Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 325

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 325
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 securities, managing to transfer the risk of the assets in most cases while liquidity is preserved |
| TRi (Transition Risk Indicator)                          |     | BBVA internal indicator associated with customer transition risk.                                                                                                                                                                                                                                        |
| Turnover                                                 |     | Value of the entity's business volume in a certain period of time.                                                                                                                                                                                                                                       |
| VaR (Value at Risk)                                      |     | A risk measurement model that provides a prediction of the maximum loss that the entity's trading portfolios might experience as a result of market price variations over a given time horizon and for a specific confidence interval                                                                    |
| VaR (Value at Risk)                                      |     | A risk measurement model that provides a prediction of the maximum loss that the entity's trading portfolios might experience as a result of market price variations over a given time horizon and for a specific confidence interval                                                                    |
| TRI (Transition Risk Indicator)                          |     | BBVA internal indicator associated with customer transition risk.                                                                                                                                                                                                                                        |
| TRIM (Targeted Review of Internal Models)                |     | Control model implemented by the ECB aimed at reducing inconsistencies and the variability in banks' internal models used to calculate their risk-weighted assets                                                                                                                                        |
| Turnover                                                 |     | Value of the entity's business volume in a certain period of time.                                                                                                                                                                                                                                       |
| VaR (Value at Risk)                                      |     | A risk measurement model that provides a prediction of the maximum loss that the entity's trading portfolios might experience as a result of market price variations over a given time horizon and for a specific confidence interval                                                                    |

| PILLAR 3 2024 |     | LEGAL DISCLAIMER |     | P.378 |

Legal disclaimer

This document is provided for informative purposes only and is not intended to provide financial advice and, therefore, does not constitute, nor should it be interpreted as, an offer to sell, exchange or acquire, or an invitation for offers to acquire securities issued by any of the aforementioned companies, or to contract any financial product. Any decision to purchase or invest in securities or contract any financial product must be made solely and exclusively on the basis of the information made available to such effects by the relevant company in relation to each such specific matter. The information contained in this document is subject to and should be read in conjunction with all other publicly available information of the issuer.

This document contains forward-looking statements that constitute or may constitute “forward-looking statements” (within the meaning of the “safe harbor” provisions of the United States Private Securities Litigation Reform Act of