Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 189

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 189
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| PILLAR 3 2024 |     | 4. RISK |     | P.212 |

Additionally, the Non-Financial Risk unit periodically reports the status of the management of non-financial risks in the Group to the Board's Risk and Compliance Committee.

#### 4.6.2.

#### Methods used for calculating capital
Article 446 CRR

EU ORA b)

All Group entities apply any type of the standard method for calculating their capital requirements for operational risk, except for Bolivia and the international subsidiaries of Garanti Bank, where the basic method is applied.

BBVA maintains its maximum commitment to effective and anticipatory management of operational risks as a key tool to contribute, not only to minimizing the economic impact of operational events in the Group, but also as an instrument to increase the quality of the service provided and contribute to the achievement of the strategic objectives of the Entity.

Both the basic and standardised approaches use fixed parameters to calculate regulatory capital for operational risk:

• Basic method: according to Chapter 2 of Title III of the CRR, the capital requirement for operational risk using the basic method is calculated as the three-year average of relevant income multiplied by a single factor established by the Regulator, which

amounts to 15%. The sum of the following elements of the profit and loss account is defined as relevant income:

◦ Income from interest and other similar income

◦ Interest expense and other similar charges

◦ Return on equities and other fixed- or variable-income securities

◦ Fees receivable

◦ Fees payable

◦ Net trading income

◦ Other operating income

• Standardised and alternative standardised approaches: according to Chapter 3 of Title III of the CRR, capital requirement for operational risk using the standard method is calculated as the three-year average of relevant income multiplied by a factor established by the Regulator for each business line.

The following table shows the operational risk capital requirements broken down according to the calculation models used and the relevant indicator as of last three years:

| Table 85.EU OR1 - Regulatory capital for Operational Risk(Million Euros. 12-31-2024) |

| Banking activities                                                                           |     | Relevant indicator |     |        |           |     |        |     |        | Own funds requirements |     |       | Risk weighted exposure amount |     |        |
| Year-3                                                                                       |     | Year-2             |     |        | Last year |     |        |     |        |