Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 72

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 72
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| PILLAR 3 2024 |     | 4. RISK |     | P.77 |

During 2024, the evolution in exposure and RWA is due to the activity in the different portfolios, the variation of which will be detailed in their respective sections.

See following sections for more information on the variations of RWA by standardised and IRB approaches.

The distribution of the Group's original exposure by geography (classification by country of the counterparty) is shown below:

The average RWA densities for credit and counterparty risk are shown below, by exposure class and geography where the Group operates.

| PILLAR 3 2024 |     | 4. RISK |     | P.78 |

| Table 17.Breakdown of RWA density by geographical area and approach(Million euros. 12-31-2024) |

|                                                                                               |     | RWA Density(1)(2) |     |   |     |     |        |     |     |        |     |     |               |                |     |   |       |     |   |
| Category of exposure                                                                          |     | Spain             |     |   |     |     | Mexico |     |     | Turkey |     |     | South America | Other areas(3) |     |   | Total |     |   |
| Central governments or central banks(4)                                                       |     |                   |  12 | % |     |  21 | %      |     |  38 | %      |     |  48 | %             |                |   — |   |       |  17 | % |
| Regional governments or local authorities                                                     |     |                   |  13 | % |     |  99 | %      |     | 100 | %      |     | 100 | %             |                |  16 | % |       |  70 | % |
| Public sector entities                                                                        |     |                   |   — |   |     |  10 | %      |     | 100 | %      |     | 100 | %             |                |   — |   |       |  57 | % |
| Multilateral Development Banks                                                                |     |                   |   — |   |     |   — |        |     |   —