

| PILLAR 3 2024 |     | 4. RISK |     | P.164 |

The table includes all collaterals meeting the eligibility criteria for solvency purposes, and have an effect on EAD or other parameters such as LGD in the case of credit risk exposures under internal models (IRB).

Currently, the Group does not use credit derivatives as a credit risk mitigation technique, so the EU CR7 table “IRB Approach - Effect on RWA of credit derivatives used as credit risk mitigation techniques” is not applicable.

4.2.9.5. Risk concentration

Article 453 e) CRR

EU CRC e)

BBVA has established the measurement, monitoring and reporting criteria for the analysis of large credit exposures that could represent a concentration risk, with the aim of ensuring their alignment with the risk appetite framework defined in the Group.

Particularly, measurement and monitoring criteria are established for large exposures at the level of individual concentrations, concentrations of retail portfolios, wholesale sectors and geographies.

A quarterly measurement and monitoring process has been established for reviewing concentration risk.

The main measures to prevent risk concentration in BBVA are:

• At both the Group level and the subsidiaries belonging to the banking group, the information of customers (groups) that hold the largest exposures (greater than 10% of fully loaded Tier1; in the subsidiaries their level of own funds are used) is available. If a customer presents a concentration that exceeds the thresholds, the reasonableness of maintaining this exposure must be justified, or the measures to reduce the exposure be explained (for example, cancellation of