Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 38

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 38
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2)Calculated on the minimum total capital requirements of 8% (Article 92 of the CRR).                                                                                                                      |     |        |     |            |     |           |     |            |                         |     |            |     |           |     |            |
| (3)This line includes capital consumptions that the Group incorporates to reflect a more conservative treatment of certain elements in accordance with article 3 CRR, as well as exposures to cryptoassets. |     |        |     |            |     |           |     |            |                         |     |            |     |           |     |            |

| PILLAR 3 2024 |     | 3. SOLVENCY |     | P.50 |

In 2024, risk-weighted assets have grown by approximately €30 billion, mainly in credit risk, and to a lesser extent in operational risk and market risk.

On the other hand, the exchange rate effect led to a reduction of around €13 billion, concentrated in Mexico and Turkey.

The evolution of RWA by type of risk is explained in more detail in the respective sections of the report.

The full series of the capital requirements and RWA by risk type, during the year 2024, is available in the editable file "Pillar 3 2024 - Tables & Annexes".

| PILLAR 3 2024 |     | 3. SOLVENCY |     | P.51 |

3.4. IFRS 9 and OCI Transitional Arrangements

EBA/GL/2018/01

The table below shows a comparison of institutions' own funds and capital and leverage ratios with and without the application of the transitional treatment of IFRS9 impact, and with and without the application of the transitional treatment in accordance with Article 468 of the CRR, according to the standard format set by EBA guidelines (EBA/GL/2018/01).

Since 2018 BBVA Group has applied the transitional treatment of IFRS9 impact. Therefore, phased-in capital ratios and leverage ratio are calculated taking into account the transitional provisions as defined by article 473a of the CRR and its subsequent amendments made by Regulation 2020/873 of the Parliament and Council of 24 June 2020 in response to the COVID-19 pandemic. The Group also applies paragraph 7a of the aforementioned article in calculating the impact of the transitional treatment on phased-in risk-weighted assets.

The aforementioned static transitional treatment ceased