Company: BBVXF
Filing Date: 2025-07-31
Form Type: 6-K
Source: 0001193125-25-169879
Chunk: 22

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-07-31
Form: 6-K
Chunk 22
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 1 45,463 372 Stage 2 5,458 356 Stage 2 4,347 263 Stage 3 2,212 1,286 Stage 3 2,178 1,312 COLOMBIA PERU ARGENTINA Stage 1 14,741 98 Stage 1 18,728 198 Stage 1 7,396 42 Stage 2 1,325 92 Stage 2 2,165 118 Stage 2 537 30 Stage 3 837 519 Stage 3 942 552 Stage 3 224 146 p. 42

4 ALCO portfolio, NII sensitivity and LCRs & NSFRs

2Q25 EARNINGS ANNEX - ALCO PORTFOLIO, NII SENSITIVITY AND LCRS & NSFRS ALCO Portfolio EURO ALCO PORTFOLIO ALCO PORTFOLIO BREAKDOWN BY REGION (€ BN) MATURITY PROFILE (€ BN) Amort Cost Fair Value (HTC) (HTC&S) (duration (€ BN) (€ BN) incl. hedges) JUN-25 South 0.2 6.1 1.6 years America Turkey 5.3 3.0 4.3 years Mexico 5.2 9.8 3.1 years EURO ALCO YIELD 1 Euro 41.4 9.1 3.5 years (JUN-25, %) Spain 30.8 3.3 2.9 4.1 Italy % Rest 7.7 1.7 +3.0 p. 44 (1) Figures exclude SAREB senior bonds (€3.8bn as of Jun-24, €3.6bn as of Mar-25 and Jun-25)

2Q25 EARNINGS ANNEX - ALCO PORTFOLIO, NII SENSITIVITY AND LCRS & NSFRS NII sensitivity to interest rates movements ESTIMATED IMPACT ON NII IN THE NEXT 12 MONTHS TO PARALLEL INTEREST RATE MOVEMENTS (TO +/-100 BPS INTEREST RATES MOVEMENT, %) EURO BALANCE MEXICO SHEET % % +/-c.4 +/-2.5 SPAIN MEXICO Note: NII sensitivities to parallel interest rates movements as of Jun’25 for Euro balance sheet and May