Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 190

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 190
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 16,792 |     | 21,905 |                        |     | 2,361 |                               |     | 29,508 |
| Subject to TSA:                                                                              |     |                    |     | 10,353 |           |     | 13,333 |     | 18,132 |                        |     |       |                               |     |        |
| Subject to ASA:                                                                              |     |                    |     |  3,092 |           |     |  3,460 |     |  3,774 |                        |     |       |                               |     |        |
| Banking activities subject to advanced measurement approaches AMA                            |     |                    |     |      — |           |     |      — |     |      — |                        |     |     — |                               |     |      — |
| Total                                                                                        |     |                    |     |        |           |     |        |     |        |                        |     | 2,464 |                               |     | 30,805 |

In 2024, capital requirements for operational risk in the BBVA Group have increased mainly due to the growth of relevant indicators, mainly in Spain, Argentina and the US. Of note was the growth in Spain, due to the increase

in net interest income, backed by the rise in customer spreads. Growth in Argentina was also due to increased activity in a hyperinflationary environment. The growth is partially offset by changes in exchange rates.

| PILLAR 3 2024 |     | 4. RISK |     | P.213 |

#### 4.6.3.

#### Group’s operational risk profile
BBVA’s operational risk profile by risk type (Group and countries) in 2024 is as follows:

| PILLAR 3 2024 |     | 4. RISK |     | P.214 |

4.7. Risks on cryptoassets

Article 451b CRR

As indicated in section 2.2.2, the CRR3 was published in the OJEU in June 2024. While its date of application was foreseen for 1 January 2025. However, certain articles entered into force on 9 July 2024. These include Article 451b, which requires disclosure of information on exposures to crypto-assets and related activities. Within the framework of this requirement, BBVA includes this section as part of the Pillar 3 report, for the first time.

The Group uses