Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 117

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 117
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 Corporates for an amount of 3,000 million euros.

Given that there is no risk transfer for the BBVA Consumo 13 FT and for BBVA RMBS 23 FT securitisation, these two operations are not included in the securitisation framework defined by the CRR, the calculation of its risk-weighted assets are based on the underlying loans.

Table EU SEC1 below shows the exposure to securitisations of the banking book, broken down by type of underlying asset, indicating whether it is traditional or synthetic securitisations, and identifying the functions (origination, sponsorship and investment). In the "Bank acts as originator" block, the figures presented in the total columns are the total securitised amounts, obtained as the sum of the amount corresponding to the first loss tranche, and those with risk transfer:

| PILLAR 3 2024 |     | 4. RISK |     | P.149 |

| Table 46.EU SEC1 - Securitisation exposures in the banking book(Million Euros. 12-31-2024) |

|                             |     | Bank acts as originator |     |       |     |               |         |     |   |     |               |           |     |       |               |     |       | Subtotal    |     |       | Bank acts as sponsor |     |   |           |     |   |             |     |   | Subtotal |     |   | Bank acts as investor |     |    |     |     |     |   | Subtotal |     |     |
|                             |     | Traditional             |     |       |     |               |         |     |   |     |               | Synthetic |     |       |               |     |       | Traditional |     |       |                      |     |   | Synthetic |     |   | Traditional |     |   |          |     |   | Synthetic             |     |    |     |     |     |   |          |     |     |
|                             |     | STS                     |     |       |     |               | Non STS |     |   |     |               |           |     |       | Of which: SRT |     |       | STS         |     |       | Non STS              |     |   | STS       |     |   | Non STS     |     |   |          |     |   |                       |     |    |