Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 92

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 92
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 by category and PD range

Article 452 g) CRR

The following table presents the information on credit risk as of December 31, 2024 (excluding counterparty credit risk, which is set out in detail in Table CCR4 in section 4.2.6.2.2) using the internal ratings-based (IRB) approach, by debtor grade for the different categories of exposure:

| PILLAR 3 2024 |     | 4. RISK |     | P.106 |

| Table 30.EU CR6 - IRB approach - Credit risk exposures by exposure class and PD range(Million Euros. 12-31-2024) |

| PD Scale(1)(6)                          |     | Original on-balance sheet gross exposure |     | Off-balance sheet exposures pre CCF | Average CCF(2) |       |   |     | EAD post CRM and post-CCF | Average PD(3) |        |   |     | Number of obligors | Average LGD(4) |       |   | Average Maturity (days)(5) |     |   |     |     RWA |     |     | RWA Density |     |    EL |     | Value adjustments and provisions |
| Prudential portfolios for AIRB approach |     |                                  239,734 |     |                             148,224 |                | 47.41 | % |     |                   309,964 |               |   2.96 | % |     |         18,008,667 |                | 44.51 | % |                            |     |   |     | 143,562 |     |   5 | %           |     | 5,200 |     |                           -5,153 |
| Central governments or central banks    |     |                                   13,723 |     |                                 917 |                | 44.63 | % |     |                    14,244 |               |   0.17 | % |     |                 50 |                | 24.61 | % |                            |     | 1 |     |   1,187 |     |   8 | %           |     |     9 |     |                               -1 |
| 0,00 to <0,15                           |     |                                   13,392 |     |                                 470 |                | 39.46 | % |     |