Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 299

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 299
---
4 work was done to map the geographical coordinates of the collateral and assets available in the databases to postal addresses. Further work was carried out on the use of open databases of productive assets from different sectors and with location providers to be able to include, in the analysis, the locations of our clients’ assets in 2025.

#### Vulnerability
For the vulnerability component, the analysis is based on eight indicators that capture the sensitivity of economic activities to direct and indirect physical impacts. The sensitivity of each sector to climate hazards is assessed indirectly by analyzing its sensitivity to these vulnerability indicators. This methodology follows the best practices identified by the Taskforce on Climate-related Financial Disclosures (TCFD) and UNEP-FI. The result is a qualitative classification of sectors according to the potential impact of chronic or acute climate changes on their business model and activity. Threat and vulnerability scores are applied at contract level, based on location to identify exposure prone to physical risk.

| PILLAR 3 2024 |     | 7. PRUDENTIAL DISCLOSURES ON ENVIRONMENTAL, SOCIAL AND GOVERNANCE RISKS |     | P.302 |

(1) The breakdown includes the portfolios of Spain, Mexico, Turkey, Peru, Colombia and Argentina.

| PILLAR 3 2024 |     | 7. PRUDENTIAL DISCLOSURES ON ENVIRONMENTAL, SOCIAL AND GOVERNANCE RISKS |     | P.303 |

| Table 107.ESG5. Banking book - Climate change physical risk: Exposures subject to physical risk(Million euros. 12-31-2024) |

| Total                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                         |     | Gross carrying amount                                                      |     |            |     |                      |     |                       |     |            |     |                           |     |                                                                           |     |                                                                         |     |                                                                                          |     |                            |     |                                   |                                                                                                      |     |     |     |      |     |     |     |      |
|                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |     | of which exposures sensitive to impact from climate change physical events |     |            |     |                      |     |                       |     |            |     |                           |     |                                                                           |     |                                                                         |     |                                                                                          |     |                            |     |                                   |                                                                                                      |     |     |     |      |     |     |     |      |
|                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                               |     | Breakdown by maturity bucket                                               |     |