Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 104

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 104
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| Of which from contractual cross-product netting sets               |     |            |     |                       |     |                                  |     | —                                           |     |       |     |                      — |     |                       — |     |                            — |     |     — |
| Financial collateral simple method (for SFTs)                      |     |            |     |                       |     |                                  |     |                                             |     |       |     |                      — |     |                       — |     |                            — |     |     — |
| Financial collateral comprehensive method (for SFTs)               |     |            |     |                       |     |                                  |     |                                             |     |       |     |                122,144 |     |                  96,889 |     |                       96,732 |     | 1,870 |
| VaR for SFTs                                                       |     |            |     |                       |     |                                  |     |                                             |     |       |     |                      — |     |                       — |     |                            — |     |     — |
| Total                                                              |     |            |     |                       |     |                                  |     |                                             |     |       |     |                140,317 |     |                 115,062 |     |                      113,523 |     | 8,204 |

During 2024 the exposure to counterparty credit risk, excluding exposures to central counterparties, increases under the SA-CCR method due to an increase in the volume of derivatives transactions. The increase of the comprehensive approach exposure reflects the increase in securities financing transactions. Capital requirements increase in line with the evolution of assets and are supported by adequate collateral.

4.2.6.2.2. Counterparty credit risk by standardised approach

Articles 439 l), 444 e) CRR

The following table shows a breakdown of exposure to counterparty credit risk (following credit risk mitigation and CCF techniques) calculated using the standardised approach, by exposure category and risk weights (excluding exposures to central counterparties):

| PILLAR 3 2024 |     | 4. RISK |     | P.138 |

| Table 39.EU CCR3 - Standardised approach - CCR exposures by regulatory portfolio and risk(Million Euros. 12-31-2024) |

|                                                                 |     | Risk weight |   |       |     |   |       |     |   |     |     |    |   |     |    |