Company: BBVXF
Filing Date: 2025-02-27
Form Type: F-4/A
Source: 0001193125-25-037317
Chunk: 302

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-02-27
Form: F-4/A
Chunk 302
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 |     | 2.20% |     | 8.90% |     | 24.40% |     | 28.14% |     | 19.69% |     | 11.58% |     | 3.69% |     | 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. Credit scores The tools designed to assess the probability of default of debtors who are natural persons are credit scoring systems, which are in turn based on quantitative modelling of historical statistical data, where the relevant predictive factors are identified. In geographical areas where credit scoring takes place, credit scores are divided into two types:

| • |     | Reactive credit scores: these are used to assess applications for consumer loans, mortgage loans and credit cards. Once                                                                                                                               
 all of the data relating to the transaction has been entered, the system calculates a result based on the estimated borrowing power, financial profile and, if applicable, the profile of assets pledged as collateral. The resulting credit score is 
 integrated into risk management processes using the system of discretions.                                                                                                                                                                            |

| • |     | Behavioural credit scores: the system automatically classifies all customers using information regarding their activity                                                                                        
 based on their financial situation (balances, activity, non-payments), their personal characteristics and the features of each of the products that they have acquired. These credit scores are mainly used to 
 authorise transactions, establish (authorised) overdraft limits, design advertising campaigns and adjust the initial stages of the debt recovery management process.                                           |

A-72

The percentage distribution by behavioural score of Banco Sabadell’s portfolio of individuals (retail customers) as at 31 December 2024 and 2023 is detailed below:

| %                                                                                     |     |       |     |        |     |       |     |        |     |      |     |       |     |       |     |       |     |       |     |       |
| Distribution, by behavioural score, of Banco Sabadell’s portfolio of individuals 2024 |     |       |     |        |     |       |     |        |     |      |     |       |     |       |     |       |     |       |     |       |
| 9                                                                                     |     |     8 |     |