Company: BBVXF
Filing Date: 2025-08-12
Form Type: DRS
Source: 0000950123-25-007520
Chunk: 427

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-08-12
Form: DRS
Chunk 427
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 credit score 
 (different cut-off points for each group).                                                                          |

| – | Proactive management in the event of any negative change in the situation of the customer (change in rating/score, 
 new severe warnings, etc.).                                                                                        |

| – | Customers whose situation remains unchanged and who have been assessed by the Basic Management Team to be regularly 
 monitored.                                                                                                          |

A-162

As confidentially submitted to the Securities and Exchange Commission on August 11, 2025. This Amendment No. 4 has not been publicly filed with the Securities and Exchange Commission and all information herein remains strictly confidential. 4.4.2.3. Credit risk exposure The table below shows the distribution, by headings of the consolidated balance sheet and off-balancesheet exposures, of the Group’s maximum gross credit risk exposure as at 31 December 2024 and 2023, without deducting collateral or credit enhancements received in order to ensure the fulfilment of payment obligations, broken down by portfolios and in accordance with the nature of the financial instruments:

| Thousand euro                                                     |     |      |        |     |      |             |     |      |             |
| Maximum credit risk exposure                                      |     | Note |        |     | 2024 |             |     | 2023 |             |
| Financial assets held for trading                                 |     |      |        |     |      |   1,420,956 |     |      |     142,495 |
| Equity instruments                                                |     |      |      9 |     |      |     541,005 |     |      |           — |
| Debt securities                                                   |     |      |      8 |     |      |     879,951 |     |      |     142,495 |
| Non-trading financial assets mandatorily at fair value through    
 profit or loss                                                    |     |      |        |     |      |     168,267 |     |      |     153,178 |
| Equity instruments                                                |     |      |      9 |     |      |      67,049 |     |      |      52,336 |
| Debt securities                                                   |     |      |      8 |     |      |      60,705 |     |      |      65,744 |
| Loans and advances                                                |     |      |     11 |     |      |      40,513 |     |      |      35,098 |
| Financial assets