Company: BBVXF
Filing Date: 2025-07-31
Form Type: 6-K
Source: 0001193125-25-169879
Chunk: 23

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-07-31
Form: 6-K
Chunk 23
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’25 for Mexico, using our dynamic internal model. Mexico NII sensitivity for +/-100 bps p. 45 breakdown: MXN sensitivity +/-1.6%; USD sensitivity +/-0.9%.

2Q25 EARNINGS ANNEX - ALCO PORTFOLIO, NII SENSITIVITY AND LCRS & NSFRS Liquidity and funding ratios BBVA GROUP AND SUBSIDIARIES LCR & NSFR (JUN-25) LCR NSFR Loan To Both LCR and NSFR % % 1 % Total Group 168 / 140 126 Deposit signiﬁcantly above the % % % BBVA, S.A. 94 169 119 100% requirements, at a Group level and in all % % % Mexico 160 132 104 banking subsidiaries 2 % % % Turkey 83 144 147 S. America % % % 96 >100 >100 All countries (1) Using a more restrictive criterion on this ratio (limiting the LCRs of all of BBVA, S.A.’s subsidiaries to 100%), the resulting consolidated ratio reaches 140%. p. 46 (2) Bank-only.

5 CET1 Sensitivity to market impacts

2Q25 EARNINGS ANNEX - CET1 SENSITIVITY TO MARKET IMPACTS 1 CET1 Sensitivity to Market Impacts 2 TO A 10% DECLINE IN TO A 10% CURRENCY DEPRECIATION TELEFONICA’S SHARE PRICE (JUN-25) (JUN-25) MXN TRY USD ー 2 bps ー 9 bpsー 3 bps +12 bps TO +100 BPS MOVEMENT IN TO +100 BPS MOVEMENT IN THE THE SPANISH SOVEREIGN BOND MEXICAN SOVEREIGN BOND (JUN-25) (JUN-25) ー 9 bpsー 6 bps (1) CET1 sensitivity considering the FL capital ratio as of June 30th, 2025 p. 48 (2) This sensitivity does not include the cost of capital hedges, which are currently estimated at 2 bps per quarter for MXN and 2 bps per quarter for TRY.

6 RWAs by business area

2Q25 EARNINGS ANNEX - RWAS BY BUSINESS AREA Risk-weighted assets by business area Fully-Loaded RWAs BREAKDOWN BY