Company: BBVXF
Filing Date: 2025-03-21
Form Type: 6-K
Source: 0000842180-25-000016
Chunk: 106

Company: BANCO BILBAO VIZCAYA ARGENTARIA, S.A.
Filing Date: 2025-03-21
Form: 6-K
Chunk 106
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responds to obligor grade LGD weighted by EAD.                                                                                                                                                                                                                                                    |     |              |               |      |   |     |                    |                |       |   |                            |     |   |     |       |     |    |             |
| (4)Corresponds to the maturity of the obligor in years weighted by EAD. In accordance with Regulation (EU) 680/2014, it is reported only for those categories where average maturities are relevant for the calculation of RWA. Residual maturities of less than one year are rounded to 1.             |     |              |               |      |   |     |                    |                |       |   |                            |     |   |     |       |     |    |             |
| (5)Specialised lending exposures are included in the FIRB approach. The Group has chosen to use the supervisory category criteria method, in line with the provisions of article 153.5 of the CRR, therefore, following the CRR2 EBA ITS, Specialised Lending exposures are not included in this table. |     |              |               |      |   |     |                    |                |       |   |                            |     |   |     |       |     |    |             |

As of December 31, 2024, exposures to central counterparties included in EU CCR8 table are excluded from this table. For more information on counterparty trading activity under the standardized approach to credit risk, see comments on Table 36.

4.2.6.2.4. Composition of collateral for counterparty risk exposure

Article 439 e) CRR

A table with a breakdown of collaterals contributed or received by the Group to strengthen or reduce exposure to counterparty credit risk related to derivatives transactions and securities financing transactions as of December 31, 2024 is presented below:

| Table 41.EU CCR5 - Composition of collateral for exposure to Counterparty Credit Risk(Million Euros. 12-31-2024) |

|                                                                                                                                                                                                                                                                                                                        |     | Collateral used in derivative transactions |     |     |                 |     |       |                                    |     |       |                 |     |       | Collateral used in SFTs           |     |   |                 |     |         |                                 |     |     |                 |     |         |
|                                                                                                                                                                                                                                                                                                                        |     | Fair Value of Collateral received          |     |     |                 |