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Consolidated Financial Statements, Internal Control over Financial Reporting and other information Introduction
Banco Bilbao Vizcaya Argentaria, S.A. (hereinafter \u201cthe Bank\u201d, \u201cBBVA\" or \u201cBBVA, S.A.\u201d) is a private-law entity subject to the laws and
regulations governing banking entities operating in Spain. It carries out its activity through branches and agencies across the country
and abroad.
The Bylaws and other public information are available for inspection at the Bank\u2019s registered address (Plaza San Nicol\u00e1s, 4 Bilbao) as
noted on its web site (www.bbva.com).
In addition to the activities it carries out directly, the Bank heads a group of subsidiaries, joint ventures and associates which perform
a wide range of activities and which together with the Bank constitute the Banco Bilbao Vizcaya Argentaria Group (hereinafter the
\u201cGroup\u201d or the \u201cBBVA Group\u201d). In addition to its own separate financial statements, the Bank is required to prepare Consolidated
Financial Statements comprising all consolidated subsidiaries of the Group.
As of December 31, 2022, the BBVA Group had 203 consolidated entities and 43 entities accounted for using the equity method (see
Notes 3 and 16 and Appendix I to V).
The Consolidated Financial Statements of the BBVA Group for the year ended December 31, 2021 were approved by the shareholders
at the Annual General Meeting (\u201cAGM\u201d) held on March 18, 2022.
BBVA Group\u2019s Consolidated Financial Statements and the Financial Statements for the Bank and the majority of the remaining
entities within the Group have been prepared for the year ended December 31, 2022, and are pending approval by their respective
AGMs. However, the Board of Directors of the Bank believes that said financial statements will be approved without changes.
Basis for the presentation of the Consolidated Financial Statements
The BBVA Group\u2019s Consolidated Financial Statements are presented in compliance with IFRS-IASB (International Financial Reporting
Standards as issued by the International Accounting Standards Board), as well as in accordance with the International Financial
Reporting Standards endorsed by the European Union (hereinafter \u201cEU-IFRS\u201d) applicable as of December 31, 2022, considering the
Bank of Spain Circular 4/2017, as well as its successive amendments, and with any other legislation governing financial reporting
which is applicable and with the format and mark-up requirements established in the EU Delegated Regulation 2019/815 of the
European Commission.
The BBVA Group\u2019s Consolidated Financial Statements for the year ended December 31, 2022 were prepared by the Group\u2019s Directors
(through the Board of Directors meeting held on February 9, 2023) by applying the principles of consolidation, accounting policies
and valuation criteria described in Note 2, so that they present fairly the Group\u2019s total consolidated equity and financial position as of
December 31, 2022, together with the consolidated results of its operations and cash flows generated during the year ended
December 31, 2022.
These Consolidated Financial Statements were prepared on the basis of the accounting records kept by the Bank and each of the
other entities in the Group. Moreover, they include the adjustments and reclassifications required to harmonize the accounting
policies and valuation criteria used by the Group (see Note 2.2).
All effective accounting standards and valuation criteria with a significant effect on the Consolidated Financial Statements were
applied in their preparation.
The amounts reflected in the Consolidated Financial Statements are presented in millions of euros, unless it is more appropriate to
use smaller units. Some items that appear without a balance in these Consolidated Financial Statements are due to how the units are
expressed. Also, in presenting amounts in millions of euros, the accounting balances have been rounded up or down. It is therefore
possible that the totals appearing in some tables are not the exact arithmetical sum of their component figures.
The percentage changes in amounts have been calculated using figures expressed in thousands of euros.
Comparative information
The information included in the consolidated financial statements for the years ended December 31, 2021 and 2020, is presented in
accordance with the applicable regulation, for the purpose of comparison with the information for the year ended December 31, 2022.
Seasonal nature of income and expense
The nature of the most significant activities carried out by the BBVA Group\u2019s entities is mainly related to typical activities carried out
by financial institutions, and are not significantly affected by seasonal factors within the same year.
Responsibility for the information and for the estimates made
The information contained in the BBVA Group\u2019s Consolidated Financial Statements is the responsibility of the Group\u2019s Directors.
Estimates were required to be made at times when preparing these Consolidated Financial Statements in order to calculate the
recorded or disclosed amount of some assets, liabilities, income, expense and commitments. These estimates relate mainly to the
following:
\u2013Loss allowances on certain financial assets (see Notes 7, 13, 14 and 16).
\u2013The assumptions used to quantify certain provisions (see Notes 23 and 24) and for the actuarial calculation of post-
employment benefit liabilities and commitments (see Note 25).
\u2013The useful life and impairment losses of tangible and intangible assets (see Notes 17, 18, and 21).
\u2013The valuation of goodwill and price allocation of business combinations (see Note 18).
\u2013The fair value of certain unlisted financial assets and liabilities (see Notes 7, 8, 10, 11, 12, 13 and 15).
\u2013The recoverability of deferred tax assets (see Note 19).
The great macroeconomic and geopolitical uncertainty (see Note 7.1) has resulted in greater complexity in developing reliable
estimates and applying judgment. Therefore, while these estimates have been made on the basis of the best available information on
the matters analyzed, as of December 31, 2022, it is possible that events may take place in the future which could make it necessary
to amend these estimations (upward or downward), which would be carried out prospectively, recognizing the effects of the change in
estimation in the consolidated financial statements.
During 2022 there have been no other significant changes in the estimates made as of December 31, 2021 and 2020, other than those
indicated in these Consolidated Financial Statements.
BBVA Group\u2019s Internal Control over Financial Reporting
BBVA Group\u2019s Consolidated Financial Statements are prepared under an Internal Control over Financial Reporting Model (ICFR). It
provides reasonable assurance with respect to the reliability and the integrity of the consolidated financial statements. It is also aimed
to ensure that the transactions are processed in accordance with the applicable laws and regulations.
The ICFR model is compliant with the control framework established in 2013 by the Committee of Sponsoring Organizations of the
Treadway Commission (hereinafter \"COSO\"). The COSO 2013 framework sets out five components that constitute the basis of the
effectiveness and efficiency of the internal control systems:
\u2013The establishment of an appropriate control framework.
\u2013The assessment of the risks that could arise during the preparation of the financial information.
\u2013The design of the necessary controls to mitigate the identified risks.
\u2013The establishment of an appropriate system of information to detect and report system weaknesses.
\u2013The monitoring over the controls to ensure they perform correctly and are effective over time.
The ICFR model is a dynamic model that continuously evolves over time to reflect the reality of the BBVA Group\u2019s businesses and
processes, as well as the risks and controls designed to mitigate them. It is subject to a continuous evaluation by the internal financial
control units located in the different entities of BBVA Group.
In order to guarantee the necessary independence of the aforementioned internal financial control units, they are integrated within
the Regulation & Internal Control area, whose head reports to the Board of Directors through its Committees, and defines and
coordinates the Group's entire internal control model, based on two pillars:
\u2013A control system organized into three lines of defense that has been updated and strengthened, as described below:
a.The first line of defense (1LoD) is located within the business and support units, which are responsible for
identifying risks associated with their processes, as well as for implementing and executing the necessary
controls to mitigate them. The Risk Control Assurer (RCA) role was created to reinforce the adequate risk
management in each area\u2019s processes
b.The second line of defense (2LoD) comprises the specialized control units for each type of risk (Risk Control
Specialists - RCS- among others Finance, Legal, IT, Third Party, Compliance or Processes). This second line
defines the mitigation and control frameworks for their areas of responsibility across the entire organization and
performs challenge to the control model (supervises the implementation and design of the controls and assesses
their effectiveness).
c.The third line of defense (3LoD) is the Internal Audit unit, which conducts an independent review of the model,
verifying the compliance and effectiveness of the control model, both the first and second line of defense
functions.
\u2013A committee structure in the Group, called Corporate Assurance, which enables the escalation of possible weaknesses to
the Management as well as the management of issues related to internal control, both at a consolidated level and also in
each of the countries where the Group operates.
The RCA and RCS Finance (Internal Financial Control) units comply with a common and standard methodology established at the
Group level, as set out in the following diagram:
The ICFR model is subject to evaluation on a regular basis by the Control areas (RCAs and RCSs), and annually by the Group\u2019s Internal
Audit Unit. It is also supervised by the Audit Committee of the Bank\u2019s Board of Directors.
The BBVA Group also complies with the requirements of the Sarbanes-Oxley Act (hereafter, \u201cSOX\u201d) for the preparation of the
consolidated Financial Statements, as a company with securities registered with the U.S. Securities and Exchange Commission
(\u201cSEC\u201d). The main senior executives of the Group are involved in the design and implementation of the internal control model with the
aim of making it effective and to ensure the quality and accuracy of the financial information.
The description of the ICFR model is included in the Corporate Governance Annual Report within the Management Report
accompanying the Consolidated Financial Statements for the year ended December 31, 2022.
Principles of consolidation, accounting policies and measurement bases applied
and recent IFRS pronouncements
The Glossary includes the definition of some of the financial and economic terms used in Note 2 and subsequent Notes of the
Consolidated Financial Statements.
Principles of consolidation
In terms of its consolidation, in accordance with the criteria established by IFRS, the BBVA Group is made up of four types of entities:
subsidiaries, joint ventures, associates and structured entities, defined as follows:
\u2013Subsidiaries
Subsidiaries are entities controlled by the Group (for definition of control, see Glossary). The financial statements of the
subsidiaries are fully consolidated with those of the Bank. The share of non-controlling interests from subsidiaries in the
Group\u2019s consolidated total equity is presented under the heading \u201cMinority interests (Non-controlling interests)\u201d in the
consolidated balance sheet. Their share in the profit or loss for the period or year is presented under the heading
\u201cAttributable to minority interest (non-controlling interests)\u201d in the consolidated income statement (see Note 31).
Note 3 includes information related to the main subsidiaries in the Group as of December 31, 2022. Appendix I includes
other significant information on all entities.
\u2013Joint ventures
Joint ventures are those entities for which there is a joint control arrangement with third parties other than the Group (for
definitions of joint arrangement, joint control and joint venture, refer to Glossary).
The investments in joint ventures are accounted for using the equity method (see Note 16). Appendix II shows the main
figures for joint ventures accounted for using the equity method as of December 31, 2022.
\u2013Associates
Associates are entities in which the Group is able to exercise significant influence (for definition of significant influence, see
Glossary). Significant influence is deemed to exist when the Group owns 20% or more of the voting rights of an investee
directly or indirectly, unless it can be clearly demonstrated that this is not the case.
Certain entities in which the Group owns 20% or more of the voting rights are not included as Group associates, since the
Group does not have the ability to exercise significant influence over these entities. Investments in these entities, which do
not represent material amounts for the Group, are classified as \u201cFinancial assets at fair value through other comprehensive
income\u201d or \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d.
In contrast, some investments in entities in which the Group holds less than 20% of the voting rights are accounted for as
Group associates, as the Group is considered to have the ability to exercise significant influence over these entities. As of
December 31, 2022, these entities are not significant to the Group.
Appendix II shows the most significant information related to the associates (see Note 16), which are accounted for using
the equity method.
\u2013Structured entities
A structured entity is an entity that has been designed so that voting or similar rights are not the dominant factor in deciding
who controls the entity, such as when the voting rights relate to administrative matters only and the relevant activities are
directed by means of contractual arrangements (see Glossary).
In those cases where the Group sets up entities or has a holding in such entities, in order to allow its customers access to
certain investments, to transfer risks or for other purposes, in accordance with internal criteria and procedures and with
applicable regulations, the Group determines whether control over the entity in question actually exists and therefore
whether it should be subject to consolidation.
Such methods and procedures determine whether there is control by the Group, considering how the decisions are made
about the relevant activities, assessing whether the Group has control over the relevant elements, exposure to variable
returns from involvement with the investee and the ability to use control over the investee to affect the amount of the
investor\u2019s returns.
\u2013 Structured entities subject to consolidation
To determine if a structured entity is controlled by the Group, and therefore should be consolidated into the
Group, the existing contractual rights (different from the voting rights) are analyzed. For this reason, an analysis
of the structure and purpose of each investee is performed and, among others, the following factors will be
considered:
a.Evidence of the current ability to manage the relevant activities of the investee according to the specific
business needs (including any decisions that may arise only in particular circumstances).
b.Potential existence of a special relationship with the investee.
c.Implicit or explicit Group commitments to support the investee.
d.The ability to use the Group\u00b4s power over the investee to affect the amount of the Group\u2019s returns.
These types of entities include cases where the Group has a high exposure to variable returns and retains
decision-making power over the investee, either directly or through an agent.
The main structured entities of the Group are the asset securitization funds, to which the BBVA Group transfers
loans and advances, and other vehicles, which allow the Group\u2019s customers to gain access to certain investments
or to allow for the transfer of risks or for other purposes (see Appendices I and V). The BBVA Group maintains the
decision-making power over the relevant activities of these vehicles and financial support through securitized
market standard contracts. The most common ones are: investment positions in equity note tranches, funding
through subordinated debt, credit enhancements through derivative instruments or liquidity lines, management
rights of defaulted securitized assets, \u201cclean-up\u201d call derivatives, and asset repurchase clauses by the grantor.
For these reasons, the loans and receivable portfolios related to the vast majority of the securitizations carried out
by the Bank or Group subsidiaries are not derecognized in the books of said entity and the issuances of the related
debt securities are recorded as liabilities within the Group\u2019s consolidated balance sheet.
For additional information on the accounting treatment for the transfer and derecognition of financial
instruments, see Note 2.2.2. \u201cTransfers and derecognition of financial assets and liabilities\u201d.
\u2013Non-consolidated structured entities
The Group owns other vehicles also for the purpose of allowing customers access to certain investments, to
transfer risks, and for other purposes, but without the Group having control of the vehicles, which are not
consolidated in accordance with IFRS 10 \u2013 \u201cConsolidated Financial Statements\u201d. The balance of assets and
liabilities of these vehicles is not material in relation to the Group\u2019s Consolidated Financial Statements.
As of December 31, 2022, there was no material financial support from the Bank or its subsidiaries to
unconsolidated structured entities.
The Group does not consolidate any of the mutual funds it manages since the necessary control conditions are
not met. Particularly, the BBVA Group does not act as arranger but as agent since it operates the mutual funds on
behalf and for the benefit of investors or parties (arranger or arrangers) and, for this reason it does not control the
mutual funds when exercising its authority for decision making.
The mutual funds managed by the Group are not considered structured entities (generally, retail funds without
corporate identity over which investors have participations which gives them ownership of said managed equity).
These funds are not dependent on a capital structure that could prevent them from carrying out activities without
additional financial support, being in any case insufficient as far as the activities themselves are concerned.
Additionally, the risk of the investment is absorbed by the fund participants, and the Group is only exposed when it
becomes a participant, and as such, there is no other risk for the Group.
In all cases, the operating results of equity method investees acquired by the BBVA Group in a particular period only include the
period from the date of acquisition to the financial statements date. Similarly, the results of entities disposed of during any year only
include the period from the start of the year to the date of disposal.
The consolidated financial statements of subsidiaries, associates and joint ventures used in the preparation of the Consolidated
Financial Statements of the Group have the same presentation date as the Consolidated Financial Statements. If financial statements
at those same dates are not available, the most recent will be used, as long as these are not older than three months, and adjusted to
take into account the most significant transactions. As of December 31, 2022, financial statements as of December 31 of all Group
entities were utilized except in the case of the consolidated financial statements of five associates deemed non-significant for which
financial statements as of November 30, 2022 were used.
Separate financial statements
The separate financial statements of the parent company of the Group are prepared under Spanish regulations (Circular 4/2017 of
the Bank of Spain, and following other regulatory requirements of financial information applicable to the Bank). The Bank uses the
cost method to account in its separate financial statements for its investments in subsidiaries, associates and joint venture entities,
which are consistent with the requirements of Bank of Spain Circular 4/2017.
Appendix IX shows BBVA\u2019s separate financial statements as of and for the years ended December 31, 2022 and 2021.
Accounting principles and policies and applied valuation methods
The accounting principles and policies and the valuation methods applied in the preparation of the consolidated financial statements
may differ from those used, at the individual level, by some of the entities that are part of the BBVA Group; This is why, in the
consolidation process, the necessary adjustments and reclassifications are made to standardize such principles and criteria among
themselves and bring them into line with the EU-IFRS.
In preparing the Consolidated Financial Statements, the following accounting principles and policies and assessment criteria have
been applied:
Financial instruments
IFRS 9 became effective as of January 1, 2018 and replaced IAS 39 regarding the classification and measurement of financial assets
and liabilities, the impairment of financial assets and hedge accounting. However, the Group has chosen to continue applying IAS 39
for accounting for hedges as permitted by IFRS 9.
Classification and measurement of financial assets
Classification of financial assets
IFRS 9 contains three main categories for financial assets classification: measured at amortized cost, measured at fair value with
changes through other comprehensive income, and measured at fair value through profit or loss.
The classification of financial instruments in the categories of amortized cost or fair value depends on the business model with which
the entity manages the assets and the contractual characteristics of the cash flows, commonly known as the \"solely payments of
principal and interest\" criterion (hereinafter the \"SPPI\").
The assessment of the business model should reflect the way the Group manages groups of financial assets and does not depend on
the intention for an individual instrument. Thus, for each entity within the BBVA Group there are different business models for
managing assets.
In order to determine the business model, the following aspects are taken into account:
\u2013The way in which the performance of the business model (and that of the assets which comprise such business model) is
evaluated and reported to the entity's key personnel;
\u2013The risks and their management, which affect the performance of the business model;
\u2013The way in which business model managers are remunerated;
\u2013The frequency, amount and timing of sales in previous years, the reasons for such sales and expectations regarding future
sales.
In this sense, the Group has established policies and has developed procedures in each geographical area to determine
when the sales of financial assets classified in the amortized cost category are considered infrequent (even when
significant), or are insignificant (even when frequent), to ensure compliance with such business model.
Furthermore, it is considered that any sales that may occur because the financial asset is close to maturity, due to an
increase in credit risk, or to satisfy liquidity needs, are compatible with the amortized cost model.
Regarding the SPPI test, the analysis of the cash flows aims to determine whether the contractual cash flows of the assets correspond
only to payments of principal and interest on the principal amount outstanding at the beginning of the transaction. Interest is
understood here as the consideration for the time value of money; and for the credit risk associated with the principal amount
outstanding during a specific period; and for financing and structure costs, plus a profit margin.
The most significant judgments used by the Group in evaluating compliance with the conditions of the SPPI test are the following:
\u2013Modified time value: in the event that a financial asset includes a periodic interest rate adjustment but the frequency of this
adjustment does not coincide with the term of the reference interest rate (for example, the interest rate reset every six
months to a one-year rate), the Group assesses, at the time of the initial recognition, this mismatch to determine whether
the contractual cash flows (undiscounted) differ significantly or not from the cash flows (undiscounted) of a benchmark
financial asset, for which there would be no change in the time value of money. The defined tolerance thresholds are 10% for
the differences in each period and 5% for the analysis accumulated throughout the financial asset life.
\u2013Contractual clauses: The contractual clauses that can modify the calendar or the amount of the contractual cash flows are
analyzed to verify if the contractual cash flows that would be generated during the life of the instrument due to the exercise
of those clauses are only payments of principal and interest on the principal amount outstanding. To do this, the contractual
cash flows that may be generated before and after the modification are analyzed.
The main criteria taken into account in the analysis are:
a.Early termination clauses: generally a contractual clause that permits the debtor to prepay a debt instrument
before maturity is consistent with SPPI when the prepayment amount substantially represents unpaid
amounts of principal and interest on the principal amount outstanding (which may include reasonable
additional compensation for the early termination of the contract).
b.Instruments with an interest rate linked to contingent events:
\u2013An instrument whose interest rate is reset to a higher rate if the debtor misses a particular payment may
meet the SPPI criterion because of the relationship between missed payments and an increase in credit
risk.
\u2013An instrument with contractual cash flows that are indexed to the debtor\u2019s performance \u2013 e.g. net
income or is adjusted based on a certain index or stock market value would not meet the SPPI criterion.
c.Perpetual instruments: to the extent that they can be considered instruments with continuous (multiple)
extension options, they meet the SPPI test if the contractual flows meet it. When the issuer can defer the
payment of interest, if such payment would affect their solvency, they would meet the SPPI test if the deferred
interest accrues additional interest, while if they do not, they would not meet the test.
\u2013Non-recourse financial instruments: In the case of debt instruments that are repaid primarily with the cash flows of specific
assets or projects and the debtor has no legal responsibility, the underlying assets or cash flows are evaluated to determine
whether the contractual cash flows of the instrument are consistent with payments of principal and interest on the principal
amount outstanding.
a.If the contractual terms do not give rise to additional cash flows to payments of principal and interest on the
amount of principal outstanding or limitations to these payments, the SPPI test is met.
b.If the debt instrument effectively represents an investment in the underlying assets and its cash flows are
inconsistent with principal and interest (because they depend on the performance of a business), the SPPI
test is not met.
\u2013Contractually linked instruments: a look-through analysis is carried out in the case of transactions that are set through the
issuance of multiple financial instruments forming tranches that create concentrations of credit risk in which there is an
order of priority that specifies how the flows of cash generated by the underlying set of financial instruments are allocated
to the different tranches. The debt tranches of the instrument will comply with the requirement that their cash flows
represent only payment of principal and interest on the outstanding principal if:
a.The contractual terms of the tranche being assessed for classification (without looking through to the
underlying pool of financial instruments) give rise to cash flows that are solely payments of principal and
interest on the principal amount outstanding,
b.The underlying pool of financial instruments comprises instruments with cash flow that are solely payments of
principal and interest on the principal amount outstanding, and
c.The exposure to credit risk in the underlying pool of financial instruments inherent in the tranche is equal to or
lower than the exposure to credit risk of the underlying pool of financial instruments (for example, the credit
rating of the tranche being assessed for classification is equal to or higher than the credit rating that would
apply to a single tranche that funded the underlying pool of financial instruments).
In any event, the contractual conditions that, at the time of the initial recognition, have a minimal effect on cash flows or depend on
the occurrence of exceptional and highly unlikely events do not prevent compliance with the conditions of the SPPI test.
Based on the above characteristics, financial assets will be classified and valued as described below.
A debt instrument will be classified in the amortized cost portfolio if the two following conditions are fulfilled:
\u2013The financial asset is managed within a business model whose purpose is to maintain the financial assets to maturity, to
receive contractual cash flows; and
\u2013The contractual conditions of the financial asset give rise to cash flows that are only payments of principal and interest.
A debt instrument will be classified in the portfolio of financial assets at fair value with changes through other comprehensive income
if the two following conditions are fulfilled:
\u2013The financial asset is managed with a business model whose purpose combines collection of the contractual cash flows and
sale of the assets, and
\u2013The contractual characteristics of the instrument generate cash flows which only represent the return of the principal and
interest.
A debt instrument will be classified at fair value with changes in profit and loss provided that the entity's business model for their
management or the contractual characteristics of its cash flows do not require classification into one of the portfolios described
above.
In general, equity instruments will be measured at fair value through profit or loss. However the Group may make an irrevocable
election, at initial recognition to present subsequent changes in the fair value through \u201cother comprehensive income\u201d.
Financial assets will only be reclassified when BBVA Group decides to change the business model. In this case, all of the financial
assets assigned to this business model will be reclassified. The change of the objective of the business model should occur before the
date of the reclassification.
Measurement of financial assets
All financial instruments are initially recognized at fair value, plus, those transaction costs which are directly attributable to the issue
of the particular instrument, with the exception of those financial assets which are classified at fair value through profit or loss.
All changes in the value of financial assets due to the interest accrual and similar items are recorded in the headings \"Interest and
other income\" or \"Interest expense\", of the consolidated income statement of the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial assets.
\u201cFinancial assets held for trading\u201d, \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d and
\u201cFinancial assets designated at fair value through profit or loss\u201d
Financial assets are recorded under the heading \u201cFinancial assets held for trading\u201d if the objective of the business model is to
generate gains by buying and selling these financial instruments or generate short-term results. The financial assets recorded in the
heading \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d are derived from a business model which
objective is to obtain the contractual cash flows and / or to sell those instruments but its contractual cash flows do not comply with
the requirements of the SPPI test. Financial assets are classified in \u201cFinancial assets designated at fair value through profit or loss\u201d
only if it eliminates or significantly reduces a measurement or recognition inconsistency that would otherwise arise from recognizing
or measuring such financial assets on different bases.
The assets recognized under these headings of the consolidated balance sheet are measured upon acquisition at fair value and
changes in the fair value (gains or losses and foreign exchange differences) are recognized as their net value, when applicable, under
the headings \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d, \u201cGains (losses) on non-trading financial assets
mandatorily at fair value through profit or loss, net\u201d and \u201cGains (losses) on financial assets designated at fair value through profit or
loss, net\u201d in the consolidated income statement (see Note 41).
\u201dFinancial assets at fair value through other comprehensive income\u201d
\u2013Debt instruments
Assets recognized under this heading in the consolidated balance sheets are measured at their fair value. This category of valuation
implies the recognition of the information in the income statement as if it were an instrument valued at amortized cost, while the
instrument is valued at fair value in the balance sheet. Thus, both interest income on these instruments and the exchange differences
and impairment that arise in their case are recorded in the profit and loss account, while subsequent changes in its fair value (gains or
losses) are recognized temporarily (by the amount net of tax effect) under the heading \u201cAccumulated other comprehensive income
(loss) - Items that may be reclassified to profit or loss - Fair value changes of debt instruments measured at fair value through other
comprehensive income\u201d in the consolidated balance sheets (see Note 30).
The amounts recognized under the headings \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to
profit or loss - Fair value changes of debt instruments measured at fair value through other comprehensive income\u201d continue to form
part of the Group's consolidated equity until the corresponding asset is derecognized from the consolidated balance sheet or until a
loss allowance is recognized on the corresponding financial instrument. If these assets are sold, these amounts are derecognized and
included under the headings \u201cGains (losses) on derecognition of financial assets and liabilities not measured at fair value through
profit or loss, net\u201d in the consolidated income statements (see Note 41).
The net loss allowances in \u201cFinancial assets at fair value through other comprehensive income\u201d over the year are recognized under
the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net gains by
modification - Financial assets at fair value through other comprehensive income\u201d (see Note 47) in the consolidated income
statement for the year. Interest income on these instruments is recorded in the consolidated profit and loss account (see Note 37).
Changes in foreign exchange rates are recognized under the heading \u201cExchange differences, net\" in the consolidated income
statements (see Note 41).
\u2013Equity instruments
At the time of initial recognition of specific investments in equity instruments, the BBVA Group may make the irrevocable decision to
present subsequent changes in fair value in other comprehensive income. Subsequent changes in this valuation will be recognized in
\"Accumulated other comprehensive income - Items that will not be reclassified to profit or loss - Fair value changes of equity
instruments measured at fair value through other comprehensive income\" (see Note 30). Dividends received from these investments
are recorded in the heading \"Dividend income\" in the consolidated income statement (see Note 38). These instruments are not
subject to the impairment model of IFRS 9.
\u201cFinancial assets at amortized cost\u201d
The assets under this category are subsequently measured at amortized cost, after initial recognition, using the \"effective interest
rate\" method. In the case of floating rate instruments, including inflation-linked bonds, the periodic updates of cash flows to reflect the
movement of interest rates and inflation impact the effective interest rate prospectively.
Net loss allowances of assets recorded under these headings arising in each year, calculated using the IFRS 9 model, are recognized
under the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net
gains by modification \u2013 Financial assets measured at amortized cost\u201d in the consolidated income statement for such year (see Note
47).
Classification and measurement of financial liabilities\u00a0
Classification of financial liabilities
Financial liabilities are classified in the following categories:
\u2013Financial liabilities at amortized cost;
\u2013Financial liabilities that are held for trading, including derivatives, are financial instruments which are recorded in this
category when the Group\u2019s objective is to generate gains by buying and selling these financial instruments or generate
short-term results;
\u2013Financial liabilities that are designated at fair value through profit or loss on initial recognition under the Fair Value Option.
The Group has the option to designate irrevocably, on the initial moment of recognition, a financial liability at fair value
through profit or loss provided that doing so results in the elimination or significant reduction of measurement or
recognition inconsistency, or if a group of financial liabilities, or a group of financial assets and financial liabilities, has to be
managed, and its performance evaluated, on a fair value basis in accordance with a documented risk management or
investment strategy.
Measurement of financial liabilities
Financial liabilities are initially recorded at fair value, less transaction costs that are directly attributable to the issuance of
instruments, except for financial instruments that are classified at fair value through profit or loss.
Variations in the value of financial liabilities due to the interest accrual and similar items are recorded in the headings \u201cInterest and
other income\u201d or \u201cInterest expense\u201d, of the consolidated income statement for the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial liabilities.
\u201cFinancial liabilities held for trading\u201d and \u201cFinancial liabilities designated at fair value through profit or loss\u201c
The subsequent changes in the fair value (gains or losses) of the liabilities recognized under these headings of the consolidated
balance sheets are recognized as their net value under the headings \u201cGains (losses) on financial assets and liabilities held for trading,
net\u201d and \u201cGains (losses) on financial assets and liabilities designated at fair value through profit or loss, net\u201d in the consolidated
income statements (see Note 41). The changes in the own credit risk of the liabilities designated under the fair value option is
presented in \u201cAccumulated other comprehensive income (loss) \u2013 Items that will not be reclassified to profit or loss \u2013 Fair value
changes of financial liabilities at fair value through profit or loss attributable to changes in their credit risk\u201d, unless this treatment
brings about or increases an asymmetry in the income statement. Changes in fair value resulting from variations in foreign exchange
rates are recognized under the heading \u201cExchange differences, net\u201d in the consolidated income statements (Note 41).
\u201cFinancial liabilities at amortized cost\u201d
The liabilities under this category are subsequently measured at amortized cost, using the \u201ceffective interest rate\u201d method.
Hybrid financial liabilities
When a financial liability contains an embedded derivative, the Group analyzes whether the economic characteristics and risks of the
embedded derivative and the host instrument are closely related.
If the characteristics and risks of the host and the derivative are closely related, the instrument as a whole will be classified and
measured according to the general rules for financial liabilities. If, on the other hand, the economic characteristics and risks of the
embedded derivative are not closely related to the economic characteristics and risks of the host, its terms meet the definition of a
derivative and the hybrid contract is not measured at fair value with changes in fair value recognized in profit or loss, the embedded
derivative shall be separated from the host and accounted for as a derivative separately at fair value with changes in profit and loss
and the host instrument classified and measured according to its nature.
\u201cDerivatives-Hedge Accounting\u201d and \u201cFair value changes of the hedged items in portfolio hedges of interest-
rate risk\u201d
The Group uses financial derivatives as a tool for managing financial risks, mainly interest rates and exchange rates (See Note 7).
When these transactions meet certain requirements, they are considered \"hedging instruments\".
Hedging financial derivatives are used to hedge changes in the value of assets and liabilities, changes in cash flows, or the net
investment in a foreign business. Fair value hedging is established for fixed rate financial instruments, and cash flow hedges are used
for variable rate financial instruments. The Group also carries out exchange risk hedging operations.
Hedging accounting follows IAS 39, and the effectiveness of hedges is evaluated both retrospectively and prospectively, so that they
remain within a range between 80% and 125%. The ineffectiveness of hedges, defined as the difference between the change in value
of the hedging instrument and the hedged item in each period, attributable to the hedged risk, is recognized in the income statement.
This includes both the amount of the ineffectiveness of the hedges established to manage interest rate risk in the period, as well as
the ineffectiveness of the hedges established to manage exchange risk, which is mainly attributable to the temporary value of hedges
established to manage exchange rate risk (see Notes 15 and 41).
Changes occurring subsequent to the designation of the hedging relationship in the measurement of financial instruments designated
as hedged items as well as financial instruments designated as hedge accounting instruments are recognized as follows:
\u2013In fair value hedges, the changes in the fair value of the derivative and the hedged item attributable to the hedged risk are
recognized under the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement, with a
corresponding offset under the headings where hedging items (\"Hedging derivatives\") and the hedged items are
recognized, as applicable, except for interest-rate risks hedges (which are almost all of the hedges used by the Group), for
which the valuation changes are recognized under the headings \u201cInterest and other income\u201d or \u201cInterest expense\u201d, as
appropriate, in the consolidated income statement (see Note 37).
\u2013In fair value hedges of interest rate risk of a portfolio of financial instruments (portfolio-hedges), the gains or losses that
arise in the measurement of the hedging instrument are recognized in the consolidated income statement, with the
corresponding offset on the headings \u201cDerivatives-Hedge Accounting\u201d and the gains or losses that arise from the change in
the fair value of the hedged item (attributable to the hedged risk) are also recognized in the consolidated income statement
(in both cases under the heading \u201cGains (losses) from hedge accounting, net\u201d, using, as a corresponding offset, the
headings \"Fair value changes of the hedged items in portfolio hedges of interest rate risk\" in the consolidated balance
sheets, as applicable).
\u2013In cash flow hedges, the gain or loss on the hedging instruments relating to the effective portion is recognized temporarily
under the heading \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to profit or loss -
Hedging derivatives. Cash flow hedges (effective portion)\u201d in the consolidated balance sheets, with a corresponding offset
under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the consolidated balance sheets as applicable. These
differences are recognized in the consolidated income statement at the time the gains or losses of the hedged item are
recorded in the income statement, at the time the forecast transaction is executed or at the maturity date of the hedged
item. Almost all of the cash flow hedges carried out by the Group relate to interest rate risk and inflation risk of financial
instruments, so their valuation changes are recognized under the heading \"Interest and other income\" or \"Interest expense\u201d
in the consolidated income statement (see Note 37).\u00a0
\u2013The changes in value of the hedging items corresponding to the ineffective portions of cash flow hedges are recognized
directly in the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement (see Note 41).
\u2013In hedges of net investments in foreign businesses, the valuation changes attributable to the effective portions of hedging
items are recognized temporarily under the heading \"Accumulated other comprehensive income (loss) - Items that may be
reclassified to profit or loss \u2013 Hedging of net investments in foreign operations (effective portion)\" in the consolidated
balance sheets with a corresponding offset under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the
consolidated balance sheets, as applicable. These valuation changes will be recognized in the consolidated income
statement when the investment in a foreign business is disposed of or derecognized (see Note 41).
Loss allowances on financial assets
The \u201cexpected losses\u201d impairment model is applied to financial assets valued at amortized cost, debt instruments valued at fair value
with changes in accumulated other comprehensive income, financial guarantee contracts and other commitments. All financial
instruments valued at fair value through profit or loss are excluded from the impairment model.
The standard classifies financial instruments into three categories, which depend on the evolution of their credit risk from the
moment of initial recognition and which establish the calculation of the credit risk allowance.
\u2013Stage 1\u2013 without significant increase in credit risk
Financial assets which are not considered to have significantly increased in credit risk have loss allowances measured at an amount
equal to the expected credit loss that arises from all possible default events within 12 months following the presentation date of the
financial statements (12 month expected credit losses).
\u2013Stage 2\u2013 significant increases in credit risk
When the credit risk of a financial asset has increased significantly since the initial recognition, the loss allowances of that financial
instrument is calculated as the expected credit loss during the entire life of the asset. That is, they are the expected credit losses that
result from all possible default events during the expected life of the financial instrument.
\u2013Stage 3 \u2013 Impaired
When there is objective evidence that the instrument is credit-impaired, the financial asset is transferred to this category in which the
provision for losses of that financial instrument is calculated, as in stage 2, as the expected credit loss during the entire life of the
asset.
When the recovery of any recognized amount is considered remote, such amount is written-off on the consolidated balance sheet,
without prejudice to any actions that may be taken in order to collect the amount until the rights extinguish in full either because it is
time-barred debt, the debt is forgiven, or other reasons.
The BBVA Group has applied the following definitions:
\u2013Credit-impaired asset
An asset is credit-impaired (stage 3) if one or more events have occurred and they have a detrimental impact on the estimated future
cash flows of the asset.
Historically, the definition of credit-impaired asset under IFRS 9 has been substantially aligned with the definition of default used by
the Group for internal credit risk management, which is also the definition used for regulatory purposes. In 2021 the Group updated its
definition of default to conform to that set forth in the European Banking Authority (hereinafter EBA) Guidelines, in compliance with
article 178 of Regulation (EU) No 575/2013 (CRR). The Group consequently updated the definition of credit-impaired asset (stage 3),
considering it a change in accounting estimates, re-establishing the consistency with the definition of default and guaranteeing the
integration of both definitions in credit risk management.
The determination of an asset as impaired and its classification in stage 3 is based exclusively on the risk of default, without
considering the effects of credit risk mitigating measures such as guarantees and collaterals. Specifically, the following financial
assets are classified in stage 3:
a.Impaired assets for objective reasons or delinquency: when there are unpaid amounts of principal or interest for more
than 90 days.
According to IFRS 9, the 90-days past due default is a presumption that can be rebutted in those cases where the entity
considers, based on reasonable and supportable information, that it is appropriate to use a longer term. As of December
31, 2022, the Group has not used terms exceeding 90 days past due.
b.Impaired assets for subjective reasons (other than delinquency): when circumstances are identified that show, even in the
absence of defaults, that it is not probable that the debtor will fully comply with its financial obligations. For this purpose,
the following indicators are considered, among others:
\u2013 Significant financial difficulties of the issuer or the borrower.
\u2013Granting by the lender or lenders to the borrower, for economic or contractual reasons related to the latter's
financial difficulties, of concessions or advantages that they would not have otherwise granted.
\u2013Breach of contractual clauses, such as events of default or default.
\u2013Increasing probability that the borrower will go into bankruptcy or some other situation of financial
reorganization.
\u2013Disappearance of an active market for the financial asset due to financial difficulties.
\u2013Others that may affect the committed cash flows such as the loss of the debtor's license or that it has
committed fraud.
\u2013Generalized delay in payments. In any case, this circumstance exists when, during a continuous period of 90
days prior to the reporting date, a material amount has remained unpaid.
\u2013Sales of credit exposures of a client with a significant economic loss will imply that the rest of its operations
are considered impaired.
Relating to the granting of concessions due to financial difficulties, it is considered that there is an indicator of unlikeliness
to pay, and therefore the client must be considered impaired, when the refinancing or restructuring measures may result in
a diminished financial obligation caused by a forgiveness or material deferral of principal, interest or fees. Specifically,
unless proven otherwise, transactions that meet any of the following criteria will be reclassified to the category of impaired
assets:
a.Irregular repayment schedule.
b.Contractual clauses that delay the repayment of the loan through regular payments. Among others, grace
periods of more than two years for the amortization of the principal will be considered clauses with these
characteristics.
c.Amounts of principal or interest written off from the balance sheet as its recovery is considered remote.
In any case, a restructuring will be considered impaired when the reduction in the net present value of the financial obligation is
greater than 1%, in accordance with the management criteria introduced during 2021.
Credit risk management for wholesale counterparties is carried out at the customer (or group) level. For this reason, the classification
of any of a client's material exposures as impaired, whether due to more than 90 days of default or due to any of the subjective
criteria, implies the classification as impaired of all the client's exposures.
Regarding retail clients, which are managed at the individual loan level, the scoring systems review their score, among other factors,
in the event of a breach in any of their operations or incurring generalized delays in payments, which also triggers the necessary
recovery actions. Among them are the refinancing measures that, where appropriate, may lead to all the client's operations being
considered impaired. Furthermore, given the granularity of the retail portfolios, the differential behavior of these clients in relation to
their products and collateral provided, as well as the time necessary to find the best solution, the Group has established as an
indicator that when a transaction of a retail client is in default in excess of 90 days or shows a general delay in payments and this
represents more than 20% of the client's total balance, all its transactions are considered impaired.
When operations by entities related to the client fall into stage 3, including both entities of the same group and those with which there
is a relationship of economic or financial dependence, the transactions of the holder will also be classified as stage 3 if after the
analysis it is concluded that there are reasonable doubts about the full payment of the loans.
The stage 3 classification will be maintained for a cure period of 3 months from the disappearance of all indicators of impairment
during which the client must demonstrate good payment behavior and an improvement in their credit quality in order to corroborate
the disappearance of the causes that motivated the classification of the debt as impaired. In the case of refinancing and restructuring,
the cure period is one year (see Note 7.2.7 for more details).
These criteria are aligned in all the geographical areas of the Group, maintaining only minor differences to facilitate the integration of
management at the local level.
\u2013Significant increase in credit risk
The objective of the impairment requirements is to recognize lifetime expected credit losses for financial instruments for which there
have been significant increases in credit risk since initial recognition considering all reasonable and supportable information, including
that which is forward-looking.
The model developed by the Group for assessing the significant increase in credit risk has a two-prong approach that is applied
globally (for more detail on the methodology used, see Note 7.2.1):
\u2013Quantitative criterion: the Group uses a quantitative analysis based on comparing the current expected probability of
default over the life of the transaction with the original adjusted expected probability of default, so that both values are
comparable in terms of expected default probability for their residual life.
\u2013Qualitative criterion: most indicators for detecting significant risk increase are included in the Group's systems through
rating and scoring systems or macroeconomic scenarios, so the quantitative analysis covers the majority of circumstances.
The Group uses additional qualitative criteria to identify significant increase in credit risk and thus, to include circumstances
that are not reflected in the rating/score systems or macroeconomic scenarios used. Such qualitative criteria are the
following:
a.More than 30 days past due. According to IFRS 9, default of more than 30 days is a presumption that can be
rebutted in those cases in which the entity considers, based on reasonable and documented information, that
such non-payment does not represent a significant increase in risk. As of December 31, 2022, the Group has not
considered periods higher than 30 days.
b.Watch List: They are subject to special watch by the Risk units because they show negative signs in their credit
quality, even though there may be no objective evidence of impairment.
c.Refinance or restructuring that does not show evidence of impairment, or that, having been previously identified,
the existence of significant increase in credit risk may still exist.
Although the standard introduces a series of operational simplifications, also known as practical solutions, for analyzing the increase
in significant risk, the Group does not use them as a general rule. However, for high-quality assets, mainly related to certain
government institutions and bodies, the standard allows for considering that their credit risk has not increased significantly because
they have a low credit risk at the presentation date. This possibility is limited to those financial instruments that are classified as
having high credit quality and high liquidity to comply with the liquidity coverage ratio (hereinafter, \"LCR\"). This does not prevent
these assets from being assigned the credit risk coverage that corresponds to their classification as stage 1 based on their credit
rating and macroeconomic expectations.
Method for calculating Expected Credit Loss (ECL)
Method for calculating expected loss
The measurement of expected losses must reflect:
\u2013A considered and unbiased amount, determined by evaluating a range of possible results;
\u2013The time value of money, and
\u2013Reasonable and supportable information that is available without undue cost or effort and that reflects current conditions
and forecasts of future economic conditions.
Expected losses are measured both individually and collectively.
The individualized estimate of credit losses results from calculating the difference between the expected cash flows discounted at the
effective interest rate of the transaction and the carrying amount of the instrument (see Note 7.2.1).
For the collective measurement of expected losses the instruments are classified into groups of assets based on their risk
characteristics. Exposure within each group is grouped according to credit risk common characteristics, which indicate the payment
capacity of the borrower according to the contractual conditions. These risk characteristics have to be relevant in estimating the
future flows of each group. The characteristics of credit risk may consider, among others, the following factors (see Note 7.2.1):
\u2013Type of instrument.
\u2013Rating or scoring tools.
\u2013Credit risk scoring or rating.
\u2013Type of collateral.
\u2013Amount of time at default for stage 3.
\u2013Segment.
\u2013Qualitative criteria which can have a significant increase in risk.
\u2013Collateral value if it has an impact on the probability of a default event.
The estimated losses are derived from the following parameters:
\u2013PD: estimate of the probability of default in each period.
\u2013EAD: estimate of the exposure in case of default at each future period, taking into account the changes in exposure after the
closing date of the financial statements.
\u2013LGD: estimate of the loss in case of default, calculated as the difference between the contractual cash flows and receivables,
including guarantees. For these purposes, the probability of executing the guarantee, the moment until its ownership and
subsequent realization are achieved, the expected cash flows and the acquisition and sale costs, are considered in the
estimation.
\u2013CCF: cash conversion factor is the estimate made on off-balance sheet contractual arrangements to determine the
exposure subject to credit risk in the event of a default.
At the BBVA Group, the calculated expected credit losses are based on internal models developed for all portfolios within the IFRS 9
scope, except for the cases that are subject to individual analysis.
The calculation and recognition of expected credit losses includes exposures with governments and credit institutions, for which,
despite having a reduced number of defaults in the information databases, internal models have been developed, considering, as
sources of information, the data provided by external rating agencies or other observed in the market, such as changes in bond yields,
prices of credit default swaps or any other public information on them.
Use of present, past and future information
IFRS 9 requires incorporation of present, past and future information to detect any significant increase in risk and measure expected
loss, which must be carried out on a weighted probability basis.
The standard does not require identification of all possible scenarios for measuring expected loss. However, the probability of a loss
event occurring and the probability it will not occur have to be considered, even though the possibility of a loss may be very low. To
achieve this, the Group generally evaluates the linear relationship between its estimated loss parameters (PD, LGD and EAD) with the
historical and future forecasts of the macroeconomic scenarios.
Additionally, when there is no linear relation between the different future economic scenarios and their associated expected losses,
more than one future economic scenario must be used for the measurement.
The approach taken by the Group consists of using a methodology based on the use of three scenarios. The first is the most probable
scenario (base scenario) that is consistent with that used in the Group's internal management processes, and two additional ones,
one more positive and the other more negative. The combined outcome of these three scenarios is calculated considering the weight
given to each of them. The main macroeconomic variables that are valued in each of the scenarios for each of the geographies in
which the Group operates are the Gross Domestic Product (GDP), the real estate price index, interest rates and the unemployment
rate. The main goal of the Group's approach is seeking the greatest predictive capacity with respect to the first two variables (see
Note 7.2.1).
Derecognition of the balance due to impairment on financial assets (write-offs)
Debt instruments are classified as written-off once, after being analyzed, it is reasonably considered that their recovery is remote due
to the notorious and irrecoverable deterioration of the solvency of the holder of the operation.
Based on their procedures and particularities, the Group entities recognize operations as a write-off where, following their analysis,
there are no reasonable expectations of recovery of the debt, taking into account aspects such as: the time elapsed since the
classification as doubtful operations due to delinquency, the coverage levels achieved, type of portfolio or product, bankruptcy status
of the holder and the existence of guarantees, their valuation and execution capacity. In those cases where the guarantee is
significant, there is the possibility of making partial write-offs on the non-guaranteed portion.
The classification of an operation as written-off, entails the recognition of losses for the carrying amount of the related debt and
results in a derecognition in the same amount from the balance sheet (see Note 7.2.5).
Transfers and derecognition of financial assets and liabilities
The accounting treatment of transfers of financial assets is determined by the form in which risks and benefits associated with the
financial assets involved are transferred to third parties. Financial assets are only derecognized from the consolidated balance sheet
when the cash flows that they generate are extinguished, when their implicit risks and benefits have been substantially transferred to
third parties or when the control of financial asset is transferred even in case of no physical transfer or substantial retention of such
assets. In the latter case, the financial asset transferred is derecognized from the consolidated balance sheet, and any right or
obligation retained or created as a result of the transfer is simultaneously recognized.
Similarly, financial liabilities are derecognized from the consolidated balance sheet only if their obligations are extinguished or
acquired (with a view to subsequent cancellation or renewed placement).
The Group is considered to have transferred substantially all the risks and benefits if such risks and benefits account for the majority
of the risks and benefits involved in ownership of the transferred financial assets. If substantially all the risks and benefits associated
with the transferred financial asset are retained:
\u2013The transferred financial asset is not derecognized from the consolidated balance sheet and continues to be measured
using the same criteria as those used before the transfer.
\u2013A financial liability is recognized at the amount equal to the amount received, which is subsequently measured at amortized
cost or fair value with changes in the income statement, whichever the case.
\u2013Both the income generated on the transferred (but not derecognized) financial asset and the expense of the new financial
liability continue to be recognized.
Treatment of securitizations
The securitizations funds to which the Group entities transfer their credit portfolios are consolidated entities of the Group. For more
information, refer to Note 2.1 \u201cPrinciples of consolidation\u201d.
The Group considers that the risks and benefits of the securitizations are substantially retained if the subordinated bonds are held
and/ or if subordination funding has been granted to those securitization funds, which means that the credit loss risk of the
securitized assets will be assumed. Consequently, the Group is not derecognizing those transferred loan portfolios.
Synthetic securitizations are transactions where risk is transferred through derivatives or financial guarantees and in which the
exposure of these securitizations remains in the balance sheet of the Group. The Group has established the synthetic securitizations
through received financial guarantees. As for the commissions paid, they are accrued during the term of the financial guarantee.
Financial guarantees
Financial guarantees are considered to be those contracts that require their issuer to make specific payments to reimburse the holder
of the financial guarantee for a loss incurred when a specific borrower breaches its payment obligations on the terms \u2013 whether
original or subsequently modified \u2013 of a debt instrument, irrespective of the legal form it may take. Financial guarantees may take the
form of a deposit, bank guarantee, insurance contract or credit derivative, among others.
In their initial recognition, financial guarantees are recognized as liabilities in the consolidated balance sheet at fair value, which is
generally the present value of the fees, commissions and interest receivable from these contracts over the term thereof, and the
Group simultaneously recognizes a corresponding asset in the consolidated balance sheet for the amount of the fees and
commissions received at the inception of the transactions and the amounts receivable at the present value of the fees, commissions
and interest outstanding.
Financial guarantees, irrespective of the guarantor, instrumentation or other circumstances, are reviewed periodically so as to
determine the credit risk to which they are exposed and, if appropriate, to consider whether a provision is required for them. The
credit risk is determined by application of criteria similar to those established for quantifying loss allowances on debt instruments
measured at amortized cost (see Note 2.2.1).
The provisions recognized for financial guarantees are recognized under the heading \u201cProvisions - Provisions for contingent risks and
commitments\u201d on the liability side in the consolidated balance sheets (see Note 24). These provisions are recognized and reversed
with a charge or credit, respectively to \u201cProvisions or reversal of provision\u201d in the consolidated income statements (see Note 46).
Income from financial guarantees is recorded under the heading \u201cFee and commission income\u201d in the consolidated income statement
and is calculated by applying the rate established in the related contract to the nominal amount of the guarantee (see Note 40).
Synthetic securitizations made by the Group to date meet the requirements of the accounting regulations for accounting as
guarantees.
Non-current assets and disposal groups classified as held for sale and liabilities included in disposal
groups classified as held for sale\u00a0 \u00a0
The heading \u201cNon-current assets and disposal groups classified as held for sale\u201d in the consolidated balance sheet includes the
carrying amount of individual items or items integrated in a group (\"disposal group\") or that form part of a significant business line or
geographical area that is intended to be disposed of (\u201cdiscontinued operation\u201d) whose sale is highly probable to take place under the
current conditions within a period of one year from the date to which the financial statements refer. Additionally, assets that were
expected to be disposed of within a year but which disposal is delayed due to events and circumstances beyond the control of the
Group can be classified as held for sale (see Note 21).
Symmetrically, the heading \u201cLiabilities included in disposal groups classified as held for sale\u201d in the consolidated balance sheet
reflects the balances payable arising from disposal groups and discontinued operations.
With respect to the subsidiaries of the BBVA Group, the heading \"Non-current assets and disposal groups classified as held for sale\"
includes the assets received by the subsidiaries for the satisfaction, in whole or in part, of the payment obligations of their debtors
(foreclosed or received in payment of debt or recoveries from financial leasing transactions, unless the Group has decided to make
continued use of those assets). The BBVA Group has specific units focused on real estate management and sale of these types of
assets.
Non-current assets and disposal groups classified as held for sale are measured, at the acquisition date and at any later date deemed
necessary, at either their carrying amount or the fair value of the property (less costs to sell), whichever is lower. An impairment or
reversal of impairment for the difference is recognized if applicable. When the amount of the sale less estimated costs of sale is higher
than the carrying value, the gain is not recognized until the moment of disposal and derecognition from the balance sheet.
Non-current assets and disposal groups classified as held for sale are not depreciated while included under the heading \u201cNon-current
assets and disposal groups classified as held for sale\u201d.
In the case of real estate assets foreclosed or received in payment of debts, they are initially recognized at the lower of: the restated
carrying amount of the financial asset and the fair value at the time of the foreclosure or receipt of the asset less estimated sales
costs. The carrying amount of the financial asset is updated at the time of the foreclosure, treating the real property received as a
secured collateral and taking into account the credit risk coverage that would correspond to it according to its classification prior to
the delivery. For these purposes, the collateral will be valued at its current fair value (less sale costs) at the time of foreclosure. This
carrying amount will be compared with the previous carrying amount and the difference will be recognized as a provision increase, if
applicable. On the other hand, the fair value of the foreclosed assets is based mainly on appraisals or valuations carried out by
independent experts on an annual basis or more frequently if there are indications of impairment by appraisal, evaluating the need to
apply a discount on the asset derived from the specific conditions of the asset or the market situation for these assets and in any
case, deducting the company\u2019s estimated sale costs.
Gains and losses generated on the disposal of assets and liabilities classified as non-current held for sale, and liabilities included in
disposal groups classified as held for sale as well as impairment losses and, where pertinent, the related recoveries, are recognized in
\u201cGains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d in
the consolidated income statement (see Note 50). The remaining income and expense items associated with these assets and
liabilities are classified in the consolidated income statement according to their nature.
Income and expense for discontinued operations, whatever their nature, generated during the year, even if they have occurred before
their classification as discontinued operations, are presented net of the tax effect as a single amount under the heading \u201cProfit (loss)
after tax from discontinued operations\u201d in the consolidated income statement (see Notes 3 and 21). This heading includes the
earnings from their sale or other disposal (net of tax effects).
Tangible Assets
Property, plant and equipment for own use
This heading includes the assets under ownership or acquired under lease terms (right to use), intended for future or current use by
the BBVA Group and that it expects to hold for more than one year. It also includes tangible assets received by the consolidated
entities in full or partial settlement of financial assets representing receivables from third parties which are expected to be held for
continuing use.
For more information regarding the accounting treatment of right to use assets under lease terms, see Note 2.2.18 \"Leases\".
Property, plant and equipment for own use are presented in the consolidated balance sheets at acquisition cost, less any
accumulated depreciation and, where appropriate, any estimated impairment losses resulting from comparing the net carrying
amount of each item with its corresponding recoverable amount (see Note 17).
Depreciation is calculated using the straight-line method, during the useful life of the asset, on the basis of the acquisition cost of the
assets less their residual value; the land is considered to have an indefinite life and is therefore not depreciated.
The tangible asset depreciation charges are recognized in the consolidated income statements under the heading \"Depreciation and
Amortization\" (see Note 45) and are based on the application of the following depreciation rates (determined on the basis of the
average years of estimated useful life of the various assets):
Depreciation rates for tangible assets
Type of assets
Annual Percentage
Buildings for own use
1% - 4%
Furniture
8% - 10%
Fixtures
6% - 12%
Office supplies and hardware
8% - 25%
Lease use rights
The lesser of the lease term or the useful life of the underlying asset
such as whether the population prefers to keep its wealth or savings in non-monetary assets or in a relatively stable foreign currency,
whether prices can be set in that currency, whether interest rates, wages and prices are pegged to a price index or whether the
accumulated inflation rate over three years approaches or exceeds 100%. The fact that any of these circumstances is fulfilled will not
be a decisive factor in considering an economy hyperinflationary, but it does provide some reasons to consider it as such.
Since 2009 and 2018, the economies of Venezuela and Argentina, respectively, have been considered hyperinflationary under the
above criteria. As a result, the financial statements of the BBVA Group\u2019s entities located in such geographies have, therefore, been
adjusted to correct for the effects of inflation.
Additionally, since the first half of 2022, Turkey's economy was considered highly inflationary according to the aforementioned
criteria. Consequently, the financial statements of the BBVA Group entities located in Turkey have also been adjusted to correct them
for the effects of inflation in accordance with IAS 29, with retrospective application from January 1, 2022. The figures for years prior to
2022 have not been modified since the Group's presentation currency is the euro.
As a consequence of the application of IAS 29, the Group applies the following criteria in the financial statements of the Group
companies that operate in these three geographies:
\u2013The historical cost of non-monetary assets and liabilities (see Notes 17, 18 and 19), assets contractually linked to changes in
prices and various headings in equity are adjusted to reflect changes in the purchasing power of the currency due to
inflation from their date of acquisition or inclusion in the consolidated balance sheet, or if this is later, with the limit of its
recoverable value. The restatement has been made using the Consumer Price Index.
\u2013The different lines of the income statement are adjusted by the inflation index since their inception, with a corresponding
entry under the heading \"Accumulated other comprehensive income (loss)\".
\u2013The loss of the net monetary position, which represents the loss of purchasing power of the entity due to maintaining an
excess of monetary assets not linked to inflation (mainly loans, credits and bonds) over monetary liabilities, is recorded in
the line \"Other operating expense\" in the income statement and with a credit to \"Accumulated other comprehensive income
(loss)\".
\u2013All the components of the financial statements of the subsidiaries are converted at the closing exchange rate, recording the
conversion differences to the euro within \"Accumulated other comprehensive income (loss)\" as stated in IAS 21.
Turkey
The combined result derived from the application of the above criteria amounts to a loss of \u20ac2,711 million in 2022, of which \u20ac1,793
million is attributed to the parent company of the Group. This impact includes mainly the loss of the net monetary position, which
amounts to a gross amount of \u20ac2,323 million and is recorded in the line \u201cOther operating expense\u201d in the consolidated income
statement, partially offset by the positive impact of the revaluation of certain bonds linked to inflation, for a gross amount of \u20ac1,490
million, given that, under IAS 29, these types of bonds are considered protective assets (see Note 42).
The first application of IAS 29 in the Turkish subsidiaries led to an increase in equity of \u20ac130 million as of January 1, 2022, and is
mainly the result of the revaluation of tangible assets and inflation-linked bonds.
According to the Turkish Statistical Institute (Turkstat), accumulated inflation in 2022 stood at 64.3% (36.1% in 2021) and the
exchange rate used as of December 31, 2022 was 19.96 Turkish lira per euro (in 2021 the exchange rate used was 15.23 Turkish lira
per euro).
Argentina
The combined result derived from the application of the above criteria amounted to a loss of \u20ac1,031 million, of which \u20ac694 million is
attributed to the parent company of the Group in 2022 (in 2021 and 2020 this result amounted to \u20ac258 million and \u20ac174 million,
respectively). This impact includes mainly the loss of the net monetary position, which amounts to a gross amount of \u20ac822 million
and is recorded in the line \u201cOther operating expense\u201d in the consolidated income statement in 2022 (in 2021 and 2020 this result
amounted to \u20ac394 million and \u20ac244 million, respectively).
Furthermore, during 2022, 2021 and 2020 the impact on equity of Group entities located in Argentina derived from the application of
IAS 29 and the conversion to the euro (IAS 21) amounted to \u20ac242 million, \u20ac337 million and \u20ac(188) million, respectively, of which \u20ac157
million, \u20ac225 million and \u20ac(126) million, respectively, have been recorded within \u201cEquity \u2013 Accumulated other comprehensive income
(loss)\u201d, and \u20ac84 million, \u20ac112 million and \u20ac(62) million, respectively, within \u201cMinority interests \u2013 Accumulated other comprehensive
income (loss)\u201d.
Accumulated inflation estimated by the National Census Institute of Argentina (Indec) and BBVA Research for the year 2022 was
97.0% (in 2021 and 2020 inflation was 50.7% and 36.5%, respectively) and the exchange rate used as of December 31, 2022 was
188.51 Argentine pesos per euro (in 2021 and 2020 the exchange rate used was 116.37 and 103.25 Argentine pesos per euro,
respectively).
Venezuela
The combined result derived from the application of the above criteria amounted to a loss of \u20ac11 million, of which \u20ac6 million is
attributed to the parent company of the Group in 2022 (in 2021 and 2020 this result amounted to \u20ac6 million and \u20ac5 million,
respectively). This impact includes mainly the loss of the net monetary position, which amounts to a gross amount of \u20ac28 million and
is recorded in the line \u201cOther operating expense\u201d in the consolidated income statement in 2022 (in 2021 and 2020 this result
amounted to \u20ac14 and \u20ac7 million, respectively).
During 2022, 2021 and 2020 the impact on equity of Group entities located in Venezuela derived from the application of hyperinflation
(IAS 29) and the conversion to the euro (IAS 21) was not material for the Group.
Accumulated inflation for the year 2022, as estimated by BBVA Research, was 292% (in 2021 and 2020 inflation was 333% and
1,887%, respectively) and the exchange rate used as of December 31, 2022 was 19.79 Venezuelan bolivars per euro (in 2021 and
2020 the exchange rate used was 5,367 and 1,355,246.77 Venezuelan bolivars per euro, respectively).
Recent IFRS pronouncements\u00a0 Standards and interpretations that became effective in 2022
The following amendments to the IFRS standards or their interpretations (hereinafter \u201cIFRIC\u201d or \"interpretation\") became effective in
2022:
Minor changes to IFRS Standards (IAS 37 Provisions - Onerous contracts, IAS 16 Property, Plant and Equipment and IFRS 3
Business Combinations) and Annual Improvements to IFRS 2018 - 2020 (IFRS 1 - First application of IFRS, IFRS 9 Financial
Instruments, IAS 41 Agriculture and modifications to the illustrative examples of IFRS 16 - Leases)
The International Accounting Standards Board (hereinafter \"IASB\"), has issued minor amendments and improvements to various
IFRS to clarify the wording or correct minor consequences, or inconsistencies between the requirements of the Standards as of
January 1, 2022. The modified standards are: IAS 37 Provisions, IAS 16 Property, Plant and Equipment, IFRS 3 Business
Combinations, IFRS 1 First application of IFRS, IFRS 9 Financial Instruments, IAS 41 Agriculture and IFRS 16 Leases.
The amendments are effective for annual reporting periods beginning on or after January 1, 2022, with no significant impact on the
BBVA Group's consolidated financial statements.
Standards and interpretations issued but not yet effective as of December 31, 2022
The following new International Financial Reporting Standards and Interpretations or Modifications had been published at the date of
preparation of the consolidated financial statements, but are not mandatory as of December 31, 2022. Although in some cases the
IASB allows early adoption before their effective date, the BBVA Group has not proceeded with this option for any such new
standards.
IFRS 17 \u2013 Insurance contracts
In May 2017, the IASB issued the new accounting standard for insurance contracts, which was later amended with the aim of helping
entities in the implementation of the standard and to facilitate the understanding of the financial statements, while maintaining the
fundamental principles of the original standard. Accordingly, an entity must apply IFRS 17 for annual reporting periods beginning on or
after January 1, 2023 (with at least one year of comparative information, i.e. for the Group, from January 1, 2022).
IFRS 17 establishes the accounting principles for insurance contracts. This new standard supersedes IFRS 4, by introducing
substantial changes in the accounting of insurance contracts with the aim of achieving greater homogeneity and increasing
comparability among entities.
Unlike IFRS 4, the new standard establishes minimum requirements for grouping insurance contracts for the purposes of their
recognition and measurement, determining the units of account by considering three levels: portfolios (contracts subject to similar
risks and managed together), annual cohorts and their possibility of becoming onerous.
Regarding the measurement model, the new standard contemplates several methods, being the General Model (Building Block
Approach) the method that is applied by default for the valuation of insurance contracts, unless the conditions are given to apply any
of the two other methods: the Variable Fee Approach, or the Simplified Model (Premium Allocation Approach).
With the implementation of IFRS 17, the valuation of insurance contracts is based on a model that uses updated assumptions at each
balance sheet date.
The General Model requires entities to value insurance contracts for the total of:
\u2013fulfillment cash flows, which comprise the estimation of future cash flows discounted to reflect the time value of money, the
financial risk associated with future cash flows, and a risk adjustment for non-financial risk that would represent the
compensation required for the uncertainty associated with the amount and timing of the expected cash flows;
\u2013and the contractual service margin, which represents the expected unearned benefit from the insurance contracts, which
will be recognized in the entity\u2019s income statement as the service is provided in the future, instead of being recognized at
the time of the estimation.
According to IFRS 17, the amounts recognized in the income statement shall be classified into insurance revenue, insurance service
expenses and insurance finance income or expenses, which is a relevant change with respect to the disclosures under IFRS 4, as
concepts such as volume of premiums and variation in technical provisions would no longer exist. Insurance revenue and insurance
service expenses exclude any investment components. The Group has chosen to disaggregate the changes in the risk adjustment
between financial and non-financial, so that the change in the value of the risk adjustment derived from the effect of the time value of
money, and changes in it, is recorded as a financial result of the insurance. Insurance revenue is recognized over the period the entity
provides insurance coverage.
Since 2019, the Group has developed a project to implement IFRS 17 in order to harmonize the criteria in the Group, with the
participation of all involved areas and countries. A sound governance has been established in this project, through a Global Steering
Committee with representation from the senior management of the affected areas and countries, which periodically reviews its
progress. At the local level, each geographical area has defined a local governance structure with the participation of senior
management.
The project for the implementation of the standard in the Group was carried out during the years 2019, 2020 and 2021 and was
focused on the definition of criteria, the actuarial modelling of cash flows and components required by the standard, the data supply,
the technological adaptation of the systems, the preparation of accounting information, the governance of the reporting process to
the Group and the development of the transition.
During 2022, the Group has finished with the tasks mentioned above, as well as the calculation of the transition impact on the
consolidated financial statements and the preparation of the pro-forma financial statements under IFRS 17, according to the planning.
Moreover, the Group has developed an accounting policy on insurance contracts under IFRS 17 that establishes the accounting
criteria for the recognition of insurance contracts carried out by Group companies, and an Operational Guide to govern the calculation
process, which ensures adequate control in the preparation of the aforementioned financial information.
From the liabilities under insurance contracts held as of the transition date, January 1, 2022, the Group estimates that approximately
89% corresponded to long-term commitments valued using the Building Block Approach. These contracts have been valued in
transition using the fair value approach, given the impracticability of applying IFRS 17 retroactively, given the disproportionate cost
and difficulty of obtaining the historical data necessary to apply a full retrospective approach given the age of these products on the
balance sheet and their remaining duration. Its impact in transition will come mainly from the \"interest rate effect\", resulting from the
valuation of long-term insurance liabilities by the difference between the locked-in rate and the current rate, as the Group has chosen
the option to disaggregate the financial income or expense of the insurance between the income statements and accumulated other
comprehensive income. This effect will be partly offset by the associated financial assets, in some cases by the elimination of shadow
accounting and, in others, by the fair value measurement of certain financial asset portfolios, in order to mitigate accounting
asymmetries.
Another part of the impact, although to a lesser extent, comes from the different hypotheses used with respect to the calculations
under IFRS 4, including its additional components. However, the impact of \"onerous\" products is estimated to be residual.
The fair value approach contemplates the determination of the Contractual Service Margin or the loss component of the liability for
remaining coverage based on the difference between the fair value and the present value of the fulfillment flows. The application of
the fair value criterion in transition allows contracts issued more than one year apart to be included in the same group and therefore
not to differentiate by cohorts, an option that the Group has followed.
Regarding short-term contracts as of January 1, 2022, it is estimated that they represented approximately 11% of the total liabilities
covered by the Group's insurance contracts. Those are valued by the Premium Allocation Approach, and in transition following the full
retrospective approach, without significant differences in their accounting recognition compared with the previous situation.
Lastly, the contracts valued by the Variable Fee Approach in the Group represent a residual amount.
Consequently, the differences in accumulated other comprehensive income and in retained earnings basically come from long-term
contracts, although without generating a significant equity impact on the Group.
The methodology used to obtain the discount rate differs by entity and portfolio to which it is applied, highlighting the main
geographies, Mexico and Spain, respectively. In the first case, the top-down approach has been mainly applied and it has been verified
that the Internal Rate of Return (hereinafter \"IRR\") of the entity's asset portfolio converges with the IRR of a reference portfolio from
which the EIOPA (European Insurance and Occupational Pensions Authority) fundamental spread is discounted for. In the second
case, the top-down approach has been used for immunized portfolios, eliminating the differential for credit risk through the EIOPA
fundamental spread. However, in non-immunized portfolios, the bottom-up approach has been used, using the swap curve as the
risk-free curve.
To assess the risk adjustment, in most cases, information on the best estimate liability (BEL) and capital requirements have been
used, through a VaR methodology, the risk adjustment has been obtained.
The BBVA Group has defined the coverage units in accordance with the requirements of the standard, and made the decision not to
change the treatment of accounting estimates made in previous interim closings when applying IFRS 17.
The Group has not adopted the European exception on annual cohorts in cash-flow matched products.
Finally, based on the analysis carried out up to the date of preparation of these consolidated financial statements, the impact in equity
on the consolidated financial statements of the BBVA Group as a result of the entry of IFRS 17 is estimated not to be significant.
Amendments to IAS 1 \u201cPresentation of financial statements\u201d and IAS 8 \u201cAccounting policies, changes in accounting
estimates and errors\"
In February 2021 the IASB issued amendments to this IAS with the aim of improving the quality of the disclosures in relation to the
accounting policies applied by the entities with the ultimate aim of providing useful and material information in the financial
statements.
The amendments to IAS 1 require companies to disclose their material accounting policy information rather than their significant
accounting policies and include guidance on how to apply the concept of materiality to accounting policy disclosures. The
amendments to IAS 8 also clarify how companies should distinguish changes in accounting policies from changes in accounting
estimates. The amendments will be effective for annual reporting periods beginning on or after January 1, 2023. No significant impact
is expected on BBVA's consolidated financial statements.
Amendment IAS 12 \u2013 Income taxes
The IASB has issued an amendment to IAS 12 to clarify how deferred taxes arising in transactions that simultaneously give rise to
temporary differences in assets and liabilities for the same amount, such as, among others, leases or decommissioning obligations,
should be accounted for.
Under the amendments, the initial recognition exemption in IAS 12 from recognizing deferred tax when they recognize assets or
liabilities for the first time would not apply to a transaction that at the time of the transaction gives rise to equal and offsetting
amounts of taxable and deductible temporary differences. The purpose of the amendments has been to reduce the diversity in the
presentation of information on deferred taxes in said transactions. The amendments entered into force on January 1, 2023. No
significant impact is expected on BBVA's consolidated financial statements.
Amendment to IFRS 16 \"Leases\"
The IASB has issued an amendment to IFRS 16 to clarify certain aspects related with the requirements for sale and leaseback
transactions. The new requirements established that the seller-lessee shall determine \u2018lease payments\u2019 or \u2018revised lease payments\u2019 in
a way that the seller-lessee would not recognize any amount of the gain or loss that relates to the right of use retained by the seller-
lessee. The amendments will be effective for annual reporting periods beginning on or after 1 January 2024, with early application
permitted. No significant impact is expected on the BBVA Group\u00b4s consolidated financial statements.
BBVA Group
The BBVA Group is an international diversified financial group with a significant presence in retail banking, wholesale banking and
asset management. The Group also operates in the insurance sector.
The following information is detailed in the appendices of these consolidated financial statements of the Group for the year ended
December 31, 2022:
\u2013Appendix I shows relevant information related to the consolidated subsidiaries and structured entities.
\u2013Appendix II shows relevant information related to investments in joint ventures and associates accounted for using the
equity method.
\u2013Appendix III shows the main changes and notification of investments and divestments in the BBVA Group.
\u2013Appendix IV shows fully consolidated subsidiaries with more than 10% owned by non-Group shareholders.
The following table sets forth information related to the Group\u2019s total assets as of December 31, 2022, 2021 and 2020, broken down
by the Group\u2019s entities according to their activity:
Contribution to Consolidated Group total assets. Entities by main activities (Millions of Euros)
2022
2021
2020
Banking and other financial services
678,788
631,683
703,304
Insurance and pension fund managing companies
31,136
29,657
28,667
Other non-financial services
3,217
1,545
1,826
Total
713,140
662,885
733,797
The total assets and results of operations broken down by operating segments are included in Note 6.
The BBVA Group\u2019s activities are mainly located in Spain, Mexico, Turkey and South America, with active presence in the rest of
Europe, the United States and Asia:
\u2013Spain. The Group\u2019s activity in Spain is mainly carried out through Banco Bilbao Vizcaya Argentaria, S.A. The Group also has
other entities that mainly operate in Spain\u2019s financial sector, insurance sector and asset management sector.
\u2013Mexico. The BBVA Group operates in Mexico, not only in the banking sector, but also in the insurance sector and the asset
management sector, through BBVA Mexico.
\u2013Turkey. The Group\u2019s activity in Turkey is mainly carried out through the Garanti BBVA Group in the financial, insurance and
asset management sectors.
\u2013South America. The BBVA Group\u2019s activities in South America are mainly focused on the banking, financial and insurance
sectors, in the following countries: Argentina, Colombia, Peru, Uruguay, Chile and Venezuela. It has a representative office in
Sao Paulo (Brazil) and another one in Santiago (Chile). The Group owns more than 50% of most of the Group entities based
in these countries. Appendix I shows entities in respect of which the BBVA Group owns less than 50% as of December 31,
2022, (see Note 2.1).
\u2013Rest of Europe. Group's activity in Europe (excluding Spain) is carried out by banking and financial institutions, mainly in
Switzerland, the Netherlands and Romania and the BBVA Bank's branches in Germany, Belgium, France, Italy, Portugal and
the United Kingdom.
\u2013The United States. The Group's activity in the United States is mainly carried out by the branch of Banco Bilbao Vizcaya
Argentaria, S.A. in New York, the agency of BBVA Mexico in Houston, participations in technology companies through funds
and investment vehicles, the broker-dealer business BBVA Securities Inc., and a representative office in Silicon Valley
(California).
\u2013Asia. The Group's activity in Asia is conducted through the Bank's branches (Taipei, Tokyo, Hong Kong, Singapore and
Shanghai) and representative offices (Beijing, Seoul, Mumbai, Abu Dhabi and Jakarta).
Significant transactions in the Group in 2022
Investments
Announcement of the agreement with Neon Payments Limited
On February 14, 2022, BBVA announced the agreement with the company Neon Payments Limited (the \"Company\" in this section) for
the subscription of 492,692 preference shares, representing approximately 21.7% of its share capital, through a share capital
increase and in consideration of approximately USD 300 million (equal to approximately \u20ac263 million, using the applicable 1.14 EUR/
USD exchange rate as of February 11, 2022).\u00a0
The Company, which is incorporated and domiciled in the United Kingdom, is the owner of 100% of the shares of the Brazilian
company Neon Pagamentos S.A.
As of February 14, 2022, BBVA was already the indirect owner of approximately 10.2% of the share capital of the Company through
companies where BBVA owns more than 99% of the share capital. As of December 31, 2022, BBVA held, directly and indirectly,
approximately 29.2% of the share capital of the Company. Despite owning more than 20% of the share capital, BBVA's ability to
influence the Company\u00b4s financial and operating decisions policies is very limited, so the investment is recognized under the heading
\"Non-trading financial assets mandatorily at fair value through profit or loss\" (see Note 11).
Voluntary takeover bid for the entire share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e (Garanti BBVA)
On November 15, 2021, BBVA announced a voluntary takeover bid (hereinafter \"VTB\") addressed to the 2,106,300,000 shares1 not
controlled by BBVA, which represented 50.15% of the total share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e (hereinafter \"Garanti BBVA\").
BBVA submitted for authorization an application of the VTB to the supervisor of the securities markets in Turkey (Capital Markets
Board, hereinafter \"CMB\") on November 18, 2021.
On March 31, 2022, CMB approved the offer information document and on the same day BBVA announced the commencement of the
VTB acceptance period on April 4, 2022. On April 25, 2022 BBVA informed of an increase of the cash offer price per Garanti BBVA
share from that initially announced (12.20 Turkish lira) to 15.00 Turkish lira.
On May 18, 2022, BBVA announced the finalization of the offer acceptance period, with the acquisition of 36.12% of Garanti BBVA\u2019s
share capital. The total amount paid by BBVA was approximately 22,758 million Turkish lira (equivalent to approximately \u20ac1,390
million2 including the expenses associated with the transaction and net of the collection of the dividends corresponding to the stake
acquired).
The transaction resulted in a capital gain of approximately \u20ac924 million (including the impacts after the application of IAS 29, see
Note 2.2.19). An amount of \u20ac3,609 million was recorded under the heading \u201cOther reserves\u201d and there was a reclassification to
\u201cAccumulated other comprehensive income (loss)\u201d corresponding to the 36.12% acquired from minority interests to \u201cAccumulated
other comprehensive income (loss)\u201d of the parent company for an amount of \u20ac-2,685 million. The total derecognition associated with
the transaction of the heading \u201cMinority interests\u201d considering \u201cOther items\u201d and \u201cAccumulated other comprehensive income (loss)\u201d
amounted to \u20ac-2,541 million.
The percentage of total share capital of Garanti BBVA owned by BBVA (after the completion of the VTB on May 18) is 85.97%.
In relation to the rest of the effects of the application of IAS 29 \"Financial Reporting in hyperinflationary economies\" on the entities of
the Group in Turkey, see Note 2.2.19 to these Consolidated Financial Statements.
Significant transactions in the Group in 2021
Divestitures
Sale of BBVA\u2019s U.S. Bancshares, Inc. to PNC Financial Service Group
On June 1, 2021, after obtaining all the required authorizations, BBVA completed the sale to The PNC Financial Services Group, Inc. of
100% of the capital stock of its subsidiary BBVA USA Bancshares, Inc., which in turn owned all the capital stock of the bank, BBVA
USA.
The consideration received in cash by BBVA, as a consequence of the referred sale, amounted to approximately USD 11,500 million
(price provided in the agreement minus the agreed closing price adjustments) equivalent to approximately \u20ac9,600 million (with an
exchange rate of 1.20 EUR / USD).
The accounting of both the results generated by BBVA USA Bancshares, Inc. since the announcement of the transaction and of its
closing had an aggregate positive impact on the BBVA Group's Common Equity Tier 1 (fully loaded) ratio of approximately 294 basis
points, which includes the generation of capital contributed by the subsidiary to the Group until the closing of the transaction (on June
1 All references to \u201cshares\u201d or \u201cshare\u201d shall be deemed made to lots of 100 shares, which is the trading unit in which Garanti BBVA shares are listed at Borsa Istanbul.
2 Using the effective exchange rate of 16.14 Turkish lira per euro.
1, 2021) and a profit net of taxes of \u20ac582 million. The calculation of the impact on Common Equity Tier 1 was made taking into account
the amount of the transaction in euros and BBVA Group's financial statements as of June 2021.
The BBVA Group continues to develop the institutional and wholesale business in the United States that it currently carries out
through its broker-dealer BBVA Securities Inc. and its branch in New York. BBVA also maintains its investment activity in the fintech
sector through its participation in Propel Venture Partners US Fund I, L.P.
Note 21 to these Consolidated Financial Statements shows a breakdown of the financial information of the companies sold in the
United States as of December 31, 2021 and 2020 and their results for the first five months of 2021 and the year ended December 31,
2020.
Sale of the BBVA Group's stake in Paraguay
On January 22, 2021, once the mandatory authorizations were obtained, BBVA completed the sale of its direct and indirect
shareholding of 100% of the capital stock of Banco Bilbao Vizcaya Argentaria Paraguay, S.A. (\u201cBBVA Paraguay\u201d) to Banco GNB
Paraguay S.A., a subsidiary of the Gilinski Group. This transaction was originally agreed in 2019. The total amount received by BBVA
amounted to approximately USD 250 million (approximately \u20ac210 million). The transaction generated a capital loss net of taxes of
approximately \u20ac9 million. This transaction had a positive impact on the Common Equity Tier 1 (fully loaded) of the BBVA Group of
approximately 6 basis points, which is reflected in the capital base of the BBVA Group in the fiscal year 2021.
Significant transactions in the Group in 2020
Divestitures
Alliance with Allianz, Compa\u00f1\u00eda de Seguros y Reaseguros, S.A.
On April 27, 2020, BBVA reached an agreement with Allianz, Compa\u00f1\u00eda de Seguros y Reaseguros, S.A. to create a bancassurance joint
venture in order to develop the non-life insurance business in Spain, excluding the health insurance line of the business.
On December 14, 2020, once the required authorizations had been obtained, BBVA completed the operation and announced the
transfer to Allianz, Compa\u00f1\u00eda de Seguros y Reaseguros, S.A. of half plus one share of the company BBVA Allianz Seguros y
Reaseguros, S.A., for which it received \u20ac274 million, without taking into account a variable part of the price (up to \u20ac100 million
depending on certain objectives and planned milestones). This operation resulted in a profit net of taxes of \u20ac304 million and a positive
impact on the fully loaded CET1 of the BBVA Group of 7 basis points, recorded in the Consolidated Financial Statements for the year
ended December 31, 2020.
Shareholder remuneration system
European Central Bank (ECB) recommendations for 2020
In accordance with recommendation ECB/2020/19 issued by the ECB on March 27, 2020 on dividend distributions during the
COVID-19 pandemic, the Board of Directors of BBVA resolved to modify for the financial year corresponding to 2020 the dividend
policy of the Group, announced on February 1, 2017 by means of Relevant Information number 247679, determining as the policy for
2020 not to pay any dividend amount corresponding to 2020 until the uncertainties caused by COVID-19 disappear and, in any case,
not before the end of such fiscal year. On July 27, 2020, the ECB prolonged this recommendation until January 1, 2021 by adopting
recommendation ECB/2020/35.
On December 15, 2020 the ECB issued recommendation ECB/2020/62, repealing recommendation ECB/2020/35 and
recommending that significant credit institutions exercise extreme prudence when deciding on or paying out dividends or performing
share buy-backs aimed at remunerating shareholders.
Shareholder remuneration during financial year 2021
Cash distributions
BBVA notified on January 29, 2021, by means of an Inside Information filing with the CNMV (hereinafter, \u201cInside Information\u201d), that it
intended to resume its shareholder remuneration policy announced on February 1, 2017, by means of Relevant Information number
247679 in 2021, contingent upon the repealing of recommendation ECB/2020/62 and the absence of further restrictions or
limitations.
The Annual General Shareholders' Meeting held on April 20, 2021 approved, in the third item of its agenda, a cash distribution from
the share premium account of BBVA of \u20ac0.059 gross for each of the Bank's outstanding shares which are entitled to participate in the
aforementioned distribution, all this in compliance with recommendation ECB/2020/62 on dividend payments during the COVID-19
pandemic, which was paid on April 29, 2021. The total amount was \u20ac393 million and was recognized under the heading \u201cTotal Equity
\u2013 Shareholder's Funds \u2013 Share Premium\u201d of the consolidated balance sheet as of December 31, 2021 (see Note 27).
On July 23, 2021, the ECB published the approval of recommendation ECB/2021/31 repealing recommendation ECB/2020/62 from
September 30, 2021, whereby the ECB indicated that it would assess capital, dividend distribution and share buyback plans of each
financial institution in the context of its ordinary supervisory process, eliminating the remaining restrictions on dividend and share
buyback related matters established in recommendation ECB/2020/62.
In line with the above, BBVA communicated by means of an Inside Information on September 30, 2021 that the Board of Directors of
BBVA had approved the payment of a cash interim dividend of \u20ac0.08 gross (\u20ac0.0648 net of withholding tax) per each outstanding
BBVA share on account of the 2021 dividend. The total amount paid to shareholders on October 12, 2021, after deducting treasury
shares held by the Group's companies, amounted to \u20ac532 million and is recognized under the heading \"Shareholder\u2019s funds - Total
equity- Interim dividends\" of the consolidated balance sheet as of December 31, 2021.
Amendment of Shareholder Remuneration Policy
BBVA's Board of Directors announced, on November 18, 2021, the amendment of the Group's shareholder remuneration policy
(announced on February 1, 2017 by means of Relevant Information number 247679), establishing as a policy to distribute annually
between 40% and 50% of the consolidated ordinary profit for each year (excluding amounts and items of an extraordinary nature
included in the consolidated income statement), compared to the previous policy that established a distribution between 35% and
40%.
This policy is implemented through the distribution of an interim dividend for the year (which is expected to be paid in October of each
year) and a final dividend or final distribution (which is expected to be paid at the end of the year and once the application of the result
is approved, foreseeably in April of each year), with the possibility of combining cash distributions with share buybacks (the execution
of the share buyback program scheme described below is considered as extraordinary shareholder remuneration and is therefore not
included in the scope of the policy), all subject to the corresponding authorizations and approvals applicable at any given time.
Shareholder remuneration during financial year 2022
Cash distributions
During the 2022 financial year, the Annual General Shareholders' Meeting and the Board of Directors approved the payment of the
following cash amounts:
\u2013The Annual General Meeting of BBVA held on March 18, 2022, approved, under item 2 of the Agenda, a cash distribution
from the voluntary reserves account as additional shareholder remuneration for the 2021 fiscal year, for an amount equal to
\u20ac0.23 (\u20ac0.1863 net of withholding tax) per outstanding BBVA share entitled to participate in this distribution, which was
paid on April 8, 2022. The total amount paid, after deducting treasury shares held by the Group's companies, amounted to
\u20ac1,463 million.
\u2013The Board of Directors communicated by means of an Inside Information on September 29, 2022 that the Board of
Directors of BBVA approved the payment of a cash interim dividend of \u20ac0.12 (\u20ac0.0972 net of withholding tax) per
outstanding BBVA share against 2022 results. The total amount paid to shareholders on October 11, 2022, after deducting
treasury shares held by the Group's companies, amounted to \u20ac722 million and is recognized under the heading \u201cTotal
Equity- Interim Dividends\u201d of the consolidated balance sheet as of December 31, 2022.
The forecasted financial statement, drawn up in compliance with the applicable legal requirements, which evidenced the existence of
sufficient liquidity to distribute the abovementioned amount approved by the Board of Directors of BBVA on September 28, 2022 was
the following:
Available amount for interim dividend payments (Millions of Euros)
August 31, 2022
Profit of BBVA, S.A., after the provision for income tax
2,828
Maximum amount distributable
2,828
Amount of proposed interim dividend
724
BBVA cash balance available to the date
46,768
Other shareholder remuneration
On February 1, 2023, it was announced that a cash distribution for the amount of \u20ac0.31 gross per share in April as a final dividend for
the year 2022 and the execution of a share buyback program of BBVA for an amount of \u20ac422 million were planned to propose to the
corresponding corporate bodies for consideration, subject to obtaining the corresponding regulatory authorizations and the
communication of the specific terms and conditions of the program before the inception of its execution.
Share buyback program
On October 26, 2021, BBVA obtained the pertinent authorization from the ECB to buy back up to 10% of its share capital for a
maximum of \u20ac3,500 million, in one or several tranches and over the course of a 12-month period (the \u201cAuthorization\u201d).
Upon receiving the Authorization and making use of the delegation conferred by the BBVA Annual General Meeting held on March 16,
2018, at its meeting of October 28, 2021, BBVA Board of Directors resolved to carry out a share buyback program scheme in
compliance with Regulation (EU) no. 596/2014 of the European Parliament and the Council of April 16, 2014 on market abuse and
Delegate Regulation (EU) no. 2016/1052 of the Commission, of March 8, 2016, executed in various tranches up to a maximum of
\u20ac3,500 million, with the aim of reducing BBVA's share capital (the \u201cProgram Scheme\u201d), notwithstanding the possibility of terminating
or cancelling the Program Scheme at an earlier date where advisable due to the concurrence of a series of specific circumstances, as
well as to carry out a first share buyback program within the scope of the Program Scheme (the \"First Tranche\") for the purpose of
reducing BBVA's share capital, which was notified by means of Inside Information on October 29, 2021.
On November 19, 2021, BBVA notified by means of Inside Information that the First Tranche would be executed externally, starting on
November 22, 2021, through J.P. Morgan AG as lead manager, for a maximum amount of \u20ac1,500 million, for the purchase of a
maximum of 637,770,016 shares representing, approximately, 9.6% of BBVA's share capital. By means of Other Relevant Information
filing dated March 3, 2022, BBVA announced the completion of the execution of the First Tranche upon reaching the maximum
monetary amount of \u20ac1,500 million, having acquired 281,218,710 own shares representing, approximately, 4.22% of BBVA's share
capital as of that date. On June 15, 2022, BBVA notified the partial execution of the share capital reduction resolution adopted by the
Annual General Shareholders\u2019 Meeting of BBVA held on 18 March 2022, through the reduction of BBVA\u2019s share capital in a nominal
amount of \u20ac137,797,167.90 and the consequent redemption, charged to unrestricted reserves, of 281,218,710 own shares of \u20ac0.49
par value each acquired derivatively by the Bank in execution of the First Tranche and which were held in treasury shares (see Notes
26, 27 and 29).
On February 3, 2022, BBVA notified by means of Inside Information that its Board of Directors had agreed, within the scope of the
Program Scheme, to carry out a second buyback program for the repurchase of own shares (the \u201cSecond Tranche\u201d) aimed at
reducing BBVA\u2019s share capital, for a maximum amount of \u20ac2,000 million and a maximum number of shares to be acquired equal to
the result of subtracting from 637,770,016 own shares (9.6% of BBVA\u2019s share capital at that date) the number of own shares finally
acquired in execution of the First Tranche.
As a continuation of the previous communication, on March 16, 2022 BBVA informed by means of Inside Information that it had
agreed to execute the Second Tranche: i) through the execution of a first segment for an amount of up to \u20ac1,000 million, and with a
maximum number of shares to be acquired of 356,551,306 shares (the \"First Segment\"), externally through Goldman Sachs
International as lead manager, who would execute the purchase transactions through the broker Kepler Cheuvreux, S.A.; and (ii) once
execution of the First Segment had been completed, through the execution of a second segment that would complete the Framework
Program (the \"Second Segment\").
By means of Other Relevant Information dated May 16, 2022, BBVA announced the completion of the execution of the First Segment
upon reaching the maximum monetary amount of \u20ac1,000 million, having acquired 206,554,498 shares representing, approximately,
3.1% of BBVA's share capital as of said date.
On June 28, 2022, BBVA communicated through Inside Information the agreement to complete the Program Scheme by executing
the Second Segment, for a maximum amount of \u20ac1,000 million and a maximum number of own shares to be acquired of
149,996,808. The execution of the Second Segment took place through Citigroup Global Markets Europe AG as lead manager, as
BBVA informed through Inside Information on June 29, 2022. By means of Other Relevant Information dated August 19, 2022, BBVA
announced the completion of the execution of the Second Segment upon reaching the maximum number of shares (149,996,808)
representing, approximately, 2.3% of BBVA's share capital as of said date (which amounted to approximately \u20ac660 million). On
September 30, 2022, BBVA notified through Other Relevant Information an additional partial execution of the share capital reduction
resolution adopted by the Annual General Shareholders\u2019 Meeting of BBVA held on March 18, 2022, through the reduction of BBVA\u2019s
share capital in a nominal amount of \u20ac174,710,139.94 and the consequent redemption, charged to unrestricted reserves, of
356,551,306 own shares of \u20ac0.49 par value each acquired derivatively by the Bank in execution of the First Segment and Second
Segment of the share buyback program scheme and which were held in treasury shares (see Notes 26, 27 and 29).
Proposal on allocation of earnings for 2022
Below is included a breakdown of the distribution of the Bank\u00b4s earnings for financial year 2022, which the Board of Directors will
submit to the Annual General Meeting for approval.
Allocation of earnings (Millions of Euros)
2022
Profit (loss) for the year
4,816
Distribution
Interim dividends
724
Final dividend
1,869
Reserves / Accumulated gains
2,223
Earnings per share
Basic and diluted earnings per share are calculated in accordance with the criteria established by IAS 33 \"Earnings per share\". For
more information see Glossary.
The calculation of earnings per share is as follows:
Basic and Diluted Earnings per Share
2022
2021
2020
Numerator for basic and diluted earnings per share (millions of euros)
Profit attributable to parent company
6,420
4,653
1,305
Adjustment: Additional Tier 1 securities (1)
(313)
(359)
(387)
Profit adjusted (millions of euros) (A)
6,107
4,293
917
Profit (loss) from continued operations (net of remuneration of Additional Tier 1 capital
instruments)
6,107
4,014
2,646
Profit (loss) from discontinued operations (net of non-controlling interest) (B) (See
Note 21)
\u2014
280
(1,729)
Denominator for basic earnings per share (number of shares outstanding)
Weighted average number of shares outstanding
6,424
6,668
6,668
Average treasury shares
(9)
(12)
(13)
Share buyback program (2)
(225)
(255)
\u2014
Adjusted number of shares - Basic earnings per share (C)
6,189
6,401
6,655
Adjusted number of shares - diluted earnings per share (D)
6,189
6,401
6,655
Earnings (losses) per share
0.99
0.67
0.14
Basic earnings (losses) per share from continuing operations (Euros per share) A-B/C
0.99
0.63
0.40
Diluted earnings (losses) per share from continuing operations (Euros per share) A-B/D
0.99
0.63
0.40
Basic earnings (losses) per share from discontinued operations (Euros per share) B/C
\u2014
0.04
(0.26)
Diluted earnings (losses) per share from discontinued operations (Euros per share) B/D
\u2014
0.04
(0.26)
\u2013Spain includes mainly the banking, insurance and asset management business that the Group carries out in Spain, including
the proportional share of results of the new company that emerged from the bancassurance agreement reached with
Allianz at the end of 2020 (see Note 3).
\u2013Mexico includes the banking, insurance and asset management business in this country as well as the activity that BBVA
Mexico carries out through its agency in Houston.
\u2013Turkey reports the activity of the Garanti BBVA group that is mainly carried out in this country and, to a lesser extent, in
Romania and the Netherlands.
\u2013South America includes the banking, finance, insurance and asset management business carried out mainly in Argentina,
Chile, Colombia, Peru, Uruguay and Venezuela.
\u2013Rest of Business mainly includes the wholesale activity carried out in Europe (excluding Spain), the United States and
(through BBVA branches located therein) Asia.
The Corporate Center performs centralized Group functions, including: the costs of the head offices with a corporate function,
management of structural exchange rate positions; portfolios whose management is not linked to customer relationships, such as
financial and industrial holdings; stakes in Funds & Investment Vehicles in tech companies; certain tax assets and liabilities; funds for
employee commitments; goodwill and other intangible assets, as well as the financing of such portfolios and assets. Additionally, the
results obtained by the Group's businesses in the United States until the sale to PNC on June 1, 2021 (see Note 21), are presented in a
single line under the heading \"Profit (loss) after tax from discontinued operations\" in the condensed consolidated income statement
of the Corporate Center.
Finally, the costs related to the Banco Bilbao Vizcaya Argentaria, S.A. collective layoff procedure and closing of the offices carried out
in Spain in 2021, recorded in the lines \"Provisions\", \"Provisions or reversal of provisions\", \"Impairment or reversal of impairment on
non-financial assets\" and \"Gains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as
discontinued operations\", respectively (see Notes 24, 46, 49 and 50).
The breakdown of the BBVA Group\u2019s total assets by operating segments as of December 31, 2022, 2021 and 2020 is as follows:
Total Group assets by operating segments (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
2020 \u207d\u00b9\u207e
Spain
427,193
413,430
408,022
Mexico
143,405
118,106
110,236
Turkey
66,043
56,245
59,585
South America
62,067
56,124
55,436
Rest of Business
49,952
40,328
35,194
Subtotal assets by operating segments
748,660
684,233
668,474
Corporate Center and adjustments (2)
(35,520)
(21,348)
65,323
Total assets BBVA Group
713,140
662,885
733,797
(1) In the first quarter of 2022 the Group changed the allocation criteria for certain expenses related to global technology projects between the Corporate Center and the business
areas. Also in the first quarter of 2022, an equity team from the Global Markets unit was transferred from Spain to New York, with the corresponding transfer of the costs
associated with this reallocation from Spain to Rest of Business. Therefore, to ensure that year-on-year comparisons are homogeneous, the figures corresponding to the financial
years 2021 and 2020 have been revised, which has not affected the consolidated financial information of the Group.
(2) The balance of 2020 corresponds mainly to the Group companies included within the scope of the USA Sale to PNC.
The following table sets forth certain summarized information relating to results of each operating segment and Corporate Center for
the years ended December 31, 2022, 2021 and 2020:
Main margins and profit by operating segments (Millions of euros)
Operating Segments
BBVA
Group
Spain
Mexico
Turkey
South
America
Rest of
Business
Corporate
Center and
adjustments (1)
2022
Net interest income
19,153
3,784
8,378
2,631
4,137
332
(109)
Gross income
24,890
6,145
10,839
3,185
4,261
790
(329)
Operating profit (loss) before tax
10,356
2,625
5,690
1,644
1,429
277
(1,309)
Net attributable profit (loss) (2)
6,420
1,678
4,182
509
734
240
(922)
2021 \u207d\u00b3\u207e
Net interest income
14,686
3,501
5,836
2,370
2,859
283
(163)
Gross income
21,066
5,890
7,603
3,422
3,162
776
212
Operating profit (loss) before tax
7,247
2,075
3,505
1,952
940
346
(1,571)
Profit (loss) after tax from
discontinued operations
280
\u2014
\u2014
\u2014
\u2014
\u2014
280
Net attributable profit (loss) (2)
4,653
1,548
2,551
739
476
276
(938)
2020 \u207d\u00b3\u207e
Net interest income
14,592
3,562
5,415
2,783
2,701
295
(164)
Gross income
20,166
5,568
7,025
3,573
3,225
838
(63)
Operating profit (loss) before tax
5,248
816
2,457
1,521
876
278
(702)
Profit (loss) after tax from
discontinued operations
(1,729)
\u2014
\u2014
\u2014
\u2014
\u2014
(1,729)
Net attributable profit (loss) (2)
1,305
647
1,749
563
432
221
(2,307)
(1) Adjustments include: (I) the impact of the purchase of offices in Spain in 2022 in the transaction with Merlin Properties (see Note 17); (II) the costs associated with the
collective layoff procedure and the closing of offices in 2021 (see Note 24); and (III) the capital gain from the bancassurance transaction with Allianz in 2020 (see Note 3).
(2) See Note 55.2.
(3) In the first quarter of 2022 the Group changed the allocation criteria for certain expenses related to global technology projects between the Corporate Center and the business
areas. Also in the first quarter of 2022, an equity team from the Global Markets unit was transferred from Spain to New York, with the corresponding transfer of the costs
associated with this reallocation from Spain to Rest of Business. Therefore, to ensure that year-on-year comparisons are homogeneous, the figures corresponding to the financial
years 2021 and 2020 have been revised, which has not affected the consolidated financial information of the Group.
The accompanying Consolidated Management Report presents the consolidated income statements and the consolidated balance
sheets by operating segments.
Risk managementRisk factors
The BBVA Group has processes in place for identifying risks and analyzing scenarios in order to enable the Group to manage risks in a
dynamic and proactive way.
The risk identification processes are forward looking to seek the identification of emerging risks and take into account the concerns of
both the business areas, which are close to the reality of the different geographical areas, and the corporate areas and senior
management.
Risks are identified and measured consistently using the methodologies deemed appropriate in each case. Their measurement
includes the design and application of scenario analyses and stress testing and considers the controls to which the risks are
subjected.
As part of this process, a forward projection of the Risk Appetite Framework (hereinafter \"RAF\") variables in stress scenarios is
conducted in order to identify possible deviations from the established thresholds. If any such deviations are detected, appropriate
measures are taken to keep the variables within the target risk profile.
In this context, there are a number of emerging risks that could affect the evolution of the Group\u2019s business, including the below:
Macroeconomic and geopolitical risksRisks relating to the political, economic and social conditions in Turkeyisks associated with pandemics such as the COVID-19Regulatory and reputational risks
Financial institutions are exposed to a complex and ever-changing regulatory environment defined by governments and regulators.
Regulatory activity in recent years has affected multiple areas, including changes in accounting standards; strict regulation of capital,
liquidity and remuneration; bank charges (such as the new tax for banks recently approved in Spain, see Note 19.6) and taxes on
financial transactions; regulations affecting mortgages, banking products and consumers and users; recovery and resolution
measures; stress tests; prevention of money laundering and terrorist financing; market abuse; conduct in the financial markets; anti-
corruption; and requirements as to the periodic publication of information. Governments, regulatory authorities and other institutions
continually make proposals to strengthen the resistance of financial institutions to future crises. Further, there is an increasing focus
on the climate-related financial risk management capabilities of banks. Any change in the Group\u2019s business that is necessary to
comply with any particular regulations at any given time, especially in Spain, Mexico or Turkey, could lead to a considerable loss of
income, limit the Group\u2019s ability to identify business opportunities, affect the valuation of its assets, force the Group to increase its
prices and, therefore, reduce the demand for its products, impose additional costs on the Group or otherwise adversely affect its
business, financial condition and results of operations.
The financial sector is under ever closer scrutiny by regulators, governments and society itself. In the course of activities, situations
which might cause relevant reputational damage to the Group could arise and might affect the regular course of business.
Business, operational and legal risks
New technologies and forms of customer relationships: Developments in the digital world and in information technologies pose
significant challenges for financial institutions, entailing threats (new competitors, disintermediation, etc.) but also opportunities (new
framework of relations with customers, greater ability to adapt to their needs, new products and distribution channels, etc.). Digital
transformation is a priority for the Group as it aims to lead digital banking of the future as one of its objectives.
Technological risks and security breaches: The Group is exposed to new threats such as cyber-attacks, theft of internal and customer
databases, fraud in payment systems, etc. that require major investments in security from both the technological and human point of
view. The Group gives great importance to the active operational and technological risk management and control. Any attack, failure
or deficiency in the Group\u2019s systems could, among other things, lead to the misappropriation of funds of the Group\u2019s clients or the
Group itself and the unauthorized disclosure, destruction or use of confidential information, as well as prevent the normal operation of
the Group and impair its ability to provide services and carry out its internal management. In addition, any attack, failure or deficiency
could result in the loss of customers and business opportunities, damage to computers and systems, violation of regulations
regarding data protection and/or other regulations, exposure to litigation, fines, sanctions or interventions, loss of confidence in the
Group\u2019 s security measures, damage to its reputation, reimbursements and compensation, and additional regulatory compliance
expenses and could have a significant adverse impact on the Group\u2019 s business, financial condition and results of operations.
Regarding legal risks, the financial sector faces an environment of increasing regulatory and litigious pressure, and thus, the various
Group entities are frequently party to individual or collective judicial proceedings (including class actions) resulting from their activity
and operations, as well as arbitration proceedings. The Group is also party to government procedures and investigations, such as
those carried out by the antitrust authorities in certain countries which, among other things, have in the past and could in the future
result in sanctions, as well as lead to claims by customers and others. In addition, the regulatory framework in the jurisdictions in
which the Group operates is evolving towards a supervisory approach more focused on the opening of sanctioning proceedings while
some regulators are focusing their attention on consumer protection and behavioral risk.
In Spain and in other jurisdictions where the Group operates, legal and regulatory actions and proceedings against financial
institutions, prompted in part by certain judgments in favor of consumers handed down by national and supranational courts (with
regards to matters such as credit cards and mortgage loans), have increased significantly in recent years and this trend could
continue in the future. The legal and regulatory actions and proceedings faced by other financial institutions in relation to these and
other matters, especially if such actions or proceedings result in favorable resolutions for the consumer, could also adversely affect
the Group.
All of the above may result in a significant increase in operating and compliance costs or even a reduction of revenues, and it is
possible that an adverse outcome in any proceedings (depending on the amount thereof, the penalties imposed or the procedural or
management costs for the Group) could damage the Group's reputation, generate a knock-on effect or otherwise adversely affect the
Group.
It is difficult to predict the outcome of legal and regulatory actions and proceedings, both those to which the Group is currently
exposed and those that may arise in the future, including actions and proceedings relating to former Group subsidiaries or in respect
of which the Group may have indemnification obligations. Any of such outcomes could be significantly adverse to the Group. In
addition, a decision in any matter, whether against the Group or against another credit entity facing similar claims as those faced by
the Group, could give rise to other claims against the Group. In addition, these actions and proceedings attract resources from the
Group and may occupy a great deal of attention on part of the Group's management and employees.
As of December 31, 2022, the Group had \u20ac685 million in provisions for the proceedings it is facing (included in the line \"Provisions for
taxes and other legal contingencies\" in the consolidated balance sheet) (see Note 24), of which \u20ac524 million correspond to legal
contingencies and \u20ac161 million to tax related matters. However, the uncertainty arising from these proceedings (including those for
which no provisions have been made, either because it is not possible to estimate them or for other reasons) makes it impossible to
guarantee that the possible losses arising from these proceedings will not exceed, where applicable, the amounts that the Group
currently has provisioned and, therefore, could affect the Group's consolidated results in a given period.
As a result of the above, legal and regulatory actions and proceedings currently faced by the Group or to which it may become subject
in the future or otherwise affected by, individually or in the aggregate, if resolved in whole or in part adversely to the Group's interests,
could have a material adverse effect on the Group\u2019s business, financial condition and results of operations.
Spanish judicial authorities are investigating the activities of Centro Exclusivo de Negocios y Transacciones, S.L. (Cenyt). Such
investigation includes the provision of services by Cenyt to the Bank. On July 29, 2019, the Bank was named as an investigated party
(investigado) in a criminal judicial investigation (Preliminary Proceeding No. 96/2017 \u2013 Piece No. 9, Central Investigating Court No. 6
of the National High Court) for alleged facts which could be constitutive of bribery, revelation of secrets and corruption. On February
3, 2020, the Bank was notified by the Central Investigating Court No. 6 of the National High Court of the order lifting the secrecy of the
proceedings. Certain current and former officers and employees of the Group, as well as former directors have also been named as
investigated parties in connection with this investigation. The Bank has been and continues to be proactively collaborating with the
Spanish judicial authorities, including sharing with the courts information obtained in the internal investigation hired by the entity in
2019 to contribute to the clarification of the facts. As of the date of the preparation of the Consolidated Financial Statements, no
formal accusation against the Bank has been made.
This criminal judicial proceeding is at the pre-trial phase. Therefore, it is not possible at this time to predict the scope or duration of
such proceeding or any related proceeding or its or their possible outcomes or implications for the Group, including any fines,
damages or harm to the Group\u2019s reputation caused thereby.
Climate change risks
Climate change presents both short, medium and long-term risks to the Group and its customers, and these risks are expected to
increase over time. The Group's activities or those of its customers and/or counterparties could be negatively affected by, among
others, the following risks:
\u2013Transition Risks: Risks linked to the transition to a low-carbon economy as a response to climate change, and that come
from changes in legislation, the market, consumers, etc., to mitigate and address the requirements derived from climate
change. Transition risks include:
a.Legal and regulatory risks: Legislative or regulatory changes related to the way banks manage climate risk or that
otherwise affect banking practices or the disclosure of climate-related information may lead to increased costs
and compliance risks, operational and credit. Group customers and counterparties may also face similar
challenges.
b.Technological risks: Among others, those risks derived from the transition costs to low-emission technologies or
from non-adaptation to them, which could eventually reduce the credit capacity of the Group's customers.
c.Market risks: BBVA is exposed to risks of a considerable increase in the cost of financing for customers with
greater exposure to climate change risk, in such a way that their solvency or credit rating is affected. BBVA is also
exposed to risks derived from changes in demand, changes in supply or the cost of energy, among others.
d.Reputational risks: The perception of climate change as a risk by society, shareholders, customers, governments
and other interested parties continues to increase, encompassing the operations and strategy of the financial
sector. This may lead to increased scrutiny of activities, policies, objectives and the way in which aspects related
to climate change are disclosed. The Group's reputation may be damaged if its efforts to reduce environmental
and social risks are deemed insufficient.
\u2013Physical risks: Risks that come from climate change and can be caused by greater frequency and severity of extreme
weather events or long-term weather changes, and that can lead to physical damage to the assets of the Group or its
customers, the interruption of their operations, disruptions in the supply chain or increased expenses necessary to deal with
them, thus impacting the value of assets or the solvency of customers.
Any of these factors may have a material adverse effect on the Group\u2019s business, financial condition and results of operations.
Credit risk
Credit risk is the potential loss assumed by the Group as a result of the failure by the Group\u00b4s counterparties to meet their contractual
obligations.
The general principles governing credit risk management in the BBVA Group are:
\u2013Risks taken should comply with the general risk policy established by the Board of Directors of BBVA.
\u2013Risks taken should be in line with the level of equity and generation of recurring revenue of the BBVA Group prioritizing risk
diversification and avoiding relevant concentrations.
\u2013Risks taken should be identified, measured and assessed and there should be management and monitoring procedures, in
addition to sound mitigation and control mechanisms.
\u2013Risks should be managed in a prudent and integrated manner during their life cycle and their treatment should be based on
the type of risk. In addition, portfolios should be actively managed on the basis of a common metric (economic capital).
\u2013The main criterion when granting credit risks is the capability of the borrower or obligor to fulfill on a timely basis all financial
obligations with its business income or source of income without depending upon guarantors, bondsmen or pledged assets.
\u2013Improve the financial health of our clients, help them in their decision making and in the daily management of their finances
based on personalized advice.
\u2013Help our clients in the transition towards a sustainable future, with a focus on climate change and inclusive and sustainable
social development.
Credit risk management in the Group has an integrated structure for all its functions, allowing decisions to be taken objectively and
independently throughout the life cycle of the risk.
\u2013At Group level: frameworks for action and standard rules of conduct are defined for handling risk, specifically, the channels,
procedures, structure and supervision.
\u2013At the business area level: they are responsible for adapting the Group's criteria to the local realities of each geographical
area and for direct management of risk according to the decision-making channel:
a.Retail risks: in general, the decisions are formalized according to the scoring tools, within the general framework
for action of each business area, with regard to risks. The changes in weighting and variables of these tools must
be validated by the Global Risk Management (hereinafter \"GRM\") area.
b.Wholesale risks: in general, the decisions are formalized by each business area within its general framework for
action with regard to risks, which incorporates the delegation rule and the Group's corporate policies.
The risk function has a decision-making process supported by a structure of committees with a solid governance scheme, which
describes their purposes and functioning for a proper performance of their tasks.
Support measures
Since the beginning of the pandemic, the Group offered COVID-19 support measures to its customers in all the geographic areas
where it operates, consisting of both deferrals on existing loans and new public-guaranteed lending. Deferral support schemes have
expired in all geographical areas. Measures related to new government-guaranteed loans remained in force in Spain and Peru in 2022:
Spain:
\u2013The Official Credit Institute (ICO by its Spanish acronym) published several support programs aimed at the self-employed,
small and medium-sized enterprises (hereinafter \"SMEs\") and companies, through which a guarantee of between 60% and
80% was granted by the ICO (for a term of up to 5 years for new financing granted under RDL Mar/2020, RDL Nov/2020,
RDL 5/2021 and the Code of Good Practices).
\u2013In March 2022, the Council of Ministers agreed to modify the Code of Good Practices to lessen access conditions given the
difficulties of clients, which are facing sharp increases in costs due to their special exposure to tensions in the prices of
energy and other raw materials.
\u2013As an additional measure of the Code of Good Practices, the Council of Ministers approved the agreement to establish the
possibility of term extensions of ICO financing given to self-employed and companies, after June 30, 2022, after the expiry
of the Temporary Framework of state support approved by the European Commission.
In addition, on November 23, 2022, Royal Decree-Law 19/2022, of November 22, was published. It amends the Code of Good
Practices, establishes a new Code of Good Practices easing the interest rates hike on mortgage loans agreements related to primary
residences, and provides for other structural measures aiming to improve the loan market. BBVA has adhered to the new Code of
Good Practices with effect from January 1, 2023.
Peru:
\u2013There were public support programs such as Reactiva, Crecer or FAE aimed at companies and micro-enterprises with
government guaranteeing amounts ranging from 60% to 98%, depending on the program and the type of company.
\u2013Through a Decree published in May 2022, for loans granted under the Reactiva program, both the maturity and grace period
of such loans could be extended. The ability to benefit from this measure expires on June 30, 2023, following the extension
of the initial period that ended December 31, 2022.
New government-guaranteed financing was also granted in Turkey, Colombia and Argentina.
The outstanding balance of existing loans for which a payment deferral was granted (split by those existing at year-end and those that
were completed by year-end) under EBA standards and for which financing was granted with public guarantees given at a Group level,
as well as the number of customers of both measures, as of December 31, 2022 and 2021 are as follows:
Amount of payment deferral and financing with public guarantees of the Group (Millions of Euros)
Payment deferral
Financing with
public guarantees
Existing
Completed
Total
Number of
customers
Total
Number of
customers
Total
payment
deferral
and guarantees
(%) credit
investment
December 2022
\u2014
18,103
18,103
1,791,756
13,955
248,009
32,059
8.2%
December 2021
189
21,743
21,931
2,188,720
16,093
264,809
38,025
10.9%
The outstanding balance of existing loans for which a payment deferral was granted (split by those existing at year-end and those in
respect of which the deferral had been completed by year-end) under EBA standards and for which financing was granted with public
guarantees given at a Group level, broken down by segment, as of December 31, 2022 and 2021 are as follows:
Amount of payment deferral and financing with public guarantees by concept (Millions of Euros)
Payment deferral
Financing with
public guarantees
Existing
Completed
Total
2022
2021
2022
2021
2022
2021
2022
2021
Group
\u2014
189
18,103
21,743
18,103
21,931
13,955
16,093
Households
\u2014
107
12,974
14,904
12,974
15,011
1,302
1,376
Of which: Mortgages
\u2014
97
9,542
10,195
9,542
10,291
5
6
SMEs
\u2014
44
2,725
3,950
2,725
3,994
9,672
10,911
Non-financial corporations
\u2014
37
2,315
2,766
2,315
2,803
2,964
3,788
Other
\u2014
\u2014
90
122
90
122
18
18
In Spain, in the case of a doubtful transaction with an ICO guarantee, the Ministry of Economic Affairs and Digital Transformation
becomes the principal obligee of the guaranteed obligations from the time of communication to the ICO of the execution of the
guarantee. This also occurs in the event of early maturity of the debt, without prejudice to the fact that payments are made according
to the schedule initially agreed between the client and the entity. From that moment on, the original debt with the client will be
derecognized, simultaneously recognizing a credit right before the Ministry for the guaranteed amount.
Measurement of Expected Credit Loss
IFRS 9 requires determining the Expected Credit Loss (hereinafter \"ECL\") of a financial instrument in a way that reflects an unbiased
estimation removing any conservatism or optimism, including the time value of money and a forward-looking perspective (including
the economic forecast), all this based on the information that is available at a certain point in time and that is reasonable and bearable
with respect to future economic conditions.
Therefore, the recognition and measurement of ECL is highly complex and involves the use of significant analysis and estimation
including formulation and incorporation of forward-looking economic conditions into the ECL model.
The modeling of the ECL calculation is subject to a governance system that is common to the entire Group. Within this common
framework, each geographical area makes the necessary adaptations to capture its particularities. The methodology, assumptions
and observations used by each geographical area are reviewed annually, and after a validation and approval process, the outcome of
this review is incorporated into the ECL calculations.
Risk parameters by homogeneous groups
Expected losses can be estimated both individually and collectively. Regarding the collective estimate, the instruments are distributed
in homogeneous groups (segments) that share similar risk characteristics. Following the guidelines established by the Group for the
development of models under IFRS 9, each geographical area performs the grouping based on the information available, its
representativeness or relevance and compliance with the necessary statistical requirements.
Depending on the portfolio or the parameter being estimated, one risk driver or another will apply and different segments will reflect
differences in PDs and LGDs. Thus, in each segment, changes in the level of credit risk will respond to the impact of changing
conditions on the common range of credit risk drivers. The effect on the Group\u2019s credit risk in response to changes in forward-looking
information will be considered as well. Macroeconomic modeling for each segment is carried out using some of the shared risk
characteristics.
These segments share credit risk characteristics such that changes in credit risk in a part of the portfolio are not concealed by the
performance of other parts of the portfolio. In that sense, the methodology developed for ECL estimation indicates the risk drivers
that have to be taken into account for PD segmentation purposes, depending on whether the estimation is for retail or wholesale
portfolios.
As an example of the variables that can be taken into consideration to determine the final models, the following stand out:
\u2013PD \u2013 Retail: Contractual residual maturity, credit risk scoring, type of product, days past due, forbearance, time on books,
time to maturity, nationality of the debtor, sale channel, original term, indicator of credit card activity, percentage of initial
drawn balance in credit cards.
\u2013PD \u2013 Wholesale: Credit Risk Rating, type of product, watch-list level, forbearance (client), time to maturity, industry sector,
updated balance (y/n), written off, grace period.
\u2013LGD \u2013 Retail: credit Risk Scoring, segment, type of product, secured / unsecured, type of collateral, sales channel,
nationality, business area, debtor\u2019s commercial segment, forbearance (account) EAD (this risk driver could be correlated
with the time on books or the LTV so, before including it, an assessment should be done in order to avoid a double counting
effect), time on default of the account (for defaulted exposures), geographical location.
\u2013LGD \u2013 Wholesale: credit Risk Rating, geographical location, segment, type of product, secured / Unsecured, type of
collateral, business area, forbearance (client), debtor\u2019s commercial segment time on default of the deal (for defaulted
exposures).
\u2013CCF \u2013 Wholesale/retail, percentage of initial drawn balance, debtor\u2019s commercial segment, days past due, forbearance,
credit limit activity, time on books.
In the BBVA Group, the expected losses calculated are based on the internal models developed for all the Group's portfolios, unless
clients are subject to individualized estimates.
Low Default Portfolios, which include portfolios with high credit quality such as exposures to other credit institutions, sovereign debt
or corporates and small client's portfolios with high exposures such as specialized lending or fixed income, are characterized by a low
number of defaults, so the Group's historical bases do not contain sufficiently representative information to build impairment models
based on them. However, there are external sources of information that, based on broader observations, are capable of providing the
necessary inputs to develop models of expected losses. Therefore, based on the rating assigned to these exposures and taking into
account the inputs obtained from these sources, the calculations of expected losses are developed internally, including their
projection based on the macroeconomic perspectives.
Individual estimation of Expected Credit Losses
The Group periodically and individually reviews the situation and credit rating of its customers, regardless of their classification,
taking into consideration the information deemed necessary to do so. It also has procedures in place within the risk management
framework to identify the factors that may lead to increased risk and, consequently, to a greater need for provisions.
The monitoring model established by the Group consists of continuously monitoring the risks to which it is exposed, which guarantees
their proper classification in the different categories of IFRS 9. The original analysis of the exposures is reviewed through the
procedures for updating the rating tools (rating and scoring), which periodically review the financial situation of clients, influencing the
classification by stages of exposures.
Within this credit risk management framework, the Group has procedures that seek to guarantee the review, at least annually, of all its
wholesale counterparties through the so-called financial programs, which include the current and proposed positioning of the Group
with the customer in terms of credit risk. This review is based on a detailed analysis of the client's up-to-date financial situation, which
is complemented by other information available in relation to individual perspectives on business performance, industry trends,
macroeconomic prospects or other public data. As a result of this analysis, the preliminary rating of the client is obtained, which, after
undergoing the internal procedure, can be revised down if deemed appropriate (for example, general economic environment or
evolution of the sector). These factors in addition to the information that the client can provide are used to review the ratings even
before the scheduled financial plan reviews are conducted if circumstances so warrant.
Additionally, the Group has established procedures to identify wholesale customers in the internal Watch List category, which is
defined as that risk in which, derived from an individualized credit analysis, an increase in credit risk is observed, either due to
economic or financial difficulties or because they have suffered, or are expected to suffer, adverse situations in their environment,
without meeting the criteria for classification as impaired risk. Under this procedure, all a customer's Watch List exposures are
considered stage 2 regardless of when they originated, if as a result of the analysis the customer is considered to have significantly
increased risk.
Finally, the Group has Workout Committees, both local and corporate, which analyze not only the situation and evolution of significant
clients in Watch List and impaired situations, but also those significant clients in which, although not on Watch List, may present some
stage 2 rated exposure for a quantitative reason (PD comparison from origination). This analysis is carried out in order to decide if,
derived from this situation, all the client's exposures should be considered in the Watch List category, which would imply the
migration of all the client's operations to stage 2 regardless of the date on which they originated.
With this, the Group ensures an individualized review of the credit quality of its wholesale counterparties, identifying the situations in
which a change in the risk profile of these clients may have occurred and proceeding, where appropriate, to estimate individualized
credit losses. Along with this review, the Group individually estimates the expected losses of those clients whose total exposure
exceeds certain thresholds, including those that part of their operations may be classified in stage 1 and part in stage 2. In setting
thresholds, each geographical area determines the minimum amount of a client's exposure whose expected losses must be estimated
individually taking into account the following:
\u2013For clients with exposures in stage 3. The analysis of clients with total risk above this threshold implies analyzing at least
40% of the total risk of the wholesale portfolio in stage 3. Although the calibration of the threshold is done on the wholesale
portfolio, clients of other portfolios must be analyzed if they exceed the threshold, staying in stage 3.
\u2013For all other situations. The analysis of clients with total risk above this threshold implies analyzing at least 20% of the total
risk of the Watch List wholesale portfolio. Although the threshold calibration is carried out on the exposure classified as
Watch List, wholesale clients or clients belonging to other portfolios that have exposures classified in stage 2 and whose
total exposure exceeds the mentioned threshold must be analyzed individually, considering both the exposures classified in
stage 1 as in stage 2.
Regarding the methodology for the individual estimation of expected losses, it should be mentioned, firstly, that these are measured
as the difference between the asset\u2019s carrying amount and the estimated future cash flows discounted at the financial asset\u2019s
effective interest rate.
The estimated recoverable amount should correspond to the amount calculated under the following method:
\u2013The present value of estimated future cash flows discounted at the financial asset\u2019s original effective interest rate; and
\u2013The estimation of the recoverable amount of a collateralized exposure reflects the cash flows that may result from the
settlement of the collateral, as well as prospective information the analyst may implicitly include in the analysis.
The estimated future cash flows depend on the type of approach applied, which can be:
\u2013Going concern scenario: when the entity has updated and reliable information about the solvency and ability of payment of
the holders or guarantors. The operating cash flows of the debtor, or the guarantor, continue and can be used to repay the
financial debt to all creditors. In addition, collateral may be exercised to the extent it does not influence operating cash
flows. The following aspects should be taken into account:
a.Future operating cash flows should be based on the financial statements of the debtor.
b.When the projections made on these financial statements assume a growth rate, a constant or decreasing growth
rate must be used over a maximum growth period of 3 to 5 years, and subsequently constant cash flows.
c.The growth rate should be based on the analysis of the evolution of the debtor's financial statements or on a
sound and applicable business restructuring plan, taking into account the resulting changes in the structure of the
company (for example, due to divestments or the interruption of unprofitable lines of business).
d.(Re)-investments that are needed to preserve cash flows should be considered, as well as any foreseeable future
cash-flow changes (e.g. if a patent or a long-term loan expires).
e.When the recoverability of the exposure relies on the realization of the disposal of some assets by the debtor, the
selling price should reflect the estimated future cash flows that may result from the sale of the assets less the
estimated costs associated with the disposal.
\u2013Gone concern scenario: when the entity does not have updated and reliable information, it should consider that the
estimation of loan receivable flows is highly uncertain. Estimation should be carried out through the estimation of
recoverable amounts from the effective real guarantees received. It will not be admissible as effective guarantees, those
whose effectiveness depends substantially on the creditworthiness of the debtor or economic group in which it takes part.
Under a gone concern scenario, the collateral is exercised and the operating cash flows of the debtor cease. This could be
the case if:
a.The exposure has been past due for a long period. There is a rebuttable presumption that the allowance should be
estimated under a gone concern criterion when arrears are greater than 18 months.
b.Future operating cash flows of the debtor are estimated to be low or negative.
c.Exposure is significantly collateralized, and this collateral is central to cash-flow generation.
d.There is a significant degree of uncertainty surrounding the estimation of the future cash flows. This would be the
case if the earnings before interest, taxes, depreciation and amortization (EBITDA) of the two previous years had
been negative, or if the business plans of the previous years had been flawed (due to material discrepancies in the
backtesting).
e.Insufficient information is available to perform a going concern analysis.
Significant increase in credit risk
As indicated in Note 2.2, the criteria for identifying the significant increase in risk are applied consistently throughout the Group,
distinguishing between quantitative reasons or by comparison of probabilities of default and qualitative reasons (more than 30 days
of default, watch list consideration or non-impaired refinancing).
To manage credit risk, the Group uses all relevant information that is available and that may affect the credit quality of the exposures.
This information may come mainly from the internal processes of admission, analysis and monitoring of operations, from the strategy
defined by the Group regarding the price of operations or distribution by geographies, products or sectors of activity, from the
observance of the macroeconomic environment, from market data such as interest rate curves, or prices of the different financial
instruments, or from external sources of credit rating.
This set of information is the basis for determining the rating and scoring (see Note 7.2.4 for more information on rating and scoring
systems) corresponding to each of the exposures and which are assigned a probability of default (PD) that, as already mentioned, is
subject to an annual review process that assesses its representativeness (backtesting) and is updated with new observations.
Furthermore, the projection of these PDs over time has been modeled based on macroeconomic expectations, which allows obtaining
the probabilities of default throughout the life of the operations.
Based on this common methodology, and in accordance with the provisions of IFRS 9 and the EBA guidelines on credit risk
management practices, each geographical area has established absolute and relative thresholds for identifying whether the expected
changes in the probabilities of default have increased significantly compared to the initial moment, adapted to the particularities of
each one of them in terms of origination levels, product characteristics, distribution by sectors or portfolios, and macroeconomic
situation. To establish the aforementioned thresholds, a series of general principles are considered, such as:
\u2013Uniformity: Based on the rating and scoring systems that, in a homogeneous manner, are implemented in the Group's units.
\u2013Stability: The thresholds must be established to identify the significant increase in risk produced in exposures since their
initial recognition and not only to identify those situations in which it is already foreseeable that they will reach the level of
impairment. For this reason, it is to be expected that of the total exposures there will always be a representative group for
which said increased risk is identified.
\u2013Anticipation: The thresholds must consider the identification of the increased risk in advance with respect to the recognition
of the exposures as impaired or even before a real default occurs. The calibration of the thresholds should minimize the
cases in which the instruments are classified in stage 3 without having previously been recognized as stage 2.
\u2013Indicators or metrics: It is expected that the classification of the exposures in stage 2 will have sufficient permanence to be
able to develop an anticipatory management plan with respect to them before, where applicable, they end up migrating to
stage 3.
\u2013Symmetry: IFRS 9 provides for a symmetric treatment both to identify the significant increase in risk and to identify that it
has disappeared, so the thresholds also work to improve the credit classification of exposures. In this sense, it is expected
that the cases in which the exhibitions that improve from stage 3 are directly classified into stage 1 will be minimal.
\u2013The identification of the significant increase in risk from the comparison of the probabilities of default should be the main
reason why exposures in stage 2 are recognized.
Specifically, a contract will be transferred to stage 2 when the following two conditions are met by comparing the current PD values
and the origination PD values:
(Current PD) / (Origination PD) - 1*100 >Relative Threshold (%) and
Current PD \u2013 Origination PD > Absolute threshold (bps)
These absolute and relative thresholds are consistently established for each geographical area and for each portfolio, taking into
account their particularities and based on the principles described. The thresholds set by each geographical area are included within
the annual review process and, generally speaking, are in the range of 150% to 250% for the relative threshold and from 10 to 150
basis points for the absolute threshold. Specifically, in BBVA, S.A.'s wholesale portfolio the relative threshold is from 160% to 180%
and the absolute threshold ranges from 30 to 100 basis points; in the retail portfolio the relative threshold is between 150% and
200% while the absolute threshold ranges between 50 and 100 basis points. For BBVA Mexico, the relative threshold for the
wholesale portfolio is between 180% and 200% and the absolute threshold is between 30 basis points and 75 basis points. For the
majority of the retail portfolio, the relative threshold is in the range of 170% and 250% and the absolute threshold between 10 and 100
basis points.
The establishment of absolute and relative thresholds, as well as their different levels, comply with the provisions of IFRS 9 when it
indicates that a certain change, in absolute terms, in the risk of a default will be more significant for a financial instrument with a lower
initial risk of default compared to a financial instrument with higher initial risk of default.
For existing contracts before the implementation of IFRS 9, given the limitations in the information available on them, the thresholds
are calibrated based on the PDs obtained from the prudential or economic models for calculating capital.
Risk Parameters Adjusted by Macroeconomic Scenarios
Expected Credit Loss (ECL) must include forward looking information, in accordance with IFRS 9, which states that the
comprehensive credit risk information must incorporate not only historical information but also all relevant credit information, also
including forward-looking macroeconomic information. BBVA uses the typical credit risk parameters PD, LGD and EAD in order to
calculate the ECL for the credit portfolios.
BBVA methodological approach in order to incorporate the forward looking information aims to determine the relation between
macroeconomic variables and risk parameters following three main steps:
\u2013Step 1: Analysis and transformation of time series data.
\u2013Step 2: For each dependent variable find conditional forecasting models that are economically consistent.
\u2013Step 3: Select the best conditional forecasting model from the set of candidates defined in Step 2, based on their
forecasting capacity.
How economic scenarios are reflected in the calculation of ECL
The forward looking component is added to the calculation of the ECL through the introduction of macroeconomic scenarios as an
input. Inputs highly depend on the particular combination of region and portfolio, so inputs are adapted to available data regarding
each of them.
Based on economic theory and analysis, the main indicators most directly relevant for explaining and forecasting the selected risk
parameters (PD, LGD and EAD) are:
\u2013The net income of families, corporates or public administrations.
\u2013The outstanding payment amounts on the principal and interest on the financial instruments.
\u2013The value of the collateral assets pledged to the loan.
BBVA Group approximates these variables by using a proxy indicator from the set included in the macroeconomic scenarios provided
by the BBVA Research department.
Only a single specific indicator for each of the three categories can be used and only one of the following core macroeconomic
indicators should be chosen as first option:
\u2013The real GDP growth for the purpose of conditional forecasting can be seen as the only \u201cfactor\u201d required for capturing the
influence of all potentially relevant macro-financial scenarios on internal PDs and LGD.
\u2013The most representative short term interest rate (typically the policy rate or the most liquid sovereign yield or interbank
rate) or exchange rates expressed in real terms.
\u2013A comprehensive and representative index of the price of real estate properties expressed in real terms in the case of
mortgage loans and a representative and real term index of the price of the relevant commodity for corporate loan
portfolios concentrated in exporters or producers of such commodity.
Real GDP growth is given priority over any other indicator not only because it is the most comprehensive indicator of income and
economic activity but also because it is the central variable in the generation of macroeconomic scenarios.
Multiple scenario approach
IFRS 9 requires calculating an unbiased probability weighted measurement of ECL by evaluating a range of possible outcomes,
including forecasts of future economic conditions.
The BBVA Research teams within the BBVA Group produce forecasts of the macroeconomic variables under the baseline scenario,
which are used in the rest of the related processes of the Group, such as budgeting, ICAAP and risk appetite framework, stress
testing, etc.
Additionally, the BBVA Research teams produce alternative scenarios to the baseline scenario so as to meet the requirements under
the IFRS 9 standard.
Alternative macroeconomic scenarios
\u2013For each of the macro-financial variables, BBVA Research produces three scenarios.
\u2013BBVA Research tracks, analyzes and forecasts the economic environment to provide a consistent forward looking
assessment about the most likely scenario and risks that impact BBVA\u2019s footprint. To build economic scenarios, BBVA
Research combines official data, econometric techniques and expert judgment.
\u2013Each of these scenarios corresponds to the expected value of a different area of the probabilistic distribution of the possible
projections of the economic variables.
\u2013The non-linearity overlay is defined as the ratio between the probability-weighted ECL under the alternative scenarios and
the baseline scenario, where the scenario\u2019s probability depends on the distance of the alternative scenarios from the base
one.
\u2013BBVA Group establishes equally weighted scenarios, being the probability 34% for the baseline scenario, 33% for the
unfavorable alternative scenario and 33% for the favorable alternative scenario.
The approach in the BBVA Group consists on using the scenario that is the most likely scenario, which is the baseline scenario,
consistent with the rest of internal processes (ICAAP, Budgeting, etc.) and then applying an overlay adjustment that is calculated by
taking into account the weighted average of the ECL determined by each of the scenarios. This effect is calculated taking into account
the average weight of the expected loss determined for each scenario.
It is important to note that in general, it is expected that the effect of the overlay is to increase the ECL. It is possible to obtain an
overlay that does not have that effect, whenever the relationship between macro scenarios and losses is linear.
On the other hand, the BBVA Group also takes into account the range of possible scenarios when defining its significant increase in
credit risk. Thus, the PDs used in the quantitative process to identify the significant increase in credit risk will be those that result from
making a weighted average of the PDs calculated under the three scenarios.
Macroeconomic scenarios
The COVID-19 pandemic generated uncertainty over macroeconomic outlooks, having a direct impact on the credit risk of entities,
particularly, on the expected credit losses under IFRS 9. For this reason, practically all accounting and prudential authorities in a
coordinated manner issued recommendations or measures with respect to how situations caused by COVID-19 should be treated for
purposes of the expected loss estimation models under IFRS 9 in the year 2020. The BBVA Group considered these
recommendations in calculating expected credit risk losses under IFRS 9 based on the assumption that the economic situation
caused by the COVID-19 pandemic would be transitory and that it would be accompanied by a recovery, in light of the uncertainties
regarding its gravity and duration. Therefore, to calculate such losses, various scenarios were considered, recording the one that, in
the opinion of the Bank, best reflected the economic prospects and the set of recommendations from authorities.
In 2021, once the most critical phase of the pandemic was overcome, the forward-looking information incorporated in the calculation
of expected losses was in line with the macroeconomic perspectives published by BBVA Research, as was usual until the beginning of
the pandemic.
BBVA Research forecasts a maximum of five years for the macroeconomic variables. The following forecasts (favorable, base and
unfavorable scenarios) of the Gross Domestic Product (GDP) growth, unemployment rate and House Price Index (HPI), for the most
relevant countries where they represent a significant factor, carried out by BBVA Research, were used for the calculation of the ECL
as of December 31, 2022:
Positive scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.90 %
12.27 %
(2.96) %
2.97 %
3.28 %
0.84 %
7.59 %
10.00 %
2023
1.85 %
11.35 %
(0.61) %
1.45 %
3.04 %
4.23 %
6.61 %
8.85 %
2024
3.60 %
9.75 %
1.58 %
2.33 %
2.99 %
3.07 %
(0.70) %
10.76 %
2025
3.00 %
8.36 %
1.67 %
1.91 %
3.01 %
4.18 %
3.91 %
11.78 %
2026
2.95 %
7.02 %
2.20 %
1.78 %
3.01 %
3.26 %
3.90 %
11.81 %
2027
2.93 %
5.87 %
2.31 %
1.81 %
3.00 %
4.39 %
3.86 %
11.81 %
Base scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.61 %
12.78 %
(3.50) %
2.56 %
3.32 %
0.95 %
5.47 %
10.53 %
2023
1.20 %
12.83 %
(2.41) %
0.58 %
3.20 %
4.14 %
3.02 %
10.30 %
2024
3.37 %
11.38 %
0.55 %
2.05 %
3.17 %
2.90 %
(1.50) %
11.75 %
2025
2.98 %
9.95 %
1.30 %
1.84 %
3.15 %
4.19 %
3.78 %
12.15 %
2026
2.95 %
8.58 %
1.74 %
1.76 %
3.14 %
3.27 %
3.78 %
12.00 %
2027
2.93 %
7.18 %
1.86 %
1.79 %
3.13 %
4.37 %
3.74 %
12.00 %
Negative scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.33 %
13.26 %
(4.13) %
2.17 %
3.37 %
1.03 %
3.35 %
11.04 %
2023
0.58 %
14.26 %
(4.02) %
(0.28) %
3.38 %
3.97 %
(0.79) %
11.76 %
2024
3.15 %
12.95 %
(0.40) %
1.77 %
3.35 %
2.69 %
(2.49) %
12.82 %
2025
2.93 %
11.53 %
0.79 %
1.77 %
3.30 %
4.04 %
3.70 %
12.53 %
2026
2.91 %
10.14 %
0.99 %
1.72 %
3.27 %
3.24 %
3.70 %
12.19 %
2027
2.89 %
8.77 %
1.10 %
1.75 %
3.26 %
4.37 %
3.66 %
12.16 %
Base scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2021
5.23 %
14.93 %
(0.20) %
5.98 %
4.22 %
2.46 %
9.46 %
12.43 %
2022
5.49 %
13.98 %
2.91 %
3.19 %
4.05 %
5.30 %
1.98 %
12.80 %
2023
4.89 %
11.68 %
2.04 %
2.54 %
3.92 %
3.68 %
5.04 %
12.93 %
2024
2.59 %
10.08 %
1.50 %
2.09 %
3.83 %
3.07 %
3.49 %
13.03 %
2025
2.22 %
9.05 %
1.10 %
1.87 %
3.77 %
4.08 %
3.54 %
13.13 %
2026
2.19 %
8.15 %
0.74 %
1.82 %
3.71 %
3.93 %
3.53 %
13.23 %
Negative scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2021
4.95 %
15.41 %
(0.82) %
5.58 %
4.27 %
2.54 %
7.29 %
12.94 %
2022
4.88 %
15.41 %
1.31 %
2.33 %
4.23 %
5.13 %
(1.87) %
14.26 %
2023
4.68 %
13.25 %
1.09 %
2.26 %
4.10 %
3.48 %
4.09 %
13.99 %
2024
2.54 %
11.65 %
0.99 %
2.03 %
3.99 %
2.92 %
3.40 %
13.41 %
2025
2.18 %
10.62 %
0.35 %
1.82 %
3.90 %
4.05 %
3.47 %
13.31 %
2026
2.15 %
9.61 %
(0.01) %
1.78 %
3.84 %
3.93 %
3.46 %
13.40 %
Expected loss variation as of December 31, 2021
BBVA Group
Spain
Mexico
Turkey
GDP
Total
Portfolio
Retail
Companies
Fixed
income
Total
Portfolio
Companies
Retail
Total
Portfolio
Companies
Retail
Total
Portfolio
Companies
Retail
- 100 bps
237
165
46
3
92
19
58
72
3
65
17
6
11
+100 bps
(224)
(158)
(44)
(3)
(88)
(18)
(57)
(69)
(4)
(61)
(17)
(6)
(10)
Housing
price
- 100 bps
4
54
5
+100 bps
(4)
(53)
(5)
Maximum credit risk exposure (Millions of Euros)
Notes
December
2021
Stage 1
Stage 2
Stage 3
Financial assets held for trading
92,560
Equity instruments
10
15,963
Debt securities
10
25,790
Loans and advances
10
50,807
Non-trading financial assets mandatorily at fair value through profit or loss
6,086
Equity instruments
11
5,303
Debt securities
11
128
Loans and advances
11
655
Financial assets designated at fair value through profit or loss
12
1,092
Derivatives (trading and hedging)
43,687
Financial assets at fair value through other comprehensive income
60,495
Equity instruments
13
1,320
Debt securities
59,148
58,587
561
\u2014
Loans and advances to credit institutions
13
27
27
\u2014
\u2014
Financial assets at amortized cost
383,870
334,772
34,418
14,680
Debt securities
34,833
34,605
205
22
Loans and advances to central banks
5,687
5,687
\u2014
\u2014
Loans and advances to credit institutions
13,295
13,285
10
\u2014
Loans and advances to customers
330,055
281,195
34,203
14,657
Total financial assets risk
587,789
Total loan commitments and financial guarantees
165,941
152,914
12,070
957
Loan commitments given
33
119,618
112,494
6,953
171
Financial guarantees given
33
11,720
10,146
1,329
245
Other commitments given
33
34,604
30,274
3,789
541
Total maximum credit exposure
753,730
Maximum credit risk exposure (Millions of Euros)
Notes
December
2020
Stage 1
Stage 2
Stage 3
Financial assets held for trading
65,696
Equity instruments
10
11,458
Debt securities
10
23,970
Loans and advances
10
30,268
Non-trading financial assets mandatorily at fair value through profit or loss
5,198
Equity instruments
11
4,133
Debt securities
11
356
Loans and advances
11
709
Financial assets designated at fair value through profit or loss
12
1,117
Derivatives (trading and hedging)
46,302
Financial assets at fair value through other comprehensive income
69,537
Equity instruments
13
1,100
Debt securities
68,404
67,995
410
\u2014
Loans and advances to credit institutions
13
33
33
\u2014
\u2014
Financial assets at amortized cost
379,857
334,552
30,607
14,698
Debt securities
35,785
35,759
6
20
Loans and advances to central banks
6,229
6,229
\u2014
\u2014
Loans and advances to credit institutions
14,591
14,565
20
6
Loans and advances to customers
323,252
277,998
30,581
14,672
Total financial assets risk
567,705
Total loan commitments and financial guarantees
179,440
165,726
12,682
1,032
Loan commitments given
33
132,584
124,104
8,214
265
Financial guarantees given
33
10,665
9,208
1,168
290
Other commitments given
33
36,190
32,414
3,300
477
Total maximum credit exposure
747,145
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4) The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2022, the
remaining balance was \u20ac190 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
December 2021 (Millions of Euros)
Gross exposure
Accumulated allowances
Carrying amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Spain (1)
201,405
171,883
21,380
8,143
(5,277)
(722)
(923)
(3,631)
196,129
171,161
20,457
4,511
Mexico
57,847
51,665
4,261
1,921
(2,038)
(740)
(381)
(916)
55,809
50,925
3,880
1,005
Turkey (2)
33,472
26,497
4,134
2,841
(2,058)
(224)
(424)
(1,410)
31,414
26,273
3,711
1,431
South America (3)
36,335
30,166
4,425
1,744
(1,736)
(277)
(362)
(1,096)
34,599
29,889
4,062
648
Others
996
984
3
9
(8)
(1)
\u2014
(7)
988
983
3
2
Total (4)
330,055
281,195
34,203
14,657
(11,116)
(1,964)
(2,091)
(7,061)
318,939
279,231
32,112
7,596
Of which:
individual
(2,528)
(4)
(657)
(1,867)
Of which:
collective
(8,587)
(1,959)
(1,434)
(5,194)
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4)The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2021 the
remaining balance was \u20ac266 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
December 2020 (Millions of Euros)
Gross exposure
Accumulated allowances
Carrying amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Spain (1)
195,983
171,397
16,387
8,199
(5,679)
(753)
(849)
(4,077)
190,304
170,644
15,538
4,122
Mexico
52,211
46,373
4,071
1,767
(2,211)
(685)
(442)
(1,083)
50,000
45,688
3,628
684
Turkey (2)
39,633
30,832
5,806
2,995
(2,338)
(246)
(535)
(1,557)
37,295
30,586
5,272
1,438
South America (3)
34,499
28,484
4,312
1,703
(1,870)
(320)
(460)
(1,090)
32,629
28,165
3,852
612
Others
925
912
5
8
(7)
(1)
\u2014
(6)
918
911
4
2
Total (4)
323,252
277,998
30,581
14,672
(12,105)
(2,005)
(2,287)
(7,813)
311,147
275,993
28,294
6,860
Of which:
individual
(2,611)
(10)
(479)
(2,122)
Of which:
collective
(9,494)
(1,995)
(1,808)
(5,691)
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4) The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2020 the
remaining balance was \u20ac363 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
The breakdown by counterparty of the maximum credit risk exposure, the accumulated allowances recorded, as well as the carrying
amount by stages of loans and advances to customers as of December 31, 2022, 2021 and 2020 is shown below:
December 2022 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
20,922
20,582
302
38
(30)
(8)
(11)
(11)
20,892
20,574
291
27
Other financial corporations
12,802
12,548
238
17
(37)
(15)
(12)
(10)
12,765
12,533
226
6
Non-financial corporations
171,006
149,579
15,087
6,340
(5,495)
(675)
(991)
(3,829)
165,510
148,903
14,096
2,511
Households
164,530
139,491
17,941
7,098
(5,675)
(1,316)
(925)
(3,434)
158,855
138,175
17,017
3,663
Loans and advances to
customers
369,260
322,199
33,568
13,493
(11,237)
(2,014)
(1,938)
(7,284)
358,023
320,185
31,629
6,208
December 2021 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
19,719
19,287
369
62
(37)
(13)
(5)
(19)
19,682
19,274
364
43
Other financial corporations
9,826
9,672
131
24
(23)
(8)
(6)
(9)
9,804
9,664
125
15
Non-financial corporations
146,797
120,140
19,366
7,290
(5,804)
(759)
(1,306)
(3,738)
140,993
119,381
18,060
3,552
Households
153,714
132,096
14,336
7,281
(5,253)
(1,184)
(773)
(3,295)
148,461
130,912
13,563
3,986
Loans and advances to customers
330,055
281,195
34,203
14,657
(11,116)
(1,964)
(2,091)
(7,061)
318,939
279,231
32,112
7,596
December 2020 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
19,439
19,163
200
76
(48)
(14)
(9)
(25)
19,391
19,149
191
51
Other financial corporations
9,856
9,747
95
14
(39)
(25)
(6)
(7)
9,817
9,722
88
7
Non-financial corporations
142,547
119,891
15,179
7,477
(6,123)
(774)
(1,110)
(4,239)
136,424
119,117
14,069
3,238
Households
151,410
129,196
15,108
7,106
(5,895)
(1,192)
(1,161)
(3,542)
145,515
128,005
13,946
3,564
Loans and advances to customers
323,252
277,998
30,581
14,672
(12,105)
(2,005)
(2,287)
(7,813)
311,147
275,993
28,294
6,860
The breakdown by counterparty and product of loans and advances, net of loss allowances, as well as the gross carrying amount by
type of product, classified in different headings of the assets, as of December 31, 2022, 2021 and 2020 is shown below:
December 2022 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
6
\u2014
352
2,810
933
4,101
4,266
Credit card debt
\u2014
1
\u2014
3
2,029
16,865
18,898
19,985
Commercial debtors
1,021
24
370
24,510
85
26,011
26,254
Finance leases
\u2014
195
\u2014
13
8,040
322
8,571
8,857
Reverse repurchase loans
302
\u2014
5,251
102
\u2014
\u2014
5,655
5,674
Other term loans
3,802
19,438
4,009
7,995
126,949
139,925
302,118
311,553
Advances that are not loans
296
232
6,772
3,930
1,333
811
13,374
13,430
LOANS AND ADVANCES
4,401
20,892
16,057
12,765
165,670
158,943
378,728
390,019
By secured loans
Of which: mortgage loans
collateralized by immovable property
297
\u2014
337
23,970
95,056
119,659
122,719
Of which: other collateralized loans
498
5,382
5,073
548
6,635
2,209
20,345
20,675
By purpose of the loan
Of which: credit for consumption
51,344
51,344
54,718
Of which: lending for house purchase
95,249
95,249
96,716
By subordination
Of which: project finance loans
7,942
7,942
8,530
December 2020 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
7
\u2014
502
1,798
528
2,835
3,021
Credit card debt
\u2014
\u2014
\u2014
2
1,485
11,605
13,093
14,220
Commercial debtors
898
\u2014
317
14,262
67
15,544
15,796
Finance leases
\u2014
197
\u2014
6
7,125
322
7,650
8,013
Reverse repurchase loans
472
\u2014
1,914
\u2014
71
\u2014
2,457
2,463
Other term loans
5,690
18,111
3,972
5,799
111,141
132,603
277,317
287,467
Advances that are not loans
48
260
8,721
3,191
1,084
473
13,777
13,833
LOANS AND ADVANCES
6,209
19,475
14,608
9,817
136,966
145,598
332,672
344,813
By secured loans
Of which: mortgage loans
collateralized by immovable property
372
\u2014
209
22,091
94,147
116,819
120,194
Of which: other collateralized loans
472
952
\u2014
317
3,763
2,059
7,562
7,776
By purpose of the loan
Of which: credit for consumption
39,799
39,799
43,037
Of which: lending for house purchase
94,098
94,098
95,751
By subordination
Of which: project finance loans
10,721
10,721
11,032
Mitigation of credit risk, collateralized credit risk and other credit enhancements
In certain cases, maximum credit risk exposure is reduced by collateral, credit enhancements and other actions which mitigate the
Group\u2019s exposure. The BBVA Group applies a credit risk hedging and mitigation policy deriving from a banking approach focused on
relationship banking. The existence of guarantees could be a necessary but not sufficient instrument for accepting risks, as the
assumption of risks by the Group requires prior evaluation of the debtor\u2019s capacity for repayment, or that the debtor can generate
sufficient resources to allow the amortization of the risk incurred under the agreed terms.
The policy of accepting risks is therefore organized into three different levels in the BBVA Group:
\u2013Analysis of the financial risk of the transaction, based on the debtor\u2019s capacity for repayment or generation of funds.
\u2013The constitution of guarantees that are adequate, or at any rate generally accepted, for the risk assumed, in any of the
generally accepted forms: monetary, secured, personal or hedge guarantees; and finally
\u2013Assessment of the repayment risk (asset liquidity) of the guarantees received.
This is carried out through a prudent risk policy that consists of the analysis of the financial risk, based on the capacity for
reimbursement or generation of resources of the borrower, the analysis of the guarantee, assessing, among others, the efficiency, the
robustness and the risk, the adequacy of the guarantee with the operation and other aspects such as the location, currency,
concentration or the existence of limitations. Additionally, the necessary tasks for the constitution of guarantees must be carried out -
in any of the generally accepted forms (collaterals, personal guarantees and financial hedge instruments) - appropriate to the risk
assumed.
The procedures for the management and valuation of collateral are set out in the corporate general policies (retail and wholesale),
which establish the basic principles for credit risk management, including the management of collaterals assigned in transactions with
customers. The criteria for the systematic, standardized and effective treatment of collateral in credit transaction procedures in
BBVA Group\u2019s wholesale and retail banking are included in the Specific Collateral Rules.
The methods used to value the collateral are in line with the best market practices and imply the use of appraisal of real-estate
collateral, the market price in market securities, the trading price of shares in mutual funds, etc. All the collaterals received must be
correctly assigned and entered in the corresponding register. They must also have the approval of the Group\u2019s legal units.
The valuation of the collateral is taken into account in the calculation of the expected losses. The Group has developed internal
models to estimate the realization value of the collaterals received, the time that elapses until then, the costs for their acquisition,
maintenance and subsequent sale, from real observations based on its own experience. This modeling is part of the LGD estimation
processes that are applied to the different segments, and is included within the annual review and validation procedures.
The following is a description of the main types of collateral for each financial instrument class:
\u2013Debt instruments held for trading: The guarantees or credit enhancements obtained directly from the issuer or
counterparty are implicit in the clauses of the instrument (mainly guarantees of the issuer).
\u2013Derivatives and hedging derivatives: In derivatives, credit risk is minimized through contractual netting agreements, where
positive- and negative-value derivatives with the same counterparty are offset for their net balance. There may likewise be
other kinds of guarantees and collaterals, depending on counterparty solvency and the nature of the transaction (mainly
collaterals).
The summary of the offsetting effect (via netting and collateral) for derivatives and securities operations as of December 31,
2022 is presented in Note 7.4.2.
\u2013Other financial assets designated at fair value through profit or loss and financial assets at fair value through other
comprehensive income: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument (mainly personal guarantees).
As of December 31, 2022, 2021 and 2020, BBVA Group had no credit risk exposure of impaired financial assets at fair value
through other comprehensive income (see Note 7.2.2).
\u2013Financial assets at amortized cost:
a.Loans and advances to credit institutions: These usually have the counterparty\u2019s personal guarantee or pledged
securities in the case of repos.
b.Loans and advances to customers: Most of these loans and advances are backed by personal guarantees
extended by the customer. There may also be collateral to secure loans and advances to customers (such as
mortgages, cash collaterals, pledged securities and other collateral), or to obtain other credit enhancements
(bonds or insurances).
c.Debt securities: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument.
\u2013Financial guarantees, other contingent risks and drawable by third parties: these have the counterparty\u2019s personal
guarantee or other types of collaterals.
The disclosure of impaired loans and advances at amortized cost covered by collateral (see Note 7.2.6), by type of collateral, as of
December 31, 2022, 2021 and 2020, is the following:
Impaired loans and advances at amortized cost covered by collateral (Millions of Euros)
Maximum exposure
to credit risk
Of which secured by collateral
Residential
properties
Commercial
properties
Cash
Others
Financial
December 2022
13,493
2,537
849
3
52
984
December 2021
14,657
2,875
1,068
5
33
886
December 2020
14,678
2,717
789
18
52
575
The value of guarantees received as of December 31, 2022, 2021 and 2020, is the following:
Guarantees received (Millions of Euros)
2022
2021
2020
Value of collateral
125,963
117,362
116,900
Of which: guarantees normal risks under special monitoring
12,826
11,768
11,296
Of which: guarantees non-performing risks
3,440
3,981
3,577
Value of other guarantees
40,050
48,680
47,012
Of which: guarantees normal risks under special monitoring
4,963
7,404
4,045
Of which: guarantees non-performing risks
984
886
575
Total value of guarantees received
166,013
166,042
163,912
These different levels and their probability of default were calculated by using as a reference the rating scales and default rates
provided by the external agencies Standard & Poor\u2019s and Moody\u2019s. These calculations establish the levels of probability of default for
the BBVA Group\u2019s Master Rating Scale. Although this scale is common to the entire Group, the calibrations (mapping scores to PD
sections/Master Rating Scale levels) are carried out at tool level for each country in which the Group has tools available.
The table below outlines the distribution of the gross carrying amount of loans and advances to customers, in percentage terms, of
the BBVA Group, based on their probability of default within 12 months used in the calculation of the expected loss under IFRS 9, and
their stages, as of December 31, 2022, 2021 and 2020:
Probability of default (basis points)
2022
2021
2020
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
%
%
%
%
%
%
0 to 2
5.1
\u2014
5.8
\u2014
4.0
\u2014
2 to 5
18.9
0.3
15.7
0.1
10.2
0.1
5 to 11
16.3
0.5
15.2
0.2
7.7
0.1
11 to 39
18.2
0.8
18.7
0.6
26.8
0.5
39 to 194
20.3
2.3
19.1
2.5
24.0
2.3
194 to 1,061
10.5
3.0
12.2
3.8
15.1
3.4
1,061 to 2,121
1.2
0.9
1.9
1.5
1.5
1.2
> 2,121
0.6
1.1
0.8
1.9
0.6
2.5
Total
91.0
9.0
89.4
10.6
89.9
10.1
December 2021 (Millions of Euros)
Gross carrying
amount
Impaired\u00a0 loans
and advances
Accumulated
impairment
Impaired\u00a0 loans
and advances as
a % of the total
Central banks
5,687
\u2014
(6)
\u2014 %
General governments
19,719
62
(37)
0.3 %
Credit institutions
13,295
\u2014
(19)
\u2014 %
Other financial corporations
9,826
24
(23)
0.2 %
Non-financial corporations
146,797
7,290
(5,804)
5.0 %
Agriculture, forestry and fishing
4,077
125
(154)
3.1 %
Mining and quarrying
4,889
222
(130)
4.5 %
Manufacturing
35,058
1,003
(867)
2.9 %
Electricity, gas, steam and air conditioning supply
13,718
570
(489)
4.2 %
Water supply
782
22
(21)
2.9 %
Construction
8,336
894
(619)
10.7 %
Wholesale and retail trade
25,856
1,311
(1,104)
5.1 %
Transport and storage
10,310
879
(400)
8.5 %
Accommodation and food service activities
7,693
470
(405)
6.1 %
Information and communications
6,533
117
(56)
1.8 %
Financial and insurance activities
6,216
197
(181)
3.2 %
Real estate activities
9,438
719
(466)
7.6 %
Professional, scientific and technical activities
3,910
185
(152)
4.7 %
Administrative and support service activities
3,046
181
(132)
5.9 %
Public administration and defense, compulsory social
security
203
9
(11)
4.5 %
Education
582
43
(34)
7.4 %
Human health services and social work activities
1,888
48
(41)
2.5 %
Arts, entertainment and recreation
1,011
209
(95)
20.7 %
Other services
3,250
84
(447)
2.6 %
Households
153,714
7,281
(5,253)
4.7 %
LOANS AND ADVANCES
349,037
14,657
(11,142)
4.2 %
December 2020 (Millions of Euros)
Gross carrying
amount
Impaired loans
and advances
Accumulated
impairment
Impaired loans
and advances as
a % of the total
Central banks
6,229
\u2014
(20)
\u2014 %
General governments
19,439
76
(48)
0.4 %
Credit institutions
14,591
6
(16)
\u2014 %
Other financial corporations
9,856
14
(39)
0.1 %
Non-financial corporations
142,547
7,477
(6,123)
5.2 %
Agriculture, forestry and fishing
3,438
132
(108)
3.8 %
Mining and quarrying
4,349
47
(59)
1.1 %
Manufacturing
33,771
1,486
(1,129)
4.4 %
Electricity, gas, steam and air conditioning supply
13,490
591
(509)
4.4 %
Water supply
899
17
(15)
1.9 %
Construction
10,019
1,397
(722)
13.9 %
Wholesale and retail trade
24,594
1,456
(1,223)
5.9 %
Transport and storage
8,117
489
(368)
6.0 %
Accommodation and food service activities
8,337
358
(294)
4.3 %
Information and communications
5,764
73
(60)
1.3 %
Financial and insurance activities
5,298
123
(132)
2.3 %
Real estate activities
10,025
617
(494)
6.2 %
Professional, scientific and technical activities
2,886
177
(124)
6.1 %
Administrative and support service activities
3,955
142
(192)
3.6 %
Public administration and defense, compulsory social
security
129
5
(4)
3.5 %
Education
665
54
(43)
8.1 %
Human health services and social work activities
1,812
67
(59)
3.7 %
Arts, entertainment and recreation
1,131
46
(65)
4.1 %
Other services
3,871
198
(523)
5.1 %
Households
151,410
7,106
(5,895)
4.7 %
LOANS AND ADVANCES
344,072
14,678
(12,141)
4.3 %
(1) The balance of 2020 relates mainly to the Group companies included in the agreement for the sale of the U.S. business to PNC (see Notes 3 and 21).
(2) Includes principal and interest.
As indicated in Note 2.2.1, although they have been derecognized from the consolidated balance sheet, the BBVA Group continues to
attempt to collect on these written-off financial assets, until the rights to receive them are fully extinguished, either because it is a
time-barred financial asset, the financial asset is forgiven, or other reason.
Loss allowances
Movements, measured over a 12-month period, in gross accounting balances and accumulated loss allowances during 2022, 2021
and 2020 are recorded on the consolidated balance sheet as of December 31, 2022, 2021 and 2020 in order to cover the estimated
impairment or reversal of impairment on loans and advances measured at amortized cost.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
300,167
34,213
14,657
349,037
Transfers of financial assets:
(5,041)
3,914
1,128
\u2014
Transfers from stage 1 to stage 2
(12,726)
12,726
\u2014
\u2014
Transfers from stage 2 to stage 1
8,537
(8,537)
\u2014
\u2014
Transfers to stage 3
(1,941)
(1,831)
3,773
\u2014
Transfers from stage 3
1,089
1,556
(2,645)
\u2014
Net annual origination of financial assets
44,465
(4,201)
258
40,522
Becoming\u00a0write-offs
(63)
(35)
(2,432)
(2,530)
Foreign exchange
2,447
18
(461)
2,004
Modifications that do not result in derecognition
(2)
29
113
140
Other
643
(301)
231
573
Balance at the end
342,616
33,636
13,493
389,745
Changes in allowances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(1,990)
(2,091)
(7,061)
(11,142)
Transfers of financial assets:
63
33
(1,570)
(1,473)
Transfers from stage 1 to stage 2
110
(397)
\u2014
(287)
Transfers from stage 2 to stage 1
(91)
374
\u2014
283
Transfers to stage 3
51
204
(1,917)
(1,662)
Transfers from stage 3
(7)
(148)
347
193
Net annual origination of allowances
(406)
(273)
(663)
(1,342)
Becoming\u00a0write-offs
186
30
1,890
2,106
Foreign exchange
(87)
248
\u2014
161
Modifications that do not result in derecognition
\u2014
48
(160)
(112)
Other
168
64
279
511
Balance at the end
(2,065)
(1,942)
(7,284)
(11,291)
For the year ended December 31, 2022, the impairment charges recognized under the heading \u201cImpairment or reversal of impairment
on financial assets not measured at fair value through profit or loss or net gains by modification\" amounted to \u20ac3,379 million (\u20ac3,034
million and \u20ac5,179 million for the years ended December 31, 2021 and 2020, respectively) (see Note 47). Additionally, as of December
31, 2021, the Group estimated that the update in the definition of credit impairment (default) (see Note 2.2.1) led to an increase of
\u20ac1,262 million in impaired financial assets. In terms of allowances for impairment, the impact of this update was considered non-
significant.
During 2022, the macroeconomic environment has deteriorated, with a downward revision of growth expectations in an inflationary
environment with a generalized increase in energy commodity prices and interest rates. This has resulted in an increase in allowances
for impairment of financial assets with respect to the previous year, through additional adjustments in an environment of global
growth throughout the year and through the adjustments reflected in the portfolios and sectors most vulnerable to this environment.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
298,793
30,601
14,678
344,072
Transfers of financial assets:
(10,785)
8,640
2,145
\u2014
Transfers from stage 1 to stage 2
(14,482)
14,482
\u2014
\u2014
Transfers from stage 2 to stage 1
4,905
(4,905)
\u2014
\u2014
Transfers to stage 3
(1,772)
(1,945)
3,717
\u2014
Transfers from stage 3
564
1,009
(1,573)
\u2014
Net annual origination of financial assets
17,876
(4,729)
1,217
14,364
Becoming\u00a0write-offs
(74)
(68)
(3,095)
(3,237)
Foreign exchange
(6,054)
(1,902)
(216)
(8,172)
Modifications that do not result in derecognition
187
1,642
189
2,018
Other
224
29
(261)
(8)
Balance at the end
300,167
34,213
14,657
349,037
Changes in allowances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,037)
(2,289)
(7,815)
(12,141)
Transfers of financial assets:
187
441
(2,521)
(1,893)
Transfers from stage 1 to stage 2
139
(602)
\u2014
(463)
Transfers from stage 2 to stage 1
(60)
307
\u2014
247
Transfers to stage 3
111
802
(2,775)
(1,862)
Transfers from stage 3
(3)
(66)
254
185
Net annual origination of allowances
(563)
(57)
(314)
(933)
Becoming\u00a0write-offs
45
56
2,694
2,795
Foreign exchange
70
(270)
719
519
Modifications that do not result in derecognition
12
(79)
(122)
(189)
Other
297
106
298
701
Balance at the end
(1,990)
(2,091)
(7,061)
(11,142)
Changes in gross accounting balances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
363,234
33,518
15,959
412,711
Transfers of financial assets:
(11,935)
8,807
3,128
\u2014
Transfers from stage 1 to stage 2
(15,843)
15,843
\u2014
\u2014
Transfers from stage 2 to stage 1
5,107
(5,107)
\u2014
\u2014
Transfers to stage 3
(1,701)
(2,659)
4,359
\u2014
Transfers from stage 3
502
729
(1,231)
\u2014
Net annual origination of financial assets
16,119
(827)
102
15,395
Becoming\u00a0write-offs
(3)
(2)
(2,944)
(2,949)
Foreign exchange
(21,472)
(2,342)
(1,157)
(24,970)
Modifications that do not result in derecognition
(204)
827
511
1,134
Other
(283)
(190)
270
(204)
Discontinued operations
(46,664)
(9,190)
(1,192)
(57,045)
Balance at the end
298,793
30,601
14,678
344,072
Changes in allowances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,149)
(2,183)
(8,094)
(12,427)
Transfers of financial assets:
184
(511)
(1,806)
(2,133)
Transfers from stage 1 to stage 2
156
(923)
\u2014
(766)
Transfers from stage 2 to stage 1
(50)
253
\u2014
202
Transfers to stage 3
81
218
(1,950)
(1,652)
Transfers from stage 3
(3)
(59)
144
83
Net annual origination of allowances
(872)
(795)
(1,329)
(2,996)
Becoming\u00a0write-offs
\u2014
\u2014
2,567
2,568
Foreign exchange
227
256
721
1,204
Modifications that do not result in derecognition
12
(118)
(177)
(283)
Other
160
618
25
803
Discontinued operations
401
444
278
1,123
Balance at the end
(2,037)
(2,289)
(7,815)
(12,141)
The loss allowances recorded in the balance sheet to cover the impairment or reversal of impairment estimated in the debt securities
amounted to \u20ac214, \u20ac126 and \u20ac145 million as of December 31, 2022, 2021 and 2020, respectively. The variation is mainly due to
changes in credit risk variations, mainly in Garanti BBVA, BBVA, S.A. and BBVA Argentina.
Additionally, the loss allowances recorded in the balance sheet to cover the impairment or reversal of the impairment estimated in
the commitments and guarantees given amounted to \u20ac770, \u20ac691 and \u20ac728 million as of December 31, 2022, 2021 and 2020,
respectively (see Note 24).Refinancing and restructuring transactions
Group policies and principles with respect to refinancing and restructuring transactions
Refinancing and restructuring transactions (see definition in the Glossary) are carried out with customers who have requested such a
transaction in order to meet their current loan payments if they are expected, or may be expected, to experience financial difficulty in
making the payments in the future.
The basic aim of a refinancing and restructuring transaction is to provide the customer with a situation of financial viability over time
by adapting repayment of the loan incurred with the Group to the customer\u2019s new situation of fund generation. The use of refinancing
and restructuring for other purposes, such as to delay loss recognition, is contrary to BBVA Group policies.
The BBVA Group\u2019s refinancing and restructuring policies are based on the following general principles:
\u2013Refinancing and restructuring is authorized according to the capacity of customers to pay the new installments. This is done
by first identifying the origin of the payment difficulties and then carrying out an analysis of the customers\u2019 viability,
including an updated analysis of their economic and financial situation and capacity to pay and generate funds. If the
customer is a company, the analysis also covers the situation of the industry in which it operates.
\u2013With the aim of increasing the solvency of the transaction, new guarantees and/or guarantors of demonstrable solvency are
obtained where possible. An essential part of this process is an analysis of the effectiveness of both the new and original
guarantees.
\u2013This analysis is carried out from the overall customer or group perspective.
\u2013Refinancing and restructuring transactions do not in general increase the amount of the customer\u2019s loan, except for the
expense inherent to the transaction itself.
\u2013The capacity to refinance and restructure a loan is not delegated to the branches, but decided on by the risk units.
\u2013The decisions made are reviewed from time to time with the aim of evaluating full compliance with refinancing and
restructuring policies.
These general principles are adapted in each case according to the conditions and circumstances of each geographical area in which
the Group operates, and to the different types of customers involved.
In the case of retail customers (private individuals), the main aim of the BBVA Group\u2019s policy on refinancing and restructuring a loan is
to avoid default arising from a customer\u2019s temporary liquidity problems by implementing structural solutions that do not increase the
balance of the customer\u2019s loan. The solution required is adapted to each case and the loan repayment is made easier, in accordance
with the following principles:
\u2013Analysis of the viability of transactions based on the customer\u2019s willingness and ability to pay, which may be reduced, but
should nevertheless be present. The customer must therefore repay at least the interest on the transaction in all cases. No
arrangements may be concluded that involve a grace period for both principal and interest.
\u2013Refinancing and restructuring of transactions is only allowed on those loans in which the BBVA Group originally entered
into.
\u2013Customers subject to refinancing and restructuring transactions are excluded from marketing campaigns of any kind.
In the case of non-retail customers (mainly companies, enterprises and corporates), refinancing/restructuring is authorized
according to an economic and financial viability plan based on:
\u2013Forecasted future income, margins and cash flows to allow entities to implement cost adjustment measures (industrial
restructuring) and a business development plan that can help reduce the level of leverage to sustainable levels (capacity to
access the financial markets).
\u2013Where appropriate, the existence of a divestment plan for assets and/or operating segments that can generate cash to
assist the deleveraging process.
\u2013The capacity of shareholders to contribute capital and/or guarantees that can support the viability of the plan.
In accordance with the Group\u2019s policy, the conclusion of a loan refinancing and restructuring transaction does not mean the loan is
reclassified from \"impaired\" or \"significant increase in credit risk\" to normal risk. The reclassification to \"significant increase in credit
risk\" or normal risk categories must be based on the analysis mentioned earlier of the viability, upon completion of the probationary
periods described below.
The Group maintains the policy of including risks related to refinanced and restructured loans as either:
\u2013\"Impaired assets\", as although the customer is up to date with payments, they are classified as unlikely to pay when there
are significant doubts that the terms of their refinancing may not be met; or
\u2013\"Significant increase in credit risk\" until the conditions established for their consideration as normal risk are met.
The assets classified as \"Impaired assets\" should comply with the following conditions in order to be reclassified to \"Significant
increase in credit risk\":
\u2013The customer has to have paid a significant part of the pending exposure.
\u2013At least one year must have elapsed since the later of: i) the time at which the restructuring measures were extended, ii) the
time when the exposure was classified as deteriorated, iii) the end of any grace period included in restructuring agreements.
\u2013The customer does not have past due payments and objective criteria, demonstrating the borrower\u00b4s ability to pay, have
been verified.
The conditions established for assets classified as \u201cSignificant increase in credit risk\u201d to be reclassified out of this category are as
follows:
\u2013The customer must have paid past-due amounts (principal and interest) since the date of the renegotiation or restructuring
of the loan or other objective criteria, demonstrating the borrower\u00b4s ability to pay, have been verified; none of its exposures
is more than 30 days past-due.
\u2013At least two years must have elapsed since completion of the renegotiation or restructuring of the loan or, if later, the date
of reclassification from the deteriorated category. Regular payments must have been made during at least half of this
probation period; and
\u2013It is unlikely that the customer will have financial difficulties and, therefore, it is expected that the customer will be able to
meet its loan payment obligations (principal and interest) in a timely manner.
The economic impact caused by the COVID-19 pandemic required the adaptation of the repayment schedule of a large volume of
loans in all geographies and portfolios. In general, support was given through the granting of deferrals that comply with the principles
established by the EBA, which allowed for the application of a differential accounting and prudential treatment.
Renewals and renegotiations are classified as normal risk, provided that there is no significant increase in risk. This classification is
applicable initially, and in the event of any deterioration, the criteria established in the existing policy are followed. In this sense, the
aforementioned conditions are considered, including, among others, the requirement that the facility is not more than 30 days past
due and that it has not been identified as 'unlikely to pay'.
The BBVA Group\u2019s refinancing and restructuring policy provides for the possibility of two modifications in a 24 month period for loans
that are not in compliance with the payment schedule.
The internal models used to determine allowances for loan losses consider the restructuring and renegotiation of a loan, as well as re-
defaults on such a loan, by assigning a lower internal rating to restructured and renegotiated loans than the average internal rating
assigned to non-restructured/renegotiated loans. This downgrade results in an increase in the probability of default (PD) assigned to
restructured/renegotiated loans (with the resulting PD being higher than the average PD of the non- renegotiated loans in the same
portfolios).
In any case, a restructuring will be considered impaired when the reduction in the present net value of the financial obligation is
greater than 1%, in line with the management criteria introduced during 2021.
For quantitative information on refinancing and restructuring transactions see Appendix XI.
Risk concentration
Policies for preventing excessive risk concentration
In order to prevent the build-up of excessive risk concentrations at the individual, sector, portfolio and geography levels, BBVA Group
maintains updated maximum permitted risk concentration indices which are tied to the various observable variables related to
concentration risk.
Together with the limits for individual concentration, the Group uses the Herfindahl index to measure the concentration of the Group's
portfolio and the banking group's subsidiaries. At the BBVA Group level, the index reached implies a \"very low\" degree of
concentration.
The limit on the Group\u2019s exposure or financial commitment to a specific customer therefore depends on the customer\u2019s credit rating,
the nature of the risks involved, and the Group\u2019s presence in a given market, based on the following guidelines:
\u2013The aim is, as much as possible, to reconcile the customer's credit needs (commercial/financial, short-term/long-term,
etc.) with the interests of the Group.
\u2013Any legal limits that may exist concerning risk concentration are taken into account (relationship between risks with a
customer and the capital of the shareholder\u00b4s entity that assumes them), the markets, the macroeconomic situation, etc.
\u2013The aim is to seek inter and intra-sector diversification in coherence with the metrics defined in the RAF for the Group and
for the banking group's subsidiaries.
Risk concentrations by geography
The breakdown of the main figures in the most significant foreign currencies in the consolidated balance sheets is set forth in
Appendix XII.
Sovereign risk concentration
Sovereign risk management
The identification, measurement, control and monitoring of risk associated with sovereign risk transactions is carried out by a
centralized unit within the BBVA Group's Risk Area. Its basic functions are preparing reports (called financial programs) on the
countries with which it maintains cross-border risks (i.e. risks taken in a foreign currency from outside the country with borrowers in
the country, whether public or private) and sovereign risks (i.e. risks with the local Sovereign of the country where the risk-taking unit
is located), monitoring those risks, establishing risk limits, assigning ratings to the countries analyzed and, in general, supporting the
Group in any information request regarding this type of transaction. The risk policies established in the financial programs are
approved by the relevant risk committees.
The country risk unit tracks the evolution of the risks associated with the various countries to which the Group are exposed (including
sovereign risk) on an ongoing basis in order to adapt its risk and mitigation policies to any macroeconomic and political changes that
may occur. Moreover, it regularly updates its internal ratings and forecasts for these countries. The methodology is based on the
assessment of quantitative and qualitative parameters which are in line with those used by certain multilateral organizations (the
International Monetary Fund (IMF), the World Bank, etc.) rating agencies and export credit organizations.
For additional information on sovereign risk in Europe see Appendix XII.
Risk related to the developer and Real Estate sector in Spain
The sale of impaired assets concluded in 2018. Currently, there is no risk concentration in the developer and real estate sector, taking
into account that its weight in total wholesale risks in Spain is approximately 10%, while compared with the total risks in the portfolio
(wholesale and retail), the Real Estate risk assumed would be around 3%.
Policies and strategies established by the Group to deal with risks related to the developer and real-estate sector
BBVA Group has teams specializing in the management of the Real Estate Sector risk, given its economic importance and specific
technical component. This specialization is not only in risk teams, but throughout the handling, commercial, problem risks and legal,
etc. It also includes the research department of the BBVA Group (BBVA Research), which helps determine the medium/long-term
vision needed to manage this portfolio. The policies established to address the risks related to the developer and real-estate sector,
aim to accomplish, among others, the following objectives: to avoid concentration in terms of customers, products and regions; to
estimate the risk profile for the portfolio; and to anticipate possible worsening of the portfolio within a sector is highly cyclical.
Specific policies for analysis and granting of new developer risk transactions
In the analysis of new transactions, the assessment of the commercial operation in terms of the economic and financial viability of the
project has been one of the constant. The monitoring of the work, sales prospects and the legal situation of the project are essential
aspects for the admission and follow-up of new real estate transactions. With regard the participation of the Risk Acceptance teams,
they have a direct link and participate in the committees of areas such as Valuation, Legal, BBVA Research and Recoveries. This
guarantees coordination and exchange of information in all the processes.
In this context, and within the current Real Estate cycle, the strategy with clients is subject to an Asset Allocation limit and to an action
framework that allows defining a target portfolio, both in volume and in credit quality.
Risk monitoring policies
The base information for analyzing the real estate portfolios is updated monthly. There is a systematic monitoring of developments
under close monitoring with the evolution of works and sales.
Policies applied in the management of real estate assets in Spain
The internal Rules on Real Estate Financing, which establish recommendations for financing a new housing development business, are
reviewed and updated annually.
The recommendations represent guidelines about how to manage the credit admission activity of BBVA Group entities based on best
practices of markets in which this activity is performed. It is expected that a high percentage of the current transactions will be in
compliance with the latter.
For quantitative information about the risk related to the developer and Real-Estate sector in Spain see Appendix XII.
Structural risk
The structural risks are defined, in general terms, as the possibility of suffering losses in the banking book due to adverse movements
in market risk factors.
In the Group, the following types of structural risks are defined, according to their nature: interest rate risk, credit spread risk,
exchange rate risk and equity risk.
The scope of structural risks in the Group excludes market risks in the trading book that are clearly delimited and separated and are
part of the Market Risks category.
The Assets and Liabilities Committee (ALCO) is the main responsible body for the management of structural risks regarding liquidity/
funding, interest rate, credit spread, currency, equity and solvency. Every month, with the participation of the CEO and
representatives from the areas of Finance, Risks and Business Areas, this committee monitors the structural risks and is presented
with proposals with regard to action plans related with its management for its approval. These management proposals are made by
the Finance area with a forward-looking focus, maintaining the alignment with the risk appetite framework, trying to guarantee the
recurrence of results and financial stability, as well as to preserve the solvency of the entity. All balance sheet management units have
a local ALCO, which is permanently attended by members of the Corporate Center, and there is a corporate ALCO where
management strategies are monitored and presented in the Group's subsidiaries.
The GRM area acts as an independent unit, ensuring adequate separation between the management and risk control functions, and is
responsible for ensuring that the structural risks in the Group are managed according to the strategy approved by the Board of
Directors.
Consequently, GRM deals with the identification, measurement, monitoring and control of those risks and their reporting to the
corresponding corporate bodies. Through the Global Risk Management Committee (GRMC), it performs the function of control and
risk assessment and is responsible for developing the strategies, policies, procedures and infrastructure necessary to identify,
evaluate, measure and manage the significant risks that the BBVA Group faces. To this end, GRM, through the corporate unit of
Structural Risks, proposes a scheme of limits that defines the risk appetite set for each of the relevant structural risk types, both at
Group level and by management units, which will be reviewed annually, reporting the situation periodically to the Group's corporate
bodies as well as to the GRMC.
Additionally, both the management system and the control and measurement system for structural risks are necessarily adjusted to
the Group's internal control model, complying with the evaluation and certification processes that comprise it. In this sense, the tasks
and controls necessary for its scope of action have been identified and documented, supporting a regulatory framework which
includes specific processes and measures for structural risks, from a broad geographical perspective.
Within the three lines of defense scheme in which BBVA's internal control model is based according to the most advanced standards
in terms of internal control, the first line of defense is maintained by the Finance area, which is responsible for managing the structural
risk.
As a second line of defense, GRM is in charge of identifying risks, and establishing policies and control models, periodically evaluating
their effectiveness.
In the second line of defense, there are also the Internal Risk Control units, which independently review the Structural Risk control,
and Internal Financial Control, which carries out a review of the design and effectiveness of the operational controls over structural
risk management.
The third line of defense is represented by the Internal Audit area, an independent unit within BBVA Group, which is responsible for
reviewing specific controls and processes.
nterest rate risk and credit spread in the banking book
The structural interest-rate risk (IRRBB) is related to the potential impact that variations in market interest rates have on an entity's
net interest income and equity. In order to properly measure IRRBB, BBVA Group takes into account all the main sources of this risk:
repricing risk, yield curve risk, option risk and basis risk.
The assessment of structural interest rate risk is carried out with an integral vision, combining two complementary points of view: the
effects of interest rate shifts in net interest income (short term) and their impact on the economic value of equity (long term). In
addition, the impact on the market value of the financial instruments of the banking book, as a result of changes in the market interest
rates (IRRBB) or the credit spreads (CSRBB), will be assessed as it may have an impact on the income statement and/or equity due
to their accounting treatment.
The exposure of a financial entity to adverse interest rates movements is a risk inherent to the development of the banking business,
which is also, in turn, an opportunity to create economic value. Therefore, interest rate risk must be effectively managed so that it is
limited in accordance with the entity\u2019s equity and in line with the expected economic result.
In BBVA, the purpose of structural interest rate risk management is to maintain the stability of the net interest income in the event of
interest rate fluctuations. It contributes to a recurrent generation of earnings, limit the capital consumption due to structural interest
rate risk and monitor potential mark-to-market impacts on \u201cheld to collect and sell\u201d (HtC&S) portfolios. Likewise, the spread risk
management in banking book portfolios is aimed at limiting the impact on the valuation of fixed income instruments, which are used
for balance sheet liquidity and interest rate risk management purposes in order to increase diversification, and maintain the spread
risk at levels aligned with the total volume of the investment portfolio and the equity of the Group.
These functions fall to the Global ALM (Asset & Liability Management) unit, within the Finance area, who, through ALCO, aims to
guarantee the recurrence of results and preserve the solvency of the entity, always adhering to the risk profile defined by the
management bodies of the BBVA Group.
Structural interest rate risk management is decentralized, and is carried out independently in each entity included in the structural
balance sheet (banking book) of the BBVA Group, keeping the exposure to interest rates and credit spreads movements aligned with
the strategy and the target risk profile of the Group, and in compliance with the regulatory requirements according to the EBA
guidelines.
Nature of interest rate risk and credit spread risk
Repricing risk arises due to the difference between the repricing or maturity terms of the assets and liabilities, and represents the
most frequent interest rate risk faced by financial entities. However, other sources of risk such as changes in the slope and shape of
the yield curve, the reference to different indexes and the optionality risk embedded in certain banking transactions, are also taken
into account by the risk control system.
Furthermore, the credit spread risk (CSRBB) of fixed-income portfolios in the banking book arises from the potential impact on the
value of fixed-income portfolios and credit derivatives registered at fair value produced by a variation in the level of credit spreads
associated with those instruments/issuers and that are not explained by default risk or by movements in market interest rates.
BBVA's structural interest-rate risk management and control process includes a set of metrics and tools that enable the capture of
additional sources to properly monitor the risk profile of the Group, backed-up by assumptions that aim to characterize the behavior
of the balance sheet items with the maximum accuracy.
The IRRBB and CSRBB measurement is carried out on a monthly basis, and includes probabilistic measures based on simulation
methods of interest rate curves and credit spread shocks. The corporate methodology enables to capture additional sources of risk to
the interest rate parallel shifts, such as the changes in slope shape and the basis of yield curves. Additionally, sensitivity analysis to
multiple parallel shocks of different magnitude are also assessed on a regular basis. The process is run separately for each currency
to which the Group is exposed, considering, at a later stage, the diversification effect among currencies and business units.
The risk measurement model is complemented by the assessment of ad-hoc scenarios, stress tests and reverse stress. Stress tests
incorporate extreme scenarios both in market interest rates and in behavioral assumptions, in addition to the assessment of market
scenarios by BBVA Research and the set of prescriptive scenarios defined according to EBA guidelines.
The internal measurement systems and models are subjected to a process of review and continuous improvement in order to keep
them aligned with EBA guidelines.
Key assumptions of the model
In order to measure structural interest rate risk, the setting of assumptions on the evolution and behavior of certain balance sheet
items is particularly relevant, especially those related to products without an explicit or contractual maturity which characteristics are
not established in their contractual terms and must be therefore estimated.
The assumptions that characterize these balance sheet items must be understandable for the areas and bodies involved in risk
management and control and remain duly updated, justified and documented. The modeling of these assumptions must be
conceptually reasonable and consistent with the evidence based on historical experience, reviewed at least once a year and, if any, the
behavior of the customers induced by the business areas. These assumptions are regularly subject to a sensitivity analysis to assess
and understand the impact of the modelling on the risk metrics.
The approval and update of the IRRBB behavioral models is subject to the corporate governance under the scope of GRM analytics.
Thus, all the models must be duly inventoried and catalogued and comply with the requirements for their development, updating and
changes management set out in the internal procedures. They are also subject to the corresponding internal validations and follow-up
requirements established based on their relevance, as well as to backtesting procedures against experience to ratify the validity of the
assumptions applied.
In view of the heterogeneity of the financial markets, customers and products in the multiple jurisdictions, each one of the entities of
the Group is responsible for determining the behavior assumptions to be applied to the balance sheet items, always under the
guidelines and the applicability of the corporate models existing in the Group.
The balance sheet behavioral assumptions stand out those established for the treatment of items without contractual maturity,
mainly for demand customer deposits, and those related to the expectations on the exercise of interest rate options, especially
relating to loans and deposits subject to prepayment risk.
For the modelling of demand deposits, a segmentation of the accounts in several categories is previously carried out depending on
the characteristics of the customer (retail / wholesale) and the product (type of account / transactionality / remuneration), in order
to outline the specific behavior of each segment.
In order to establish the remuneration of each segment, the relationship between the evolution of market interest rates and the
interest rates of managed accounts is analyzed, with the aim of determining the translation dynamic (percentages and lags) of
interest rates variations to the remuneration of the accounts. In this regard, consideration is given to the potential limitations in the
repricing of these accounts in scenarios of low or negative rates, with special attention to retail customers, through the establishment
of floors in the remuneration.
The behavior assigned to each category of accounts is determined by an analysis of the historical evolution of the balances and the
probability of cancellation of the accounts. For this, the volatile part of the balance assigned to a short-term maturity is isolated, thus
avoiding fluctuations in the level of risk caused by specific variations in the balances and promoting stability in the management of the
balance. Once the stable part is identified, a medium / long term maturity model is applied through a decay distribution based on the
average term of the accounts and the conditional cancellation probabilities throughout the life of the product.
In addition, the behavior modeling incorporates, where appropriate, the relationship between the evolution of the balance of deposits
and the levels of market interest rates, especially in low rate environments. Consequently, the effect of rate variations on the stability
of the deposits as well as the potential migration between the different types of products (on demand and time deposits) in each
interest rate scenario are incorporated.
Equally relevant is the treatment of early cancellation options embedded in credit loans, mortgage portfolios and customer deposits.
The evolution of market interest rates may condition, along with other variables, the incentive that customers have to prepay loans or
deposits, modifying the future behavior of the balance amounts with respect to the forecasted contractual maturity schedule.
The detailed analysis of the historical information related to prepayment data, both partial and total prepayment, combined with other
variables such as interest rates, allows estimating future amortizations and, where appropriate, their behavior linked to the evolution
of such variables through the relationship between the incentive of the customer to prepay and the early cancellation speed.
The table below shows the profile of average structural interest rate risk and credit spread risk of the fixed income portfolio in the
banking book classified as Hold to Collect & Sale (HtC&S) in terms of sensitivities of the main currencies for the BBVA Group in 2022:
Sensitivity to interest-rate and credit spread analysis. Year 2022
Interest rate risk
Credit spread
Impact on net interest income (1)
Impact on economic value (2)
Impact on economic
value (2)
100 basis point
increase
100 basis point
decrease (3)
100 basis point
increase
100 basis point
decrease (3)
100 basis point
increase
Euro
[1.5% , 3.5%]
[-1.5% , -0.5%]
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-1.5% , -0.5%]
Mexican peso
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-1.5% , -0.5%]
[0.5% , 1.5%]
[-0.5% , 0.5%]
U.S. dollar
[0.5% , 1.5%]
[-1.5% , -0.5%]
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-0.5% , 0.5%]
Turkish lira
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
Other
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
BBVA Group
[3.5% , 5.5%]
[-5.5% , -3.5%]
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-3.5% , -1.5%]
(1) Percentage of \"12 months\" net interest income for the BBVA Group.
(2) Percentage of CET1 (Fully Loaded) for BBVA Group
(3) In Euro and Pound sterling (included in \"Other\"), negative interest rates scenarios are allowed up to plausible levels.
The year 2022 was characterized by a change in the cycle in terms of monetary policy as a result of the high inflation rates observed in
most Western economies. The effects of the high energy prices and the bottlenecks in the supply chain, which still persisted due to
the COVID-19 pandemic, were exacerbated from March onwards by the outbreak of the war between Russia and Ukraine. In this
context, the central banks embarked on a restrictive monetary policy strategy with interest rate hikes, which is still in force and is
expected to last during most of 2023.
At an aggregate level, BBVA continues to maintain a moderate risk profile, in accordance with the established objective, having
positive sensitivity to interest rate hikes in the net interest income.
Regarding relevant events in the financial markets, the ECB began the process of raising interest rates in July 2022 with the aim of
curbing inflation, with a rise of 250 basis points in the year, and the FED, for its part, implemented increases of 425 basis points in
2022. Although, additional increases are expected in 2023 (such as the rise in the Fed's 0.25 basis points and the ECB's 0.5 basis
points, announced on February 1 and February 2, 2023, respectively) since inflation remains at high levels. In relation to fixed income
markets, valuations have been affected by the strong general increase in interest rates and the widening of risk premiums, in line with
inflation expectations, which are expected to continue above reference levels. Spanish and Italian debt spreads worsened with
widenings relative to the German curve, especially in the case of Italy. As for Mexico and South America, the flattening movements
have been similar to those of the United States, continuing with the rate hike cycle. Turkey, for its part, has set the monetary policy
rate at 9.0%, making successive cuts of 500 basis points between August and November 2022.
The most relevant aspects related to the main geographical areas are the following:
\u2013Spain has a balance sheet characterized by a high proportion of variable-rate loans (basically mortgages and corporate
lending) and liabilities composed mainly by customer demand deposits. The ALCO portfolio acts as a management lever,
hedging the bank's balance sheet by mitigating its sensitivity to interest rate fluctuations. The balance sheet interest rate
risk profile remained stable during the year, Spain being the geographical area of the Group with the highest positive
sensitivity to rates.
At the end of September 2022 the ECB set the benchmark interest rate at 2.5%, the marginal deposit facility rate at 2% and
the marginal loan facility rate at 2.75%. Thus, the European benchmark interest rates (EURIBOR) showed significant
increases in the year. In this regard, customer spread is starting to benefit from interest rate hikes, which is expected to
continue in the coming quarters.
\u2013Mexico continues to show a balance between fixed and variable interest rates positions, which limits sensitivity to interest
rates fluctuations. In terms of assets that are most sensitive to interest rate fluctuations, the commercial portfolio stands
out, while consumer loans and mortgages are mostly at a fixed rate. With regard to customer funds, there is a high
proportion of non-interest bearing deposits, which are insensitive to interest rate movements. The ALCO portfolio is
invested primarily in fixed-rate sovereign bonds with limited maturities. The monetary policy rate stands at 10.50%, 500
basis points above the end-of-year level of 2021. Regarding client spread, there has been an improvement in 2022, favored
by both the contained cost of deposits and the positive evolution of yields on loans.
\u2013In Turkey, the sensitivity of loans, which are mostly fixed-rate but with relatively short maturities, and the ALCO portfolio
limit the sensitivity of deposits on the liability side. The interest rate risk is thus limited, both in Turkish lira and in foreign
currencies. However, the economic value risk increased in 2022 mainly due to the compulsory purchases of bonds required
by the local supervisor. Customer spread improved in 2022 due to the lower cost of deposits.
\u2013In South America, the interest rate risk profile remains low as most countries in the area have a fixed/variable composition
and maturities that are very similar for assets and liabilities, with limited net interest income sensitivity. In addition, in
balance sheets with several currencies, interest rate risk is managed for each of the currencies, showing a limited level of
risk. The central banks of Peru and Colombia rose the benchmark interest rates by 500 and 900 basis points, respectively,
in 2022. Customer spreads improved in Peru, impacted by the interest rates hike, while falling in Colombia, as liabilities
(mainly deposits) repriced faster than assets following the sharp interest rates hike.
Structural exchange-rate risk
Structural exchange rate risk, is defined as the possibility of impacts on solvency, equity value and results driven by fluctuations in the
exchange rates due to exposures in foreign currencies.
Structural exchange rate risk is inherent to the business of international banking groups, such as BBVA, that develop their activities in
different geographies and currencies. At a consolidated level, structural exchange-rate risk arises from the consolidation of holdings
in subsidiaries with functional currencies other than the euro. Its management is centralized in order to optimize the joint
management of permanent foreign currency exposures, taking diversification into account.
The purpose of structural exchange rate risk management is protecting solvency by limiting volatility of the consolidated CET1 ratio
and income to consolidate denominated in a currency other the euro in the Group, as well as to limit the capital requirements under
exchange rate fluctuations to which the Group is exposed due to its international diversification. The ALM Global corporate unit,
through the ALCO, is responsible for the management of this risk all through an active hedging policy, deliberately taken for each
objective, and fully aligned with the management strategy.
At the corporate level, the risk monitoring metrics included in the limits framework are aligned with the Risk Appetite Framework, and
are targeted to control the effects on the solvency through the economic capital metric and the fluctuations in the Common Equity
Tier I fully loaded (CET1 fully loaded) consolidated ratio, as well as the maximum deviation in the Group's attributable profit. The
probabilistic metrics make it possible to estimate the joint impact of exposure to different currencies taking into account the different
variability in exchange rates and their correlations. These metrics are supplemented with additional assessment indicators.
The suitability of these risk assessment metrics is reviewed on a regular basis through backtesting exercises. The final element of
structural exchange-rate risk control is the stress and scenario analysis aimed to assess the vulnerabilities of foreign currency
structural exposure not contemplated by the risk metrics and to serve as an additional tool when making management decisions. The
scenarios are based both on historical situations simulated by the risk model and on the risk scenarios provided by BBVA Research.
The purpose of the exchange rate risk management of BBVA's long term investments, which arises mainly from its foreign franchises,
is to preserve the capital ratios of the Group and to maintain the stability of the profits. The year 2022 was characterized by the
weakness of the euro, especially pronounced in the first nine months of the year. Thus, the US dollar, which for some part of the year
was trading below parity, closed the year with an appreciation of 6.2% against the euro. Among the emerging currencies, the Mexican
peso appreciated strongly (11.0% against the euro) on the back of the positive perception of the country's fundamentals and the
aforementioned weakness of the euro. The lira was again penalized in 2022 (-23.7%) by an unorthodox economic policy in a context
of high inflation. As for the performance of South American currencies, the Peruvian sol was solid (11.0%), while the Chilean peso,
somewhat more volatile, managed to appreciate against the euro (4.4%). The Colombian peso (-12.1%) and the Argentine peso
(-38.3%) depreciated against the euro.
BBVA maintains management policies for the main investments in emerging countries in respect of, in average terms, between 40%
and 50% of the aggregate attributable profit in non-euro currencies expected to be generated by the group in the next twelve months
and around 70% of the aggregate excess capital in non-euro currencies. In relation to the CET1 capital ratio, the estimated impact at
the end of 2022 of a 10% depreciation in the relevant currency was as follows: Mexican peso (-5 basis points); Turkish lira (-5 basis
points) and U.S. dollar (+19 basis points).
For the years 2022, 2021 and 2020, the estimated sensitivities of the result attributable to the parent company are shown below,
taking into account the coverage, against depreciations and appreciations of 1% of the average rate in the main currencies. To the
extent that hedging positions are periodically modulated, the sensitivity estimate attempts to reflect an average (or effective)
sensitivity in the year:
Sensitivity to 1% change (Millions of Euros)
Currency
2022
2021
2020
Mexican peso
19.1
14.0
4.9
Turkish lira
3.5
4.7
4.5
Peruvian sol
0.7
0.3
0.4
Chilean peso
0.4
0.6
0.3
Colombian peso
0.9
1.1
1.4
Argentine peso
1.9
0.6
0.9
quity risk in the banking book
Equity risk in the banking book refers to the possibility of suffering losses in the value of positions in shares and other equity
instruments held in the banking book with long or medium term investment horizons due to fluctuations in the value of equity indexes
or shares.
BBVA Group's exposure to structural equity risk arises largely from minority shareholdings held on industrial and financial companies,
and in new business (innovation). This exposure is modulated in some portfolios with positions held on derivative instruments on the
same underlying assets, in order to adjust the portfolio sensitivity to potential changes in equity prices.
The structural equity risk management is aimed at increasing the income-generating capacity of those shares held by the Group,
limiting the capital requirements for equity risk and narrowing the impact on the solvency level through a proactive management of
the portfolio using hedges. The function of managing the main structural equity portfolios is a responsibility of the specialized units of
the corporate areas of Global ALM, Strategy & M&A and Client Solutions (Banking for Growth Companies). Their activity is subject to
the corporate structural equity risk management policy, complying with the defined management principles and Risk Appetite
Framework.
The structural equity risk metrics, designed by GRM according to the corporate model, contribute to the effective monitoring of the
risk by estimating the sensitivity and the capital necessary to cover the possible unexpected losses due to changes in the value of the
shareholdings in the Group's investment portfolio, with a level of confidence that corresponds to the objective rating of the entity,
taking into account the liquidity of the positions and the statistical behavior of the assets to be considered
In order to analyze the risk profile in depth, stress tests and scenario analysis of sensitivity to different simulated scenarios are carried
out. They are based on both past crisis situations and forecasts made by BBVA Research. These analyses are carried out regularly to
assess the vulnerabilities of structural equity exposure not contemplated by the risk metrics and to serve as an additional tool when
making management decisions.
Backtesting is carried out on a regular basis on the risk measurement model used.
Equity markets in Europe and the United States were negatively affected in 2022 by the tightening of financial conditions carried out
by the Central Banks due to the rise in inflation. In many cases, the adjustment in share prices is attributed mainly to a correction in
the valuation metrics than to a significant deterioration in relation to the expectation of corporate profits. The Spanish stock market
closed the year with smaller falls than those presented by the main indices of other geographies in the euro area.
Structural equity risk, measured in terms of economic capital, has raised during the last year due to the higher exposure taken. The
aggregate sensitivity of the BBVA Group\u2019s consolidated equity to a 1% fall in the price of shares of the companies making up the
equity portfolio increased to \u20ac-24 million as of December 31, 2022, compared to \u20ac-27 million as of December 31, 2021. This
estimation takes into account the exposure in shares valued at market prices, or if not applicable, at fair value (excluding the positions
in the Treasury Area portfolios) and the net delta-equivalent positions in derivatives on the same underlyings.
7.3.4\u00a0 \u00a0 IBOR reform
On August 27, 2020, the IASB issued the second phase of the reform of the IBOR reference indices, which involves the introduction of
amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16, to ensure that the financial statements reflect the economic effects of this
reform in the best possible way.
These amendments focus on the accounting for financial instruments, once a new risk-free reference index (Risk Free Rate,
hereinafter \u201cRFR\u201d) has been introduced. The modifications introduce the accounting relief for changes in the cash flows of financial
instruments directly caused by the IBOR reform if they take place in a context of \"economic equivalence\", by updating the effective
interest rate of the instrument. Additionally, they introduce a series of exemptions to the hedging requirements so as not to have to
interrupt certain hedging relationships. However, similar to the phase 1 amendments (which entered into force already in 2020) (see
Note 15), the phase 2 amendments do not contemplate exceptions to the valuation requirements applicable to hedged items and
hedging instruments in accordance with IFRS 9 or IAS 39. Thus, once the new reference index has been implemented, the hedged
items and hedging instruments must be valued in accordance with the new index, and the possible ineffectiveness that may exist in
the hedge will be recognized in profit or loss.
The IBOR transition to RFR is considered to be a complex initiative, which affects BBVA Group in different geographical areas and
business lines, as well as in a multitude of products, systems and processes. The main risks to which the Group is exposed due to the
transition are; (1) risk of litigation related to the products and services offered by the Group; (2) legal risks derived from changes in the
documentation required for existing operations; (3) financial and accounting risks, derived from market risk models and from the
measurement, hedging, cancellation and recognition of the financial instruments associated with the benchmark indices; (4) price
risk, derived from how changes in the indices could impact the pricing mechanisms of certain instruments; (5) operational risks, as
the reform may require changes to the Group's IT systems, business reporting infrastructure, operational processes and controls,
and (6) behavioral risks derived from the potential impact of customer communications during the transition period, which could lead
to customer complaints, regulatory penalties or reputational impact.
BBVA Group established a transition program, provided with a robust governance structure by means of an Executive Steering
Committee, with representation from senior management of the affected areas, which reports directly to the Group's Global
Leadership Team. At the local level, each geographical area has defined its own governance structure with the participation of senior
management. The coordination among geographical areas is realized through the Project Management Office (PMO) and the Global
Working Groups that incorporate a multi-geographic and transversal view on the areas of Legal, Risk, Regulatory, Finance and
Accounting and Engineering. The project also involves both Corporate Assurance of the different geographical areas and business
lines and Global Corporate Assurance of the Group.
This transition project has taken into account the different approaches and periods of transition to the new RFRs when evaluating the
various risks associated with the transition, as well as defining the lines of action in order to mitigate them. BBVA is aligned with the
Good Practices issued by the ECB that outline how banks can better structure their governance, identify related risks and create
contingent action plans and documentation in relation to the transition of reference rates.
The entity has actively collaborated in the IBOR transition, both for its support and participation in the sectorial working groups and
for its commitment to remediate the contracts with its counterparties. In this sense, the entity has carried out a process of
communication and contact with the counterparties to modify the terms of the contractual relations in such a way that said
agreements have been modified using different mechanisms: through the inclusion of addenda to the contracts, by the adherence to
industry standard protocols, the transition of operations by clearing house, the cancellation of contracts and subscription of new
ones, or by the transition through other legislative mechanisms. This process has been managed through the monitoring mechanisms
and indicators that have been developed by the working groups within the Group.
The official discontinuation date for LIBORs exUSD (GBP, CHF, EUR, JPY), LIBOR USD 1-week and 2-month indices was December 31,
2021, and for EONIA was January 3, 2022. However, the Financial Conduct Authority (FCA) and the European Commission have
established a legal safeguard in the event that there are some operations that could not be migrated before such discontinuation
dates. In the case of the FCA, said legal safeguard, called Synthetic LIBOR, would apply only to contracts referenced to LIBOR GBP
and LIBOR JPY in terms of 1, 3 and 6 months, and allows the index to continue to be applied for an additional period. However, the FCA
has announced its decision to continue publishing the synthetic LIBOR JPY for all its terms until December 31, 2022, the synthetic
LIBOR GBP 1 month and 6 months until March 31, 2023 and the synthetic LIBOR GBP 3 month until March 2024.
Moreover, the European Commission, through what is known as the \"Statutory Fallback\", provides a legal safeguard for EONIA
contracts and for LIBOR CHF (which entered into force on January 1, 2022), so that in the contracts subject to this measure, said
indices are automatically replaced, by legal requirement, with the new indices. BBVA maintains non-significant balances in the
aforementioned synthetic LIBOR GBP and synthetic LIBOR JPY, which already have a transition solution communicated and agreed
with the clients pending execution in systems at the beginning of 2023.
Regarding LIBOR USD, references will be discontinued in the terms still in force on June 30, 2023 (except for the one-week and two-
month terms that were already discontinued in 2021, as we have said previously). Currently the different international regulators are
studying the application of legal safeguards similar to the one mentioned above. Such is the case in the United States, where a federal
law has already been approved to designate a statutory fallback in contracts that do not contemplate or regulate a transition of the
LIBOR USD index.
In this regard, the BBVA Group is actively working to modify all its contracts referenced to LIBOR USD to the corresponding RFRs
(SOFR). As of December 31, 2022, the Group continues to maintain financial assets and liabilities whose contracts are referenced to
LIBOR USD including, among others, for loans, deposits and debt issuances as well as underlying derivative financial instruments.
In the case of the EURIBOR, the European authorities have encouraged modifications in its methodology so that it meets the
requirements of the European Regulation of Reference Indices, so this index does not disappear.
Below is the BBVA Group's exposure to financial assets and liabilities maturing after the transition dates of these IBORs to their
corresponding RFRs. The table shows, in the case of loans and advances, asset and liability debt instruments, deposits and
commitments, their gross amounts and, in the case of derivatives, their notional value, in each case as of December 31, 2022:
Millions of Euros
Loans &
Advances
Debt Securities
Assets
Debt Securities
Issued
(Liabilities)
Deposits
Derivatives
(notional)
Synthetic LIBOR GBP and JPY
76
\u2014
\u2014
\u2014
\u2014
LIBOR USD with maturity > June 30, 2023
16,539
171
1,977
159
423,468
Total
16,615
171
1,977
159
423,468
The 96% of the exposure of derivative instruments is either settled by Clearing Houses (mainly the London Clearing House) or are
operations with counterparties currently adhering to the International Swaps and Derivatives Association (ISDA) protocols,
specifically the following: ISDA 2020 IBOR Fallback Protocol and June 2022 Benchmark Module of the ISDA 2021 Fallback Protocol.
Market risk
Market risk originates from the possibility of experiencing losses in the value of positions held as a result of movements in market
variables that affect the valuation of financial assets and liabilities. Market risk in the Group's trading portfolios stems mainly from the
portfolios originated by Global Markets valued at fair value and held for the purpose of trading and generating short-term results.
Market risk in the field of banking book is clearly and distinctly addressed and can be broken down into structural risks relating to
interest rate and credit spread, exchange rate and equity (see Note 7.3).
Market risk in trading portfolios
The main risks in the trading portfolios can be classified as follows:
\u2013Interest-rate risk: This arises as a result of exposure to movements in the different interest-rate curves involved in trading.
Although the typical products that generate sensitivity to the movements in interest rates are money-market products
(deposits, interest-rate futures, call money swaps, etc.) and traditional interest-rate derivatives (swaps and interest-rate
options such as caps, floors, swaptions, etc.), practically all the financial products are exposed to interest-rate movements
due to the effect that such movements have on the valuation of the financial discount.
\u2013Equity risk: This arises as a result of movements in share prices. This risk is generated in spot positions in shares or any
derivative products whose underlying asset is a share or an equity index. Dividend risk is a sub-risk of equity risk, arising as
an input for any equity option. Its variation may affect the valuation of positions and it is therefore a factor that generates
risk on the books.
\u2013Exchange-rate risk: This is caused by movements in the exchange rates of the different currencies in which a position is
held. As in the case of equity risk, this risk is generated in spot currency positions, and in any derivative product whose
underlying asset is an exchange rate. In addition, the quanto effect (operations where the underlying asset and the
instrument itself are denominated in different currencies) means that in certain transactions in which the underlying asset is
not a currency, an exchange-rate risk is generated that has to be measured and monitored.
\u2013Credit-spread risk: Credit spread is an indicator of an issuer's credit quality. Spread risk occurs due to variations in the
levels of spread of both corporate and government issues, and affects positions in bonds and credit derivatives.
\u2013Volatility risk: This occurs as a result of changes in the levels of implied price volatility of the different market instruments on
which derivatives are traded. This risk, unlike the others, is exclusively a component of trading in derivatives and is defined
as a first-order convexity risk that is generated in all possible underlying assets in which there are products with options that
require a volatility input for their valuation.
The metrics developed to control and monitor market risk in the BBVA Group are aligned with market practices and are implemented
consistently across all the local market risk units.
Measurement procedures are established in terms of the possible impact of negative market conditions on the trading portfolio of the
Group's Global Markets units, both under ordinary circumstances and in situations of heightened risk factors.
The standard metric used to measure market risk is Value at Risk (hereinafter \u201cVaR\u201d), which indicates the maximum loss that may
occur in the portfolios at a given confidence level (99%) and time horizon (one day). This statistic value is widely used in the market
and has the advantage of summing up in a single metric the risks inherent to trading activity, taking into account how they are related
and providing a prediction of the loss that the trading book could sustain as a result of fluctuations in equity prices, interest rates,
foreign exchange rates and credit spreads. Additionally, for certain positions, other risks need to be considered, such as a credit
spread, base, volatility or correlation risk.
With respect to the risk measurement models used by the BBVA Group, the Bank of Spain has authorized the use of the internal
market risk model to determine bank capital requirements deriving from risk positions on the BBVA, S.A. and BBVA Mexico trading
book, which jointly accounted for around 63%, 77% and 72% of the Group\u2019s trading-book market risk as of December 31, 2022, 2021
and 2020. For the rest of the geographical areas where the Group operates (applicable mainly to the Group\u00b4s South America
subsidiaries and Garanti BBVA), bank capital for the risk positions in the trading book is calculated using the Standardized Approach
defined by the Basel Committee on Banking Supervision (which is referred to herein as the \"standard model\u201d).
The current management structure includes the monitoring of market-risk limits, consisting of a scheme of limits based on specific
metrics according to market activities, (VaR (Value at Risk), economic capital, as well as stop-loss limits for each of the Group\u2019s
business units).
The model used estimates VaR in accordance with the historical simulation methodology, which involves estimating losses and gains
that would have taken place in the current portfolio if the changes in market conditions that took place over a specific period of time in
the past were repeated. Based on this information, it predicts the maximum expected loss of the current portfolio within a given
confidence level. This model has the advantage of reflecting precisely the historical distribution of the market variables and not
assuming any specific distribution of probability. The historical period used in this model is two years.
VaR figures are estimated with the following methodologies:
\u2013VaR without smoothing, which awards equal weight to the daily information for the previous two years. This is currently the
official methodology for measuring market risks for the purpose of monitoring compliance with risk limits.
\u2013VaR with smoothing, which gives a greater weight to more recent market information. This metric supplements the previous
one.
The use of VaR by historical simulation methodology as a risk metric has many advantages, but also certain limitations, among which
it is worth highlighting:
\u2013The estimate of the maximum daily loss of the Global Markets portfolio positions (with a confidence level of 99%) depends
on the market movements of the last two years, not picking up the impact of large market events if they have not occurred
within that historical window
\u2013The use of the 99% confidence level does not consider potential losses that can occur beyond this level. To mitigate this
limitation, different stress exercises are also performed, as described later.
At the same time, and following the guidelines established by the Spanish and European authorities, BBVA incorporates metrics in
addition to VaR with the aim of meeting the Bank of Spain's regulatory requirements with respect to the calculation of bank capital for
the trading book. Specifically, the measures incorporated in the Group since December 2011 (stipulated by Basel 2.5) are:
\u2013VaR: In regulatory terms, the VaR charge incorporates the stressed VaR charge, and the sum of the two (VaR and stressed
VaR) is calculated. This quantifies the losses associated with the movements of the risk factors inherent to market
operations (including interest-rate risk, exchange-rate risk, equity risk and credit risk, among others). Both VaR and
stressed VaR are rescaled by a regulatory multiplier (between three and four) and by the square root of ten to calculate the
capital charge.
\u2013Specific Risk - Incremental Risk Capital (\u201cIRC\u201d). Quantification of the risks of default and changes of the credit ratings of the
bond and derivative positions and debt funds with daily look-through or significant benchmark (correlation > 90%) in the
trading portfolio. The IRC charge is exclusively applied in entities in respect of which the internal market risk model is used
(i.e. BBVA, S.A. and BBVA Mexico). The IRC charge is determined based on the associated losses (calculated at 99.9%
confidence level over a one year horizon under the hypothesis of constant risk) due to a rating change and/or default of the
issuer with respect to an asset. In addition, the price risk is included in sovereign positions for the specified items.
\u2013Specific Risk: Securitization, correlation portfolios and Investment funds without look-through. Capital charges for
securitizations and correlation portfolios are assessed based on the potential losses associated with the occurrence of a
credit event in the underlying exposures. They are calculated by the standard model. The scope of the correlations
portfolios refers to the First To Default (FTD)-type market operation and/or tranches of market CDOs and only for positions
with an active market and hedging capacity. Capital charge for Funds include losses associated with volatility and credit risk
of the underling positions of the fund. All charges are calculated by the standard model.
Validity tests are performed regularly on the risk measurement models used by the Group. They estimate the maximum loss that
could have been incurred in the assessed positions with a certain level of probability (backtesting), as well as measurements of the
impact of extreme market events on risk positions (stress testing). As an additional control measure, backtesting is conducted at a
trading desk level in order to enable more specific monitoring of the validity of the measurement models.
Market risk in 2022
The Group\u2019s market risk related to its trading portfolio remained in 2022 at low levels compared to other risks managed by BBVA,
particularly credit risk. This is due to the nature of the business. In 2022, the average VaR was \u20ac27 million, below the figure of 2021,
with a maximum level in the year reached on January 12, 2022 of \u20ac36 million. The evolution in the BBVA Group\u2019s market risk during
2022, measured as VaR without smoothing (see Glossary) with a 99% confidence level and a 1-day horizon (shown in Millions of
Euros) is as follows:
By type of market risk assumed by the Group's trading portfolio, the main risk factor for the Group continued to be that linked to
interest rates, with a weight of 54% of the total at December 31, 2022 (this figure includes the spread risk). The relative weight of this
risk has slightly decreased compared with the close of 2021 (57%). Exchange-rate risk accounted for 22% of the total risk, increasing
its weight with respect to December 2021 (16%), while equity, volatility and correlation risk has increased, with a weight of 11% at the
close of 2022 (vs. 9% at the end of 2021).
As of December 31, 2022, 2021 and 2020 the VaR was \u20ac29 million, \u20ac31 million and \u20ac28 million, respectively, with the following
breakdown:
VaR by Risk Factor (Millions of Euros)
Interest/Spread
risk
Currency risk
Stock-market
risk
Vega/Correlation
risk
Diversification
effect (1)
Total
2022
VaR average in the year
33
8
3
7
(23)
27
VaR max in the year
35
12
2
11
(24)
36
VaR min in the year
25
10
2
11
(28)
19
End of period VaR
32
13
7
5
(28)
29
2021
VaR average in the year
33
10
2
11
(28)
29
VaR max in the year
32
13
4
1
(14)
36
VaR min in the year
27
9
1
10
(25)
22
End of period VaR
34
9
5
11
(29)
31
2020
VaR average in the year
29
12
4
11
(28)
27
VaR max in the year
39
20
10
20
(14)
39
VaR min in the year
20
3
1
6
(39)
18
End of period VaR
32
12
2
11
(29)
28
(1) The diversification effect is the difference between the sum of the average individual risk factors and the total VaR figure that includes the implied correlation between all the
variables and scenarios used in the measurement.
Validation of the internal market risk model
The internal market risk model is validated on a regular basis by backtesting in both, BBVA, S.A. and Global Markets Mexico (in BBVA
Mexico). The aim of backtesting is to validate the quality and precision of the internal market risk model used by BBVA Group to
estimate the maximum daily loss of a portfolio, at a 99% level of confidence and a 250-day time horizon, by comparing the Group's
results and the risk measurements generated by the internal market risk model. These tests showed that the internal market risk
model of both, BBVA, S.A. and Global Markets Mexico is adequate and precise.
Two types of backtesting have been carried out in 2022, 2021 and 2020:
\u2013\"Hypothetical\" backtesting: the daily VaR is compared with the results obtained, not taking into account the intraday results
or the changes in the portfolio positions. This validates the appropriateness of the market risk metrics for the end-of-day
position.
\u2013\"Real\" backtesting: the daily VaR is compared with the total results, including intraday transactions, but discounting the
possible minimum charges or fees involved. This type of backtesting includes the intraday risk in portfolios.
In addition, each of these two types of backtesting was carried out at a risk factor or business type level, thus making a deeper
comparison of the results with respect to risk measurements.
For the period between the year ended December 31, 2021 and the year ended December 31, 2022, the backtesting of the internal
VaR calculation model was carried out, comparing the daily results obtained to the risk level estimated by the internal VaR calculation
model. In that period, there was no negative exception in BBVA, S.A. In BBVA Mexico, there were two negative exceptions.
At the end of the year the comparison showed the internal VaR calculation model was working correctly, within the \"green\" zone (0-4
exceptions), thus validating the internal VaR calculation model, as has been the case each year since the internal market risk model
was approved for the Group.
Stress testing analysis
A number of stress tests are carried out on the BBVA Group's trading portfolios. First, global and local historical scenarios are used
that replicate the behavior of an extreme past event, such as for example the collapse of Lehman Brothers or the \"Tequilazo\" crisis.
These stress tests are complemented with simulated scenarios, where the aim is to generate scenarios that have a significant impact
on the different portfolios, but without being anchored to any specific historical scenario. Finally, for some portfolios or positions,
fixed stress tests are also carried out that have a significant impact on the market variables affecting these positions.
Historical scenarios
The historical benchmark stress scenario for the BBVA Group is Lehman Brothers, whose sudden collapse in September 2008 led to
a significant impact on the behavior of financial markets at a global level. The following are the most relevant effects of this historical
scenario:
\u2013Credit shock: reflected mainly in the increase of credit spreads and downgrades in credit ratings.
\u2013Increased volatility in most of the financial markets (giving rise to a great deal of variation in the prices of different assets
(currency, equity, debt).
\u2013Liquidity shock in the financial systems, reflected by a major movement in interbank curves, particularly in the shortest
sections of the euro and dollar curves.
Simulated scenarios
Unlike the historical scenarios, which are fixed and therefore not suited to the composition of the risk portfolio at all times, the
scenario used for the exercises of economic stress is based on resampling methodology. This methodology is based on the use of
dynamic scenarios that are recalculated periodically depending on the main risks affecting the trading portfolios. On a data window
wide enough to collect different periods of stress (data are taken from January 1, 2008 until the date of the assessment), a simulation
is performed by resampling of historic observations, generating a distribution of losses and gains that serve to analyze the most
extreme of births in the selected historical window. The advantage of this methodology is that the period of stress is not
predetermined, but depends on the portfolio maintained at each time, and making a large number of simulations (10,000 simulations)
allows a greater richness of information for the analysis of expected shortfall than what is available in the scenarios included in the
calculation of VaR.
The main features of this approach are: a) the generated simulations respect the correlation structure of the data, b) there is flexibility
in the inclusion of new risk factors and c) it allows the introduction of a lot of variability in the simulations (desirable for considering
extreme events).
The impact of the stress test under multivariable simulation of the risk factors of the portfolio based on the expected shortfall
(expected shortfall calculated at a 97.5% confidence level, 20 days) as of December 31, 2022 is as follows:
Impact of the stress test (Millions of Euros)
0
Europe
Mexico
Peru
Venezuela
Argentina
Colombia
Turkey
Expected shortfall
(86)
(42)
(7)
\u2014
(8)
(4)
(22)
amounts, and the intention of settling the net amount or of realizing the asset and simultaneously paying the liability.
In addition, the Group has presented as gross amounts assets and liabilities on the consolidated balance sheet for which there are
master netting arrangements in place, but for which there is no intention of settling the net amount. The most common types of
events that trigger the netting of reciprocal obligations are bankruptcy of the entity, surpassing certain level of indebtedness
threshold, failure to pay, restructuring and dissolution of the entity.
In the current market context, derivatives are contracted under different framework contracts being the most widespread the ones
developed by the International Swaps and Derivatives Association (\u201cISDA\u201d) and, for the Spanish market, the Framework Agreement
on Financial Transactions (\u201cCMOF\u201d). Almost all portfolio derivative transactions have been concluded under these framework
contracts, including in them the netting clauses mentioned in the preceding paragraph as \"Master Netting Agreement\", greatly
reducing the credit exposure on these instruments. Additionally, in contracts signed with counterparties, the collateral agreement
annexes called Credit Support Annex (\u201cCSA\u201d) in ISDA and Appendix III in CMOF are included, thereby minimizing exposure to a
potential default of the counterparty.
Moreover, many of the transactions involving assets purchased or sold under a repurchase agreement are transacted through
clearing houses that articulate mechanisms to reduce counterparty risk, as well as through the signing of various master agreements
for bilateral transactions, the most widely used being the Global Master Repurchase Agreement (GMRA), published by the
International Capital Market Association (\u201cICMA\u201d), to which the clauses related to the collateral exchange are usually added within the
text of the master agreement itself.
A summary of the effect of offsetting (via netting and collateral) for derivatives and securities operations is presented below as of
December 31, 2022, 2021 and 2020:
Effect of offsetting for derivatives and securities operation (Millions of Euros)
Gross amounts not offset
in the consolidated
balance sheets (D)
Notes
Gross
amounts
recognized (A)
Gross
amounts
offset in the
consolidated
balance
sheets (B)
Net amount
presented in
the
consolidated
balance sheets
(C=A-B)
Financial
instruments
Cash
collateral
received/
pledged
Net amount
(E=C-D)
December 2022
Trading and hedging derivatives
10 / 15
52,354
10,554
41,800
29,251
11,461
1,088
Reverse repurchase, securities
borrowing and similar agreements
47,111
\u2014
47,111
47,217
970
(1,077)
Total assets
99,465
10,554
88,911
76,468
12,431
11
Trading and hedging derivatives
10 / 15
51,767
10,554
41,213
31,063
9,498
651
Repurchase, securities lending and
similar agreements
54,382
\u2014
54,382
53,439
586
357
Total liabilities
106,149
10,554
95,594
84,502
10,084
1,008
December 2021
Trading and hedging derivatives
10 / 15
36,349
3,611
32,737
22,524
8,758
1,456
Reverse repurchase, securities
borrowing and similar agreements
54,296
\u2014
54,296
55,010
2,213
(2,927)
Total assets
90,645
3,611
87,034
77,534
10,971
(1,471)
Trading and hedging derivatives
10 / 15
37,916
3,584
34,331
22,524
10,119
1,688
Repurchase, securities lending and
similar agreements
54,159
\u2014
54,159
58,174
679
(4,694)
Total liabilities
92,074
3,584
88,490
80,698
10,798
(3,006)
December 2020
Trading and hedging derivatives
10 / 15
47,862
5,688
42,173
33,842
9,018
(686)
Reverse repurchase, securities
borrowing and similar agreements
32,121
\u2014
32,121
32,762
161
(802)
Total assets
79,983
5,688
74,294
66,604
9,178
(1,488)
Trading and hedging derivatives
10 / 15
49,720
5,722
43,998
33,842
9,435
721
Repurchase, securities lending and
similar agreements
41,571
\u2014
41,571
42,298
1,619
(2,346)
Total liabilities
91,291
5,722
85,569
76,140
11,054
(1,624)
The amount of recognized financial instruments within derivatives includes the effect in case of compensation with counterparties
with which the Group holds netting agreements, while, for repos, it reflects the market value of the collateral associated with the
transaction.
Liquidity and Funding risk
Liquidity and funding risk is defined as the incapacity of a bank in meeting its payment commitments due to lack of funds or that, to
face those commitments, should have to make use of funding under burdensome terms.
Liquidity and Funding Strategy and Planning
The BBVA Group is a multinational financial institution whose business is focused mainly on retail and commercial banking activities.
In addition to the retail business model, which forms its core business, the Group engages in corporate and investment banking,
through the global CIB (Corporate & Investment Banking) division.
Liquidity and Funding Risk Management aims to maintain a solid balance sheet structure which allows a sustainable business model.
The Group\u2019s liquidity and funding strategy is based on the following pillars:
\u2013The principle of the funding self-sufficiency of its subsidiaries, meaning that each of the Liquidity Management Units (LMU)
must cover its funding needs independently on the markets where it operates. This avoids possible contagion due to a crisis
affecting one or more of the Group\u2019s LMU.
\u2013Stable customer deposits as the main source of funding in all the LMU, in accordance with the Group\u2019s business model.
\u2013Diversification of the sources of wholesale funding, in terms of maturity, market, instruments, counterparties and
currencies, with recurring access to the markets.
\u2013Compliance with regulatory requirements, ensuring the availability of ample liquidity buffers, of high quality, as well as
sufficient instruments as required by regulations with the capacity to absorb losses.
\u2013Compliance with the internal Liquidity Risk and Funding metrics, while adhering to the Risk Appetite level established for
each LMU at any time.
Liquidity and Funding Risk Management aims, in the short term, to prevent an entity from having difficulties in meeting its payment
commitments in due time and form or that, to meet them, it has to resort to obtaining funds in burdensome conditions that
deteriorate the image or reputation of the entity.
In the medium term, its objective is to ensure the suitability of the Group's financial structure and its evolution, within the framework
of the economic situation, the markets and regulatory changes.
This management of structural and liquidity funding is based on the principle of financial self-sufficiency of the entities that comprise
it. This approach helps prevent and limit liquidity risk by reducing the Group\u2019s vulnerability during periods of high risk. This
decentralized management prevents possible contagion from a crisis affecting only one or a few Group entities, which must act
independently to meet their liquidity requirements in the markets where they operate.
Within this strategy, the BBVA Group is organized into eight LMU composed of the parent company and the bank subsidiaries in each
geographical area, plus the branches that depend on them.
In addition, the policy for managing liquidity and funding risk is also based on the model\u2019s robustness and on the planning and
integration of risk management into the budgeting process of each LMU, according to the liquidity and funding risk appetite that it
decides to assume in its business.
Liquidity and funding planning is part of the strategic processes for the Group\u2019s budgetary and business planning. This objective is to
allow a recurrent growth of the banking business with suitable maturities and costs within the established risk tolerance levels by
using a wide range of instruments which allow the diversification of the funding sources and the maintenance of a high volume of
available liquid assets.
Governance and monitoring
The responsibility for liquidity and funding management in the development of normal business activity lies with the Finance area as a
first line of defense in managing the risks inherent to this activity, in accordance with the principles established by the EBA and in line
with the most demanding standards, policies, procedures and controls in the framework established by the governing bodies.
Finance, through the Balance-Sheet Management area, plans and executes the funding of the structural long-term gap of each LMU
and proposes to the Assets and Liabilities Committee (ALCO) the actions to be taken on this matter, in accordance with the policies
established by the Risk Committee in line with the metrics of the Risk Appetite Framework approved by the Board of Directors.
Finance is also responsible for preparing the regulatory reporting of liquidity, coordinating with the responsible areas in each LGU the
necessary processes to cover the requirements at corporate and regulatory level, ensuring the integrity of the information provided.
GRM is responsible for ensuring that the liquidity and financing risk in the Group is managed in accordance with the framework
established by governing bodies. It also deals with the identification, measurement, monitoring and control of such risks and their
communication to the relevant corporate bodies. In order to carry out this task properly, the Risk function in the Group has been
configured as a single, global function, independent of the management areas.
Additionally, the Group has, in its second line of defense, an Internal Risk Control unit, which performs an independent review of the
control of Liquidity and Funding Risk, and a Financial Internal Control Unit that reviews the design and effectiveness of the controls
operations on liquidity management and reporting.
As the third line of defense of the Group's internal control model, Internal Audit is in charge of reviewing specific controls and
processes in accordance with a work plan that is drawn up annually.
The Group\u2019s fundamental objectives regarding the liquidity and funding risk are determined through the Liquidity Coverage Ratio
(LCR) and through the Loan-to-Stable Customer Deposits (LtSCD) ratio.
The LCR ratio is a regulatory metric that aims to guarantee the resilience of entities in a scenario of liquidity tension within a time
horizon of 30 days. Within its risk appetite framework and system of limits and alerts, BBVA has established a required LCR
compliance level for the entire Group and for each individual LMU. The internal levels required are aimed at efficiently meeting the
regulatory requirement, at a loose level above 100%.
The LtSCD ratio measures the relationship between net lending and stable customer funds. The aim is to preserve a stable funding
structure in the medium term for each of the LMU which make up the BBVA Group, taking into account that maintaining an adequate
volume of stable customer funds is key to achieving a sound liquidity profile. In geographical areas with dual-currency balances, the
indicator is also controlled by currency to manage the mismatches that might occur.
Stable customer funds are considered to be the financing obtained and managed from the LMU among their target customers. Those
funds are characterized by their low sensitivity to market changes and by their less volatile behavior at aggregated level per operation
due to the loyalty of the customer to the entity. The stable resources are calculated by applying to each identified customer segment
a haircut determined by the analysis of the stability if the balances by which different aspects are evaluated (concentration, stability,
level of loyalty). The main source of stable resources arises from wholesale funding and retail customer funds.
In order to establish the target (maximum) levels of LtSCD in each LMU and provide an optimal funding structure reference in terms
of risk appetite, the corporate Structural Risks unit of GRM identifies and assesses the economic and financial variables that condition
the funding structures in the different geographical areas.
Additionally, liquidity and funding risk management aims to achieve a proper diversification of the funding structure, avoiding
excessive dependence on short-term funding by establishing a maximum level for the short-term funds raised, including both
wholesale financing and the least stable proportion of customer funds In relation to long-term financing, the maturity profile does not
present significant concentrations, which makes it possible to adapt the schedule of the planned issuance plan to the best financial
conditions in the markets. Lastly, concentration risk is monitored at LMU level, with the aim of ensuring a correct diversification of
both the counterparty and type of instrument.
One of the fundamental metrics within the general management framework of the liquidity and funding risk is the maintenance of a
liquidity buffer consisting of high quality assets free of charges which can be sold or offered as collateral to obtain funding, either
under normal market conditions or in stress situations.
The Finance area is responsible for the collateral management and determining the liquidity buffer within the BBVA Group. According
to the principle of auto-sufficiency of the Group's subsidiaries, each LMU is responsible for maintaining a buffer of liquid assets which
complies with the regulatory requirements applicable under each jurisdiction. In addition, the liquidity buffer of each LMU must be
aligned with the liquidity and funding risk tolerance as well as the management limits set and approved for each case.
In this context, the short-term resistance of the liquidity risk profile is promoted, ensuring that each LMU has sufficient collateral to
deal with the risk of the closing of wholesale markets. Basic capacity is the internal metric for the management and control of short-
term liquidity risk, which is defined as the relationship between the explicit assets available and the maturities of wholesale liabilities
and volatile resources, at different time periods up to one year, with special relevance at 30 and 90 days, with the objective of
preserving the survival period above 3 months with the available buffer, without considering the balance inflows.
As a fundamental element of the liquidity and financing risk monitoring scheme, stress tests are carried out. They enable to anticipate
deviations from the liquidity targets and the limits set in the appetite, and to establish tolerance ranges in the different management
areas. They also play a major role in the design of the Liquidity Contingency Plan and the definition of specific measures to be adopted
to rectify the risk profile if necessary.
For each scenario, it is checked whether BBVA has a sufficient stock of liquid assets to guarantee its capacity to meet the liquidity
commitments/outflows in the different periods analyzed. The analysis considers four scenarios: one central and three crisis-related
(systemic crisis; unexpected internal crisis with a considerable rating downgrade and/or affecting the ability to issue in wholesale
markets and the perception of business risk by the banking intermediaries and the entity\u2019s clients; and a mixed scenario, as a
combination of the two aforementioned scenarios). Each scenario considers the following factors: existing market liquidity, customer
behavior and sources of funding, the impact of rating downgrades, market values of liquid assets and collateral, and the interaction
between liquidity requirements and the development of BBVA's credit quality.
The stress tests conducted on a regular basis by GRM reveal that BBVA maintains a sufficient buffer of liquid assets to deal with the
estimated liquidity outflows in a scenario resulting from the combination of a systemic crisis and an unexpected internal crisis, during
a period of longer than 3 months in general for the different LMU (including Turkey closing the year above 6 months), including in the
scenario of a significant downgrade of the Bank\u2019s rating by up to three notches.
Together with the results of the stress tests and the risk metrics, the early warning indicators play an important role within the
corporate model and the Liquidity Contingency Plan. They are mainly indicators of the funding structure, in relation to asset
encumbrance, counterparty concentration, flights of customer deposits, unexpected use of credit facilities, and of the market, which
help anticipate possible risks and capture market expectations.
Finance is the area responsible for the elaboration, monitoring, execution and update of the liquidity and funding plan and of the
market access strategy to guarantee and improve the stability and diversification of the wholesale funding sources.
In order to implement and establish management in an anticipated manner, limits are set on an annual basis for the main
management metrics that form part of the budgeting process for the liquidity and funding plan. This framework of limits contributes
to the planning of the joint future performance of:
\u2013The loan book, considering the types of assets and their degree of liquidity, as well as their validity as collateral in
collateralized funding.
\u2013Stable customer funds, based on the application of a methodology for establishing which segments and customer balances
are considered to be stable or volatile funds based on the principle of sustainability and recurrence of these funds.
\u2013Projection of the credit gap, in order to require a degree of self-funding that is defined in terms of the difference between the
loan-book and stable customer funds.
\u2013Incorporating the planning of securities portfolios into the banking book, which include both fixed-interest and equity
securities, and are classified as financial assets at fair value through other comprehensive income and at amortized cost,
and additionally on trading portfolios.
\u2013The structural gap projection, as a result of assessing the funding needs generated both from the credit gap and by the
securities portfolio in the banking book, together with the rest of on-balance-sheet wholesale funding needs, excluding
trading portfolios. This gap therefore needs to be funded with customer funds that are not considered stable or on
wholesale markets.
As a result of these funding needs, the BBVA Group plans the target wholesale funding structure according to the tolerance set in
each LMU target.
Thus, once the structural gap has been identified and after resorting to wholesale markets, the amount and composition of wholesale
structural funding is established in subsequent years, in order to maintain a diversified funding mix and guarantee that there is not a
high reliance on short-term funding (short-term wholesale funding plus volatile customer funds).
In practice, the execution of the principles of planning and self-funding at the different LMU results in the Group\u2019s main source of
funding being customer deposits, which consist mainly of demand deposits, savings deposits and time deposits.
As sources of funding, customer deposits are complemented by access to the interbank market and the domestic and international
capital markets in order to address additional liquidity requirements, implementing domestic and international programs for the
issuance of commercial paper and medium and long-term debt.
The process of analysis and assessment of the liquidity and funding situation and of the inherent risks is a process carried out on an
ongoing basis in the BBVA Group, with the participation of all the Group areas involved in liquidity and funding risk management. This
process is carried out at both local and corporate level. It is incorporated into the decision- making process for liquidity and funding
management, with integration between the risk appetite strategy and establishment and the planning process, the funding plan and
the limits scheme.
Liquidity and funding performance
The BBVA Group maintains a robust and dynamic funding structure with a predominantly retail nature, where customer resources
represent the main source of funding.
During 2022, in an environment of higher uncertainty, liquidity conditions have remained comfortable in all the countries where the
BBVA Group operates. It should be noted that the war in Ukraine has not had a significant impact on the liquidity and funding situation
of the BBVA Group units.
The performance of the indicators show that the robustness of the funding structure remained steady during 2022, 2021 and 2020, in
the sense that all LMU held self-funding levels with stable customer resources above the requirements.
LtSCD by LMU
2022
2021
2020
Group (average)
96 %
95 %
95 %
BBVA, S.A.
98 %
98 %
97 %
BBVA Mexico
98 %
93 %
98 %
Garanti BBVA
83 %
81 %
95 %
Other LMU
96 %
93 %
86 %
With respect to LCR, the Group has maintained a liquidity buffer at both a consolidated and individual level in 2022. As a result, the
ratio has remained comfortably above 100%, with the consolidated ratio as of December 31, 2022 standing at 159%.
Although this requirement is only established at a Group level, for banks in the Eurozone, the minimum level required is comfortably
exceeded in all subsidiaries. It should be noted that the calculation of the Consolidated LCR does not allow the transfer of liquidity
between subsidiaries, so no excess liquidity may be transferred from these entities for the purpose of calculating the consolidated
ratio. If the impact of these highly liquid assets was considered, the LCR would be 201%, or 42 basis points above the required level.
LCR main LMU
0
2022
2021
2020
Group
159 %
165 %
149 %
BBVA, S.A.
186 %
190 %
173 %
BBVA Mexico
199 %
245 %
196 %
Garanti BBVA
185 %
211 %
183 %
One of the key elements in BBVA's Group liquidity and funding management is the targeted maintenance of large high quality liquidity
buffers in all business areas where the group operates.
Each entity maintains a sound liquidity buffer at the individual level for BBVA, S.A. and for each of its subsidiaries, such as BBVA
Mexico, Garanti BBVA and the Latin American subsidiaries.
In this respect, the Group has maintained for the last 12 months an average volume of high quality liquid assets (HQLA) amounting to
\u20ac140.3 billion, among which, 95% correspond to maximum quality assets (LCR Level 1).
The table below shows the liquidity available by instrument as of December 31, 2022, 2021 and 2020 for the most significant entities
based on prudential supervisor\u2019s information (Commission Implementing Regulations (EU) 2017/2114 of November 9, 2017):
Liquidity available by instrument (Millions of Euros)
BBVA, S.A.
BBVA Mexico
Garanti BBVA
Other
2022
2021
2020
2022
2021
2020
2022
2021
2020
2022
2021
2020
Cash and withdrawable central
bank reserves
48,271
35,258
39,330
12,865
12,146
8,930
6,731
8,179
6,153
5,265
6,469
6,831
Level 1 tradable assets
33,081
37,272
48,858
13,974
13,881
9,205
9,165
5,549
7,019
7,836
6,036
6,237
Level 2A tradable assets
3,450
5,234
5,119
47
74
106
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Level 2B tradable assets
3,471
9,492
6,080
35
28
11
\u2014
\u2014
\u2014
1
2
\u2014
Other tradable assets
22,708
27,870
20,174
467
343
421
285
722
701
1,035
934
745
Non tradable assets eligible for
central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Cumulated counterbalancing
capacity
110,981
115,127
119,560
27,388
26,472
18,672
16,181
14,449
13,873
14,136
13,440
13,814
settlement
1
4,031
4,107
8,200
4,305
4,746
18,417
8,744
23,307
31,480
107,338
December 2022. Contractual maturities (Millions of Euros)
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
1,841
4,434
1,050
3,148
2,017
6,318
9,423
13,282
18,145
59,658
Deposits from financial
institutions
2,176
7,885
628
806
56
694
648
211
396
399
13,899
Deposits from other financial
institutions and international
agencies
7,392
5,760
1,465
464
379
758
700
293
594
727
18,532
Customer deposits
302,667
38,951
18,542
6,776
2,575
2,870
1,476
1,276
798
273
376,203
Security pledge funding
\u2014
51,638
14,543
17,736
866
1,503
8,136
1,524
3,493
575
100,013
Derivatives, net
\u2014
(253)
24
(1,010)
(23)
175
40
(153)
(466)
(3,717)
(5,383)
settlement
10
1,779
3,606
3,395
2,333
3,958
18,854
13,135
17,214
47,331
111,614
December 2021. Contractual maturities (Millions of Euros)
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
3,065
1,077
3,498
2,914
1,885
9,477
4,931
12,332
19,991
59,169
Deposits from financial
institutions
1,936
4,257
415
825
183
924
496
146
146
579
9,907
Deposits from other financial
institutions and international
agencies
8,894
2,728
1,700
382
289
227
578
231
337
722
16,087
Customer deposits
281,812
28,806
11,814
4,867
1,717
1,520
1,740
578
863
416
334,132
Security pledge funding
\u2014
52,437
6,858
2,485
1,513
8,252
29,954
5,527
4,755
1,490
113,269
Derivatives, net
(33)
(395)
(176)
(326)
(66)
(641)
100
(122)
(155)
(66)
(1,880)
December 2020. Contractual maturities (Millions of Euros) \u207d\u00b9\u207e
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
ASSETS
Cash, cash balances at
central banks and other
demand deposits
42,518
32,741
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
75,258
Deposits in credit entities
\u2014
3,616
677
921
356
461
117
120
2
39
6,309
Deposits in other financial
institutions
\u2014
2,202
855
797
734
543
1,251
721
515
500
8,119
Reverse repo, securities
borrowing and margin
lending
\u2014
20,033
4,757
1,351
364
368
3,320
1,849
891
1,089
34,021
Loans and advances
279
16,939
24,280
23,012
15,579
17,032
46,182
38,851
51,709
110,173
344,036
Securities' portfolio
settlement
\u2014
3,896
6,680
6,557
5,084
13,014
9,858
15,494
17,231
50,045
127,859
(1) It includes the balance of the companies in the United States (see Notes 3 and 21).
December 2020. Contractual maturities (Millions of Euros) \u207d\u00b9\u207e
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
4,750
2,618
3,963
1,283
1,543
10,573
7,505
12,793
23,839
68,868
Deposits from financial
institutions
8,838
7,859
254
741
152
726
825
189
166
371
20,120
Deposits from other financial
institutions and international
agencies
12,735
4,324
2,694
588
353
272
957
337
459
870
23,589
Customer deposits
308,360
39,978
13,416
6,808
4,526
4,366
3,361
1,213
869
799
383,694
Security pledge funding
\u2014
41,239
5,301
1,643
1,192
368
11,304
28,510
3,740
1,516
94,812
Derivatives, net
\u2014
(722)
15
(961)
(85)
134
(400)
(157)
(264)
(159)
(2,599)
The committed value of \"Loans and Advances and other assets\" corresponds mainly to loans linked to the issue of covered bonds,
territorial bonds or long-term securitized bonds (see Note 22.4) as well as those used as a guarantee to access certain funding
transactions with central banks. Debt securities and equity instruments correspond to underlying that are delivered in repos with
different types of counterparties, mainly clearing houses or credit institutions, and to a lesser extent central banks. Collateral
provided to guarantee derivative transactions is also included as committed assets.
As of December 31, 2022, 2021 and 2020, collateral pledges received mainly due to repurchase agreements and securities lending,
and those which could be committed in order to obtain funding are provided below:
Collateral received (Millions of Euros)
Fair value of encumbered
collateral received or own debt
securities issued
Fair value of collateral received
or own debt securities issued
available for encumbrance
Fair value of collateral received
or own debt securities issued
not available for encumbrance
2022
2021
2020
2022
2021
2020
2022
2021
2020
Collateral received
40,701
40,905
30,723
9,415
17,029
8,652
1,279
1,719
1,071
Equity instruments
323
289
239
759
265
204
\u2014
\u2014
\u2014
Debt securities
40,378
40,616
30,484
8,656
16,764
8,448
1,279
1,719
1,071
Loans and advances and other assets
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Own debt securities issued other
than own covered bonds or ABSs
\u2014
\u2014
3
92
50
94
\u2014
\u2014
\u2014
The guarantees received in the form of reverse repurchase agreements or security lending transactions are committed by their use in
repurchase agreements, as is the case with debt securities.
As of December 31, 2022, 2021 and 2020, financial liabilities issued related to encumbered assets in financial transactions as well as
their book value were as follows:
Sources of encumbrance (Millions of Euros)
Matching liabilities, contingent liabilities or
securities lent
Assets, collateral received and own
debt securities issued other than covered bonds
and ABSs encumbered
2022
2021
2020
2022
2021
2020
Book value of financial liabilities
122,400
137,242
131,352
128,628
151,275
147,523
Derivatives
15,950
15,368
16,611
16,699
15,191
16,348
Deposits
95,728
109,311
98,668
99,077
120,957
111,726
Outstanding subordinated debt
10,722
12,563
16,073
12,852
15,127
19,449
Other sources
731
620
653
4,989
3,966
5,202
Fair value hierarchy
All financial instruments, both assets and liabilities are initially recognized at fair value, which at that point is equivalent to the
transaction price, unless there is evidence to the contrary in the market. Subsequently, depending on the type of financial instrument,
it may continue to be recognized at amortized cost or fair value through adjustments in the consolidated income statement or equity.
When possible, the fair value is determined as the market price of a financial instrument. However, for many of the financial assets
and liabilities of the Group, especially in the case of derivatives, there is no market price available, so its fair value is estimated on the
basis of the price established in recent transactions involving similar instruments or, in the absence thereof, by using mathematical
measurement models that are sufficiently tried and trusted by the international financial community. The estimates of the fair value
derived from the use of such models take into consideration the specific features of the asset or liability to be measured and, in
particular, the various types of risk associated with such asset or liability. However, the limitations inherent in the measurement
models and possible inaccuracies in the assumptions and parameters required by these models may mean that the estimated fair
value of an asset or liability does not exactly match the price for which the asset or liability could be exchanged or settled on the date
of its measurement.
Additionally, for financial assets and liabilities that show significant uncertainty in inputs or model parameters used for valuation,
criteria is established to measure said uncertainty and activity limits are set based on these. Finally, these measurements are
compared, as much as possible, against other sources such as the measurements obtained by the business teams or those obtained
by other market participants.
The process for determining the fair value requires the classification of the financial assets and liabilities according to the
measurement processes used as set forth below:
\u2013Level 1: Valuation using directly the quotation of the instrument, observable and readily and regularly available from
independent price sources and referenced to active markets that the entity can access at the measurement date. The
instruments classified within this level are fixed-income securities, equity instruments and certain derivatives.
\u2013Level 2: Valuation of financial instruments with commonly accepted techniques that use inputs obtained from observable
data in markets.
\u2013Level 3: Valuation of financial instruments with valuation techniques that use significant unobservable inputs in the market.
As of December 31, 2022, the affected instruments at fair value accounted for approximately 0.57% of financial assets and
0.43% of the Group\u2019s financial liabilities. Model selection and validation is undertaken by control areas outside the business
areas.
Fair value of financial instruments
The fair value of the Group\u2019s financial instruments in the consolidated balance sheets and its corresponding carrying amounts, as of
December 31, 2022, 2021 and 2020 are presented below:
Fair value and carrying amount of the financial instruments (Millions of Euros)
2022
2021
2020
Notes
Carrying
Amount
Fair
Value
Carrying
Amount
Fair
Value
Carrying
Amount
Fair Value
ASSETS
Cash, cash balances at central banks and
other demand deposits
9
79,756
79,756
67,799
67,799
65,520
65,520
Financial assets held for trading
10
110,671
110,671
123,493
123,493
105,878
105,878
Non-trading financial assets mandatorily at
fair value through profit or loss
11
6,888
6,888
6,086
6,086
5,198
5,198
Financial assets designated at fair value
through profit or loss
12
913
913
1,092
1,092
1,117
1,117
Financial assets at fair value through other
comprehensive income
13
58,980
58,980
60,421
60,421
69,440
69,440
Financial assets at amortized cost
14
422,061
419,060
372,676
377,451
367,668
374,267
Derivatives \u2013 Hedge accounting
15
1,891
1,891
1,805
1,805
1,991
1,991
LIABILITIES
Financial liabilities held for trading
10
95,611
95,611
91,135
91,135
84,109
84,109
Financial liabilities designated at fair value
through profit or loss
12
10,580
10,580
9,683
9,683
10,050
10,050
Financial liabilities at amortized cost
22
528,629
525,052
487,893
488,733
490,606
491,006
Derivatives \u2013 Hedge accounting
15
3,303
3,303
2,626
2,626
2,318
2,318
Not all financial assets and liabilities are recorded at fair value. Information on financial instruments recorded at fair value and
subsequently information of those recorded at amortized cost is provided (including their fair value although this value is not used
when accounting for these instruments).
Fair value of financial instruments recognized at fair value, according to valuation criteria
Below are the different elements used in the valuation technique of financial instruments.
Active Market
BBVA considers an active market as a market that allows the observation of bid and offer prices representative of the levels to which
the market participants are willing to negotiate an asset, with sufficient frequency and volume.
Furthermore, BBVA would consider as traded in an \u201cOrganized Market\u201d quotations for assets or liabilities from Over The Counter
(OTC) markets when they are obtained from independent sources, observable on a daily basis and fulfil certain conditions.
The following table shows the financial instruments carried at fair value in the consolidated balance sheets, broken down by level used
to determine their fair value as of December 31, 2022, 2021 and 2020:
Fair Value of Financial Instruments by Levels (Millions of Euros)
2022
2021
2020
Level 1
Level 2
Level 3
Level 1
Level 2
Level 3
Level 1
Level 2
Level 3
ASSETS
Financial assets held for trading
22,710
85,636
2,325
32,371
87,736
3,386
32,555
71,938
1,386
Equity instruments
4,369
\u2014
34
15,925
\u2014
37
11,367
31
60
Debt securities
16,284
7,934
148
11,877
13,725
189
12,790
11,123
57
Loans and advances
1,262
39,562
1,169
615
47,279
2,913
2,379
26,741
1,148
Derivatives
795
38,140
974
3,954
26,732
247
6,019
34,043
121
Non-trading financial assets mandatorily at fair value through
profit or loss
5,720
151
1,017
4,378
522
1,186
3,826
381
992
Equity instruments
5,457
40
1,014
4,158
394
751
3,612
57
465
Debt securities
19
111
\u2014
\u2014
128
\u2014
4
324
28
Loans and advances
245
\u2014
3
220
\u2014
435
210
\u2014
499
Financial assets designated at fair value through profit or loss
913
\u2014
\u2014
916
176
\u2014
939
178
\u2014
Equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Debt securities
913
\u2014
\u2014
916
176
\u2014
939
178
\u2014
Loans and advances
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Financial assets at fair value through other comprehensive
income
48,235
10,237
508
52,157
7,545
719
60,976
7,866
598
Equity instruments
1,040
58
100
1,178
36
106
961
34
105
Debt securities
47,169
10,179
408
50,952
7,509
613
59,982
7,832
493
Loans and advances
26
\u2014
\u2014
27
\u2014
\u2014
33
\u2014
\u2014
Derivatives \u2013 Hedge accounting
4
1,887
\u2014
63
1,733
9
120
1,862
8
LIABILITIES
Financial liabilities held for trading
20,611
73,871
1,129
26,215
64,305
615
27,587
56,127
395
Trading derivatives
746
36,161
1,002
4,755
26,560
389
7,402
34,046
232
Short positions
13,354
133
\u2014
15,124
11
\u2014
11,805
504
3
Deposits
6,511
37,577
127
6,335
37,733
226
8,381
21,577
159
Financial liabilities designated at fair value through profit or
loss
\u2014
8,990
1,590
1
8,243
1,439
\u2014
8,558
1,492
Customer deposits
\u2014
700
\u2014
\u2014
809
\u2014
\u2014
902
\u2014
Debt certificates
\u2014
1,698
1,590
1
1,956
1,439
\u2014
3,038
1,492
Other financial liabilities
\u2014
6,592
\u2014
\u2014
5,479
\u2014
\u2014
4,617
\u2014
Derivatives \u2013 Hedge accounting
100
3,179
25
53
2,573
\u2014
53
2,250
15
Main valuation techniques
The main techniques used for the assessment of the majority of the financial instruments classified in level 3, and its main
unobservable inputs, are described below:
\u2013The net present value (net present value method): This technique uses the future cash flows of each financial instrument,
which are established in the different contracts, and discounted to their present value. This technique often includes many
observable inputs, but may also include unobservable inputs, as described below:
a.Credit Spread: This input represents the difference in yield of a debt security and the reference rate, reflecting the
additional return that a market participant would require to take the credit risk of that debt security. Therefore,
the credit spread of the debt security is part of the discount rate used to calculate the present value of the future
cash flows.
b.Recovery rate: This input represents the percentage of principal and interest recovered from a debt instrument
that has defaulted.
\u2013Comparable prices (similar asset prices): This input represents the prices of comparable financial instruments and
benchmarks used to calculate a reference yield based on relative movements from the entry price or current market levels.
Further adjustments to account for differences that may exist between financial instrument being valued and the
comparable financial instrument may be added. It can also be assumed that the price of the financial instrument is
equivalent to the comparable instrument.
\u2013Net asset value: This technique utilizes certain assumptions to use net asset value as representative of fair value, which is
equal to the total value of the assets and liabilities of a fund published by the managing entity.
\u2013Gaussian copula: This model is used to integrate default probabilities of credit instruments referenced to more than one
underlying CDS (Credit Default Swaps). The joint density function used to value the instrument is constructed by using a
Gaussian copula that relates the marginal densities by a normal distribution, usually extracted from the correlation matrix of
events approaching default by CDS issuers.
\u2013Black 76: variant of Black Scholes model, whose main application is the valuation of bond options, cap floors and Swaptions
where the behavior of the Forward and not the Spot itself, is directly modeled.
\u2013Black Scholes: The Black Scholes model postulates log-normal distribution for the prices of securities, so that the expected
return under the risk neutral measure is the risk free interest rate. Under this assumption, the price of vanilla options can be
obtained analytically, so that inverting the Black- Scholes formula, the implied volatility for process of the price can be
calculated.
\u2013Heston: This model, typically applied to equity OTC options, assumes stochastic behavior of volatility. According to which,
the volatility follows a process that reverts to a long-term level and is correlated with the underlying equity instrument. As
opposed to local volatility models, in which the volatility evolves deterministically, the Heston model is more flexible,
allowing it to be similar to that observed in the short term today.
\u2013Libor market model: This model assumes that the dynamics of the interest rate curve can be modeled based on the set of
forward contracts that compose the underlying interest rate. The correlation matrix is parameterized on the assumption
that the correlation between any two forward contracts decreases at a constant rate, beta, to the extent of the difference in
their respective due dates. The input \u201cCredit default volatility\u201d is a volatility input of the credit factor dynamic applied in
rate/credit hybrid operative. The multifactorial frame of this model makes it ideal for the valuation of instruments sensitive
to the slope or curve, including interest rate option.
\u2013Local Volatility: In the local volatility models, the volatility, instead of being static, evolves deterministically over time
according to the level of moneyness (i.e. probability that the option has a positive value on its date of expiration) of the
underlying, capturing the existence of volatility smiles. The volatility smile of an option is the empirical relationship observed
between its implied volatility and its strike price. These models are appropriate for options whose value depends on the
historical evolution of the underlying which use Monte Carlo simulation technique for their valuation.
Unobservable inputs
Quantitative information of unobservable inputs used to calculate level 3 valuations is presented below as of December 31, 2022, 2021
and 2020.
Unobservable inputs. December 2022
Financial instrument
Valuation technique(s)
Significant
unobservable inputs
Min
Average
Max
Units
Debt Securities
Present value method
Credit spread
\u2014
111
1,538
bp
Recovery rate
0 %
39 %
40 %
%
Comparable Pricing
2 %
94 %
139 %
%
Equity/Fund instruments
(1)
Net Asset Value
Comparable Pricing
Loans and advances
Present value method
Repo funding curve
0.71 %
3.48 %
5.52 %
Abs Repo
rate
Credit Derivatives
Gaussian Copula
Correlation default
26 %
44 %
58 %
%
Black 76
Price volatility
\u2014
\u2014
\u2014
Vegas
Equity Derivatives
Option models on
equities, baskets of
equity, funds
Dividends (2)
Correlations
(93 %)
59 %
99 %
%
Volatility
7.81
32.62
98.71
Vegas
FX Derivatives
Option models on FX
underlyings
Volatility
5.32
11.93
20.73
Vegas
IR Derivatives
Option models on IR
underlyings
Beta
0.25 %
2 %
18 %
%
Correlation rate/credit
(100 %)
100 %
%
Correlation rate/inflation
51 %
66 %
76 %
%
(1) Due to the diversity of valuation models of equity valuations, we would not include all the unobservable inputs or the quantitative ranges of them.
(2) The range of unobservable dividends is too wide range to be relevant.
Unobservable inputs. December 2020
Financial instrument
Valuation technique(s)
Significant
unobservable inputs
Min
Average
Max
Units
Debt securities
Present value method
Credit spread
4
47
564
bp
Recovery rate
0 %
37 %
40 %
%
Comparable pricing
0.1 %
100 %
144 %
%
Equity/Fund instruments (1)
Net asset value
Comparable pricing
Loans and advances
Present value method
Repo funding curve
(1.18 %)
(0.25 %)
0.74 %
Abs Repo
rate
Credit derivatives
Gaussian Copula
Correlation default
30 %
45 %
61 %
%
Black 76
Price volatility
\u2014
\u2014
\u2014
Vegas
Equity OTC option
Option models on
equities, baskets of
equity, funds
Dividends (2)
Correlations
(77 %)
51 %
98 %
%
Volatility
6.52
29.90
141.77
Vegas
FX derivatives
Option models on FX
underlyings
Volatility
4.11
10.00
16.14
Vegas
IR derivatives
Option models on IR
underlyings
Beta
0.25 %
2 %
18 %
%
Correlation rate/Credit
(100 %)
100 %
%
Credit default Volatility
\u2014
\u2014
\u2014
Vegas
(1) Due to the diversity of valuation models of equity valuations, we would not include all the unobservable inputs or the quantitative ranges of them.
(2) The range of unobservable dividends is too wide range to be relevant.
Adjustments to the valuation
Under IFRS 13, the entity must estimate the value taking into account the assumptions and conditions that market participants would
have when setting the price of the asset or liability on the valuation date.
In order to comply with the fair value requirements, the entity applies adjustments to the fair valuation considering inherent and
counterparties\u00b4 default criteria, funding valuation risk and valuation risks due to valuation uncertainty and related to the prudent
valuation criteria. The above is aligned with the regulatory requirements (EBA CRR 105.10) and considers the model risk, liquidity risk
(Bid / Offer) and price uncertainty risk.
Adjustments to the valuation for risk of default
The fair value of liabilities should reflect the entity's default risk, which includes, among other components, its own credit risk. Taking
this into account, the Group makes valuation adjustments for credit risk in the estimates of the fair value of its assets and liabilities.
These adjustments are calculated by estimating Exposure At Default, Probability of Default and Loss Given Default, which are based
on the recovery levels for all derivative products on any instrument, deposits and repos at the legal entity level (all counterparties
under a same master agreement), in which BBVA has exposure.
Credit Valuation Adjustment (hereinafter \u201cCVA\u201d) and Debit Valuation Adjustments (hereinafter \u201cDVA\u201d) are included in the valuation of
derivatives, both assets and liabilities, to reflect the impact on the fair value of the counterparty credit risk and its own, respectively.
The Group incorporates in its valuation, for all exposures classified in any of the categories valued at fair value, both the counterparty
credit risk and its own. In the trading portfolio, and in the specific case of derivatives, credit risk is recognized through such
adjustments.
As a general rule, the calculation of CVA is the sum of the expected positive exposure in time t, the probability of default between t-1
and t, and the Loss Given Default of the counterparty. Consequently, the DVA is calculated as the sum of the expected negative
exposure in time t, the probability of default of BBVA between t-1 and t, and the Loss Given Default of BBVA. Both calculations are
performed throughout the entire period of potential exposure.
The calculation of the expected positive and negative exposure is done through a Montecarlo simulation of the market variables
involved in all trades\u2019 valuation under the same legal netting set.
The information needed to calculate the probability of default and the loss given default of a counterparty comes from the credit
markets. The counterparty\u2019s Credit Default Swaps are used if liquid quotes are available. If a market price is not available, BBVA has
implemented a mapping process based on the sector, rating and geography of the counterparty to assign probabilities of default and
loss given default calibrated directly to market.
An additional adjustment for Own Credit Adjustment (OCA) is applied to the instruments accounted for by applying the Fair Value
Option permitted by IFRS 9. The related amounts recognized in the consolidated balance sheet as of December 31, 2022, related to
OCA were \u20ac333 million.
The amounts recognized in the consolidated balance sheets as of December 31, 2022, 2021 and 2020 related to the valuation
adjustments incorporated to the credit assessment derivative assets amounted to \u20ac-158 million \u20ac-121 million and \u20ac-142 million,
respectively as Credit Valuation Adjustments (CVA), and amounted to \u20ac135 million, \u20ac104 million and \u20ac124 million, respectively as
Debit Valuation Adjustment (DVA). The impact recorded under \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d
in the consolidated income statement for the year ended December 31, 2022 and 2021 corresponding to the mentioned adjustments
was a net impact of \u20ac0 million, and for the year ended 2020 was a loss of \u20ac-29 million.
Valuation adjustments for financing risk
The fair value of the positions recorded at fair value must reflect the entity's financing risk. Taking into account the above, the Group
makes adjustments for financing risk valuation (Funding Valuation Adjustment FVA) in the estimates of the fair value of its assets and
liabilities.
The adjustment to the valuation for financing risk incorporates the cost of financing implicit in the valuation of positions at fair value.
This adjustment reflects the cost of funding for non-collateralized or partially collateralized operations.
Additionally, as of December 31, 2022, 2021 and 2020, \u20ac-16 million, \u20ac-11 million and \u20ac-9 million related to the FVA were recognized in
the consolidated balance sheet, being the impact on results \u20ac-7 million, \u20ac-1 million and \u20ac-1 million, respectively.
Valuation adjustments for valuation uncertainty
The fair value of the positions recorded at fair value must reflect the valuation risk derived from the uncertainty in the valuation for
concepts of pure uncertainty of prices, liquidity risk and model risks. This adjustment is aligned with the regulatory requirements for
prudent valuation via valuation adjustments with an impact on CET1, and meets the requirements of EBA CRR 105.10 for this purpose.
The adjustment to the valuation for liquidity incorporates an adjustment for Bid / Offer spreads in the valuation of positions that do
not meet the necessary conditions to be considered a Market Maker operation.
The adjustment to the valuation for model risk captures the uncertainty in the price associated with the products valued with the use
of a valuation model (\"Mark to Model\") given the existence of more than one possible model applicable to the valuation of the product
or the calibration of its parameters from the observations of inputs in the market.
The adjustment to the valuation for price uncertainty includes the uncertainty associated with the dispersion in the values observed in
the market for the prices taken in the valuation of assets or as inputs in the valuation models.
The impact recorded under \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d in the consolidated income
statement for the year ended December 31, 2022 corresponding to the mentioned adjustments was a net impact of \u20ac-43 million. An
adjustment was also made as of December 31, 2022 on financial assets at fair value through other comprehensive income for a total
of \u20ac-19 million.
Financial assets and liabilities classified as level 3
The changes in the balance of level 3 financial assets and liabilities included in the consolidated balance sheets are as follows:
Financial assets level 3: Changes in the year (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Assets
Liabilities
Assets
Liabilities
Balance at the beginning
5,301
2,054
2,984
1,902
3,316
2,103
Changes in fair value recognized in profit and loss (1)
289
(131)
338
143
611
296
Changes in fair value not recognized in profit and loss
(62)
14
(47)
(10)
(89)
(4)
Acquisitions, disposals and liquidations (2)
(864)
782
2,531
156
(725)
(652)
Net transfers to level 3
(750)
74
(436)
(80)
549
199
Exchange differences and others
(64)
(50)
(69)
(56)
(160)
(35)
Discontinued operations (3)
\u2014
\u2014
(518)
(5)
Balance at the end
3,850
2,743
5,301
2,054
2,984
1,902
(1) Profit or loss that is attributable to gains or losses relating to those financial assets and liabilities held as of December 31, 2022, 2021 and 2020. Valuation adjustments are
recorded under the heading \u201cGains (losses) on financial assets and liabilities (net)\u201d.
(2) Of which, in 2021, the assets roll forward is comprised of \u20ac2,742 million of acquisitions and \u20ac211 million of disposals. The liabilities roll forward is comprised of \u20ac213 million of
acquisitions and \u20ac57 million of sales.
(3)The balance of 2020 corresponds mainly to the companies in the United States included in the USA Sale (see Notes 3 and 21).
In 2022, the net volume of exposures classified as level 3 has been reduced. This reduction is mainly concentrated in repurchase
agreements positions, derived from the rotation of the portfolio towards positions with better observability in the equity market of the
inputs applied at their fair value. Additionally, the reduction in the volume of level 3 exposures of repurchase agreement positions is
mitigated by the increase in the volume of level 3 exposures in derivatives, for which there is worse observability in the market of the
inputs applied in their fair value.
In 2021 there was an increase in the trading portfolio mainly due to the evolution of loans and advances and their corresponding
funding with deposits. In line with this increase in the activity, and despite the improvement in the inputs used to value these assets in
the market, there was an increase in the volume of exposures classified as level 3 which mainly corresponded to the temporary
acquisitions of assets.
In 2020, there was a reduction in financial assets held for trading and financial liabilities held for trading classified as Level 2 in the fair
value hierarchy for an amount of \u20ac1,918 million and a reduction in financial assets held for trading and financial liabilities held for
trading classified as level 3 in the fair value hierarchy for an amount of \u20ac461 million euros.
For the years ended December 31, 2022, 2021 and 2020, the profit/loss on sales of financial instruments classified as level 3
recognized in the consolidated income statement was not material.
Transfers among levels
The Global Valuation Area, in collaboration with the Group, has established the rules for an appropriate financial instruments held for
trading classification according to the fair value hierarchy defined by IFRS.
On a monthly basis, any new assets added to the portfolio are classified, according to this criterion, by the subsidiaries. Then, there is
a quarterly review of the portfolio in order to analyze the need for a change in classification of any of these assets.
The financial instruments transferred among the different levels of measurement for the years ended December 31, 2022, 2021 and
2020 are at the following amounts in the consolidated balance sheets as of December 31, 2022, 2021 and 2020:
Transfers among levels. December 2022 (Millions of Euros)
From:
Level 1
Level 2
Level 3
To:
Level 2
Level 3
Level 1
Level 3
Level 1
Level 2
ASSETS
Financial assets held for trading
683
1
1,909
340
24
911
Non-trading financial assets mandatorily at fair
value through profit or loss
\u2014
\u2014
243
\u2014
53
2
Financial assets designated at fair value
through profit or loss
\u2014
\u2014
123
\u2014
\u2014
\u2014
Financial assets at fair value through other
comprehensive income
1,723
\u2014
715
\u2014
18
83
Derivatives \u2013 Hedge accounting
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total
2,407
1
2,990
340
95
996
LIABILITIES
Financial liabilities held for trading
524
\u2014
239
141
\u2014
258
Financial liabilities designated at fair value
through profit or loss
\u2014
\u2014
\u2014
221
\u2014
55
Derivatives \u2013 Hedge accounting
\u2014
\u2014
\u2014
25
\u2014
\u2014
Total
524
\u2014
239
387
\u2014
313
The main valuation techniques and inputs used to estimate the fair value of financial instruments accounted for at amortized cost and
classified in levels 2 and 3 is shown below. These are broken down by type of financial instrument and the balances correspond to
those as of December 31, 2022, 2021 and 2020:
Fair Value of financial Instruments at amortized cost by valuation technique (Millions of Euros)
2022
2021
2020
Valuation
technique(s)
Main inputs used
Level 2
Level 3
Level 2
Level 3
Level 2
Level 3
ASSETS
Financial assets at
amortized cost
13,393
371,112
13,033
331,205
15,066
324,005
Present-value
method
(Discounted future
cash flows)
Loans and advances to
central banks
\u2014
142
\u2014
\u2014
\u2014
\u2014
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
credit institutions
1,289
14,711
863
12,329
1,883
12,641
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
customers
1,571
355,247
3,416
318,059
3,904
310,924
- Credit spread
- Prepayment rates
- Interest rate yield
Debt securities
10,533
1,012
8,755
817
9,279
440
- Credit spread
- Interest rate yield
LIABILITIES
Financial liabilities at
amortized cost
266,194
181,746
243,847
153,016
255,278
144,889
Deposits from central
banks
\u2014
300
\u2014
300
\u2014
207
Present-value
method
(Discounted future
cash flows)
- Issuer\u00b4s credit risk
- Prepayment rates
- Interest rate yield
Deposits from credit
institutions
20,546
6,231
14,853
4,916
22,914
4,633
Deposits from
customers
230,821
160,278
209,345
137,803
210,097
129,525
Debt certificates
7,240
8,368
10,014
4,391
14,413
4,848
Other financial
liabilities
7,587
6,568
9,636
5,606
7,854
5,676
In 2020, the level of significance of the unobservable inputs used to determine the fair value hierarchy of loans and advances to
customers at amortized cost was refined, resulting in a greater exposure classified as level 3. This revision was carried out in the
context of the availability of new information which was more adjusted to the changes that had occurred both in market conditions
and in the composition of credit investment. The effect on consolidated results and equity resulting from this review did not represent
any change.
Cash, cash balances at central banks and other demand deposits
The breakdown of the balance under the heading \u201cCash, cash balances at central banks and other demand deposits\u201d in the
consolidated balance sheets is as follows:
Cash, cash balances at central banks and other demand deposits (Millions of Euros)
Notes
2022
2021
2020
Cash on hand
6,533
6,877
6,447
Cash balances at central banks (1)
67,314
55,004
53,079
Other demand deposits
5,909
5,918
5,994
Total
8.1
79,756
67,799
65,520
(1) The variation is mainly due to an increase in balances at the Bank of Spain.
Financial assets and liabilities held for tradingBreakdown of the balance
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Financial assets and liabilities held for trading (Millions of Euros)
Notes
2022
2021
2020
ASSETS
Derivatives (1)
39,908
30,933
40,183
Equity instruments (2)
7.2.2
4,404
15,963
11,458
Credit institutions
317
816
633
Other sectors
4,086
15,147
10,824
Debt securities
7.2.2
24,367
25,790
23,970
Issued by central banks
821
936
1,011
Issued by public administrations
20,703
21,946
19,942
Issued by financial institutions
1,365
1,130
1,479
Other debt securities
1,477
1,778
1,538
Loans and advances
7.2.2
41,993
50,807
30,268
Loans and advances to central banks
1,632
3,467
53
Reverse repurchase agreement
1,632
3,467
53
Loans and advances to credit institutions
25,231
31,916
18,317
Reverse repurchase agreement (3)
25,201
31,901
18,310
Loans and advances to customers
15,130
15,424
11,898
Reverse repurchase agreement
14,832
14,916
11,295
Total assets
8.1
110,671
123,493
105,878
LIABILITIES
Derivatives (1)
37,909
31,705
41,680
Short positions
13,487
15,135
12,312
Deposits
44,215
44,294
30,117
Deposits from central banks
3,950
11,248
6,277
Repurchase agreement
3,950
11,248
6,277
Deposits from credit institutions
28,924
16,176
14,377
Repurchase agreement
28,573
15,632
14,035
Customer deposits
11,341
16,870
9,463
Repurchase agreement
11,302
16,824
9,418
Total liabilities
8.1
95,611
91,135
84,109
(1) The variation is mainly due to the evolution of exchange rate derivatives at BBVA, S.A.
(2) The variation is mainly due to sales at BBVA, S.A.
(3) The variation corresponds mainly to the evolution of \"Reverse repurchase agreement\" of BBVA, S.A.
As of December 31, 2022, 2021 and 2020 \u201cShort positions\u201d include \u20ac12,544 million, \u20ac14,298 million and \u20ac11,696 million, respectively,
held with general governments.
Derivatives
The derivatives portfolio arises from the Group\u2019s need to manage the risks it is exposed to in the normal course of business and also
to market products amongst the Group\u2019s customers. As of December 31, 2022, 2021 and 2020, trading derivatives were mainly
contracted in over-the-counter (OTC) markets, with counterparties, consisting primarily of credit institutions and other financial
corporations, and are related to foreign-exchange, interest-rate and equity risk.
Below is a breakdown by type of risk and market, of the fair value and notional amounts of derivatives recognized in the consolidated
balance sheets, divided into organized and OTC markets:
Derivatives by type of risk and by product or by type of market (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Interest rate
19,563
18,220
4,286,531
15,782
15,615
3,902,760
26,451
26,028
3,252,066
OTC
19,558
18,215
4,278,249
15,774
15,610
3,884,561
26,447
26,020
3,233,718
Organized market
5
5
8,282
8
5
18,199
3
8
18,348
Equity instruments
3,067
3,770
76,749
2,802
4,123
72,656
2,626
4,143
72,176
OTC
1,810
2,127
52,739
775
1,930
48,695
584
1,836
42,351
Organized market
1,257
1,643
24,010
2,028
2,192
23,962
2,042
2,307
29,825
Foreign exchange
and gold
16,971
15,528
589,705
12,104
11,471
533,395
10,952
11,216
461,898
OTC
16,954
15,505
580,850
12,090
11,445
526,590
10,942
11,216
457,180
Organized market
17
23
8,855
14
26
6,805
10
\u2014
4,719
Credit
299
383
43,450
236
490
19,937
153
292
23,411
Credit default swap
293
282
41,760
236
254
18,121
146
156
21,529
Credit spread option
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total return swap
7
101
1,665
\u2014
236
1,815
7
136
1,882
Other
\u2014
\u2014
25
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
9
8
60
8
7
149
1
1
26
DERIVATIVES
39,908
37,909
4,996,495
30,933
31,705
4,528,897
40,183
41,680
3,809,577
Of which: OTC - credit
institutions
28,385
26,454
1,205,895
21,069
22,488
1,073,921
24,432
27,244
958,017
Of which: OTC - other
financial corporations
5,745
4,493
3,587,546
3,300
3,075
3,257,382
8,211
8,493
2,663,978
Of which: OTC - other
4,501
5,290
161,882
4,514
3,919
148,629
5,484
3,627
134,690
Financial assets and liabilities designated at fair value through profit or loss
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Financial assets and liabilities designated at fair value through profit or loss (Millions of Euros)
Notes
2022
2021
2020
ASSETS
Debt securities
7.2.2 / 8.1
913
1,092
1,117
LIABILITIES
Customer deposits
700
809
902
Debt certificates issued
3,288
3,396
4,531
Other financial liabilities: Unit-linked products
6,592
5,479
4,617
Total liabilities
8.1
10,580
9,683
10,050
Within \u201cFinancial liabilities designated at fair value through profit or loss\u201d, liabilities linked to insurance products where the
policyholder bears the risk (unit-link) are recorded. Since the liabilities linked to insurance products in which the policyholder assumes
the risk are valued the same way as the assets associated to these insurance products, there is no credit risk component borne by the
Group in relation to these liabilities.
In addition, the assets and liabilities are included in these headings to reduce inconsistencies (asymmetries) in the valuation of those
operations and those used to manage their risk.
Financial assets at fair value through other comprehensive incomeBreakdown of the balance
The breakdown of the balance by the main financial instruments in the consolidated balance sheets is as follows:
Financial assets at fair value through other comprehensive income (Millions of Euros)
Notes
2022
2021
2020
Equity instruments
7.2.2
1,198
1,320
1,100
Debt securities (1)
57,755
59,074
68,308
Loans and advances to credit institutions
7.2.2
26
27
33
Total
8.1
58,980
60,421
69,440
Of which: loss allowances of debt securities
(121)
(74)
(97)
Debt securities
The breakdown of the balance under the heading \u201cDebt securities\u201d of the consolidated financial statements as of December 31, 2022,
2021 and 2020, broken down by issuers, is as follows:
Financial assets at fair value through other comprehensive income. Debt securities (Millions of Euros)
2022
2021
2020
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Domestic debt securities
Government and other
government agency
17,799
154
(524)
17,429
15,889
656
\u2014
16,544
28,582
801
(16)
29,367
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
865
10
(20)
854
1,125
51
\u2014
1,176
1,363
76
\u2014
1,439
Other issuers
500
5
(10)
495
612
24
(1)
635
867
40
(1)
906
Subtotal
19,164
169
(555)
18,779
17,625
731
(2)
18,355
30,811
917
(17)
31,712
Foreign debt securities
Mexico
11,566
3
(759)
10,810
11,097
32
(359)
10,769
9,107
291
(3)
9,395
Government and other
government agency
11,013
2
(736)
10,278
10,467
21
(348)
10,141
8,309
271
(1)
8,579
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
130
\u2014
(10)
119
120
3
(6)
118
113
5
\u2014
118
Other issuers
423
2
(12)
413
509
7
(6)
510
685
15
(2)
698
Italy
4,568
53
(106)
4,515
7,407
213
(12)
7,608
3,897
367
\u2014
4,263
Government and other
government agency
4,402
52
(104)
4,349
7,274
212
(12)
7,474
3,789
366
\u2014
4,154
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
39
\u2014
\u2014
39
47
\u2014
\u2014
47
48
\u2014
\u2014
48
Other issuers
127
1
(1)
126
86
1
\u2014
87
60
1
\u2014
61
Japan
2,920
7
(1)
2,926
4,961
7
\u2014
4,968
4,551
1
(3)
4,549
Government and other
government agency
2,824
6
\u2014
2,830
4,906
7
\u2014
4,913
4,492
\u2014
(3)
4,489
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
14
\u2014
(1)
13
18
\u2014
\u2014
18
\u2014
\u2014
\u2014
\u2014
Other issuers
82
1
\u2014
83
36
1
\u2014
37
59
1
\u2014
60
The United States
5,245
39
(263)
5,020
3,900
44
(18)
3,926
4,642
52
(3)
4,691
Government and other
government agency
2,956
17
(257)
2,716
1,754
7
(17)
1,744
2,307
9
(1)
2,315
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
89
1
\u2014
89
114
2
\u2014
116
186
3
\u2014
188
Other issuers
2,200
21
(6)
2,215
2,032
35
(1)
2,065
2,149
40
(2)
2,187
Turkey
3,213
700
(56)
3,858
2,888
199
(168)
2,920
3,456
90
(73)
3,473
Government and other
government agency
3,213
700
(56)
3,858
2,888
199
(168)
2,920
3,456
90
(73)
3,473
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other issuers
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other countries
11,928
194
(274)
11,848
10,298
286
(55)
10,529
9,892
372
(39)
10,225
Other foreign governments
and government agency
3,093
120
(154)
3,059
2,488
115
(29)
2,574
2,177
136
(14)
2,300
Central banks
3,098
8
(12)
3,094
1,698
3
(5)
1,696
1,599
21
(8)
1,611
Credit institutions
2,087
40
(59)
2,068
2,306
92
(16)
2,382
2,468
116
(8)
2,576
Other issuers
3,649
27
(49)
3,627
3,807
76
(6)
3,877
3,648
99
(8)
3,738
Subtotal
39,440
996
(1,459)
38,977
40,551
780
(612)
40,719
35,545
1,172
(120)
36,596
Total
58,605
1,165
(2,014)
57,755
58,176
1,511
(614)
59,074
66,356
2,089
(137)
68,308
Gains/losses
The changes in the gains/losses (net of taxes) in 2022, 2021 and 2020 of debt securities recognized under the equity heading
\u201cAccumulated other comprehensive income (loss) \u2013 Items that may be reclassified to profit or loss \u2013 Fair value changes of debt
instruments measured at fair value through other comprehensive income\u201d and equity instruments recognized under the equity
heading \u201cAccumulated other comprehensive income (loss) \u2013 Items that will not be reclassified to profit or loss \u2013Fair value changes of
equity instruments measured at fair value through other comprehensive income\u201d in the consolidated balance sheets are as follows:
Other comprehensive income - Changes in gains (losses) (Millions of Euros)
Debt securities
Equity instruments
Notes
2022
2021
2020
2022
2021
2020
Balance at the beginning
1,274
2,069
1,760
(1,079)
(1,256)
(403)
Valuation gains and losses
(2,694)
(1,058)
489
(167)
183
(803)
Amounts transferred to income
20
(63)
(72)
Amounts transferred to
Reserves
(2)
\u2014
(73)
Income tax and other
838
325
(107)
54
(7)
23
Balance at the end
30
(562)
1,274
2,069
(1,194)
(1,079)
(1,256)
In 2022, 2021 and 2020, equity instruments presented a decrease of \u20ac167 million, an increase of \u20ac183 million and a decrease of \u20ac803
million, respectively, in the heading \u201cGains and losses from valuation - Accumulated other comprehensive income - Items that will not
be reclassified to profit and loss - Fair value changes of equity instruments measured at fair value through other comprehensive
income\u201d, mainly due to changes in Telefonica\u2019s share price.
Financial assets at amortized costBreakdown of the balance
The breakdown of the balance under this heading in the consolidated balance sheets, according to the nature of the financial
instrument, is as follows:
Financial assets at amortized cost (Millions of Euros)
Notes
2022
2021
2020
Debt securities
43,606
34,781
35,737
Central banks
21
15
\u2014
Government
40,389
32,130
28,727
Credit institutions
1,177
817
783
Other financial corporations
857
525
5,027
Non-financial corporations
1,162
1,295
1,200
Loans and advances to central banks
4,401
5,681
6,209
Loans and advances to credit institutions
16,031
13,276
14,575
Reverse repurchase agreements
5,251
2,788
1,914
Other loans and advances
10,780
10,488
12,661
Loans and advances to customers
7.2.2
358,023
318,939
311,147
Government
20,892
19,682
19,391
Other financial corporations
12,765
9,804
9,817
Non-financial corporations
165,510
140,993
136,424
Other
158,855
148,461
145,515
Total
8.1
422,061
372,676
367,668
Of which: impaired assets of loans and advances to
customers
7.2.2
13,493
14,657
14,672
Of which: loss allowances of loans and advances
7.2.5
(11,291)
(11,142)
(12,141)
Of which: loss allowances of debt securities
(93)
(52)
(48)
During financial years 2022, 2021 and 2020, there have been no significant reclassifications from the heading \u201cFinancial assets at
amortized cost\u201d to other headings or from other headings to \u201cFinancial assets at amortized cost\u201d.
Debt securities
The breakdown of the balance under the heading \u201cDebt securities\u201d in the consolidated balance sheets, according to the issuer of the
debt securities, is as follows:
Financial assets at amortized cost. Debt securities. (Millions of Euros)
2022
2021
2020
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Domestic debt
securities
Government and other
government agencies
18,397
10
(1,330)
17,077
17,693
1,326
(7)
19,013
13,656
1,212
\u2014
14,868
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other issuers
144
1
(18)
127
337
10
(6)
341
4,835
59
(7)
4,887
Subtotal
18,541
11
(1,348)
17,204
18,031
1,336
(13)
19,353
18,492
1,271
(7)
19,756
Foreign debt
securities
Mexico
10,743
\u2014
\u2014
10,743
8,464
182
(138)
8,508
7,771
534
(16)
8,289
Government and other
government agencies
9,806
\u2014
\u2014
9,806
7,669
170
(131)
7,708
6,963
479
\u2014
7,442
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
745
\u2014
\u2014
745
614
11
\u2014
625
632
55
\u2014
687
Other issuers
192
\u2014
\u2014
192
181
1
(7)
175
176
\u2014
(16)
160
The United States
2,412
\u2014
(10)
2,402
93
\u2014
\u2014
93
52
\u2014
(26)
26
Government and other
government agencies
2,159
\u2014
(5)
2,154
10
\u2014
\u2014
10
14
\u2014
\u2014
14
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
28
\u2014
(2)
27
26
\u2014
\u2014
26
23
\u2014
(16)
7
Other issuers
224
\u2014
(3)
221
57
\u2014
\u2014
57
15
\u2014
(10)
5
Turkey
5,332
\u2014
\u2014
5,332
2,634
143
(95)
2,682
3,628
95
(25)
3,698
Government and other
government agencies
5,325
\u2014
\u2014
5,325
2,628
143
(95)
2,676
3,621
95
(25)
3,691
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
6
\u2014
\u2014
6
5
\u2014
\u2014
5
6
\u2014
\u2014
6
Other issuers
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1
\u2014
\u2014
1
Other countries
6,578
44
(343)
6,280
5,559
289
(37)
5,812
5,795
505
(1)
6,299
Other foreign
governments and
other government
agency
4,701
32
(311)
4,423
4,144
257
(28)
4,374
4,473
467
(1)
4,939
Central banks
21
\u2014
(1)
21
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
397
2
(11)
389
171
\u2014
\u2014
171
122
\u2014
\u2014
122
Other issuers
1,458
10
(21)
1,448
1,243
32
(9)
1,267
1,200
38
\u2014
1,238
Subtotal
25,065
45
(353)
24,757
16,750
614
(270)
17,094
17,245
1,134
(68)
18,311
Total
43,606
56
(1,701)
41,961
34,781
1,950
(284)
36,447
35,737
2,405
(75)
38,067
As of December 31, 2022, 2021 and 2020, the distribution according to the credit quality (ratings) of the issuers of debt securities
classified as financial assets at amortized cost, was as follows:
Debt securities by rating
2022
2021
2020
Carrying
amount
(Millions of
Euros)
%
Carrying
amount
(Millions of
Euros)
%
Carrying
amount
(Millions of
Euros)
%
AAA
3,068
7.0%
143
0.4%
151
0.4%
AA+
217
0.5%
77
0.2%
74
0.2%
AA
86
0.2%
76
0.2%
64
0.2%
AA-
108
0.2%
69
0.2%
48
0.1%
A+
13
\u2014%
62
0.2%
42
\u2014%
A
592
1.4%
619
1.8%
590
1.7%
A-
17,050
39.1%
16,312
46.9%
16,736
46.8%
BBB+
11,037
25.3%
9,336
26.8%
7,919
22.2%
BBB
4,265
9.8%
3,853
11.1%
942
2.6%
BBB-
535
1.2%
527
1.5%
4,499
12.6%
BB+ or below
5,967
13.7%
3,120
9.0%
3,928
11.0%
Unclassified
667
1.5%
587
1.7%
743
2.1%
Total
43,606
100.0%
34,781
100.0%
35,737
100.0%
Loans and advances to customers
The breakdown of the balance under this heading in the consolidated balance sheets, according to their nature, is as follows:
Loans and advances to customers (Millions of Euros)
2022
2021
2020
On demand and short notice
4,101
3,161
2,835
Credit card debt
18,898
14,030
13,093
Trade receivables
25,987
19,524
15,544
Finance leases
8,571
7,911
7,650
Reverse repurchase agreements
102
23
71
Other term loans
294,059
268,047
267,031
Advances that are not loans
6,305
6,243
4,924
Total
358,023
318,939
311,147
As of December 31, 2022, 2021 and 2020, 51%, 50% and 47%, respectively, of \"Loans and advances to customers\" with maturity
greater than one year have fixed-interest rates and 49%, 50% and 53%, respectively, have variable interest rates.
This heading also includes some loans that have been securitized. The balances recognized in the consolidated balance sheets
corresponding to these securitized loans are as follows:
Securitized loans (Millions of Euros)
2022
2021
2020
Securitized mortgage assets
23,290
23,695
23,953
Other securitized assets
5,495
6,547
6,144
Total
28,784
30,242
30,098
Hedging derivatives and fair value changes of the hedged items in portfolio hedges
of interest rate risk
The balance of these headings in the consolidated balance sheets is as follows:
Derivatives \u2013 Hedge accounting and fair value changes of the hedged items in portfolio hedge of interest rate risk
(Millions of Euros)
2022
2021
2020
ASSETS
Derivatives - Hedge accounting
1,891
1,805
1,991
Fair value changes of the hedged items in portfolio hedges of interest rate risk
(148)
5
51
LIABILITIES
Derivatives - Hedge accounting
3,303
2,626
2,318
Fair value changes of the hedged items in portfolio hedges of interest rate risk
\u2014
\u2014
\u2014
As of December 31, 2022, 2021 and 2020, the main positions hedged by the Group and the derivatives designated to hedge those
positions were:
\u2013Fair value hedging:
a.Fixed-interest debt securities at fair value through other comprehensive income and at amortized cost: The interest
rate risk of these securities is hedged using interest rate derivatives (fixed-variable swaps) and forward sales.
b.Long-term fixed-interest debt securities issued by the Bank: the interest rate risk of these securities is hedged using
interest rate derivatives (fixed-variable swaps).
c.Fixed-interest loans: The equity price risk of these instruments is hedged using interest rate derivatives (fixed-variable
swaps).
d.Fixed-interest and/or embedded derivative deposit portfolio hedges: it covers the interest rate risk through fixed-
variable swaps. The valuation of the borrowed deposits corresponding to the interest rate risk is in the heading \"Fair
value changes of the hedged items in portfolio hedges of interest rate risk\u201d.
\u2013Cash-flow hedges: Most of the hedged items are floating interest-rate loans and asset hedges linked to the inflation of the
amortized cost portfolio and the financial assets at fair value through other comprehensive income portfolio. This risk is
hedged using foreign-exchange, interest-rate swaps, inflation and FRA (Forward Rate Agreement).
\u2013Net foreign-currency investment hedges: These hedged risks are foreign-currency investments in the Group\u2019s foreign
subsidiaries. This risk is hedged mainly with foreign-exchange options and forward currency sales and purchases.
Note 7 analyzes the Group\u2019s main risks that are hedged using these financial instruments.
The details of the net positions by hedged risk of the fair value of the hedging derivatives recognized in the consolidated balance
sheets are as follows:
Derivatives - Hedge accounting. Breakdown by type of risk and type of hedge (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Assets
Liabilities
Assets
Liabilities
Interest rate
656
376
697
322
989
525
OTC
656
376
697
322
989
525
Organized market
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
OTC
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Organized market
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Foreign exchange and gold
259
83
463
135
435
350
OTC
259
83
463
135
435
350
Organized market
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
\u2014
\u2014
\u2014
FAIR VALUE HEDGES
915
459
1,160
457
1,424
874
Interest rate
470
2,763
228
1,786
154
1,055
OTC
454
2,763
226
1,786
154
1,041
Organized market
16
2
\u2014
\u2014
15
Equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Foreign exchange and gold
239
46
180
79
225
55
OTC
239
45
180
79
225
50
Organized market
\u2014
1
\u2014
\u2014
\u2014
5
Credit
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
CASH FLOW HEDGES
708
2,809
408
1,865
379
1,111
HEDGE OF NET INVESTMENTS IN A
FOREIGN OPERATION
213
26
198
196
166
139
PORTFOLIO FAIR VALUE HEDGES OF
INTEREST RATE RISK
7
8
18
95
18
170
PORTFOLIO CASH FLOW HEDGES OF
INTEREST RATE RISK
48
1
21
13
3
23
DERIVATIVES-HEDGE ACCOUNTING
1,891
3,303
1,805
2,626
1,991
2,318
of which:
OTC - credit institutions
1,577
2,911
1,454
2,248
1,718
1,965
of which:
OTC - other financial corporations
297
391
349
378
273
333
Below there is a breakdown of the items covered by fair value hedges:
Hedged items in fair value hedges (Millions of Euros)
Carrying amount
Hedge adjustments
included in the
carrying amount of
assets/liabilities (1)
Remaining
adjustments for
discontinued micro
hedges including
hedges of net
positions (1)
Hedged items in
portfolio hedge of
interest rate risk
2022
2021
2022
2021
2022
2021
2022
2021
ASSETS
Financial assets measured at
fair value through other
comprehensive income
13,994
20,333
(1,024)
(52)
2
11
\u2014
\u2014
Interest rate
13,602
20,285
Foreign exchange and gold
327
\u2014
Other
66
49
Financial assets measured at
amortized cost
4,838
8,273
(485)
168
13
5
1,179
1,997
Interest rate
4,835
8,270
Foreign exchange and gold
3
2
LIABILITIES
Financial liabilities measured at
amortized costs
34,898
24,567
1,299
(690)
\u2014
\u2014
\u2014
\u2014
Interest rate
34,894
24,563
Foreign exchange and gold
5
5
(1) The balance of discontinued hedges is not significant.
The following is the breakdown, by their notional maturities, of the hedging instruments as of December 31, 2022:
Calendar of the notional maturities of the hedging instruments (Millions of Euros)
Up to 3
months
From 3
months to
1 year
From 1 to 5
years
More than
5 years
Total
FAIR VALUE HEDGES
2,697
5,629
31,055
12,944
52,325
Of which: Interest rate
2,697
5,524
29,031
12,944
50,196
CASH FLOW HEDGES
4,495
17,900
27,732
3,051
53,178
Of which: Interest rate
4,430
17,900
25,777
2,932
51,040
HEDGE OF NET INVESTMENTS IN A FOREIGN
OPERATION
5,292
4,738
\u2014
\u2014
10,031
PORTFOLIO FAIR VALUE HEDGES OF INTEREST RATE
RISK
87
27
1,609
1,067
2,790
PORTFOLIO CASH FLOW HEDGES OF INTEREST RATE
RISK
340
140
573
65
1,118
DERIVATIVES-HEDGE ACCOUNTING
12,912
28,434
60,969
17,128
119,442
In 2022, 2021 and 2020, there was no reclassification in the consolidated income statements of any amount corresponding to cash
flow hedges that was previously recognized in equity (see Note 41).
The amount for derivatives designated as accounting hedges that did not pass the effectiveness test in the years ended December 31,
2022, 2021 and 2020 were not material.
IBOR Reform
The transition from IBOR indices to the new risk free rates (RFR) (see Note 7.3.4) may cause uncertainty about the future of some
references or its impact on the contracts held by an entity, which could cause uncertainty about the term or the amounts of the cash
flows of the hedged instrument or the hedging instrument. Due to such uncertainties, in the period before the benchmark rate reform
actually takes place, some entities may be forced to discontinue hedge accounting, or not be able to designate new hedging
relationships. To avoid this, the IASB made a series of transitory amendments to IFRS 9, IAS 39 and IFRS 7 providing temporary
exceptions to the application of certain specific hedge accounting requirements that are applicable to all hedging relationships that
are affected by the uncertainty derived from the IBOR Reform. These exceptions should end once the uncertainty is resolved (rates to
be modified according to the new RFRs) or the hedge ceases to exist.
The nominal amount of the hedging instruments for hedging relationships directly affected by the IBOR reform as of December 31,
2022 is the following:
Hedges affected by the IBOR reform (Millions of Euros)
LIBOR USD
LIBOR GBP
Other
Total
Cash flow hedges
1,061
\u2014
316
1,377
Fair value hedges
7,276
369
657
8,302
Investments in joint ventures and associates Joint ventures and associates
The breakdown of the balance of \u201cInvestments in joint ventures and associates\u201d in the consolidated balance sheets is as follows:
Joint ventures and associates. Breakdown by entities (Millions of Euros)
Joint ventures
2022
2021
2020
Altura Markets, S.V., S.A.
42
76
77
RCI Colombia
36
40
36
Desarrollo Metropolitanos del Sur, S.L.
\u2014
18
17
Other
22
18
19
Subtotal
100
152
149
Associates
Divarian Propiedad, S.A.U.
\u2014
\u2014
567
Metrovacesa, S.A.
259
259
285
BBVA Allianz Seguros y Reaseguros, S.A.
248
254
250
Atom Holdco Ltd
132
77
64
Solaris SE
66
61
39
Cofides
31
28
25
Redsys servicios de procesamiento, S.L.
20
19
14
Servicios Electr\u00f3nicos Globales S.A. de CV
23
15
11
Other
37
35
33
Subtotal
816
749
1,288
Total
916
900
1,437
Details of the joint ventures and associates as of December 31, 2022 are shown in Appendix II.
The following is a summary of the changes in the years ended December 31, 2022, 2021 and 2020 under this heading in the
consolidated balance sheets:
Joint ventures and associates. Changes in the year (Millions of Euros)
Notes
2022
2021
2020
Balance at the beginning
900
1,437
1,488
Acquisitions and capital increases
87
22
257
Disposals and capital reductions
(88)
(1)
(47)
Transfers and changes of consolidation method
\u2014
(559)
(7)
Share of profit and loss
39
20
1
(39)
Exchange differences
(1)
9
(27)
Dividends, valuation adjustments and others
(2)
(9)
(188)
Balance at the end
916
900
1,437
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties in which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group.
(2) The variation in 2022 corresponds mainly to the effect of the IAS 29 implementation in Turkey (see Note 2.2.19).
Tangible assets. Breakdown by type of assets and changes in the year 2021 (Millions of Euros)
Right to use asset
Investment
properties
Assets
leased out
under an
operating
lease
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures and
vehicles
Own use
Investment
properties
Cost
Balance at the beginning
4,380
52
5,515
3,061
123
201
345
13,677
Additions
58
31
262
230
4
\u2014
\u2014
585
Retirements
(5)
(1)
(281)
(59)
\u2014
(1)
\u2014
(347)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(112)
(8)
(29)
(34)
35
1
\u2014
(147)
Exchange difference and other
29
(7)
(79)
(44)
\u2014
(54)
(78)
(233)
Balance at the end
4,350
67
5,388
3,154
162
147
267
13,535
Accrued depreciation
Balance at the beginning
833
\u2014
3,859
582
27
16
54
5,371
Additions
45
79
\u2014
358
284
15
4
\u2014
740
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
(19)
\u2014
(259)
(16)
\u2014
(4)
\u2014
(298)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(23)
\u2014
(17)
(5)
5
1
\u2014
(39)
Exchange difference and other
30
\u2014
(108)
(34)
\u2014
\u2014
(21)
(134)
Balance at the end
900
\u2014
3,833
811
47
17
33
5,641
Impairment
Balance at the beginning
149
\u2014
\u2014
274
26
34
\u2014
483
Additions (1)
49
\u2014
\u2014
1
151
8
1
\u2014
161
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(24)
\u2014
17
\u2014
\u2014
2
\u2014
(5)
Exchange difference and other
(11)
\u2014
(18)
2
\u2014
(16)
\u2014
(43)
Balance at the end
114
\u2014
\u2014
427
34
21
\u2014
596
Net tangible assets
Balance at the beginning
3,398
52
1,656
2,205
70
151
291
7,823
Balance at the end
3,336
67
1,555
1,916
81
109
234
7,298
(1) In 2021, it includes allowances on right of use of the rented offices after the agreement with union representatives on the collective layoff procedure proposed for Banco Bilbao
Vizcaya Argentaria, S.A. in Spain (see Notes 24 and 49).
Tangible assets. Breakdown by type of assets and changes in the year 2020 (Millions of euros)
Right to use asset
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures
and
vehicles
Own use
Investment
properties
Investment
properties
Assets leased
out under an
operating lease
Cost
Balance at the beginning
6,001
56
6,351
3,516
101
216
337
16,578
Additions
157
54
255
183
0
2
\u2014
651
Retirements
(10)
(23)
(294)
(157)
(3)
(11)
\u2014
(498)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(925)
(31)
(366)
(294)
\u2014
\u2014
\u2014
(1,616)
Transfers
(248)
(2)
(5)
(60)
25
18
\u2014
(272)
Exchange difference and other
(595)
(2)
(426)
(127)
\u2014
(24)
8
(1,166)
Balance at the end
4,380
52
5,515
3,061
123
201
345
13,677
Accrued depreciation
Balance at the beginning
1,253
\u2014
4,344
370
11
15
74
6,067
Additions
45
83
\u2014
370
312
12
3
1
781
Additions transfer to discontinued
operations (1)
24
\u2014
20
32
\u2014
\u2014
\u2014
76
Retirements
(2)
\u2014
(248)
(10)
\u2014
\u2014
\u2014
(260)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(373)
\u2014
(321)
(71)
\u2014
\u2014
\u2014
(765)
Transfers
(42)
\u2014
(12)
(9)
4
1
\u2014
(58)
Exchange difference and other
(110)
\u2014
(294)
(42)
\u2014
(3)
(21)
(470)
Balance at the end
833
\u2014
3,859
582
27
16
54
5,371
Impairment
Balance at the beginning
212
\u2014
\u2014
191
14
26
\u2014
443
Additions
49
18
\u2014
26
68
12
1
\u2014
125
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(8)
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(8)
Transfers
(68)
\u2014
\u2014
10
\u2014
7
\u2014
(51)
Exchange difference and other
(5)
\u2014
(26)
5
\u2014
\u2014
\u2014
(26)
Balance at the end
149
\u2014
\u2014
274
26
34
\u2014
483
Net tangible assets
Balance at the beginning
4,536
56
2,007
2,955
76
175
263
10,068
Balance at the end
3,398
52
1,656
2,205
70
151
290
7,823
(1) Amount is mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The right to use asset consists mainly of the rental of commercial real estate premises for central services and the network branches
located in the countries where the Group operates whose average term is between 5 and 20 years. The clauses included in rental
contracts correspond to a large extent to rental contracts under normal market conditions in the country where the property is
rented.
As of December 31, 2022, 2021 and 2020, the cost of fully amortized tangible assets that remained in use were \u20ac2,443, \u20ac2,318 and
\u20ac2,299 million respectively while its recoverable residual value was not significant.
As of December 31, 2022, 2021 and 2020 the amount of tangible assets under financial lease schemes on which the purchase option
is expected to be exercised was not material. The main activity of the Group is carried out through a network of bank branches located
geographically as shown in the following table:
Branches by geographical area (number of branches)
2022
2021
2020
Spain (1)
1,886
1,895
2,482
Mexico
1,733
1,716
1,746
South America
1,418
1,434
1,514
The United States
\u2014
\u2014
639
Turkey
972
1,006
1,021
Rest
31
32
30
Total
6,040
6,083
7,432
(1) In 2021, the variation is mainly due to the closing of rented branches after the agreement with the union representatives on the collective layoff procedure that was carried out
at Banco Bilbao Vizcaya Argentaria, S.A. (see Notes 24 and 49).
The following table shows the detail of the net carrying amount of the tangible assets corresponding to Spanish and foreign
subsidiaries as of December 31, 2022, 2021 and 2020:
Tangible assets by Spanish and foreign subsidiaries. Net assets values (Millions of euros)
2022 \u207d\u00b9\u207e
2021 \u207d\u00b2\u207e
2020
BBVA and Spanish subsidiaries
4,285
3,873
4,294
Foreign subsidiaries
4,452
3,425
3,529
Total
8,737
7,298
7,823
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties in which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group.
(2) The variation in 2021 is mainly due to the reclassification of owned offices and facilities from \"Tangible assets\" to \"Non-current assets and disposal groups classified as held for
sale\" (see Notes 21, 24 and 50).
Purchase of Tree Inversiones Inmobiliarias SOCIMI, S.A. (Tree) to Merlin Properties SOCIMI, S.A.
On June 15, 2022, BBVA acquired from Merlin Properties SOCIMI, S.A. the shares representing the entire share capital of Tree
Inversiones Inmobiliarias SOCIMI, S.A. (hereinafter \u201cTree\u201d) for an amount of \u20ac1,988 million. This company has 662 properties leased
to BBVA that were part of the set of properties that BBVA sold between 2009 and 2010 under a sale and leaseback agreement. Prior
to that date, these properties were registered as \"Rights of use\" in the consolidated balance sheet of the BBVA Group under the
headings \"Tangible assets - Property, plant and equipment\" and \"Tangible assets - Investment property\", while the payment
obligation was reflected under the heading \"Financial liabilities at amortized cost \u2013 Other financial liabilities\", in accordance with IFRS
16 Leases.
The Tree purchase transaction has been considered an asset purchase given that the Group has determined that it is not acquiring a
set of activities that present elements that could constitute a business. After the closing of this transaction, the BBVA Group has once
again become owner of the properties and recorded them at their acquisition price in the Group's consolidated financial statements
as of June 30, 2022. The assets acquired that are not used for the Bank's activity are recorded under the heading \"Non-current assets
and disposal groups classified as held for sale and liabilities included in disposal groups classified as held for sale\" (see Note 21).
The impact of the transaction amounted to \u20ac-201 million (losses net of taxes) which have been registered under the headings \"Gains
(losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d for an
amount of \u20ac-134 million and \u201cTax expense or income related to profit or loss from continuing operations\u201d for an amount of \u20ac-67
million in the consolidated income statement of the BBVA Group.
Intangible assetsGoodwill
The breakdown of the balance under this heading in the consolidated balance sheets, according to the CGU to which goodwill has
been allocated, is as follows:
Goodwill. Breakdown by CGU and changes of the year (Millions of Euros)
The United
States (1)
Mexico
Turkey (2)
Colombia
Chile
Other
Total
Balance as of December 31, 2019
3,846
550
346
164
27
22
4,955
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
(22)
(72)
(92)
(21)
\u2014
(1)
(208)
Impairment
(2,084)
\u2014
\u2014
\u2014
\u2014
(13)
(2,097)
Companies held for sale
(1,740)
\u2014
\u2014
\u2014
\u2014
\u2014
(1,740)
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance as of December 31, 2020
\u2014
478
254
143
27
8
910
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
\u2014
26
(102)
(9)
(3)
\u2014
(88)
Impairment
\u2014
\u2014
\u2014
\u2014
\u2014
(4)
(4)
Companies held for sale
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance as of December 31, 2021
\u2014
504
152
134
24
4
818
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
\u2014
55
\u2014
(16)
1
1
41
Impairment
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
(152)
\u2014
\u2014
\u2014
(152)
Balance as of December 31, 2022
\u2014
559
\u2014
118
25
5
707
(1) Since the USA sale agreement, the United States is no longer considered a CGU (see Note 3).
(2) As a result of the application of IAS 29, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing recoverable value as of December 31, 2021, and as
a consequence the goodwill as well as other intangible assets (see Note 18.2) assigned to the Turkish CGU were derecognized.
Goodwill in business combinations
There were no significant business combinations during 2022, 2021 and 2020.
Impairment Test
As mentioned in Note 2.2.7, the CGU to which goodwill has been allocated, are periodically tested for impairment by including the
allocated goodwill in their carrying amount. This analysis is performed at least annually and whenever there is any indication of
impairment. Furthermore, it is analyzed whether certain changes in the valuation assumptions used could give rise to differences in
the result of the impairment test.
The BBVA Group performs estimations on the recoverable amount of certain CGU by calculating the value in use through the
discounted value of future cash flows method.
The main hypotheses used for the value in use calculation are the following:
\u2013The forecast cash flows, including net interest margin and cost of risk, estimated by the Group's management, and based
on the latest available budgets for the next 4 to 5 years, considering the macroeconomic variables of each CGU, regarding
the existing balance structure as well as macroeconomic variables such as the evolution of interest rates and the CPI of the
geography where the CGU is located, among others.
\u2013The constant growth rate for extrapolating cash flows, starting in the fourth or fifth year, beyond the period covered by the
budgets or forecasts.
\u2013The discount rate on future cash flows, which coincides with the cost of capital assigned to each CGU, and which consists of
a risk-free rate plus a premium that reflects the inherent risk of each of the businesses evaluated.
The focus used by the Group's management to determine the values of the assumptions is based both on its projections and past
experience. These values are verified and use external sources of information, wherever possible.
Goodwill - Mexico CGU
The Group\u2019s most significant goodwill corresponds to the CGU in Mexico, the main significant assumptions used in the impairment
test of this CGU as of December 31, 2022, 2021 and 2020 are as follows:
Impairment test assumptions CGU goodwill in Mexico
2022
2021
2020
Discount rate (1)
12.7 %
14.5 %
15.3 %
Growth rate
6.3 %
5.7 %
5.7 %
(1) The use of very different discount or growth rates would be inconsistent with the macroeconomic assumptions under which the Unit builds its business plan, such as inflation
assumptions or interest rate curves used to determine cash flows.
Goodwill - Turkey CGU
As a result of the application of IAS 29 in 2022, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing
recoverable value as of December 31, 2021 and as a consequence the goodwill as well as other intangible assets (see Note 18.2)
assigned to the Turkish CGU were derecognized.
The main significant assumptions used in the impairment test of this CGU as of December 31, 2021 were a discount rate (after tax) of
27.0% and a growth rate of 7.0% (21.0% and 7.0% respectively as of December 31, 2020).
Goodwill - The United States CGU
Since the USA sale in 2021, the United States is no longer considered a CGU (see Note 3).
As of March 31, 2020, the Group identified an indicator of impairment of goodwill in the United States CGU and as a result of the
goodwill impairment test, the Group estimated impairment in the United States CGU of \u20ac2,084 million, which was mainly due to the
negative impact of the update of the macroeconomic scenario following the COVID-19 pandemic and the expected evolution of
interest rates. This recognition did not affect the tangible book value or the liquidity nor the solvency ratio of the BBVA Group.
The main significant assumptions used in the impairment test of this CGU as of March 31, 2020 were a discount rate (after tax) of
10.3% and a growth rate of 3.0%.
Goodwill - Other CGUs
The impairment tests carried out on the rest of the CGUs have not detected significant impairment. Likewise, the sensitivity analysis
on the main assumptions carried out for the rest of the CGU of the Group indicate that their value in use would continue to exceed
their book value.
Other intangible assets
The breakdown of the balance and changes of this heading in the consolidated balance sheets, according to the nature of the related
items, is as follows:
Other intangible assets (Millions of Euros)
2022
2021
2020
Computer software acquisition expense
1,393
1,239
1,202
Other intangible assets with an infinite useful life
13
12
12
Other intangible assets with a definite useful life
43
128
221
Total
1,449
1,379
1,435
The changes of this heading during the years ended December 31, 2022, 2021 and 2020, are as follows:
Other intangible assets (Millions of Euros)
Notes
Computer software
Other intangible
assets
Total of intangible assets
2022
2021
2020
2022
2021
2020
2022
2021
2020
Balance at the beginning
1,239
1,202
1,598
140
233
412
1,379
1,435
2,010
Additions
592
470
452
\u2014
\u2014
8
592
470
460
Amortization in the year
45
(490)
(446)
(448)
(20)
(48)
(59)
(510)
(494)
(507)
Amortization transfer to discontinued
operations (1)
\u2014
\u2014
(77)
\u2014
\u2014
(3)
\u2014
\u2014
(80)
Exchange differences and other
80
29
(38)
(63)
(45)
(91)
17
(16)
(129)
Impairment
(25)
(15)
(6)
\u2014
\u2014
\u2014
(25)
(15)
(6)
Decreases by companies held for sale
(1)
\u2014
\u2014
(279)
\u2014
\u2014
(34)
\u2014
\u2014
(313)
Balance at the end
1,396
1,239
1,202
56
140
233
1,453
1,379
1,435
(1) Amount is mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
As of December 31, 2022, 2021 and 2020, the cost of fully amortized intangible assets that remained in use were \u20ac3,490 million,
\u20ac2,992 million and \u20ac2,622 million respectively, while their recoverable value was not significant.
Tax assets and liabilitiesConsolidated tax group
Pursuant to current legislation, BBVA consolidated tax group in Spain includes the Bank (as the parent company) and its Spanish
subsidiaries that meet the requirements provided for under Spanish legislation regulating the taxation regime for the consolidated
profit of corporate groups.
The Group\u2019s non-Spanish banks and subsidiaries file tax returns in accordance with the tax legislation in force in each country.
Years open for review by the tax authorities
At the date of preparation of these financial statements, the BBVA consolidated tax group in Spain has 2017 and subsequent years
subject to inspection, with respect to the main taxes applicable to it.
The remainder of the Spanish consolidated entities in general have the last four years open for inspection by the tax authorities for the
main taxes applicable, except for those in which there has been an interruption of the limitation period due to the start of an
inspection.
In relation to the BBVA consolidated tax group in Spain, in 2022, the tax assessments issued as a result of the tax authorities'
inspection activities for 2014 to 2016 became final. These assessments were signed in 2021 and were signed in conformity, except for
those corresponding to 2016, for which a partial disagreement has been expressed. The impacts of the conclusion of these audits
were accounted for in 2021 and did not have a material effect on the financial statements.
On the other hand, in relation to the main jurisdictions in which the Group is present and carries out its activity, in the case of Mexico,
the inspection procedure for the fiscal year 2017 continues in BBVA M\u00e9xico, S.A. corresponding to Corporate Income Tax and Value
Added Tax.
In view of the varying interpretations that can be made of some applicable tax legislation, the outcome of the tax inspections of the
open years that may be conducted by the tax authorities in the future may give rise to contingent tax liabilities which cannot be
reasonably estimated at the present time. However, the Group considers that the possibility of these contingent liabilities becoming
actual liabilities is remote and, in any case, the tax charge which might arise therefore would not materially affect the Group\u2019s
consolidated financial statements.
Reconciliation
The reconciliation of the Group\u2019s corporate income tax expense resulting from the application of the Spanish corporation income tax
rate and the income tax expense recognized in the consolidated income statements is as follows:
Reconciliation of taxation at the Spanish corporation tax rate to the tax expense recorded for the year\u00a0(Millions of Euros)
2022
2021
2020
Amount
Effective
tax %
Amount
Effective
tax %
Amount
Effective
tax %
Profit or (-) loss before tax
10,356
8,399
3,576
From continuing operations
10,356
7,247
5,248
From discontinued operations
\u2014
1,152
(1,672)
Taxation at Spanish corporation tax rate 30%
3,107
2,519
1,073
Lower/higher effective tax rate from foreign entities (1)
315
(332)
(181)
Mexico
(205)
26 %
(109)
27 %
(32)
29 %
Chile
(8)
13 %
(5)
22 %
(2)
23 %
Colombia
24
37 %
\u2014
30 %
3
31 %
Peru
(16)
27 %
5
31 %
(7)
28 %
Turkey
621
70 %
(125)
23 %
(73)
25 %
USA
17
17 %
(62)
19 %
(75)
16 %
Others
(118)
(36)
5
Revenues with lower tax rate (dividends/capital gains)
(25)
(30)
(49)
Equity accounted earnings
(6)
\u2014
12
USA Sale effect
\u2014
544
\u2014
Other effects (2)
138
80
661
Income tax
3,529
2,781
1,516
Of which: Continuing operations
3,529
1,909
1,459
Of which: Discontinued operations
\u2014
872
57
Corporate Income Tax (CIT) expense credit (once the 30% tax rate is applied, the effect amounted to \u20ac625 million).
The effective income tax rate for the Group in the years ended December 31, 2022, 2021 and 2020 is as follows:
Effective tax rate (Millions of Euros)
2022
2021
2020
Income from:
Consolidated tax group in Spain
2,222
655
259
Other Spanish entities
(462)
5
7
Foreign entities
8,596
6,587
4,982
Gains (losses) before taxes from continuing operations
10,356
7,247
5,248
Tax expense or income related to profit or loss from continuing operations
3,529
1,909
1,459
Effective tax rate
34.1%
26.3 %
27.8 %
Current and deferred taxes
The balance under the heading \"Tax assets\" in the consolidated balance sheets includes the balances receivable from the tax
authorities relating to current and deferred tax assets. The balance under the \u201cTax liabilities\u201d heading includes the balances payable in
respect of the Group\u2019s various current and deferred tax liabilities. The details of the mentioned tax assets and liabilities are as follows:
Tax assets and liabilities (Millions of Euros)
2022
2021
2020
Tax assets
Current tax assets (1)
1,978
932
1,199
Deferred tax assets
14,494
14,917
15,327
Pensions
422
416
439
Financial Instruments
1,302
1,408
1,292
Loss allowances
1,834
1,676
1,683
Other
1,184
1,101
1,069
Secured tax assets
8,689
9,304
9,361
Tax losses
1,063
1,012
1,483
Total
16,472
15,850
16,526
Tax liabilities
Current tax liabilities (1)
1,415
644
545
Deferred tax liabilities
1,326
1,769
1,809
Financial Instruments
568
1,124
908
Other
758
645
901
Total
2,742
2,413
2,355
(1) The increase in current tax assets relates mainly to a higher tax receivable by the tax group in Spain for the refund of the 2022 corporate income tax as a result of the
instalment payments made in the year. On the other hand, the increase in current tax liabilities mainly corresponds to a higher tax payable in both Mexico and Turkey in relation to
the estimated corporate income tax for the year 2022.
The most significant variations of the deferred tax assets and liabilities in the years 2022, 2021 and 2020 were derived from the
following items:
Deferred tax assets and liabilities. Annual variations (Millions of Euros)
2022
2021
2020
Deferred
assets
Deferred
liabilities
Deferred
assets
Deferred
liabilities
Deferred
assets
Deferred
liabilities
Balance at the beginning
14,917
1,769
15,327
1,809
15,318
1,928
Pensions
6
\u2014
(23)
\u2014
(17)
\u2014
Financials instruments
(106)
(556)
116
216
(94)
(106)
Loss allowances
158
\u2014
(7)
\u2014
47
\u2014
Others
83
113
32
(256)
24
(13)
Guaranteed tax assets
(615)
\u2014
(57)
\u2014
(2)
\u2014
Tax losses
51
\u2014
(471)
\u2014
51
\u2014
Balance at the end
14,494
1,326
14,917
1,769
15,327
1,809
and as a result of the offsetting of these assets in the Spanish tax group's estimated corporate income tax return for 2022.
\u2013The increase in tax assets for tax losses is due to the fact that, despite the fact that in 2022 the tax Group in Spain
generated positive taxable income, which allowed for the offset of tax losses and deductions, new deductions were
generated during the year to avoid double taxation and, additionally, the filing of the 2021 corporate income tax return also
led to an increase in the balance of these tax assets for tax losses.
\u2013The evolution of deferred tax assets (other than those guaranteed and those linked to tax losses) net of deferred tax
liabilities is due, among other things, to the exchange rate effect, especially in the case of Mexico and Turkey, the effects
associated with the valuations of financial instruments, the effect in Argentina associated with the tax revaluation of fixed
assets, the impacts linked to the application of IAS 29 in Turkey which are largely associated with the changes in accounting
valuations arising from its consideration as a hyperinflationary economy and, finally, the operation of corporate income tax,
where the differences between accounting and taxation give rise to constant movements in deferred taxes.
Of the deferred tax assets and liabilities contained in the table above, those included in Note 19.4 above have been recognized against
the entity's equity, and the rest against earnings for the year or reserves.
As of December 31, 2022, 2021 and 2020, the estimated amount of temporary differences associated with investments in
subsidiaries, joint ventures and associates, which were not recognized as deferred tax liabilities in the consolidated balance sheets,
amounted to \u20ac88, \u20ac93 and \u20ac106 million, respectively.
Of the deferred tax assets contained in the above table, the detail of the items and amounts guaranteed by the Spanish government,
broken down by the items that originated those assets is as follows:
Secured tax assets (Millions of Euros)
2022
2021
2020
Pensions
1,622
1,759
1,924
Loss allowances
7,067
7,545
7,437
Total
8,689
9,304
9,361
As of December 31, 2022, non-guaranteed net deferred tax assets of the above table amounted to \u20ac4,478 million (\u20ac3,844 and \u20ac4,156
million as of December 31, 2021 and 2020, respectively), which broken down by major geographies is as follows:
\u2013Spain: Net deferred tax assets recognized in Spain totaled \u20ac2,407 million as of December 31, 2022 (\u20ac2,342 and \u20ac2,590
million as of December 31, 2021 and 2020, respectively). \u20ac1,050 million of the figure recorded in the year ended December
31, 2022 for net deferred tax assets related to tax credits and tax loss carry forwards and \u20ac1,357 million relate to temporary
differences.
\u2013Mexico: Net deferred tax assets recognized in Mexico amounted to \u20ac1,628 million as of December 31, 2022 (\u20ac1,121 and
\u20ac1,036 million as of December 31, 2021 and 2020, respectively). Practically all of deferred tax assets as of December 31,
2022 relate to temporary differences.
\u2013South America: Net deferred tax assets recognized in South America amounted to \u20ac198 million as of December 31, 2022
(\u20ac65 and \u20ac126 million as of December 31, 2021 and 2020, respectively). Practically all the deferred tax assets are related to
temporary differences.
\u2013Turkey: Net deferred tax assets recognized in Turkey amounted to \u20ac228 million as of December 31, 2022 (\u20ac302 and \u20ac395
million as of December 31, 2021 and 2020, respectively). All the deferred tax assets are related to temporary differences.
Based on the information available as of December 31, 2022, including historical levels of benefits and projected results available to
the Group for the coming 15 years, the Group has carried out an analysis of its recovery of deferred tax assets and liabilities and it is
considered that there is sufficient positive evidence, in excess of the negative evidence, that sufficient positive taxable income will be
generated for the recovery of the aforementioned unsecured deferred tax assets when they become deductible in accordance with
tax legislation.
On the other hand, the Group has not recognized certain negative tax losses and deductions for which, in general, there is no legal
period for offsetting, amounting to approximately \u20ac2,048 million, which are mainly originated by Catalunya Banc.
Other Contributions
On December 28, 2022, the Law for the establishment of the temporary tax on credit institutions and financial credit establishments
was published in the Official State Gazette.
This law establishes an obligation to pay a non-taxable equity benefit of public nature during the years 2023 and 2024 to those credit
institutions that operate in Spain whose aggregated amount of interest income and fee and commission income generated,
corresponding to the year 2019, equals or exceeds \u20ac800 million.
The amount of the benefit to be paid will be the result of applying the percentage of 4.8% to the sum of the net interest income and
fee and commission income and expense derived from the activity carried out in Spain, as shown in the income statement of the tax
consolidation group to which the credit institutions belongs, corresponding to the calendar year prior to the year in which the
obligation to pay arose. The payment obligation arises on the first day of the calendar year of fiscal years 2023 and 2024.
The estimated impact for 2023 is \u20ac225 million and has been recorded on January 1, 2023 in the heading \"Other operating expense\" of
the consolidated income statement.
Other assets and liabilities
The composition of the balance of these captions of the consolidated balance sheets is:
Other assets and liabilities (Millions of Euros)
2022
2021
2020
ASSETS
Inventories
325
424
572
Transactions in progress
93
131
160
Accruals
1,490
730
756
Other items
706
649
1,025
Total
2,614
1,934
2,513
LIABILITIES
Transactions in progress
44
48
75
Accruals
2,566
2,137
1,584
Other items (1)
2,269
1,436
1,144
Total
4,880
3,621
2,802
(1) The increases relate mainly to the Bank in Spain for items pending settlement.
Non-current assets and disposal groups classified as held for sale and liabilities
included in disposal groups classified as held for sale
The composition of the balances under the headings \u201cNon-current assets and disposal groups classified as held for sale\u201d and
\u201cliabilities included in disposal groups classified as held for sale\u201d in the consolidated balance sheets, broken down by the origin of the
assets, is as follows:
Non-current assets and disposal groups classified as held for sale and liabilities included in disposal groups classified as
held for sale. Breakdown by items (Millions of Euros)
2022
2021
2020
ASSETS
Foreclosures and recoveries
1,070
1,218
1,398
Other assets from tangible assets (1)
1,063
563
480
Companies held for sale (2)
40
41
84,792
Accrued amortization (3)
(93)
(112)
(89)
Impairment losses (1)
(1,057)
(650)
(594)
Total\u00a0
1,022
1,061
85,987
LIABILITIES
Companies held for sale (2)
\u2014
\u2014
75,446
Total\u00a0
\u2014
\u2014
75,446
(1) The variation in 2022 corresponds mainly to the reclassification of offices previously in own use and now closed after the closing of the transaction with Merlin Properties (see
Note 17). In 2021, it includes the reclassification of owned offices and facilities from \"tangible assets\" to \"non-current assets and disposal groups classified as held for sale\" and the
adjustments due to the closing of the owned offices and the decommissioning of facilities after the agreement with the union representatives on the collective layoff procedure
proposed for Banco Bilbao Vizcaya Argentaria, S.A. in Spain (see Notes 24 and 50).
(2) It includes mainly BBVA\u2019s stake in BBVA USA in 2020 (see Note 3).
(3) Corresponds to the accumulated depreciation of assets before their classification as \"Non-current assets and disposal groups classified as held for sale\".
Assets and liabilities from discontinued operations
As mentioned in Note 3, in 2020 the agreement for the sale of the BBVA subsidiary in the United States was announced, which sale
was completed on June 1, 2021. The assets and liabilities corresponding to the 37 companies sold were reclassified to the headings
\u201cNon-current assets and disposal groups classified as held for sale\u201d and \u201cLiabilities included in disposal groups classified as held for
sale\u201d of the consolidated balance sheet as of December 31, 2020, and the earnings from these companies for the first five months of
2021 and the earnings for the year ended December 31, 2020 were classified under the heading \"Profit (loss) after tax from
discontinued operations\" of the consolidated income statements.
The condensed consolidated balance sheets as of December 31, 2021 and 2020, and the condensed consolidated income statements
and condensed consolidated statements of cash flow of the companies held for sale in the United States the first five months of 2021
and for the year 2020 are provided below:
Condensed consolidated balance sheets of companies sold in the United States
CONDENSED CONSOLIDATED BALANCE SHEETS (Millions of Euros)
2021
2020
Cash, cash balances at central banks and other demand deposits
\u2014
11,368
Financial assets held for trading
\u2014
821
Non-trading financial assets mandatorily at fair value through profit or loss
\u2014
13
Financial assets at fair value through other comprehensive income
\u2014
4,974
Financial assets at amortized cost
\u2014
61,558
Derivatives - Hedge accounting
\u2014
9
Tangible assets
\u2014
799
Intangible assets
\u2014
1,949
Tax assets
\u2014
360
Other assets
\u2014
1,390
Non-current assets and disposal groups classified as held for sale
\u2014
16
TOTAL ASSETS
\u2014
83,257
Financial liabilities held for trading
\u2014
98
Financial liabilities at amortized cost
\u2014
73,132
Derivatives - Hedge accounting
\u2014
2
Provisions
\u2014
157
Tax liabilities
\u2014
201
Other liabilities
\u2014
492
TOTAL LIABILITIES
\u2014
74,082
Actuarial gains (losses) on defined benefit pension plans
\u2014
(66)
Hedge of net investments in foreign operations (effective portion)
\u2014
(432)
Foreign currency translation
\u2014
801
Hedging derivatives. Cash flow hedges (effective portion)
\u2014
250
Fair value changes of debt instruments measured at fair value through other comprehensive
income
\u2014
70
ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
\u2014
622
(1) Corresponds to the first five months of 2021 (See Note 3).
Effects of disposal on the financial position of the Group
EFFECT OF DISPOSAL ON THE FINANCIAL POSITION OF THE GROUP (Millions of Euros)
June
2021
Cash, cash balances at central banks and other demand deposits
(11,476)
Financial assets held for trading
(638)
Non-trading financial assets mandatorily at fair value through profit or loss
(15)
Financial assets at fair value through other comprehensive income
(4,620)
Financial assets at amortized cost
(61,440)
Derivatives - Hedge accounting
(8)
Tangible assets
(788)
Intangible assets
(1,938)
Tax assets
(349)
Other assets
(1,439)
Non-current assets and disposal groups classified as held for sale
(10)
Total assets
(82,720)
Financial liabilities held for trading
129
Financial liabilities at amortized cost
72,357
Provisions
156
Tax liabilities
207
Other liabilities
491
Total liabilities
73,341
Total net assets/liabilities
(9,378)
EFFECT ON NET CASH OUTFLOWS FROM DISCONTINUED OPERATIONS - USA (Millions of Euros)
June
2021
Consideration received satisfied in cash
9,512
Cash and cash equivalents disposed of
(11,476)
Total net cash outflows from discontinued operations - USA
(1,964)
EFFECT OF THE MOST SIGNIFICANT SALES OF NON-CURRENT ASSETS HELD FOR SALE OF THE BBVA GROUP
REFLECTED IN THE CONSOLIDATED STATEMENT OF CASH FLOWS (Millions of Euros)
December
2021
Consideration received satisfied in cash - USA
9,512
Consideration received satisfied in cash - Divarian
513
Consideration received satisfied in cash - Paraguay
210
Other collections from non-current assets and liabilities for sale
435
Total cash received from non-current assets and liabilities for sale
10,670
The balance variances are mainly due to the following transactions:
Perpetual Contingent Convertible Securities\u00a0
The Annual General Shareholders' Meeting of BBVA held on March 17, 2017, resolved, under agenda item five, to confer authority on
the Board of Directors to issue securities convertible into newly issued BBVA shares, on one or several occasions, within the
maximum term of five years to be counted from the date the resolution was adopted, up to the maximum overall amount of \u20ac8 billion
or its equivalent in any other currency. Likewise, the Annual General Shareholders' Meeting resolved to confer on the Board of
Directors authority to totally or partially exclude shareholders' pre-emptive subscription rights within the framework of a specific
issue of convertible securities, although this power was limited to ensure the nominal amount of the capital increases resolved or
carried to cover the conversion of the mandatory convertible issues in use of this authority (without prejudice to anti-dilution
adjustments), with exclusion of pre-emptive subscription rights and of those likewise resolved or carried out with exclusion of pre-
emptive subscription rights in use of the authority to increase the share capital conferred under the Annual General Shareholders'
Meeting held on March 17, 2017, under agenda item four, do not exceed the maximum nominal amount, overall, of 20% of the share
capital of BBVA at the time of the authorization, this limit not being applicable to contingent convertible issues.
Under that delegation, BBVA has made since 2020 the following contingently convertible issuance that qualifies as additional tier 1
capital of the Bank and the Group in accordance with Regulation (EU) 575/2013:
\u2013On July 15, 2020, BBVA carried out an issuance of perpetual contingent convertible securities (additional tier 1
instruments), with exclusion of shareholders' pre-emptive subscription rights, for a total nominal amount of \u20ac1 billion. This
issuance is listed in the AIAF Fixed Income Securities Market and was targeted only at professional clients and eligible
counterparties, not being offered or sold to any retail clients.
Furthermore, the Annual General Shareholders' Meeting of BBVA held on April 20, 2021, resolved, under agenda item five, to
authorize the Board of Directors of BBVA, with sub-delegation powers, to issue convertible securities, whose conversion is contingent
and which are intended to meet regulatory requirements for their eligibility as capital instruments (CoCos), in accordance with the
solvency regulations applicable from time to time, subject to the legal and statutory provisions that may be applicable at any time.
The Board of Directors may make issues on one or several times within the maximum term of five years from the date on which this
resolution was adopted, up to the maximum overall amount of \u20ac8 billion or its equivalent in any other currency. The Board of
Directors may also resolve to exclude, either fully or partially, the pre-emptive subscription rights of shareholders within the
framework of a concrete issuance, complying in all cases with the legal requirements and limitations established for this purpose at
any given time. Likewise, the authority conferred by the Annual General Meeting of Shareholders held on March 17, 2017 under its
agenda item five was repealed in the unused part.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on April
20, 2021.
These perpetual securities issued must be converted into newly issued ordinary shares of BBVA if the CET 1 ratio of the Bank or the
Group is less than 5.125%, in accordance with their respective terms and conditions.
These type of issuances made by the Bank may be fully redeemed at BBVA's option only in the cases contemplated in their respective
terms and conditions and, in any case, in accordance with the provisions of the applicable legislation. In particular, throughout the
financial years 2020, 2021 and 2022:
\u2013On February 18, 2020, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier
1 instruments) carried out by the Bank on February 18, 2015, for an amount of \u20ac1.5 billion on the First Reset Date of the
issuance and once the prior consent from the Regulator was obtained.
\u2013On April 14, 2021, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on April 14, 2016, for an amount of \u20ac1 billion on the First Reset Date of the issuance
and once the prior consent from the Regulator was obtained.
\u2013On May 24, 2022, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on May 24, 2017, for an amount of \u20ac500 million on the First Reset Date and once the
prior consent from the Regulator was obtained.
Convertible Securities
Subsequently, the Annual General Shareholders' Meeting of BBVA held on March 18, 2022, resolved, under agenda item five, to confer
authority on the Board of Directors of BBVA, with sub-delegation powers, to issue securities convertible into new BBVA shares (other
than contingently convertible securities, envisaged to meet regulatory requirements for their eligibility as capital instruments (CoCos)
referred to in the resolutions adopted by BBVA's Annual General Shareholders' Meeting held on April 20, 2021, under agenda item
five), subject to provisions in the law and in BBVA's bylaws that may be applicable at any time, on one or several occasions within the
maximum term of five years to be counted as from the date on which the resolution was adopted, up to a maximum total amount of
\u20ac6 billion, or the equivalent in any other currency. The Board of Directors may also resolve to exclude, either fully or partially, the pre-
emptive subscription rights of shareholders within the framework of a specific issuance, complying in all cases with the legal
requirements and limitations established for this purpose at any given time.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on March
18, 2022.
Other financial liabilities
The breakdown of the balance under this heading in the consolidated balance sheets is as follows:
Other financial liabilities (Millions of Euros)
2022
2021
2020
Lease liabilities (1)
1,398
2,560
2,674
Creditors for other financial liabilities
3,589
2,657
2,408
Collection accounts
3,426
3,839
3,275
Creditors for other payment obligations (2)
5,673
6,127
5,000
Total
14,086
15,183
13,358
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties for which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group (see Note 17).
(2) In 2021, this caption includes the amount committed for the acquisition of own shares under the share buyback program (see Notes 2.2.14 and 4).
A breakdown of the maturity of the lease liabilities, due after December 31, 2022 is provided below:
Maturity of future payment obligations (Millions of Euros)
Up to 1
year
1 to 3
years
3 to 5
years
Over 5
years
Total
Leases
142
260
305
691
1,398
(1) Provides coverage in the event of death, disability and serious illness.
(2) The insurance policies purchased by employers (other than BBVA Group) on behalf of their employees.
The cash flows of those \u201cLiabilities under insurance and reinsurance contracts\u201d are shown below:
Maturity (Millions of Euros). Liabilities under insurance and reinsurance contracts
Up to 1 year
1 to 3 years
3 to 5 years
Over 5 years
Total
2022
2,264
732
1,836
7,016
11,848
2021
1,808
290
1,664
7,103
10,865
2020
1,227
950
1,616
6,158
9,951
(1) Provides coverage in the case of one or more of the following events: death, disability and / or serious illness.
(2) Insurance policies purchased by companies (other than BBVA Group entities) on behalf of their employees.
Provisions
The breakdown of the balance under this heading in the consolidated balance sheets, based on type of provisions, is as follows:
Provisions. Breakdown by concepts (Millions of Euros)
Notes
2022
2021
2020
Provisions for pensions and similar obligations (1)
25
2,632
3,576
4,272
Other long term employee benefits (2)
25
466
632
49
Provisions for taxes and other legal contingencies
7.1
685
623
612
Provisions for contingent risks and commitments
770
691
728
Other provisions (3)
380
366
479
Total
4,933
5,889
6,141
(1) The variation is mainly due to the lower valuation of defined benefit commitments after the interest rate hike in Spain and benefit payments.
(2) The variation is mainly explained by the collective layoff procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A. in 2021.
(3) Individually non-significant provisions, for various concepts and corresponding to different geographical areas.
The change in provisions for pensions and similar obligations for the years ended December 31, 2022, 2021 and 2020 is as follows:
Provisions for pensions, other post-employment obligations for defined benefit plans, and other long term employee
benefits. Changes over the year (Millions of Euros)
Notes
2022
2021
2020
Balance at the beginning
3,576
4,272
4,631
Charges to income for the year
26
141
298
Interest expense and similar charges
75
37
44
Personnel expense
44.1
43
49
49
Provision expense
(92)
56
205
Charges (credits) to equity (1)
25
(433)
(206)
191
Transfers and other changes (2)
23
(21)
(71)
Benefit payments
25
(492)
(608)
(654)
Employer contributions
25
(67)
(4)
(124)
Balance at the end
2,632
3,576
4,272
(1) In 2021, it includes the initial recognition of the estimated cost of the collective layoff procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A., and the
subsequent reclassification from \"Other provisions\" to \"Other long term employee benefits\" for the remaining amount at the time of the reclassification.
Collective layoff procedure
On June 8, 2021, BBVA reached an agreement with the union representatives on the collective layoff procedure proposed for Banco
Bilbao Vizcaya Argentaria, S.A. in Spain on April 13, 2021, which would affect a maximum of 2,935 employees. The agreement also
included the closing of 480 offices. The cost of the process amounted to \u20ac994 million before taxes, of which \u20ac754 million
corresponded to the collective layoff and \u20ac240 million to the closing of offices (see Notes 17, 21, 46, 49 and 50). By the time the
procedure was over, 2,899 employees had accepted the agreement and effectively departed BBVA.
Ongoing legal proceedings and litigation
The financial sector faces an environment of increased regulatory pressure and litigation. In this environment, the various Group
entities are often subject to lawsuits and involved in individual or collective legal proceedings and litigation arising from their activity
and operations, including proceedings arising from their lending activity, from their labor relations and from other commercial,
regulatory or tax issues, as well as in arbitration.
On the basis of the information available, the Group considers that, as of December 31, 2022, the provisions made in relation to
judicial proceedings and arbitrations, where so required, are adequate and reasonably cover the liabilities that might arise, if any, from
such proceedings and arbitrations. Furthermore, on the basis of the information available and with the exceptions indicated in Note
7.1 \"Risk factors\", BBVA considers that the liabilities that may arise from such proceedings will not have, on a case-by-case basis, a
significant adverse effect on the Group's business, financial situation or results of operations.
Post-employment and other employee benefit commitments
As stated in Note 2.2.11, the Group has assumed commitments with employees including short-term employee benefits (see Note
44.1), defined contribution and defined benefit plans (see Glossary), healthcare and other long-term employee benefits.
The Group sponsors defined-contribution plans for the majority of its active employees with the plans in Spain and Mexico being the
most significant. Most defined benefit plans are closed to new employees with liabilities relating largely to retired employees, the most
significant being those in Spain, Mexico and Turkey. In Mexico, the Group provides medical benefits to a closed group of employees
and their family members, both active service and in retirees.
The breakdown of the net defined benefit liability recorded on the balance sheet as of December 31, 2022, 2021 and 2020 is provided
below:
Net defined benefit liability (asset) on the consolidated balance sheet (Millions of Euros)
Notes
2022
2021
2020
Pension commitments
3,661
4,218
4,539
Early retirement commitments
606
952
1,247
Medical benefits commitments
1,448
1,377
1,562
Other long term employee benefits
466
632
49
Total commitments
6,181
7,180
7,398
Pension plan assets
1,608
1,494
1,608
Medical benefit plan assets
1,476
1,494
1,484
Total plan assets (1)
3,084
2,988
3,092
Total net liability / asset
3,097
4,193
4,305
Of which: Net asset on the consolidated balance sheet (2)
(1)
(15)
(16)
Of which: Net liability on the consolidated balance sheet for
provisions for pensions and similar obligations (3)
24
2,632
3,576
4,272
Of which: Net liability on the consolidated balance sheet for other
long term employee benefits (4)
24
466
632
49
(1) In Turkey, the foundation responsible for managing the benefit commitments holds an additional asset of \u20ac188 million as of December 31, 2022 which, in accordance with IFRS
regarding the asset ceiling, has not been recognized in the Consolidated Financial Statements, because although it could be used to reduce future pension contributions it could
not be immediately refunded to the employer.
(2) Recorded under the heading \u201cOther Assets - Other\u201d of the consolidated balance sheet (see Note 20).
(3) Recorded under the heading \u201cProvisions - Provisions for pensions and similar obligations\u201d of the consolidated balance sheet.
(4) Recorded under the heading \u201cProvisions \u2013 Other long-term employee benefits\u201d of the consolidated balance sheet. The variation is mainly explained by the collective layoff
procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A.
The impact relating to benefit commitments charged to consolidated income statement for the years 2022, 2021 and 2020 is as
follows:
Consolidated income statement impact (Millions of Euros)
Notes
2022
2021
2020
Interest and other expense
75
37
44
Interest expense
342
257
265
Interest income
(267)
(220)
(220)
Personnel expense
130
120
121
Defined contribution plan expense
44.1
87
71
72
Defined benefit plan expense
44.1
43
49
49
Provisions or (reversal) of provisions
46
(89)
61
210
Early retirement expense
\u2014
100
224
Past service cost expense
34
(28)
(8)
Remeasurements (1)
(126)
(16)
(11)
Other provision expense
3
6
4
Total impact on consolidated income statement: expense (income)
116
218
375
(1) Actuarial losses (gains) on remeasurement of the net defined benefit liability relating to early retirements in Spain and other long-term employee benefits that are charged to
the income statements (see Note 2.2.12).
The amounts relating to post-employment benefits charged to the consolidated balance sheet correspond to the actuarial gains
(losses) on remeasurement of the net defined benefit liability relating to pension and medical commitments before income taxes as of
December 31, 2022, 2021 and 2020 are as follows:
Equity impact (Millions of Euros)
2022
2021
2020
Defined benefit plans
(363)
52
161
Post-employment medical benefits
(71)
(257)
30
Total impact on equity: debit (credit)
(433)
(206)
191
In 2022, the aggregate impact of this heading amounted to a credit of \u20ac433 million driven by the variation in financial assumptions,
gains of \u20ac558 million from commitments in Spain, and losses of \u20ac72 million for commitments in Mexico. These amounts are offset by
other minor effects of actuarial experience in these geographical areas and financial, demographic and experience effects in other
geographical areas.
In 2021, the aggregate impact of this heading amounted to a credit of \u20ac206 million driven by the variation in financial assumptions,
gains of \u20ac171 million for the commitments in Mexico, and gains of \u20ac55 million for the commitments in Spain. These amounts are
offset by other geographies and demographic and experience effects.
In 2020, the aggregate impact of this heading amounted to a debit of \u20ac191 million, driven mainly by the variation in interest rates and
losses on commitments (\u20ac91 million in Mexico and \u20ac68 million in Spain) and, to a lesser extent, the updating of the mortality tables in
Spain (\u20ac49 million losses). These amounts are partially offset by the effect in other geographies and experience.
Defined benefit plans
Defined benefit commitments relate mainly to employees who have already retired or taken early retirement, certain closed groups of
active employees still accruing defined benefit pensions, and in-service death and disability benefits provided to most active
employees. For the latter, the Group pays the required premiums to fully insure the related liability. The change in these pension
commitments during the years ended December 31, 2022, 2021 and 2020 is presented below:
Defined benefits (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
6,547
2,988
3,560
7,348
3,092
4,256
8,116
3,493
4,622
Current service cost
45
\u2014
45
53
\u2014
53
53
\u2014
53
Interest income/expense
333
267
65
253
220
33
261
219
42
Contributions by plan
participants
10
10
\u2014
5
5
\u2014
4
4
\u2014
Employer contributions
\u2014
67
(67)
\u2014
4
(4)
\u2014
124
(124)
Past service costs (1)
34
\u2014
34
75
\u2014
75
219
\u2014
219
Remeasurements:
(741)
(240)
(501)
(406)
(184)
(223)
364
176
187
\u00a0 \u00a0 \u00a0 Return on plan assets (2)
\u2014
(240)
240
\u2014
(184)
184
\u2014
176
(176)
From changes in
demographic assumptions
(29)
\u2014
(29)
(121)
\u2014
(121)
57
\u2014
57
From changes in financial
assumptions
(812)
\u2014
(812)
(259)
\u2014
(259)
276
\u2014
276
Other actuarial gains and
losses
100
\u2014
100
(27)
\u2014
(27)
30
\u2014
30
Benefit payments
(676)
(184)
(492)
(765)
(158)
(608)
(839)
(185)
(654)
Settlement payments
(4)
(4)
\u2014
(1)
(1)
\u2014
\u2014
\u2014
\u2014
Business combinations and
disposals (3)
\u2014
\u2014
\u2014
(2)
1
(3)
(371)
(327)
(44)
Effect on changes in foreign
exchange rates
161
180
(20)
(24)
8
(32)
(459)
(409)
(50)
Conversions to defined
contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
7
13
\u2014
13
1
(3)
4
Balance at the end
5,715
3,084
2,631
6,547
2,988
3,560
7,348
3,092
4,256
Of which: Spain
2,546
147
2,399
3,670
206
3,464
4,288
249
4,039
Of which: Mexico
2,426
2,329
97
2,150
2,149
1
2,219
2,122
97
Of which: The United States
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Of which: Turkey
418
315
103
272
209
63
367
282
85
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
(3) The amount in 2020 in mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The balance under the heading \u201cProvisions - Pensions and other post-employment defined benefit obligations\u201d of the consolidated
balance sheet as of December 31, 2022 includes \u20ac201 million relating to post-employment benefit commitments to former members
of the Board of Directors and the Bank\u2019s Management (see Note 54).
The most significant commitments are those in Spain and Mexico and, to a lesser extent, in Turkey. The remaining commitments are
located mostly in Portugal and South America. Unless otherwise required by local regulation, all defined benefit plans have been
closed to new entrants, who instead are able to participate in the Group\u00b4s defined contribution plans.
Both the costs and the present value of the commitments are determined by independent qualified actuaries using the \u201cprojected unit
credit\u201d method. In order to guarantee the good governance of these plans, the Group has established specific benefits committees.
These benefit committees include members from the different areas of the business to ensure that all decisions are made taking into
consideration all of the associated impacts.
The following table sets out the key actuarial assumptions used in the valuation of these commitments as of December 31, 2022, 2021
and 2020:
Actuarial assumptions (%)
2022
2021
2020
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Discount rate
3.91 %
10.68 %
17.79 %
0.74 %
9.68 %
19.10 %
0.53 %
8.37 %
13.00 %
Rate of salary increase
\u2014
4.50 %
15.86 %
\u2014
4.00 %
16.60 %
\u2014
4.00 %
11.20 %
Rate of pension increase
\u2014
4.41 %
14.36 %
\u2014
2.95 %
15.10 %
\u2014
1.94 %
9.70 %
Medical cost trend rate
\u2014
8.04 %
18.56 %
\u2014
7.00 %
19.30 %
\u2014
7.00 %
13.90 %
Mortality tables
PER 2020
EMSSA09
TUIK 2019
PER 2020
EMSSA09
CSO2001
PER 2020
EMSSA09
CSO2001
In Spain, the discount rate shown as of December 31, 2022, corresponds to the weighted average rate, the actual discount rates used
are 3.75% and 4% depending on the type of commitment.
Discount rates used to value future benefit cash flows have been determined by reference to high quality corporate bonds (Note
2.2.12) denominated in Euro in the case of Spain and Mexican peso for Mexico, and government bonds denominated in Turkish Lira
for Turkey.
The expected return on plan assets has been set in line with the adopted discount rate.
Assumed retirement ages have been set by reference to the earliest age at which employees are entitled to retire, the contractually
agreed age in the case of early retirements in Spain or by using retirement rates.
Changes in the main actuarial assumptions may affect the valuation of the commitments. The table below shows the sensitivity of the
benefit obligations to changes in the key assumptions:
Sensitivity analysis (Millions of Euros)
Basis points
change
2022
2021
2020
Increase
Decrease
Increase
Decrease
Increase
Decrease
Discount rate
50
(321)
350
(282)
307
(354)
390
Rate of salary increase
50
1
(1)
2
(2)
4
(4)
Rate of pension increase
50
32
(39)
28
(26)
29
(27)
Medical cost trend rate
50
119
(106)
109
(98)
145
(129)
Change in obligation from each
additional year of longevity
113
\u2014
170
\u2014
211
\u2014
The sensitivities provided above have been determined at the date of these consolidated financial statements, and reflect solely the
impact of changing one individual assumption at a time, keeping the rest of the assumptions unchanged, thereby excluding the
effects which may result from combined assumption changes.
In addition to the commitments to employees shown above, the Group has other less material long-term employee benefits. These
include long-service awards, which consist of either an established monetary award or some vacation days granted to certain groups
of employees when they complete a given number of years of service. Additionally, this heading included a fund related to the
collective layoff procedure that was carried out in Banco Bilbao Vizcaya Argentaria, S.A. in 2021. As of December 31, 2022, 2021 and
2020, the actuarial liabilities for the outstanding awards amounted to \u20ac466 million, \u20ac632 million and \u20ac49 million, respectively. These
commitments are recorded under the heading \"Provisions - Other long-term employee benefits\" of the consolidated balance sheet
(see Note 24).
Post-employment commitments and similar obligations
These commitments relate mostly to pension payments, and which have been determined based on salary and years of service. For
most plans, pension payments are due on retirement, death and long term disability.
In 2021 and 2020 the Group entities in Spain offered certain employees the option to take retirement or early retirement (that is,
earlier than the age stipulated in the collective labor agreement in force). This offer was accepted by 432 and 781 employees during
2021 and 2020, respectively (0 employees in 2022). These commitments include the compensation and indemnities due as well as
the contributions payable to external pension funds during the early retirement period. As of December 31, 2022, 2021 and 2020, the
value of these commitments amounted to \u20ac606 million, \u20ac952 million and \u20ac1,247 million, respectively.
The change in the benefit plan obligations and plan assets during the year ended December 31, 2022 was as follows:
Post-employment commitments 2022 (Millions of Euros)
Spain
Mexico
Turkey
Rest of the
world
Defined benefit obligation
Balance at the beginning
3,670
779
272
449
Current service cost
4
7
13
3
Interest income or expense
53
84
42
10
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
\u2014
\u2014
\u2014
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(677)
107
166
(122)
Return on plan assets (2)
\u2014
\u2014
\u2014
\u2014
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(511)
(77)
(15)
(13)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
\u2014
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
85
(70)
(9)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,546
985
418
318
Of which: Vested benefit obligation relating to current employees
2,491
Of which: Vested benefit obligation relating to retired employees
55
Plan Assets
Balance at the beginning
206
655
209
424
Current service cost
\u2014
\u2014
\u2014
\u2014
Interest income or expense
2
69
33
6
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
41
22
3
Past service costs (1)
\u2014
\u2014
\u2014
\u2014
Remeasurements:
(34)
(45)
104
(121)
Return on plan assets (2)
(34)
(45)
104
(121)
From changes in demographic assumptions
\u2014
\u2014
\u2014
\u2014
From changes in financial assumptions
\u2014
\u2014
\u2014
\u2014
Other actuarial gains and losses
\u2014
\u2014
\u2014
\u2014
Benefit payments
(27)
(77)
(9)
(12)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
139
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
72
(52)
(6)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
\u2014
\u2014
\u2014
\u2014
Balance at the end
147
853
315
293
Net liability (asset)
Balance at the beginning
3,464
124
63
24
Current service cost
4
7
13
3
Interest income or expense
51
14
10
4
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
(41)
(22)
(3)
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(643)
152
62
(1)
Return on plan assets (2)
34
45
(104)
121
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(484)
\u2014
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
13
(18)
(3)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,399
132
103
25
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
The change in net liabilities (assets) during the years ended December 31, 2021 and 2020 was as follows:
Post-employment commitments (Millions of Euros)
2021: Net liability (assets)
2020: Net liability (assets)
Spain
Mexico
Turkey
Rest of
the
world
Spain
Mexico
The
United
States
Turkey
Rest of
the
world
Balance at the beginning
4,039
28
85
27
4,326
72
52
86
38
Current service cost
5
5
16
3
5
5
1
18
3
Interest income or expense
20
1
9
1
28
6
2
8
1
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
11
(2)
(11)
(1)
\u2014
(86)
\u2014
(14)
(1)
Past service costs (1)
75
\u2014
2
2
224
(1)
\u2014
2
3
Remeasurements:
(98)
128
10
(5)
95
62
(4)
18
(14)
Return on plan assets (2)
8
49
(11)
19
(41)
(31)
(35)
23
(26)
From changes in demographic assumptions
\u2014
(4)
\u2014
(2)
60
\u2014
(3)
\u2014
\u2014
From changes in financial assumptions
(61)
84
(18)
(7)
79
(19)
34
54
17
Other actuarial gains and losses
(45)
(2)
39
(15)
(3)
112
\u2014
(59)
(5)
Benefit payments
(599)
(1)
(6)
(1)
(643)
(1)
(2)
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(40)
\u2014
(2)
\u2014
(19)
(44)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
5
(43)
1
\u2014
(10)
(5)
(26)
(4)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other\u00a0 effects
12
\u2014
\u2014
\u2014
3
\u2014
\u2014
\u2014
\u2014
Balance at the end
3,464
124
63
24
4,039
28
\u2014
85
27
(1) Includes gains and losses from settlements.
(2) Excludes interest which is reflected in the line item \u201cInterest income and expense\u201d.
In Spain, local regulation requires that pension and death benefit commitments must be funded, either through a qualified pension
plan or an insurance contract.
In the Spanish entities these commitments are covered by insurance contracts which meet the requirements of the accounting
standard regarding the non-recoverability of contributions. However, a significant number of the insurance contracts are with BBVA
Seguros, S.A. \u2013 a consolidated subsidiary and related party \u2013 and consequently these policies cannot be considered plan assets
under IAS 19. For this reason, the liabilities insured under these policies are fully recognized under the heading \"Provisions \u2013 Pensions
and other post-employment defined benefit obligations\" of the consolidated balance sheet (see Note 24), while the related assets
held by the insurance company are included within the Group\u00b4s consolidated assets (recorded according to the classification of the
corresponding financial instruments). As of December 31, 2022 the value of these separate assets was \u20ac1,656 million, (\u20ac2,326 and
\u20ac2,572 million as of December 31, 2021 and 2020, respectively) representing direct rights of the insured employees held in the
consolidated balance sheet, hence these benefits are effectively fully funded.
On the other hand, some pension commitments have been funded through insurance contracts with insurance companies not related
to the Group. In this case the consolidated balance sheet reflects the value of the obligations net of the fair value of the qualifying
insurance policies. As of December 31, 2022, 2021 and 2020, the value of the aforementioned insurance policies (\u20ac147, \u20ac206 and
\u20ac249 million, respectively) exactly match the value of the corresponding obligations and therefore no amount for this item has been
recorded in the consolidated balance sheet.
Pension benefits are paid by the insurance companies with whom BBVA has insurance contracts and to whom all insurance premiums
have been paid. The premiums are determined by the insurance companies using cash flow matching techniques to ensure that
benefits can be met when due, guaranteeing both the actuarial and interest rate risk.
In Mexico, there is a defined benefit plan for employees hired prior to 2001. Other employees participate in a defined contribution
plan. External funds/trusts have been constituted locally to meet benefit payments as required by local regulation.
In 2008, the Turkish government passed a law to unify the different existing pension systems under a single umbrella Social Security
system. Such system provides for the transfer of the various previously established funds. The financial sector is in this stage at
present, maintaining these pension commitments managed by external pension funds (foundations) established for that purpose.
The foundation that maintains the assets and liabilities relating to employees of Garanti BBVA in Turkey, as per the local regulatory
requirements, has registered an obligation amounting to \u20ac292 million as of December 31, 2022 pending future transfer to the Social
Security system. Furthermore, Garanti BBVA has set up a defined benefit pension plan for employees, additional to the social security
benefits, reflected in the consolidated balance sheet.
Medical benefit commitments
The change in defined benefit obligations and plan assets during the years 2022, 2021 and 2020 was as follows:
Medical benefits commitments (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
1,377
1,494
(116)
1,562
1,484
77
1,580
1,532
48
Current service cost
19
\u2014
19
24
\u2014
24
21
\u2014
21
Interest income or expense
144
157
(14)
131
129
2
117
120
(3)
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
\u2014
\u2014
\u2014
1
(1)
\u2014
22
(22)
Past service costs (1)
28
\u2014
28
(5)
\u2014
(5)
(8)
\u2014
(8)
Remeasurements:
(215)
(144)
(71)
(377)
(119)
(257)
95
66
30
Return on plan assets (2)
\u2014
(144)
144
\u2014
(119)
119
\u2014
66
(66)
From changes in demographic
assumptions
\u2014
\u2014
\u2014
(115)
\u2014
(115)
\u2014
\u2014
\u2014
From changes in financial
assumptions
(191)
\u2014
(191)
(257)
\u2014
(257)
110
\u2014
110
Other actuarial gain and losses
(23)
\u2014
(23)
(4)
\u2014
(4)
(15)
\u2014
(15)
Benefit payments
(60)
(60)
\u2014
(49)
(48)
\u2014
(37)
(37)
\u2014
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
139
\u2014
(39)
39
\u2014
(19)
19
Effect on changes in foreign exchange
rates
155
167
(11)
90
86
4
(207)
(201)
(6)
Other\u00a0 effects
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance at the end
1,448
1,476
(28)
1,377
1,494
(116)
1,562
1,484
77
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
In Mexico, there is a medical benefit plan for employees hired prior to 2007. New employees from 2007 are covered by a medical
insurance policy. An external trust has been constituted locally to fund the plan, in accordance with local legislation and Group policy.
In Turkey, employees are currently provided with medical benefits through a foundation in collaboration with the Social Security
system, although local legislation prescribes the future unification of this and similar systems into the general Social Security system
itself.
The valuation of these benefits and their accounting treatment follow the same methodology as that employed in the valuation of
pension commitments.
Estimated benefit payments
As of December 31, 2022, the estimated benefit payments over the next ten years for all the entities in Spain, Mexico and Turkey are
as follows:
Estimated benefit payments (Millions of Euros)
2023
2024
2025
2026
2027
2028 - 2032
Commitments in Spain
522
384
326
279
242
794
Commitments in Mexico
159
171
180
189
198
1,148
Commitments in Turkey
19
16
20
24
31
265
Total
700
571
526
493
471
2,208
Plan assets
The majority of the Group\u00b4s defined benefit plans are funded by plan assets held in external funds/trusts legally separate from the
Group sponsoring entity. However, in accordance with local regulation, some commitments are not externally funded and covered
through internally held provisions, principally those relating to early retirements.
Plan assets are those assets which will be used to directly settle the assumed commitments and which meet the following conditions:
they are not part of the Group sponsoring entities assets, they are available only to pay post-employment benefits and they cannot be
returned to the Group sponsoring entity.
To manage the assets associated with defined benefit plans, BBVA Group has established investment policies designed according to
criteria of prudence and minimizing the financial risks associated with plan assets.
The investment policy consists of investing in a low risk and diversified portfolio of assets with maturities consistent with the term of
the benefit obligation and which, together with contributions made to the plan, will be sufficient to meet benefit payments when due,
thus mitigating the plans\u2018 risks.
In those countries where plan assets are held in pension funds or trusts, the investment policy is developed consistently with local
regulation. When selecting specific assets, current market conditions, the risk profile of the assets and their future market outlook are
all taken into consideration. In all the cases, the selection of assets takes into consideration the term of the benefit obligations as well
as short-term liquidity requirements.
The risks associated with these commitments are those which give rise to a deficit in the plan assets. A deficit could arise from factors
such as a fall in the market value of plan assets, an increase in long-term interest rates leading to a decrease in the fair value of fixed
income securities, or a deterioration of the economy resulting in more write-downs and credit rating downgrades.
The table below shows the allocation of plan assets of the main companies of the BBVA Group as of December 31, 2022, 2021 and
2020:
Plan assets breakdown (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Asset-backed securities
\u2014
\u2014
\u2014
Structured debt
\u2014
\u2014
\u2014
Insurance contracts
183
148
140
Total
2,622
2,566
2,887
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
In addition to the above there are plan assets relating to the previously mentioned insurance contracts in Spain and the foundation in
Turkey.
The following table provides details of investments in listed securities (Level 1) as of December 31, 2022, 2021 and 2020:
Investments in listed markets (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (Government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Total
2,439
2,418
2,747
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
The remainder of the assets are mainly invested in Level 2 assets in in accordance with the classification established under IFRS 13
(mainly insurance contracts). As of December 31, 2022, almost all of the assets related to employee commitments corresponded to
fixed income securities.
Defined contribution plans
Certain Group entities sponsor defined contribution plans. Some of these plans allow employees to make contributions which are
then matched by the employer.
Contributions are recognized as and when they are accrued, with a charge to the consolidated income statement in the corresponding
year. No liability is therefore recognized in the consolidated balance sheet (see Note 44.1).
Common stock
As of December 31, 2022 BBVA\u2019s share capital amounted to \u20ac2,954,757,116.36 divided into 6,030,116,564 shares, while as of each of
December 31, 2021 and 2020 BBVA\u2019s share capital amounted to \u20ac3,267,264,424.20 divided into 6,667,886,580 shares. The
decrease was the result of the partial executions of the share capital reduction resolution adopted by the Ordinary General
Shareholders' Meeting of BBVA held on March 18, 2022, under item seven of its agenda, which were notified by means of Other
Relevant Information on June 15, 2022 and on September 30, 2022 (see Note 4).
As of December 31, 2022, 2021 and 2020, the shares were fully subscribed and paid-up registered, all of the same class and series, at
\u20ac0.49 par value each, represented through book-entry accounts. All of the Bank\u00b4s shares carry the same voting and dividend rights,
and no single stockholder enjoys special voting rights. Each and every share is part of the Bank\u2019s capital.
The Bank\u2019s shares are traded on the stock markets of Madrid, Barcelona, Bilbao and Valencia through the Sistema de Interconexi\u00f3n
Burs\u00e1til Espa\u00f1ol (Mercado Continuo), as well as on the London and Mexico stock markets. BBVA American Depositary Shares (ADSs)
traded on the New York Stock Exchange under the ticker \u201cBBVA\u201d.
Additionally, as of December 31, 2022, the shares of Banco BBVA Peru, S.A., BBVA Banco Provincial, S.A., Banco BBVA Colombia,
S.A., Banco BBVA Argentina, S.A., and Garanti BBVA A.S., were listed on their respective local stock markets. Banco BBVA Argentina,
S.A. was also quoted in the Latin American market (Latibex) of the Madrid Stock Exchange and the New York Stock Exchange. Also,
the Depositary Receipts (\u201cDR\u201d) of Garanti BBVA, A.S. are listed in the London Stock Exchange. BBVA is also currently included,
amongst other indexes, in the IBEX 35\u00ae Index, which is made up by the 35 most liquid securities traded on the Spanish Market and,
technically, it is a price index that is weighted by capitalization and adjusted according to the free float of each company comprised in
the index.
As of December 31, 2022, State Street Bank and Trust Co., The Bank of New York Mellon SA NV and Chase Nominees Ltd in their
capacity as international custodian/depositary banks, held 14.88%, 2.12%, and 6.84% of BBVA common stock, respectively. Of said
positions held by the custodian banks, BBVA is not aware of any individual shareholders with direct or indirect holdings greater than
or equal to 3% of BBVA common stock outstanding.
On April 18, 2019, Blackrock, Inc. reported to the Spanish Securities and Exchange Commission (CNMV) that, it had an indirect
holding of BBVA common stock totaling 5.917%, of which 5.480% are voting rights attributed to shares and 0.437% are voting rights
through financial instruments.
BBVA is not aware of any direct or indirect interests through which control of the Bank may be exercised. Furthermore, BBVA has not
received any information on stockholder agreements including the regulation of the exercise of voting rights at its annual general
meetings or restricting or placing conditions on the free transferability of BBVA shares. No agreement is known to BBVA that could
give rise to changes in the control of the Bank.
BBVA banking subsidiaries, associates and joint ventures worldwide, are subject to supervision and regulation from a variety of
regulatory bodies in relation to, among other aspects, the satisfaction of minimum capital requirements. The obligation to satisfy such
capital requirements may affect the ability of such entities to transfer funds in the form of cash dividends, loans or advances. In
addition, under the laws of the various jurisdictions where such entities are incorporated, dividends may only be paid out through
funds legally available for such purpose. Even when the minimum capital requirements are met and funds are legally available, the
relevant regulators or other public administrations could discourage or delay the transfer of funds to the Group in the form of cash,
dividends, loans or advances for prudential reasons.
Resolutions adopted by the Annual General Meeting
Capital increase
BBVA's Annual General Shareholders' Meeting held on March 18, 2022 resolved, under agenda item four, to confer authority on the
Board of Directors of BBVA to increase BBVA's share capital, on one or several occasions, within the legal term of five years to be
counted as from the date on which this resolution was adopted, up to the maximum amount corresponding to 50% of BBVA's share
capital at the time of this authorization. Likewise, the Annual General Shareholders' Meeting resolved to confer on the Board of
Directors authority to totally or partially exclude shareholders' pre-emptive subscription rights within the framework of a specific
issue of shares that may be made thereunder.
However, the power to exclude pre-emptive subscription rights was limited, such that the nominal amount of any share capital
increases resolved or effectively carried out with the exclusion of pre-emptive subscription rights in use of this authority and those
that may be resolved or carried out to cover the conversion of convertible issuances that may equally be made with the exclusion of
pre-emptive subscription rights in use of the authority delegated to issue securities convertible into new BBVA shares (other than
contingently convertible securities, envisaged to meet regulatory requirements for their eligibility as capital instruments (CoCos)) as
resolved by BBVA's Annual General Shareholders' Meeting held on March 18, 2022 under agenda item five (without prejudice to anti-
dilution adjustments), may not exceed the nominal maximum overall amount of 10% of BBVA's share capital at the time of this
authorization. This authority repealed the authority conferred by the Annual General Meeting of Shareholders held on March 17, 2017
under its agenda item four, which BBVA did not use.
As of the date of this document, the Bank has not exercised the authority conferred by the General Shareholders' Meeting.
Capital Decrease
BBVA's Annual General Shareholders' Meeting held on March 18, 2022 resolved, under agenda item seven, to approve the share
capital reduction of BBVA by up to a maximum amount of 10% of the share capital on the date of this resolution, through the
redemption of own shares acquired derivatively by BBVA, both those acquired by virtue of the authorization granted by the BBVA
General Shareholders' Meeting held on March 16, 2018 under item three of the agenda, and those that may be acquired by virtue of
the authorization granted by the General Shareholders' Meeting held on March 18, 2022 under item six of the agenda, through any
mechanism whose objective or purpose is redemption. The implementation period of this resolution will end on the date of the next
Annual General Shareholders' Meeting, being rendered null and void from that date in respect of the amount not executed. The
Annual General Shareholders' Meeting conferred authority on the Board of Directors of BBVA, with sub-delegation powers, to totally
or partially execute the aforementioned share capital reduction, on one or more occasions, repealing the resolution adopted by the
Annual General Shareholders' Meeting held on April 20, 2021 under agenda item six, which BBVA did not use.\u00a0
Within the framework of the share buyback program (see Note 4), BBVA has executed the following share capital reductions during
the financial year 2022:
\u2013On June 15, 2022, BBVA notified the partial execution of the share capital reduction resolution adopted by the Annual
General Shareholders\u2019 Meeting of BBVA held on 18 March 2022, through the reduction of BBVA\u2019s share capital in a nominal
amount of \u20ac137,797,167.90 and the consequent redemption, charged to unrestricted reserves, of 281,218,710 own shares
of \u20ac0.49 par value each acquired derivatively by the Bank in execution of the First Tranche of the share buyback program
Scheme and which were held as treasury shares.
\u2013On September 30, 2022, BBVA notified through Other Relevant Information an additional partial execution of the share
capital reduction resolution adopted by the Annual General Shareholders\u2019 Meeting of BBVA held on 18 March 2022, through
the reduction of BBVA\u2019s share capital in a nominal amount of \u20ac174,710,139.94 and the consequent redemption, charged to
unrestricted reserves, of 356,551,306 own shares of \u20ac0.49 par value each acquired derivatively by the Bank in execution of
the First Segment and Second Segment of the Second Tranche of the share buyback program Scheme and which were held
as treasury shares.
Convertible and/or exchangeable securities:
Note 22.4 introduces the details of the convertible and/or exchangeable securities.
Share premium
As of December 31, 2022, the balance under this heading in the consolidated balance sheets was \u20ac20,856 million. As of December 31,
2021 and 2020, the balance under this heading was \u20ac23,599 and \u20ac23,992 million, respectively (see Note 4).
The amended Spanish Corporation Act expressly permits the use of the share premium balance to increase capital and establishes no
specific restrictions as to its use (see Note 26).
Retained earnings, revaluation reserves and other reserves Breakdown of the balance
The breakdown of the balance under this heading in the consolidated balance sheets is as follows:
Retained earnings, revaluation reserves and other reserves. Breakdown by concepts (Millions of Euros)
2022
2021
2020
Legal reserve
591
653
653
Restricted reserve
482
761
120
Voluntary reserves (1)
3,906
3,994
8,117
Total reserves holding company (2)
4,979
5,409
8,890
Consolidation reserves attributed to the Bank and subsidiary consolidated companies
29,902
24,575
21,454
Total
34,881
29,984
30,344
(1) The variation in 2021 is mainly due to the allocation of earnings of BBVA, S.A. and the share buyback program (see Note 4).
(2) Total reserves of BBVA, S.A. (See Appendix IX).
Legal reserve
Under the amended Spanish Corporations Act, 10% of any profit made each year must be transferred to the legal reserve. The
transfer must be made until the legal reserve reaches 20% of the common stock.
The legal reserve can be used to increase the common stock provided that the remaining reserve balance does not fall below 10% of
the increased capital. While it does not exceed 20% of the common stock, it can only be allocated to offset losses exclusively in the
case that there are not sufficient reserves available.
Restricted reserves
As of December 31, 2022, 2021 and 2020, the Bank\u2019s restricted reserves are as follows:
Restricted reserves. Breakdown by concepts (Millions of Euros)
2022
2021
2020
Restricted reserve for retired capital (1)
400
88
88
Restricted reserve for Parent Company shares and loans for those shares (2)
80
672
30
Restricted reserve for redenomination of capital in euros
2
2
2
Total
482
761
120
(1) The change in 2022 is a consequence of the partial executions of the capital reduction resolution adopted by BBVA's General Shareholders' Meeting held on March 18, 2022
(see Note 26).
(2) The balance of 2021 is mainly due to the share buyback program (see Note 4).
Until 2021, the restricted reserve for retired capital resulted from the reduction of the nominal par value of the BBVA shares made in
April 2000. In 2022 includes the reserve corresponding to the share capital reduction in 2022.
The second heading corresponds to restricted reserves related to the amount of shares issued by the Bank in its possession at each
date, as well as the amount of customer loans outstanding at those dates that were granted for the purchase of, or are secured by, the
parent company shares.
Finally, pursuant to Law 46/1998 on the Introduction of the Euro, a restricted reserve is recognized as a result of the rounding effect
of the redenomination of the parent company common stock in euros.
Retained earnings, Revaluation reserves and Other reserves by entity
The breakdown, by company or corporate group, under the headings \u201cRetained earnings\u201d, \u201cRevaluation reserves\u201d and \u201cother
reserves\u201d in the consolidated balance sheets is as follows:
Retained earnings, revaluation reserves and other reserves. Breakdown by company or corporate group (Millions of Euros)
2022
2021
2020
Retained earnings (losses), revaluation reserves and other reserves
Holding Company
14,003
12,467
15,014
BBVA Mexico Group
13,839
13,894
12,890
Garanti BBVA Group
5,710
3,043
2,509
BBVA Provincial Group
1,720
1,721
1,731
BBVA Argentina Group
1,456
1,423
1,302
BBVA Colombia Group
1,510
1,393
1,287
BBVA Peru Group
1,065
1,031
984
Corporaci\u00f3n General Financiera, S.A.
338
322
920
Forum Servicios Financieros S.A.
632
604
619
Sociedades inmobiliarias CX
263
277
251
BBV America, S.L.
299
270
262
BBVA Seguros, S.A.
284
239
(35)
Pecri Inversi\u00f3n, S.L.
119
118
114
BBVA Uruguay Group
118
106
87
Bilbao Vizcaya Holding, S.A.
144
68
77
Compa\u00f1\u00eda de Cartera de Inversiones, S.A.
65
42
59
Gran Jorge Juan, S.A.
61
57
42
BBVA USA Group
\u2014
\u2014
(1,098)
Anida Grupo Inmobiliario
(525)
(556)
(594)
Sociedades inmobiliarias Unnim
(647)
(655)
(617)
Anida Operaciones Singulares, S.A.
(5,529)
(5,512)
(5,409)
Other
177
(121)
112
Subtotal (1)
35,102
30,231
30,508
Other reserves or accumulated losses of investments in joint ventures
and associates
Atom Holdco Limited
(169)
(158)
(91)
Metrovacesa, S.A.
(84)
(84)
(84)
Other
32
(5)
11
Subtotal
(221)
(247)
(164)
Total
34,881
29,984
30,344
(1) In 2021 includes the accounting for shares pending from buyback program (see Note 4) and the reclassification of items not subject to reclassification to income statement to
by results for \"Actuarial gains (losses) in defined benefit pension plans\".
For the purpose of allocating the reserves and accumulated losses to the consolidated entities and to the parent company, the
transfers of reserves arising from the dividends paid and transactions between these entities are taken into account in the period in
which they took place.
Treasury shares
In the years ended December 31, 2022, 2021 and 2020 the Group entities performed the following transactions with shares issued by
the Bank:
Treasury shares (Millions of Euros)
2022
2021
2020
Number of
Shares
Millions
of Euros
Number of
Shares
Millions
of Euros
Number of
Shares
Millions
of Euros
Balance at beginning
127,633,399
647
14,352,832
46
12,617,189
62
+ Purchases
598,457,024
2,966
203,530,570
1,022
234,691,887
807
- Sales and other changes
(720,605,009)
(3,583)
(90,250,003)
(417)
(232,956,244)
(830)
+/- Derivatives on BBVA shares
\u2014
\u2014
\u2014
(4)
\u2014
7
+/- Other changes
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance at the end
5,485,414
29
127,633,399
647
14,352,832
46
Of which:
Held by BBVA, S.A.
\u2014
3
112,733,730
574
592,832
9
Held by Corporaci\u00f3n General
Financiera, S.A.
5,454,516
26
14,899,669
72
13,760,000
37
Held by other subsidiaries
30,898
\u2014
\u2014
\u2014
\u2014
\u2014
Average purchase price in Euros
4.96
\u2014
5.02
\u2014
3.44
\u2014
Average selling price in Euros
4.99
\u2014
4.89
\u2014
3.63
\u2014
Net gains or losses on transactions
(Shareholders' funds-Reserves)
9
17
\u2014
In 2022 and 2021 there were transactions included in the share buyback program (see Note 4).
The percentages of treasury shares held by the Group in the years ended December 31, 2022, 2021 and 2020 are as follows:
Treasury Share
2022
2021
2020
Min
Max
Closing
Min
Max
Closing
Min
Max
Closing
% treasury share
0.078%
7.492%
0.094%
0.108 %
1.922 %
1.914 %
0.008 %
0.464 %
0.215 %
The number of BBVA shares accepted by the Group in pledge of loans as of December 31, 2022, 2021 and 2020 is as follows:
Shares of BBVA accepted in pledge
2022
2021
2020
Number of shares in pledge
23,437,363
29,372,853
39,407,590
Nominal value (in Euros)
0.49
0.49
0.49
% of share capital
0.39%
0.44%
0.59%
The number of BBVA shares owned by third parties but under management of a company within the Group as of December 31, 2022,
2021 and 2020 is as follows:
Shares of BBVA owned by third parties but managed by the Group
2022
2021
2020
Number of shares owned by third parties
18,686,027
17,645,506
18,266,509
Nominal value (in Euros)
0.49
0.49
0.49
% of share capital
0.31%
0.26%
0.27%
Accumulated other comprehensive income (loss)
The breakdown of the balance under this heading in the consolidated balance sheets is as follows
Accumulated other comprehensive income (loss). Breakdown by concepts (Millions of Euros)
Notes
2022
2021
2020
Items that will not be reclassified to profit or loss
(1,881)
(2,075)
(2,815)
Actuarial gains (losses) on defined benefit pension plans
(760)
(998)
(1,474)
Non-current assets and disposal groups classified as held for sale
\u2014
\u2014
(65)
Fair value changes of equity instruments measured at fair value through
other comprehensive income
13.4
(1,194)
(1,079)
(1,256)
Fair value changes of financial liabilities at fair value through profit or loss
attributable to changes in their credit risk
72
2
(21)
Items that may be reclassified to profit or loss
(15,550)
(14,401)
(11,541)
Hedge of net investments in foreign operations (effective portion)
(1,408)
(146)
(62)
Mexican peso
(1,751)
(681)
(362)
Turkish lira
358
555
317
Other exchanges
(15)
(19)
(18)
Foreign currency translation
(13,103)
(14,988)
(14,185)
Mexican peso
(2,813)
(4,503)
(5,220)
Turkish lira
(6,601)
(6,607)
(4,960)
Argentine peso
(869)
(1,024)
(1,247)
Venezuela Bol\u00edvar
(1,850)
(1,858)
(1,860)
Other exchanges
(971)
(995)
(898)
Hedging derivatives. Cash flow hedges (effective portion)
(458)
(533)
10
Fair value changes of debt instruments measured at fair value through
other comprehensive income
13.4
(562)
1,274
2,069
Non-current assets and disposal groups classified as held for sale (1)
\u2014
\u2014
644
Share of other recognized income and expense of investments in joint
ventures and associates
(18)
(9)
(17)
Total
(17,432)
(16,476)
(14,356)
(1) Corresponds mainly to BBVA USA in 2020 (see Notes 3 and 21).
The balances recognized under these headings are presented net of tax.
The main changes in 2022 are explained by the depreciation against the euro of some of the currencies of the main geographies
where the Group operates against the euro such as the Argentine peso (38.3%), the Turkish lira (23.7%) and the Colombian peso
(12.1%), partially offset by the appreciation against the euro of the Mexican peso (11.0%) and Peruvian sol (11.0%), and the
application of IAS 29 in Turkey (see Note 2.2.19) and the recognition under \"Foreign currency translation\" of the 36.12% acquired
from minority interest (see Note 3).
Non-controlling interest
The breakdown by groups of consolidated entities under the heading \u201cMinority interests (non-controlling interest)\u201d of total equity in
the consolidated balance sheets is as follows:
Non-controlling interests. Breakdown by subgroups (Millions of Euros)
2022
2021
2020
Garanti BBVA (1)
1,180
2,851
3,692
BBVA Peru
1,469
1,212
1,171
BBVA Argentina
687
557
416
BBVA Colombia
73
76
70
BBVA Venezuela
95
70
65
Other entities
119
87
56
Total
3,624
4,853
5,471
(1) The change corresponds mainly to the voluntary takeover bid for the entire share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e. completed on May 18, 2022 (see Note 3).
These amounts are broken down by groups of consolidated entities under the heading \u201cAttributable to minority interests (non-
controlling interests)\u201d in the consolidated income statements:
Profit attributable to non-controlling interests. Breakdown by subgroups (Millions of Euros)
2022
2021
2020
Garanti BBVA (1)
29
758
579
BBVA Peru
236
143
126
BBVA Argentina
83
26
38
BBVA Colombia
5
9
6
BBVA Venezuela
22
3
2
Other entities
32
25
5
Total
407
965
756
(1) The change corresponds mainly to the IAS 29 implementation and the voluntary takeover bid for the entire share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e. completed on May 18,
2022 (see Notes 2.2.19 and 3).
Dividends distributed to non-controlling interest of the Group during the year 2022 are: BBVA Banco Continental Group \u20ac109 million,
BBVA Garanti Group \u20ac49 million and other Group entities \u20ac27 million.
Capital base and capital management Capital base
As of December 31, 2022, 2021 and 2020, own funds is calculated in accordance to the applicable regulation of each year on
minimum capital requirements for Spanish credit institutions \u2013both as individual entities and as consolidated group\u2013 that establish
how to calculate them, as well as the various internal capital adequacy assessment processes they should have in place and the
information they should disclose to the market.
Regarding the minimum capital requirements, the ECB informed the Group that the Pillar 2 requirement would remain at 1.5% (of
which at least 0.84% must be CET1) since March 1, 2022. Therefore, BBVA should maintain a CET1 capital ratio of 8.60% and a total
capital ratio of 12.76% at a consolidated level, which once updated taking into account the countercyclical buffer as of December 31,
2022, are 8.63% and 12.79%, respectively).
In addition, after the latest SREP (Supervisory Review and Evaluation Process) decision, applicable as from January 1, 2023, the ECB
has informed the Group that it must maintain a total capital ratio of 13.00% and a CET1 capital ratio of 8.75% at the consolidated
level, which include the consolidated Pillar 2 requirement of 1.71% (at least 0.96% must be CET1), of which 0.21% (0.12% must be
CET1) is determined on the basis of the ECB's prudential provisioning expectation which, as of January 1, 2023, will no longer be
treated as a deduction from CET1, with a 19 basis points positive effect on fully-loaded CET1 ratio as of December 31, 2022.
The BBVA Group has set the objective of maintaining a fully-loaded CET1 ratio at a consolidated level between 11.5% and 12.0%,
increasing the target distance to the minimum requirement (8.63% until December 31, 2022 and 8.75% since January 1, 2023) at 287
and 337 basis points (275 and 325 basis points since January 1, 2023). At closing of the financial year 2022, the fully-loaded CET1
ratio was above this target management range.
A reconciliation of the main figures between the accounting and regulatory own funds as of December 31, 2022, 2021 and 2020 is
shown below:
Eligible capital resources (Millions of Euros)
Notes
2022 \u207d\u00b9\u207e
2021
2020
Capital
26
2,955
3,267
3,267
Share premium
27
20,856
23,599
23,992
Retained earnings, revaluation reserves and other reserves
28
34,881
29,984
30,344
Other equity instruments, net
63
60
42
Treasury shares
29
(29)
(647)
(46)
Profit (loss) attributable to the parent company
5
6,420
4,653
1,305
Interim dividend
(722)
(532)
\u2014
Total equity
64,422
60,384
58,904
Accumulated other comprehensive income (loss)
30
(17,432)
(16,476)
(14,356)
Non-controlling interest
31
3,624
4,853
5,472
Shareholders' equity
50,615
48,760
50,020
Goodwill and other intangible assets
(1,395)
(1,484)
(3,775)
Deductions
(1,395)
(1,484)
(3,775)
Differences from solvency and accounting perimeter
(123)
(130)
(186)
Equity not eligible at solvency level
(123)
(130)
(186)
Other adjustments and deductions (2)
(6,357)
(7,197)
(3,128)
Common Equity Tier 1 (CET 1)
42,740
39,949
42,931
Additional Tier 1 before Regulatory Adjustments
5,193
5,737
6,666
Total Regulatory Adjustments to Additional Tier 1
\u2014
\u2014
\u2014
Tier 1
47,933
45,686
49,597
Tier 2
5,930
7,383
8,548
Total Capital (Total Capital=Tier 1 + Tier 2)
53,863
53,069
58,145
Total Minimum equity required
43,115
39,275
45,042
(1) Provisional data.
(2) With respect to 2021, it includes mainly the amount of shares pending to be acquired under the share buyback program based on the maximum limit authorized by the ECB for
the BBVA Group as of December 31, 2021 (see Note 4).
As of December 31, 2022, the Common Equity Tier 1 (CET1) fully-loaded ratio stood at 12.61% which represented a reduction of -14
basis points with respect to 2021, with the CET1 phased-in ratio at 12.68%, which represented a reduction of -30 basis points with
respect to 2021. The difference between the CET1 fully-loaded ratio and the CET1 phased-in ratio is mainly explained by the effect of
the transitory adjustments for the treatment in the solvency ratios of the impacts of IFRS 9.
These fully-loaded ratios include the effect of the corporate transactions carried out during the year, with a combined impact of -38
basis points of CET1. These operations are the agreement reached with Neon Payments Limited in the first quarter of 2022, the
voluntary takeover bid for Garanti BBVA and the acquisition of 100% of Tree from Merlin in the second quarter of 2022 (see Notes 3
and 17). In addition, these ratios include the positive impact of the partial reversion of the share buyback program, as well as the
offsetting in equity of the effects of hyperinflation on earnings. Excluding these impacts during the year, the organic generation of
profits, net of shareholder remuneration and payments made in respect of BBVA\u2019s contingent convertible bonds (CoCos),
contributed by +106 basis points to the CET1 ratio and offset the increase in RWAs, the market evolution as well as the supervisory
effects.
Fully-loaded risk-weighted assets (RWAs) increased by approximately \u20ac30,000 million, mainly as a result of organic generation and
the supervisory effects abovementioned.
The fully-loaded additional Tier 1 capital ratio (AT1) stood at 1.54% (1.54% phased-in) at December 31, 2022, which included a
reduction of \u20ac500 million due to the early redemption of a series of CoCos issued in 2017.
The fully-loaded Tier 2 ratio stood at 1.79%, which represents a reduction of -58 basis points compared to December 31, 2021, mainly
explained by the RWA growth during the year as well as the reduction in the computability of provisions from internal credit models.
The phased-in Tier 2 ratio stood at 1.76%. The difference with the fully-loaded Tier 2 ratio relates mainly to the transitional treatment
of certain subordinated issuances.
As result of the above, the total fully-loaded capital ratio stood at 15.94% as of December 31, 2022, and the total phased-in ratio stood
at 15.98%.
Regarding MREL (Minimum Requirement for Own Funds and Eligible Liabilities) requirements, on March 8, 2022, the Bank announced
that it had received a communication from the Bank of Spain of its minimum level of own funds and eligible liabilities requirement
(MREL), as determined by the Single Resolution Board (SRB), repealing and superseding the previous MREL requirement
communicated in May 2021.
In accordance with this new MREL communication, BBVA has to reach, by January 1, 2022, a volume of own funds and eligible
liabilities equal to 21.46% of the total RWAs of its resolution group (the \"MREL in RWAs\"), of which 13.5% of the total RWAs of BBVA\u2019s
resolution group has to be fulfilled with subordinated instruments (the \"MREL in RWAs subordination requirement\"). The MREL in
RWAs and the MREL in RWAs subordination requirement do not include the combined capital buffer requirement which, according to
applicable regulations and supervisory criteria, is currently 3.26% (setting the MREL in RWAs including the combined capital buffer
requirement at 24.72% and the MREL in RWAs subordination requirement including the combined capital buffer requirement at
16.76%).
As of December 31, 2022 BBVA met the MREL in RWAs requirement, being this ratio 26.45%. Finally, as of December 31, 2022, the
MREL in Leverage Ratio (LR) is 11.14% and the subordination ratios in terms of RWA and in terms of LR were 21.74% and 9.16%,
respectively.
Leverage ratio
The leverage ratio (LR) is a regulatory measure complementing capital designed to promote the financial strength of institutions in
terms of indebtedness. This measurement can be used to estimate the percentage of the assets and off-balance sheet arrangements
financed with Tier 1 capital, being the carrying amount of the assets used in this ratio adjusted to reflect the Group\u2019s current or
potential leverage of a given balance-sheet position (Leverage ratio exposure).
Breakdown of leverage ratio as of December 31, 2022, 2021 and 2020, calculated according to CCR, is as follows:
Leverage ratio
2022 \u207d\u00b9\u207e
2021
2020
Tier 1 (millions of Euros) (a)
47,933
45,686
49,597
Exposure to leverage ratio (millions of Euros) (b)
738,413
671,789
741,095
Leverage ratio (a)/(b) (percentage)
6.49 %
6.80 %
6.69 %
(1) Provisional data.
Finally, as of December 31, 2022, the phased-in leverage ratio, which includes the transitory treatment of certain capital elements
(mainly the impact of IFRS 9), stood at 6.5%. Since March 2022, certain exposures to central banks are no longer excluded from the
leverage ratio exposure in accordance with Regulation (EU) 2019/876 (\"CRR-Quick fix\").
Capital management
The aim of capital management within BBVA and the Group is to ensure that both BBVA and the Group have the necessary capital at
any given time to develop the corporate strategy reflected in the Strategic Plan, in line with the risk profile set out in the Group Risk
Appetite Framework.
In this regard, BBVA's capital management is also part of the most relevant forward-looking strategic decisions in the Group's
management and monitoring, which include the Annual Budget and the Liquidity and Funding Plan, with which it is coordinated \u2014 all
with the aim of achieving the Group's overall strategy.
Capital must be allocated optimally in order to meet the need to preserve the solvency of BBVA and the Group at all times. Together
with the Group's solvency risk profile included in the Risk Appetite Framework (RAF), this optimal allocation serves as a guide for the
Group's capital management and seeks a solid capital position that makes it possible to:
\u2013Anticipate ordinary and extraordinary consumption that may occur, even under stress;
\u2013Promote the development of the Group's business and align it with capital and profitability objectives by allocating
resources appropriately and efficiently;
\u2013Cover all risks\u2014including potential risks\u2014to which it is exposed;
\u2013Comply with regulatory and internal management requirements at all times; and
\u2013Remunerate BBVA shareholders in accordance with the Shareholder Remuneration Policy in force at any given time.
The areas involved in capital management in the Group shall follow and respect the following principles in their respective areas of
responsibility:
\u2013Ensuring that capital management is integrated and consistent with the Group's Strategic Plan, RAF, Annual Budget and
other strategic-prospective processes, to help achieve the Group's long-term sustainability.
\u2013Taking into account both the applicable regulatory and supervisory requirements and the risks to which the Group is\u2014or
may be\u2014exposed when conducting its business (economic vision), when establishing a target capital level, all while
adopting a forward-looking vision that takes adverse scenarios into consideration.
\u2013Carrying out efficient capital allocation that promotes good business development, ensuring that expectations for the
evolution of activity meet the strategic objectives of the Group and anticipating the ordinary and extraordinary consumption
that may occur.
\u2013Ensuring compliance with the solvency levels, including the minimum requirement for own funds and eligible liabilities
(MREL), required at any given time.
\u2013Compensating BBVA shareholders in an adequate and sustainable manner.
\u2013Optimizing the cost of all instruments used for the purpose of meeting the target capital level at any given time
To achieve the aforementioned principles, capital management will be based on the following essential elements:
\u2013An adequate governance and management scheme, both at the corporate body level and at the executive level.
\u2013Planning, managing and monitoring capital properly, using the measurement systems, tools, structures, resources and
quality data necessary to do so.
\u2013A set of metrics, which is duly updated, to facilitate the tracking of the capital situation and to identify any relevant
deviations from the target capital level.
\u2013A transparent, correct, consistent and timely communication and dissemination of capital information outside the Group.
\u2013An internal regulatory body, which is duly updated, including with respect to the regulations and procedures that, ensure
adequate capital management.
Commitments and guarantees given
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Commitments and guarantees given (Millions of Euros)
Notes
2022
2021
2020
Loan commitments given
7.2.2
136,920
119,618
132,584
Of which: impaired
177
171
265
Central banks
\u2014
\u2014
\u2014
General governments
3,031
3,483
2,919
Credit institutions
15,407
16,085
11,426
Other financial corporations
5,895
4,583
5,862
Non-financial corporations
68,120
59,475
71,011
Households
44,467
35,991
41,366
Financial guarantees given
7.2.2
16,511
11,720
10,665
Of which: impaired (1)
281
245
290
Central banks
\u2014
\u2014
1
General governments
96
162
132
Credit institutions
475
312
339
Other financial corporations
1,263
1,026
587
Non-financial corporations
14,541
10,039
9,376
Households
135
181
231
Other commitments given
7.2.2
39,137
34,604
36,190
Of which: impaired (1)
689
541
477
Central banks
\u2014
2
124
General governments
215
212
199
Credit institutions
4,134
4,266
5,285
Other financial corporations
1,758
1,753
2,902
Non-financial corporations
32,858
28,224
27,496
Households
171
147
182
Total
7.2.2
192,568
165,941
179,440
(1) In December 2020, it includes the balance of the Group's businesses in the United States included in the USA Sale (see Notes, 3 and 21). Non-performing financial guarantees
given amounted to \u20ac970, \u20ac786, and \u20ac767 million, respectively, as of December 31, 2022, 2021 and 2020.
As of December 31, 2022 and 2021, the provisions for loan commitments, financial guarantees and other commitments given,
recorded in the consolidated balance sheet amounted to \u20ac243, \u20ac175 and \u20ac353; and \u20ac272 million, \u20ac164 million and \u20ac256 million,
respectively (see Note 24).
Since a significant portion of the amounts above will expire without any payment being made by the consolidated entities, the
aggregate balance of these commitments cannot be considered to be the actual future requirement for financing or liquidity to be
provided by the BBVA Group to third parties.
In the years 2022, 2021 and 2020, no issuance of debt securities carried out by associates of the BBVA Group, joint venture entities
or non-Group entities have been guaranteed,
Other contingent assets and liabilities
As of December 31, 2022, 2021 and 2020 there were no material contingent assets or liabilities other than those disclosed in the
Notes to the consolidated financial statements.
Purchase and sale commitments and future payment obligations
The purchase and sale commitments of the BBVA Group are disclosed in Notes 10, 14 and 22.
Future payment obligations mainly correspond to leases payable derived from operating lease contracts, as detailed in Note 22.5, and
estimated employee benefit payments, as detailed in Note 25.1.3.
Transactions on behalf of third parties
The details of the relevant transactions on behalf of third parties are as follows:
Transactions on behalf of third parties. Breakdown by concepts (Millions of Euros)
2022
2021
2020
Financial instruments entrusted to BBVA by third parties
352,139
356,985
357,022
Conditional bills and other securities received for collection
11,738
10,795
10,459
Securities lending
3,223
2,605
5,285
Total
367,100
370,385
372,766
Net interest incomeInterest and other income
The breakdown of the interest and other income recognized in the consolidated income statement is as follows:
Interest and other income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial assets held for trading
2,079
1,084
1,189
Financial assets at fair value through other comprehensive income
3,110
1,880
1,392
Financial assets at amortized cost
25,258
18,364
18,357
Insurance activity
1,309
1,084
1,021
Adjustments of income as a result of hedging transactions
(825)
(84)
(112)
Other income (1)
501
686
542
Total
31,432
23,015
22,389
(1) Includes, among others, the net interest income accrued from funds obtained through TLTRO III operations, which amounted to \u20ac177 million, \u20ac384 million and \u20ac211 million, as
of December 31, 2022, 2021 and 2020, respectively (see Note 22.1).
The amounts recognized in consolidated equity in connection with hedging derivatives for the years ended December 31, 2022, 2021
and 2020 and the amounts derecognized from the consolidated equity and taken to the consolidated income statements during those
years are included in the \u201cConsolidated statements of recognized income and expense\u201d.
Interest expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Interest expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial liabilities held for trading
1,140
1,339
742
Financial liabilities designated at fair value through profit or loss
58
52
61
Financial liabilities at amortized cost
9,985
6,130
6,346
Adjustments of expense as a result of hedging transactions
(232)
(360)
(413)
Insurance activity
919
773
721
Cost attributable to pension funds
76
52
57
Other expense
333
342
284
Total
12,279
8,329
7,797
Dividend income
The balances for this heading in the consolidated income statements correspond to dividends on shares and equity instruments other
than those from shares in entities accounted for using the equity method (see Note 39), as can be seen in the breakdown below:
Dividend income (Millions of Euros)
2022
2021
2020
Non-trading financial assets mandatorily at fair value through profit or loss
15
64
15
Financial assets at fair value through other comprehensive income
108
112
122
Total
123
176
137
Share of profit or loss of entities accounted for using the equity method
Results from \u201cShare of profit or loss of entities accounted for using the equity method\u201d resulted in a positive impact of \u20ac21 million as
of December 31, 2022, compared with the positive impact of \u20ac1 million and the negative impact of \u20ac39 million recorded as of
December 31, 2021 and 2020, respectively.
Fee and commission income and expense
The breakdown of the balance under these headings in the consolidated income statements is as follows:
Fee and commission income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Bills receivables
26
23
27
Demand accounts
424
425
322
Credit and debit cards and POS
3,499
2,628
2,089
Checks
162
136
136
Transfers and other payment orders
812
664
555
Insurance product commissions
261
215
159
Loan commitments given
259
234
185
Other commitments and financial guarantees given
420
364
349
Asset management
1,228
1,250
1,100
Securities fees
266
267
367
Custody securities
193
169
135
Other fees and commissions
711
622
556
Total
8,261
6,997
5,980
The breakdown of fee and commission expense under these heading in the consolidated income statements is as follows:
Fee and commission expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Demand accounts
5
5
5
Credit and debit cards
1,884
1,427
1,130
Transfers and other payment orders
133
120
97
Commissions for selling insurance
70
51
54
Custody securities
92
55
52
Other fees and commissions
723
574
519
Total
2,907
2,232
1,857
Gains (losses) on financial assets and liabilities, hedge accounting and exchange
differences, net
The breakdown of the balance under this heading, by source of the related items, in the consolidated income statement is as follows:
Gains (losses) on financial assets and liabilities, hedge accounting and exchange differences, net (Millions of Euros)
2022
2021
2020
Gains (losses) on derecognition of financial assets and liabilities not measured at fair
value through profit or loss, net
64
134
139
Financial assets at amortized cost
8
27
106
Other financial assets and liabilities
56
106
33
Gains (losses) on financial assets and liabilities held for trading, net
562
341
777
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
Other gains (losses)
562
341
777
Gains (losses) on non-trading financial assets mandatorily at fair value through profit or
loss, net
(67)
432
208
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
Other gains (losses)
(67)
432
208
Gains (losses) on financial assets and liabilities designated at fair value through profit or
loss, net
150
335
56
Gains (losses) from hedge accounting, net
(45)
(214)
7
Subtotal gains (losses) on financial assets and liabilities
663
1,027
1,187
Exchange differences, net
1,275
883
359
Total
1,938
1,910
1,546
(1) See Note 2.2.19. It includes \u20ac832 million related to Turkey and \u20ac822 million related to Argentina.
Income and expense from insurance and reinsurance contracts
The detail of the headings \u201cIncome and expense from insurance and reinsurance contracts\u201d in the consolidated income statements is
as follows:
Income and expense from insurance and reinsurance contracts (Millions of Euros)
2022
2021
2020
Income from insurance and reinsurance contracts
3,103
2,593
2,497
Expense from insurance and reinsurance contracts
(1,892)
(1,685)
(1,520)
Total
1,212
908
977
Administration costsPersonnel expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Personnel expense (Millions of Euros)
Notes
2022
2021
2020
Wages and salaries
4,317
3,933
3,610
Social security costs
710
668
671
Defined contribution plan expense
25
87
71
72
Defined benefit plan expense
25
43
49
49
Other personnel expense
454
325
293
Total
5,612
5,046
4,695
Share-based employee remuneration
The amounts recognized under the heading \u201cAdministration costs - Personnel expense - Other personnel expense\u201d in the
consolidated income statements for the year ended December 31, 2022, 2021 and 2020, corresponding to the remuneration plans
based on equity instruments in each year, amounted to \u20ac32 million, \u20ac33 million and \u20ac16 million, respectively. These amounts have
been recognized with a corresponding entry under the heading \u201cShareholders\u2019 funds - Other equity\u201d in the consolidated balance
sheets, net of tax effect.
The characteristics of the Group's remuneration plans based on equity instruments are described below.
Variable remuneration in shares
BBVA has a specific remuneration scheme applicable to those employees whose professional activities have a material impact on the
risk profile of BBVA and/or its Group (hereinafter \u201cIdentified Staff\u201d) involving the delivery of BBVA shares or instruments linked to
BBVA shares, designed within the framework of applicable regulations to credit institutions and considering best practices and
recommendations at the local and international levels in this matter.
In 2022, this remuneration scheme is reflected in the following remuneration policies:
\u2013BBVA Group General Remuneration Policy, approved by the Board of Directors on June 30, 2021, that applies to employees
and BBVA Senior Management (excluding BBVA executive directors) and at Group companies with respect to which BBVA
exercises control over management. This policy includes the specific rules applicable to the members of the Identified Staff,
including BBVA Senior Management.
\u2013BBVA Directors\u2019 Remuneration Policy, approved by the General Shareholders\u2019 Meeting of BBVA held on April 20, 2021, that
it\u2019s applicable to the members of the Board of Directors of BBVA. The remuneration system for executive directors
corresponds, generally, with the applicable system to the Identified Staff, incorporating some particularities of their own,
derived from their condition of directors.
The variable remuneration for the Identified Staff members is subject to the following rules established in their corresponding
remuneration policies, specifically:
\u2013Annual Variable Remuneration for Identified Staff members for each financial year will be subject to ex ante adjustments, so
that it shall be reduced at the time of their appraisal in the event of a downturn in the Group\u2019s results or other parameters
such as the level of achievement of budgeted targets, and it will not accrue or it will accrue in a reduced amount, should a
certain level of profits and capital ratio not be achieved in accordance with the provisions of applicable regulations at any
given time.
\u201360% of the Annual Variable Remuneration will be vested and paid, if conditions are met, as a general rule, in the first four
months of the financial year following that to which the Annual Variable Remuneration corresponds (the \u201cUpfront Portion\u201d).
For executive directors, the rest of the members of the Senior Management and Identified Staff members with particularly
high variable remuneration, the Upfront Portion will be 40% of the Annual Variable Remuneration. The remaining portion
will be deferred in time (hereinafter the \u201cDeferred Portion\u201d) for a 5 year-period for executive directors and members of the
Senior Management, and 4 years for the remaining members of the Identified Staff.
\u201350% of the Annual Variable Remuneration, including both the Upfront Portion and the Deferred Portion, shall be established
in BBVA shares or in instruments linked to BBVA shares. As regards executive directors and the rest of the members of
Senior Management, 60% of the Deferred Portion shall be established in shares.
\u2013The shares or instruments awarded as Annual Variable Remuneration, both from the Upfront Portion and the Deferred
Portion, shall be withheld for a one-year period after delivery. This will not apply to those shares or instruments the sale of
which would be required to honor the payment of taxes accruing on delivery.
\u2013The Deferred Portion of the Annual Variable Remuneration may be reduced, but never increased, depending on the results
of multi-year performance indicators which are aligned with the Group\u2019s core risk management and control metrics related
to the solvency, liquidity, profitability or value creation.
\u2013The cash amounts of the Deferred Portion of Annual Variable Remuneration finally vested, shall be updated by applying the
Consumer Price Index (CPI), measured as year-on-year change in prices, or any other criteria established for such purposes
by the Board of Directors.
\u2013The entire Annual Variable Remuneration corresponding to each financial year shall be subject to arrangements for the
reduction of variable remuneration (\"malus\") and arrangements for the recovery of variable remuneration already paid
(\"clawback\") during the whole deferral and withholding period, which will be applicable in the event of the occurrence of any
of the circumstances expressly named in the remuneration policies.
\u2013No personal hedging strategies or insurances shall be used in connection with variable remuneration or liability that may
undermine the effects of alignment with prudent risk management.
\u2013The variable component of the remuneration for a financial year (understood as the sum of all variable components of the
remuneration) shall be limited to a maximum amount of 100% of the fixed component of the total remuneration
(understood as the sum of all fixed components of the remuneration), unless the General Shareholders' Meeting of BBVA
resolves to increase this percentage up to a maximum of 200%.
In this regard, the General Shareholders\u2019 Meeting of BBVA held on March 18, 2022 resolved to increase this limit to a
maximum level of 200% of the fixed component of the total remuneration for a given number of the Identified Staff
members, in the terms indicated in the report issued for this purpose by the Board of Directors dated February 9, 2022.
\u2013Any type of remuneration, other than Annual Variable Remuneration, considered to be variable remuneration shall be
subject to the rules regarding award, vesting and payment applicable in accordance with the type and nature of the
remuneration component itself.
During 2022, in accordance with the applicable remuneration policies, the right to receive a total amount of 3,420,608 BBVA shares
or instruments linked to BBVA shares corresponding mostly to the Upfront Portion of 2021 Annual Variable Remuneration and other
variable components of remuneration, was accrued by the Identified Staff.
Additionally, according to the Remuneration Policy applicable in 2017, during 2022 a total amount of 106,072 BBVA shares
corresponding to the second payment of the Deferred Portion of 2017 Annual Variable Remuneration of executive directors and the
rest of the members of Senior Management were delivered.
Finally, according to the Remuneration Policy applicable in 2018, during 2022 a total amount of 3,739,044 BBVA shares were
delivered to the Identified Staff corresponding to the first payment of the Deferred Portion of 2018 Annual Variable Remuneration of
executive directors and the rest of the members of Senior Management and to the full Deferred Portion of the 2018 Annual Variable
Remuneration of the rest of the Identified Staff.
Detailed information on the delivery of shares to executive directors and the rest of the members of Senior Management of BBVA who
held this position as of December 31, 2022, is included in Note 54.
Lastly, in line with specific regulation applicable in Portugal and Brazil, BBVA IFIC and BBVA Brazil Banco de Investimento have
identified (on an individual basis, respectively) the staff in these countries whose annual variable remuneration should be subject to a
specific settlement and payment scheme established in their corresponding remuneration policies, more specifically:
\u2013A percentage of the annual variable remuneration is subject to a three years deferral that shall be paid yearly over the
mentioned period.
\u201350% of the annual variable remuneration, both the upfront portion and deferred portion, shall be established in BBVA
shares.
\u2013In BBVA IFIC, resulting cash portions of the deferred portion of annual variable remuneration and subject to multi-year
performance indicators, finally delivered, shall be updated following the Consumer Price Index (CPI) measured as year-on-
year price variation.
\u2013In BBVA Brazil Banco de Investimento, both the cash amounts and share amounts of the deferred portion may be subject to
update adjustments in cash.
According to this remuneration scheme, during financial year 2022 a total of 21,774 BBVA shares corresponding to the upfront
portion of 2021 annual variable remuneration were delivered to these staff in Portugal and Brazil.
Additionally, during 2022 a total of 3,517 BBVA shares corresponding to the first third of the deferred portion of 2020 annual variable
remuneration were delivered to these staff in Portugal and Brazil as well as a total of 425 euros as adjustments for updates (for shares
delivered in Brazil), and a total of 4,422 BBVA shares corresponding to the second third of the deferred portion of 2019 annual
variable remuneration and 1,203 euros as adjustments for updates (for shares delivered in Brazil), and a total of 5.083 BBVA shares
corresponding to the last third of the deferred portion of 2018 annual variable remuneration and 2,195 euros as adjustments for
updates (for shares delivered in Brazil).
Other administrative expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Other administrative expense. Breakdown by main concepts (Millions of Euros)
2022
2021
2020
Technology and systems
1,394
1,176
1,088
Communications
195
175
172
Advertising
282
207
186
Property, fixtures and materials
440
380
404
Taxes other than income tax
370
347
344
Surveillance and cash courier services
214
179
161
Other expense
925
786
749
Total
3,820
3,249
3,105
Depreciation and amortization
The breakdown of the balance under this heading in the consolidated income statements for the years ended December 31, 2022,
2021 and 2020 is as follows:
Depreciation and amortization (Millions of Euros)
Notes
2022
2021
2020
Tangible assets
17
818
740
781
For own use
501
437
453
Right-of-use assets
312
299
324
Investment properties and other
5
3
3
Intangible assets
18.2
510
494
507
Total
1,328
1,234
1,288
Provisions or reversal of provisions
For the years ended December 31, 2022, 2021 and 2020, the net provisions recognized in this income statement line item were as
follows:
Provisions or reversal of provisions (Millions of Euros)
Notes
2022
2021
2020
Pensions and other post-employment defined benefit obligations
25
(89)
61
210
Commitments and guarantees given
87
8
192
Pending legal issues and tax litigation
210
135
208
Other provisions (1)
84
814
136
Total
291
1,018
746
(1) In 2020, the amount included the negative impact of the update of the macroeconomic scenario following the COVID-19 pandemic.
Impairment or reversal of impairment of investments in joint ventures and
associates
The heading \u201cImpairment or reversal of the impairment of investments in joint ventures or associates\" included a reversal of
impairment of \u20ac42 million in the year ended 2022. This heading did not include any impairment or reversal of impairment in the year
ended 2021, and included an impairment of \u20ac190 million for the year ended December 31, 2020 (see Note 16.3).
Impairment or reversal of impairment on non-financial assets
The impairment losses on non-financial assets broken down by the nature of those assets in the consolidated income statements are
as follows:
Impairment or reversal of impairment on non-financial assets (Millions of Euros)
Notes
2022
2021
2020
Tangible assets (1)
17
(53)
161
125
Intangible assets
25
19
19
Others\u00a0
55
41
9
Total
27
221
153
(1) In 2021, it includes the impairment due to the closing of rented offices after the agreement with the union representatives on the collective layoff procedure proposed for Banco
Bilbao Vizcaya Argentaria, S.A. in Spain (see Notes 17 and 24).
Gains (losses) from non-current assets and disposal groups classified as held for
sale not qualifying as discontinued operations
The main items included in the balance under this heading in the consolidated income statements are as follows:
Gains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued
operations (Millions of Euros)
Notes
2022
2021
2020
Gains on sale of real estate
102
39
116
Impairment of non-current assets held for sale (1)
21
(221)
(97)
(103)
Gains (losses) on sale of investments classified as non-current assets held for sale (2)
11
10
431
Gains on sale of equity instruments classified as non-current assets held for sale
\u2014
8
\u2014
Total
(108)
(40)
444
(1) In 2022 it includes the closing of the transaction with Merlin Properties in which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A. were acquired by the BBVA
Group (see Note 17). In 2021, it included the impairment due to the closure of owned offices and the decommissioning of facilities after the agreement with the union
representatives on the collective layoff procedure proposed for Banco Bilbao Vizcaya Argentaria, S.A. in Spain (see Notes 21 and 24).
(2) The variation in year 2020 is mainly due to the transfer of half plus one share in BBVA Allianz Seguros y Reaseguros, S.A. (see Note 3).
Consolidated statements of cash flows
The variation between 2022, 2021 and 2020 of the financial liabilities from financing activities is the following:
Liabilities from financing activities (Millions of Euros)
Liabilities at amortized cost: Debt
certificates
Of which: Issuances of subordinated
liabilities (1)
2022
2021
2020
2022
2021
2020
Balance at the beginning
55,763
61,780
63,963
14,794
17,248
17,675
Cash flows
(678)
(5,728)
3,003
(1,945)
(1,941)
(8)
Non-cash changes
344
(289)
(5,186)
(364)
(513)
(419)
Acquisition
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal
\u2014
\u2014
\u2014
\u2014
(772)
\u2014
Disposals by companies held for sale (2)
\u2014
\u2014
(3,160)
\u2014
\u2014
\u2014
Foreign exchange movement
344
(289)
(2,026)
(364)
259
(419)
Fair value changes
\u2014
\u2014
\u2014
\u2014
Balance at the end
55,429
55,763
61,780
12,485
14,794
17,248
(1) There were \u20ac24, \u20ac14 and \u20ac12 million of subordinated deposits as of December 31, 2022, 2021 and 2020, respectively (see Note 22.4 and Appendix VI). In addition, there were
coupon payments on subordinated liabilities for \u20ac313, \u20ac359 and \u20ac387 million in 2022, 2021 and 2020, respectively. The subordinated issuances of BBVA Paraguay and of the
USA Sale perimeter as of December 31, 2020 were recorded in the heading \"Liabilities included in disposal groups classified as held for sale\" of the consolidated balance and
amounted to \u20ac37 and \u20ac735 million, respectively.
(2) Includes mainly the balance of the USA Sale perimeter (see Notes 3 and 21).
Accountant fees and services
The details of the fees for the services contracted by entities of the BBVA Group for the year ended December 31, 2022, with their
respective auditors and other audit entities are as follows:
Fees for Audits conducted and other related services (1) (Millions of Euros)
2022
Audits of the companies audited by firms belonging to the EY worldwide organization and other reports
related with the audit (2)
24.8
Other reports required pursuant to applicable legislation and tax regulations issued by the national
supervisory bodies of the countries in which the Group operates, reviewed by firms belonging to the EY
worldwide organization
1.0
Fees for audits conducted by other firms
0.1
(1) Regardless of the billed year.
(2) Including fees pertaining to annual legal audits (\u20ac21.8 million as of December 31, 2022).
In the year ended December 31, 2022, certain entities in the BBVA Group contracted other services (other than audits) as follows:
Other Services rendered (Millions of Euros)
2022
Firms belonging to the EY worldwide organization
0.1
This total of contracted services includes the detail of the services provided by Ernst & Young, S.L. to BBVA, S.A. or its controlled
companies at the date of preparation of these consolidated financial statements as follows:
Fees for audits conducted (1) (Millions of Euros)
2022
Legal audit of BBVA,S.A. or its companies under control
7.6
Other audit services of BBVA, S.A. or its companies under control
5.2
Limited Review of BBVA, S.A. or its companies under control
1.4
Reports related to issuances
0.4
Assurance services and other required by the regulator
0.8
(1) Services provided by Ernst & Young, S.L. to companies located in Spain, to the branch of BBVA in New York and to the branch of BBVA in London.
The services provided by the auditors meet the independence requirements of the external auditor established under Audit of
Accounts Law (Law 22/2015) and under the Sarbanes-Oxley Act of 2002 adopted by the Securities and Exchange Commission
(SEC).
Related-party transactions
As financial institutions, BBVA and other entities in the Group engage in transactions with related parties in the normal course of their
business. These transactions are not significant and are carried out under normal market conditions. As of December 31, 2022, 2021
and 2020, the following are the transactions with related parties:
Transactions with significant shareholdersAs of December 31, 2022, 2021 and 2020, there were no shareholders considered significant (see Note 26).Transactions with BBVA Group entities
The balances of the main captions in the consolidated balance sheets arising from the transactions carried out by the BBVA Group
with associates and joint venture entities accounted for using the equity method are as follows:
Balances arising from transactions with entities of the Group (Millions of Euros)
2022
2021
2020
Assets
Loans and advances to credit institutions
9
9
148
Loans and advances to customers
1,842
2,031
1,743
Debt securities
7
7
\u2014
Liabilities
Deposits from credit institutions
1
1
\u2014
Customer deposits
204
296
791
Memorandum accounts
Financial guarantees given
136
154
132
Other commitments given
751
1,056
1,400
Loan commitments given
10
11
11
There were no other material effects in the consolidated financial statements arising from dealings with these entities, other than the
effects from using the equity method (see Note 2.1) and from the insurance policies to cover pension or similar commitments (see
Note 25) and the derivatives transactions arranged by BBVA Group with these entities, associates and joint ventures.
In addition, as part of its normal activity, the BBVA Group has entered into agreements and commitments of various types with
shareholders of subsidiaries and associates, which have no material effects on the consolidated financial statements.
Transactions with members of the Board of Directors and Senior Management
The transactions entered into between BBVA or its Group companies with members of the Board of Directors and Senior
Management of the Bank or their related parties were within the scope of the ordinary course of business of the Bank and were
immaterial, defined as transactions the disclosure of which is not necessary to present a true and fair view of the Bank's equity,
financial position and results, and were concluded on normal markets terms or on terms applicable to the rest of employees.
The amount and nature of the main transactions carried out with members of the Board of Directors and Senior Management of the
Bank, or their respective related parties, are shown below.
Balance at 31st December of each year (thousands of Euros)
2022
2021
2020
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Loans and
credits
668
1,880
6,321
764
765
207
5,419
573
\u2014
\u2014
5,349
580
Bank
guarantees
\u2014
\u2014
10
\u2014
\u2014
\u2014
10
\u2014
\u2014
\u2014
10
25
Business
credit
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(1) Excluding executive directors
Information on remuneration paid and other benefits granted to members of the Board of Directors and Senior Management of BBVA
is provided in Note 54.
Remuneration and other benefits for the Board of Directors and members of the
Bank's Senior Management
Remuneration received by non-executive directors
The remuneration of the non-executive directors who are members of the Board of Directors during the financial years 2022 and 2021
is as follows, individually and by remuneration item:
Remuneration for non-executive directors (thousands of Euros)
Board of
Directors
Executive
Committee
Audit
Committee
Risk and
Compliance
Committee
Remuneration
Committee
Appointments
and Corporate
Governance
Committee
Technology
and
Cybersecurity
Committee
Other
positions\u00a0 (1)
Total
2022
2021
Jos\u00e9 Miguel Andr\u00e9s
Torrecillas
129
167
66
115
50
527
527
Jaime Caruana Lacorte
129
167
165
107
567
567
Ra\u00fal Galamba de
Oliveira
129
107
43
53
332
278
Bel\u00e9n Garijo L\u00f3pez
129
66
107
46
349
349
Connie Hedegaard ( 2)
107
107
0
Sunir Kumar Kapoor (3)
32
11
43
172
Lourdes M\u00e1iz Carro
129
66
43
238
238
Jos\u00e9 Maldonado Ramos
129
167
46
342
342
Ana Peralta Moreno
129
66
43
238
238
Juan Pi Llorens
129
214
46
43
27
458
512
Ana Revenga Shanklin
129
107
29
264
236
Susana Rodr\u00edguez
Vidarte
129
167
107
46
449
449
Carlos Salazar Lomel\u00edn
129
43
172
172
Jan Verplancke
129
43
43
214
214
Total (4)
1,684
667
431
642
278
301
168
130
4,300
4,293
(1) Director appointed by the General Meeting held on 18 March 2022, therefore the allocation of theoretical shares is not due until 2023.
(2) Director who left office on 18 March 2022. In application of the system, he received a total of 36,922 BBVA shares after leaving office, which is equivalent to the total of
theoretical shares accumulated up to that date.
(3) The number of theoretical shares allocated in 2022 and 2021 to each non-executive director is equivalent to 20% of the total fixed annual cash allocation received in 2021 and
2020, respectively, based on the average of the closing prices of BBVA shares during the 60 trading sessions prior to the General Meetings of 18 March 2022 and 20 April 2021,
which were \u20ac5.47 and \u20ac4.44 per share, respectively.
Remuneration received by executive directors
The remuneration of executive directors for the financial years 2022 and 2021 in application of the BBVA Directors' Remuneration
Policy approved by the General Meeting of 20 April 2021 is shown below, individually and by remuneration item:
Annual Fixed Remuneration (thousands of Euros)
2022
2021
Chair
2,924
2,924
Chief Executive Officer
2,179
2,179
Total
5,103
5,103
In addition, in accordance with the conditions established in the BBVA Directors' Remuneration Policy, during the 2022 and 2021
financial years, the Chief Executive Officer received \u20ac654 thousand each year as \"cash in lieu of pension\" (equivalent to 30% of his
Annual Fixed Remuneration) as he does not have a retirement pension (see the \"Pension commitments with executive directors\"
section of this Note), and \u20ac600 thousand as mobility allowance.
Remuneration in kind (thousands of Euros)
Furthermore, during the financial years 2022 and 2021, remuneration in kind was paid to executive directors, including insurance and
other premiums, amounting to \u20ac283 thousand and \u20ac328 thousand in the case of the Chair, and \u20ac155 thousand and \u20ac158 thousand in
the case of the Chief Executive Officer, respectively.
Annual Variable Remuneration (AVR)
2022 (2)
2021 (1)
In cash
(thousands of Euros)
In shares
In cash
(thousands of Euros)
In shares
Chair
926
158,169
849
159,235
Chief Executive Officer
712
121,646
645
120,977
Total
1,639
279,815
1,494
280,212
(2) Remuneration corresponding to the upfront portion (40%) of the Annual Variable Remuneration for the financial year 2022, which
will be paid, if the conditions are met, during the first quarter of the financial year 2023, in equal parts in cash and BBVA shares. The
remaining 60% will be deferred (40% in cash and 60% in shares) for a period of five years (Deferred Portion) and paid, if conditions
are met, proportionally at the end of each of the five years of deferral, in an amount equal to 20% of the Deferred Portion each year.
The Deferred Portion may be reduced, but never increased, depending on the results of the multi-year performance indicators
determined by the Board of Directors at the beginning of the financial year 2022. After the end of the financial year corresponding to
the third year of deferral, the results of the multi-year performance indicators shall determine the ex post adjustments, if any, to be
made to the outstanding amount of the Deferred Portion. All of this is subject to the vesting and payment rules provided for in the
BBVA Directors' Remuneration Policy.
Moreover, the remaining rules set forth in the BBVA Directors\u2019 Remuneration Policy regarding the Annual Variable Remuneration of
executive directors will be applicable to 2022 Annual Variable Remuneration, including: (i) a withholding period of one year after
delivery of the BBVA shares received; (ii) the prohibition of hedging strategies or insurance that may undermine the effects of
alignment with prudent risk management; (iii) update of the Deferred Portion in cash in accordance with the CPI; (iv) malus and
clawback arrangements during the whole deferral and withholding period; and (v) the limitation of variable remuneration up to a
maximum amount of 200% of the fixed component of the total remuneration, as resolved by the General Meeting held on 2022.
Deferred Annual Variable Remuneration from previous financial years
2022 (2)
2021 (1)
Deferred
AVR
In cash
(thousands of Euros)
In shares
In cash
(thousands of Euros)
In shares
Chair
2021
215
57,325
\u2014
\u2014
2020
0
0
\u2014
\u2014
2019
513
136,587
\u2014
\u2014
2018
128
35,795
364
107,386
2017
154
27,898
146
27,898
Subtotal
1,011
257,605
510
135,284
Chief Executive
Officer
2021
164
43,552
\u2014
\u2014
2020
0
0
\u2014
\u2014
2019
460
122,572
\u2014
\u2014
2018
\u2014
\u2014
332
61,282
2017
\u2014
\u2014
\u2014
\u2014
Subtotal
624
166,124
332
61,282
Total
1,635
423,729
842
196,566
(1) Deferred remuneration from previous financial years to be awarded after 2021 year-end. Award to the Chair and the Chief
Executive Officer took place in 2022, in the percentages applicable in each case in accordance with the vesting and payment rules
established in the remuneration policies in force in each financial year:
\u20222018 Deferred AVR: in 2022, the first payment was made (60% of the Deferred Portion) in the case of the Chair and the full
payment in the case of the Chief Executive Officer, including in both cases the update of their portion in cash. This
remuneration is associated with their previous positions as Chief Executive Officer and President & CEO of BBVA USA,
respectively.
\u20222017 Deferred AVR: in 2022, the Chair was paid the second payment (20% of the Deferred Portion), including the update of
his portion in cash. This remuneration is associated with his former position as Chief Executive Officer.
(2) Deferred remuneration from previous years to be awarded after 2022 year-end. Award to the Chair and/or Chief Executive Officer
will take place in 2023 in the percentages applicable in each case in accordance with the vesting and payment rules established in the
remuneration policies in force in each financial year:
\u20222021 Deferred AVR: corresponding to the first payment (20% of the Deferred Portion) to the executive directors, including the
update of their portion in cash. Thereafter, 80% of the 2021 Deferred AVR will be deferred for both executive directors and, if
the conditions are met, it will be paid in 2024, 2025, 2026 and 2027.
\u20222019 Deferred AVR: corresponding to the first payment (60% of the Deferred Portion) to the executive directors, including the
update of their portion in cash, and after having verified that no reduction was applicable based on the result of the multi-year
performance indicators determined in 2019 by the Board of Directors. Thereafter, 40% of the 2019 Deferred AVR will be
deferred for both executive directors and, if the conditions are met, it will be paid in 2024 and 2025.
\u20222018 Deferred AVR: corresponds to the second payment (20% of the Deferred Portion) to the Chair, including the update of
his portion in cash. Following this, 20% of the 2018 Deferred AVR will be deferred and if the conditions are met, it will be paid
in 2024. This remuneration is associated with his previous position as Chief Executive Officer.
\u20222017 Deferred AVR: corresponds to the third and final payment (20% of the Deferred Portion) to the Chair, including the
update of his portion in cash. Following this, the payment to the Chair of the 2017 Deferred AVR will be finalized. This
remuneration is associated with his previous position as Chief Executive Officer.\u00a0
Pension commitments with executive directors
The Bank has not assumed any pension obligations with non-executive directors.
With regard to the executive directors, the BBVA Directors' Remuneration Policy establishes a pension framework whereby, in the
case of the Chair, he is eligible to receive a retirement pension, paid in either income or capital, when he reaches the legally
established retirement age, provided that he does not leave his position as a result of serious dereliction of his duties. The amount of
this pension will be determined by the annual contributions made by the Bank, together with their corresponding accumulated yields
at that date.
The annual contribution to cover the retirement contingency in the Chair's defined contribution system, established in the BBVA
Directors' Remuneration Policy approved by the General Meeting in 2021, is \u20ac439 thousand. The Board of Directors may update this
amount during the term of the Policy, in the same way and under the same terms as it may update the Annual Fixed Remuneration.
15% of the agreed annual contribution will be based on variable components and considered \u201cdiscretionary pension benefits\u201d and will,
therefore, be subject to the conditions regarding delivery in shares, withholding and clawback established in the applicable
regulations, as well as any other conditions concerning variable remuneration that may be applicable in accordance with the BBVA
Directors' Remuneration Policy.
In the event that the Chair's contract is terminated before he reaches retirement age for reasons other than serious dereliction of
duties, the retirement pension payable to the Chair upon him reaching the legally established retirement age will be calculated based
on the funds accumulated through the contributions made by the Bank up to that date, as per the terms set out, plus the
corresponding accumulated yield, with no additional contributions to be made by the Bank as of the time of termination.
With respect to the commitments in favor of the Chair to cover the contingencies of death and disability, the Bank will pay the
corresponding annual insurance premiums in order to top up this coverage.
In accordance with the foregoing, in the financial year 2022, an amount of \u20ac451 thousand has been registered, comprising the agreed
annual contribution to cover the retirement contingency, which is \u20ac439 thousand, and an amount of \u20ac12 thousand corresponding to
the upward adjustment of the \"discretionary pension benefits\" for the financial year 2021, which were declared at the end of that year
and which corresponded to the contribution to the accumulated fund in 2022. \u20ac473 thousand in premiums for death and disability has
also been paid.
As of December 31, 2022, the total accumulated amount of the fund to meet the retirement commitments for the Chair amounted to
\u20ac22,771 thousand.
With regard to the agreed annual contribution for the retirement contingency corresponding to the 2022 financial year, 15% (\u20ac66
thousand) was registered in said financial year as \u201cdiscretionary pension benefits\u201d. Following the end of the financial year, this amount
was adjusted by applying the same criteria used to determine the Annual Variable Remuneration for the Chair for the 2022 financial
year and was determined to amount to \u20ac85 thousand, which represents an upward adjustment of \u20ac19 thousand. These \u201cdiscretionary
pension benefits\u201d will be included in the accumulated fund in the 2023 financial year and will be subject to the conditions established
for them in the BBVA Directors' Remuneration Policy.
With regard to the Chief Executive Officer, in accordance with the provisions of the BBVA Directors' Remuneration Policy and those in
his contract, the Bank has not undertaken any retirement commitments, although he is entitled to an annual cash sum instead of a
retirement pension (cash in lieu of pension) equal to 30% of his Annual Fixed Remuneration. In accordance with the above, in the
2022 financial year, the Bank paid the Chief Executive Officer the amount of fixed remuneration in the form of \"cash in lieu of
pension\", as described in the \"Remuneration received by executive directors\" section of this Note.
However, the Bank has undertaken commitments to cover the death and disability contingencies for the Chief Executive Officer, for
which the corresponding annual insurance premiums are paid. To this end, in 2022, \u20ac285 thousands of euros have been recognized
for this concept.
Executive directors (thousands of Euros)
Contributions (1)
Funds accumulated
Retirement
Death and disability
2022
2021
2022
2021
2022
2021
Chair
451
340
473
574
22,771
24,546
Chief Executive Officer
\u2014
\u2014
285
295
\u2014
\u2014
Total
451
340
758
869
22,771
24,546
Remuneration in kind (thousands of Euros)
During the financial years 2022 and 2021, remuneration in kind, including insurance and other premiums, has been paid to all Senior
Management, excluding executive directors, for an aggregate total amount of \u20ac1,093 thousand and \u20ac1,409 thousand, respectively.
Annual Variable Remuneration (AVR)
2022 (2)
2021 (1)
In cash
(thousands of Euros)
In shares
In cash
(thousands of Euros)
In shares
Senior Management Total
2,143
365,746
1,849
346,106
directors.
With regard to Senior Management, excluding executive directors, the Bank did not make any payments arising from the termination
of contractual relationships in 2022 and 2021.
Other informationEnvironmental impact
Given the activities BBVA Group entities engage in, the Group has no environmental liabilities, expenses, assets, provisions or
contingencies that could have a significant effect on its consolidated equity, financial situation and profits. Consequently, as of
December 31, 2022, there is no item included in the Consolidated Financial Statements that requires disclosure in an environmental
information report pursuant to Ministry JUS/616/2022, of June 30, by which the new model for the presentation of consolidated
annual accounts in the Commercial Register is approved. The accompanying Consolidated Management Report presents in more
detail the BBVA Group's management of environmental impacts and risks.
Reporting requirements of the Spanish National Securities Market Commission (CNMV)
Dividends paid
The table below presents the dividends per share paid in cash during 2022, 2021 and 2020 (cash basis dividend, regardless of the
year in which they were accrued). For a complete analysis of all remuneration awarded to the shareholders in 2022, 2021 and 2020
(see Note 4).
Paid Dividends
2022
2021
2020
% Over
nominal
Euros per
share
Amount
(Millions
of Euros)
% Over
nominal
Euros per
share
Amount
(Millions
of Euros)
% Over
nominal
Euros per
share
Amount
(Millions
of Euros)
Ordinary shares
71.43%
0.35
2,190
16.33%
0.08
533
32.65%
0.16
1,067
Rest of shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total dividends paid in cash
71.43 %
0.35
2,190
16.33 %
0.08
533
32.65 %
0.16
1,067
Dividends with charge to income
24.49%
0.12
724
16.33%
0.08
533
32.65%
0.16
1,067
Dividends with charge to reserve or
share premium
46.94%
0.23
1,467
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Dividends in kind
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Flexible payment
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Ordinary income and attributable profit by operating segment
The detail of the consolidated ordinary income and profit for each operating segment is as follows as of December 31, 2022, 2021 and
2020:
Ordinary income and attributable profit by operating segment (Millions of Euros)
Income from ordinary activities (1) (2)
Profit/ (loss) (3)
2022
2021
2020
2022
2021
2020
Spain
9,501
8,225
8,583
1,678
1,548
647
Mexico
16,829
11,685
11,048
4,182
2,551
1,749
Turkey
7,903
7,388
6,594
509
739
563
South America
8,699
5,961
5,621
734
476
432
Rest of Business
1,357
925
1,126
240
276
221
Subtotal operating segments
44,289
34,184
32,972
7,342
5,590
3,612
Corporate Center and
adjustments (4)
(178)
284
(289)
(922)
(938)
(2,307)
Total
44,111
34,468
32,683
6,420
4,653
1,305
(1) The line comprises interest income; dividend income; fee and commission income; gains (losses) on derecognition of financial assets and liabilities not measured at fair value
through profit or loss, net; gains (losses) on financial assets and liabilities held for trading, net; gains (losses) on non-trading financial assets mandatorily at fair value through
profit or loss, net; gains (losses) on financial assets and liabilities designated at fair value through profit or loss, net; gains (losses) from hedge accounting, net; other operating
income; and income from insurance and reinsurance contracts.
(2) In the first quarter of 2022 the Group changed the allocation criteria for certain expenses related to global technology projects between the Corporate Center and the business
areas. Also in the first quarter of 2022, an equity team from the Global Markets unit was transferred from Spain to New York, with the corresponding transfer of the costs
associated with this reallocation from Spain to Rest of Business. Therefore, to ensure that year-on-year comparisons are homogeneous, the figures corresponding to the financial
years 2021 and 2020 have been revised, which has not affected the consolidated financial information of the Group.
(3) See Note 6.
(4) Adjustments include: (I) the impact of the purchase of offices in Spain in 2022 in the transaction with Merlin Properties (see Note 17); (II) the costs associated with the
collective layoff procedure in 2021 (see Note 24); and (III) the capital gain from the bancassurance transaction with Allianz in 2020 (see Note 3).
Interest income by geographical area
The breakdown of the balance of \u201cInterest income and similar income\u201d in the consolidated income statements by geographical area is
as follows:
Interest income. Breakdown by geographical area (Millions of Euros)
Notes
2022
2021
2020
Domestic
5,410
4,311
4,677
Foreign
26,023
18,704
17,712
European Union
473
315
400
Eurozone
327
204
243
Not Eurozone
146
112
157
Other countries
25,550
18,388
17,312
Total
37.1
31,432
23,015
22,389
Number of employees
The detail of the average number of employees is as follows as of December 31, 2022, 2021 and 2020:
Average number of employees
2022
2021
2020
Men
53,642
54,116
57,814
Women
59,389
62,169
67,076
Total
113,031
116,285
124,891
The breakdown of the average number of employees in the BBVA Group as of December 31, 2022, 2021 and 2020 is as follows:
Average number of employees
2022
2021
2020
Spanish banks
Management Team
1,509
1,406
1,424
Managers
8,863
8,783
9,011
Other line personnel and clerical staff
9,984
12,363
13,724
Branches abroad
1,041
981
979
Subtotal
21,397
23,533
25,138
Banks abroad
Mexico
39,471
35,845
33,753
The United States
0
4,032
9,758
Turkey
21,803
21,791
21,946
Venezuela
1,709
1,875
2,227
Argentina
5,674
5,773
6,048
Colombia
5,385
5,130
5,326
Peru
6,327
6,077
6,149
Other
644
831
1,612
Subtotal
81,013
81,354
86,819
Pension fund managers
469
469
435
Other non-banking companies
10,152
10,929
12,499
Total
113,031
116,285
124,891
The breakdown of the number of employees in the BBVA Group as of December 31, 2022, 2021 and 2020 by category and gender is
as follows:
Number of employees at the year end. Professional category and gender
2022
2021
2020
Male
Female
Male
Female
Male
Female
Management team
3,425
1,726
3,211
1,572
3,257
1,520
Managers
19,361
19,116
18,461
18,810
14,851
13,375
Other line personnel and clerical staff
32,139
39,908
30,237
38,141
38,873
51,298
Total
54,925
60,750
51,909
58,523
56,981
66,193
In 2021, the agreement with the legal representation of the workers on the collective layoff procedure proposed for Banco Bilbao
Vizcaya Argentaria, S.A. in Spain is considered in the figures (see Note 24). Employees of companies sold in the USA Sale in 2021 are
included in the figures as of December 31, 2020 (see Note 3).
Mortgage market policies and procedures
The information on \u201cMortgage market policies and procedures\u201d (for the granting of mortgage loans and for debt issues secured by
such mortgage loans) required by Bank of Spain Circular 5/2011, applying Royal Decree 716/2009, dated April 24, on the regulation
of the mortgage market and other mortgage and financial market regulations and Royal Decree 24/2021, dated November 2, on
transposition of European Union directives in matters of covered bonds and cross-border distribution of undertakings for collective
investment, can be found in Appendix X.
Subsequent events
On February 1, 2023, it was announced that a cash distribution for the amount of \u20ac0.31 gross per share in April as a final dividend for
the year 2022 and the execution of a share buyback program of BBVA for an amount of \u20ac422 million were planned to propose to the
corresponding corporate bodies for consideration, subject to obtaining the corresponding regulatory authorizations and the
communication of the specific terms and conditions of the program before the inception of its execution (see Note 4).
In relation to the recent earthquake in Turkey, at these early stages, the Group is working on the definition of some emergency
measures to help alleviate the effects of the humanitarian crisis caused by this catastrophe.
The necessary internal protocols have been applied to monitor the situation and begin to assess the direct and future impacts for the
Group that may arise from it. The direct exposure of the Group in the affected areas is not significant and, up to the date of approval of
this consolidated financial statements and management report, no relevant impacts on the future continuity of the Group's
operations and business in Turkey have been identified. However, it is not possible at this time to carry out a precise evaluation of the
future impacts that may derive from this situation. Such impacts, if applicable, will be recorded in the Group's financial statements at
a later time.
From January 1, 2023 to the date of preparation of these Consolidated Financial Statements, no other subsequent events not
mentioned above in these financial statements have taken place that could significantly affect the Group\u2019s earnings or its equity
position.
Explanation added for translation into English
These consolidated financial statements are presented on the basis of IFRS, as adopted by the European Union. Certain accounting
practices applied by the Group that conform to EU-IFRS may not conform to other generally accepted accounting principles.
APPENDIX I. Additional information on subsidiaries and structured entities composing
the BBVA Group as of December 31, 2022
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity
excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
ACTIVOS MACORP SL
SPAIN
REAL ESTATE
50.64
49.36
100.00
3
3
\u2014
ADQUIRA MEXICO SA DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
8
5
3
ALCALA 120 PROMOC. Y GEST.IMMOB. S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
18
17
2
ANIDA GRUPO INMOBILIARIO SL
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
1,194
1,189
12
ANIDA INMOBILIARIA, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT COMPANY
\u2014
100.00
100.00
37
36
2
ANIDA OPERACIONES SINGULARES, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1,142
1,128
14
ANIDA PROYECTOS INMOBILIARIOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
25
25
\u2014
ANIDAPORT INVESTIMENTOS IMOBILIARIOS,
UNIPESSOAL, LTDA
PORTUGAL\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
24
17
(1)
ANTHEMIS BBVA VENTURE PARTNERSHIP LLP
UNITED KINGDOM
INVESTMENT COMPANY
\u2014
100.00
100.00
11
9
7
APLICA NEXTGEN OPERADORA S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
APLICA NEXTGEN SERVICIOS S.A. DE C.V
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
ARRAHONA IMMO, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
53
114
\u2014
ARRAHONA NEXUS, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
56
62
\u2014
ARRELS CT FINSOL, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
59
75
\u2014
ARRELS CT PATRIMONI I PROJECTES, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
22
22
\u2014
ARRELS CT PROMOU SA
SPAIN
REAL ESTATE
\u2014
100.00
100.00
17
25
(1)
BAHIA SUR RESORT S.C.
SPAIN
INACTIVE
99.95
\u2014
99.95
\u2014
\u2014
\u2014
BANCO BBVA ARGENTINA S.A.
ARGENTINA
BANKING
39.97
26.59
66.55
158
671
925
BANCO BBVA PER\u00da SA (3)
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
BANKING
\u2014
46.12
46.12
1,278
2,300
474
BANCO BILBAO VIZCAYA ARGENTARIA URUGUAY
SA
URUGUAY\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
BANKING
100.00
\u2014
100.00
110
221
29
BANCO OCCIDENTAL SA
SPAIN
BANKING
49.43
50.57
100.00
17
18
\u2014
BANCO PROVINCIAL OVERSEAS NV
CURA\u00c7AO
BANKING
\u2014
100.00
100.00
44
42
2
BANCO PROVINCIAL SA - BANCO UNIVERSAL
VENEZUELA
BANKING
1.46
53.75
55.21
46
208
7
BBV AMERICA SL
SPAIN
INVESTMENT COMPANY
99.80
0.20
100.00
\u2014
581
31
BBVA (SUIZA) SA
SWITZERLAND
BANKING
100.00
\u2014
100.00
114
139
7
BBVA AGENCIA DE SEGUROS COLOMBIA LTDA
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
BBVA AI FACTORY SL
SPAIN
SERVICES
\u2014
100.00
100.00
6
4
\u2014
BBVA ASSET MANAGEMENT ARGENTINA SAU
SOCIEDAD GERENTE DE FONDOS COMUNES DE
INVERSI\u00d3N
ARGENTINA
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
20
\u2014
20
BBVA ASSET MANAGEMENT MEXICO SA DE CV,
SOC.OPERADORA DE FONDOS DE INVERSION,
GRUPO FRO. BBVA MEXICO
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
36
23
13
BBVA ASSET MANAGEMENT SA SAF
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
7
5
2
BBVA ASSET MANAGEMENT SA SGIIC
SPAIN
INVESTMENT FUND
MANAGEMENT
100.00
\u2014
100.00
36
(80)
116
BBVA ASSET MANAGEMENT SA SOCIEDAD
FIDUCIARIA (BBVA FIDUCIARIA)
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
20
15
5
BBVA AXIAL TECH SA DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
100.00
\u2014
100.00
192
249
15
BBVA BOLSA SOCIEDAD AGENTE DE BOLSA S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SECURITIES DEALER
\u2014
100.00
100.00
5
4
1
BBVA BRASIL BANCO DE INVESTIMENTO SA
BRAZIL
BANKING
100.00
\u2014
100.00
16
20
\u2014
BBVA BROKER ARGENTINA SA
ARGENTINA
INSURANCES SERVICES
\u2014
99.96
99.96
\u2014
2
9
BBVA BROKER CORREDURIA DE SEGUROS Y
REASEGUROS SA
SPAIN
FINANCIAL SERVICES
99.94
0.06
100.00
\u2014
2
7
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
BBVA VALORES COLOMBIA, S.A.
COMISIONISTA DE BOLSA
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SECURITIES DEALER
\u2014
100.00
100.00
8
8
\u2014
BILBAO VIZCAYA HOLDING SAU
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
160
321
(32)
CAIXA MANRESA IMMOBILIARIA ON
CASA, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
2
2
\u2014
CARTERA E INVERSIONES, S.A.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
92
131
4
CASA DE BOLSA BBVA MEXICO, S.A. DE
CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SECURITIES DEALER
\u2014
100.00
100.00
69
46
24
CATALONIA PROMODIS 4, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
CATALUNYACAIXA IMMOBILIARIA, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
194
181
14
CATALUNYACAIXA SERVEIS, S.A.
SPAIN
SERVICES
100.00
\u2014
100.00
2
2
\u2014
CDD GESTIONI S.R.L. IN LIQUIDAZIONE
ITALY
IN LIQUIDATION
100.00
\u2014
100.00
\u2014
\u2014
\u2014
CIDESSA DOS, S.L.
SPAIN
INVESTMENT COMPANY
\u2014
100.00
100.00
16
15
2
CIERVANA, S.L.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
53
52
2
COMERCIALIZADORA CORPORATIVA
SAC
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
50.00
50.00
\u2014
\u2014
\u2014
COMERCIALIZADORA DE SERVICIOS
FINANCIEROS, S.A.
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
3
4
\u2014
COMPA\u00d1IA CHILENA DE INVERSIONES,
S.L.
SPAIN
INVESTMENT COMPANY
99.97
0.03
100.00
221
272
10
CONSOLIDAR A.F.J.P, S.A.
ARGENTINA
IN LIQUIDATION
46.11
53.89
100.00
1
\u2014
\u2014
CONTENTS AREA, S.L.
SPAIN
SERVICES
\u2014
100.00
100.00
5
5
\u2014
CONTINENTAL DPR FINANCE COMPANY
CAYMAN ISLANDS
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
CONTRATACION DE PERSONAL, S.A. DE
C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
CORPORACION GENERAL FINANCIERA,
S.A.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
510
885
19
CREA MADRID NUEVO NORTE, S.A.
SPAIN
REAL ESTATE
\u2014
75.54
75.54
130
176
(4)
DATA ARCHITECTURE AND
TECHNOLOGY MEXICO, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
DATA ARCHITECTURE AND
TECHNOLOGY, S.L.
SPAIN
SERVICES
\u2014
51.00
51.00
\u2014
4
\u2014
DATA ARQUITECTURE AND
TECHNOLOGY OPERADORA, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
DEUTSCHE BANK MEXICO, S.A.
FIDEICOMISO F/1859
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
DEUTSCHE BANK MEXICO, S.A.
FIDEICOMISO F/1860
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
ECASA, S.A.
CHILE
FINANCIAL SERVICES
\u2014
100.00
100.00
39
30
10
EMPRENDIMIENTOS DE VALOR, S.A.
URUGUAY\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
3
3
\u2014
EUROPEA DE TITULIZACION, S.A. SGFT.
SPAIN
FINANCIAL SERVICES
88.24
\u2014
88.24
2
18
2
F/11395 FIDEICOMISO IRREVOCABLE DE
ADMINISTRACION CON DERECHO DE
REVERSION (3)
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
42.40
42.40
1
1
\u2014
F/253863 EL DESEO RESIDENCIAL
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
65.00
65.00
\u2014
1
\u2014
FIDEICOMISO 28991-8 TRADING EN LOS
MCADOS FINANCIEROS
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
4
3
\u2014
FIDEICOMISO F/29764-8 SOCIO
LIQUIDADOR DE OPERACIONES
FINANCIERAS DERIVADAS
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
57
46
11
FIDEICOMISO F/403112-6 DE
ADMINISTRACION DOS LAGOS
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
\u2014
\u2014
\u2014
FIDEICOMISO HARES BBVA BANCOMER
F/ 47997-2
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
4
3
1
FIDEICOMISO INMUEBLES CONJUNTO
RESIDENCIAL HORIZONTES DE VILLA
CAMPESTRE
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
\u2014
1
\u2014
FIDEICOMISO LOTE 6.1 ZARAGOZA
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
59.99
59.99
\u2014
1
\u2014
FIDEICOMISO SCOTIABANK INVERLAT S
A F100322908
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
2
2
\u2014
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
(3) Full consolidation method is used according to accounting rules (see Glossary).
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
FINANCIERA AYUDAMOS, S.A. DE C.V., SOFOMER
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
IN LIQUIDATION
\u2014
100.00
100.00
6
5
\u2014
FOMENTO Y DESARROLLO DE CONJUNTOS
RESIDENCIALES, S.L. EN LIQUIDACION
SPAIN
IN LIQUIDATION
\u2014
60.00
60.00
\u2014
\u2014
\u2014
FORUM COMERCIALIZADORA DEL PERU, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
FORUM DISTRIBUIDORA DEL PERU, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
8
7
1
FORUM DISTRIBUIDORA, S.A.
CHILE
FINANCIAL SERVICES
\u2014
100.00
100.00
45
41
2
FORUM SERVICIOS FINANCIEROS, S.A.
CHILE
FINANCIAL SERVICES
\u2014
100.00
100.00
271
219
42
FUTURO FAMILIAR, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
IN LIQUIDATION
\u2014
100.00
100.00
1
1
\u2014
G NETHERLANDS BV
NETHERLANDS
INVESTMENT COMPANY
\u2014
100.00
100.00
393
325
\u2014
GARANTI BANK, S.A.
ROMANIA
BANKING
\u2014
100.00
100.00
254
317
39
GARANTI BBVA AS
TURKEY
BANKING
85.97
\u2014
85.97
5,247
4,914
2,941
GARANTI BBVA EMEKLILIK AS
TURKEY
INSURANCES SERVICES
\u2014
84.91
84.91
87
50
51
GARANTI BBVA FACTORING AS
TURKEY
FINANCIAL SERVICES
\u2014
81.84
81.84
28
17
18
GARANTI BBVA FILO AS
TURKEY
SERVICES
\u2014
100.00
100.00
100
50
50
GARANTI BBVA LEASING AS
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
189
118
71
GARANTI BBVA PORTFOY AS
TURKEY
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
16
8
8
GARANTI BBVA YATIRIM AS
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
112
51
61
GARANTI DIVERSIFIED PAYMENT RIGHTS FINANCE
COMPANY
CAYMAN ISLANDS
OTHER ISSUANCE
COMPANIES
\u2014
100.00
100.00
\u2014
(8)
6
GARANTI FILO SIGORTA ARACILIK HIZMETLERI A.S.
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
GARANTI HOLDING BV
NETHERLANDS
INVESTMENT COMPANY
\u2014
100.00
100.00
565
394
\u2014
GARANTI KONUT FINANSMANI DANISMANLIK
HIZMETLERI AS (GARANTI MORTGAGE)
TURKEY
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
GARANTI KULTUR AS
TURKEY
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
GARANTI ODEME SISTEMLERI AS (GOSAS)
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
6
4
3
GARANTI ODEME VE ELEKTRONIK PARA HIZMETLERI
ANONIM SIRKETI
TURKEY
PAYMENT ENTITIES
\u2014
100.00
100.00
5
6
(2)
GARANTI YATIRIM ORTAKLIGI AS (3) (4)
TURKEY
INVESTMENT COMPANY
\u2014
3.61
3.61
\u2014
2
1
GARANTI BANK BBVA INTERNATIONAL N.V.
NETHERLANDS
BANKING
\u2014
100.00
100.00
724
603
41
GESCAT GESTIO DE SOL, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
8
6
2
GESCAT LLEVANT, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
GESCAT LLOGUERS, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
3
3
\u2014
GESCAT VIVENDES EN COMERCIALITZACIO, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
36
38
(2)
GESTION DE PREVISION Y PENSIONES, S.A.
SPAIN
PENSION FUND
MANAGEMENT
60.00
\u2014
60.00
9
15
6
GESTION Y ADMINISTRACION DE RECIBOS, S.A. -
GARSA
SPAIN
SERVICES
\u2014
100.00
100.00
1
1
\u2014
GRAN JORGE JUAN, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
424
432
15
GRUPO FINANCIERO BBVA MEXICO, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
99.98
\u2014
99.98
8,480
12,275
4,004
INMUEBLES Y RECUPERACIONES CONTINENTAL, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
15
13
2
INVERAHORRO, S.L.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
118
122
(4)
INVERSIONES ALDAMA, C.A.
VENEZUELA
IN LIQUIDATION
\u2014
100.00
100.00
\u2014
\u2014
\u2014
INVERSIONES BANPRO INTERNATIONAL INC NV (3)
CURA\u00c7AO
INVESTMENT COMPANY
48.00
\u2014
48.00
16
44
2
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
(3) Full consolidation method is used according to accounting rules (see Glossary).
(4) The percentage of voting rights owned by the Group entities in this company is 99.97%.
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
INVERSIONES BAPROBA CA
VENEZUELA
FINANCIAL
SERVICES
100.00
\u2014
100.00
\u2014
\u2014
\u2014
INVERSIONES P.H.R.4, C.A.
VENEZUELA
INACTIVE
\u2014
60.46
60.46
\u2014
\u2014
\u2014
MADIVA SOLUCIONES, S.L.
SPAIN
SERVICES
\u2014
100.00
100.00
4
3
\u2014
MISAPRE, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
IN LIQUIDATION
\u2014
100.00
100.00
\u2014
\u2014
\u2014
MOMENTUM SOCIAL INVESTMENT HOLDING,
S.L.
SPAIN
INVESTMENT
COMPANY
\u2014
100.00
100.00
7
8
\u2014
MOTORACTIVE IFN, S.A.
ROMANIA
FINANCIAL
SERVICES
\u2014
100.00
100.00
35
32
3
MOTORACTIVE MULTISERVICES SRL
ROMANIA
SERVICES
\u2014
100.00
100.00
\u2014
3
1
MOVISTAR CONSUMER FINANCE COLOMBIA
SAS
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL
SERVICES
\u2014
50.00
50.00
7
11
(7)
MULTIASISTENCIA OPERADORA, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
MULTIASISTENCIA SERVICIOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
MULTIASISTENCIA, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES
SERVICES
\u2014
100.00
100.00
73
52
21
OPCION VOLCAN, S.A.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
3
3
\u2014
OPENPAY ARGENTINA, S.A.
ARGENTINA
PAYMENT
ENTITIES
\u2014
100.00
100.00
5
6
2
OPENPAY COLOMBIA SAS
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PAYMENT
ENTITIES
\u2014
100.00
100.00
4
3
(2)
OPENPAY PER\u00da, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PAYMENT
ENTITIES
\u2014
100.00
100.00
6
5
(3)
OPENPAY, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PAYMENT
ENTITIES
\u2014
100.00
100.00
30
18
(9)
OPENPAY SERVICIOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
OPERADORA DOS LAGOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
OPPLUS OPERACIONES Y SERVICIOS, S.A.
SPAIN
SERVICES
100.00
\u2014
100.00
1
23
10
PECRI INVERSION, S.L.
SPAIN
INVESTMENT
COMPANY
100.00
\u2014
100.00
112
109
2
PORTICO PROCAM, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
26
26
\u2014
PROMOTORA DEL VALLES, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
15
19
1
PROMOU CT OPENSEGRE, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
5
5
\u2014
PRONORTE UNO PROCAM, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
PROPEL EXPLORER FUND I LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.50
99.50
20
22
\u2014
PROPEL EXPLORER FUND II LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.50
99.50
\u2014
\u2014
\u2014
PROPEL VENTURE PARTNERS BRAZIL US LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.80
99.80
20
22
\u2014
PROPEL VENTURE PARTNERS GLOBAL US, LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.50
99.50
121
230
(54)
PROPEL VENTURE PARTNERS US FUND I, L.P.
UNITED STATES
VENTURE
CAPITAL
99.50
\u2014
99.50
207
276
(2)
PROPEL XYZ I LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.40
99.40
7
8
(2)
PRO-SALUD, C.A.
VENEZUELA
INACTIVE
\u2014
58.86
58.86
\u2014
\u2014
\u2014
PROVINCIAL DE VALORES CASA DE BOLSA CA
VENEZUELA
SECURITIES
DEALER
\u2014
90.00
90.00
1
1
\u2014
PROVINCIAL SDAD.ADMIN.DE ENTIDADES DE
INV.COLECTIVA CA
VENEZUELA
INVESTMENT
FUND
MANAGEMENT
\u2014
100.00
100.00
1
1
\u2014
PROVIVIENDA ENTIDAD RECAUDADORA Y
ADMIN.DE APORTES, S.A.
BOLIVIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PENSION FUND
MANAGEMENT
\u2014
100.00
100.00
2
2
\u2014
PSA FINANCE ARGENTINA COMPA\u00d1IA
FINANCIERA, S.A.
ARGENTINA
BANKING
\u2014
50.00
50.00
11
13
9
RALFI IFN, S.A.
ROMANIA
FINANCIAL
SERVICES
\u2014
100.00
100.00
37
21
(3)
RPV COMPANY
CAYMAN
ISLANDS
OTHER
ISSUANCE
COMPANIES
\u2014
100.00
100.00
\u2014
(1)
\u2014
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
SATICEM GESTIO, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
2
2
\u2014
SATICEM HOLDING, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
5
5
\u2014
SATICEM IMMOBLES EN ARRENDAMENT, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
2
2
\u2014
SEGUROS PROVINCIAL CA
VENEZUELA
INSURANCES
SERVICES
\u2014
100.00
100.00
10
14
(4)
SERVICIOS CORPORATIVOS DE SEGUROS, S.A.
DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
SERVICIOS EXTERNOS DE APOYO
EMPRESARIAL, S.A DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
8
8
\u2014
SOCIEDAD DE ESTUDIOS Y ANALISIS
FINANCIERO, S.A.
SPAIN
SERVICES
100.00
\u2014
100.00
67
65
2
SOCIEDAD PERUANA DE FINANCIAMIENTO
SAC
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL
SERVICES
\u2014
50.00
50.00
1
3
\u2014
SPORT CLUB 18, S.A.
SPAIN
INVESTMENT
COMPANY
100.00
\u2014
100.00
11
11
\u2014
TREE INVERSIONES INMOBILIARIAS, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
1,988
754
23
TRIFOI REAL ESTATE SRL
ROMANIA
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
UNNIM SOCIEDAD PARA LA GESTION DE
ACTIVOS INMOBILIARIOS, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
531
417
20
URBANIZADORA SANT LLORENC, S.A.
SPAIN
INACTIVE
60.60
\u2014
60.60
\u2014
\u2014
\u2014
VERIDAS DIGITAL AUTHENTICATION
SOLUTIONS MEXICO SACV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
VERIDAS DIGITAL AUTHENTICATION
SOLUTIONS, S.L.
SPAIN
SERVICES
\u2014
51.00
51.00
1
4
(1)
VERIDAS DIGITAL AUTHENTICATION
SOLUTIONS USA LLC
UNITED STATES
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
VOLKSWAGEN FINANCIAL SERVICES
COMPA\u00d1IA FINANCIERA, S.A.
ARGENTINA
BANKING
\u2014
51.00
51.00
18
22
14
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
This Appendix is an integral part of Note 3 of the consolidated financial statements for the year ended December 31, 2022.
APPENDIX II. Additional information on investments joint ventures and associates in the
BBVA Group as of December 31, 2022
Most significant companies are included, which together represent 99.5% of the total investment in this group.
% Legal share of participation
Millions of Euros (1)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net
carrying
amount
Assets
31.12.2022
Liabilities
31.12.2022
Equity
excluding
profit
(loss)
31.12.2022
Profit
(loss)
31.12.2022
ASSOCIATES
ADQUIRA ESPA\u00d1A, S.A.
SPAIN
SERVICES
\u2014
44.44
44.44
4
20
11
9
1
ATOM HOLDCO LIMITED
UNITED
KINGDOM
INVESTMENT
COMPANY
42.77
\u2014
42.77
132
7,063
6,755
314
(7)
AUREA, S.A. (CUBA)
CUBA
REAL ESTATE
\u2014
49.00
49.00
5
10
1
10
\u2014
BBVA ALLIANZ SEGUROS Y REASEGUROS, S.A.
SPAIN
INSURANCES
SERVICES
\u2014
50.00
50.00
248
836
298
535
4
COMPA\u00d1IA ESPA\u00d1OLA DE FINANCIACION DEL
DESARROLLO, S.A.
SPAIN
PUBLIC COMPANIES
AND INSTITUTIONS
16.67
\u2014
16.67
31
191
7
168
16
COMPA\u00d1IA PERUANA DE MEDIOS DE PAGO SAC (VISANET
PERU)
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
ELECTRONIC MONEY
ENTITIES
\u2014
21.50
21.50
2
126
118
4
5
METROVACESA, S.A.
SPAIN
REAL ESTATE
9.44
11.41
20.85
259
2,541
695
1,830
16
PLAY DIGITAL, S.A.
ARGENTINA
PAYMENT ENTITIES
\u2014
10.80
10.80
2
19
3
27
(10)
REDSYS SERVICIOS DE PROCESAMIENTO, S.L.
SPAIN
FINANCIAL SERVICES
24.90
\u2014
24.90
20
121
42
75
4
ROMBO COMPA\u00d1IA FINANCIERA, S.A.
ARGENTINA
BANKING
\u2014
40.00
40.00
4
122
112
10
\u2014
SBD CREIXENT, S.A.
SPAIN
REAL ESTATE
\u2014
23.05
23.05
1
5
1
5
\u2014
SEGURIDAD Y PROTECCION BANCARIAS, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
26.14
26.14
1
4
\u2014
3
1
SERVICIOS ELECTRONICOS GLOBALES, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
46.14
46.14
23
50
\u2014
38
13
SERVIRED SOCIEDAD ESPA\u00d1OLA DE MEDIOS DE PAGO, S.A.
SPAIN
FINANCIAL SERVICES
28.72
\u2014
28.72
8
82
54
26
2
SISTEMAS DE TARJETAS Y MEDIOS DE PAGO, S.A.
SPAIN
PAYMENT ENTITIES
20.61
\u2014
20.61
2
377
369
5
3
SOLARIS SE (2)
GERMANY
BANKING
\u2014
15.51
15.51
66
3,317
3,086
268
(36)
TELEFONICA FACTORING ESPA\u00d1A, S.A. (3)
SPAIN
FINANCIAL SERVICES
30.00
\u2014
30.00
4
73
57
7
9
TF PERU SAC
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
24.30
24.30
1
6
1
4
1
JOINT VENTURES
ALTURA MARKETS SOCIEDAD DE VALORES, S.A.
SPAIN
SECURITIES DEALER
50.00
\u2014
50.00
42
3,391
3,307
73
12
COMPA\u00d1IA MEXICANA DE PROCESAMIENTO, S.A. DE CV
MEXICO
SERVICES
\u2014
50.00
50.00
10
20
\u2014
19
1
CORPORACION IBV PARTICIPACIONES EMPRESARIALES,
S.A.(4)
SPAIN
INVESTMENT
COMPANY
\u2014
50.00
50.00
29
62
4
58
\u2014
FIDEICOMISO 1729 INVEX ENAJENACION DE CARTERA (4)
MEXICO
REAL ESTATE
\u2014
44.09
44.09
9
185
\u2014
185
\u2014
FIDEICOMISO F/402770-2 ALAMAR
MEXICO
REAL ESTATE
\u2014
42.40
42.40
7
17
\u2014
17
\u2014
INVERSIONES PLATCO CA
VENEZUELA
FINANCIAL SERVICES
\u2014
50.00
50.00
3
7
1
7
(1)
PROMOCIONS TERRES CAVADES, S.A.
SPAIN
REAL ESTATE
\u2014
39.11
39.11
1
3
\u2014
3
\u2014
RCI COLOMBIA, S.A. COMPA\u00d1IA DE FINANCIAMIENTO
COLOMBIA
FINANCIAL SERVICES
\u2014
49.00
49.00
36
755
682
57
16
(1) In foreign companies the exchange rate of December 31, 2022 is applied.
(2) The percentage of voting rights owned by the Group entities in this company is 22.22%.
(3) Financial Statements as of December 31, 2021.
(4) Classified as Non-current asset held for sale.
This Appendix is an integral part of Notes 3 and 16.1 of the consolidated financial statements for the year ended December 31, 2022.
APPENDIX III. Changes and notifications of participations in the BBVA Group in 2022
Acquisitions or increases of interest ownership in consolidated subsidiaries
Company (1)
Type of transaction
Total voting rights
controlled after the
disposal
Effective Date for the
Transaction (or
Notification Date)
PROPEL VENTURE PARTNERS GLOBAL US, LP
FOUNDING
99.50
31-Mar-22
PROPEL VENTURE PARTNERS BRAZIL US LP
FOUNDING
99.80
31-Mar-22
PROPEL XYZ I LP
FOUNDING
99.40
09-Jun-22
TREE INVERSIONES INMOBILIARIAS, S.A.
ACQUISITION
100.00
15-Jun-22
PROPEL EXPLORER FUND I LP
FOUNDING
\u2014
15-Jun-22
PROPEL EXPLORER FUND II LP
FOUNDING
\u2014
15-Jun-22
BBVA DISCOVERY INC
FOUNDING
100.00
20-Sep-22
SOCIEDAD PERUANA DE FINANCIAMIENTO SAC
FOUNDING
50.00
13-Oct-22
VERIDAS DIGITAL AUTHENTICATION SOLUTIONS MEXICO SACV
FOUNDING
100.00
14-Feb-22
VERIDAS DIGITAL AUTHENTICATION SOLUTIONS USA LLC
FOUNDING
100.00
30-Jul-22
GARANTI ODEME VE ELEKTRONIK PARA HIZMETLERI ANONIM
SIRKETI
FOUNDING
100.00
30-Apr-22
GARANTI BBVA AS
PURCHASE - VTB
85.97
18-May-22
(1) Variations of less than 0.1% have not been considered due to immateriality.
Changes and notifications of participations in the BBVA Group in 2022 (continued)
Business combinations and other acquisitions or increases of interest ownership in associates and
joint-ventures accounted for under the equity method
Company (1)
Type of transaction
Total voting rights
controlled after the
disposal
Effective date for the
transaction (or
notification date)
NUEVO MARKETPLACE, S.L.
CAPITAL INCREASE
28.16
30-Sep-22
ATOM HOLDCO LIMITED
FOUNDING
42.77
30-Nov-22
SOLARIS SE (2)
CAPITAL INCREASE
15.51
04-Nov-22
This Appendix is an integral part of Note 3 of the consolidated financial statements for the year ended December 31, 2022.
APPENDIX V. Securitization funds. BBVA Group\u2019s structured entities as of December 31,
2022.
Millions of Euros
Securitization fund
(consolidated)
Company
Origination
date
Total securitized
exposures at the
origination date
Total securitized
exposures as of
December 31, 2022
TDA 22 Mixto, FTA (Unnim)
BANCO BILBAO VIZCAYA ARGENTARIA SA
09-Dec-04
592
13
AYT HIP MIXTO V
BANCO BILBAO VIZCAYA ARGENTARIA SA
21-Jul-06
120
16
TDA 27 Mixto, FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
22-Dec-06
275
58
TDA 28 Mixto, FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
23-Jul-07
250
59
HIPOCAT 8 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
06-May-05
1,500
143
HIPOCAT 9 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
25-Nov-05
1,016
112
HIPOCAT 10 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
05-Jul-06
1,526
166
HIPOCAT 11 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
09-Mar-07
1,628
181
TDA 19 MIXTO, FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
27-Feb-04
600
12
TDA TARRAGONA 1 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
30-Nov-07
397
59
GAT VPO (UNNIM)
BANCO BILBAO VIZCAYA ARGENTARIA SA
25-Jun-09
780
25
BBVA CONSUMO 10 FT
BANCO BILBAO VIZCAYA ARGENTARIA SA
08-Jul-19
2,000
908
BBVA CONSUMO 11 FT
BANCO BILBAO VIZCAYA ARGENTARIA SA
12-Mar-21
2,500
1,285
BBVA CONSUMO 9 FT
BANCO BILBAO VIZCAYA ARGENTARIA SA
27-Mar-17
1,375
204
BBVA CONSUMER AUTO 2018-1
BANCO BILBAO VIZCAYA ARGENTARIA SA
18-Jun-18
800
206
BBVA CONSUMER AUTO 2020-1
BANCO BILBAO VIZCAYA ARGENTARIA SA
15-Jun-20
1,100
780
BBVA RMBS 1 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
19-Feb-07
2,500
616
BBVA RMBS 2 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
26-Mar-07
5,000
1,152
BBVA RMBS 3 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
22-Jul-07
3,000
1,037
BBVA RMBS 5 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
24-May-08
5,000
1,727
BBVA RMBS 9 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
18-Apr-10
1,295
603
BBVA RMBS 14 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
24-Nov-14
700
316
BBVA CONSUMER AUTO 2022-1
BANCO BILBAO VIZCAYA ARGENTARIA SA
13-Jun-22
1,200
1,036
BBVA RMBS 22
BANCO BILBAO VIZCAYA ARGENTARIA SA
28-Nov-22
1,400
1,380
BBVA RMBS 17 FT
BANCO BILBAO VIZCAYA ARGENTARIA SA
21-Nov-16
1,800
1,044
BBVA RMBS 21
BANCO BILBAO VIZCAYA ARGENTARIA SA
17-Mar-22
12,400
11,296
BBVA RMBS 19 FT
BANCO BILBAO VIZCAYA ARGENTARIA SA
25-Nov-19
2,000
1,475
BBVA RMBS 20 FT
BANCO BILBAO VIZCAYA ARGENTARIA SA
14-Jun-21
2,500
2,143
BBVA LEASING 1 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
24-Jun-07
2,500
89
BBVA LEASING 2 FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
27-Jul-20
2,100
711
BBVA-6 FTPYME FTA
BANCO BILBAO VIZCAYA ARGENTARIA SA
10-Jun-07
1,500
25
APPENDIX VI. Details of the outstanding subordinated debt and preferred securities
issued by the Bank or entities in the Group consolidated as of December 31, 2022, 2021
and 2020
Outstanding as of December 31, 2022, 2021 and 2020 of subordinated issues
Millions of Euros
Issuer entity and issued date
Currency
December
2022
December
2021
December
2020
Prevailing
Interest Rate
as of December
31, 2022
Maturity
Date
Issues in Euros
BANCO BILBAO VIZCAYA ARGENTARIA S.A.
March-08
EUR
125
125
125
6.03 %
3-Mar-33
July-08
EUR
100
100
100
6.20 %
4-Jul-23
April-16
EUR
\u2014
\u2014
1,000
0.00 %
Perpetual
February-17
EUR
1,000
1,000
1,000
3.50 %
10-Feb-27
February-17
EUR
99
99
99
4.00 %
24-Feb-32
March-17
EUR
65
65
65
4.00 %
24-Feb-32
May-17
EUR
150
150
150
2.54 %
24-May-27
May-17
EUR
\u2014
500
500
0.00 %
Perpetual
September-18
EUR
1,000
1,000
1,000
5.88 %
Perpetual
February-19
EUR
750
750
750
2.58 %
22-Feb-29
March-19
EUR
1,000
1,000
1,000
6.00 %
Perpetual
January-20
EUR
994
994
994
1.00 %
16-Jan-30
July-20
EUR
1,000
1,000
1,000
6.00 %
Perpetual
Total issued in Euros
EUR
6,460
7,028
8,113
Outstanding as of December 31, 2022, 2021 and 2020 of subordinated issues
Millions of Euros
Issuer entity and issued date
Currency
December
2022
December
2021
December
2020
Prevailing
Interest Rate
as of December
31, 2022
Maturity
Date
Issues in foreign currency
BANCO BILBAO VIZCAYA ARGENTARIA S.A.
March-17
USD
113
106
98
5.70 %
31-Mar-32
November-17
USD
938
883
815
6.13 %
Perpetual
May-18
USD
279
263
243
5.25 %
29-May-33
September-19
USD
938
883
815
6.50 %
Perpetual
Subtotal
USD
2,267
2,135
1,970
May-17
CHF
20
19
19
1.60 %
24-May-27
Subtotal
CHF
20
19
19
July-20
GBP
338
357
334
3.10 %
15-Jul-31
Subtotal
GBP
338
357
334
BBVA GLOBAL FINANCE LTD (1)
December-95
USD
187
176
162
7.00 %
1-Dec-25
Subtotal
USD
187
176
162
BBVA BANCOMER S.A. INSTITUCION DE
BANCA MULTIPLE GRUPO FINANCIERO
BBVA BANCOMER
April-10
USD
\u2014
\u2014
\u2014
7.25 %
22-Apr-20
March-11
USD
\u2014
\u2014
612
6.50 %
10-Mar-21
July-12
USD
\u2014
1,329
1,223
6.75 %
30-Sep-22
November-14
USD
187
177
163
5.35 %
12-Nov-29
January-18
USD
935
886
815
5.13 %
18-Jan-33
September-19
USD
702
665
612
5.88 %
13-Sep-34
Subtotal
USD
1,824
3,057
3,425
BANCO BILBAO VIZCAYA ARGENTARIA
URUGUAY S.A.
November-17
USD
1
\u2014
\u2014
9.54 %
6-Feb-64
Subtotal
\u2014
1
\u2014
\u2014
BBVA PARAGUAY S.A. (2)
November-14
USD
\u2014
\u2014
16
6.75 %
5-Nov-21
November-15
USD
\u2014
\u2014
20
6.70 %
18-Nov-22
Subtotal
USD
\u2014
\u2014
37
BBVA USA (2)
March-06
USD
\u2014
\u2014
58
5.90 %
1-Apr-26
April-15
USD
\u2014
\u2014
570
3.88 %
10-Apr-25
Subtotal
USD
\u2014
\u2014
628
Outstanding as of December 31, 2022, 2021 and 2020 of subordinated issues (Millions of Euros)
December 2022
December 2021
December 2020
Issuer entity and issued date
Currency
Amount
Issued
Currency
Amount
Issued
Currency
Amount
Issued
BBVA COLOMBIA S.A.
December-93
COP
\u2014
COP
\u2014
COP
\u2014
BBVA International Preferred, S.A.U.
July-07
GBP
\u2014
GBP
\u2014
GBP
35
PHOENIX LOAN HOLDINGS INC
November-00
USD
\u2014
USD
\u2014
USD
17
CAIXA TERRASSA SOCIETAT DE
PARTICIPACIONS PREFERENTS SAU
August-05
EUR
\u2014
EUR
\u2014
EUR
74
CAIXASABADELL PREFERENTS S.A.
July-06
EUR
\u2014
EUR
\u2014
EUR
85
APPENDIX VII Consolidated balance sheets held in foreign currency as of December 31,
2022, 2021 and 2020
U.S. Dollar
Mexican
pesos
Turkish
lira
Other foreign
currencies
Total foreign
currencies
December 2022
Assets
Cash, cash balances at central banks and other demand
deposits
19,888
4,831
476
3,469
28,665
Financial assets held for trading
10,780
22,407
431
3,930
37,549
Non- trading financial assets mandatorily at fair value
through profit or loss
987
5,205
5
82
6,280
Financial assets at fair value through comprehensive income
8,300
9,809
3,188
8,666
29,964
Financial assets at amortized cost
52,248
78,017
29,938
42,479
202,682
Joint-ventures and associates
5
17
\u2014
333
354
Tangible assets
14
2,143
1,166
1,137
4,459
Other assets
(365)
4,403
1,796
3,055
8,889
Total
91,858
126,832
37,001
63,151
318,842
Liabilities
Financial liabilities held for trading
9,722
18,110
234
1,499
29,564
Financial liabilities at amortized cost
77,697
75,020
24,567
48,994
226,278
Other liabilities
2,748
17,210
1,220
2,160
23,338
Total
90,167
110,340
26,021
52,652
279,180
December 2021
Assets
Cash, cash balances at central banks and other demand
deposits
19,164
5,816
893
4,245
30,118
Financial assets held for trading
10,699
18,973
1,104
8,840
39,615
Non- trading financial assets mandatorily at fair value
through profit or loss
1,039
4,114
2
83
5,239
Financial assets at fair value through comprehensive income
6,455
9,323
2,325
8,697
26,800
Financial assets at amortized cost
46,223
57,580
21,655
38,657
164,115
Joint-ventures and associates
5
15
\u2014
263
283
Tangible assets
12
1,902
558
935
3,408
Other assets
(204)
3,607
1,046
1,248
5,697
Total
83,393
101,331
27,583
62,969
275,276
Liabilities
Financial liabilities held for trading
10,448
13,784
450
1,312
25,994
Financial liabilities at amortized cost
67,306
60,570
14,946
43,859
186,681
Other liabilities
3,261
13,234
779
2,029
19,302
Total
81,015
87,588
16,175
47,200
231,977
December 2020
Assets
Cash, cash balances at central banks and other demand
deposits
16,615
4,847
772
4,130
26,365
Financial assets held for trading
5,114
22,154
359
6,112
33,740
Non- trading financial assets mandatorily at fair value
through profit or loss
883
3,369
7
291
4,549
Financial assets at fair value through comprehensive income
7,073
7,723
2,489
8,087
25,373
Financial assets at amortized cost
39,841
53,184
26,810
38,036
157,871
Joint-ventures and associates
5
14
\u2014
246
265
Tangible assets
15
1,819
858
852
3,544
Other assets
83,406
2,053
1,191
2,009
88,658
Total
152,953
95,163
32,486
59,764
340,366
Liabilities
Financial liabilities held for trading
4,562
18,489
471
772
24,295
Financial liabilities at amortized cost
67,165
54,429
18,930
43,468
183,993
Other liabilities
78,724
6,662
687
7,393
93,466
Total
150,452
79,580
20,088
51,633
301,753
This Appendix is an integral part of Notes 2.2.15 of the consolidated financial statements for the year ended December 31, 2022.
APPENDIX VIII. Consolidated income statements for the first and second half of 2022 and
2021
CONSOLIDATED INCOME STATEMENTS (Millions of Euros)
Six months
ended June 30,
2022
Six months
ended December
31, 2022
Six months
ended June 30,
2021 \u207d\u00b9\u207e
Six months
ended December
31, 2021 \u207d\u00b9\u207e
Interest and other income
13,403
18,029
10,962
12,053
Financial assets at fair value through other comprehensive income
1,304
1,806
814
1,066
Financial assets at amortized cost
10,395
14,863
8,849
9,515
Other interest income
1,704
1,360
1,299
1,472
Interest expense
(4,852)
(7,427)
(4,007)
(4,322)
NET INTEREST INCOME
8,551
10,603
6,955
7,731
Dividend income
76
47
125
50
Share of profit or loss of entities accounted for using the equity method
15
6
(5)
6
Fee and commission income
3,964
4,297
3,311
3,686
Fee and commission expense
(1,314)
(1,594)
(996)
(1,235)
Gains (losses) on derecognition of financial assets and liabilities not measured at fair value
through profit or loss, net
39
25
121
13
Financial assets at amortized cost
8
\u2014
5
22
Other financial assets and liabilities
31
25
115
(9)
Gains (losses) on financial assets and liabilities held for trading, net
11
551
463
(122)
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
\u2014
Other gains (losses)
11
551
463
(122)
Gains (losses) on non-trading financial assets mandatorily at fair value through profit or loss, net
(35)
(32)
280
152
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
\u2014
Other gains (losses)
(35)
(32)
280
152
Gains (losses) on financial assets and liabilities designated at fair value through profit or loss, net
348
(198)
96
239
Gains (losses) from hedge accounting, net
16
(61)
(81)
(133)
Exchange differences, net
716
559
206
677
Other operating income
297
231
340
321
Other operating expense
(1,803)
(1,635)
(997)
(1,044)
Income from insurance and reinsurance contracts
1,537
1,566
1,350
1,243
Expense from insurance and reinsurance contracts
(908)
(984)
(909)
(776)
GROSS INCOME
11,509
13,381
10,259
10,807
Administration costs
(4,401)
(5,031)
(3,983)
(4,313)
\u00a0 \u00a0 Personnel expense
(2,587)
(3,025)
(2,371)
(2,675)
\u00a0 \u00a0 Other administrative expense
(1,815)
(2,006)
(1,612)
(1,638)
Depreciation and amortization
(652)
(676)
(615)
(619)
Provisions or reversal of provisions
(112)
(179)
(928)
(90)
Impairment or reversal of impairment on financial assets not measured at fair value through
profit or loss or net gains by modification
(1,441)
(1,938)
(1,580)
(1,454)
\u00a0 \u00a0 Financial assets measured at amortized cost
(1,391)
(1,912)
(1,587)
(1,430)
\u00a0 \u00a0 Financial assets at fair value through other comprehensive income
(50)
(26)
8
(25)
NET OPERATING INCOME
4,903
5,556
3,153
4,331
Impairment or reversal of impairment of investments in joint ventures and associates
19
24
\u2014
\u2014
Impairment or reversal of impairment on non-financial assets
\u2014
(27)
(196)
(26)
\u00a0 \u00a0 Tangible assets
22
31
(158)
(3)
\u00a0 \u00a0 Intangible assets
(5)
(20)
(5)
(14)
\u00a0 \u00a0 Other assets
(17)
(38)
(33)
(8)
Gains (losses) on derecognition of non-financial assets and subsidiaries, net
(15)
4
5
19
Negative goodwill recognized in profit or loss
\u2014
\u2014
\u2014
\u2014
Gains (losses) from non-current assets and disposal groups classified as held for sale not
qualifying as discontinued operations\u00a0 \u00a0
(120)
13
(73)
33
PROFIT (LOSS) BEFORE TAX FROM CONTINUING OPERATIONS
4,787
5,569
2,889
4,358
Tax expense or income related to profit or loss from continuing operations
(1,668)
(1,861)
(782)
(1,127)
PROFIT (LOSS) AFTER TAX FROM CONTINUING OPERATIONS
3,119
3,708
2,107
3,231
Profit (loss) after tax from discontinued operations
\u2014
\u2014
280
\u2014
PROFIT (LOSS)
3,119
3,708
2,387
3,231
ATTRIBUTABLE TO MINORITY INTEREST (NON-CONTROLLING INTEREST)
117
290
476
489
ATTRIBUTABLE TO OWNERS OF THE PARENT
3,001
3,419
1,911
2,742
(1) Presented for comparison purposes only.
APPENDIX VIII. Consolidated income statements for the first and second half of 2022 and
2021 (continued)
EARNINGS (LOSSES) PER SHARE\u00a0 (Euros)
Six months
ended June 30,
2022
Six months
ended December
31, 2022
Six months
ended June 30,
2021 \u207d\u00b9\u207e
Six months
ended December
31, 2021 \u207d\u00b9\u207e
EARNINGS (LOSSES) PER SHARE\u00a0 (Euros)
0.45
0.54
0.26
0.41
Basic earnings (losses) per share from continuing operations
0.45
0.54
0.21
0.41
Diluted earnings (losses) per share from continuing operations
0.45
0.54
0.21
0.41
Basic earnings (losses) per share from discontinued operations
\u2014
\u2014
0.04
\u2014
Diluted earnings (losses) per share from discontinued operations
\u2014
\u2014
0.04
\u2014
(1) Presented for comparison purposes only.
LIABILITIES AND EQUITY (Continued) (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
STOCKHOLDERS\u2019 FUNDS
32,928
32,296
Capital
2,955
3,267
Paid up capital
2,955
3,267
Unpaid capital which has been called up
\u2014
\u2014
Share premium
20,856
23,599
Equity instruments issued other than capital
\u2014
\u2014
Equity component of compound financial instruments
\u2014
\u2014
Other equity instruments issued
\u2014
\u2014
Other equity
49
49
Retained earnings
5,453
6,436
Revaluation reserves
\u2014
\u2014
Other reserves
(474)
(1,026)
Less: treasury shares
(3)
(574)
Profit or loss attributable to owners of the parent
4,816
1,080
Less: interim dividends
(724)
(533)
ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
(2,172)
(1,461)
Items that will not be reclassified to profit or loss
(1,215)
(1,177)
Actuarial gains (losses) on defined benefit pension plans
(32)
(52)
Non-current assets and disposal groups classified as held for sale
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive income
(1,256)
(1,127)
Hedge ineffectiveness of fair value hedges for equity instruments measured at fair value through other
comprehensive income
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive income
(hedged item)
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive income
(hedging instrument)
\u2014
\u2014
Fair value changes of financial liabilities at fair value through profit or loss attributable to changes in
their credit risk
72
2
Items that may be reclassified to profit or loss
(957)
(284)
Hedge of net investments in foreign operations (effective portion)
\u2014
\u2014
Foreign currency translation
\u2014
\u2014
Hedging derivatives. Cash flow hedges (effective portion)
(492)
(626)
Fair value changes of debt instruments measured at fair value through other comprehensive income
(464)
342
Hedging instruments (non-designated items)
\u2014
\u2014
Non-current assets and disposal groups classified as held for sale
\u2014
\u2014
TOTAL EQUITY
30,756
30,836
TOTAL EQUITY AND TOTAL LIABILITIES
458,888
442,279
MEMORANDUM\u00a0 ITEM - OFF BALANCE SHEET EXPOSURES (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
Loan commitments given
95,948
89,353
Financial guarantees given
16,305
11,662
Other commitments given
26,850
24,181
(1) Presented for comparison purposes only.
STATEMENTS OF RECOGNIZED INCOME AND EXPENSE (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
PROFIT RECOGNIZED IN INCOME STATEMENT
4,816
1,080
OTHER RECOGNIZED INCOME (EXPENSE)
(713)
(349)
ITEMS NOT SUBJECT TO RECLASSIFICATION TO INCOME STATEMENT
(40)
186
Actuarial gains (losses) from defined benefit pension plans
32
(4)
Non-current assets and disposal groups classified as held for sale
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive
income
(129)
167
Gains (losses) from hedge accounting of equity instruments at fair value through other
comprehensive income, net
\u2014
\u2014
Fair value changes of financial liabilities at fair value through profit or loss attributable to changes
in their credit risk
100
33
Other valuation adjustments
\u2014
\u2014
Income tax related to items not subject to reclassification to income statement
(43)
(10)
ITEMS SUBJECT TO RECLASSIFICATION TO INCOME STATEMENT
(673)
(535)
Hedge of net investments in foreign operations [effective portion]
\u2014
\u2014
Valuation gains (losses) taken to equity
\u2014
\u2014
Transferred to profit or loss
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Cash flow hedges [effective portion]
191
(705)
Valuation gains (losses) taken to equity
191
(705)
Transferred to profit or loss
\u2014
\u2014
Transferred to initial carrying amount of hedged items
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Hedging instruments [non-designated elements]
\u2014
\u2014
Valuation gains (losses) taken to equity
\u2014
\u2014
Transferred to profit or loss
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Debt securities at fair value through other comprehensive income
(1,152)
(14)
Valuation gains (losses) taken to equity
(1,148)
49
Transferred to profit or loss
(4)
(63)
Other reclassifications
\u2014
\u2014
Non-current assets and disposal groups held for sale
\u2014
\u2014
Valuation gains (losses) taken to equity
\u2014
\u2014
Income tax relating to items subject to reclassification to income statements
288
184
TOTAL RECOGNIZED INCOME/EXPENSE
4,102
731
(1) Presented for comparison purposes only.
Statement of changes in equity for the year ended December 31, 2022 of BBVA, S.A.
STATEMENT OF CHANGES IN EQUITY (Millions of Euros)
2022
Capital
Share
Premium
Equity
instruments
issued other
than capital
Other
Equity
Retained
earnings
Revaluation
reserves
Other
reserves
(-)
Treasury
shares
Profit or
loss
attributable
to owners
of the
parent
(-) Interim
dividends
Accumulated
other
comprehensive
income
Total
Balances as of January 1, 2022
3,267
23,599
\u2014
49
6,436
\u2014
(1,026)
(574)
1,080
(533)
(1,461)
30,836
Total income/expense recognized
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
4,816
\u2014
(713)
4,102
Other changes in equity
(313)
(2,743)
\u2014
1
(983)
\u2014
553
572
(1,080)
(190)
1
(4,182)
Issuances of common shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuances of preferred shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuance of other equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Period or maturity of other issued equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Conversion of debt on equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Common Stock reduction
(313)
(2,743)
\u2014
\u2014
250
\u2014
(355)
3,160
\u2014
\u2014
\u2014
\u2014
Dividend distribution
\u2014
\u2014
\u2014
\u2014
(1,467)
\u2014
\u2014
\u2014
\u2014
(724)
\u2014
(2,190)
Purchase of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(2,879)
\u2014
\u2014
\u2014
(2,879)
Sale or cancellation of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(6)
291
\u2014
\u2014
\u2014
285
Reclassification of financial liabilities to other equity
instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Reclassification of other equity instruments to financial
liabilities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers between total equity entries
\u2014
\u2014
\u2014
1
547
\u2014
(2)
\u2014
(1,080)
533
1
\u2014
Increase/Reduction of equity due to business
combinations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Share based payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other increases or (-) decreases in equity
\u2014
\u2014
\u2014
\u2014
(313)
\u2014
916
\u2014
\u2014
\u2014
\u2014
602
Balances as of December 31, 2022
2,955
20,856
\u2014
49
5,453
\u2014
(474)
(3)
4,816
(724)
(2,172)
30,756
Statement of changes in equity for the year ended December 31, 2021 of BBVA, S.A.
STATEMENT OF CHANGES IN EQUITY (Millions of Euros)
2021 \u207d\u00b9\u207e
Capital
Share
Premium
Equity
instruments
issued other
than capital
Other
Equity
Retained
earnings
Revaluation
reserves
Other
reserves
(-)
Treasury
shares
Profit or
loss
attributable
to owners
of the
parent
(-) Interim
dividends
Accumulated
other
comprehensive
income
Total
Balances as of January 1, 2021
3,267
23,992
\u2014
34
8,859
\u2014
31
(9)
(2,182)
\u2014
(1,124)
32,867
Total income/expense recognized
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1,080
\u2014
(349)
731
Other changes in equity
\u2014
(393)
\u2014
15
(2,423)
\u2014
(1,058)
(565)
2,182
(533)
13
(2,763)
Issuances of common shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuances of preferred shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuance of other equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Settlement or maturity of other equity instruments
issued
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Conversion of debt on equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Common Stock reduction
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Dividend distribution
\u2014
(393)
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(533)
\u2014
(927)
Purchase of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(925)
\u2014
\u2014
\u2014
(925)
Sale or cancellation of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(4)
360
\u2014
\u2014
\u2014
356
Reclassification of other equity instruments to financial
liabilities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Reclassification of financial liabilities to other equity
instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers within total equity
\u2014
\u2014
\u2014
(2)
(2,064)
\u2014
(129)
\u2014
2,182
\u2014
13
\u2014
Increase/Reduction of equity due to business
combinations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Share based payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other increases or (-) decreases in equity
\u2014
\u2014
\u2014
17
(359)
\u2014
(925)
\u2014
\u2014
\u2014
\u2014
(1,267)
Balances as of December 31, 2021
3,267
23,599
\u2014
49
6,436
\u2014
(1,026)
(574)
1,080
(533)
(1,461)
30,836
(1) Presented for comparison purposes only.
CASH FLOWS STATEMENTS (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
A) CASH FLOWS FROM OPERATING ACTIVITIES (1+2+3+4+5)
23,057
(12,004)
1.Profit (loss) for the year
4,816
1,080
2.Adjustments to obtain the cash flow from operating activities:
(629)
1,313
Depreciation and amortization
638
639
Other adjustments
(1,268)
674
3.Net increase/decrease in operating assets
696
(15,123)
Financial assets held for trading
13,999
(20,093)
Non-trading financial assets mandatorily at fair value through profit or loss
(109)
(26)
Other financial assets designated at fair value through profit or loss
\u2014
\u2014
Financial assets at fair value through other comprehensive income
3,351
9,323
Financial assets at amortized cost
(15,757)
(5,494)
Other operating assets
(788)
1,167
4.Net increase/decrease in operating liabilities
18,825
928
Financial liabilities held for trading
2,995
10,724
Other financial liabilities designated at fair value through profit or loss
(379)
(1,029)
Financial liabilities at amortized cost
15,480
(9,209)
Other operating liabilities
729
443
5.Collection/Payments for income tax
(651)
(202)
B) CASH FLOWS FROM INVESTING ACTIVITIES (1+2)
(2,753)
10,049
1.Investment
(3,937)
(502)
Tangible assets
(60)
(56)
Intangible assets
(360)
(319)
Investments in subsidiaries, joint ventures and associates
(3,516)
(116)
Other business units
\u2014
\u2014
Non-current assets and disposal groups classified as held for sale and associated liabilities
\u2014
(12)
Other settlements related to investing activities
\u2014
\u2014
2.Divestments
1,184
10,551
Tangible assets
6
21
Intangible assets
\u2014
\u2014
Investments in subsidiaries, joint ventures and associates
852
77
Other business units
\u2014
\u2014
Non-current assets classified as held for sale and associated liabilities
326
10,453
Other collections related to investing activities
\u2014
\u2014
C) CASH FLOWS FROM FINANCING ACTIVITIES (1 + 2)
(5,921)
(3,028)
1. Payments
(6,190)
(3,540)
Dividends (shareholders remuneration)
(2,190)
(927)
Subordinated liabilities
(881)
(1,684)
Treasury share amortization
(313)
\u2014
Treasury share acquisition
(2,567)
(929)
Other items relating to financing activities
(240)
\u2014
2. Collections
270
512
Subordinated liabilities
\u2014
\u2014
Common stock increase
\u2014
\u2014
Treasury share disposal
270
356
Other items relating to financing activities
\u2014
156
D) EFFECT OF EXCHANGE RATE CHANGES
(231)
(303)
E) NET INCREASE/DECREASE IN CASH OR CASH EQUIVALENTS (A+B+C+D)
14,153
(5,286)
F) CASH AND CASH EQUIVALENTS AT BEGINNING OF THE YEAR
38,821
44,107
G) CASH AND CASH EQUIVALENTS AT END OF THE YEAR (E+F)
52,973
38,821
COMPONENTS OF CASH AND EQUIVALENTS AT END OF THE YEAR (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
Cash
972
830
Balance of cash equivalent in central banks
49,854
36,566
Other financial assets
2,147
1,424
Less: Bank overdraft refundable on demand
\u2014
\u2014
TOTAL CASH AND CASH EQUIVALENTS AT END OF THE YEAR
52,973
38,821
(1) Presented for comparison purposes only.
This Appendix is an integral part of Notes 2.1 of the consolidated financial statements for the year ended December 31, 2022.
APPENDIX X. Information on data derived from the special accounting registry and other
information bonds
The Bank has implemented policies and procedures for its activities in the mortgage market and in the financing of exportation of
goods and services or the process of internationalization of companies, which allow ensuring compliance with the applicable
regulations of the mortgage market and for the issuance of bonds.
Mortgage market policies and procedures
Information required pursuant to Circular 5/2011 of the Bank of Spain is indicated as follows.
The mortgage origination policy is based on principles focused on assessing the adequate ratio between the amount of the loan, and
the payments, and the income of the applicant. Applicants must in all cases prove sufficient repayment ability (present and future) to
meet their repayment obligations, for both the mortgage debt and for other debts detected in the financial system. Therefore, the
applicant\u2019s repayment ability is a key aspect within the credit decision-making tools and retail risk acceptance manuals, and has a
high weighting in the final decision.
During the mortgage risk transaction analysis process, documentation supporting the applicant\u2019s income (payroll, etc.) is required,
and the applicant\u2019s position in the financial system is checked through automated database queries (internal and external). This
information is used for calculation purposes in order to determine the level of indebtedness/compliance with the remainder of the
system. This documentation is kept in the transaction\u2019s file.
In addition, the mortgage origination policy assesses the adequate ratio between the amount of the loan and the appraisal value of the
mortgaged asset. The policy also establishes that the property to be mortgaged be appraised by an independent appraisal company
as established by Circular 4/2017. BBVA selects those companies whose reputation, standing in the market and independence
ensure that their appraisals adapt to the market reality in each region. Each appraisal is reviewed and checked before the loan is
granted and, in those cases where the loan is finally granted, it is kept in the transaction\u2019s file.
As for issues related to the mortgage market, the Finance area annually defines the strategy for wholesale finance issues, and more
specifically mortgage bond issues, such as mortgage covered bonds or mortgage securitization. The Assets and Liabilities Committee
tracks the budget monthly. The volume and type of assets in these transactions is determined in accordance with the wholesale
finance plan, the trend of the Bank\u2019s \u201cLoans and advances\u201d outstanding balances and the conditions in the market.
The Board of Directors of the Bank authorizes each of the issues of Mortgage Transfer Certificates and/or Mortgage Participations
issued by BBVA to securitize the credit rights derived from loans and mortgage loans. Likewise, the Board of Directors authorizes the
establishment of a Base Prospectus for the issuance of fixed-income securities through which the mortgage-covered bonds are
implemented.
As established on the applicable regulation, the Bank has set up a series of controls for mortgage covered bonds, which regularly
control the total volume of issued mortgage covered bonds issued and the collateral which serves as guarantee and the eligible
collateral, to avoid exceeding any limit which is applicable in accordance with the applicable regulations at any time. In the case of
securitizations, the preliminary portfolio of loans and mortgage loans to be securitized is checked according to an agreed procedures
engagement, by an independent expert from outside the Bank. There is also a series of filters through which some mortgage loans
and credits are excluded in accordance with legal, commercial and risk concentration criteria.
Quantitative information on activities in the mortgage market
The quantitative information on activities in the mortgage market required by Bank of Spain Circular 5/2011 as of December 31, 2022
and 2021 is shown below.
b.1) Ongoing operations1
Mortgage loans. Eligibility for the purpose of the mortgage market (Millions of Euros)
2022
2021
Nominal value of outstanding loans and mortgage loans
(A)
82,753
86,112
Minus: Nominal value of all outstanding loans and mortgage loans that form part of the portfolio, but
have been mobilized through mortgage bond holdings or mortgage transfer certificates.
(B)
(26,197)
(27,106)
Nominal value of outstanding loans and mortgage loans, excluding securitized loans
(A)-(B)
56,556
59,006
Of which: Loans and mortgage loans which would be eligible if the calculation limits set forth in
Article 12 of Spanish Royal Decree 716/2009 were not applied.
(C)
42,607
45,006
Of which: Minus: Loans and mortgage loans which would be eligible but, according to the criteria set
forth in Article 12 of Spanish Royal Decree 716/2009, cannot be used to collateralize any issuance of
mortgage bonds.
(D)
(611)
(1,043)
Eligible loans and mortgage loans that, according to the criteria set forth in Article 12 of
Spanish Royal Decree 716/2009, can be used as collateral for the issuance of mortgage bonds
(C)-(D)
41,996
43,963
Issuance limit: 80% of eligible loans and mortgage loans that can be used as collateral
(E )
33,597
35,170
Issued Mortgage-covered bonds
(F)
23,276
31,899
Outstanding Mortgage-covered bonds
7,775
9,399
Capacity to issue mortgage-covered bonds
(E)-(F)
10,321
3,271
Memorandum items:
Percentage of overcollateralization across the portfolio
243%
185%
Percentage of overcollateralization across the eligible used portfolio
180%
138%
Nominal value of available sums (committed and unused) from all loans and mortgage loans.
6,409
5,765
Of which: Potentially eligible
5,146
4,972
Of which: Ineligible
1,263
793
Nominal value of all loans and mortgage loans that are not eligible, as they do not meet the thresholds
set in Article 5.1 of Spanish Royal Decree 716/2009, but do meet the rest of the eligibility requirements
indicated in Article 4 of the Royal Decree.
5,915
7,623
Nominal value of the replacement assets subject to the issue of mortgage-covered bonds.
\u2014
\u2014
Mortgage loans. Eligibility for the purpose of the mortgage market (Millions of Euros)
2022
2021
Total loans
(1)
82,753
86,112
Issued mortgage participations
(2)
8,604
3,703
Of which: recognized on the balance sheet
7,666
2,632
Issued mortgage transfer certificates
(3)
17,593
23,403
Of which: recognized on the balance sheet
16,019
21,530
Mortgage loans as collateral of mortgages bonds
(4)
\u2014
\u2014
Loans supporting the issuance of mortgage-covered bonds
1-2-3-4
56,556
59,006
Non eligible loans
13,949
14,000
Comply requirements to be eligible except the limit provided for under the article 5.1 of the
Spanish Royal Decree 716/2009
5,915
7,623
Other
8,034
6,377
Eligible loans
42,607
45,006
That cannot be used as collateral for issuances
611
1,043
That can be used as collateral for issuances
41,996
43,963
Loans used to collateralize mortgage bonds
\u2014
\u2014
Loans used to collateralize mortgage-covered bonds
41,996
43,963
(1) Not taking into account the thresholds established by article 12 of Spanish Royal Decree 716/2009.
(2) Taking into account the thresholds established by article 12 of Spanish Royal Decree 716/2009.
Nominal value of the total mortgage loans (Millions of Euros)
Loan to Value (Last available appraisal risk)
Less than or
equal to
40%
Over 40%
but less
than or
equal to
60%
Over 60%
but less
than or
equal to
80%
Over 80%
Total
December 2022
Home mortgages
14,160
12,814
11,378
\u2014
38,352
Other mortgages
2,387
1,868
4,255
Total
16,547
14,682
11,378
\u2014
42,607
December 2021
Home mortgages
13,612
13,935
13,004
\u2014
40,551
Other mortgages
2,264
2,191
4,455
Total
15,876
16,126
13,004
\u2014
45,006
(1) Not taking into account the thresholds established by Article 12 of Spanish Royal Decree 716/2009.
Mortgage loans supporting the issuance of mortgage-covered bonds. Nominal value (Millions of Euros)
2022
2021
Potentially eligible
5,146
4,972
Ineligible
1,263
793
Total
6,409
5,765
Liabilities operations
Issued Mortgage Bonds (Millions of Euros)
2022
2021
Nominal value
Average
residual
maturity
Nominal value
Average
residual
maturity
Mortgage bonds
\u2014
\u2014
Mortgage-covered bonds
23,276
31,899
Of which: Non recognized as liabilities on balance
15,501
22,500
Of Which: outstanding
7,775
9,399
Debt securities issued through public offer
7,950
7,700
Residual maturity up to 1 year
2,250
1,250
Residual maturity over 1 year and less than 2 years
1,000
2,250
Residual maturity over 2 years and less than 3 years
2,000
1,000
Residual maturity over 3 years and less than 5 years
2,500
3,000
Residual maturity over 5 years and less than 10 years
\u2014
\u2014
Residual maturity over 10 years
200
200
Debt securities issued without public offer
14,105
22,610
Residual maturity up to 1 year
2,500
2,000
Residual maturity over 1 year and less than 2 years
\u2014
9,000
Residual maturity over 2 years and less than 3 years
4,000
\u2014
Residual maturity over 3 years and less than 5 years
4,605
8,500
Residual maturity over 5 years and less than 10 years
3,000
3,110
Residual maturity over 10 years
\u2014
\u2014
Deposits
1,221
1,589
Residual maturity up to 1 year
100
368
Residual maturity over 1 year and less than 2 years
\u2014
100
Residual maturity over 2 years and less than 3 years
371
\u2014
Residual maturity over 3 years and less than 5 years
100
371
Residual maturity over 5 years and less than 10 years
650
750
Residual maturity over 10 years
\u2014
\u2014
Mortgage participations
7,666
248
2,632
251
Issued through public offer
7,666
248
2,632
251
Issued without public offer
\u2014
\u2014
\u2014
\u2014
Mortgage transfer certificates
16,019
248
21,530
251
Issued through public offer
16,019
248
21,530
251
Issued without public offer
\u2014
\u2014
\u2014
\u2014
Given the characteristics of the type of covered bonds issued by the Bank, there is no substituting collateral related to these issues.
The Bank does not hold any derivative financial instruments relating to mortgage bond issues, as defined in the aforementioned Royal
Decree.
Quantitative information on internationalization covered bonds
Below is the quantitative information of BBVA, S.A. internationalization covered bonds required by Bank of Spain Circular 4/2017 as
of December 31, 2022 and 2021:
c.1)Assets operations
Principal outstanding payment of loans (Millions of Euros)
Nominal value
2022
Nominal value
2021
Eligible loans according to article 34.6 and 7 of the Law 14/2013
3,574
3,539
Minos: Loans that support the issuance of internationalization bonds
\u2014
\u2014
Minos: NPL to be deducted in the calculation of the issuance limit, according to Article 13 of
Royal Decree 579/2014
1
15
Total loans included in the base of all issuance limit
3,573
3,524
c.2)Liabilities operations
Internationalization covered bonds (Millions of Euros)
Nominal value
2022
Nominal value
2021
(1) Debt securities issued through public offer (a)
\u2014
1,500
Of which: treasury shares
\u2014
1,500
Residual maturity up to 1 year
\u2014
1,500
Residual maturity over 1 year and less than 2 years
\u2014
\u2014
Residual maturity over 2 years and less than 3 years
\u2014
\u2014
Residual maturity over 3 years and less than 5 years
\u2014
\u2014
Residual maturity over 5 years and less than 10 years
\u2014
\u2014
Residual maturity over 10 years
\u2014
\u2014
(2) Debt securities issued without public offer (a)
\u2014
\u2014
Of which: treasury shares
\u2014
\u2014
Residual maturity up to 1 year
\u2014
\u2014
Residual maturity over 1 year and less than 2 years
\u2014
\u2014
Residual maturity over 2 years and less than 3 years
\u2014
\u2014
Residual maturity over 3 years and less than 5 years
\u2014
\u2014
Residual maturity over 5 years and less than 10 years
\u2014
\u2014
Residual maturity over 10 years
\u2014
\u2014
(3) Deposits (b)
\u2014
\u2014
Residual maturity up to 1 year
\u2014
\u2014
Residual maturity over 1 year and less than 2 years
\u2014
\u2014
Residual maturity over 2 years and less than 3 years
\u2014
\u2014
Residual maturity over 3 years and less than 5 years
\u2014
\u2014
Residual maturity over 5 years and less than 10 years
\u2014
\u2014
Residual maturity over 10 years
\u2014
\u2014
TOTAL: (1) + (2) + (3)
\u2014
1,500
Percentage
Percentage
Coverage ratio of internationalization covered bonds on loans (c)
\u2014%
43%
Territorial bonds
d.1)Assets operations
Loans that serves as collateral for the territorial bonds
Nominal Value (a)
Total
Spanish Residents
Residents in other
countries of the
European Economic
Area
December 2022
Central Governments
1,585
1,582
3
Regional Governments
7,131
7,105
26
Local Governments
3,678
3,678
\u2014
Total loans
12,394
12,365
29
December 2021
Central Governments
1,435
1,422
13
Regional Governments
7,756
7,729
27
Local Governments
3,598
3,598
\u2014
Total loans
12,789
12,749
40
(a) Includes the nominal value of all loans that serve as collateral for the territorial bonds, regardless of the item in which they are included in the balance sheet. Principal pending
payment of loans. The territorial bonds include all the instruments issued by the entity pending amortization, although they are not recognized in the liability (because they have
not been placed to third parties or have been repurchased).
(b) Percentage that results from the value of the quotient between the nominal value of the issued and non-overdue bonds, even if they are not recognized in the liability, and the
nominal value balance pending collection of the loans that serve as guarantee.
This Appendix is an integral part of Notes 14.3, 22.4 and 55.3 of the consolidated financial statements for the year ended December
31, 2022.
APPENDIX XI. Quantitative information on refinancing and restructuring operations and
other requirement under Bank of Spain Circular 6/2012
Quantitative information on refinancing and restructuring operations
The breakdown of refinancing and restructuring operations as of December 31, 2022, 2021 and 2020 is as follows:
December 2022 BALANCE OF FORBEARANCE (Millions of Euros)
TOTAL
Unsecured loans
Secured loans
Accumulated
impairment or
accumulated losses
in fair value due to
credit risk
Maximum amount of secured
loans that can be considered
Number of
operations
Gross
carrying
amount
Number of
operations
Gross
carrying
amount
Real estate
mortgage
secured
Rest of
secured loans
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
General Governments
57
38
24
9
6
\u2014
(9)
Other financial corporations and individual
entrepreneurs (financial business)
303
10
22
6
1
3
(7)
Non-financial corporations and individual
entrepreneurs (corporate non-financial activities)
75,713
5,882
8,687
2,792
1,238
223
(3,303)
Of which: financing the construction and
property (including land)
460
479
819
383
164
33
(497)
Other households (1)
231,910
1,412
79,666
4,969
3,702
20
(1,601)
Total
307,983
7,343
88,399
7,778
4,946
246
(4,920)
Of\u00a0 which:\u00a0 IMPAIRED
Unsecured loans
Secured loans
Accumulated
impairment or
accumulated losses
in fair value due to
credit risk
Maximum amount of secured
loans that can be considered
Number of
operations
Gross
carrying
amount
Number of
operations
Gross
carrying
amount
Real estate
mortgage
secured
Rest of
secured loans
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
General Governments
26
20
23
9
5
\u2014
(8)
Other financial corporations and individual
entrepreneurs (financial business)
232
9
17
4
\u2014
1
(7)
Non-financial corporations and individual
entrepreneurs (corporate non-financial activities)
59,944
3,104
6,005
1,604
500
66
(2,815)
Of which: financing the construction and
property (including land)
414
475
620
269
82
22
(480)
Other households (1)
124,228
871
37,043
2,514
1,607
4
(1,412)
Total
184,430
4,004
43,088
4,130
2,113
70
(4,242)
(1) Number of operations does not include Garanti BBVA. Includes mortgage-backed real estate operations with loan to value ratio of greater than 1, and secured operations, other
than transactions secured by real estate mortgage regardless of their loan to value ratio.
December 2021 BALANCE OF FORBEARANCE (Millions of Euros)
TOTAL
Unsecured loans
Secured loans
Accumulated
impairment or
accumulated losses
in fair value due to
credit risk
Maximum amount of
secured loans that can be
considered
Number of
operations
Gross
carrying
amount
Number of
operations
Gross carrying
amount
Real estate
mortgage
secured
Rest of
secured
loans
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
General Governments
59
63
32
22
15
\u2014
(11)
Other financial corporations and individual
entrepreneurs (financial business)
377
30
25
2
2
\u2014
(6)
Non-financial corporations and individual
entrepreneurs (corporate non-financial activities)
99,852
6,590
11,417
3,552
2,108
45
(3,196)
Of which: financing the construction and
property (including land)
739
155
1,785
486
322
\u2014
(513)
Other households (1)
275,927
1,813
96,312
5,877
4,473
25
(1,622)
Total
376,215
8,496
107,786
9,453
6,599
70
(4,834)
Of\u00a0 which:\u00a0 IMPAIRED
Unsecured loans
Secured loans
Accumulated
impairment or
accumulated losses
in fair value due to
credit risk
Maximum amount of
secured loans that can be
considered
Number of
operations
Gross
carrying
amount
Number of
operations
Gross carrying
amount
Real estate
mortgage
secured
Rest of
secured
loans
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
General Governments
29
29
23
10
6
\u2014
(10)
Other financial corporations and individual
entrepreneurs (financial business)
255
11
17
1
1
\u2014
(5)
Non-financial corporations and individual
entrepreneurs (corporate non-financial activities)
74,054
3,701
7,423
1,799
855
10
(2,639)
Of which: financing the construction and
property (including land)
592
148
1,229
320
179
\u2014
(464)
Other households (1)
143,791
948
39,962
2,701
1,799
3
(1,377)
Total
218,129
4,689
47,425
4,512
2,661
13
(4,031)
(1) Number of operations does not include Garanti BBVA. Includes mortgage-backed real estate operations with loan to value ratio of greater than 1, and secured operations, other
than transactions secured by real estate mortgage regardless of their loan to value ratio.
December 2020 BALANCE OF FORBEARANCE (Millions of Euros)
TOTAL
Unsecured loans
Secured loans
Accumulated
impairment or
accumulated
losses in fair value
due to credit risk
Maximum amount of secured
loans that can be considered
Number of
operations
Gross
carrying
amount
Number of
operations
Gross carrying
amount
Real estate
mortgage
secured
Rest of
secured loans
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
General Governments
67
77
69
62
45
\u2014
(15)
Other financial corporations and individual
entrepreneurs (financial business)
519
10
22
2
2
\u2014
(4)
Non-financial corporations and individual
entrepreneurs (corporate non-financial activities)
111,648
5,592
11,343
3,182
1,911
33
(3,128)
Of which: financing the construction and property
(including land)
624
500
1,081
622
370
8
(420)
Other households (1)
261,097
1,782
86,643
5,992
4,379
27
(1,712)
Total
373,331
7,460
98,077
9,239
6,337
60
(4,859)
Of\u00a0 which:\u00a0 IMPAIRED
Unsecured loans
Secured loans
Accumulated
impairment or
accumulated
losses in fair value
due to credit risk
Maximum amount of secured
loans that can be considered
Number of
operations
Gross
carrying
amount
Number of
operations
Gross carrying
amount
Real estate
mortgage
secured
Rest of
secured loans
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
General Governments
39
36
29
20
14
\u2014
(12)
Other financial corporations and individual
entrepreneurs (financial business)
283
5
11
1
1
\u2014
(3)
Non-financial corporations and individual
entrepreneurs (corporate non-financial activities)
67,588
3,470
6,880
1,939
916
21
(2,727)
Of which: financing the construction and property
(including land)
469
216
674
408
197
8
(311)
Other households (1)
113,013
765
37,063
2,805
1,820
8
(1,358)
Total
180,923
4,274
43,983
4,765
2,750
30
(4,100)
(1) Number of operations does not include Garanti BBVA. Includes mortgage-backed real estate operations with loan to value ratio of greater than 1, and secured operations, other
than transactions secured by real estate mortgage regardless of their loan to value ratio.
In addition to the restructuring and refinancing transactions mentioned in this section, loans that were not considered impaired or
renegotiated have been modified based on the criteria set out in the accounting regulation that applies. These loans have not been
classified as renegotiated or impaired, since they were modified for commercial or competitive reasons (for instance, to improve
relationships with clients) rather than for economic or legal reasons relating to the borrower's financial situation.
The table below provides a breakdown by segments of the forbearance operations (net of provisions) as of December 31, 2022, 2021
and 2020:
Forbearance operations. Breakdown by segments (Millions of Euros)
2022
2021
2020
Credit institutions
\u2014
\u2014
\u2014
Central governments
39
74
124
Other financial corporations and individual entrepreneurs (financial activity)
9
26
8
Non-financial corporations and individual entrepreneurs (non-financial activity)
5,371
6,946
5,645
Of which: Financing the construction and property development (including land)
365
128
701
Households
4,780
6,068
6,062
Total carrying amount
10,200
13,114
11,840
Financing classified as non-current assets and disposal groups held for sale
\u2014
\u2014
858
NPL ratio by type of renegotiated loan
The non-performing ratio of the renegotiated portfolio is defined as the impaired balance of renegotiated loans that shows signs of
difficulties as of the closing of the reporting period, divided by the total payment outstanding in that portfolio
As of December 31, 2022 and December 31, 2021, the non-performing ratio for each of the portfolios of renegotiated loans is as
follows:
NPL ratio renegotiated loan portfolio
Ratio of impaired loans -
past due
2022
2021
General governments
61 %
45 %
Commercial
54 %
54 %
Of which: Construction and developer
86 %
73 %
Other consumer
53 %
47 %
(1) The amounts included in this table are net of loss allowances.
(2) Small and medium enterprises.
(3) Non-profit institutions serving households.
(4) Net of provisions.
December 2020 (Millions of Euros)
Loans to customers. Loan to value
Total (1)
Mortgage
loans
Secured
loans
Less
than or
equal to
40%
Over
40% but
less than
or equal
to 60%
Over
60% but
less than
or equal
to 80%
Over
80% but
less than
or equal
to 100%
Over
100%
General governments
19,718
372
1,451
390
546
135
714
39
Other financial institutions and
individual entrepreneurs
17,464
200
9,398
166
1,585
2,610
4,948
289
Non-financial institutions and
individual entrepreneurs
143,693
23,686
4,082
8,294
7,162
4,467
3,200
4,646
Construction and property
development
4,379
3,244
82
1,048
1,015
678
263
321
Construction of civil works
6,810
641
279
274
194
97
48
306
Other purposes
132,504
19,801
3,721
6,972
5,953
3,691
2,888
4,019
Large companies
79,595
6,648
1,920
2,561
1,811
1,242
1,012
1,943
SMEs (2) and individual
entrepreneurs
52,909
13,154
1,801
4,411
4,142
2,449
1,877
2,076
Rest of households and NPISHs (3)
137,870
92,555
1,836
19,606
24,126
27,130
15,463
8,066
Housing
94,098
90,756
131
18,743
23,719
26,817
13,960
7,648
Consumption
39,442
418
1,521
246
190
139
1,245
118
Other purposes
4,331
1,381
184
617
216
174
257
301
TOTAL
318,745
116,813
16,768
28,456
33,419
34,343
24,324
13,039
MEMORANDUM ITEM:
Forbearance operations (4)
11,840
7,271
74
1,350
1,408
1,587
1,165
1,834
(1) The amounts included in this table are net of loss allowances.
(2) Small and medium enterprises.
(3)\u00a0 Non-profit institutions serving households.
(4) Net of provisions.
Information on the concentration of risk by activity and geographical areas
December 2022 (Millions of Euros)
TOTAL (1)
Spain
Rest of
European
Union
America
Other
Credit institutions
166,602
58,290
36,043
42,941
29,328
General governments
128,028
52,873
13,677
47,726
13,752
Central Administration
107,292
39,349
13,153
41,666
13,124
Other
20,736
13,524
524
6,060
628
Other financial institutions
49,629
9,884
16,254
15,110
8,380
Non-financial institutions and individual entrepreneurs
235,376
81,464
25,039
80,112
48,761
Construction and property development
8,590
2,636
659
2,149
3,146
Construction of civil works
9,361
5,942
1,078
1,037
1,304
Other purposes
217,425
72,886
23,302
76,925
44,311
Large companies
154,894
45,864
22,686
55,071
31,274
SMEs and individual entrepreneurs
62,531
27,023
616
21,855
13,038
Other households and NPISHs
151,091
88,608
2,591
49,290
10,602
Housing
95,238
70,901
1,483
21,455
1,398
Consumer
50,296
14,595
236
26,697
8,768
Other purposes
5,557
3,111
871
1,139
436
TOTAL
730,724
291,119
93,603
235,179
110,823
The following is a description of the real estate credit risk based on the types of associated guarantees:
Financing allocated by credit institutions to construction and real estate development and lending for house purchase
(Millions of Euros)
2022
2021
2020
Without secured loan
232
248
372
With secured loan
1,629
1,875
2,193
Terminated buildings
898
1,172
1,307
Homes
710
936
991
Other
188
235
316
Buildings under construction
556
517
614
Homes
536
509
430
Other
21
8
184
Land
175
186
272
Urbanized land
119
124
143
Rest of land
56
62
129
Total
1,861
2,123
2,565
The information on the retail mortgage portfolio risk (housing mortgage) as of December 31, 2022, 2021 and 2020 is as follows:
Financing allocated by credit institutions to construction and Real Estate development and lending for house purchase.
(Millions of Euros)
Gross amount
Of which: impaired loans
2022
2021
2020
2022
2021
2020
Houses purchase loans
71,799
74,094
74,689
2,486
2,748
2,841
Without mortgage
1,539
1,631
1,693
8
13
20
With mortgage
70,260
72,463
72,996
2,477
2,735
2,821
Outstanding home mortgage loans as of December 31, 2022, 2021 and 2020 had an average LTV of 43%, 46% and 46% respectively.
The breakdown of foreclosed, acquired, purchased or exchanged assets from debt from loans relating to business in Spain, as well as
the holdings and financing to non-consolidated entities holding such assets is as follows:
Information about Assets Received in Payment of Debts (Business in Spain) (Millions of euros)
Gross Value
Provisions
Of which: Valuation
adjustments on impaired
assets, from the time of
foreclosure
Carrying amount
2022
2021
2020
2022
2021
2020
2022
2021
2020
2022
2021
2020
Real estate assets from
loans to the
construction and real
estate development
sectors in Spain
539
654
913
(389)
(407)
(486)
(229)
(214)
(234)
150
247
427
Terminated buildings
125
196
363
(72)
(94)
(144)
(38)
(44)
(60)
54
102
219
Homes
49
87
212
(25)
(39)
(75)
(11)
(17)
(33)
24
48
137
Other
76
109
151
(47)
(55)
(69)
(27)
(27)
(27)
30
54
82
Buildings under
construction
21
23
30
(16)
(17)
(21)
(8)
(6)
(10)
5
6
9
Homes
20
22
29
(15)
(16)
(20)
(7)
(6)
(10)
5
6
9
Other
1
1
1
(1)
(1)
(1)
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Land
393
435
520
(302)
(296)
(321)
(183)
(164)
(164)
91
139
199
Urbanized land
366
406
485
(285)
(281)
(303)
(170)
(153)
(150)
81
125
182
Rest of land
27
29
35
(17)
(15)
(18)
(12)
(11)
(14)
10
14
17
Real estate assets from
mortgage financing for
households for the
purchase of a home
736
970
1,128
(410)
(520)
(593)
(134)
(154)
(163)
327
450
535
Rest of foreclosed real
estate assets
449
494
481
(270)
(264)
(259)
(80)
(62)
(48)
179
230
222
Equity instruments,
investments and
financing to non-
consolidated companies
holding said assets
656
708
1,310
(397)
(449)
(450)
(358)
(410)
(412)
259
259
860
Total
2,381
2,826
3,832
(1,466)
(1,640)
(1,788)
(801)
(840)
(857)
915
1,186
2,044
(1) Equity instruments are shown net of valuation adjustment.
Risks by geographical areas. December 2020 (Millions of Euros)
Spain
Rest of Europe
Mexico
The United States
Turkey
South America
Other
Total
Derivatives
8,419
17,811
2,292
8,350
349
2,162
800
40,183
Equity instruments (1)
2,196
9,627
3,197
925
65
260
420
16,690
Debt securities
56,552
18,932
29,392
5,097
7,466
5,907
6,287
129,632
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
2,535
100
2,635
General governments
48,765
12,320
26,567
2,412
7,449
2,547
4,641
104,701
Credit institutions
1,680
2,383
1,542
214
14
205
681
6,718
Other financial corporations
5,466
1,804
404
897
2
439
163
9,175
Non-financial corporations
641
2,426
879
1,574
\u2014
180
702
6,402
Loans and advances
168,849
50,691
57,787
8,335
40,373
39,081
9,964
375,080
Central banks
1,301
37
235
204
3,408
1,060
37
6,282
General governments
12,712
328
4,671
\u2014
181
1,401
732
20,026
Credit institutions
644
23,123
2,888
1,477
217
830
3,762
32,940
Other financial corporations
3,742
10,826
2,489
946
1,165
756
723
20,647
Non-financial corporations
55,314
13,078
22,878
5,670
23,963
18,215
4,573
143,691
Households
95,136
3,298
24,626
38
11,439
16,819
137
151,493
Total risk in financial assets
236,016
97,061
92,667
22,706
48,253
47,410
17,471
561,585
Loan commitments given
35,096
32,327
15,748
33,644
7,691
6,530
1,548
132,584
Financial guarantees given
850
3,302
24
714
4,415
1,013
348
10,665
Other commitments given
15,474
8,224
1,618
1,922
3,403
2,883
2,666
36,190
Off-balance sheet exposures
51,419
43,853
17,391
36,280
15,508
10,425
4,563
179,440
Total risks in financial instruments
287,436
140,914
110,058
58,986
63,761
57,836
22,034
741,025
(1) Equity instruments are shown net of valuation adjustment.
The breakdown of the main figures in the most significant foreign currencies in the consolidated balance sheets is set forth in Appendix VII.
The breakdown of loans and advances in the heading of \u201cLoans and advances\u201d, impaired by geographical area as December 31, 2022,
2021 and 2020.
Impaired financial assets by geographic area (Millions of Euros)
2022
2021
2020
Spain
7,468
8,143
8,199
Rest of Europe
93
104
118
Mexico
1,939
1,921
1,767
South America
1,721
1,744
1,703
Turkey
2,272
2,746
2,889
Rest of the world
\u2014
\u2014
2
IMPAIRED RISKS
13,493
14,657
14,678
This Appendix is an integral part of Note 7.2.8 of the consolidated financial statements for the year ended December 31, 2022.
APPENDIX XIII Information in accordance with article 89 of Directive 2013/36/EU of the
European Parliament and its application to Spanish Law through Law 10/2014
December 31, 2022 (Millions of Euros)
Country
CIT
payments
cash basis
CIT
expense
consol
PBT
consol
Gross
margin
N\u00ba employees (1)
Activity
Main Entity
Germany
19
10
30
45
38
Banking services
BBVA, S.A. - Frankfurt Branch Office
Argentina
7
(13)
253
1,208
5,421
Finance, banking and insurance services
Banco BBVA Argentina S.A.
Belgium
\u2014
\u2014
2
5
21
Banking services
BBVA, S.A. - Brussels Branch Office
Bolivia
3
4
16
32
466
Pensions
BBVA Previsi\u00f3n AFP S.A.
Brazil
\u2014
1
1
3
\u2014
Financial services
BBVA Brasil Banco de Investimento,
S.A.
Chile
22
6
49
171
767
Financial services
Forum Servicios Financieros, S.A.
China
\u2014
\u2014
\u2014
5
25
Banking services
BBVA, S.A. - Shanghai Branch Office
Cyprus
3
3
12
14
106
Banking services
Garanti BBVA AS - Nicosia Branch
Office
Colombia
123
126
342
1,024
6,623
Finance, banking and insurance services
BBVA Colombia S.A.
Cura\u00e7ao
\u2014
\u2014
2
5
15
Finance and banking services
Banco Provincial Overseas N.V.
Spain
549
496
1,297
6,331
24,875
Finance, banking and insurance services
BBVA, S.A.
United States
24
18
67
160
347
Finance and banking services
BBVA, S.A. - New York Branch Office
France
25
13
51
81
67
Banking services
BBVA, S.A. - Paris Branch Office
Hong Kong
\u2014
5
34
69
93
Banking services
BBVA,S.A. -\u00a0 Hong-Kong Branch Office
Italy
11
33
110
84
52
Banking services
BBVA, S.A. - Milan Branch Office
Japan
\u2014
\u2014
(1)
\u2014
4
Banking services
BBVA, S.A. - Tokio Branch Office
Malta
4
3
41
65
14
Banking services
Garanti BBVA AS - La Valeta Branch
Office
Mexico
1,141
1,492
5,592
10,344
43,500
Finance, banking and insurance services
BBVA M\u00e9xico, S.A.
Netherlands
7
14
53
99
205
Finance and banking services
Garantibank BBVA International N.V.
Peru
222
163
599
1,484
6,516
Finance and banking services
BBVA Banco Continental S.A.
Portugal
6
(1)
45
103
427
Finance and banking services
BBVA, S.A. - Portugal Branch Office
United Kingdom
15
7
60
130
128
Banking services
BBVA, S.A. - London Branch Office
Romania
9
8
46
123
1,135
Finance and banking services
Garanti Bank S.A.
Singapore
3
3
20
23
15
Banking services
BBVA, S.A. - Singapore Branch Office
Switzerland
5
2
9
46
120
Finance and banking services
BBVA Switzerland S.A.
Taiwan
\u2014
1
1
9
12
Banking services
BBVA, S.A. - Taipei Branch Office
Turkey
948
1,079
1,494
2,885
20,201
Finance, banking and insurance services
Garanti BBVA A.S.
Uruguay
18
19
49
183
573
Finance and banking services
BBVA Uruguay S.A.
Venezuela
2
37
82
157
1,788
Finance, banking and insurance services
BBVA Banco Provincial S.A.
Total
3,166
3,529
10,356
24,890
113,554
(1) Full time employees. The 39 employees of representative offices are not included in the total number.
The amounts of \"Cash payments of corporate income tax\" are highly conditioned and derive fundamentally from the methodology for
calculating the instalment payments provided for in the regulations governing corporate income tax in the different geographical
areas, producing differences between the instalment payments made in the current year and the refund of instalments from previous
years that may result once the final tax returns have been filed. In this respect, it should also be noted that it is normal for there to be,
differences between the amounts of \"Corporate tax cash payments\" and \"Corporate tax expense\", as the tax paid in the year is not
necessarily directly related to the pre-tax profit existing in a jurisdiction, but takes into account the tax payments (and refunds) in
respect of profits made in previous years, as well as the instalment payments made in the current year and the withholding of input
tax. However, the \"Corporate Income Tax Expense\" for the current year is more directly related to the existing Profit before tax for a
given year.
The results of this breakdown of the branches are integrated in the financial statements of the parent companies on which they
depend.
As of December 31, 2022, the return of the Group\u2019s assets calculated by dividing the \u201cProfit\u201d between \u201cTotal Assets\u201d is 0.96%.
In 20221, BBVA group has not received public aid for the financial sector which has the aim of promoting the carrying out of banking
activities and which is significant. This statement is made for the purposes of article 89 of Directive 2013/36/EU of the European
Parliament and of the Council of June 26 (on access to the activity of credit institutions and the prudential supervision of credit
institutions and investment firms) and its transposition to Spanish legislation by means of Law 10/2014 on Monitoring, Supervision
and Solvency of Credit Institutions of June 26.
", "dimensions": { "concept": "ifrs-full:DisclosureOfNotesAndOtherExplanatoryInformationExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMjE5OTAyMzI1NTczNDk_61d880e6-388c-464d-99b2-f05c374444fd": { "value": "IntroductionBanco Bilbao Vizcaya Argentaria, S.A. (hereinafter \u201cthe Bank\u201d, \u201cBBVA\" or \u201cBBVA, S.A.\u201d) is a private-law entity subject to the laws and regulations governing banking entities operating in Spain. It carries out its activity through branches and agencies across the country and abroad.", "dimensions": { "concept": "ifrs-full:DescriptionOfNatureOfEntitysOperationsAndPrincipalActivities", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMzczODMzOTUzNDYxNTc_26ab13cd-a024-4927-932d-8527f43002e4": { "value": "Banco Bilbao Vizcaya Argentaria, S.A. (hereinafter \u201cthe Bank\u201d, \u201cBBVA\" or \u201cBBVA, S.A.\u201d)n addition to the activities it carries out directly, the Bank heads a group of subsidiaries, joint ventures and associates which perform
a wide range of activities and which together with the Bank constitute the Banco Bilbao Vizcaya Argentaria Group (hereinafter the
\u201cGroup\u201d or the \u201cBBVA Group\u201d). In addition to its own separate financial statements, the Bank is required to prepare Consolidated
Financial Statements comprising all consolidated subsidiaries of the Group.
The Consolidated Financial Statements of the BBVA Group for the year ended December 31, 2021 were approved by the shareholders
at the Annual General Meeting (\u201cAGM\u201d) held on March 18, 2022.
The amounts reflected in the Consolidated Financial Statements are presented in millions of euros, unless it is more appropriate to
use smaller units. Some items that appear without a balance in these Consolidated Financial Statements are due to how the units are
expressed. Also, in presenting amounts in millions of euros, the accounting balances have been rounded up or down. It is therefore
possible that the totals appearing in some tables are not the exact arithmetical sum of their component figures
The currency in which the Financial Statements of the BBVA Group are presented is the euro. As such, all balances and transactions
denominated in currencies other than the euro are deemed to be expressed in \u201cforeign currency\u201d.
", "dimensions": { "concept": "ifrs-full:DisclosureOfGeneralInformationAboutFinancialStatementsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMTY4OQ_ebabe82a-4bae-4068-9506-5ccb96d0340e": { "value": "Banco Bilbao Vizcaya Argentaria, S.A.", "dimensions": { "concept": "ifrs-full:NameOfReportingEntityOrOtherMeansOfIdentification", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMTY4Mw_3f260250-3c09-4763-8f0d-71a0a19ae39b": { "value": "S.A.", "dimensions": { "concept": "ifrs-full:LegalFormOfEntity", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMTY4Ng_0bd2c92e-465a-4778-8623-3480991d28e7": { "value": "Spain", "dimensions": { "concept": "ifrs-full:PrincipalPlaceOfBusiness", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMTY5MQ_ccad13ae-56eb-4dc8-8884-c7026b8f1140": { "value": "Plaza San Nicol\u00e1s, 4 Bilbao", "dimensions": { "concept": "ifrs-full:DomicileOfEntity", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMTY4Nw_d3d2131c-98f2-4b05-98c9-c9ba2657b149": { "value": "Bilbao", "dimensions": { "concept": "ifrs-full:AddressOfRegisteredOfficeOfEntity", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMTY4NQ_428bf109-6681-46fd-995e-99c4d1623f05": { "value": "BBVA Group", "dimensions": { "concept": "ifrs-full:NameOfParentEntity", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMTY3OA_effdc91a-e7c7-437e-b10d-e20933068e47": { "value": "BBVA Group", "dimensions": { "concept": "ifrs-full:NameOfUltimateParentOfGroup", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNy9mcmFnOjlkYjNmM2E0ZWRjNzQ5ZGE5YzNjYTcwOWZhY2IyZGI5L3RleHRyZWdpb246OWRiM2YzYTRlZGM3NDlkYTljM2NhNzA5ZmFjYjJkYjlfMzUxODQzNzIwOTA2MDQ_a2652d55-f085-4d48-bcaa-7e8b8760975d": { "value": "
The Consolidated Financial Statements of the BBVA Group for the year ended December 31, 2021 were approved by the shareholders
at the Annual General Meeting (\u201cAGM\u201d) held on March 18, 2022.
BBVA Group\u2019s Consolidated Financial Statements and the Financial Statements for the Bank and the majority of the remaining
entities within the Group have been prepared for the year ended December 31, 2022, and are pending approval by their respective
AGMs. However, the Board of Directors of the Bank believes that said financial statements will be approved without changes.
", "dimensions": { "concept": "ifrs-full:DisclosureOfAuthorisationOfFinancialStatementsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MC9mcmFnOmUzODFhYWQ3YjNlMjQyNWE5NGZkN2E1Y2U1ZTNlMTYxL3RleHRyZWdpb246ZTM4MWFhZDdiM2UyNDI1YTk0ZmQ3YTVjZTVlM2UxNjFfMjE5OTAyMzI1NTgwMzI_bcb1cab5-5ee3-44ab-9928-1d9326021a7f": { "value": "Basis for the presentation of the Consolidated Financial Statements
The BBVA Group\u2019s Consolidated Financial Statements are presented in compliance with IFRS-IASB (International Financial Reporting
Standards as issued by the International Accounting Standards Board), as well as in accordance with the International Financial
Reporting Standards endorsed by the European Union (hereinafter \u201cEU-IFRS\u201d) applicable as of December 31, 2022, considering the
Bank of Spain Circular 4/2017, as well as its successive amendments, and with any other legislation governing financial reporting
which is applicable and with the format and mark-up requirements established in the EU Delegated Regulation 2019/815 of the
European Commission.
", "dimensions": { "concept": "ifrs-full:StatementOfIFRSCompliance", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MC9mcmFnOmUzODFhYWQ3YjNlMjQyNWE5NGZkN2E1Y2U1ZTNlMTYxL3RleHRyZWdpb246ZTM4MWFhZDdiM2UyNDI1YTk0ZmQ3YTVjZTVlM2UxNjFfMjE5OTAyMzI1NTgwMzM_d2a58dd2-5fdc-43ed-b6a2-d8b8b91dd4b0": { "value": "Basis for the presentation of the Consolidated Financial Statements
The BBVA Group\u2019s Consolidated Financial Statements are presented in compliance with IFRS-IASB (International Financial Reporting
Standards as issued by the International Accounting Standards Board), as well as in accordance with the International Financial
Reporting Standards endorsed by the European Union (hereinafter \u201cEU-IFRS\u201d) applicable as of December 31, 2022, considering the
Bank of Spain Circular 4/2017, as well as its successive amendments, and with any other legislation governing financial reporting
which is applicable and with the format and mark-up requirements established in the EU Delegated Regulation 2019/815 of the
European Commission.
The BBVA Group\u2019s Consolidated Financial Statements for the year ended December 31, 2022 were prepared by the Group\u2019s Directors
(through the Board of Directors meeting held on February 9, 2023) by applying the principles of consolidation, accounting policies
and valuation criteria described in Note 2, so that they present fairly the Group\u2019s total consolidated equity and financial position as of
December 31, 2022, together with the consolidated results of its operations and cash flows generated during the year ended
December 31, 2022.
These Consolidated Financial Statements were prepared on the basis of the accounting records kept by the Bank and each of the
other entities in the Group. Moreover, they include the adjustments and reclassifications required to harmonize the accounting
policies and valuation criteria used by the Group (see Note 2.2).
All effective accounting standards and valuation criteria with a significant effect on the Consolidated Financial Statements were
applied in their preparation.
The amounts reflected in the Consolidated Financial Statements are presented in millions of euros, unless it is more appropriate to
use smaller units. Some items that appear without a balance in these Consolidated Financial Statements are due to how the units are
expressed. Also, in presenting amounts in millions of euros, the accounting balances have been rounded up or down. It is therefore
possible that the totals appearing in some tables are not the exact arithmetical sum of their component figures.
The percentage changes in amounts have been calculated using figures expressed in thousands of euros.
", "dimensions": { "concept": "ifrs-full:DisclosureOfBasisOfPreparationOfFinancialStatementsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MC9mcmFnOmUzODFhYWQ3YjNlMjQyNWE5NGZkN2E1Y2U1ZTNlMTYxL3RleHRyZWdpb246ZTM4MWFhZDdiM2UyNDI1YTk0ZmQ3YTVjZTVlM2UxNjFfMjM1NA_97025bd4-51a0-4a52-8480-2b627db09a3c": { "value": "Spain", "dimensions": { "concept": "ifrs-full:CountryOfIncorporation", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81Mi9mcmFnOjAxZjhjMjRjM2I4MzRjMDc4YTA0ZDE0NTU4NmExY2U0L3RleHRyZWdpb246MDFmOGMyNGMzYjgzNGMwNzhhMDRkMTQ1NTg2YTFjZTRfMjE5OTAyMzI1NTgyMjU_00aa80fa-6793-4201-b8c9-d1762e22c36b": { "value": "Responsibility for the information and for the estimates made
The information contained in the BBVA Group\u2019s Consolidated Financial Statements is the responsibility of the Group\u2019s Directors.
Estimates were required to be made at times when preparing these Consolidated Financial Statements in order to calculate the
recorded or disclosed amount of some assets, liabilities, income, expense and commitments. These estimates relate mainly to the
following:
\u2013Loss allowances on certain financial assets (see Notes 7, 13, 14 and 16).
\u2013The assumptions used to quantify certain provisions (see Notes 23 and 24) and for the actuarial calculation of post-
employment benefit liabilities and commitments (see Note 25).
\u2013The useful life and impairment losses of tangible and intangible assets (see Notes 17, 18, and 21).
\u2013The valuation of goodwill and price allocation of business combinations (see Note 18).
\u2013The fair value of certain unlisted financial assets and liabilities (see Notes 7, 8, 10, 11, 12, 13 and 15).
\u2013The recoverability of deferred tax assets (see Note 19).
The great macroeconomic and geopolitical uncertainty (see Note 7.1) has resulted in greater complexity in developing reliable
estimates and applying judgment. Therefore, while these estimates have been made on the basis of the best available information on
the matters analyzed, as of December 31, 2022, it is possible that events may take place in the future which could make it necessary
to amend these estimations (upward or downward), which would be carried out prospectively, recognizing the effects of the change in
estimation in the consolidated financial statements.
During 2022 there have been no other significant changes in the estimates made as of December 31, 2021 and 2020, other than those
indicated in these Consolidated Financial Statements.
", "dimensions": { "concept": "ifrs-full:DisclosureOfAccountingJudgementsAndEstimatesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MS9mcmFnOmFlNWRlZDM2ZWEwODQ3ZjliOWU2M2JiNTIwNGE5MDFkL3RleHRyZWdpb246YWU1ZGVkMzZlYTA4NDdmOWI5ZTYzYmI1MjA0YTkwMWRfMjE5OTAyMzI1NjUxNDY_75ffbb25-a219-4b70-879f-a5164d8280d6": { "value": "Principles of consolidation
In terms of its consolidation, in accordance with the criteria established by IFRS, the BBVA Group is made up of four types of entities:
subsidiaries, joint ventures, associates and structured entities, defined as follows:
\u2013Subsidiaries
Subsidiaries are entities controlled by the Group (for definition of control, see Glossary). The financial statements of the
subsidiaries are fully consolidated with those of the Bank. The share of non-controlling interests from subsidiaries in the
Group\u2019s consolidated total equity is presented under the heading \u201cMinority interests (Non-controlling interests)\u201d in the
consolidated balance sheet. Their share in the profit or loss for the period or year is presented under the heading
\u201cAttributable to minority interest (non-controlling interests)\u201d in the consolidated income statement (see Note 31).
Note 3 includes information related to the main subsidiaries in the Group as of December 31, 2022. Appendix I includes
other significant information on all entities.
\u2013Joint ventures
Joint ventures are those entities for which there is a joint control arrangement with third parties other than the Group (for
definitions of joint arrangement, joint control and joint venture, refer to Glossary).
The investments in joint ventures are accounted for using the equity method (see Note 16). Appendix II shows the main
figures for joint ventures accounted for using the equity method as of December 31, 2022.
\u2013Associates
Associates are entities in which the Group is able to exercise significant influence (for definition of significant influence, see
Glossary). Significant influence is deemed to exist when the Group owns 20% or more of the voting rights of an investee
directly or indirectly, unless it can be clearly demonstrated that this is not the case.
Certain entities in which the Group owns 20% or more of the voting rights are not included as Group associates, since the
Group does not have the ability to exercise significant influence over these entities. Investments in these entities, which do
not represent material amounts for the Group, are classified as \u201cFinancial assets at fair value through other comprehensive
income\u201d or \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d.
In contrast, some investments in entities in which the Group holds less than 20% of the voting rights are accounted for as
Group associates, as the Group is considered to have the ability to exercise significant influence over these entities. As of
December 31, 2022, these entities are not significant to the Group.
Appendix II shows the most significant information related to the associates (see Note 16), which are accounted for using
the equity method.
\u2013Structured entities
A structured entity is an entity that has been designed so that voting or similar rights are not the dominant factor in deciding
who controls the entity, such as when the voting rights relate to administrative matters only and the relevant activities are
directed by means of contractual arrangements (see Glossary).
In those cases where the Group sets up entities or has a holding in such entities, in order to allow its customers access to
certain investments, to transfer risks or for other purposes, in accordance with internal criteria and procedures and with
applicable regulations, the Group determines whether control over the entity in question actually exists and therefore
whether it should be subject to consolidation.
Such methods and procedures determine whether there is control by the Group, considering how the decisions are made
about the relevant activities, assessing whether the Group has control over the relevant elements, exposure to variable
returns from involvement with the investee and the ability to use control over the investee to affect the amount of the
investor\u2019s returns.
\u2013 Structured entities subject to consolidation
To determine if a structured entity is controlled by the Group, and therefore should be consolidated into the
Group, the existing contractual rights (different from the voting rights) are analyzed. For this reason, an analysis
of the structure and purpose of each investee is performed and, among others, the following factors will be
considered:
a.Evidence of the current ability to manage the relevant activities of the investee according to the specific
business needs (including any decisions that may arise only in particular circumstances).
b.Potential existence of a special relationship with the investee.
c.Implicit or explicit Group commitments to support the investee.
d.The ability to use the Group\u00b4s power over the investee to affect the amount of the Group\u2019s returns.
These types of entities include cases where the Group has a high exposure to variable returns and retains
decision-making power over the investee, either directly or through an agent.
The main structured entities of the Group are the asset securitization funds, to which the BBVA Group transfers
loans and advances, and other vehicles, which allow the Group\u2019s customers to gain access to certain investments
or to allow for the transfer of risks or for other purposes (see Appendices I and V). The BBVA Group maintains the
decision-making power over the relevant activities of these vehicles and financial support through securitized
market standard contracts. The most common ones are: investment positions in equity note tranches, funding
through subordinated debt, credit enhancements through derivative instruments or liquidity lines, management
rights of defaulted securitized assets, \u201cclean-up\u201d call derivatives, and asset repurchase clauses by the grantor.
For these reasons, the loans and receivable portfolios related to the vast majority of the securitizations carried out
by the Bank or Group subsidiaries are not derecognized in the books of said entity and the issuances of the related
debt securities are recorded as liabilities within the Group\u2019s consolidated balance sheet.
For additional information on the accounting treatment for the transfer and derecognition of financial
instruments, see Note 2.2.2. \u201cTransfers and derecognition of financial assets and liabilities\u201d.
\u2013Non-consolidated structured entities
The Group owns other vehicles also for the purpose of allowing customers access to certain investments, to
transfer risks, and for other purposes, but without the Group having control of the vehicles, which are not
consolidated in accordance with IFRS 10 \u2013 \u201cConsolidated Financial Statements\u201d. The balance of assets and
liabilities of these vehicles is not material in relation to the Group\u2019s Consolidated Financial Statements.
As of December 31, 2022, there was no material financial support from the Bank or its subsidiaries to
unconsolidated structured entities.
The Group does not consolidate any of the mutual funds it manages since the necessary control conditions are
not met. Particularly, the BBVA Group does not act as arranger but as agent since it operates the mutual funds on
behalf and for the benefit of investors or parties (arranger or arrangers) and, for this reason it does not control the
mutual funds when exercising its authority for decision making.
The mutual funds managed by the Group are not considered structured entities (generally, retail funds without
corporate identity over which investors have participations which gives them ownership of said managed equity).
These funds are not dependent on a capital structure that could prevent them from carrying out activities without
additional financial support, being in any case insufficient as far as the activities themselves are concerned.
Additionally, the risk of the investment is absorbed by the fund participants, and the Group is only exposed when it
becomes a participant, and as such, there is no other risk for the Group.
In all cases, the operating results of equity method investees acquired by the BBVA Group in a particular period only include the
period from the date of acquisition to the financial statements date. Similarly, the results of entities disposed of during any year only
include the period from the start of the year to the date of disposal.
The consolidated financial statements of subsidiaries, associates and joint ventures used in the preparation of the Consolidated
Financial Statements of the Group have the same presentation date as the Consolidated Financial Statements. If financial statements
at those same dates are not available, the most recent will be used, as long as these are not older than three months, and adjusted to
take into account the most significant transactions. As of December 31, 2022, financial statements as of December 31 of all Group
entities were utilized except in the case of the consolidated financial statements of five associates deemed non-significant for which
financial statements as of November 30, 2022 were used.
Separate financial statements
The separate financial statements of the parent company of the Group are prepared under Spanish regulations (Circular 4/2017 of
the Bank of Spain, and following other regulatory requirements of financial information applicable to the Bank). The Bank uses the
cost method to account in its separate financial statements for its investments in subsidiaries, associates and joint venture entities,
which are consistent with the requirements of Bank of Spain Circular 4/2017.
Appendix IX shows BBVA\u2019s separate financial statements as of and for the years ended December 31, 2022 and 2021.
", "dimensions": { "concept": "ifrs-full:DisclosureOfBasisOfConsolidationExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MS9mcmFnOmFlNWRlZDM2ZWEwODQ3ZjliOWU2M2JiNTIwNGE5MDFkL3RleHRyZWdpb246YWU1ZGVkMzZlYTA4NDdmOWI5ZTYzYmI1MjA0YTkwMWRfMjE5OTAyMzI1NjUxNTE_79d59ce3-5136-463c-aab6-446d28085e0d": { "value": "Subsidiaries
Subsidiaries are entities controlled by the Group (for definition of control, see Glossary). The financial statements of the
subsidiaries are fully consolidated with those of the Bank. The share of non-controlling interests from subsidiaries in the
Group\u2019s consolidated total equity is presented under the heading \u201cMinority interests (Non-controlling interests)\u201d in the
consolidated balance sheet. Their share in the profit or loss for the period or year is presented under the heading
\u201cAttributable to minority interest (non-controlling interests)\u201d in the consolidated income statement (see Note 31).
Note 3 includes information related to the main subsidiaries in the Group as of December 31, 2022. Appendix I includes
other significant information on all entities.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForSubsidiariesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MS9mcmFnOmFlNWRlZDM2ZWEwODQ3ZjliOWU2M2JiNTIwNGE5MDFkL3RleHRyZWdpb246YWU1ZGVkMzZlYTA4NDdmOWI5ZTYzYmI1MjA0YTkwMWRfMjE5OTAyMzI1NjUxNDk_424fbf43-5a25-4b0d-8627-c41352c394f2": { "value": "Joint ventures
Joint ventures are those entities for which there is a joint control arrangement with third parties other than the Group (for
definitions of joint arrangement, joint control and joint venture, refer to Glossary).
The investments in joint ventures are accounted for using the equity method (see Note 16). Appendix II shows the main
figures for joint ventures accounted for using the equity method as of December 31, 2022.
\u2013Associates
Associates are entities in which the Group is able to exercise significant influence (for definition of significant influence, see
Glossary). Significant influence is deemed to exist when the Group owns 20% or more of the voting rights of an investee
directly or indirectly, unless it can be clearly demonstrated that this is not the case.
Certain entities in which the Group owns 20% or more of the voting rights are not included as Group associates, since the
Group does not have the ability to exercise significant influence over these entities. Investments in these entities, which do
not represent material amounts for the Group, are classified as \u201cFinancial assets at fair value through other comprehensive
income\u201d or \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d.
In contrast, some investments in entities in which the Group holds less than 20% of the voting rights are accounted for as
Group associates, as the Group is considered to have the ability to exercise significant influence over these entities. As of
December 31, 2022, these entities are not significant to the Group.
Appendix II shows the most significant information related to the associates (see Note 16), which are accounted for using
the equity method.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentInAssociatesAndJointVenturesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MS9mcmFnOmFlNWRlZDM2ZWEwODQ3ZjliOWU2M2JiNTIwNGE5MDFkL3RleHRyZWdpb246YWU1ZGVkMzZlYTA4NDdmOWI5ZTYzYmI1MjA0YTkwMWRfMjE5OTAyMzI1NjUxNTA_fbd5175c-7cd6-4de4-b62e-13b3df95e329": { "value": "Joint ventures
Joint ventures are those entities for which there is a joint control arrangement with third parties other than the Group (for
definitions of joint arrangement, joint control and joint venture, refer to Glossary).
The investments in joint ventures are accounted for using the equity method (see Note 16). Appendix II shows the main
figures for joint ventures accounted for using the equity method as of December 31, 2022.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentsInJointVentures", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MS9mcmFnOmFlNWRlZDM2ZWEwODQ3ZjliOWU2M2JiNTIwNGE5MDFkL3RleHRyZWdpb246YWU1ZGVkMzZlYTA4NDdmOWI5ZTYzYmI1MjA0YTkwMWRfMjE5OTAyMzI1NjUxNDc_e20d2ac6-ca92-4d57-aa96-daadbbb8723a": { "value": "Associates
Associates are entities in which the Group is able to exercise significant influence (for definition of significant influence, see
Glossary). Significant influence is deemed to exist when the Group owns 20% or more of the voting rights of an investee
directly or indirectly, unless it can be clearly demonstrated that this is not the case.
Certain entities in which the Group owns 20% or more of the voting rights are not included as Group associates, since the
Group does not have the ability to exercise significant influence over these entities. Investments in these entities, which do
not represent material amounts for the Group, are classified as \u201cFinancial assets at fair value through other comprehensive
income\u201d or \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d.
In contrast, some investments in entities in which the Group holds less than 20% of the voting rights are accounted for as
Group associates, as the Group is considered to have the ability to exercise significant influence over these entities. As of
December 31, 2022, these entities are not significant to the Group.
Appendix II shows the most significant information related to the associates (see Note 16), which are accounted for using
the equity method.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForInvestmentInAssociates", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82NC9mcmFnOmJlNWM2MWM0ZmM3OTQwODFhZGJmMjIwMjRjZjQ2YTExL3RleHRyZWdpb246YmU1YzYxYzRmYzc5NDA4MWFkYmYyMjAyNGNmNDZhMTFfMjE5OTAyMzI1NTYxOTY_882cde92-b3c0-4c84-8db2-bd12bfb4056f": { "value": "Accounting principles and policies and applied valuation methods
The accounting principles and policies and the valuation methods applied in the preparation of the consolidated financial statements
may differ from those used, at the individual level, by some of the entities that are part of the BBVA Group; This is why, in the
consolidation process, the necessary adjustments and reclassifications are made to standardize such principles and criteria among
themselves and bring them into line with the EU-IFRS.
In preparing the Consolidated Financial Statements, the following accounting principles and policies and assessment criteria have
been applied:
Financial instruments
IFRS 9 became effective as of January 1, 2018 and replaced IAS 39 regarding the classification and measurement of financial assets
and liabilities, the impairment of financial assets and hedge accounting. However, the Group has chosen to continue applying IAS 39
for accounting for hedges as permitted by IFRS 9.
Classification and measurement of financial assets
Classification of financial assets
IFRS 9 contains three main categories for financial assets classification: measured at amortized cost, measured at fair value with
changes through other comprehensive income, and measured at fair value through profit or loss.
The classification of financial instruments in the categories of amortized cost or fair value depends on the business model with which
the entity manages the assets and the contractual characteristics of the cash flows, commonly known as the \"solely payments of
principal and interest\" criterion (hereinafter the \"SPPI\").
The assessment of the business model should reflect the way the Group manages groups of financial assets and does not depend on
the intention for an individual instrument. Thus, for each entity within the BBVA Group there are different business models for
managing assets.
In order to determine the business model, the following aspects are taken into account:
\u2013The way in which the performance of the business model (and that of the assets which comprise such business model) is
evaluated and reported to the entity's key personnel;
\u2013The risks and their management, which affect the performance of the business model;
\u2013The way in which business model managers are remunerated;
\u2013The frequency, amount and timing of sales in previous years, the reasons for such sales and expectations regarding future
sales.
In this sense, the Group has established policies and has developed procedures in each geographical area to determine
when the sales of financial assets classified in the amortized cost category are considered infrequent (even when
significant), or are insignificant (even when frequent), to ensure compliance with such business model.
Furthermore, it is considered that any sales that may occur because the financial asset is close to maturity, due to an
increase in credit risk, or to satisfy liquidity needs, are compatible with the amortized cost model.
Regarding the SPPI test, the analysis of the cash flows aims to determine whether the contractual cash flows of the assets correspond
only to payments of principal and interest on the principal amount outstanding at the beginning of the transaction. Interest is
understood here as the consideration for the time value of money; and for the credit risk associated with the principal amount
outstanding during a specific period; and for financing and structure costs, plus a profit margin.
The most significant judgments used by the Group in evaluating compliance with the conditions of the SPPI test are the following:
\u2013Modified time value: in the event that a financial asset includes a periodic interest rate adjustment but the frequency of this
adjustment does not coincide with the term of the reference interest rate (for example, the interest rate reset every six
months to a one-year rate), the Group assesses, at the time of the initial recognition, this mismatch to determine whether
the contractual cash flows (undiscounted) differ significantly or not from the cash flows (undiscounted) of a benchmark
financial asset, for which there would be no change in the time value of money. The defined tolerance thresholds are 10% for
the differences in each period and 5% for the analysis accumulated throughout the financial asset life.
\u2013Contractual clauses: The contractual clauses that can modify the calendar or the amount of the contractual cash flows are
analyzed to verify if the contractual cash flows that would be generated during the life of the instrument due to the exercise
of those clauses are only payments of principal and interest on the principal amount outstanding. To do this, the contractual
cash flows that may be generated before and after the modification are analyzed.
The main criteria taken into account in the analysis are:
a.Early termination clauses: generally a contractual clause that permits the debtor to prepay a debt instrument
before maturity is consistent with SPPI when the prepayment amount substantially represents unpaid
amounts of principal and interest on the principal amount outstanding (which may include reasonable
additional compensation for the early termination of the contract).
b.Instruments with an interest rate linked to contingent events:
\u2013An instrument whose interest rate is reset to a higher rate if the debtor misses a particular payment may
meet the SPPI criterion because of the relationship between missed payments and an increase in credit
risk.
\u2013An instrument with contractual cash flows that are indexed to the debtor\u2019s performance \u2013 e.g. net
income or is adjusted based on a certain index or stock market value would not meet the SPPI criterion.
c.Perpetual instruments: to the extent that they can be considered instruments with continuous (multiple)
extension options, they meet the SPPI test if the contractual flows meet it. When the issuer can defer the
payment of interest, if such payment would affect their solvency, they would meet the SPPI test if the deferred
interest accrues additional interest, while if they do not, they would not meet the test.
\u2013Non-recourse financial instruments: In the case of debt instruments that are repaid primarily with the cash flows of specific
assets or projects and the debtor has no legal responsibility, the underlying assets or cash flows are evaluated to determine
whether the contractual cash flows of the instrument are consistent with payments of principal and interest on the principal
amount outstanding.
a.If the contractual terms do not give rise to additional cash flows to payments of principal and interest on the
amount of principal outstanding or limitations to these payments, the SPPI test is met.
b.If the debt instrument effectively represents an investment in the underlying assets and its cash flows are
inconsistent with principal and interest (because they depend on the performance of a business), the SPPI
test is not met.
\u2013Contractually linked instruments: a look-through analysis is carried out in the case of transactions that are set through the
issuance of multiple financial instruments forming tranches that create concentrations of credit risk in which there is an
order of priority that specifies how the flows of cash generated by the underlying set of financial instruments are allocated
to the different tranches. The debt tranches of the instrument will comply with the requirement that their cash flows
represent only payment of principal and interest on the outstanding principal if:
a.The contractual terms of the tranche being assessed for classification (without looking through to the
underlying pool of financial instruments) give rise to cash flows that are solely payments of principal and
interest on the principal amount outstanding,
b.The underlying pool of financial instruments comprises instruments with cash flow that are solely payments of
principal and interest on the principal amount outstanding, and
c.The exposure to credit risk in the underlying pool of financial instruments inherent in the tranche is equal to or
lower than the exposure to credit risk of the underlying pool of financial instruments (for example, the credit
rating of the tranche being assessed for classification is equal to or higher than the credit rating that would
apply to a single tranche that funded the underlying pool of financial instruments).
In any event, the contractual conditions that, at the time of the initial recognition, have a minimal effect on cash flows or depend on
the occurrence of exceptional and highly unlikely events do not prevent compliance with the conditions of the SPPI test.
Based on the above characteristics, financial assets will be classified and valued as described below.
A debt instrument will be classified in the amortized cost portfolio if the two following conditions are fulfilled:
\u2013The financial asset is managed within a business model whose purpose is to maintain the financial assets to maturity, to
receive contractual cash flows; and
\u2013The contractual conditions of the financial asset give rise to cash flows that are only payments of principal and interest.
A debt instrument will be classified in the portfolio of financial assets at fair value with changes through other comprehensive income
if the two following conditions are fulfilled:
\u2013The financial asset is managed with a business model whose purpose combines collection of the contractual cash flows and
sale of the assets, and
\u2013The contractual characteristics of the instrument generate cash flows which only represent the return of the principal and
interest.
A debt instrument will be classified at fair value with changes in profit and loss provided that the entity's business model for their
management or the contractual characteristics of its cash flows do not require classification into one of the portfolios described
above.
In general, equity instruments will be measured at fair value through profit or loss. However the Group may make an irrevocable
election, at initial recognition to present subsequent changes in the fair value through \u201cother comprehensive income\u201d.
Financial assets will only be reclassified when BBVA Group decides to change the business model. In this case, all of the financial
assets assigned to this business model will be reclassified. The change of the objective of the business model should occur before the
date of the reclassification.
Measurement of financial assets
All financial instruments are initially recognized at fair value, plus, those transaction costs which are directly attributable to the issue
of the particular instrument, with the exception of those financial assets which are classified at fair value through profit or loss.
All changes in the value of financial assets due to the interest accrual and similar items are recorded in the headings \"Interest and
other income\" or \"Interest expense\", of the consolidated income statement of the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial assets.
\u201cFinancial assets held for trading\u201d, \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d and
\u201cFinancial assets designated at fair value through profit or loss\u201d
Financial assets are recorded under the heading \u201cFinancial assets held for trading\u201d if the objective of the business model is to
generate gains by buying and selling these financial instruments or generate short-term results. The financial assets recorded in the
heading \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d are derived from a business model which
objective is to obtain the contractual cash flows and / or to sell those instruments but its contractual cash flows do not comply with
the requirements of the SPPI test. Financial assets are classified in \u201cFinancial assets designated at fair value through profit or loss\u201d
only if it eliminates or significantly reduces a measurement or recognition inconsistency that would otherwise arise from recognizing
or measuring such financial assets on different bases.
The assets recognized under these headings of the consolidated balance sheet are measured upon acquisition at fair value and
changes in the fair value (gains or losses and foreign exchange differences) are recognized as their net value, when applicable, under
the headings \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d, \u201cGains (losses) on non-trading financial assets
mandatorily at fair value through profit or loss, net\u201d and \u201cGains (losses) on financial assets designated at fair value through profit or
loss, net\u201d in the consolidated income statement (see Note 41).
\u201dFinancial assets at fair value through other comprehensive income\u201d
\u2013Debt instruments
Assets recognized under this heading in the consolidated balance sheets are measured at their fair value. This category of valuation
implies the recognition of the information in the income statement as if it were an instrument valued at amortized cost, while the
instrument is valued at fair value in the balance sheet. Thus, both interest income on these instruments and the exchange differences
and impairment that arise in their case are recorded in the profit and loss account, while subsequent changes in its fair value (gains or
losses) are recognized temporarily (by the amount net of tax effect) under the heading \u201cAccumulated other comprehensive income
(loss) - Items that may be reclassified to profit or loss - Fair value changes of debt instruments measured at fair value through other
comprehensive income\u201d in the consolidated balance sheets (see Note 30).
The amounts recognized under the headings \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to
profit or loss - Fair value changes of debt instruments measured at fair value through other comprehensive income\u201d continue to form
part of the Group's consolidated equity until the corresponding asset is derecognized from the consolidated balance sheet or until a
loss allowance is recognized on the corresponding financial instrument. If these assets are sold, these amounts are derecognized and
included under the headings \u201cGains (losses) on derecognition of financial assets and liabilities not measured at fair value through
profit or loss, net\u201d in the consolidated income statements (see Note 41).
The net loss allowances in \u201cFinancial assets at fair value through other comprehensive income\u201d over the year are recognized under
the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net gains by
modification - Financial assets at fair value through other comprehensive income\u201d (see Note 47) in the consolidated income
statement for the year. Interest income on these instruments is recorded in the consolidated profit and loss account (see Note 37).
Changes in foreign exchange rates are recognized under the heading \u201cExchange differences, net\" in the consolidated income
statements (see Note 41).
\u2013Equity instruments
At the time of initial recognition of specific investments in equity instruments, the BBVA Group may make the irrevocable decision to
present subsequent changes in fair value in other comprehensive income. Subsequent changes in this valuation will be recognized in
\"Accumulated other comprehensive income - Items that will not be reclassified to profit or loss - Fair value changes of equity
instruments measured at fair value through other comprehensive income\" (see Note 30). Dividends received from these investments
are recorded in the heading \"Dividend income\" in the consolidated income statement (see Note 38). These instruments are not
subject to the impairment model of IFRS 9.
\u201cFinancial assets at amortized cost\u201d
The assets under this category are subsequently measured at amortized cost, after initial recognition, using the \"effective interest
rate\" method. In the case of floating rate instruments, including inflation-linked bonds, the periodic updates of cash flows to reflect the
movement of interest rates and inflation impact the effective interest rate prospectively.
Net loss allowances of assets recorded under these headings arising in each year, calculated using the IFRS 9 model, are recognized
under the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net
gains by modification \u2013 Financial assets measured at amortized cost\u201d in the consolidated income statement for such year (see Note
47).
Classification and measurement of financial liabilities\u00a0
Classification of financial liabilities
Financial liabilities are classified in the following categories:
\u2013Financial liabilities at amortized cost;
\u2013Financial liabilities that are held for trading, including derivatives, are financial instruments which are recorded in this
category when the Group\u2019s objective is to generate gains by buying and selling these financial instruments or generate
short-term results;
\u2013Financial liabilities that are designated at fair value through profit or loss on initial recognition under the Fair Value Option.
The Group has the option to designate irrevocably, on the initial moment of recognition, a financial liability at fair value
through profit or loss provided that doing so results in the elimination or significant reduction of measurement or
recognition inconsistency, or if a group of financial liabilities, or a group of financial assets and financial liabilities, has to be
managed, and its performance evaluated, on a fair value basis in accordance with a documented risk management or
investment strategy.
Measurement of financial liabilities
Financial liabilities are initially recorded at fair value, less transaction costs that are directly attributable to the issuance of
instruments, except for financial instruments that are classified at fair value through profit or loss.
Variations in the value of financial liabilities due to the interest accrual and similar items are recorded in the headings \u201cInterest and
other income\u201d or \u201cInterest expense\u201d, of the consolidated income statement for the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial liabilities.
\u201cFinancial liabilities held for trading\u201d and \u201cFinancial liabilities designated at fair value through profit or loss\u201c
The subsequent changes in the fair value (gains or losses) of the liabilities recognized under these headings of the consolidated
balance sheets are recognized as their net value under the headings \u201cGains (losses) on financial assets and liabilities held for trading,
net\u201d and \u201cGains (losses) on financial assets and liabilities designated at fair value through profit or loss, net\u201d in the consolidated
income statements (see Note 41). The changes in the own credit risk of the liabilities designated under the fair value option is
presented in \u201cAccumulated other comprehensive income (loss) \u2013 Items that will not be reclassified to profit or loss \u2013 Fair value
changes of financial liabilities at fair value through profit or loss attributable to changes in their credit risk\u201d, unless this treatment
brings about or increases an asymmetry in the income statement. Changes in fair value resulting from variations in foreign exchange
rates are recognized under the heading \u201cExchange differences, net\u201d in the consolidated income statements (Note 41).
\u201cFinancial liabilities at amortized cost\u201d
The liabilities under this category are subsequently measured at amortized cost, using the \u201ceffective interest rate\u201d method.
Hybrid financial liabilities
When a financial liability contains an embedded derivative, the Group analyzes whether the economic characteristics and risks of the
embedded derivative and the host instrument are closely related.
If the characteristics and risks of the host and the derivative are closely related, the instrument as a whole will be classified and
measured according to the general rules for financial liabilities. If, on the other hand, the economic characteristics and risks of the
embedded derivative are not closely related to the economic characteristics and risks of the host, its terms meet the definition of a
derivative and the hybrid contract is not measured at fair value with changes in fair value recognized in profit or loss, the embedded
derivative shall be separated from the host and accounted for as a derivative separately at fair value with changes in profit and loss
and the host instrument classified and measured according to its nature.
\u201cDerivatives-Hedge Accounting\u201d and \u201cFair value changes of the hedged items in portfolio hedges of interest-
rate risk\u201d
The Group uses financial derivatives as a tool for managing financial risks, mainly interest rates and exchange rates (See Note 7).
When these transactions meet certain requirements, they are considered \"hedging instruments\".
Hedging financial derivatives are used to hedge changes in the value of assets and liabilities, changes in cash flows, or the net
investment in a foreign business. Fair value hedging is established for fixed rate financial instruments, and cash flow hedges are used
for variable rate financial instruments. The Group also carries out exchange risk hedging operations.
Hedging accounting follows IAS 39, and the effectiveness of hedges is evaluated both retrospectively and prospectively, so that they
remain within a range between 80% and 125%. The ineffectiveness of hedges, defined as the difference between the change in value
of the hedging instrument and the hedged item in each period, attributable to the hedged risk, is recognized in the income statement.
This includes both the amount of the ineffectiveness of the hedges established to manage interest rate risk in the period, as well as
the ineffectiveness of the hedges established to manage exchange risk, which is mainly attributable to the temporary value of hedges
established to manage exchange rate risk (see Notes 15 and 41).
Changes occurring subsequent to the designation of the hedging relationship in the measurement of financial instruments designated
as hedged items as well as financial instruments designated as hedge accounting instruments are recognized as follows:
\u2013In fair value hedges, the changes in the fair value of the derivative and the hedged item attributable to the hedged risk are
recognized under the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement, with a
corresponding offset under the headings where hedging items (\"Hedging derivatives\") and the hedged items are
recognized, as applicable, except for interest-rate risks hedges (which are almost all of the hedges used by the Group), for
which the valuation changes are recognized under the headings \u201cInterest and other income\u201d or \u201cInterest expense\u201d, as
appropriate, in the consolidated income statement (see Note 37).
\u2013In fair value hedges of interest rate risk of a portfolio of financial instruments (portfolio-hedges), the gains or losses that
arise in the measurement of the hedging instrument are recognized in the consolidated income statement, with the
corresponding offset on the headings \u201cDerivatives-Hedge Accounting\u201d and the gains or losses that arise from the change in
the fair value of the hedged item (attributable to the hedged risk) are also recognized in the consolidated income statement
(in both cases under the heading \u201cGains (losses) from hedge accounting, net\u201d, using, as a corresponding offset, the
headings \"Fair value changes of the hedged items in portfolio hedges of interest rate risk\" in the consolidated balance
sheets, as applicable).
\u2013In cash flow hedges, the gain or loss on the hedging instruments relating to the effective portion is recognized temporarily
under the heading \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to profit or loss -
Hedging derivatives. Cash flow hedges (effective portion)\u201d in the consolidated balance sheets, with a corresponding offset
under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the consolidated balance sheets as applicable. These
differences are recognized in the consolidated income statement at the time the gains or losses of the hedged item are
recorded in the income statement, at the time the forecast transaction is executed or at the maturity date of the hedged
item. Almost all of the cash flow hedges carried out by the Group relate to interest rate risk and inflation risk of financial
instruments, so their valuation changes are recognized under the heading \"Interest and other income\" or \"Interest expense\u201d
in the consolidated income statement (see Note 37).\u00a0
\u2013The changes in value of the hedging items corresponding to the ineffective portions of cash flow hedges are recognized
directly in the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement (see Note 41).
\u2013In hedges of net investments in foreign businesses, the valuation changes attributable to the effective portions of hedging
items are recognized temporarily under the heading \"Accumulated other comprehensive income (loss) - Items that may be
reclassified to profit or loss \u2013 Hedging of net investments in foreign operations (effective portion)\" in the consolidated
balance sheets with a corresponding offset under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the
consolidated balance sheets, as applicable. These valuation changes will be recognized in the consolidated income
statement when the investment in a foreign business is disposed of or derecognized (see Note 41).
Loss allowances on financial assets
The \u201cexpected losses\u201d impairment model is applied to financial assets valued at amortized cost, debt instruments valued at fair value
with changes in accumulated other comprehensive income, financial guarantee contracts and other commitments. All financial
instruments valued at fair value through profit or loss are excluded from the impairment model.
The standard classifies financial instruments into three categories, which depend on the evolution of their credit risk from the
moment of initial recognition and which establish the calculation of the credit risk allowance.
\u2013Stage 1\u2013 without significant increase in credit risk
Financial assets which are not considered to have significantly increased in credit risk have loss allowances measured at an amount
equal to the expected credit loss that arises from all possible default events within 12 months following the presentation date of the
financial statements (12 month expected credit losses).
\u2013Stage 2\u2013 significant increases in credit risk
When the credit risk of a financial asset has increased significantly since the initial recognition, the loss allowances of that financial
instrument is calculated as the expected credit loss during the entire life of the asset. That is, they are the expected credit losses that
result from all possible default events during the expected life of the financial instrument.
\u2013Stage 3 \u2013 Impaired
When there is objective evidence that the instrument is credit-impaired, the financial asset is transferred to this category in which the
provision for losses of that financial instrument is calculated, as in stage 2, as the expected credit loss during the entire life of the
asset.
When the recovery of any recognized amount is considered remote, such amount is written-off on the consolidated balance sheet,
without prejudice to any actions that may be taken in order to collect the amount until the rights extinguish in full either because it is
time-barred debt, the debt is forgiven, or other reasons.
The BBVA Group has applied the following definitions:
\u2013Credit-impaired asset
An asset is credit-impaired (stage 3) if one or more events have occurred and they have a detrimental impact on the estimated future
cash flows of the asset.
Historically, the definition of credit-impaired asset under IFRS 9 has been substantially aligned with the definition of default used by
the Group for internal credit risk management, which is also the definition used for regulatory purposes. In 2021 the Group updated its
definition of default to conform to that set forth in the European Banking Authority (hereinafter EBA) Guidelines, in compliance with
article 178 of Regulation (EU) No 575/2013 (CRR). The Group consequently updated the definition of credit-impaired asset (stage 3),
considering it a change in accounting estimates, re-establishing the consistency with the definition of default and guaranteeing the
integration of both definitions in credit risk management.
The determination of an asset as impaired and its classification in stage 3 is based exclusively on the risk of default, without
considering the effects of credit risk mitigating measures such as guarantees and collaterals. Specifically, the following financial
assets are classified in stage 3:
a.Impaired assets for objective reasons or delinquency: when there are unpaid amounts of principal or interest for more
than 90 days.
According to IFRS 9, the 90-days past due default is a presumption that can be rebutted in those cases where the entity
considers, based on reasonable and supportable information, that it is appropriate to use a longer term. As of December
31, 2022, the Group has not used terms exceeding 90 days past due.
b.Impaired assets for subjective reasons (other than delinquency): when circumstances are identified that show, even in the
absence of defaults, that it is not probable that the debtor will fully comply with its financial obligations. For this purpose,
the following indicators are considered, among others:
\u2013 Significant financial difficulties of the issuer or the borrower.
\u2013Granting by the lender or lenders to the borrower, for economic or contractual reasons related to the latter's
financial difficulties, of concessions or advantages that they would not have otherwise granted.
\u2013Breach of contractual clauses, such as events of default or default.
\u2013Increasing probability that the borrower will go into bankruptcy or some other situation of financial
reorganization.
\u2013Disappearance of an active market for the financial asset due to financial difficulties.
\u2013Others that may affect the committed cash flows such as the loss of the debtor's license or that it has
committed fraud.
\u2013Generalized delay in payments. In any case, this circumstance exists when, during a continuous period of 90
days prior to the reporting date, a material amount has remained unpaid.
\u2013Sales of credit exposures of a client with a significant economic loss will imply that the rest of its operations
are considered impaired.
Relating to the granting of concessions due to financial difficulties, it is considered that there is an indicator of unlikeliness
to pay, and therefore the client must be considered impaired, when the refinancing or restructuring measures may result in
a diminished financial obligation caused by a forgiveness or material deferral of principal, interest or fees. Specifically,
unless proven otherwise, transactions that meet any of the following criteria will be reclassified to the category of impaired
assets:
a.Irregular repayment schedule.
b.Contractual clauses that delay the repayment of the loan through regular payments. Among others, grace
periods of more than two years for the amortization of the principal will be considered clauses with these
characteristics.
c.Amounts of principal or interest written off from the balance sheet as its recovery is considered remote.
In any case, a restructuring will be considered impaired when the reduction in the net present value of the financial obligation is
greater than 1%, in accordance with the management criteria introduced during 2021.
Credit risk management for wholesale counterparties is carried out at the customer (or group) level. For this reason, the classification
of any of a client's material exposures as impaired, whether due to more than 90 days of default or due to any of the subjective
criteria, implies the classification as impaired of all the client's exposures.
Regarding retail clients, which are managed at the individual loan level, the scoring systems review their score, among other factors,
in the event of a breach in any of their operations or incurring generalized delays in payments, which also triggers the necessary
recovery actions. Among them are the refinancing measures that, where appropriate, may lead to all the client's operations being
considered impaired. Furthermore, given the granularity of the retail portfolios, the differential behavior of these clients in relation to
their products and collateral provided, as well as the time necessary to find the best solution, the Group has established as an
indicator that when a transaction of a retail client is in default in excess of 90 days or shows a general delay in payments and this
represents more than 20% of the client's total balance, all its transactions are considered impaired.
When operations by entities related to the client fall into stage 3, including both entities of the same group and those with which there
is a relationship of economic or financial dependence, the transactions of the holder will also be classified as stage 3 if after the
analysis it is concluded that there are reasonable doubts about the full payment of the loans.
The stage 3 classification will be maintained for a cure period of 3 months from the disappearance of all indicators of impairment
during which the client must demonstrate good payment behavior and an improvement in their credit quality in order to corroborate
the disappearance of the causes that motivated the classification of the debt as impaired. In the case of refinancing and restructuring,
the cure period is one year (see Note 7.2.7 for more details).
These criteria are aligned in all the geographical areas of the Group, maintaining only minor differences to facilitate the integration of
management at the local level.
\u2013Significant increase in credit risk
The objective of the impairment requirements is to recognize lifetime expected credit losses for financial instruments for which there
have been significant increases in credit risk since initial recognition considering all reasonable and supportable information, including
that which is forward-looking.
The model developed by the Group for assessing the significant increase in credit risk has a two-prong approach that is applied
globally (for more detail on the methodology used, see Note 7.2.1):
\u2013Quantitative criterion: the Group uses a quantitative analysis based on comparing the current expected probability of
default over the life of the transaction with the original adjusted expected probability of default, so that both values are
comparable in terms of expected default probability for their residual life.
\u2013Qualitative criterion: most indicators for detecting significant risk increase are included in the Group's systems through
rating and scoring systems or macroeconomic scenarios, so the quantitative analysis covers the majority of circumstances.
The Group uses additional qualitative criteria to identify significant increase in credit risk and thus, to include circumstances
that are not reflected in the rating/score systems or macroeconomic scenarios used. Such qualitative criteria are the
following:
a.More than 30 days past due. According to IFRS 9, default of more than 30 days is a presumption that can be
rebutted in those cases in which the entity considers, based on reasonable and documented information, that
such non-payment does not represent a significant increase in risk. As of December 31, 2022, the Group has not
considered periods higher than 30 days.
b.Watch List: They are subject to special watch by the Risk units because they show negative signs in their credit
quality, even though there may be no objective evidence of impairment.
c.Refinance or restructuring that does not show evidence of impairment, or that, having been previously identified,
the existence of significant increase in credit risk may still exist.
Although the standard introduces a series of operational simplifications, also known as practical solutions, for analyzing the increase
in significant risk, the Group does not use them as a general rule. However, for high-quality assets, mainly related to certain
government institutions and bodies, the standard allows for considering that their credit risk has not increased significantly because
they have a low credit risk at the presentation date. This possibility is limited to those financial instruments that are classified as
having high credit quality and high liquidity to comply with the liquidity coverage ratio (hereinafter, \"LCR\"). This does not prevent
these assets from being assigned the credit risk coverage that corresponds to their classification as stage 1 based on their credit
rating and macroeconomic expectations.
Method for calculating Expected Credit Loss (ECL)
Method for calculating expected loss
The measurement of expected losses must reflect:
\u2013A considered and unbiased amount, determined by evaluating a range of possible results;
\u2013The time value of money, and
\u2013Reasonable and supportable information that is available without undue cost or effort and that reflects current conditions
and forecasts of future economic conditions.
Expected losses are measured both individually and collectively.
The individualized estimate of credit losses results from calculating the difference between the expected cash flows discounted at the
effective interest rate of the transaction and the carrying amount of the instrument (see Note 7.2.1).
For the collective measurement of expected losses the instruments are classified into groups of assets based on their risk
characteristics. Exposure within each group is grouped according to credit risk common characteristics, which indicate the payment
capacity of the borrower according to the contractual conditions. These risk characteristics have to be relevant in estimating the
future flows of each group. The characteristics of credit risk may consider, among others, the following factors (see Note 7.2.1):
\u2013Type of instrument.
\u2013Rating or scoring tools.
\u2013Credit risk scoring or rating.
\u2013Type of collateral.
\u2013Amount of time at default for stage 3.
\u2013Segment.
\u2013Qualitative criteria which can have a significant increase in risk.
\u2013Collateral value if it has an impact on the probability of a default event.
The estimated losses are derived from the following parameters:
\u2013PD: estimate of the probability of default in each period.
\u2013EAD: estimate of the exposure in case of default at each future period, taking into account the changes in exposure after the
closing date of the financial statements.
\u2013LGD: estimate of the loss in case of default, calculated as the difference between the contractual cash flows and receivables,
including guarantees. For these purposes, the probability of executing the guarantee, the moment until its ownership and
subsequent realization are achieved, the expected cash flows and the acquisition and sale costs, are considered in the
estimation.
\u2013CCF: cash conversion factor is the estimate made on off-balance sheet contractual arrangements to determine the
exposure subject to credit risk in the event of a default.
At the BBVA Group, the calculated expected credit losses are based on internal models developed for all portfolios within the IFRS 9
scope, except for the cases that are subject to individual analysis.
The calculation and recognition of expected credit losses includes exposures with governments and credit institutions, for which,
despite having a reduced number of defaults in the information databases, internal models have been developed, considering, as
sources of information, the data provided by external rating agencies or other observed in the market, such as changes in bond yields,
prices of credit default swaps or any other public information on them.
Use of present, past and future information
IFRS 9 requires incorporation of present, past and future information to detect any significant increase in risk and measure expected
loss, which must be carried out on a weighted probability basis.
The standard does not require identification of all possible scenarios for measuring expected loss. However, the probability of a loss
event occurring and the probability it will not occur have to be considered, even though the possibility of a loss may be very low. To
achieve this, the Group generally evaluates the linear relationship between its estimated loss parameters (PD, LGD and EAD) with the
historical and future forecasts of the macroeconomic scenarios.
Additionally, when there is no linear relation between the different future economic scenarios and their associated expected losses,
more than one future economic scenario must be used for the measurement.
The approach taken by the Group consists of using a methodology based on the use of three scenarios. The first is the most probable
scenario (base scenario) that is consistent with that used in the Group's internal management processes, and two additional ones,
one more positive and the other more negative. The combined outcome of these three scenarios is calculated considering the weight
given to each of them. The main macroeconomic variables that are valued in each of the scenarios for each of the geographies in
which the Group operates are the Gross Domestic Product (GDP), the real estate price index, interest rates and the unemployment
rate. The main goal of the Group's approach is seeking the greatest predictive capacity with respect to the first two variables (see
Note 7.2.1).
Derecognition of the balance due to impairment on financial assets (write-offs)
Debt instruments are classified as written-off once, after being analyzed, it is reasonably considered that their recovery is remote due
to the notorious and irrecoverable deterioration of the solvency of the holder of the operation.
Based on their procedures and particularities, the Group entities recognize operations as a write-off where, following their analysis,
there are no reasonable expectations of recovery of the debt, taking into account aspects such as: the time elapsed since the
classification as doubtful operations due to delinquency, the coverage levels achieved, type of portfolio or product, bankruptcy status
of the holder and the existence of guarantees, their valuation and execution capacity. In those cases where the guarantee is
significant, there is the possibility of making partial write-offs on the non-guaranteed portion.
The classification of an operation as written-off, entails the recognition of losses for the carrying amount of the related debt and
results in a derecognition in the same amount from the balance sheet (see Note 7.2.5).
Transfers and derecognition of financial assets and liabilities
The accounting treatment of transfers of financial assets is determined by the form in which risks and benefits associated with the
financial assets involved are transferred to third parties. Financial assets are only derecognized from the consolidated balance sheet
when the cash flows that they generate are extinguished, when their implicit risks and benefits have been substantially transferred to
third parties or when the control of financial asset is transferred even in case of no physical transfer or substantial retention of such
assets. In the latter case, the financial asset transferred is derecognized from the consolidated balance sheet, and any right or
obligation retained or created as a result of the transfer is simultaneously recognized.
Similarly, financial liabilities are derecognized from the consolidated balance sheet only if their obligations are extinguished or
acquired (with a view to subsequent cancellation or renewed placement).
The Group is considered to have transferred substantially all the risks and benefits if such risks and benefits account for the majority
of the risks and benefits involved in ownership of the transferred financial assets. If substantially all the risks and benefits associated
with the transferred financial asset are retained:
\u2013The transferred financial asset is not derecognized from the consolidated balance sheet and continues to be measured
using the same criteria as those used before the transfer.
\u2013A financial liability is recognized at the amount equal to the amount received, which is subsequently measured at amortized
cost or fair value with changes in the income statement, whichever the case.
\u2013Both the income generated on the transferred (but not derecognized) financial asset and the expense of the new financial
liability continue to be recognized.
Treatment of securitizations
The securitizations funds to which the Group entities transfer their credit portfolios are consolidated entities of the Group. For more
information, refer to Note 2.1 \u201cPrinciples of consolidation\u201d.
The Group considers that the risks and benefits of the securitizations are substantially retained if the subordinated bonds are held
and/ or if subordination funding has been granted to those securitization funds, which means that the credit loss risk of the
securitized assets will be assumed. Consequently, the Group is not derecognizing those transferred loan portfolios.
Synthetic securitizations are transactions where risk is transferred through derivatives or financial guarantees and in which the
exposure of these securitizations remains in the balance sheet of the Group. The Group has established the synthetic securitizations
through received financial guarantees. As for the commissions paid, they are accrued during the term of the financial guarantee.
Financial guarantees
Financial guarantees are considered to be those contracts that require their issuer to make specific payments to reimburse the holder
of the financial guarantee for a loss incurred when a specific borrower breaches its payment obligations on the terms \u2013 whether
original or subsequently modified \u2013 of a debt instrument, irrespective of the legal form it may take. Financial guarantees may take the
form of a deposit, bank guarantee, insurance contract or credit derivative, among others.
In their initial recognition, financial guarantees are recognized as liabilities in the consolidated balance sheet at fair value, which is
generally the present value of the fees, commissions and interest receivable from these contracts over the term thereof, and the
Group simultaneously recognizes a corresponding asset in the consolidated balance sheet for the amount of the fees and
commissions received at the inception of the transactions and the amounts receivable at the present value of the fees, commissions
and interest outstanding.
Financial guarantees, irrespective of the guarantor, instrumentation or other circumstances, are reviewed periodically so as to
determine the credit risk to which they are exposed and, if appropriate, to consider whether a provision is required for them. The
credit risk is determined by application of criteria similar to those established for quantifying loss allowances on debt instruments
measured at amortized cost (see Note 2.2.1).
The provisions recognized for financial guarantees are recognized under the heading \u201cProvisions - Provisions for contingent risks and
commitments\u201d on the liability side in the consolidated balance sheets (see Note 24). These provisions are recognized and reversed
with a charge or credit, respectively to \u201cProvisions or reversal of provision\u201d in the consolidated income statements (see Note 46).
Income from financial guarantees is recorded under the heading \u201cFee and commission income\u201d in the consolidated income statement
and is calculated by applying the rate established in the related contract to the nominal amount of the guarantee (see Note 40).
Synthetic securitizations made by the Group to date meet the requirements of the accounting regulations for accounting as
guarantees.
Non-current assets and disposal groups classified as held for sale and liabilities included in disposal
groups classified as held for sale\u00a0 \u00a0
The heading \u201cNon-current assets and disposal groups classified as held for sale\u201d in the consolidated balance sheet includes the
carrying amount of individual items or items integrated in a group (\"disposal group\") or that form part of a significant business line or
geographical area that is intended to be disposed of (\u201cdiscontinued operation\u201d) whose sale is highly probable to take place under the
current conditions within a period of one year from the date to which the financial statements refer. Additionally, assets that were
expected to be disposed of within a year but which disposal is delayed due to events and circumstances beyond the control of the
Group can be classified as held for sale (see Note 21).
Symmetrically, the heading \u201cLiabilities included in disposal groups classified as held for sale\u201d in the consolidated balance sheet
reflects the balances payable arising from disposal groups and discontinued operations.
With respect to the subsidiaries of the BBVA Group, the heading \"Non-current assets and disposal groups classified as held for sale\"
includes the assets received by the subsidiaries for the satisfaction, in whole or in part, of the payment obligations of their debtors
(foreclosed or received in payment of debt or recoveries from financial leasing transactions, unless the Group has decided to make
continued use of those assets). The BBVA Group has specific units focused on real estate management and sale of these types of
assets.
Non-current assets and disposal groups classified as held for sale are measured, at the acquisition date and at any later date deemed
necessary, at either their carrying amount or the fair value of the property (less costs to sell), whichever is lower. An impairment or
reversal of impairment for the difference is recognized if applicable. When the amount of the sale less estimated costs of sale is higher
than the carrying value, the gain is not recognized until the moment of disposal and derecognition from the balance sheet.
Non-current assets and disposal groups classified as held for sale are not depreciated while included under the heading \u201cNon-current
assets and disposal groups classified as held for sale\u201d.
In the case of real estate assets foreclosed or received in payment of debts, they are initially recognized at the lower of: the restated
carrying amount of the financial asset and the fair value at the time of the foreclosure or receipt of the asset less estimated sales
costs. The carrying amount of the financial asset is updated at the time of the foreclosure, treating the real property received as a
secured collateral and taking into account the credit risk coverage that would correspond to it according to its classification prior to
the delivery. For these purposes, the collateral will be valued at its current fair value (less sale costs) at the time of foreclosure. This
carrying amount will be compared with the previous carrying amount and the difference will be recognized as a provision increase, if
applicable. On the other hand, the fair value of the foreclosed assets is based mainly on appraisals or valuations carried out by
independent experts on an annual basis or more frequently if there are indications of impairment by appraisal, evaluating the need to
apply a discount on the asset derived from the specific conditions of the asset or the market situation for these assets and in any
case, deducting the company\u2019s estimated sale costs.
Gains and losses generated on the disposal of assets and liabilities classified as non-current held for sale, and liabilities included in
disposal groups classified as held for sale as well as impairment losses and, where pertinent, the related recoveries, are recognized in
\u201cGains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d in
the consolidated income statement (see Note 50). The remaining income and expense items associated with these assets and
liabilities are classified in the consolidated income statement according to their nature.
Income and expense for discontinued operations, whatever their nature, generated during the year, even if they have occurred before
their classification as discontinued operations, are presented net of the tax effect as a single amount under the heading \u201cProfit (loss)
after tax from discontinued operations\u201d in the consolidated income statement (see Notes 3 and 21). This heading includes the
earnings from their sale or other disposal (net of tax effects).
Tangible Assets
Property, plant and equipment for own use
This heading includes the assets under ownership or acquired under lease terms (right to use), intended for future or current use by
the BBVA Group and that it expects to hold for more than one year. It also includes tangible assets received by the consolidated
entities in full or partial settlement of financial assets representing receivables from third parties which are expected to be held for
continuing use.
For more information regarding the accounting treatment of right to use assets under lease terms, see Note 2.2.18 \"Leases\".
Property, plant and equipment for own use are presented in the consolidated balance sheets at acquisition cost, less any
accumulated depreciation and, where appropriate, any estimated impairment losses resulting from comparing the net carrying
amount of each item with its corresponding recoverable amount (see Note 17).
Depreciation is calculated using the straight-line method, during the useful life of the asset, on the basis of the acquisition cost of the
assets less their residual value; the land is considered to have an indefinite life and is therefore not depreciated.
The tangible asset depreciation charges are recognized in the consolidated income statements under the heading \"Depreciation and
Amortization\" (see Note 45) and are based on the application of the following depreciation rates (determined on the basis of the
average years of estimated useful life of the various assets):
Depreciation rates for tangible assets
Type of assets
Annual Percentage
Buildings for own use
1% - 4%
Furniture
8% - 10%
Fixtures
6% - 12%
Office supplies and hardware
8% - 25%
Lease use rights
The lesser of the lease term or the useful life of the underlying asset
such as whether the population prefers to keep its wealth or savings in non-monetary assets or in a relatively stable foreign currency,
whether prices can be set in that currency, whether interest rates, wages and prices are pegged to a price index or whether the
accumulated inflation rate over three years approaches or exceeds 100%. The fact that any of these circumstances is fulfilled will not
be a decisive factor in considering an economy hyperinflationary, but it does provide some reasons to consider it as such.
Since 2009 and 2018, the economies of Venezuela and Argentina, respectively, have been considered hyperinflationary under the
above criteria. As a result, the financial statements of the BBVA Group\u2019s entities located in such geographies have, therefore, been
adjusted to correct for the effects of inflation.
Additionally, since the first half of 2022, Turkey's economy was considered highly inflationary according to the aforementioned
criteria. Consequently, the financial statements of the BBVA Group entities located in Turkey have also been adjusted to correct them
for the effects of inflation in accordance with IAS 29, with retrospective application from January 1, 2022. The figures for years prior to
2022 have not been modified since the Group's presentation currency is the euro.
As a consequence of the application of IAS 29, the Group applies the following criteria in the financial statements of the Group
companies that operate in these three geographies:
\u2013The historical cost of non-monetary assets and liabilities (see Notes 17, 18 and 19), assets contractually linked to changes in
prices and various headings in equity are adjusted to reflect changes in the purchasing power of the currency due to
inflation from their date of acquisition or inclusion in the consolidated balance sheet, or if this is later, with the limit of its
recoverable value. The restatement has been made using the Consumer Price Index.
\u2013The different lines of the income statement are adjusted by the inflation index since their inception, with a corresponding
entry under the heading \"Accumulated other comprehensive income (loss)\".
\u2013The loss of the net monetary position, which represents the loss of purchasing power of the entity due to maintaining an
excess of monetary assets not linked to inflation (mainly loans, credits and bonds) over monetary liabilities, is recorded in
the line \"Other operating expense\" in the income statement and with a credit to \"Accumulated other comprehensive income
(loss)\".
\u2013All the components of the financial statements of the subsidiaries are converted at the closing exchange rate, recording the
conversion differences to the euro within \"Accumulated other comprehensive income (loss)\" as stated in IAS 21.
Turkey
The combined result derived from the application of the above criteria amounts to a loss of \u20ac2,711 million in 2022, of which \u20ac1,793
million is attributed to the parent company of the Group. This impact includes mainly the loss of the net monetary position, which
amounts to a gross amount of \u20ac2,323 million and is recorded in the line \u201cOther operating expense\u201d in the consolidated income
statement, partially offset by the positive impact of the revaluation of certain bonds linked to inflation, for a gross amount of \u20ac1,490
million, given that, under IAS 29, these types of bonds are considered protective assets (see Note 42).
The first application of IAS 29 in the Turkish subsidiaries led to an increase in equity of \u20ac130 million as of January 1, 2022, and is
mainly the result of the revaluation of tangible assets and inflation-linked bonds.
According to the Turkish Statistical Institute (Turkstat), accumulated inflation in 2022 stood at 64.3% (36.1% in 2021) and the
exchange rate used as of December 31, 2022 was 19.96 Turkish lira per euro (in 2021 the exchange rate used was 15.23 Turkish lira
per euro).
Argentina
The combined result derived from the application of the above criteria amounted to a loss of \u20ac1,031 million, of which \u20ac694 million is
attributed to the parent company of the Group in 2022 (in 2021 and 2020 this result amounted to \u20ac258 million and \u20ac174 million,
respectively). This impact includes mainly the loss of the net monetary position, which amounts to a gross amount of \u20ac822 million
and is recorded in the line \u201cOther operating expense\u201d in the consolidated income statement in 2022 (in 2021 and 2020 this result
amounted to \u20ac394 million and \u20ac244 million, respectively).
Furthermore, during 2022, 2021 and 2020 the impact on equity of Group entities located in Argentina derived from the application of
IAS 29 and the conversion to the euro (IAS 21) amounted to \u20ac242 million, \u20ac337 million and \u20ac(188) million, respectively, of which \u20ac157
million, \u20ac225 million and \u20ac(126) million, respectively, have been recorded within \u201cEquity \u2013 Accumulated other comprehensive income
(loss)\u201d, and \u20ac84 million, \u20ac112 million and \u20ac(62) million, respectively, within \u201cMinority interests \u2013 Accumulated other comprehensive
income (loss)\u201d.
Accumulated inflation estimated by the National Census Institute of Argentina (Indec) and BBVA Research for the year 2022 was
97.0% (in 2021 and 2020 inflation was 50.7% and 36.5%, respectively) and the exchange rate used as of December 31, 2022 was
188.51 Argentine pesos per euro (in 2021 and 2020 the exchange rate used was 116.37 and 103.25 Argentine pesos per euro,
respectively).
Venezuela
The combined result derived from the application of the above criteria amounted to a loss of \u20ac11 million, of which \u20ac6 million is
attributed to the parent company of the Group in 2022 (in 2021 and 2020 this result amounted to \u20ac6 million and \u20ac5 million,
respectively). This impact includes mainly the loss of the net monetary position, which amounts to a gross amount of \u20ac28 million and
is recorded in the line \u201cOther operating expense\u201d in the consolidated income statement in 2022 (in 2021 and 2020 this result
amounted to \u20ac14 and \u20ac7 million, respectively).
During 2022, 2021 and 2020 the impact on equity of Group entities located in Venezuela derived from the application of hyperinflation
(IAS 29) and the conversion to the euro (IAS 21) was not material for the Group.
Accumulated inflation for the year 2022, as estimated by BBVA Research, was 292% (in 2021 and 2020 inflation was 333% and
1,887%, respectively) and the exchange rate used as of December 31, 2022 was 19.79 Venezuelan bolivars per euro (in 2021 and
2020 the exchange rate used was 5,367 and 1,355,246.77 Venezuelan bolivars per euro, respectively).", "dimensions": { "concept": "ifrs-full:DisclosureOfSummaryOfSignificantAccountingPoliciesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYwNTQ_ac6edf42-5742-4260-9bfd-fa2ca71fbcd8": { "value": "Financial instruments
IFRS 9 became effective as of January 1, 2018 and replaced IAS 39 regarding the classification and measurement of financial assets
and liabilities, the impairment of financial assets and hedge accounting. However, the Group has chosen to continue applying IAS 39
for accounting for hedges as permitted by IFRS 9.
Classification and measurement of financial assets
Classification of financial assets
IFRS 9 contains three main categories for financial assets classification: measured at amortized cost, measured at fair value with
changes through other comprehensive income, and measured at fair value through profit or loss.
The classification of financial instruments in the categories of amortized cost or fair value depends on the business model with which
the entity manages the assets and the contractual characteristics of the cash flows, commonly known as the \"solely payments of
principal and interest\" criterion (hereinafter the \"SPPI\").
The assessment of the business model should reflect the way the Group manages groups of financial assets and does not depend on
the intention for an individual instrument. Thus, for each entity within the BBVA Group there are different business models for
managing assets.
In order to determine the business model, the following aspects are taken into account:
\u2013The way in which the performance of the business model (and that of the assets which comprise such business model) is
evaluated and reported to the entity's key personnel;
\u2013The risks and their management, which affect the performance of the business model;
\u2013The way in which business model managers are remunerated;
\u2013The frequency, amount and timing of sales in previous years, the reasons for such sales and expectations regarding future
sales.
In this sense, the Group has established policies and has developed procedures in each geographical area to determine
when the sales of financial assets classified in the amortized cost category are considered infrequent (even when
significant), or are insignificant (even when frequent), to ensure compliance with such business model.
Furthermore, it is considered that any sales that may occur because the financial asset is close to maturity, due to an
increase in credit risk, or to satisfy liquidity needs, are compatible with the amortized cost model.
Regarding the SPPI test, the analysis of the cash flows aims to determine whether the contractual cash flows of the assets correspond
only to payments of principal and interest on the principal amount outstanding at the beginning of the transaction. Interest is
understood here as the consideration for the time value of money; and for the credit risk associated with the principal amount
outstanding during a specific period; and for financing and structure costs, plus a profit margin.
The most significant judgments used by the Group in evaluating compliance with the conditions of the SPPI test are the following:
\u2013Modified time value: in the event that a financial asset includes a periodic interest rate adjustment but the frequency of this
adjustment does not coincide with the term of the reference interest rate (for example, the interest rate reset every six
months to a one-year rate), the Group assesses, at the time of the initial recognition, this mismatch to determine whether
the contractual cash flows (undiscounted) differ significantly or not from the cash flows (undiscounted) of a benchmark
financial asset, for which there would be no change in the time value of money. The defined tolerance thresholds are 10% for
the differences in each period and 5% for the analysis accumulated throughout the financial asset life.
\u2013Contractual clauses: The contractual clauses that can modify the calendar or the amount of the contractual cash flows are
analyzed to verify if the contractual cash flows that would be generated during the life of the instrument due to the exercise
of those clauses are only payments of principal and interest on the principal amount outstanding. To do this, the contractual
cash flows that may be generated before and after the modification are analyzed.
The main criteria taken into account in the analysis are:
a.Early termination clauses: generally a contractual clause that permits the debtor to prepay a debt instrument
before maturity is consistent with SPPI when the prepayment amount substantially represents unpaid
amounts of principal and interest on the principal amount outstanding (which may include reasonable
additional compensation for the early termination of the contract).
b.Instruments with an interest rate linked to contingent events:
\u2013An instrument whose interest rate is reset to a higher rate if the debtor misses a particular payment may
meet the SPPI criterion because of the relationship between missed payments and an increase in credit
risk.
\u2013An instrument with contractual cash flows that are indexed to the debtor\u2019s performance \u2013 e.g. net
income or is adjusted based on a certain index or stock market value would not meet the SPPI criterion.
c.Perpetual instruments: to the extent that they can be considered instruments with continuous (multiple)
extension options, they meet the SPPI test if the contractual flows meet it. When the issuer can defer the
payment of interest, if such payment would affect their solvency, they would meet the SPPI test if the deferred
interest accrues additional interest, while if they do not, they would not meet the test.
\u2013Non-recourse financial instruments: In the case of debt instruments that are repaid primarily with the cash flows of specific
assets or projects and the debtor has no legal responsibility, the underlying assets or cash flows are evaluated to determine
whether the contractual cash flows of the instrument are consistent with payments of principal and interest on the principal
amount outstanding.
a.If the contractual terms do not give rise to additional cash flows to payments of principal and interest on the
amount of principal outstanding or limitations to these payments, the SPPI test is met.
b.If the debt instrument effectively represents an investment in the underlying assets and its cash flows are
inconsistent with principal and interest (because they depend on the performance of a business), the SPPI
test is not met.
\u2013Contractually linked instruments: a look-through analysis is carried out in the case of transactions that are set through the
issuance of multiple financial instruments forming tranches that create concentrations of credit risk in which there is an
order of priority that specifies how the flows of cash generated by the underlying set of financial instruments are allocated
to the different tranches. The debt tranches of the instrument will comply with the requirement that their cash flows
represent only payment of principal and interest on the outstanding principal if:
a.The contractual terms of the tranche being assessed for classification (without looking through to the
underlying pool of financial instruments) give rise to cash flows that are solely payments of principal and
interest on the principal amount outstanding,
b.The underlying pool of financial instruments comprises instruments with cash flow that are solely payments of
principal and interest on the principal amount outstanding, and
c.The exposure to credit risk in the underlying pool of financial instruments inherent in the tranche is equal to or
lower than the exposure to credit risk of the underlying pool of financial instruments (for example, the credit
rating of the tranche being assessed for classification is equal to or higher than the credit rating that would
apply to a single tranche that funded the underlying pool of financial instruments).
In any event, the contractual conditions that, at the time of the initial recognition, have a minimal effect on cash flows or depend on
the occurrence of exceptional and highly unlikely events do not prevent compliance with the conditions of the SPPI test.
Based on the above characteristics, financial assets will be classified and valued as described below.
A debt instrument will be classified in the amortized cost portfolio if the two following conditions are fulfilled:
\u2013The financial asset is managed within a business model whose purpose is to maintain the financial assets to maturity, to
receive contractual cash flows; and
\u2013The contractual conditions of the financial asset give rise to cash flows that are only payments of principal and interest.
A debt instrument will be classified in the portfolio of financial assets at fair value with changes through other comprehensive income
if the two following conditions are fulfilled:
\u2013The financial asset is managed with a business model whose purpose combines collection of the contractual cash flows and
sale of the assets, and
\u2013The contractual characteristics of the instrument generate cash flows which only represent the return of the principal and
interest.
A debt instrument will be classified at fair value with changes in profit and loss provided that the entity's business model for their
management or the contractual characteristics of its cash flows do not require classification into one of the portfolios described
above.
In general, equity instruments will be measured at fair value through profit or loss. However the Group may make an irrevocable
election, at initial recognition to present subsequent changes in the fair value through \u201cother comprehensive income\u201d.
Financial assets will only be reclassified when BBVA Group decides to change the business model. In this case, all of the financial
assets assigned to this business model will be reclassified. The change of the objective of the business model should occur before the
date of the reclassification.
Measurement of financial assets
All financial instruments are initially recognized at fair value, plus, those transaction costs which are directly attributable to the issue
of the particular instrument, with the exception of those financial assets which are classified at fair value through profit or loss.
All changes in the value of financial assets due to the interest accrual and similar items are recorded in the headings \"Interest and
other income\" or \"Interest expense\", of the consolidated income statement of the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial assets.
\u201cFinancial assets held for trading\u201d, \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d and
\u201cFinancial assets designated at fair value through profit or loss\u201d
Financial assets are recorded under the heading \u201cFinancial assets held for trading\u201d if the objective of the business model is to
generate gains by buying and selling these financial instruments or generate short-term results. The financial assets recorded in the
heading \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d are derived from a business model which
objective is to obtain the contractual cash flows and / or to sell those instruments but its contractual cash flows do not comply with
the requirements of the SPPI test. Financial assets are classified in \u201cFinancial assets designated at fair value through profit or loss\u201d
only if it eliminates or significantly reduces a measurement or recognition inconsistency that would otherwise arise from recognizing
or measuring such financial assets on different bases.
The assets recognized under these headings of the consolidated balance sheet are measured upon acquisition at fair value and
changes in the fair value (gains or losses and foreign exchange differences) are recognized as their net value, when applicable, under
the headings \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d, \u201cGains (losses) on non-trading financial assets
mandatorily at fair value through profit or loss, net\u201d and \u201cGains (losses) on financial assets designated at fair value through profit or
loss, net\u201d in the consolidated income statement (see Note 41).
\u201dFinancial assets at fair value through other comprehensive income\u201d
\u2013Debt instruments
Assets recognized under this heading in the consolidated balance sheets are measured at their fair value. This category of valuation
implies the recognition of the information in the income statement as if it were an instrument valued at amortized cost, while the
instrument is valued at fair value in the balance sheet. Thus, both interest income on these instruments and the exchange differences
and impairment that arise in their case are recorded in the profit and loss account, while subsequent changes in its fair value (gains or
losses) are recognized temporarily (by the amount net of tax effect) under the heading \u201cAccumulated other comprehensive income
(loss) - Items that may be reclassified to profit or loss - Fair value changes of debt instruments measured at fair value through other
comprehensive income\u201d in the consolidated balance sheets (see Note 30).
The amounts recognized under the headings \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to
profit or loss - Fair value changes of debt instruments measured at fair value through other comprehensive income\u201d continue to form
part of the Group's consolidated equity until the corresponding asset is derecognized from the consolidated balance sheet or until a
loss allowance is recognized on the corresponding financial instrument. If these assets are sold, these amounts are derecognized and
included under the headings \u201cGains (losses) on derecognition of financial assets and liabilities not measured at fair value through
profit or loss, net\u201d in the consolidated income statements (see Note 41).
The net loss allowances in \u201cFinancial assets at fair value through other comprehensive income\u201d over the year are recognized under
the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net gains by
modification - Financial assets at fair value through other comprehensive income\u201d (see Note 47) in the consolidated income
statement for the year. Interest income on these instruments is recorded in the consolidated profit and loss account (see Note 37).
Changes in foreign exchange rates are recognized under the heading \u201cExchange differences, net\" in the consolidated income
statements (see Note 41).
\u2013Equity instruments
At the time of initial recognition of specific investments in equity instruments, the BBVA Group may make the irrevocable decision to
present subsequent changes in fair value in other comprehensive income. Subsequent changes in this valuation will be recognized in
\"Accumulated other comprehensive income - Items that will not be reclassified to profit or loss - Fair value changes of equity
instruments measured at fair value through other comprehensive income\" (see Note 30). Dividends received from these investments
are recorded in the heading \"Dividend income\" in the consolidated income statement (see Note 38). These instruments are not
subject to the impairment model of IFRS 9.
\u201cFinancial assets at amortized cost\u201d
The assets under this category are subsequently measured at amortized cost, after initial recognition, using the \"effective interest
rate\" method. In the case of floating rate instruments, including inflation-linked bonds, the periodic updates of cash flows to reflect the
movement of interest rates and inflation impact the effective interest rate prospectively.
Net loss allowances of assets recorded under these headings arising in each year, calculated using the IFRS 9 model, are recognized
under the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net
gains by modification \u2013 Financial assets measured at amortized cost\u201d in the consolidated income statement for such year (see Note
47).
Classification and measurement of financial liabilities\u00a0
Classification of financial liabilities
Financial liabilities are classified in the following categories:
\u2013Financial liabilities at amortized cost;
\u2013Financial liabilities that are held for trading, including derivatives, are financial instruments which are recorded in this
category when the Group\u2019s objective is to generate gains by buying and selling these financial instruments or generate
short-term results;
\u2013Financial liabilities that are designated at fair value through profit or loss on initial recognition under the Fair Value Option.
The Group has the option to designate irrevocably, on the initial moment of recognition, a financial liability at fair value
through profit or loss provided that doing so results in the elimination or significant reduction of measurement or
recognition inconsistency, or if a group of financial liabilities, or a group of financial assets and financial liabilities, has to be
managed, and its performance evaluated, on a fair value basis in accordance with a documented risk management or
investment strategy.
Measurement of financial liabilities
Financial liabilities are initially recorded at fair value, less transaction costs that are directly attributable to the issuance of
instruments, except for financial instruments that are classified at fair value through profit or loss.
Variations in the value of financial liabilities due to the interest accrual and similar items are recorded in the headings \u201cInterest and
other income\u201d or \u201cInterest expense\u201d, of the consolidated income statement for the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial liabilities.
\u201cFinancial liabilities held for trading\u201d and \u201cFinancial liabilities designated at fair value through profit or loss\u201c
The subsequent changes in the fair value (gains or losses) of the liabilities recognized under these headings of the consolidated
balance sheets are recognized as their net value under the headings \u201cGains (losses) on financial assets and liabilities held for trading,
net\u201d and \u201cGains (losses) on financial assets and liabilities designated at fair value through profit or loss, net\u201d in the consolidated
income statements (see Note 41). The changes in the own credit risk of the liabilities designated under the fair value option is
presented in \u201cAccumulated other comprehensive income (loss) \u2013 Items that will not be reclassified to profit or loss \u2013 Fair value
changes of financial liabilities at fair value through profit or loss attributable to changes in their credit risk\u201d, unless this treatment
brings about or increases an asymmetry in the income statement. Changes in fair value resulting from variations in foreign exchange
rates are recognized under the heading \u201cExchange differences, net\u201d in the consolidated income statements (Note 41).
\u201cFinancial liabilities at amortized cost\u201d
The liabilities under this category are subsequently measured at amortized cost, using the \u201ceffective interest rate\u201d method.
Hybrid financial liabilities
When a financial liability contains an embedded derivative, the Group analyzes whether the economic characteristics and risks of the
embedded derivative and the host instrument are closely related.
If the characteristics and risks of the host and the derivative are closely related, the instrument as a whole will be classified and
measured according to the general rules for financial liabilities. If, on the other hand, the economic characteristics and risks of the
embedded derivative are not closely related to the economic characteristics and risks of the host, its terms meet the definition of a
derivative and the hybrid contract is not measured at fair value with changes in fair value recognized in profit or loss, the embedded
derivative shall be separated from the host and accounted for as a derivative separately at fair value with changes in profit and loss
and the host instrument classified and measured according to its nature.
\u201cDerivatives-Hedge Accounting\u201d and \u201cFair value changes of the hedged items in portfolio hedges of interest-
rate risk\u201d
The Group uses financial derivatives as a tool for managing financial risks, mainly interest rates and exchange rates (See Note 7).
When these transactions meet certain requirements, they are considered \"hedging instruments\".
Hedging financial derivatives are used to hedge changes in the value of assets and liabilities, changes in cash flows, or the net
investment in a foreign business. Fair value hedging is established for fixed rate financial instruments, and cash flow hedges are used
for variable rate financial instruments. The Group also carries out exchange risk hedging operations.
Hedging accounting follows IAS 39, and the effectiveness of hedges is evaluated both retrospectively and prospectively, so that they
remain within a range between 80% and 125%. The ineffectiveness of hedges, defined as the difference between the change in value
of the hedging instrument and the hedged item in each period, attributable to the hedged risk, is recognized in the income statement.
This includes both the amount of the ineffectiveness of the hedges established to manage interest rate risk in the period, as well as
the ineffectiveness of the hedges established to manage exchange risk, which is mainly attributable to the temporary value of hedges
established to manage exchange rate risk (see Notes 15 and 41).
Changes occurring subsequent to the designation of the hedging relationship in the measurement of financial instruments designated
as hedged items as well as financial instruments designated as hedge accounting instruments are recognized as follows:
\u2013In fair value hedges, the changes in the fair value of the derivative and the hedged item attributable to the hedged risk are
recognized under the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement, with a
corresponding offset under the headings where hedging items (\"Hedging derivatives\") and the hedged items are
recognized, as applicable, except for interest-rate risks hedges (which are almost all of the hedges used by the Group), for
which the valuation changes are recognized under the headings \u201cInterest and other income\u201d or \u201cInterest expense\u201d, as
appropriate, in the consolidated income statement (see Note 37).
\u2013In fair value hedges of interest rate risk of a portfolio of financial instruments (portfolio-hedges), the gains or losses that
arise in the measurement of the hedging instrument are recognized in the consolidated income statement, with the
corresponding offset on the headings \u201cDerivatives-Hedge Accounting\u201d and the gains or losses that arise from the change in
the fair value of the hedged item (attributable to the hedged risk) are also recognized in the consolidated income statement
(in both cases under the heading \u201cGains (losses) from hedge accounting, net\u201d, using, as a corresponding offset, the
headings \"Fair value changes of the hedged items in portfolio hedges of interest rate risk\" in the consolidated balance
sheets, as applicable).
\u2013In cash flow hedges, the gain or loss on the hedging instruments relating to the effective portion is recognized temporarily
under the heading \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to profit or loss -
Hedging derivatives. Cash flow hedges (effective portion)\u201d in the consolidated balance sheets, with a corresponding offset
under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the consolidated balance sheets as applicable. These
differences are recognized in the consolidated income statement at the time the gains or losses of the hedged item are
recorded in the income statement, at the time the forecast transaction is executed or at the maturity date of the hedged
item. Almost all of the cash flow hedges carried out by the Group relate to interest rate risk and inflation risk of financial
instruments, so their valuation changes are recognized under the heading \"Interest and other income\" or \"Interest expense\u201d
in the consolidated income statement (see Note 37).\u00a0
\u2013The changes in value of the hedging items corresponding to the ineffective portions of cash flow hedges are recognized
directly in the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement (see Note 41).
\u2013In hedges of net investments in foreign businesses, the valuation changes attributable to the effective portions of hedging
items are recognized temporarily under the heading \"Accumulated other comprehensive income (loss) - Items that may be
reclassified to profit or loss \u2013 Hedging of net investments in foreign operations (effective portion)\" in the consolidated
balance sheets with a corresponding offset under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the
consolidated balance sheets, as applicable. These valuation changes will be recognized in the consolidated income
statement when the investment in a foreign business is disposed of or derecognized (see Note 41).
Loss allowances on financial assets
The \u201cexpected losses\u201d impairment model is applied to financial assets valued at amortized cost, debt instruments valued at fair value
with changes in accumulated other comprehensive income, financial guarantee contracts and other commitments. All financial
instruments valued at fair value through profit or loss are excluded from the impairment model.
The standard classifies financial instruments into three categories, which depend on the evolution of their credit risk from the
moment of initial recognition and which establish the calculation of the credit risk allowance.
\u2013Stage 1\u2013 without significant increase in credit risk
Financial assets which are not considered to have significantly increased in credit risk have loss allowances measured at an amount
equal to the expected credit loss that arises from all possible default events within 12 months following the presentation date of the
financial statements (12 month expected credit losses).
\u2013Stage 2\u2013 significant increases in credit risk
When the credit risk of a financial asset has increased significantly since the initial recognition, the loss allowances of that financial
instrument is calculated as the expected credit loss during the entire life of the asset. That is, they are the expected credit losses that
result from all possible default events during the expected life of the financial instrument.
\u2013Stage 3 \u2013 Impaired
When there is objective evidence that the instrument is credit-impaired, the financial asset is transferred to this category in which the
provision for losses of that financial instrument is calculated, as in stage 2, as the expected credit loss during the entire life of the
asset.
When the recovery of any recognized amount is considered remote, such amount is written-off on the consolidated balance sheet,
without prejudice to any actions that may be taken in order to collect the amount until the rights extinguish in full either because it is
time-barred debt, the debt is forgiven, or other reasons.
The BBVA Group has applied the following definitions:
\u2013Credit-impaired asset
An asset is credit-impaired (stage 3) if one or more events have occurred and they have a detrimental impact on the estimated future
cash flows of the asset.
Historically, the definition of credit-impaired asset under IFRS 9 has been substantially aligned with the definition of default used by
the Group for internal credit risk management, which is also the definition used for regulatory purposes. In 2021 the Group updated its
definition of default to conform to that set forth in the European Banking Authority (hereinafter EBA) Guidelines, in compliance with
article 178 of Regulation (EU) No 575/2013 (CRR). The Group consequently updated the definition of credit-impaired asset (stage 3),
considering it a change in accounting estimates, re-establishing the consistency with the definition of default and guaranteeing the
integration of both definitions in credit risk management.
The determination of an asset as impaired and its classification in stage 3 is based exclusively on the risk of default, without
considering the effects of credit risk mitigating measures such as guarantees and collaterals. Specifically, the following financial
assets are classified in stage 3:
a.Impaired assets for objective reasons or delinquency: when there are unpaid amounts of principal or interest for more
than 90 days.
According to IFRS 9, the 90-days past due default is a presumption that can be rebutted in those cases where the entity
considers, based on reasonable and supportable information, that it is appropriate to use a longer term. As of December
31, 2022, the Group has not used terms exceeding 90 days past due.
b.Impaired assets for subjective reasons (other than delinquency): when circumstances are identified that show, even in the
absence of defaults, that it is not probable that the debtor will fully comply with its financial obligations. For this purpose,
the following indicators are considered, among others:
\u2013 Significant financial difficulties of the issuer or the borrower.
\u2013Granting by the lender or lenders to the borrower, for economic or contractual reasons related to the latter's
financial difficulties, of concessions or advantages that they would not have otherwise granted.
\u2013Breach of contractual clauses, such as events of default or default.
\u2013Increasing probability that the borrower will go into bankruptcy or some other situation of financial
reorganization.
\u2013Disappearance of an active market for the financial asset due to financial difficulties.
\u2013Others that may affect the committed cash flows such as the loss of the debtor's license or that it has
committed fraud.
\u2013Generalized delay in payments. In any case, this circumstance exists when, during a continuous period of 90
days prior to the reporting date, a material amount has remained unpaid.
\u2013Sales of credit exposures of a client with a significant economic loss will imply that the rest of its operations
are considered impaired.
Relating to the granting of concessions due to financial difficulties, it is considered that there is an indicator of unlikeliness
to pay, and therefore the client must be considered impaired, when the refinancing or restructuring measures may result in
a diminished financial obligation caused by a forgiveness or material deferral of principal, interest or fees. Specifically,
unless proven otherwise, transactions that meet any of the following criteria will be reclassified to the category of impaired
assets:
a.Irregular repayment schedule.
b.Contractual clauses that delay the repayment of the loan through regular payments. Among others, grace
periods of more than two years for the amortization of the principal will be considered clauses with these
characteristics.
c.Amounts of principal or interest written off from the balance sheet as its recovery is considered remote.
In any case, a restructuring will be considered impaired when the reduction in the net present value of the financial obligation is
greater than 1%, in accordance with the management criteria introduced during 2021.
Credit risk management for wholesale counterparties is carried out at the customer (or group) level. For this reason, the classification
of any of a client's material exposures as impaired, whether due to more than 90 days of default or due to any of the subjective
criteria, implies the classification as impaired of all the client's exposures.
Regarding retail clients, which are managed at the individual loan level, the scoring systems review their score, among other factors,
in the event of a breach in any of their operations or incurring generalized delays in payments, which also triggers the necessary
recovery actions. Among them are the refinancing measures that, where appropriate, may lead to all the client's operations being
considered impaired. Furthermore, given the granularity of the retail portfolios, the differential behavior of these clients in relation to
their products and collateral provided, as well as the time necessary to find the best solution, the Group has established as an
indicator that when a transaction of a retail client is in default in excess of 90 days or shows a general delay in payments and this
represents more than 20% of the client's total balance, all its transactions are considered impaired.
When operations by entities related to the client fall into stage 3, including both entities of the same group and those with which there
is a relationship of economic or financial dependence, the transactions of the holder will also be classified as stage 3 if after the
analysis it is concluded that there are reasonable doubts about the full payment of the loans.
The stage 3 classification will be maintained for a cure period of 3 months from the disappearance of all indicators of impairment
during which the client must demonstrate good payment behavior and an improvement in their credit quality in order to corroborate
the disappearance of the causes that motivated the classification of the debt as impaired. In the case of refinancing and restructuring,
the cure period is one year (see Note 7.2.7 for more details).
These criteria are aligned in all the geographical areas of the Group, maintaining only minor differences to facilitate the integration of
management at the local level.
\u2013Significant increase in credit risk
The objective of the impairment requirements is to recognize lifetime expected credit losses for financial instruments for which there
have been significant increases in credit risk since initial recognition considering all reasonable and supportable information, including
that which is forward-looking.
The model developed by the Group for assessing the significant increase in credit risk has a two-prong approach that is applied
globally (for more detail on the methodology used, see Note 7.2.1):
\u2013Quantitative criterion: the Group uses a quantitative analysis based on comparing the current expected probability of
default over the life of the transaction with the original adjusted expected probability of default, so that both values are
comparable in terms of expected default probability for their residual life.
\u2013Qualitative criterion: most indicators for detecting significant risk increase are included in the Group's systems through
rating and scoring systems or macroeconomic scenarios, so the quantitative analysis covers the majority of circumstances.
The Group uses additional qualitative criteria to identify significant increase in credit risk and thus, to include circumstances
that are not reflected in the rating/score systems or macroeconomic scenarios used. Such qualitative criteria are the
following:
a.More than 30 days past due. According to IFRS 9, default of more than 30 days is a presumption that can be
rebutted in those cases in which the entity considers, based on reasonable and documented information, that
such non-payment does not represent a significant increase in risk. As of December 31, 2022, the Group has not
considered periods higher than 30 days.
b.Watch List: They are subject to special watch by the Risk units because they show negative signs in their credit
quality, even though there may be no objective evidence of impairment.
c.Refinance or restructuring that does not show evidence of impairment, or that, having been previously identified,
the existence of significant increase in credit risk may still exist.
Although the standard introduces a series of operational simplifications, also known as practical solutions, for analyzing the increase
in significant risk, the Group does not use them as a general rule. However, for high-quality assets, mainly related to certain
government institutions and bodies, the standard allows for considering that their credit risk has not increased significantly because
they have a low credit risk at the presentation date. This possibility is limited to those financial instruments that are classified as
having high credit quality and high liquidity to comply with the liquidity coverage ratio (hereinafter, \"LCR\"). This does not prevent
these assets from being assigned the credit risk coverage that corresponds to their classification as stage 1 based on their credit
rating and macroeconomic expectations.
Method for calculating Expected Credit Loss (ECL)
Method for calculating expected loss
The measurement of expected losses must reflect:
\u2013A considered and unbiased amount, determined by evaluating a range of possible results;
\u2013The time value of money, and
\u2013Reasonable and supportable information that is available without undue cost or effort and that reflects current conditions
and forecasts of future economic conditions.
Expected losses are measured both individually and collectively.
The individualized estimate of credit losses results from calculating the difference between the expected cash flows discounted at the
effective interest rate of the transaction and the carrying amount of the instrument (see Note 7.2.1).
For the collective measurement of expected losses the instruments are classified into groups of assets based on their risk
characteristics. Exposure within each group is grouped according to credit risk common characteristics, which indicate the payment
capacity of the borrower according to the contractual conditions. These risk characteristics have to be relevant in estimating the
future flows of each group. The characteristics of credit risk may consider, among others, the following factors (see Note 7.2.1):
\u2013Type of instrument.
\u2013Rating or scoring tools.
\u2013Credit risk scoring or rating.
\u2013Type of collateral.
\u2013Amount of time at default for stage 3.
\u2013Segment.
\u2013Qualitative criteria which can have a significant increase in risk.
\u2013Collateral value if it has an impact on the probability of a default event.
The estimated losses are derived from the following parameters:
\u2013PD: estimate of the probability of default in each period.
\u2013EAD: estimate of the exposure in case of default at each future period, taking into account the changes in exposure after the
closing date of the financial statements.
\u2013LGD: estimate of the loss in case of default, calculated as the difference between the contractual cash flows and receivables,
including guarantees. For these purposes, the probability of executing the guarantee, the moment until its ownership and
subsequent realization are achieved, the expected cash flows and the acquisition and sale costs, are considered in the
estimation.
\u2013CCF: cash conversion factor is the estimate made on off-balance sheet contractual arrangements to determine the
exposure subject to credit risk in the event of a default.
At the BBVA Group, the calculated expected credit losses are based on internal models developed for all portfolios within the IFRS 9
scope, except for the cases that are subject to individual analysis.
The calculation and recognition of expected credit losses includes exposures with governments and credit institutions, for which,
despite having a reduced number of defaults in the information databases, internal models have been developed, considering, as
sources of information, the data provided by external rating agencies or other observed in the market, such as changes in bond yields,
prices of credit default swaps or any other public information on them.
Use of present, past and future information
IFRS 9 requires incorporation of present, past and future information to detect any significant increase in risk and measure expected
loss, which must be carried out on a weighted probability basis.
The standard does not require identification of all possible scenarios for measuring expected loss. However, the probability of a loss
event occurring and the probability it will not occur have to be considered, even though the possibility of a loss may be very low. To
achieve this, the Group generally evaluates the linear relationship between its estimated loss parameters (PD, LGD and EAD) with the
historical and future forecasts of the macroeconomic scenarios.
Additionally, when there is no linear relation between the different future economic scenarios and their associated expected losses,
more than one future economic scenario must be used for the measurement.
The approach taken by the Group consists of using a methodology based on the use of three scenarios. The first is the most probable
scenario (base scenario) that is consistent with that used in the Group's internal management processes, and two additional ones,
one more positive and the other more negative. The combined outcome of these three scenarios is calculated considering the weight
given to each of them. The main macroeconomic variables that are valued in each of the scenarios for each of the geographies in
which the Group operates are the Gross Domestic Product (GDP), the real estate price index, interest rates and the unemployment
rate. The main goal of the Group's approach is seeking the greatest predictive capacity with respect to the first two variables (see
Note 7.2.1).
Derecognition of the balance due to impairment on financial assets (write-offs)
Debt instruments are classified as written-off once, after being analyzed, it is reasonably considered that their recovery is remote due
to the notorious and irrecoverable deterioration of the solvency of the holder of the operation.
Based on their procedures and particularities, the Group entities recognize operations as a write-off where, following their analysis,
there are no reasonable expectations of recovery of the debt, taking into account aspects such as: the time elapsed since the
classification as doubtful operations due to delinquency, the coverage levels achieved, type of portfolio or product, bankruptcy status
of the holder and the existence of guarantees, their valuation and execution capacity. In those cases where the guarantee is
significant, there is the possibility of making partial write-offs on the non-guaranteed portion.
The classification of an operation as written-off, entails the recognition of losses for the carrying amount of the related debt and
results in a derecognition in the same amount from the balance sheet (see Note 7.2.5).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialInstrumentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNjI_8694bb69-4c30-42b9-8ff8-9e80b9258f2e": { "value": "
Classification of financial assets
IFRS 9 contains three main categories for financial assets classification: measured at amortized cost, measured at fair value with
changes through other comprehensive income, and measured at fair value through profit or loss.
The classification of financial instruments in the categories of amortized cost or fair value depends on the business model with which
the entity manages the assets and the contractual characteristics of the cash flows, commonly known as the \"solely payments of
principal and interest\" criterion (hereinafter the \"SPPI\").
The assessment of the business model should reflect the way the Group manages groups of financial assets and does not depend on
the intention for an individual instrument. Thus, for each entity within the BBVA Group there are different business models for
managing assets.
In order to determine the business model, the following aspects are taken into account:
\u2013The way in which the performance of the business model (and that of the assets which comprise such business model) is
evaluated and reported to the entity's key personnel;
\u2013The risks and their management, which affect the performance of the business model;
\u2013The way in which business model managers are remunerated;
\u2013The frequency, amount and timing of sales in previous years, the reasons for such sales and expectations regarding future
sales.
In this sense, the Group has established policies and has developed procedures in each geographical area to determine
when the sales of financial assets classified in the amortized cost category are considered infrequent (even when
significant), or are insignificant (even when frequent), to ensure compliance with such business model.
Furthermore, it is considered that any sales that may occur because the financial asset is close to maturity, due to an
increase in credit risk, or to satisfy liquidity needs, are compatible with the amortized cost model.
Regarding the SPPI test, the analysis of the cash flows aims to determine whether the contractual cash flows of the assets correspond
only to payments of principal and interest on the principal amount outstanding at the beginning of the transaction. Interest is
understood here as the consideration for the time value of money; and for the credit risk associated with the principal amount
outstanding during a specific period; and for financing and structure costs, plus a profit margin.
The most significant judgments used by the Group in evaluating compliance with the conditions of the SPPI test are the following:
\u2013Modified time value: in the event that a financial asset includes a periodic interest rate adjustment but the frequency of this
adjustment does not coincide with the term of the reference interest rate (for example, the interest rate reset every six
months to a one-year rate), the Group assesses, at the time of the initial recognition, this mismatch to determine whether
the contractual cash flows (undiscounted) differ significantly or not from the cash flows (undiscounted) of a benchmark
financial asset, for which there would be no change in the time value of money. The defined tolerance thresholds are 10% for
the differences in each period and 5% for the analysis accumulated throughout the financial asset life.
\u2013Contractual clauses: The contractual clauses that can modify the calendar or the amount of the contractual cash flows are
analyzed to verify if the contractual cash flows that would be generated during the life of the instrument due to the exercise
of those clauses are only payments of principal and interest on the principal amount outstanding. To do this, the contractual
cash flows that may be generated before and after the modification are analyzed.
The main criteria taken into account in the analysis are:
a.Early termination clauses: generally a contractual clause that permits the debtor to prepay a debt instrument
before maturity is consistent with SPPI when the prepayment amount substantially represents unpaid
amounts of principal and interest on the principal amount outstanding (which may include reasonable
additional compensation for the early termination of the contract).
b.Instruments with an interest rate linked to contingent events:
\u2013An instrument whose interest rate is reset to a higher rate if the debtor misses a particular payment may
meet the SPPI criterion because of the relationship between missed payments and an increase in credit
risk.
\u2013An instrument with contractual cash flows that are indexed to the debtor\u2019s performance \u2013 e.g. net
income or is adjusted based on a certain index or stock market value would not meet the SPPI criterion.
c.Perpetual instruments: to the extent that they can be considered instruments with continuous (multiple)
extension options, they meet the SPPI test if the contractual flows meet it. When the issuer can defer the
payment of interest, if such payment would affect their solvency, they would meet the SPPI test if the deferred
interest accrues additional interest, while if they do not, they would not meet the test.
\u2013Non-recourse financial instruments: In the case of debt instruments that are repaid primarily with the cash flows of specific
assets or projects and the debtor has no legal responsibility, the underlying assets or cash flows are evaluated to determine
whether the contractual cash flows of the instrument are consistent with payments of principal and interest on the principal
amount outstanding.
a.If the contractual terms do not give rise to additional cash flows to payments of principal and interest on the
amount of principal outstanding or limitations to these payments, the SPPI test is met.
b.If the debt instrument effectively represents an investment in the underlying assets and its cash flows are
inconsistent with principal and interest (because they depend on the performance of a business), the SPPI
test is not met.
\u2013Contractually linked instruments: a look-through analysis is carried out in the case of transactions that are set through the
issuance of multiple financial instruments forming tranches that create concentrations of credit risk in which there is an
order of priority that specifies how the flows of cash generated by the underlying set of financial instruments are allocated
to the different tranches. The debt tranches of the instrument will comply with the requirement that their cash flows
represent only payment of principal and interest on the outstanding principal if:
a.The contractual terms of the tranche being assessed for classification (without looking through to the
underlying pool of financial instruments) give rise to cash flows that are solely payments of principal and
interest on the principal amount outstanding,
b.The underlying pool of financial instruments comprises instruments with cash flow that are solely payments of
principal and interest on the principal amount outstanding, and
c.The exposure to credit risk in the underlying pool of financial instruments inherent in the tranche is equal to or
lower than the exposure to credit risk of the underlying pool of financial instruments (for example, the credit
rating of the tranche being assessed for classification is equal to or higher than the credit rating that would
apply to a single tranche that funded the underlying pool of financial instruments).
In any event, the contractual conditions that, at the time of the initial recognition, have a minimal effect on cash flows or depend on
the occurrence of exceptional and highly unlikely events do not prevent compliance with the conditions of the SPPI test.
Based on the above characteristics, financial assets will be classified and valued as described below.
A debt instrument will be classified in the amortized cost portfolio if the two following conditions are fulfilled:
\u2013The financial asset is managed within a business model whose purpose is to maintain the financial assets to maturity, to
receive contractual cash flows; and
\u2013The contractual conditions of the financial asset give rise to cash flows that are only payments of principal and interest.
A debt instrument will be classified in the portfolio of financial assets at fair value with changes through other comprehensive income
if the two following conditions are fulfilled:
\u2013The financial asset is managed with a business model whose purpose combines collection of the contractual cash flows and
sale of the assets, and
\u2013The contractual characteristics of the instrument generate cash flows which only represent the return of the principal and
interest.
A debt instrument will be classified at fair value with changes in profit and loss provided that the entity's business model for their
management or the contractual characteristics of its cash flows do not require classification into one of the portfolios described
above.
In general, equity instruments will be measured at fair value through profit or loss. However the Group may make an irrevocable
election, at initial recognition to present subsequent changes in the fair value through \u201cother comprehensive income\u201d.
Financial assets will only be reclassified when BBVA Group decides to change the business model. In this case, all of the financial
assets assigned to this business model will be reclassified. The change of the objective of the business model should occur before the
date of the reclassification.
Measurement of financial assets
All financial instruments are initially recognized at fair value, plus, those transaction costs which are directly attributable to the issue
of the particular instrument, with the exception of those financial assets which are classified at fair value through profit or loss.
All changes in the value of financial assets due to the interest accrual and similar items are recorded in the headings \"Interest and
other income\" or \"Interest expense\", of the consolidated income statement of the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial assets.
\u201cFinancial assets held for trading\u201d, \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d and
\u201cFinancial assets designated at fair value through profit or loss\u201d
Financial assets are recorded under the heading \u201cFinancial assets held for trading\u201d if the objective of the business model is to
generate gains by buying and selling these financial instruments or generate short-term results. The financial assets recorded in the
heading \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d are derived from a business model which
objective is to obtain the contractual cash flows and / or to sell those instruments but its contractual cash flows do not comply with
the requirements of the SPPI test. Financial assets are classified in \u201cFinancial assets designated at fair value through profit or loss\u201d
only if it eliminates or significantly reduces a measurement or recognition inconsistency that would otherwise arise from recognizing
or measuring such financial assets on different bases.
The assets recognized under these headings of the consolidated balance sheet are measured upon acquisition at fair value and
changes in the fair value (gains or losses and foreign exchange differences) are recognized as their net value, when applicable, under
the headings \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d, \u201cGains (losses) on non-trading financial assets
mandatorily at fair value through profit or loss, net\u201d and \u201cGains (losses) on financial assets designated at fair value through profit or
loss, net\u201d in the consolidated income statement (see Note 41).
\u201dFinancial assets at fair value through other comprehensive income\u201d
\u2013Debt instruments
Assets recognized under this heading in the consolidated balance sheets are measured at their fair value. This category of valuation
implies the recognition of the information in the income statement as if it were an instrument valued at amortized cost, while the
instrument is valued at fair value in the balance sheet. Thus, both interest income on these instruments and the exchange differences
and impairment that arise in their case are recorded in the profit and loss account, while subsequent changes in its fair value (gains or
losses) are recognized temporarily (by the amount net of tax effect) under the heading \u201cAccumulated other comprehensive income
(loss) - Items that may be reclassified to profit or loss - Fair value changes of debt instruments measured at fair value through other
comprehensive income\u201d in the consolidated balance sheets (see Note 30).
The amounts recognized under the headings \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to
profit or loss - Fair value changes of debt instruments measured at fair value through other comprehensive income\u201d continue to form
part of the Group's consolidated equity until the corresponding asset is derecognized from the consolidated balance sheet or until a
loss allowance is recognized on the corresponding financial instrument. If these assets are sold, these amounts are derecognized and
included under the headings \u201cGains (losses) on derecognition of financial assets and liabilities not measured at fair value through
profit or loss, net\u201d in the consolidated income statements (see Note 41).
The net loss allowances in \u201cFinancial assets at fair value through other comprehensive income\u201d over the year are recognized under
the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net gains by
modification - Financial assets at fair value through other comprehensive income\u201d (see Note 47) in the consolidated income
statement for the year. Interest income on these instruments is recorded in the consolidated profit and loss account (see Note 37).
Changes in foreign exchange rates are recognized under the heading \u201cExchange differences, net\" in the consolidated income
statements (see Note 41).
\u2013Equity instruments
At the time of initial recognition of specific investments in equity instruments, the BBVA Group may make the irrevocable decision to
present subsequent changes in fair value in other comprehensive income. Subsequent changes in this valuation will be recognized in
\"Accumulated other comprehensive income - Items that will not be reclassified to profit or loss - Fair value changes of equity
instruments measured at fair value through other comprehensive income\" (see Note 30). Dividends received from these investments
are recorded in the heading \"Dividend income\" in the consolidated income statement (see Note 38). These instruments are not
subject to the impairment model of IFRS 9.
\u201cFinancial assets at amortized cost\u201d
The assets under this category are subsequently measured at amortized cost, after initial recognition, using the \"effective interest
rate\" method. In the case of floating rate instruments, including inflation-linked bonds, the periodic updates of cash flows to reflect the
movement of interest rates and inflation impact the effective interest rate prospectively.
Net loss allowances of assets recorded under these headings arising in each year, calculated using the IFRS 9 model, are recognized
under the heading \u201cImpairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net
gains by modification \u2013 Financial assets measured at amortized cost\u201d in the consolidated income statement for such year (see Note
47).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialAssetsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNjk_b689780a-8a19-4c89-88b7-3037d18f7188": { "value": "
Financial assets will only be reclassified when BBVA Group decides to change the business model. In this case, all of the financial
assets assigned to this business model will be reclassified. The change of the objective of the business model should occur before the
date of the reclassification.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForReclassificationOfFinancialInstrumentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNjg_68f1a9e7-0773-4b15-8699-281710f68a2b": { "value": "
Measurement of financial assets
All financial instruments are initially recognized at fair value, plus, those transaction costs which are directly attributable to the issue
of the particular instrument, with the exception of those financial assets which are classified at fair value through profit or loss.
All changes in the value of financial assets due to the interest accrual and similar items are recorded in the headings \"Interest and
other income\" or \"Interest expense\", of the consolidated income statement of the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial assets.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForTradeAndOtherReceivablesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNjg_b0565fcb-4399-48d3-a0fd-073b258b3716": { "value": "
Measurement of financial assets
All financial instruments are initially recognized at fair value, plus, those transaction costs which are directly attributable to the issue
of the particular instrument, with the exception of those financial assets which are classified at fair value through profit or loss.
All changes in the value of financial assets due to the interest accrual and similar items are recorded in the headings \"Interest and
other income\" or \"Interest expense\", of the consolidated income statement of the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial assets.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForLoansAndReceivablesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNjM_03cd09eb-9635-4a3a-941d-8d858efbdbf2": { "value": "
\u201cFinancial assets held for trading\u201d, \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d and
\u201cFinancial assets designated at fair value through profit or loss\u201d
Financial assets are recorded under the heading \u201cFinancial assets held for trading\u201d if the objective of the business model is to
generate gains by buying and selling these financial instruments or generate short-term results. The financial assets recorded in the
heading \u201cNon-trading financial assets mandatorily at fair value through profit or loss\u201d are derived from a business model which
objective is to obtain the contractual cash flows and / or to sell those instruments but its contractual cash flows do not comply with
the requirements of the SPPI test. Financial assets are classified in \u201cFinancial assets designated at fair value through profit or loss\u201d
only if it eliminates or significantly reduces a measurement or recognition inconsistency that would otherwise arise from recognizing
or measuring such financial assets on different bases.
The assets recognized under these headings of the consolidated balance sheet are measured upon acquisition at fair value and
changes in the fair value (gains or losses and foreign exchange differences) are recognized as their net value, when applicable, under
the headings \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d, \u201cGains (losses) on non-trading financial assets
mandatorily at fair value through profit or loss, net\u201d and \u201cGains (losses) on financial assets designated at fair value through profit or
loss, net\u201d in the consolidated income statement (see Note 41).
\u201cFinancial liabilities held for trading\u201d and \u201cFinancial liabilities designated at fair value through profit or loss\u201c
The subsequent changes in the fair value (gains or losses) of the liabilities recognized under these headings of the consolidated
balance sheets are recognized as their net value under the headings \u201cGains (losses) on financial assets and liabilities held for trading,
net\u201d and \u201cGains (losses) on financial assets and liabilities designated at fair value through profit or loss, net\u201d in the consolidated
income statements (see Note 41). The changes in the own credit risk of the liabilities designated under the fair value option is
presented in \u201cAccumulated other comprehensive income (loss) \u2013 Items that will not be reclassified to profit or loss \u2013 Fair value
changes of financial liabilities at fair value through profit or loss attributable to changes in their credit risk\u201d, unless this treatment
brings about or increases an asymmetry in the income statement. Changes in fair value resulting from variations in foreign exchange
rates are recognized under the heading \u201cExchange differences, net\u201d in the consolidated income statements (Note 41).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialInstrumentsAtFairValueThroughProfitOrLossExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNjU_550daf8a-ebef-4073-8b68-d18170ac444f": { "value": "
Classification and measurement of financial liabilities\u00a0
Classification of financial liabilities
Financial liabilities are classified in the following categories:
\u2013Financial liabilities at amortized cost;
\u2013Financial liabilities that are held for trading, including derivatives, are financial instruments which are recorded in this
category when the Group\u2019s objective is to generate gains by buying and selling these financial instruments or generate
short-term results;
\u2013Financial liabilities that are designated at fair value through profit or loss on initial recognition under the Fair Value Option.
The Group has the option to designate irrevocably, on the initial moment of recognition, a financial liability at fair value
through profit or loss provided that doing so results in the elimination or significant reduction of measurement or
recognition inconsistency, or if a group of financial liabilities, or a group of financial assets and financial liabilities, has to be
managed, and its performance evaluated, on a fair value basis in accordance with a documented risk management or
investment strategy.
Measurement of financial liabilities
Financial liabilities are initially recorded at fair value, less transaction costs that are directly attributable to the issuance of
instruments, except for financial instruments that are classified at fair value through profit or loss.
Variations in the value of financial liabilities due to the interest accrual and similar items are recorded in the headings \u201cInterest and
other income\u201d or \u201cInterest expense\u201d, of the consolidated income statement for the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial liabilities.
\u201cFinancial liabilities held for trading\u201d and \u201cFinancial liabilities designated at fair value through profit or loss\u201c
The subsequent changes in the fair value (gains or losses) of the liabilities recognized under these headings of the consolidated
balance sheets are recognized as their net value under the headings \u201cGains (losses) on financial assets and liabilities held for trading,
net\u201d and \u201cGains (losses) on financial assets and liabilities designated at fair value through profit or loss, net\u201d in the consolidated
income statements (see Note 41). The changes in the own credit risk of the liabilities designated under the fair value option is
presented in \u201cAccumulated other comprehensive income (loss) \u2013 Items that will not be reclassified to profit or loss \u2013 Fair value
changes of financial liabilities at fair value through profit or loss attributable to changes in their credit risk\u201d, unless this treatment
brings about or increases an asymmetry in the income statement. Changes in fair value resulting from variations in foreign exchange
rates are recognized under the heading \u201cExchange differences, net\u201d in the consolidated income statements (Note 41).
\u201cFinancial liabilities at amortized cost\u201d
The liabilities under this category are subsequently measured at amortized cost, using the \u201ceffective interest rate\u201d method.
Hybrid financial liabilities
When a financial liability contains an embedded derivative, the Group analyzes whether the economic characteristics and risks of the
embedded derivative and the host instrument are closely related.
If the characteristics and risks of the host and the derivative are closely related, the instrument as a whole will be classified and
measured according to the general rules for financial liabilities. If, on the other hand, the economic characteristics and risks of the
embedded derivative are not closely related to the economic characteristics and risks of the host, its terms meet the definition of a
derivative and the hybrid contract is not measured at fair value with changes in fair value recognized in profit or loss, the embedded
derivative shall be separated from the host and accounted for as a derivative separately at fair value with changes in profit and loss
and the host instrument classified and measured according to its nature.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialLiabilitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMzUxODQzNzIxMjkzNzI_1d29daa8-5b47-4d8b-bc25-6e9bc3da208f": { "value": "
Measurement of financial liabilities
Financial liabilities are initially recorded at fair value, less transaction costs that are directly attributable to the issuance of
instruments, except for financial instruments that are classified at fair value through profit or loss.
Variations in the value of financial liabilities due to the interest accrual and similar items are recorded in the headings \u201cInterest and
other income\u201d or \u201cInterest expense\u201d, of the consolidated income statement for the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial liabilities.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForTradeAndOtherPayablesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMzUxODQzNzIxMjkzNzI_d600b7f1-cfd8-4331-b286-374b9e5fb1c0": { "value": "
Measurement of financial liabilities
Financial liabilities are initially recorded at fair value, less transaction costs that are directly attributable to the issuance of
instruments, except for financial instruments that are classified at fair value through profit or loss.
Variations in the value of financial liabilities due to the interest accrual and similar items are recorded in the headings \u201cInterest and
other income\u201d or \u201cInterest expense\u201d, of the consolidated income statement for the year in which the accrual occurred (see Note 37),
except for trading derivatives that are not economic and accounting hedges.
The changes in fair value after the initial recognition, for reasons other than those mentioned in the preceding paragraph, are treated
as described below, according to the categories of financial liabilities.
Financial liabilities at amortized cost\u201dThe liabilities under this category are subsequently measured at amortized cost, using the \u201ceffective interest rate\u201d method.", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForBorrowingsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNTk_267067da-0ac8-4701-9e65-0c70ad80d5b3": { "value": "
\u201cDerivatives-Hedge Accounting\u201d and \u201cFair value changes of the hedged items in portfolio hedges of interest-
rate risk\u201d
The Group uses financial derivatives as a tool for managing financial risks, mainly interest rates and exchange rates (See Note 7).
When these transactions meet certain requirements, they are considered \"hedging instruments\".
Hedging financial derivatives are used to hedge changes in the value of assets and liabilities, changes in cash flows, or the net
investment in a foreign business. Fair value hedging is established for fixed rate financial instruments, and cash flow hedges are used
for variable rate financial instruments. The Group also carries out exchange risk hedging operations.
Hedging accounting follows IAS 39, and the effectiveness of hedges is evaluated both retrospectively and prospectively, so that they
remain within a range between 80% and 125%. The ineffectiveness of hedges, defined as the difference between the change in value
of the hedging instrument and the hedged item in each period, attributable to the hedged risk, is recognized in the income statement.
This includes both the amount of the ineffectiveness of the hedges established to manage interest rate risk in the period, as well as
the ineffectiveness of the hedges established to manage exchange risk, which is mainly attributable to the temporary value of hedges
established to manage exchange rate risk (see Notes 15 and 41).
Changes occurring subsequent to the designation of the hedging relationship in the measurement of financial instruments designated
as hedged items as well as financial instruments designated as hedge accounting instruments are recognized as follows:
\u2013In fair value hedges, the changes in the fair value of the derivative and the hedged item attributable to the hedged risk are
recognized under the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement, with a
corresponding offset under the headings where hedging items (\"Hedging derivatives\") and the hedged items are
recognized, as applicable, except for interest-rate risks hedges (which are almost all of the hedges used by the Group), for
which the valuation changes are recognized under the headings \u201cInterest and other income\u201d or \u201cInterest expense\u201d, as
appropriate, in the consolidated income statement (see Note 37).
\u2013In fair value hedges of interest rate risk of a portfolio of financial instruments (portfolio-hedges), the gains or losses that
arise in the measurement of the hedging instrument are recognized in the consolidated income statement, with the
corresponding offset on the headings \u201cDerivatives-Hedge Accounting\u201d and the gains or losses that arise from the change in
the fair value of the hedged item (attributable to the hedged risk) are also recognized in the consolidated income statement
(in both cases under the heading \u201cGains (losses) from hedge accounting, net\u201d, using, as a corresponding offset, the
headings \"Fair value changes of the hedged items in portfolio hedges of interest rate risk\" in the consolidated balance
sheets, as applicable).
\u2013In cash flow hedges, the gain or loss on the hedging instruments relating to the effective portion is recognized temporarily
under the heading \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to profit or loss -
Hedging derivatives. Cash flow hedges (effective portion)\u201d in the consolidated balance sheets, with a corresponding offset
under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the consolidated balance sheets as applicable. These
differences are recognized in the consolidated income statement at the time the gains or losses of the hedged item are
recorded in the income statement, at the time the forecast transaction is executed or at the maturity date of the hedged
item. Almost all of the cash flow hedges carried out by the Group relate to interest rate risk and inflation risk of financial
instruments, so their valuation changes are recognized under the heading \"Interest and other income\" or \"Interest expense\u201d
in the consolidated income statement (see Note 37).\u00a0
\u2013The changes in value of the hedging items corresponding to the ineffective portions of cash flow hedges are recognized
directly in the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement (see Note 41).
\u2013In hedges of net investments in foreign businesses, the valuation changes attributable to the effective portions of hedging
items are recognized temporarily under the heading \"Accumulated other comprehensive income (loss) - Items that may be
reclassified to profit or loss \u2013 Hedging of net investments in foreign operations (effective portion)\" in the consolidated
balance sheets with a corresponding offset under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the
consolidated balance sheets, as applicable. These valuation changes will be recognized in the consolidated income
statement when the investment in a foreign business is disposed of or derecognized (see Note 41).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForDerivativeFinancialInstrumentsAndHedgingExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNTk_8135991d-aa6f-4766-a814-9d1d9b01adbe": { "value": "
\u201cDerivatives-Hedge Accounting\u201d and \u201cFair value changes of the hedged items in portfolio hedges of interest-
rate risk\u201d
The Group uses financial derivatives as a tool for managing financial risks, mainly interest rates and exchange rates (See Note 7).
When these transactions meet certain requirements, they are considered \"hedging instruments\".
Hedging financial derivatives are used to hedge changes in the value of assets and liabilities, changes in cash flows, or the net
investment in a foreign business. Fair value hedging is established for fixed rate financial instruments, and cash flow hedges are used
for variable rate financial instruments. The Group also carries out exchange risk hedging operations.
Hedging accounting follows IAS 39, and the effectiveness of hedges is evaluated both retrospectively and prospectively, so that they
remain within a range between 80% and 125%. The ineffectiveness of hedges, defined as the difference between the change in value
of the hedging instrument and the hedged item in each period, attributable to the hedged risk, is recognized in the income statement.
This includes both the amount of the ineffectiveness of the hedges established to manage interest rate risk in the period, as well as
the ineffectiveness of the hedges established to manage exchange risk, which is mainly attributable to the temporary value of hedges
established to manage exchange rate risk (see Notes 15 and 41).
Changes occurring subsequent to the designation of the hedging relationship in the measurement of financial instruments designated
as hedged items as well as financial instruments designated as hedge accounting instruments are recognized as follows:
\u2013In fair value hedges, the changes in the fair value of the derivative and the hedged item attributable to the hedged risk are
recognized under the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement, with a
corresponding offset under the headings where hedging items (\"Hedging derivatives\") and the hedged items are
recognized, as applicable, except for interest-rate risks hedges (which are almost all of the hedges used by the Group), for
which the valuation changes are recognized under the headings \u201cInterest and other income\u201d or \u201cInterest expense\u201d, as
appropriate, in the consolidated income statement (see Note 37).
\u2013In fair value hedges of interest rate risk of a portfolio of financial instruments (portfolio-hedges), the gains or losses that
arise in the measurement of the hedging instrument are recognized in the consolidated income statement, with the
corresponding offset on the headings \u201cDerivatives-Hedge Accounting\u201d and the gains or losses that arise from the change in
the fair value of the hedged item (attributable to the hedged risk) are also recognized in the consolidated income statement
(in both cases under the heading \u201cGains (losses) from hedge accounting, net\u201d, using, as a corresponding offset, the
headings \"Fair value changes of the hedged items in portfolio hedges of interest rate risk\" in the consolidated balance
sheets, as applicable).
\u2013In cash flow hedges, the gain or loss on the hedging instruments relating to the effective portion is recognized temporarily
under the heading \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to profit or loss -
Hedging derivatives. Cash flow hedges (effective portion)\u201d in the consolidated balance sheets, with a corresponding offset
under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the consolidated balance sheets as applicable. These
differences are recognized in the consolidated income statement at the time the gains or losses of the hedged item are
recorded in the income statement, at the time the forecast transaction is executed or at the maturity date of the hedged
item. Almost all of the cash flow hedges carried out by the Group relate to interest rate risk and inflation risk of financial
instruments, so their valuation changes are recognized under the heading \"Interest and other income\" or \"Interest expense\u201d
in the consolidated income statement (see Note 37).\u00a0
\u2013The changes in value of the hedging items corresponding to the ineffective portions of cash flow hedges are recognized
directly in the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement (see Note 41).
\u2013In hedges of net investments in foreign businesses, the valuation changes attributable to the effective portions of hedging
items are recognized temporarily under the heading \"Accumulated other comprehensive income (loss) - Items that may be
reclassified to profit or loss \u2013 Hedging of net investments in foreign operations (effective portion)\" in the consolidated
balance sheets with a corresponding offset under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the
consolidated balance sheets, as applicable. These valuation changes will be recognized in the consolidated income
statement when the investment in a foreign business is disposed of or derecognized (see Note 41).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForHedgingExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNTk_b023a245-3995-476c-99c5-be7d59b92ca8": { "value": "
\u201cDerivatives-Hedge Accounting\u201d and \u201cFair value changes of the hedged items in portfolio hedges of interest-
rate risk\u201d
The Group uses financial derivatives as a tool for managing financial risks, mainly interest rates and exchange rates (See Note 7).
When these transactions meet certain requirements, they are considered \"hedging instruments\".
Hedging financial derivatives are used to hedge changes in the value of assets and liabilities, changes in cash flows, or the net
investment in a foreign business. Fair value hedging is established for fixed rate financial instruments, and cash flow hedges are used
for variable rate financial instruments. The Group also carries out exchange risk hedging operations.
Hedging accounting follows IAS 39, and the effectiveness of hedges is evaluated both retrospectively and prospectively, so that they
remain within a range between 80% and 125%. The ineffectiveness of hedges, defined as the difference between the change in value
of the hedging instrument and the hedged item in each period, attributable to the hedged risk, is recognized in the income statement.
This includes both the amount of the ineffectiveness of the hedges established to manage interest rate risk in the period, as well as
the ineffectiveness of the hedges established to manage exchange risk, which is mainly attributable to the temporary value of hedges
established to manage exchange rate risk (see Notes 15 and 41).
Changes occurring subsequent to the designation of the hedging relationship in the measurement of financial instruments designated
as hedged items as well as financial instruments designated as hedge accounting instruments are recognized as follows:
\u2013In fair value hedges, the changes in the fair value of the derivative and the hedged item attributable to the hedged risk are
recognized under the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement, with a
corresponding offset under the headings where hedging items (\"Hedging derivatives\") and the hedged items are
recognized, as applicable, except for interest-rate risks hedges (which are almost all of the hedges used by the Group), for
which the valuation changes are recognized under the headings \u201cInterest and other income\u201d or \u201cInterest expense\u201d, as
appropriate, in the consolidated income statement (see Note 37).
\u2013In fair value hedges of interest rate risk of a portfolio of financial instruments (portfolio-hedges), the gains or losses that
arise in the measurement of the hedging instrument are recognized in the consolidated income statement, with the
corresponding offset on the headings \u201cDerivatives-Hedge Accounting\u201d and the gains or losses that arise from the change in
the fair value of the hedged item (attributable to the hedged risk) are also recognized in the consolidated income statement
(in both cases under the heading \u201cGains (losses) from hedge accounting, net\u201d, using, as a corresponding offset, the
headings \"Fair value changes of the hedged items in portfolio hedges of interest rate risk\" in the consolidated balance
sheets, as applicable).
\u2013In cash flow hedges, the gain or loss on the hedging instruments relating to the effective portion is recognized temporarily
under the heading \u201cAccumulated other comprehensive income (loss) - Items that may be reclassified to profit or loss -
Hedging derivatives. Cash flow hedges (effective portion)\u201d in the consolidated balance sheets, with a corresponding offset
under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the consolidated balance sheets as applicable. These
differences are recognized in the consolidated income statement at the time the gains or losses of the hedged item are
recorded in the income statement, at the time the forecast transaction is executed or at the maturity date of the hedged
item. Almost all of the cash flow hedges carried out by the Group relate to interest rate risk and inflation risk of financial
instruments, so their valuation changes are recognized under the heading \"Interest and other income\" or \"Interest expense\u201d
in the consolidated income statement (see Note 37).\u00a0
\u2013The changes in value of the hedging items corresponding to the ineffective portions of cash flow hedges are recognized
directly in the heading \u201cGains (losses) from hedge accounting, net\u201d in the consolidated income statement (see Note 41).
\u2013In hedges of net investments in foreign businesses, the valuation changes attributable to the effective portions of hedging
items are recognized temporarily under the heading \"Accumulated other comprehensive income (loss) - Items that may be
reclassified to profit or loss \u2013 Hedging of net investments in foreign operations (effective portion)\" in the consolidated
balance sheets with a corresponding offset under the heading \u201cHedging derivatives\u201d of the assets or liabilities of the
consolidated balance sheets, as applicable. These valuation changes will be recognized in the consolidated income
statement when the investment in a foreign business is disposed of or derecognized (see Note 41).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForDerivativeFinancialInstrumentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82Ny9mcmFnOmRlMzdiMTc4ZTZhNDRkMTU4YmY2OGIwOGU3ODdmZTliL3RleHRyZWdpb246ZGUzN2IxNzhlNmE0NGQxNThiZjY4YjA4ZTc4N2ZlOWJfMjE5OTAyMzI1OTYyNjY_0b1a2a8c-c159-49cd-90d5-6e298dec5a03": { "value": "
Loss allowances on financial assets
The \u201cexpected losses\u201d impairment model is applied to financial assets valued at amortized cost, debt instruments valued at fair value
with changes in accumulated other comprehensive income, financial guarantee contracts and other commitments. All financial
instruments valued at fair value through profit or loss are excluded from the impairment model.
The standard classifies financial instruments into three categories, which depend on the evolution of their credit risk from the
moment of initial recognition and which establish the calculation of the credit risk allowance.
\u2013Stage 1\u2013 without significant increase in credit risk
Financial assets which are not considered to have significantly increased in credit risk have loss allowances measured at an amount
equal to the expected credit loss that arises from all possible default events within 12 months following the presentation date of the
financial statements (12 month expected credit losses).
\u2013Stage 2\u2013 significant increases in credit risk
When the credit risk of a financial asset has increased significantly since the initial recognition, the loss allowances of that financial
instrument is calculated as the expected credit loss during the entire life of the asset. That is, they are the expected credit losses that
result from all possible default events during the expected life of the financial instrument.
\u2013Stage 3 \u2013 Impaired
When there is objective evidence that the instrument is credit-impaired, the financial asset is transferred to this category in which the
provision for losses of that financial instrument is calculated, as in stage 2, as the expected credit loss during the entire life of the
asset.
When the recovery of any recognized amount is considered remote, such amount is written-off on the consolidated balance sheet,
without prejudice to any actions that may be taken in order to collect the amount until the rights extinguish in full either because it is
time-barred debt, the debt is forgiven, or other reasons.
The BBVA Group has applied the following definitions:
\u2013Credit-impaired asset
An asset is credit-impaired (stage 3) if one or more events have occurred and they have a detrimental impact on the estimated future
cash flows of the asset.
Historically, the definition of credit-impaired asset under IFRS 9 has been substantially aligned with the definition of default used by
the Group for internal credit risk management, which is also the definition used for regulatory purposes. In 2021 the Group updated its
definition of default to conform to that set forth in the European Banking Authority (hereinafter EBA) Guidelines, in compliance with
article 178 of Regulation (EU) No 575/2013 (CRR). The Group consequently updated the definition of credit-impaired asset (stage 3),
considering it a change in accounting estimates, re-establishing the consistency with the definition of default and guaranteeing the
integration of both definitions in credit risk management.
The determination of an asset as impaired and its classification in stage 3 is based exclusively on the risk of default, without
considering the effects of credit risk mitigating measures such as guarantees and collaterals. Specifically, the following financial
assets are classified in stage 3:
a.Impaired assets for objective reasons or delinquency: when there are unpaid amounts of principal or interest for more
than 90 days.
According to IFRS 9, the 90-days past due default is a presumption that can be rebutted in those cases where the entity
considers, based on reasonable and supportable information, that it is appropriate to use a longer term. As of December
31, 2022, the Group has not used terms exceeding 90 days past due.
b.Impaired assets for subjective reasons (other than delinquency): when circumstances are identified that show, even in the
absence of defaults, that it is not probable that the debtor will fully comply with its financial obligations. For this purpose,
the following indicators are considered, among others:
\u2013 Significant financial difficulties of the issuer or the borrower.
\u2013Granting by the lender or lenders to the borrower, for economic or contractual reasons related to the latter's
financial difficulties, of concessions or advantages that they would not have otherwise granted.
\u2013Breach of contractual clauses, such as events of default or default.
\u2013Increasing probability that the borrower will go into bankruptcy or some other situation of financial
reorganization.
\u2013Disappearance of an active market for the financial asset due to financial difficulties.
\u2013Others that may affect the committed cash flows such as the loss of the debtor's license or that it has
committed fraud.
\u2013Generalized delay in payments. In any case, this circumstance exists when, during a continuous period of 90
days prior to the reporting date, a material amount has remained unpaid.
\u2013Sales of credit exposures of a client with a significant economic loss will imply that the rest of its operations
are considered impaired.
Relating to the granting of concessions due to financial difficulties, it is considered that there is an indicator of unlikeliness
to pay, and therefore the client must be considered impaired, when the refinancing or restructuring measures may result in
a diminished financial obligation caused by a forgiveness or material deferral of principal, interest or fees. Specifically,
unless proven otherwise, transactions that meet any of the following criteria will be reclassified to the category of impaired
assets:
a.Irregular repayment schedule.
b.Contractual clauses that delay the repayment of the loan through regular payments. Among others, grace
periods of more than two years for the amortization of the principal will be considered clauses with these
characteristics.
c.Amounts of principal or interest written off from the balance sheet as its recovery is considered remote.
In any case, a restructuring will be considered impaired when the reduction in the net present value of the financial obligation is
greater than 1%, in accordance with the management criteria introduced during 2021.
Credit risk management for wholesale counterparties is carried out at the customer (or group) level. For this reason, the classification
of any of a client's material exposures as impaired, whether due to more than 90 days of default or due to any of the subjective
criteria, implies the classification as impaired of all the client's exposures.
Regarding retail clients, which are managed at the individual loan level, the scoring systems review their score, among other factors,
in the event of a breach in any of their operations or incurring generalized delays in payments, which also triggers the necessary
recovery actions. Among them are the refinancing measures that, where appropriate, may lead to all the client's operations being
considered impaired. Furthermore, given the granularity of the retail portfolios, the differential behavior of these clients in relation to
their products and collateral provided, as well as the time necessary to find the best solution, the Group has established as an
indicator that when a transaction of a retail client is in default in excess of 90 days or shows a general delay in payments and this
represents more than 20% of the client's total balance, all its transactions are considered impaired.
When operations by entities related to the client fall into stage 3, including both entities of the same group and those with which there
is a relationship of economic or financial dependence, the transactions of the holder will also be classified as stage 3 if after the
analysis it is concluded that there are reasonable doubts about the full payment of the loans.
The stage 3 classification will be maintained for a cure period of 3 months from the disappearance of all indicators of impairment
during which the client must demonstrate good payment behavior and an improvement in their credit quality in order to corroborate
the disappearance of the causes that motivated the classification of the debt as impaired. In the case of refinancing and restructuring,
the cure period is one year (see Note 7.2.7 for more details).
These criteria are aligned in all the geographical areas of the Group, maintaining only minor differences to facilitate the integration of
management at the local level.
\u2013Significant increase in credit risk
The objective of the impairment requirements is to recognize lifetime expected credit losses for financial instruments for which there
have been significant increases in credit risk since initial recognition considering all reasonable and supportable information, including
that which is forward-looking.
The model developed by the Group for assessing the significant increase in credit risk has a two-prong approach that is applied
globally (for more detail on the methodology used, see Note 7.2.1):
\u2013Quantitative criterion: the Group uses a quantitative analysis based on comparing the current expected probability of
default over the life of the transaction with the original adjusted expected probability of default, so that both values are
comparable in terms of expected default probability for their residual life.
\u2013Qualitative criterion: most indicators for detecting significant risk increase are included in the Group's systems through
rating and scoring systems or macroeconomic scenarios, so the quantitative analysis covers the majority of circumstances.
The Group uses additional qualitative criteria to identify significant increase in credit risk and thus, to include circumstances
that are not reflected in the rating/score systems or macroeconomic scenarios used. Such qualitative criteria are the
following:
a.More than 30 days past due. According to IFRS 9, default of more than 30 days is a presumption that can be
rebutted in those cases in which the entity considers, based on reasonable and documented information, that
such non-payment does not represent a significant increase in risk. As of December 31, 2022, the Group has not
considered periods higher than 30 days.
b.Watch List: They are subject to special watch by the Risk units because they show negative signs in their credit
quality, even though there may be no objective evidence of impairment.
c.Refinance or restructuring that does not show evidence of impairment, or that, having been previously identified,
the existence of significant increase in credit risk may still exist.
Although the standard introduces a series of operational simplifications, also known as practical solutions, for analyzing the increase
in significant risk, the Group does not use them as a general rule. However, for high-quality assets, mainly related to certain
government institutions and bodies, the standard allows for considering that their credit risk has not increased significantly because
they have a low credit risk at the presentation date. This possibility is limited to those financial instruments that are classified as
having high credit quality and high liquidity to comply with the liquidity coverage ratio (hereinafter, \"LCR\"). This does not prevent
these assets from being assigned the credit risk coverage that corresponds to their classification as stage 1 based on their credit
rating and macroeconomic expectations.
Method for calculating Expected Credit Loss (ECL)
Method for calculating expected loss
The measurement of expected losses must reflect:
\u2013A considered and unbiased amount, determined by evaluating a range of possible results;
\u2013The time value of money, and
\u2013Reasonable and supportable information that is available without undue cost or effort and that reflects current conditions
and forecasts of future economic conditions.
Expected losses are measured both individually and collectively.
The individualized estimate of credit losses results from calculating the difference between the expected cash flows discounted at the
effective interest rate of the transaction and the carrying amount of the instrument (see Note 7.2.1).
For the collective measurement of expected losses the instruments are classified into groups of assets based on their risk
characteristics. Exposure within each group is grouped according to credit risk common characteristics, which indicate the payment
capacity of the borrower according to the contractual conditions. These risk characteristics have to be relevant in estimating the
future flows of each group. The characteristics of credit risk may consider, among others, the following factors (see Note 7.2.1):
\u2013Type of instrument.
\u2013Rating or scoring tools.
\u2013Credit risk scoring or rating.
\u2013Type of collateral.
\u2013Amount of time at default for stage 3.
\u2013Segment.
\u2013Qualitative criteria which can have a significant increase in risk.
\u2013Collateral value if it has an impact on the probability of a default event.
The estimated losses are derived from the following parameters:
\u2013PD: estimate of the probability of default in each period.
\u2013EAD: estimate of the exposure in case of default at each future period, taking into account the changes in exposure after the
closing date of the financial statements.
\u2013LGD: estimate of the loss in case of default, calculated as the difference between the contractual cash flows and receivables,
including guarantees. For these purposes, the probability of executing the guarantee, the moment until its ownership and
subsequent realization are achieved, the expected cash flows and the acquisition and sale costs, are considered in the
estimation.
\u2013CCF: cash conversion factor is the estimate made on off-balance sheet contractual arrangements to determine the
exposure subject to credit risk in the event of a default.
At the BBVA Group, the calculated expected credit losses are based on internal models developed for all portfolios within the IFRS 9
scope, except for the cases that are subject to individual analysis.
The calculation and recognition of expected credit losses includes exposures with governments and credit institutions, for which,
despite having a reduced number of defaults in the information databases, internal models have been developed, considering, as
sources of information, the data provided by external rating agencies or other observed in the market, such as changes in bond yields,
prices of credit default swaps or any other public information on them.
Use of present, past and future information
IFRS 9 requires incorporation of present, past and future information to detect any significant increase in risk and measure expected
loss, which must be carried out on a weighted probability basis.
The standard does not require identification of all possible scenarios for measuring expected loss. However, the probability of a loss
event occurring and the probability it will not occur have to be considered, even though the possibility of a loss may be very low. To
achieve this, the Group generally evaluates the linear relationship between its estimated loss parameters (PD, LGD and EAD) with the
historical and future forecasts of the macroeconomic scenarios.
Additionally, when there is no linear relation between the different future economic scenarios and their associated expected losses,
more than one future economic scenario must be used for the measurement.
The approach taken by the Group consists of using a methodology based on the use of three scenarios. The first is the most probable
scenario (base scenario) that is consistent with that used in the Group's internal management processes, and two additional ones,
one more positive and the other more negative. The combined outcome of these three scenarios is calculated considering the weight
given to each of them. The main macroeconomic variables that are valued in each of the scenarios for each of the geographies in
which the Group operates are the Gross Domestic Product (GDP), the real estate price index, interest rates and the unemployment
rate. The main goal of the Group's approach is seeking the greatest predictive capacity with respect to the first two variables (see
Note 7.2.1).
Derecognition of the balance due to impairment on financial assets (write-offs)
Debt instruments are classified as written-off once, after being analyzed, it is reasonably considered that their recovery is remote due
to the notorious and irrecoverable deterioration of the solvency of the holder of the operation.
Based on their procedures and particularities, the Group entities recognize operations as a write-off where, following their analysis,
there are no reasonable expectations of recovery of the debt, taking into account aspects such as: the time elapsed since the
classification as doubtful operations due to delinquency, the coverage levels achieved, type of portfolio or product, bankruptcy status
of the holder and the existence of guarantees, their valuation and execution capacity. In those cases where the guarantee is
significant, there is the possibility of making partial write-offs on the non-guaranteed portion.
The classification of an operation as written-off, entails the recognition of losses for the carrying amount of the related debt and
results in a derecognition in the same amount from the balance sheet (see Note 7.2.5).
Non-current assets and disposal groups classified as held for sale are measured, at the acquisition date and at any later date deemed
necessary, at either their carrying amount or the fair value of the property (less costs to sell), whichever is lower. An impairment or
reversal of impairment for the difference is recognized if applicable. When the amount of the sale less estimated costs of sale is higher
than the carrying value, the gain is not recognized until the moment of disposal and derecognition from the balance sheet.
In the case of real estate assets foreclosed or received in payment of debts, they are initially recognized at the lower of: the restated
carrying amount of the financial asset and the fair value at the time of the foreclosure or receipt of the asset less estimated sales
costs. The carrying amount of the financial asset is updated at the time of the foreclosure, treating the real property received as a
secured collateral and taking into account the credit risk coverage that would correspond to it according to its classification prior to
the delivery. For these purposes, the collateral will be valued at its current fair value (less sale costs) at the time of foreclosure. This
carrying amount will be compared with the previous carrying amount and the difference will be recognized as a provision increase, if
applicable. On the other hand, the fair value of the foreclosed assets is based mainly on appraisals or valuations carried out by
independent experts on an annual basis or more frequently if there are indications of impairment by appraisal, evaluating the need to
apply a discount on the asset derived from the specific conditions of the asset or the market situation for these assets and in any
case, deducting the company\u2019s estimated sale costs.
Gains and losses generated on the disposal of assets and liabilities classified as non-current held for sale, and liabilities included in
disposal groups classified as held for sale as well as impairment losses and, where pertinent, the related recoveries, are recognized in
\u201cGains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d in
the consolidated income statement (see Note 50). The remaining income and expense items associated with these assets and
liabilities are classified in the consolidated income statement according to their nature.
Property, plant and equipment for own use are presented in the consolidated balance sheets at acquisition cost, less any
accumulated depreciation and, where appropriate, any estimated impairment losses resulting from comparing the net carrying
amount of each item with its corresponding recoverable amount (see Note 17).
At each reporting date, the Group entities analyze whether there are internal or external indicators that a tangible asset may be
impaired. When there is evidence of impairment, the Group analyzes whether this impairment actually exists by comparing the asset\u2019s
net carrying amount with its recoverable amount (defined as the higher between its recoverable amount less disposal costs and its
value in use). When the carrying amount exceeds the recoverable amount, the carrying amount is written down to the recoverable
amount and depreciation charges going forward are adjusted to reflect the asset\u2019s remaining useful life.
Similarly, if there is any indication that the value of a previously impaired tangible asset is now recoverable, the consolidated entities
will estimate the recoverable amounts of the asset and recognize it in the consolidated income statement, recording the reversal of
the impairment loss recognized in previous years and thus adjusting future depreciation charges. Under no circumstances may the
reversal of an impairment loss on an asset raise its carrying amount above that which it would have if no impairment losses had been
recognized in prior years.
In the BBVA Group, most of the buildings held for own use are assigned to the different Cash Generating Units (CGU) to which they
belong. The corresponding impairment analyses are performed for these CGU to check whether sufficient cash flows are generated to
support the value of the assets comprised within.
Goodwill represents a portion of consideration transferred in advance by the acquiring entity for the future economic benefits from
assets that cannot be individually identified and separately recognized in a business combination. Goodwill is never amortized. It is
subject periodically to an impairment analysis, and is written down if there has been impairment (see Note 18).
Goodwill is assigned to one or more CGU that expect to be the beneficiaries of the synergies derived from the business combinations.
The CGU represent the Group\u2019s smallest identifiable asset groups that generate cash flows for the Group and that are largely
independent of the flows generated from the Group\u2019s other assets or groups of assets. Each unit or units to which goodwill is
allocated:
\u2013Is the lowest level at which the entity manages goodwill internally.
\u2013Is not larger than an operating segment.
The CGU to which goodwill has been allocated are tested for impairment (including the allocated goodwill in their carrying amount).
This analysis is performed at least annually or more frequently if there is any indication of impairment.
For the purpose of determining the impairment of a CGU to which a part of goodwill has been allocated, the carrying amount of that
CGU, adjusted by the theoretical amount of the goodwill attributable to the non-controlling interests, in the event they are not valued
at fair value, is compared with its recoverable amount.
The recoverable amount of a CGU is equal to the fair value less sale costs or its value in use, whichever is greater. Value in use is
calculated as the discounted value of the cash flow projections that the unit\u2019s management estimates and is based on the latest
budgets approved for the coming years. The main assumptions used in its calculation are: a growth rate to extrapolate the cash flows
indefinitely, and the discount rate used to discount the cash flows, which is equal to the cost of the capital assigned to each CGU, and
equivalent to the sum of the risk-free rate plus a risk premium inherent to the CGU being evaluated for impairment.
If the carrying amount of the CGU exceeds the related recoverable amount, the Group recognizes an impairment loss; the resulting
loss is apportioned by reducing, first, the carrying amount of the goodwill allocated to that unit and, second, if there are still
impairment losses remaining to be recognized, the carrying amount of the remainder of the assets. This is done by allocating the
remaining loss in proportion to the carrying amount of each of the assets in the unit. In the event the non-controlling interests are
measured at fair value, the deterioration of goodwill attributable to non-controlling interests will be recognized. In any case, an
impairment loss recognized for goodwill shall not be reversed in a subsequent period.
Goodwill impairment losses are recognized under the heading \"Impairment or reversal of impairment on non-financial assets \u2013
Intangible assets\u201d (see Note 49).
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Loss allowances on financial assets
The \u201cexpected losses\u201d impairment model is applied to financial assets valued at amortized cost, debt instruments valued at fair value
with changes in accumulated other comprehensive income, financial guarantee contracts and other commitments. All financial
instruments valued at fair value through profit or loss are excluded from the impairment model.
The standard classifies financial instruments into three categories, which depend on the evolution of their credit risk from the
moment of initial recognition and which establish the calculation of the credit risk allowance.
\u2013Stage 1\u2013 without significant increase in credit risk
Financial assets which are not considered to have significantly increased in credit risk have loss allowances measured at an amount
equal to the expected credit loss that arises from all possible default events within 12 months following the presentation date of the
financial statements (12 month expected credit losses).
\u2013Stage 2\u2013 significant increases in credit risk
When the credit risk of a financial asset has increased significantly since the initial recognition, the loss allowances of that financial
instrument is calculated as the expected credit loss during the entire life of the asset. That is, they are the expected credit losses that
result from all possible default events during the expected life of the financial instrument.
\u2013Stage 3 \u2013 Impaired
When there is objective evidence that the instrument is credit-impaired, the financial asset is transferred to this category in which the
provision for losses of that financial instrument is calculated, as in stage 2, as the expected credit loss during the entire life of the
asset.
When the recovery of any recognized amount is considered remote, such amount is written-off on the consolidated balance sheet,
without prejudice to any actions that may be taken in order to collect the amount until the rights extinguish in full either because it is
time-barred debt, the debt is forgiven, or other reasons.
The BBVA Group has applied the following definitions:
\u2013Credit-impaired asset
An asset is credit-impaired (stage 3) if one or more events have occurred and they have a detrimental impact on the estimated future
cash flows of the asset.
Historically, the definition of credit-impaired asset under IFRS 9 has been substantially aligned with the definition of default used by
the Group for internal credit risk management, which is also the definition used for regulatory purposes. In 2021 the Group updated its
definition of default to conform to that set forth in the European Banking Authority (hereinafter EBA) Guidelines, in compliance with
article 178 of Regulation (EU) No 575/2013 (CRR). The Group consequently updated the definition of credit-impaired asset (stage 3),
considering it a change in accounting estimates, re-establishing the consistency with the definition of default and guaranteeing the
integration of both definitions in credit risk management.
The determination of an asset as impaired and its classification in stage 3 is based exclusively on the risk of default, without
considering the effects of credit risk mitigating measures such as guarantees and collaterals. Specifically, the following financial
assets are classified in stage 3:
a.Impaired assets for objective reasons or delinquency: when there are unpaid amounts of principal or interest for more
than 90 days.
According to IFRS 9, the 90-days past due default is a presumption that can be rebutted in those cases where the entity
considers, based on reasonable and supportable information, that it is appropriate to use a longer term. As of December
31, 2022, the Group has not used terms exceeding 90 days past due.
b.Impaired assets for subjective reasons (other than delinquency): when circumstances are identified that show, even in the
absence of defaults, that it is not probable that the debtor will fully comply with its financial obligations. For this purpose,
the following indicators are considered, among others:
\u2013 Significant financial difficulties of the issuer or the borrower.
\u2013Granting by the lender or lenders to the borrower, for economic or contractual reasons related to the latter's
financial difficulties, of concessions or advantages that they would not have otherwise granted.
\u2013Breach of contractual clauses, such as events of default or default.
\u2013Increasing probability that the borrower will go into bankruptcy or some other situation of financial
reorganization.
\u2013Disappearance of an active market for the financial asset due to financial difficulties.
\u2013Others that may affect the committed cash flows such as the loss of the debtor's license or that it has
committed fraud.
\u2013Generalized delay in payments. In any case, this circumstance exists when, during a continuous period of 90
days prior to the reporting date, a material amount has remained unpaid.
\u2013Sales of credit exposures of a client with a significant economic loss will imply that the rest of its operations
are considered impaired.
Relating to the granting of concessions due to financial difficulties, it is considered that there is an indicator of unlikeliness
to pay, and therefore the client must be considered impaired, when the refinancing or restructuring measures may result in
a diminished financial obligation caused by a forgiveness or material deferral of principal, interest or fees. Specifically,
unless proven otherwise, transactions that meet any of the following criteria will be reclassified to the category of impaired
assets:
a.Irregular repayment schedule.
b.Contractual clauses that delay the repayment of the loan through regular payments. Among others, grace
periods of more than two years for the amortization of the principal will be considered clauses with these
characteristics.
c.Amounts of principal or interest written off from the balance sheet as its recovery is considered remote.
In any case, a restructuring will be considered impaired when the reduction in the net present value of the financial obligation is
greater than 1%, in accordance with the management criteria introduced during 2021.
Credit risk management for wholesale counterparties is carried out at the customer (or group) level. For this reason, the classification
of any of a client's material exposures as impaired, whether due to more than 90 days of default or due to any of the subjective
criteria, implies the classification as impaired of all the client's exposures.
Regarding retail clients, which are managed at the individual loan level, the scoring systems review their score, among other factors,
in the event of a breach in any of their operations or incurring generalized delays in payments, which also triggers the necessary
recovery actions. Among them are the refinancing measures that, where appropriate, may lead to all the client's operations being
considered impaired. Furthermore, given the granularity of the retail portfolios, the differential behavior of these clients in relation to
their products and collateral provided, as well as the time necessary to find the best solution, the Group has established as an
indicator that when a transaction of a retail client is in default in excess of 90 days or shows a general delay in payments and this
represents more than 20% of the client's total balance, all its transactions are considered impaired.
When operations by entities related to the client fall into stage 3, including both entities of the same group and those with which there
is a relationship of economic or financial dependence, the transactions of the holder will also be classified as stage 3 if after the
analysis it is concluded that there are reasonable doubts about the full payment of the loans.
The stage 3 classification will be maintained for a cure period of 3 months from the disappearance of all indicators of impairment
during which the client must demonstrate good payment behavior and an improvement in their credit quality in order to corroborate
the disappearance of the causes that motivated the classification of the debt as impaired. In the case of refinancing and restructuring,
the cure period is one year (see Note 7.2.7 for more details).
These criteria are aligned in all the geographical areas of the Group, maintaining only minor differences to facilitate the integration of
management at the local level.
\u2013Significant increase in credit risk
The objective of the impairment requirements is to recognize lifetime expected credit losses for financial instruments for which there
have been significant increases in credit risk since initial recognition considering all reasonable and supportable information, including
that which is forward-looking.
The model developed by the Group for assessing the significant increase in credit risk has a two-prong approach that is applied
globally (for more detail on the methodology used, see Note 7.2.1):
\u2013Quantitative criterion: the Group uses a quantitative analysis based on comparing the current expected probability of
default over the life of the transaction with the original adjusted expected probability of default, so that both values are
comparable in terms of expected default probability for their residual life.
\u2013Qualitative criterion: most indicators for detecting significant risk increase are included in the Group's systems through
rating and scoring systems or macroeconomic scenarios, so the quantitative analysis covers the majority of circumstances.
The Group uses additional qualitative criteria to identify significant increase in credit risk and thus, to include circumstances
that are not reflected in the rating/score systems or macroeconomic scenarios used. Such qualitative criteria are the
following:
a.More than 30 days past due. According to IFRS 9, default of more than 30 days is a presumption that can be
rebutted in those cases in which the entity considers, based on reasonable and documented information, that
such non-payment does not represent a significant increase in risk. As of December 31, 2022, the Group has not
considered periods higher than 30 days.
b.Watch List: They are subject to special watch by the Risk units because they show negative signs in their credit
quality, even though there may be no objective evidence of impairment.
c.Refinance or restructuring that does not show evidence of impairment, or that, having been previously identified,
the existence of significant increase in credit risk may still exist.
Although the standard introduces a series of operational simplifications, also known as practical solutions, for analyzing the increase
in significant risk, the Group does not use them as a general rule. However, for high-quality assets, mainly related to certain
government institutions and bodies, the standard allows for considering that their credit risk has not increased significantly because
they have a low credit risk at the presentation date. This possibility is limited to those financial instruments that are classified as
having high credit quality and high liquidity to comply with the liquidity coverage ratio (hereinafter, \"LCR\"). This does not prevent
these assets from being assigned the credit risk coverage that corresponds to their classification as stage 1 based on their credit
rating and macroeconomic expectations.
Method for calculating Expected Credit Loss (ECL)
Method for calculating expected loss
The measurement of expected losses must reflect:
\u2013A considered and unbiased amount, determined by evaluating a range of possible results;
\u2013The time value of money, and
\u2013Reasonable and supportable information that is available without undue cost or effort and that reflects current conditions
and forecasts of future economic conditions.
Expected losses are measured both individually and collectively.
The individualized estimate of credit losses results from calculating the difference between the expected cash flows discounted at the
effective interest rate of the transaction and the carrying amount of the instrument (see Note 7.2.1).
For the collective measurement of expected losses the instruments are classified into groups of assets based on their risk
characteristics. Exposure within each group is grouped according to credit risk common characteristics, which indicate the payment
capacity of the borrower according to the contractual conditions. These risk characteristics have to be relevant in estimating the
future flows of each group. The characteristics of credit risk may consider, among others, the following factors (see Note 7.2.1):
\u2013Type of instrument.
\u2013Rating or scoring tools.
\u2013Credit risk scoring or rating.
\u2013Type of collateral.
\u2013Amount of time at default for stage 3.
\u2013Segment.
\u2013Qualitative criteria which can have a significant increase in risk.
\u2013Collateral value if it has an impact on the probability of a default event.
The estimated losses are derived from the following parameters:
\u2013PD: estimate of the probability of default in each period.
\u2013EAD: estimate of the exposure in case of default at each future period, taking into account the changes in exposure after the
closing date of the financial statements.
\u2013LGD: estimate of the loss in case of default, calculated as the difference between the contractual cash flows and receivables,
including guarantees. For these purposes, the probability of executing the guarantee, the moment until its ownership and
subsequent realization are achieved, the expected cash flows and the acquisition and sale costs, are considered in the
estimation.
\u2013CCF: cash conversion factor is the estimate made on off-balance sheet contractual arrangements to determine the
exposure subject to credit risk in the event of a default.
At the BBVA Group, the calculated expected credit losses are based on internal models developed for all portfolios within the IFRS 9
scope, except for the cases that are subject to individual analysis.
The calculation and recognition of expected credit losses includes exposures with governments and credit institutions, for which,
despite having a reduced number of defaults in the information databases, internal models have been developed, considering, as
sources of information, the data provided by external rating agencies or other observed in the market, such as changes in bond yields,
prices of credit default swaps or any other public information on them.
Use of present, past and future information
IFRS 9 requires incorporation of present, past and future information to detect any significant increase in risk and measure expected
loss, which must be carried out on a weighted probability basis.
The standard does not require identification of all possible scenarios for measuring expected loss. However, the probability of a loss
event occurring and the probability it will not occur have to be considered, even though the possibility of a loss may be very low. To
achieve this, the Group generally evaluates the linear relationship between its estimated loss parameters (PD, LGD and EAD) with the
historical and future forecasts of the macroeconomic scenarios.
Additionally, when there is no linear relation between the different future economic scenarios and their associated expected losses,
more than one future economic scenario must be used for the measurement.
The approach taken by the Group consists of using a methodology based on the use of three scenarios. The first is the most probable
scenario (base scenario) that is consistent with that used in the Group's internal management processes, and two additional ones,
one more positive and the other more negative. The combined outcome of these three scenarios is calculated considering the weight
given to each of them. The main macroeconomic variables that are valued in each of the scenarios for each of the geographies in
which the Group operates are the Gross Domestic Product (GDP), the real estate price index, interest rates and the unemployment
rate. The main goal of the Group's approach is seeking the greatest predictive capacity with respect to the first two variables (see
Note 7.2.1).
Derecognition of the balance due to impairment on financial assets (write-offs)
Debt instruments are classified as written-off once, after being analyzed, it is reasonably considered that their recovery is remote due
to the notorious and irrecoverable deterioration of the solvency of the holder of the operation.
Based on their procedures and particularities, the Group entities recognize operations as a write-off where, following their analysis,
there are no reasonable expectations of recovery of the debt, taking into account aspects such as: the time elapsed since the
classification as doubtful operations due to delinquency, the coverage levels achieved, type of portfolio or product, bankruptcy status
of the holder and the existence of guarantees, their valuation and execution capacity. In those cases where the guarantee is
significant, there is the possibility of making partial write-offs on the non-guaranteed portion.
The classification of an operation as written-off, entails the recognition of losses for the carrying amount of the related debt and
results in a derecognition in the same amount from the balance sheet (see Note 7.2.5).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForImpairmentOfFinancialAssetsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV83MC9mcmFnOmY3MmMxZmI1NDg5NzRkMjE4MmE1ZmY0YzE1ZjUzY2Q0L3RleHRyZWdpb246ZjcyYzFmYjU0ODk3NGQyMTgyYTVmZjRjMTVmNTNjZDRfMjE5OTAyMzI1NTg0MjE_7d3239c8-b97d-4ddc-92cf-2e88e2e8063f": { "value": "Transfers and derecognition of financial assets and liabilities
The accounting treatment of transfers of financial assets is determined by the form in which risks and benefits associated with the
financial assets involved are transferred to third parties. Financial assets are only derecognized from the consolidated balance sheet
when the cash flows that they generate are extinguished, when their implicit risks and benefits have been substantially transferred to
third parties or when the control of financial asset is transferred even in case of no physical transfer or substantial retention of such
assets. In the latter case, the financial asset transferred is derecognized from the consolidated balance sheet, and any right or
obligation retained or created as a result of the transfer is simultaneously recognized.
Similarly, financial liabilities are derecognized from the consolidated balance sheet only if their obligations are extinguished or
acquired (with a view to subsequent cancellation or renewed placement).
The Group is considered to have transferred substantially all the risks and benefits if such risks and benefits account for the majority
of the risks and benefits involved in ownership of the transferred financial assets. If substantially all the risks and benefits associated
with the transferred financial asset are retained:
\u2013The transferred financial asset is not derecognized from the consolidated balance sheet and continues to be measured
using the same criteria as those used before the transfer.
\u2013A financial liability is recognized at the amount equal to the amount received, which is subsequently measured at amortized
cost or fair value with changes in the income statement, whichever the case.
\u2013Both the income generated on the transferred (but not derecognized) financial asset and the expense of the new financial
liability continue to be recognized.
Treatment of securitizations
The securitizations funds to which the Group entities transfer their credit portfolios are consolidated entities of the Group. For more
information, refer to Note 2.1 \u201cPrinciples of consolidation\u201d.
The Group considers that the risks and benefits of the securitizations are substantially retained if the subordinated bonds are held
and/ or if subordination funding has been granted to those securitization funds, which means that the credit loss risk of the
securitized assets will be assumed. Consequently, the Group is not derecognizing those transferred loan portfolios.
Synthetic securitizations are transactions where risk is transferred through derivatives or financial guarantees and in which the
exposure of these securitizations remains in the balance sheet of the Group. The Group has established the synthetic securitizations
through received financial guarantees. As for the commissions paid, they are accrued during the term of the financial guarantee.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForDerecognitionOfFinancialInstrumentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV83My9mcmFnOmM4OGY0NjEyZTcyYzQ0MWU5MzExM2JkY2YzYTMzYWVmL3RleHRyZWdpb246Yzg4ZjQ2MTJlNzJjNDQxZTkzMTEzYmRjZjNhMzNhZWZfMjE5OTAyMzI1NTgwMTg_e27a03b8-9607-4464-810d-74679194e23e": { "value": "Financial guarantees
Financial guarantees are considered to be those contracts that require their issuer to make specific payments to reimburse the holder
of the financial guarantee for a loss incurred when a specific borrower breaches its payment obligations on the terms \u2013 whether
original or subsequently modified \u2013 of a debt instrument, irrespective of the legal form it may take. Financial guarantees may take the
form of a deposit, bank guarantee, insurance contract or credit derivative, among others.
In their initial recognition, financial guarantees are recognized as liabilities in the consolidated balance sheet at fair value, which is
generally the present value of the fees, commissions and interest receivable from these contracts over the term thereof, and the
Group simultaneously recognizes a corresponding asset in the consolidated balance sheet for the amount of the fees and
commissions received at the inception of the transactions and the amounts receivable at the present value of the fees, commissions
and interest outstanding.
Financial guarantees, irrespective of the guarantor, instrumentation or other circumstances, are reviewed periodically so as to
determine the credit risk to which they are exposed and, if appropriate, to consider whether a provision is required for them. The
credit risk is determined by application of criteria similar to those established for quantifying loss allowances on debt instruments
measured at amortized cost (see Note 2.2.1).
The provisions recognized for financial guarantees are recognized under the heading \u201cProvisions - Provisions for contingent risks and
commitments\u201d on the liability side in the consolidated balance sheets (see Note 24). These provisions are recognized and reversed
with a charge or credit, respectively to \u201cProvisions or reversal of provision\u201d in the consolidated income statements (see Note 46).
Income from financial guarantees is recorded under the heading \u201cFee and commission income\u201d in the consolidated income statement
and is calculated by applying the rate established in the related contract to the nominal amount of the guarantee (see Note 40).
Synthetic securitizations made by the Group to date meet the requirements of the accounting regulations for accounting as
guarantees.
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForFinancialGuaranteesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV83Ni9mcmFnOjQyNjNjMWE1ZTEyMjRhOTg4NzVlMGQ3MDM5ODk4OWMwL3RleHRyZWdpb246NDI2M2MxYTVlMTIyNGE5ODg3NWUwZDcwMzk4OTg5YzBfMjE5OTAyMzI1NjAzNjg_7e8a141d-543c-42c9-834f-cc6c92453712": { "value": "Non-current assets and disposal groups classified as held for sale and liabilities included in disposal
groups classified as held for sale\u00a0 \u00a0
The heading \u201cNon-current assets and disposal groups classified as held for sale\u201d in the consolidated balance sheet includes the
carrying amount of individual items or items integrated in a group (\"disposal group\") or that form part of a significant business line or
geographical area that is intended to be disposed of (\u201cdiscontinued operation\u201d) whose sale is highly probable to take place under the
current conditions within a period of one year from the date to which the financial statements refer. Additionally, assets that were
expected to be disposed of within a year but which disposal is delayed due to events and circumstances beyond the control of the
Group can be classified as held for sale (see Note 21).
Symmetrically, the heading \u201cLiabilities included in disposal groups classified as held for sale\u201d in the consolidated balance sheet
reflects the balances payable arising from disposal groups and discontinued operations.
With respect to the subsidiaries of the BBVA Group, the heading \"Non-current assets and disposal groups classified as held for sale\"
includes the assets received by the subsidiaries for the satisfaction, in whole or in part, of the payment obligations of their debtors
(foreclosed or received in payment of debt or recoveries from financial leasing transactions, unless the Group has decided to make
continued use of those assets). The BBVA Group has specific units focused on real estate management and sale of these types of
assets.
Non-current assets and disposal groups classified as held for sale are measured, at the acquisition date and at any later date deemed
necessary, at either their carrying amount or the fair value of the property (less costs to sell), whichever is lower. An impairment or
reversal of impairment for the difference is recognized if applicable. When the amount of the sale less estimated costs of sale is higher
than the carrying value, the gain is not recognized until the moment of disposal and derecognition from the balance sheet.
Non-current assets and disposal groups classified as held for sale are not depreciated while included under the heading \u201cNon-current
assets and disposal groups classified as held for sale\u201d.
In the case of real estate assets foreclosed or received in payment of debts, they are initially recognized at the lower of: the restated
carrying amount of the financial asset and the fair value at the time of the foreclosure or receipt of the asset less estimated sales
costs. The carrying amount of the financial asset is updated at the time of the foreclosure, treating the real property received as a
secured collateral and taking into account the credit risk coverage that would correspond to it according to its classification prior to
the delivery. For these purposes, the collateral will be valued at its current fair value (less sale costs) at the time of foreclosure. This
carrying amount will be compared with the previous carrying amount and the difference will be recognized as a provision increase, if
applicable. On the other hand, the fair value of the foreclosed assets is based mainly on appraisals or valuations carried out by
independent experts on an annual basis or more frequently if there are indications of impairment by appraisal, evaluating the need to
apply a discount on the asset derived from the specific conditions of the asset or the market situation for these assets and in any
case, deducting the company\u2019s estimated sale costs.
Gains and losses generated on the disposal of assets and liabilities classified as non-current held for sale, and liabilities included in
disposal groups classified as held for sale as well as impairment losses and, where pertinent, the related recoveries, are recognized in
\u201cGains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d in
the consolidated income statement (see Note 50). The remaining income and expense items associated with these assets and
liabilities are classified in the consolidated income statement according to their nature.
Income and expense for discontinued operations, whatever their nature, generated during the year, even if they have occurred before
their classification as discontinued operations, are presented net of the tax effect as a single amount under the heading \u201cProfit (loss)
after tax from discontinued operations\u201d in the consolidated income statement (see Notes 3 and 21). This heading includes the
earnings from their sale or other disposal (net of tax effects).
", "dimensions": { "concept": "ifrs-full:DescriptionOfAccountingPolicyForNoncurrentAssetsOrDisposalGroupsClassifiedAsHeldForSaleExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV83Ni9mcmFnOjQyNjNjMWE1ZTEyMjRhOTg4NzVlMGQ3MDM5ODk4OWMwL3RleHRyZWdpb246NDI2M2MxYTVlMTIyNGE5ODg3NWUwZDcwMzk4OTg5YzBfMjE5OTAyMzI1NjAzNjg_b36a7836-6ea7-4e94-9123-2b0a3c2f7f37": { "value": "Non-current assets and disposal groups classified as held for sale and liabilities included in disposal
groups classified as held for sale\u00a0 \u00a0
The heading \u201cNon-current assets and disposal groups classified as held for sale\u201d in the consolidated balance sheet includes the
carrying amount of individual items or items integrated in a group (\"disposal group\") or that form part of a significant business line or
geographical area that is intended to be disposed of (\u201cdiscontinued operation\u201d) whose sale is highly probable to take place under the
current conditions within a period of one year from the date to which the financial statements refer. Additionally, assets that were
expected to be disposed of within a year but which disposal is delayed due to events and circumstances beyond the control of the
Group can be classified as held for sale (see Note 21).
Symmetrically, the heading \u201cLiabilities included in disposal groups classified as held for sale\u201d in the consolidated balance sheet
reflects the balances payable arising from disposal groups and discontinued operations.
With respect to the subsidiaries of the BBVA Group, the heading \"Non-current assets and disposal groups classified as held for sale\"
includes the assets received by the subsidiaries for the satisfaction, in whole or in part, of the payment obligations of their debtors
(foreclosed or received in payment of debt or recoveries from financial leasing transactions, unless the Group has decided to make
continued use of those assets). The BBVA Group has specific units focused on real estate management and sale of these types of
assets.
Non-current assets and disposal groups classified as held for sale are measured, at the acquisition date and at any later date deemed
necessary, at either their carrying amount or the fair value of the property (less costs to sell), whichever is lower. An impairment or
reversal of impairment for the difference is recognized if applicable. When the amount of the sale less estimated costs of sale is higher
than the carrying value, the gain is not recognized until the moment of disposal and derecognition from the balance sheet.
Non-current assets and disposal groups classified as held for sale are not depreciated while included under the heading \u201cNon-current
assets and disposal groups classified as held for sale\u201d.
In the case of real estate assets foreclosed or received in payment of debts, they are initially recognized at the lower of: the restated
carrying amount of the financial asset and the fair value at the time of the foreclosure or receipt of the asset less estimated sales
costs. The carrying amount of the financial asset is updated at the time of the foreclosure, treating the real property received as a
secured collateral and taking into account the credit risk coverage that would correspond to it according to its classification prior to
the delivery. For these purposes, the collateral will be valued at its current fair value (less sale costs) at the time of foreclosure. This
carrying amount will be compared with the previous carrying amount and the difference will be recognized as a provision increase, if
applicable. On the other hand, the fair value of the foreclosed assets is based mainly on appraisals or valuations carried out by
independent experts on an annual basis or more frequently if there are indications of impairment by appraisal, evaluating the need to
apply a discount on the asset derived from the specific conditions of the asset or the market situation for these assets and in any
case, deducting the company\u2019s estimated sale costs.
Gains and losses generated on the disposal of assets and liabilities classified as non-current held for sale, and liabilities included in
disposal groups classified as held for sale as well as impairment losses and, where pertinent, the related recoveries, are recognized in
\u201cGains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d in
the consolidated income statement (see Note 50). The remaining income and expense items associated with these assets and
liabilities are classified in the consolidated income statement according to their nature.
Income and expense for discontinued operations, whatever their nature, generated during the year, even if they have occurred before
their classification as discontinued operations, are presented net of the tax effect as a single amount under the heading \u201cProfit (loss)
after tax from discontinued operations\u201d in the consolidated income statement (see Notes 3 and 21). This heading includes the
earnings from their sale or other disposal (net of tax effects).
Tangible Assets
Property, plant and equipment for own use
This heading includes the assets under ownership or acquired under lease terms (right to use), intended for future or current use by
the BBVA Group and that it expects to hold for more than one year. It also includes tangible assets received by the consolidated
entities in full or partial settlement of financial assets representing receivables from third parties which are expected to be held for
continuing use.
For more information regarding the accounting treatment of right to use assets under lease terms, see Note 2.2.18 \"Leases\".
Property, plant and equipment for own use are presented in the consolidated balance sheets at acquisition cost, less any
accumulated depreciation and, where appropriate, any estimated impairment losses resulting from comparing the net carrying
amount of each item with its corresponding recoverable amount (see Note 17).
Depreciation is calculated using the straight-line method, during the useful life of the asset, on the basis of the acquisition cost of the
assets less their residual value; the land is considered to have an indefinite life and is therefore not depreciated.
The tangible asset depreciation charges are recognized in the consolidated income statements under the heading \"Depreciation and
Amortization\" (see Note 45) and are based on the application of the following depreciation rates (determined on the basis of the
average years of estimated useful life of the various assets):
Depreciation rates for tangible assets
Type of assets
Annual Percentage
Buildings for own use
1% - 4%
Furniture
8% - 10%
Fixtures
6% - 12%
Office supplies and hardware
8% - 25%
Lease use rights
The lesser of the lease term or the useful life of the underlying asset
such as whether the population prefers to keep its wealth or savings in non-monetary assets or in a relatively stable foreign currency,
whether prices can be set in that currency, whether interest rates, wages and prices are pegged to a price index or whether the
accumulated inflation rate over three years approaches or exceeds 100%. The fact that any of these circumstances is fulfilled will not
be a decisive factor in considering an economy hyperinflationary, but it does provide some reasons to consider it as such.
Since 2009 and 2018, the economies of Venezuela and Argentina, respectively, have been considered hyperinflationary under the
above criteria. As a result, the financial statements of the BBVA Group\u2019s entities located in such geographies have, therefore, been
adjusted to correct for the effects of inflation.
Additionally, since the first half of 2022, Turkey's economy was considered highly inflationary according to the aforementioned
criteria. Consequently, the financial statements of the BBVA Group entities located in Turkey have also been adjusted to correct them
for the effects of inflation in accordance with IAS 29, with retrospective application from January 1, 2022. The figures for years prior to
2022 have not been modified since the Group's presentation currency is the euro.
As a consequence of the application of IAS 29, the Group applies the following criteria in the financial statements of the Group
companies that operate in these three geographies:
\u2013The historical cost of non-monetary assets and liabilities (see Notes 17, 18 and 19), assets contractually linked to changes in
prices and various headings in equity are adjusted to reflect changes in the purchasing power of the currency due to
inflation from their date of acquisition or inclusion in the consolidated balance sheet, or if this is later, with the limit of its
recoverable value. The restatement has been made using the Consumer Price Index.
\u2013The different lines of the income statement are adjusted by the inflation index since their inception, with a corresponding
entry under the heading \"Accumulated other comprehensive income (loss)\".
\u2013The loss of the net monetary position, which represents the loss of purchasing power of the entity due to maintaining an
excess of monetary assets not linked to inflation (mainly loans, credits and bonds) over monetary liabilities, is recorded in
the line \"Other operating expense\" in the income statement and with a credit to \"Accumulated other comprehensive income
(loss)\".
\u2013All the components of the financial statements of the subsidiaries are converted at the closing exchange rate, recording the
conversion differences to the euro within \"Accumulated other comprehensive income (loss)\" as stated in IAS 21.
Turkey
The combined result derived from the application of the above criteria amounts to a loss of \u20ac2,711 million in 2022, of which \u20ac1,793
million is attributed to the parent company of the Group. This impact includes mainly the loss of the net monetary position, which
amounts to a gross amount of \u20ac2,323 million and is recorded in the line \u201cOther operating expense\u201d in the consolidated income
statement, partially offset by the positive impact of the revaluation of certain bonds linked to inflation, for a gross amount of \u20ac1,490
million, given that, under IAS 29, these types of bonds are considered protective assets (see Note 42).
The first application of IAS 29 in the Turkish subsidiaries led to an increase in equity of \u20ac130 million as of January 1, 2022, and is
mainly the result of the revaluation of tangible assets and inflation-linked bonds.
According to the Turkish Statistical Institute (Turkstat), accumulated inflation in 2022 stood at 64.3% (36.1% in 2021) and the
exchange rate used as of December 31, 2022 was 19.96 Turkish lira per euro (in 2021 the exchange rate used was 15.23 Turkish lira
per euro).
Argentina
The combined result derived from the application of the above criteria amounted to a loss of \u20ac1,031 million, of which \u20ac694 million is
attributed to the parent company of the Group in 2022 (in 2021 and 2020 this result amounted to \u20ac258 million and \u20ac174 million,
respectively). This impact includes mainly the loss of the net monetary position, which amounts to a gross amount of \u20ac822 million
and is recorded in the line \u201cOther operating expense\u201d in the consolidated income statement in 2022 (in 2021 and 2020 this result
amounted to \u20ac394 million and \u20ac244 million, respectively).
Furthermore, during 2022, 2021 and 2020 the impact on equity of Group entities located in Argentina derived from the application of
IAS 29 and the conversion to the euro (IAS 21) amounted to \u20ac242 million, \u20ac337 million and \u20ac(188) million, respectively, of which \u20ac157
million, \u20ac225 million and \u20ac(126) million, respectively, have been recorded within \u201cEquity \u2013 Accumulated other comprehensive income
(loss)\u201d, and \u20ac84 million, \u20ac112 million and \u20ac(62) million, respectively, within \u201cMinority interests \u2013 Accumulated other comprehensive
income (loss)\u201d.
Accumulated inflation estimated by the National Census Institute of Argentina (Indec) and BBVA Research for the year 2022 was
97.0% (in 2021 and 2020 inflation was 50.7% and 36.5%, respectively) and the exchange rate used as of December 31, 2022 was
188.51 Argentine pesos per euro (in 2021 and 2020 the exchange rate used was 116.37 and 103.25 Argentine pesos per euro,
respectively).
Venezuela
The combined result derived from the application of the above criteria amounted to a loss of \u20ac11 million, of which \u20ac6 million is
attributed to the parent company of the Group in 2022 (in 2021 and 2020 this result amounted to \u20ac6 million and \u20ac5 million,
respectively). This impact includes mainly the loss of the net monetary position, which amounts to a gross amount of \u20ac28 million and
is recorded in the line \u201cOther operating expense\u201d in the consolidated income statement in 2022 (in 2021 and 2020 this result
amounted to \u20ac14 and \u20ac7 million, respectively).
During 2022, 2021 and 2020 the impact on equity of Group entities located in Venezuela derived from the application of hyperinflation
(IAS 29) and the conversion to the euro (IAS 21) was not material for the Group.
Accumulated inflation for the year 2022, as estimated by BBVA Research, was 292% (in 2021 and 2020 inflation was 333% and
1,887%, respectively) and the exchange rate used as of December 31, 2022 was 19.79 Venezuelan bolivars per euro (in 2021 and
2020 the exchange rate used was 5,367 and 1,355,246.77 Venezuelan bolivars per euro, respectively).
Other operating income and expense
The breakdown of the balance under the heading \u201cOther operating income\u201d in the consolidated income statements is as follows:
Other operating income (Millions of Euros)
2022
2021
2020
Gains from sales of non-financial services
284
301
244
Other operating income
244
360
248
Total
528
661
492
(1) See Note 2.2.19. It includes \u20ac832 million related to Turkey and \u20ac822 million related to Argentina.
", "dimensions": { "concept": "ifrs-full:DisclosureOfHyperinflationaryReportingExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8xMzAvZnJhZzozY2QyOTc3YWZhYjU0Yjk1YjQ3MTI2MmUyNzZiNDE4My90ZXh0cmVnaW9uOjNjZDI5NzdhZmFiNTRiOTViNDcxMjYyZTI3NmI0MTgzXzIxOTkwMjMyNTU1OTIx_29cfd5fd-078d-429c-817b-43459565262a": { "value": "Recent IFRS pronouncements\u00a0 Standards and interpretations that became effective in 2022
The following amendments to the IFRS standards or their interpretations (hereinafter \u201cIFRIC\u201d or \"interpretation\") became effective in
2022:
Minor changes to IFRS Standards (IAS 37 Provisions - Onerous contracts, IAS 16 Property, Plant and Equipment and IFRS 3
Business Combinations) and Annual Improvements to IFRS 2018 - 2020 (IFRS 1 - First application of IFRS, IFRS 9 Financial
Instruments, IAS 41 Agriculture and modifications to the illustrative examples of IFRS 16 - Leases)
The International Accounting Standards Board (hereinafter \"IASB\"), has issued minor amendments and improvements to various
IFRS to clarify the wording or correct minor consequences, or inconsistencies between the requirements of the Standards as of
January 1, 2022. The modified standards are: IAS 37 Provisions, IAS 16 Property, Plant and Equipment, IFRS 3 Business
Combinations, IFRS 1 First application of IFRS, IFRS 9 Financial Instruments, IAS 41 Agriculture and IFRS 16 Leases.
The amendments are effective for annual reporting periods beginning on or after January 1, 2022, with no significant impact on the
BBVA Group's consolidated financial statements.
Standards and interpretations issued but not yet effective as of December 31, 2022
The following new International Financial Reporting Standards and Interpretations or Modifications had been published at the date of
preparation of the consolidated financial statements, but are not mandatory as of December 31, 2022. Although in some cases the
IASB allows early adoption before their effective date, the BBVA Group has not proceeded with this option for any such new
standards.
IFRS 17 \u2013 Insurance contracts
In May 2017, the IASB issued the new accounting standard for insurance contracts, which was later amended with the aim of helping
entities in the implementation of the standard and to facilitate the understanding of the financial statements, while maintaining the
fundamental principles of the original standard. Accordingly, an entity must apply IFRS 17 for annual reporting periods beginning on or
after January 1, 2023 (with at least one year of comparative information, i.e. for the Group, from January 1, 2022).
IFRS 17 establishes the accounting principles for insurance contracts. This new standard supersedes IFRS 4, by introducing
substantial changes in the accounting of insurance contracts with the aim of achieving greater homogeneity and increasing
comparability among entities.
Unlike IFRS 4, the new standard establishes minimum requirements for grouping insurance contracts for the purposes of their
recognition and measurement, determining the units of account by considering three levels: portfolios (contracts subject to similar
risks and managed together), annual cohorts and their possibility of becoming onerous.
Regarding the measurement model, the new standard contemplates several methods, being the General Model (Building Block
Approach) the method that is applied by default for the valuation of insurance contracts, unless the conditions are given to apply any
of the two other methods: the Variable Fee Approach, or the Simplified Model (Premium Allocation Approach).
With the implementation of IFRS 17, the valuation of insurance contracts is based on a model that uses updated assumptions at each
balance sheet date.
The General Model requires entities to value insurance contracts for the total of:
\u2013fulfillment cash flows, which comprise the estimation of future cash flows discounted to reflect the time value of money, the
financial risk associated with future cash flows, and a risk adjustment for non-financial risk that would represent the
compensation required for the uncertainty associated with the amount and timing of the expected cash flows;
\u2013and the contractual service margin, which represents the expected unearned benefit from the insurance contracts, which
will be recognized in the entity\u2019s income statement as the service is provided in the future, instead of being recognized at
the time of the estimation.
According to IFRS 17, the amounts recognized in the income statement shall be classified into insurance revenue, insurance service
expenses and insurance finance income or expenses, which is a relevant change with respect to the disclosures under IFRS 4, as
concepts such as volume of premiums and variation in technical provisions would no longer exist. Insurance revenue and insurance
service expenses exclude any investment components. The Group has chosen to disaggregate the changes in the risk adjustment
between financial and non-financial, so that the change in the value of the risk adjustment derived from the effect of the time value of
money, and changes in it, is recorded as a financial result of the insurance. Insurance revenue is recognized over the period the entity
provides insurance coverage.
Since 2019, the Group has developed a project to implement IFRS 17 in order to harmonize the criteria in the Group, with the
participation of all involved areas and countries. A sound governance has been established in this project, through a Global Steering
Committee with representation from the senior management of the affected areas and countries, which periodically reviews its
progress. At the local level, each geographical area has defined a local governance structure with the participation of senior
management.
The project for the implementation of the standard in the Group was carried out during the years 2019, 2020 and 2021 and was
focused on the definition of criteria, the actuarial modelling of cash flows and components required by the standard, the data supply,
the technological adaptation of the systems, the preparation of accounting information, the governance of the reporting process to
the Group and the development of the transition.
During 2022, the Group has finished with the tasks mentioned above, as well as the calculation of the transition impact on the
consolidated financial statements and the preparation of the pro-forma financial statements under IFRS 17, according to the planning.
Moreover, the Group has developed an accounting policy on insurance contracts under IFRS 17 that establishes the accounting
criteria for the recognition of insurance contracts carried out by Group companies, and an Operational Guide to govern the calculation
process, which ensures adequate control in the preparation of the aforementioned financial information.
From the liabilities under insurance contracts held as of the transition date, January 1, 2022, the Group estimates that approximately
89% corresponded to long-term commitments valued using the Building Block Approach. These contracts have been valued in
transition using the fair value approach, given the impracticability of applying IFRS 17 retroactively, given the disproportionate cost
and difficulty of obtaining the historical data necessary to apply a full retrospective approach given the age of these products on the
balance sheet and their remaining duration. Its impact in transition will come mainly from the \"interest rate effect\", resulting from the
valuation of long-term insurance liabilities by the difference between the locked-in rate and the current rate, as the Group has chosen
the option to disaggregate the financial income or expense of the insurance between the income statements and accumulated other
comprehensive income. This effect will be partly offset by the associated financial assets, in some cases by the elimination of shadow
accounting and, in others, by the fair value measurement of certain financial asset portfolios, in order to mitigate accounting
asymmetries.
Another part of the impact, although to a lesser extent, comes from the different hypotheses used with respect to the calculations
under IFRS 4, including its additional components. However, the impact of \"onerous\" products is estimated to be residual.
The fair value approach contemplates the determination of the Contractual Service Margin or the loss component of the liability for
remaining coverage based on the difference between the fair value and the present value of the fulfillment flows. The application of
the fair value criterion in transition allows contracts issued more than one year apart to be included in the same group and therefore
not to differentiate by cohorts, an option that the Group has followed.
Regarding short-term contracts as of January 1, 2022, it is estimated that they represented approximately 11% of the total liabilities
covered by the Group's insurance contracts. Those are valued by the Premium Allocation Approach, and in transition following the full
retrospective approach, without significant differences in their accounting recognition compared with the previous situation.
Lastly, the contracts valued by the Variable Fee Approach in the Group represent a residual amount.
Consequently, the differences in accumulated other comprehensive income and in retained earnings basically come from long-term
contracts, although without generating a significant equity impact on the Group.
The methodology used to obtain the discount rate differs by entity and portfolio to which it is applied, highlighting the main
geographies, Mexico and Spain, respectively. In the first case, the top-down approach has been mainly applied and it has been verified
that the Internal Rate of Return (hereinafter \"IRR\") of the entity's asset portfolio converges with the IRR of a reference portfolio from
which the EIOPA (European Insurance and Occupational Pensions Authority) fundamental spread is discounted for. In the second
case, the top-down approach has been used for immunized portfolios, eliminating the differential for credit risk through the EIOPA
fundamental spread. However, in non-immunized portfolios, the bottom-up approach has been used, using the swap curve as the
risk-free curve.
To assess the risk adjustment, in most cases, information on the best estimate liability (BEL) and capital requirements have been
used, through a VaR methodology, the risk adjustment has been obtained.
The BBVA Group has defined the coverage units in accordance with the requirements of the standard, and made the decision not to
change the treatment of accounting estimates made in previous interim closings when applying IFRS 17.
The Group has not adopted the European exception on annual cohorts in cash-flow matched products.
Finally, based on the analysis carried out up to the date of preparation of these consolidated financial statements, the impact in equity
on the consolidated financial statements of the BBVA Group as a result of the entry of IFRS 17 is estimated not to be significant.
Amendments to IAS 1 \u201cPresentation of financial statements\u201d and IAS 8 \u201cAccounting policies, changes in accounting
estimates and errors\"
In February 2021 the IASB issued amendments to this IAS with the aim of improving the quality of the disclosures in relation to the
accounting policies applied by the entities with the ultimate aim of providing useful and material information in the financial
statements.
The amendments to IAS 1 require companies to disclose their material accounting policy information rather than their significant
accounting policies and include guidance on how to apply the concept of materiality to accounting policy disclosures. The
amendments to IAS 8 also clarify how companies should distinguish changes in accounting policies from changes in accounting
estimates. The amendments will be effective for annual reporting periods beginning on or after January 1, 2023. No significant impact
is expected on BBVA's consolidated financial statements.
Amendment IAS 12 \u2013 Income taxes
The IASB has issued an amendment to IAS 12 to clarify how deferred taxes arising in transactions that simultaneously give rise to
temporary differences in assets and liabilities for the same amount, such as, among others, leases or decommissioning obligations,
should be accounted for.
Under the amendments, the initial recognition exemption in IAS 12 from recognizing deferred tax when they recognize assets or
liabilities for the first time would not apply to a transaction that at the time of the transaction gives rise to equal and offsetting
amounts of taxable and deductible temporary differences. The purpose of the amendments has been to reduce the diversity in the
presentation of information on deferred taxes in said transactions. The amendments entered into force on January 1, 2023. No
significant impact is expected on BBVA's consolidated financial statements.
Amendment to IFRS 16 \"Leases\"
The IASB has issued an amendment to IFRS 16 to clarify certain aspects related with the requirements for sale and leaseback
transactions. The new requirements established that the seller-lessee shall determine \u2018lease payments\u2019 or \u2018revised lease payments\u2019 in
a way that the seller-lessee would not recognize any amount of the gain or loss that relates to the right of use retained by the seller-
lessee. The amendments will be effective for annual reporting periods beginning on or after 1 January 2024, with early application
permitted. No significant impact is expected on the BBVA Group\u00b4s consolidated financial statements.
", "dimensions": { "concept": "ifrs-full:DisclosureOfChangesInAccountingPoliciesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8xMzMvZnJhZzo5MzhjYWJkZjEyYmM0N2EwYTkwODEyOGNhMGM5MWUyMC90ZXh0cmVnaW9uOjkzOGNhYmRmMTJiYzQ3YTBhOTA4MTI4Y2EwYzkxZTIwXzIxOTkwMjMyNjA3NDgw_eee95856-eb50-49d2-bbb8-b18525bbb332": { "value": "
The following amendments to the IFRS standards or their interpretations (hereinafter \u201cIFRIC\u201d or \"interpretation\") became effective in
2022:
Minor changes to IFRS Standards (IAS 37 Provisions - Onerous contracts, IAS 16 Property, Plant and Equipment and IFRS 3
Business Combinations) and Annual Improvements to IFRS 2018 - 2020 (IFRS 1 - First application of IFRS, IFRS 9 Financial
Instruments, IAS 41 Agriculture and modifications to the illustrative examples of IFRS 16 - Leases)
The International Accounting Standards Board (hereinafter \"IASB\"), has issued minor amendments and improvements to various
IFRS to clarify the wording or correct minor consequences, or inconsistencies between the requirements of the Standards as of
January 1, 2022. The modified standards are: IAS 37 Provisions, IAS 16 Property, Plant and Equipment, IFRS 3 Business
Combinations, IFRS 1 First application of IFRS, IFRS 9 Financial Instruments, IAS 41 Agriculture and IFRS 16 Leases.
The amendments are effective for annual reporting periods beginning on or after January 1, 2022, with no significant impact on the
BBVA Group's consolidated financial statements.
", "dimensions": { "concept": "ifrs-full:DisclosureOfChangesInAccountingPoliciesAccountingEstimatesAndErrorsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8xNDgvZnJhZzo1MTM2NzkzNTFiYjg0NWE1ODcyYjIwNmQwM2Y2ODFlMi90ZXh0cmVnaW9uOjUxMzY3OTM1MWJiODQ1YTU4NzJiMjA2ZDAzZjY4MWUyXzIxOTkwMjMyNTYwNDYz_1326ec55-d545-4c95-bf2b-08548e7217a0": { "value": "Earnings per share
Basic and diluted earnings per share are calculated in accordance with the criteria established by IAS 33 \"Earnings per share\". For
more information see Glossary.
The calculation of earnings per share is as follows:
Basic and Diluted Earnings per Share
2022
2021
2020
Numerator for basic and diluted earnings per share (millions of euros)
Profit attributable to parent company
6,420
4,653
1,305
Adjustment: Additional Tier 1 securities (1)
(313)
(359)
(387)
Profit adjusted (millions of euros) (A)
6,107
4,293
917
Profit (loss) from continued operations (net of remuneration of Additional Tier 1 capital
instruments)
6,107
4,014
2,646
Profit (loss) from discontinued operations (net of non-controlling interest) (B) (See
Note 21)
\u2014
280
(1,729)
Denominator for basic earnings per share (number of shares outstanding)
Weighted average number of shares outstanding
6,424
6,668
6,668
Average treasury shares
(9)
(12)
(13)
Share buyback program (2)
(225)
(255)
\u2014
Adjusted number of shares - Basic earnings per share (C)
6,189
6,401
6,655
Adjusted number of shares - diluted earnings per share (D)
6,189
6,401
6,655
Earnings (losses) per share
0.99
0.67
0.14
Basic earnings (losses) per share from continuing operations (Euros per share) A-B/C
0.99
0.63
0.40
Diluted earnings (losses) per share from continuing operations (Euros per share) A-B/D
0.99
0.63
0.40
Basic earnings (losses) per share from discontinued operations (Euros per share) B/C
\u2014
0.04
(0.26)
Diluted earnings (losses) per share from discontinued operations (Euros per share) B/D
\u2014
0.04
(0.26)
\u2013Spain includes mainly the banking, insurance and asset management business that the Group carries out in Spain, including
the proportional share of results of the new company that emerged from the bancassurance agreement reached with
Allianz at the end of 2020 (see Note 3).
\u2013Mexico includes the banking, insurance and asset management business in this country as well as the activity that BBVA
Mexico carries out through its agency in Houston.
\u2013Turkey reports the activity of the Garanti BBVA group that is mainly carried out in this country and, to a lesser extent, in
Romania and the Netherlands.
\u2013South America includes the banking, finance, insurance and asset management business carried out mainly in Argentina,
Chile, Colombia, Peru, Uruguay and Venezuela.
\u2013Rest of Business mainly includes the wholesale activity carried out in Europe (excluding Spain), the United States and
(through BBVA branches located therein) Asia.
The Corporate Center performs centralized Group functions, including: the costs of the head offices with a corporate function,
management of structural exchange rate positions; portfolios whose management is not linked to customer relationships, such as
financial and industrial holdings; stakes in Funds & Investment Vehicles in tech companies; certain tax assets and liabilities; funds for
employee commitments; goodwill and other intangible assets, as well as the financing of such portfolios and assets. Additionally, the
results obtained by the Group's businesses in the United States until the sale to PNC on June 1, 2021 (see Note 21), are presented in a
single line under the heading \"Profit (loss) after tax from discontinued operations\" in the condensed consolidated income statement
of the Corporate Center.
Finally, the costs related to the Banco Bilbao Vizcaya Argentaria, S.A. collective layoff procedure and closing of the offices carried out
in Spain in 2021, recorded in the lines \"Provisions\", \"Provisions or reversal of provisions\", \"Impairment or reversal of impairment on
non-financial assets\" and \"Gains (losses) from non-current assets and disposal groups classified as held for sale not qualifying as
discontinued operations\", respectively (see Notes 24, 46, 49 and 50).
The breakdown of the BBVA Group\u2019s total assets by operating segments as of December 31, 2022, 2021 and 2020 is as follows:
Total Group assets by operating segments (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
2020 \u207d\u00b9\u207e
Spain
427,193
413,430
408,022
Mexico
143,405
118,106
110,236
Turkey
66,043
56,245
59,585
South America
62,067
56,124
55,436
Rest of Business
49,952
40,328
35,194
Subtotal assets by operating segments
748,660
684,233
668,474
Corporate Center and adjustments (2)
(35,520)
(21,348)
65,323
Total assets BBVA Group
713,140
662,885
733,797
(1) In the first quarter of 2022 the Group changed the allocation criteria for certain expenses related to global technology projects between the Corporate Center and the business
areas. Also in the first quarter of 2022, an equity team from the Global Markets unit was transferred from Spain to New York, with the corresponding transfer of the costs
associated with this reallocation from Spain to Rest of Business. Therefore, to ensure that year-on-year comparisons are homogeneous, the figures corresponding to the financial
years 2021 and 2020 have been revised, which has not affected the consolidated financial information of the Group.
(2) The balance of 2020 corresponds mainly to the Group companies included within the scope of the USA Sale to PNC.
The following table sets forth certain summarized information relating to results of each operating segment and Corporate Center for
the years ended December 31, 2022, 2021 and 2020:
Main margins and profit by operating segments (Millions of euros)
Operating Segments
BBVA
Group
Spain
Mexico
Turkey
South
America
Rest of
Business
Corporate
Center and
adjustments (1)
2022
Net interest income
19,153
3,784
8,378
2,631
4,137
332
(109)
Gross income
24,890
6,145
10,839
3,185
4,261
790
(329)
Operating profit (loss) before tax
10,356
2,625
5,690
1,644
1,429
277
(1,309)
Net attributable profit (loss) (2)
6,420
1,678
4,182
509
734
240
(922)
2021 \u207d\u00b3\u207e
Net interest income
14,686
3,501
5,836
2,370
2,859
283
(163)
Gross income
21,066
5,890
7,603
3,422
3,162
776
212
Operating profit (loss) before tax
7,247
2,075
3,505
1,952
940
346
(1,571)
Profit (loss) after tax from
discontinued operations
280
\u2014
\u2014
\u2014
\u2014
\u2014
280
Net attributable profit (loss) (2)
4,653
1,548
2,551
739
476
276
(938)
2020 \u207d\u00b3\u207e
Net interest income
14,592
3,562
5,415
2,783
2,701
295
(164)
Gross income
20,166
5,568
7,025
3,573
3,225
838
(63)
Operating profit (loss) before tax
5,248
816
2,457
1,521
876
278
(702)
Profit (loss) after tax from
discontinued operations
(1,729)
\u2014
\u2014
\u2014
\u2014
\u2014
(1,729)
Net attributable profit (loss) (2)
1,305
647
1,749
563
432
221
(2,307)
(1) Adjustments include: (I) the impact of the purchase of offices in Spain in 2022 in the transaction with Merlin Properties (see Note 17); (II) the costs associated with the
collective layoff procedure and the closing of offices in 2021 (see Note 24); and (III) the capital gain from the bancassurance transaction with Allianz in 2020 (see Note 3).
(2) See Note 55.2.
(3) In the first quarter of 2022 the Group changed the allocation criteria for certain expenses related to global technology projects between the Corporate Center and the business
areas. Also in the first quarter of 2022, an equity team from the Global Markets unit was transferred from Spain to New York, with the corresponding transfer of the costs
associated with this reallocation from Spain to Rest of Business. Therefore, to ensure that year-on-year comparisons are homogeneous, the figures corresponding to the financial
years 2021 and 2020 have been revised, which has not affected the consolidated financial information of the Group.
The accompanying Consolidated Management Report presents the consolidated income statements and the consolidated balance
sheets by operating segments.
", "dimensions": { "concept": "ifrs-full:DisclosureOfEntitysReportableSegmentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8xNTQvZnJhZzo1MTc5ZDU0MmE3OTA0MTQxOWMzMzA5MjRmNGQwM2EyOS90ZXh0cmVnaW9uOjUxNzlkNTQyYTc5MDQxNDE5YzMzMDkyNGY0ZDAzYTI5XzIxOTkwMjMyNTU1NTQw_d68eb11a-2f91-4e2b-93b1-720a096e6d6a": { "value": "Risk managementRisk factors
The BBVA Group has processes in place for identifying risks and analyzing scenarios in order to enable the Group to manage risks in a
dynamic and proactive way.
The risk identification processes are forward looking to seek the identification of emerging risks and take into account the concerns of
both the business areas, which are close to the reality of the different geographical areas, and the corporate areas and senior
management.
Risks are identified and measured consistently using the methodologies deemed appropriate in each case. Their measurement
includes the design and application of scenario analyses and stress testing and considers the controls to which the risks are
subjected.
As part of this process, a forward projection of the Risk Appetite Framework (hereinafter \"RAF\") variables in stress scenarios is
conducted in order to identify possible deviations from the established thresholds. If any such deviations are detected, appropriate
measures are taken to keep the variables within the target risk profile.
In this context, there are a number of emerging risks that could affect the evolution of the Group\u2019s business, including the below:
Macroeconomic and geopolitical risksRisks relating to the political, economic and social conditions in Turkeyisks associated with pandemics such as the COVID-19Regulatory and reputational risks
Financial institutions are exposed to a complex and ever-changing regulatory environment defined by governments and regulators.
Regulatory activity in recent years has affected multiple areas, including changes in accounting standards; strict regulation of capital,
liquidity and remuneration; bank charges (such as the new tax for banks recently approved in Spain, see Note 19.6) and taxes on
financial transactions; regulations affecting mortgages, banking products and consumers and users; recovery and resolution
measures; stress tests; prevention of money laundering and terrorist financing; market abuse; conduct in the financial markets; anti-
corruption; and requirements as to the periodic publication of information. Governments, regulatory authorities and other institutions
continually make proposals to strengthen the resistance of financial institutions to future crises. Further, there is an increasing focus
on the climate-related financial risk management capabilities of banks. Any change in the Group\u2019s business that is necessary to
comply with any particular regulations at any given time, especially in Spain, Mexico or Turkey, could lead to a considerable loss of
income, limit the Group\u2019s ability to identify business opportunities, affect the valuation of its assets, force the Group to increase its
prices and, therefore, reduce the demand for its products, impose additional costs on the Group or otherwise adversely affect its
business, financial condition and results of operations.
The financial sector is under ever closer scrutiny by regulators, governments and society itself. In the course of activities, situations
which might cause relevant reputational damage to the Group could arise and might affect the regular course of business.
Business, operational and legal risks
New technologies and forms of customer relationships: Developments in the digital world and in information technologies pose
significant challenges for financial institutions, entailing threats (new competitors, disintermediation, etc.) but also opportunities (new
framework of relations with customers, greater ability to adapt to their needs, new products and distribution channels, etc.). Digital
transformation is a priority for the Group as it aims to lead digital banking of the future as one of its objectives.
Technological risks and security breaches: The Group is exposed to new threats such as cyber-attacks, theft of internal and customer
databases, fraud in payment systems, etc. that require major investments in security from both the technological and human point of
view. The Group gives great importance to the active operational and technological risk management and control. Any attack, failure
or deficiency in the Group\u2019s systems could, among other things, lead to the misappropriation of funds of the Group\u2019s clients or the
Group itself and the unauthorized disclosure, destruction or use of confidential information, as well as prevent the normal operation of
the Group and impair its ability to provide services and carry out its internal management. In addition, any attack, failure or deficiency
could result in the loss of customers and business opportunities, damage to computers and systems, violation of regulations
regarding data protection and/or other regulations, exposure to litigation, fines, sanctions or interventions, loss of confidence in the
Group\u2019 s security measures, damage to its reputation, reimbursements and compensation, and additional regulatory compliance
expenses and could have a significant adverse impact on the Group\u2019 s business, financial condition and results of operations.
Regarding legal risks, the financial sector faces an environment of increasing regulatory and litigious pressure, and thus, the various
Group entities are frequently party to individual or collective judicial proceedings (including class actions) resulting from their activity
and operations, as well as arbitration proceedings. The Group is also party to government procedures and investigations, such as
those carried out by the antitrust authorities in certain countries which, among other things, have in the past and could in the future
result in sanctions, as well as lead to claims by customers and others. In addition, the regulatory framework in the jurisdictions in
which the Group operates is evolving towards a supervisory approach more focused on the opening of sanctioning proceedings while
some regulators are focusing their attention on consumer protection and behavioral risk.
In Spain and in other jurisdictions where the Group operates, legal and regulatory actions and proceedings against financial
institutions, prompted in part by certain judgments in favor of consumers handed down by national and supranational courts (with
regards to matters such as credit cards and mortgage loans), have increased significantly in recent years and this trend could
continue in the future. The legal and regulatory actions and proceedings faced by other financial institutions in relation to these and
other matters, especially if such actions or proceedings result in favorable resolutions for the consumer, could also adversely affect
the Group.
All of the above may result in a significant increase in operating and compliance costs or even a reduction of revenues, and it is
possible that an adverse outcome in any proceedings (depending on the amount thereof, the penalties imposed or the procedural or
management costs for the Group) could damage the Group's reputation, generate a knock-on effect or otherwise adversely affect the
Group.
It is difficult to predict the outcome of legal and regulatory actions and proceedings, both those to which the Group is currently
exposed and those that may arise in the future, including actions and proceedings relating to former Group subsidiaries or in respect
of which the Group may have indemnification obligations. Any of such outcomes could be significantly adverse to the Group. In
addition, a decision in any matter, whether against the Group or against another credit entity facing similar claims as those faced by
the Group, could give rise to other claims against the Group. In addition, these actions and proceedings attract resources from the
Group and may occupy a great deal of attention on part of the Group's management and employees.
As of December 31, 2022, the Group had \u20ac685 million in provisions for the proceedings it is facing (included in the line \"Provisions for
taxes and other legal contingencies\" in the consolidated balance sheet) (see Note 24), of which \u20ac524 million correspond to legal
contingencies and \u20ac161 million to tax related matters. However, the uncertainty arising from these proceedings (including those for
which no provisions have been made, either because it is not possible to estimate them or for other reasons) makes it impossible to
guarantee that the possible losses arising from these proceedings will not exceed, where applicable, the amounts that the Group
currently has provisioned and, therefore, could affect the Group's consolidated results in a given period.
As a result of the above, legal and regulatory actions and proceedings currently faced by the Group or to which it may become subject
in the future or otherwise affected by, individually or in the aggregate, if resolved in whole or in part adversely to the Group's interests,
could have a material adverse effect on the Group\u2019s business, financial condition and results of operations.
Spanish judicial authorities are investigating the activities of Centro Exclusivo de Negocios y Transacciones, S.L. (Cenyt). Such
investigation includes the provision of services by Cenyt to the Bank. On July 29, 2019, the Bank was named as an investigated party
(investigado) in a criminal judicial investigation (Preliminary Proceeding No. 96/2017 \u2013 Piece No. 9, Central Investigating Court No. 6
of the National High Court) for alleged facts which could be constitutive of bribery, revelation of secrets and corruption. On February
3, 2020, the Bank was notified by the Central Investigating Court No. 6 of the National High Court of the order lifting the secrecy of the
proceedings. Certain current and former officers and employees of the Group, as well as former directors have also been named as
investigated parties in connection with this investigation. The Bank has been and continues to be proactively collaborating with the
Spanish judicial authorities, including sharing with the courts information obtained in the internal investigation hired by the entity in
2019 to contribute to the clarification of the facts. As of the date of the preparation of the Consolidated Financial Statements, no
formal accusation against the Bank has been made.
This criminal judicial proceeding is at the pre-trial phase. Therefore, it is not possible at this time to predict the scope or duration of
such proceeding or any related proceeding or its or their possible outcomes or implications for the Group, including any fines,
damages or harm to the Group\u2019s reputation caused thereby.
Climate change risks
Climate change presents both short, medium and long-term risks to the Group and its customers, and these risks are expected to
increase over time. The Group's activities or those of its customers and/or counterparties could be negatively affected by, among
others, the following risks:
\u2013Transition Risks: Risks linked to the transition to a low-carbon economy as a response to climate change, and that come
from changes in legislation, the market, consumers, etc., to mitigate and address the requirements derived from climate
change. Transition risks include:
a.Legal and regulatory risks: Legislative or regulatory changes related to the way banks manage climate risk or that
otherwise affect banking practices or the disclosure of climate-related information may lead to increased costs
and compliance risks, operational and credit. Group customers and counterparties may also face similar
challenges.
b.Technological risks: Among others, those risks derived from the transition costs to low-emission technologies or
from non-adaptation to them, which could eventually reduce the credit capacity of the Group's customers.
c.Market risks: BBVA is exposed to risks of a considerable increase in the cost of financing for customers with
greater exposure to climate change risk, in such a way that their solvency or credit rating is affected. BBVA is also
exposed to risks derived from changes in demand, changes in supply or the cost of energy, among others.
d.Reputational risks: The perception of climate change as a risk by society, shareholders, customers, governments
and other interested parties continues to increase, encompassing the operations and strategy of the financial
sector. This may lead to increased scrutiny of activities, policies, objectives and the way in which aspects related
to climate change are disclosed. The Group's reputation may be damaged if its efforts to reduce environmental
and social risks are deemed insufficient.
\u2013Physical risks: Risks that come from climate change and can be caused by greater frequency and severity of extreme
weather events or long-term weather changes, and that can lead to physical damage to the assets of the Group or its
customers, the interruption of their operations, disruptions in the supply chain or increased expenses necessary to deal with
them, thus impacting the value of assets or the solvency of customers.
Any of these factors may have a material adverse effect on the Group\u2019s business, financial condition and results of operations.
Credit risk
Credit risk is the potential loss assumed by the Group as a result of the failure by the Group\u00b4s counterparties to meet their contractual
obligations.
The general principles governing credit risk management in the BBVA Group are:
\u2013Risks taken should comply with the general risk policy established by the Board of Directors of BBVA.
\u2013Risks taken should be in line with the level of equity and generation of recurring revenue of the BBVA Group prioritizing risk
diversification and avoiding relevant concentrations.
\u2013Risks taken should be identified, measured and assessed and there should be management and monitoring procedures, in
addition to sound mitigation and control mechanisms.
\u2013Risks should be managed in a prudent and integrated manner during their life cycle and their treatment should be based on
the type of risk. In addition, portfolios should be actively managed on the basis of a common metric (economic capital).
\u2013The main criterion when granting credit risks is the capability of the borrower or obligor to fulfill on a timely basis all financial
obligations with its business income or source of income without depending upon guarantors, bondsmen or pledged assets.
\u2013Improve the financial health of our clients, help them in their decision making and in the daily management of their finances
based on personalized advice.
\u2013Help our clients in the transition towards a sustainable future, with a focus on climate change and inclusive and sustainable
social development.
Credit risk management in the Group has an integrated structure for all its functions, allowing decisions to be taken objectively and
independently throughout the life cycle of the risk.
\u2013At Group level: frameworks for action and standard rules of conduct are defined for handling risk, specifically, the channels,
procedures, structure and supervision.
\u2013At the business area level: they are responsible for adapting the Group's criteria to the local realities of each geographical
area and for direct management of risk according to the decision-making channel:
a.Retail risks: in general, the decisions are formalized according to the scoring tools, within the general framework
for action of each business area, with regard to risks. The changes in weighting and variables of these tools must
be validated by the Global Risk Management (hereinafter \"GRM\") area.
b.Wholesale risks: in general, the decisions are formalized by each business area within its general framework for
action with regard to risks, which incorporates the delegation rule and the Group's corporate policies.
The risk function has a decision-making process supported by a structure of committees with a solid governance scheme, which
describes their purposes and functioning for a proper performance of their tasks.
Support measures
Since the beginning of the pandemic, the Group offered COVID-19 support measures to its customers in all the geographic areas
where it operates, consisting of both deferrals on existing loans and new public-guaranteed lending. Deferral support schemes have
expired in all geographical areas. Measures related to new government-guaranteed loans remained in force in Spain and Peru in 2022:
Spain:
\u2013The Official Credit Institute (ICO by its Spanish acronym) published several support programs aimed at the self-employed,
small and medium-sized enterprises (hereinafter \"SMEs\") and companies, through which a guarantee of between 60% and
80% was granted by the ICO (for a term of up to 5 years for new financing granted under RDL Mar/2020, RDL Nov/2020,
RDL 5/2021 and the Code of Good Practices).
\u2013In March 2022, the Council of Ministers agreed to modify the Code of Good Practices to lessen access conditions given the
difficulties of clients, which are facing sharp increases in costs due to their special exposure to tensions in the prices of
energy and other raw materials.
\u2013As an additional measure of the Code of Good Practices, the Council of Ministers approved the agreement to establish the
possibility of term extensions of ICO financing given to self-employed and companies, after June 30, 2022, after the expiry
of the Temporary Framework of state support approved by the European Commission.
In addition, on November 23, 2022, Royal Decree-Law 19/2022, of November 22, was published. It amends the Code of Good
Practices, establishes a new Code of Good Practices easing the interest rates hike on mortgage loans agreements related to primary
residences, and provides for other structural measures aiming to improve the loan market. BBVA has adhered to the new Code of
Good Practices with effect from January 1, 2023.
Peru:
\u2013There were public support programs such as Reactiva, Crecer or FAE aimed at companies and micro-enterprises with
government guaranteeing amounts ranging from 60% to 98%, depending on the program and the type of company.
\u2013Through a Decree published in May 2022, for loans granted under the Reactiva program, both the maturity and grace period
of such loans could be extended. The ability to benefit from this measure expires on June 30, 2023, following the extension
of the initial period that ended December 31, 2022.
New government-guaranteed financing was also granted in Turkey, Colombia and Argentina.
The outstanding balance of existing loans for which a payment deferral was granted (split by those existing at year-end and those that
were completed by year-end) under EBA standards and for which financing was granted with public guarantees given at a Group level,
as well as the number of customers of both measures, as of December 31, 2022 and 2021 are as follows:
Amount of payment deferral and financing with public guarantees of the Group (Millions of Euros)
Payment deferral
Financing with
public guarantees
Existing
Completed
Total
Number of
customers
Total
Number of
customers
Total
payment
deferral
and guarantees
(%) credit
investment
December 2022
\u2014
18,103
18,103
1,791,756
13,955
248,009
32,059
8.2%
December 2021
189
21,743
21,931
2,188,720
16,093
264,809
38,025
10.9%
The outstanding balance of existing loans for which a payment deferral was granted (split by those existing at year-end and those in
respect of which the deferral had been completed by year-end) under EBA standards and for which financing was granted with public
guarantees given at a Group level, broken down by segment, as of December 31, 2022 and 2021 are as follows:
Amount of payment deferral and financing with public guarantees by concept (Millions of Euros)
Payment deferral
Financing with
public guarantees
Existing
Completed
Total
2022
2021
2022
2021
2022
2021
2022
2021
Group
\u2014
189
18,103
21,743
18,103
21,931
13,955
16,093
Households
\u2014
107
12,974
14,904
12,974
15,011
1,302
1,376
Of which: Mortgages
\u2014
97
9,542
10,195
9,542
10,291
5
6
SMEs
\u2014
44
2,725
3,950
2,725
3,994
9,672
10,911
Non-financial corporations
\u2014
37
2,315
2,766
2,315
2,803
2,964
3,788
Other
\u2014
\u2014
90
122
90
122
18
18
In Spain, in the case of a doubtful transaction with an ICO guarantee, the Ministry of Economic Affairs and Digital Transformation
becomes the principal obligee of the guaranteed obligations from the time of communication to the ICO of the execution of the
guarantee. This also occurs in the event of early maturity of the debt, without prejudice to the fact that payments are made according
to the schedule initially agreed between the client and the entity. From that moment on, the original debt with the client will be
derecognized, simultaneously recognizing a credit right before the Ministry for the guaranteed amount.
Measurement of Expected Credit Loss
IFRS 9 requires determining the Expected Credit Loss (hereinafter \"ECL\") of a financial instrument in a way that reflects an unbiased
estimation removing any conservatism or optimism, including the time value of money and a forward-looking perspective (including
the economic forecast), all this based on the information that is available at a certain point in time and that is reasonable and bearable
with respect to future economic conditions.
Therefore, the recognition and measurement of ECL is highly complex and involves the use of significant analysis and estimation
including formulation and incorporation of forward-looking economic conditions into the ECL model.
The modeling of the ECL calculation is subject to a governance system that is common to the entire Group. Within this common
framework, each geographical area makes the necessary adaptations to capture its particularities. The methodology, assumptions
and observations used by each geographical area are reviewed annually, and after a validation and approval process, the outcome of
this review is incorporated into the ECL calculations.
Risk parameters by homogeneous groups
Expected losses can be estimated both individually and collectively. Regarding the collective estimate, the instruments are distributed
in homogeneous groups (segments) that share similar risk characteristics. Following the guidelines established by the Group for the
development of models under IFRS 9, each geographical area performs the grouping based on the information available, its
representativeness or relevance and compliance with the necessary statistical requirements.
Depending on the portfolio or the parameter being estimated, one risk driver or another will apply and different segments will reflect
differences in PDs and LGDs. Thus, in each segment, changes in the level of credit risk will respond to the impact of changing
conditions on the common range of credit risk drivers. The effect on the Group\u2019s credit risk in response to changes in forward-looking
information will be considered as well. Macroeconomic modeling for each segment is carried out using some of the shared risk
characteristics.
These segments share credit risk characteristics such that changes in credit risk in a part of the portfolio are not concealed by the
performance of other parts of the portfolio. In that sense, the methodology developed for ECL estimation indicates the risk drivers
that have to be taken into account for PD segmentation purposes, depending on whether the estimation is for retail or wholesale
portfolios.
As an example of the variables that can be taken into consideration to determine the final models, the following stand out:
\u2013PD \u2013 Retail: Contractual residual maturity, credit risk scoring, type of product, days past due, forbearance, time on books,
time to maturity, nationality of the debtor, sale channel, original term, indicator of credit card activity, percentage of initial
drawn balance in credit cards.
\u2013PD \u2013 Wholesale: Credit Risk Rating, type of product, watch-list level, forbearance (client), time to maturity, industry sector,
updated balance (y/n), written off, grace period.
\u2013LGD \u2013 Retail: credit Risk Scoring, segment, type of product, secured / unsecured, type of collateral, sales channel,
nationality, business area, debtor\u2019s commercial segment, forbearance (account) EAD (this risk driver could be correlated
with the time on books or the LTV so, before including it, an assessment should be done in order to avoid a double counting
effect), time on default of the account (for defaulted exposures), geographical location.
\u2013LGD \u2013 Wholesale: credit Risk Rating, geographical location, segment, type of product, secured / Unsecured, type of
collateral, business area, forbearance (client), debtor\u2019s commercial segment time on default of the deal (for defaulted
exposures).
\u2013CCF \u2013 Wholesale/retail, percentage of initial drawn balance, debtor\u2019s commercial segment, days past due, forbearance,
credit limit activity, time on books.
In the BBVA Group, the expected losses calculated are based on the internal models developed for all the Group's portfolios, unless
clients are subject to individualized estimates.
Low Default Portfolios, which include portfolios with high credit quality such as exposures to other credit institutions, sovereign debt
or corporates and small client's portfolios with high exposures such as specialized lending or fixed income, are characterized by a low
number of defaults, so the Group's historical bases do not contain sufficiently representative information to build impairment models
based on them. However, there are external sources of information that, based on broader observations, are capable of providing the
necessary inputs to develop models of expected losses. Therefore, based on the rating assigned to these exposures and taking into
account the inputs obtained from these sources, the calculations of expected losses are developed internally, including their
projection based on the macroeconomic perspectives.
Individual estimation of Expected Credit Losses
The Group periodically and individually reviews the situation and credit rating of its customers, regardless of their classification,
taking into consideration the information deemed necessary to do so. It also has procedures in place within the risk management
framework to identify the factors that may lead to increased risk and, consequently, to a greater need for provisions.
The monitoring model established by the Group consists of continuously monitoring the risks to which it is exposed, which guarantees
their proper classification in the different categories of IFRS 9. The original analysis of the exposures is reviewed through the
procedures for updating the rating tools (rating and scoring), which periodically review the financial situation of clients, influencing the
classification by stages of exposures.
Within this credit risk management framework, the Group has procedures that seek to guarantee the review, at least annually, of all its
wholesale counterparties through the so-called financial programs, which include the current and proposed positioning of the Group
with the customer in terms of credit risk. This review is based on a detailed analysis of the client's up-to-date financial situation, which
is complemented by other information available in relation to individual perspectives on business performance, industry trends,
macroeconomic prospects or other public data. As a result of this analysis, the preliminary rating of the client is obtained, which, after
undergoing the internal procedure, can be revised down if deemed appropriate (for example, general economic environment or
evolution of the sector). These factors in addition to the information that the client can provide are used to review the ratings even
before the scheduled financial plan reviews are conducted if circumstances so warrant.
Additionally, the Group has established procedures to identify wholesale customers in the internal Watch List category, which is
defined as that risk in which, derived from an individualized credit analysis, an increase in credit risk is observed, either due to
economic or financial difficulties or because they have suffered, or are expected to suffer, adverse situations in their environment,
without meeting the criteria for classification as impaired risk. Under this procedure, all a customer's Watch List exposures are
considered stage 2 regardless of when they originated, if as a result of the analysis the customer is considered to have significantly
increased risk.
Finally, the Group has Workout Committees, both local and corporate, which analyze not only the situation and evolution of significant
clients in Watch List and impaired situations, but also those significant clients in which, although not on Watch List, may present some
stage 2 rated exposure for a quantitative reason (PD comparison from origination). This analysis is carried out in order to decide if,
derived from this situation, all the client's exposures should be considered in the Watch List category, which would imply the
migration of all the client's operations to stage 2 regardless of the date on which they originated.
With this, the Group ensures an individualized review of the credit quality of its wholesale counterparties, identifying the situations in
which a change in the risk profile of these clients may have occurred and proceeding, where appropriate, to estimate individualized
credit losses. Along with this review, the Group individually estimates the expected losses of those clients whose total exposure
exceeds certain thresholds, including those that part of their operations may be classified in stage 1 and part in stage 2. In setting
thresholds, each geographical area determines the minimum amount of a client's exposure whose expected losses must be estimated
individually taking into account the following:
\u2013For clients with exposures in stage 3. The analysis of clients with total risk above this threshold implies analyzing at least
40% of the total risk of the wholesale portfolio in stage 3. Although the calibration of the threshold is done on the wholesale
portfolio, clients of other portfolios must be analyzed if they exceed the threshold, staying in stage 3.
\u2013For all other situations. The analysis of clients with total risk above this threshold implies analyzing at least 20% of the total
risk of the Watch List wholesale portfolio. Although the threshold calibration is carried out on the exposure classified as
Watch List, wholesale clients or clients belonging to other portfolios that have exposures classified in stage 2 and whose
total exposure exceeds the mentioned threshold must be analyzed individually, considering both the exposures classified in
stage 1 as in stage 2.
Regarding the methodology for the individual estimation of expected losses, it should be mentioned, firstly, that these are measured
as the difference between the asset\u2019s carrying amount and the estimated future cash flows discounted at the financial asset\u2019s
effective interest rate.
The estimated recoverable amount should correspond to the amount calculated under the following method:
\u2013The present value of estimated future cash flows discounted at the financial asset\u2019s original effective interest rate; and
\u2013The estimation of the recoverable amount of a collateralized exposure reflects the cash flows that may result from the
settlement of the collateral, as well as prospective information the analyst may implicitly include in the analysis.
The estimated future cash flows depend on the type of approach applied, which can be:
\u2013Going concern scenario: when the entity has updated and reliable information about the solvency and ability of payment of
the holders or guarantors. The operating cash flows of the debtor, or the guarantor, continue and can be used to repay the
financial debt to all creditors. In addition, collateral may be exercised to the extent it does not influence operating cash
flows. The following aspects should be taken into account:
a.Future operating cash flows should be based on the financial statements of the debtor.
b.When the projections made on these financial statements assume a growth rate, a constant or decreasing growth
rate must be used over a maximum growth period of 3 to 5 years, and subsequently constant cash flows.
c.The growth rate should be based on the analysis of the evolution of the debtor's financial statements or on a
sound and applicable business restructuring plan, taking into account the resulting changes in the structure of the
company (for example, due to divestments or the interruption of unprofitable lines of business).
d.(Re)-investments that are needed to preserve cash flows should be considered, as well as any foreseeable future
cash-flow changes (e.g. if a patent or a long-term loan expires).
e.When the recoverability of the exposure relies on the realization of the disposal of some assets by the debtor, the
selling price should reflect the estimated future cash flows that may result from the sale of the assets less the
estimated costs associated with the disposal.
\u2013Gone concern scenario: when the entity does not have updated and reliable information, it should consider that the
estimation of loan receivable flows is highly uncertain. Estimation should be carried out through the estimation of
recoverable amounts from the effective real guarantees received. It will not be admissible as effective guarantees, those
whose effectiveness depends substantially on the creditworthiness of the debtor or economic group in which it takes part.
Under a gone concern scenario, the collateral is exercised and the operating cash flows of the debtor cease. This could be
the case if:
a.The exposure has been past due for a long period. There is a rebuttable presumption that the allowance should be
estimated under a gone concern criterion when arrears are greater than 18 months.
b.Future operating cash flows of the debtor are estimated to be low or negative.
c.Exposure is significantly collateralized, and this collateral is central to cash-flow generation.
d.There is a significant degree of uncertainty surrounding the estimation of the future cash flows. This would be the
case if the earnings before interest, taxes, depreciation and amortization (EBITDA) of the two previous years had
been negative, or if the business plans of the previous years had been flawed (due to material discrepancies in the
backtesting).
e.Insufficient information is available to perform a going concern analysis.
Significant increase in credit risk
As indicated in Note 2.2, the criteria for identifying the significant increase in risk are applied consistently throughout the Group,
distinguishing between quantitative reasons or by comparison of probabilities of default and qualitative reasons (more than 30 days
of default, watch list consideration or non-impaired refinancing).
To manage credit risk, the Group uses all relevant information that is available and that may affect the credit quality of the exposures.
This information may come mainly from the internal processes of admission, analysis and monitoring of operations, from the strategy
defined by the Group regarding the price of operations or distribution by geographies, products or sectors of activity, from the
observance of the macroeconomic environment, from market data such as interest rate curves, or prices of the different financial
instruments, or from external sources of credit rating.
This set of information is the basis for determining the rating and scoring (see Note 7.2.4 for more information on rating and scoring
systems) corresponding to each of the exposures and which are assigned a probability of default (PD) that, as already mentioned, is
subject to an annual review process that assesses its representativeness (backtesting) and is updated with new observations.
Furthermore, the projection of these PDs over time has been modeled based on macroeconomic expectations, which allows obtaining
the probabilities of default throughout the life of the operations.
Based on this common methodology, and in accordance with the provisions of IFRS 9 and the EBA guidelines on credit risk
management practices, each geographical area has established absolute and relative thresholds for identifying whether the expected
changes in the probabilities of default have increased significantly compared to the initial moment, adapted to the particularities of
each one of them in terms of origination levels, product characteristics, distribution by sectors or portfolios, and macroeconomic
situation. To establish the aforementioned thresholds, a series of general principles are considered, such as:
\u2013Uniformity: Based on the rating and scoring systems that, in a homogeneous manner, are implemented in the Group's units.
\u2013Stability: The thresholds must be established to identify the significant increase in risk produced in exposures since their
initial recognition and not only to identify those situations in which it is already foreseeable that they will reach the level of
impairment. For this reason, it is to be expected that of the total exposures there will always be a representative group for
which said increased risk is identified.
\u2013Anticipation: The thresholds must consider the identification of the increased risk in advance with respect to the recognition
of the exposures as impaired or even before a real default occurs. The calibration of the thresholds should minimize the
cases in which the instruments are classified in stage 3 without having previously been recognized as stage 2.
\u2013Indicators or metrics: It is expected that the classification of the exposures in stage 2 will have sufficient permanence to be
able to develop an anticipatory management plan with respect to them before, where applicable, they end up migrating to
stage 3.
\u2013Symmetry: IFRS 9 provides for a symmetric treatment both to identify the significant increase in risk and to identify that it
has disappeared, so the thresholds also work to improve the credit classification of exposures. In this sense, it is expected
that the cases in which the exhibitions that improve from stage 3 are directly classified into stage 1 will be minimal.
\u2013The identification of the significant increase in risk from the comparison of the probabilities of default should be the main
reason why exposures in stage 2 are recognized.
Specifically, a contract will be transferred to stage 2 when the following two conditions are met by comparing the current PD values
and the origination PD values:
(Current PD) / (Origination PD) - 1*100 >Relative Threshold (%) and
Current PD \u2013 Origination PD > Absolute threshold (bps)
These absolute and relative thresholds are consistently established for each geographical area and for each portfolio, taking into
account their particularities and based on the principles described. The thresholds set by each geographical area are included within
the annual review process and, generally speaking, are in the range of 150% to 250% for the relative threshold and from 10 to 150
basis points for the absolute threshold. Specifically, in BBVA, S.A.'s wholesale portfolio the relative threshold is from 160% to 180%
and the absolute threshold ranges from 30 to 100 basis points; in the retail portfolio the relative threshold is between 150% and
200% while the absolute threshold ranges between 50 and 100 basis points. For BBVA Mexico, the relative threshold for the
wholesale portfolio is between 180% and 200% and the absolute threshold is between 30 basis points and 75 basis points. For the
majority of the retail portfolio, the relative threshold is in the range of 170% and 250% and the absolute threshold between 10 and 100
basis points.
The establishment of absolute and relative thresholds, as well as their different levels, comply with the provisions of IFRS 9 when it
indicates that a certain change, in absolute terms, in the risk of a default will be more significant for a financial instrument with a lower
initial risk of default compared to a financial instrument with higher initial risk of default.
For existing contracts before the implementation of IFRS 9, given the limitations in the information available on them, the thresholds
are calibrated based on the PDs obtained from the prudential or economic models for calculating capital.
Risk Parameters Adjusted by Macroeconomic Scenarios
Expected Credit Loss (ECL) must include forward looking information, in accordance with IFRS 9, which states that the
comprehensive credit risk information must incorporate not only historical information but also all relevant credit information, also
including forward-looking macroeconomic information. BBVA uses the typical credit risk parameters PD, LGD and EAD in order to
calculate the ECL for the credit portfolios.
BBVA methodological approach in order to incorporate the forward looking information aims to determine the relation between
macroeconomic variables and risk parameters following three main steps:
\u2013Step 1: Analysis and transformation of time series data.
\u2013Step 2: For each dependent variable find conditional forecasting models that are economically consistent.
\u2013Step 3: Select the best conditional forecasting model from the set of candidates defined in Step 2, based on their
forecasting capacity.
How economic scenarios are reflected in the calculation of ECL
The forward looking component is added to the calculation of the ECL through the introduction of macroeconomic scenarios as an
input. Inputs highly depend on the particular combination of region and portfolio, so inputs are adapted to available data regarding
each of them.
Based on economic theory and analysis, the main indicators most directly relevant for explaining and forecasting the selected risk
parameters (PD, LGD and EAD) are:
\u2013The net income of families, corporates or public administrations.
\u2013The outstanding payment amounts on the principal and interest on the financial instruments.
\u2013The value of the collateral assets pledged to the loan.
BBVA Group approximates these variables by using a proxy indicator from the set included in the macroeconomic scenarios provided
by the BBVA Research department.
Only a single specific indicator for each of the three categories can be used and only one of the following core macroeconomic
indicators should be chosen as first option:
\u2013The real GDP growth for the purpose of conditional forecasting can be seen as the only \u201cfactor\u201d required for capturing the
influence of all potentially relevant macro-financial scenarios on internal PDs and LGD.
\u2013The most representative short term interest rate (typically the policy rate or the most liquid sovereign yield or interbank
rate) or exchange rates expressed in real terms.
\u2013A comprehensive and representative index of the price of real estate properties expressed in real terms in the case of
mortgage loans and a representative and real term index of the price of the relevant commodity for corporate loan
portfolios concentrated in exporters or producers of such commodity.
Real GDP growth is given priority over any other indicator not only because it is the most comprehensive indicator of income and
economic activity but also because it is the central variable in the generation of macroeconomic scenarios.
Multiple scenario approach
IFRS 9 requires calculating an unbiased probability weighted measurement of ECL by evaluating a range of possible outcomes,
including forecasts of future economic conditions.
The BBVA Research teams within the BBVA Group produce forecasts of the macroeconomic variables under the baseline scenario,
which are used in the rest of the related processes of the Group, such as budgeting, ICAAP and risk appetite framework, stress
testing, etc.
Additionally, the BBVA Research teams produce alternative scenarios to the baseline scenario so as to meet the requirements under
the IFRS 9 standard.
Alternative macroeconomic scenarios
\u2013For each of the macro-financial variables, BBVA Research produces three scenarios.
\u2013BBVA Research tracks, analyzes and forecasts the economic environment to provide a consistent forward looking
assessment about the most likely scenario and risks that impact BBVA\u2019s footprint. To build economic scenarios, BBVA
Research combines official data, econometric techniques and expert judgment.
\u2013Each of these scenarios corresponds to the expected value of a different area of the probabilistic distribution of the possible
projections of the economic variables.
\u2013The non-linearity overlay is defined as the ratio between the probability-weighted ECL under the alternative scenarios and
the baseline scenario, where the scenario\u2019s probability depends on the distance of the alternative scenarios from the base
one.
\u2013BBVA Group establishes equally weighted scenarios, being the probability 34% for the baseline scenario, 33% for the
unfavorable alternative scenario and 33% for the favorable alternative scenario.
The approach in the BBVA Group consists on using the scenario that is the most likely scenario, which is the baseline scenario,
consistent with the rest of internal processes (ICAAP, Budgeting, etc.) and then applying an overlay adjustment that is calculated by
taking into account the weighted average of the ECL determined by each of the scenarios. This effect is calculated taking into account
the average weight of the expected loss determined for each scenario.
It is important to note that in general, it is expected that the effect of the overlay is to increase the ECL. It is possible to obtain an
overlay that does not have that effect, whenever the relationship between macro scenarios and losses is linear.
On the other hand, the BBVA Group also takes into account the range of possible scenarios when defining its significant increase in
credit risk. Thus, the PDs used in the quantitative process to identify the significant increase in credit risk will be those that result from
making a weighted average of the PDs calculated under the three scenarios.
Macroeconomic scenarios
The COVID-19 pandemic generated uncertainty over macroeconomic outlooks, having a direct impact on the credit risk of entities,
particularly, on the expected credit losses under IFRS 9. For this reason, practically all accounting and prudential authorities in a
coordinated manner issued recommendations or measures with respect to how situations caused by COVID-19 should be treated for
purposes of the expected loss estimation models under IFRS 9 in the year 2020. The BBVA Group considered these
recommendations in calculating expected credit risk losses under IFRS 9 based on the assumption that the economic situation
caused by the COVID-19 pandemic would be transitory and that it would be accompanied by a recovery, in light of the uncertainties
regarding its gravity and duration. Therefore, to calculate such losses, various scenarios were considered, recording the one that, in
the opinion of the Bank, best reflected the economic prospects and the set of recommendations from authorities.
In 2021, once the most critical phase of the pandemic was overcome, the forward-looking information incorporated in the calculation
of expected losses was in line with the macroeconomic perspectives published by BBVA Research, as was usual until the beginning of
the pandemic.
BBVA Research forecasts a maximum of five years for the macroeconomic variables. The following forecasts (favorable, base and
unfavorable scenarios) of the Gross Domestic Product (GDP) growth, unemployment rate and House Price Index (HPI), for the most
relevant countries where they represent a significant factor, carried out by BBVA Research, were used for the calculation of the ECL
as of December 31, 2022:
Positive scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.90 %
12.27 %
(2.96) %
2.97 %
3.28 %
0.84 %
7.59 %
10.00 %
2023
1.85 %
11.35 %
(0.61) %
1.45 %
3.04 %
4.23 %
6.61 %
8.85 %
2024
3.60 %
9.75 %
1.58 %
2.33 %
2.99 %
3.07 %
(0.70) %
10.76 %
2025
3.00 %
8.36 %
1.67 %
1.91 %
3.01 %
4.18 %
3.91 %
11.78 %
2026
2.95 %
7.02 %
2.20 %
1.78 %
3.01 %
3.26 %
3.90 %
11.81 %
2027
2.93 %
5.87 %
2.31 %
1.81 %
3.00 %
4.39 %
3.86 %
11.81 %
Base scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.61 %
12.78 %
(3.50) %
2.56 %
3.32 %
0.95 %
5.47 %
10.53 %
2023
1.20 %
12.83 %
(2.41) %
0.58 %
3.20 %
4.14 %
3.02 %
10.30 %
2024
3.37 %
11.38 %
0.55 %
2.05 %
3.17 %
2.90 %
(1.50) %
11.75 %
2025
2.98 %
9.95 %
1.30 %
1.84 %
3.15 %
4.19 %
3.78 %
12.15 %
2026
2.95 %
8.58 %
1.74 %
1.76 %
3.14 %
3.27 %
3.78 %
12.00 %
2027
2.93 %
7.18 %
1.86 %
1.79 %
3.13 %
4.37 %
3.74 %
12.00 %
Negative scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.33 %
13.26 %
(4.13) %
2.17 %
3.37 %
1.03 %
3.35 %
11.04 %
2023
0.58 %
14.26 %
(4.02) %
(0.28) %
3.38 %
3.97 %
(0.79) %
11.76 %
2024
3.15 %
12.95 %
(0.40) %
1.77 %
3.35 %
2.69 %
(2.49) %
12.82 %
2025
2.93 %
11.53 %
0.79 %
1.77 %
3.30 %
4.04 %
3.70 %
12.53 %
2026
2.91 %
10.14 %
0.99 %
1.72 %
3.27 %
3.24 %
3.70 %
12.19 %
2027
2.89 %
8.77 %
1.10 %
1.75 %
3.26 %
4.37 %
3.66 %
12.16 %
Base scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2021
5.23 %
14.93 %
(0.20) %
5.98 %
4.22 %
2.46 %
9.46 %
12.43 %
2022
5.49 %
13.98 %
2.91 %
3.19 %
4.05 %
5.30 %
1.98 %
12.80 %
2023
4.89 %
11.68 %
2.04 %
2.54 %
3.92 %
3.68 %
5.04 %
12.93 %
2024
2.59 %
10.08 %
1.50 %
2.09 %
3.83 %
3.07 %
3.49 %
13.03 %
2025
2.22 %
9.05 %
1.10 %
1.87 %
3.77 %
4.08 %
3.54 %
13.13 %
2026
2.19 %
8.15 %
0.74 %
1.82 %
3.71 %
3.93 %
3.53 %
13.23 %
Negative scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2021
4.95 %
15.41 %
(0.82) %
5.58 %
4.27 %
2.54 %
7.29 %
12.94 %
2022
4.88 %
15.41 %
1.31 %
2.33 %
4.23 %
5.13 %
(1.87) %
14.26 %
2023
4.68 %
13.25 %
1.09 %
2.26 %
4.10 %
3.48 %
4.09 %
13.99 %
2024
2.54 %
11.65 %
0.99 %
2.03 %
3.99 %
2.92 %
3.40 %
13.41 %
2025
2.18 %
10.62 %
0.35 %
1.82 %
3.90 %
4.05 %
3.47 %
13.31 %
2026
2.15 %
9.61 %
(0.01) %
1.78 %
3.84 %
3.93 %
3.46 %
13.40 %
Expected loss variation as of December 31, 2021
BBVA Group
Spain
Mexico
Turkey
GDP
Total
Portfolio
Retail
Companies
Fixed
income
Total
Portfolio
Companies
Retail
Total
Portfolio
Companies
Retail
Total
Portfolio
Companies
Retail
- 100 bps
237
165
46
3
92
19
58
72
3
65
17
6
11
+100 bps
(224)
(158)
(44)
(3)
(88)
(18)
(57)
(69)
(4)
(61)
(17)
(6)
(10)
Housing
price
- 100 bps
4
54
5
+100 bps
(4)
(53)
(5)
Maximum credit risk exposure (Millions of Euros)
Notes
December
2021
Stage 1
Stage 2
Stage 3
Financial assets held for trading
92,560
Equity instruments
10
15,963
Debt securities
10
25,790
Loans and advances
10
50,807
Non-trading financial assets mandatorily at fair value through profit or loss
6,086
Equity instruments
11
5,303
Debt securities
11
128
Loans and advances
11
655
Financial assets designated at fair value through profit or loss
12
1,092
Derivatives (trading and hedging)
43,687
Financial assets at fair value through other comprehensive income
60,495
Equity instruments
13
1,320
Debt securities
59,148
58,587
561
\u2014
Loans and advances to credit institutions
13
27
27
\u2014
\u2014
Financial assets at amortized cost
383,870
334,772
34,418
14,680
Debt securities
34,833
34,605
205
22
Loans and advances to central banks
5,687
5,687
\u2014
\u2014
Loans and advances to credit institutions
13,295
13,285
10
\u2014
Loans and advances to customers
330,055
281,195
34,203
14,657
Total financial assets risk
587,789
Total loan commitments and financial guarantees
165,941
152,914
12,070
957
Loan commitments given
33
119,618
112,494
6,953
171
Financial guarantees given
33
11,720
10,146
1,329
245
Other commitments given
33
34,604
30,274
3,789
541
Total maximum credit exposure
753,730
Maximum credit risk exposure (Millions of Euros)
Notes
December
2020
Stage 1
Stage 2
Stage 3
Financial assets held for trading
65,696
Equity instruments
10
11,458
Debt securities
10
23,970
Loans and advances
10
30,268
Non-trading financial assets mandatorily at fair value through profit or loss
5,198
Equity instruments
11
4,133
Debt securities
11
356
Loans and advances
11
709
Financial assets designated at fair value through profit or loss
12
1,117
Derivatives (trading and hedging)
46,302
Financial assets at fair value through other comprehensive income
69,537
Equity instruments
13
1,100
Debt securities
68,404
67,995
410
\u2014
Loans and advances to credit institutions
13
33
33
\u2014
\u2014
Financial assets at amortized cost
379,857
334,552
30,607
14,698
Debt securities
35,785
35,759
6
20
Loans and advances to central banks
6,229
6,229
\u2014
\u2014
Loans and advances to credit institutions
14,591
14,565
20
6
Loans and advances to customers
323,252
277,998
30,581
14,672
Total financial assets risk
567,705
Total loan commitments and financial guarantees
179,440
165,726
12,682
1,032
Loan commitments given
33
132,584
124,104
8,214
265
Financial guarantees given
33
10,665
9,208
1,168
290
Other commitments given
33
36,190
32,414
3,300
477
Total maximum credit exposure
747,145
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4) The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2022, the
remaining balance was \u20ac190 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
December 2021 (Millions of Euros)
Gross exposure
Accumulated allowances
Carrying amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Spain (1)
201,405
171,883
21,380
8,143
(5,277)
(722)
(923)
(3,631)
196,129
171,161
20,457
4,511
Mexico
57,847
51,665
4,261
1,921
(2,038)
(740)
(381)
(916)
55,809
50,925
3,880
1,005
Turkey (2)
33,472
26,497
4,134
2,841
(2,058)
(224)
(424)
(1,410)
31,414
26,273
3,711
1,431
South America (3)
36,335
30,166
4,425
1,744
(1,736)
(277)
(362)
(1,096)
34,599
29,889
4,062
648
Others
996
984
3
9
(8)
(1)
\u2014
(7)
988
983
3
2
Total (4)
330,055
281,195
34,203
14,657
(11,116)
(1,964)
(2,091)
(7,061)
318,939
279,231
32,112
7,596
Of which:
individual
(2,528)
(4)
(657)
(1,867)
Of which:
collective
(8,587)
(1,959)
(1,434)
(5,194)
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4)The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2021 the
remaining balance was \u20ac266 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
December 2020 (Millions of Euros)
Gross exposure
Accumulated allowances
Carrying amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Spain (1)
195,983
171,397
16,387
8,199
(5,679)
(753)
(849)
(4,077)
190,304
170,644
15,538
4,122
Mexico
52,211
46,373
4,071
1,767
(2,211)
(685)
(442)
(1,083)
50,000
45,688
3,628
684
Turkey (2)
39,633
30,832
5,806
2,995
(2,338)
(246)
(535)
(1,557)
37,295
30,586
5,272
1,438
South America (3)
34,499
28,484
4,312
1,703
(1,870)
(320)
(460)
(1,090)
32,629
28,165
3,852
612
Others
925
912
5
8
(7)
(1)
\u2014
(6)
918
911
4
2
Total (4)
323,252
277,998
30,581
14,672
(12,105)
(2,005)
(2,287)
(7,813)
311,147
275,993
28,294
6,860
Of which:
individual
(2,611)
(10)
(479)
(2,122)
Of which:
collective
(9,494)
(1,995)
(1,808)
(5,691)
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4) The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2020 the
remaining balance was \u20ac363 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
The breakdown by counterparty of the maximum credit risk exposure, the accumulated allowances recorded, as well as the carrying
amount by stages of loans and advances to customers as of December 31, 2022, 2021 and 2020 is shown below:
December 2022 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
20,922
20,582
302
38
(30)
(8)
(11)
(11)
20,892
20,574
291
27
Other financial corporations
12,802
12,548
238
17
(37)
(15)
(12)
(10)
12,765
12,533
226
6
Non-financial corporations
171,006
149,579
15,087
6,340
(5,495)
(675)
(991)
(3,829)
165,510
148,903
14,096
2,511
Households
164,530
139,491
17,941
7,098
(5,675)
(1,316)
(925)
(3,434)
158,855
138,175
17,017
3,663
Loans and advances to
customers
369,260
322,199
33,568
13,493
(11,237)
(2,014)
(1,938)
(7,284)
358,023
320,185
31,629
6,208
December 2021 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
19,719
19,287
369
62
(37)
(13)
(5)
(19)
19,682
19,274
364
43
Other financial corporations
9,826
9,672
131
24
(23)
(8)
(6)
(9)
9,804
9,664
125
15
Non-financial corporations
146,797
120,140
19,366
7,290
(5,804)
(759)
(1,306)
(3,738)
140,993
119,381
18,060
3,552
Households
153,714
132,096
14,336
7,281
(5,253)
(1,184)
(773)
(3,295)
148,461
130,912
13,563
3,986
Loans and advances to customers
330,055
281,195
34,203
14,657
(11,116)
(1,964)
(2,091)
(7,061)
318,939
279,231
32,112
7,596
December 2020 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
19,439
19,163
200
76
(48)
(14)
(9)
(25)
19,391
19,149
191
51
Other financial corporations
9,856
9,747
95
14
(39)
(25)
(6)
(7)
9,817
9,722
88
7
Non-financial corporations
142,547
119,891
15,179
7,477
(6,123)
(774)
(1,110)
(4,239)
136,424
119,117
14,069
3,238
Households
151,410
129,196
15,108
7,106
(5,895)
(1,192)
(1,161)
(3,542)
145,515
128,005
13,946
3,564
Loans and advances to customers
323,252
277,998
30,581
14,672
(12,105)
(2,005)
(2,287)
(7,813)
311,147
275,993
28,294
6,860
The breakdown by counterparty and product of loans and advances, net of loss allowances, as well as the gross carrying amount by
type of product, classified in different headings of the assets, as of December 31, 2022, 2021 and 2020 is shown below:
December 2022 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
6
\u2014
352
2,810
933
4,101
4,266
Credit card debt
\u2014
1
\u2014
3
2,029
16,865
18,898
19,985
Commercial debtors
1,021
24
370
24,510
85
26,011
26,254
Finance leases
\u2014
195
\u2014
13
8,040
322
8,571
8,857
Reverse repurchase loans
302
\u2014
5,251
102
\u2014
\u2014
5,655
5,674
Other term loans
3,802
19,438
4,009
7,995
126,949
139,925
302,118
311,553
Advances that are not loans
296
232
6,772
3,930
1,333
811
13,374
13,430
LOANS AND ADVANCES
4,401
20,892
16,057
12,765
165,670
158,943
378,728
390,019
By secured loans
Of which: mortgage loans
collateralized by immovable property
297
\u2014
337
23,970
95,056
119,659
122,719
Of which: other collateralized loans
498
5,382
5,073
548
6,635
2,209
20,345
20,675
By purpose of the loan
Of which: credit for consumption
51,344
51,344
54,718
Of which: lending for house purchase
95,249
95,249
96,716
By subordination
Of which: project finance loans
7,942
7,942
8,530
December 2020 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
7
\u2014
502
1,798
528
2,835
3,021
Credit card debt
\u2014
\u2014
\u2014
2
1,485
11,605
13,093
14,220
Commercial debtors
898
\u2014
317
14,262
67
15,544
15,796
Finance leases
\u2014
197
\u2014
6
7,125
322
7,650
8,013
Reverse repurchase loans
472
\u2014
1,914
\u2014
71
\u2014
2,457
2,463
Other term loans
5,690
18,111
3,972
5,799
111,141
132,603
277,317
287,467
Advances that are not loans
48
260
8,721
3,191
1,084
473
13,777
13,833
LOANS AND ADVANCES
6,209
19,475
14,608
9,817
136,966
145,598
332,672
344,813
By secured loans
Of which: mortgage loans
collateralized by immovable property
372
\u2014
209
22,091
94,147
116,819
120,194
Of which: other collateralized loans
472
952
\u2014
317
3,763
2,059
7,562
7,776
By purpose of the loan
Of which: credit for consumption
39,799
39,799
43,037
Of which: lending for house purchase
94,098
94,098
95,751
By subordination
Of which: project finance loans
10,721
10,721
11,032
Mitigation of credit risk, collateralized credit risk and other credit enhancements
In certain cases, maximum credit risk exposure is reduced by collateral, credit enhancements and other actions which mitigate the
Group\u2019s exposure. The BBVA Group applies a credit risk hedging and mitigation policy deriving from a banking approach focused on
relationship banking. The existence of guarantees could be a necessary but not sufficient instrument for accepting risks, as the
assumption of risks by the Group requires prior evaluation of the debtor\u2019s capacity for repayment, or that the debtor can generate
sufficient resources to allow the amortization of the risk incurred under the agreed terms.
The policy of accepting risks is therefore organized into three different levels in the BBVA Group:
\u2013Analysis of the financial risk of the transaction, based on the debtor\u2019s capacity for repayment or generation of funds.
\u2013The constitution of guarantees that are adequate, or at any rate generally accepted, for the risk assumed, in any of the
generally accepted forms: monetary, secured, personal or hedge guarantees; and finally
\u2013Assessment of the repayment risk (asset liquidity) of the guarantees received.
This is carried out through a prudent risk policy that consists of the analysis of the financial risk, based on the capacity for
reimbursement or generation of resources of the borrower, the analysis of the guarantee, assessing, among others, the efficiency, the
robustness and the risk, the adequacy of the guarantee with the operation and other aspects such as the location, currency,
concentration or the existence of limitations. Additionally, the necessary tasks for the constitution of guarantees must be carried out -
in any of the generally accepted forms (collaterals, personal guarantees and financial hedge instruments) - appropriate to the risk
assumed.
The procedures for the management and valuation of collateral are set out in the corporate general policies (retail and wholesale),
which establish the basic principles for credit risk management, including the management of collaterals assigned in transactions with
customers. The criteria for the systematic, standardized and effective treatment of collateral in credit transaction procedures in
BBVA Group\u2019s wholesale and retail banking are included in the Specific Collateral Rules.
The methods used to value the collateral are in line with the best market practices and imply the use of appraisal of real-estate
collateral, the market price in market securities, the trading price of shares in mutual funds, etc. All the collaterals received must be
correctly assigned and entered in the corresponding register. They must also have the approval of the Group\u2019s legal units.
The valuation of the collateral is taken into account in the calculation of the expected losses. The Group has developed internal
models to estimate the realization value of the collaterals received, the time that elapses until then, the costs for their acquisition,
maintenance and subsequent sale, from real observations based on its own experience. This modeling is part of the LGD estimation
processes that are applied to the different segments, and is included within the annual review and validation procedures.
The following is a description of the main types of collateral for each financial instrument class:
\u2013Debt instruments held for trading: The guarantees or credit enhancements obtained directly from the issuer or
counterparty are implicit in the clauses of the instrument (mainly guarantees of the issuer).
\u2013Derivatives and hedging derivatives: In derivatives, credit risk is minimized through contractual netting agreements, where
positive- and negative-value derivatives with the same counterparty are offset for their net balance. There may likewise be
other kinds of guarantees and collaterals, depending on counterparty solvency and the nature of the transaction (mainly
collaterals).
The summary of the offsetting effect (via netting and collateral) for derivatives and securities operations as of December 31,
2022 is presented in Note 7.4.2.
\u2013Other financial assets designated at fair value through profit or loss and financial assets at fair value through other
comprehensive income: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument (mainly personal guarantees).
As of December 31, 2022, 2021 and 2020, BBVA Group had no credit risk exposure of impaired financial assets at fair value
through other comprehensive income (see Note 7.2.2).
\u2013Financial assets at amortized cost:
a.Loans and advances to credit institutions: These usually have the counterparty\u2019s personal guarantee or pledged
securities in the case of repos.
b.Loans and advances to customers: Most of these loans and advances are backed by personal guarantees
extended by the customer. There may also be collateral to secure loans and advances to customers (such as
mortgages, cash collaterals, pledged securities and other collateral), or to obtain other credit enhancements
(bonds or insurances).
c.Debt securities: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument.
\u2013Financial guarantees, other contingent risks and drawable by third parties: these have the counterparty\u2019s personal
guarantee or other types of collaterals.
The disclosure of impaired loans and advances at amortized cost covered by collateral (see Note 7.2.6), by type of collateral, as of
December 31, 2022, 2021 and 2020, is the following:
Impaired loans and advances at amortized cost covered by collateral (Millions of Euros)
Maximum exposure
to credit risk
Of which secured by collateral
Residential
properties
Commercial
properties
Cash
Others
Financial
December 2022
13,493
2,537
849
3
52
984
December 2021
14,657
2,875
1,068
5
33
886
December 2020
14,678
2,717
789
18
52
575
The value of guarantees received as of December 31, 2022, 2021 and 2020, is the following:
Guarantees received (Millions of Euros)
2022
2021
2020
Value of collateral
125,963
117,362
116,900
Of which: guarantees normal risks under special monitoring
12,826
11,768
11,296
Of which: guarantees non-performing risks
3,440
3,981
3,577
Value of other guarantees
40,050
48,680
47,012
Of which: guarantees normal risks under special monitoring
4,963
7,404
4,045
Of which: guarantees non-performing risks
984
886
575
Total value of guarantees received
166,013
166,042
163,912
These different levels and their probability of default were calculated by using as a reference the rating scales and default rates
provided by the external agencies Standard & Poor\u2019s and Moody\u2019s. These calculations establish the levels of probability of default for
the BBVA Group\u2019s Master Rating Scale. Although this scale is common to the entire Group, the calibrations (mapping scores to PD
sections/Master Rating Scale levels) are carried out at tool level for each country in which the Group has tools available.
The table below outlines the distribution of the gross carrying amount of loans and advances to customers, in percentage terms, of
the BBVA Group, based on their probability of default within 12 months used in the calculation of the expected loss under IFRS 9, and
their stages, as of December 31, 2022, 2021 and 2020:
Probability of default (basis points)
2022
2021
2020
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
%
%
%
%
%
%
0 to 2
5.1
\u2014
5.8
\u2014
4.0
\u2014
2 to 5
18.9
0.3
15.7
0.1
10.2
0.1
5 to 11
16.3
0.5
15.2
0.2
7.7
0.1
11 to 39
18.2
0.8
18.7
0.6
26.8
0.5
39 to 194
20.3
2.3
19.1
2.5
24.0
2.3
194 to 1,061
10.5
3.0
12.2
3.8
15.1
3.4
1,061 to 2,121
1.2
0.9
1.9
1.5
1.5
1.2
> 2,121
0.6
1.1
0.8
1.9
0.6
2.5
Total
91.0
9.0
89.4
10.6
89.9
10.1
December 2021 (Millions of Euros)
Gross carrying
amount
Impaired\u00a0 loans
and advances
Accumulated
impairment
Impaired\u00a0 loans
and advances as
a % of the total
Central banks
5,687
\u2014
(6)
\u2014 %
General governments
19,719
62
(37)
0.3 %
Credit institutions
13,295
\u2014
(19)
\u2014 %
Other financial corporations
9,826
24
(23)
0.2 %
Non-financial corporations
146,797
7,290
(5,804)
5.0 %
Agriculture, forestry and fishing
4,077
125
(154)
3.1 %
Mining and quarrying
4,889
222
(130)
4.5 %
Manufacturing
35,058
1,003
(867)
2.9 %
Electricity, gas, steam and air conditioning supply
13,718
570
(489)
4.2 %
Water supply
782
22
(21)
2.9 %
Construction
8,336
894
(619)
10.7 %
Wholesale and retail trade
25,856
1,311
(1,104)
5.1 %
Transport and storage
10,310
879
(400)
8.5 %
Accommodation and food service activities
7,693
470
(405)
6.1 %
Information and communications
6,533
117
(56)
1.8 %
Financial and insurance activities
6,216
197
(181)
3.2 %
Real estate activities
9,438
719
(466)
7.6 %
Professional, scientific and technical activities
3,910
185
(152)
4.7 %
Administrative and support service activities
3,046
181
(132)
5.9 %
Public administration and defense, compulsory social
security
203
9
(11)
4.5 %
Education
582
43
(34)
7.4 %
Human health services and social work activities
1,888
48
(41)
2.5 %
Arts, entertainment and recreation
1,011
209
(95)
20.7 %
Other services
3,250
84
(447)
2.6 %
Households
153,714
7,281
(5,253)
4.7 %
LOANS AND ADVANCES
349,037
14,657
(11,142)
4.2 %
December 2020 (Millions of Euros)
Gross carrying
amount
Impaired loans
and advances
Accumulated
impairment
Impaired loans
and advances as
a % of the total
Central banks
6,229
\u2014
(20)
\u2014 %
General governments
19,439
76
(48)
0.4 %
Credit institutions
14,591
6
(16)
\u2014 %
Other financial corporations
9,856
14
(39)
0.1 %
Non-financial corporations
142,547
7,477
(6,123)
5.2 %
Agriculture, forestry and fishing
3,438
132
(108)
3.8 %
Mining and quarrying
4,349
47
(59)
1.1 %
Manufacturing
33,771
1,486
(1,129)
4.4 %
Electricity, gas, steam and air conditioning supply
13,490
591
(509)
4.4 %
Water supply
899
17
(15)
1.9 %
Construction
10,019
1,397
(722)
13.9 %
Wholesale and retail trade
24,594
1,456
(1,223)
5.9 %
Transport and storage
8,117
489
(368)
6.0 %
Accommodation and food service activities
8,337
358
(294)
4.3 %
Information and communications
5,764
73
(60)
1.3 %
Financial and insurance activities
5,298
123
(132)
2.3 %
Real estate activities
10,025
617
(494)
6.2 %
Professional, scientific and technical activities
2,886
177
(124)
6.1 %
Administrative and support service activities
3,955
142
(192)
3.6 %
Public administration and defense, compulsory social
security
129
5
(4)
3.5 %
Education
665
54
(43)
8.1 %
Human health services and social work activities
1,812
67
(59)
3.7 %
Arts, entertainment and recreation
1,131
46
(65)
4.1 %
Other services
3,871
198
(523)
5.1 %
Households
151,410
7,106
(5,895)
4.7 %
LOANS AND ADVANCES
344,072
14,678
(12,141)
4.3 %
(1) The balance of 2020 relates mainly to the Group companies included in the agreement for the sale of the U.S. business to PNC (see Notes 3 and 21).
(2) Includes principal and interest.
As indicated in Note 2.2.1, although they have been derecognized from the consolidated balance sheet, the BBVA Group continues to
attempt to collect on these written-off financial assets, until the rights to receive them are fully extinguished, either because it is a
time-barred financial asset, the financial asset is forgiven, or other reason.
Loss allowances
Movements, measured over a 12-month period, in gross accounting balances and accumulated loss allowances during 2022, 2021
and 2020 are recorded on the consolidated balance sheet as of December 31, 2022, 2021 and 2020 in order to cover the estimated
impairment or reversal of impairment on loans and advances measured at amortized cost.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
300,167
34,213
14,657
349,037
Transfers of financial assets:
(5,041)
3,914
1,128
\u2014
Transfers from stage 1 to stage 2
(12,726)
12,726
\u2014
\u2014
Transfers from stage 2 to stage 1
8,537
(8,537)
\u2014
\u2014
Transfers to stage 3
(1,941)
(1,831)
3,773
\u2014
Transfers from stage 3
1,089
1,556
(2,645)
\u2014
Net annual origination of financial assets
44,465
(4,201)
258
40,522
Becoming\u00a0write-offs
(63)
(35)
(2,432)
(2,530)
Foreign exchange
2,447
18
(461)
2,004
Modifications that do not result in derecognition
(2)
29
113
140
Other
643
(301)
231
573
Balance at the end
342,616
33,636
13,493
389,745
Changes in allowances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(1,990)
(2,091)
(7,061)
(11,142)
Transfers of financial assets:
63
33
(1,570)
(1,473)
Transfers from stage 1 to stage 2
110
(397)
\u2014
(287)
Transfers from stage 2 to stage 1
(91)
374
\u2014
283
Transfers to stage 3
51
204
(1,917)
(1,662)
Transfers from stage 3
(7)
(148)
347
193
Net annual origination of allowances
(406)
(273)
(663)
(1,342)
Becoming\u00a0write-offs
186
30
1,890
2,106
Foreign exchange
(87)
248
\u2014
161
Modifications that do not result in derecognition
\u2014
48
(160)
(112)
Other
168
64
279
511
Balance at the end
(2,065)
(1,942)
(7,284)
(11,291)
For the year ended December 31, 2022, the impairment charges recognized under the heading \u201cImpairment or reversal of impairment
on financial assets not measured at fair value through profit or loss or net gains by modification\" amounted to \u20ac3,379 million (\u20ac3,034
million and \u20ac5,179 million for the years ended December 31, 2021 and 2020, respectively) (see Note 47). Additionally, as of December
31, 2021, the Group estimated that the update in the definition of credit impairment (default) (see Note 2.2.1) led to an increase of
\u20ac1,262 million in impaired financial assets. In terms of allowances for impairment, the impact of this update was considered non-
significant.
During 2022, the macroeconomic environment has deteriorated, with a downward revision of growth expectations in an inflationary
environment with a generalized increase in energy commodity prices and interest rates. This has resulted in an increase in allowances
for impairment of financial assets with respect to the previous year, through additional adjustments in an environment of global
growth throughout the year and through the adjustments reflected in the portfolios and sectors most vulnerable to this environment.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
298,793
30,601
14,678
344,072
Transfers of financial assets:
(10,785)
8,640
2,145
\u2014
Transfers from stage 1 to stage 2
(14,482)
14,482
\u2014
\u2014
Transfers from stage 2 to stage 1
4,905
(4,905)
\u2014
\u2014
Transfers to stage 3
(1,772)
(1,945)
3,717
\u2014
Transfers from stage 3
564
1,009
(1,573)
\u2014
Net annual origination of financial assets
17,876
(4,729)
1,217
14,364
Becoming\u00a0write-offs
(74)
(68)
(3,095)
(3,237)
Foreign exchange
(6,054)
(1,902)
(216)
(8,172)
Modifications that do not result in derecognition
187
1,642
189
2,018
Other
224
29
(261)
(8)
Balance at the end
300,167
34,213
14,657
349,037
Changes in allowances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,037)
(2,289)
(7,815)
(12,141)
Transfers of financial assets:
187
441
(2,521)
(1,893)
Transfers from stage 1 to stage 2
139
(602)
\u2014
(463)
Transfers from stage 2 to stage 1
(60)
307
\u2014
247
Transfers to stage 3
111
802
(2,775)
(1,862)
Transfers from stage 3
(3)
(66)
254
185
Net annual origination of allowances
(563)
(57)
(314)
(933)
Becoming\u00a0write-offs
45
56
2,694
2,795
Foreign exchange
70
(270)
719
519
Modifications that do not result in derecognition
12
(79)
(122)
(189)
Other
297
106
298
701
Balance at the end
(1,990)
(2,091)
(7,061)
(11,142)
Changes in gross accounting balances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
363,234
33,518
15,959
412,711
Transfers of financial assets:
(11,935)
8,807
3,128
\u2014
Transfers from stage 1 to stage 2
(15,843)
15,843
\u2014
\u2014
Transfers from stage 2 to stage 1
5,107
(5,107)
\u2014
\u2014
Transfers to stage 3
(1,701)
(2,659)
4,359
\u2014
Transfers from stage 3
502
729
(1,231)
\u2014
Net annual origination of financial assets
16,119
(827)
102
15,395
Becoming\u00a0write-offs
(3)
(2)
(2,944)
(2,949)
Foreign exchange
(21,472)
(2,342)
(1,157)
(24,970)
Modifications that do not result in derecognition
(204)
827
511
1,134
Other
(283)
(190)
270
(204)
Discontinued operations
(46,664)
(9,190)
(1,192)
(57,045)
Balance at the end
298,793
30,601
14,678
344,072
Changes in allowances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,149)
(2,183)
(8,094)
(12,427)
Transfers of financial assets:
184
(511)
(1,806)
(2,133)
Transfers from stage 1 to stage 2
156
(923)
\u2014
(766)
Transfers from stage 2 to stage 1
(50)
253
\u2014
202
Transfers to stage 3
81
218
(1,950)
(1,652)
Transfers from stage 3
(3)
(59)
144
83
Net annual origination of allowances
(872)
(795)
(1,329)
(2,996)
Becoming\u00a0write-offs
\u2014
\u2014
2,567
2,568
Foreign exchange
227
256
721
1,204
Modifications that do not result in derecognition
12
(118)
(177)
(283)
Other
160
618
25
803
Discontinued operations
401
444
278
1,123
Balance at the end
(2,037)
(2,289)
(7,815)
(12,141)
The loss allowances recorded in the balance sheet to cover the impairment or reversal of impairment estimated in the debt securities
amounted to \u20ac214, \u20ac126 and \u20ac145 million as of December 31, 2022, 2021 and 2020, respectively. The variation is mainly due to
changes in credit risk variations, mainly in Garanti BBVA, BBVA, S.A. and BBVA Argentina.
Additionally, the loss allowances recorded in the balance sheet to cover the impairment or reversal of the impairment estimated in
the commitments and guarantees given amounted to \u20ac770, \u20ac691 and \u20ac728 million as of December 31, 2022, 2021 and 2020,
respectively (see Note 24).Refinancing and restructuring transactions
Group policies and principles with respect to refinancing and restructuring transactions
Refinancing and restructuring transactions (see definition in the Glossary) are carried out with customers who have requested such a
transaction in order to meet their current loan payments if they are expected, or may be expected, to experience financial difficulty in
making the payments in the future.
The basic aim of a refinancing and restructuring transaction is to provide the customer with a situation of financial viability over time
by adapting repayment of the loan incurred with the Group to the customer\u2019s new situation of fund generation. The use of refinancing
and restructuring for other purposes, such as to delay loss recognition, is contrary to BBVA Group policies.
The BBVA Group\u2019s refinancing and restructuring policies are based on the following general principles:
\u2013Refinancing and restructuring is authorized according to the capacity of customers to pay the new installments. This is done
by first identifying the origin of the payment difficulties and then carrying out an analysis of the customers\u2019 viability,
including an updated analysis of their economic and financial situation and capacity to pay and generate funds. If the
customer is a company, the analysis also covers the situation of the industry in which it operates.
\u2013With the aim of increasing the solvency of the transaction, new guarantees and/or guarantors of demonstrable solvency are
obtained where possible. An essential part of this process is an analysis of the effectiveness of both the new and original
guarantees.
\u2013This analysis is carried out from the overall customer or group perspective.
\u2013Refinancing and restructuring transactions do not in general increase the amount of the customer\u2019s loan, except for the
expense inherent to the transaction itself.
\u2013The capacity to refinance and restructure a loan is not delegated to the branches, but decided on by the risk units.
\u2013The decisions made are reviewed from time to time with the aim of evaluating full compliance with refinancing and
restructuring policies.
These general principles are adapted in each case according to the conditions and circumstances of each geographical area in which
the Group operates, and to the different types of customers involved.
In the case of retail customers (private individuals), the main aim of the BBVA Group\u2019s policy on refinancing and restructuring a loan is
to avoid default arising from a customer\u2019s temporary liquidity problems by implementing structural solutions that do not increase the
balance of the customer\u2019s loan. The solution required is adapted to each case and the loan repayment is made easier, in accordance
with the following principles:
\u2013Analysis of the viability of transactions based on the customer\u2019s willingness and ability to pay, which may be reduced, but
should nevertheless be present. The customer must therefore repay at least the interest on the transaction in all cases. No
arrangements may be concluded that involve a grace period for both principal and interest.
\u2013Refinancing and restructuring of transactions is only allowed on those loans in which the BBVA Group originally entered
into.
\u2013Customers subject to refinancing and restructuring transactions are excluded from marketing campaigns of any kind.
In the case of non-retail customers (mainly companies, enterprises and corporates), refinancing/restructuring is authorized
according to an economic and financial viability plan based on:
\u2013Forecasted future income, margins and cash flows to allow entities to implement cost adjustment measures (industrial
restructuring) and a business development plan that can help reduce the level of leverage to sustainable levels (capacity to
access the financial markets).
\u2013Where appropriate, the existence of a divestment plan for assets and/or operating segments that can generate cash to
assist the deleveraging process.
\u2013The capacity of shareholders to contribute capital and/or guarantees that can support the viability of the plan.
In accordance with the Group\u2019s policy, the conclusion of a loan refinancing and restructuring transaction does not mean the loan is
reclassified from \"impaired\" or \"significant increase in credit risk\" to normal risk. The reclassification to \"significant increase in credit
risk\" or normal risk categories must be based on the analysis mentioned earlier of the viability, upon completion of the probationary
periods described below.
The Group maintains the policy of including risks related to refinanced and restructured loans as either:
\u2013\"Impaired assets\", as although the customer is up to date with payments, they are classified as unlikely to pay when there
are significant doubts that the terms of their refinancing may not be met; or
\u2013\"Significant increase in credit risk\" until the conditions established for their consideration as normal risk are met.
The assets classified as \"Impaired assets\" should comply with the following conditions in order to be reclassified to \"Significant
increase in credit risk\":
\u2013The customer has to have paid a significant part of the pending exposure.
\u2013At least one year must have elapsed since the later of: i) the time at which the restructuring measures were extended, ii) the
time when the exposure was classified as deteriorated, iii) the end of any grace period included in restructuring agreements.
\u2013The customer does not have past due payments and objective criteria, demonstrating the borrower\u00b4s ability to pay, have
been verified.
The conditions established for assets classified as \u201cSignificant increase in credit risk\u201d to be reclassified out of this category are as
follows:
\u2013The customer must have paid past-due amounts (principal and interest) since the date of the renegotiation or restructuring
of the loan or other objective criteria, demonstrating the borrower\u00b4s ability to pay, have been verified; none of its exposures
is more than 30 days past-due.
\u2013At least two years must have elapsed since completion of the renegotiation or restructuring of the loan or, if later, the date
of reclassification from the deteriorated category. Regular payments must have been made during at least half of this
probation period; and
\u2013It is unlikely that the customer will have financial difficulties and, therefore, it is expected that the customer will be able to
meet its loan payment obligations (principal and interest) in a timely manner.
The economic impact caused by the COVID-19 pandemic required the adaptation of the repayment schedule of a large volume of
loans in all geographies and portfolios. In general, support was given through the granting of deferrals that comply with the principles
established by the EBA, which allowed for the application of a differential accounting and prudential treatment.
Renewals and renegotiations are classified as normal risk, provided that there is no significant increase in risk. This classification is
applicable initially, and in the event of any deterioration, the criteria established in the existing policy are followed. In this sense, the
aforementioned conditions are considered, including, among others, the requirement that the facility is not more than 30 days past
due and that it has not been identified as 'unlikely to pay'.
The BBVA Group\u2019s refinancing and restructuring policy provides for the possibility of two modifications in a 24 month period for loans
that are not in compliance with the payment schedule.
The internal models used to determine allowances for loan losses consider the restructuring and renegotiation of a loan, as well as re-
defaults on such a loan, by assigning a lower internal rating to restructured and renegotiated loans than the average internal rating
assigned to non-restructured/renegotiated loans. This downgrade results in an increase in the probability of default (PD) assigned to
restructured/renegotiated loans (with the resulting PD being higher than the average PD of the non- renegotiated loans in the same
portfolios).
In any case, a restructuring will be considered impaired when the reduction in the present net value of the financial obligation is
greater than 1%, in line with the management criteria introduced during 2021.
For quantitative information on refinancing and restructuring transactions see Appendix XI.
Risk concentration
Policies for preventing excessive risk concentration
In order to prevent the build-up of excessive risk concentrations at the individual, sector, portfolio and geography levels, BBVA Group
maintains updated maximum permitted risk concentration indices which are tied to the various observable variables related to
concentration risk.
Together with the limits for individual concentration, the Group uses the Herfindahl index to measure the concentration of the Group's
portfolio and the banking group's subsidiaries. At the BBVA Group level, the index reached implies a \"very low\" degree of
concentration.
The limit on the Group\u2019s exposure or financial commitment to a specific customer therefore depends on the customer\u2019s credit rating,
the nature of the risks involved, and the Group\u2019s presence in a given market, based on the following guidelines:
\u2013The aim is, as much as possible, to reconcile the customer's credit needs (commercial/financial, short-term/long-term,
etc.) with the interests of the Group.
\u2013Any legal limits that may exist concerning risk concentration are taken into account (relationship between risks with a
customer and the capital of the shareholder\u00b4s entity that assumes them), the markets, the macroeconomic situation, etc.
\u2013The aim is to seek inter and intra-sector diversification in coherence with the metrics defined in the RAF for the Group and
for the banking group's subsidiaries.
Risk concentrations by geography
The breakdown of the main figures in the most significant foreign currencies in the consolidated balance sheets is set forth in
Appendix XII.
Sovereign risk concentration
Sovereign risk management
The identification, measurement, control and monitoring of risk associated with sovereign risk transactions is carried out by a
centralized unit within the BBVA Group's Risk Area. Its basic functions are preparing reports (called financial programs) on the
countries with which it maintains cross-border risks (i.e. risks taken in a foreign currency from outside the country with borrowers in
the country, whether public or private) and sovereign risks (i.e. risks with the local Sovereign of the country where the risk-taking unit
is located), monitoring those risks, establishing risk limits, assigning ratings to the countries analyzed and, in general, supporting the
Group in any information request regarding this type of transaction. The risk policies established in the financial programs are
approved by the relevant risk committees.
The country risk unit tracks the evolution of the risks associated with the various countries to which the Group are exposed (including
sovereign risk) on an ongoing basis in order to adapt its risk and mitigation policies to any macroeconomic and political changes that
may occur. Moreover, it regularly updates its internal ratings and forecasts for these countries. The methodology is based on the
assessment of quantitative and qualitative parameters which are in line with those used by certain multilateral organizations (the
International Monetary Fund (IMF), the World Bank, etc.) rating agencies and export credit organizations.
For additional information on sovereign risk in Europe see Appendix XII.
Risk related to the developer and Real Estate sector in Spain
The sale of impaired assets concluded in 2018. Currently, there is no risk concentration in the developer and real estate sector, taking
into account that its weight in total wholesale risks in Spain is approximately 10%, while compared with the total risks in the portfolio
(wholesale and retail), the Real Estate risk assumed would be around 3%.
Policies and strategies established by the Group to deal with risks related to the developer and real-estate sector
BBVA Group has teams specializing in the management of the Real Estate Sector risk, given its economic importance and specific
technical component. This specialization is not only in risk teams, but throughout the handling, commercial, problem risks and legal,
etc. It also includes the research department of the BBVA Group (BBVA Research), which helps determine the medium/long-term
vision needed to manage this portfolio. The policies established to address the risks related to the developer and real-estate sector,
aim to accomplish, among others, the following objectives: to avoid concentration in terms of customers, products and regions; to
estimate the risk profile for the portfolio; and to anticipate possible worsening of the portfolio within a sector is highly cyclical.
Specific policies for analysis and granting of new developer risk transactions
In the analysis of new transactions, the assessment of the commercial operation in terms of the economic and financial viability of the
project has been one of the constant. The monitoring of the work, sales prospects and the legal situation of the project are essential
aspects for the admission and follow-up of new real estate transactions. With regard the participation of the Risk Acceptance teams,
they have a direct link and participate in the committees of areas such as Valuation, Legal, BBVA Research and Recoveries. This
guarantees coordination and exchange of information in all the processes.
In this context, and within the current Real Estate cycle, the strategy with clients is subject to an Asset Allocation limit and to an action
framework that allows defining a target portfolio, both in volume and in credit quality.
Risk monitoring policies
The base information for analyzing the real estate portfolios is updated monthly. There is a systematic monitoring of developments
under close monitoring with the evolution of works and sales.
Policies applied in the management of real estate assets in Spain
The internal Rules on Real Estate Financing, which establish recommendations for financing a new housing development business, are
reviewed and updated annually.
The recommendations represent guidelines about how to manage the credit admission activity of BBVA Group entities based on best
practices of markets in which this activity is performed. It is expected that a high percentage of the current transactions will be in
compliance with the latter.
For quantitative information about the risk related to the developer and Real-Estate sector in Spain see Appendix XII.
Structural risk
The structural risks are defined, in general terms, as the possibility of suffering losses in the banking book due to adverse movements
in market risk factors.
In the Group, the following types of structural risks are defined, according to their nature: interest rate risk, credit spread risk,
exchange rate risk and equity risk.
The scope of structural risks in the Group excludes market risks in the trading book that are clearly delimited and separated and are
part of the Market Risks category.
The Assets and Liabilities Committee (ALCO) is the main responsible body for the management of structural risks regarding liquidity/
funding, interest rate, credit spread, currency, equity and solvency. Every month, with the participation of the CEO and
representatives from the areas of Finance, Risks and Business Areas, this committee monitors the structural risks and is presented
with proposals with regard to action plans related with its management for its approval. These management proposals are made by
the Finance area with a forward-looking focus, maintaining the alignment with the risk appetite framework, trying to guarantee the
recurrence of results and financial stability, as well as to preserve the solvency of the entity. All balance sheet management units have
a local ALCO, which is permanently attended by members of the Corporate Center, and there is a corporate ALCO where
management strategies are monitored and presented in the Group's subsidiaries.
The GRM area acts as an independent unit, ensuring adequate separation between the management and risk control functions, and is
responsible for ensuring that the structural risks in the Group are managed according to the strategy approved by the Board of
Directors.
Consequently, GRM deals with the identification, measurement, monitoring and control of those risks and their reporting to the
corresponding corporate bodies. Through the Global Risk Management Committee (GRMC), it performs the function of control and
risk assessment and is responsible for developing the strategies, policies, procedures and infrastructure necessary to identify,
evaluate, measure and manage the significant risks that the BBVA Group faces. To this end, GRM, through the corporate unit of
Structural Risks, proposes a scheme of limits that defines the risk appetite set for each of the relevant structural risk types, both at
Group level and by management units, which will be reviewed annually, reporting the situation periodically to the Group's corporate
bodies as well as to the GRMC.
Additionally, both the management system and the control and measurement system for structural risks are necessarily adjusted to
the Group's internal control model, complying with the evaluation and certification processes that comprise it. In this sense, the tasks
and controls necessary for its scope of action have been identified and documented, supporting a regulatory framework which
includes specific processes and measures for structural risks, from a broad geographical perspective.
Within the three lines of defense scheme in which BBVA's internal control model is based according to the most advanced standards
in terms of internal control, the first line of defense is maintained by the Finance area, which is responsible for managing the structural
risk.
As a second line of defense, GRM is in charge of identifying risks, and establishing policies and control models, periodically evaluating
their effectiveness.
In the second line of defense, there are also the Internal Risk Control units, which independently review the Structural Risk control,
and Internal Financial Control, which carries out a review of the design and effectiveness of the operational controls over structural
risk management.
The third line of defense is represented by the Internal Audit area, an independent unit within BBVA Group, which is responsible for
reviewing specific controls and processes.
nterest rate risk and credit spread in the banking book
The structural interest-rate risk (IRRBB) is related to the potential impact that variations in market interest rates have on an entity's
net interest income and equity. In order to properly measure IRRBB, BBVA Group takes into account all the main sources of this risk:
repricing risk, yield curve risk, option risk and basis risk.
The assessment of structural interest rate risk is carried out with an integral vision, combining two complementary points of view: the
effects of interest rate shifts in net interest income (short term) and their impact on the economic value of equity (long term). In
addition, the impact on the market value of the financial instruments of the banking book, as a result of changes in the market interest
rates (IRRBB) or the credit spreads (CSRBB), will be assessed as it may have an impact on the income statement and/or equity due
to their accounting treatment.
The exposure of a financial entity to adverse interest rates movements is a risk inherent to the development of the banking business,
which is also, in turn, an opportunity to create economic value. Therefore, interest rate risk must be effectively managed so that it is
limited in accordance with the entity\u2019s equity and in line with the expected economic result.
In BBVA, the purpose of structural interest rate risk management is to maintain the stability of the net interest income in the event of
interest rate fluctuations. It contributes to a recurrent generation of earnings, limit the capital consumption due to structural interest
rate risk and monitor potential mark-to-market impacts on \u201cheld to collect and sell\u201d (HtC&S) portfolios. Likewise, the spread risk
management in banking book portfolios is aimed at limiting the impact on the valuation of fixed income instruments, which are used
for balance sheet liquidity and interest rate risk management purposes in order to increase diversification, and maintain the spread
risk at levels aligned with the total volume of the investment portfolio and the equity of the Group.
These functions fall to the Global ALM (Asset & Liability Management) unit, within the Finance area, who, through ALCO, aims to
guarantee the recurrence of results and preserve the solvency of the entity, always adhering to the risk profile defined by the
management bodies of the BBVA Group.
Structural interest rate risk management is decentralized, and is carried out independently in each entity included in the structural
balance sheet (banking book) of the BBVA Group, keeping the exposure to interest rates and credit spreads movements aligned with
the strategy and the target risk profile of the Group, and in compliance with the regulatory requirements according to the EBA
guidelines.
Nature of interest rate risk and credit spread risk
Repricing risk arises due to the difference between the repricing or maturity terms of the assets and liabilities, and represents the
most frequent interest rate risk faced by financial entities. However, other sources of risk such as changes in the slope and shape of
the yield curve, the reference to different indexes and the optionality risk embedded in certain banking transactions, are also taken
into account by the risk control system.
Furthermore, the credit spread risk (CSRBB) of fixed-income portfolios in the banking book arises from the potential impact on the
value of fixed-income portfolios and credit derivatives registered at fair value produced by a variation in the level of credit spreads
associated with those instruments/issuers and that are not explained by default risk or by movements in market interest rates.
BBVA's structural interest-rate risk management and control process includes a set of metrics and tools that enable the capture of
additional sources to properly monitor the risk profile of the Group, backed-up by assumptions that aim to characterize the behavior
of the balance sheet items with the maximum accuracy.
The IRRBB and CSRBB measurement is carried out on a monthly basis, and includes probabilistic measures based on simulation
methods of interest rate curves and credit spread shocks. The corporate methodology enables to capture additional sources of risk to
the interest rate parallel shifts, such as the changes in slope shape and the basis of yield curves. Additionally, sensitivity analysis to
multiple parallel shocks of different magnitude are also assessed on a regular basis. The process is run separately for each currency
to which the Group is exposed, considering, at a later stage, the diversification effect among currencies and business units.
The risk measurement model is complemented by the assessment of ad-hoc scenarios, stress tests and reverse stress. Stress tests
incorporate extreme scenarios both in market interest rates and in behavioral assumptions, in addition to the assessment of market
scenarios by BBVA Research and the set of prescriptive scenarios defined according to EBA guidelines.
The internal measurement systems and models are subjected to a process of review and continuous improvement in order to keep
them aligned with EBA guidelines.
Key assumptions of the model
In order to measure structural interest rate risk, the setting of assumptions on the evolution and behavior of certain balance sheet
items is particularly relevant, especially those related to products without an explicit or contractual maturity which characteristics are
not established in their contractual terms and must be therefore estimated.
The assumptions that characterize these balance sheet items must be understandable for the areas and bodies involved in risk
management and control and remain duly updated, justified and documented. The modeling of these assumptions must be
conceptually reasonable and consistent with the evidence based on historical experience, reviewed at least once a year and, if any, the
behavior of the customers induced by the business areas. These assumptions are regularly subject to a sensitivity analysis to assess
and understand the impact of the modelling on the risk metrics.
The approval and update of the IRRBB behavioral models is subject to the corporate governance under the scope of GRM analytics.
Thus, all the models must be duly inventoried and catalogued and comply with the requirements for their development, updating and
changes management set out in the internal procedures. They are also subject to the corresponding internal validations and follow-up
requirements established based on their relevance, as well as to backtesting procedures against experience to ratify the validity of the
assumptions applied.
In view of the heterogeneity of the financial markets, customers and products in the multiple jurisdictions, each one of the entities of
the Group is responsible for determining the behavior assumptions to be applied to the balance sheet items, always under the
guidelines and the applicability of the corporate models existing in the Group.
The balance sheet behavioral assumptions stand out those established for the treatment of items without contractual maturity,
mainly for demand customer deposits, and those related to the expectations on the exercise of interest rate options, especially
relating to loans and deposits subject to prepayment risk.
For the modelling of demand deposits, a segmentation of the accounts in several categories is previously carried out depending on
the characteristics of the customer (retail / wholesale) and the product (type of account / transactionality / remuneration), in order
to outline the specific behavior of each segment.
In order to establish the remuneration of each segment, the relationship between the evolution of market interest rates and the
interest rates of managed accounts is analyzed, with the aim of determining the translation dynamic (percentages and lags) of
interest rates variations to the remuneration of the accounts. In this regard, consideration is given to the potential limitations in the
repricing of these accounts in scenarios of low or negative rates, with special attention to retail customers, through the establishment
of floors in the remuneration.
The behavior assigned to each category of accounts is determined by an analysis of the historical evolution of the balances and the
probability of cancellation of the accounts. For this, the volatile part of the balance assigned to a short-term maturity is isolated, thus
avoiding fluctuations in the level of risk caused by specific variations in the balances and promoting stability in the management of the
balance. Once the stable part is identified, a medium / long term maturity model is applied through a decay distribution based on the
average term of the accounts and the conditional cancellation probabilities throughout the life of the product.
In addition, the behavior modeling incorporates, where appropriate, the relationship between the evolution of the balance of deposits
and the levels of market interest rates, especially in low rate environments. Consequently, the effect of rate variations on the stability
of the deposits as well as the potential migration between the different types of products (on demand and time deposits) in each
interest rate scenario are incorporated.
Equally relevant is the treatment of early cancellation options embedded in credit loans, mortgage portfolios and customer deposits.
The evolution of market interest rates may condition, along with other variables, the incentive that customers have to prepay loans or
deposits, modifying the future behavior of the balance amounts with respect to the forecasted contractual maturity schedule.
The detailed analysis of the historical information related to prepayment data, both partial and total prepayment, combined with other
variables such as interest rates, allows estimating future amortizations and, where appropriate, their behavior linked to the evolution
of such variables through the relationship between the incentive of the customer to prepay and the early cancellation speed.
The table below shows the profile of average structural interest rate risk and credit spread risk of the fixed income portfolio in the
banking book classified as Hold to Collect & Sale (HtC&S) in terms of sensitivities of the main currencies for the BBVA Group in 2022:
Sensitivity to interest-rate and credit spread analysis. Year 2022
Interest rate risk
Credit spread
Impact on net interest income (1)
Impact on economic value (2)
Impact on economic
value (2)
100 basis point
increase
100 basis point
decrease (3)
100 basis point
increase
100 basis point
decrease (3)
100 basis point
increase
Euro
[1.5% , 3.5%]
[-1.5% , -0.5%]
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-1.5% , -0.5%]
Mexican peso
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-1.5% , -0.5%]
[0.5% , 1.5%]
[-0.5% , 0.5%]
U.S. dollar
[0.5% , 1.5%]
[-1.5% , -0.5%]
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-0.5% , 0.5%]
Turkish lira
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
Other
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
[-0.5% , 0.5%]
BBVA Group
[3.5% , 5.5%]
[-5.5% , -3.5%]
[0.5% , 1.5%]
[-1.5% , -0.5%]
[-3.5% , -1.5%]
(1) Percentage of \"12 months\" net interest income for the BBVA Group.
(2) Percentage of CET1 (Fully Loaded) for BBVA Group
(3) In Euro and Pound sterling (included in \"Other\"), negative interest rates scenarios are allowed up to plausible levels.
The year 2022 was characterized by a change in the cycle in terms of monetary policy as a result of the high inflation rates observed in
most Western economies. The effects of the high energy prices and the bottlenecks in the supply chain, which still persisted due to
the COVID-19 pandemic, were exacerbated from March onwards by the outbreak of the war between Russia and Ukraine. In this
context, the central banks embarked on a restrictive monetary policy strategy with interest rate hikes, which is still in force and is
expected to last during most of 2023.
At an aggregate level, BBVA continues to maintain a moderate risk profile, in accordance with the established objective, having
positive sensitivity to interest rate hikes in the net interest income.
Regarding relevant events in the financial markets, the ECB began the process of raising interest rates in July 2022 with the aim of
curbing inflation, with a rise of 250 basis points in the year, and the FED, for its part, implemented increases of 425 basis points in
2022. Although, additional increases are expected in 2023 (such as the rise in the Fed's 0.25 basis points and the ECB's 0.5 basis
points, announced on February 1 and February 2, 2023, respectively) since inflation remains at high levels. In relation to fixed income
markets, valuations have been affected by the strong general increase in interest rates and the widening of risk premiums, in line with
inflation expectations, which are expected to continue above reference levels. Spanish and Italian debt spreads worsened with
widenings relative to the German curve, especially in the case of Italy. As for Mexico and South America, the flattening movements
have been similar to those of the United States, continuing with the rate hike cycle. Turkey, for its part, has set the monetary policy
rate at 9.0%, making successive cuts of 500 basis points between August and November 2022.
The most relevant aspects related to the main geographical areas are the following:
\u2013Spain has a balance sheet characterized by a high proportion of variable-rate loans (basically mortgages and corporate
lending) and liabilities composed mainly by customer demand deposits. The ALCO portfolio acts as a management lever,
hedging the bank's balance sheet by mitigating its sensitivity to interest rate fluctuations. The balance sheet interest rate
risk profile remained stable during the year, Spain being the geographical area of the Group with the highest positive
sensitivity to rates.
At the end of September 2022 the ECB set the benchmark interest rate at 2.5%, the marginal deposit facility rate at 2% and
the marginal loan facility rate at 2.75%. Thus, the European benchmark interest rates (EURIBOR) showed significant
increases in the year. In this regard, customer spread is starting to benefit from interest rate hikes, which is expected to
continue in the coming quarters.
\u2013Mexico continues to show a balance between fixed and variable interest rates positions, which limits sensitivity to interest
rates fluctuations. In terms of assets that are most sensitive to interest rate fluctuations, the commercial portfolio stands
out, while consumer loans and mortgages are mostly at a fixed rate. With regard to customer funds, there is a high
proportion of non-interest bearing deposits, which are insensitive to interest rate movements. The ALCO portfolio is
invested primarily in fixed-rate sovereign bonds with limited maturities. The monetary policy rate stands at 10.50%, 500
basis points above the end-of-year level of 2021. Regarding client spread, there has been an improvement in 2022, favored
by both the contained cost of deposits and the positive evolution of yields on loans.
\u2013In Turkey, the sensitivity of loans, which are mostly fixed-rate but with relatively short maturities, and the ALCO portfolio
limit the sensitivity of deposits on the liability side. The interest rate risk is thus limited, both in Turkish lira and in foreign
currencies. However, the economic value risk increased in 2022 mainly due to the compulsory purchases of bonds required
by the local supervisor. Customer spread improved in 2022 due to the lower cost of deposits.
\u2013In South America, the interest rate risk profile remains low as most countries in the area have a fixed/variable composition
and maturities that are very similar for assets and liabilities, with limited net interest income sensitivity. In addition, in
balance sheets with several currencies, interest rate risk is managed for each of the currencies, showing a limited level of
risk. The central banks of Peru and Colombia rose the benchmark interest rates by 500 and 900 basis points, respectively,
in 2022. Customer spreads improved in Peru, impacted by the interest rates hike, while falling in Colombia, as liabilities
(mainly deposits) repriced faster than assets following the sharp interest rates hike.
Structural exchange-rate risk
Structural exchange rate risk, is defined as the possibility of impacts on solvency, equity value and results driven by fluctuations in the
exchange rates due to exposures in foreign currencies.
Structural exchange rate risk is inherent to the business of international banking groups, such as BBVA, that develop their activities in
different geographies and currencies. At a consolidated level, structural exchange-rate risk arises from the consolidation of holdings
in subsidiaries with functional currencies other than the euro. Its management is centralized in order to optimize the joint
management of permanent foreign currency exposures, taking diversification into account.
The purpose of structural exchange rate risk management is protecting solvency by limiting volatility of the consolidated CET1 ratio
and income to consolidate denominated in a currency other the euro in the Group, as well as to limit the capital requirements under
exchange rate fluctuations to which the Group is exposed due to its international diversification. The ALM Global corporate unit,
through the ALCO, is responsible for the management of this risk all through an active hedging policy, deliberately taken for each
objective, and fully aligned with the management strategy.
At the corporate level, the risk monitoring metrics included in the limits framework are aligned with the Risk Appetite Framework, and
are targeted to control the effects on the solvency through the economic capital metric and the fluctuations in the Common Equity
Tier I fully loaded (CET1 fully loaded) consolidated ratio, as well as the maximum deviation in the Group's attributable profit. The
probabilistic metrics make it possible to estimate the joint impact of exposure to different currencies taking into account the different
variability in exchange rates and their correlations. These metrics are supplemented with additional assessment indicators.
The suitability of these risk assessment metrics is reviewed on a regular basis through backtesting exercises. The final element of
structural exchange-rate risk control is the stress and scenario analysis aimed to assess the vulnerabilities of foreign currency
structural exposure not contemplated by the risk metrics and to serve as an additional tool when making management decisions. The
scenarios are based both on historical situations simulated by the risk model and on the risk scenarios provided by BBVA Research.
The purpose of the exchange rate risk management of BBVA's long term investments, which arises mainly from its foreign franchises,
is to preserve the capital ratios of the Group and to maintain the stability of the profits. The year 2022 was characterized by the
weakness of the euro, especially pronounced in the first nine months of the year. Thus, the US dollar, which for some part of the year
was trading below parity, closed the year with an appreciation of 6.2% against the euro. Among the emerging currencies, the Mexican
peso appreciated strongly (11.0% against the euro) on the back of the positive perception of the country's fundamentals and the
aforementioned weakness of the euro. The lira was again penalized in 2022 (-23.7%) by an unorthodox economic policy in a context
of high inflation. As for the performance of South American currencies, the Peruvian sol was solid (11.0%), while the Chilean peso,
somewhat more volatile, managed to appreciate against the euro (4.4%). The Colombian peso (-12.1%) and the Argentine peso
(-38.3%) depreciated against the euro.
BBVA maintains management policies for the main investments in emerging countries in respect of, in average terms, between 40%
and 50% of the aggregate attributable profit in non-euro currencies expected to be generated by the group in the next twelve months
and around 70% of the aggregate excess capital in non-euro currencies. In relation to the CET1 capital ratio, the estimated impact at
the end of 2022 of a 10% depreciation in the relevant currency was as follows: Mexican peso (-5 basis points); Turkish lira (-5 basis
points) and U.S. dollar (+19 basis points).
For the years 2022, 2021 and 2020, the estimated sensitivities of the result attributable to the parent company are shown below,
taking into account the coverage, against depreciations and appreciations of 1% of the average rate in the main currencies. To the
extent that hedging positions are periodically modulated, the sensitivity estimate attempts to reflect an average (or effective)
sensitivity in the year:
Sensitivity to 1% change (Millions of Euros)
Currency
2022
2021
2020
Mexican peso
19.1
14.0
4.9
Turkish lira
3.5
4.7
4.5
Peruvian sol
0.7
0.3
0.4
Chilean peso
0.4
0.6
0.3
Colombian peso
0.9
1.1
1.4
Argentine peso
1.9
0.6
0.9
quity risk in the banking book
Equity risk in the banking book refers to the possibility of suffering losses in the value of positions in shares and other equity
instruments held in the banking book with long or medium term investment horizons due to fluctuations in the value of equity indexes
or shares.
BBVA Group's exposure to structural equity risk arises largely from minority shareholdings held on industrial and financial companies,
and in new business (innovation). This exposure is modulated in some portfolios with positions held on derivative instruments on the
same underlying assets, in order to adjust the portfolio sensitivity to potential changes in equity prices.
The structural equity risk management is aimed at increasing the income-generating capacity of those shares held by the Group,
limiting the capital requirements for equity risk and narrowing the impact on the solvency level through a proactive management of
the portfolio using hedges. The function of managing the main structural equity portfolios is a responsibility of the specialized units of
the corporate areas of Global ALM, Strategy & M&A and Client Solutions (Banking for Growth Companies). Their activity is subject to
the corporate structural equity risk management policy, complying with the defined management principles and Risk Appetite
Framework.
The structural equity risk metrics, designed by GRM according to the corporate model, contribute to the effective monitoring of the
risk by estimating the sensitivity and the capital necessary to cover the possible unexpected losses due to changes in the value of the
shareholdings in the Group's investment portfolio, with a level of confidence that corresponds to the objective rating of the entity,
taking into account the liquidity of the positions and the statistical behavior of the assets to be considered
In order to analyze the risk profile in depth, stress tests and scenario analysis of sensitivity to different simulated scenarios are carried
out. They are based on both past crisis situations and forecasts made by BBVA Research. These analyses are carried out regularly to
assess the vulnerabilities of structural equity exposure not contemplated by the risk metrics and to serve as an additional tool when
making management decisions.
Backtesting is carried out on a regular basis on the risk measurement model used.
Equity markets in Europe and the United States were negatively affected in 2022 by the tightening of financial conditions carried out
by the Central Banks due to the rise in inflation. In many cases, the adjustment in share prices is attributed mainly to a correction in
the valuation metrics than to a significant deterioration in relation to the expectation of corporate profits. The Spanish stock market
closed the year with smaller falls than those presented by the main indices of other geographies in the euro area.
Structural equity risk, measured in terms of economic capital, has raised during the last year due to the higher exposure taken. The
aggregate sensitivity of the BBVA Group\u2019s consolidated equity to a 1% fall in the price of shares of the companies making up the
equity portfolio increased to \u20ac-24 million as of December 31, 2022, compared to \u20ac-27 million as of December 31, 2021. This
estimation takes into account the exposure in shares valued at market prices, or if not applicable, at fair value (excluding the positions
in the Treasury Area portfolios) and the net delta-equivalent positions in derivatives on the same underlyings.
4\u00a0 \u00a0 IBOR reform
On August 27, 2020, the IASB issued the second phase of the reform of the IBOR reference indices, which involves the introduction of
amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16, to ensure that the financial statements reflect the economic effects of this
reform in the best possible way.
These amendments focus on the accounting for financial instruments, once a new risk-free reference index (Risk Free Rate,
hereinafter \u201cRFR\u201d) has been introduced. The modifications introduce the accounting relief for changes in the cash flows of financial
instruments directly caused by the IBOR reform if they take place in a context of \"economic equivalence\", by updating the effective
interest rate of the instrument. Additionally, they introduce a series of exemptions to the hedging requirements so as not to have to
interrupt certain hedging relationships. However, similar to the phase 1 amendments (which entered into force already in 2020) (see
Note 15), the phase 2 amendments do not contemplate exceptions to the valuation requirements applicable to hedged items and
hedging instruments in accordance with IFRS 9 or IAS 39. Thus, once the new reference index has been implemented, the hedged
items and hedging instruments must be valued in accordance with the new index, and the possible ineffectiveness that may exist in
the hedge will be recognized in profit or loss.
The IBOR transition to RFR is considered to be a complex initiative, which affects BBVA Group in different geographical areas and
business lines, as well as in a multitude of products, systems and processes. The main risks to which the Group is exposed due to the
transition are; (1) risk of litigation related to the products and services offered by the Group; (2) legal risks derived from changes in the
documentation required for existing operations; (3) financial and accounting risks, derived from market risk models and from the
measurement, hedging, cancellation and recognition of the financial instruments associated with the benchmark indices; (4) price
risk, derived from how changes in the indices could impact the pricing mechanisms of certain instruments; (5) operational risks, as
the reform may require changes to the Group's IT systems, business reporting infrastructure, operational processes and controls,
and (6) behavioral risks derived from the potential impact of customer communications during the transition period, which could lead
to customer complaints, regulatory penalties or reputational impact.
BBVA Group established a transition program, provided with a robust governance structure by means of an Executive Steering
Committee, with representation from senior management of the affected areas, which reports directly to the Group's Global
Leadership Team. At the local level, each geographical area has defined its own governance structure with the participation of senior
management. The coordination among geographical areas is realized through the Project Management Office (PMO) and the Global
Working Groups that incorporate a multi-geographic and transversal view on the areas of Legal, Risk, Regulatory, Finance and
Accounting and Engineering. The project also involves both Corporate Assurance of the different geographical areas and business
lines and Global Corporate Assurance of the Group.
This transition project has taken into account the different approaches and periods of transition to the new RFRs when evaluating the
various risks associated with the transition, as well as defining the lines of action in order to mitigate them. BBVA is aligned with the
Good Practices issued by the ECB that outline how banks can better structure their governance, identify related risks and create
contingent action plans and documentation in relation to the transition of reference rates.
The entity has actively collaborated in the IBOR transition, both for its support and participation in the sectorial working groups and
for its commitment to remediate the contracts with its counterparties. In this sense, the entity has carried out a process of
communication and contact with the counterparties to modify the terms of the contractual relations in such a way that said
agreements have been modified using different mechanisms: through the inclusion of addenda to the contracts, by the adherence to
industry standard protocols, the transition of operations by clearing house, the cancellation of contracts and subscription of new
ones, or by the transition through other legislative mechanisms. This process has been managed through the monitoring mechanisms
and indicators that have been developed by the working groups within the Group.
The official discontinuation date for LIBORs exUSD (GBP, CHF, EUR, JPY), LIBOR USD 1-week and 2-month indices was December 31,
2021, and for EONIA was January 3, 2022. However, the Financial Conduct Authority (FCA) and the European Commission have
established a legal safeguard in the event that there are some operations that could not be migrated before such discontinuation
dates. In the case of the FCA, said legal safeguard, called Synthetic LIBOR, would apply only to contracts referenced to LIBOR GBP
and LIBOR JPY in terms of 1, 3 and 6 months, and allows the index to continue to be applied for an additional period. However, the FCA
has announced its decision to continue publishing the synthetic LIBOR JPY for all its terms until December 31, 2022, the synthetic
LIBOR GBP 1 month and 6 months until March 31, 2023 and the synthetic LIBOR GBP 3 month until March 2024.
Moreover, the European Commission, through what is known as the \"Statutory Fallback\", provides a legal safeguard for EONIA
contracts and for LIBOR CHF (which entered into force on January 1, 2022), so that in the contracts subject to this measure, said
indices are automatically replaced, by legal requirement, with the new indices. BBVA maintains non-significant balances in the
aforementioned synthetic LIBOR GBP and synthetic LIBOR JPY, which already have a transition solution communicated and agreed
with the clients pending execution in systems at the beginning of 2023.
Regarding LIBOR USD, references will be discontinued in the terms still in force on June 30, 2023 (except for the one-week and two-
month terms that were already discontinued in 2021, as we have said previously). Currently the different international regulators are
studying the application of legal safeguards similar to the one mentioned above. Such is the case in the United States, where a federal
law has already been approved to designate a statutory fallback in contracts that do not contemplate or regulate a transition of the
LIBOR USD index.
In this regard, the BBVA Group is actively working to modify all its contracts referenced to LIBOR USD to the corresponding RFRs
(SOFR). As of December 31, 2022, the Group continues to maintain financial assets and liabilities whose contracts are referenced to
LIBOR USD including, among others, for loans, deposits and debt issuances as well as underlying derivative financial instruments.
In the case of the EURIBOR, the European authorities have encouraged modifications in its methodology so that it meets the
requirements of the European Regulation of Reference Indices, so this index does not disappear.
Below is the BBVA Group's exposure to financial assets and liabilities maturing after the transition dates of these IBORs to their
corresponding RFRs. The table shows, in the case of loans and advances, asset and liability debt instruments, deposits and
commitments, their gross amounts and, in the case of derivatives, their notional value, in each case as of December 31, 2022:
Millions of Euros
Loans &
Advances
Debt Securities
Assets
Debt Securities
Issued
(Liabilities)
Deposits
Derivatives
(notional)
Synthetic LIBOR GBP and JPY
76
\u2014
\u2014
\u2014
\u2014
LIBOR USD with maturity > June 30, 2023
16,539
171
1,977
159
423,468
Total
16,615
171
1,977
159
423,468
The 96% of the exposure of derivative instruments is either settled by Clearing Houses (mainly the London Clearing House) or are
operations with counterparties currently adhering to the International Swaps and Derivatives Association (ISDA) protocols,
specifically the following: ISDA 2020 IBOR Fallback Protocol and June 2022 Benchmark Module of the ISDA 2021 Fallback Protocol.
Market risk
Market risk originates from the possibility of experiencing losses in the value of positions held as a result of movements in market
variables that affect the valuation of financial assets and liabilities. Market risk in the Group's trading portfolios stems mainly from the
portfolios originated by Global Markets valued at fair value and held for the purpose of trading and generating short-term results.
Market risk in the field of banking book is clearly and distinctly addressed and can be broken down into structural risks relating to
interest rate and credit spread, exchange rate and equity (see Note 7.3).
Market risk in trading portfolios
The main risks in the trading portfolios can be classified as follows:
\u2013Interest-rate risk: This arises as a result of exposure to movements in the different interest-rate curves involved in trading.
Although the typical products that generate sensitivity to the movements in interest rates are money-market products
(deposits, interest-rate futures, call money swaps, etc.) and traditional interest-rate derivatives (swaps and interest-rate
options such as caps, floors, swaptions, etc.), practically all the financial products are exposed to interest-rate movements
due to the effect that such movements have on the valuation of the financial discount.
\u2013Equity risk: This arises as a result of movements in share prices. This risk is generated in spot positions in shares or any
derivative products whose underlying asset is a share or an equity index. Dividend risk is a sub-risk of equity risk, arising as
an input for any equity option. Its variation may affect the valuation of positions and it is therefore a factor that generates
risk on the books.
\u2013Exchange-rate risk: This is caused by movements in the exchange rates of the different currencies in which a position is
held. As in the case of equity risk, this risk is generated in spot currency positions, and in any derivative product whose
underlying asset is an exchange rate. In addition, the quanto effect (operations where the underlying asset and the
instrument itself are denominated in different currencies) means that in certain transactions in which the underlying asset is
not a currency, an exchange-rate risk is generated that has to be measured and monitored.
\u2013Credit-spread risk: Credit spread is an indicator of an issuer's credit quality. Spread risk occurs due to variations in the
levels of spread of both corporate and government issues, and affects positions in bonds and credit derivatives.
\u2013Volatility risk: This occurs as a result of changes in the levels of implied price volatility of the different market instruments on
which derivatives are traded. This risk, unlike the others, is exclusively a component of trading in derivatives and is defined
as a first-order convexity risk that is generated in all possible underlying assets in which there are products with options that
require a volatility input for their valuation.
The metrics developed to control and monitor market risk in the BBVA Group are aligned with market practices and are implemented
consistently across all the local market risk units.
Measurement procedures are established in terms of the possible impact of negative market conditions on the trading portfolio of the
Group's Global Markets units, both under ordinary circumstances and in situations of heightened risk factors.
The standard metric used to measure market risk is Value at Risk (hereinafter \u201cVaR\u201d), which indicates the maximum loss that may
occur in the portfolios at a given confidence level (99%) and time horizon (one day). This statistic value is widely used in the market
and has the advantage of summing up in a single metric the risks inherent to trading activity, taking into account how they are related
and providing a prediction of the loss that the trading book could sustain as a result of fluctuations in equity prices, interest rates,
foreign exchange rates and credit spreads. Additionally, for certain positions, other risks need to be considered, such as a credit
spread, base, volatility or correlation risk.
With respect to the risk measurement models used by the BBVA Group, the Bank of Spain has authorized the use of the internal
market risk model to determine bank capital requirements deriving from risk positions on the BBVA, S.A. and BBVA Mexico trading
book, which jointly accounted for around 63%, 77% and 72% of the Group\u2019s trading-book market risk as of December 31, 2022, 2021
and 2020. For the rest of the geographical areas where the Group operates (applicable mainly to the Group\u00b4s South America
subsidiaries and Garanti BBVA), bank capital for the risk positions in the trading book is calculated using the Standardized Approach
defined by the Basel Committee on Banking Supervision (which is referred to herein as the \"standard model\u201d).
The current management structure includes the monitoring of market-risk limits, consisting of a scheme of limits based on specific
metrics according to market activities, (VaR (Value at Risk), economic capital, as well as stop-loss limits for each of the Group\u2019s
business units).
The model used estimates VaR in accordance with the historical simulation methodology, which involves estimating losses and gains
that would have taken place in the current portfolio if the changes in market conditions that took place over a specific period of time in
the past were repeated. Based on this information, it predicts the maximum expected loss of the current portfolio within a given
confidence level. This model has the advantage of reflecting precisely the historical distribution of the market variables and not
assuming any specific distribution of probability. The historical period used in this model is two years.
VaR figures are estimated with the following methodologies:
\u2013VaR without smoothing, which awards equal weight to the daily information for the previous two years. This is currently the
official methodology for measuring market risks for the purpose of monitoring compliance with risk limits.
\u2013VaR with smoothing, which gives a greater weight to more recent market information. This metric supplements the previous
one.
The use of VaR by historical simulation methodology as a risk metric has many advantages, but also certain limitations, among which
it is worth highlighting:
\u2013The estimate of the maximum daily loss of the Global Markets portfolio positions (with a confidence level of 99%) depends
on the market movements of the last two years, not picking up the impact of large market events if they have not occurred
within that historical window
\u2013The use of the 99% confidence level does not consider potential losses that can occur beyond this level. To mitigate this
limitation, different stress exercises are also performed, as described later.
At the same time, and following the guidelines established by the Spanish and European authorities, BBVA incorporates metrics in
addition to VaR with the aim of meeting the Bank of Spain's regulatory requirements with respect to the calculation of bank capital for
the trading book. Specifically, the measures incorporated in the Group since December 2011 (stipulated by Basel 2.5) are:
\u2013VaR: In regulatory terms, the VaR charge incorporates the stressed VaR charge, and the sum of the two (VaR and stressed
VaR) is calculated. This quantifies the losses associated with the movements of the risk factors inherent to market
operations (including interest-rate risk, exchange-rate risk, equity risk and credit risk, among others). Both VaR and
stressed VaR are rescaled by a regulatory multiplier (between three and four) and by the square root of ten to calculate the
capital charge.
\u2013Specific Risk - Incremental Risk Capital (\u201cIRC\u201d). Quantification of the risks of default and changes of the credit ratings of the
bond and derivative positions and debt funds with daily look-through or significant benchmark (correlation > 90%) in the
trading portfolio. The IRC charge is exclusively applied in entities in respect of which the internal market risk model is used
(i.e. BBVA, S.A. and BBVA Mexico). The IRC charge is determined based on the associated losses (calculated at 99.9%
confidence level over a one year horizon under the hypothesis of constant risk) due to a rating change and/or default of the
issuer with respect to an asset. In addition, the price risk is included in sovereign positions for the specified items.
\u2013Specific Risk: Securitization, correlation portfolios and Investment funds without look-through. Capital charges for
securitizations and correlation portfolios are assessed based on the potential losses associated with the occurrence of a
credit event in the underlying exposures. They are calculated by the standard model. The scope of the correlations
portfolios refers to the First To Default (FTD)-type market operation and/or tranches of market CDOs and only for positions
with an active market and hedging capacity. Capital charge for Funds include losses associated with volatility and credit risk
of the underling positions of the fund. All charges are calculated by the standard model.
Validity tests are performed regularly on the risk measurement models used by the Group. They estimate the maximum loss that
could have been incurred in the assessed positions with a certain level of probability (backtesting), as well as measurements of the
impact of extreme market events on risk positions (stress testing). As an additional control measure, backtesting is conducted at a
trading desk level in order to enable more specific monitoring of the validity of the measurement models.
Market risk in 2022
The Group\u2019s market risk related to its trading portfolio remained in 2022 at low levels compared to other risks managed by BBVA,
particularly credit risk. This is due to the nature of the business. In 2022, the average VaR was \u20ac27 million, below the figure of 2021,
with a maximum level in the year reached on January 12, 2022 of \u20ac36 million. The evolution in the BBVA Group\u2019s market risk during
2022, measured as VaR without smoothing (see Glossary) with a 99% confidence level and a 1-day horizon (shown in Millions of
Euros) is as follows:
By type of market risk assumed by the Group's trading portfolio, the main risk factor for the Group continued to be that linked to
interest rates, with a weight of 54% of the total at December 31, 2022 (this figure includes the spread risk). The relative weight of this
risk has slightly decreased compared with the close of 2021 (57%). Exchange-rate risk accounted for 22% of the total risk, increasing
its weight with respect to December 2021 (16%), while equity, volatility and correlation risk has increased, with a weight of 11% at the
close of 2022 (vs. 9% at the end of 2021).
As of December 31, 2022, 2021 and 2020 the VaR was \u20ac29 million, \u20ac31 million and \u20ac28 million, respectively, with the following
breakdown:
VaR by Risk Factor (Millions of Euros)
Interest/Spread
risk
Currency risk
Stock-market
risk
Vega/Correlation
risk
Diversification
effect (1)
Total
2022
VaR average in the year
33
8
3
7
(23)
27
VaR max in the year
35
12
2
11
(24)
36
VaR min in the year
25
10
2
11
(28)
19
End of period VaR
32
13
7
5
(28)
29
2021
VaR average in the year
33
10
2
11
(28)
29
VaR max in the year
32
13
4
1
(14)
36
VaR min in the year
27
9
1
10
(25)
22
End of period VaR
34
9
5
11
(29)
31
2020
VaR average in the year
29
12
4
11
(28)
27
VaR max in the year
39
20
10
20
(14)
39
VaR min in the year
20
3
1
6
(39)
18
End of period VaR
32
12
2
11
(29)
28
(1) The diversification effect is the difference between the sum of the average individual risk factors and the total VaR figure that includes the implied correlation between all the
variables and scenarios used in the measurement.
Validation of the internal market risk model
The internal market risk model is validated on a regular basis by backtesting in both, BBVA, S.A. and Global Markets Mexico (in BBVA
Mexico). The aim of backtesting is to validate the quality and precision of the internal market risk model used by BBVA Group to
estimate the maximum daily loss of a portfolio, at a 99% level of confidence and a 250-day time horizon, by comparing the Group's
results and the risk measurements generated by the internal market risk model. These tests showed that the internal market risk
model of both, BBVA, S.A. and Global Markets Mexico is adequate and precise.
Two types of backtesting have been carried out in 2022, 2021 and 2020:
\u2013\"Hypothetical\" backtesting: the daily VaR is compared with the results obtained, not taking into account the intraday results
or the changes in the portfolio positions. This validates the appropriateness of the market risk metrics for the end-of-day
position.
\u2013\"Real\" backtesting: the daily VaR is compared with the total results, including intraday transactions, but discounting the
possible minimum charges or fees involved. This type of backtesting includes the intraday risk in portfolios.
In addition, each of these two types of backtesting was carried out at a risk factor or business type level, thus making a deeper
comparison of the results with respect to risk measurements.
For the period between the year ended December 31, 2021 and the year ended December 31, 2022, the backtesting of the internal
VaR calculation model was carried out, comparing the daily results obtained to the risk level estimated by the internal VaR calculation
model. In that period, there was no negative exception in BBVA, S.A. In BBVA Mexico, there were two negative exceptions.
At the end of the year the comparison showed the internal VaR calculation model was working correctly, within the \"green\" zone (0-4
exceptions), thus validating the internal VaR calculation model, as has been the case each year since the internal market risk model
was approved for the Group.
Stress testing analysis
A number of stress tests are carried out on the BBVA Group's trading portfolios. First, global and local historical scenarios are used
that replicate the behavior of an extreme past event, such as for example the collapse of Lehman Brothers or the \"Tequilazo\" crisis.
These stress tests are complemented with simulated scenarios, where the aim is to generate scenarios that have a significant impact
on the different portfolios, but without being anchored to any specific historical scenario. Finally, for some portfolios or positions,
fixed stress tests are also carried out that have a significant impact on the market variables affecting these positions.
Historical scenarios
The historical benchmark stress scenario for the BBVA Group is Lehman Brothers, whose sudden collapse in September 2008 led to
a significant impact on the behavior of financial markets at a global level. The following are the most relevant effects of this historical
scenario:
\u2013Credit shock: reflected mainly in the increase of credit spreads and downgrades in credit ratings.
\u2013Increased volatility in most of the financial markets (giving rise to a great deal of variation in the prices of different assets
(currency, equity, debt).
\u2013Liquidity shock in the financial systems, reflected by a major movement in interbank curves, particularly in the shortest
sections of the euro and dollar curves.
Simulated scenarios
Unlike the historical scenarios, which are fixed and therefore not suited to the composition of the risk portfolio at all times, the
scenario used for the exercises of economic stress is based on resampling methodology. This methodology is based on the use of
dynamic scenarios that are recalculated periodically depending on the main risks affecting the trading portfolios. On a data window
wide enough to collect different periods of stress (data are taken from January 1, 2008 until the date of the assessment), a simulation
is performed by resampling of historic observations, generating a distribution of losses and gains that serve to analyze the most
extreme of births in the selected historical window. The advantage of this methodology is that the period of stress is not
predetermined, but depends on the portfolio maintained at each time, and making a large number of simulations (10,000 simulations)
allows a greater richness of information for the analysis of expected shortfall than what is available in the scenarios included in the
calculation of VaR.
The main features of this approach are: a) the generated simulations respect the correlation structure of the data, b) there is flexibility
in the inclusion of new risk factors and c) it allows the introduction of a lot of variability in the simulations (desirable for considering
extreme events).
The impact of the stress test under multivariable simulation of the risk factors of the portfolio based on the expected shortfall
(expected shortfall calculated at a 97.5% confidence level, 20 days) as of December 31, 2022 is as follows:
Impact of the stress test (Millions of Euros)
0
Europe
Mexico
Peru
Venezuela
Argentina
Colombia
Turkey
Expected shortfall
(86)
(42)
(7)
\u2014
(8)
(4)
(22)
amounts, and the intention of settling the net amount or of realizing the asset and simultaneously paying the liability.
In addition, the Group has presented as gross amounts assets and liabilities on the consolidated balance sheet for which there are
master netting arrangements in place, but for which there is no intention of settling the net amount. The most common types of
events that trigger the netting of reciprocal obligations are bankruptcy of the entity, surpassing certain level of indebtedness
threshold, failure to pay, restructuring and dissolution of the entity.
In the current market context, derivatives are contracted under different framework contracts being the most widespread the ones
developed by the International Swaps and Derivatives Association (\u201cISDA\u201d) and, for the Spanish market, the Framework Agreement
on Financial Transactions (\u201cCMOF\u201d). Almost all portfolio derivative transactions have been concluded under these framework
contracts, including in them the netting clauses mentioned in the preceding paragraph as \"Master Netting Agreement\", greatly
reducing the credit exposure on these instruments. Additionally, in contracts signed with counterparties, the collateral agreement
annexes called Credit Support Annex (\u201cCSA\u201d) in ISDA and Appendix III in CMOF are included, thereby minimizing exposure to a
potential default of the counterparty.
Moreover, many of the transactions involving assets purchased or sold under a repurchase agreement are transacted through
clearing houses that articulate mechanisms to reduce counterparty risk, as well as through the signing of various master agreements
for bilateral transactions, the most widely used being the Global Master Repurchase Agreement (GMRA), published by the
International Capital Market Association (\u201cICMA\u201d), to which the clauses related to the collateral exchange are usually added within the
text of the master agreement itself.
A summary of the effect of offsetting (via netting and collateral) for derivatives and securities operations is presented below as of
December 31, 2022, 2021 and 2020:
Effect of offsetting for derivatives and securities operation (Millions of Euros)
Gross amounts not offset
in the consolidated
balance sheets (D)
Notes
Gross
amounts
recognized (A)
Gross
amounts
offset in the
consolidated
balance
sheets (B)
Net amount
presented in
the
consolidated
balance sheets
(C=A-B)
Financial
instruments
Cash
collateral
received/
pledged
Net amount
(E=C-D)
December 2022
Trading and hedging derivatives
10 / 15
52,354
10,554
41,800
29,251
11,461
1,088
Reverse repurchase, securities
borrowing and similar agreements
47,111
\u2014
47,111
47,217
970
(1,077)
Total assets
99,465
10,554
88,911
76,468
12,431
11
Trading and hedging derivatives
10 / 15
51,767
10,554
41,213
31,063
9,498
651
Repurchase, securities lending and
similar agreements
54,382
\u2014
54,382
53,439
586
357
Total liabilities
106,149
10,554
95,594
84,502
10,084
1,008
December 2021
Trading and hedging derivatives
10 / 15
36,349
3,611
32,737
22,524
8,758
1,456
Reverse repurchase, securities
borrowing and similar agreements
54,296
\u2014
54,296
55,010
2,213
(2,927)
Total assets
90,645
3,611
87,034
77,534
10,971
(1,471)
Trading and hedging derivatives
10 / 15
37,916
3,584
34,331
22,524
10,119
1,688
Repurchase, securities lending and
similar agreements
54,159
\u2014
54,159
58,174
679
(4,694)
Total liabilities
92,074
3,584
88,490
80,698
10,798
(3,006)
December 2020
Trading and hedging derivatives
10 / 15
47,862
5,688
42,173
33,842
9,018
(686)
Reverse repurchase, securities
borrowing and similar agreements
32,121
\u2014
32,121
32,762
161
(802)
Total assets
79,983
5,688
74,294
66,604
9,178
(1,488)
Trading and hedging derivatives
10 / 15
49,720
5,722
43,998
33,842
9,435
721
Repurchase, securities lending and
similar agreements
41,571
\u2014
41,571
42,298
1,619
(2,346)
Total liabilities
91,291
5,722
85,569
76,140
11,054
(1,624)
The amount of recognized financial instruments within derivatives includes the effect in case of compensation with counterparties
with which the Group holds netting agreements, while, for repos, it reflects the market value of the collateral associated with the
transaction.
Liquidity and Funding risk
Liquidity and funding risk is defined as the incapacity of a bank in meeting its payment commitments due to lack of funds or that, to
face those commitments, should have to make use of funding under burdensome terms.
Liquidity and Funding Strategy and Planning
The BBVA Group is a multinational financial institution whose business is focused mainly on retail and commercial banking activities.
In addition to the retail business model, which forms its core business, the Group engages in corporate and investment banking,
through the global CIB (Corporate & Investment Banking) division.
Liquidity and Funding Risk Management aims to maintain a solid balance sheet structure which allows a sustainable business model.
The Group\u2019s liquidity and funding strategy is based on the following pillars:
\u2013The principle of the funding self-sufficiency of its subsidiaries, meaning that each of the Liquidity Management Units (LMU)
must cover its funding needs independently on the markets where it operates. This avoids possible contagion due to a crisis
affecting one or more of the Group\u2019s LMU.
\u2013Stable customer deposits as the main source of funding in all the LMU, in accordance with the Group\u2019s business model.
\u2013Diversification of the sources of wholesale funding, in terms of maturity, market, instruments, counterparties and
currencies, with recurring access to the markets.
\u2013Compliance with regulatory requirements, ensuring the availability of ample liquidity buffers, of high quality, as well as
sufficient instruments as required by regulations with the capacity to absorb losses.
\u2013Compliance with the internal Liquidity Risk and Funding metrics, while adhering to the Risk Appetite level established for
each LMU at any time.
Liquidity and Funding Risk Management aims, in the short term, to prevent an entity from having difficulties in meeting its payment
commitments in due time and form or that, to meet them, it has to resort to obtaining funds in burdensome conditions that
deteriorate the image or reputation of the entity.
In the medium term, its objective is to ensure the suitability of the Group's financial structure and its evolution, within the framework
of the economic situation, the markets and regulatory changes.
This management of structural and liquidity funding is based on the principle of financial self-sufficiency of the entities that comprise
it. This approach helps prevent and limit liquidity risk by reducing the Group\u2019s vulnerability during periods of high risk. This
decentralized management prevents possible contagion from a crisis affecting only one or a few Group entities, which must act
independently to meet their liquidity requirements in the markets where they operate.
Within this strategy, the BBVA Group is organized into eight LMU composed of the parent company and the bank subsidiaries in each
geographical area, plus the branches that depend on them.
In addition, the policy for managing liquidity and funding risk is also based on the model\u2019s robustness and on the planning and
integration of risk management into the budgeting process of each LMU, according to the liquidity and funding risk appetite that it
decides to assume in its business.
Liquidity and funding planning is part of the strategic processes for the Group\u2019s budgetary and business planning. This objective is to
allow a recurrent growth of the banking business with suitable maturities and costs within the established risk tolerance levels by
using a wide range of instruments which allow the diversification of the funding sources and the maintenance of a high volume of
available liquid assets.
Governance and monitoring
The responsibility for liquidity and funding management in the development of normal business activity lies with the Finance area as a
first line of defense in managing the risks inherent to this activity, in accordance with the principles established by the EBA and in line
with the most demanding standards, policies, procedures and controls in the framework established by the governing bodies.
Finance, through the Balance-Sheet Management area, plans and executes the funding of the structural long-term gap of each LMU
and proposes to the Assets and Liabilities Committee (ALCO) the actions to be taken on this matter, in accordance with the policies
established by the Risk Committee in line with the metrics of the Risk Appetite Framework approved by the Board of Directors.
Finance is also responsible for preparing the regulatory reporting of liquidity, coordinating with the responsible areas in each LGU the
necessary processes to cover the requirements at corporate and regulatory level, ensuring the integrity of the information provided.
GRM is responsible for ensuring that the liquidity and financing risk in the Group is managed in accordance with the framework
established by governing bodies. It also deals with the identification, measurement, monitoring and control of such risks and their
communication to the relevant corporate bodies. In order to carry out this task properly, the Risk function in the Group has been
configured as a single, global function, independent of the management areas.
Additionally, the Group has, in its second line of defense, an Internal Risk Control unit, which performs an independent review of the
control of Liquidity and Funding Risk, and a Financial Internal Control Unit that reviews the design and effectiveness of the controls
operations on liquidity management and reporting.
As the third line of defense of the Group's internal control model, Internal Audit is in charge of reviewing specific controls and
processes in accordance with a work plan that is drawn up annually.
The Group\u2019s fundamental objectives regarding the liquidity and funding risk are determined through the Liquidity Coverage Ratio
(LCR) and through the Loan-to-Stable Customer Deposits (LtSCD) ratio.
The LCR ratio is a regulatory metric that aims to guarantee the resilience of entities in a scenario of liquidity tension within a time
horizon of 30 days. Within its risk appetite framework and system of limits and alerts, BBVA has established a required LCR
compliance level for the entire Group and for each individual LMU. The internal levels required are aimed at efficiently meeting the
regulatory requirement, at a loose level above 100%.
The LtSCD ratio measures the relationship between net lending and stable customer funds. The aim is to preserve a stable funding
structure in the medium term for each of the LMU which make up the BBVA Group, taking into account that maintaining an adequate
volume of stable customer funds is key to achieving a sound liquidity profile. In geographical areas with dual-currency balances, the
indicator is also controlled by currency to manage the mismatches that might occur.
Stable customer funds are considered to be the financing obtained and managed from the LMU among their target customers. Those
funds are characterized by their low sensitivity to market changes and by their less volatile behavior at aggregated level per operation
due to the loyalty of the customer to the entity. The stable resources are calculated by applying to each identified customer segment
a haircut determined by the analysis of the stability if the balances by which different aspects are evaluated (concentration, stability,
level of loyalty). The main source of stable resources arises from wholesale funding and retail customer funds.
In order to establish the target (maximum) levels of LtSCD in each LMU and provide an optimal funding structure reference in terms
of risk appetite, the corporate Structural Risks unit of GRM identifies and assesses the economic and financial variables that condition
the funding structures in the different geographical areas.
Additionally, liquidity and funding risk management aims to achieve a proper diversification of the funding structure, avoiding
excessive dependence on short-term funding by establishing a maximum level for the short-term funds raised, including both
wholesale financing and the least stable proportion of customer funds In relation to long-term financing, the maturity profile does not
present significant concentrations, which makes it possible to adapt the schedule of the planned issuance plan to the best financial
conditions in the markets. Lastly, concentration risk is monitored at LMU level, with the aim of ensuring a correct diversification of
both the counterparty and type of instrument.
One of the fundamental metrics within the general management framework of the liquidity and funding risk is the maintenance of a
liquidity buffer consisting of high quality assets free of charges which can be sold or offered as collateral to obtain funding, either
under normal market conditions or in stress situations.
The Finance area is responsible for the collateral management and determining the liquidity buffer within the BBVA Group. According
to the principle of auto-sufficiency of the Group's subsidiaries, each LMU is responsible for maintaining a buffer of liquid assets which
complies with the regulatory requirements applicable under each jurisdiction. In addition, the liquidity buffer of each LMU must be
aligned with the liquidity and funding risk tolerance as well as the management limits set and approved for each case.
In this context, the short-term resistance of the liquidity risk profile is promoted, ensuring that each LMU has sufficient collateral to
deal with the risk of the closing of wholesale markets. Basic capacity is the internal metric for the management and control of short-
term liquidity risk, which is defined as the relationship between the explicit assets available and the maturities of wholesale liabilities
and volatile resources, at different time periods up to one year, with special relevance at 30 and 90 days, with the objective of
preserving the survival period above 3 months with the available buffer, without considering the balance inflows.
As a fundamental element of the liquidity and financing risk monitoring scheme, stress tests are carried out. They enable to anticipate
deviations from the liquidity targets and the limits set in the appetite, and to establish tolerance ranges in the different management
areas. They also play a major role in the design of the Liquidity Contingency Plan and the definition of specific measures to be adopted
to rectify the risk profile if necessary.
For each scenario, it is checked whether BBVA has a sufficient stock of liquid assets to guarantee its capacity to meet the liquidity
commitments/outflows in the different periods analyzed. The analysis considers four scenarios: one central and three crisis-related
(systemic crisis; unexpected internal crisis with a considerable rating downgrade and/or affecting the ability to issue in wholesale
markets and the perception of business risk by the banking intermediaries and the entity\u2019s clients; and a mixed scenario, as a
combination of the two aforementioned scenarios). Each scenario considers the following factors: existing market liquidity, customer
behavior and sources of funding, the impact of rating downgrades, market values of liquid assets and collateral, and the interaction
between liquidity requirements and the development of BBVA's credit quality.
The stress tests conducted on a regular basis by GRM reveal that BBVA maintains a sufficient buffer of liquid assets to deal with the
estimated liquidity outflows in a scenario resulting from the combination of a systemic crisis and an unexpected internal crisis, during
a period of longer than 3 months in general for the different LMU (including Turkey closing the year above 6 months), including in the
scenario of a significant downgrade of the Bank\u2019s rating by up to three notches.
Together with the results of the stress tests and the risk metrics, the early warning indicators play an important role within the
corporate model and the Liquidity Contingency Plan. They are mainly indicators of the funding structure, in relation to asset
encumbrance, counterparty concentration, flights of customer deposits, unexpected use of credit facilities, and of the market, which
help anticipate possible risks and capture market expectations.
Finance is the area responsible for the elaboration, monitoring, execution and update of the liquidity and funding plan and of the
market access strategy to guarantee and improve the stability and diversification of the wholesale funding sources.
In order to implement and establish management in an anticipated manner, limits are set on an annual basis for the main
management metrics that form part of the budgeting process for the liquidity and funding plan. This framework of limits contributes
to the planning of the joint future performance of:
\u2013The loan book, considering the types of assets and their degree of liquidity, as well as their validity as collateral in
collateralized funding.
\u2013Stable customer funds, based on the application of a methodology for establishing which segments and customer balances
are considered to be stable or volatile funds based on the principle of sustainability and recurrence of these funds.
\u2013Projection of the credit gap, in order to require a degree of self-funding that is defined in terms of the difference between the
loan-book and stable customer funds.
\u2013Incorporating the planning of securities portfolios into the banking book, which include both fixed-interest and equity
securities, and are classified as financial assets at fair value through other comprehensive income and at amortized cost,
and additionally on trading portfolios.
\u2013The structural gap projection, as a result of assessing the funding needs generated both from the credit gap and by the
securities portfolio in the banking book, together with the rest of on-balance-sheet wholesale funding needs, excluding
trading portfolios. This gap therefore needs to be funded with customer funds that are not considered stable or on
wholesale markets.
As a result of these funding needs, the BBVA Group plans the target wholesale funding structure according to the tolerance set in
each LMU target.
Thus, once the structural gap has been identified and after resorting to wholesale markets, the amount and composition of wholesale
structural funding is established in subsequent years, in order to maintain a diversified funding mix and guarantee that there is not a
high reliance on short-term funding (short-term wholesale funding plus volatile customer funds).
In practice, the execution of the principles of planning and self-funding at the different LMU results in the Group\u2019s main source of
funding being customer deposits, which consist mainly of demand deposits, savings deposits and time deposits.
As sources of funding, customer deposits are complemented by access to the interbank market and the domestic and international
capital markets in order to address additional liquidity requirements, implementing domestic and international programs for the
issuance of commercial paper and medium and long-term debt.
The process of analysis and assessment of the liquidity and funding situation and of the inherent risks is a process carried out on an
ongoing basis in the BBVA Group, with the participation of all the Group areas involved in liquidity and funding risk management. This
process is carried out at both local and corporate level. It is incorporated into the decision- making process for liquidity and funding
management, with integration between the risk appetite strategy and establishment and the planning process, the funding plan and
the limits scheme.
Liquidity and funding performance
The BBVA Group maintains a robust and dynamic funding structure with a predominantly retail nature, where customer resources
represent the main source of funding.
During 2022, in an environment of higher uncertainty, liquidity conditions have remained comfortable in all the countries where the
BBVA Group operates. It should be noted that the war in Ukraine has not had a significant impact on the liquidity and funding situation
of the BBVA Group units.
The performance of the indicators show that the robustness of the funding structure remained steady during 2022, 2021 and 2020, in
the sense that all LMU held self-funding levels with stable customer resources above the requirements.
LtSCD by LMU
2022
2021
2020
Group (average)
96 %
95 %
95 %
BBVA, S.A.
98 %
98 %
97 %
BBVA Mexico
98 %
93 %
98 %
Garanti BBVA
83 %
81 %
95 %
Other LMU
96 %
93 %
86 %
With respect to LCR, the Group has maintained a liquidity buffer at both a consolidated and individual level in 2022. As a result, the
ratio has remained comfortably above 100%, with the consolidated ratio as of December 31, 2022 standing at 159%.
Although this requirement is only established at a Group level, for banks in the Eurozone, the minimum level required is comfortably
exceeded in all subsidiaries. It should be noted that the calculation of the Consolidated LCR does not allow the transfer of liquidity
between subsidiaries, so no excess liquidity may be transferred from these entities for the purpose of calculating the consolidated
ratio. If the impact of these highly liquid assets was considered, the LCR would be 201%, or 42 basis points above the required level.
LCR main LMU
0
2022
2021
2020
Group
159 %
165 %
149 %
BBVA, S.A.
186 %
190 %
173 %
BBVA Mexico
199 %
245 %
196 %
Garanti BBVA
185 %
211 %
183 %
One of the key elements in BBVA's Group liquidity and funding management is the targeted maintenance of large high quality liquidity
buffers in all business areas where the group operates.
Each entity maintains a sound liquidity buffer at the individual level for BBVA, S.A. and for each of its subsidiaries, such as BBVA
Mexico, Garanti BBVA and the Latin American subsidiaries.
In this respect, the Group has maintained for the last 12 months an average volume of high quality liquid assets (HQLA) amounting to
\u20ac140.3 billion, among which, 95% correspond to maximum quality assets (LCR Level 1).
The table below shows the liquidity available by instrument as of December 31, 2022, 2021 and 2020 for the most significant entities
based on prudential supervisor\u2019s information (Commission Implementing Regulations (EU) 2017/2114 of November 9, 2017):
Liquidity available by instrument (Millions of Euros)
BBVA, S.A.
BBVA Mexico
Garanti BBVA
Other
2022
2021
2020
2022
2021
2020
2022
2021
2020
2022
2021
2020
Cash and withdrawable central
bank reserves
48,271
35,258
39,330
12,865
12,146
8,930
6,731
8,179
6,153
5,265
6,469
6,831
Level 1 tradable assets
33,081
37,272
48,858
13,974
13,881
9,205
9,165
5,549
7,019
7,836
6,036
6,237
Level 2A tradable assets
3,450
5,234
5,119
47
74
106
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Level 2B tradable assets
3,471
9,492
6,080
35
28
11
\u2014
\u2014
\u2014
1
2
\u2014
Other tradable assets
22,708
27,870
20,174
467
343
421
285
722
701
1,035
934
745
Non tradable assets eligible for
central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Cumulated counterbalancing
capacity
110,981
115,127
119,560
27,388
26,472
18,672
16,181
14,449
13,873
14,136
13,440
13,814
settlement
1
4,031
4,107
8,200
4,305
4,746
18,417
8,744
23,307
31,480
107,338
December 2022. Contractual maturities (Millions of Euros)
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
1,841
4,434
1,050
3,148
2,017
6,318
9,423
13,282
18,145
59,658
Deposits from financial
institutions
2,176
7,885
628
806
56
694
648
211
396
399
13,899
Deposits from other financial
institutions and international
agencies
7,392
5,760
1,465
464
379
758
700
293
594
727
18,532
Customer deposits
302,667
38,951
18,542
6,776
2,575
2,870
1,476
1,276
798
273
376,203
Security pledge funding
\u2014
51,638
14,543
17,736
866
1,503
8,136
1,524
3,493
575
100,013
Derivatives, net
\u2014
(253)
24
(1,010)
(23)
175
40
(153)
(466)
(3,717)
(5,383)
settlement
10
1,779
3,606
3,395
2,333
3,958
18,854
13,135
17,214
47,331
111,614
December 2021. Contractual maturities (Millions of Euros)
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
3,065
1,077
3,498
2,914
1,885
9,477
4,931
12,332
19,991
59,169
Deposits from financial
institutions
1,936
4,257
415
825
183
924
496
146
146
579
9,907
Deposits from other financial
institutions and international
agencies
8,894
2,728
1,700
382
289
227
578
231
337
722
16,087
Customer deposits
281,812
28,806
11,814
4,867
1,717
1,520
1,740
578
863
416
334,132
Security pledge funding
\u2014
52,437
6,858
2,485
1,513
8,252
29,954
5,527
4,755
1,490
113,269
Derivatives, net
(33)
(395)
(176)
(326)
(66)
(641)
100
(122)
(155)
(66)
(1,880)
December 2020. Contractual maturities (Millions of Euros) \u207d\u00b9\u207e
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
ASSETS
Cash, cash balances at
central banks and other
demand deposits
42,518
32,741
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
75,258
Deposits in credit entities
\u2014
3,616
677
921
356
461
117
120
2
39
6,309
Deposits in other financial
institutions
\u2014
2,202
855
797
734
543
1,251
721
515
500
8,119
Reverse repo, securities
borrowing and margin
lending
\u2014
20,033
4,757
1,351
364
368
3,320
1,849
891
1,089
34,021
Loans and advances
279
16,939
24,280
23,012
15,579
17,032
46,182
38,851
51,709
110,173
344,036
Securities' portfolio
settlement
\u2014
3,896
6,680
6,557
5,084
13,014
9,858
15,494
17,231
50,045
127,859
(1) It includes the balance of the companies in the United States (see Notes 3 and 21).
December 2020. Contractual maturities (Millions of Euros) \u207d\u00b9\u207e
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
4,750
2,618
3,963
1,283
1,543
10,573
7,505
12,793
23,839
68,868
Deposits from financial
institutions
8,838
7,859
254
741
152
726
825
189
166
371
20,120
Deposits from other financial
institutions and international
agencies
12,735
4,324
2,694
588
353
272
957
337
459
870
23,589
Customer deposits
308,360
39,978
13,416
6,808
4,526
4,366
3,361
1,213
869
799
383,694
Security pledge funding
\u2014
41,239
5,301
1,643
1,192
368
11,304
28,510
3,740
1,516
94,812
Derivatives, net
\u2014
(722)
15
(961)
(85)
134
(400)
(157)
(264)
(159)
(2,599)
The committed value of \"Loans and Advances and other assets\" corresponds mainly to loans linked to the issue of covered bonds,
territorial bonds or long-term securitized bonds (see Note 22.4) as well as those used as a guarantee to access certain funding
transactions with central banks. Debt securities and equity instruments correspond to underlying that are delivered in repos with
different types of counterparties, mainly clearing houses or credit institutions, and to a lesser extent central banks. Collateral
provided to guarantee derivative transactions is also included as committed assets.
As of December 31, 2022, 2021 and 2020, collateral pledges received mainly due to repurchase agreements and securities lending,
and those which could be committed in order to obtain funding are provided below:
Collateral received (Millions of Euros)
Fair value of encumbered
collateral received or own debt
securities issued
Fair value of collateral received
or own debt securities issued
available for encumbrance
Fair value of collateral received
or own debt securities issued
not available for encumbrance
2022
2021
2020
2022
2021
2020
2022
2021
2020
Collateral received
40,701
40,905
30,723
9,415
17,029
8,652
1,279
1,719
1,071
Equity instruments
323
289
239
759
265
204
\u2014
\u2014
\u2014
Debt securities
40,378
40,616
30,484
8,656
16,764
8,448
1,279
1,719
1,071
Loans and advances and other assets
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Own debt securities issued other
than own covered bonds or ABSs
\u2014
\u2014
3
92
50
94
\u2014
\u2014
\u2014
The guarantees received in the form of reverse repurchase agreements or security lending transactions are committed by their use in
repurchase agreements, as is the case with debt securities.
As of December 31, 2022, 2021 and 2020, financial liabilities issued related to encumbered assets in financial transactions as well as
their book value were as follows:
Sources of encumbrance (Millions of Euros)
Matching liabilities, contingent liabilities or
securities lent
Assets, collateral received and own
debt securities issued other than covered bonds
and ABSs encumbered
2022
2021
2020
2022
2021
2020
Book value of financial liabilities
122,400
137,242
131,352
128,628
151,275
147,523
Derivatives
15,950
15,368
16,611
16,699
15,191
16,348
Deposits
95,728
109,311
98,668
99,077
120,957
111,726
Outstanding subordinated debt
10,722
12,563
16,073
12,852
15,127
19,449
Other sources
731
620
653
4,989
3,966
5,202
area and for direct management of risk according to the decision-making channel:
a.Retail risks: in general, the decisions are formalized according to the scoring tools, within the general framework
for action of each business area, with regard to risks. The changes in weighting and variables of these tools must
be validated by the Global Risk Management (hereinafter \"GRM\") area.
b.Wholesale risks: in general, the decisions are formalized by each business area within its general framework for
action with regard to risks, which incorporates the delegation rule and the Group's corporate policies.
The risk function has a decision-making process supported by a structure of committees with a solid governance scheme, which
describes their purposes and functioning for a proper performance of their tasks.
Support measures
Since the beginning of the pandemic, the Group offered COVID-19 support measures to its customers in all the geographic areas
where it operates, consisting of both deferrals on existing loans and new public-guaranteed lending. Deferral support schemes have
expired in all geographical areas. Measures related to new government-guaranteed loans remained in force in Spain and Peru in 2022:
Spain:
\u2013The Official Credit Institute (ICO by its Spanish acronym) published several support programs aimed at the self-employed,
small and medium-sized enterprises (hereinafter \"SMEs\") and companies, through which a guarantee of between 60% and
80% was granted by the ICO (for a term of up to 5 years for new financing granted under RDL Mar/2020, RDL Nov/2020,
RDL 5/2021 and the Code of Good Practices).
\u2013In March 2022, the Council of Ministers agreed to modify the Code of Good Practices to lessen access conditions given the
difficulties of clients, which are facing sharp increases in costs due to their special exposure to tensions in the prices of
energy and other raw materials.
\u2013As an additional measure of the Code of Good Practices, the Council of Ministers approved the agreement to establish the
possibility of term extensions of ICO financing given to self-employed and companies, after June 30, 2022, after the expiry
of the Temporary Framework of state support approved by the European Commission.
In addition, on November 23, 2022, Royal Decree-Law 19/2022, of November 22, was published. It amends the Code of Good
Practices, establishes a new Code of Good Practices easing the interest rates hike on mortgage loans agreements related to primary
residences, and provides for other structural measures aiming to improve the loan market. BBVA has adhered to the new Code of
Good Practices with effect from January 1, 2023.
Peru:
\u2013There were public support programs such as Reactiva, Crecer or FAE aimed at companies and micro-enterprises with
government guaranteeing amounts ranging from 60% to 98%, depending on the program and the type of company.
\u2013Through a Decree published in May 2022, for loans granted under the Reactiva program, both the maturity and grace period
of such loans could be extended. The ability to benefit from this measure expires on June 30, 2023, following the extension
of the initial period that ended December 31, 2022.
New government-guaranteed financing was also granted in Turkey, Colombia and Argentina.
The outstanding balance of existing loans for which a payment deferral was granted (split by those existing at year-end and those that
were completed by year-end) under EBA standards and for which financing was granted with public guarantees given at a Group level,
as well as the number of customers of both measures, as of December 31, 2022 and 2021 are as follows:
Amount of payment deferral and financing with public guarantees of the Group (Millions of Euros)
Payment deferral
Financing with
public guarantees
Existing
Completed
Total
Number of
customers
Total
Number of
customers
Total
payment
deferral
and guarantees
(%) credit
investment
December 2022
\u2014
18,103
18,103
1,791,756
13,955
248,009
32,059
8.2%
December 2021
189
21,743
21,931
2,188,720
16,093
264,809
38,025
10.9%
The outstanding balance of existing loans for which a payment deferral was granted (split by those existing at year-end and those in
respect of which the deferral had been completed by year-end) under EBA standards and for which financing was granted with public
guarantees given at a Group level, broken down by segment, as of December 31, 2022 and 2021 are as follows:
Amount of payment deferral and financing with public guarantees by concept (Millions of Euros)
Payment deferral
Financing with
public guarantees
Existing
Completed
Total
2022
2021
2022
2021
2022
2021
2022
2021
Group
\u2014
189
18,103
21,743
18,103
21,931
13,955
16,093
Households
\u2014
107
12,974
14,904
12,974
15,011
1,302
1,376
Of which: Mortgages
\u2014
97
9,542
10,195
9,542
10,291
5
6
SMEs
\u2014
44
2,725
3,950
2,725
3,994
9,672
10,911
Non-financial corporations
\u2014
37
2,315
2,766
2,315
2,803
2,964
3,788
Other
\u2014
\u2014
90
122
90
122
18
18
In Spain, in the case of a doubtful transaction with an ICO guarantee, the Ministry of Economic Affairs and Digital Transformation
becomes the principal obligee of the guaranteed obligations from the time of communication to the ICO of the execution of the
guarantee. This also occurs in the event of early maturity of the debt, without prejudice to the fact that payments are made according
to the schedule initially agreed between the client and the entity. From that moment on, the original debt with the client will be
derecognized, simultaneously recognizing a credit right before the Ministry for the guaranteed amount.
Measurement of Expected Credit Loss
IFRS 9 requires determining the Expected Credit Loss (hereinafter \"ECL\") of a financial instrument in a way that reflects an unbiased
estimation removing any conservatism or optimism, including the time value of money and a forward-looking perspective (including
the economic forecast), all this based on the information that is available at a certain point in time and that is reasonable and bearable
with respect to future economic conditions.
Therefore, the recognition and measurement of ECL is highly complex and involves the use of significant analysis and estimation
including formulation and incorporation of forward-looking economic conditions into the ECL model.
The modeling of the ECL calculation is subject to a governance system that is common to the entire Group. Within this common
framework, each geographical area makes the necessary adaptations to capture its particularities. The methodology, assumptions
and observations used by each geographical area are reviewed annually, and after a validation and approval process, the outcome of
this review is incorporated into the ECL calculations.
Risk parameters by homogeneous groups
Expected losses can be estimated both individually and collectively. Regarding the collective estimate, the instruments are distributed
in homogeneous groups (segments) that share similar risk characteristics. Following the guidelines established by the Group for the
development of models under IFRS 9, each geographical area performs the grouping based on the information available, its
representativeness or relevance and compliance with the necessary statistical requirements.
Depending on the portfolio or the parameter being estimated, one risk driver or another will apply and different segments will reflect
differences in PDs and LGDs. Thus, in each segment, changes in the level of credit risk will respond to the impact of changing
conditions on the common range of credit risk drivers. The effect on the Group\u2019s credit risk in response to changes in forward-looking
information will be considered as well. Macroeconomic modeling for each segment is carried out using some of the shared risk
characteristics.
These segments share credit risk characteristics such that changes in credit risk in a part of the portfolio are not concealed by the
performance of other parts of the portfolio. In that sense, the methodology developed for ECL estimation indicates the risk drivers
that have to be taken into account for PD segmentation purposes, depending on whether the estimation is for retail or wholesale
portfolios.
As an example of the variables that can be taken into consideration to determine the final models, the following stand out:
\u2013PD \u2013 Retail: Contractual residual maturity, credit risk scoring, type of product, days past due, forbearance, time on books,
time to maturity, nationality of the debtor, sale channel, original term, indicator of credit card activity, percentage of initial
drawn balance in credit cards.
\u2013PD \u2013 Wholesale: Credit Risk Rating, type of product, watch-list level, forbearance (client), time to maturity, industry sector,
updated balance (y/n), written off, grace period.
\u2013LGD \u2013 Retail: credit Risk Scoring, segment, type of product, secured / unsecured, type of collateral, sales channel,
nationality, business area, debtor\u2019s commercial segment, forbearance (account) EAD (this risk driver could be correlated
with the time on books or the LTV so, before including it, an assessment should be done in order to avoid a double counting
effect), time on default of the account (for defaulted exposures), geographical location.
\u2013LGD \u2013 Wholesale: credit Risk Rating, geographical location, segment, type of product, secured / Unsecured, type of
collateral, business area, forbearance (client), debtor\u2019s commercial segment time on default of the deal (for defaulted
exposures).
\u2013CCF \u2013 Wholesale/retail, percentage of initial drawn balance, debtor\u2019s commercial segment, days past due, forbearance,
credit limit activity, time on books.
In the BBVA Group, the expected losses calculated are based on the internal models developed for all the Group's portfolios, unless
clients are subject to individualized estimates.
Low Default Portfolios, which include portfolios with high credit quality such as exposures to other credit institutions, sovereign debt
or corporates and small client's portfolios with high exposures such as specialized lending or fixed income, are characterized by a low
number of defaults, so the Group's historical bases do not contain sufficiently representative information to build impairment models
based on them. However, there are external sources of information that, based on broader observations, are capable of providing the
necessary inputs to develop models of expected losses. Therefore, based on the rating assigned to these exposures and taking into
account the inputs obtained from these sources, the calculations of expected losses are developed internally, including their
projection based on the macroeconomic perspectives.
Individual estimation of Expected Credit Losses
The Group periodically and individually reviews the situation and credit rating of its customers, regardless of their classification,
taking into consideration the information deemed necessary to do so. It also has procedures in place within the risk management
framework to identify the factors that may lead to increased risk and, consequently, to a greater need for provisions.
The monitoring model established by the Group consists of continuously monitoring the risks to which it is exposed, which guarantees
their proper classification in the different categories of IFRS 9. The original analysis of the exposures is reviewed through the
procedures for updating the rating tools (rating and scoring), which periodically review the financial situation of clients, influencing the
classification by stages of exposures.
Within this credit risk management framework, the Group has procedures that seek to guarantee the review, at least annually, of all its
wholesale counterparties through the so-called financial programs, which include the current and proposed positioning of the Group
with the customer in terms of credit risk. This review is based on a detailed analysis of the client's up-to-date financial situation, which
is complemented by other information available in relation to individual perspectives on business performance, industry trends,
macroeconomic prospects or other public data. As a result of this analysis, the preliminary rating of the client is obtained, which, after
undergoing the internal procedure, can be revised down if deemed appropriate (for example, general economic environment or
evolution of the sector). These factors in addition to the information that the client can provide are used to review the ratings even
before the scheduled financial plan reviews are conducted if circumstances so warrant.
Additionally, the Group has established procedures to identify wholesale customers in the internal Watch List category, which is
defined as that risk in which, derived from an individualized credit analysis, an increase in credit risk is observed, either due to
economic or financial difficulties or because they have suffered, or are expected to suffer, adverse situations in their environment,
without meeting the criteria for classification as impaired risk. Under this procedure, all a customer's Watch List exposures are
considered stage 2 regardless of when they originated, if as a result of the analysis the customer is considered to have significantly
increased risk.
Finally, the Group has Workout Committees, both local and corporate, which analyze not only the situation and evolution of significant
clients in Watch List and impaired situations, but also those significant clients in which, although not on Watch List, may present some
stage 2 rated exposure for a quantitative reason (PD comparison from origination). This analysis is carried out in order to decide if,
derived from this situation, all the client's exposures should be considered in the Watch List category, which would imply the
migration of all the client's operations to stage 2 regardless of the date on which they originated.
With this, the Group ensures an individualized review of the credit quality of its wholesale counterparties, identifying the situations in
which a change in the risk profile of these clients may have occurred and proceeding, where appropriate, to estimate individualized
credit losses. Along with this review, the Group individually estimates the expected losses of those clients whose total exposure
exceeds certain thresholds, including those that part of their operations may be classified in stage 1 and part in stage 2. In setting
thresholds, each geographical area determines the minimum amount of a client's exposure whose expected losses must be estimated
individually taking into account the following:
\u2013For clients with exposures in stage 3. The analysis of clients with total risk above this threshold implies analyzing at least
40% of the total risk of the wholesale portfolio in stage 3. Although the calibration of the threshold is done on the wholesale
portfolio, clients of other portfolios must be analyzed if they exceed the threshold, staying in stage 3.
\u2013For all other situations. The analysis of clients with total risk above this threshold implies analyzing at least 20% of the total
risk of the Watch List wholesale portfolio. Although the threshold calibration is carried out on the exposure classified as
Watch List, wholesale clients or clients belonging to other portfolios that have exposures classified in stage 2 and whose
total exposure exceeds the mentioned threshold must be analyzed individually, considering both the exposures classified in
stage 1 as in stage 2.
Regarding the methodology for the individual estimation of expected losses, it should be mentioned, firstly, that these are measured
as the difference between the asset\u2019s carrying amount and the estimated future cash flows discounted at the financial asset\u2019s
effective interest rate.
The estimated recoverable amount should correspond to the amount calculated under the following method:
\u2013The present value of estimated future cash flows discounted at the financial asset\u2019s original effective interest rate; and
\u2013The estimation of the recoverable amount of a collateralized exposure reflects the cash flows that may result from the
settlement of the collateral, as well as prospective information the analyst may implicitly include in the analysis.
The estimated future cash flows depend on the type of approach applied, which can be:
\u2013Going concern scenario: when the entity has updated and reliable information about the solvency and ability of payment of
the holders or guarantors. The operating cash flows of the debtor, or the guarantor, continue and can be used to repay the
financial debt to all creditors. In addition, collateral may be exercised to the extent it does not influence operating cash
flows. The following aspects should be taken into account:
a.Future operating cash flows should be based on the financial statements of the debtor.
b.When the projections made on these financial statements assume a growth rate, a constant or decreasing growth
rate must be used over a maximum growth period of 3 to 5 years, and subsequently constant cash flows.
c.The growth rate should be based on the analysis of the evolution of the debtor's financial statements or on a
sound and applicable business restructuring plan, taking into account the resulting changes in the structure of the
company (for example, due to divestments or the interruption of unprofitable lines of business).
d.(Re)-investments that are needed to preserve cash flows should be considered, as well as any foreseeable future
cash-flow changes (e.g. if a patent or a long-term loan expires).
e.When the recoverability of the exposure relies on the realization of the disposal of some assets by the debtor, the
selling price should reflect the estimated future cash flows that may result from the sale of the assets less the
estimated costs associated with the disposal.
\u2013Gone concern scenario: when the entity does not have updated and reliable information, it should consider that the
estimation of loan receivable flows is highly uncertain. Estimation should be carried out through the estimation of
recoverable amounts from the effective real guarantees received. It will not be admissible as effective guarantees, those
whose effectiveness depends substantially on the creditworthiness of the debtor or economic group in which it takes part.
Under a gone concern scenario, the collateral is exercised and the operating cash flows of the debtor cease. This could be
the case if:
a.The exposure has been past due for a long period. There is a rebuttable presumption that the allowance should be
estimated under a gone concern criterion when arrears are greater than 18 months.
b.Future operating cash flows of the debtor are estimated to be low or negative.
c.Exposure is significantly collateralized, and this collateral is central to cash-flow generation.
d.There is a significant degree of uncertainty surrounding the estimation of the future cash flows. This would be the
case if the earnings before interest, taxes, depreciation and amortization (EBITDA) of the two previous years had
been negative, or if the business plans of the previous years had been flawed (due to material discrepancies in the
backtesting).
e.Insufficient information is available to perform a going concern analysis.
Significant increase in credit risk
As indicated in Note 2.2, the criteria for identifying the significant increase in risk are applied consistently throughout the Group,
distinguishing between quantitative reasons or by comparison of probabilities of default and qualitative reasons (more than 30 days
of default, watch list consideration or non-impaired refinancing).
To manage credit risk, the Group uses all relevant information that is available and that may affect the credit quality of the exposures.
This information may come mainly from the internal processes of admission, analysis and monitoring of operations, from the strategy
defined by the Group regarding the price of operations or distribution by geographies, products or sectors of activity, from the
observance of the macroeconomic environment, from market data such as interest rate curves, or prices of the different financial
instruments, or from external sources of credit rating.
This set of information is the basis for determining the rating and scoring (see Note 7.2.4 for more information on rating and scoring
systems) corresponding to each of the exposures and which are assigned a probability of default (PD) that, as already mentioned, is
subject to an annual review process that assesses its representativeness (backtesting) and is updated with new observations.
Furthermore, the projection of these PDs over time has been modeled based on macroeconomic expectations, which allows obtaining
the probabilities of default throughout the life of the operations.
Based on this common methodology, and in accordance with the provisions of IFRS 9 and the EBA guidelines on credit risk
management practices, each geographical area has established absolute and relative thresholds for identifying whether the expected
changes in the probabilities of default have increased significantly compared to the initial moment, adapted to the particularities of
each one of them in terms of origination levels, product characteristics, distribution by sectors or portfolios, and macroeconomic
situation. To establish the aforementioned thresholds, a series of general principles are considered, such as:
\u2013Uniformity: Based on the rating and scoring systems that, in a homogeneous manner, are implemented in the Group's units.
\u2013Stability: The thresholds must be established to identify the significant increase in risk produced in exposures since their
initial recognition and not only to identify those situations in which it is already foreseeable that they will reach the level of
impairment. For this reason, it is to be expected that of the total exposures there will always be a representative group for
which said increased risk is identified.
\u2013Anticipation: The thresholds must consider the identification of the increased risk in advance with respect to the recognition
of the exposures as impaired or even before a real default occurs. The calibration of the thresholds should minimize the
cases in which the instruments are classified in stage 3 without having previously been recognized as stage 2.
\u2013Indicators or metrics: It is expected that the classification of the exposures in stage 2 will have sufficient permanence to be
able to develop an anticipatory management plan with respect to them before, where applicable, they end up migrating to
stage 3.
\u2013Symmetry: IFRS 9 provides for a symmetric treatment both to identify the significant increase in risk and to identify that it
has disappeared, so the thresholds also work to improve the credit classification of exposures. In this sense, it is expected
that the cases in which the exhibitions that improve from stage 3 are directly classified into stage 1 will be minimal.
\u2013The identification of the significant increase in risk from the comparison of the probabilities of default should be the main
reason why exposures in stage 2 are recognized.
Specifically, a contract will be transferred to stage 2 when the following two conditions are met by comparing the current PD values
and the origination PD values:
(Current PD) / (Origination PD) - 1*100 >Relative Threshold (%) and
Current PD \u2013 Origination PD > Absolute threshold (bps)
These absolute and relative thresholds are consistently established for each geographical area and for each portfolio, taking into
account their particularities and based on the principles described. The thresholds set by each geographical area are included within
the annual review process and, generally speaking, are in the range of 150% to 250% for the relative threshold and from 10 to 150
basis points for the absolute threshold. Specifically, in BBVA, S.A.'s wholesale portfolio the relative threshold is from 160% to 180%
and the absolute threshold ranges from 30 to 100 basis points; in the retail portfolio the relative threshold is between 150% and
200% while the absolute threshold ranges between 50 and 100 basis points. For BBVA Mexico, the relative threshold for the
wholesale portfolio is between 180% and 200% and the absolute threshold is between 30 basis points and 75 basis points. For the
majority of the retail portfolio, the relative threshold is in the range of 170% and 250% and the absolute threshold between 10 and 100
basis points.
The establishment of absolute and relative thresholds, as well as their different levels, comply with the provisions of IFRS 9 when it
indicates that a certain change, in absolute terms, in the risk of a default will be more significant for a financial instrument with a lower
initial risk of default compared to a financial instrument with higher initial risk of default.
For existing contracts before the implementation of IFRS 9, given the limitations in the information available on them, the thresholds
are calibrated based on the PDs obtained from the prudential or economic models for calculating capital.
Risk Parameters Adjusted by Macroeconomic Scenarios
Expected Credit Loss (ECL) must include forward looking information, in accordance with IFRS 9, which states that the
comprehensive credit risk information must incorporate not only historical information but also all relevant credit information, also
including forward-looking macroeconomic information. BBVA uses the typical credit risk parameters PD, LGD and EAD in order to
calculate the ECL for the credit portfolios.
BBVA methodological approach in order to incorporate the forward looking information aims to determine the relation between
macroeconomic variables and risk parameters following three main steps:
\u2013Step 1: Analysis and transformation of time series data.
\u2013Step 2: For each dependent variable find conditional forecasting models that are economically consistent.
\u2013Step 3: Select the best conditional forecasting model from the set of candidates defined in Step 2, based on their
forecasting capacity.
How economic scenarios are reflected in the calculation of ECL
The forward looking component is added to the calculation of the ECL through the introduction of macroeconomic scenarios as an
input. Inputs highly depend on the particular combination of region and portfolio, so inputs are adapted to available data regarding
each of them.
Based on economic theory and analysis, the main indicators most directly relevant for explaining and forecasting the selected risk
parameters (PD, LGD and EAD) are:
\u2013The net income of families, corporates or public administrations.
\u2013The outstanding payment amounts on the principal and interest on the financial instruments.
\u2013The value of the collateral assets pledged to the loan.
BBVA Group approximates these variables by using a proxy indicator from the set included in the macroeconomic scenarios provided
by the BBVA Research department.
Only a single specific indicator for each of the three categories can be used and only one of the following core macroeconomic
indicators should be chosen as first option:
\u2013The real GDP growth for the purpose of conditional forecasting can be seen as the only \u201cfactor\u201d required for capturing the
influence of all potentially relevant macro-financial scenarios on internal PDs and LGD.
\u2013The most representative short term interest rate (typically the policy rate or the most liquid sovereign yield or interbank
rate) or exchange rates expressed in real terms.
\u2013A comprehensive and representative index of the price of real estate properties expressed in real terms in the case of
mortgage loans and a representative and real term index of the price of the relevant commodity for corporate loan
portfolios concentrated in exporters or producers of such commodity.
Real GDP growth is given priority over any other indicator not only because it is the most comprehensive indicator of income and
economic activity but also because it is the central variable in the generation of macroeconomic scenarios.
Multiple scenario approach
IFRS 9 requires calculating an unbiased probability weighted measurement of ECL by evaluating a range of possible outcomes,
including forecasts of future economic conditions.
The BBVA Research teams within the BBVA Group produce forecasts of the macroeconomic variables under the baseline scenario,
which are used in the rest of the related processes of the Group, such as budgeting, ICAAP and risk appetite framework, stress
testing, etc.
Additionally, the BBVA Research teams produce alternative scenarios to the baseline scenario so as to meet the requirements under
the IFRS 9 standard.
Alternative macroeconomic scenarios
\u2013For each of the macro-financial variables, BBVA Research produces three scenarios.
\u2013BBVA Research tracks, analyzes and forecasts the economic environment to provide a consistent forward looking
assessment about the most likely scenario and risks that impact BBVA\u2019s footprint. To build economic scenarios, BBVA
Research combines official data, econometric techniques and expert judgment.
\u2013Each of these scenarios corresponds to the expected value of a different area of the probabilistic distribution of the possible
projections of the economic variables.
\u2013The non-linearity overlay is defined as the ratio between the probability-weighted ECL under the alternative scenarios and
the baseline scenario, where the scenario\u2019s probability depends on the distance of the alternative scenarios from the base
one.
\u2013BBVA Group establishes equally weighted scenarios, being the probability 34% for the baseline scenario, 33% for the
unfavorable alternative scenario and 33% for the favorable alternative scenario.
The approach in the BBVA Group consists on using the scenario that is the most likely scenario, which is the baseline scenario,
consistent with the rest of internal processes (ICAAP, Budgeting, etc.) and then applying an overlay adjustment that is calculated by
taking into account the weighted average of the ECL determined by each of the scenarios. This effect is calculated taking into account
the average weight of the expected loss determined for each scenario.
It is important to note that in general, it is expected that the effect of the overlay is to increase the ECL. It is possible to obtain an
overlay that does not have that effect, whenever the relationship between macro scenarios and losses is linear.
On the other hand, the BBVA Group also takes into account the range of possible scenarios when defining its significant increase in
credit risk. Thus, the PDs used in the quantitative process to identify the significant increase in credit risk will be those that result from
making a weighted average of the PDs calculated under the three scenarios.
Macroeconomic scenarios
The COVID-19 pandemic generated uncertainty over macroeconomic outlooks, having a direct impact on the credit risk of entities,
particularly, on the expected credit losses under IFRS 9. For this reason, practically all accounting and prudential authorities in a
coordinated manner issued recommendations or measures with respect to how situations caused by COVID-19 should be treated for
purposes of the expected loss estimation models under IFRS 9 in the year 2020. The BBVA Group considered these
recommendations in calculating expected credit risk losses under IFRS 9 based on the assumption that the economic situation
caused by the COVID-19 pandemic would be transitory and that it would be accompanied by a recovery, in light of the uncertainties
regarding its gravity and duration. Therefore, to calculate such losses, various scenarios were considered, recording the one that, in
the opinion of the Bank, best reflected the economic prospects and the set of recommendations from authorities.
In 2021, once the most critical phase of the pandemic was overcome, the forward-looking information incorporated in the calculation
of expected losses was in line with the macroeconomic perspectives published by BBVA Research, as was usual until the beginning of
the pandemic.
BBVA Research forecasts a maximum of five years for the macroeconomic variables. The following forecasts (favorable, base and
unfavorable scenarios) of the Gross Domestic Product (GDP) growth, unemployment rate and House Price Index (HPI), for the most
relevant countries where they represent a significant factor, carried out by BBVA Research, were used for the calculation of the ECL
as of December 31, 2022:
Positive scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.90 %
12.27 %
(2.96) %
2.97 %
3.28 %
0.84 %
7.59 %
10.00 %
2023
1.85 %
11.35 %
(0.61) %
1.45 %
3.04 %
4.23 %
6.61 %
8.85 %
2024
3.60 %
9.75 %
1.58 %
2.33 %
2.99 %
3.07 %
(0.70) %
10.76 %
2025
3.00 %
8.36 %
1.67 %
1.91 %
3.01 %
4.18 %
3.91 %
11.78 %
2026
2.95 %
7.02 %
2.20 %
1.78 %
3.01 %
3.26 %
3.90 %
11.81 %
2027
2.93 %
5.87 %
2.31 %
1.81 %
3.00 %
4.39 %
3.86 %
11.81 %
Base scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.61 %
12.78 %
(3.50) %
2.56 %
3.32 %
0.95 %
5.47 %
10.53 %
2023
1.20 %
12.83 %
(2.41) %
0.58 %
3.20 %
4.14 %
3.02 %
10.30 %
2024
3.37 %
11.38 %
0.55 %
2.05 %
3.17 %
2.90 %
(1.50) %
11.75 %
2025
2.98 %
9.95 %
1.30 %
1.84 %
3.15 %
4.19 %
3.78 %
12.15 %
2026
2.95 %
8.58 %
1.74 %
1.76 %
3.14 %
3.27 %
3.78 %
12.00 %
2027
2.93 %
7.18 %
1.86 %
1.79 %
3.13 %
4.37 %
3.74 %
12.00 %
Negative scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2022
4.33 %
13.26 %
(4.13) %
2.17 %
3.37 %
1.03 %
3.35 %
11.04 %
2023
0.58 %
14.26 %
(4.02) %
(0.28) %
3.38 %
3.97 %
(0.79) %
11.76 %
2024
3.15 %
12.95 %
(0.40) %
1.77 %
3.35 %
2.69 %
(2.49) %
12.82 %
2025
2.93 %
11.53 %
0.79 %
1.77 %
3.30 %
4.04 %
3.70 %
12.53 %
2026
2.91 %
10.14 %
0.99 %
1.72 %
3.27 %
3.24 %
3.70 %
12.19 %
2027
2.89 %
8.77 %
1.10 %
1.75 %
3.26 %
4.37 %
3.66 %
12.16 %
Base scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2021
5.23 %
14.93 %
(0.20) %
5.98 %
4.22 %
2.46 %
9.46 %
12.43 %
2022
5.49 %
13.98 %
2.91 %
3.19 %
4.05 %
5.30 %
1.98 %
12.80 %
2023
4.89 %
11.68 %
2.04 %
2.54 %
3.92 %
3.68 %
5.04 %
12.93 %
2024
2.59 %
10.08 %
1.50 %
2.09 %
3.83 %
3.07 %
3.49 %
13.03 %
2025
2.22 %
9.05 %
1.10 %
1.87 %
3.77 %
4.08 %
3.54 %
13.13 %
2026
2.19 %
8.15 %
0.74 %
1.82 %
3.71 %
3.93 %
3.53 %
13.23 %
Negative scenario of GDP, unemployment rate and HPI for the main geographies
Spain
Mexico
Turkey
Date
GDP
Unemployment
HPI
GDP
Unemployment
HPI
GDP
Unemployment
2021
4.95 %
15.41 %
(0.82) %
5.58 %
4.27 %
2.54 %
7.29 %
12.94 %
2022
4.88 %
15.41 %
1.31 %
2.33 %
4.23 %
5.13 %
(1.87) %
14.26 %
2023
4.68 %
13.25 %
1.09 %
2.26 %
4.10 %
3.48 %
4.09 %
13.99 %
2024
2.54 %
11.65 %
0.99 %
2.03 %
3.99 %
2.92 %
3.40 %
13.41 %
2025
2.18 %
10.62 %
0.35 %
1.82 %
3.90 %
4.05 %
3.47 %
13.31 %
2026
2.15 %
9.61 %
(0.01) %
1.78 %
3.84 %
3.93 %
3.46 %
13.40 %
Expected loss variation as of December 31, 2021
BBVA Group
Spain
Mexico
Turkey
GDP
Total
Portfolio
Retail
Companies
Fixed
income
Total
Portfolio
Companies
Retail
Total
Portfolio
Companies
Retail
Total
Portfolio
Companies
Retail
- 100 bps
237
165
46
3
92
19
58
72
3
65
17
6
11
+100 bps
(224)
(158)
(44)
(3)
(88)
(18)
(57)
(69)
(4)
(61)
(17)
(6)
(10)
Housing
price
- 100 bps
4
54
5
+100 bps
(4)
(53)
(5)
Maximum credit risk exposure (Millions of Euros)
Notes
December
2021
Stage 1
Stage 2
Stage 3
Financial assets held for trading
92,560
Equity instruments
10
15,963
Debt securities
10
25,790
Loans and advances
10
50,807
Non-trading financial assets mandatorily at fair value through profit or loss
6,086
Equity instruments
11
5,303
Debt securities
11
128
Loans and advances
11
655
Financial assets designated at fair value through profit or loss
12
1,092
Derivatives (trading and hedging)
43,687
Financial assets at fair value through other comprehensive income
60,495
Equity instruments
13
1,320
Debt securities
59,148
58,587
561
\u2014
Loans and advances to credit institutions
13
27
27
\u2014
\u2014
Financial assets at amortized cost
383,870
334,772
34,418
14,680
Debt securities
34,833
34,605
205
22
Loans and advances to central banks
5,687
5,687
\u2014
\u2014
Loans and advances to credit institutions
13,295
13,285
10
\u2014
Loans and advances to customers
330,055
281,195
34,203
14,657
Total financial assets risk
587,789
Total loan commitments and financial guarantees
165,941
152,914
12,070
957
Loan commitments given
33
119,618
112,494
6,953
171
Financial guarantees given
33
11,720
10,146
1,329
245
Other commitments given
33
34,604
30,274
3,789
541
Total maximum credit exposure
753,730
Maximum credit risk exposure (Millions of Euros)
Notes
December
2020
Stage 1
Stage 2
Stage 3
Financial assets held for trading
65,696
Equity instruments
10
11,458
Debt securities
10
23,970
Loans and advances
10
30,268
Non-trading financial assets mandatorily at fair value through profit or loss
5,198
Equity instruments
11
4,133
Debt securities
11
356
Loans and advances
11
709
Financial assets designated at fair value through profit or loss
12
1,117
Derivatives (trading and hedging)
46,302
Financial assets at fair value through other comprehensive income
69,537
Equity instruments
13
1,100
Debt securities
68,404
67,995
410
\u2014
Loans and advances to credit institutions
13
33
33
\u2014
\u2014
Financial assets at amortized cost
379,857
334,552
30,607
14,698
Debt securities
35,785
35,759
6
20
Loans and advances to central banks
6,229
6,229
\u2014
\u2014
Loans and advances to credit institutions
14,591
14,565
20
6
Loans and advances to customers
323,252
277,998
30,581
14,672
Total financial assets risk
567,705
Total loan commitments and financial guarantees
179,440
165,726
12,682
1,032
Loan commitments given
33
132,584
124,104
8,214
265
Financial guarantees given
33
10,665
9,208
1,168
290
Other commitments given
33
36,190
32,414
3,300
477
Total maximum credit exposure
747,145
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4) The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2022, the
remaining balance was \u20ac190 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
December 2021 (Millions of Euros)
Gross exposure
Accumulated allowances
Carrying amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Spain (1)
201,405
171,883
21,380
8,143
(5,277)
(722)
(923)
(3,631)
196,129
171,161
20,457
4,511
Mexico
57,847
51,665
4,261
1,921
(2,038)
(740)
(381)
(916)
55,809
50,925
3,880
1,005
Turkey (2)
33,472
26,497
4,134
2,841
(2,058)
(224)
(424)
(1,410)
31,414
26,273
3,711
1,431
South America (3)
36,335
30,166
4,425
1,744
(1,736)
(277)
(362)
(1,096)
34,599
29,889
4,062
648
Others
996
984
3
9
(8)
(1)
\u2014
(7)
988
983
3
2
Total (4)
330,055
281,195
34,203
14,657
(11,116)
(1,964)
(2,091)
(7,061)
318,939
279,231
32,112
7,596
Of which:
individual
(2,528)
(4)
(657)
(1,867)
Of which:
collective
(8,587)
(1,959)
(1,434)
(5,194)
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4)The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2021 the
remaining balance was \u20ac266 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
December 2020 (Millions of Euros)
Gross exposure
Accumulated allowances
Carrying amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Spain (1)
195,983
171,397
16,387
8,199
(5,679)
(753)
(849)
(4,077)
190,304
170,644
15,538
4,122
Mexico
52,211
46,373
4,071
1,767
(2,211)
(685)
(442)
(1,083)
50,000
45,688
3,628
684
Turkey (2)
39,633
30,832
5,806
2,995
(2,338)
(246)
(535)
(1,557)
37,295
30,586
5,272
1,438
South America (3)
34,499
28,484
4,312
1,703
(1,870)
(320)
(460)
(1,090)
32,629
28,165
3,852
612
Others
925
912
5
8
(7)
(1)
\u2014
(6)
918
911
4
2
Total (4)
323,252
277,998
30,581
14,672
(12,105)
(2,005)
(2,287)
(7,813)
311,147
275,993
28,294
6,860
Of which:
individual
(2,611)
(10)
(479)
(2,122)
Of which:
collective
(9,494)
(1,995)
(1,808)
(5,691)
(1) Spain includes all countries where BBVA, S.A. operates.
(2) Turkey includes all countries in which Garanti BBVA operates.
(3) In South America, BBVA Group operates mainly in Argentina, Colombia, Peru and Uruguay.
(4) The amount of the accumulated allowances includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those
provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc S.A. (as of December 31, 2020 the
remaining balance was \u20ac363 million). These valuation adjustments are recognized in the consolidated income statement during the residual life of the operations or are applied to
the value corrections when the losses materialize.
The breakdown by counterparty of the maximum credit risk exposure, the accumulated allowances recorded, as well as the carrying
amount by stages of loans and advances to customers as of December 31, 2022, 2021 and 2020 is shown below:
December 2022 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
20,922
20,582
302
38
(30)
(8)
(11)
(11)
20,892
20,574
291
27
Other financial corporations
12,802
12,548
238
17
(37)
(15)
(12)
(10)
12,765
12,533
226
6
Non-financial corporations
171,006
149,579
15,087
6,340
(5,495)
(675)
(991)
(3,829)
165,510
148,903
14,096
2,511
Households
164,530
139,491
17,941
7,098
(5,675)
(1,316)
(925)
(3,434)
158,855
138,175
17,017
3,663
Loans and advances to
customers
369,260
322,199
33,568
13,493
(11,237)
(2,014)
(1,938)
(7,284)
358,023
320,185
31,629
6,208
December 2021 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
19,719
19,287
369
62
(37)
(13)
(5)
(19)
19,682
19,274
364
43
Other financial corporations
9,826
9,672
131
24
(23)
(8)
(6)
(9)
9,804
9,664
125
15
Non-financial corporations
146,797
120,140
19,366
7,290
(5,804)
(759)
(1,306)
(3,738)
140,993
119,381
18,060
3,552
Households
153,714
132,096
14,336
7,281
(5,253)
(1,184)
(773)
(3,295)
148,461
130,912
13,563
3,986
Loans and advances to customers
330,055
281,195
34,203
14,657
(11,116)
(1,964)
(2,091)
(7,061)
318,939
279,231
32,112
7,596
December 2020 (Millions of Euros)
Gross exposure
Accumulated allowances
Net amount
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Total
Stage 1
Stage 2
Stage 3
Public administrations
19,439
19,163
200
76
(48)
(14)
(9)
(25)
19,391
19,149
191
51
Other financial corporations
9,856
9,747
95
14
(39)
(25)
(6)
(7)
9,817
9,722
88
7
Non-financial corporations
142,547
119,891
15,179
7,477
(6,123)
(774)
(1,110)
(4,239)
136,424
119,117
14,069
3,238
Households
151,410
129,196
15,108
7,106
(5,895)
(1,192)
(1,161)
(3,542)
145,515
128,005
13,946
3,564
Loans and advances to customers
323,252
277,998
30,581
14,672
(12,105)
(2,005)
(2,287)
(7,813)
311,147
275,993
28,294
6,860
The breakdown by counterparty and product of loans and advances, net of loss allowances, as well as the gross carrying amount by
type of product, classified in different headings of the assets, as of December 31, 2022, 2021 and 2020 is shown below:
December 2022 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
6
\u2014
352
2,810
933
4,101
4,266
Credit card debt
\u2014
1
\u2014
3
2,029
16,865
18,898
19,985
Commercial debtors
1,021
24
370
24,510
85
26,011
26,254
Finance leases
\u2014
195
\u2014
13
8,040
322
8,571
8,857
Reverse repurchase loans
302
\u2014
5,251
102
\u2014
\u2014
5,655
5,674
Other term loans
3,802
19,438
4,009
7,995
126,949
139,925
302,118
311,553
Advances that are not loans
296
232
6,772
3,930
1,333
811
13,374
13,430
LOANS AND ADVANCES
4,401
20,892
16,057
12,765
165,670
158,943
378,728
390,019
By secured loans
Of which: mortgage loans
collateralized by immovable property
297
\u2014
337
23,970
95,056
119,659
122,719
Of which: other collateralized loans
498
5,382
5,073
548
6,635
2,209
20,345
20,675
By purpose of the loan
Of which: credit for consumption
51,344
51,344
54,718
Of which: lending for house purchase
95,249
95,249
96,716
By subordination
Of which: project finance loans
7,942
7,942
8,530
December 2020 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
7
\u2014
502
1,798
528
2,835
3,021
Credit card debt
\u2014
\u2014
\u2014
2
1,485
11,605
13,093
14,220
Commercial debtors
898
\u2014
317
14,262
67
15,544
15,796
Finance leases
\u2014
197
\u2014
6
7,125
322
7,650
8,013
Reverse repurchase loans
472
\u2014
1,914
\u2014
71
\u2014
2,457
2,463
Other term loans
5,690
18,111
3,972
5,799
111,141
132,603
277,317
287,467
Advances that are not loans
48
260
8,721
3,191
1,084
473
13,777
13,833
LOANS AND ADVANCES
6,209
19,475
14,608
9,817
136,966
145,598
332,672
344,813
By secured loans
Of which: mortgage loans
collateralized by immovable property
372
\u2014
209
22,091
94,147
116,819
120,194
Of which: other collateralized loans
472
952
\u2014
317
3,763
2,059
7,562
7,776
By purpose of the loan
Of which: credit for consumption
39,799
39,799
43,037
Of which: lending for house purchase
94,098
94,098
95,751
By subordination
Of which: project finance loans
10,721
10,721
11,032
Mitigation of credit risk, collateralized credit risk and other credit enhancements
In certain cases, maximum credit risk exposure is reduced by collateral, credit enhancements and other actions which mitigate the
Group\u2019s exposure. The BBVA Group applies a credit risk hedging and mitigation policy deriving from a banking approach focused on
relationship banking. The existence of guarantees could be a necessary but not sufficient instrument for accepting risks, as the
assumption of risks by the Group requires prior evaluation of the debtor\u2019s capacity for repayment, or that the debtor can generate
sufficient resources to allow the amortization of the risk incurred under the agreed terms.
The policy of accepting risks is therefore organized into three different levels in the BBVA Group:
\u2013Analysis of the financial risk of the transaction, based on the debtor\u2019s capacity for repayment or generation of funds.
\u2013The constitution of guarantees that are adequate, or at any rate generally accepted, for the risk assumed, in any of the
generally accepted forms: monetary, secured, personal or hedge guarantees; and finally
\u2013Assessment of the repayment risk (asset liquidity) of the guarantees received.
This is carried out through a prudent risk policy that consists of the analysis of the financial risk, based on the capacity for
reimbursement or generation of resources of the borrower, the analysis of the guarantee, assessing, among others, the efficiency, the
robustness and the risk, the adequacy of the guarantee with the operation and other aspects such as the location, currency,
concentration or the existence of limitations. Additionally, the necessary tasks for the constitution of guarantees must be carried out -
in any of the generally accepted forms (collaterals, personal guarantees and financial hedge instruments) - appropriate to the risk
assumed.
The procedures for the management and valuation of collateral are set out in the corporate general policies (retail and wholesale),
which establish the basic principles for credit risk management, including the management of collaterals assigned in transactions with
customers. The criteria for the systematic, standardized and effective treatment of collateral in credit transaction procedures in
BBVA Group\u2019s wholesale and retail banking are included in the Specific Collateral Rules.
The methods used to value the collateral are in line with the best market practices and imply the use of appraisal of real-estate
collateral, the market price in market securities, the trading price of shares in mutual funds, etc. All the collaterals received must be
correctly assigned and entered in the corresponding register. They must also have the approval of the Group\u2019s legal units.
The valuation of the collateral is taken into account in the calculation of the expected losses. The Group has developed internal
models to estimate the realization value of the collaterals received, the time that elapses until then, the costs for their acquisition,
maintenance and subsequent sale, from real observations based on its own experience. This modeling is part of the LGD estimation
processes that are applied to the different segments, and is included within the annual review and validation procedures.
The following is a description of the main types of collateral for each financial instrument class:
\u2013Debt instruments held for trading: The guarantees or credit enhancements obtained directly from the issuer or
counterparty are implicit in the clauses of the instrument (mainly guarantees of the issuer).
\u2013Derivatives and hedging derivatives: In derivatives, credit risk is minimized through contractual netting agreements, where
positive- and negative-value derivatives with the same counterparty are offset for their net balance. There may likewise be
other kinds of guarantees and collaterals, depending on counterparty solvency and the nature of the transaction (mainly
collaterals).
The summary of the offsetting effect (via netting and collateral) for derivatives and securities operations as of December 31,
2022 is presented in Note 7.4.2.
\u2013Other financial assets designated at fair value through profit or loss and financial assets at fair value through other
comprehensive income: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument (mainly personal guarantees).
As of December 31, 2022, 2021 and 2020, BBVA Group had no credit risk exposure of impaired financial assets at fair value
through other comprehensive income (see Note 7.2.2).
\u2013Financial assets at amortized cost:
a.Loans and advances to credit institutions: These usually have the counterparty\u2019s personal guarantee or pledged
securities in the case of repos.
b.Loans and advances to customers: Most of these loans and advances are backed by personal guarantees
extended by the customer. There may also be collateral to secure loans and advances to customers (such as
mortgages, cash collaterals, pledged securities and other collateral), or to obtain other credit enhancements
(bonds or insurances).
c.Debt securities: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument.
\u2013Financial guarantees, other contingent risks and drawable by third parties: these have the counterparty\u2019s personal
guarantee or other types of collaterals.
The disclosure of impaired loans and advances at amortized cost covered by collateral (see Note 7.2.6), by type of collateral, as of
December 31, 2022, 2021 and 2020, is the following:
Impaired loans and advances at amortized cost covered by collateral (Millions of Euros)
Maximum exposure
to credit risk
Of which secured by collateral
Residential
properties
Commercial
properties
Cash
Others
Financial
December 2022
13,493
2,537
849
3
52
984
December 2021
14,657
2,875
1,068
5
33
886
December 2020
14,678
2,717
789
18
52
575
The value of guarantees received as of December 31, 2022, 2021 and 2020, is the following:
Guarantees received (Millions of Euros)
2022
2021
2020
Value of collateral
125,963
117,362
116,900
Of which: guarantees normal risks under special monitoring
12,826
11,768
11,296
Of which: guarantees non-performing risks
3,440
3,981
3,577
Value of other guarantees
40,050
48,680
47,012
Of which: guarantees normal risks under special monitoring
4,963
7,404
4,045
Of which: guarantees non-performing risks
984
886
575
Total value of guarantees received
166,013
166,042
163,912
These different levels and their probability of default were calculated by using as a reference the rating scales and default rates
provided by the external agencies Standard & Poor\u2019s and Moody\u2019s. These calculations establish the levels of probability of default for
the BBVA Group\u2019s Master Rating Scale. Although this scale is common to the entire Group, the calibrations (mapping scores to PD
sections/Master Rating Scale levels) are carried out at tool level for each country in which the Group has tools available.
The table below outlines the distribution of the gross carrying amount of loans and advances to customers, in percentage terms, of
the BBVA Group, based on their probability of default within 12 months used in the calculation of the expected loss under IFRS 9, and
their stages, as of December 31, 2022, 2021 and 2020:
Probability of default (basis points)
2022
2021
2020
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
Subject to 12 month
ECL (stage 1)
Subject to
lifetime ECL
(stage 2)
%
%
%
%
%
%
0 to 2
5.1
\u2014
5.8
\u2014
4.0
\u2014
2 to 5
18.9
0.3
15.7
0.1
10.2
0.1
5 to 11
16.3
0.5
15.2
0.2
7.7
0.1
11 to 39
18.2
0.8
18.7
0.6
26.8
0.5
39 to 194
20.3
2.3
19.1
2.5
24.0
2.3
194 to 1,061
10.5
3.0
12.2
3.8
15.1
3.4
1,061 to 2,121
1.2
0.9
1.9
1.5
1.5
1.2
> 2,121
0.6
1.1
0.8
1.9
0.6
2.5
Total
91.0
9.0
89.4
10.6
89.9
10.1
December 2021 (Millions of Euros)
Gross carrying
amount
Impaired\u00a0 loans
and advances
Accumulated
impairment
Impaired\u00a0 loans
and advances as
a % of the total
Central banks
5,687
\u2014
(6)
\u2014 %
General governments
19,719
62
(37)
0.3 %
Credit institutions
13,295
\u2014
(19)
\u2014 %
Other financial corporations
9,826
24
(23)
0.2 %
Non-financial corporations
146,797
7,290
(5,804)
5.0 %
Agriculture, forestry and fishing
4,077
125
(154)
3.1 %
Mining and quarrying
4,889
222
(130)
4.5 %
Manufacturing
35,058
1,003
(867)
2.9 %
Electricity, gas, steam and air conditioning supply
13,718
570
(489)
4.2 %
Water supply
782
22
(21)
2.9 %
Construction
8,336
894
(619)
10.7 %
Wholesale and retail trade
25,856
1,311
(1,104)
5.1 %
Transport and storage
10,310
879
(400)
8.5 %
Accommodation and food service activities
7,693
470
(405)
6.1 %
Information and communications
6,533
117
(56)
1.8 %
Financial and insurance activities
6,216
197
(181)
3.2 %
Real estate activities
9,438
719
(466)
7.6 %
Professional, scientific and technical activities
3,910
185
(152)
4.7 %
Administrative and support service activities
3,046
181
(132)
5.9 %
Public administration and defense, compulsory social
security
203
9
(11)
4.5 %
Education
582
43
(34)
7.4 %
Human health services and social work activities
1,888
48
(41)
2.5 %
Arts, entertainment and recreation
1,011
209
(95)
20.7 %
Other services
3,250
84
(447)
2.6 %
Households
153,714
7,281
(5,253)
4.7 %
LOANS AND ADVANCES
349,037
14,657
(11,142)
4.2 %
December 2020 (Millions of Euros)
Gross carrying
amount
Impaired loans
and advances
Accumulated
impairment
Impaired loans
and advances as
a % of the total
Central banks
6,229
\u2014
(20)
\u2014 %
General governments
19,439
76
(48)
0.4 %
Credit institutions
14,591
6
(16)
\u2014 %
Other financial corporations
9,856
14
(39)
0.1 %
Non-financial corporations
142,547
7,477
(6,123)
5.2 %
Agriculture, forestry and fishing
3,438
132
(108)
3.8 %
Mining and quarrying
4,349
47
(59)
1.1 %
Manufacturing
33,771
1,486
(1,129)
4.4 %
Electricity, gas, steam and air conditioning supply
13,490
591
(509)
4.4 %
Water supply
899
17
(15)
1.9 %
Construction
10,019
1,397
(722)
13.9 %
Wholesale and retail trade
24,594
1,456
(1,223)
5.9 %
Transport and storage
8,117
489
(368)
6.0 %
Accommodation and food service activities
8,337
358
(294)
4.3 %
Information and communications
5,764
73
(60)
1.3 %
Financial and insurance activities
5,298
123
(132)
2.3 %
Real estate activities
10,025
617
(494)
6.2 %
Professional, scientific and technical activities
2,886
177
(124)
6.1 %
Administrative and support service activities
3,955
142
(192)
3.6 %
Public administration and defense, compulsory social
security
129
5
(4)
3.5 %
Education
665
54
(43)
8.1 %
Human health services and social work activities
1,812
67
(59)
3.7 %
Arts, entertainment and recreation
1,131
46
(65)
4.1 %
Other services
3,871
198
(523)
5.1 %
Households
151,410
7,106
(5,895)
4.7 %
LOANS AND ADVANCES
344,072
14,678
(12,141)
4.3 %
(1) The balance of 2020 relates mainly to the Group companies included in the agreement for the sale of the U.S. business to PNC (see Notes 3 and 21).
(2) Includes principal and interest.
As indicated in Note 2.2.1, although they have been derecognized from the consolidated balance sheet, the BBVA Group continues to
attempt to collect on these written-off financial assets, until the rights to receive them are fully extinguished, either because it is a
time-barred financial asset, the financial asset is forgiven, or other reason.
Loss allowances
Movements, measured over a 12-month period, in gross accounting balances and accumulated loss allowances during 2022, 2021
and 2020 are recorded on the consolidated balance sheet as of December 31, 2022, 2021 and 2020 in order to cover the estimated
impairment or reversal of impairment on loans and advances measured at amortized cost.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
300,167
34,213
14,657
349,037
Transfers of financial assets:
(5,041)
3,914
1,128
\u2014
Transfers from stage 1 to stage 2
(12,726)
12,726
\u2014
\u2014
Transfers from stage 2 to stage 1
8,537
(8,537)
\u2014
\u2014
Transfers to stage 3
(1,941)
(1,831)
3,773
\u2014
Transfers from stage 3
1,089
1,556
(2,645)
\u2014
Net annual origination of financial assets
44,465
(4,201)
258
40,522
Becoming\u00a0write-offs
(63)
(35)
(2,432)
(2,530)
Foreign exchange
2,447
18
(461)
2,004
Modifications that do not result in derecognition
(2)
29
113
140
Other
643
(301)
231
573
Balance at the end
342,616
33,636
13,493
389,745
Changes in allowances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(1,990)
(2,091)
(7,061)
(11,142)
Transfers of financial assets:
63
33
(1,570)
(1,473)
Transfers from stage 1 to stage 2
110
(397)
\u2014
(287)
Transfers from stage 2 to stage 1
(91)
374
\u2014
283
Transfers to stage 3
51
204
(1,917)
(1,662)
Transfers from stage 3
(7)
(148)
347
193
Net annual origination of allowances
(406)
(273)
(663)
(1,342)
Becoming\u00a0write-offs
186
30
1,890
2,106
Foreign exchange
(87)
248
\u2014
161
Modifications that do not result in derecognition
\u2014
48
(160)
(112)
Other
168
64
279
511
Balance at the end
(2,065)
(1,942)
(7,284)
(11,291)
For the year ended December 31, 2022, the impairment charges recognized under the heading \u201cImpairment or reversal of impairment
on financial assets not measured at fair value through profit or loss or net gains by modification\" amounted to \u20ac3,379 million (\u20ac3,034
million and \u20ac5,179 million for the years ended December 31, 2021 and 2020, respectively) (see Note 47). Additionally, as of December
31, 2021, the Group estimated that the update in the definition of credit impairment (default) (see Note 2.2.1) led to an increase of
\u20ac1,262 million in impaired financial assets. In terms of allowances for impairment, the impact of this update was considered non-
significant.
During 2022, the macroeconomic environment has deteriorated, with a downward revision of growth expectations in an inflationary
environment with a generalized increase in energy commodity prices and interest rates. This has resulted in an increase in allowances
for impairment of financial assets with respect to the previous year, through additional adjustments in an environment of global
growth throughout the year and through the adjustments reflected in the portfolios and sectors most vulnerable to this environment.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
298,793
30,601
14,678
344,072
Transfers of financial assets:
(10,785)
8,640
2,145
\u2014
Transfers from stage 1 to stage 2
(14,482)
14,482
\u2014
\u2014
Transfers from stage 2 to stage 1
4,905
(4,905)
\u2014
\u2014
Transfers to stage 3
(1,772)
(1,945)
3,717
\u2014
Transfers from stage 3
564
1,009
(1,573)
\u2014
Net annual origination of financial assets
17,876
(4,729)
1,217
14,364
Becoming\u00a0write-offs
(74)
(68)
(3,095)
(3,237)
Foreign exchange
(6,054)
(1,902)
(216)
(8,172)
Modifications that do not result in derecognition
187
1,642
189
2,018
Other
224
29
(261)
(8)
Balance at the end
300,167
34,213
14,657
349,037
Changes in allowances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,037)
(2,289)
(7,815)
(12,141)
Transfers of financial assets:
187
441
(2,521)
(1,893)
Transfers from stage 1 to stage 2
139
(602)
\u2014
(463)
Transfers from stage 2 to stage 1
(60)
307
\u2014
247
Transfers to stage 3
111
802
(2,775)
(1,862)
Transfers from stage 3
(3)
(66)
254
185
Net annual origination of allowances
(563)
(57)
(314)
(933)
Becoming\u00a0write-offs
45
56
2,694
2,795
Foreign exchange
70
(270)
719
519
Modifications that do not result in derecognition
12
(79)
(122)
(189)
Other
297
106
298
701
Balance at the end
(1,990)
(2,091)
(7,061)
(11,142)
Changes in gross accounting balances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
363,234
33,518
15,959
412,711
Transfers of financial assets:
(11,935)
8,807
3,128
\u2014
Transfers from stage 1 to stage 2
(15,843)
15,843
\u2014
\u2014
Transfers from stage 2 to stage 1
5,107
(5,107)
\u2014
\u2014
Transfers to stage 3
(1,701)
(2,659)
4,359
\u2014
Transfers from stage 3
502
729
(1,231)
\u2014
Net annual origination of financial assets
16,119
(827)
102
15,395
Becoming\u00a0write-offs
(3)
(2)
(2,944)
(2,949)
Foreign exchange
(21,472)
(2,342)
(1,157)
(24,970)
Modifications that do not result in derecognition
(204)
827
511
1,134
Other
(283)
(190)
270
(204)
Discontinued operations
(46,664)
(9,190)
(1,192)
(57,045)
Balance at the end
298,793
30,601
14,678
344,072
Changes in allowances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,149)
(2,183)
(8,094)
(12,427)
Transfers of financial assets:
184
(511)
(1,806)
(2,133)
Transfers from stage 1 to stage 2
156
(923)
\u2014
(766)
Transfers from stage 2 to stage 1
(50)
253
\u2014
202
Transfers to stage 3
81
218
(1,950)
(1,652)
Transfers from stage 3
(3)
(59)
144
83
Net annual origination of allowances
(872)
(795)
(1,329)
(2,996)
Becoming\u00a0write-offs
\u2014
\u2014
2,567
2,568
Foreign exchange
227
256
721
1,204
Modifications that do not result in derecognition
12
(118)
(177)
(283)
Other
160
618
25
803
Discontinued operations
401
444
278
1,123
Balance at the end
(2,037)
(2,289)
(7,815)
(12,141)
The loss allowances recorded in the balance sheet to cover the impairment or reversal of impairment estimated in the debt securities
amounted to \u20ac214, \u20ac126 and \u20ac145 million as of December 31, 2022, 2021 and 2020, respectively. The variation is mainly due to
changes in credit risk variations, mainly in Garanti BBVA, BBVA, S.A. and BBVA Argentina.
Additionally, the loss allowances recorded in the balance sheet to cover the impairment or reversal of the impairment estimated in
the commitments and guarantees given amounted to \u20ac770, \u20ac691 and \u20ac728 million as of December 31, 2022, 2021 and 2020,
respectively (see Note 24).Refinancing and restructuring transactions
Group policies and principles with respect to refinancing and restructuring transactions
Refinancing and restructuring transactions (see definition in the Glossary) are carried out with customers who have requested such a
transaction in order to meet their current loan payments if they are expected, or may be expected, to experience financial difficulty in
making the payments in the future.
The basic aim of a refinancing and restructuring transaction is to provide the customer with a situation of financial viability over time
by adapting repayment of the loan incurred with the Group to the customer\u2019s new situation of fund generation. The use of refinancing
and restructuring for other purposes, such as to delay loss recognition, is contrary to BBVA Group policies.
The BBVA Group\u2019s refinancing and restructuring policies are based on the following general principles:
\u2013Refinancing and restructuring is authorized according to the capacity of customers to pay the new installments. This is done
by first identifying the origin of the payment difficulties and then carrying out an analysis of the customers\u2019 viability,
including an updated analysis of their economic and financial situation and capacity to pay and generate funds. If the
customer is a company, the analysis also covers the situation of the industry in which it operates.
\u2013With the aim of increasing the solvency of the transaction, new guarantees and/or guarantors of demonstrable solvency are
obtained where possible. An essential part of this process is an analysis of the effectiveness of both the new and original
guarantees.
\u2013This analysis is carried out from the overall customer or group perspective.
\u2013Refinancing and restructuring transactions do not in general increase the amount of the customer\u2019s loan, except for the
expense inherent to the transaction itself.
\u2013The capacity to refinance and restructure a loan is not delegated to the branches, but decided on by the risk units.
\u2013The decisions made are reviewed from time to time with the aim of evaluating full compliance with refinancing and
restructuring policies.
These general principles are adapted in each case according to the conditions and circumstances of each geographical area in which
the Group operates, and to the different types of customers involved.
In the case of retail customers (private individuals), the main aim of the BBVA Group\u2019s policy on refinancing and restructuring a loan is
to avoid default arising from a customer\u2019s temporary liquidity problems by implementing structural solutions that do not increase the
balance of the customer\u2019s loan. The solution required is adapted to each case and the loan repayment is made easier, in accordance
with the following principles:
\u2013Analysis of the viability of transactions based on the customer\u2019s willingness and ability to pay, which may be reduced, but
should nevertheless be present. The customer must therefore repay at least the interest on the transaction in all cases. No
arrangements may be concluded that involve a grace period for both principal and interest.
\u2013Refinancing and restructuring of transactions is only allowed on those loans in which the BBVA Group originally entered
into.
\u2013Customers subject to refinancing and restructuring transactions are excluded from marketing campaigns of any kind.
In the case of non-retail customers (mainly companies, enterprises and corporates), refinancing/restructuring is authorized
according to an economic and financial viability plan based on:
\u2013Forecasted future income, margins and cash flows to allow entities to implement cost adjustment measures (industrial
restructuring) and a business development plan that can help reduce the level of leverage to sustainable levels (capacity to
access the financial markets).
\u2013Where appropriate, the existence of a divestment plan for assets and/or operating segments that can generate cash to
assist the deleveraging process.
\u2013The capacity of shareholders to contribute capital and/or guarantees that can support the viability of the plan.
In accordance with the Group\u2019s policy, the conclusion of a loan refinancing and restructuring transaction does not mean the loan is
reclassified from \"impaired\" or \"significant increase in credit risk\" to normal risk. The reclassification to \"significant increase in credit
risk\" or normal risk categories must be based on the analysis mentioned earlier of the viability, upon completion of the probationary
periods described below.
The Group maintains the policy of including risks related to refinanced and restructured loans as either:
\u2013\"Impaired assets\", as although the customer is up to date with payments, they are classified as unlikely to pay when there
are significant doubts that the terms of their refinancing may not be met; or
\u2013\"Significant increase in credit risk\" until the conditions established for their consideration as normal risk are met.
The assets classified as \"Impaired assets\" should comply with the following conditions in order to be reclassified to \"Significant
increase in credit risk\":
\u2013The customer has to have paid a significant part of the pending exposure.
\u2013At least one year must have elapsed since the later of: i) the time at which the restructuring measures were extended, ii) the
time when the exposure was classified as deteriorated, iii) the end of any grace period included in restructuring agreements.
\u2013The customer does not have past due payments and objective criteria, demonstrating the borrower\u00b4s ability to pay, have
been verified.
The conditions established for assets classified as \u201cSignificant increase in credit risk\u201d to be reclassified out of this category are as
follows:
\u2013The customer must have paid past-due amounts (principal and interest) since the date of the renegotiation or restructuring
of the loan or other objective criteria, demonstrating the borrower\u00b4s ability to pay, have been verified; none of its exposures
is more than 30 days past-due.
\u2013At least two years must have elapsed since completion of the renegotiation or restructuring of the loan or, if later, the date
of reclassification from the deteriorated category. Regular payments must have been made during at least half of this
probation period; and
\u2013It is unlikely that the customer will have financial difficulties and, therefore, it is expected that the customer will be able to
meet its loan payment obligations (principal and interest) in a timely manner.
The economic impact caused by the COVID-19 pandemic required the adaptation of the repayment schedule of a large volume of
loans in all geographies and portfolios. In general, support was given through the granting of deferrals that comply with the principles
established by the EBA, which allowed for the application of a differential accounting and prudential treatment.
Renewals and renegotiations are classified as normal risk, provided that there is no significant increase in risk. This classification is
applicable initially, and in the event of any deterioration, the criteria established in the existing policy are followed. In this sense, the
aforementioned conditions are considered, including, among others, the requirement that the facility is not more than 30 days past
due and that it has not been identified as 'unlikely to pay'.
The BBVA Group\u2019s refinancing and restructuring policy provides for the possibility of two modifications in a 24 month period for loans
that are not in compliance with the payment schedule.
The internal models used to determine allowances for loan losses consider the restructuring and renegotiation of a loan, as well as re-
defaults on such a loan, by assigning a lower internal rating to restructured and renegotiated loans than the average internal rating
assigned to non-restructured/renegotiated loans. This downgrade results in an increase in the probability of default (PD) assigned to
restructured/renegotiated loans (with the resulting PD being higher than the average PD of the non- renegotiated loans in the same
portfolios).
In any case, a restructuring will be considered impaired when the reduction in the present net value of the financial obligation is
greater than 1%, in line with the management criteria introduced during 2021.
For quantitative information on refinancing and restructuring transactions see Appendix XI.
Risk concentration
Policies for preventing excessive risk concentration
In order to prevent the build-up of excessive risk concentrations at the individual, sector, portfolio and geography levels, BBVA Group
maintains updated maximum permitted risk concentration indices which are tied to the various observable variables related to
concentration risk.
Together with the limits for individual concentration, the Group uses the Herfindahl index to measure the concentration of the Group's
portfolio and the banking group's subsidiaries. At the BBVA Group level, the index reached implies a \"very low\" degree of
concentration.
The limit on the Group\u2019s exposure or financial commitment to a specific customer therefore depends on the customer\u2019s credit rating,
the nature of the risks involved, and the Group\u2019s presence in a given market, based on the following guidelines:
\u2013The aim is, as much as possible, to reconcile the customer's credit needs (commercial/financial, short-term/long-term,
etc.) with the interests of the Group.
\u2013Any legal limits that may exist concerning risk concentration are taken into account (relationship between risks with a
customer and the capital of the shareholder\u00b4s entity that assumes them), the markets, the macroeconomic situation, etc.
\u2013The aim is to seek inter and intra-sector diversification in coherence with the metrics defined in the RAF for the Group and
for the banking group's subsidiaries.
Risk concentrations by geography
The breakdown of the main figures in the most significant foreign currencies in the consolidated balance sheets is set forth in
Appendix XII.
Sovereign risk concentration
Sovereign risk management
The identification, measurement, control and monitoring of risk associated with sovereign risk transactions is carried out by a
centralized unit within the BBVA Group's Risk Area. Its basic functions are preparing reports (called financial programs) on the
countries with which it maintains cross-border risks (i.e. risks taken in a foreign currency from outside the country with borrowers in
the country, whether public or private) and sovereign risks (i.e. risks with the local Sovereign of the country where the risk-taking unit
is located), monitoring those risks, establishing risk limits, assigning ratings to the countries analyzed and, in general, supporting the
Group in any information request regarding this type of transaction. The risk policies established in the financial programs are
approved by the relevant risk committees.
The country risk unit tracks the evolution of the risks associated with the various countries to which the Group are exposed (including
sovereign risk) on an ongoing basis in order to adapt its risk and mitigation policies to any macroeconomic and political changes that
may occur. Moreover, it regularly updates its internal ratings and forecasts for these countries. The methodology is based on the
assessment of quantitative and qualitative parameters which are in line with those used by certain multilateral organizations (the
International Monetary Fund (IMF), the World Bank, etc.) rating agencies and export credit organizations.
For additional information on sovereign risk in Europe see Appendix XII.
Risk related to the developer and Real Estate sector in Spain
The sale of impaired assets concluded in 2018. Currently, there is no risk concentration in the developer and real estate sector, taking
into account that its weight in total wholesale risks in Spain is approximately 10%, while compared with the total risks in the portfolio
(wholesale and retail), the Real Estate risk assumed would be around 3%.
Policies and strategies established by the Group to deal with risks related to the developer and real-estate sector
BBVA Group has teams specializing in the management of the Real Estate Sector risk, given its economic importance and specific
technical component. This specialization is not only in risk teams, but throughout the handling, commercial, problem risks and legal,
etc. It also includes the research department of the BBVA Group (BBVA Research), which helps determine the medium/long-term
vision needed to manage this portfolio. The policies established to address the risks related to the developer and real-estate sector,
aim to accomplish, among others, the following objectives: to avoid concentration in terms of customers, products and regions; to
estimate the risk profile for the portfolio; and to anticipate possible worsening of the portfolio within a sector is highly cyclical.
Specific policies for analysis and granting of new developer risk transactions
In the analysis of new transactions, the assessment of the commercial operation in terms of the economic and financial viability of the
project has been one of the constant. The monitoring of the work, sales prospects and the legal situation of the project are essential
aspects for the admission and follow-up of new real estate transactions. With regard the participation of the Risk Acceptance teams,
they have a direct link and participate in the committees of areas such as Valuation, Legal, BBVA Research and Recoveries. This
guarantees coordination and exchange of information in all the processes.
In this context, and within the current Real Estate cycle, the strategy with clients is subject to an Asset Allocation limit and to an action
framework that allows defining a target portfolio, both in volume and in credit quality.
Risk monitoring policies
The base information for analyzing the real estate portfolios is updated monthly. There is a systematic monitoring of developments
under close monitoring with the evolution of works and sales.
Policies applied in the management of real estate assets in Spain
The internal Rules on Real Estate Financing, which establish recommendations for financing a new housing development business, are
reviewed and updated annually.
The recommendations represent guidelines about how to manage the credit admission activity of BBVA Group entities based on best
practices of markets in which this activity is performed. It is expected that a high percentage of the current transactions will be in
compliance with the latter.
For quantitative information about the risk related to the developer and Real-Estate sector in Spain see Appendix XII.", "dimensions": { "concept": "ifrs-full:DisclosureOfCreditRiskExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8xODQvZnJhZzo5ODQ5MjEwNWQ5MTA0Y2ExODliOGRiY2NkNzI4ZWJkZi90ZXh0cmVnaW9uOjk4NDkyMTA1ZDkxMDRjYTE4OWI4ZGJjY2Q3MjhlYmRmXzIxOTkwMjMyNTYwMjU1_188fcb7a-01a1-4232-87fa-4566595096e1": { "value": "Credit risk exposure
BBVA Group\u2019s credit risk exposure by headings in the consolidated balance sheets as of December 31, 2022, 2021 and 2020 is
provided below. It does not consider the loss allowances and the availability of collateral or other credit enhancements to guarantee
compliance with payment obligations. The details are broken down by financial instruments:
Maximum credit risk exposure (Millions of Euros)
Notes
December\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
2022
Stage 1
Stage 2
Stage 3
Financial assets held for trading
70,763
Equity instruments
10
4,404
Debt securities
10
24,367
Loans and advances
10
41,993
Non-trading financial assets mandatorily at fair value through profit or loss
6,888
Equity instruments
11
6,511
Debt securities
11
129
Loans and advances
11
247
Financial assets designated at fair value through profit or loss
12
913
Derivatives (trading and hedging)
53,101
Financial assets at fair value through other comprehensive income
59,100
Equity instruments
13
1,198
Debt securities
57,876
57,028
822
26
Loans and advances to credit institutions
13
26
26
\u2014
\u2014
Financial assets at amortized cost
433,445
386,048
33,873
13,523
Debt securities
43,700
43,433
237
30
Loans and advances to central banks
4,420
4,420
\u2014
\u2014
Loans and advances to credit institutions
16,066
15,997
69
Loans and advances to customers
369,260
322,199
33,568
13,493
Total financial assets risk
624,210
Total loan commitments and financial guarantees
192,568
181,427
9,993
1,147
Loan commitments given
33
136,920
130,459
6,283
177
Financial guarantees given
33
16,511
15,214
1,015
281
Other commitments given
33
39,137
35,753
2,695
689
Total maximum credit exposure
816,778
Maximum credit risk exposure (Millions of Euros)
Notes
December
2021
Stage 1
Stage 2
Stage 3
Financial assets held for trading
92,560
Equity instruments
10
15,963
Debt securities
10
25,790
Loans and advances
10
50,807
Non-trading financial assets mandatorily at fair value through profit or loss
6,086
Equity instruments
11
5,303
Debt securities
11
128
Loans and advances
11
655
Financial assets designated at fair value through profit or loss
12
1,092
Derivatives (trading and hedging)
43,687
Financial assets at fair value through other comprehensive income
60,495
Equity instruments
13
1,320
Debt securities
59,148
58,587
561
\u2014
Loans and advances to credit institutions
13
27
27
\u2014
\u2014
Financial assets at amortized cost
383,870
334,772
34,418
14,680
Debt securities
34,833
34,605
205
22
Loans and advances to central banks
5,687
5,687
\u2014
\u2014
Loans and advances to credit institutions
13,295
13,285
10
\u2014
Loans and advances to customers
330,055
281,195
34,203
14,657
Total financial assets risk
587,789
Total loan commitments and financial guarantees
165,941
152,914
12,070
957
Loan commitments given
33
119,618
112,494
6,953
171
Financial guarantees given
33
11,720
10,146
1,329
245
Other commitments given
33
34,604
30,274
3,789
541
Total maximum credit exposure
753,730
Maximum credit risk exposure (Millions of Euros)
Notes
December
2020
Stage 1
Stage 2
Stage 3
Financial assets held for trading
65,696
Equity instruments
10
11,458
Debt securities
10
23,970
Loans and advances
10
30,268
Non-trading financial assets mandatorily at fair value through profit or loss
5,198
Equity instruments
11
4,133
Debt securities
11
356
Loans and advances
11
709
Financial assets designated at fair value through profit or loss
12
1,117
Derivatives (trading and hedging)
46,302
Financial assets at fair value through other comprehensive income
69,537
Equity instruments
13
1,100
Debt securities
68,404
67,995
410
\u2014
Loans and advances to credit institutions
13
33
33
\u2014
\u2014
Financial assets at amortized cost
379,857
334,552
30,607
14,698
Debt securities
35,785
35,759
6
20
Loans and advances to central banks
6,229
6,229
\u2014
\u2014
Loans and advances to credit institutions
14,591
14,565
20
6
Loans and advances to customers
323,252
277,998
30,581
14,672
Total financial assets risk
567,705
Total loan commitments and financial guarantees
179,440
165,726
12,682
1,032
Loan commitments given
33
132,584
124,104
8,214
265
Financial guarantees given
33
10,665
9,208
1,168
290
Other commitments given
33
36,190
32,414
3,300
477
Total maximum credit exposure
747,145
The breakdown by counterparty and product of loans and advances, net of loss allowances, as well as the gross carrying amount by
type of product, classified in different headings of the assets, as of December 31, 2022, 2021 and 2020 is shown below:
December 2022 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
6
\u2014
352
2,810
933
4,101
4,266
Credit card debt
\u2014
1
\u2014
3
2,029
16,865
18,898
19,985
Commercial debtors
1,021
24
370
24,510
85
26,011
26,254
Finance leases
\u2014
195
\u2014
13
8,040
322
8,571
8,857
Reverse repurchase loans
302
\u2014
5,251
102
\u2014
\u2014
5,655
5,674
Other term loans
3,802
19,438
4,009
7,995
126,949
139,925
302,118
311,553
Advances that are not loans
296
232
6,772
3,930
1,333
811
13,374
13,430
LOANS AND ADVANCES
4,401
20,892
16,057
12,765
165,670
158,943
378,728
390,019
By secured loans
Of which: mortgage loans
collateralized by immovable property
297
\u2014
337
23,970
95,056
119,659
122,719
Of which: other collateralized loans
498
5,382
5,073
548
6,635
2,209
20,345
20,675
By purpose of the loan
Of which: credit for consumption
51,344
51,344
54,718
Of which: lending for house purchase
95,249
95,249
96,716
By subordination
Of which: project finance loans
7,942
7,942
8,530
December 2020 (Millions of Euros)
Central
banks
General
governments
Credit
institutions
Other financial
corporations
Non-financial
corporations
Households
Total
Gross carrying
amount
On demand and short notice
\u2014
7
\u2014
502
1,798
528
2,835
3,021
Credit card debt
\u2014
\u2014
\u2014
2
1,485
11,605
13,093
14,220
Commercial debtors
898
\u2014
317
14,262
67
15,544
15,796
Finance leases
\u2014
197
\u2014
6
7,125
322
7,650
8,013
Reverse repurchase loans
472
\u2014
1,914
\u2014
71
\u2014
2,457
2,463
Other term loans
5,690
18,111
3,972
5,799
111,141
132,603
277,317
287,467
Advances that are not loans
48
260
8,721
3,191
1,084
473
13,777
13,833
LOANS AND ADVANCES
6,209
19,475
14,608
9,817
136,966
145,598
332,672
344,813
By secured loans
Of which: mortgage loans
collateralized by immovable property
372
\u2014
209
22,091
94,147
116,819
120,194
Of which: other collateralized loans
472
952
\u2014
317
3,763
2,059
7,562
7,776
By purpose of the loan
Of which: credit for consumption
39,799
39,799
43,037
Of which: lending for house purchase
94,098
94,098
95,751
By subordination
Of which: project finance loans
10,721
10,721
11,032
Financial assets
\u2013Cash, balances at central banks and other demand deposits / loans to central banks / short-term loans to credit
institutions/ repurchase agreements: in general, their fair value approximates to their book value, due to the nature of the
counterparty and because they are mainly short-term balances in which the book value is the most reasonable estimation of
the value of the asset.
\u2013Loans to credit institutions which are not short-term and loans to customers: In general, the fair value of these financial
assets is determined by the discount of expected future cash flows, using market interest rates at the time of valuation
adjusted by the credit spread and taking all kind of behavioral hypothesis if it is considered to be relevant (prepayment fees,
optionality, etc.).
\u2013Debt securities: Fair value estimated based on the available market price or by using internal valuation methodologies.
The main valuation techniques and inputs used to estimate the fair value of financial instruments accounted for at amortized cost and
classified in levels 2 and 3 is shown below. These are broken down by type of financial instrument and the balances correspond to
those as of December 31, 2022, 2021 and 2020:
Fair Value of financial Instruments at amortized cost by valuation technique (Millions of Euros)
2022
2021
2020
Valuation
technique(s)
Main inputs used
Level 2
Level 3
Level 2
Level 3
Level 2
Level 3
ASSETS
Financial assets at
amortized cost
13,393
371,112
13,033
331,205
15,066
324,005
Present-value
method
(Discounted future
cash flows)
Loans and advances to
central banks
\u2014
142
\u2014
\u2014
\u2014
\u2014
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
credit institutions
1,289
14,711
863
12,329
1,883
12,641
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
customers
1,571
355,247
3,416
318,059
3,904
310,924
- Credit spread
- Prepayment rates
- Interest rate yield
Debt securities
10,533
1,012
8,755
817
9,279
440
- Credit spread
- Interest rate yield
LIABILITIES
Financial liabilities at
amortized cost
266,194
181,746
243,847
153,016
255,278
144,889
Deposits from central
banks
\u2014
300
\u2014
300
\u2014
207
Present-value
method
(Discounted future
cash flows)
- Issuer\u00b4s credit risk
- Prepayment rates
- Interest rate yield
Deposits from credit
institutions
20,546
6,231
14,853
4,916
22,914
4,633
Deposits from
customers
230,821
160,278
209,345
137,803
210,097
129,525
Debt certificates
7,240
8,368
10,014
4,391
14,413
4,848
Other financial
liabilities
7,587
6,568
9,636
5,606
7,854
5,676
In 2020, the level of significance of the unobservable inputs used to determine the fair value hierarchy of loans and advances to
customers at amortized cost was refined, resulting in a greater exposure classified as level 3. This revision was carried out in the
context of the availability of new information which was more adjusted to the changes that had occurred both in market conditions
and in the composition of credit investment. The effect on consolidated results and equity resulting from this review did not represent
any change.
Breakdown of the balance
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Financial assets and liabilities held for trading (Millions of Euros)
Notes
2022
2021
2020
ASSETS
Derivatives (1)
39,908
30,933
40,183
Equity instruments (2)
7.2.2
4,404
15,963
11,458
Credit institutions
317
816
633
Other sectors
4,086
15,147
10,824
Debt securities
7.2.2
24,367
25,790
23,970
Issued by central banks
821
936
1,011
Issued by public administrations
20,703
21,946
19,942
Issued by financial institutions
1,365
1,130
1,479
Other debt securities
1,477
1,778
1,538
Loans and advances
7.2.2
41,993
50,807
30,268
Loans and advances to central banks
1,632
3,467
53
Reverse repurchase agreement
1,632
3,467
53
Loans and advances to credit institutions
25,231
31,916
18,317
Reverse repurchase agreement (3)
25,201
31,901
18,310
Loans and advances to customers
15,130
15,424
11,898
Reverse repurchase agreement
14,832
14,916
11,295
Total assets
8.1
110,671
123,493
105,878
LIABILITIES
Derivatives (1)
37,909
31,705
41,680
Short positions
13,487
15,135
12,312
Deposits
44,215
44,294
30,117
Deposits from central banks
3,950
11,248
6,277
Repurchase agreement
3,950
11,248
6,277
Deposits from credit institutions
28,924
16,176
14,377
Repurchase agreement
28,573
15,632
14,035
Customer deposits
11,341
16,870
9,463
Repurchase agreement
11,302
16,824
9,418
Total liabilities
8.1
95,611
91,135
84,109
(1) The variation is mainly due to the evolution of exchange rate derivatives at BBVA, S.A.
(2) The variation is mainly due to sales at BBVA, S.A.
(3) The variation corresponds mainly to the evolution of \"Reverse repurchase agreement\" of BBVA, S.A.
As of December 31, 2022, 2021 and 2020 \u201cShort positions\u201d include \u20ac12,544 million, \u20ac14,298 million and \u20ac11,696 million, respectively,
held with general governments.
Breakdown of the balance
The breakdown of the balance under this heading in the consolidated balance sheets, according to the nature of the financial
instrument, is as follows:
Financial assets at amortized cost (Millions of Euros)
Notes
2022
2021
2020
Debt securities
43,606
34,781
35,737
Central banks
21
15
\u2014
Government
40,389
32,130
28,727
Credit institutions
1,177
817
783
Other financial corporations
857
525
5,027
Non-financial corporations
1,162
1,295
1,200
Loans and advances to central banks
4,401
5,681
6,209
Loans and advances to credit institutions
16,031
13,276
14,575
Reverse repurchase agreements
5,251
2,788
1,914
Other loans and advances
10,780
10,488
12,661
Loans and advances to customers
7.2.2
358,023
318,939
311,147
Government
20,892
19,682
19,391
Other financial corporations
12,765
9,804
9,817
Non-financial corporations
165,510
140,993
136,424
Other
158,855
148,461
145,515
Total
8.1
422,061
372,676
367,668
Of which: impaired assets of loans and advances to
customers
7.2.2
13,493
14,657
14,672
Of which: loss allowances of loans and advances
7.2.5
(11,291)
(11,142)
(12,141)
Of which: loss allowances of debt securities
(93)
(52)
(48)
During financial years 2022, 2021 and 2020, there have been no significant reclassifications from the heading \u201cFinancial assets at
amortized cost\u201d to other headings or from other headings to \u201cFinancial assets at amortized cost\u201d.
", "dimensions": { "concept": "ifrs-full:DisclosureOfLoansAndAdvancesToBanksExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8xODcvZnJhZzphYmQ3MTZhY2E0MDc0OWQyYmE2MjhkNjc2NGRjMjQ5MS90ZXh0cmVnaW9uOmFiZDcxNmFjYTQwNzQ5ZDJiYTYyOGQ2NzY0ZGMyNDkxXzIxOTkwMjMyNTYxNDM2_6764efbd-e102-4370-a755-919ffa90178a": { "value": "Mitigation of credit risk, collateralized credit risk and other credit enhancements
In certain cases, maximum credit risk exposure is reduced by collateral, credit enhancements and other actions which mitigate the
Group\u2019s exposure. The BBVA Group applies a credit risk hedging and mitigation policy deriving from a banking approach focused on
relationship banking. The existence of guarantees could be a necessary but not sufficient instrument for accepting risks, as the
assumption of risks by the Group requires prior evaluation of the debtor\u2019s capacity for repayment, or that the debtor can generate
sufficient resources to allow the amortization of the risk incurred under the agreed terms.
The policy of accepting risks is therefore organized into three different levels in the BBVA Group:
\u2013Analysis of the financial risk of the transaction, based on the debtor\u2019s capacity for repayment or generation of funds.
\u2013The constitution of guarantees that are adequate, or at any rate generally accepted, for the risk assumed, in any of the
generally accepted forms: monetary, secured, personal or hedge guarantees; and finally
\u2013Assessment of the repayment risk (asset liquidity) of the guarantees received.
This is carried out through a prudent risk policy that consists of the analysis of the financial risk, based on the capacity for
reimbursement or generation of resources of the borrower, the analysis of the guarantee, assessing, among others, the efficiency, the
robustness and the risk, the adequacy of the guarantee with the operation and other aspects such as the location, currency,
concentration or the existence of limitations. Additionally, the necessary tasks for the constitution of guarantees must be carried out -
in any of the generally accepted forms (collaterals, personal guarantees and financial hedge instruments) - appropriate to the risk
assumed.
The procedures for the management and valuation of collateral are set out in the corporate general policies (retail and wholesale),
which establish the basic principles for credit risk management, including the management of collaterals assigned in transactions with
customers. The criteria for the systematic, standardized and effective treatment of collateral in credit transaction procedures in
BBVA Group\u2019s wholesale and retail banking are included in the Specific Collateral Rules.
The methods used to value the collateral are in line with the best market practices and imply the use of appraisal of real-estate
collateral, the market price in market securities, the trading price of shares in mutual funds, etc. All the collaterals received must be
correctly assigned and entered in the corresponding register. They must also have the approval of the Group\u2019s legal units.
The valuation of the collateral is taken into account in the calculation of the expected losses. The Group has developed internal
models to estimate the realization value of the collaterals received, the time that elapses until then, the costs for their acquisition,
maintenance and subsequent sale, from real observations based on its own experience. This modeling is part of the LGD estimation
processes that are applied to the different segments, and is included within the annual review and validation procedures.
The following is a description of the main types of collateral for each financial instrument class:
\u2013Debt instruments held for trading: The guarantees or credit enhancements obtained directly from the issuer or
counterparty are implicit in the clauses of the instrument (mainly guarantees of the issuer).
\u2013Derivatives and hedging derivatives: In derivatives, credit risk is minimized through contractual netting agreements, where
positive- and negative-value derivatives with the same counterparty are offset for their net balance. There may likewise be
other kinds of guarantees and collaterals, depending on counterparty solvency and the nature of the transaction (mainly
collaterals).
The summary of the offsetting effect (via netting and collateral) for derivatives and securities operations as of December 31,
2022 is presented in Note 7.4.2.
\u2013Other financial assets designated at fair value through profit or loss and financial assets at fair value through other
comprehensive income: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument (mainly personal guarantees).
As of December 31, 2022, 2021 and 2020, BBVA Group had no credit risk exposure of impaired financial assets at fair value
through other comprehensive income (see Note 7.2.2).
\u2013Financial assets at amortized cost:
a.Loans and advances to credit institutions: These usually have the counterparty\u2019s personal guarantee or pledged
securities in the case of repos.
b.Loans and advances to customers: Most of these loans and advances are backed by personal guarantees
extended by the customer. There may also be collateral to secure loans and advances to customers (such as
mortgages, cash collaterals, pledged securities and other collateral), or to obtain other credit enhancements
(bonds or insurances).
c.Debt securities: The guarantees or credit enhancements obtained directly from the issuer or counterparty are
inherent to the structure of the instrument.
\u2013Financial guarantees, other contingent risks and drawable by third parties: these have the counterparty\u2019s personal
guarantee or other types of collaterals.
The disclosure of impaired loans and advances at amortized cost covered by collateral (see Note 7.2.6), by type of collateral, as of
December 31, 2022, 2021 and 2020, is the following:
Impaired loans and advances at amortized cost covered by collateral (Millions of Euros)
Maximum exposure
to credit risk
Of which secured by collateral
Residential
properties
Commercial
properties
Cash
Others
Financial
December 2022
13,493
2,537
849
3
52
984
December 2021
14,657
2,875
1,068
5
33
886
December 2020
14,678
2,717
789
18
52
575
The value of guarantees received as of December 31, 2022, 2021 and 2020, is the following:
Guarantees received (Millions of Euros)
2022
2021
2020
Value of collateral
125,963
117,362
116,900
Of which: guarantees normal risks under special monitoring
12,826
11,768
11,296
Of which: guarantees non-performing risks
3,440
3,981
3,577
Value of other guarantees
40,050
48,680
47,012
Of which: guarantees normal risks under special monitoring
4,963
7,404
4,045
Of which: guarantees non-performing risks
984
886
575
Total value of guarantees received
166,013
166,042
163,912
December 2021 (Millions of Euros)
Gross carrying
amount
Impaired\u00a0 loans
and advances
Accumulated
impairment
Impaired\u00a0 loans
and advances as
a % of the total
Central banks
5,687
\u2014
(6)
\u2014 %
General governments
19,719
62
(37)
0.3 %
Credit institutions
13,295
\u2014
(19)
\u2014 %
Other financial corporations
9,826
24
(23)
0.2 %
Non-financial corporations
146,797
7,290
(5,804)
5.0 %
Agriculture, forestry and fishing
4,077
125
(154)
3.1 %
Mining and quarrying
4,889
222
(130)
4.5 %
Manufacturing
35,058
1,003
(867)
2.9 %
Electricity, gas, steam and air conditioning supply
13,718
570
(489)
4.2 %
Water supply
782
22
(21)
2.9 %
Construction
8,336
894
(619)
10.7 %
Wholesale and retail trade
25,856
1,311
(1,104)
5.1 %
Transport and storage
10,310
879
(400)
8.5 %
Accommodation and food service activities
7,693
470
(405)
6.1 %
Information and communications
6,533
117
(56)
1.8 %
Financial and insurance activities
6,216
197
(181)
3.2 %
Real estate activities
9,438
719
(466)
7.6 %
Professional, scientific and technical activities
3,910
185
(152)
4.7 %
Administrative and support service activities
3,046
181
(132)
5.9 %
Public administration and defense, compulsory social
security
203
9
(11)
4.5 %
Education
582
43
(34)
7.4 %
Human health services and social work activities
1,888
48
(41)
2.5 %
Arts, entertainment and recreation
1,011
209
(95)
20.7 %
Other services
3,250
84
(447)
2.6 %
Households
153,714
7,281
(5,253)
4.7 %
LOANS AND ADVANCES
349,037
14,657
(11,142)
4.2 %
December 2020 (Millions of Euros)
Gross carrying
amount
Impaired loans
and advances
Accumulated
impairment
Impaired loans
and advances as
a % of the total
Central banks
6,229
\u2014
(20)
\u2014 %
General governments
19,439
76
(48)
0.4 %
Credit institutions
14,591
6
(16)
\u2014 %
Other financial corporations
9,856
14
(39)
0.1 %
Non-financial corporations
142,547
7,477
(6,123)
5.2 %
Agriculture, forestry and fishing
3,438
132
(108)
3.8 %
Mining and quarrying
4,349
47
(59)
1.1 %
Manufacturing
33,771
1,486
(1,129)
4.4 %
Electricity, gas, steam and air conditioning supply
13,490
591
(509)
4.4 %
Water supply
899
17
(15)
1.9 %
Construction
10,019
1,397
(722)
13.9 %
Wholesale and retail trade
24,594
1,456
(1,223)
5.9 %
Transport and storage
8,117
489
(368)
6.0 %
Accommodation and food service activities
8,337
358
(294)
4.3 %
Information and communications
5,764
73
(60)
1.3 %
Financial and insurance activities
5,298
123
(132)
2.3 %
Real estate activities
10,025
617
(494)
6.2 %
Professional, scientific and technical activities
2,886
177
(124)
6.1 %
Administrative and support service activities
3,955
142
(192)
3.6 %
Public administration and defense, compulsory social
security
129
5
(4)
3.5 %
Education
665
54
(43)
8.1 %
Human health services and social work activities
1,812
67
(59)
3.7 %
Arts, entertainment and recreation
1,131
46
(65)
4.1 %
Other services
3,871
198
(523)
5.1 %
Households
151,410
7,106
(5,895)
4.7 %
LOANS AND ADVANCES
344,072
14,678
(12,141)
4.3 %
(1) The balance of 2020 relates mainly to the Group companies included in the agreement for the sale of the U.S. business to PNC (see Notes 3 and 21).
(2) Includes principal and interest.
As indicated in Note 2.2.1, although they have been derecognized from the consolidated balance sheet, the BBVA Group continues to
attempt to collect on these written-off financial assets, until the rights to receive them are fully extinguished, either because it is a
time-barred financial asset, the financial asset is forgiven, or other reason.
Loss allowances
Movements, measured over a 12-month period, in gross accounting balances and accumulated loss allowances during 2022, 2021
and 2020 are recorded on the consolidated balance sheet as of December 31, 2022, 2021 and 2020 in order to cover the estimated
impairment or reversal of impairment on loans and advances measured at amortized cost.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
300,167
34,213
14,657
349,037
Transfers of financial assets:
(5,041)
3,914
1,128
\u2014
Transfers from stage 1 to stage 2
(12,726)
12,726
\u2014
\u2014
Transfers from stage 2 to stage 1
8,537
(8,537)
\u2014
\u2014
Transfers to stage 3
(1,941)
(1,831)
3,773
\u2014
Transfers from stage 3
1,089
1,556
(2,645)
\u2014
Net annual origination of financial assets
44,465
(4,201)
258
40,522
Becoming\u00a0write-offs
(63)
(35)
(2,432)
(2,530)
Foreign exchange
2,447
18
(461)
2,004
Modifications that do not result in derecognition
(2)
29
113
140
Other
643
(301)
231
573
Balance at the end
342,616
33,636
13,493
389,745
Changes in allowances of loans and advances at amortized cost. Year 2022 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(1,990)
(2,091)
(7,061)
(11,142)
Transfers of financial assets:
63
33
(1,570)
(1,473)
Transfers from stage 1 to stage 2
110
(397)
\u2014
(287)
Transfers from stage 2 to stage 1
(91)
374
\u2014
283
Transfers to stage 3
51
204
(1,917)
(1,662)
Transfers from stage 3
(7)
(148)
347
193
Net annual origination of allowances
(406)
(273)
(663)
(1,342)
Becoming\u00a0write-offs
186
30
1,890
2,106
Foreign exchange
(87)
248
\u2014
161
Modifications that do not result in derecognition
\u2014
48
(160)
(112)
Other
168
64
279
511
Balance at the end
(2,065)
(1,942)
(7,284)
(11,291)
For the year ended December 31, 2022, the impairment charges recognized under the heading \u201cImpairment or reversal of impairment
on financial assets not measured at fair value through profit or loss or net gains by modification\" amounted to \u20ac3,379 million (\u20ac3,034
million and \u20ac5,179 million for the years ended December 31, 2021 and 2020, respectively) (see Note 47). Additionally, as of December
31, 2021, the Group estimated that the update in the definition of credit impairment (default) (see Note 2.2.1) led to an increase of
\u20ac1,262 million in impaired financial assets. In terms of allowances for impairment, the impact of this update was considered non-
significant.
During 2022, the macroeconomic environment has deteriorated, with a downward revision of growth expectations in an inflationary
environment with a generalized increase in energy commodity prices and interest rates. This has resulted in an increase in allowances
for impairment of financial assets with respect to the previous year, through additional adjustments in an environment of global
growth throughout the year and through the adjustments reflected in the portfolios and sectors most vulnerable to this environment.
Changes in gross accounting balances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
298,793
30,601
14,678
344,072
Transfers of financial assets:
(10,785)
8,640
2,145
\u2014
Transfers from stage 1 to stage 2
(14,482)
14,482
\u2014
\u2014
Transfers from stage 2 to stage 1
4,905
(4,905)
\u2014
\u2014
Transfers to stage 3
(1,772)
(1,945)
3,717
\u2014
Transfers from stage 3
564
1,009
(1,573)
\u2014
Net annual origination of financial assets
17,876
(4,729)
1,217
14,364
Becoming\u00a0write-offs
(74)
(68)
(3,095)
(3,237)
Foreign exchange
(6,054)
(1,902)
(216)
(8,172)
Modifications that do not result in derecognition
187
1,642
189
2,018
Other
224
29
(261)
(8)
Balance at the end
300,167
34,213
14,657
349,037
Changes in allowances of loans and advances at amortized cost. Year 2021 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,037)
(2,289)
(7,815)
(12,141)
Transfers of financial assets:
187
441
(2,521)
(1,893)
Transfers from stage 1 to stage 2
139
(602)
\u2014
(463)
Transfers from stage 2 to stage 1
(60)
307
\u2014
247
Transfers to stage 3
111
802
(2,775)
(1,862)
Transfers from stage 3
(3)
(66)
254
185
Net annual origination of allowances
(563)
(57)
(314)
(933)
Becoming\u00a0write-offs
45
56
2,694
2,795
Foreign exchange
70
(270)
719
519
Modifications that do not result in derecognition
12
(79)
(122)
(189)
Other
297
106
298
701
Balance at the end
(1,990)
(2,091)
(7,061)
(11,142)
Changes in gross accounting balances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
363,234
33,518
15,959
412,711
Transfers of financial assets:
(11,935)
8,807
3,128
\u2014
Transfers from stage 1 to stage 2
(15,843)
15,843
\u2014
\u2014
Transfers from stage 2 to stage 1
5,107
(5,107)
\u2014
\u2014
Transfers to stage 3
(1,701)
(2,659)
4,359
\u2014
Transfers from stage 3
502
729
(1,231)
\u2014
Net annual origination of financial assets
16,119
(827)
102
15,395
Becoming\u00a0write-offs
(3)
(2)
(2,944)
(2,949)
Foreign exchange
(21,472)
(2,342)
(1,157)
(24,970)
Modifications that do not result in derecognition
(204)
827
511
1,134
Other
(283)
(190)
270
(204)
Discontinued operations
(46,664)
(9,190)
(1,192)
(57,045)
Balance at the end
298,793
30,601
14,678
344,072
Changes in allowances of loans and advances at amortized cost. Year 2020 (Millions of Euros)
Stage 1
Stage 2
Stage 3
Total
Balance at the beginning
(2,149)
(2,183)
(8,094)
(12,427)
Transfers of financial assets:
184
(511)
(1,806)
(2,133)
Transfers from stage 1 to stage 2
156
(923)
\u2014
(766)
Transfers from stage 2 to stage 1
(50)
253
\u2014
202
Transfers to stage 3
81
218
(1,950)
(1,652)
Transfers from stage 3
(3)
(59)
144
83
Net annual origination of allowances
(872)
(795)
(1,329)
(2,996)
Becoming\u00a0write-offs
\u2014
\u2014
2,567
2,568
Foreign exchange
227
256
721
1,204
Modifications that do not result in derecognition
12
(118)
(177)
(283)
Other
160
618
25
803
Discontinued operations
401
444
278
1,123
Balance at the end
(2,037)
(2,289)
(7,815)
(12,141)
The loss allowances recorded in the balance sheet to cover the impairment or reversal of impairment estimated in the debt securities
amounted to \u20ac214, \u20ac126 and \u20ac145 million as of December 31, 2022, 2021 and 2020, respectively. The variation is mainly due to
changes in credit risk variations, mainly in Garanti BBVA, BBVA, S.A. and BBVA Argentina.
Additionally, the loss allowances recorded in the balance sheet to cover the impairment or reversal of the impairment estimated in
the commitments and guarantees given amounted to \u20ac770, \u20ac691 and \u20ac728 million as of December 31, 2022, 2021 and 2020,
respectively (see Note 24).", "dimensions": { "concept": "ifrs-full:DisclosureOfAllowanceForCreditLossesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8yMTcvZnJhZzoxNDdlMzBiYTkwYzI0MTg3ODYzNDUzYjkzZGIzNmNkNy90ZXh0cmVnaW9uOjE0N2UzMGJhOTBjMjQxODc4NjM0NTNiOTNkYjM2Y2Q3XzIxOTkwMjMyNTU2MTU0_64908024-6f4f-49ff-983a-bbe5b2b09ce4": { "value": "Market risk
Market risk originates from the possibility of experiencing losses in the value of positions held as a result of movements in market
variables that affect the valuation of financial assets and liabilities. Market risk in the Group's trading portfolios stems mainly from the
portfolios originated by Global Markets valued at fair value and held for the purpose of trading and generating short-term results.
Market risk in the field of banking book is clearly and distinctly addressed and can be broken down into structural risks relating to
interest rate and credit spread, exchange rate and equity (see Note 7.3).
Market risk in trading portfolios
The main risks in the trading portfolios can be classified as follows:
\u2013Interest-rate risk: This arises as a result of exposure to movements in the different interest-rate curves involved in trading.
Although the typical products that generate sensitivity to the movements in interest rates are money-market products
(deposits, interest-rate futures, call money swaps, etc.) and traditional interest-rate derivatives (swaps and interest-rate
options such as caps, floors, swaptions, etc.), practically all the financial products are exposed to interest-rate movements
due to the effect that such movements have on the valuation of the financial discount.
\u2013Equity risk: This arises as a result of movements in share prices. This risk is generated in spot positions in shares or any
derivative products whose underlying asset is a share or an equity index. Dividend risk is a sub-risk of equity risk, arising as
an input for any equity option. Its variation may affect the valuation of positions and it is therefore a factor that generates
risk on the books.
\u2013Exchange-rate risk: This is caused by movements in the exchange rates of the different currencies in which a position is
held. As in the case of equity risk, this risk is generated in spot currency positions, and in any derivative product whose
underlying asset is an exchange rate. In addition, the quanto effect (operations where the underlying asset and the
instrument itself are denominated in different currencies) means that in certain transactions in which the underlying asset is
not a currency, an exchange-rate risk is generated that has to be measured and monitored.
\u2013Credit-spread risk: Credit spread is an indicator of an issuer's credit quality. Spread risk occurs due to variations in the
levels of spread of both corporate and government issues, and affects positions in bonds and credit derivatives.
\u2013Volatility risk: This occurs as a result of changes in the levels of implied price volatility of the different market instruments on
which derivatives are traded. This risk, unlike the others, is exclusively a component of trading in derivatives and is defined
as a first-order convexity risk that is generated in all possible underlying assets in which there are products with options that
require a volatility input for their valuation.
The metrics developed to control and monitor market risk in the BBVA Group are aligned with market practices and are implemented
consistently across all the local market risk units.
Measurement procedures are established in terms of the possible impact of negative market conditions on the trading portfolio of the
Group's Global Markets units, both under ordinary circumstances and in situations of heightened risk factors.
The standard metric used to measure market risk is Value at Risk (hereinafter \u201cVaR\u201d), which indicates the maximum loss that may
occur in the portfolios at a given confidence level (99%) and time horizon (one day). This statistic value is widely used in the market
and has the advantage of summing up in a single metric the risks inherent to trading activity, taking into account how they are related
and providing a prediction of the loss that the trading book could sustain as a result of fluctuations in equity prices, interest rates,
foreign exchange rates and credit spreads. Additionally, for certain positions, other risks need to be considered, such as a credit
spread, base, volatility or correlation risk.
With respect to the risk measurement models used by the BBVA Group, the Bank of Spain has authorized the use of the internal
market risk model to determine bank capital requirements deriving from risk positions on the BBVA, S.A. and BBVA Mexico trading
book, which jointly accounted for around 63%, 77% and 72% of the Group\u2019s trading-book market risk as of December 31, 2022, 2021
and 2020. For the rest of the geographical areas where the Group operates (applicable mainly to the Group\u00b4s South America
subsidiaries and Garanti BBVA), bank capital for the risk positions in the trading book is calculated using the Standardized Approach
defined by the Basel Committee on Banking Supervision (which is referred to herein as the \"standard model\u201d).
The current management structure includes the monitoring of market-risk limits, consisting of a scheme of limits based on specific
metrics according to market activities, (VaR (Value at Risk), economic capital, as well as stop-loss limits for each of the Group\u2019s
business units).
The model used estimates VaR in accordance with the historical simulation methodology, which involves estimating losses and gains
that would have taken place in the current portfolio if the changes in market conditions that took place over a specific period of time in
the past were repeated. Based on this information, it predicts the maximum expected loss of the current portfolio within a given
confidence level. This model has the advantage of reflecting precisely the historical distribution of the market variables and not
assuming any specific distribution of probability. The historical period used in this model is two years.
VaR figures are estimated with the following methodologies:
\u2013VaR without smoothing, which awards equal weight to the daily information for the previous two years. This is currently the
official methodology for measuring market risks for the purpose of monitoring compliance with risk limits.
\u2013VaR with smoothing, which gives a greater weight to more recent market information. This metric supplements the previous
one.
The use of VaR by historical simulation methodology as a risk metric has many advantages, but also certain limitations, among which
it is worth highlighting:
\u2013The estimate of the maximum daily loss of the Global Markets portfolio positions (with a confidence level of 99%) depends
on the market movements of the last two years, not picking up the impact of large market events if they have not occurred
within that historical window
\u2013The use of the 99% confidence level does not consider potential losses that can occur beyond this level. To mitigate this
limitation, different stress exercises are also performed, as described later.
At the same time, and following the guidelines established by the Spanish and European authorities, BBVA incorporates metrics in
addition to VaR with the aim of meeting the Bank of Spain's regulatory requirements with respect to the calculation of bank capital for
the trading book. Specifically, the measures incorporated in the Group since December 2011 (stipulated by Basel 2.5) are:
\u2013VaR: In regulatory terms, the VaR charge incorporates the stressed VaR charge, and the sum of the two (VaR and stressed
VaR) is calculated. This quantifies the losses associated with the movements of the risk factors inherent to market
operations (including interest-rate risk, exchange-rate risk, equity risk and credit risk, among others). Both VaR and
stressed VaR are rescaled by a regulatory multiplier (between three and four) and by the square root of ten to calculate the
capital charge.
\u2013Specific Risk - Incremental Risk Capital (\u201cIRC\u201d). Quantification of the risks of default and changes of the credit ratings of the
bond and derivative positions and debt funds with daily look-through or significant benchmark (correlation > 90%) in the
trading portfolio. The IRC charge is exclusively applied in entities in respect of which the internal market risk model is used
(i.e. BBVA, S.A. and BBVA Mexico). The IRC charge is determined based on the associated losses (calculated at 99.9%
confidence level over a one year horizon under the hypothesis of constant risk) due to a rating change and/or default of the
issuer with respect to an asset. In addition, the price risk is included in sovereign positions for the specified items.
\u2013Specific Risk: Securitization, correlation portfolios and Investment funds without look-through. Capital charges for
securitizations and correlation portfolios are assessed based on the potential losses associated with the occurrence of a
credit event in the underlying exposures. They are calculated by the standard model. The scope of the correlations
portfolios refers to the First To Default (FTD)-type market operation and/or tranches of market CDOs and only for positions
with an active market and hedging capacity. Capital charge for Funds include losses associated with volatility and credit risk
of the underling positions of the fund. All charges are calculated by the standard model.
Validity tests are performed regularly on the risk measurement models used by the Group. They estimate the maximum loss that
could have been incurred in the assessed positions with a certain level of probability (backtesting), as well as measurements of the
impact of extreme market events on risk positions (stress testing). As an additional control measure, backtesting is conducted at a
trading desk level in order to enable more specific monitoring of the validity of the measurement models.
Market risk in 2022
The Group\u2019s market risk related to its trading portfolio remained in 2022 at low levels compared to other risks managed by BBVA,
particularly credit risk. This is due to the nature of the business. In 2022, the average VaR was \u20ac27 million, below the figure of 2021,
with a maximum level in the year reached on January 12, 2022 of \u20ac36 million. The evolution in the BBVA Group\u2019s market risk during
2022, measured as VaR without smoothing (see Glossary) with a 99% confidence level and a 1-day horizon (shown in Millions of
Euros) is as follows:
By type of market risk assumed by the Group's trading portfolio, the main risk factor for the Group continued to be that linked to
interest rates, with a weight of 54% of the total at December 31, 2022 (this figure includes the spread risk). The relative weight of this
risk has slightly decreased compared with the close of 2021 (57%). Exchange-rate risk accounted for 22% of the total risk, increasing
its weight with respect to December 2021 (16%), while equity, volatility and correlation risk has increased, with a weight of 11% at the
close of 2022 (vs. 9% at the end of 2021).
As of December 31, 2022, 2021 and 2020 the VaR was \u20ac29 million, \u20ac31 million and \u20ac28 million, respectively, with the following
breakdown:
VaR by Risk Factor (Millions of Euros)
Interest/Spread
risk
Currency risk
Stock-market
risk
Vega/Correlation
risk
Diversification
effect (1)
Total
2022
VaR average in the year
33
8
3
7
(23)
27
VaR max in the year
35
12
2
11
(24)
36
VaR min in the year
25
10
2
11
(28)
19
End of period VaR
32
13
7
5
(28)
29
2021
VaR average in the year
33
10
2
11
(28)
29
VaR max in the year
32
13
4
1
(14)
36
VaR min in the year
27
9
1
10
(25)
22
End of period VaR
34
9
5
11
(29)
31
2020
VaR average in the year
29
12
4
11
(28)
27
VaR max in the year
39
20
10
20
(14)
39
VaR min in the year
20
3
1
6
(39)
18
End of period VaR
32
12
2
11
(29)
28
(1) The diversification effect is the difference between the sum of the average individual risk factors and the total VaR figure that includes the implied correlation between all the
variables and scenarios used in the measurement.
Validation of the internal market risk model
The internal market risk model is validated on a regular basis by backtesting in both, BBVA, S.A. and Global Markets Mexico (in BBVA
Mexico). The aim of backtesting is to validate the quality and precision of the internal market risk model used by BBVA Group to
estimate the maximum daily loss of a portfolio, at a 99% level of confidence and a 250-day time horizon, by comparing the Group's
results and the risk measurements generated by the internal market risk model. These tests showed that the internal market risk
model of both, BBVA, S.A. and Global Markets Mexico is adequate and precise.
Two types of backtesting have been carried out in 2022, 2021 and 2020:
\u2013\"Hypothetical\" backtesting: the daily VaR is compared with the results obtained, not taking into account the intraday results
or the changes in the portfolio positions. This validates the appropriateness of the market risk metrics for the end-of-day
position.
\u2013\"Real\" backtesting: the daily VaR is compared with the total results, including intraday transactions, but discounting the
possible minimum charges or fees involved. This type of backtesting includes the intraday risk in portfolios.
In addition, each of these two types of backtesting was carried out at a risk factor or business type level, thus making a deeper
comparison of the results with respect to risk measurements.
For the period between the year ended December 31, 2021 and the year ended December 31, 2022, the backtesting of the internal
VaR calculation model was carried out, comparing the daily results obtained to the risk level estimated by the internal VaR calculation
model. In that period, there was no negative exception in BBVA, S.A. In BBVA Mexico, there were two negative exceptions.
At the end of the year the comparison showed the internal VaR calculation model was working correctly, within the \"green\" zone (0-4
exceptions), thus validating the internal VaR calculation model, as has been the case each year since the internal market risk model
was approved for the Group.
Stress testing analysis
A number of stress tests are carried out on the BBVA Group's trading portfolios. First, global and local historical scenarios are used
that replicate the behavior of an extreme past event, such as for example the collapse of Lehman Brothers or the \"Tequilazo\" crisis.
These stress tests are complemented with simulated scenarios, where the aim is to generate scenarios that have a significant impact
on the different portfolios, but without being anchored to any specific historical scenario. Finally, for some portfolios or positions,
fixed stress tests are also carried out that have a significant impact on the market variables affecting these positions.
Historical scenarios
The historical benchmark stress scenario for the BBVA Group is Lehman Brothers, whose sudden collapse in September 2008 led to
a significant impact on the behavior of financial markets at a global level. The following are the most relevant effects of this historical
scenario:
\u2013Credit shock: reflected mainly in the increase of credit spreads and downgrades in credit ratings.
\u2013Increased volatility in most of the financial markets (giving rise to a great deal of variation in the prices of different assets
(currency, equity, debt).
\u2013Liquidity shock in the financial systems, reflected by a major movement in interbank curves, particularly in the shortest
sections of the euro and dollar curves.
Simulated scenarios
Unlike the historical scenarios, which are fixed and therefore not suited to the composition of the risk portfolio at all times, the
scenario used for the exercises of economic stress is based on resampling methodology. This methodology is based on the use of
dynamic scenarios that are recalculated periodically depending on the main risks affecting the trading portfolios. On a data window
wide enough to collect different periods of stress (data are taken from January 1, 2008 until the date of the assessment), a simulation
is performed by resampling of historic observations, generating a distribution of losses and gains that serve to analyze the most
extreme of births in the selected historical window. The advantage of this methodology is that the period of stress is not
predetermined, but depends on the portfolio maintained at each time, and making a large number of simulations (10,000 simulations)
allows a greater richness of information for the analysis of expected shortfall than what is available in the scenarios included in the
calculation of VaR.
The main features of this approach are: a) the generated simulations respect the correlation structure of the data, b) there is flexibility
in the inclusion of new risk factors and c) it allows the introduction of a lot of variability in the simulations (desirable for considering
extreme events).
The impact of the stress test under multivariable simulation of the risk factors of the portfolio based on the expected shortfall
(expected shortfall calculated at a 97.5% confidence level, 20 days) as of December 31, 2022 is as follows:
Impact of the stress test (Millions of Euros)
0
Europe
Mexico
Peru
Venezuela
Argentina
Colombia
Turkey
Expected shortfall
(86)
(42)
(7)
\u2014
(8)
(4)
(22)
amounts, and the intention of settling the net amount or of realizing the asset and simultaneously paying the liability.
In addition, the Group has presented as gross amounts assets and liabilities on the consolidated balance sheet for which there are
master netting arrangements in place, but for which there is no intention of settling the net amount. The most common types of
events that trigger the netting of reciprocal obligations are bankruptcy of the entity, surpassing certain level of indebtedness
threshold, failure to pay, restructuring and dissolution of the entity.
In the current market context, derivatives are contracted under different framework contracts being the most widespread the ones
developed by the International Swaps and Derivatives Association (\u201cISDA\u201d) and, for the Spanish market, the Framework Agreement
on Financial Transactions (\u201cCMOF\u201d). Almost all portfolio derivative transactions have been concluded under these framework
contracts, including in them the netting clauses mentioned in the preceding paragraph as \"Master Netting Agreement\", greatly
reducing the credit exposure on these instruments. Additionally, in contracts signed with counterparties, the collateral agreement
annexes called Credit Support Annex (\u201cCSA\u201d) in ISDA and Appendix III in CMOF are included, thereby minimizing exposure to a
potential default of the counterparty.
Moreover, many of the transactions involving assets purchased or sold under a repurchase agreement are transacted through
clearing houses that articulate mechanisms to reduce counterparty risk, as well as through the signing of various master agreements
for bilateral transactions, the most widely used being the Global Master Repurchase Agreement (GMRA), published by the
International Capital Market Association (\u201cICMA\u201d), to which the clauses related to the collateral exchange are usually added within the
text of the master agreement itself.
A summary of the effect of offsetting (via netting and collateral) for derivatives and securities operations is presented below as of
December 31, 2022, 2021 and 2020:
Effect of offsetting for derivatives and securities operation (Millions of Euros)
Gross amounts not offset
in the consolidated
balance sheets (D)
Notes
Gross
amounts
recognized (A)
Gross
amounts
offset in the
consolidated
balance
sheets (B)
Net amount
presented in
the
consolidated
balance sheets
(C=A-B)
Financial
instruments
Cash
collateral
received/
pledged
Net amount
(E=C-D)
December 2022
Trading and hedging derivatives
10 / 15
52,354
10,554
41,800
29,251
11,461
1,088
Reverse repurchase, securities
borrowing and similar agreements
47,111
\u2014
47,111
47,217
970
(1,077)
Total assets
99,465
10,554
88,911
76,468
12,431
11
Trading and hedging derivatives
10 / 15
51,767
10,554
41,213
31,063
9,498
651
Repurchase, securities lending and
similar agreements
54,382
\u2014
54,382
53,439
586
357
Total liabilities
106,149
10,554
95,594
84,502
10,084
1,008
December 2021
Trading and hedging derivatives
10 / 15
36,349
3,611
32,737
22,524
8,758
1,456
Reverse repurchase, securities
borrowing and similar agreements
54,296
\u2014
54,296
55,010
2,213
(2,927)
Total assets
90,645
3,611
87,034
77,534
10,971
(1,471)
Trading and hedging derivatives
10 / 15
37,916
3,584
34,331
22,524
10,119
1,688
Repurchase, securities lending and
similar agreements
54,159
\u2014
54,159
58,174
679
(4,694)
Total liabilities
92,074
3,584
88,490
80,698
10,798
(3,006)
December 2020
Trading and hedging derivatives
10 / 15
47,862
5,688
42,173
33,842
9,018
(686)
Reverse repurchase, securities
borrowing and similar agreements
32,121
\u2014
32,121
32,762
161
(802)
Total assets
79,983
5,688
74,294
66,604
9,178
(1,488)
Trading and hedging derivatives
10 / 15
49,720
5,722
43,998
33,842
9,435
721
Repurchase, securities lending and
similar agreements
41,571
\u2014
41,571
42,298
1,619
(2,346)
Total liabilities
91,291
5,722
85,569
76,140
11,054
(1,624)
The amount of recognized financial instruments within derivatives includes the effect in case of compensation with counterparties
with which the Group holds netting agreements, while, for repos, it reflects the market value of the collateral associated with the
transaction.
", "dimensions": { "concept": "ifrs-full:DisclosureOfMarketRiskExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8yMjMvZnJhZzo5ZGFkOTNjNTM5ZWY0ZGE3ODk3YTUxOWI5YTZlODVjYi90ZXh0cmVnaW9uOjlkYWQ5M2M1MzllZjRkYTc4OTdhNTE5YjlhNmU4NWNiXzIxOTkwMjMyNTU4MjEy_60af9107-e4a2-4163-82f9-2ff00c694158": { "value": "Financial instruments offset
Financial assets and liabilities may be netted in certain cases. In particular, they are presented for a net amount on the consolidated
balance sheet only when the Group's entities satisfy the provisions of IAS 32, so they have both the legal right to net recognized
amounts, and the intention of settling the net amount or of realizing the asset and simultaneously paying the liability.
In addition, the Group has presented as gross amounts assets and liabilities on the consolidated balance sheet for which there are
master netting arrangements in place, but for which there is no intention of settling the net amount. The most common types of
events that trigger the netting of reciprocal obligations are bankruptcy of the entity, surpassing certain level of indebtedness
threshold, failure to pay, restructuring and dissolution of the entity.
In the current market context, derivatives are contracted under different framework contracts being the most widespread the ones
developed by the International Swaps and Derivatives Association (\u201cISDA\u201d) and, for the Spanish market, the Framework Agreement
on Financial Transactions (\u201cCMOF\u201d). Almost all portfolio derivative transactions have been concluded under these framework
contracts, including in them the netting clauses mentioned in the preceding paragraph as \"Master Netting Agreement\", greatly
reducing the credit exposure on these instruments. Additionally, in contracts signed with counterparties, the collateral agreement
annexes called Credit Support Annex (\u201cCSA\u201d) in ISDA and Appendix III in CMOF are included, thereby minimizing exposure to a
potential default of the counterparty.
Moreover, many of the transactions involving assets purchased or sold under a repurchase agreement are transacted through
clearing houses that articulate mechanisms to reduce counterparty risk, as well as through the signing of various master agreements
for bilateral transactions, the most widely used being the Global Master Repurchase Agreement (GMRA), published by the
International Capital Market Association (\u201cICMA\u201d), to which the clauses related to the collateral exchange are usually added within the
text of the master agreement itself.
A summary of the effect of offsetting (via netting and collateral) for derivatives and securities operations is presented below as of
December 31, 2022, 2021 and 2020:
Effect of offsetting for derivatives and securities operation (Millions of Euros)
Gross amounts not offset
in the consolidated
balance sheets (D)
Notes
Gross
amounts
recognized (A)
Gross
amounts
offset in the
consolidated
balance
sheets (B)
Net amount
presented in
the
consolidated
balance sheets
(C=A-B)
Financial
instruments
Cash
collateral
received/
pledged
Net amount
(E=C-D)
December 2022
Trading and hedging derivatives
10 / 15
52,354
10,554
41,800
29,251
11,461
1,088
Reverse repurchase, securities
borrowing and similar agreements
47,111
\u2014
47,111
47,217
970
(1,077)
Total assets
99,465
10,554
88,911
76,468
12,431
11
Trading and hedging derivatives
10 / 15
51,767
10,554
41,213
31,063
9,498
651
Repurchase, securities lending and
similar agreements
54,382
\u2014
54,382
53,439
586
357
Total liabilities
106,149
10,554
95,594
84,502
10,084
1,008
December 2021
Trading and hedging derivatives
10 / 15
36,349
3,611
32,737
22,524
8,758
1,456
Reverse repurchase, securities
borrowing and similar agreements
54,296
\u2014
54,296
55,010
2,213
(2,927)
Total assets
90,645
3,611
87,034
77,534
10,971
(1,471)
Trading and hedging derivatives
10 / 15
37,916
3,584
34,331
22,524
10,119
1,688
Repurchase, securities lending and
similar agreements
54,159
\u2014
54,159
58,174
679
(4,694)
Total liabilities
92,074
3,584
88,490
80,698
10,798
(3,006)
December 2020
Trading and hedging derivatives
10 / 15
47,862
5,688
42,173
33,842
9,018
(686)
Reverse repurchase, securities
borrowing and similar agreements
32,121
\u2014
32,121
32,762
161
(802)
Total assets
79,983
5,688
74,294
66,604
9,178
(1,488)
Trading and hedging derivatives
10 / 15
49,720
5,722
43,998
33,842
9,435
721
Repurchase, securities lending and
similar agreements
41,571
\u2014
41,571
42,298
1,619
(2,346)
Total liabilities
91,291
5,722
85,569
76,140
11,054
(1,624)
The amount of recognized financial instruments within derivatives includes the effect in case of compensation with counterparties
with which the Group holds netting agreements, while, for repos, it reflects the market value of the collateral associated with the
transaction.
The Bank does not hold any derivative financial instruments relating to mortgage bond issues, as defined in the aforementioned Royal
Decree.
", "dimensions": { "concept": "ifrs-full:DisclosureOfDerivativeFinancialInstrumentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8yMjYvZnJhZzoyMDYxYzE4NmRjODE0OGQ3YmM2Y2E4ZTkyMWNhNzdhOS90ZXh0cmVnaW9uOjIwNjFjMTg2ZGM4MTQ4ZDdiYzZjYThlOTIxY2E3N2E5XzIxOTkwMjMyNTU1Nzcw_7600b565-029b-43b8-af52-abf72e0b3e26": { "value": "Liquidity and Funding risk
Liquidity and funding risk is defined as the incapacity of a bank in meeting its payment commitments due to lack of funds or that, to
face those commitments, should have to make use of funding under burdensome terms.
Liquidity and Funding Strategy and Planning
The BBVA Group is a multinational financial institution whose business is focused mainly on retail and commercial banking activities.
In addition to the retail business model, which forms its core business, the Group engages in corporate and investment banking,
through the global CIB (Corporate & Investment Banking) division.
Liquidity and Funding Risk Management aims to maintain a solid balance sheet structure which allows a sustainable business model.
The Group\u2019s liquidity and funding strategy is based on the following pillars:
\u2013The principle of the funding self-sufficiency of its subsidiaries, meaning that each of the Liquidity Management Units (LMU)
must cover its funding needs independently on the markets where it operates. This avoids possible contagion due to a crisis
affecting one or more of the Group\u2019s LMU.
\u2013Stable customer deposits as the main source of funding in all the LMU, in accordance with the Group\u2019s business model.
\u2013Diversification of the sources of wholesale funding, in terms of maturity, market, instruments, counterparties and
currencies, with recurring access to the markets.
\u2013Compliance with regulatory requirements, ensuring the availability of ample liquidity buffers, of high quality, as well as
sufficient instruments as required by regulations with the capacity to absorb losses.
\u2013Compliance with the internal Liquidity Risk and Funding metrics, while adhering to the Risk Appetite level established for
each LMU at any time.
Liquidity and Funding Risk Management aims, in the short term, to prevent an entity from having difficulties in meeting its payment
commitments in due time and form or that, to meet them, it has to resort to obtaining funds in burdensome conditions that
deteriorate the image or reputation of the entity.
In the medium term, its objective is to ensure the suitability of the Group's financial structure and its evolution, within the framework
of the economic situation, the markets and regulatory changes.
This management of structural and liquidity funding is based on the principle of financial self-sufficiency of the entities that comprise
it. This approach helps prevent and limit liquidity risk by reducing the Group\u2019s vulnerability during periods of high risk. This
decentralized management prevents possible contagion from a crisis affecting only one or a few Group entities, which must act
independently to meet their liquidity requirements in the markets where they operate.
Within this strategy, the BBVA Group is organized into eight LMU composed of the parent company and the bank subsidiaries in each
geographical area, plus the branches that depend on them.
In addition, the policy for managing liquidity and funding risk is also based on the model\u2019s robustness and on the planning and
integration of risk management into the budgeting process of each LMU, according to the liquidity and funding risk appetite that it
decides to assume in its business.
Liquidity and funding planning is part of the strategic processes for the Group\u2019s budgetary and business planning. This objective is to
allow a recurrent growth of the banking business with suitable maturities and costs within the established risk tolerance levels by
using a wide range of instruments which allow the diversification of the funding sources and the maintenance of a high volume of
available liquid assets.
Governance and monitoring
The responsibility for liquidity and funding management in the development of normal business activity lies with the Finance area as a
first line of defense in managing the risks inherent to this activity, in accordance with the principles established by the EBA and in line
with the most demanding standards, policies, procedures and controls in the framework established by the governing bodies.
Finance, through the Balance-Sheet Management area, plans and executes the funding of the structural long-term gap of each LMU
and proposes to the Assets and Liabilities Committee (ALCO) the actions to be taken on this matter, in accordance with the policies
established by the Risk Committee in line with the metrics of the Risk Appetite Framework approved by the Board of Directors.
Finance is also responsible for preparing the regulatory reporting of liquidity, coordinating with the responsible areas in each LGU the
necessary processes to cover the requirements at corporate and regulatory level, ensuring the integrity of the information provided.
GRM is responsible for ensuring that the liquidity and financing risk in the Group is managed in accordance with the framework
established by governing bodies. It also deals with the identification, measurement, monitoring and control of such risks and their
communication to the relevant corporate bodies. In order to carry out this task properly, the Risk function in the Group has been
configured as a single, global function, independent of the management areas.
Additionally, the Group has, in its second line of defense, an Internal Risk Control unit, which performs an independent review of the
control of Liquidity and Funding Risk, and a Financial Internal Control Unit that reviews the design and effectiveness of the controls
operations on liquidity management and reporting.
As the third line of defense of the Group's internal control model, Internal Audit is in charge of reviewing specific controls and
processes in accordance with a work plan that is drawn up annually.
The Group\u2019s fundamental objectives regarding the liquidity and funding risk are determined through the Liquidity Coverage Ratio
(LCR) and through the Loan-to-Stable Customer Deposits (LtSCD) ratio.
The LCR ratio is a regulatory metric that aims to guarantee the resilience of entities in a scenario of liquidity tension within a time
horizon of 30 days. Within its risk appetite framework and system of limits and alerts, BBVA has established a required LCR
compliance level for the entire Group and for each individual LMU. The internal levels required are aimed at efficiently meeting the
regulatory requirement, at a loose level above 100%.
The LtSCD ratio measures the relationship between net lending and stable customer funds. The aim is to preserve a stable funding
structure in the medium term for each of the LMU which make up the BBVA Group, taking into account that maintaining an adequate
volume of stable customer funds is key to achieving a sound liquidity profile. In geographical areas with dual-currency balances, the
indicator is also controlled by currency to manage the mismatches that might occur.
Stable customer funds are considered to be the financing obtained and managed from the LMU among their target customers. Those
funds are characterized by their low sensitivity to market changes and by their less volatile behavior at aggregated level per operation
due to the loyalty of the customer to the entity. The stable resources are calculated by applying to each identified customer segment
a haircut determined by the analysis of the stability if the balances by which different aspects are evaluated (concentration, stability,
level of loyalty). The main source of stable resources arises from wholesale funding and retail customer funds.
In order to establish the target (maximum) levels of LtSCD in each LMU and provide an optimal funding structure reference in terms
of risk appetite, the corporate Structural Risks unit of GRM identifies and assesses the economic and financial variables that condition
the funding structures in the different geographical areas.
Additionally, liquidity and funding risk management aims to achieve a proper diversification of the funding structure, avoiding
excessive dependence on short-term funding by establishing a maximum level for the short-term funds raised, including both
wholesale financing and the least stable proportion of customer funds In relation to long-term financing, the maturity profile does not
present significant concentrations, which makes it possible to adapt the schedule of the planned issuance plan to the best financial
conditions in the markets. Lastly, concentration risk is monitored at LMU level, with the aim of ensuring a correct diversification of
both the counterparty and type of instrument.
One of the fundamental metrics within the general management framework of the liquidity and funding risk is the maintenance of a
liquidity buffer consisting of high quality assets free of charges which can be sold or offered as collateral to obtain funding, either
under normal market conditions or in stress situations.
The Finance area is responsible for the collateral management and determining the liquidity buffer within the BBVA Group. According
to the principle of auto-sufficiency of the Group's subsidiaries, each LMU is responsible for maintaining a buffer of liquid assets which
complies with the regulatory requirements applicable under each jurisdiction. In addition, the liquidity buffer of each LMU must be
aligned with the liquidity and funding risk tolerance as well as the management limits set and approved for each case.
In this context, the short-term resistance of the liquidity risk profile is promoted, ensuring that each LMU has sufficient collateral to
deal with the risk of the closing of wholesale markets. Basic capacity is the internal metric for the management and control of short-
term liquidity risk, which is defined as the relationship between the explicit assets available and the maturities of wholesale liabilities
and volatile resources, at different time periods up to one year, with special relevance at 30 and 90 days, with the objective of
preserving the survival period above 3 months with the available buffer, without considering the balance inflows.
As a fundamental element of the liquidity and financing risk monitoring scheme, stress tests are carried out. They enable to anticipate
deviations from the liquidity targets and the limits set in the appetite, and to establish tolerance ranges in the different management
areas. They also play a major role in the design of the Liquidity Contingency Plan and the definition of specific measures to be adopted
to rectify the risk profile if necessary.
For each scenario, it is checked whether BBVA has a sufficient stock of liquid assets to guarantee its capacity to meet the liquidity
commitments/outflows in the different periods analyzed. The analysis considers four scenarios: one central and three crisis-related
(systemic crisis; unexpected internal crisis with a considerable rating downgrade and/or affecting the ability to issue in wholesale
markets and the perception of business risk by the banking intermediaries and the entity\u2019s clients; and a mixed scenario, as a
combination of the two aforementioned scenarios). Each scenario considers the following factors: existing market liquidity, customer
behavior and sources of funding, the impact of rating downgrades, market values of liquid assets and collateral, and the interaction
between liquidity requirements and the development of BBVA's credit quality.
The stress tests conducted on a regular basis by GRM reveal that BBVA maintains a sufficient buffer of liquid assets to deal with the
estimated liquidity outflows in a scenario resulting from the combination of a systemic crisis and an unexpected internal crisis, during
a period of longer than 3 months in general for the different LMU (including Turkey closing the year above 6 months), including in the
scenario of a significant downgrade of the Bank\u2019s rating by up to three notches.
Together with the results of the stress tests and the risk metrics, the early warning indicators play an important role within the
corporate model and the Liquidity Contingency Plan. They are mainly indicators of the funding structure, in relation to asset
encumbrance, counterparty concentration, flights of customer deposits, unexpected use of credit facilities, and of the market, which
help anticipate possible risks and capture market expectations.
Finance is the area responsible for the elaboration, monitoring, execution and update of the liquidity and funding plan and of the
market access strategy to guarantee and improve the stability and diversification of the wholesale funding sources.
In order to implement and establish management in an anticipated manner, limits are set on an annual basis for the main
management metrics that form part of the budgeting process for the liquidity and funding plan. This framework of limits contributes
to the planning of the joint future performance of:
\u2013The loan book, considering the types of assets and their degree of liquidity, as well as their validity as collateral in
collateralized funding.
\u2013Stable customer funds, based on the application of a methodology for establishing which segments and customer balances
are considered to be stable or volatile funds based on the principle of sustainability and recurrence of these funds.
\u2013Projection of the credit gap, in order to require a degree of self-funding that is defined in terms of the difference between the
loan-book and stable customer funds.
\u2013Incorporating the planning of securities portfolios into the banking book, which include both fixed-interest and equity
securities, and are classified as financial assets at fair value through other comprehensive income and at amortized cost,
and additionally on trading portfolios.
\u2013The structural gap projection, as a result of assessing the funding needs generated both from the credit gap and by the
securities portfolio in the banking book, together with the rest of on-balance-sheet wholesale funding needs, excluding
trading portfolios. This gap therefore needs to be funded with customer funds that are not considered stable or on
wholesale markets.
As a result of these funding needs, the BBVA Group plans the target wholesale funding structure according to the tolerance set in
each LMU target.
Thus, once the structural gap has been identified and after resorting to wholesale markets, the amount and composition of wholesale
structural funding is established in subsequent years, in order to maintain a diversified funding mix and guarantee that there is not a
high reliance on short-term funding (short-term wholesale funding plus volatile customer funds).
In practice, the execution of the principles of planning and self-funding at the different LMU results in the Group\u2019s main source of
funding being customer deposits, which consist mainly of demand deposits, savings deposits and time deposits.
As sources of funding, customer deposits are complemented by access to the interbank market and the domestic and international
capital markets in order to address additional liquidity requirements, implementing domestic and international programs for the
issuance of commercial paper and medium and long-term debt.
The process of analysis and assessment of the liquidity and funding situation and of the inherent risks is a process carried out on an
ongoing basis in the BBVA Group, with the participation of all the Group areas involved in liquidity and funding risk management. This
process is carried out at both local and corporate level. It is incorporated into the decision- making process for liquidity and funding
management, with integration between the risk appetite strategy and establishment and the planning process, the funding plan and
the limits scheme.
Liquidity and funding performance
The BBVA Group maintains a robust and dynamic funding structure with a predominantly retail nature, where customer resources
represent the main source of funding.
During 2022, in an environment of higher uncertainty, liquidity conditions have remained comfortable in all the countries where the
BBVA Group operates. It should be noted that the war in Ukraine has not had a significant impact on the liquidity and funding situation
of the BBVA Group units.
The performance of the indicators show that the robustness of the funding structure remained steady during 2022, 2021 and 2020, in
the sense that all LMU held self-funding levels with stable customer resources above the requirements.
LtSCD by LMU
2022
2021
2020
Group (average)
96 %
95 %
95 %
BBVA, S.A.
98 %
98 %
97 %
BBVA Mexico
98 %
93 %
98 %
Garanti BBVA
83 %
81 %
95 %
Other LMU
96 %
93 %
86 %
With respect to LCR, the Group has maintained a liquidity buffer at both a consolidated and individual level in 2022. As a result, the
ratio has remained comfortably above 100%, with the consolidated ratio as of December 31, 2022 standing at 159%.
Although this requirement is only established at a Group level, for banks in the Eurozone, the minimum level required is comfortably
exceeded in all subsidiaries. It should be noted that the calculation of the Consolidated LCR does not allow the transfer of liquidity
between subsidiaries, so no excess liquidity may be transferred from these entities for the purpose of calculating the consolidated
ratio. If the impact of these highly liquid assets was considered, the LCR would be 201%, or 42 basis points above the required level.
LCR main LMU
0
2022
2021
2020
Group
159 %
165 %
149 %
BBVA, S.A.
186 %
190 %
173 %
BBVA Mexico
199 %
245 %
196 %
Garanti BBVA
185 %
211 %
183 %
One of the key elements in BBVA's Group liquidity and funding management is the targeted maintenance of large high quality liquidity
buffers in all business areas where the group operates.
Each entity maintains a sound liquidity buffer at the individual level for BBVA, S.A. and for each of its subsidiaries, such as BBVA
Mexico, Garanti BBVA and the Latin American subsidiaries.
In this respect, the Group has maintained for the last 12 months an average volume of high quality liquid assets (HQLA) amounting to
\u20ac140.3 billion, among which, 95% correspond to maximum quality assets (LCR Level 1).
The table below shows the liquidity available by instrument as of December 31, 2022, 2021 and 2020 for the most significant entities
based on prudential supervisor\u2019s information (Commission Implementing Regulations (EU) 2017/2114 of November 9, 2017):
Liquidity available by instrument (Millions of Euros)
BBVA, S.A.
BBVA Mexico
Garanti BBVA
Other
2022
2021
2020
2022
2021
2020
2022
2021
2020
2022
2021
2020
Cash and withdrawable central
bank reserves
48,271
35,258
39,330
12,865
12,146
8,930
6,731
8,179
6,153
5,265
6,469
6,831
Level 1 tradable assets
33,081
37,272
48,858
13,974
13,881
9,205
9,165
5,549
7,019
7,836
6,036
6,237
Level 2A tradable assets
3,450
5,234
5,119
47
74
106
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Level 2B tradable assets
3,471
9,492
6,080
35
28
11
\u2014
\u2014
\u2014
1
2
\u2014
Other tradable assets
22,708
27,870
20,174
467
343
421
285
722
701
1,035
934
745
Non tradable assets eligible for
central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Cumulated counterbalancing
capacity
110,981
115,127
119,560
27,388
26,472
18,672
16,181
14,449
13,873
14,136
13,440
13,814
settlement
1
4,031
4,107
8,200
4,305
4,746
18,417
8,744
23,307
31,480
107,338
December 2022. Contractual maturities (Millions of Euros)
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
1,841
4,434
1,050
3,148
2,017
6,318
9,423
13,282
18,145
59,658
Deposits from financial
institutions
2,176
7,885
628
806
56
694
648
211
396
399
13,899
Deposits from other financial
institutions and international
agencies
7,392
5,760
1,465
464
379
758
700
293
594
727
18,532
Customer deposits
302,667
38,951
18,542
6,776
2,575
2,870
1,476
1,276
798
273
376,203
Security pledge funding
\u2014
51,638
14,543
17,736
866
1,503
8,136
1,524
3,493
575
100,013
Derivatives, net
\u2014
(253)
24
(1,010)
(23)
175
40
(153)
(466)
(3,717)
(5,383)
settlement
10
1,779
3,606
3,395
2,333
3,958
18,854
13,135
17,214
47,331
111,614
December 2021. Contractual maturities (Millions of Euros)
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
3,065
1,077
3,498
2,914
1,885
9,477
4,931
12,332
19,991
59,169
Deposits from financial
institutions
1,936
4,257
415
825
183
924
496
146
146
579
9,907
Deposits from other financial
institutions and international
agencies
8,894
2,728
1,700
382
289
227
578
231
337
722
16,087
Customer deposits
281,812
28,806
11,814
4,867
1,717
1,520
1,740
578
863
416
334,132
Security pledge funding
\u2014
52,437
6,858
2,485
1,513
8,252
29,954
5,527
4,755
1,490
113,269
Derivatives, net
(33)
(395)
(176)
(326)
(66)
(641)
100
(122)
(155)
(66)
(1,880)
December 2020. Contractual maturities (Millions of Euros) \u207d\u00b9\u207e
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
ASSETS
Cash, cash balances at
central banks and other
demand deposits
42,518
32,741
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
75,258
Deposits in credit entities
\u2014
3,616
677
921
356
461
117
120
2
39
6,309
Deposits in other financial
institutions
\u2014
2,202
855
797
734
543
1,251
721
515
500
8,119
Reverse repo, securities
borrowing and margin
lending
\u2014
20,033
4,757
1,351
364
368
3,320
1,849
891
1,089
34,021
Loans and advances
279
16,939
24,280
23,012
15,579
17,032
46,182
38,851
51,709
110,173
344,036
Securities' portfolio
settlement
\u2014
3,896
6,680
6,557
5,084
13,014
9,858
15,494
17,231
50,045
127,859
(1) It includes the balance of the companies in the United States (see Notes 3 and 21).
December 2020. Contractual maturities (Millions of Euros) \u207d\u00b9\u207e
Demand
Up to 1
month
1 to 3
months
3 to 6
months
6 to 9
months
9 to 12
months
1 to 2
years
2 to 3
years
3 to 5
years
Over 5
years
Total
LIABILITIES
Wholesale funding
\u2014
4,750
2,618
3,963
1,283
1,543
10,573
7,505
12,793
23,839
68,868
Deposits from financial
institutions
8,838
7,859
254
741
152
726
825
189
166
371
20,120
Deposits from other financial
institutions and international
agencies
12,735
4,324
2,694
588
353
272
957
337
459
870
23,589
Customer deposits
308,360
39,978
13,416
6,808
4,526
4,366
3,361
1,213
869
799
383,694
Security pledge funding
\u2014
41,239
5,301
1,643
1,192
368
11,304
28,510
3,740
1,516
94,812
Derivatives, net
\u2014
(722)
15
(961)
(85)
134
(400)
(157)
(264)
(159)
(2,599)
The committed value of \"Loans and Advances and other assets\" corresponds mainly to loans linked to the issue of covered bonds,
territorial bonds or long-term securitized bonds (see Note 22.4) as well as those used as a guarantee to access certain funding
transactions with central banks. Debt securities and equity instruments correspond to underlying that are delivered in repos with
different types of counterparties, mainly clearing houses or credit institutions, and to a lesser extent central banks. Collateral
provided to guarantee derivative transactions is also included as committed assets.
As of December 31, 2022, 2021 and 2020, collateral pledges received mainly due to repurchase agreements and securities lending,
and those which could be committed in order to obtain funding are provided below:
Collateral received (Millions of Euros)
Fair value of encumbered
collateral received or own debt
securities issued
Fair value of collateral received
or own debt securities issued
available for encumbrance
Fair value of collateral received
or own debt securities issued
not available for encumbrance
2022
2021
2020
2022
2021
2020
2022
2021
2020
Collateral received
40,701
40,905
30,723
9,415
17,029
8,652
1,279
1,719
1,071
Equity instruments
323
289
239
759
265
204
\u2014
\u2014
\u2014
Debt securities
40,378
40,616
30,484
8,656
16,764
8,448
1,279
1,719
1,071
Loans and advances and other assets
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Own debt securities issued other
than own covered bonds or ABSs
\u2014
\u2014
3
92
50
94
\u2014
\u2014
\u2014
The guarantees received in the form of reverse repurchase agreements or security lending transactions are committed by their use in
repurchase agreements, as is the case with debt securities.
As of December 31, 2022, 2021 and 2020, financial liabilities issued related to encumbered assets in financial transactions as well as
their book value were as follows:
Sources of encumbrance (Millions of Euros)
Matching liabilities, contingent liabilities or
securities lent
Assets, collateral received and own
debt securities issued other than covered bonds
and ABSs encumbered
2022
2021
2020
2022
2021
2020
Book value of financial liabilities
122,400
137,242
131,352
128,628
151,275
147,523
Derivatives
15,950
15,368
16,611
16,699
15,191
16,348
Deposits
95,728
109,311
98,668
99,077
120,957
111,726
Outstanding subordinated debt
10,722
12,563
16,073
12,852
15,127
19,449
Other sources
731
620
653
4,989
3,966
5,202
Fair value hierarchy
All financial instruments, both assets and liabilities are initially recognized at fair value, which at that point is equivalent to the
transaction price, unless there is evidence to the contrary in the market. Subsequently, depending on the type of financial instrument,
it may continue to be recognized at amortized cost or fair value through adjustments in the consolidated income statement or equity.
When possible, the fair value is determined as the market price of a financial instrument. However, for many of the financial assets
and liabilities of the Group, especially in the case of derivatives, there is no market price available, so its fair value is estimated on the
basis of the price established in recent transactions involving similar instruments or, in the absence thereof, by using mathematical
measurement models that are sufficiently tried and trusted by the international financial community. The estimates of the fair value
derived from the use of such models take into consideration the specific features of the asset or liability to be measured and, in
particular, the various types of risk associated with such asset or liability. However, the limitations inherent in the measurement
models and possible inaccuracies in the assumptions and parameters required by these models may mean that the estimated fair
value of an asset or liability does not exactly match the price for which the asset or liability could be exchanged or settled on the date
of its measurement.
Additionally, for financial assets and liabilities that show significant uncertainty in inputs or model parameters used for valuation,
criteria is established to measure said uncertainty and activity limits are set based on these. Finally, these measurements are
compared, as much as possible, against other sources such as the measurements obtained by the business teams or those obtained
by other market participants.
The process for determining the fair value requires the classification of the financial assets and liabilities according to the
measurement processes used as set forth below:
\u2013Level 1: Valuation using directly the quotation of the instrument, observable and readily and regularly available from
independent price sources and referenced to active markets that the entity can access at the measurement date. The
instruments classified within this level are fixed-income securities, equity instruments and certain derivatives.
\u2013Level 2: Valuation of financial instruments with commonly accepted techniques that use inputs obtained from observable
data in markets.
\u2013Level 3: Valuation of financial instruments with valuation techniques that use significant unobservable inputs in the market.
As of December 31, 2022, the affected instruments at fair value accounted for approximately 0.57% of financial assets and
0.43% of the Group\u2019s financial liabilities. Model selection and validation is undertaken by control areas outside the business
areas.
Fair value of financial instruments
The fair value of the Group\u2019s financial instruments in the consolidated balance sheets and its corresponding carrying amounts, as of
December 31, 2022, 2021 and 2020 are presented below:
Fair value and carrying amount of the financial instruments (Millions of Euros)
2022
2021
2020
Notes
Carrying
Amount
Fair
Value
Carrying
Amount
Fair
Value
Carrying
Amount
Fair Value
ASSETS
Cash, cash balances at central banks and
other demand deposits
9
79,756
79,756
67,799
67,799
65,520
65,520
Financial assets held for trading
10
110,671
110,671
123,493
123,493
105,878
105,878
Non-trading financial assets mandatorily at
fair value through profit or loss
11
6,888
6,888
6,086
6,086
5,198
5,198
Financial assets designated at fair value
through profit or loss
12
913
913
1,092
1,092
1,117
1,117
Financial assets at fair value through other
comprehensive income
13
58,980
58,980
60,421
60,421
69,440
69,440
Financial assets at amortized cost
14
422,061
419,060
372,676
377,451
367,668
374,267
Derivatives \u2013 Hedge accounting
15
1,891
1,891
1,805
1,805
1,991
1,991
LIABILITIES
Financial liabilities held for trading
10
95,611
95,611
91,135
91,135
84,109
84,109
Financial liabilities designated at fair value
through profit or loss
12
10,580
10,580
9,683
9,683
10,050
10,050
Financial liabilities at amortized cost
22
528,629
525,052
487,893
488,733
490,606
491,006
Derivatives \u2013 Hedge accounting
15
3,303
3,303
2,626
2,626
2,318
2,318
Not all financial assets and liabilities are recorded at fair value. Information on financial instruments recorded at fair value and
subsequently information of those recorded at amortized cost is provided (including their fair value although this value is not used
when accounting for these instruments).
Fair value of financial instruments recognized at fair value, according to valuation criteria
Below are the different elements used in the valuation technique of financial instruments.
Active Market
BBVA considers an active market as a market that allows the observation of bid and offer prices representative of the levels to which
the market participants are willing to negotiate an asset, with sufficient frequency and volume.
Furthermore, BBVA would consider as traded in an \u201cOrganized Market\u201d quotations for assets or liabilities from Over The Counter
(OTC) markets when they are obtained from independent sources, observable on a daily basis and fulfil certain conditions.
The following table shows the financial instruments carried at fair value in the consolidated balance sheets, broken down by level used
to determine their fair value as of December 31, 2022, 2021 and 2020:
Fair Value of Financial Instruments by Levels (Millions of Euros)
2022
2021
2020
Level 1
Level 2
Level 3
Level 1
Level 2
Level 3
Level 1
Level 2
Level 3
ASSETS
Financial assets held for trading
22,710
85,636
2,325
32,371
87,736
3,386
32,555
71,938
1,386
Equity instruments
4,369
\u2014
34
15,925
\u2014
37
11,367
31
60
Debt securities
16,284
7,934
148
11,877
13,725
189
12,790
11,123
57
Loans and advances
1,262
39,562
1,169
615
47,279
2,913
2,379
26,741
1,148
Derivatives
795
38,140
974
3,954
26,732
247
6,019
34,043
121
Non-trading financial assets mandatorily at fair value through
profit or loss
5,720
151
1,017
4,378
522
1,186
3,826
381
992
Equity instruments
5,457
40
1,014
4,158
394
751
3,612
57
465
Debt securities
19
111
\u2014
\u2014
128
\u2014
4
324
28
Loans and advances
245
\u2014
3
220
\u2014
435
210
\u2014
499
Financial assets designated at fair value through profit or loss
913
\u2014
\u2014
916
176
\u2014
939
178
\u2014
Equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Debt securities
913
\u2014
\u2014
916
176
\u2014
939
178
\u2014
Loans and advances
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Financial assets at fair value through other comprehensive
income
48,235
10,237
508
52,157
7,545
719
60,976
7,866
598
Equity instruments
1,040
58
100
1,178
36
106
961
34
105
Debt securities
47,169
10,179
408
50,952
7,509
613
59,982
7,832
493
Loans and advances
26
\u2014
\u2014
27
\u2014
\u2014
33
\u2014
\u2014
Derivatives \u2013 Hedge accounting
4
1,887
\u2014
63
1,733
9
120
1,862
8
LIABILITIES
Financial liabilities held for trading
20,611
73,871
1,129
26,215
64,305
615
27,587
56,127
395
Trading derivatives
746
36,161
1,002
4,755
26,560
389
7,402
34,046
232
Short positions
13,354
133
\u2014
15,124
11
\u2014
11,805
504
3
Deposits
6,511
37,577
127
6,335
37,733
226
8,381
21,577
159
Financial liabilities designated at fair value through profit or
loss
\u2014
8,990
1,590
1
8,243
1,439
\u2014
8,558
1,492
Customer deposits
\u2014
700
\u2014
\u2014
809
\u2014
\u2014
902
\u2014
Debt certificates
\u2014
1,698
1,590
1
1,956
1,439
\u2014
3,038
1,492
Other financial liabilities
\u2014
6,592
\u2014
\u2014
5,479
\u2014
\u2014
4,617
\u2014
Derivatives \u2013 Hedge accounting
100
3,179
25
53
2,573
\u2014
53
2,250
15
Main valuation techniques
The main techniques used for the assessment of the majority of the financial instruments classified in level 3, and its main
unobservable inputs, are described below:
\u2013The net present value (net present value method): This technique uses the future cash flows of each financial instrument,
which are established in the different contracts, and discounted to their present value. This technique often includes many
observable inputs, but may also include unobservable inputs, as described below:
a.Credit Spread: This input represents the difference in yield of a debt security and the reference rate, reflecting the
additional return that a market participant would require to take the credit risk of that debt security. Therefore,
the credit spread of the debt security is part of the discount rate used to calculate the present value of the future
cash flows.
b.Recovery rate: This input represents the percentage of principal and interest recovered from a debt instrument
that has defaulted.
\u2013Comparable prices (similar asset prices): This input represents the prices of comparable financial instruments and
benchmarks used to calculate a reference yield based on relative movements from the entry price or current market levels.
Further adjustments to account for differences that may exist between financial instrument being valued and the
comparable financial instrument may be added. It can also be assumed that the price of the financial instrument is
equivalent to the comparable instrument.
\u2013Net asset value: This technique utilizes certain assumptions to use net asset value as representative of fair value, which is
equal to the total value of the assets and liabilities of a fund published by the managing entity.
\u2013Gaussian copula: This model is used to integrate default probabilities of credit instruments referenced to more than one
underlying CDS (Credit Default Swaps). The joint density function used to value the instrument is constructed by using a
Gaussian copula that relates the marginal densities by a normal distribution, usually extracted from the correlation matrix of
events approaching default by CDS issuers.
\u2013Black 76: variant of Black Scholes model, whose main application is the valuation of bond options, cap floors and Swaptions
where the behavior of the Forward and not the Spot itself, is directly modeled.
\u2013Black Scholes: The Black Scholes model postulates log-normal distribution for the prices of securities, so that the expected
return under the risk neutral measure is the risk free interest rate. Under this assumption, the price of vanilla options can be
obtained analytically, so that inverting the Black- Scholes formula, the implied volatility for process of the price can be
calculated.
\u2013Heston: This model, typically applied to equity OTC options, assumes stochastic behavior of volatility. According to which,
the volatility follows a process that reverts to a long-term level and is correlated with the underlying equity instrument. As
opposed to local volatility models, in which the volatility evolves deterministically, the Heston model is more flexible,
allowing it to be similar to that observed in the short term today.
\u2013Libor market model: This model assumes that the dynamics of the interest rate curve can be modeled based on the set of
forward contracts that compose the underlying interest rate. The correlation matrix is parameterized on the assumption
that the correlation between any two forward contracts decreases at a constant rate, beta, to the extent of the difference in
their respective due dates. The input \u201cCredit default volatility\u201d is a volatility input of the credit factor dynamic applied in
rate/credit hybrid operative. The multifactorial frame of this model makes it ideal for the valuation of instruments sensitive
to the slope or curve, including interest rate option.
\u2013Local Volatility: In the local volatility models, the volatility, instead of being static, evolves deterministically over time
according to the level of moneyness (i.e. probability that the option has a positive value on its date of expiration) of the
underlying, capturing the existence of volatility smiles. The volatility smile of an option is the empirical relationship observed
between its implied volatility and its strike price. These models are appropriate for options whose value depends on the
historical evolution of the underlying which use Monte Carlo simulation technique for their valuation.
Unobservable inputs
Quantitative information of unobservable inputs used to calculate level 3 valuations is presented below as of December 31, 2022, 2021
and 2020.
Unobservable inputs. December 2022
Financial instrument
Valuation technique(s)
Significant
unobservable inputs
Min
Average
Max
Units
Debt Securities
Present value method
Credit spread
\u2014
111
1,538
bp
Recovery rate
0 %
39 %
40 %
%
Comparable Pricing
2 %
94 %
139 %
%
Equity/Fund instruments
(1)
Net Asset Value
Comparable Pricing
Loans and advances
Present value method
Repo funding curve
0.71 %
3.48 %
5.52 %
Abs Repo
rate
Credit Derivatives
Gaussian Copula
Correlation default
26 %
44 %
58 %
%
Black 76
Price volatility
\u2014
\u2014
\u2014
Vegas
Equity Derivatives
Option models on
equities, baskets of
equity, funds
Dividends (2)
Correlations
(93 %)
59 %
99 %
%
Volatility
7.81
32.62
98.71
Vegas
FX Derivatives
Option models on FX
underlyings
Volatility
5.32
11.93
20.73
Vegas
IR Derivatives
Option models on IR
underlyings
Beta
0.25 %
2 %
18 %
%
Correlation rate/credit
(100 %)
100 %
%
Correlation rate/inflation
51 %
66 %
76 %
%
(1) Due to the diversity of valuation models of equity valuations, we would not include all the unobservable inputs or the quantitative ranges of them.
(2) The range of unobservable dividends is too wide range to be relevant.
Unobservable inputs. December 2020
Financial instrument
Valuation technique(s)
Significant
unobservable inputs
Min
Average
Max
Units
Debt securities
Present value method
Credit spread
4
47
564
bp
Recovery rate
0 %
37 %
40 %
%
Comparable pricing
0.1 %
100 %
144 %
%
Equity/Fund instruments (1)
Net asset value
Comparable pricing
Loans and advances
Present value method
Repo funding curve
(1.18 %)
(0.25 %)
0.74 %
Abs Repo
rate
Credit derivatives
Gaussian Copula
Correlation default
30 %
45 %
61 %
%
Black 76
Price volatility
\u2014
\u2014
\u2014
Vegas
Equity OTC option
Option models on
equities, baskets of
equity, funds
Dividends (2)
Correlations
(77 %)
51 %
98 %
%
Volatility
6.52
29.90
141.77
Vegas
FX derivatives
Option models on FX
underlyings
Volatility
4.11
10.00
16.14
Vegas
IR derivatives
Option models on IR
underlyings
Beta
0.25 %
2 %
18 %
%
Correlation rate/Credit
(100 %)
100 %
%
Credit default Volatility
\u2014
\u2014
\u2014
Vegas
(1) Due to the diversity of valuation models of equity valuations, we would not include all the unobservable inputs or the quantitative ranges of them.
(2) The range of unobservable dividends is too wide range to be relevant.
Adjustments to the valuation
Under IFRS 13, the entity must estimate the value taking into account the assumptions and conditions that market participants would
have when setting the price of the asset or liability on the valuation date.
In order to comply with the fair value requirements, the entity applies adjustments to the fair valuation considering inherent and
counterparties\u00b4 default criteria, funding valuation risk and valuation risks due to valuation uncertainty and related to the prudent
valuation criteria. The above is aligned with the regulatory requirements (EBA CRR 105.10) and considers the model risk, liquidity risk
(Bid / Offer) and price uncertainty risk.
Adjustments to the valuation for risk of default
The fair value of liabilities should reflect the entity's default risk, which includes, among other components, its own credit risk. Taking
this into account, the Group makes valuation adjustments for credit risk in the estimates of the fair value of its assets and liabilities.
These adjustments are calculated by estimating Exposure At Default, Probability of Default and Loss Given Default, which are based
on the recovery levels for all derivative products on any instrument, deposits and repos at the legal entity level (all counterparties
under a same master agreement), in which BBVA has exposure.
Credit Valuation Adjustment (hereinafter \u201cCVA\u201d) and Debit Valuation Adjustments (hereinafter \u201cDVA\u201d) are included in the valuation of
derivatives, both assets and liabilities, to reflect the impact on the fair value of the counterparty credit risk and its own, respectively.
The Group incorporates in its valuation, for all exposures classified in any of the categories valued at fair value, both the counterparty
credit risk and its own. In the trading portfolio, and in the specific case of derivatives, credit risk is recognized through such
adjustments.
As a general rule, the calculation of CVA is the sum of the expected positive exposure in time t, the probability of default between t-1
and t, and the Loss Given Default of the counterparty. Consequently, the DVA is calculated as the sum of the expected negative
exposure in time t, the probability of default of BBVA between t-1 and t, and the Loss Given Default of BBVA. Both calculations are
performed throughout the entire period of potential exposure.
The calculation of the expected positive and negative exposure is done through a Montecarlo simulation of the market variables
involved in all trades\u2019 valuation under the same legal netting set.
The information needed to calculate the probability of default and the loss given default of a counterparty comes from the credit
markets. The counterparty\u2019s Credit Default Swaps are used if liquid quotes are available. If a market price is not available, BBVA has
implemented a mapping process based on the sector, rating and geography of the counterparty to assign probabilities of default and
loss given default calibrated directly to market.
An additional adjustment for Own Credit Adjustment (OCA) is applied to the instruments accounted for by applying the Fair Value
Option permitted by IFRS 9. The related amounts recognized in the consolidated balance sheet as of December 31, 2022, related to
OCA were \u20ac333 million.
The amounts recognized in the consolidated balance sheets as of December 31, 2022, 2021 and 2020 related to the valuation
adjustments incorporated to the credit assessment derivative assets amounted to \u20ac-158 million \u20ac-121 million and \u20ac-142 million,
respectively as Credit Valuation Adjustments (CVA), and amounted to \u20ac135 million, \u20ac104 million and \u20ac124 million, respectively as
Debit Valuation Adjustment (DVA). The impact recorded under \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d
in the consolidated income statement for the year ended December 31, 2022 and 2021 corresponding to the mentioned adjustments
was a net impact of \u20ac0 million, and for the year ended 2020 was a loss of \u20ac-29 million.
Valuation adjustments for financing risk
The fair value of the positions recorded at fair value must reflect the entity's financing risk. Taking into account the above, the Group
makes adjustments for financing risk valuation (Funding Valuation Adjustment FVA) in the estimates of the fair value of its assets and
liabilities.
The adjustment to the valuation for financing risk incorporates the cost of financing implicit in the valuation of positions at fair value.
This adjustment reflects the cost of funding for non-collateralized or partially collateralized operations.
Additionally, as of December 31, 2022, 2021 and 2020, \u20ac-16 million, \u20ac-11 million and \u20ac-9 million related to the FVA were recognized in
the consolidated balance sheet, being the impact on results \u20ac-7 million, \u20ac-1 million and \u20ac-1 million, respectively.
Valuation adjustments for valuation uncertainty
The fair value of the positions recorded at fair value must reflect the valuation risk derived from the uncertainty in the valuation for
concepts of pure uncertainty of prices, liquidity risk and model risks. This adjustment is aligned with the regulatory requirements for
prudent valuation via valuation adjustments with an impact on CET1, and meets the requirements of EBA CRR 105.10 for this purpose.
The adjustment to the valuation for liquidity incorporates an adjustment for Bid / Offer spreads in the valuation of positions that do
not meet the necessary conditions to be considered a Market Maker operation.
The adjustment to the valuation for model risk captures the uncertainty in the price associated with the products valued with the use
of a valuation model (\"Mark to Model\") given the existence of more than one possible model applicable to the valuation of the product
or the calibration of its parameters from the observations of inputs in the market.
The adjustment to the valuation for price uncertainty includes the uncertainty associated with the dispersion in the values observed in
the market for the prices taken in the valuation of assets or as inputs in the valuation models.
The impact recorded under \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d in the consolidated income
statement for the year ended December 31, 2022 corresponding to the mentioned adjustments was a net impact of \u20ac-43 million. An
adjustment was also made as of December 31, 2022 on financial assets at fair value through other comprehensive income for a total
of \u20ac-19 million.
Financial assets and liabilities classified as level 3
The changes in the balance of level 3 financial assets and liabilities included in the consolidated balance sheets are as follows:
Financial assets level 3: Changes in the year (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Assets
Liabilities
Assets
Liabilities
Balance at the beginning
5,301
2,054
2,984
1,902
3,316
2,103
Changes in fair value recognized in profit and loss (1)
289
(131)
338
143
611
296
Changes in fair value not recognized in profit and loss
(62)
14
(47)
(10)
(89)
(4)
Acquisitions, disposals and liquidations (2)
(864)
782
2,531
156
(725)
(652)
Net transfers to level 3
(750)
74
(436)
(80)
549
199
Exchange differences and others
(64)
(50)
(69)
(56)
(160)
(35)
Discontinued operations (3)
\u2014
\u2014
(518)
(5)
Balance at the end
3,850
2,743
5,301
2,054
2,984
1,902
(1) Profit or loss that is attributable to gains or losses relating to those financial assets and liabilities held as of December 31, 2022, 2021 and 2020. Valuation adjustments are
recorded under the heading \u201cGains (losses) on financial assets and liabilities (net)\u201d.
(2) Of which, in 2021, the assets roll forward is comprised of \u20ac2,742 million of acquisitions and \u20ac211 million of disposals. The liabilities roll forward is comprised of \u20ac213 million of
acquisitions and \u20ac57 million of sales.
(3)The balance of 2020 corresponds mainly to the companies in the United States included in the USA Sale (see Notes 3 and 21).
In 2022, the net volume of exposures classified as level 3 has been reduced. This reduction is mainly concentrated in repurchase
agreements positions, derived from the rotation of the portfolio towards positions with better observability in the equity market of the
inputs applied at their fair value. Additionally, the reduction in the volume of level 3 exposures of repurchase agreement positions is
mitigated by the increase in the volume of level 3 exposures in derivatives, for which there is worse observability in the market of the
inputs applied in their fair value.
In 2021 there was an increase in the trading portfolio mainly due to the evolution of loans and advances and their corresponding
funding with deposits. In line with this increase in the activity, and despite the improvement in the inputs used to value these assets in
the market, there was an increase in the volume of exposures classified as level 3 which mainly corresponded to the temporary
acquisitions of assets.
In 2020, there was a reduction in financial assets held for trading and financial liabilities held for trading classified as Level 2 in the fair
value hierarchy for an amount of \u20ac1,918 million and a reduction in financial assets held for trading and financial liabilities held for
trading classified as level 3 in the fair value hierarchy for an amount of \u20ac461 million euros.
For the years ended December 31, 2022, 2021 and 2020, the profit/loss on sales of financial instruments classified as level 3
recognized in the consolidated income statement was not material.
Transfers among levels
The Global Valuation Area, in collaboration with the Group, has established the rules for an appropriate financial instruments held for
trading classification according to the fair value hierarchy defined by IFRS.
On a monthly basis, any new assets added to the portfolio are classified, according to this criterion, by the subsidiaries. Then, there is
a quarterly review of the portfolio in order to analyze the need for a change in classification of any of these assets.
The financial instruments transferred among the different levels of measurement for the years ended December 31, 2022, 2021 and
2020 are at the following amounts in the consolidated balance sheets as of December 31, 2022, 2021 and 2020:
Transfers among levels. December 2022 (Millions of Euros)
From:
Level 1
Level 2
Level 3
To:
Level 2
Level 3
Level 1
Level 3
Level 1
Level 2
ASSETS
Financial assets held for trading
683
1
1,909
340
24
911
Non-trading financial assets mandatorily at fair
value through profit or loss
\u2014
\u2014
243
\u2014
53
2
Financial assets designated at fair value
through profit or loss
\u2014
\u2014
123
\u2014
\u2014
\u2014
Financial assets at fair value through other
comprehensive income
1,723
\u2014
715
\u2014
18
83
Derivatives \u2013 Hedge accounting
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total
2,407
1
2,990
340
95
996
LIABILITIES
Financial liabilities held for trading
524
\u2014
239
141
\u2014
258
Financial liabilities designated at fair value
through profit or loss
\u2014
\u2014
\u2014
221
\u2014
55
Derivatives \u2013 Hedge accounting
\u2014
\u2014
\u2014
25
\u2014
\u2014
Total
524
\u2014
239
387
\u2014
313
The main valuation techniques and inputs used to estimate the fair value of financial instruments accounted for at amortized cost and
classified in levels 2 and 3 is shown below. These are broken down by type of financial instrument and the balances correspond to
those as of December 31, 2022, 2021 and 2020:
Fair Value of financial Instruments at amortized cost by valuation technique (Millions of Euros)
2022
2021
2020
Valuation
technique(s)
Main inputs used
Level 2
Level 3
Level 2
Level 3
Level 2
Level 3
ASSETS
Financial assets at
amortized cost
13,393
371,112
13,033
331,205
15,066
324,005
Present-value
method
(Discounted future
cash flows)
Loans and advances to
central banks
\u2014
142
\u2014
\u2014
\u2014
\u2014
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
credit institutions
1,289
14,711
863
12,329
1,883
12,641
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
customers
1,571
355,247
3,416
318,059
3,904
310,924
- Credit spread
- Prepayment rates
- Interest rate yield
Debt securities
10,533
1,012
8,755
817
9,279
440
- Credit spread
- Interest rate yield
LIABILITIES
Financial liabilities at
amortized cost
266,194
181,746
243,847
153,016
255,278
144,889
Deposits from central
banks
\u2014
300
\u2014
300
\u2014
207
Present-value
method
(Discounted future
cash flows)
- Issuer\u00b4s credit risk
- Prepayment rates
- Interest rate yield
Deposits from credit
institutions
20,546
6,231
14,853
4,916
22,914
4,633
Deposits from
customers
230,821
160,278
209,345
137,803
210,097
129,525
Debt certificates
7,240
8,368
10,014
4,391
14,413
4,848
Other financial
liabilities
7,587
6,568
9,636
5,606
7,854
5,676
In 2020, the level of significance of the unobservable inputs used to determine the fair value hierarchy of loans and advances to
customers at amortized cost was refined, resulting in a greater exposure classified as level 3. This revision was carried out in the
context of the availability of new information which was more adjusted to the changes that had occurred both in market conditions
and in the composition of credit investment. The effect on consolidated results and equity resulting from this review did not represent
any change.
", "dimensions": { "concept": "ifrs-full:DisclosureOfFairValueOfFinancialInstrumentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8yNDcvZnJhZzo2ZDAyODQ1ZmYxZjg0OGE3Yjc5ZTc2NDRmYmQwOGMyYS90ZXh0cmVnaW9uOjZkMDI4NDVmZjFmODQ4YTdiNzllNzY0NGZiZDA4YzJhXzIxOTkwMjMyNTU2ODU3_f94c729c-849c-4ca9-82b0-b2b40b8c077f": { "value": "Fair value of financial instruments
Framework and processes control
As part of the process established in the Group for determining the fair value in order to ensure that financial assets and liabilities are
properly following the IFRS 13 principles: Fair value is the price that would be received to sell an asset or paid to transfer a liability in an
orderly transaction between market participants in the principal market or most advantageous market, at the measurement date.
BBVA has established, at a geographic level, a structure of Risk Operational Admission and Product Governance Committees
responsible for validating and approving new products or types of financial assets and liabilities before being contracted. Local
management responsible for valuation, which are independent from the business (see Management Report - Risk) are members of
these committees.
These areas are required to ensure, prior to the approval stage, the existence of not only technical and human resources, but also
adequate informational sources to measure the fair value of these financial assets and liabilities, in accordance with the rules
established by the valuation global area and using models that have been validated and approved by the responsible areas complying
with the governance of BBVA Group's official models.
Fair value hierarchy
All financial instruments, both assets and liabilities are initially recognized at fair value, which at that point is equivalent to the
transaction price, unless there is evidence to the contrary in the market. Subsequently, depending on the type of financial instrument,
it may continue to be recognized at amortized cost or fair value through adjustments in the consolidated income statement or equity.
When possible, the fair value is determined as the market price of a financial instrument. However, for many of the financial assets
and liabilities of the Group, especially in the case of derivatives, there is no market price available, so its fair value is estimated on the
basis of the price established in recent transactions involving similar instruments or, in the absence thereof, by using mathematical
measurement models that are sufficiently tried and trusted by the international financial community. The estimates of the fair value
derived from the use of such models take into consideration the specific features of the asset or liability to be measured and, in
particular, the various types of risk associated with such asset or liability. However, the limitations inherent in the measurement
models and possible inaccuracies in the assumptions and parameters required by these models may mean that the estimated fair
value of an asset or liability does not exactly match the price for which the asset or liability could be exchanged or settled on the date
of its measurement.
Additionally, for financial assets and liabilities that show significant uncertainty in inputs or model parameters used for valuation,
criteria is established to measure said uncertainty and activity limits are set based on these. Finally, these measurements are
compared, as much as possible, against other sources such as the measurements obtained by the business teams or those obtained
by other market participants.
The process for determining the fair value requires the classification of the financial assets and liabilities according to the
measurement processes used as set forth below:
\u2013Level 1: Valuation using directly the quotation of the instrument, observable and readily and regularly available from
independent price sources and referenced to active markets that the entity can access at the measurement date. The
instruments classified within this level are fixed-income securities, equity instruments and certain derivatives.
\u2013Level 2: Valuation of financial instruments with commonly accepted techniques that use inputs obtained from observable
data in markets.
\u2013Level 3: Valuation of financial instruments with valuation techniques that use significant unobservable inputs in the market.
As of December 31, 2022, the affected instruments at fair value accounted for approximately 0.57% of financial assets and
0.43% of the Group\u2019s financial liabilities. Model selection and validation is undertaken by control areas outside the business
areas.
Fair value of financial instruments
The fair value of the Group\u2019s financial instruments in the consolidated balance sheets and its corresponding carrying amounts, as of
December 31, 2022, 2021 and 2020 are presented below:
Fair value and carrying amount of the financial instruments (Millions of Euros)
2022
2021
2020
Notes
Carrying
Amount
Fair
Value
Carrying
Amount
Fair
Value
Carrying
Amount
Fair Value
ASSETS
Cash, cash balances at central banks and
other demand deposits
9
79,756
79,756
67,799
67,799
65,520
65,520
Financial assets held for trading
10
110,671
110,671
123,493
123,493
105,878
105,878
Non-trading financial assets mandatorily at
fair value through profit or loss
11
6,888
6,888
6,086
6,086
5,198
5,198
Financial assets designated at fair value
through profit or loss
12
913
913
1,092
1,092
1,117
1,117
Financial assets at fair value through other
comprehensive income
13
58,980
58,980
60,421
60,421
69,440
69,440
Financial assets at amortized cost
14
422,061
419,060
372,676
377,451
367,668
374,267
Derivatives \u2013 Hedge accounting
15
1,891
1,891
1,805
1,805
1,991
1,991
LIABILITIES
Financial liabilities held for trading
10
95,611
95,611
91,135
91,135
84,109
84,109
Financial liabilities designated at fair value
through profit or loss
12
10,580
10,580
9,683
9,683
10,050
10,050
Financial liabilities at amortized cost
22
528,629
525,052
487,893
488,733
490,606
491,006
Derivatives \u2013 Hedge accounting
15
3,303
3,303
2,626
2,626
2,318
2,318
Not all financial assets and liabilities are recorded at fair value. Information on financial instruments recorded at fair value and
subsequently information of those recorded at amortized cost is provided (including their fair value although this value is not used
when accounting for these instruments).
Fair value of financial instruments recognized at fair value, according to valuation criteria
Below are the different elements used in the valuation technique of financial instruments.
Active Market
BBVA considers an active market as a market that allows the observation of bid and offer prices representative of the levels to which
the market participants are willing to negotiate an asset, with sufficient frequency and volume.
Furthermore, BBVA would consider as traded in an \u201cOrganized Market\u201d quotations for assets or liabilities from Over The Counter
(OTC) markets when they are obtained from independent sources, observable on a daily basis and fulfil certain conditions.
The following table shows the financial instruments carried at fair value in the consolidated balance sheets, broken down by level used
to determine their fair value as of December 31, 2022, 2021 and 2020:
Fair Value of Financial Instruments by Levels (Millions of Euros)
2022
2021
2020
Level 1
Level 2
Level 3
Level 1
Level 2
Level 3
Level 1
Level 2
Level 3
ASSETS
Financial assets held for trading
22,710
85,636
2,325
32,371
87,736
3,386
32,555
71,938
1,386
Equity instruments
4,369
\u2014
34
15,925
\u2014
37
11,367
31
60
Debt securities
16,284
7,934
148
11,877
13,725
189
12,790
11,123
57
Loans and advances
1,262
39,562
1,169
615
47,279
2,913
2,379
26,741
1,148
Derivatives
795
38,140
974
3,954
26,732
247
6,019
34,043
121
Non-trading financial assets mandatorily at fair value through
profit or loss
5,720
151
1,017
4,378
522
1,186
3,826
381
992
Equity instruments
5,457
40
1,014
4,158
394
751
3,612
57
465
Debt securities
19
111
\u2014
\u2014
128
\u2014
4
324
28
Loans and advances
245
\u2014
3
220
\u2014
435
210
\u2014
499
Financial assets designated at fair value through profit or loss
913
\u2014
\u2014
916
176
\u2014
939
178
\u2014
Equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Debt securities
913
\u2014
\u2014
916
176
\u2014
939
178
\u2014
Loans and advances
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Financial assets at fair value through other comprehensive
income
48,235
10,237
508
52,157
7,545
719
60,976
7,866
598
Equity instruments
1,040
58
100
1,178
36
106
961
34
105
Debt securities
47,169
10,179
408
50,952
7,509
613
59,982
7,832
493
Loans and advances
26
\u2014
\u2014
27
\u2014
\u2014
33
\u2014
\u2014
Derivatives \u2013 Hedge accounting
4
1,887
\u2014
63
1,733
9
120
1,862
8
LIABILITIES
Financial liabilities held for trading
20,611
73,871
1,129
26,215
64,305
615
27,587
56,127
395
Trading derivatives
746
36,161
1,002
4,755
26,560
389
7,402
34,046
232
Short positions
13,354
133
\u2014
15,124
11
\u2014
11,805
504
3
Deposits
6,511
37,577
127
6,335
37,733
226
8,381
21,577
159
Financial liabilities designated at fair value through profit or
loss
\u2014
8,990
1,590
1
8,243
1,439
\u2014
8,558
1,492
Customer deposits
\u2014
700
\u2014
\u2014
809
\u2014
\u2014
902
\u2014
Debt certificates
\u2014
1,698
1,590
1
1,956
1,439
\u2014
3,038
1,492
Other financial liabilities
\u2014
6,592
\u2014
\u2014
5,479
\u2014
\u2014
4,617
\u2014
Derivatives \u2013 Hedge accounting
100
3,179
25
53
2,573
\u2014
53
2,250
15
Main valuation techniques
The main techniques used for the assessment of the majority of the financial instruments classified in level 3, and its main
unobservable inputs, are described below:
\u2013The net present value (net present value method): This technique uses the future cash flows of each financial instrument,
which are established in the different contracts, and discounted to their present value. This technique often includes many
observable inputs, but may also include unobservable inputs, as described below:
a.Credit Spread: This input represents the difference in yield of a debt security and the reference rate, reflecting the
additional return that a market participant would require to take the credit risk of that debt security. Therefore,
the credit spread of the debt security is part of the discount rate used to calculate the present value of the future
cash flows.
b.Recovery rate: This input represents the percentage of principal and interest recovered from a debt instrument
that has defaulted.
\u2013Comparable prices (similar asset prices): This input represents the prices of comparable financial instruments and
benchmarks used to calculate a reference yield based on relative movements from the entry price or current market levels.
Further adjustments to account for differences that may exist between financial instrument being valued and the
comparable financial instrument may be added. It can also be assumed that the price of the financial instrument is
equivalent to the comparable instrument.
\u2013Net asset value: This technique utilizes certain assumptions to use net asset value as representative of fair value, which is
equal to the total value of the assets and liabilities of a fund published by the managing entity.
\u2013Gaussian copula: This model is used to integrate default probabilities of credit instruments referenced to more than one
underlying CDS (Credit Default Swaps). The joint density function used to value the instrument is constructed by using a
Gaussian copula that relates the marginal densities by a normal distribution, usually extracted from the correlation matrix of
events approaching default by CDS issuers.
\u2013Black 76: variant of Black Scholes model, whose main application is the valuation of bond options, cap floors and Swaptions
where the behavior of the Forward and not the Spot itself, is directly modeled.
\u2013Black Scholes: The Black Scholes model postulates log-normal distribution for the prices of securities, so that the expected
return under the risk neutral measure is the risk free interest rate. Under this assumption, the price of vanilla options can be
obtained analytically, so that inverting the Black- Scholes formula, the implied volatility for process of the price can be
calculated.
\u2013Heston: This model, typically applied to equity OTC options, assumes stochastic behavior of volatility. According to which,
the volatility follows a process that reverts to a long-term level and is correlated with the underlying equity instrument. As
opposed to local volatility models, in which the volatility evolves deterministically, the Heston model is more flexible,
allowing it to be similar to that observed in the short term today.
\u2013Libor market model: This model assumes that the dynamics of the interest rate curve can be modeled based on the set of
forward contracts that compose the underlying interest rate. The correlation matrix is parameterized on the assumption
that the correlation between any two forward contracts decreases at a constant rate, beta, to the extent of the difference in
their respective due dates. The input \u201cCredit default volatility\u201d is a volatility input of the credit factor dynamic applied in
rate/credit hybrid operative. The multifactorial frame of this model makes it ideal for the valuation of instruments sensitive
to the slope or curve, including interest rate option.
\u2013Local Volatility: In the local volatility models, the volatility, instead of being static, evolves deterministically over time
according to the level of moneyness (i.e. probability that the option has a positive value on its date of expiration) of the
underlying, capturing the existence of volatility smiles. The volatility smile of an option is the empirical relationship observed
between its implied volatility and its strike price. These models are appropriate for options whose value depends on the
historical evolution of the underlying which use Monte Carlo simulation technique for their valuation.
Unobservable inputs
Quantitative information of unobservable inputs used to calculate level 3 valuations is presented below as of December 31, 2022, 2021
and 2020.
Unobservable inputs. December 2022
Financial instrument
Valuation technique(s)
Significant
unobservable inputs
Min
Average
Max
Units
Debt Securities
Present value method
Credit spread
\u2014
111
1,538
bp
Recovery rate
0 %
39 %
40 %
%
Comparable Pricing
2 %
94 %
139 %
%
Equity/Fund instruments
(1)
Net Asset Value
Comparable Pricing
Loans and advances
Present value method
Repo funding curve
0.71 %
3.48 %
5.52 %
Abs Repo
rate
Credit Derivatives
Gaussian Copula
Correlation default
26 %
44 %
58 %
%
Black 76
Price volatility
\u2014
\u2014
\u2014
Vegas
Equity Derivatives
Option models on
equities, baskets of
equity, funds
Dividends (2)
Correlations
(93 %)
59 %
99 %
%
Volatility
7.81
32.62
98.71
Vegas
FX Derivatives
Option models on FX
underlyings
Volatility
5.32
11.93
20.73
Vegas
IR Derivatives
Option models on IR
underlyings
Beta
0.25 %
2 %
18 %
%
Correlation rate/credit
(100 %)
100 %
%
Correlation rate/inflation
51 %
66 %
76 %
%
(1) Due to the diversity of valuation models of equity valuations, we would not include all the unobservable inputs or the quantitative ranges of them.
(2) The range of unobservable dividends is too wide range to be relevant.
Unobservable inputs. December 2020
Financial instrument
Valuation technique(s)
Significant
unobservable inputs
Min
Average
Max
Units
Debt securities
Present value method
Credit spread
4
47
564
bp
Recovery rate
0 %
37 %
40 %
%
Comparable pricing
0.1 %
100 %
144 %
%
Equity/Fund instruments (1)
Net asset value
Comparable pricing
Loans and advances
Present value method
Repo funding curve
(1.18 %)
(0.25 %)
0.74 %
Abs Repo
rate
Credit derivatives
Gaussian Copula
Correlation default
30 %
45 %
61 %
%
Black 76
Price volatility
\u2014
\u2014
\u2014
Vegas
Equity OTC option
Option models on
equities, baskets of
equity, funds
Dividends (2)
Correlations
(77 %)
51 %
98 %
%
Volatility
6.52
29.90
141.77
Vegas
FX derivatives
Option models on FX
underlyings
Volatility
4.11
10.00
16.14
Vegas
IR derivatives
Option models on IR
underlyings
Beta
0.25 %
2 %
18 %
%
Correlation rate/Credit
(100 %)
100 %
%
Credit default Volatility
\u2014
\u2014
\u2014
Vegas
(1) Due to the diversity of valuation models of equity valuations, we would not include all the unobservable inputs or the quantitative ranges of them.
(2) The range of unobservable dividends is too wide range to be relevant.
Adjustments to the valuation
Under IFRS 13, the entity must estimate the value taking into account the assumptions and conditions that market participants would
have when setting the price of the asset or liability on the valuation date.
In order to comply with the fair value requirements, the entity applies adjustments to the fair valuation considering inherent and
counterparties\u00b4 default criteria, funding valuation risk and valuation risks due to valuation uncertainty and related to the prudent
valuation criteria. The above is aligned with the regulatory requirements (EBA CRR 105.10) and considers the model risk, liquidity risk
(Bid / Offer) and price uncertainty risk.
Adjustments to the valuation for risk of default
The fair value of liabilities should reflect the entity's default risk, which includes, among other components, its own credit risk. Taking
this into account, the Group makes valuation adjustments for credit risk in the estimates of the fair value of its assets and liabilities.
These adjustments are calculated by estimating Exposure At Default, Probability of Default and Loss Given Default, which are based
on the recovery levels for all derivative products on any instrument, deposits and repos at the legal entity level (all counterparties
under a same master agreement), in which BBVA has exposure.
Credit Valuation Adjustment (hereinafter \u201cCVA\u201d) and Debit Valuation Adjustments (hereinafter \u201cDVA\u201d) are included in the valuation of
derivatives, both assets and liabilities, to reflect the impact on the fair value of the counterparty credit risk and its own, respectively.
The Group incorporates in its valuation, for all exposures classified in any of the categories valued at fair value, both the counterparty
credit risk and its own. In the trading portfolio, and in the specific case of derivatives, credit risk is recognized through such
adjustments.
As a general rule, the calculation of CVA is the sum of the expected positive exposure in time t, the probability of default between t-1
and t, and the Loss Given Default of the counterparty. Consequently, the DVA is calculated as the sum of the expected negative
exposure in time t, the probability of default of BBVA between t-1 and t, and the Loss Given Default of BBVA. Both calculations are
performed throughout the entire period of potential exposure.
The calculation of the expected positive and negative exposure is done through a Montecarlo simulation of the market variables
involved in all trades\u2019 valuation under the same legal netting set.
The information needed to calculate the probability of default and the loss given default of a counterparty comes from the credit
markets. The counterparty\u2019s Credit Default Swaps are used if liquid quotes are available. If a market price is not available, BBVA has
implemented a mapping process based on the sector, rating and geography of the counterparty to assign probabilities of default and
loss given default calibrated directly to market.
An additional adjustment for Own Credit Adjustment (OCA) is applied to the instruments accounted for by applying the Fair Value
Option permitted by IFRS 9. The related amounts recognized in the consolidated balance sheet as of December 31, 2022, related to
OCA were \u20ac333 million.
The amounts recognized in the consolidated balance sheets as of December 31, 2022, 2021 and 2020 related to the valuation
adjustments incorporated to the credit assessment derivative assets amounted to \u20ac-158 million \u20ac-121 million and \u20ac-142 million,
respectively as Credit Valuation Adjustments (CVA), and amounted to \u20ac135 million, \u20ac104 million and \u20ac124 million, respectively as
Debit Valuation Adjustment (DVA). The impact recorded under \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d
in the consolidated income statement for the year ended December 31, 2022 and 2021 corresponding to the mentioned adjustments
was a net impact of \u20ac0 million, and for the year ended 2020 was a loss of \u20ac-29 million.
Valuation adjustments for financing risk
The fair value of the positions recorded at fair value must reflect the entity's financing risk. Taking into account the above, the Group
makes adjustments for financing risk valuation (Funding Valuation Adjustment FVA) in the estimates of the fair value of its assets and
liabilities.
The adjustment to the valuation for financing risk incorporates the cost of financing implicit in the valuation of positions at fair value.
This adjustment reflects the cost of funding for non-collateralized or partially collateralized operations.
Additionally, as of December 31, 2022, 2021 and 2020, \u20ac-16 million, \u20ac-11 million and \u20ac-9 million related to the FVA were recognized in
the consolidated balance sheet, being the impact on results \u20ac-7 million, \u20ac-1 million and \u20ac-1 million, respectively.
Valuation adjustments for valuation uncertainty
The fair value of the positions recorded at fair value must reflect the valuation risk derived from the uncertainty in the valuation for
concepts of pure uncertainty of prices, liquidity risk and model risks. This adjustment is aligned with the regulatory requirements for
prudent valuation via valuation adjustments with an impact on CET1, and meets the requirements of EBA CRR 105.10 for this purpose.
The adjustment to the valuation for liquidity incorporates an adjustment for Bid / Offer spreads in the valuation of positions that do
not meet the necessary conditions to be considered a Market Maker operation.
The adjustment to the valuation for model risk captures the uncertainty in the price associated with the products valued with the use
of a valuation model (\"Mark to Model\") given the existence of more than one possible model applicable to the valuation of the product
or the calibration of its parameters from the observations of inputs in the market.
The adjustment to the valuation for price uncertainty includes the uncertainty associated with the dispersion in the values observed in
the market for the prices taken in the valuation of assets or as inputs in the valuation models.
The impact recorded under \u201cGains (losses) on financial assets and liabilities held for trading, net\u201d in the consolidated income
statement for the year ended December 31, 2022 corresponding to the mentioned adjustments was a net impact of \u20ac-43 million. An
adjustment was also made as of December 31, 2022 on financial assets at fair value through other comprehensive income for a total
of \u20ac-19 million.
Financial assets and liabilities classified as level 3
The changes in the balance of level 3 financial assets and liabilities included in the consolidated balance sheets are as follows:
Financial assets level 3: Changes in the year (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Assets
Liabilities
Assets
Liabilities
Balance at the beginning
5,301
2,054
2,984
1,902
3,316
2,103
Changes in fair value recognized in profit and loss (1)
289
(131)
338
143
611
296
Changes in fair value not recognized in profit and loss
(62)
14
(47)
(10)
(89)
(4)
Acquisitions, disposals and liquidations (2)
(864)
782
2,531
156
(725)
(652)
Net transfers to level 3
(750)
74
(436)
(80)
549
199
Exchange differences and others
(64)
(50)
(69)
(56)
(160)
(35)
Discontinued operations (3)
\u2014
\u2014
(518)
(5)
Balance at the end
3,850
2,743
5,301
2,054
2,984
1,902
(1) Profit or loss that is attributable to gains or losses relating to those financial assets and liabilities held as of December 31, 2022, 2021 and 2020. Valuation adjustments are
recorded under the heading \u201cGains (losses) on financial assets and liabilities (net)\u201d.
(2) Of which, in 2021, the assets roll forward is comprised of \u20ac2,742 million of acquisitions and \u20ac211 million of disposals. The liabilities roll forward is comprised of \u20ac213 million of
acquisitions and \u20ac57 million of sales.
(3)The balance of 2020 corresponds mainly to the companies in the United States included in the USA Sale (see Notes 3 and 21).
In 2022, the net volume of exposures classified as level 3 has been reduced. This reduction is mainly concentrated in repurchase
agreements positions, derived from the rotation of the portfolio towards positions with better observability in the equity market of the
inputs applied at their fair value. Additionally, the reduction in the volume of level 3 exposures of repurchase agreement positions is
mitigated by the increase in the volume of level 3 exposures in derivatives, for which there is worse observability in the market of the
inputs applied in their fair value.
In 2021 there was an increase in the trading portfolio mainly due to the evolution of loans and advances and their corresponding
funding with deposits. In line with this increase in the activity, and despite the improvement in the inputs used to value these assets in
the market, there was an increase in the volume of exposures classified as level 3 which mainly corresponded to the temporary
acquisitions of assets.
In 2020, there was a reduction in financial assets held for trading and financial liabilities held for trading classified as Level 2 in the fair
value hierarchy for an amount of \u20ac1,918 million and a reduction in financial assets held for trading and financial liabilities held for
trading classified as level 3 in the fair value hierarchy for an amount of \u20ac461 million euros.
For the years ended December 31, 2022, 2021 and 2020, the profit/loss on sales of financial instruments classified as level 3
recognized in the consolidated income statement was not material.
Transfers among levels
The Global Valuation Area, in collaboration with the Group, has established the rules for an appropriate financial instruments held for
trading classification according to the fair value hierarchy defined by IFRS.
On a monthly basis, any new assets added to the portfolio are classified, according to this criterion, by the subsidiaries. Then, there is
a quarterly review of the portfolio in order to analyze the need for a change in classification of any of these assets.
The financial instruments transferred among the different levels of measurement for the years ended December 31, 2022, 2021 and
2020 are at the following amounts in the consolidated balance sheets as of December 31, 2022, 2021 and 2020:
Transfers among levels. December 2022 (Millions of Euros)
From:
Level 1
Level 2
Level 3
To:
Level 2
Level 3
Level 1
Level 3
Level 1
Level 2
ASSETS
Financial assets held for trading
683
1
1,909
340
24
911
Non-trading financial assets mandatorily at fair
value through profit or loss
\u2014
\u2014
243
\u2014
53
2
Financial assets designated at fair value
through profit or loss
\u2014
\u2014
123
\u2014
\u2014
\u2014
Financial assets at fair value through other
comprehensive income
1,723
\u2014
715
\u2014
18
83
Derivatives \u2013 Hedge accounting
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total
2,407
1
2,990
340
95
996
LIABILITIES
Financial liabilities held for trading
524
\u2014
239
141
\u2014
258
Financial liabilities designated at fair value
through profit or loss
\u2014
\u2014
\u2014
221
\u2014
55
Derivatives \u2013 Hedge accounting
\u2014
\u2014
\u2014
25
\u2014
\u2014
Total
524
\u2014
239
387
\u2014
313
The main valuation techniques and inputs used to estimate the fair value of financial instruments accounted for at amortized cost and
classified in levels 2 and 3 is shown below. These are broken down by type of financial instrument and the balances correspond to
those as of December 31, 2022, 2021 and 2020:
Fair Value of financial Instruments at amortized cost by valuation technique (Millions of Euros)
2022
2021
2020
Valuation
technique(s)
Main inputs used
Level 2
Level 3
Level 2
Level 3
Level 2
Level 3
ASSETS
Financial assets at
amortized cost
13,393
371,112
13,033
331,205
15,066
324,005
Present-value
method
(Discounted future
cash flows)
Loans and advances to
central banks
\u2014
142
\u2014
\u2014
\u2014
\u2014
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
credit institutions
1,289
14,711
863
12,329
1,883
12,641
- Credit spread
- Prepayment rates
- Interest rate yield
Loans and advances to
customers
1,571
355,247
3,416
318,059
3,904
310,924
- Credit spread
- Prepayment rates
- Interest rate yield
Debt securities
10,533
1,012
8,755
817
9,279
440
- Credit spread
- Interest rate yield
LIABILITIES
Financial liabilities at
amortized cost
266,194
181,746
243,847
153,016
255,278
144,889
Deposits from central
banks
\u2014
300
\u2014
300
\u2014
207
Present-value
method
(Discounted future
cash flows)
- Issuer\u00b4s credit risk
- Prepayment rates
- Interest rate yield
Deposits from credit
institutions
20,546
6,231
14,853
4,916
22,914
4,633
Deposits from
customers
230,821
160,278
209,345
137,803
210,097
129,525
Debt certificates
7,240
8,368
10,014
4,391
14,413
4,848
Other financial
liabilities
7,587
6,568
9,636
5,606
7,854
5,676
In 2020, the level of significance of the unobservable inputs used to determine the fair value hierarchy of loans and advances to
customers at amortized cost was refined, resulting in a greater exposure classified as level 3. This revision was carried out in the
context of the availability of new information which was more adjusted to the changes that had occurred both in market conditions
and in the composition of credit investment. The effect on consolidated results and equity resulting from this review did not represent
any change.
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"ifrs-full:DerivativeFinancialLiabilitiesHeldForHedging", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2021-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8yODMvZnJhZzoyZGY0OTY2OTcyYjM0NmFkYTcxMGQxMWNmMjlkNWExNi90ZXh0cmVnaW9uOjJkZjQ5NjY5NzJiMzQ2YWRhNzEwZDExY2YyOWQ1YTE2XzIxOTkwMjMyNTU2MTI4_4e542193-dd68-46c2-aa01-7d1bca71e198": { "value": "Cash, cash balances at central banks and other demand deposits
The breakdown of the balance under the heading \u201cCash, cash balances at central banks and other demand deposits\u201d in the
consolidated balance sheets is as follows:
Cash, cash balances at central banks and other demand deposits (Millions of Euros)
Notes
2022
2021
2020
Cash on hand
6,533
6,877
6,447
Cash balances at central banks (1)
67,314
55,004
53,079
Other demand deposits
5,909
5,918
5,994
Total
8.1
79,756
67,799
65,520
(1) The variation is mainly due to an increase in balances at the Bank of Spain.
", "dimensions": { "concept": "ifrs-full:DisclosureOfCashAndBankBalancesAtCentralBanksExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8yODMvZnJhZzoyZGY0OTY2OTcyYjM0NmFkYTcxMGQxMWNmMjlkNWExNi90ZXh0cmVnaW9uOjJkZjQ5NjY5NzJiMzQ2YWRhNzEwZDExY2YyOWQ1YTE2XzIxOTkwMjMyNTU2MTI4_f53a66c6-500a-4d5a-8ea3-f8769c2192cf": { "value": "Cash, cash balances at central banks and other demand deposits
The breakdown of the balance under the heading \u201cCash, cash balances at central banks and other demand deposits\u201d in the
consolidated balance sheets is as follows:
Cash, cash balances at central banks and other demand deposits (Millions of Euros)
Notes
2022
2021
2020
Cash on hand
6,533
6,877
6,447
Cash balances at central banks (1)
67,314
55,004
53,079
Other demand deposits
5,909
5,918
5,994
Total
8.1
79,756
67,799
65,520
(1) The variation is mainly due to an increase in balances at the Bank of Spain.
", "dimensions": { "concept": "ifrs-full:DisclosureOfCashAndCashEquivalentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8yODYvZnJhZzo4ZjUwZGFkNmRmMzI0MmJkYTAxMTkxYmFlYzBlNzE1Ni90ZXh0cmVnaW9uOjhmNTBkYWQ2ZGYzMjQyYmRhMDExOTFiYWVjMGU3MTU2XzIxOTkwMjMyNTU1NTc0_3268d361-b33a-494b-b6e9-933fda108c57": { "value": "Financial assets and liabilities held for tradingBreakdown of the balance
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Financial assets and liabilities held for trading (Millions of Euros)
Notes
2022
2021
2020
ASSETS
Derivatives (1)
39,908
30,933
40,183
Equity instruments (2)
7.2.2
4,404
15,963
11,458
Credit institutions
317
816
633
Other sectors
4,086
15,147
10,824
Debt securities
7.2.2
24,367
25,790
23,970
Issued by central banks
821
936
1,011
Issued by public administrations
20,703
21,946
19,942
Issued by financial institutions
1,365
1,130
1,479
Other debt securities
1,477
1,778
1,538
Loans and advances
7.2.2
41,993
50,807
30,268
Loans and advances to central banks
1,632
3,467
53
Reverse repurchase agreement
1,632
3,467
53
Loans and advances to credit institutions
25,231
31,916
18,317
Reverse repurchase agreement (3)
25,201
31,901
18,310
Loans and advances to customers
15,130
15,424
11,898
Reverse repurchase agreement
14,832
14,916
11,295
Total assets
8.1
110,671
123,493
105,878
LIABILITIES
Derivatives (1)
37,909
31,705
41,680
Short positions
13,487
15,135
12,312
Deposits
44,215
44,294
30,117
Deposits from central banks
3,950
11,248
6,277
Repurchase agreement
3,950
11,248
6,277
Deposits from credit institutions
28,924
16,176
14,377
Repurchase agreement
28,573
15,632
14,035
Customer deposits
11,341
16,870
9,463
Repurchase agreement
11,302
16,824
9,418
Total liabilities
8.1
95,611
91,135
84,109
(1) The variation is mainly due to the evolution of exchange rate derivatives at BBVA, S.A.
(2) The variation is mainly due to sales at BBVA, S.A.
(3) The variation corresponds mainly to the evolution of \"Reverse repurchase agreement\" of BBVA, S.A.
As of December 31, 2022, 2021 and 2020 \u201cShort positions\u201d include \u20ac12,544 million, \u20ac14,298 million and \u20ac11,696 million, respectively,
held with general governments.
Derivatives
The derivatives portfolio arises from the Group\u2019s need to manage the risks it is exposed to in the normal course of business and also
to market products amongst the Group\u2019s customers. As of December 31, 2022, 2021 and 2020, trading derivatives were mainly
contracted in over-the-counter (OTC) markets, with counterparties, consisting primarily of credit institutions and other financial
corporations, and are related to foreign-exchange, interest-rate and equity risk.
Below is a breakdown by type of risk and market, of the fair value and notional amounts of derivatives recognized in the consolidated
balance sheets, divided into organized and OTC markets:
Derivatives by type of risk and by product or by type of market (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Interest rate
19,563
18,220
4,286,531
15,782
15,615
3,902,760
26,451
26,028
3,252,066
OTC
19,558
18,215
4,278,249
15,774
15,610
3,884,561
26,447
26,020
3,233,718
Organized market
5
5
8,282
8
5
18,199
3
8
18,348
Equity instruments
3,067
3,770
76,749
2,802
4,123
72,656
2,626
4,143
72,176
OTC
1,810
2,127
52,739
775
1,930
48,695
584
1,836
42,351
Organized market
1,257
1,643
24,010
2,028
2,192
23,962
2,042
2,307
29,825
Foreign exchange
and gold
16,971
15,528
589,705
12,104
11,471
533,395
10,952
11,216
461,898
OTC
16,954
15,505
580,850
12,090
11,445
526,590
10,942
11,216
457,180
Organized market
17
23
8,855
14
26
6,805
10
\u2014
4,719
Credit
299
383
43,450
236
490
19,937
153
292
23,411
Credit default swap
293
282
41,760
236
254
18,121
146
156
21,529
Credit spread option
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total return swap
7
101
1,665
\u2014
236
1,815
7
136
1,882
Other
\u2014
\u2014
25
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
9
8
60
8
7
149
1
1
26
DERIVATIVES
39,908
37,909
4,996,495
30,933
31,705
4,528,897
40,183
41,680
3,809,577
Of which: OTC - credit
institutions
28,385
26,454
1,205,895
21,069
22,488
1,073,921
24,432
27,244
958,017
Of which: OTC - other
financial corporations
5,745
4,493
3,587,546
3,300
3,075
3,257,382
8,211
8,493
2,663,978
Of which: OTC - other
4,501
5,290
161,882
4,514
3,919
148,629
5,484
3,627
134,690
(1) The variation is mainly due to the evolution of exchange rate derivatives at BBVA, S.A.
(2) The variation is mainly due to sales at BBVA, S.A.
(3) The variation corresponds mainly to the evolution of \"Reverse repurchase agreement\" of BBVA, S.A.
As of December 31, 2022, 2021 and 2020 \u201cShort positions\u201d include \u20ac12,544 million, \u20ac14,298 million and \u20ac11,696 million, respectively,
held with general governments.
Derivatives
The derivatives portfolio arises from the Group\u2019s need to manage the risks it is exposed to in the normal course of business and also
to market products amongst the Group\u2019s customers. As of December 31, 2022, 2021 and 2020, trading derivatives were mainly
contracted in over-the-counter (OTC) markets, with counterparties, consisting primarily of credit institutions and other financial
corporations, and are related to foreign-exchange, interest-rate and equity risk.
Below is a breakdown by type of risk and market, of the fair value and notional amounts of derivatives recognized in the consolidated
balance sheets, divided into organized and OTC markets:
Derivatives by type of risk and by product or by type of market (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Interest rate
19,563
18,220
4,286,531
15,782
15,615
3,902,760
26,451
26,028
3,252,066
OTC
19,558
18,215
4,278,249
15,774
15,610
3,884,561
26,447
26,020
3,233,718
Organized market
5
5
8,282
8
5
18,199
3
8
18,348
Equity instruments
3,067
3,770
76,749
2,802
4,123
72,656
2,626
4,143
72,176
OTC
1,810
2,127
52,739
775
1,930
48,695
584
1,836
42,351
Organized market
1,257
1,643
24,010
2,028
2,192
23,962
2,042
2,307
29,825
Foreign exchange
and gold
16,971
15,528
589,705
12,104
11,471
533,395
10,952
11,216
461,898
OTC
16,954
15,505
580,850
12,090
11,445
526,590
10,942
11,216
457,180
Organized market
17
23
8,855
14
26
6,805
10
\u2014
4,719
Credit
299
383
43,450
236
490
19,937
153
292
23,411
Credit default swap
293
282
41,760
236
254
18,121
146
156
21,529
Credit spread option
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total return swap
7
101
1,665
\u2014
236
1,815
7
136
1,882
Other
\u2014
\u2014
25
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
9
8
60
8
7
149
1
1
26
DERIVATIVES
39,908
37,909
4,996,495
30,933
31,705
4,528,897
40,183
41,680
3,809,577
Of which: OTC - credit
institutions
28,385
26,454
1,205,895
21,069
22,488
1,073,921
24,432
27,244
958,017
Of which: OTC - other
financial corporations
5,745
4,493
3,587,546
3,300
3,075
3,257,382
8,211
8,493
2,663,978
Of which: OTC - other
4,501
5,290
161,882
4,514
3,919
148,629
5,484
3,627
134,690
(1) The variation is mainly due to the evolution of exchange rate derivatives at BBVA, S.A.
(2) The variation is mainly due to sales at BBVA, S.A.
(3) The variation corresponds mainly to the evolution of \"Reverse repurchase agreement\" of BBVA, S.A.
As of December 31, 2022, 2021 and 2020 \u201cShort positions\u201d include \u20ac12,544 million, \u20ac14,298 million and \u20ac11,696 million, respectively,
held with general governments.
Derivatives
The derivatives portfolio arises from the Group\u2019s need to manage the risks it is exposed to in the normal course of business and also
to market products amongst the Group\u2019s customers. As of December 31, 2022, 2021 and 2020, trading derivatives were mainly
contracted in over-the-counter (OTC) markets, with counterparties, consisting primarily of credit institutions and other financial
corporations, and are related to foreign-exchange, interest-rate and equity risk.
Below is a breakdown by type of risk and market, of the fair value and notional amounts of derivatives recognized in the consolidated
balance sheets, divided into organized and OTC markets:
Derivatives by type of risk and by product or by type of market (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Interest rate
19,563
18,220
4,286,531
15,782
15,615
3,902,760
26,451
26,028
3,252,066
OTC
19,558
18,215
4,278,249
15,774
15,610
3,884,561
26,447
26,020
3,233,718
Organized market
5
5
8,282
8
5
18,199
3
8
18,348
Equity instruments
3,067
3,770
76,749
2,802
4,123
72,656
2,626
4,143
72,176
OTC
1,810
2,127
52,739
775
1,930
48,695
584
1,836
42,351
Organized market
1,257
1,643
24,010
2,028
2,192
23,962
2,042
2,307
29,825
Foreign exchange
and gold
16,971
15,528
589,705
12,104
11,471
533,395
10,952
11,216
461,898
OTC
16,954
15,505
580,850
12,090
11,445
526,590
10,942
11,216
457,180
Organized market
17
23
8,855
14
26
6,805
10
\u2014
4,719
Credit
299
383
43,450
236
490
19,937
153
292
23,411
Credit default swap
293
282
41,760
236
254
18,121
146
156
21,529
Credit spread option
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total return swap
7
101
1,665
\u2014
236
1,815
7
136
1,882
Other
\u2014
\u2014
25
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
9
8
60
8
7
149
1
1
26
DERIVATIVES
39,908
37,909
4,996,495
30,933
31,705
4,528,897
40,183
41,680
3,809,577
Of which: OTC - credit
institutions
28,385
26,454
1,205,895
21,069
22,488
1,073,921
24,432
27,244
958,017
Of which: OTC - other
financial corporations
5,745
4,493
3,587,546
3,300
3,075
3,257,382
8,211
8,493
2,663,978
Of which: OTC - other
4,501
5,290
161,882
4,514
3,919
148,629
5,484
3,627
134,690
Financial assets and liabilities designated at fair value through profit or loss
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Financial assets and liabilities designated at fair value through profit or loss (Millions of Euros)
Notes
2022
2021
2020
ASSETS
Debt securities
7.2.2 / 8.1
913
1,092
1,117
LIABILITIES
Customer deposits
700
809
902
Debt certificates issued
3,288
3,396
4,531
Other financial liabilities: Unit-linked products
6,592
5,479
4,617
Total liabilities
8.1
10,580
9,683
10,050
Within \u201cFinancial liabilities designated at fair value through profit or loss\u201d, liabilities linked to insurance products where the
policyholder bears the risk (unit-link) are recorded. Since the liabilities linked to insurance products in which the policyholder assumes
the risk are valued the same way as the assets associated to these insurance products, there is no credit risk component borne by the
Group in relation to these liabilities.
In addition, the assets and liabilities are included in these headings to reduce inconsistencies (asymmetries) in the valuation of those
operations and those used to manage their risk.
Financial assets at fair value through other comprehensive incomeBreakdown of the balance
The breakdown of the balance by the main financial instruments in the consolidated balance sheets is as follows:
Financial assets at fair value through other comprehensive income (Millions of Euros)
Notes
2022
2021
2020
Equity instruments
7.2.2
1,198
1,320
1,100
Debt securities (1)
57,755
59,074
68,308
Loans and advances to credit institutions
7.2.2
26
27
33
Total
8.1
58,980
60,421
69,440
Of which: loss allowances of debt securities
(121)
(74)
(97)
Debt securities
The breakdown of the balance under the heading \u201cDebt securities\u201d of the consolidated financial statements as of December 31, 2022,
2021 and 2020, broken down by issuers, is as follows:
Financial assets at fair value through other comprehensive income. Debt securities (Millions of Euros)
2022
2021
2020
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Domestic debt securities
Government and other
government agency
17,799
154
(524)
17,429
15,889
656
\u2014
16,544
28,582
801
(16)
29,367
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
865
10
(20)
854
1,125
51
\u2014
1,176
1,363
76
\u2014
1,439
Other issuers
500
5
(10)
495
612
24
(1)
635
867
40
(1)
906
Subtotal
19,164
169
(555)
18,779
17,625
731
(2)
18,355
30,811
917
(17)
31,712
Foreign debt securities
Mexico
11,566
3
(759)
10,810
11,097
32
(359)
10,769
9,107
291
(3)
9,395
Government and other
government agency
11,013
2
(736)
10,278
10,467
21
(348)
10,141
8,309
271
(1)
8,579
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
130
\u2014
(10)
119
120
3
(6)
118
113
5
\u2014
118
Other issuers
423
2
(12)
413
509
7
(6)
510
685
15
(2)
698
Italy
4,568
53
(106)
4,515
7,407
213
(12)
7,608
3,897
367
\u2014
4,263
Government and other
government agency
4,402
52
(104)
4,349
7,274
212
(12)
7,474
3,789
366
\u2014
4,154
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
39
\u2014
\u2014
39
47
\u2014
\u2014
47
48
\u2014
\u2014
48
Other issuers
127
1
(1)
126
86
1
\u2014
87
60
1
\u2014
61
Japan
2,920
7
(1)
2,926
4,961
7
\u2014
4,968
4,551
1
(3)
4,549
Government and other
government agency
2,824
6
\u2014
2,830
4,906
7
\u2014
4,913
4,492
\u2014
(3)
4,489
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
14
\u2014
(1)
13
18
\u2014
\u2014
18
\u2014
\u2014
\u2014
\u2014
Other issuers
82
1
\u2014
83
36
1
\u2014
37
59
1
\u2014
60
The United States
5,245
39
(263)
5,020
3,900
44
(18)
3,926
4,642
52
(3)
4,691
Government and other
government agency
2,956
17
(257)
2,716
1,754
7
(17)
1,744
2,307
9
(1)
2,315
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
89
1
\u2014
89
114
2
\u2014
116
186
3
\u2014
188
Other issuers
2,200
21
(6)
2,215
2,032
35
(1)
2,065
2,149
40
(2)
2,187
Turkey
3,213
700
(56)
3,858
2,888
199
(168)
2,920
3,456
90
(73)
3,473
Government and other
government agency
3,213
700
(56)
3,858
2,888
199
(168)
2,920
3,456
90
(73)
3,473
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other issuers
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other countries
11,928
194
(274)
11,848
10,298
286
(55)
10,529
9,892
372
(39)
10,225
Other foreign governments
and government agency
3,093
120
(154)
3,059
2,488
115
(29)
2,574
2,177
136
(14)
2,300
Central banks
3,098
8
(12)
3,094
1,698
3
(5)
1,696
1,599
21
(8)
1,611
Credit institutions
2,087
40
(59)
2,068
2,306
92
(16)
2,382
2,468
116
(8)
2,576
Other issuers
3,649
27
(49)
3,627
3,807
76
(6)
3,877
3,648
99
(8)
3,738
Subtotal
39,440
996
(1,459)
38,977
40,551
780
(612)
40,719
35,545
1,172
(120)
36,596
Total
58,605
1,165
(2,014)
57,755
58,176
1,511
(614)
59,074
66,356
2,089
(137)
68,308
Gains/losses
The changes in the gains/losses (net of taxes) in 2022, 2021 and 2020 of debt securities recognized under the equity heading
\u201cAccumulated other comprehensive income (loss) \u2013 Items that may be reclassified to profit or loss \u2013 Fair value changes of debt
instruments measured at fair value through other comprehensive income\u201d and equity instruments recognized under the equity
heading \u201cAccumulated other comprehensive income (loss) \u2013 Items that will not be reclassified to profit or loss \u2013Fair value changes of
equity instruments measured at fair value through other comprehensive income\u201d in the consolidated balance sheets are as follows:
Other comprehensive income - Changes in gains (losses) (Millions of Euros)
Debt securities
Equity instruments
Notes
2022
2021
2020
2022
2021
2020
Balance at the beginning
1,274
2,069
1,760
(1,079)
(1,256)
(403)
Valuation gains and losses
(2,694)
(1,058)
489
(167)
183
(803)
Amounts transferred to income
20
(63)
(72)
Amounts transferred to
Reserves
(2)
\u2014
(73)
Income tax and other
838
325
(107)
54
(7)
23
Balance at the end
30
(562)
1,274
2,069
(1,194)
(1,079)
(1,256)
In 2022, 2021 and 2020, equity instruments presented a decrease of \u20ac167 million, an increase of \u20ac183 million and a decrease of \u20ac803
million, respectively, in the heading \u201cGains and losses from valuation - Accumulated other comprehensive income - Items that will not
be reclassified to profit and loss - Fair value changes of equity instruments measured at fair value through other comprehensive
income\u201d, mainly due to changes in Telefonica\u2019s share price.
Financial assets at amortized costBreakdown of the balance
The breakdown of the balance under this heading in the consolidated balance sheets, according to the nature of the financial
instrument, is as follows:
Financial assets at amortized cost (Millions of Euros)
Notes
2022
2021
2020
Debt securities
43,606
34,781
35,737
Central banks
21
15
\u2014
Government
40,389
32,130
28,727
Credit institutions
1,177
817
783
Other financial corporations
857
525
5,027
Non-financial corporations
1,162
1,295
1,200
Loans and advances to central banks
4,401
5,681
6,209
Loans and advances to credit institutions
16,031
13,276
14,575
Reverse repurchase agreements
5,251
2,788
1,914
Other loans and advances
10,780
10,488
12,661
Loans and advances to customers
7.2.2
358,023
318,939
311,147
Government
20,892
19,682
19,391
Other financial corporations
12,765
9,804
9,817
Non-financial corporations
165,510
140,993
136,424
Other
158,855
148,461
145,515
Total
8.1
422,061
372,676
367,668
Of which: impaired assets of loans and advances to
customers
7.2.2
13,493
14,657
14,672
Of which: loss allowances of loans and advances
7.2.5
(11,291)
(11,142)
(12,141)
Of which: loss allowances of debt securities
(93)
(52)
(48)
During financial years 2022, 2021 and 2020, there have been no significant reclassifications from the heading \u201cFinancial assets at
amortized cost\u201d to other headings or from other headings to \u201cFinancial assets at amortized cost\u201d.
Debt securities
The breakdown of the balance under the heading \u201cDebt securities\u201d in the consolidated balance sheets, according to the issuer of the
debt securities, is as follows:
Financial assets at amortized cost. Debt securities. (Millions of Euros)
2022
2021
2020
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Domestic debt
securities
Government and other
government agencies
18,397
10
(1,330)
17,077
17,693
1,326
(7)
19,013
13,656
1,212
\u2014
14,868
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other issuers
144
1
(18)
127
337
10
(6)
341
4,835
59
(7)
4,887
Subtotal
18,541
11
(1,348)
17,204
18,031
1,336
(13)
19,353
18,492
1,271
(7)
19,756
Foreign debt
securities
Mexico
10,743
\u2014
\u2014
10,743
8,464
182
(138)
8,508
7,771
534
(16)
8,289
Government and other
government agencies
9,806
\u2014
\u2014
9,806
7,669
170
(131)
7,708
6,963
479
\u2014
7,442
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
745
\u2014
\u2014
745
614
11
\u2014
625
632
55
\u2014
687
Other issuers
192
\u2014
\u2014
192
181
1
(7)
175
176
\u2014
(16)
160
The United States
2,412
\u2014
(10)
2,402
93
\u2014
\u2014
93
52
\u2014
(26)
26
Government and other
government agencies
2,159
\u2014
(5)
2,154
10
\u2014
\u2014
10
14
\u2014
\u2014
14
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
28
\u2014
(2)
27
26
\u2014
\u2014
26
23
\u2014
(16)
7
Other issuers
224
\u2014
(3)
221
57
\u2014
\u2014
57
15
\u2014
(10)
5
Turkey
5,332
\u2014
\u2014
5,332
2,634
143
(95)
2,682
3,628
95
(25)
3,698
Government and other
government agencies
5,325
\u2014
\u2014
5,325
2,628
143
(95)
2,676
3,621
95
(25)
3,691
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
6
\u2014
\u2014
6
5
\u2014
\u2014
5
6
\u2014
\u2014
6
Other issuers
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1
\u2014
\u2014
1
Other countries
6,578
44
(343)
6,280
5,559
289
(37)
5,812
5,795
505
(1)
6,299
Other foreign
governments and
other government
agency
4,701
32
(311)
4,423
4,144
257
(28)
4,374
4,473
467
(1)
4,939
Central banks
21
\u2014
(1)
21
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
397
2
(11)
389
171
\u2014
\u2014
171
122
\u2014
\u2014
122
Other issuers
1,458
10
(21)
1,448
1,243
32
(9)
1,267
1,200
38
\u2014
1,238
Subtotal
25,065
45
(353)
24,757
16,750
614
(270)
17,094
17,245
1,134
(68)
18,311
Total
43,606
56
(1,701)
41,961
34,781
1,950
(284)
36,447
35,737
2,405
(75)
38,067
As of December 31, 2022, 2021 and 2020, the distribution according to the credit quality (ratings) of the issuers of debt securities
classified as financial assets at amortized cost, was as follows:
Debt securities by rating
2022
2021
2020
Carrying
amount
(Millions of
Euros)
%
Carrying
amount
(Millions of
Euros)
%
Carrying
amount
(Millions of
Euros)
%
AAA
3,068
7.0%
143
0.4%
151
0.4%
AA+
217
0.5%
77
0.2%
74
0.2%
AA
86
0.2%
76
0.2%
64
0.2%
AA-
108
0.2%
69
0.2%
48
0.1%
A+
13
\u2014%
62
0.2%
42
\u2014%
A
592
1.4%
619
1.8%
590
1.7%
A-
17,050
39.1%
16,312
46.9%
16,736
46.8%
BBB+
11,037
25.3%
9,336
26.8%
7,919
22.2%
BBB
4,265
9.8%
3,853
11.1%
942
2.6%
BBB-
535
1.2%
527
1.5%
4,499
12.6%
BB+ or below
5,967
13.7%
3,120
9.0%
3,928
11.0%
Unclassified
667
1.5%
587
1.7%
743
2.1%
Total
43,606
100.0%
34,781
100.0%
35,737
100.0%
Loans and advances to customers
The breakdown of the balance under this heading in the consolidated balance sheets, according to their nature, is as follows:
Loans and advances to customers (Millions of Euros)
2022
2021
2020
On demand and short notice
4,101
3,161
2,835
Credit card debt
18,898
14,030
13,093
Trade receivables
25,987
19,524
15,544
Finance leases
8,571
7,911
7,650
Reverse repurchase agreements
102
23
71
Other term loans
294,059
268,047
267,031
Advances that are not loans
6,305
6,243
4,924
Total
358,023
318,939
311,147
As of December 31, 2022, 2021 and 2020, 51%, 50% and 47%, respectively, of \"Loans and advances to customers\" with maturity
greater than one year have fixed-interest rates and 49%, 50% and 53%, respectively, have variable interest rates.
This heading also includes some loans that have been securitized. The balances recognized in the consolidated balance sheets
corresponding to these securitized loans are as follows:
Securitized loans (Millions of Euros)
2022
2021
2020
Securitized mortgage assets
23,290
23,695
23,953
Other securitized assets
5,495
6,547
6,144
Total
28,784
30,242
30,098
Hedging derivatives and fair value changes of the hedged items in portfolio hedges
of interest rate risk
The balance of these headings in the consolidated balance sheets is as follows:
Derivatives \u2013 Hedge accounting and fair value changes of the hedged items in portfolio hedge of interest rate risk
(Millions of Euros)
2022
2021
2020
ASSETS
Derivatives - Hedge accounting
1,891
1,805
1,991
Fair value changes of the hedged items in portfolio hedges of interest rate risk
(148)
5
51
LIABILITIES
Derivatives - Hedge accounting
3,303
2,626
2,318
Fair value changes of the hedged items in portfolio hedges of interest rate risk
\u2014
\u2014
\u2014
As of December 31, 2022, 2021 and 2020, the main positions hedged by the Group and the derivatives designated to hedge those
positions were:
\u2013Fair value hedging:
a.Fixed-interest debt securities at fair value through other comprehensive income and at amortized cost: The interest
rate risk of these securities is hedged using interest rate derivatives (fixed-variable swaps) and forward sales.
b.Long-term fixed-interest debt securities issued by the Bank: the interest rate risk of these securities is hedged using
interest rate derivatives (fixed-variable swaps).
c.Fixed-interest loans: The equity price risk of these instruments is hedged using interest rate derivatives (fixed-variable
swaps).
d.Fixed-interest and/or embedded derivative deposit portfolio hedges: it covers the interest rate risk through fixed-
variable swaps. The valuation of the borrowed deposits corresponding to the interest rate risk is in the heading \"Fair
value changes of the hedged items in portfolio hedges of interest rate risk\u201d.
\u2013Cash-flow hedges: Most of the hedged items are floating interest-rate loans and asset hedges linked to the inflation of the
amortized cost portfolio and the financial assets at fair value through other comprehensive income portfolio. This risk is
hedged using foreign-exchange, interest-rate swaps, inflation and FRA (Forward Rate Agreement).
\u2013Net foreign-currency investment hedges: These hedged risks are foreign-currency investments in the Group\u2019s foreign
subsidiaries. This risk is hedged mainly with foreign-exchange options and forward currency sales and purchases.
Note 7 analyzes the Group\u2019s main risks that are hedged using these financial instruments.
The details of the net positions by hedged risk of the fair value of the hedging derivatives recognized in the consolidated balance
sheets are as follows:
Derivatives - Hedge accounting. Breakdown by type of risk and type of hedge (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Assets
Liabilities
Assets
Liabilities
Interest rate
656
376
697
322
989
525
OTC
656
376
697
322
989
525
Organized market
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
OTC
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Organized market
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Foreign exchange and gold
259
83
463
135
435
350
OTC
259
83
463
135
435
350
Organized market
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
\u2014
\u2014
\u2014
FAIR VALUE HEDGES
915
459
1,160
457
1,424
874
Interest rate
470
2,763
228
1,786
154
1,055
OTC
454
2,763
226
1,786
154
1,041
Organized market
16
2
\u2014
\u2014
15
Equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Foreign exchange and gold
239
46
180
79
225
55
OTC
239
45
180
79
225
50
Organized market
\u2014
1
\u2014
\u2014
\u2014
5
Credit
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
CASH FLOW HEDGES
708
2,809
408
1,865
379
1,111
HEDGE OF NET INVESTMENTS IN A
FOREIGN OPERATION
213
26
198
196
166
139
PORTFOLIO FAIR VALUE HEDGES OF
INTEREST RATE RISK
7
8
18
95
18
170
PORTFOLIO CASH FLOW HEDGES OF
INTEREST RATE RISK
48
1
21
13
3
23
DERIVATIVES-HEDGE ACCOUNTING
1,891
3,303
1,805
2,626
1,991
2,318
of which:
OTC - credit institutions
1,577
2,911
1,454
2,248
1,718
1,965
of which:
OTC - other financial corporations
297
391
349
378
273
333
Below there is a breakdown of the items covered by fair value hedges:
Hedged items in fair value hedges (Millions of Euros)
Carrying amount
Hedge adjustments
included in the
carrying amount of
assets/liabilities (1)
Remaining
adjustments for
discontinued micro
hedges including
hedges of net
positions (1)
Hedged items in
portfolio hedge of
interest rate risk
2022
2021
2022
2021
2022
2021
2022
2021
ASSETS
Financial assets measured at
fair value through other
comprehensive income
13,994
20,333
(1,024)
(52)
2
11
\u2014
\u2014
Interest rate
13,602
20,285
Foreign exchange and gold
327
\u2014
Other
66
49
Financial assets measured at
amortized cost
4,838
8,273
(485)
168
13
5
1,179
1,997
Interest rate
4,835
8,270
Foreign exchange and gold
3
2
LIABILITIES
Financial liabilities measured at
amortized costs
34,898
24,567
1,299
(690)
\u2014
\u2014
\u2014
\u2014
Interest rate
34,894
24,563
Foreign exchange and gold
5
5
(1) The balance of discontinued hedges is not significant.
The following is the breakdown, by their notional maturities, of the hedging instruments as of December 31, 2022:
Calendar of the notional maturities of the hedging instruments (Millions of Euros)
Up to 3
months
From 3
months to
1 year
From 1 to 5
years
More than
5 years
Total
FAIR VALUE HEDGES
2,697
5,629
31,055
12,944
52,325
Of which: Interest rate
2,697
5,524
29,031
12,944
50,196
CASH FLOW HEDGES
4,495
17,900
27,732
3,051
53,178
Of which: Interest rate
4,430
17,900
25,777
2,932
51,040
HEDGE OF NET INVESTMENTS IN A FOREIGN
OPERATION
5,292
4,738
\u2014
\u2014
10,031
PORTFOLIO FAIR VALUE HEDGES OF INTEREST RATE
RISK
87
27
1,609
1,067
2,790
PORTFOLIO CASH FLOW HEDGES OF INTEREST RATE
RISK
340
140
573
65
1,118
DERIVATIVES-HEDGE ACCOUNTING
12,912
28,434
60,969
17,128
119,442
In 2022, 2021 and 2020, there was no reclassification in the consolidated income statements of any amount corresponding to cash
flow hedges that was previously recognized in equity (see Note 41).
The amount for derivatives designated as accounting hedges that did not pass the effectiveness test in the years ended December 31,
2022, 2021 and 2020 were not material.
IBOR Reform
The transition from IBOR indices to the new risk free rates (RFR) (see Note 7.3.4) may cause uncertainty about the future of some
references or its impact on the contracts held by an entity, which could cause uncertainty about the term or the amounts of the cash
flows of the hedged instrument or the hedging instrument. Due to such uncertainties, in the period before the benchmark rate reform
actually takes place, some entities may be forced to discontinue hedge accounting, or not be able to designate new hedging
relationships. To avoid this, the IASB made a series of transitory amendments to IFRS 9, IAS 39 and IFRS 7 providing temporary
exceptions to the application of certain specific hedge accounting requirements that are applicable to all hedging relationships that
are affected by the uncertainty derived from the IBOR Reform. These exceptions should end once the uncertainty is resolved (rates to
be modified according to the new RFRs) or the hedge ceases to exist.
The nominal amount of the hedging instruments for hedging relationships directly affected by the IBOR reform as of December 31,
2022 is the following:
Hedges affected by the IBOR reform (Millions of Euros)
LIBOR USD
LIBOR GBP
Other
Total
Cash flow hedges
1,061
\u2014
316
1,377
Fair value hedges
7,276
369
657
8,302
Financial liabilities at amortized costBreakdown of the balance
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Financial liabilities measured at amortized cost (Millions of Euros)
2022
2021
2020
Deposits
459,114
416,947
415,467
Deposits from central banks
38,323
47,351
45,177
Demand deposits
205
8
163
Time deposits and other
33,534
41,790
38,274
Repurchase agreements
4,584
5,553
6,740
Deposits from credit institutions
26,935
19,834
27,629
Demand deposits
11,434
7,601
7,196
Time deposits and other
11,787
8,599
16,079
Repurchase agreements
3,714
3,634
4,354
Customer deposits
393,856
349,761
342,661
Demand deposits
316,082
293,015
266,250
Time deposits and other
75,516
55,479
75,666
Repurchase agreements
2,259
1,267
746
Debt certificates
55,429
55,763
61,780
Other financial liabilities
14,086
15,183
13,358
Total
528,629
487,893
490,606
The balance variances are mainly due to the following transactions:
Perpetual Contingent Convertible Securities\u00a0
The Annual General Shareholders' Meeting of BBVA held on March 17, 2017, resolved, under agenda item five, to confer authority on
the Board of Directors to issue securities convertible into newly issued BBVA shares, on one or several occasions, within the
maximum term of five years to be counted from the date the resolution was adopted, up to the maximum overall amount of \u20ac8 billion
or its equivalent in any other currency. Likewise, the Annual General Shareholders' Meeting resolved to confer on the Board of
Directors authority to totally or partially exclude shareholders' pre-emptive subscription rights within the framework of a specific
issue of convertible securities, although this power was limited to ensure the nominal amount of the capital increases resolved or
carried to cover the conversion of the mandatory convertible issues in use of this authority (without prejudice to anti-dilution
adjustments), with exclusion of pre-emptive subscription rights and of those likewise resolved or carried out with exclusion of pre-
emptive subscription rights in use of the authority to increase the share capital conferred under the Annual General Shareholders'
Meeting held on March 17, 2017, under agenda item four, do not exceed the maximum nominal amount, overall, of 20% of the share
capital of BBVA at the time of the authorization, this limit not being applicable to contingent convertible issues.
Under that delegation, BBVA has made since 2020 the following contingently convertible issuance that qualifies as additional tier 1
capital of the Bank and the Group in accordance with Regulation (EU) 575/2013:
\u2013On July 15, 2020, BBVA carried out an issuance of perpetual contingent convertible securities (additional tier 1
instruments), with exclusion of shareholders' pre-emptive subscription rights, for a total nominal amount of \u20ac1 billion. This
issuance is listed in the AIAF Fixed Income Securities Market and was targeted only at professional clients and eligible
counterparties, not being offered or sold to any retail clients.
Furthermore, the Annual General Shareholders' Meeting of BBVA held on April 20, 2021, resolved, under agenda item five, to
authorize the Board of Directors of BBVA, with sub-delegation powers, to issue convertible securities, whose conversion is contingent
and which are intended to meet regulatory requirements for their eligibility as capital instruments (CoCos), in accordance with the
solvency regulations applicable from time to time, subject to the legal and statutory provisions that may be applicable at any time.
The Board of Directors may make issues on one or several times within the maximum term of five years from the date on which this
resolution was adopted, up to the maximum overall amount of \u20ac8 billion or its equivalent in any other currency. The Board of
Directors may also resolve to exclude, either fully or partially, the pre-emptive subscription rights of shareholders within the
framework of a concrete issuance, complying in all cases with the legal requirements and limitations established for this purpose at
any given time. Likewise, the authority conferred by the Annual General Meeting of Shareholders held on March 17, 2017 under its
agenda item five was repealed in the unused part.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on April
20, 2021.
These perpetual securities issued must be converted into newly issued ordinary shares of BBVA if the CET 1 ratio of the Bank or the
Group is less than 5.125%, in accordance with their respective terms and conditions.
These type of issuances made by the Bank may be fully redeemed at BBVA's option only in the cases contemplated in their respective
terms and conditions and, in any case, in accordance with the provisions of the applicable legislation. In particular, throughout the
financial years 2020, 2021 and 2022:
\u2013On February 18, 2020, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier
1 instruments) carried out by the Bank on February 18, 2015, for an amount of \u20ac1.5 billion on the First Reset Date of the
issuance and once the prior consent from the Regulator was obtained.
\u2013On April 14, 2021, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on April 14, 2016, for an amount of \u20ac1 billion on the First Reset Date of the issuance
and once the prior consent from the Regulator was obtained.
\u2013On May 24, 2022, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on May 24, 2017, for an amount of \u20ac500 million on the First Reset Date and once the
prior consent from the Regulator was obtained.
Convertible Securities
Subsequently, the Annual General Shareholders' Meeting of BBVA held on March 18, 2022, resolved, under agenda item five, to confer
authority on the Board of Directors of BBVA, with sub-delegation powers, to issue securities convertible into new BBVA shares (other
than contingently convertible securities, envisaged to meet regulatory requirements for their eligibility as capital instruments (CoCos)
referred to in the resolutions adopted by BBVA's Annual General Shareholders' Meeting held on April 20, 2021, under agenda item
five), subject to provisions in the law and in BBVA's bylaws that may be applicable at any time, on one or several occasions within the
maximum term of five years to be counted as from the date on which the resolution was adopted, up to a maximum total amount of
\u20ac6 billion, or the equivalent in any other currency. The Board of Directors may also resolve to exclude, either fully or partially, the pre-
emptive subscription rights of shareholders within the framework of a specific issuance, complying in all cases with the legal
requirements and limitations established for this purpose at any given time.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on March
18, 2022.
Other financial liabilities
The breakdown of the balance under this heading in the consolidated balance sheets is as follows:
Other financial liabilities (Millions of Euros)
2022
2021
2020
Lease liabilities (1)
1,398
2,560
2,674
Creditors for other financial liabilities
3,589
2,657
2,408
Collection accounts
3,426
3,839
3,275
Creditors for other payment obligations (2)
5,673
6,127
5,000
Total
14,086
15,183
13,358
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties for which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group (see Note 17).
(2) In 2021, this caption includes the amount committed for the acquisition of own shares under the share buyback program (see Notes 2.2.14 and 4).
A breakdown of the maturity of the lease liabilities, due after December 31, 2022 is provided below:
Maturity of future payment obligations (Millions of Euros)
Up to 1
year
1 to 3
years
3 to 5
years
Over 5
years
Total
Leases
142
260
305
691
1,398
(1) The variation is mainly due to the evolution of exchange rate derivatives at BBVA, S.A.
(2) The variation is mainly due to sales at BBVA, S.A.
(3) The variation corresponds mainly to the evolution of \"Reverse repurchase agreement\" of BBVA, S.A.
As of December 31, 2022, 2021 and 2020 \u201cShort positions\u201d include \u20ac12,544 million, \u20ac14,298 million and \u20ac11,696 million, respectively,
held with general governments.
Derivatives
The derivatives portfolio arises from the Group\u2019s need to manage the risks it is exposed to in the normal course of business and also
to market products amongst the Group\u2019s customers. As of December 31, 2022, 2021 and 2020, trading derivatives were mainly
contracted in over-the-counter (OTC) markets, with counterparties, consisting primarily of credit institutions and other financial
corporations, and are related to foreign-exchange, interest-rate and equity risk.
Below is a breakdown by type of risk and market, of the fair value and notional amounts of derivatives recognized in the consolidated
balance sheets, divided into organized and OTC markets:
Derivatives by type of risk and by product or by type of market (Millions of Euros)
2022
2021
2020
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Assets
Liabilities
Notional
amount -
Total
Interest rate
19,563
18,220
4,286,531
15,782
15,615
3,902,760
26,451
26,028
3,252,066
OTC
19,558
18,215
4,278,249
15,774
15,610
3,884,561
26,447
26,020
3,233,718
Organized market
5
5
8,282
8
5
18,199
3
8
18,348
Equity instruments
3,067
3,770
76,749
2,802
4,123
72,656
2,626
4,143
72,176
OTC
1,810
2,127
52,739
775
1,930
48,695
584
1,836
42,351
Organized market
1,257
1,643
24,010
2,028
2,192
23,962
2,042
2,307
29,825
Foreign exchange
and gold
16,971
15,528
589,705
12,104
11,471
533,395
10,952
11,216
461,898
OTC
16,954
15,505
580,850
12,090
11,445
526,590
10,942
11,216
457,180
Organized market
17
23
8,855
14
26
6,805
10
\u2014
4,719
Credit
299
383
43,450
236
490
19,937
153
292
23,411
Credit default swap
293
282
41,760
236
254
18,121
146
156
21,529
Credit spread option
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total return swap
7
101
1,665
\u2014
236
1,815
7
136
1,882
Other
\u2014
\u2014
25
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Commodities
9
8
60
8
7
149
1
1
26
DERIVATIVES
39,908
37,909
4,996,495
30,933
31,705
4,528,897
40,183
41,680
3,809,577
Of which: OTC - credit
institutions
28,385
26,454
1,205,895
21,069
22,488
1,073,921
24,432
27,244
958,017
Of which: OTC - other
financial corporations
5,745
4,493
3,587,546
3,300
3,075
3,257,382
8,211
8,493
2,663,978
Of which: OTC - other
4,501
5,290
161,882
4,514
3,919
148,629
5,484
3,627
134,690
Within \u201cFinancial liabilities designated at fair value through profit or loss\u201d, liabilities linked to insurance products where the
policyholder bears the risk (unit-link) are recorded. Since the liabilities linked to insurance products in which the policyholder assumes
the risk are valued the same way as the assets associated to these insurance products, there is no credit risk component borne by the
Group in relation to these liabilities.
In addition, the assets and liabilities are included in these headings to reduce inconsistencies (asymmetries) in the valuation of those
operations and those used to manage their risk.
", "dimensions": { "concept": "ifrs-full:DisclosureOfFinancialInstrumentsDesignatedAtFairValueThroughProfitOrLossExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zMjIvZnJhZzo5ODJkZWY3MmNjZWY0MGY0YjU5NTc2OGYzNTNiMWJhNS90ZXh0cmVnaW9uOjk4MmRlZjcyY2NlZjQwZjRiNTk1NzY4ZjM1M2IxYmE1XzIxOTkwMjMyNTU1OTA4_c98e0c8f-a0d7-49c4-a5e2-df0262535e30": { "value": "Debt securities
The breakdown of the balance under the heading \u201cDebt securities\u201d in the consolidated balance sheets, according to the issuer of the
debt securities, is as follows:
Financial assets at amortized cost. Debt securities. (Millions of Euros)
2022
2021
2020
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Amortized
cost
Unrealized
gains
Unrealized
losses
Fair
value
Domestic debt
securities
Government and other
government agencies
18,397
10
(1,330)
17,077
17,693
1,326
(7)
19,013
13,656
1,212
\u2014
14,868
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other issuers
144
1
(18)
127
337
10
(6)
341
4,835
59
(7)
4,887
Subtotal
18,541
11
(1,348)
17,204
18,031
1,336
(13)
19,353
18,492
1,271
(7)
19,756
Foreign debt
securities
Mexico
10,743
\u2014
\u2014
10,743
8,464
182
(138)
8,508
7,771
534
(16)
8,289
Government and other
government agencies
9,806
\u2014
\u2014
9,806
7,669
170
(131)
7,708
6,963
479
\u2014
7,442
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
745
\u2014
\u2014
745
614
11
\u2014
625
632
55
\u2014
687
Other issuers
192
\u2014
\u2014
192
181
1
(7)
175
176
\u2014
(16)
160
The United States
2,412
\u2014
(10)
2,402
93
\u2014
\u2014
93
52
\u2014
(26)
26
Government and other
government agencies
2,159
\u2014
(5)
2,154
10
\u2014
\u2014
10
14
\u2014
\u2014
14
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
28
\u2014
(2)
27
26
\u2014
\u2014
26
23
\u2014
(16)
7
Other issuers
224
\u2014
(3)
221
57
\u2014
\u2014
57
15
\u2014
(10)
5
Turkey
5,332
\u2014
\u2014
5,332
2,634
143
(95)
2,682
3,628
95
(25)
3,698
Government and other
government agencies
5,325
\u2014
\u2014
5,325
2,628
143
(95)
2,676
3,621
95
(25)
3,691
Central banks
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
6
\u2014
\u2014
6
5
\u2014
\u2014
5
6
\u2014
\u2014
6
Other issuers
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1
\u2014
\u2014
1
Other countries
6,578
44
(343)
6,280
5,559
289
(37)
5,812
5,795
505
(1)
6,299
Other foreign
governments and
other government
agency
4,701
32
(311)
4,423
4,144
257
(28)
4,374
4,473
467
(1)
4,939
Central banks
21
\u2014
(1)
21
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Credit institutions
397
2
(11)
389
171
\u2014
\u2014
171
122
\u2014
\u2014
122
Other issuers
1,458
10
(21)
1,448
1,243
32
(9)
1,267
1,200
38
\u2014
1,238
Subtotal
25,065
45
(353)
24,757
16,750
614
(270)
17,094
17,245
1,134
(68)
18,311
Total
43,606
56
(1,701)
41,961
34,781
1,950
(284)
36,447
35,737
2,405
(75)
38,067
As of December 31, 2022, 2021 and 2020, the distribution according to the credit quality (ratings) of the issuers of debt securities
classified as financial assets at amortized cost, was as follows:
Debt securities by rating
2022
2021
2020
Carrying
amount
(Millions of
Euros)
%
Carrying
amount
(Millions of
Euros)
%
Carrying
amount
(Millions of
Euros)
%
AAA
3,068
7.0%
143
0.4%
151
0.4%
AA+
217
0.5%
77
0.2%
74
0.2%
AA
86
0.2%
76
0.2%
64
0.2%
AA-
108
0.2%
69
0.2%
48
0.1%
A+
13
\u2014%
62
0.2%
42
\u2014%
A
592
1.4%
619
1.8%
590
1.7%
A-
17,050
39.1%
16,312
46.9%
16,736
46.8%
BBB+
11,037
25.3%
9,336
26.8%
7,919
22.2%
BBB
4,265
9.8%
3,853
11.1%
942
2.6%
BBB-
535
1.2%
527
1.5%
4,499
12.6%
BB+ or below
5,967
13.7%
3,120
9.0%
3,928
11.0%
Unclassified
667
1.5%
587
1.7%
743
2.1%
Total
43,606
100.0%
34,781
100.0%
35,737
100.0%
Debt certificates
The breakdown of the balance under this heading, by financial instruments and by currency, is as follows:
Debt certificates (Millions of Euros)
2022
2021
2020
In Euros
35,611
36,289
42,462
Promissory bills and notes
1,079
319
860
Non-convertible bonds and debentures
16,979
15,712
14,538
Covered bonds (1)
7,665
9,930
13,274
Hybrid financial instruments (2)
959
366
355
Securitization bonds
2,501
2,302
2,538
Wholesale funding
139
438
2,331
Subordinated liabilities
6,289
7,221
8,566
Convertible perpetual certificates
3,000
3,500
4,500
Non-convertible preferred stock
\u2014
\u2014
159
Other non-convertible subordinated liabilities
3,289
3,721
3,907
In foreign currencies
19,819
19,475
19,318
Promissory bills and notes
351
579
1,024
Non-convertible bonds and debentures
9,323
7,885
8,691
Covered bonds (1)
114
178
217
Hybrid financial instruments (2)
3,724
2,843
455
Securitization bonds
\u2014
4
4
Wholesale funding
111
412
1,016
Subordinated liabilities
6,196
7,574
7,911
Convertible perpetual certificates
1,876
1,771
1,633
Non- convertible preferred stock
\u2014
\u2014
35
Other non-convertible subordinated liabilities
4,320
5,803
6,243
\u00a0 Total
55,429
55,763
61,780
The balance variances are mainly due to the following transactions:
Perpetual Contingent Convertible Securities\u00a0
The Annual General Shareholders' Meeting of BBVA held on March 17, 2017, resolved, under agenda item five, to confer authority on
the Board of Directors to issue securities convertible into newly issued BBVA shares, on one or several occasions, within the
maximum term of five years to be counted from the date the resolution was adopted, up to the maximum overall amount of \u20ac8 billion
or its equivalent in any other currency. Likewise, the Annual General Shareholders' Meeting resolved to confer on the Board of
Directors authority to totally or partially exclude shareholders' pre-emptive subscription rights within the framework of a specific
issue of convertible securities, although this power was limited to ensure the nominal amount of the capital increases resolved or
carried to cover the conversion of the mandatory convertible issues in use of this authority (without prejudice to anti-dilution
adjustments), with exclusion of pre-emptive subscription rights and of those likewise resolved or carried out with exclusion of pre-
emptive subscription rights in use of the authority to increase the share capital conferred under the Annual General Shareholders'
Meeting held on March 17, 2017, under agenda item four, do not exceed the maximum nominal amount, overall, of 20% of the share
capital of BBVA at the time of the authorization, this limit not being applicable to contingent convertible issues.
Under that delegation, BBVA has made since 2020 the following contingently convertible issuance that qualifies as additional tier 1
capital of the Bank and the Group in accordance with Regulation (EU) 575/2013:
\u2013On July 15, 2020, BBVA carried out an issuance of perpetual contingent convertible securities (additional tier 1
instruments), with exclusion of shareholders' pre-emptive subscription rights, for a total nominal amount of \u20ac1 billion. This
issuance is listed in the AIAF Fixed Income Securities Market and was targeted only at professional clients and eligible
counterparties, not being offered or sold to any retail clients.
Furthermore, the Annual General Shareholders' Meeting of BBVA held on April 20, 2021, resolved, under agenda item five, to
authorize the Board of Directors of BBVA, with sub-delegation powers, to issue convertible securities, whose conversion is contingent
and which are intended to meet regulatory requirements for their eligibility as capital instruments (CoCos), in accordance with the
solvency regulations applicable from time to time, subject to the legal and statutory provisions that may be applicable at any time.
The Board of Directors may make issues on one or several times within the maximum term of five years from the date on which this
resolution was adopted, up to the maximum overall amount of \u20ac8 billion or its equivalent in any other currency. The Board of
Directors may also resolve to exclude, either fully or partially, the pre-emptive subscription rights of shareholders within the
framework of a concrete issuance, complying in all cases with the legal requirements and limitations established for this purpose at
any given time. Likewise, the authority conferred by the Annual General Meeting of Shareholders held on March 17, 2017 under its
agenda item five was repealed in the unused part.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on April
20, 2021.
These perpetual securities issued must be converted into newly issued ordinary shares of BBVA if the CET 1 ratio of the Bank or the
Group is less than 5.125%, in accordance with their respective terms and conditions.
These type of issuances made by the Bank may be fully redeemed at BBVA's option only in the cases contemplated in their respective
terms and conditions and, in any case, in accordance with the provisions of the applicable legislation. In particular, throughout the
financial years 2020, 2021 and 2022:
\u2013On February 18, 2020, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier
1 instruments) carried out by the Bank on February 18, 2015, for an amount of \u20ac1.5 billion on the First Reset Date of the
issuance and once the prior consent from the Regulator was obtained.
\u2013On April 14, 2021, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on April 14, 2016, for an amount of \u20ac1 billion on the First Reset Date of the issuance
and once the prior consent from the Regulator was obtained.
\u2013On May 24, 2022, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on May 24, 2017, for an amount of \u20ac500 million on the First Reset Date and once the
prior consent from the Regulator was obtained.
Convertible Securities
Subsequently, the Annual General Shareholders' Meeting of BBVA held on March 18, 2022, resolved, under agenda item five, to confer
authority on the Board of Directors of BBVA, with sub-delegation powers, to issue securities convertible into new BBVA shares (other
than contingently convertible securities, envisaged to meet regulatory requirements for their eligibility as capital instruments (CoCos)
referred to in the resolutions adopted by BBVA's Annual General Shareholders' Meeting held on April 20, 2021, under agenda item
five), subject to provisions in the law and in BBVA's bylaws that may be applicable at any time, on one or several occasions within the
maximum term of five years to be counted as from the date on which the resolution was adopted, up to a maximum total amount of
\u20ac6 billion, or the equivalent in any other currency. The Board of Directors may also resolve to exclude, either fully or partially, the pre-
emptive subscription rights of shareholders within the framework of a specific issuance, complying in all cases with the legal
requirements and limitations established for this purpose at any given time.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on March
18, 2022.
", "dimensions": { "concept": "ifrs-full:DisclosureOfDebtSecuritiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zMjUvZnJhZzplM2I2MmNmMzcwM2U0ZTM1ODVhNTMyMGJhMDVmNWJmYy90ZXh0cmVnaW9uOmUzYjYyY2YzNzAzZTRlMzU4NWE1MzIwYmEwNWY1YmZjXzIxOTkwMjMyNTU2NjI5_b029635e-f7d9-4395-880a-810dc08b6c83": { "value": "Loans and advances to customers
The breakdown of the balance under this heading in the consolidated balance sheets, according to their nature, is as follows:
Loans and advances to customers (Millions of Euros)
2022
2021
2020
On demand and short notice
4,101
3,161
2,835
Credit card debt
18,898
14,030
13,093
Trade receivables
25,987
19,524
15,544
Finance leases
8,571
7,911
7,650
Reverse repurchase agreements
102
23
71
Other term loans
294,059
268,047
267,031
Advances that are not loans
6,305
6,243
4,924
Total
358,023
318,939
311,147
As of December 31, 2022, 2021 and 2020, 51%, 50% and 47%, respectively, of \"Loans and advances to customers\" with maturity
greater than one year have fixed-interest rates and 49%, 50% and 53%, respectively, have variable interest rates.
This heading also includes some loans that have been securitized. The balances recognized in the consolidated balance sheets
corresponding to these securitized loans are as follows:
Securitized loans (Millions of Euros)
2022
2021
2020
Securitized mortgage assets
23,290
23,695
23,953
Other securitized assets
5,495
6,547
6,144
Total
28,784
30,242
30,098
", "dimensions": { "concept": "ifrs-full:DisclosureOfLoansAndAdvancesToCustomersExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zMzcvZnJhZzpkMzNkM2RhNTVhMjg0YWZiOGQ4ZDE4MWUxMTg5Mzg1Zi90ZXh0cmVnaW9uOmQzM2QzZGE1NWEyODRhZmI4ZDhkMTgxZTExODkzODVmXzIxOTkwMjMyNTU1NTcw_47964fd7-ab90-4896-9cd6-5aa8cc98db24": { "value": "Investments in joint ventures and associates Joint ventures and associates
The breakdown of the balance of \u201cInvestments in joint ventures and associates\u201d in the consolidated balance sheets is as follows:
Joint ventures and associates. Breakdown by entities (Millions of Euros)
Joint ventures
2022
2021
2020
Altura Markets, S.V., S.A.
42
76
77
RCI Colombia
36
40
36
Desarrollo Metropolitanos del Sur, S.L.
\u2014
18
17
Other
22
18
19
Subtotal
100
152
149
Associates
Divarian Propiedad, S.A.U.
\u2014
\u2014
567
Metrovacesa, S.A.
259
259
285
BBVA Allianz Seguros y Reaseguros, S.A.
248
254
250
Atom Holdco Ltd
132
77
64
Solaris SE
66
61
39
Cofides
31
28
25
Redsys servicios de procesamiento, S.L.
20
19
14
Servicios Electr\u00f3nicos Globales S.A. de CV
23
15
11
Other
37
35
33
Subtotal
816
749
1,288
Total
916
900
1,437
Details of the joint ventures and associates as of December 31, 2022 are shown in Appendix II.
The following is a summary of the changes in the years ended December 31, 2022, 2021 and 2020 under this heading in the
consolidated balance sheets:
Joint ventures and associates. Changes in the year (Millions of Euros)
Notes
2022
2021
2020
Balance at the beginning
900
1,437
1,488
Acquisitions and capital increases
87
22
257
Disposals and capital reductions
(88)
(1)
(47)
Transfers and changes of consolidation method
\u2014
(559)
(7)
Share of profit and loss
39
20
1
(39)
Exchange differences
(1)
9
(27)
Dividends, valuation adjustments and others
(2)
(9)
(188)
Balance at the end
916
900
1,437
Details of the joint ventures and associates as of December 31, 2022 are shown in Appendix II.
The following is a summary of the changes in the years ended December 31, 2022, 2021 and 2020 under this heading in the
consolidated balance sheets:
Joint ventures and associates. Changes in the year (Millions of Euros)
Notes
2022
2021
2020
Balance at the beginning
900
1,437
1,488
Acquisitions and capital increases
87
22
257
Disposals and capital reductions
(88)
(1)
(47)
Transfers and changes of consolidation method
\u2014
(559)
(7)
Share of profit and loss
39
20
1
(39)
Exchange differences
(1)
9
(27)
Dividends, valuation adjustments and others
(2)
(9)
(188)
Balance at the end
916
900
1,437
(1) The change corresponds mainly to the voluntary takeover bid for the entire share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e. completed on May 18, 2022 (see Note 3).
These amounts are broken down by groups of consolidated entities under the heading \u201cAttributable to minority interests (non-
controlling interests)\u201d in the consolidated income statements:
Profit attributable to non-controlling interests. Breakdown by subgroups (Millions of Euros)
2022
2021
2020
Garanti BBVA (1)
29
758
579
BBVA Peru
236
143
126
BBVA Argentina
83
26
38
BBVA Colombia
5
9
6
BBVA Venezuela
22
3
2
Other entities
32
25
5
Total
407
965
756
(1) The change corresponds mainly to the IAS 29 implementation and the voluntary takeover bid for the entire share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e. completed on May 18,
2022 (see Notes 2.2.19 and 3).
Dividends distributed to non-controlling interest of the Group during the year 2022 are: BBVA Banco Continental Group \u20ac109 million,
BBVA Garanti Group \u20ac49 million and other Group entities \u20ac27 million.
APPENDIX II. Additional information on investments joint ventures and associates in the
BBVA Group as of December 31, 2022
Most significant companies are included, which together represent 99.5% of the total investment in this group.
% Legal share of participation
Millions of Euros (1)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net
carrying
amount
Assets
31.12.2022
Liabilities
31.12.2022
Equity
excluding
profit
(loss)
31.12.2022
Profit
(loss)
31.12.2022
ASSOCIATES
ADQUIRA ESPA\u00d1A, S.A.
SPAIN
SERVICES
\u2014
44.44
44.44
4
20
11
9
1
ATOM HOLDCO LIMITED
UNITED
KINGDOM
INVESTMENT
COMPANY
42.77
\u2014
42.77
132
7,063
6,755
314
(7)
AUREA, S.A. (CUBA)
CUBA
REAL ESTATE
\u2014
49.00
49.00
5
10
1
10
\u2014
BBVA ALLIANZ SEGUROS Y REASEGUROS, S.A.
SPAIN
INSURANCES
SERVICES
\u2014
50.00
50.00
248
836
298
535
4
COMPA\u00d1IA ESPA\u00d1OLA DE FINANCIACION DEL
DESARROLLO, S.A.
SPAIN
PUBLIC COMPANIES
AND INSTITUTIONS
16.67
\u2014
16.67
31
191
7
168
16
COMPA\u00d1IA PERUANA DE MEDIOS DE PAGO SAC (VISANET
PERU)
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
ELECTRONIC MONEY
ENTITIES
\u2014
21.50
21.50
2
126
118
4
5
METROVACESA, S.A.
SPAIN
REAL ESTATE
9.44
11.41
20.85
259
2,541
695
1,830
16
PLAY DIGITAL, S.A.
ARGENTINA
PAYMENT ENTITIES
\u2014
10.80
10.80
2
19
3
27
(10)
REDSYS SERVICIOS DE PROCESAMIENTO, S.L.
SPAIN
FINANCIAL SERVICES
24.90
\u2014
24.90
20
121
42
75
4
ROMBO COMPA\u00d1IA FINANCIERA, S.A.
ARGENTINA
BANKING
\u2014
40.00
40.00
4
122
112
10
\u2014
SBD CREIXENT, S.A.
SPAIN
REAL ESTATE
\u2014
23.05
23.05
1
5
1
5
\u2014
SEGURIDAD Y PROTECCION BANCARIAS, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
26.14
26.14
1
4
\u2014
3
1
SERVICIOS ELECTRONICOS GLOBALES, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
46.14
46.14
23
50
\u2014
38
13
SERVIRED SOCIEDAD ESPA\u00d1OLA DE MEDIOS DE PAGO, S.A.
SPAIN
FINANCIAL SERVICES
28.72
\u2014
28.72
8
82
54
26
2
SISTEMAS DE TARJETAS Y MEDIOS DE PAGO, S.A.
SPAIN
PAYMENT ENTITIES
20.61
\u2014
20.61
2
377
369
5
3
SOLARIS SE (2)
GERMANY
BANKING
\u2014
15.51
15.51
66
3,317
3,086
268
(36)
TELEFONICA FACTORING ESPA\u00d1A, S.A. (3)
SPAIN
FINANCIAL SERVICES
30.00
\u2014
30.00
4
73
57
7
9
TF PERU SAC
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
24.30
24.30
1
6
1
4
1
JOINT VENTURES
ALTURA MARKETS SOCIEDAD DE VALORES, S.A.
SPAIN
SECURITIES DEALER
50.00
\u2014
50.00
42
3,391
3,307
73
12
COMPA\u00d1IA MEXICANA DE PROCESAMIENTO, S.A. DE CV
MEXICO
SERVICES
\u2014
50.00
50.00
10
20
\u2014
19
1
CORPORACION IBV PARTICIPACIONES EMPRESARIALES,
S.A.(4)
SPAIN
INVESTMENT
COMPANY
\u2014
50.00
50.00
29
62
4
58
\u2014
FIDEICOMISO 1729 INVEX ENAJENACION DE CARTERA (4)
MEXICO
REAL ESTATE
\u2014
44.09
44.09
9
185
\u2014
185
\u2014
FIDEICOMISO F/402770-2 ALAMAR
MEXICO
REAL ESTATE
\u2014
42.40
42.40
7
17
\u2014
17
\u2014
INVERSIONES PLATCO CA
VENEZUELA
FINANCIAL SERVICES
\u2014
50.00
50.00
3
7
1
7
(1)
PROMOCIONS TERRES CAVADES, S.A.
SPAIN
REAL ESTATE
\u2014
39.11
39.11
1
3
\u2014
3
\u2014
RCI COLOMBIA, S.A. COMPA\u00d1IA DE FINANCIAMIENTO
COLOMBIA
FINANCIAL SERVICES
\u2014
49.00
49.00
36
755
682
57
16
(1) In foreign companies the exchange rate of December 31, 2022 is applied.
(2) The percentage of voting rights owned by the Group entities in this company is 22.22%.
(3) Financial Statements as of December 31, 2021.
(4) Classified as Non-current asset held for sale.
This Appendix is an integral part of Notes 3 and 16.1 of the consolidated financial statements for the year ended December 31, 2022.
", "dimensions": { "concept": "ifrs-full:DisclosureOfInterestsInOtherEntitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zMzcvZnJhZzpkMzNkM2RhNTVhMjg0YWZiOGQ4ZDE4MWUxMTg5Mzg1Zi90ZXh0cmVnaW9uOmQzM2QzZGE1NWEyODRhZmI4ZDhkMTgxZTExODkzODVmXzIxOTkwMjMyNTU1NTcw_9ee10912-2878-4725-a7f0-837f64d3299d": { "value": "Investments in joint ventures and associates Joint ventures and associates
The breakdown of the balance of \u201cInvestments in joint ventures and associates\u201d in the consolidated balance sheets is as follows:
Joint ventures and associates. Breakdown by entities (Millions of Euros)
Joint ventures
2022
2021
2020
Altura Markets, S.V., S.A.
42
76
77
RCI Colombia
36
40
36
Desarrollo Metropolitanos del Sur, S.L.
\u2014
18
17
Other
22
18
19
Subtotal
100
152
149
Associates
Divarian Propiedad, S.A.U.
\u2014
\u2014
567
Metrovacesa, S.A.
259
259
285
BBVA Allianz Seguros y Reaseguros, S.A.
248
254
250
Atom Holdco Ltd
132
77
64
Solaris SE
66
61
39
Cofides
31
28
25
Redsys servicios de procesamiento, S.L.
20
19
14
Servicios Electr\u00f3nicos Globales S.A. de CV
23
15
11
Other
37
35
33
Subtotal
816
749
1,288
Total
916
900
1,437
Details of the joint ventures and associates as of December 31, 2022 are shown in Appendix II.
The following is a summary of the changes in the years ended December 31, 2022, 2021 and 2020 under this heading in the
consolidated balance sheets:
Joint ventures and associates. Changes in the year (Millions of Euros)
Notes
2022
2021
2020
Balance at the beginning
900
1,437
1,488
Acquisitions and capital increases
87
22
257
Disposals and capital reductions
(88)
(1)
(47)
Transfers and changes of consolidation method
\u2014
(559)
(7)
Share of profit and loss
39
20
1
(39)
Exchange differences
(1)
9
(27)
Dividends, valuation adjustments and others
(2)
(9)
(188)
Balance at the end
916
900
1,437
(1) In foreign companies the exchange rate of December 31, 2022 is applied.
(2) The percentage of voting rights owned by the Group entities in this company is 22.22%.
(3) Financial Statements as of December 31, 2021.
(4) Classified as Non-current asset held for sale.
This Appendix is an integral part of Notes 3 and 16.1 of the consolidated financial statements for the year ended December 31, 2022.
", "dimensions": { "concept": "ifrs-full:DisclosureOfSignificantInvestmentsInAssociatesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNDYvZnJhZzo3ZDIyYzdhOGQ1ZDE0YzMyOGE3OGM1MDA0MmVmNDBjZS90ZXh0cmVnaW9uOjdkMjJjN2E4ZDVkMTRjMzI4YTc4YzUwMDQyZWY0MGNlXzI3NDg3NzkwNzEyODk_08db109c-c104-4a21-8b39-db7b1e465d2e": { "value": "42000000", "decimals": -6, "dimensions": { "concept": "bbva:ImpairmentOrReversalOfImpairmentOfInvestmentsInJointVenturesAndAssociates", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNDYvZnJhZzo3ZDIyYzdhOGQ1ZDE0YzMyOGE3OGM1MDA0MmVmNDBjZS90ZXh0cmVnaW9uOjdkMjJjN2E4ZDVkMTRjMzI4YTc4YzUwMDQyZWY0MGNlXzI3NDg3NzkwNzAxMTg_b2cb7199-4a4b-4ffe-ba66-3b405c8b53f6": { "value": "-190000000", "decimals": -6, "dimensions": { "concept": "bbva:ImpairmentOrReversalOfImpairmentOfInvestmentsInJointVenturesAndAssociates", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2020-01-01T00:00:00/2021-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNDkvZnJhZzplMWFhYWQ5YzkyYzU0M2UzYTcyNjBhOWE4YTQ5OWY0NC90ZXh0cmVnaW9uOmUxYWFhZDljOTJjNTQzZTNhNzI2MGE5YThhNDk5ZjQ0XzIxOTkwMjMyNTY4ODg3_01a1d13d-48d2-41d2-980d-442ae5037a8f": { "value": "Tangible assets
The breakdown and movement of the balance and changes of this heading in the consolidated balance sheets, according to the nature
of the related items, is as follows:
Tangible assets. Breakdown by type of assets and changes in the year 2022 (Millions of Euros)
Land and
buildings
Work in
progress
Furniture,
fixtures and
vehicles
Right to use asset
Investment
Properties
Assets
leased out
under an
operating
lease
Total
Notes
Own use
Investment
Properties
Cost
Balance at the beginning
4,350
67
5,388
3,154
162
147
267
13,535
Additions
366
71
475
578
19
95
122
1,726
Retirements
(4)
\u2014
(140)
(1,620)
(1)
(19)
\u2014
(1,784)
Acquisition of subsidiaries in the year (1)
1,392
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1,392
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(21)
(54)
(40)
(274)
33
(4)
\u2014
(360)
Exchange difference and other (2)
171
9
150
32
\u2014
23
193
580
Balance at the end
6,255
93
5,833
1,871
214
242
582
15,089
Accrued depreciation
Balance at the beginning
900
\u2014
3,833
811
47
17
33
5,641
Additions
45
108
\u2014
393
295
18
5
\u2014
818
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
(2)
\u2014
(132)
(244)
\u2014
(13)
\u2014
(392)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
11
\u2014
52
(220)
6
13
\u2014
(139)
Exchange difference and other
47
\u2014
59
11
\u2014
2
19
138
Balance at the end
1,064
\u2014
4,204
653
70
23
52
6,066
Impairment
Balance at the beginning
114
\u2014
\u2014
427
34
21
\u2014
596
Additions
49
(29)
\u2014
4
(45)
16
2
\u2014
(53)
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(1)
\u2014
\u2014
(7)
\u2014
21
\u2014
13
Exchange difference and other
70
\u2014
(4)
(309)
\u2014
(26)
\u2014
(270)
Balance at the end
154
\u2014
\u2014
65
50
17
\u2014
286
Net tangible assets
Balance at the beginning
3,336
67
1,555
1,916
81
109
234
7,298
Balance at the end
5,036
93
1,629
1,153
94
201
530
8,737
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties in which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group.
(2) The variation in 2022 corresponds mainly to the effect of the IAS 29 implementation in Turkey (see Note 2.2.19).
Tangible assets. Breakdown by type of assets and changes in the year 2021 (Millions of Euros)
Right to use asset
Investment
properties
Assets
leased out
under an
operating
lease
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures and
vehicles
Own use
Investment
properties
Cost
Balance at the beginning
4,380
52
5,515
3,061
123
201
345
13,677
Additions
58
31
262
230
4
\u2014
\u2014
585
Retirements
(5)
(1)
(281)
(59)
\u2014
(1)
\u2014
(347)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(112)
(8)
(29)
(34)
35
1
\u2014
(147)
Exchange difference and other
29
(7)
(79)
(44)
\u2014
(54)
(78)
(233)
Balance at the end
4,350
67
5,388
3,154
162
147
267
13,535
Accrued depreciation
Balance at the beginning
833
\u2014
3,859
582
27
16
54
5,371
Additions
45
79
\u2014
358
284
15
4
\u2014
740
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
(19)
\u2014
(259)
(16)
\u2014
(4)
\u2014
(298)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(23)
\u2014
(17)
(5)
5
1
\u2014
(39)
Exchange difference and other
30
\u2014
(108)
(34)
\u2014
\u2014
(21)
(134)
Balance at the end
900
\u2014
3,833
811
47
17
33
5,641
Impairment
Balance at the beginning
149
\u2014
\u2014
274
26
34
\u2014
483
Additions (1)
49
\u2014
\u2014
1
151
8
1
\u2014
161
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(24)
\u2014
17
\u2014
\u2014
2
\u2014
(5)
Exchange difference and other
(11)
\u2014
(18)
2
\u2014
(16)
\u2014
(43)
Balance at the end
114
\u2014
\u2014
427
34
21
\u2014
596
Net tangible assets
Balance at the beginning
3,398
52
1,656
2,205
70
151
291
7,823
Balance at the end
3,336
67
1,555
1,916
81
109
234
7,298
(1) In 2021, it includes allowances on right of use of the rented offices after the agreement with union representatives on the collective layoff procedure proposed for Banco Bilbao
Vizcaya Argentaria, S.A. in Spain (see Notes 24 and 49).
Tangible assets. Breakdown by type of assets and changes in the year 2020 (Millions of euros)
Right to use asset
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures
and
vehicles
Own use
Investment
properties
Investment
properties
Assets leased
out under an
operating lease
Cost
Balance at the beginning
6,001
56
6,351
3,516
101
216
337
16,578
Additions
157
54
255
183
0
2
\u2014
651
Retirements
(10)
(23)
(294)
(157)
(3)
(11)
\u2014
(498)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(925)
(31)
(366)
(294)
\u2014
\u2014
\u2014
(1,616)
Transfers
(248)
(2)
(5)
(60)
25
18
\u2014
(272)
Exchange difference and other
(595)
(2)
(426)
(127)
\u2014
(24)
8
(1,166)
Balance at the end
4,380
52
5,515
3,061
123
201
345
13,677
Accrued depreciation
Balance at the beginning
1,253
\u2014
4,344
370
11
15
74
6,067
Additions
45
83
\u2014
370
312
12
3
1
781
Additions transfer to discontinued
operations (1)
24
\u2014
20
32
\u2014
\u2014
\u2014
76
Retirements
(2)
\u2014
(248)
(10)
\u2014
\u2014
\u2014
(260)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(373)
\u2014
(321)
(71)
\u2014
\u2014
\u2014
(765)
Transfers
(42)
\u2014
(12)
(9)
4
1
\u2014
(58)
Exchange difference and other
(110)
\u2014
(294)
(42)
\u2014
(3)
(21)
(470)
Balance at the end
833
\u2014
3,859
582
27
16
54
5,371
Impairment
Balance at the beginning
212
\u2014
\u2014
191
14
26
\u2014
443
Additions
49
18
\u2014
26
68
12
1
\u2014
125
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(8)
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(8)
Transfers
(68)
\u2014
\u2014
10
\u2014
7
\u2014
(51)
Exchange difference and other
(5)
\u2014
(26)
5
\u2014
\u2014
\u2014
(26)
Balance at the end
149
\u2014
\u2014
274
26
34
\u2014
483
Net tangible assets
Balance at the beginning
4,536
56
2,007
2,955
76
175
263
10,068
Balance at the end
3,398
52
1,656
2,205
70
151
290
7,823
(1) Amount is mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The right to use asset consists mainly of the rental of commercial real estate premises for central services and the network branches
located in the countries where the Group operates whose average term is between 5 and 20 years. The clauses included in rental
contracts correspond to a large extent to rental contracts under normal market conditions in the country where the property is
rented.
As of December 31, 2022, 2021 and 2020, the cost of fully amortized tangible assets that remained in use were \u20ac2,443, \u20ac2,318 and
\u20ac2,299 million respectively while its recoverable residual value was not significant.
As of December 31, 2022, 2021 and 2020 the amount of tangible assets under financial lease schemes on which the purchase option
is expected to be exercised was not material. The main activity of the Group is carried out through a network of bank branches located
geographically as shown in the following table:
Branches by geographical area (number of branches)
2022
2021
2020
Spain (1)
1,886
1,895
2,482
Mexico
1,733
1,716
1,746
South America
1,418
1,434
1,514
The United States
\u2014
\u2014
639
Turkey
972
1,006
1,021
Rest
31
32
30
Total
6,040
6,083
7,432
(1) In 2021, the variation is mainly due to the closing of rented branches after the agreement with the union representatives on the collective layoff procedure that was carried out
at Banco Bilbao Vizcaya Argentaria, S.A. (see Notes 24 and 49).
The following table shows the detail of the net carrying amount of the tangible assets corresponding to Spanish and foreign
subsidiaries as of December 31, 2022, 2021 and 2020:
Tangible assets by Spanish and foreign subsidiaries. Net assets values (Millions of euros)
2022 \u207d\u00b9\u207e
2021 \u207d\u00b2\u207e
2020
BBVA and Spanish subsidiaries
4,285
3,873
4,294
Foreign subsidiaries
4,452
3,425
3,529
Total
8,737
7,298
7,823
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties in which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group.
(2) The variation in 2021 is mainly due to the reclassification of owned offices and facilities from \"Tangible assets\" to \"Non-current assets and disposal groups classified as held for
sale\" (see Notes 21, 24 and 50).
Purchase of Tree Inversiones Inmobiliarias SOCIMI, S.A. (Tree) to Merlin Properties SOCIMI, S.A.
On June 15, 2022, BBVA acquired from Merlin Properties SOCIMI, S.A. the shares representing the entire share capital of Tree
Inversiones Inmobiliarias SOCIMI, S.A. (hereinafter \u201cTree\u201d) for an amount of \u20ac1,988 million. This company has 662 properties leased
to BBVA that were part of the set of properties that BBVA sold between 2009 and 2010 under a sale and leaseback agreement. Prior
to that date, these properties were registered as \"Rights of use\" in the consolidated balance sheet of the BBVA Group under the
headings \"Tangible assets - Property, plant and equipment\" and \"Tangible assets - Investment property\", while the payment
obligation was reflected under the heading \"Financial liabilities at amortized cost \u2013 Other financial liabilities\", in accordance with IFRS
16 Leases.
The Tree purchase transaction has been considered an asset purchase given that the Group has determined that it is not acquiring a
set of activities that present elements that could constitute a business. After the closing of this transaction, the BBVA Group has once
again become owner of the properties and recorded them at their acquisition price in the Group's consolidated financial statements
as of June 30, 2022. The assets acquired that are not used for the Bank's activity are recorded under the heading \"Non-current assets
and disposal groups classified as held for sale and liabilities included in disposal groups classified as held for sale\" (see Note 21).
The impact of the transaction amounted to \u20ac-201 million (losses net of taxes) which have been registered under the headings \"Gains
(losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d for an
amount of \u20ac-134 million and \u201cTax expense or income related to profit or loss from continuing operations\u201d for an amount of \u20ac-67
million in the consolidated income statement of the BBVA Group.
", "dimensions": { "concept": "ifrs-full:DisclosureOfPropertyPlantAndEquipmentExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNDkvZnJhZzplMWFhYWQ5YzkyYzU0M2UzYTcyNjBhOWE4YTQ5OWY0NC90ZXh0cmVnaW9uOmUxYWFhZDljOTJjNTQzZTNhNzI2MGE5YThhNDk5ZjQ0XzIxOTkwMjMyNTY4OTg5_23cafa57-7faa-4858-9663-30db96a91b18": { "value": "Tangible assets
The breakdown and movement of the balance and changes of this heading in the consolidated balance sheets, according to the nature
of the related items, is as follows:
Tangible assets. Breakdown by type of assets and changes in the year 2022 (Millions of Euros)
Land and
buildings
Work in
progress
Furniture,
fixtures and
vehicles
Right to use asset
Investment
Properties
Assets
leased out
under an
operating
lease
Total
Notes
Own use
Investment
Properties
Cost
Balance at the beginning
4,350
67
5,388
3,154
162
147
267
13,535
Additions
366
71
475
578
19
95
122
1,726
Retirements
(4)
\u2014
(140)
(1,620)
(1)
(19)
\u2014
(1,784)
Acquisition of subsidiaries in the year (1)
1,392
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1,392
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(21)
(54)
(40)
(274)
33
(4)
\u2014
(360)
Exchange difference and other (2)
171
9
150
32
\u2014
23
193
580
Balance at the end
6,255
93
5,833
1,871
214
242
582
15,089
Accrued depreciation
Balance at the beginning
900
\u2014
3,833
811
47
17
33
5,641
Additions
45
108
\u2014
393
295
18
5
\u2014
818
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
(2)
\u2014
(132)
(244)
\u2014
(13)
\u2014
(392)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
11
\u2014
52
(220)
6
13
\u2014
(139)
Exchange difference and other
47
\u2014
59
11
\u2014
2
19
138
Balance at the end
1,064
\u2014
4,204
653
70
23
52
6,066
Impairment
Balance at the beginning
114
\u2014
\u2014
427
34
21
\u2014
596
Additions
49
(29)
\u2014
4
(45)
16
2
\u2014
(53)
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(1)
\u2014
\u2014
(7)
\u2014
21
\u2014
13
Exchange difference and other
70
\u2014
(4)
(309)
\u2014
(26)
\u2014
(270)
Balance at the end
154
\u2014
\u2014
65
50
17
\u2014
286
Net tangible assets
Balance at the beginning
3,336
67
1,555
1,916
81
109
234
7,298
Balance at the end
5,036
93
1,629
1,153
94
201
530
8,737
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties in which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group.
(2) The variation in 2022 corresponds mainly to the effect of the IAS 29 implementation in Turkey (see Note 2.2.19).
Tangible assets. Breakdown by type of assets and changes in the year 2021 (Millions of Euros)
Right to use asset
Investment
properties
Assets
leased out
under an
operating
lease
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures and
vehicles
Own use
Investment
properties
Cost
Balance at the beginning
4,380
52
5,515
3,061
123
201
345
13,677
Additions
58
31
262
230
4
\u2014
\u2014
585
Retirements
(5)
(1)
(281)
(59)
\u2014
(1)
\u2014
(347)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(112)
(8)
(29)
(34)
35
1
\u2014
(147)
Exchange difference and other
29
(7)
(79)
(44)
\u2014
(54)
(78)
(233)
Balance at the end
4,350
67
5,388
3,154
162
147
267
13,535
Accrued depreciation
Balance at the beginning
833
\u2014
3,859
582
27
16
54
5,371
Additions
45
79
\u2014
358
284
15
4
\u2014
740
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
(19)
\u2014
(259)
(16)
\u2014
(4)
\u2014
(298)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(23)
\u2014
(17)
(5)
5
1
\u2014
(39)
Exchange difference and other
30
\u2014
(108)
(34)
\u2014
\u2014
(21)
(134)
Balance at the end
900
\u2014
3,833
811
47
17
33
5,641
Impairment
Balance at the beginning
149
\u2014
\u2014
274
26
34
\u2014
483
Additions (1)
49
\u2014
\u2014
1
151
8
1
\u2014
161
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(24)
\u2014
17
\u2014
\u2014
2
\u2014
(5)
Exchange difference and other
(11)
\u2014
(18)
2
\u2014
(16)
\u2014
(43)
Balance at the end
114
\u2014
\u2014
427
34
21
\u2014
596
Net tangible assets
Balance at the beginning
3,398
52
1,656
2,205
70
151
291
7,823
Balance at the end
3,336
67
1,555
1,916
81
109
234
7,298
(1) In 2021, it includes allowances on right of use of the rented offices after the agreement with union representatives on the collective layoff procedure proposed for Banco Bilbao
Vizcaya Argentaria, S.A. in Spain (see Notes 24 and 49).
Tangible assets. Breakdown by type of assets and changes in the year 2020 (Millions of euros)
Right to use asset
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures
and
vehicles
Own use
Investment
properties
Investment
properties
Assets leased
out under an
operating lease
Cost
Balance at the beginning
6,001
56
6,351
3,516
101
216
337
16,578
Additions
157
54
255
183
0
2
\u2014
651
Retirements
(10)
(23)
(294)
(157)
(3)
(11)
\u2014
(498)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(925)
(31)
(366)
(294)
\u2014
\u2014
\u2014
(1,616)
Transfers
(248)
(2)
(5)
(60)
25
18
\u2014
(272)
Exchange difference and other
(595)
(2)
(426)
(127)
\u2014
(24)
8
(1,166)
Balance at the end
4,380
52
5,515
3,061
123
201
345
13,677
Accrued depreciation
Balance at the beginning
1,253
\u2014
4,344
370
11
15
74
6,067
Additions
45
83
\u2014
370
312
12
3
1
781
Additions transfer to discontinued
operations (1)
24
\u2014
20
32
\u2014
\u2014
\u2014
76
Retirements
(2)
\u2014
(248)
(10)
\u2014
\u2014
\u2014
(260)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(373)
\u2014
(321)
(71)
\u2014
\u2014
\u2014
(765)
Transfers
(42)
\u2014
(12)
(9)
4
1
\u2014
(58)
Exchange difference and other
(110)
\u2014
(294)
(42)
\u2014
(3)
(21)
(470)
Balance at the end
833
\u2014
3,859
582
27
16
54
5,371
Impairment
Balance at the beginning
212
\u2014
\u2014
191
14
26
\u2014
443
Additions
49
18
\u2014
26
68
12
1
\u2014
125
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(8)
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(8)
Transfers
(68)
\u2014
\u2014
10
\u2014
7
\u2014
(51)
Exchange difference and other
(5)
\u2014
(26)
5
\u2014
\u2014
\u2014
(26)
Balance at the end
149
\u2014
\u2014
274
26
34
\u2014
483
Net tangible assets
Balance at the beginning
4,536
56
2,007
2,955
76
175
263
10,068
Balance at the end
3,398
52
1,656
2,205
70
151
290
7,823
(1) Amount is mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The right to use asset consists mainly of the rental of commercial real estate premises for central services and the network branches
located in the countries where the Group operates whose average term is between 5 and 20 years. The clauses included in rental
contracts correspond to a large extent to rental contracts under normal market conditions in the country where the property is
rented.
Purchase of Tree Inversiones Inmobiliarias SOCIMI, S.A. (Tree) to Merlin Properties SOCIMI, S.A.
On June 15, 2022, BBVA acquired from Merlin Properties SOCIMI, S.A. the shares representing the entire share capital of Tree
Inversiones Inmobiliarias SOCIMI, S.A. (hereinafter \u201cTree\u201d) for an amount of \u20ac1,988 million. This company has 662 properties leased
to BBVA that were part of the set of properties that BBVA sold between 2009 and 2010 under a sale and leaseback agreement. Prior
to that date, these properties were registered as \"Rights of use\" in the consolidated balance sheet of the BBVA Group under the
headings \"Tangible assets - Property, plant and equipment\" and \"Tangible assets - Investment property\", while the payment
obligation was reflected under the heading \"Financial liabilities at amortized cost \u2013 Other financial liabilities\", in accordance with IFRS
16 Leases.
The Tree purchase transaction has been considered an asset purchase given that the Group has determined that it is not acquiring a
set of activities that present elements that could constitute a business. After the closing of this transaction, the BBVA Group has once
again become owner of the properties and recorded them at their acquisition price in the Group's consolidated financial statements
as of June 30, 2022. The assets acquired that are not used for the Bank's activity are recorded under the heading \"Non-current assets
and disposal groups classified as held for sale and liabilities included in disposal groups classified as held for sale\" (see Note 21).
The impact of the transaction amounted to \u20ac-201 million (losses net of taxes) which have been registered under the headings \"Gains
(losses) from non-current assets and disposal groups classified as held for sale not qualifying as discontinued operations\u201d for an
amount of \u20ac-134 million and \u201cTax expense or income related to profit or loss from continuing operations\u201d for an amount of \u20ac-67
million in the consolidated income statement of the BBVA Group.
", "dimensions": { "concept": "ifrs-full:DisclosureOfInvestmentPropertyExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNDkvZnJhZzplMWFhYWQ5YzkyYzU0M2UzYTcyNjBhOWE4YTQ5OWY0NC90ZXh0cmVnaW9uOmUxYWFhZDljOTJjNTQzZTNhNzI2MGE5YThhNDk5ZjQ0XzM1MTg0MzcyMTAyMjAw_578ae112-e6a4-48ab-a2f5-542033d7bdbf": { "value": "Tangible assets
The breakdown and movement of the balance and changes of this heading in the consolidated balance sheets, according to the nature
of the related items, is as follows:
Tangible assets. Breakdown by type of assets and changes in the year 2022 (Millions of Euros)
Land and
buildings
Work in
progress
Furniture,
fixtures and
vehicles
Right to use asset
Investment
Properties
Assets
leased out
under an
operating
lease
Total
Notes
Own use
Investment
Properties
Cost
Balance at the beginning
4,350
67
5,388
3,154
162
147
267
13,535
Additions
366
71
475
578
19
95
122
1,726
Retirements
(4)
\u2014
(140)
(1,620)
(1)
(19)
\u2014
(1,784)
Acquisition of subsidiaries in the year (1)
1,392
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1,392
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(21)
(54)
(40)
(274)
33
(4)
\u2014
(360)
Exchange difference and other (2)
171
9
150
32
\u2014
23
193
580
Balance at the end
6,255
93
5,833
1,871
214
242
582
15,089
Accrued depreciation
Balance at the beginning
900
\u2014
3,833
811
47
17
33
5,641
Additions
45
108
\u2014
393
295
18
5
\u2014
818
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
(2)
\u2014
(132)
(244)
\u2014
(13)
\u2014
(392)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
11
\u2014
52
(220)
6
13
\u2014
(139)
Exchange difference and other
47
\u2014
59
11
\u2014
2
19
138
Balance at the end
1,064
\u2014
4,204
653
70
23
52
6,066
Impairment
Balance at the beginning
114
\u2014
\u2014
427
34
21
\u2014
596
Additions
49
(29)
\u2014
4
(45)
16
2
\u2014
(53)
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(1)
\u2014
\u2014
(7)
\u2014
21
\u2014
13
Exchange difference and other
70
\u2014
(4)
(309)
\u2014
(26)
\u2014
(270)
Balance at the end
154
\u2014
\u2014
65
50
17
\u2014
286
Net tangible assets
Balance at the beginning
3,336
67
1,555
1,916
81
109
234
7,298
Balance at the end
5,036
93
1,629
1,153
94
201
530
8,737
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties in which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group.
(2) The variation in 2022 corresponds mainly to the effect of the IAS 29 implementation in Turkey (see Note 2.2.19).
Tangible assets. Breakdown by type of assets and changes in the year 2021 (Millions of Euros)
Right to use asset
Investment
properties
Assets
leased out
under an
operating
lease
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures and
vehicles
Own use
Investment
properties
Cost
Balance at the beginning
4,380
52
5,515
3,061
123
201
345
13,677
Additions
58
31
262
230
4
\u2014
\u2014
585
Retirements
(5)
(1)
(281)
(59)
\u2014
(1)
\u2014
(347)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(112)
(8)
(29)
(34)
35
1
\u2014
(147)
Exchange difference and other
29
(7)
(79)
(44)
\u2014
(54)
(78)
(233)
Balance at the end
4,350
67
5,388
3,154
162
147
267
13,535
Accrued depreciation
Balance at the beginning
833
\u2014
3,859
582
27
16
54
5,371
Additions
45
79
\u2014
358
284
15
4
\u2014
740
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
(19)
\u2014
(259)
(16)
\u2014
(4)
\u2014
(298)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(23)
\u2014
(17)
(5)
5
1
\u2014
(39)
Exchange difference and other
30
\u2014
(108)
(34)
\u2014
\u2014
(21)
(134)
Balance at the end
900
\u2014
3,833
811
47
17
33
5,641
Impairment
Balance at the beginning
149
\u2014
\u2014
274
26
34
\u2014
483
Additions (1)
49
\u2014
\u2014
1
151
8
1
\u2014
161
Additions transfer to discontinued
operations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal of entities in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers
(24)
\u2014
17
\u2014
\u2014
2
\u2014
(5)
Exchange difference and other
(11)
\u2014
(18)
2
\u2014
(16)
\u2014
(43)
Balance at the end
114
\u2014
\u2014
427
34
21
\u2014
596
Net tangible assets
Balance at the beginning
3,398
52
1,656
2,205
70
151
291
7,823
Balance at the end
3,336
67
1,555
1,916
81
109
234
7,298
(1) In 2021, it includes allowances on right of use of the rented offices after the agreement with union representatives on the collective layoff procedure proposed for Banco Bilbao
Vizcaya Argentaria, S.A. in Spain (see Notes 24 and 49).
Tangible assets. Breakdown by type of assets and changes in the year 2020 (Millions of euros)
Right to use asset
Total
Notes
Land and
buildings
Work in
progress
Furniture,
fixtures
and
vehicles
Own use
Investment
properties
Investment
properties
Assets leased
out under an
operating lease
Cost
Balance at the beginning
6,001
56
6,351
3,516
101
216
337
16,578
Additions
157
54
255
183
0
2
\u2014
651
Retirements
(10)
(23)
(294)
(157)
(3)
(11)
\u2014
(498)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(925)
(31)
(366)
(294)
\u2014
\u2014
\u2014
(1,616)
Transfers
(248)
(2)
(5)
(60)
25
18
\u2014
(272)
Exchange difference and other
(595)
(2)
(426)
(127)
\u2014
(24)
8
(1,166)
Balance at the end
4,380
52
5,515
3,061
123
201
345
13,677
Accrued depreciation
Balance at the beginning
1,253
\u2014
4,344
370
11
15
74
6,067
Additions
45
83
\u2014
370
312
12
3
1
781
Additions transfer to discontinued
operations (1)
24
\u2014
20
32
\u2014
\u2014
\u2014
76
Retirements
(2)
\u2014
(248)
(10)
\u2014
\u2014
\u2014
(260)
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(373)
\u2014
(321)
(71)
\u2014
\u2014
\u2014
(765)
Transfers
(42)
\u2014
(12)
(9)
4
1
\u2014
(58)
Exchange difference and other
(110)
\u2014
(294)
(42)
\u2014
(3)
(21)
(470)
Balance at the end
833
\u2014
3,859
582
27
16
54
5,371
Impairment
Balance at the beginning
212
\u2014
\u2014
191
14
26
\u2014
443
Additions
49
18
\u2014
26
68
12
1
\u2014
125
Retirements
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Acquisition of subsidiaries in the year
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale (1)
(8)
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(8)
Transfers
(68)
\u2014
\u2014
10
\u2014
7
\u2014
(51)
Exchange difference and other
(5)
\u2014
(26)
5
\u2014
\u2014
\u2014
(26)
Balance at the end
149
\u2014
\u2014
274
26
34
\u2014
483
Net tangible assets
Balance at the beginning
4,536
56
2,007
2,955
76
175
263
10,068
Balance at the end
3,398
52
1,656
2,205
70
151
290
7,823
(1) Amount is mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The right to use asset consists mainly of the rental of commercial real estate premises for central services and the network branches
located in the countries where the Group operates whose average term is between 5 and 20 years. The clauses included in rental
contracts correspond to a large extent to rental contracts under normal market conditions in the country where the property is
rented.
As of December 31, 2022, 2021 and 2020, the cost of fully amortized tangible assets that remained in use were \u20ac2,443, \u20ac2,318 and
\u20ac2,299 million respectively while its recoverable residual value was not significant.
As of December 31, 2022, 2021 and 2020 the amount of tangible assets under financial lease schemes on which the purchase option
is expected to be exercised was not material. The main activity of the Group is carried out through a network of bank branches located
geographically as shown in the following table:
Branches by geographical area (number of branches)
2022
2021
2020
Spain (1)
1,886
1,895
2,482
Mexico
1,733
1,716
1,746
South America
1,418
1,434
1,514
The United States
\u2014
\u2014
639
Turkey
972
1,006
1,021
Rest
31
32
30
Total
6,040
6,083
7,432
(1) In 2021, the variation is mainly due to the closing of rented branches after the agreement with the union representatives on the collective layoff procedure that was carried out
at Banco Bilbao Vizcaya Argentaria, S.A. (see Notes 24 and 49).
Other financial liabilities
The breakdown of the balance under this heading in the consolidated balance sheets is as follows:
Other financial liabilities (Millions of Euros)
2022
2021
2020
Lease liabilities (1)
1,398
2,560
2,674
Creditors for other financial liabilities
3,589
2,657
2,408
Collection accounts
3,426
3,839
3,275
Creditors for other payment obligations (2)
5,673
6,127
5,000
Total
14,086
15,183
13,358
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties for which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group (see Note 17).
(2) In 2021, this caption includes the amount committed for the acquisition of own shares under the share buyback program (see Notes 2.2.14 and 4).
A breakdown of the maturity of the lease liabilities, due after December 31, 2022 is provided below:
Maturity of future payment obligations (Millions of Euros)
Up to 1
year
1 to 3
years
3 to 5
years
Over 5
years
Total
Leases
142
260
305
691
1,398
(1) Since the USA sale agreement, the United States is no longer considered a CGU (see Note 3).
(2) As a result of the application of IAS 29, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing recoverable value as of December 31, 2021, and as
a consequence the goodwill as well as other intangible assets (see Note 18.2) assigned to the Turkish CGU were derecognized.
Goodwill in business combinations
There were no significant business combinations during 2022, 2021 and 2020.
Impairment Test
As mentioned in Note 2.2.7, the CGU to which goodwill has been allocated, are periodically tested for impairment by including the
allocated goodwill in their carrying amount. This analysis is performed at least annually and whenever there is any indication of
impairment. Furthermore, it is analyzed whether certain changes in the valuation assumptions used could give rise to differences in
the result of the impairment test.
The BBVA Group performs estimations on the recoverable amount of certain CGU by calculating the value in use through the
discounted value of future cash flows method.
The main hypotheses used for the value in use calculation are the following:
\u2013The forecast cash flows, including net interest margin and cost of risk, estimated by the Group's management, and based
on the latest available budgets for the next 4 to 5 years, considering the macroeconomic variables of each CGU, regarding
the existing balance structure as well as macroeconomic variables such as the evolution of interest rates and the CPI of the
geography where the CGU is located, among others.
\u2013The constant growth rate for extrapolating cash flows, starting in the fourth or fifth year, beyond the period covered by the
budgets or forecasts.
\u2013The discount rate on future cash flows, which coincides with the cost of capital assigned to each CGU, and which consists of
a risk-free rate plus a premium that reflects the inherent risk of each of the businesses evaluated.
The focus used by the Group's management to determine the values of the assumptions is based both on its projections and past
experience. These values are verified and use external sources of information, wherever possible.
Goodwill - Mexico CGU
The Group\u2019s most significant goodwill corresponds to the CGU in Mexico, the main significant assumptions used in the impairment
test of this CGU as of December 31, 2022, 2021 and 2020 are as follows:
Impairment test assumptions CGU goodwill in Mexico
2022
2021
2020
Discount rate (1)
12.7 %
14.5 %
15.3 %
Growth rate
6.3 %
5.7 %
5.7 %
(1) The use of very different discount or growth rates would be inconsistent with the macroeconomic assumptions under which the Unit builds its business plan, such as inflation
assumptions or interest rate curves used to determine cash flows.
Goodwill - Turkey CGU
As a result of the application of IAS 29 in 2022, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing
recoverable value as of December 31, 2021 and as a consequence the goodwill as well as other intangible assets (see Note 18.2)
assigned to the Turkish CGU were derecognized.
The main significant assumptions used in the impairment test of this CGU as of December 31, 2021 were a discount rate (after tax) of
27.0% and a growth rate of 7.0% (21.0% and 7.0% respectively as of December 31, 2020).
Goodwill - The United States CGU
Since the USA sale in 2021, the United States is no longer considered a CGU (see Note 3).
As of March 31, 2020, the Group identified an indicator of impairment of goodwill in the United States CGU and as a result of the
goodwill impairment test, the Group estimated impairment in the United States CGU of \u20ac2,084 million, which was mainly due to the
negative impact of the update of the macroeconomic scenario following the COVID-19 pandemic and the expected evolution of
interest rates. This recognition did not affect the tangible book value or the liquidity nor the solvency ratio of the BBVA Group.
The main significant assumptions used in the impairment test of this CGU as of March 31, 2020 were a discount rate (after tax) of
10.3% and a growth rate of 3.0%.
Goodwill - Other CGUs
The impairment tests carried out on the rest of the CGUs have not detected significant impairment. Likewise, the sensitivity analysis
on the main assumptions carried out for the rest of the CGU of the Group indicate that their value in use would continue to exceed
their book value.
Other intangible assets
The breakdown of the balance and changes of this heading in the consolidated balance sheets, according to the nature of the related
items, is as follows:
Other intangible assets (Millions of Euros)
2022
2021
2020
Computer software acquisition expense
1,393
1,239
1,202
Other intangible assets with an infinite useful life
13
12
12
Other intangible assets with a definite useful life
43
128
221
Total
1,449
1,379
1,435
The changes of this heading during the years ended December 31, 2022, 2021 and 2020, are as follows:
Other intangible assets (Millions of Euros)
Notes
Computer software
Other intangible
assets
Total of intangible assets
2022
2021
2020
2022
2021
2020
2022
2021
2020
Balance at the beginning
1,239
1,202
1,598
140
233
412
1,379
1,435
2,010
Additions
592
470
452
\u2014
\u2014
8
592
470
460
Amortization in the year
45
(490)
(446)
(448)
(20)
(48)
(59)
(510)
(494)
(507)
Amortization transfer to discontinued
operations (1)
\u2014
\u2014
(77)
\u2014
\u2014
(3)
\u2014
\u2014
(80)
Exchange differences and other
80
29
(38)
(63)
(45)
(91)
17
(16)
(129)
Impairment
(25)
(15)
(6)
\u2014
\u2014
\u2014
(25)
(15)
(6)
Decreases by companies held for sale
(1)
\u2014
\u2014
(279)
\u2014
\u2014
(34)
\u2014
\u2014
(313)
Balance at the end
1,396
1,239
1,202
56
140
233
1,453
1,379
1,435
(1) Amount is mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
As of December 31, 2022, 2021 and 2020, the cost of fully amortized intangible assets that remained in use were \u20ac3,490 million,
\u20ac2,992 million and \u20ac2,622 million respectively, while their recoverable value was not significant.
", "dimensions": { "concept": "ifrs-full:DisclosureOfIntangibleAssetsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNTIvZnJhZzo1M2EyM2ZmZGYyNmQ0YjRmOTc5MWRjNzgwNzU0MDQxYi90ZXh0cmVnaW9uOjUzYTIzZmZkZjI2ZDRiNGY5NzkxZGM3ODA3NTQwNDFiXzIxOTkwMjMyNTU1NTQy_9405a51a-ece8-407f-aa5e-539c656edd93": { "value": "Intangible assetsGoodwill
The breakdown of the balance under this heading in the consolidated balance sheets, according to the CGU to which goodwill has
been allocated, is as follows:
Goodwill. Breakdown by CGU and changes of the year (Millions of Euros)
The United
States (1)
Mexico
Turkey (2)
Colombia
Chile
Other
Total
Balance as of December 31, 2019
3,846
550
346
164
27
22
4,955
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
(22)
(72)
(92)
(21)
\u2014
(1)
(208)
Impairment
(2,084)
\u2014
\u2014
\u2014
\u2014
(13)
(2,097)
Companies held for sale
(1,740)
\u2014
\u2014
\u2014
\u2014
\u2014
(1,740)
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance as of December 31, 2020
\u2014
478
254
143
27
8
910
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
\u2014
26
(102)
(9)
(3)
\u2014
(88)
Impairment
\u2014
\u2014
\u2014
\u2014
\u2014
(4)
(4)
Companies held for sale
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance as of December 31, 2021
\u2014
504
152
134
24
4
818
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
\u2014
55
\u2014
(16)
1
1
41
Impairment
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
(152)
\u2014
\u2014
\u2014
(152)
Balance as of December 31, 2022
\u2014
559
\u2014
118
25
5
707
(1) Since the USA sale agreement, the United States is no longer considered a CGU (see Note 3).
(2) As a result of the application of IAS 29, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing recoverable value as of December 31, 2021, and as
a consequence the goodwill as well as other intangible assets (see Note 18.2) assigned to the Turkish CGU were derecognized.
Goodwill in business combinations
There were no significant business combinations during 2022, 2021 and 2020.
Impairment Test
As mentioned in Note 2.2.7, the CGU to which goodwill has been allocated, are periodically tested for impairment by including the
allocated goodwill in their carrying amount. This analysis is performed at least annually and whenever there is any indication of
impairment. Furthermore, it is analyzed whether certain changes in the valuation assumptions used could give rise to differences in
the result of the impairment test.
The BBVA Group performs estimations on the recoverable amount of certain CGU by calculating the value in use through the
discounted value of future cash flows method.
The main hypotheses used for the value in use calculation are the following:
\u2013The forecast cash flows, including net interest margin and cost of risk, estimated by the Group's management, and based
on the latest available budgets for the next 4 to 5 years, considering the macroeconomic variables of each CGU, regarding
the existing balance structure as well as macroeconomic variables such as the evolution of interest rates and the CPI of the
geography where the CGU is located, among others.
\u2013The constant growth rate for extrapolating cash flows, starting in the fourth or fifth year, beyond the period covered by the
budgets or forecasts.
\u2013The discount rate on future cash flows, which coincides with the cost of capital assigned to each CGU, and which consists of
a risk-free rate plus a premium that reflects the inherent risk of each of the businesses evaluated.
The focus used by the Group's management to determine the values of the assumptions is based both on its projections and past
experience. These values are verified and use external sources of information, wherever possible.
Goodwill - Mexico CGU
The Group\u2019s most significant goodwill corresponds to the CGU in Mexico, the main significant assumptions used in the impairment
test of this CGU as of December 31, 2022, 2021 and 2020 are as follows:
Impairment test assumptions CGU goodwill in Mexico
2022
2021
2020
Discount rate (1)
12.7 %
14.5 %
15.3 %
Growth rate
6.3 %
5.7 %
5.7 %
(1) The use of very different discount or growth rates would be inconsistent with the macroeconomic assumptions under which the Unit builds its business plan, such as inflation
assumptions or interest rate curves used to determine cash flows.
Goodwill - Turkey CGU
As a result of the application of IAS 29 in 2022, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing
recoverable value as of December 31, 2021 and as a consequence the goodwill as well as other intangible assets (see Note 18.2)
assigned to the Turkish CGU were derecognized.
The main significant assumptions used in the impairment test of this CGU as of December 31, 2021 were a discount rate (after tax) of
27.0% and a growth rate of 7.0% (21.0% and 7.0% respectively as of December 31, 2020).
Goodwill - The United States CGU
Since the USA sale in 2021, the United States is no longer considered a CGU (see Note 3).
As of March 31, 2020, the Group identified an indicator of impairment of goodwill in the United States CGU and as a result of the
goodwill impairment test, the Group estimated impairment in the United States CGU of \u20ac2,084 million, which was mainly due to the
negative impact of the update of the macroeconomic scenario following the COVID-19 pandemic and the expected evolution of
interest rates. This recognition did not affect the tangible book value or the liquidity nor the solvency ratio of the BBVA Group.
The main significant assumptions used in the impairment test of this CGU as of March 31, 2020 were a discount rate (after tax) of
10.3% and a growth rate of 3.0%.
Goodwill - Other CGUs
The impairment tests carried out on the rest of the CGUs have not detected significant impairment. Likewise, the sensitivity analysis
on the main assumptions carried out for the rest of the CGU of the Group indicate that their value in use would continue to exceed
their book value.
Other intangible assets
The breakdown of the balance and changes of this heading in the consolidated balance sheets, according to the nature of the related
items, is as follows:
Other intangible assets (Millions of Euros)
2022
2021
2020
Computer software acquisition expense
1,393
1,239
1,202
Other intangible assets with an infinite useful life
13
12
12
Other intangible assets with a definite useful life
43
128
221
Total
1,449
1,379
1,435
The changes of this heading during the years ended December 31, 2022, 2021 and 2020, are as follows:
Other intangible assets (Millions of Euros)
Notes
Computer software
Other intangible
assets
Total of intangible assets
2022
2021
2020
2022
2021
2020
2022
2021
2020
Balance at the beginning
1,239
1,202
1,598
140
233
412
1,379
1,435
2,010
Additions
592
470
452
\u2014
\u2014
8
592
470
460
Amortization in the year
45
(490)
(446)
(448)
(20)
(48)
(59)
(510)
(494)
(507)
Amortization transfer to discontinued
operations (1)
\u2014
\u2014
(77)
\u2014
\u2014
(3)
\u2014
\u2014
(80)
Exchange differences and other
80
29
(38)
(63)
(45)
(91)
17
(16)
(129)
Impairment
(25)
(15)
(6)
\u2014
\u2014
\u2014
(25)
(15)
(6)
Decreases by companies held for sale
(1)
\u2014
\u2014
(279)
\u2014
\u2014
(34)
\u2014
\u2014
(313)
Balance at the end
1,396
1,239
1,202
56
140
233
1,453
1,379
1,435
(1) Amount is mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
As of December 31, 2022, 2021 and 2020, the cost of fully amortized intangible assets that remained in use were \u20ac3,490 million,
\u20ac2,992 million and \u20ac2,622 million respectively, while their recoverable value was not significant.
", "dimensions": { "concept": "ifrs-full:DisclosureOfIntangibleAssetsAndGoodwillExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNTIvZnJhZzo1M2EyM2ZmZGYyNmQ0YjRmOTc5MWRjNzgwNzU0MDQxYi90ZXh0cmVnaW9uOjUzYTIzZmZkZjI2ZDRiNGY5NzkxZGM3ODA3NTQwNDFiXzIxOTkwMjMyNTU1NTQy_dc36ee37-d07e-48a5-8ab9-076cf86b4856": { "value": "Intangible assetsGoodwill
The breakdown of the balance under this heading in the consolidated balance sheets, according to the CGU to which goodwill has
been allocated, is as follows:
Goodwill. Breakdown by CGU and changes of the year (Millions of Euros)
The United
States (1)
Mexico
Turkey (2)
Colombia
Chile
Other
Total
Balance as of December 31, 2019
3,846
550
346
164
27
22
4,955
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
(22)
(72)
(92)
(21)
\u2014
(1)
(208)
Impairment
(2,084)
\u2014
\u2014
\u2014
\u2014
(13)
(2,097)
Companies held for sale
(1,740)
\u2014
\u2014
\u2014
\u2014
\u2014
(1,740)
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance as of December 31, 2020
\u2014
478
254
143
27
8
910
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
\u2014
26
(102)
(9)
(3)
\u2014
(88)
Impairment
\u2014
\u2014
\u2014
\u2014
\u2014
(4)
(4)
Companies held for sale
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance as of December 31, 2021
\u2014
504
152
134
24
4
818
Additions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Exchange difference
\u2014
55
\u2014
(16)
1
1
41
Impairment
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Companies held for sale
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other
\u2014
(152)
\u2014
\u2014
\u2014
(152)
Balance as of December 31, 2022
\u2014
559
\u2014
118
25
5
707
(1) Since the USA sale agreement, the United States is no longer considered a CGU (see Note 3).
(2) As a result of the application of IAS 29, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing recoverable value as of December 31, 2021, and as
a consequence the goodwill as well as other intangible assets (see Note 18.2) assigned to the Turkish CGU were derecognized.
Goodwill in business combinations
There were no significant business combinations during 2022, 2021 and 2020.
Impairment Test
As mentioned in Note 2.2.7, the CGU to which goodwill has been allocated, are periodically tested for impairment by including the
allocated goodwill in their carrying amount. This analysis is performed at least annually and whenever there is any indication of
impairment. Furthermore, it is analyzed whether certain changes in the valuation assumptions used could give rise to differences in
the result of the impairment test.
The BBVA Group performs estimations on the recoverable amount of certain CGU by calculating the value in use through the
discounted value of future cash flows method.
The main hypotheses used for the value in use calculation are the following:
\u2013The forecast cash flows, including net interest margin and cost of risk, estimated by the Group's management, and based
on the latest available budgets for the next 4 to 5 years, considering the macroeconomic variables of each CGU, regarding
the existing balance structure as well as macroeconomic variables such as the evolution of interest rates and the CPI of the
geography where the CGU is located, among others.
\u2013The constant growth rate for extrapolating cash flows, starting in the fourth or fifth year, beyond the period covered by the
budgets or forecasts.
\u2013The discount rate on future cash flows, which coincides with the cost of capital assigned to each CGU, and which consists of
a risk-free rate plus a premium that reflects the inherent risk of each of the businesses evaluated.
The focus used by the Group's management to determine the values of the assumptions is based both on its projections and past
experience. These values are verified and use external sources of information, wherever possible.
Goodwill - Mexico CGU
The Group\u2019s most significant goodwill corresponds to the CGU in Mexico, the main significant assumptions used in the impairment
test of this CGU as of December 31, 2022, 2021 and 2020 are as follows:
Impairment test assumptions CGU goodwill in Mexico
2022
2021
2020
Discount rate (1)
12.7 %
14.5 %
15.3 %
Growth rate
6.3 %
5.7 %
5.7 %
(1) The use of very different discount or growth rates would be inconsistent with the macroeconomic assumptions under which the Unit builds its business plan, such as inflation
assumptions or interest rate curves used to determine cash flows.
Goodwill - Turkey CGU
As a result of the application of IAS 29 in 2022, as indicated in Note 2.2.19, the book value of the Turkish CGU exceeded the existing
recoverable value as of December 31, 2021 and as a consequence the goodwill as well as other intangible assets (see Note 18.2)
assigned to the Turkish CGU were derecognized.
The main significant assumptions used in the impairment test of this CGU as of December 31, 2021 were a discount rate (after tax) of
27.0% and a growth rate of 7.0% (21.0% and 7.0% respectively as of December 31, 2020).
Goodwill - The United States CGU
Since the USA sale in 2021, the United States is no longer considered a CGU (see Note 3).
As of March 31, 2020, the Group identified an indicator of impairment of goodwill in the United States CGU and as a result of the
goodwill impairment test, the Group estimated impairment in the United States CGU of \u20ac2,084 million, which was mainly due to the
negative impact of the update of the macroeconomic scenario following the COVID-19 pandemic and the expected evolution of
interest rates. This recognition did not affect the tangible book value or the liquidity nor the solvency ratio of the BBVA Group.
The main significant assumptions used in the impairment test of this CGU as of March 31, 2020 were a discount rate (after tax) of
10.3% and a growth rate of 3.0%.
Goodwill - Other CGUs
The impairment tests carried out on the rest of the CGUs have not detected significant impairment. Likewise, the sensitivity analysis
on the main assumptions carried out for the rest of the CGU of the Group indicate that their value in use would continue to exceed
their book value.
", "dimensions": { "concept": "ifrs-full:DisclosureOfGoodwillExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNTUvZnJhZzplM2E1ODQ5NDY5YTE0ZjIyOWQ3ZGIzN2UxNjI4Mzc4My90ZXh0cmVnaW9uOmUzYTU4NDk0NjlhMTRmMjI5ZDdkYjM3ZTE2MjgzNzgzXzM1MTg0MzcyMDkxMDcw_5ccbfdad-5140-4c5b-8ee5-63cb9f4d4407": { "value": "
Goodwill in business combinations
There were no significant business combinations during 2022, 2021 and 2020.
", "dimensions": { "concept": "ifrs-full:DisclosureOfBusinessCombinationsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNjQvZnJhZzpmNWQ3YWY2YzRjMWY0YjRkOGM2MjVjYjI2MmViYWRkYS90ZXh0cmVnaW9uOmY1ZDdhZjZjNGMxZjRiNGQ4YzYyNWNiMjYyZWJhZGRhXzIxOTkwMjMyNTU1NjE2_76045d9e-a9aa-4408-b878-ea706c7b539c": { "value": "Tax assets and liabilitiesConsolidated tax group
Pursuant to current legislation, BBVA consolidated tax group in Spain includes the Bank (as the parent company) and its Spanish
subsidiaries that meet the requirements provided for under Spanish legislation regulating the taxation regime for the consolidated
profit of corporate groups.
The Group\u2019s non-Spanish banks and subsidiaries file tax returns in accordance with the tax legislation in force in each country.
Years open for review by the tax authorities
At the date of preparation of these financial statements, the BBVA consolidated tax group in Spain has 2017 and subsequent years
subject to inspection, with respect to the main taxes applicable to it.
The remainder of the Spanish consolidated entities in general have the last four years open for inspection by the tax authorities for the
main taxes applicable, except for those in which there has been an interruption of the limitation period due to the start of an
inspection.
In relation to the BBVA consolidated tax group in Spain, in 2022, the tax assessments issued as a result of the tax authorities'
inspection activities for 2014 to 2016 became final. These assessments were signed in 2021 and were signed in conformity, except for
those corresponding to 2016, for which a partial disagreement has been expressed. The impacts of the conclusion of these audits
were accounted for in 2021 and did not have a material effect on the financial statements.
On the other hand, in relation to the main jurisdictions in which the Group is present and carries out its activity, in the case of Mexico,
the inspection procedure for the fiscal year 2017 continues in BBVA M\u00e9xico, S.A. corresponding to Corporate Income Tax and Value
Added Tax.
In view of the varying interpretations that can be made of some applicable tax legislation, the outcome of the tax inspections of the
open years that may be conducted by the tax authorities in the future may give rise to contingent tax liabilities which cannot be
reasonably estimated at the present time. However, the Group considers that the possibility of these contingent liabilities becoming
actual liabilities is remote and, in any case, the tax charge which might arise therefore would not materially affect the Group\u2019s
consolidated financial statements.
Reconciliation
The reconciliation of the Group\u2019s corporate income tax expense resulting from the application of the Spanish corporation income tax
rate and the income tax expense recognized in the consolidated income statements is as follows:
Reconciliation of taxation at the Spanish corporation tax rate to the tax expense recorded for the year\u00a0(Millions of Euros)
2022
2021
2020
Amount
Effective
tax %
Amount
Effective
tax %
Amount
Effective
tax %
Profit or (-) loss before tax
10,356
8,399
3,576
From continuing operations
10,356
7,247
5,248
From discontinued operations
\u2014
1,152
(1,672)
Taxation at Spanish corporation tax rate 30%
3,107
2,519
1,073
Lower/higher effective tax rate from foreign entities (1)
315
(332)
(181)
Mexico
(205)
26 %
(109)
27 %
(32)
29 %
Chile
(8)
13 %
(5)
22 %
(2)
23 %
Colombia
24
37 %
\u2014
30 %
3
31 %
Peru
(16)
27 %
5
31 %
(7)
28 %
Turkey
621
70 %
(125)
23 %
(73)
25 %
USA
17
17 %
(62)
19 %
(75)
16 %
Others
(118)
(36)
5
Revenues with lower tax rate (dividends/capital gains)
(25)
(30)
(49)
Equity accounted earnings
(6)
\u2014
12
USA Sale effect
\u2014
544
\u2014
Other effects (2)
138
80
661
Income tax
3,529
2,781
1,516
Of which: Continuing operations
3,529
1,909
1,459
Of which: Discontinued operations
\u2014
872
57
Corporate Income Tax (CIT) expense credit (once the 30% tax rate is applied, the effect amounted to \u20ac625 million).
The effective income tax rate for the Group in the years ended December 31, 2022, 2021 and 2020 is as follows:
Effective tax rate (Millions of Euros)
2022
2021
2020
Income from:
Consolidated tax group in Spain
2,222
655
259
Other Spanish entities
(462)
5
7
Foreign entities
8,596
6,587
4,982
Gains (losses) before taxes from continuing operations
10,356
7,247
5,248
Tax expense or income related to profit or loss from continuing operations
3,529
1,909
1,459
Effective tax rate
34.1%
26.3 %
27.8 %
Current and deferred taxes
The balance under the heading \"Tax assets\" in the consolidated balance sheets includes the balances receivable from the tax
authorities relating to current and deferred tax assets. The balance under the \u201cTax liabilities\u201d heading includes the balances payable in
respect of the Group\u2019s various current and deferred tax liabilities. The details of the mentioned tax assets and liabilities are as follows:
Tax assets and liabilities (Millions of Euros)
2022
2021
2020
Tax assets
Current tax assets (1)
1,978
932
1,199
Deferred tax assets
14,494
14,917
15,327
Pensions
422
416
439
Financial Instruments
1,302
1,408
1,292
Loss allowances
1,834
1,676
1,683
Other
1,184
1,101
1,069
Secured tax assets
8,689
9,304
9,361
Tax losses
1,063
1,012
1,483
Total
16,472
15,850
16,526
Tax liabilities
Current tax liabilities (1)
1,415
644
545
Deferred tax liabilities
1,326
1,769
1,809
Financial Instruments
568
1,124
908
Other
758
645
901
Total
2,742
2,413
2,355
(1) The increase in current tax assets relates mainly to a higher tax receivable by the tax group in Spain for the refund of the 2022 corporate income tax as a result of the
instalment payments made in the year. On the other hand, the increase in current tax liabilities mainly corresponds to a higher tax payable in both Mexico and Turkey in relation to
the estimated corporate income tax for the year 2022.
The most significant variations of the deferred tax assets and liabilities in the years 2022, 2021 and 2020 were derived from the
following items:
Deferred tax assets and liabilities. Annual variations (Millions of Euros)
2022
2021
2020
Deferred
assets
Deferred
liabilities
Deferred
assets
Deferred
liabilities
Deferred
assets
Deferred
liabilities
Balance at the beginning
14,917
1,769
15,327
1,809
15,318
1,928
Pensions
6
\u2014
(23)
\u2014
(17)
\u2014
Financials instruments
(106)
(556)
116
216
(94)
(106)
Loss allowances
158
\u2014
(7)
\u2014
47
\u2014
Others
83
113
32
(256)
24
(13)
Guaranteed tax assets
(615)
\u2014
(57)
\u2014
(2)
\u2014
Tax losses
51
\u2014
(471)
\u2014
51
\u2014
Balance at the end
14,494
1,326
14,917
1,769
15,327
1,809
and as a result of the offsetting of these assets in the Spanish tax group's estimated corporate income tax return for 2022.
\u2013The increase in tax assets for tax losses is due to the fact that, despite the fact that in 2022 the tax Group in Spain
generated positive taxable income, which allowed for the offset of tax losses and deductions, new deductions were
generated during the year to avoid double taxation and, additionally, the filing of the 2021 corporate income tax return also
led to an increase in the balance of these tax assets for tax losses.
\u2013The evolution of deferred tax assets (other than those guaranteed and those linked to tax losses) net of deferred tax
liabilities is due, among other things, to the exchange rate effect, especially in the case of Mexico and Turkey, the effects
associated with the valuations of financial instruments, the effect in Argentina associated with the tax revaluation of fixed
assets, the impacts linked to the application of IAS 29 in Turkey which are largely associated with the changes in accounting
valuations arising from its consideration as a hyperinflationary economy and, finally, the operation of corporate income tax,
where the differences between accounting and taxation give rise to constant movements in deferred taxes.
Of the deferred tax assets and liabilities contained in the table above, those included in Note 19.4 above have been recognized against
the entity's equity, and the rest against earnings for the year or reserves.
As of December 31, 2022, 2021 and 2020, the estimated amount of temporary differences associated with investments in
subsidiaries, joint ventures and associates, which were not recognized as deferred tax liabilities in the consolidated balance sheets,
amounted to \u20ac88, \u20ac93 and \u20ac106 million, respectively.
Of the deferred tax assets contained in the above table, the detail of the items and amounts guaranteed by the Spanish government,
broken down by the items that originated those assets is as follows:
Secured tax assets (Millions of Euros)
2022
2021
2020
Pensions
1,622
1,759
1,924
Loss allowances
7,067
7,545
7,437
Total
8,689
9,304
9,361
As of December 31, 2022, non-guaranteed net deferred tax assets of the above table amounted to \u20ac4,478 million (\u20ac3,844 and \u20ac4,156
million as of December 31, 2021 and 2020, respectively), which broken down by major geographies is as follows:
\u2013Spain: Net deferred tax assets recognized in Spain totaled \u20ac2,407 million as of December 31, 2022 (\u20ac2,342 and \u20ac2,590
million as of December 31, 2021 and 2020, respectively). \u20ac1,050 million of the figure recorded in the year ended December
31, 2022 for net deferred tax assets related to tax credits and tax loss carry forwards and \u20ac1,357 million relate to temporary
differences.
\u2013Mexico: Net deferred tax assets recognized in Mexico amounted to \u20ac1,628 million as of December 31, 2022 (\u20ac1,121 and
\u20ac1,036 million as of December 31, 2021 and 2020, respectively). Practically all of deferred tax assets as of December 31,
2022 relate to temporary differences.
\u2013South America: Net deferred tax assets recognized in South America amounted to \u20ac198 million as of December 31, 2022
(\u20ac65 and \u20ac126 million as of December 31, 2021 and 2020, respectively). Practically all the deferred tax assets are related to
temporary differences.
\u2013Turkey: Net deferred tax assets recognized in Turkey amounted to \u20ac228 million as of December 31, 2022 (\u20ac302 and \u20ac395
million as of December 31, 2021 and 2020, respectively). All the deferred tax assets are related to temporary differences.
Based on the information available as of December 31, 2022, including historical levels of benefits and projected results available to
the Group for the coming 15 years, the Group has carried out an analysis of its recovery of deferred tax assets and liabilities and it is
considered that there is sufficient positive evidence, in excess of the negative evidence, that sufficient positive taxable income will be
generated for the recovery of the aforementioned unsecured deferred tax assets when they become deductible in accordance with
tax legislation.
On the other hand, the Group has not recognized certain negative tax losses and deductions for which, in general, there is no legal
period for offsetting, amounting to approximately \u20ac2,048 million, which are mainly originated by Catalunya Banc.
Other Contributions
On December 28, 2022, the Law for the establishment of the temporary tax on credit institutions and financial credit establishments
was published in the Official State Gazette.
This law establishes an obligation to pay a non-taxable equity benefit of public nature during the years 2023 and 2024 to those credit
institutions that operate in Spain whose aggregated amount of interest income and fee and commission income generated,
corresponding to the year 2019, equals or exceeds \u20ac800 million.
The amount of the benefit to be paid will be the result of applying the percentage of 4.8% to the sum of the net interest income and
fee and commission income and expense derived from the activity carried out in Spain, as shown in the income statement of the tax
consolidation group to which the credit institutions belongs, corresponding to the calendar year prior to the year in which the
obligation to pay arose. The payment obligation arises on the first day of the calendar year of fiscal years 2023 and 2024.
The estimated impact for 2023 is \u20ac225 million and has been recorded on January 1, 2023 in the heading \"Other operating expense\" of
the consolidated income statement.", "dimensions": { "concept": "ifrs-full:DisclosureOfTaxReceivablesAndPayablesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zNzMvZnJhZzoyZWY2NDcwMjg4ZWM0OGIzYTBkNzg1ZDVlMTQ3YWE3ZS90ZXh0cmVnaW9uOjJlZjY0NzAyODhlYzQ4YjNhMGQ3ODVkNWUxNDdhYTdlXzIxOTkwMjMyNTU3Nzg3_b225493d-244c-480d-beb5-274bd2014f0d": { "value": "Reconciliation
The reconciliation of the Group\u2019s corporate income tax expense resulting from the application of the Spanish corporation income tax
rate and the income tax expense recognized in the consolidated income statements is as follows:
Reconciliation of taxation at the Spanish corporation tax rate to the tax expense recorded for the year\u00a0(Millions of Euros)
2022
2021
2020
Amount
Effective
tax %
Amount
Effective
tax %
Amount
Effective
tax %
Profit or (-) loss before tax
10,356
8,399
3,576
From continuing operations
10,356
7,247
5,248
From discontinued operations
\u2014
1,152
(1,672)
Taxation at Spanish corporation tax rate 30%
3,107
2,519
1,073
Lower/higher effective tax rate from foreign entities (1)
315
(332)
(181)
Mexico
(205)
26 %
(109)
27 %
(32)
29 %
Chile
(8)
13 %
(5)
22 %
(2)
23 %
Colombia
24
37 %
\u2014
30 %
3
31 %
Peru
(16)
27 %
5
31 %
(7)
28 %
Turkey
621
70 %
(125)
23 %
(73)
25 %
USA
17
17 %
(62)
19 %
(75)
16 %
Others
(118)
(36)
5
Revenues with lower tax rate (dividends/capital gains)
(25)
(30)
(49)
Equity accounted earnings
(6)
\u2014
12
USA Sale effect
\u2014
544
\u2014
Other effects (2)
138
80
661
Income tax
3,529
2,781
1,516
Of which: Continuing operations
3,529
1,909
1,459
Of which: Discontinued operations
\u2014
872
57
Corporate Income Tax (CIT) expense credit (once the 30% tax rate is applied, the effect amounted to \u20ac625 million).
The effective income tax rate for the Group in the years ended December 31, 2022, 2021 and 2020 is as follows:
Effective tax rate (Millions of Euros)
2022
2021
2020
Income from:
Consolidated tax group in Spain
2,222
655
259
Other Spanish entities
(462)
5
7
Foreign entities
8,596
6,587
4,982
Gains (losses) before taxes from continuing operations
10,356
7,247
5,248
Tax expense or income related to profit or loss from continuing operations
3,529
1,909
1,459
Effective tax rate
34.1%
26.3 %
27.8 %
(1) The increase in current tax assets relates mainly to a higher tax receivable by the tax group in Spain for the refund of the 2022 corporate income tax as a result of the
instalment payments made in the year. On the other hand, the increase in current tax liabilities mainly corresponds to a higher tax payable in both Mexico and Turkey in relation to
the estimated corporate income tax for the year 2022.
The most significant variations of the deferred tax assets and liabilities in the years 2022, 2021 and 2020 were derived from the
following items:
Deferred tax assets and liabilities. Annual variations (Millions of Euros)
2022
2021
2020
Deferred
assets
Deferred
liabilities
Deferred
assets
Deferred
liabilities
Deferred
assets
Deferred
liabilities
Balance at the beginning
14,917
1,769
15,327
1,809
15,318
1,928
Pensions
6
\u2014
(23)
\u2014
(17)
\u2014
Financials instruments
(106)
(556)
116
216
(94)
(106)
Loss allowances
158
\u2014
(7)
\u2014
47
\u2014
Others
83
113
32
(256)
24
(13)
Guaranteed tax assets
(615)
\u2014
(57)
\u2014
(2)
\u2014
Tax losses
51
\u2014
(471)
\u2014
51
\u2014
Balance at the end
14,494
1,326
14,917
1,769
15,327
1,809
and as a result of the offsetting of these assets in the Spanish tax group's estimated corporate income tax return for 2022.
\u2013The increase in tax assets for tax losses is due to the fact that, despite the fact that in 2022 the tax Group in Spain
generated positive taxable income, which allowed for the offset of tax losses and deductions, new deductions were
generated during the year to avoid double taxation and, additionally, the filing of the 2021 corporate income tax return also
led to an increase in the balance of these tax assets for tax losses.
\u2013The evolution of deferred tax assets (other than those guaranteed and those linked to tax losses) net of deferred tax
liabilities is due, among other things, to the exchange rate effect, especially in the case of Mexico and Turkey, the effects
associated with the valuations of financial instruments, the effect in Argentina associated with the tax revaluation of fixed
assets, the impacts linked to the application of IAS 29 in Turkey which are largely associated with the changes in accounting
valuations arising from its consideration as a hyperinflationary economy and, finally, the operation of corporate income tax,
where the differences between accounting and taxation give rise to constant movements in deferred taxes.
Of the deferred tax assets and liabilities contained in the table above, those included in Note 19.4 above have been recognized against
the entity's equity, and the rest against earnings for the year or reserves.
As of December 31, 2022, 2021 and 2020, the estimated amount of temporary differences associated with investments in
subsidiaries, joint ventures and associates, which were not recognized as deferred tax liabilities in the consolidated balance sheets,
amounted to \u20ac88, \u20ac93 and \u20ac106 million, respectively.
Of the deferred tax assets contained in the above table, the detail of the items and amounts guaranteed by the Spanish government,
broken down by the items that originated those assets is as follows:
Secured tax assets (Millions of Euros)
2022
2021
2020
Pensions
1,622
1,759
1,924
Loss allowances
7,067
7,545
7,437
Total
8,689
9,304
9,361
As of December 31, 2022, non-guaranteed net deferred tax assets of the above table amounted to \u20ac4,478 million (\u20ac3,844 and \u20ac4,156
million as of December 31, 2021 and 2020, respectively), which broken down by major geographies is as follows:
\u2013Spain: Net deferred tax assets recognized in Spain totaled \u20ac2,407 million as of December 31, 2022 (\u20ac2,342 and \u20ac2,590
million as of December 31, 2021 and 2020, respectively). \u20ac1,050 million of the figure recorded in the year ended December
31, 2022 for net deferred tax assets related to tax credits and tax loss carry forwards and \u20ac1,357 million relate to temporary
differences.
\u2013Mexico: Net deferred tax assets recognized in Mexico amounted to \u20ac1,628 million as of December 31, 2022 (\u20ac1,121 and
\u20ac1,036 million as of December 31, 2021 and 2020, respectively). Practically all of deferred tax assets as of December 31,
2022 relate to temporary differences.
\u2013South America: Net deferred tax assets recognized in South America amounted to \u20ac198 million as of December 31, 2022
(\u20ac65 and \u20ac126 million as of December 31, 2021 and 2020, respectively). Practically all the deferred tax assets are related to
temporary differences.
\u2013Turkey: Net deferred tax assets recognized in Turkey amounted to \u20ac228 million as of December 31, 2022 (\u20ac302 and \u20ac395
million as of December 31, 2021 and 2020, respectively). All the deferred tax assets are related to temporary differences.
Based on the information available as of December 31, 2022, including historical levels of benefits and projected results available to
the Group for the coming 15 years, the Group has carried out an analysis of its recovery of deferred tax assets and liabilities and it is
considered that there is sufficient positive evidence, in excess of the negative evidence, that sufficient positive taxable income will be
generated for the recovery of the aforementioned unsecured deferred tax assets when they become deductible in accordance with
tax legislation.
On the other hand, the Group has not recognized certain negative tax losses and deductions for which, in general, there is no legal
period for offsetting, amounting to approximately \u20ac2,048 million, which are mainly originated by Catalunya Banc.
", "dimensions": { "concept": "ifrs-full:DisclosureOfDeferredTaxesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zODIvZnJhZzo4MzhhZTBmM2JlYjg0NjkwOTNiNTBlY2NmMmE2MWFmMi90ZXh0cmVnaW9uOjgzOGFlMGYzYmViODQ2OTA5M2I1MGVjY2YyYTYxYWYyXzIxOTkwMjMyNTU1NzY3_27a2e1d6-bde4-4b66-97f9-0937fda27584": { "value": "Other assets and liabilities
The composition of the balance of these captions of the consolidated balance sheets is:
Other assets and liabilities (Millions of Euros)
2022
2021
2020
ASSETS
Inventories
325
424
572
Transactions in progress
93
131
160
Accruals
1,490
730
756
Other items
706
649
1,025
Total
2,614
1,934
2,513
LIABILITIES
Transactions in progress
44
48
75
Accruals
2,566
2,137
1,584
Other items (1)
2,269
1,436
1,144
Total
4,880
3,621
2,802
(1) The increases relate mainly to the Bank in Spain for items pending settlement.
", "dimensions": { "concept": "ifrs-full:DisclosureOfTradeAndOtherReceivablesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zODIvZnJhZzo4MzhhZTBmM2JlYjg0NjkwOTNiNTBlY2NmMmE2MWFmMi90ZXh0cmVnaW9uOjgzOGFlMGYzYmViODQ2OTA5M2I1MGVjY2YyYTYxYWYyXzIxOTkwMjMyNTU1NzY3_3b40538a-238b-4ef0-aa51-a9d5fee85d41": { "value": "Other assets and liabilities
The composition of the balance of these captions of the consolidated balance sheets is:
Other assets and liabilities (Millions of Euros)
2022
2021
2020
ASSETS
Inventories
325
424
572
Transactions in progress
93
131
160
Accruals
1,490
730
756
Other items
706
649
1,025
Total
2,614
1,934
2,513
LIABILITIES
Transactions in progress
44
48
75
Accruals
2,566
2,137
1,584
Other items (1)
2,269
1,436
1,144
Total
4,880
3,621
2,802
(1) The increases relate mainly to the Bank in Spain for items pending settlement.
", "dimensions": { "concept": "ifrs-full:DisclosureOfInventoriesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zODIvZnJhZzo4MzhhZTBmM2JlYjg0NjkwOTNiNTBlY2NmMmE2MWFmMi90ZXh0cmVnaW9uOjgzOGFlMGYzYmViODQ2OTA5M2I1MGVjY2YyYTYxYWYyXzIxOTkwMjMyNTU1NzY3_8438dabf-26d1-4525-a099-9a5fa6e5535f": { "value": "Other assets and liabilities
The composition of the balance of these captions of the consolidated balance sheets is:
Other assets and liabilities (Millions of Euros)
2022
2021
2020
ASSETS
Inventories
325
424
572
Transactions in progress
93
131
160
Accruals
1,490
730
756
Other items
706
649
1,025
Total
2,614
1,934
2,513
LIABILITIES
Transactions in progress
44
48
75
Accruals
2,566
2,137
1,584
Other items (1)
2,269
1,436
1,144
Total
4,880
3,621
2,802
(1) The increases relate mainly to the Bank in Spain for items pending settlement.
", "dimensions": { "concept": "ifrs-full:DisclosureOfOtherAssetsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zODIvZnJhZzo4MzhhZTBmM2JlYjg0NjkwOTNiNTBlY2NmMmE2MWFmMi90ZXh0cmVnaW9uOjgzOGFlMGYzYmViODQ2OTA5M2I1MGVjY2YyYTYxYWYyXzIxOTkwMjMyNTU1NzY3_8cff2bfe-a67a-4854-ac82-a40e79be4272": { "value": "Other assets and liabilities
The composition of the balance of these captions of the consolidated balance sheets is:
Other assets and liabilities (Millions of Euros)
2022
2021
2020
ASSETS
Inventories
325
424
572
Transactions in progress
93
131
160
Accruals
1,490
730
756
Other items
706
649
1,025
Total
2,614
1,934
2,513
LIABILITIES
Transactions in progress
44
48
75
Accruals
2,566
2,137
1,584
Other items (1)
2,269
1,436
1,144
Total
4,880
3,621
2,802
(1) The increases relate mainly to the Bank in Spain for items pending settlement.
", "dimensions": { "concept": "ifrs-full:DisclosureOfPrepaymentsAndOtherAssetsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zODIvZnJhZzo4MzhhZTBmM2JlYjg0NjkwOTNiNTBlY2NmMmE2MWFmMi90ZXh0cmVnaW9uOjgzOGFlMGYzYmViODQ2OTA5M2I1MGVjY2YyYTYxYWYyXzIxOTkwMjMyNTU1NzY3_d23bf33b-42ce-4691-bc62-3bcfec4dad83": { "value": "Other assets and liabilities
The composition of the balance of these captions of the consolidated balance sheets is:
Other assets and liabilities (Millions of Euros)
2022
2021
2020
ASSETS
Inventories
325
424
572
Transactions in progress
93
131
160
Accruals
1,490
730
756
Other items
706
649
1,025
Total
2,614
1,934
2,513
LIABILITIES
Transactions in progress
44
48
75
Accruals
2,566
2,137
1,584
Other items (1)
2,269
1,436
1,144
Total
4,880
3,621
2,802
(1) The increases relate mainly to the Bank in Spain for items pending settlement.
", "dimensions": { "concept": "ifrs-full:DisclosureOfOtherLiabilitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zODIvZnJhZzo4MzhhZTBmM2JlYjg0NjkwOTNiNTBlY2NmMmE2MWFmMi90ZXh0cmVnaW9uOjgzOGFlMGYzYmViODQ2OTA5M2I1MGVjY2YyYTYxYWYyXzIxOTkwMjMyNTU1NzY3_f5041d9e-1497-4068-9453-17ce69a1b86a": { "value": "Other assets and liabilities
The composition of the balance of these captions of the consolidated balance sheets is:
Other assets and liabilities (Millions of Euros)
2022
2021
2020
ASSETS
Inventories
325
424
572
Transactions in progress
93
131
160
Accruals
1,490
730
756
Other items
706
649
1,025
Total
2,614
1,934
2,513
LIABILITIES
Transactions in progress
44
48
75
Accruals
2,566
2,137
1,584
Other items (1)
2,269
1,436
1,144
Total
4,880
3,621
2,802
(1) The increases relate mainly to the Bank in Spain for items pending settlement.
", "dimensions": { "concept": "ifrs-full:DisclosureOfAccruedExpensesAndOtherLiabilitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV8zODUvZnJhZzo5MTg5MmI0NzIxNTQ0YTc4YTNlNjBjMGJhOTZkM2NiNy90ZXh0cmVnaW9uOjkxODkyYjQ3MjE1NDRhNzhhM2U2MGMwYmE5NmQzY2I3XzIxOTkwMjMyNTYxMTMy_15a505c3-7d2f-40d3-97f7-a45145f629d6": { "value": "Non-current assets and disposal groups classified as held for sale and liabilities
included in disposal groups classified as held for sale
The composition of the balances under the headings \u201cNon-current assets and disposal groups classified as held for sale\u201d and
\u201cliabilities included in disposal groups classified as held for sale\u201d in the consolidated balance sheets, broken down by the origin of the
assets, is as follows:
Non-current assets and disposal groups classified as held for sale and liabilities included in disposal groups classified as
held for sale. Breakdown by items (Millions of Euros)
2022
2021
2020
ASSETS
Foreclosures and recoveries
1,070
1,218
1,398
Other assets from tangible assets (1)
1,063
563
480
Companies held for sale (2)
40
41
84,792
Accrued amortization (3)
(93)
(112)
(89)
Impairment losses (1)
(1,057)
(650)
(594)
Total\u00a0
1,022
1,061
85,987
LIABILITIES
Companies held for sale (2)
\u2014
\u2014
75,446
Total\u00a0
\u2014
\u2014
75,446
(1) The variation in 2022 corresponds mainly to the reclassification of offices previously in own use and now closed after the closing of the transaction with Merlin Properties (see
Note 17). In 2021, it includes the reclassification of owned offices and facilities from \"tangible assets\" to \"non-current assets and disposal groups classified as held for sale\" and the
adjustments due to the closing of the owned offices and the decommissioning of facilities after the agreement with the union representatives on the collective layoff procedure
proposed for Banco Bilbao Vizcaya Argentaria, S.A. in Spain (see Notes 24 and 50).
(2) It includes mainly BBVA\u2019s stake in BBVA USA in 2020 (see Note 3).
(3) Corresponds to the accumulated depreciation of assets before their classification as \"Non-current assets and disposal groups classified as held for sale\".
Assets and liabilities from discontinued operations
As mentioned in Note 3, in 2020 the agreement for the sale of the BBVA subsidiary in the United States was announced, which sale
was completed on June 1, 2021. The assets and liabilities corresponding to the 37 companies sold were reclassified to the headings
\u201cNon-current assets and disposal groups classified as held for sale\u201d and \u201cLiabilities included in disposal groups classified as held for
sale\u201d of the consolidated balance sheet as of December 31, 2020, and the earnings from these companies for the first five months of
2021 and the earnings for the year ended December 31, 2020 were classified under the heading \"Profit (loss) after tax from
discontinued operations\" of the consolidated income statements.
The condensed consolidated balance sheets as of December 31, 2021 and 2020, and the condensed consolidated income statements
and condensed consolidated statements of cash flow of the companies held for sale in the United States the first five months of 2021
and for the year 2020 are provided below:
Condensed consolidated balance sheets of companies sold in the United States
CONDENSED CONSOLIDATED BALANCE SHEETS (Millions of Euros)
2021
2020
Cash, cash balances at central banks and other demand deposits
\u2014
11,368
Financial assets held for trading
\u2014
821
Non-trading financial assets mandatorily at fair value through profit or loss
\u2014
13
Financial assets at fair value through other comprehensive income
\u2014
4,974
Financial assets at amortized cost
\u2014
61,558
Derivatives - Hedge accounting
\u2014
9
Tangible assets
\u2014
799
Intangible assets
\u2014
1,949
Tax assets
\u2014
360
Other assets
\u2014
1,390
Non-current assets and disposal groups classified as held for sale
\u2014
16
TOTAL ASSETS
\u2014
83,257
Financial liabilities held for trading
\u2014
98
Financial liabilities at amortized cost
\u2014
73,132
Derivatives - Hedge accounting
\u2014
2
Provisions
\u2014
157
Tax liabilities
\u2014
201
Other liabilities
\u2014
492
TOTAL LIABILITIES
\u2014
74,082
Actuarial gains (losses) on defined benefit pension plans
\u2014
(66)
Hedge of net investments in foreign operations (effective portion)
\u2014
(432)
Foreign currency translation
\u2014
801
Hedging derivatives. Cash flow hedges (effective portion)
\u2014
250
Fair value changes of debt instruments measured at fair value through other comprehensive
income
\u2014
70
ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
\u2014
622
(1) Corresponds to the first five months of 2021 (See Note 3).
Effects of disposal on the financial position of the Group
EFFECT OF DISPOSAL ON THE FINANCIAL POSITION OF THE GROUP (Millions of Euros)
June
2021
Cash, cash balances at central banks and other demand deposits
(11,476)
Financial assets held for trading
(638)
Non-trading financial assets mandatorily at fair value through profit or loss
(15)
Financial assets at fair value through other comprehensive income
(4,620)
Financial assets at amortized cost
(61,440)
Derivatives - Hedge accounting
(8)
Tangible assets
(788)
Intangible assets
(1,938)
Tax assets
(349)
Other assets
(1,439)
Non-current assets and disposal groups classified as held for sale
(10)
Total assets
(82,720)
Financial liabilities held for trading
129
Financial liabilities at amortized cost
72,357
Provisions
156
Tax liabilities
207
Other liabilities
491
Total liabilities
73,341
Total net assets/liabilities
(9,378)
EFFECT ON NET CASH OUTFLOWS FROM DISCONTINUED OPERATIONS - USA (Millions of Euros)
June
2021
Consideration received satisfied in cash
9,512
Cash and cash equivalents disposed of
(11,476)
Total net cash outflows from discontinued operations - USA
(1,964)
EFFECT OF THE MOST SIGNIFICANT SALES OF NON-CURRENT ASSETS HELD FOR SALE OF THE BBVA GROUP
REFLECTED IN THE CONSOLIDATED STATEMENT OF CASH FLOWS (Millions of Euros)
December
2021
Consideration received satisfied in cash - USA
9,512
Consideration received satisfied in cash - Divarian
513
Consideration received satisfied in cash - Paraguay
210
Other collections from non-current assets and liabilities for sale
435
Total cash received from non-current assets and liabilities for sale
10,670
(1) The variation in 2022 corresponds mainly to the reclassification of offices previously in own use and now closed after the closing of the transaction with Merlin Properties (see
Note 17). In 2021, it includes the reclassification of owned offices and facilities from \"tangible assets\" to \"non-current assets and disposal groups classified as held for sale\" and the
adjustments due to the closing of the owned offices and the decommissioning of facilities after the agreement with the union representatives on the collective layoff procedure
proposed for Banco Bilbao Vizcaya Argentaria, S.A. in Spain (see Notes 24 and 50).
(2) It includes mainly BBVA\u2019s stake in BBVA USA in 2020 (see Note 3).
(3) Corresponds to the accumulated depreciation of assets before their classification as \"Non-current assets and disposal groups classified as held for sale\".
Assets and liabilities from discontinued operations
As mentioned in Note 3, in 2020 the agreement for the sale of the BBVA subsidiary in the United States was announced, which sale
was completed on June 1, 2021. The assets and liabilities corresponding to the 37 companies sold were reclassified to the headings
\u201cNon-current assets and disposal groups classified as held for sale\u201d and \u201cLiabilities included in disposal groups classified as held for
sale\u201d of the consolidated balance sheet as of December 31, 2020, and the earnings from these companies for the first five months of
2021 and the earnings for the year ended December 31, 2020 were classified under the heading \"Profit (loss) after tax from
discontinued operations\" of the consolidated income statements.
The condensed consolidated balance sheets as of December 31, 2021 and 2020, and the condensed consolidated income statements
and condensed consolidated statements of cash flow of the companies held for sale in the United States the first five months of 2021
and for the year 2020 are provided below:
Condensed consolidated balance sheets of companies sold in the United States
CONDENSED CONSOLIDATED BALANCE SHEETS (Millions of Euros)
2021
2020
Cash, cash balances at central banks and other demand deposits
\u2014
11,368
Financial assets held for trading
\u2014
821
Non-trading financial assets mandatorily at fair value through profit or loss
\u2014
13
Financial assets at fair value through other comprehensive income
\u2014
4,974
Financial assets at amortized cost
\u2014
61,558
Derivatives - Hedge accounting
\u2014
9
Tangible assets
\u2014
799
Intangible assets
\u2014
1,949
Tax assets
\u2014
360
Other assets
\u2014
1,390
Non-current assets and disposal groups classified as held for sale
\u2014
16
TOTAL ASSETS
\u2014
83,257
Financial liabilities held for trading
\u2014
98
Financial liabilities at amortized cost
\u2014
73,132
Derivatives - Hedge accounting
\u2014
2
Provisions
\u2014
157
Tax liabilities
\u2014
201
Other liabilities
\u2014
492
TOTAL LIABILITIES
\u2014
74,082
Actuarial gains (losses) on defined benefit pension plans
\u2014
(66)
Hedge of net investments in foreign operations (effective portion)
\u2014
(432)
Foreign currency translation
\u2014
801
Hedging derivatives. Cash flow hedges (effective portion)
\u2014
250
Fair value changes of debt instruments measured at fair value through other comprehensive
income
\u2014
70
ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
\u2014
622
(1) Corresponds to the first five months of 2021 (See Note 3).
Effects of disposal on the financial position of the Group
EFFECT OF DISPOSAL ON THE FINANCIAL POSITION OF THE GROUP (Millions of Euros)
June
2021
Cash, cash balances at central banks and other demand deposits
(11,476)
Financial assets held for trading
(638)
Non-trading financial assets mandatorily at fair value through profit or loss
(15)
Financial assets at fair value through other comprehensive income
(4,620)
Financial assets at amortized cost
(61,440)
Derivatives - Hedge accounting
(8)
Tangible assets
(788)
Intangible assets
(1,938)
Tax assets
(349)
Other assets
(1,439)
Non-current assets and disposal groups classified as held for sale
(10)
Total assets
(82,720)
Financial liabilities held for trading
129
Financial liabilities at amortized cost
72,357
Provisions
156
Tax liabilities
207
Other liabilities
491
Total liabilities
73,341
Total net assets/liabilities
(9,378)
EFFECT ON NET CASH OUTFLOWS FROM DISCONTINUED OPERATIONS - USA (Millions of Euros)
June
2021
Consideration received satisfied in cash
9,512
Cash and cash equivalents disposed of
(11,476)
Total net cash outflows from discontinued operations - USA
(1,964)
EFFECT OF THE MOST SIGNIFICANT SALES OF NON-CURRENT ASSETS HELD FOR SALE OF THE BBVA GROUP
REFLECTED IN THE CONSOLIDATED STATEMENT OF CASH FLOWS (Millions of Euros)
December
2021
Consideration received satisfied in cash - USA
9,512
Consideration received satisfied in cash - Divarian
513
Consideration received satisfied in cash - Paraguay
210
Other collections from non-current assets and liabilities for sale
435
Total cash received from non-current assets and liabilities for sale
10,670
The balance variances are mainly due to the following transactions:
Perpetual Contingent Convertible Securities\u00a0
The Annual General Shareholders' Meeting of BBVA held on March 17, 2017, resolved, under agenda item five, to confer authority on
the Board of Directors to issue securities convertible into newly issued BBVA shares, on one or several occasions, within the
maximum term of five years to be counted from the date the resolution was adopted, up to the maximum overall amount of \u20ac8 billion
or its equivalent in any other currency. Likewise, the Annual General Shareholders' Meeting resolved to confer on the Board of
Directors authority to totally or partially exclude shareholders' pre-emptive subscription rights within the framework of a specific
issue of convertible securities, although this power was limited to ensure the nominal amount of the capital increases resolved or
carried to cover the conversion of the mandatory convertible issues in use of this authority (without prejudice to anti-dilution
adjustments), with exclusion of pre-emptive subscription rights and of those likewise resolved or carried out with exclusion of pre-
emptive subscription rights in use of the authority to increase the share capital conferred under the Annual General Shareholders'
Meeting held on March 17, 2017, under agenda item four, do not exceed the maximum nominal amount, overall, of 20% of the share
capital of BBVA at the time of the authorization, this limit not being applicable to contingent convertible issues.
Under that delegation, BBVA has made since 2020 the following contingently convertible issuance that qualifies as additional tier 1
capital of the Bank and the Group in accordance with Regulation (EU) 575/2013:
\u2013On July 15, 2020, BBVA carried out an issuance of perpetual contingent convertible securities (additional tier 1
instruments), with exclusion of shareholders' pre-emptive subscription rights, for a total nominal amount of \u20ac1 billion. This
issuance is listed in the AIAF Fixed Income Securities Market and was targeted only at professional clients and eligible
counterparties, not being offered or sold to any retail clients.
Furthermore, the Annual General Shareholders' Meeting of BBVA held on April 20, 2021, resolved, under agenda item five, to
authorize the Board of Directors of BBVA, with sub-delegation powers, to issue convertible securities, whose conversion is contingent
and which are intended to meet regulatory requirements for their eligibility as capital instruments (CoCos), in accordance with the
solvency regulations applicable from time to time, subject to the legal and statutory provisions that may be applicable at any time.
The Board of Directors may make issues on one or several times within the maximum term of five years from the date on which this
resolution was adopted, up to the maximum overall amount of \u20ac8 billion or its equivalent in any other currency. The Board of
Directors may also resolve to exclude, either fully or partially, the pre-emptive subscription rights of shareholders within the
framework of a concrete issuance, complying in all cases with the legal requirements and limitations established for this purpose at
any given time. Likewise, the authority conferred by the Annual General Meeting of Shareholders held on March 17, 2017 under its
agenda item five was repealed in the unused part.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on April
20, 2021.
These perpetual securities issued must be converted into newly issued ordinary shares of BBVA if the CET 1 ratio of the Bank or the
Group is less than 5.125%, in accordance with their respective terms and conditions.
These type of issuances made by the Bank may be fully redeemed at BBVA's option only in the cases contemplated in their respective
terms and conditions and, in any case, in accordance with the provisions of the applicable legislation. In particular, throughout the
financial years 2020, 2021 and 2022:
\u2013On February 18, 2020, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier
1 instruments) carried out by the Bank on February 18, 2015, for an amount of \u20ac1.5 billion on the First Reset Date of the
issuance and once the prior consent from the Regulator was obtained.
\u2013On April 14, 2021, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on April 14, 2016, for an amount of \u20ac1 billion on the First Reset Date of the issuance
and once the prior consent from the Regulator was obtained.
\u2013On May 24, 2022, the Bank early redeemed the issuance of contingently convertible preferred securities (additional tier 1
instruments) carried out by the Bank on May 24, 2017, for an amount of \u20ac500 million on the First Reset Date and once the
prior consent from the Regulator was obtained.
Convertible Securities
Subsequently, the Annual General Shareholders' Meeting of BBVA held on March 18, 2022, resolved, under agenda item five, to confer
authority on the Board of Directors of BBVA, with sub-delegation powers, to issue securities convertible into new BBVA shares (other
than contingently convertible securities, envisaged to meet regulatory requirements for their eligibility as capital instruments (CoCos)
referred to in the resolutions adopted by BBVA's Annual General Shareholders' Meeting held on April 20, 2021, under agenda item
five), subject to provisions in the law and in BBVA's bylaws that may be applicable at any time, on one or several occasions within the
maximum term of five years to be counted as from the date on which the resolution was adopted, up to a maximum total amount of
\u20ac6 billion, or the equivalent in any other currency. The Board of Directors may also resolve to exclude, either fully or partially, the pre-
emptive subscription rights of shareholders within the framework of a specific issuance, complying in all cases with the legal
requirements and limitations established for this purpose at any given time.
As of the date hereof the Bank has not made use of the authority granted by the BBVA General Shareholders' Meeting held on March
18, 2022.
APPENDIX VI. Details of the outstanding subordinated debt and preferred securities
issued by the Bank or entities in the Group consolidated as of December 31, 2022, 2021
and 2020
Outstanding as of December 31, 2022, 2021 and 2020 of subordinated issues
Millions of Euros
Issuer entity and issued date
Currency
December
2022
December
2021
December
2020
Prevailing
Interest Rate
as of December
31, 2022
Maturity
Date
Issues in Euros
BANCO BILBAO VIZCAYA ARGENTARIA S.A.
March-08
EUR
125
125
125
6.03 %
3-Mar-33
July-08
EUR
100
100
100
6.20 %
4-Jul-23
April-16
EUR
\u2014
\u2014
1,000
0.00 %
Perpetual
February-17
EUR
1,000
1,000
1,000
3.50 %
10-Feb-27
February-17
EUR
99
99
99
4.00 %
24-Feb-32
March-17
EUR
65
65
65
4.00 %
24-Feb-32
May-17
EUR
150
150
150
2.54 %
24-May-27
May-17
EUR
\u2014
500
500
0.00 %
Perpetual
September-18
EUR
1,000
1,000
1,000
5.88 %
Perpetual
February-19
EUR
750
750
750
2.58 %
22-Feb-29
March-19
EUR
1,000
1,000
1,000
6.00 %
Perpetual
January-20
EUR
994
994
994
1.00 %
16-Jan-30
July-20
EUR
1,000
1,000
1,000
6.00 %
Perpetual
Total issued in Euros
EUR
6,460
7,028
8,113
Outstanding as of December 31, 2022, 2021 and 2020 of subordinated issues
Millions of Euros
Issuer entity and issued date
Currency
December
2022
December
2021
December
2020
Prevailing
Interest Rate
as of December
31, 2022
Maturity
Date
Issues in foreign currency
BANCO BILBAO VIZCAYA ARGENTARIA S.A.
March-17
USD
113
106
98
5.70 %
31-Mar-32
November-17
USD
938
883
815
6.13 %
Perpetual
May-18
USD
279
263
243
5.25 %
29-May-33
September-19
USD
938
883
815
6.50 %
Perpetual
Subtotal
USD
2,267
2,135
1,970
May-17
CHF
20
19
19
1.60 %
24-May-27
Subtotal
CHF
20
19
19
July-20
GBP
338
357
334
3.10 %
15-Jul-31
Subtotal
GBP
338
357
334
BBVA GLOBAL FINANCE LTD (1)
December-95
USD
187
176
162
7.00 %
1-Dec-25
Subtotal
USD
187
176
162
BBVA BANCOMER S.A. INSTITUCION DE
BANCA MULTIPLE GRUPO FINANCIERO
BBVA BANCOMER
April-10
USD
\u2014
\u2014
\u2014
7.25 %
22-Apr-20
March-11
USD
\u2014
\u2014
612
6.50 %
10-Mar-21
July-12
USD
\u2014
1,329
1,223
6.75 %
30-Sep-22
November-14
USD
187
177
163
5.35 %
12-Nov-29
January-18
USD
935
886
815
5.13 %
18-Jan-33
September-19
USD
702
665
612
5.88 %
13-Sep-34
Subtotal
USD
1,824
3,057
3,425
BANCO BILBAO VIZCAYA ARGENTARIA
URUGUAY S.A.
November-17
USD
1
\u2014
\u2014
9.54 %
6-Feb-64
Subtotal
\u2014
1
\u2014
\u2014
BBVA PARAGUAY S.A. (2)
November-14
USD
\u2014
\u2014
16
6.75 %
5-Nov-21
November-15
USD
\u2014
\u2014
20
6.70 %
18-Nov-22
Subtotal
USD
\u2014
\u2014
37
BBVA USA (2)
March-06
USD
\u2014
\u2014
58
5.90 %
1-Apr-26
April-15
USD
\u2014
\u2014
570
3.88 %
10-Apr-25
Subtotal
USD
\u2014
\u2014
628
Outstanding as of December 31, 2022, 2021 and 2020 of subordinated issues (Millions of Euros)
December 2022
December 2021
December 2020
Issuer entity and issued date
Currency
Amount
Issued
Currency
Amount
Issued
Currency
Amount
Issued
BBVA COLOMBIA S.A.
December-93
COP
\u2014
COP
\u2014
COP
\u2014
BBVA International Preferred, S.A.U.
July-07
GBP
\u2014
GBP
\u2014
GBP
35
PHOENIX LOAN HOLDINGS INC
November-00
USD
\u2014
USD
\u2014
USD
17
CAIXA TERRASSA SOCIETAT DE
PARTICIPACIONS PREFERENTS SAU
August-05
EUR
\u2014
EUR
\u2014
EUR
74
CAIXASABADELL PREFERENTS S.A.
July-06
EUR
\u2014
EUR
\u2014
EUR
85
", "dimensions": { "concept": "ifrs-full:DisclosureOfSubordinatedLiabilitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MDkvZnJhZzpmZjFiZWRjNjE1ZmM0YmE5OWE4OTcyNTcxZGMyZmEyMi90ZXh0cmVnaW9uOmZmMWJlZGM2MTVmYzRiYTk5YTg5NzI1NzFkYzJmYTIyXzIxOTkwMjMyNTU2ODEw_2fde9daa-74dd-47a8-b2d5-6b15a8f1d833": { "value": "Other financial liabilities
The breakdown of the balance under this heading in the consolidated balance sheets is as follows:
Other financial liabilities (Millions of Euros)
2022
2021
2020
Lease liabilities (1)
1,398
2,560
2,674
Creditors for other financial liabilities
3,589
2,657
2,408
Collection accounts
3,426
3,839
3,275
Creditors for other payment obligations (2)
5,673
6,127
5,000
Total
14,086
15,183
13,358
(1) The variation in 2022 corresponds mainly to the closing of the transaction with Merlin Properties for which 100% of the shares of Tree Inversiones Inmobiliarias, SOCIMI, S.A.
were acquired by BBVA Group (see Note 17).
(2) In 2021, this caption includes the amount committed for the acquisition of own shares under the share buyback program (see Notes 2.2.14 and 4).
A breakdown of the maturity of the lease liabilities, due after December 31, 2022 is provided below:
Maturity of future payment obligations (Millions of Euros)
Up to 1
year
1 to 3
years
3 to 5
years
Over 5
years
Total
Leases
142
260
305
691
1,398
(1) Provides coverage in the event of death, disability and serious illness.
(2) The insurance policies purchased by employers (other than BBVA Group) on behalf of their employees.
The cash flows of those \u201cLiabilities under insurance and reinsurance contracts\u201d are shown below:
Maturity (Millions of Euros). Liabilities under insurance and reinsurance contracts
Up to 1 year
1 to 3 years
3 to 5 years
Over 5 years
Total
2022
2,264
732
1,836
7,016
11,848
2021
1,808
290
1,664
7,103
10,865
2020
1,227
950
1,616
6,158
9,951
(1) Provides coverage in the case of one or more of the following events: death, disability and / or serious illness.
(2) Insurance policies purchased by companies (other than BBVA Group entities) on behalf of their employees.
", "dimensions": { "concept": "ifrs-full:DisclosureOfInsuranceContractsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MTIvZnJhZzo2YmIwODY4ZjkxNjU0ZDRkYWZiOTBlNTFmMTVhNDUxYi90ZXh0cmVnaW9uOjZiYjA4NjhmOTE2NTRkNGRhZmI5MGU1MWYxNWE0NTFiXzIxOTkwMjMyNTYwMjUz_90f40578-2f6e-44b2-82d2-903f020c6123": { "value": "Assets and liabilities under insurance and reinsurance contracts
The Group has insurance subsidiaries mainly in Spain and Latin America (mostly in Mexico). The main product offered by the
insurance subsidiaries is life insurance to cover the risk of death (risk insurance) and life-savings insurance. Within life and accident
insurance, a distinction is made between freely sold products and those offered to customers who have taken mortgage or consumer
loans, which cover the principal of those loans in the event of the customer\u2019s death.
There are two types of savings products: individual insurance, which seeks to provide the customer with savings for retirement or
other events, and group insurance, which is taken out by employers to cover their commitments to their employees.
The insurance business is affected by different risks, including those that are related to the BBVA Group such as credit risk, market
risk, liquidity risk and operational risk and the methodology for risk measurement, control and follow-up applied in the insurance
activity is similar (see Note 7 and Management Report - Risk), although it has a differentiated management due to the particular
characteristics of the insurance business, such as the coverage of contracted obligations and the long term of the commitments.
Additionally, the insurance business generates certain specific risks, of a probabilistic nature:
\u2013Technical risk: arises from deviations in the estimation of the casualty rate of insurances, either in terms of numbers, the
amount of such claims and the timing of its occurrence.
\u2013Biometric risk: depending on the deviations in the expected mortality behavior or the survival of the insured persons.
The insurance industry is highly regulated in each geographical area. In this regard, it should be noted that the insurance industry is
undergoing a gradual regulatory transformation through new risk-based capital regulations, which have already been published in
several countries.
The heading \u201cAssets under reinsurance and insurance contracts\u201d in the consolidated balance sheets includes the amounts that the
consolidated insurance entities are entitled to receive under the reinsurance contracts entered into by them with third parties and,
more specifically, the share of the reinsurer in the technical provisions recognized by the consolidated insurance subsidiaries. As of
December 31, 2022, 2021 and 2020, the balance under this heading amounted to \u20ac210 million, \u20ac269 million and \u20ac306 million,
respectively.
The most significant provisions recognized by consolidated insurance subsidiaries with respect to insurance policies issued by them
are under the heading \u201cLiabilities under insurance and reinsurance contracts\u201d in the consolidated balance sheets. The breakdown of
the balance under this heading is as follows:
Technical reserves (Millions of Euros)
2022
2021
2020
Mathematical reserves
10,396
9,495
8,731
Individual life insurance (1)
8,682
7,265
6,268
Group insurance (2)
1,714
2,230
2,463
Provision for unpaid claims reported
612
706
672
Provisions for unexpired risks and other provisions
839
664
548
Total
11,848
10,865
9,951
(1) Provides coverage in the event of death, disability and serious illness.
(2) The insurance policies purchased by employers (other than BBVA Group) on behalf of their employees.
The cash flows of those \u201cLiabilities under insurance and reinsurance contracts\u201d are shown below:
Maturity (Millions of Euros). Liabilities under insurance and reinsurance contracts
Up to 1 year
1 to 3 years
3 to 5 years
Over 5 years
Total
2022
2,264
732
1,836
7,016
11,848
2021
1,808
290
1,664
7,103
10,865
2020
1,227
950
1,616
6,158
9,951
(1) Provides coverage in the case of one or more of the following events: death, disability and / or serious illness.
(2) Insurance policies purchased by companies (other than BBVA Group entities) on behalf of their employees.
", "dimensions": { "concept": "ifrs-full:DisclosureOfReinsuranceExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MTIvZnJhZzo2YmIwODY4ZjkxNjU0ZDRkYWZiOTBlNTFmMTVhNDUxYi90ZXh0cmVnaW9uOjZiYjA4NjhmOTE2NTRkNGRhZmI5MGU1MWYxNWE0NTFiXzI0NTM_f491e61a-702e-4e13-9b49-e2fb375f25ce": { "value": "210000000", "decimals": -6, "dimensions": { "concept": "ifrs-full:AssetsUnderInsuranceContractsAndReinsuranceContractsIssued", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2023-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MTIvZnJhZzo2YmIwODY4ZjkxNjU0ZDRkYWZiOTBlNTFmMTVhNDUxYi90ZXh0cmVnaW9uOjZiYjA4NjhmOTE2NTRkNGRhZmI5MGU1MWYxNWE0NTFiXzI0NjY_0598c370-9c87-49d3-b2a2-af8b1a8b7339": { "value": "269000000", "decimals": -6, "dimensions": { "concept": "ifrs-full:AssetsUnderInsuranceContractsAndReinsuranceContractsIssued", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MTIvZnJhZzo2YmIwODY4ZjkxNjU0ZDRkYWZiOTBlNTFmMTVhNDUxYi90ZXh0cmVnaW9uOjZiYjA4NjhmOTE2NTRkNGRhZmI5MGU1MWYxNWE0NTFiXzI0ODI_c5d7c2c4-6687-4eeb-a52f-67c0fd09cfe9": { "value": "306000000", "decimals": -6, "dimensions": { "concept": "ifrs-full:AssetsUnderInsuranceContractsAndReinsuranceContractsIssued", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2021-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MTUvZnJhZzo0MDI2Yzk0M2Q0NzU0MGM2OWNhMzFhZjNiMDQxOWIyNC90ZXh0cmVnaW9uOjQwMjZjOTQzZDQ3NTQwYzY5Y2EzMWFmM2IwNDE5YjI0XzIxOTkwMjMyNTU4NzEw_2dad125f-9037-4a35-865d-09594a220832": { "value": "Provisions
The breakdown of the balance under this heading in the consolidated balance sheets, based on type of provisions, is as follows:
Provisions. Breakdown by concepts (Millions of Euros)
Notes
2022
2021
2020
Provisions for pensions and similar obligations (1)
25
2,632
3,576
4,272
Other long term employee benefits (2)
25
466
632
49
Provisions for taxes and other legal contingencies
7.1
685
623
612
Provisions for contingent risks and commitments
770
691
728
Other provisions (3)
380
366
479
Total
4,933
5,889
6,141
(1) The variation is mainly due to the lower valuation of defined benefit commitments after the interest rate hike in Spain and benefit payments.
(2) The variation is mainly explained by the collective layoff procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A. in 2021.
(3) Individually non-significant provisions, for various concepts and corresponding to different geographical areas.
The change in provisions for pensions and similar obligations for the years ended December 31, 2022, 2021 and 2020 is as follows:
Provisions for pensions, other post-employment obligations for defined benefit plans, and other long term employee
benefits. Changes over the year (Millions of Euros)
Notes
2022
2021
2020
Balance at the beginning
3,576
4,272
4,631
Charges to income for the year
26
141
298
Interest expense and similar charges
75
37
44
Personnel expense
44.1
43
49
49
Provision expense
(92)
56
205
Charges (credits) to equity (1)
25
(433)
(206)
191
Transfers and other changes (2)
23
(21)
(71)
Benefit payments
25
(492)
(608)
(654)
Employer contributions
25
(67)
(4)
(124)
Balance at the end
2,632
3,576
4,272
(1) In 2021, it includes the initial recognition of the estimated cost of the collective layoff procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A., and the
subsequent reclassification from \"Other provisions\" to \"Other long term employee benefits\" for the remaining amount at the time of the reclassification.
Collective layoff procedure
On June 8, 2021, BBVA reached an agreement with the union representatives on the collective layoff procedure proposed for Banco
Bilbao Vizcaya Argentaria, S.A. in Spain on April 13, 2021, which would affect a maximum of 2,935 employees. The agreement also
included the closing of 480 offices. The cost of the process amounted to \u20ac994 million before taxes, of which \u20ac754 million
corresponded to the collective layoff and \u20ac240 million to the closing of offices (see Notes 17, 21, 46, 49 and 50). By the time the
procedure was over, 2,899 employees had accepted the agreement and effectively departed BBVA.
Ongoing legal proceedings and litigation
The financial sector faces an environment of increased regulatory pressure and litigation. In this environment, the various Group
entities are often subject to lawsuits and involved in individual or collective legal proceedings and litigation arising from their activity
and operations, including proceedings arising from their lending activity, from their labor relations and from other commercial,
regulatory or tax issues, as well as in arbitration.
On the basis of the information available, the Group considers that, as of December 31, 2022, the provisions made in relation to
judicial proceedings and arbitrations, where so required, are adequate and reasonably cover the liabilities that might arise, if any, from
such proceedings and arbitrations. Furthermore, on the basis of the information available and with the exceptions indicated in Note
7.1 \"Risk factors\", BBVA considers that the liabilities that may arise from such proceedings will not have, on a case-by-case basis, a
significant adverse effect on the Group's business, financial situation or results of operations.
Other contingent assets and liabilities
As of December 31, 2022, 2021 and 2020 there were no material contingent assets or liabilities other than those disclosed in the
Notes to the consolidated financial statements.
", "dimensions": { "concept": "ifrs-full:DisclosureOfOtherProvisionsContingentLiabilitiesAndContingentAssetsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MTUvZnJhZzo0MDI2Yzk0M2Q0NzU0MGM2OWNhMzFhZjNiMDQxOWIyNC90ZXh0cmVnaW9uOjQwMjZjOTQzZDQ3NTQwYzY5Y2EzMWFmM2IwNDE5YjI0XzIxOTkwMjMyNTU4NzEw_dc6e3757-5ead-4f49-8819-ebd15439da47": { "value": "Provisions
The breakdown of the balance under this heading in the consolidated balance sheets, based on type of provisions, is as follows:
Provisions. Breakdown by concepts (Millions of Euros)
Notes
2022
2021
2020
Provisions for pensions and similar obligations (1)
25
2,632
3,576
4,272
Other long term employee benefits (2)
25
466
632
49
Provisions for taxes and other legal contingencies
7.1
685
623
612
Provisions for contingent risks and commitments
770
691
728
Other provisions (3)
380
366
479
Total
4,933
5,889
6,141
(1) The variation is mainly due to the lower valuation of defined benefit commitments after the interest rate hike in Spain and benefit payments.
(2) The variation is mainly explained by the collective layoff procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A. in 2021.
(3) Individually non-significant provisions, for various concepts and corresponding to different geographical areas.
The change in provisions for pensions and similar obligations for the years ended December 31, 2022, 2021 and 2020 is as follows:
Provisions for pensions, other post-employment obligations for defined benefit plans, and other long term employee
benefits. Changes over the year (Millions of Euros)
Notes
2022
2021
2020
Balance at the beginning
3,576
4,272
4,631
Charges to income for the year
26
141
298
Interest expense and similar charges
75
37
44
Personnel expense
44.1
43
49
49
Provision expense
(92)
56
205
Charges (credits) to equity (1)
25
(433)
(206)
191
Transfers and other changes (2)
23
(21)
(71)
Benefit payments
25
(492)
(608)
(654)
Employer contributions
25
(67)
(4)
(124)
Balance at the end
2,632
3,576
4,272
(1) In 2021, it includes the initial recognition of the estimated cost of the collective layoff procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A., and the
subsequent reclassification from \"Other provisions\" to \"Other long term employee benefits\" for the remaining amount at the time of the reclassification.
Collective layoff procedure
On June 8, 2021, BBVA reached an agreement with the union representatives on the collective layoff procedure proposed for Banco
Bilbao Vizcaya Argentaria, S.A. in Spain on April 13, 2021, which would affect a maximum of 2,935 employees. The agreement also
included the closing of 480 offices. The cost of the process amounted to \u20ac994 million before taxes, of which \u20ac754 million
corresponded to the collective layoff and \u20ac240 million to the closing of offices (see Notes 17, 21, 46, 49 and 50). By the time the
procedure was over, 2,899 employees had accepted the agreement and effectively departed BBVA.
Ongoing legal proceedings and litigation
The financial sector faces an environment of increased regulatory pressure and litigation. In this environment, the various Group
entities are often subject to lawsuits and involved in individual or collective legal proceedings and litigation arising from their activity
and operations, including proceedings arising from their lending activity, from their labor relations and from other commercial,
regulatory or tax issues, as well as in arbitration.
On the basis of the information available, the Group considers that, as of December 31, 2022, the provisions made in relation to
judicial proceedings and arbitrations, where so required, are adequate and reasonably cover the liabilities that might arise, if any, from
such proceedings and arbitrations. Furthermore, on the basis of the information available and with the exceptions indicated in Note
7.1 \"Risk factors\", BBVA considers that the liabilities that may arise from such proceedings will not have, on a case-by-case basis, a
significant adverse effect on the Group's business, financial situation or results of operations.
", "dimensions": { "concept": "ifrs-full:DisclosureOfProvisionsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MjEvZnJhZzo4OTc2ZTE0OGI2Zjk0ZTE2OTliNDQ5N2VhOTA3ZDdjNy90ZXh0cmVnaW9uOjg5NzZlMTQ4YjZmOTRlMTY5OWI0NDk3ZWE5MDdkN2M3XzIxOTkwMjMyNTU5Njg4_1f5238d0-6b6b-40c5-b4d1-29dcea537ff0": { "value": "Post-employment and other employee benefit commitments
As stated in Note 2.2.11, the Group has assumed commitments with employees including short-term employee benefits (see Note
44.1), defined contribution and defined benefit plans (see Glossary), healthcare and other long-term employee benefits.
The Group sponsors defined-contribution plans for the majority of its active employees with the plans in Spain and Mexico being the
most significant. Most defined benefit plans are closed to new employees with liabilities relating largely to retired employees, the most
significant being those in Spain, Mexico and Turkey. In Mexico, the Group provides medical benefits to a closed group of employees
and their family members, both active service and in retirees.
The breakdown of the net defined benefit liability recorded on the balance sheet as of December 31, 2022, 2021 and 2020 is provided
below:
Net defined benefit liability (asset) on the consolidated balance sheet (Millions of Euros)
Notes
2022
2021
2020
Pension commitments
3,661
4,218
4,539
Early retirement commitments
606
952
1,247
Medical benefits commitments
1,448
1,377
1,562
Other long term employee benefits
466
632
49
Total commitments
6,181
7,180
7,398
Pension plan assets
1,608
1,494
1,608
Medical benefit plan assets
1,476
1,494
1,484
Total plan assets (1)
3,084
2,988
3,092
Total net liability / asset
3,097
4,193
4,305
Of which: Net asset on the consolidated balance sheet (2)
(1)
(15)
(16)
Of which: Net liability on the consolidated balance sheet for
provisions for pensions and similar obligations (3)
24
2,632
3,576
4,272
Of which: Net liability on the consolidated balance sheet for other
long term employee benefits (4)
24
466
632
49
(1) In Turkey, the foundation responsible for managing the benefit commitments holds an additional asset of \u20ac188 million as of December 31, 2022 which, in accordance with IFRS
regarding the asset ceiling, has not been recognized in the Consolidated Financial Statements, because although it could be used to reduce future pension contributions it could
not be immediately refunded to the employer.
(2) Recorded under the heading \u201cOther Assets - Other\u201d of the consolidated balance sheet (see Note 20).
(3) Recorded under the heading \u201cProvisions - Provisions for pensions and similar obligations\u201d of the consolidated balance sheet.
(4) Recorded under the heading \u201cProvisions \u2013 Other long-term employee benefits\u201d of the consolidated balance sheet. The variation is mainly explained by the collective layoff
procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A.
The impact relating to benefit commitments charged to consolidated income statement for the years 2022, 2021 and 2020 is as
follows:
Consolidated income statement impact (Millions of Euros)
Notes
2022
2021
2020
Interest and other expense
75
37
44
Interest expense
342
257
265
Interest income
(267)
(220)
(220)
Personnel expense
130
120
121
Defined contribution plan expense
44.1
87
71
72
Defined benefit plan expense
44.1
43
49
49
Provisions or (reversal) of provisions
46
(89)
61
210
Early retirement expense
\u2014
100
224
Past service cost expense
34
(28)
(8)
Remeasurements (1)
(126)
(16)
(11)
Other provision expense
3
6
4
Total impact on consolidated income statement: expense (income)
116
218
375
(1) Actuarial losses (gains) on remeasurement of the net defined benefit liability relating to early retirements in Spain and other long-term employee benefits that are charged to
the income statements (see Note 2.2.12).
The amounts relating to post-employment benefits charged to the consolidated balance sheet correspond to the actuarial gains
(losses) on remeasurement of the net defined benefit liability relating to pension and medical commitments before income taxes as of
December 31, 2022, 2021 and 2020 are as follows:
Equity impact (Millions of Euros)
2022
2021
2020
Defined benefit plans
(363)
52
161
Post-employment medical benefits
(71)
(257)
30
Total impact on equity: debit (credit)
(433)
(206)
191
In 2022, the aggregate impact of this heading amounted to a credit of \u20ac433 million driven by the variation in financial assumptions,
gains of \u20ac558 million from commitments in Spain, and losses of \u20ac72 million for commitments in Mexico. These amounts are offset by
other minor effects of actuarial experience in these geographical areas and financial, demographic and experience effects in other
geographical areas.
In 2021, the aggregate impact of this heading amounted to a credit of \u20ac206 million driven by the variation in financial assumptions,
gains of \u20ac171 million for the commitments in Mexico, and gains of \u20ac55 million for the commitments in Spain. These amounts are
offset by other geographies and demographic and experience effects.
In 2020, the aggregate impact of this heading amounted to a debit of \u20ac191 million, driven mainly by the variation in interest rates and
losses on commitments (\u20ac91 million in Mexico and \u20ac68 million in Spain) and, to a lesser extent, the updating of the mortality tables in
Spain (\u20ac49 million losses). These amounts are partially offset by the effect in other geographies and experience.
Defined benefit plans
Defined benefit commitments relate mainly to employees who have already retired or taken early retirement, certain closed groups of
active employees still accruing defined benefit pensions, and in-service death and disability benefits provided to most active
employees. For the latter, the Group pays the required premiums to fully insure the related liability. The change in these pension
commitments during the years ended December 31, 2022, 2021 and 2020 is presented below:
Defined benefits (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
6,547
2,988
3,560
7,348
3,092
4,256
8,116
3,493
4,622
Current service cost
45
\u2014
45
53
\u2014
53
53
\u2014
53
Interest income/expense
333
267
65
253
220
33
261
219
42
Contributions by plan
participants
10
10
\u2014
5
5
\u2014
4
4
\u2014
Employer contributions
\u2014
67
(67)
\u2014
4
(4)
\u2014
124
(124)
Past service costs (1)
34
\u2014
34
75
\u2014
75
219
\u2014
219
Remeasurements:
(741)
(240)
(501)
(406)
(184)
(223)
364
176
187
\u00a0 \u00a0 \u00a0 Return on plan assets (2)
\u2014
(240)
240
\u2014
(184)
184
\u2014
176
(176)
From changes in
demographic assumptions
(29)
\u2014
(29)
(121)
\u2014
(121)
57
\u2014
57
From changes in financial
assumptions
(812)
\u2014
(812)
(259)
\u2014
(259)
276
\u2014
276
Other actuarial gains and
losses
100
\u2014
100
(27)
\u2014
(27)
30
\u2014
30
Benefit payments
(676)
(184)
(492)
(765)
(158)
(608)
(839)
(185)
(654)
Settlement payments
(4)
(4)
\u2014
(1)
(1)
\u2014
\u2014
\u2014
\u2014
Business combinations and
disposals (3)
\u2014
\u2014
\u2014
(2)
1
(3)
(371)
(327)
(44)
Effect on changes in foreign
exchange rates
161
180
(20)
(24)
8
(32)
(459)
(409)
(50)
Conversions to defined
contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
7
13
\u2014
13
1
(3)
4
Balance at the end
5,715
3,084
2,631
6,547
2,988
3,560
7,348
3,092
4,256
Of which: Spain
2,546
147
2,399
3,670
206
3,464
4,288
249
4,039
Of which: Mexico
2,426
2,329
97
2,150
2,149
1
2,219
2,122
97
Of which: The United States
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Of which: Turkey
418
315
103
272
209
63
367
282
85
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
(3) The amount in 2020 in mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The balance under the heading \u201cProvisions - Pensions and other post-employment defined benefit obligations\u201d of the consolidated
balance sheet as of December 31, 2022 includes \u20ac201 million relating to post-employment benefit commitments to former members
of the Board of Directors and the Bank\u2019s Management (see Note 54).
The most significant commitments are those in Spain and Mexico and, to a lesser extent, in Turkey. The remaining commitments are
located mostly in Portugal and South America. Unless otherwise required by local regulation, all defined benefit plans have been
closed to new entrants, who instead are able to participate in the Group\u00b4s defined contribution plans.
Both the costs and the present value of the commitments are determined by independent qualified actuaries using the \u201cprojected unit
credit\u201d method. In order to guarantee the good governance of these plans, the Group has established specific benefits committees.
These benefit committees include members from the different areas of the business to ensure that all decisions are made taking into
consideration all of the associated impacts.
The following table sets out the key actuarial assumptions used in the valuation of these commitments as of December 31, 2022, 2021
and 2020:
Actuarial assumptions (%)
2022
2021
2020
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Discount rate
3.91 %
10.68 %
17.79 %
0.74 %
9.68 %
19.10 %
0.53 %
8.37 %
13.00 %
Rate of salary increase
\u2014
4.50 %
15.86 %
\u2014
4.00 %
16.60 %
\u2014
4.00 %
11.20 %
Rate of pension increase
\u2014
4.41 %
14.36 %
\u2014
2.95 %
15.10 %
\u2014
1.94 %
9.70 %
Medical cost trend rate
\u2014
8.04 %
18.56 %
\u2014
7.00 %
19.30 %
\u2014
7.00 %
13.90 %
Mortality tables
PER 2020
EMSSA09
TUIK 2019
PER 2020
EMSSA09
CSO2001
PER 2020
EMSSA09
CSO2001
In Spain, the discount rate shown as of December 31, 2022, corresponds to the weighted average rate, the actual discount rates used
are 3.75% and 4% depending on the type of commitment.
Discount rates used to value future benefit cash flows have been determined by reference to high quality corporate bonds (Note
2.2.12) denominated in Euro in the case of Spain and Mexican peso for Mexico, and government bonds denominated in Turkish Lira
for Turkey.
The expected return on plan assets has been set in line with the adopted discount rate.
Assumed retirement ages have been set by reference to the earliest age at which employees are entitled to retire, the contractually
agreed age in the case of early retirements in Spain or by using retirement rates.
Changes in the main actuarial assumptions may affect the valuation of the commitments. The table below shows the sensitivity of the
benefit obligations to changes in the key assumptions:
Sensitivity analysis (Millions of Euros)
Basis points
change
2022
2021
2020
Increase
Decrease
Increase
Decrease
Increase
Decrease
Discount rate
50
(321)
350
(282)
307
(354)
390
Rate of salary increase
50
1
(1)
2
(2)
4
(4)
Rate of pension increase
50
32
(39)
28
(26)
29
(27)
Medical cost trend rate
50
119
(106)
109
(98)
145
(129)
Change in obligation from each
additional year of longevity
113
\u2014
170
\u2014
211
\u2014
The sensitivities provided above have been determined at the date of these consolidated financial statements, and reflect solely the
impact of changing one individual assumption at a time, keeping the rest of the assumptions unchanged, thereby excluding the
effects which may result from combined assumption changes.
In addition to the commitments to employees shown above, the Group has other less material long-term employee benefits. These
include long-service awards, which consist of either an established monetary award or some vacation days granted to certain groups
of employees when they complete a given number of years of service. Additionally, this heading included a fund related to the
collective layoff procedure that was carried out in Banco Bilbao Vizcaya Argentaria, S.A. in 2021. As of December 31, 2022, 2021 and
2020, the actuarial liabilities for the outstanding awards amounted to \u20ac466 million, \u20ac632 million and \u20ac49 million, respectively. These
commitments are recorded under the heading \"Provisions - Other long-term employee benefits\" of the consolidated balance sheet
(see Note 24).
Post-employment commitments and similar obligations
These commitments relate mostly to pension payments, and which have been determined based on salary and years of service. For
most plans, pension payments are due on retirement, death and long term disability.
In 2021 and 2020 the Group entities in Spain offered certain employees the option to take retirement or early retirement (that is,
earlier than the age stipulated in the collective labor agreement in force). This offer was accepted by 432 and 781 employees during
2021 and 2020, respectively (0 employees in 2022). These commitments include the compensation and indemnities due as well as
the contributions payable to external pension funds during the early retirement period. As of December 31, 2022, 2021 and 2020, the
value of these commitments amounted to \u20ac606 million, \u20ac952 million and \u20ac1,247 million, respectively.
The change in the benefit plan obligations and plan assets during the year ended December 31, 2022 was as follows:
Post-employment commitments 2022 (Millions of Euros)
Spain
Mexico
Turkey
Rest of the
world
Defined benefit obligation
Balance at the beginning
3,670
779
272
449
Current service cost
4
7
13
3
Interest income or expense
53
84
42
10
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
\u2014
\u2014
\u2014
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(677)
107
166
(122)
Return on plan assets (2)
\u2014
\u2014
\u2014
\u2014
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(511)
(77)
(15)
(13)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
\u2014
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
85
(70)
(9)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,546
985
418
318
Of which: Vested benefit obligation relating to current employees
2,491
Of which: Vested benefit obligation relating to retired employees
55
Plan Assets
Balance at the beginning
206
655
209
424
Current service cost
\u2014
\u2014
\u2014
\u2014
Interest income or expense
2
69
33
6
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
41
22
3
Past service costs (1)
\u2014
\u2014
\u2014
\u2014
Remeasurements:
(34)
(45)
104
(121)
Return on plan assets (2)
(34)
(45)
104
(121)
From changes in demographic assumptions
\u2014
\u2014
\u2014
\u2014
From changes in financial assumptions
\u2014
\u2014
\u2014
\u2014
Other actuarial gains and losses
\u2014
\u2014
\u2014
\u2014
Benefit payments
(27)
(77)
(9)
(12)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
139
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
72
(52)
(6)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
\u2014
\u2014
\u2014
\u2014
Balance at the end
147
853
315
293
Net liability (asset)
Balance at the beginning
3,464
124
63
24
Current service cost
4
7
13
3
Interest income or expense
51
14
10
4
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
(41)
(22)
(3)
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(643)
152
62
(1)
Return on plan assets (2)
34
45
(104)
121
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(484)
\u2014
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
13
(18)
(3)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,399
132
103
25
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
The change in net liabilities (assets) during the years ended December 31, 2021 and 2020 was as follows:
Post-employment commitments (Millions of Euros)
2021: Net liability (assets)
2020: Net liability (assets)
Spain
Mexico
Turkey
Rest of
the
world
Spain
Mexico
The
United
States
Turkey
Rest of
the
world
Balance at the beginning
4,039
28
85
27
4,326
72
52
86
38
Current service cost
5
5
16
3
5
5
1
18
3
Interest income or expense
20
1
9
1
28
6
2
8
1
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
11
(2)
(11)
(1)
\u2014
(86)
\u2014
(14)
(1)
Past service costs (1)
75
\u2014
2
2
224
(1)
\u2014
2
3
Remeasurements:
(98)
128
10
(5)
95
62
(4)
18
(14)
Return on plan assets (2)
8
49
(11)
19
(41)
(31)
(35)
23
(26)
From changes in demographic assumptions
\u2014
(4)
\u2014
(2)
60
\u2014
(3)
\u2014
\u2014
From changes in financial assumptions
(61)
84
(18)
(7)
79
(19)
34
54
17
Other actuarial gains and losses
(45)
(2)
39
(15)
(3)
112
\u2014
(59)
(5)
Benefit payments
(599)
(1)
(6)
(1)
(643)
(1)
(2)
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(40)
\u2014
(2)
\u2014
(19)
(44)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
5
(43)
1
\u2014
(10)
(5)
(26)
(4)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other\u00a0 effects
12
\u2014
\u2014
\u2014
3
\u2014
\u2014
\u2014
\u2014
Balance at the end
3,464
124
63
24
4,039
28
\u2014
85
27
(1) Includes gains and losses from settlements.
(2) Excludes interest which is reflected in the line item \u201cInterest income and expense\u201d.
In Spain, local regulation requires that pension and death benefit commitments must be funded, either through a qualified pension
plan or an insurance contract.
In the Spanish entities these commitments are covered by insurance contracts which meet the requirements of the accounting
standard regarding the non-recoverability of contributions. However, a significant number of the insurance contracts are with BBVA
Seguros, S.A. \u2013 a consolidated subsidiary and related party \u2013 and consequently these policies cannot be considered plan assets
under IAS 19. For this reason, the liabilities insured under these policies are fully recognized under the heading \"Provisions \u2013 Pensions
and other post-employment defined benefit obligations\" of the consolidated balance sheet (see Note 24), while the related assets
held by the insurance company are included within the Group\u00b4s consolidated assets (recorded according to the classification of the
corresponding financial instruments). As of December 31, 2022 the value of these separate assets was \u20ac1,656 million, (\u20ac2,326 and
\u20ac2,572 million as of December 31, 2021 and 2020, respectively) representing direct rights of the insured employees held in the
consolidated balance sheet, hence these benefits are effectively fully funded.
On the other hand, some pension commitments have been funded through insurance contracts with insurance companies not related
to the Group. In this case the consolidated balance sheet reflects the value of the obligations net of the fair value of the qualifying
insurance policies. As of December 31, 2022, 2021 and 2020, the value of the aforementioned insurance policies (\u20ac147, \u20ac206 and
\u20ac249 million, respectively) exactly match the value of the corresponding obligations and therefore no amount for this item has been
recorded in the consolidated balance sheet.
Pension benefits are paid by the insurance companies with whom BBVA has insurance contracts and to whom all insurance premiums
have been paid. The premiums are determined by the insurance companies using cash flow matching techniques to ensure that
benefits can be met when due, guaranteeing both the actuarial and interest rate risk.
In Mexico, there is a defined benefit plan for employees hired prior to 2001. Other employees participate in a defined contribution
plan. External funds/trusts have been constituted locally to meet benefit payments as required by local regulation.
In 2008, the Turkish government passed a law to unify the different existing pension systems under a single umbrella Social Security
system. Such system provides for the transfer of the various previously established funds. The financial sector is in this stage at
present, maintaining these pension commitments managed by external pension funds (foundations) established for that purpose.
The foundation that maintains the assets and liabilities relating to employees of Garanti BBVA in Turkey, as per the local regulatory
requirements, has registered an obligation amounting to \u20ac292 million as of December 31, 2022 pending future transfer to the Social
Security system. Furthermore, Garanti BBVA has set up a defined benefit pension plan for employees, additional to the social security
benefits, reflected in the consolidated balance sheet.
Medical benefit commitments
The change in defined benefit obligations and plan assets during the years 2022, 2021 and 2020 was as follows:
Medical benefits commitments (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
1,377
1,494
(116)
1,562
1,484
77
1,580
1,532
48
Current service cost
19
\u2014
19
24
\u2014
24
21
\u2014
21
Interest income or expense
144
157
(14)
131
129
2
117
120
(3)
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
\u2014
\u2014
\u2014
1
(1)
\u2014
22
(22)
Past service costs (1)
28
\u2014
28
(5)
\u2014
(5)
(8)
\u2014
(8)
Remeasurements:
(215)
(144)
(71)
(377)
(119)
(257)
95
66
30
Return on plan assets (2)
\u2014
(144)
144
\u2014
(119)
119
\u2014
66
(66)
From changes in demographic
assumptions
\u2014
\u2014
\u2014
(115)
\u2014
(115)
\u2014
\u2014
\u2014
From changes in financial
assumptions
(191)
\u2014
(191)
(257)
\u2014
(257)
110
\u2014
110
Other actuarial gain and losses
(23)
\u2014
(23)
(4)
\u2014
(4)
(15)
\u2014
(15)
Benefit payments
(60)
(60)
\u2014
(49)
(48)
\u2014
(37)
(37)
\u2014
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
139
\u2014
(39)
39
\u2014
(19)
19
Effect on changes in foreign exchange
rates
155
167
(11)
90
86
4
(207)
(201)
(6)
Other\u00a0 effects
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance at the end
1,448
1,476
(28)
1,377
1,494
(116)
1,562
1,484
77
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
In Mexico, there is a medical benefit plan for employees hired prior to 2007. New employees from 2007 are covered by a medical
insurance policy. An external trust has been constituted locally to fund the plan, in accordance with local legislation and Group policy.
In Turkey, employees are currently provided with medical benefits through a foundation in collaboration with the Social Security
system, although local legislation prescribes the future unification of this and similar systems into the general Social Security system
itself.
The valuation of these benefits and their accounting treatment follow the same methodology as that employed in the valuation of
pension commitments.
Estimated benefit payments
As of December 31, 2022, the estimated benefit payments over the next ten years for all the entities in Spain, Mexico and Turkey are
as follows:
Estimated benefit payments (Millions of Euros)
2023
2024
2025
2026
2027
2028 - 2032
Commitments in Spain
522
384
326
279
242
794
Commitments in Mexico
159
171
180
189
198
1,148
Commitments in Turkey
19
16
20
24
31
265
Total
700
571
526
493
471
2,208
Plan assets
The majority of the Group\u00b4s defined benefit plans are funded by plan assets held in external funds/trusts legally separate from the
Group sponsoring entity. However, in accordance with local regulation, some commitments are not externally funded and covered
through internally held provisions, principally those relating to early retirements.
Plan assets are those assets which will be used to directly settle the assumed commitments and which meet the following conditions:
they are not part of the Group sponsoring entities assets, they are available only to pay post-employment benefits and they cannot be
returned to the Group sponsoring entity.
To manage the assets associated with defined benefit plans, BBVA Group has established investment policies designed according to
criteria of prudence and minimizing the financial risks associated with plan assets.
The investment policy consists of investing in a low risk and diversified portfolio of assets with maturities consistent with the term of
the benefit obligation and which, together with contributions made to the plan, will be sufficient to meet benefit payments when due,
thus mitigating the plans\u2018 risks.
In those countries where plan assets are held in pension funds or trusts, the investment policy is developed consistently with local
regulation. When selecting specific assets, current market conditions, the risk profile of the assets and their future market outlook are
all taken into consideration. In all the cases, the selection of assets takes into consideration the term of the benefit obligations as well
as short-term liquidity requirements.
The risks associated with these commitments are those which give rise to a deficit in the plan assets. A deficit could arise from factors
such as a fall in the market value of plan assets, an increase in long-term interest rates leading to a decrease in the fair value of fixed
income securities, or a deterioration of the economy resulting in more write-downs and credit rating downgrades.
The table below shows the allocation of plan assets of the main companies of the BBVA Group as of December 31, 2022, 2021 and
2020:
Plan assets breakdown (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Asset-backed securities
\u2014
\u2014
\u2014
Structured debt
\u2014
\u2014
\u2014
Insurance contracts
183
148
140
Total
2,622
2,566
2,887
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
In addition to the above there are plan assets relating to the previously mentioned insurance contracts in Spain and the foundation in
Turkey.
The following table provides details of investments in listed securities (Level 1) as of December 31, 2022, 2021 and 2020:
Investments in listed markets (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (Government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Total
2,439
2,418
2,747
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
The remainder of the assets are mainly invested in Level 2 assets in in accordance with the classification established under IFRS 13
(mainly insurance contracts). As of December 31, 2022, almost all of the assets related to employee commitments corresponded to
fixed income securities.
Defined contribution plans
Certain Group entities sponsor defined contribution plans. Some of these plans allow employees to make contributions which are
then matched by the employer.
Contributions are recognized as and when they are accrued, with a charge to the consolidated income statement in the corresponding
year. No liability is therefore recognized in the consolidated balance sheet (see Note 44.1).
Commitments and guarantees given
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Commitments and guarantees given (Millions of Euros)
Notes
2022
2021
2020
Loan commitments given
7.2.2
136,920
119,618
132,584
Of which: impaired
177
171
265
Central banks
\u2014
\u2014
\u2014
General governments
3,031
3,483
2,919
Credit institutions
15,407
16,085
11,426
Other financial corporations
5,895
4,583
5,862
Non-financial corporations
68,120
59,475
71,011
Households
44,467
35,991
41,366
Financial guarantees given
7.2.2
16,511
11,720
10,665
Of which: impaired (1)
281
245
290
Central banks
\u2014
\u2014
1
General governments
96
162
132
Credit institutions
475
312
339
Other financial corporations
1,263
1,026
587
Non-financial corporations
14,541
10,039
9,376
Households
135
181
231
Other commitments given
7.2.2
39,137
34,604
36,190
Of which: impaired (1)
689
541
477
Central banks
\u2014
2
124
General governments
215
212
199
Credit institutions
4,134
4,266
5,285
Other financial corporations
1,758
1,753
2,902
Non-financial corporations
32,858
28,224
27,496
Households
171
147
182
Total
7.2.2
192,568
165,941
179,440
(1) In December 2020, it includes the balance of the Group's businesses in the United States included in the USA Sale (see Notes, 3 and 21). Non-performing financial guarantees
given amounted to \u20ac970, \u20ac786, and \u20ac767 million, respectively, as of December 31, 2022, 2021 and 2020.
As of December 31, 2022 and 2021, the provisions for loan commitments, financial guarantees and other commitments given,
recorded in the consolidated balance sheet amounted to \u20ac243, \u20ac175 and \u20ac353; and \u20ac272 million, \u20ac164 million and \u20ac256 million,
respectively (see Note 24).
Since a significant portion of the amounts above will expire without any payment being made by the consolidated entities, the
aggregate balance of these commitments cannot be considered to be the actual future requirement for financing or liquidity to be
provided by the BBVA Group to third parties.
In the years 2022, 2021 and 2020, no issuance of debt securities carried out by associates of the BBVA Group, joint venture entities
or non-Group entities have been guaranteed,", "dimensions": { "concept": "ifrs-full:DisclosureOfCommitmentsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MjEvZnJhZzo4OTc2ZTE0OGI2Zjk0ZTE2OTliNDQ5N2VhOTA3ZDdjNy90ZXh0cmVnaW9uOjg5NzZlMTQ4YjZmOTRlMTY5OWI0NDk3ZWE5MDdkN2M3XzIxOTkwMjMyNTU5Njg4_4cb35f28-b7ea-430d-bb7a-926e1f23dc90": { "value": "Post-employment and other employee benefit commitments
As stated in Note 2.2.11, the Group has assumed commitments with employees including short-term employee benefits (see Note
44.1), defined contribution and defined benefit plans (see Glossary), healthcare and other long-term employee benefits.
The Group sponsors defined-contribution plans for the majority of its active employees with the plans in Spain and Mexico being the
most significant. Most defined benefit plans are closed to new employees with liabilities relating largely to retired employees, the most
significant being those in Spain, Mexico and Turkey. In Mexico, the Group provides medical benefits to a closed group of employees
and their family members, both active service and in retirees.
The breakdown of the net defined benefit liability recorded on the balance sheet as of December 31, 2022, 2021 and 2020 is provided
below:
Net defined benefit liability (asset) on the consolidated balance sheet (Millions of Euros)
Notes
2022
2021
2020
Pension commitments
3,661
4,218
4,539
Early retirement commitments
606
952
1,247
Medical benefits commitments
1,448
1,377
1,562
Other long term employee benefits
466
632
49
Total commitments
6,181
7,180
7,398
Pension plan assets
1,608
1,494
1,608
Medical benefit plan assets
1,476
1,494
1,484
Total plan assets (1)
3,084
2,988
3,092
Total net liability / asset
3,097
4,193
4,305
Of which: Net asset on the consolidated balance sheet (2)
(1)
(15)
(16)
Of which: Net liability on the consolidated balance sheet for
provisions for pensions and similar obligations (3)
24
2,632
3,576
4,272
Of which: Net liability on the consolidated balance sheet for other
long term employee benefits (4)
24
466
632
49
(1) In Turkey, the foundation responsible for managing the benefit commitments holds an additional asset of \u20ac188 million as of December 31, 2022 which, in accordance with IFRS
regarding the asset ceiling, has not been recognized in the Consolidated Financial Statements, because although it could be used to reduce future pension contributions it could
not be immediately refunded to the employer.
(2) Recorded under the heading \u201cOther Assets - Other\u201d of the consolidated balance sheet (see Note 20).
(3) Recorded under the heading \u201cProvisions - Provisions for pensions and similar obligations\u201d of the consolidated balance sheet.
(4) Recorded under the heading \u201cProvisions \u2013 Other long-term employee benefits\u201d of the consolidated balance sheet. The variation is mainly explained by the collective layoff
procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A.
The impact relating to benefit commitments charged to consolidated income statement for the years 2022, 2021 and 2020 is as
follows:
Consolidated income statement impact (Millions of Euros)
Notes
2022
2021
2020
Interest and other expense
75
37
44
Interest expense
342
257
265
Interest income
(267)
(220)
(220)
Personnel expense
130
120
121
Defined contribution plan expense
44.1
87
71
72
Defined benefit plan expense
44.1
43
49
49
Provisions or (reversal) of provisions
46
(89)
61
210
Early retirement expense
\u2014
100
224
Past service cost expense
34
(28)
(8)
Remeasurements (1)
(126)
(16)
(11)
Other provision expense
3
6
4
Total impact on consolidated income statement: expense (income)
116
218
375
(1) Actuarial losses (gains) on remeasurement of the net defined benefit liability relating to early retirements in Spain and other long-term employee benefits that are charged to
the income statements (see Note 2.2.12).
The amounts relating to post-employment benefits charged to the consolidated balance sheet correspond to the actuarial gains
(losses) on remeasurement of the net defined benefit liability relating to pension and medical commitments before income taxes as of
December 31, 2022, 2021 and 2020 are as follows:
Equity impact (Millions of Euros)
2022
2021
2020
Defined benefit plans
(363)
52
161
Post-employment medical benefits
(71)
(257)
30
Total impact on equity: debit (credit)
(433)
(206)
191
In 2022, the aggregate impact of this heading amounted to a credit of \u20ac433 million driven by the variation in financial assumptions,
gains of \u20ac558 million from commitments in Spain, and losses of \u20ac72 million for commitments in Mexico. These amounts are offset by
other minor effects of actuarial experience in these geographical areas and financial, demographic and experience effects in other
geographical areas.
In 2021, the aggregate impact of this heading amounted to a credit of \u20ac206 million driven by the variation in financial assumptions,
gains of \u20ac171 million for the commitments in Mexico, and gains of \u20ac55 million for the commitments in Spain. These amounts are
offset by other geographies and demographic and experience effects.
In 2020, the aggregate impact of this heading amounted to a debit of \u20ac191 million, driven mainly by the variation in interest rates and
losses on commitments (\u20ac91 million in Mexico and \u20ac68 million in Spain) and, to a lesser extent, the updating of the mortality tables in
Spain (\u20ac49 million losses). These amounts are partially offset by the effect in other geographies and experience.
Defined benefit plans
Defined benefit commitments relate mainly to employees who have already retired or taken early retirement, certain closed groups of
active employees still accruing defined benefit pensions, and in-service death and disability benefits provided to most active
employees. For the latter, the Group pays the required premiums to fully insure the related liability. The change in these pension
commitments during the years ended December 31, 2022, 2021 and 2020 is presented below:
Defined benefits (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
6,547
2,988
3,560
7,348
3,092
4,256
8,116
3,493
4,622
Current service cost
45
\u2014
45
53
\u2014
53
53
\u2014
53
Interest income/expense
333
267
65
253
220
33
261
219
42
Contributions by plan
participants
10
10
\u2014
5
5
\u2014
4
4
\u2014
Employer contributions
\u2014
67
(67)
\u2014
4
(4)
\u2014
124
(124)
Past service costs (1)
34
\u2014
34
75
\u2014
75
219
\u2014
219
Remeasurements:
(741)
(240)
(501)
(406)
(184)
(223)
364
176
187
\u00a0 \u00a0 \u00a0 Return on plan assets (2)
\u2014
(240)
240
\u2014
(184)
184
\u2014
176
(176)
From changes in
demographic assumptions
(29)
\u2014
(29)
(121)
\u2014
(121)
57
\u2014
57
From changes in financial
assumptions
(812)
\u2014
(812)
(259)
\u2014
(259)
276
\u2014
276
Other actuarial gains and
losses
100
\u2014
100
(27)
\u2014
(27)
30
\u2014
30
Benefit payments
(676)
(184)
(492)
(765)
(158)
(608)
(839)
(185)
(654)
Settlement payments
(4)
(4)
\u2014
(1)
(1)
\u2014
\u2014
\u2014
\u2014
Business combinations and
disposals (3)
\u2014
\u2014
\u2014
(2)
1
(3)
(371)
(327)
(44)
Effect on changes in foreign
exchange rates
161
180
(20)
(24)
8
(32)
(459)
(409)
(50)
Conversions to defined
contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
7
13
\u2014
13
1
(3)
4
Balance at the end
5,715
3,084
2,631
6,547
2,988
3,560
7,348
3,092
4,256
Of which: Spain
2,546
147
2,399
3,670
206
3,464
4,288
249
4,039
Of which: Mexico
2,426
2,329
97
2,150
2,149
1
2,219
2,122
97
Of which: The United States
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Of which: Turkey
418
315
103
272
209
63
367
282
85
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
(3) The amount in 2020 in mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The balance under the heading \u201cProvisions - Pensions and other post-employment defined benefit obligations\u201d of the consolidated
balance sheet as of December 31, 2022 includes \u20ac201 million relating to post-employment benefit commitments to former members
of the Board of Directors and the Bank\u2019s Management (see Note 54).
The most significant commitments are those in Spain and Mexico and, to a lesser extent, in Turkey. The remaining commitments are
located mostly in Portugal and South America. Unless otherwise required by local regulation, all defined benefit plans have been
closed to new entrants, who instead are able to participate in the Group\u00b4s defined contribution plans.
Both the costs and the present value of the commitments are determined by independent qualified actuaries using the \u201cprojected unit
credit\u201d method. In order to guarantee the good governance of these plans, the Group has established specific benefits committees.
These benefit committees include members from the different areas of the business to ensure that all decisions are made taking into
consideration all of the associated impacts.
The following table sets out the key actuarial assumptions used in the valuation of these commitments as of December 31, 2022, 2021
and 2020:
Actuarial assumptions (%)
2022
2021
2020
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Discount rate
3.91 %
10.68 %
17.79 %
0.74 %
9.68 %
19.10 %
0.53 %
8.37 %
13.00 %
Rate of salary increase
\u2014
4.50 %
15.86 %
\u2014
4.00 %
16.60 %
\u2014
4.00 %
11.20 %
Rate of pension increase
\u2014
4.41 %
14.36 %
\u2014
2.95 %
15.10 %
\u2014
1.94 %
9.70 %
Medical cost trend rate
\u2014
8.04 %
18.56 %
\u2014
7.00 %
19.30 %
\u2014
7.00 %
13.90 %
Mortality tables
PER 2020
EMSSA09
TUIK 2019
PER 2020
EMSSA09
CSO2001
PER 2020
EMSSA09
CSO2001
In Spain, the discount rate shown as of December 31, 2022, corresponds to the weighted average rate, the actual discount rates used
are 3.75% and 4% depending on the type of commitment.
Discount rates used to value future benefit cash flows have been determined by reference to high quality corporate bonds (Note
2.2.12) denominated in Euro in the case of Spain and Mexican peso for Mexico, and government bonds denominated in Turkish Lira
for Turkey.
The expected return on plan assets has been set in line with the adopted discount rate.
Assumed retirement ages have been set by reference to the earliest age at which employees are entitled to retire, the contractually
agreed age in the case of early retirements in Spain or by using retirement rates.
Changes in the main actuarial assumptions may affect the valuation of the commitments. The table below shows the sensitivity of the
benefit obligations to changes in the key assumptions:
Sensitivity analysis (Millions of Euros)
Basis points
change
2022
2021
2020
Increase
Decrease
Increase
Decrease
Increase
Decrease
Discount rate
50
(321)
350
(282)
307
(354)
390
Rate of salary increase
50
1
(1)
2
(2)
4
(4)
Rate of pension increase
50
32
(39)
28
(26)
29
(27)
Medical cost trend rate
50
119
(106)
109
(98)
145
(129)
Change in obligation from each
additional year of longevity
113
\u2014
170
\u2014
211
\u2014
The sensitivities provided above have been determined at the date of these consolidated financial statements, and reflect solely the
impact of changing one individual assumption at a time, keeping the rest of the assumptions unchanged, thereby excluding the
effects which may result from combined assumption changes.
In addition to the commitments to employees shown above, the Group has other less material long-term employee benefits. These
include long-service awards, which consist of either an established monetary award or some vacation days granted to certain groups
of employees when they complete a given number of years of service. Additionally, this heading included a fund related to the
collective layoff procedure that was carried out in Banco Bilbao Vizcaya Argentaria, S.A. in 2021. As of December 31, 2022, 2021 and
2020, the actuarial liabilities for the outstanding awards amounted to \u20ac466 million, \u20ac632 million and \u20ac49 million, respectively. These
commitments are recorded under the heading \"Provisions - Other long-term employee benefits\" of the consolidated balance sheet
(see Note 24).
Post-employment commitments and similar obligations
These commitments relate mostly to pension payments, and which have been determined based on salary and years of service. For
most plans, pension payments are due on retirement, death and long term disability.
In 2021 and 2020 the Group entities in Spain offered certain employees the option to take retirement or early retirement (that is,
earlier than the age stipulated in the collective labor agreement in force). This offer was accepted by 432 and 781 employees during
2021 and 2020, respectively (0 employees in 2022). These commitments include the compensation and indemnities due as well as
the contributions payable to external pension funds during the early retirement period. As of December 31, 2022, 2021 and 2020, the
value of these commitments amounted to \u20ac606 million, \u20ac952 million and \u20ac1,247 million, respectively.
The change in the benefit plan obligations and plan assets during the year ended December 31, 2022 was as follows:
Post-employment commitments 2022 (Millions of Euros)
Spain
Mexico
Turkey
Rest of the
world
Defined benefit obligation
Balance at the beginning
3,670
779
272
449
Current service cost
4
7
13
3
Interest income or expense
53
84
42
10
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
\u2014
\u2014
\u2014
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(677)
107
166
(122)
Return on plan assets (2)
\u2014
\u2014
\u2014
\u2014
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(511)
(77)
(15)
(13)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
\u2014
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
85
(70)
(9)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,546
985
418
318
Of which: Vested benefit obligation relating to current employees
2,491
Of which: Vested benefit obligation relating to retired employees
55
Plan Assets
Balance at the beginning
206
655
209
424
Current service cost
\u2014
\u2014
\u2014
\u2014
Interest income or expense
2
69
33
6
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
41
22
3
Past service costs (1)
\u2014
\u2014
\u2014
\u2014
Remeasurements:
(34)
(45)
104
(121)
Return on plan assets (2)
(34)
(45)
104
(121)
From changes in demographic assumptions
\u2014
\u2014
\u2014
\u2014
From changes in financial assumptions
\u2014
\u2014
\u2014
\u2014
Other actuarial gains and losses
\u2014
\u2014
\u2014
\u2014
Benefit payments
(27)
(77)
(9)
(12)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
139
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
72
(52)
(6)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
\u2014
\u2014
\u2014
\u2014
Balance at the end
147
853
315
293
Net liability (asset)
Balance at the beginning
3,464
124
63
24
Current service cost
4
7
13
3
Interest income or expense
51
14
10
4
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
(41)
(22)
(3)
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(643)
152
62
(1)
Return on plan assets (2)
34
45
(104)
121
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(484)
\u2014
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
13
(18)
(3)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,399
132
103
25
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
The change in net liabilities (assets) during the years ended December 31, 2021 and 2020 was as follows:
Post-employment commitments (Millions of Euros)
2021: Net liability (assets)
2020: Net liability (assets)
Spain
Mexico
Turkey
Rest of
the
world
Spain
Mexico
The
United
States
Turkey
Rest of
the
world
Balance at the beginning
4,039
28
85
27
4,326
72
52
86
38
Current service cost
5
5
16
3
5
5
1
18
3
Interest income or expense
20
1
9
1
28
6
2
8
1
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
11
(2)
(11)
(1)
\u2014
(86)
\u2014
(14)
(1)
Past service costs (1)
75
\u2014
2
2
224
(1)
\u2014
2
3
Remeasurements:
(98)
128
10
(5)
95
62
(4)
18
(14)
Return on plan assets (2)
8
49
(11)
19
(41)
(31)
(35)
23
(26)
From changes in demographic assumptions
\u2014
(4)
\u2014
(2)
60
\u2014
(3)
\u2014
\u2014
From changes in financial assumptions
(61)
84
(18)
(7)
79
(19)
34
54
17
Other actuarial gains and losses
(45)
(2)
39
(15)
(3)
112
\u2014
(59)
(5)
Benefit payments
(599)
(1)
(6)
(1)
(643)
(1)
(2)
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(40)
\u2014
(2)
\u2014
(19)
(44)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
5
(43)
1
\u2014
(10)
(5)
(26)
(4)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other\u00a0 effects
12
\u2014
\u2014
\u2014
3
\u2014
\u2014
\u2014
\u2014
Balance at the end
3,464
124
63
24
4,039
28
\u2014
85
27
(1) Includes gains and losses from settlements.
(2) Excludes interest which is reflected in the line item \u201cInterest income and expense\u201d.
In Spain, local regulation requires that pension and death benefit commitments must be funded, either through a qualified pension
plan or an insurance contract.
In the Spanish entities these commitments are covered by insurance contracts which meet the requirements of the accounting
standard regarding the non-recoverability of contributions. However, a significant number of the insurance contracts are with BBVA
Seguros, S.A. \u2013 a consolidated subsidiary and related party \u2013 and consequently these policies cannot be considered plan assets
under IAS 19. For this reason, the liabilities insured under these policies are fully recognized under the heading \"Provisions \u2013 Pensions
and other post-employment defined benefit obligations\" of the consolidated balance sheet (see Note 24), while the related assets
held by the insurance company are included within the Group\u00b4s consolidated assets (recorded according to the classification of the
corresponding financial instruments). As of December 31, 2022 the value of these separate assets was \u20ac1,656 million, (\u20ac2,326 and
\u20ac2,572 million as of December 31, 2021 and 2020, respectively) representing direct rights of the insured employees held in the
consolidated balance sheet, hence these benefits are effectively fully funded.
On the other hand, some pension commitments have been funded through insurance contracts with insurance companies not related
to the Group. In this case the consolidated balance sheet reflects the value of the obligations net of the fair value of the qualifying
insurance policies. As of December 31, 2022, 2021 and 2020, the value of the aforementioned insurance policies (\u20ac147, \u20ac206 and
\u20ac249 million, respectively) exactly match the value of the corresponding obligations and therefore no amount for this item has been
recorded in the consolidated balance sheet.
Pension benefits are paid by the insurance companies with whom BBVA has insurance contracts and to whom all insurance premiums
have been paid. The premiums are determined by the insurance companies using cash flow matching techniques to ensure that
benefits can be met when due, guaranteeing both the actuarial and interest rate risk.
In Mexico, there is a defined benefit plan for employees hired prior to 2001. Other employees participate in a defined contribution
plan. External funds/trusts have been constituted locally to meet benefit payments as required by local regulation.
In 2008, the Turkish government passed a law to unify the different existing pension systems under a single umbrella Social Security
system. Such system provides for the transfer of the various previously established funds. The financial sector is in this stage at
present, maintaining these pension commitments managed by external pension funds (foundations) established for that purpose.
The foundation that maintains the assets and liabilities relating to employees of Garanti BBVA in Turkey, as per the local regulatory
requirements, has registered an obligation amounting to \u20ac292 million as of December 31, 2022 pending future transfer to the Social
Security system. Furthermore, Garanti BBVA has set up a defined benefit pension plan for employees, additional to the social security
benefits, reflected in the consolidated balance sheet.
Medical benefit commitments
The change in defined benefit obligations and plan assets during the years 2022, 2021 and 2020 was as follows:
Medical benefits commitments (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
1,377
1,494
(116)
1,562
1,484
77
1,580
1,532
48
Current service cost
19
\u2014
19
24
\u2014
24
21
\u2014
21
Interest income or expense
144
157
(14)
131
129
2
117
120
(3)
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
\u2014
\u2014
\u2014
1
(1)
\u2014
22
(22)
Past service costs (1)
28
\u2014
28
(5)
\u2014
(5)
(8)
\u2014
(8)
Remeasurements:
(215)
(144)
(71)
(377)
(119)
(257)
95
66
30
Return on plan assets (2)
\u2014
(144)
144
\u2014
(119)
119
\u2014
66
(66)
From changes in demographic
assumptions
\u2014
\u2014
\u2014
(115)
\u2014
(115)
\u2014
\u2014
\u2014
From changes in financial
assumptions
(191)
\u2014
(191)
(257)
\u2014
(257)
110
\u2014
110
Other actuarial gain and losses
(23)
\u2014
(23)
(4)
\u2014
(4)
(15)
\u2014
(15)
Benefit payments
(60)
(60)
\u2014
(49)
(48)
\u2014
(37)
(37)
\u2014
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
139
\u2014
(39)
39
\u2014
(19)
19
Effect on changes in foreign exchange
rates
155
167
(11)
90
86
4
(207)
(201)
(6)
Other\u00a0 effects
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance at the end
1,448
1,476
(28)
1,377
1,494
(116)
1,562
1,484
77
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
In Mexico, there is a medical benefit plan for employees hired prior to 2007. New employees from 2007 are covered by a medical
insurance policy. An external trust has been constituted locally to fund the plan, in accordance with local legislation and Group policy.
In Turkey, employees are currently provided with medical benefits through a foundation in collaboration with the Social Security
system, although local legislation prescribes the future unification of this and similar systems into the general Social Security system
itself.
The valuation of these benefits and their accounting treatment follow the same methodology as that employed in the valuation of
pension commitments.
Estimated benefit payments
As of December 31, 2022, the estimated benefit payments over the next ten years for all the entities in Spain, Mexico and Turkey are
as follows:
Estimated benefit payments (Millions of Euros)
2023
2024
2025
2026
2027
2028 - 2032
Commitments in Spain
522
384
326
279
242
794
Commitments in Mexico
159
171
180
189
198
1,148
Commitments in Turkey
19
16
20
24
31
265
Total
700
571
526
493
471
2,208
Plan assets
The majority of the Group\u00b4s defined benefit plans are funded by plan assets held in external funds/trusts legally separate from the
Group sponsoring entity. However, in accordance with local regulation, some commitments are not externally funded and covered
through internally held provisions, principally those relating to early retirements.
Plan assets are those assets which will be used to directly settle the assumed commitments and which meet the following conditions:
they are not part of the Group sponsoring entities assets, they are available only to pay post-employment benefits and they cannot be
returned to the Group sponsoring entity.
To manage the assets associated with defined benefit plans, BBVA Group has established investment policies designed according to
criteria of prudence and minimizing the financial risks associated with plan assets.
The investment policy consists of investing in a low risk and diversified portfolio of assets with maturities consistent with the term of
the benefit obligation and which, together with contributions made to the plan, will be sufficient to meet benefit payments when due,
thus mitigating the plans\u2018 risks.
In those countries where plan assets are held in pension funds or trusts, the investment policy is developed consistently with local
regulation. When selecting specific assets, current market conditions, the risk profile of the assets and their future market outlook are
all taken into consideration. In all the cases, the selection of assets takes into consideration the term of the benefit obligations as well
as short-term liquidity requirements.
The risks associated with these commitments are those which give rise to a deficit in the plan assets. A deficit could arise from factors
such as a fall in the market value of plan assets, an increase in long-term interest rates leading to a decrease in the fair value of fixed
income securities, or a deterioration of the economy resulting in more write-downs and credit rating downgrades.
The table below shows the allocation of plan assets of the main companies of the BBVA Group as of December 31, 2022, 2021 and
2020:
Plan assets breakdown (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Asset-backed securities
\u2014
\u2014
\u2014
Structured debt
\u2014
\u2014
\u2014
Insurance contracts
183
148
140
Total
2,622
2,566
2,887
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
In addition to the above there are plan assets relating to the previously mentioned insurance contracts in Spain and the foundation in
Turkey.
The following table provides details of investments in listed securities (Level 1) as of December 31, 2022, 2021 and 2020:
Investments in listed markets (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (Government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Total
2,439
2,418
2,747
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
The remainder of the assets are mainly invested in Level 2 assets in in accordance with the classification established under IFRS 13
(mainly insurance contracts). As of December 31, 2022, almost all of the assets related to employee commitments corresponded to
fixed income securities.
Defined contribution plans
Certain Group entities sponsor defined contribution plans. Some of these plans allow employees to make contributions which are
then matched by the employer.
Contributions are recognized as and when they are accrued, with a charge to the consolidated income statement in the corresponding
year. No liability is therefore recognized in the consolidated balance sheet (see Note 44.1).
Commitments and guarantees given
The breakdown of the balance under these headings in the consolidated balance sheets is as follows:
Commitments and guarantees given (Millions of Euros)
Notes
2022
2021
2020
Loan commitments given
7.2.2
136,920
119,618
132,584
Of which: impaired
177
171
265
Central banks
\u2014
\u2014
\u2014
General governments
3,031
3,483
2,919
Credit institutions
15,407
16,085
11,426
Other financial corporations
5,895
4,583
5,862
Non-financial corporations
68,120
59,475
71,011
Households
44,467
35,991
41,366
Financial guarantees given
7.2.2
16,511
11,720
10,665
Of which: impaired (1)
281
245
290
Central banks
\u2014
\u2014
1
General governments
96
162
132
Credit institutions
475
312
339
Other financial corporations
1,263
1,026
587
Non-financial corporations
14,541
10,039
9,376
Households
135
181
231
Other commitments given
7.2.2
39,137
34,604
36,190
Of which: impaired (1)
689
541
477
Central banks
\u2014
2
124
General governments
215
212
199
Credit institutions
4,134
4,266
5,285
Other financial corporations
1,758
1,753
2,902
Non-financial corporations
32,858
28,224
27,496
Households
171
147
182
Total
7.2.2
192,568
165,941
179,440
(1) In December 2020, it includes the balance of the Group's businesses in the United States included in the USA Sale (see Notes, 3 and 21). Non-performing financial guarantees
given amounted to \u20ac970, \u20ac786, and \u20ac767 million, respectively, as of December 31, 2022, 2021 and 2020.
As of December 31, 2022 and 2021, the provisions for loan commitments, financial guarantees and other commitments given,
recorded in the consolidated balance sheet amounted to \u20ac243, \u20ac175 and \u20ac353; and \u20ac272 million, \u20ac164 million and \u20ac256 million,
respectively (see Note 24).
Since a significant portion of the amounts above will expire without any payment being made by the consolidated entities, the
aggregate balance of these commitments cannot be considered to be the actual future requirement for financing or liquidity to be
provided by the BBVA Group to third parties.
In the years 2022, 2021 and 2020, no issuance of debt securities carried out by associates of the BBVA Group, joint venture entities
or non-Group entities have been guaranteed,
Other contingent assets and liabilities
As of December 31, 2022, 2021 and 2020 there were no material contingent assets or liabilities other than those disclosed in the
Notes to the consolidated financial statements.
", "dimensions": { "concept": "ifrs-full:DisclosureOfCommitmentsAndContingentLiabilitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80MjEvZnJhZzo4OTc2ZTE0OGI2Zjk0ZTE2OTliNDQ5N2VhOTA3ZDdjNy90ZXh0cmVnaW9uOjg5NzZlMTQ4YjZmOTRlMTY5OWI0NDk3ZWE5MDdkN2M3XzIxOTkwMjMyNTU5Njg4_8c46cb23-5bee-433d-b395-ecb805cd787a": { "value": "Post-employment and other employee benefit commitments
As stated in Note 2.2.11, the Group has assumed commitments with employees including short-term employee benefits (see Note
44.1), defined contribution and defined benefit plans (see Glossary), healthcare and other long-term employee benefits.
The Group sponsors defined-contribution plans for the majority of its active employees with the plans in Spain and Mexico being the
most significant. Most defined benefit plans are closed to new employees with liabilities relating largely to retired employees, the most
significant being those in Spain, Mexico and Turkey. In Mexico, the Group provides medical benefits to a closed group of employees
and their family members, both active service and in retirees.
The breakdown of the net defined benefit liability recorded on the balance sheet as of December 31, 2022, 2021 and 2020 is provided
below:
Net defined benefit liability (asset) on the consolidated balance sheet (Millions of Euros)
Notes
2022
2021
2020
Pension commitments
3,661
4,218
4,539
Early retirement commitments
606
952
1,247
Medical benefits commitments
1,448
1,377
1,562
Other long term employee benefits
466
632
49
Total commitments
6,181
7,180
7,398
Pension plan assets
1,608
1,494
1,608
Medical benefit plan assets
1,476
1,494
1,484
Total plan assets (1)
3,084
2,988
3,092
Total net liability / asset
3,097
4,193
4,305
Of which: Net asset on the consolidated balance sheet (2)
(1)
(15)
(16)
Of which: Net liability on the consolidated balance sheet for
provisions for pensions and similar obligations (3)
24
2,632
3,576
4,272
Of which: Net liability on the consolidated balance sheet for other
long term employee benefits (4)
24
466
632
49
(1) In Turkey, the foundation responsible for managing the benefit commitments holds an additional asset of \u20ac188 million as of December 31, 2022 which, in accordance with IFRS
regarding the asset ceiling, has not been recognized in the Consolidated Financial Statements, because although it could be used to reduce future pension contributions it could
not be immediately refunded to the employer.
(2) Recorded under the heading \u201cOther Assets - Other\u201d of the consolidated balance sheet (see Note 20).
(3) Recorded under the heading \u201cProvisions - Provisions for pensions and similar obligations\u201d of the consolidated balance sheet.
(4) Recorded under the heading \u201cProvisions \u2013 Other long-term employee benefits\u201d of the consolidated balance sheet. The variation is mainly explained by the collective layoff
procedure that was carried out at Banco Bilbao Vizcaya Argentaria, S.A.
The impact relating to benefit commitments charged to consolidated income statement for the years 2022, 2021 and 2020 is as
follows:
Consolidated income statement impact (Millions of Euros)
Notes
2022
2021
2020
Interest and other expense
75
37
44
Interest expense
342
257
265
Interest income
(267)
(220)
(220)
Personnel expense
130
120
121
Defined contribution plan expense
44.1
87
71
72
Defined benefit plan expense
44.1
43
49
49
Provisions or (reversal) of provisions
46
(89)
61
210
Early retirement expense
\u2014
100
224
Past service cost expense
34
(28)
(8)
Remeasurements (1)
(126)
(16)
(11)
Other provision expense
3
6
4
Total impact on consolidated income statement: expense (income)
116
218
375
(1) Actuarial losses (gains) on remeasurement of the net defined benefit liability relating to early retirements in Spain and other long-term employee benefits that are charged to
the income statements (see Note 2.2.12).
The amounts relating to post-employment benefits charged to the consolidated balance sheet correspond to the actuarial gains
(losses) on remeasurement of the net defined benefit liability relating to pension and medical commitments before income taxes as of
December 31, 2022, 2021 and 2020 are as follows:
Equity impact (Millions of Euros)
2022
2021
2020
Defined benefit plans
(363)
52
161
Post-employment medical benefits
(71)
(257)
30
Total impact on equity: debit (credit)
(433)
(206)
191
In 2022, the aggregate impact of this heading amounted to a credit of \u20ac433 million driven by the variation in financial assumptions,
gains of \u20ac558 million from commitments in Spain, and losses of \u20ac72 million for commitments in Mexico. These amounts are offset by
other minor effects of actuarial experience in these geographical areas and financial, demographic and experience effects in other
geographical areas.
In 2021, the aggregate impact of this heading amounted to a credit of \u20ac206 million driven by the variation in financial assumptions,
gains of \u20ac171 million for the commitments in Mexico, and gains of \u20ac55 million for the commitments in Spain. These amounts are
offset by other geographies and demographic and experience effects.
In 2020, the aggregate impact of this heading amounted to a debit of \u20ac191 million, driven mainly by the variation in interest rates and
losses on commitments (\u20ac91 million in Mexico and \u20ac68 million in Spain) and, to a lesser extent, the updating of the mortality tables in
Spain (\u20ac49 million losses). These amounts are partially offset by the effect in other geographies and experience.
Defined benefit plans
Defined benefit commitments relate mainly to employees who have already retired or taken early retirement, certain closed groups of
active employees still accruing defined benefit pensions, and in-service death and disability benefits provided to most active
employees. For the latter, the Group pays the required premiums to fully insure the related liability. The change in these pension
commitments during the years ended December 31, 2022, 2021 and 2020 is presented below:
Defined benefits (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
6,547
2,988
3,560
7,348
3,092
4,256
8,116
3,493
4,622
Current service cost
45
\u2014
45
53
\u2014
53
53
\u2014
53
Interest income/expense
333
267
65
253
220
33
261
219
42
Contributions by plan
participants
10
10
\u2014
5
5
\u2014
4
4
\u2014
Employer contributions
\u2014
67
(67)
\u2014
4
(4)
\u2014
124
(124)
Past service costs (1)
34
\u2014
34
75
\u2014
75
219
\u2014
219
Remeasurements:
(741)
(240)
(501)
(406)
(184)
(223)
364
176
187
\u00a0 \u00a0 \u00a0 Return on plan assets (2)
\u2014
(240)
240
\u2014
(184)
184
\u2014
176
(176)
From changes in
demographic assumptions
(29)
\u2014
(29)
(121)
\u2014
(121)
57
\u2014
57
From changes in financial
assumptions
(812)
\u2014
(812)
(259)
\u2014
(259)
276
\u2014
276
Other actuarial gains and
losses
100
\u2014
100
(27)
\u2014
(27)
30
\u2014
30
Benefit payments
(676)
(184)
(492)
(765)
(158)
(608)
(839)
(185)
(654)
Settlement payments
(4)
(4)
\u2014
(1)
(1)
\u2014
\u2014
\u2014
\u2014
Business combinations and
disposals (3)
\u2014
\u2014
\u2014
(2)
1
(3)
(371)
(327)
(44)
Effect on changes in foreign
exchange rates
161
180
(20)
(24)
8
(32)
(459)
(409)
(50)
Conversions to defined
contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
7
13
\u2014
13
1
(3)
4
Balance at the end
5,715
3,084
2,631
6,547
2,988
3,560
7,348
3,092
4,256
Of which: Spain
2,546
147
2,399
3,670
206
3,464
4,288
249
4,039
Of which: Mexico
2,426
2,329
97
2,150
2,149
1
2,219
2,122
97
Of which: The United States
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Of which: Turkey
418
315
103
272
209
63
367
282
85
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
(3) The amount in 2020 in mainly due to the companies in the United States included in the USA Sale (see Notes 3 and 21).
The balance under the heading \u201cProvisions - Pensions and other post-employment defined benefit obligations\u201d of the consolidated
balance sheet as of December 31, 2022 includes \u20ac201 million relating to post-employment benefit commitments to former members
of the Board of Directors and the Bank\u2019s Management (see Note 54).
The most significant commitments are those in Spain and Mexico and, to a lesser extent, in Turkey. The remaining commitments are
located mostly in Portugal and South America. Unless otherwise required by local regulation, all defined benefit plans have been
closed to new entrants, who instead are able to participate in the Group\u00b4s defined contribution plans.
Both the costs and the present value of the commitments are determined by independent qualified actuaries using the \u201cprojected unit
credit\u201d method. In order to guarantee the good governance of these plans, the Group has established specific benefits committees.
These benefit committees include members from the different areas of the business to ensure that all decisions are made taking into
consideration all of the associated impacts.
The following table sets out the key actuarial assumptions used in the valuation of these commitments as of December 31, 2022, 2021
and 2020:
Actuarial assumptions (%)
2022
2021
2020
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Spain
Mexico
Turkey
Discount rate
3.91 %
10.68 %
17.79 %
0.74 %
9.68 %
19.10 %
0.53 %
8.37 %
13.00 %
Rate of salary increase
\u2014
4.50 %
15.86 %
\u2014
4.00 %
16.60 %
\u2014
4.00 %
11.20 %
Rate of pension increase
\u2014
4.41 %
14.36 %
\u2014
2.95 %
15.10 %
\u2014
1.94 %
9.70 %
Medical cost trend rate
\u2014
8.04 %
18.56 %
\u2014
7.00 %
19.30 %
\u2014
7.00 %
13.90 %
Mortality tables
PER 2020
EMSSA09
TUIK 2019
PER 2020
EMSSA09
CSO2001
PER 2020
EMSSA09
CSO2001
In Spain, the discount rate shown as of December 31, 2022, corresponds to the weighted average rate, the actual discount rates used
are 3.75% and 4% depending on the type of commitment.
Discount rates used to value future benefit cash flows have been determined by reference to high quality corporate bonds (Note
2.2.12) denominated in Euro in the case of Spain and Mexican peso for Mexico, and government bonds denominated in Turkish Lira
for Turkey.
The expected return on plan assets has been set in line with the adopted discount rate.
Assumed retirement ages have been set by reference to the earliest age at which employees are entitled to retire, the contractually
agreed age in the case of early retirements in Spain or by using retirement rates.
Changes in the main actuarial assumptions may affect the valuation of the commitments. The table below shows the sensitivity of the
benefit obligations to changes in the key assumptions:
Sensitivity analysis (Millions of Euros)
Basis points
change
2022
2021
2020
Increase
Decrease
Increase
Decrease
Increase
Decrease
Discount rate
50
(321)
350
(282)
307
(354)
390
Rate of salary increase
50
1
(1)
2
(2)
4
(4)
Rate of pension increase
50
32
(39)
28
(26)
29
(27)
Medical cost trend rate
50
119
(106)
109
(98)
145
(129)
Change in obligation from each
additional year of longevity
113
\u2014
170
\u2014
211
\u2014
The sensitivities provided above have been determined at the date of these consolidated financial statements, and reflect solely the
impact of changing one individual assumption at a time, keeping the rest of the assumptions unchanged, thereby excluding the
effects which may result from combined assumption changes.
In addition to the commitments to employees shown above, the Group has other less material long-term employee benefits. These
include long-service awards, which consist of either an established monetary award or some vacation days granted to certain groups
of employees when they complete a given number of years of service. Additionally, this heading included a fund related to the
collective layoff procedure that was carried out in Banco Bilbao Vizcaya Argentaria, S.A. in 2021. As of December 31, 2022, 2021 and
2020, the actuarial liabilities for the outstanding awards amounted to \u20ac466 million, \u20ac632 million and \u20ac49 million, respectively. These
commitments are recorded under the heading \"Provisions - Other long-term employee benefits\" of the consolidated balance sheet
(see Note 24).
Post-employment commitments and similar obligations
These commitments relate mostly to pension payments, and which have been determined based on salary and years of service. For
most plans, pension payments are due on retirement, death and long term disability.
In 2021 and 2020 the Group entities in Spain offered certain employees the option to take retirement or early retirement (that is,
earlier than the age stipulated in the collective labor agreement in force). This offer was accepted by 432 and 781 employees during
2021 and 2020, respectively (0 employees in 2022). These commitments include the compensation and indemnities due as well as
the contributions payable to external pension funds during the early retirement period. As of December 31, 2022, 2021 and 2020, the
value of these commitments amounted to \u20ac606 million, \u20ac952 million and \u20ac1,247 million, respectively.
The change in the benefit plan obligations and plan assets during the year ended December 31, 2022 was as follows:
Post-employment commitments 2022 (Millions of Euros)
Spain
Mexico
Turkey
Rest of the
world
Defined benefit obligation
Balance at the beginning
3,670
779
272
449
Current service cost
4
7
13
3
Interest income or expense
53
84
42
10
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
\u2014
\u2014
\u2014
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(677)
107
166
(122)
Return on plan assets (2)
\u2014
\u2014
\u2014
\u2014
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(511)
(77)
(15)
(13)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
\u2014
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
85
(70)
(9)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,546
985
418
318
Of which: Vested benefit obligation relating to current employees
2,491
Of which: Vested benefit obligation relating to retired employees
55
Plan Assets
Balance at the beginning
206
655
209
424
Current service cost
\u2014
\u2014
\u2014
\u2014
Interest income or expense
2
69
33
6
Contributions by plan participants
\u2014
\u2014
8
1
Employer contributions
\u2014
41
22
3
Past service costs (1)
\u2014
\u2014
\u2014
\u2014
Remeasurements:
(34)
(45)
104
(121)
Return on plan assets (2)
(34)
(45)
104
(121)
From changes in demographic assumptions
\u2014
\u2014
\u2014
\u2014
From changes in financial assumptions
\u2014
\u2014
\u2014
\u2014
Other actuarial gains and losses
\u2014
\u2014
\u2014
\u2014
Benefit payments
(27)
(77)
(9)
(12)
Settlement payments
\u2014
(1)
\u2014
(3)
Business combinations and disposals
\u2014
139
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
72
(52)
(6)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
\u2014
\u2014
\u2014
\u2014
Balance at the end
147
853
315
293
Net liability (asset)
Balance at the beginning
3,464
124
63
24
Current service cost
4
7
13
3
Interest income or expense
51
14
10
4
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
(41)
(22)
(3)
Past service costs (1)
\u2014
1
2
3
Remeasurements:
(643)
152
62
(1)
Return on plan assets (2)
34
45
(104)
121
From changes in demographic assumptions
\u2014
\u2014
(37)
8
From changes in financial assumptions
(643)
73
82
(132)
Other actuarial gains and losses
(34)
34
122
2
Benefit payments
(484)
\u2014
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
13
(18)
(3)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
Other effects
7
\u2014
\u2014
\u2014
Balance at the end
2,399
132
103
25
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
The change in net liabilities (assets) during the years ended December 31, 2021 and 2020 was as follows:
Post-employment commitments (Millions of Euros)
2021: Net liability (assets)
2020: Net liability (assets)
Spain
Mexico
Turkey
Rest of
the
world
Spain
Mexico
The
United
States
Turkey
Rest of
the
world
Balance at the beginning
4,039
28
85
27
4,326
72
52
86
38
Current service cost
5
5
16
3
5
5
1
18
3
Interest income or expense
20
1
9
1
28
6
2
8
1
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
11
(2)
(11)
(1)
\u2014
(86)
\u2014
(14)
(1)
Past service costs (1)
75
\u2014
2
2
224
(1)
\u2014
2
3
Remeasurements:
(98)
128
10
(5)
95
62
(4)
18
(14)
Return on plan assets (2)
8
49
(11)
19
(41)
(31)
(35)
23
(26)
From changes in demographic assumptions
\u2014
(4)
\u2014
(2)
60
\u2014
(3)
\u2014
\u2014
From changes in financial assumptions
(61)
84
(18)
(7)
79
(19)
34
54
17
Other actuarial gains and losses
(45)
(2)
39
(15)
(3)
112
\u2014
(59)
(5)
Benefit payments
(599)
(1)
(6)
(1)
(643)
(1)
(2)
(6)
(1)
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(40)
\u2014
(2)
\u2014
(19)
(44)
\u2014
\u2014
Effect on changes in foreign exchange rates
\u2014
5
(43)
1
\u2014
(10)
(5)
(26)
(4)
Conversions to defined contributions
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other\u00a0 effects
12
\u2014
\u2014
\u2014
3
\u2014
\u2014
\u2014
\u2014
Balance at the end
3,464
124
63
24
4,039
28
\u2014
85
27
(1) Includes gains and losses from settlements.
(2) Excludes interest which is reflected in the line item \u201cInterest income and expense\u201d.
In Spain, local regulation requires that pension and death benefit commitments must be funded, either through a qualified pension
plan or an insurance contract.
In the Spanish entities these commitments are covered by insurance contracts which meet the requirements of the accounting
standard regarding the non-recoverability of contributions. However, a significant number of the insurance contracts are with BBVA
Seguros, S.A. \u2013 a consolidated subsidiary and related party \u2013 and consequently these policies cannot be considered plan assets
under IAS 19. For this reason, the liabilities insured under these policies are fully recognized under the heading \"Provisions \u2013 Pensions
and other post-employment defined benefit obligations\" of the consolidated balance sheet (see Note 24), while the related assets
held by the insurance company are included within the Group\u00b4s consolidated assets (recorded according to the classification of the
corresponding financial instruments). As of December 31, 2022 the value of these separate assets was \u20ac1,656 million, (\u20ac2,326 and
\u20ac2,572 million as of December 31, 2021 and 2020, respectively) representing direct rights of the insured employees held in the
consolidated balance sheet, hence these benefits are effectively fully funded.
On the other hand, some pension commitments have been funded through insurance contracts with insurance companies not related
to the Group. In this case the consolidated balance sheet reflects the value of the obligations net of the fair value of the qualifying
insurance policies. As of December 31, 2022, 2021 and 2020, the value of the aforementioned insurance policies (\u20ac147, \u20ac206 and
\u20ac249 million, respectively) exactly match the value of the corresponding obligations and therefore no amount for this item has been
recorded in the consolidated balance sheet.
Pension benefits are paid by the insurance companies with whom BBVA has insurance contracts and to whom all insurance premiums
have been paid. The premiums are determined by the insurance companies using cash flow matching techniques to ensure that
benefits can be met when due, guaranteeing both the actuarial and interest rate risk.
In Mexico, there is a defined benefit plan for employees hired prior to 2001. Other employees participate in a defined contribution
plan. External funds/trusts have been constituted locally to meet benefit payments as required by local regulation.
In 2008, the Turkish government passed a law to unify the different existing pension systems under a single umbrella Social Security
system. Such system provides for the transfer of the various previously established funds. The financial sector is in this stage at
present, maintaining these pension commitments managed by external pension funds (foundations) established for that purpose.
The foundation that maintains the assets and liabilities relating to employees of Garanti BBVA in Turkey, as per the local regulatory
requirements, has registered an obligation amounting to \u20ac292 million as of December 31, 2022 pending future transfer to the Social
Security system. Furthermore, Garanti BBVA has set up a defined benefit pension plan for employees, additional to the social security
benefits, reflected in the consolidated balance sheet.
Medical benefit commitments
The change in defined benefit obligations and plan assets during the years 2022, 2021 and 2020 was as follows:
Medical benefits commitments (Millions of Euros)
2022
2021
2020
Defined
benefit
obligation
Plan
assets
Net liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Defined
benefit
obligation
Plan
assets
Net
liability
(asset)
Balance at the beginning
1,377
1,494
(116)
1,562
1,484
77
1,580
1,532
48
Current service cost
19
\u2014
19
24
\u2014
24
21
\u2014
21
Interest income or expense
144
157
(14)
131
129
2
117
120
(3)
Contributions by plan participants
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Employer contributions
\u2014
\u2014
\u2014
\u2014
1
(1)
\u2014
22
(22)
Past service costs (1)
28
\u2014
28
(5)
\u2014
(5)
(8)
\u2014
(8)
Remeasurements:
(215)
(144)
(71)
(377)
(119)
(257)
95
66
30
Return on plan assets (2)
\u2014
(144)
144
\u2014
(119)
119
\u2014
66
(66)
From changes in demographic
assumptions
\u2014
\u2014
\u2014
(115)
\u2014
(115)
\u2014
\u2014
\u2014
From changes in financial
assumptions
(191)
\u2014
(191)
(257)
\u2014
(257)
110
\u2014
110
Other actuarial gain and losses
(23)
\u2014
(23)
(4)
\u2014
(4)
(15)
\u2014
(15)
Benefit payments
(60)
(60)
\u2014
(49)
(48)
\u2014
(37)
(37)
\u2014
Settlement payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Business combinations and disposals
\u2014
(139)
139
\u2014
(39)
39
\u2014
(19)
19
Effect on changes in foreign exchange
rates
155
167
(11)
90
86
4
(207)
(201)
(6)
Other\u00a0 effects
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance at the end
1,448
1,476
(28)
1,377
1,494
(116)
1,562
1,484
77
(1) Including gains and losses arising from settlements.
(2) Excluding interest, which is recorded under \"Interest income or expense\".
In Mexico, there is a medical benefit plan for employees hired prior to 2007. New employees from 2007 are covered by a medical
insurance policy. An external trust has been constituted locally to fund the plan, in accordance with local legislation and Group policy.
In Turkey, employees are currently provided with medical benefits through a foundation in collaboration with the Social Security
system, although local legislation prescribes the future unification of this and similar systems into the general Social Security system
itself.
The valuation of these benefits and their accounting treatment follow the same methodology as that employed in the valuation of
pension commitments.
Estimated benefit payments
As of December 31, 2022, the estimated benefit payments over the next ten years for all the entities in Spain, Mexico and Turkey are
as follows:
Estimated benefit payments (Millions of Euros)
2023
2024
2025
2026
2027
2028 - 2032
Commitments in Spain
522
384
326
279
242
794
Commitments in Mexico
159
171
180
189
198
1,148
Commitments in Turkey
19
16
20
24
31
265
Total
700
571
526
493
471
2,208
Plan assets
The majority of the Group\u00b4s defined benefit plans are funded by plan assets held in external funds/trusts legally separate from the
Group sponsoring entity. However, in accordance with local regulation, some commitments are not externally funded and covered
through internally held provisions, principally those relating to early retirements.
Plan assets are those assets which will be used to directly settle the assumed commitments and which meet the following conditions:
they are not part of the Group sponsoring entities assets, they are available only to pay post-employment benefits and they cannot be
returned to the Group sponsoring entity.
To manage the assets associated with defined benefit plans, BBVA Group has established investment policies designed according to
criteria of prudence and minimizing the financial risks associated with plan assets.
The investment policy consists of investing in a low risk and diversified portfolio of assets with maturities consistent with the term of
the benefit obligation and which, together with contributions made to the plan, will be sufficient to meet benefit payments when due,
thus mitigating the plans\u2018 risks.
In those countries where plan assets are held in pension funds or trusts, the investment policy is developed consistently with local
regulation. When selecting specific assets, current market conditions, the risk profile of the assets and their future market outlook are
all taken into consideration. In all the cases, the selection of assets takes into consideration the term of the benefit obligations as well
as short-term liquidity requirements.
The risks associated with these commitments are those which give rise to a deficit in the plan assets. A deficit could arise from factors
such as a fall in the market value of plan assets, an increase in long-term interest rates leading to a decrease in the fair value of fixed
income securities, or a deterioration of the economy resulting in more write-downs and credit rating downgrades.
The table below shows the allocation of plan assets of the main companies of the BBVA Group as of December 31, 2022, 2021 and
2020:
Plan assets breakdown (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Asset-backed securities
\u2014
\u2014
\u2014
Structured debt
\u2014
\u2014
\u2014
Insurance contracts
183
148
140
Total
2,622
2,566
2,887
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
In addition to the above there are plan assets relating to the previously mentioned insurance contracts in Spain and the foundation in
Turkey.
The following table provides details of investments in listed securities (Level 1) as of December 31, 2022, 2021 and 2020:
Investments in listed markets (Millions of Euros)
2022
2021
2020
Cash or cash equivalents
169
24
38
Debt securities (Government bonds)
2,270
2,394
2,707
Mutual funds
\u2014
1
1
Total
2,439
2,418
2,747
Of which: Bank account in BBVA
7
3
4
Of which: Debt securities issued by BBVA
\u2014
\u2014
\u2014
Of which: Property occupied by BBVA
\u2014
\u2014
\u2014
The remainder of the assets are mainly invested in Level 2 assets in in accordance with the classification established under IFRS 13
(mainly insurance contracts). As of December 31, 2022, almost all of the assets related to employee commitments corresponded to
fixed income securities.
Defined contribution plans
Certain Group entities sponsor defined contribution plans. Some of these plans allow employees to make contributions which are
then matched by the employer.
Contributions are recognized as and when they are accrued, with a charge to the consolidated income statement in the corresponding
year. No liability is therefore recognized in the consolidated balance sheet (see Note 44.1).
Personnel expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Personnel expense (Millions of Euros)
Notes
2022
2021
2020
Wages and salaries
4,317
3,933
3,610
Social security costs
710
668
671
Defined contribution plan expense
25
87
71
72
Defined benefit plan expense
25
43
49
49
Other personnel expense
454
325
293
Total
5,612
5,046
4,695
Share-based employee remuneration
The amounts recognized under the heading \u201cAdministration costs - Personnel expense - Other personnel expense\u201d in the
consolidated income statements for the year ended December 31, 2022, 2021 and 2020, corresponding to the remuneration plans
based on equity instruments in each year, amounted to \u20ac32 million, \u20ac33 million and \u20ac16 million, respectively. These amounts have
been recognized with a corresponding entry under the heading \u201cShareholders\u2019 funds - Other equity\u201d in the consolidated balance
sheets, net of tax effect.
The characteristics of the Group's remuneration plans based on equity instruments are described below.
Variable remuneration in shares
BBVA has a specific remuneration scheme applicable to those employees whose professional activities have a material impact on the
risk profile of BBVA and/or its Group (hereinafter \u201cIdentified Staff\u201d) involving the delivery of BBVA shares or instruments linked to
BBVA shares, designed within the framework of applicable regulations to credit institutions and considering best practices and
recommendations at the local and international levels in this matter.
In 2022, this remuneration scheme is reflected in the following remuneration policies:
\u2013BBVA Group General Remuneration Policy, approved by the Board of Directors on June 30, 2021, that applies to employees
and BBVA Senior Management (excluding BBVA executive directors) and at Group companies with respect to which BBVA
exercises control over management. This policy includes the specific rules applicable to the members of the Identified Staff,
including BBVA Senior Management.
\u2013BBVA Directors\u2019 Remuneration Policy, approved by the General Shareholders\u2019 Meeting of BBVA held on April 20, 2021, that
it\u2019s applicable to the members of the Board of Directors of BBVA. The remuneration system for executive directors
corresponds, generally, with the applicable system to the Identified Staff, incorporating some particularities of their own,
derived from their condition of directors.
The variable remuneration for the Identified Staff members is subject to the following rules established in their corresponding
remuneration policies, specifically:
\u2013Annual Variable Remuneration for Identified Staff members for each financial year will be subject to ex ante adjustments, so
that it shall be reduced at the time of their appraisal in the event of a downturn in the Group\u2019s results or other parameters
such as the level of achievement of budgeted targets, and it will not accrue or it will accrue in a reduced amount, should a
certain level of profits and capital ratio not be achieved in accordance with the provisions of applicable regulations at any
given time.
\u201360% of the Annual Variable Remuneration will be vested and paid, if conditions are met, as a general rule, in the first four
months of the financial year following that to which the Annual Variable Remuneration corresponds (the \u201cUpfront Portion\u201d).
For executive directors, the rest of the members of the Senior Management and Identified Staff members with particularly
high variable remuneration, the Upfront Portion will be 40% of the Annual Variable Remuneration. The remaining portion
will be deferred in time (hereinafter the \u201cDeferred Portion\u201d) for a 5 year-period for executive directors and members of the
Senior Management, and 4 years for the remaining members of the Identified Staff.
\u201350% of the Annual Variable Remuneration, including both the Upfront Portion and the Deferred Portion, shall be established
in BBVA shares or in instruments linked to BBVA shares. As regards executive directors and the rest of the members of
Senior Management, 60% of the Deferred Portion shall be established in shares.
\u2013The shares or instruments awarded as Annual Variable Remuneration, both from the Upfront Portion and the Deferred
Portion, shall be withheld for a one-year period after delivery. This will not apply to those shares or instruments the sale of
which would be required to honor the payment of taxes accruing on delivery.
\u2013The Deferred Portion of the Annual Variable Remuneration may be reduced, but never increased, depending on the results
of multi-year performance indicators which are aligned with the Group\u2019s core risk management and control metrics related
to the solvency, liquidity, profitability or value creation.
\u2013The cash amounts of the Deferred Portion of Annual Variable Remuneration finally vested, shall be updated by applying the
Consumer Price Index (CPI), measured as year-on-year change in prices, or any other criteria established for such purposes
by the Board of Directors.
\u2013The entire Annual Variable Remuneration corresponding to each financial year shall be subject to arrangements for the
reduction of variable remuneration (\"malus\") and arrangements for the recovery of variable remuneration already paid
(\"clawback\") during the whole deferral and withholding period, which will be applicable in the event of the occurrence of any
of the circumstances expressly named in the remuneration policies.
\u2013No personal hedging strategies or insurances shall be used in connection with variable remuneration or liability that may
undermine the effects of alignment with prudent risk management.
\u2013The variable component of the remuneration for a financial year (understood as the sum of all variable components of the
remuneration) shall be limited to a maximum amount of 100% of the fixed component of the total remuneration
(understood as the sum of all fixed components of the remuneration), unless the General Shareholders' Meeting of BBVA
resolves to increase this percentage up to a maximum of 200%.
In this regard, the General Shareholders\u2019 Meeting of BBVA held on March 18, 2022 resolved to increase this limit to a
maximum level of 200% of the fixed component of the total remuneration for a given number of the Identified Staff
members, in the terms indicated in the report issued for this purpose by the Board of Directors dated February 9, 2022.
\u2013Any type of remuneration, other than Annual Variable Remuneration, considered to be variable remuneration shall be
subject to the rules regarding award, vesting and payment applicable in accordance with the type and nature of the
remuneration component itself.
During 2022, in accordance with the applicable remuneration policies, the right to receive a total amount of 3,420,608 BBVA shares
or instruments linked to BBVA shares corresponding mostly to the Upfront Portion of 2021 Annual Variable Remuneration and other
variable components of remuneration, was accrued by the Identified Staff.
Additionally, according to the Remuneration Policy applicable in 2017, during 2022 a total amount of 106,072 BBVA shares
corresponding to the second payment of the Deferred Portion of 2017 Annual Variable Remuneration of executive directors and the
rest of the members of Senior Management were delivered.
Finally, according to the Remuneration Policy applicable in 2018, during 2022 a total amount of 3,739,044 BBVA shares were
delivered to the Identified Staff corresponding to the first payment of the Deferred Portion of 2018 Annual Variable Remuneration of
executive directors and the rest of the members of Senior Management and to the full Deferred Portion of the 2018 Annual Variable
Remuneration of the rest of the Identified Staff.
Detailed information on the delivery of shares to executive directors and the rest of the members of Senior Management of BBVA who
held this position as of December 31, 2022, is included in Note 54.
Lastly, in line with specific regulation applicable in Portugal and Brazil, BBVA IFIC and BBVA Brazil Banco de Investimento have
identified (on an individual basis, respectively) the staff in these countries whose annual variable remuneration should be subject to a
specific settlement and payment scheme established in their corresponding remuneration policies, more specifically:
\u2013A percentage of the annual variable remuneration is subject to a three years deferral that shall be paid yearly over the
mentioned period.
\u201350% of the annual variable remuneration, both the upfront portion and deferred portion, shall be established in BBVA
shares.
\u2013In BBVA IFIC, resulting cash portions of the deferred portion of annual variable remuneration and subject to multi-year
performance indicators, finally delivered, shall be updated following the Consumer Price Index (CPI) measured as year-on-
year price variation.
\u2013In BBVA Brazil Banco de Investimento, both the cash amounts and share amounts of the deferred portion may be subject to
update adjustments in cash.
According to this remuneration scheme, during financial year 2022 a total of 21,774 BBVA shares corresponding to the upfront
portion of 2021 annual variable remuneration were delivered to these staff in Portugal and Brazil.
Additionally, during 2022 a total of 3,517 BBVA shares corresponding to the first third of the deferred portion of 2020 annual variable
remuneration were delivered to these staff in Portugal and Brazil as well as a total of 425 euros as adjustments for updates (for shares
delivered in Brazil), and a total of 4,422 BBVA shares corresponding to the second third of the deferred portion of 2019 annual
variable remuneration and 1,203 euros as adjustments for updates (for shares delivered in Brazil), and a total of 5.083 BBVA shares
corresponding to the last third of the deferred portion of 2018 annual variable remuneration and 2,195 euros as adjustments for
updates (for shares delivered in Brazil).", "dimensions": { "concept": "ifrs-full:DisclosureOfInformationAboutEmployeesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80NTQvZnJhZzpiNGQ2YWQ5YzZiYWY0ZDQ3ODFjMDBjZWZhZmM5NzJiNC90ZXh0cmVnaW9uOmI0ZDZhZDljNmJhZjRkNDc4MWMwMGNlZmFmYzk3MmI0XzIxOTkwMjMyNTU1NTM3_774488db-8c57-44ea-b375-7dc5af27d57a": { "value": "Common stock
As of December 31, 2022 BBVA\u2019s share capital amounted to \u20ac2,954,757,116.36 divided into 6,030,116,564 shares, while as of each of
December 31, 2021 and 2020 BBVA\u2019s share capital amounted to \u20ac3,267,264,424.20 divided into 6,667,886,580 shares. The
decrease was the result of the partial executions of the share capital reduction resolution adopted by the Ordinary General
Shareholders' Meeting of BBVA held on March 18, 2022, under item seven of its agenda, which were notified by means of Other
Relevant Information on June 15, 2022 and on September 30, 2022 (see Note 4).
As of December 31, 2022, 2021 and 2020, the shares were fully subscribed and paid-up registered, all of the same class and series, at
\u20ac0.49 par value each, represented through book-entry accounts. All of the Bank\u00b4s shares carry the same voting and dividend rights,
and no single stockholder enjoys special voting rights. Each and every share is part of the Bank\u2019s capital.
The Bank\u2019s shares are traded on the stock markets of Madrid, Barcelona, Bilbao and Valencia through the Sistema de Interconexi\u00f3n
Burs\u00e1til Espa\u00f1ol (Mercado Continuo), as well as on the London and Mexico stock markets. BBVA American Depositary Shares (ADSs)
traded on the New York Stock Exchange under the ticker \u201cBBVA\u201d.
Additionally, as of December 31, 2022, the shares of Banco BBVA Peru, S.A., BBVA Banco Provincial, S.A., Banco BBVA Colombia,
S.A., Banco BBVA Argentina, S.A., and Garanti BBVA A.S., were listed on their respective local stock markets. Banco BBVA Argentina,
S.A. was also quoted in the Latin American market (Latibex) of the Madrid Stock Exchange and the New York Stock Exchange. Also,
the Depositary Receipts (\u201cDR\u201d) of Garanti BBVA, A.S. are listed in the London Stock Exchange. BBVA is also currently included,
amongst other indexes, in the IBEX 35\u00ae Index, which is made up by the 35 most liquid securities traded on the Spanish Market and,
technically, it is a price index that is weighted by capitalization and adjusted according to the free float of each company comprised in
the index.
As of December 31, 2022, State Street Bank and Trust Co., The Bank of New York Mellon SA NV and Chase Nominees Ltd in their
capacity as international custodian/depositary banks, held 14.88%, 2.12%, and 6.84% of BBVA common stock, respectively. Of said
positions held by the custodian banks, BBVA is not aware of any individual shareholders with direct or indirect holdings greater than
or equal to 3% of BBVA common stock outstanding.
On April 18, 2019, Blackrock, Inc. reported to the Spanish Securities and Exchange Commission (CNMV) that, it had an indirect
holding of BBVA common stock totaling 5.917%, of which 5.480% are voting rights attributed to shares and 0.437% are voting rights
through financial instruments.
BBVA is not aware of any direct or indirect interests through which control of the Bank may be exercised. Furthermore, BBVA has not
received any information on stockholder agreements including the regulation of the exercise of voting rights at its annual general
meetings or restricting or placing conditions on the free transferability of BBVA shares. No agreement is known to BBVA that could
give rise to changes in the control of the Bank.
BBVA banking subsidiaries, associates and joint ventures worldwide, are subject to supervision and regulation from a variety of
regulatory bodies in relation to, among other aspects, the satisfaction of minimum capital requirements. The obligation to satisfy such
capital requirements may affect the ability of such entities to transfer funds in the form of cash dividends, loans or advances. In
addition, under the laws of the various jurisdictions where such entities are incorporated, dividends may only be paid out through
funds legally available for such purpose. Even when the minimum capital requirements are met and funds are legally available, the
relevant regulators or other public administrations could discourage or delay the transfer of funds to the Group in the form of cash,
dividends, loans or advances for prudential reasons.
Resolutions adopted by the Annual General Meeting
Capital increase
BBVA's Annual General Shareholders' Meeting held on March 18, 2022 resolved, under agenda item four, to confer authority on the
Board of Directors of BBVA to increase BBVA's share capital, on one or several occasions, within the legal term of five years to be
counted as from the date on which this resolution was adopted, up to the maximum amount corresponding to 50% of BBVA's share
capital at the time of this authorization. Likewise, the Annual General Shareholders' Meeting resolved to confer on the Board of
Directors authority to totally or partially exclude shareholders' pre-emptive subscription rights within the framework of a specific
issue of shares that may be made thereunder.
However, the power to exclude pre-emptive subscription rights was limited, such that the nominal amount of any share capital
increases resolved or effectively carried out with the exclusion of pre-emptive subscription rights in use of this authority and those
that may be resolved or carried out to cover the conversion of convertible issuances that may equally be made with the exclusion of
pre-emptive subscription rights in use of the authority delegated to issue securities convertible into new BBVA shares (other than
contingently convertible securities, envisaged to meet regulatory requirements for their eligibility as capital instruments (CoCos)) as
resolved by BBVA's Annual General Shareholders' Meeting held on March 18, 2022 under agenda item five (without prejudice to anti-
dilution adjustments), may not exceed the nominal maximum overall amount of 10% of BBVA's share capital at the time of this
authorization. This authority repealed the authority conferred by the Annual General Meeting of Shareholders held on March 17, 2017
under its agenda item four, which BBVA did not use.
As of the date of this document, the Bank has not exercised the authority conferred by the General Shareholders' Meeting.
Capital Decrease
BBVA's Annual General Shareholders' Meeting held on March 18, 2022 resolved, under agenda item seven, to approve the share
capital reduction of BBVA by up to a maximum amount of 10% of the share capital on the date of this resolution, through the
redemption of own shares acquired derivatively by BBVA, both those acquired by virtue of the authorization granted by the BBVA
General Shareholders' Meeting held on March 16, 2018 under item three of the agenda, and those that may be acquired by virtue of
the authorization granted by the General Shareholders' Meeting held on March 18, 2022 under item six of the agenda, through any
mechanism whose objective or purpose is redemption. The implementation period of this resolution will end on the date of the next
Annual General Shareholders' Meeting, being rendered null and void from that date in respect of the amount not executed. The
Annual General Shareholders' Meeting conferred authority on the Board of Directors of BBVA, with sub-delegation powers, to totally
or partially execute the aforementioned share capital reduction, on one or more occasions, repealing the resolution adopted by the
Annual General Shareholders' Meeting held on April 20, 2021 under agenda item six, which BBVA did not use.\u00a0
Within the framework of the share buyback program (see Note 4), BBVA has executed the following share capital reductions during
the financial year 2022:
\u2013On June 15, 2022, BBVA notified the partial execution of the share capital reduction resolution adopted by the Annual
General Shareholders\u2019 Meeting of BBVA held on 18 March 2022, through the reduction of BBVA\u2019s share capital in a nominal
amount of \u20ac137,797,167.90 and the consequent redemption, charged to unrestricted reserves, of 281,218,710 own shares
of \u20ac0.49 par value each acquired derivatively by the Bank in execution of the First Tranche of the share buyback program
Scheme and which were held as treasury shares.
\u2013On September 30, 2022, BBVA notified through Other Relevant Information an additional partial execution of the share
capital reduction resolution adopted by the Annual General Shareholders\u2019 Meeting of BBVA held on 18 March 2022, through
the reduction of BBVA\u2019s share capital in a nominal amount of \u20ac174,710,139.94 and the consequent redemption, charged to
unrestricted reserves, of 356,551,306 own shares of \u20ac0.49 par value each acquired derivatively by the Bank in execution of
the First Segment and Second Segment of the Second Tranche of the share buyback program Scheme and which were held
as treasury shares.
Convertible and/or exchangeable securities:
Note 22.4 introduces the details of the convertible and/or exchangeable securities.
", "dimensions": { "concept": "ifrs-full:DisclosureOfIssuedCapitalExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80NTQvZnJhZzpiNGQ2YWQ5YzZiYWY0ZDQ3ODFjMDBjZWZhZmM5NzJiNC90ZXh0cmVnaW9uOmI0ZDZhZDljNmJhZjRkNDc4MWMwMGNlZmFmYzk3MmI0XzIxOTkwMjMyNTU1NTM3_816eadb2-2653-4b84-81a2-953c7472360d": { "value": "Common stock
As of December 31, 2022 BBVA\u2019s share capital amounted to \u20ac2,954,757,116.36 divided into 6,030,116,564 shares, while as of each of
December 31, 2021 and 2020 BBVA\u2019s share capital amounted to \u20ac3,267,264,424.20 divided into 6,667,886,580 shares. The
decrease was the result of the partial executions of the share capital reduction resolution adopted by the Ordinary General
Shareholders' Meeting of BBVA held on March 18, 2022, under item seven of its agenda, which were notified by means of Other
Relevant Information on June 15, 2022 and on September 30, 2022 (see Note 4).
As of December 31, 2022, 2021 and 2020, the shares were fully subscribed and paid-up registered, all of the same class and series, at
\u20ac0.49 par value each, represented through book-entry accounts. All of the Bank\u00b4s shares carry the same voting and dividend rights,
and no single stockholder enjoys special voting rights. Each and every share is part of the Bank\u2019s capital.
The Bank\u2019s shares are traded on the stock markets of Madrid, Barcelona, Bilbao and Valencia through the Sistema de Interconexi\u00f3n
Burs\u00e1til Espa\u00f1ol (Mercado Continuo), as well as on the London and Mexico stock markets. BBVA American Depositary Shares (ADSs)
traded on the New York Stock Exchange under the ticker \u201cBBVA\u201d.
Additionally, as of December 31, 2022, the shares of Banco BBVA Peru, S.A., BBVA Banco Provincial, S.A., Banco BBVA Colombia,
S.A., Banco BBVA Argentina, S.A., and Garanti BBVA A.S., were listed on their respective local stock markets. Banco BBVA Argentina,
S.A. was also quoted in the Latin American market (Latibex) of the Madrid Stock Exchange and the New York Stock Exchange. Also,
the Depositary Receipts (\u201cDR\u201d) of Garanti BBVA, A.S. are listed in the London Stock Exchange. BBVA is also currently included,
amongst other indexes, in the IBEX 35\u00ae Index, which is made up by the 35 most liquid securities traded on the Spanish Market and,
technically, it is a price index that is weighted by capitalization and adjusted according to the free float of each company comprised in
the index.
As of December 31, 2022, State Street Bank and Trust Co., The Bank of New York Mellon SA NV and Chase Nominees Ltd in their
capacity as international custodian/depositary banks, held 14.88%, 2.12%, and 6.84% of BBVA common stock, respectively. Of said
positions held by the custodian banks, BBVA is not aware of any individual shareholders with direct or indirect holdings greater than
or equal to 3% of BBVA common stock outstanding.
On April 18, 2019, Blackrock, Inc. reported to the Spanish Securities and Exchange Commission (CNMV) that, it had an indirect
holding of BBVA common stock totaling 5.917%, of which 5.480% are voting rights attributed to shares and 0.437% are voting rights
through financial instruments.
BBVA is not aware of any direct or indirect interests through which control of the Bank may be exercised. Furthermore, BBVA has not
received any information on stockholder agreements including the regulation of the exercise of voting rights at its annual general
meetings or restricting or placing conditions on the free transferability of BBVA shares. No agreement is known to BBVA that could
give rise to changes in the control of the Bank.
BBVA banking subsidiaries, associates and joint ventures worldwide, are subject to supervision and regulation from a variety of
regulatory bodies in relation to, among other aspects, the satisfaction of minimum capital requirements. The obligation to satisfy such
capital requirements may affect the ability of such entities to transfer funds in the form of cash dividends, loans or advances. In
addition, under the laws of the various jurisdictions where such entities are incorporated, dividends may only be paid out through
funds legally available for such purpose. Even when the minimum capital requirements are met and funds are legally available, the
relevant regulators or other public administrations could discourage or delay the transfer of funds to the Group in the form of cash,
dividends, loans or advances for prudential reasons.
Resolutions adopted by the Annual General Meeting
Capital increase
BBVA's Annual General Shareholders' Meeting held on March 18, 2022 resolved, under agenda item four, to confer authority on the
Board of Directors of BBVA to increase BBVA's share capital, on one or several occasions, within the legal term of five years to be
counted as from the date on which this resolution was adopted, up to the maximum amount corresponding to 50% of BBVA's share
capital at the time of this authorization. Likewise, the Annual General Shareholders' Meeting resolved to confer on the Board of
Directors authority to totally or partially exclude shareholders' pre-emptive subscription rights within the framework of a specific
issue of shares that may be made thereunder.
However, the power to exclude pre-emptive subscription rights was limited, such that the nominal amount of any share capital
increases resolved or effectively carried out with the exclusion of pre-emptive subscription rights in use of this authority and those
that may be resolved or carried out to cover the conversion of convertible issuances that may equally be made with the exclusion of
pre-emptive subscription rights in use of the authority delegated to issue securities convertible into new BBVA shares (other than
contingently convertible securities, envisaged to meet regulatory requirements for their eligibility as capital instruments (CoCos)) as
resolved by BBVA's Annual General Shareholders' Meeting held on March 18, 2022 under agenda item five (without prejudice to anti-
dilution adjustments), may not exceed the nominal maximum overall amount of 10% of BBVA's share capital at the time of this
authorization. This authority repealed the authority conferred by the Annual General Meeting of Shareholders held on March 17, 2017
under its agenda item four, which BBVA did not use.
As of the date of this document, the Bank has not exercised the authority conferred by the General Shareholders' Meeting.
Capital Decrease
BBVA's Annual General Shareholders' Meeting held on March 18, 2022 resolved, under agenda item seven, to approve the share
capital reduction of BBVA by up to a maximum amount of 10% of the share capital on the date of this resolution, through the
redemption of own shares acquired derivatively by BBVA, both those acquired by virtue of the authorization granted by the BBVA
General Shareholders' Meeting held on March 16, 2018 under item three of the agenda, and those that may be acquired by virtue of
the authorization granted by the General Shareholders' Meeting held on March 18, 2022 under item six of the agenda, through any
mechanism whose objective or purpose is redemption. The implementation period of this resolution will end on the date of the next
Annual General Shareholders' Meeting, being rendered null and void from that date in respect of the amount not executed. The
Annual General Shareholders' Meeting conferred authority on the Board of Directors of BBVA, with sub-delegation powers, to totally
or partially execute the aforementioned share capital reduction, on one or more occasions, repealing the resolution adopted by the
Annual General Shareholders' Meeting held on April 20, 2021 under agenda item six, which BBVA did not use.\u00a0
Within the framework of the share buyback program (see Note 4), BBVA has executed the following share capital reductions during
the financial year 2022:
\u2013On June 15, 2022, BBVA notified the partial execution of the share capital reduction resolution adopted by the Annual
General Shareholders\u2019 Meeting of BBVA held on 18 March 2022, through the reduction of BBVA\u2019s share capital in a nominal
amount of \u20ac137,797,167.90 and the consequent redemption, charged to unrestricted reserves, of 281,218,710 own shares
of \u20ac0.49 par value each acquired derivatively by the Bank in execution of the First Tranche of the share buyback program
Scheme and which were held as treasury shares.
\u2013On September 30, 2022, BBVA notified through Other Relevant Information an additional partial execution of the share
capital reduction resolution adopted by the Annual General Shareholders\u2019 Meeting of BBVA held on 18 March 2022, through
the reduction of BBVA\u2019s share capital in a nominal amount of \u20ac174,710,139.94 and the consequent redemption, charged to
unrestricted reserves, of 356,551,306 own shares of \u20ac0.49 par value each acquired derivatively by the Bank in execution of
the First Segment and Second Segment of the Second Tranche of the share buyback program Scheme and which were held
as treasury shares.
Convertible and/or exchangeable securities:
Note 22.4 introduces the details of the convertible and/or exchangeable securities.
Share premium
As of December 31, 2022, the balance under this heading in the consolidated balance sheets was \u20ac20,856 million. As of December 31,
2021 and 2020, the balance under this heading was \u20ac23,599 and \u20ac23,992 million, respectively (see Note 4).
The amended Spanish Corporation Act expressly permits the use of the share premium balance to increase capital and establishes no
specific restrictions as to its use (see Note 26).
Retained earnings, revaluation reserves and other reserves Breakdown of the balance
The breakdown of the balance under this heading in the consolidated balance sheets is as follows:
Retained earnings, revaluation reserves and other reserves. Breakdown by concepts (Millions of Euros)
2022
2021
2020
Legal reserve
591
653
653
Restricted reserve
482
761
120
Voluntary reserves (1)
3,906
3,994
8,117
Total reserves holding company (2)
4,979
5,409
8,890
Consolidation reserves attributed to the Bank and subsidiary consolidated companies
29,902
24,575
21,454
Total
34,881
29,984
30,344
(1) The variation in 2021 is mainly due to the allocation of earnings of BBVA, S.A. and the share buyback program (see Note 4).
(2) Total reserves of BBVA, S.A. (See Appendix IX).
Legal reserve
Under the amended Spanish Corporations Act, 10% of any profit made each year must be transferred to the legal reserve. The
transfer must be made until the legal reserve reaches 20% of the common stock.
The legal reserve can be used to increase the common stock provided that the remaining reserve balance does not fall below 10% of
the increased capital. While it does not exceed 20% of the common stock, it can only be allocated to offset losses exclusively in the
case that there are not sufficient reserves available.
Restricted reserves
As of December 31, 2022, 2021 and 2020, the Bank\u2019s restricted reserves are as follows:
Restricted reserves. Breakdown by concepts (Millions of Euros)
2022
2021
2020
Restricted reserve for retired capital (1)
400
88
88
Restricted reserve for Parent Company shares and loans for those shares (2)
80
672
30
Restricted reserve for redenomination of capital in euros
2
2
2
Total
482
761
120
(1) The change in 2022 is a consequence of the partial executions of the capital reduction resolution adopted by BBVA's General Shareholders' Meeting held on March 18, 2022
(see Note 26).
(2) The balance of 2021 is mainly due to the share buyback program (see Note 4).
Until 2021, the restricted reserve for retired capital resulted from the reduction of the nominal par value of the BBVA shares made in
April 2000. In 2022 includes the reserve corresponding to the share capital reduction in 2022.
The second heading corresponds to restricted reserves related to the amount of shares issued by the Bank in its possession at each
date, as well as the amount of customer loans outstanding at those dates that were granted for the purchase of, or are secured by, the
parent company shares.
Finally, pursuant to Law 46/1998 on the Introduction of the Euro, a restricted reserve is recognized as a result of the rounding effect
of the redenomination of the parent company common stock in euros.
Retained earnings, Revaluation reserves and Other reserves by entity
The breakdown, by company or corporate group, under the headings \u201cRetained earnings\u201d, \u201cRevaluation reserves\u201d and \u201cother
reserves\u201d in the consolidated balance sheets is as follows:
Retained earnings, revaluation reserves and other reserves. Breakdown by company or corporate group (Millions of Euros)
2022
2021
2020
Retained earnings (losses), revaluation reserves and other reserves
Holding Company
14,003
12,467
15,014
BBVA Mexico Group
13,839
13,894
12,890
Garanti BBVA Group
5,710
3,043
2,509
BBVA Provincial Group
1,720
1,721
1,731
BBVA Argentina Group
1,456
1,423
1,302
BBVA Colombia Group
1,510
1,393
1,287
BBVA Peru Group
1,065
1,031
984
Corporaci\u00f3n General Financiera, S.A.
338
322
920
Forum Servicios Financieros S.A.
632
604
619
Sociedades inmobiliarias CX
263
277
251
BBV America, S.L.
299
270
262
BBVA Seguros, S.A.
284
239
(35)
Pecri Inversi\u00f3n, S.L.
119
118
114
BBVA Uruguay Group
118
106
87
Bilbao Vizcaya Holding, S.A.
144
68
77
Compa\u00f1\u00eda de Cartera de Inversiones, S.A.
65
42
59
Gran Jorge Juan, S.A.
61
57
42
BBVA USA Group
\u2014
\u2014
(1,098)
Anida Grupo Inmobiliario
(525)
(556)
(594)
Sociedades inmobiliarias Unnim
(647)
(655)
(617)
Anida Operaciones Singulares, S.A.
(5,529)
(5,512)
(5,409)
Other
177
(121)
112
Subtotal (1)
35,102
30,231
30,508
Other reserves or accumulated losses of investments in joint ventures
and associates
Atom Holdco Limited
(169)
(158)
(91)
Metrovacesa, S.A.
(84)
(84)
(84)
Other
32
(5)
11
Subtotal
(221)
(247)
(164)
Total
34,881
29,984
30,344
(1) In 2021 includes the accounting for shares pending from buyback program (see Note 4) and the reclassification of items not subject to reclassification to income statement to
by results for \"Actuarial gains (losses) in defined benefit pension plans\".
For the purpose of allocating the reserves and accumulated losses to the consolidated entities and to the parent company, the
transfers of reserves arising from the dividends paid and transactions between these entities are taken into account in the period in
which they took place.
Treasury shares
In the years ended December 31, 2022, 2021 and 2020 the Group entities performed the following transactions with shares issued by
the Bank:
Treasury shares (Millions of Euros)
2022
2021
2020
Number of
Shares
Millions
of Euros
Number of
Shares
Millions
of Euros
Number of
Shares
Millions
of Euros
Balance at beginning
127,633,399
647
14,352,832
46
12,617,189
62
+ Purchases
598,457,024
2,966
203,530,570
1,022
234,691,887
807
- Sales and other changes
(720,605,009)
(3,583)
(90,250,003)
(417)
(232,956,244)
(830)
+/- Derivatives on BBVA shares
\u2014
\u2014
\u2014
(4)
\u2014
7
+/- Other changes
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance at the end
5,485,414
29
127,633,399
647
14,352,832
46
Of which:
Held by BBVA, S.A.
\u2014
3
112,733,730
574
592,832
9
Held by Corporaci\u00f3n General
Financiera, S.A.
5,454,516
26
14,899,669
72
13,760,000
37
Held by other subsidiaries
30,898
\u2014
\u2014
\u2014
\u2014
\u2014
Average purchase price in Euros
4.96
\u2014
5.02
\u2014
3.44
\u2014
Average selling price in Euros
4.99
\u2014
4.89
\u2014
3.63
\u2014
Net gains or losses on transactions
(Shareholders' funds-Reserves)
9
17
\u2014
In 2022 and 2021 there were transactions included in the share buyback program (see Note 4).
The percentages of treasury shares held by the Group in the years ended December 31, 2022, 2021 and 2020 are as follows:
Treasury Share
2022
2021
2020
Min
Max
Closing
Min
Max
Closing
Min
Max
Closing
% treasury share
0.078%
7.492%
0.094%
0.108 %
1.922 %
1.914 %
0.008 %
0.464 %
0.215 %
The number of BBVA shares accepted by the Group in pledge of loans as of December 31, 2022, 2021 and 2020 is as follows:
Shares of BBVA accepted in pledge
2022
2021
2020
Number of shares in pledge
23,437,363
29,372,853
39,407,590
Nominal value (in Euros)
0.49
0.49
0.49
% of share capital
0.39%
0.44%
0.59%
The number of BBVA shares owned by third parties but under management of a company within the Group as of December 31, 2022,
2021 and 2020 is as follows:
Shares of BBVA owned by third parties but managed by the Group
2022
2021
2020
Number of shares owned by third parties
18,686,027
17,645,506
18,266,509
Nominal value (in Euros)
0.49
0.49
0.49
% of share capital
0.31%
0.26%
0.27%
", "dimensions": { "concept": "ifrs-full:DisclosureOfShareCapitalReservesAndOtherEquityInterestExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80NjkvZnJhZzozZTE3NzRjMDY4YmU0NjUzYmU3YjE1ZDFkNmI0ZjliMi90ZXh0cmVnaW9uOjNlMTc3NGMwNjhiZTQ2NTNiZTdiMTVkMWQ2YjRmOWIyXzI3NDg3NzkwNjk5MTQ_f1257838-253d-4ac4-82bd-1e65b558851b": { "value": "20856000000", "decimals": -6, "dimensions": { "concept": "ifrs-full:SharePremium", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2023-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80NjkvZnJhZzozZTE3NzRjMDY4YmU0NjUzYmU3YjE1ZDFkNmI0ZjliMi90ZXh0cmVnaW9uOjNlMTc3NGMwNjhiZTQ2NTNiZTdiMTVkMWQ2YjRmOWIyXzI3NDg3NzkwNjk5MDY_22b89a1f-2a33-4d24-affc-32ae50b54aa4": { "value": "23599000000", "decimals": -6, "dimensions": { "concept": "ifrs-full:SharePremium", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80NjkvZnJhZzozZTE3NzRjMDY4YmU0NjUzYmU3YjE1ZDFkNmI0ZjliMi90ZXh0cmVnaW9uOjNlMTc3NGMwNjhiZTQ2NTNiZTdiMTVkMWQ2YjRmOWIyXzI3NDg3NzkwNjk4OTU_69b1ffa4-d0a0-4eac-8a7d-b0044b04e1fb": { "value": "23992000000", "decimals": -6, "dimensions": { "concept": "ifrs-full:SharePremium", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2021-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80NzIvZnJhZzpkMmQxYTdlZmYxNTM0NDkzYWQzMDAwYzg5ZTg5NWE2OC90ZXh0cmVnaW9uOmQyZDFhN2VmZjE1MzQ0OTNhZDMwMDBjODllODk1YTY4XzIxOTkwMjMyNTU1NTg0_19a427bf-7b39-40c3-9a26-cbe545603025": { "value": "Retained earnings, revaluation reserves and other reserves Breakdown of the balance
The breakdown of the balance under this heading in the consolidated balance sheets is as follows:
Retained earnings, revaluation reserves and other reserves. Breakdown by concepts (Millions of Euros)
2022
2021
2020
Legal reserve
591
653
653
Restricted reserve
482
761
120
Voluntary reserves (1)
3,906
3,994
8,117
Total reserves holding company (2)
4,979
5,409
8,890
Consolidation reserves attributed to the Bank and subsidiary consolidated companies
29,902
24,575
21,454
Total
34,881
29,984
30,344
(1) The variation in 2021 is mainly due to the allocation of earnings of BBVA, S.A. and the share buyback program (see Note 4).
(2) Total reserves of BBVA, S.A. (See Appendix IX).
Legal reserve
Under the amended Spanish Corporations Act, 10% of any profit made each year must be transferred to the legal reserve. The
transfer must be made until the legal reserve reaches 20% of the common stock.
The legal reserve can be used to increase the common stock provided that the remaining reserve balance does not fall below 10% of
the increased capital. While it does not exceed 20% of the common stock, it can only be allocated to offset losses exclusively in the
case that there are not sufficient reserves available.
Restricted reserves
As of December 31, 2022, 2021 and 2020, the Bank\u2019s restricted reserves are as follows:
Restricted reserves. Breakdown by concepts (Millions of Euros)
2022
2021
2020
Restricted reserve for retired capital (1)
400
88
88
Restricted reserve for Parent Company shares and loans for those shares (2)
80
672
30
Restricted reserve for redenomination of capital in euros
2
2
2
Total
482
761
120
(1) The change in 2022 is a consequence of the partial executions of the capital reduction resolution adopted by BBVA's General Shareholders' Meeting held on March 18, 2022
(see Note 26).
(2) The balance of 2021 is mainly due to the share buyback program (see Note 4).
Until 2021, the restricted reserve for retired capital resulted from the reduction of the nominal par value of the BBVA shares made in
April 2000. In 2022 includes the reserve corresponding to the share capital reduction in 2022.
The second heading corresponds to restricted reserves related to the amount of shares issued by the Bank in its possession at each
date, as well as the amount of customer loans outstanding at those dates that were granted for the purchase of, or are secured by, the
parent company shares.
Finally, pursuant to Law 46/1998 on the Introduction of the Euro, a restricted reserve is recognized as a result of the rounding effect
of the redenomination of the parent company common stock in euros.
Retained earnings, Revaluation reserves and Other reserves by entity
The breakdown, by company or corporate group, under the headings \u201cRetained earnings\u201d, \u201cRevaluation reserves\u201d and \u201cother
reserves\u201d in the consolidated balance sheets is as follows:
Retained earnings, revaluation reserves and other reserves. Breakdown by company or corporate group (Millions of Euros)
2022
2021
2020
Retained earnings (losses), revaluation reserves and other reserves
Holding Company
14,003
12,467
15,014
BBVA Mexico Group
13,839
13,894
12,890
Garanti BBVA Group
5,710
3,043
2,509
BBVA Provincial Group
1,720
1,721
1,731
BBVA Argentina Group
1,456
1,423
1,302
BBVA Colombia Group
1,510
1,393
1,287
BBVA Peru Group
1,065
1,031
984
Corporaci\u00f3n General Financiera, S.A.
338
322
920
Forum Servicios Financieros S.A.
632
604
619
Sociedades inmobiliarias CX
263
277
251
BBV America, S.L.
299
270
262
BBVA Seguros, S.A.
284
239
(35)
Pecri Inversi\u00f3n, S.L.
119
118
114
BBVA Uruguay Group
118
106
87
Bilbao Vizcaya Holding, S.A.
144
68
77
Compa\u00f1\u00eda de Cartera de Inversiones, S.A.
65
42
59
Gran Jorge Juan, S.A.
61
57
42
BBVA USA Group
\u2014
\u2014
(1,098)
Anida Grupo Inmobiliario
(525)
(556)
(594)
Sociedades inmobiliarias Unnim
(647)
(655)
(617)
Anida Operaciones Singulares, S.A.
(5,529)
(5,512)
(5,409)
Other
177
(121)
112
Subtotal (1)
35,102
30,231
30,508
Other reserves or accumulated losses of investments in joint ventures
and associates
Atom Holdco Limited
(169)
(158)
(91)
Metrovacesa, S.A.
(84)
(84)
(84)
Other
32
(5)
11
Subtotal
(221)
(247)
(164)
Total
34,881
29,984
30,344
(1) In 2021 includes the accounting for shares pending from buyback program (see Note 4) and the reclassification of items not subject to reclassification to income statement to
by results for \"Actuarial gains (losses) in defined benefit pension plans\".
For the purpose of allocating the reserves and accumulated losses to the consolidated entities and to the parent company, the
transfers of reserves arising from the dividends paid and transactions between these entities are taken into account in the period in
which they took place.", "dimensions": { "concept": "ifrs-full:DisclosureOfReservesAndOtherEquityInterestExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80ODcvZnJhZzoyYTNkNWFiMTdjYTI0NDY1OGY5MzJlOWIzY2Y0MTlhMC90ZXh0cmVnaW9uOjJhM2Q1YWIxN2NhMjQ0NjU4ZjkzMmU5YjNjZjQxOWEwXzIxOTkwMjMyNTU2MDky_a771ad6e-05d7-469f-97da-19dfea221f38": { "value": "Treasury shares
In the years ended December 31, 2022, 2021 and 2020 the Group entities performed the following transactions with shares issued by
the Bank:
Treasury shares (Millions of Euros)
2022
2021
2020
Number of
Shares
Millions
of Euros
Number of
Shares
Millions
of Euros
Number of
Shares
Millions
of Euros
Balance at beginning
127,633,399
647
14,352,832
46
12,617,189
62
+ Purchases
598,457,024
2,966
203,530,570
1,022
234,691,887
807
- Sales and other changes
(720,605,009)
(3,583)
(90,250,003)
(417)
(232,956,244)
(830)
+/- Derivatives on BBVA shares
\u2014
\u2014
\u2014
(4)
\u2014
7
+/- Other changes
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Balance at the end
5,485,414
29
127,633,399
647
14,352,832
46
Of which:
Held by BBVA, S.A.
\u2014
3
112,733,730
574
592,832
9
Held by Corporaci\u00f3n General
Financiera, S.A.
5,454,516
26
14,899,669
72
13,760,000
37
Held by other subsidiaries
30,898
\u2014
\u2014
\u2014
\u2014
\u2014
Average purchase price in Euros
4.96
\u2014
5.02
\u2014
3.44
\u2014
Average selling price in Euros
4.99
\u2014
4.89
\u2014
3.63
\u2014
Net gains or losses on transactions
(Shareholders' funds-Reserves)
9
17
\u2014
In 2022 and 2021 there were transactions included in the share buyback program (see Note 4).
The percentages of treasury shares held by the Group in the years ended December 31, 2022, 2021 and 2020 are as follows:
Treasury Share
2022
2021
2020
Min
Max
Closing
Min
Max
Closing
Min
Max
Closing
% treasury share
0.078%
7.492%
0.094%
0.108 %
1.922 %
1.914 %
0.008 %
0.464 %
0.215 %
The number of BBVA shares accepted by the Group in pledge of loans as of December 31, 2022, 2021 and 2020 is as follows:
Shares of BBVA accepted in pledge
2022
2021
2020
Number of shares in pledge
23,437,363
29,372,853
39,407,590
Nominal value (in Euros)
0.49
0.49
0.49
% of share capital
0.39%
0.44%
0.59%
The number of BBVA shares owned by third parties but under management of a company within the Group as of December 31, 2022,
2021 and 2020 is as follows:
Shares of BBVA owned by third parties but managed by the Group
2022
2021
2020
Number of shares owned by third parties
18,686,027
17,645,506
18,266,509
Nominal value (in Euros)
0.49
0.49
0.49
% of share capital
0.31%
0.26%
0.27%
", "dimensions": { "concept": "ifrs-full:DisclosureOfTreasurySharesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV80OTMvZnJhZzowOWQ0MzYwYmYwNzI0MDUyYjdlY2YzNGI2MjViZjViNy90ZXh0cmVnaW9uOjA5ZDQzNjBiZjA3MjQwNTJiN2VjZjM0YjYyNWJmNWI3XzIxOTkwMjMyNTU2NjU3_24ab74c8-c006-4a77-92a2-4c8792292e87": { "value": "Non-controlling interest
The breakdown by groups of consolidated entities under the heading \u201cMinority interests (non-controlling interest)\u201d of total equity in
the consolidated balance sheets is as follows:
Non-controlling interests. Breakdown by subgroups (Millions of Euros)
2022
2021
2020
Garanti BBVA (1)
1,180
2,851
3,692
BBVA Peru
1,469
1,212
1,171
BBVA Argentina
687
557
416
BBVA Colombia
73
76
70
BBVA Venezuela
95
70
65
Other entities
119
87
56
Total
3,624
4,853
5,471
(1) The change corresponds mainly to the voluntary takeover bid for the entire share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e. completed on May 18, 2022 (see Note 3).
These amounts are broken down by groups of consolidated entities under the heading \u201cAttributable to minority interests (non-
controlling interests)\u201d in the consolidated income statements:
Profit attributable to non-controlling interests. Breakdown by subgroups (Millions of Euros)
2022
2021
2020
Garanti BBVA (1)
29
758
579
BBVA Peru
236
143
126
BBVA Argentina
83
26
38
BBVA Colombia
5
9
6
BBVA Venezuela
22
3
2
Other entities
32
25
5
Total
407
965
756
(1) The change corresponds mainly to the IAS 29 implementation and the voluntary takeover bid for the entire share capital of T\u00fcrkiye Garanti Bankas\u0131 A.\u015e. completed on May 18,
2022 (see Notes 2.2.19 and 3).
Dividends distributed to non-controlling interest of the Group during the year 2022 are: BBVA Banco Continental Group \u20ac109 million,
BBVA Garanti Group \u20ac49 million and other Group entities \u20ac27 million.
", "dimensions": { "concept": "ifrs-full:DisclosureOfNoncontrollingInterestsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MDUvZnJhZzowOGE3M2FhNWUwNTg0MDJjYjNmZTllZTAzZjAxNjZjNy90ZXh0cmVnaW9uOjA4YTczYWE1ZTA1ODQwMmNiM2ZlOWVlMDNmMDE2NmM3XzIxOTkwMjMyNTU5MDU4_ab69c316-cfbd-4aa0-8305-119a9478dca1": { "value": "Capital management
The aim of capital management within BBVA and the Group is to ensure that both BBVA and the Group have the necessary capital at
any given time to develop the corporate strategy reflected in the Strategic Plan, in line with the risk profile set out in the Group Risk
Appetite Framework.
In this regard, BBVA's capital management is also part of the most relevant forward-looking strategic decisions in the Group's
management and monitoring, which include the Annual Budget and the Liquidity and Funding Plan, with which it is coordinated \u2014 all
with the aim of achieving the Group's overall strategy.
Capital must be allocated optimally in order to meet the need to preserve the solvency of BBVA and the Group at all times. Together
with the Group's solvency risk profile included in the Risk Appetite Framework (RAF), this optimal allocation serves as a guide for the
Group's capital management and seeks a solid capital position that makes it possible to:
\u2013Anticipate ordinary and extraordinary consumption that may occur, even under stress;
\u2013Promote the development of the Group's business and align it with capital and profitability objectives by allocating
resources appropriately and efficiently;
\u2013Cover all risks\u2014including potential risks\u2014to which it is exposed;
\u2013Comply with regulatory and internal management requirements at all times; and
\u2013Remunerate BBVA shareholders in accordance with the Shareholder Remuneration Policy in force at any given time.
The areas involved in capital management in the Group shall follow and respect the following principles in their respective areas of
responsibility:
\u2013Ensuring that capital management is integrated and consistent with the Group's Strategic Plan, RAF, Annual Budget and
other strategic-prospective processes, to help achieve the Group's long-term sustainability.
\u2013Taking into account both the applicable regulatory and supervisory requirements and the risks to which the Group is\u2014or
may be\u2014exposed when conducting its business (economic vision), when establishing a target capital level, all while
adopting a forward-looking vision that takes adverse scenarios into consideration.
\u2013Carrying out efficient capital allocation that promotes good business development, ensuring that expectations for the
evolution of activity meet the strategic objectives of the Group and anticipating the ordinary and extraordinary consumption
that may occur.
\u2013Ensuring compliance with the solvency levels, including the minimum requirement for own funds and eligible liabilities
(MREL), required at any given time.
\u2013Compensating BBVA shareholders in an adequate and sustainable manner.
\u2013Optimizing the cost of all instruments used for the purpose of meeting the target capital level at any given time
To achieve the aforementioned principles, capital management will be based on the following essential elements:
\u2013An adequate governance and management scheme, both at the corporate body level and at the executive level.
\u2013Planning, managing and monitoring capital properly, using the measurement systems, tools, structures, resources and
quality data necessary to do so.
\u2013A set of metrics, which is duly updated, to facilitate the tracking of the capital situation and to identify any relevant
deviations from the target capital level.
\u2013A transparent, correct, consistent and timely communication and dissemination of capital information outside the Group.
\u2013An internal regulatory body, which is duly updated, including with respect to the regulations and procedures that, ensure
adequate capital management.
", "dimensions": { "concept": "ifrs-full:DisclosureOfObjectivesPoliciesAndProcessesForManagingCapitalExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MTEvZnJhZzoxYjk4ZjdkYjA2YTU0ZjkxOWY2NWM0Zjg3ODQxMWI0MC90ZXh0cmVnaW9uOjFiOThmN2RiMDZhNTRmOTE5ZjY1YzRmODc4NDExYjQwXzIxOTkwMjMyNTU1NzM5_74921f4d-6376-490f-b11e-4bb8394036c4": { "value": "Other contingent assets and liabilities
As of December 31, 2022, 2021 and 2020 there were no material contingent assets or liabilities other than those disclosed in the
Notes to the consolidated financial statements.
", "dimensions": { "concept": "ifrs-full:DisclosureOfContingentLiabilitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MjAvZnJhZzo1YzU3NWUwNTM4NTQ0ZTVhOGY5MDdjODI2MWMxMGNiMS90ZXh0cmVnaW9uOjVjNTc1ZTA1Mzg1NDRlNWE4ZjkwN2M4MjYxYzEwY2IxXzIxOTkwMjMyNTU1NTQ0_93ddd8a9-12ae-48a5-993b-573a47be9857": { "value": "Net interest incomeInterest and other income
The breakdown of the interest and other income recognized in the consolidated income statement is as follows:
Interest and other income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial assets held for trading
2,079
1,084
1,189
Financial assets at fair value through other comprehensive income
3,110
1,880
1,392
Financial assets at amortized cost
25,258
18,364
18,357
Insurance activity
1,309
1,084
1,021
Adjustments of income as a result of hedging transactions
(825)
(84)
(112)
Other income (1)
501
686
542
Total
31,432
23,015
22,389
(1) Includes, among others, the net interest income accrued from funds obtained through TLTRO III operations, which amounted to \u20ac177 million, \u20ac384 million and \u20ac211 million, as
of December 31, 2022, 2021 and 2020, respectively (see Note 22.1).
The amounts recognized in consolidated equity in connection with hedging derivatives for the years ended December 31, 2022, 2021
and 2020 and the amounts derecognized from the consolidated equity and taken to the consolidated income statements during those
years are included in the \u201cConsolidated statements of recognized income and expense\u201d.
Interest expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Interest expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial liabilities held for trading
1,140
1,339
742
Financial liabilities designated at fair value through profit or loss
58
52
61
Financial liabilities at amortized cost
9,985
6,130
6,346
Adjustments of expense as a result of hedging transactions
(232)
(360)
(413)
Insurance activity
919
773
721
Cost attributable to pension funds
76
52
57
Other expense
333
342
284
Total
12,279
8,329
7,797
", "dimensions": { "concept": "ifrs-full:DisclosureOfInterestIncomeExpenseExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MjMvZnJhZzo0MGMwMWMzMGExOWU0ZjUxYTNkNWQxZWM5YWY5ZjI4YS90ZXh0cmVnaW9uOjQwYzAxYzMwYTE5ZTRmNTFhM2Q1ZDFlYzlhZjlmMjhhXzIxOTkwMjMyNTU2NTg4_e86ea2c4-8dde-4779-ba32-7107b95d6af8": { "value": "Interest and other income
The breakdown of the interest and other income recognized in the consolidated income statement is as follows:
Interest and other income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial assets held for trading
2,079
1,084
1,189
Financial assets at fair value through other comprehensive income
3,110
1,880
1,392
Financial assets at amortized cost
25,258
18,364
18,357
Insurance activity
1,309
1,084
1,021
Adjustments of income as a result of hedging transactions
(825)
(84)
(112)
Other income (1)
501
686
542
Total
31,432
23,015
22,389
(1) Includes, among others, the net interest income accrued from funds obtained through TLTRO III operations, which amounted to \u20ac177 million, \u20ac384 million and \u20ac211 million, as
of December 31, 2022, 2021 and 2020, respectively (see Note 22.1).
The amounts recognized in consolidated equity in connection with hedging derivatives for the years ended December 31, 2022, 2021
and 2020 and the amounts derecognized from the consolidated equity and taken to the consolidated income statements during those
years are included in the \u201cConsolidated statements of recognized income and expense\u201d.
", "dimensions": { "concept": "ifrs-full:DisclosureOfInterestIncomeExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MjMvZnJhZzo0MGMwMWMzMGExOWU0ZjUxYTNkNWQxZWM5YWY5ZjI4YS90ZXh0cmVnaW9uOjQwYzAxYzMwYTE5ZTRmNTFhM2Q1ZDFlYzlhZjlmMjhhXzIxOTkwMjMyNTU2ODY4_7cbc031f-b941-46c1-a288-f14fe3333c06": { "value": "Interest and other income
The breakdown of the interest and other income recognized in the consolidated income statement is as follows:
Interest and other income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial assets held for trading
2,079
1,084
1,189
Financial assets at fair value through other comprehensive income
3,110
1,880
1,392
Financial assets at amortized cost
25,258
18,364
18,357
Insurance activity
1,309
1,084
1,021
Adjustments of income as a result of hedging transactions
(825)
(84)
(112)
Other income (1)
501
686
542
Total
31,432
23,015
22,389
(1) Includes, among others, the net interest income accrued from funds obtained through TLTRO III operations, which amounted to \u20ac177 million, \u20ac384 million and \u20ac211 million, as
of December 31, 2022, 2021 and 2020, respectively (see Note 22.1).
The amounts recognized in consolidated equity in connection with hedging derivatives for the years ended December 31, 2022, 2021
and 2020 and the amounts derecognized from the consolidated equity and taken to the consolidated income statements during those
years are included in the \u201cConsolidated statements of recognized income and expense\u201d.
Interest expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Interest expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial liabilities held for trading
1,140
1,339
742
Financial liabilities designated at fair value through profit or loss
58
52
61
Financial liabilities at amortized cost
9,985
6,130
6,346
Adjustments of expense as a result of hedging transactions
(232)
(360)
(413)
Insurance activity
919
773
721
Cost attributable to pension funds
76
52
57
Other expense
333
342
284
Total
12,279
8,329
7,797
Fee and commission income and expense
The breakdown of the balance under these headings in the consolidated income statements is as follows:
Fee and commission income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Bills receivables
26
23
27
Demand accounts
424
425
322
Credit and debit cards and POS
3,499
2,628
2,089
Checks
162
136
136
Transfers and other payment orders
812
664
555
Insurance product commissions
261
215
159
Loan commitments given
259
234
185
Other commitments and financial guarantees given
420
364
349
Asset management
1,228
1,250
1,100
Securities fees
266
267
367
Custody securities
193
169
135
Other fees and commissions
711
622
556
Total
8,261
6,997
5,980
The breakdown of fee and commission expense under these heading in the consolidated income statements is as follows:
Fee and commission expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Demand accounts
5
5
5
Credit and debit cards
1,884
1,427
1,130
Transfers and other payment orders
133
120
97
Commissions for selling insurance
70
51
54
Custody securities
92
55
52
Other fees and commissions
723
574
519
Total
2,907
2,232
1,857
", "dimensions": { "concept": "ifrs-full:DisclosureOfFinanceIncomeExpenseExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MjMvZnJhZzo0MGMwMWMzMGExOWU0ZjUxYTNkNWQxZWM5YWY5ZjI4YS90ZXh0cmVnaW9uOjQwYzAxYzMwYTE5ZTRmNTFhM2Q1ZDFlYzlhZjlmMjhhXzIxOTkwMjMyNTU2ODY4_8226d253-7b36-439a-9d21-97f4f9919951": { "value": "Interest and other income
The breakdown of the interest and other income recognized in the consolidated income statement is as follows:
Interest and other income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial assets held for trading
2,079
1,084
1,189
Financial assets at fair value through other comprehensive income
3,110
1,880
1,392
Financial assets at amortized cost
25,258
18,364
18,357
Insurance activity
1,309
1,084
1,021
Adjustments of income as a result of hedging transactions
(825)
(84)
(112)
Other income (1)
501
686
542
Total
31,432
23,015
22,389
(1) Includes, among others, the net interest income accrued from funds obtained through TLTRO III operations, which amounted to \u20ac177 million, \u20ac384 million and \u20ac211 million, as
of December 31, 2022, 2021 and 2020, respectively (see Note 22.1).
The amounts recognized in consolidated equity in connection with hedging derivatives for the years ended December 31, 2022, 2021
and 2020 and the amounts derecognized from the consolidated equity and taken to the consolidated income statements during those
years are included in the \u201cConsolidated statements of recognized income and expense\u201d.
The breakdown of the balance under these headings in the consolidated income statements is as follows:
Fee and commission income. Breakdown by origin (Millions of Euros)
2022
2021
2020
Bills receivables
26
23
27
Demand accounts
424
425
322
Credit and debit cards and POS
3,499
2,628
2,089
Checks
162
136
136
Transfers and other payment orders
812
664
555
Insurance product commissions
261
215
159
Loan commitments given
259
234
185
Other commitments and financial guarantees given
420
364
349
Asset management
1,228
1,250
1,100
Securities fees
266
267
367
Custody securities
193
169
135
Other fees and commissions
711
622
556
Total
8,261
6,997
5,980
", "dimensions": { "concept": "ifrs-full:DisclosureOfFinanceIncomeExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MjYvZnJhZzo1ZDhjN2IyYTU3NTc0ZTQ3OGFhMDdhZDQyMWUxNDY3My90ZXh0cmVnaW9uOjVkOGM3YjJhNTc1NzRlNDc4YWEwN2FkNDIxZTE0NjczXzIxOTkwMjMyNTU1NjYy_9de4566a-a1f6-4725-87b1-86428f9b0c82": { "value": "Interest expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Interest expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Financial liabilities held for trading
1,140
1,339
742
Financial liabilities designated at fair value through profit or loss
58
52
61
Financial liabilities at amortized cost
9,985
6,130
6,346
Adjustments of expense as a result of hedging transactions
(232)
(360)
(413)
Insurance activity
919
773
721
Cost attributable to pension funds
76
52
57
Other expense
333
342
284
Total
12,279
8,329
7,797
The breakdown of fee and commission expense under these heading in the consolidated income statements is as follows:
Fee and commission expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Demand accounts
5
5
5
Credit and debit cards
1,884
1,427
1,130
Transfers and other payment orders
133
120
97
Commissions for selling insurance
70
51
54
Custody securities
92
55
52
Other fees and commissions
723
574
519
Total
2,907
2,232
1,857
", "dimensions": { "concept": "ifrs-full:DisclosureOfFinanceCostExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MzIvZnJhZzo0MjRkZDczZmZlMzk0ZmQ3OTBhNzcyM2JhN2JmNGQzZi90ZXh0cmVnaW9uOjQyNGRkNzNmZmUzOTRmZDc5MGE3NzIzYmE3YmY0ZDNmXzIxOTkwMjMyNTU1OTU3_f2ed5ec0-6419-42d8-9467-4df7694f87ae": { "value": "Share of profit or loss of entities accounted for using the equity method
Results from \u201cShare of profit or loss of entities accounted for using the equity method\u201d resulted in a positive impact of \u20ac21 million as
of December 31, 2022, compared with the positive impact of \u20ac1 million and the negative impact of \u20ac39 million recorded as of
December 31, 2021 and 2020, respectively.
Changes and notifications of participations in the BBVA Group in 2022 (continued)
Business combinations and other acquisitions or increases of interest ownership in associates and
joint-ventures accounted for under the equity method
Company (1)
Type of transaction
Total voting rights
controlled after the
disposal
Effective date for the
transaction (or
notification date)
NUEVO MARKETPLACE, S.L.
CAPITAL INCREASE
28.16
30-Sep-22
ATOM HOLDCO LIMITED
FOUNDING
42.77
30-Nov-22
SOLARIS SE (2)
CAPITAL INCREASE
15.51
04-Nov-22
The breakdown of fee and commission expense under these heading in the consolidated income statements is as follows:
Fee and commission expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Demand accounts
5
5
5
Credit and debit cards
1,884
1,427
1,130
Transfers and other payment orders
133
120
97
Commissions for selling insurance
70
51
54
Custody securities
92
55
52
Other fees and commissions
723
574
519
Total
2,907
2,232
1,857
", "dimensions": { "concept": "ifrs-full:DisclosureOfFeeAndCommissionIncomeExpenseExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MzUvZnJhZzo4YzY0NzZhMTI1NzY0ZDJiODFiMDRlNmE3ZGM5NGU5Yi90ZXh0cmVnaW9uOjhjNjQ3NmExMjU3NjRkMmI4MWIwNGU2YTdkYzk0ZTliXzIxOTkwMjMyNTU1ODM1_4e53fad7-13eb-4773-8756-4abc7e7fb935": { "value": "
The breakdown of fee and commission expense under these heading in the consolidated income statements is as follows:
Fee and commission expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Demand accounts
5
5
5
Credit and debit cards
1,884
1,427
1,130
Transfers and other payment orders
133
120
97
Commissions for selling insurance
70
51
54
Custody securities
92
55
52
Other fees and commissions
723
574
519
Total
2,907
2,232
1,857
The breakdown of the balance under the heading \u201cOther operating expense\u201d in the consolidated income statements is as follows:
Other operating expense (Millions of Euros)
2022
2021
2020
Change in inventories
134
151
124
Contributions to guaranteed banks deposits funds
997
829
800
Hyperinflation adjustment (1)
1,687
585
348
Other operating expense
620
475
390
Total
3,438
2,041
1,662
(1) See Note 2.2.19. It includes \u20ac832 million related to Turkey and \u20ac822 million related to Argentina.
Income and expense from insurance and reinsurance contracts
The detail of the headings \u201cIncome and expense from insurance and reinsurance contracts\u201d in the consolidated income statements is
as follows:
Income and expense from insurance and reinsurance contracts (Millions of Euros)
2022
2021
2020
Income from insurance and reinsurance contracts
3,103
2,593
2,497
Expense from insurance and reinsurance contracts
(1,892)
(1,685)
(1,520)
Total
1,212
908
977
Other administrative expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Other administrative expense. Breakdown by main concepts (Millions of Euros)
2022
2021
2020
Technology and systems
1,394
1,176
1,088
Communications
195
175
172
Advertising
282
207
186
Property, fixtures and materials
440
380
404
Taxes other than income tax
370
347
344
Surveillance and cash courier services
214
179
161
Other expense
925
786
749
Total
3,820
3,249
3,105
", "dimensions": { "concept": "ifrs-full:DisclosureOfExpensesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MzUvZnJhZzo4YzY0NzZhMTI1NzY0ZDJiODFiMDRlNmE3ZGM5NGU5Yi90ZXh0cmVnaW9uOjhjNjQ3NmExMjU3NjRkMmI4MWIwNGU2YTdkYzk0ZTliXzIxOTkwMjMyNTU1ODM1_fe79ca42-732a-4deb-9e63-ea81634242c6": { "value": "
The breakdown of fee and commission expense under these heading in the consolidated income statements is as follows:
Fee and commission expense. Breakdown by origin (Millions of Euros)
2022
2021
2020
Demand accounts
5
5
5
Credit and debit cards
1,884
1,427
1,130
Transfers and other payment orders
133
120
97
Commissions for selling insurance
70
51
54
Custody securities
92
55
52
Other fees and commissions
723
574
519
Total
2,907
2,232
1,857
The breakdown of the balance under the heading \u201cOther operating expense\u201d in the consolidated income statements is as follows:
Other operating expense (Millions of Euros)
2022
2021
2020
Change in inventories
134
151
124
Contributions to guaranteed banks deposits funds
997
829
800
Hyperinflation adjustment (1)
1,687
585
348
Other operating expense
620
475
390
Total
3,438
2,041
1,662
(1) See Note 2.2.19. It includes \u20ac832 million related to Turkey and \u20ac822 million related to Argentina.
Income and expense from insurance and reinsurance contracts
The detail of the headings \u201cIncome and expense from insurance and reinsurance contracts\u201d in the consolidated income statements is
as follows:
Income and expense from insurance and reinsurance contracts (Millions of Euros)
2022
2021
2020
Income from insurance and reinsurance contracts
3,103
2,593
2,497
Expense from insurance and reinsurance contracts
(1,892)
(1,685)
(1,520)
Total
1,212
908
977
Other administrative expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Other administrative expense. Breakdown by main concepts (Millions of Euros)
2022
2021
2020
Technology and systems
1,394
1,176
1,088
Communications
195
175
172
Advertising
282
207
186
Property, fixtures and materials
440
380
404
Taxes other than income tax
370
347
344
Surveillance and cash courier services
214
179
161
Other expense
925
786
749
Total
3,820
3,249
3,105
", "dimensions": { "concept": "ifrs-full:DisclosureOfExpensesByNatureExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81MzgvZnJhZzpjZjljOTI4MzUwN2M0Y2I1YWZmOGI0YzE2Zjg0NTIwNy90ZXh0cmVnaW9uOmNmOWM5MjgzNTA3YzRjYjVhZmY4YjRjMTZmODQ1MjA3XzIxOTkwMjMyNTU2MTM5_11a04c8d-f778-4923-b51a-e15e164683a6": { "value": "Gains (losses) on financial assets and liabilities, hedge accounting and exchange
differences, net
The breakdown of the balance under this heading, by source of the related items, in the consolidated income statement is as follows:
Gains (losses) on financial assets and liabilities, hedge accounting and exchange differences, net (Millions of Euros)
2022
2021
2020
Gains (losses) on derecognition of financial assets and liabilities not measured at fair
value through profit or loss, net
64
134
139
Financial assets at amortized cost
8
27
106
Other financial assets and liabilities
56
106
33
Gains (losses) on financial assets and liabilities held for trading, net
562
341
777
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
Other gains (losses)
562
341
777
Gains (losses) on non-trading financial assets mandatorily at fair value through profit or
loss, net
(67)
432
208
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
Other gains (losses)
(67)
432
208
Gains (losses) on financial assets and liabilities designated at fair value through profit or
loss, net
150
335
56
Gains (losses) from hedge accounting, net
(45)
(214)
7
Subtotal gains (losses) on financial assets and liabilities
663
1,027
1,187
Exchange differences, net
1,275
883
359
Total
1,938
1,910
1,546
(1) See Note 2.2.19. It includes \u20ac832 million related to Turkey and \u20ac822 million related to Argentina.
", "dimensions": { "concept": "ifrs-full:DisclosureOfProfitLossFromOperatingActivitiesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NDQvZnJhZzo0ZWVlMTM3YTRmYjQ0NWNjOWE4ZjA4ODBjODYyYmU2ZS90ZXh0cmVnaW9uOjRlZWUxMzdhNGZiNDQ1Y2M5YThmMDg4MGM4NjJiZTZlXzIxOTkwMjMyNTU2MDUy_f0829585-866f-4658-b3ff-3f31fbf46fd0": { "value": "Other operating income and expense
The breakdown of the balance under the heading \u201cOther operating income\u201d in the consolidated income statements is as follows:
Other operating income (Millions of Euros)
2022
2021
2020
Gains from sales of non-financial services
284
301
244
Other operating income
244
360
248
Total
528
661
492
(1) See Note 2.2.19. It includes \u20ac832 million related to Turkey and \u20ac822 million related to Argentina.
", "dimensions": { "concept": "ifrs-full:DisclosureOfOtherOperatingIncomeExpenseExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NDQvZnJhZzo0ZWVlMTM3YTRmYjQ0NWNjOWE4ZjA4ODBjODYyYmU2ZS90ZXh0cmVnaW9uOjRlZWUxMzdhNGZiNDQ1Y2M5YThmMDg4MGM4NjJiZTZlXzM1MTg0MzcyMDg5MzY2_d045ecd4-ee57-4f7a-a516-c64aca856cf8": { "value": "
The breakdown of the balance under the heading \u201cOther operating income\u201d in the consolidated income statements is as follows:
Other operating income (Millions of Euros)
2022
2021
2020
Gains from sales of non-financial services
284
301
244
Other operating income
244
360
248
Total
528
661
492
(1) See Note 2.2.19. It includes \u20ac832 million related to Turkey and \u20ac822 million related to Argentina.
", "dimensions": { "concept": "ifrs-full:DisclosureOfOtherOperatingExpenseExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NDcvZnJhZzpmNDcxNjQyZjZhNGI0YjIxYTZiN2IxMTE2YzM2ZmZmZS90ZXh0cmVnaW9uOmY0NzE2NDJmNmE0YjRiMjFhNmI3YjExMTZjMzZmZmZlXzIxOTkwMjMyNTU1ODc0_21b3ddc3-5fbd-4adc-884d-413ab72bb8b5": { "value": "Income and expense from insurance and reinsurance contracts
The detail of the headings \u201cIncome and expense from insurance and reinsurance contracts\u201d in the consolidated income statements is
as follows:
Income and expense from insurance and reinsurance contracts (Millions of Euros)
2022
2021
2020
Income from insurance and reinsurance contracts
3,103
2,593
2,497
Expense from insurance and reinsurance contracts
(1,892)
(1,685)
(1,520)
Total
1,212
908
977
", "dimensions": { "concept": "ifrs-full:DisclosureOfInsurancePremiumRevenueExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NDcvZnJhZzpmNDcxNjQyZjZhNGI0YjIxYTZiN2IxMTE2YzM2ZmZmZS90ZXh0cmVnaW9uOmY0NzE2NDJmNmE0YjRiMjFhNmI3YjExMTZjMzZmZmZlXzIxOTkwMjMyNTU1ODc0_48cb5ae0-7e3c-459d-9f78-bd094f6d9e2a": { "value": "Income and expense from insurance and reinsurance contracts
The detail of the headings \u201cIncome and expense from insurance and reinsurance contracts\u201d in the consolidated income statements is
as follows:
Income and expense from insurance and reinsurance contracts (Millions of Euros)
2022
2021
2020
Income from insurance and reinsurance contracts
3,103
2,593
2,497
Expense from insurance and reinsurance contracts
(1,892)
(1,685)
(1,520)
Total
1,212
908
977
", "dimensions": { "concept": "ifrs-full:DisclosureOfClaimsAndBenefitsPaidExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NTAvZnJhZzo3ODc2ODU3OTExMmM0MmQ2ODc4NzFjMmU3ODg2YzVmYy90ZXh0cmVnaW9uOjc4NzY4NTc5MTEyYzQyZDY4Nzg3MWMyZTc4ODZjNWZjXzIxOTkwMjMyNTU1NTQ1_61e09f5e-398a-4a76-930d-01de03add524": { "value": "Administration costsPersonnel expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Personnel expense (Millions of Euros)
Notes
2022
2021
2020
Wages and salaries
4,317
3,933
3,610
Social security costs
710
668
671
Defined contribution plan expense
25
87
71
72
Defined benefit plan expense
25
43
49
49
Other personnel expense
454
325
293
Total
5,612
5,046
4,695
Share-based employee remuneration
The amounts recognized under the heading \u201cAdministration costs - Personnel expense - Other personnel expense\u201d in the
consolidated income statements for the year ended December 31, 2022, 2021 and 2020, corresponding to the remuneration plans
based on equity instruments in each year, amounted to \u20ac32 million, \u20ac33 million and \u20ac16 million, respectively. These amounts have
been recognized with a corresponding entry under the heading \u201cShareholders\u2019 funds - Other equity\u201d in the consolidated balance
sheets, net of tax effect.
The characteristics of the Group's remuneration plans based on equity instruments are described below.
Variable remuneration in shares
BBVA has a specific remuneration scheme applicable to those employees whose professional activities have a material impact on the
risk profile of BBVA and/or its Group (hereinafter \u201cIdentified Staff\u201d) involving the delivery of BBVA shares or instruments linked to
BBVA shares, designed within the framework of applicable regulations to credit institutions and considering best practices and
recommendations at the local and international levels in this matter.
In 2022, this remuneration scheme is reflected in the following remuneration policies:
\u2013BBVA Group General Remuneration Policy, approved by the Board of Directors on June 30, 2021, that applies to employees
and BBVA Senior Management (excluding BBVA executive directors) and at Group companies with respect to which BBVA
exercises control over management. This policy includes the specific rules applicable to the members of the Identified Staff,
including BBVA Senior Management.
\u2013BBVA Directors\u2019 Remuneration Policy, approved by the General Shareholders\u2019 Meeting of BBVA held on April 20, 2021, that
it\u2019s applicable to the members of the Board of Directors of BBVA. The remuneration system for executive directors
corresponds, generally, with the applicable system to the Identified Staff, incorporating some particularities of their own,
derived from their condition of directors.
The variable remuneration for the Identified Staff members is subject to the following rules established in their corresponding
remuneration policies, specifically:
\u2013Annual Variable Remuneration for Identified Staff members for each financial year will be subject to ex ante adjustments, so
that it shall be reduced at the time of their appraisal in the event of a downturn in the Group\u2019s results or other parameters
such as the level of achievement of budgeted targets, and it will not accrue or it will accrue in a reduced amount, should a
certain level of profits and capital ratio not be achieved in accordance with the provisions of applicable regulations at any
given time.
\u201360% of the Annual Variable Remuneration will be vested and paid, if conditions are met, as a general rule, in the first four
months of the financial year following that to which the Annual Variable Remuneration corresponds (the \u201cUpfront Portion\u201d).
For executive directors, the rest of the members of the Senior Management and Identified Staff members with particularly
high variable remuneration, the Upfront Portion will be 40% of the Annual Variable Remuneration. The remaining portion
will be deferred in time (hereinafter the \u201cDeferred Portion\u201d) for a 5 year-period for executive directors and members of the
Senior Management, and 4 years for the remaining members of the Identified Staff.
\u201350% of the Annual Variable Remuneration, including both the Upfront Portion and the Deferred Portion, shall be established
in BBVA shares or in instruments linked to BBVA shares. As regards executive directors and the rest of the members of
Senior Management, 60% of the Deferred Portion shall be established in shares.
\u2013The shares or instruments awarded as Annual Variable Remuneration, both from the Upfront Portion and the Deferred
Portion, shall be withheld for a one-year period after delivery. This will not apply to those shares or instruments the sale of
which would be required to honor the payment of taxes accruing on delivery.
\u2013The Deferred Portion of the Annual Variable Remuneration may be reduced, but never increased, depending on the results
of multi-year performance indicators which are aligned with the Group\u2019s core risk management and control metrics related
to the solvency, liquidity, profitability or value creation.
\u2013The cash amounts of the Deferred Portion of Annual Variable Remuneration finally vested, shall be updated by applying the
Consumer Price Index (CPI), measured as year-on-year change in prices, or any other criteria established for such purposes
by the Board of Directors.
\u2013The entire Annual Variable Remuneration corresponding to each financial year shall be subject to arrangements for the
reduction of variable remuneration (\"malus\") and arrangements for the recovery of variable remuneration already paid
(\"clawback\") during the whole deferral and withholding period, which will be applicable in the event of the occurrence of any
of the circumstances expressly named in the remuneration policies.
\u2013No personal hedging strategies or insurances shall be used in connection with variable remuneration or liability that may
undermine the effects of alignment with prudent risk management.
\u2013The variable component of the remuneration for a financial year (understood as the sum of all variable components of the
remuneration) shall be limited to a maximum amount of 100% of the fixed component of the total remuneration
(understood as the sum of all fixed components of the remuneration), unless the General Shareholders' Meeting of BBVA
resolves to increase this percentage up to a maximum of 200%.
In this regard, the General Shareholders\u2019 Meeting of BBVA held on March 18, 2022 resolved to increase this limit to a
maximum level of 200% of the fixed component of the total remuneration for a given number of the Identified Staff
members, in the terms indicated in the report issued for this purpose by the Board of Directors dated February 9, 2022.
\u2013Any type of remuneration, other than Annual Variable Remuneration, considered to be variable remuneration shall be
subject to the rules regarding award, vesting and payment applicable in accordance with the type and nature of the
remuneration component itself.
During 2022, in accordance with the applicable remuneration policies, the right to receive a total amount of 3,420,608 BBVA shares
or instruments linked to BBVA shares corresponding mostly to the Upfront Portion of 2021 Annual Variable Remuneration and other
variable components of remuneration, was accrued by the Identified Staff.
Additionally, according to the Remuneration Policy applicable in 2017, during 2022 a total amount of 106,072 BBVA shares
corresponding to the second payment of the Deferred Portion of 2017 Annual Variable Remuneration of executive directors and the
rest of the members of Senior Management were delivered.
Finally, according to the Remuneration Policy applicable in 2018, during 2022 a total amount of 3,739,044 BBVA shares were
delivered to the Identified Staff corresponding to the first payment of the Deferred Portion of 2018 Annual Variable Remuneration of
executive directors and the rest of the members of Senior Management and to the full Deferred Portion of the 2018 Annual Variable
Remuneration of the rest of the Identified Staff.
Detailed information on the delivery of shares to executive directors and the rest of the members of Senior Management of BBVA who
held this position as of December 31, 2022, is included in Note 54.
Lastly, in line with specific regulation applicable in Portugal and Brazil, BBVA IFIC and BBVA Brazil Banco de Investimento have
identified (on an individual basis, respectively) the staff in these countries whose annual variable remuneration should be subject to a
specific settlement and payment scheme established in their corresponding remuneration policies, more specifically:
\u2013A percentage of the annual variable remuneration is subject to a three years deferral that shall be paid yearly over the
mentioned period.
\u201350% of the annual variable remuneration, both the upfront portion and deferred portion, shall be established in BBVA
shares.
\u2013In BBVA IFIC, resulting cash portions of the deferred portion of annual variable remuneration and subject to multi-year
performance indicators, finally delivered, shall be updated following the Consumer Price Index (CPI) measured as year-on-
year price variation.
\u2013In BBVA Brazil Banco de Investimento, both the cash amounts and share amounts of the deferred portion may be subject to
update adjustments in cash.
According to this remuneration scheme, during financial year 2022 a total of 21,774 BBVA shares corresponding to the upfront
portion of 2021 annual variable remuneration were delivered to these staff in Portugal and Brazil.
Additionally, during 2022 a total of 3,517 BBVA shares corresponding to the first third of the deferred portion of 2020 annual variable
remuneration were delivered to these staff in Portugal and Brazil as well as a total of 425 euros as adjustments for updates (for shares
delivered in Brazil), and a total of 4,422 BBVA shares corresponding to the second third of the deferred portion of 2019 annual
variable remuneration and 1,203 euros as adjustments for updates (for shares delivered in Brazil), and a total of 5.083 BBVA shares
corresponding to the last third of the deferred portion of 2018 annual variable remuneration and 2,195 euros as adjustments for
updates (for shares delivered in Brazil).
Other administrative expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Other administrative expense. Breakdown by main concepts (Millions of Euros)
2022
2021
2020
Technology and systems
1,394
1,176
1,088
Communications
195
175
172
Advertising
282
207
186
Property, fixtures and materials
440
380
404
Taxes other than income tax
370
347
344
Surveillance and cash courier services
214
179
161
Other expense
925
786
749
Total
3,820
3,249
3,105
", "dimensions": { "concept": "ifrs-full:DisclosureOfGeneralAndAdministrativeExpenseExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NTMvZnJhZzo0NTdmYzYxYmFhMGI0NDY5OTMwNzdjNzdmOTkzNjA0Mi90ZXh0cmVnaW9uOjQ1N2ZjNjFiYWEwYjQ0Njk5MzA3N2M3N2Y5OTM2MDQyXzIxOTkwMjMyNTU1NjY0_6be40320-e5ca-4f63-8791-63fe9cb470ea": { "value": "Personnel expense
The breakdown of the balance under this heading in the consolidated income statements is as follows:
Personnel expense (Millions of Euros)
Notes
2022
2021
2020
Wages and salaries
4,317
3,933
3,610
Social security costs
710
668
671
Defined contribution plan expense
25
87
71
72
Defined benefit plan expense
25
43
49
49
Other personnel expense
454
325
293
Total
5,612
5,046
4,695
Share-based employee remuneration
The amounts recognized under the heading \u201cAdministration costs - Personnel expense - Other personnel expense\u201d in the
consolidated income statements for the year ended December 31, 2022, 2021 and 2020, corresponding to the remuneration plans
based on equity instruments in each year, amounted to \u20ac32 million, \u20ac33 million and \u20ac16 million, respectively. These amounts have
been recognized with a corresponding entry under the heading \u201cShareholders\u2019 funds - Other equity\u201d in the consolidated balance
sheets, net of tax effect.
The characteristics of the Group's remuneration plans based on equity instruments are described below.
Variable remuneration in shares
BBVA has a specific remuneration scheme applicable to those employees whose professional activities have a material impact on the
risk profile of BBVA and/or its Group (hereinafter \u201cIdentified Staff\u201d) involving the delivery of BBVA shares or instruments linked to
BBVA shares, designed within the framework of applicable regulations to credit institutions and considering best practices and
recommendations at the local and international levels in this matter.
In 2022, this remuneration scheme is reflected in the following remuneration policies:
\u2013BBVA Group General Remuneration Policy, approved by the Board of Directors on June 30, 2021, that applies to employees
and BBVA Senior Management (excluding BBVA executive directors) and at Group companies with respect to which BBVA
exercises control over management. This policy includes the specific rules applicable to the members of the Identified Staff,
including BBVA Senior Management.
\u2013BBVA Directors\u2019 Remuneration Policy, approved by the General Shareholders\u2019 Meeting of BBVA held on April 20, 2021, that
it\u2019s applicable to the members of the Board of Directors of BBVA. The remuneration system for executive directors
corresponds, generally, with the applicable system to the Identified Staff, incorporating some particularities of their own,
derived from their condition of directors.
The variable remuneration for the Identified Staff members is subject to the following rules established in their corresponding
remuneration policies, specifically:
\u2013Annual Variable Remuneration for Identified Staff members for each financial year will be subject to ex ante adjustments, so
that it shall be reduced at the time of their appraisal in the event of a downturn in the Group\u2019s results or other parameters
such as the level of achievement of budgeted targets, and it will not accrue or it will accrue in a reduced amount, should a
certain level of profits and capital ratio not be achieved in accordance with the provisions of applicable regulations at any
given time.
\u201360% of the Annual Variable Remuneration will be vested and paid, if conditions are met, as a general rule, in the first four
months of the financial year following that to which the Annual Variable Remuneration corresponds (the \u201cUpfront Portion\u201d).
For executive directors, the rest of the members of the Senior Management and Identified Staff members with particularly
high variable remuneration, the Upfront Portion will be 40% of the Annual Variable Remuneration. The remaining portion
will be deferred in time (hereinafter the \u201cDeferred Portion\u201d) for a 5 year-period for executive directors and members of the
Senior Management, and 4 years for the remaining members of the Identified Staff.
\u201350% of the Annual Variable Remuneration, including both the Upfront Portion and the Deferred Portion, shall be established
in BBVA shares or in instruments linked to BBVA shares. As regards executive directors and the rest of the members of
Senior Management, 60% of the Deferred Portion shall be established in shares.
\u2013The shares or instruments awarded as Annual Variable Remuneration, both from the Upfront Portion and the Deferred
Portion, shall be withheld for a one-year period after delivery. This will not apply to those shares or instruments the sale of
which would be required to honor the payment of taxes accruing on delivery.
\u2013The Deferred Portion of the Annual Variable Remuneration may be reduced, but never increased, depending on the results
of multi-year performance indicators which are aligned with the Group\u2019s core risk management and control metrics related
to the solvency, liquidity, profitability or value creation.
\u2013The cash amounts of the Deferred Portion of Annual Variable Remuneration finally vested, shall be updated by applying the
Consumer Price Index (CPI), measured as year-on-year change in prices, or any other criteria established for such purposes
by the Board of Directors.
\u2013The entire Annual Variable Remuneration corresponding to each financial year shall be subject to arrangements for the
reduction of variable remuneration (\"malus\") and arrangements for the recovery of variable remuneration already paid
(\"clawback\") during the whole deferral and withholding period, which will be applicable in the event of the occurrence of any
of the circumstances expressly named in the remuneration policies.
\u2013No personal hedging strategies or insurances shall be used in connection with variable remuneration or liability that may
undermine the effects of alignment with prudent risk management.
\u2013The variable component of the remuneration for a financial year (understood as the sum of all variable components of the
remuneration) shall be limited to a maximum amount of 100% of the fixed component of the total remuneration
(understood as the sum of all fixed components of the remuneration), unless the General Shareholders' Meeting of BBVA
resolves to increase this percentage up to a maximum of 200%.
In this regard, the General Shareholders\u2019 Meeting of BBVA held on March 18, 2022 resolved to increase this limit to a
maximum level of 200% of the fixed component of the total remuneration for a given number of the Identified Staff
members, in the terms indicated in the report issued for this purpose by the Board of Directors dated February 9, 2022.
\u2013Any type of remuneration, other than Annual Variable Remuneration, considered to be variable remuneration shall be
subject to the rules regarding award, vesting and payment applicable in accordance with the type and nature of the
remuneration component itself.
During 2022, in accordance with the applicable remuneration policies, the right to receive a total amount of 3,420,608 BBVA shares
or instruments linked to BBVA shares corresponding mostly to the Upfront Portion of 2021 Annual Variable Remuneration and other
variable components of remuneration, was accrued by the Identified Staff.
Additionally, according to the Remuneration Policy applicable in 2017, during 2022 a total amount of 106,072 BBVA shares
corresponding to the second payment of the Deferred Portion of 2017 Annual Variable Remuneration of executive directors and the
rest of the members of Senior Management were delivered.
Finally, according to the Remuneration Policy applicable in 2018, during 2022 a total amount of 3,739,044 BBVA shares were
delivered to the Identified Staff corresponding to the first payment of the Deferred Portion of 2018 Annual Variable Remuneration of
executive directors and the rest of the members of Senior Management and to the full Deferred Portion of the 2018 Annual Variable
Remuneration of the rest of the Identified Staff.
Detailed information on the delivery of shares to executive directors and the rest of the members of Senior Management of BBVA who
held this position as of December 31, 2022, is included in Note 54.
Lastly, in line with specific regulation applicable in Portugal and Brazil, BBVA IFIC and BBVA Brazil Banco de Investimento have
identified (on an individual basis, respectively) the staff in these countries whose annual variable remuneration should be subject to a
specific settlement and payment scheme established in their corresponding remuneration policies, more specifically:
\u2013A percentage of the annual variable remuneration is subject to a three years deferral that shall be paid yearly over the
mentioned period.
\u201350% of the annual variable remuneration, both the upfront portion and deferred portion, shall be established in BBVA
shares.
\u2013In BBVA IFIC, resulting cash portions of the deferred portion of annual variable remuneration and subject to multi-year
performance indicators, finally delivered, shall be updated following the Consumer Price Index (CPI) measured as year-on-
year price variation.
\u2013In BBVA Brazil Banco de Investimento, both the cash amounts and share amounts of the deferred portion may be subject to
update adjustments in cash.
According to this remuneration scheme, during financial year 2022 a total of 21,774 BBVA shares corresponding to the upfront
portion of 2021 annual variable remuneration were delivered to these staff in Portugal and Brazil.
Additionally, during 2022 a total of 3,517 BBVA shares corresponding to the first third of the deferred portion of 2020 annual variable
remuneration were delivered to these staff in Portugal and Brazil as well as a total of 425 euros as adjustments for updates (for shares
delivered in Brazil), and a total of 4,422 BBVA shares corresponding to the second third of the deferred portion of 2019 annual
variable remuneration and 1,203 euros as adjustments for updates (for shares delivered in Brazil), and a total of 5.083 BBVA shares
corresponding to the last third of the deferred portion of 2018 annual variable remuneration and 2,195 euros as adjustments for
updates (for shares delivered in Brazil).", "dimensions": { "concept": "ifrs-full:DisclosureOfEmployeeBenefitsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NTYvZnJhZzplNmE3MTViNmU2OTE0MmIxYjMzYjgyNzY2NWI4YWE2NC90ZXh0cmVnaW9uOmU2YTcxNWI2ZTY5MTQyYjFiMzNiODI3NjY1YjhhYTY0XzIxOTkwMjMyNTY2MDEy_a0b70ce0-6419-4205-a29d-4665c820a45b": { "value": "Share-based employee remuneration
The amounts recognized under the heading \u201cAdministration costs - Personnel expense - Other personnel expense\u201d in the
consolidated income statements for the year ended December 31, 2022, 2021 and 2020, corresponding to the remuneration plans
based on equity instruments in each year, amounted to \u20ac32 million, \u20ac33 million and \u20ac16 million, respectively. These amounts have
been recognized with a corresponding entry under the heading \u201cShareholders\u2019 funds - Other equity\u201d in the consolidated balance
sheets, net of tax effect.
The characteristics of the Group's remuneration plans based on equity instruments are described below.
Variable remuneration in shares
BBVA has a specific remuneration scheme applicable to those employees whose professional activities have a material impact on the
risk profile of BBVA and/or its Group (hereinafter \u201cIdentified Staff\u201d) involving the delivery of BBVA shares or instruments linked to
BBVA shares, designed within the framework of applicable regulations to credit institutions and considering best practices and
recommendations at the local and international levels in this matter.
In 2022, this remuneration scheme is reflected in the following remuneration policies:
\u2013BBVA Group General Remuneration Policy, approved by the Board of Directors on June 30, 2021, that applies to employees
and BBVA Senior Management (excluding BBVA executive directors) and at Group companies with respect to which BBVA
exercises control over management. This policy includes the specific rules applicable to the members of the Identified Staff,
including BBVA Senior Management.
\u2013BBVA Directors\u2019 Remuneration Policy, approved by the General Shareholders\u2019 Meeting of BBVA held on April 20, 2021, that
it\u2019s applicable to the members of the Board of Directors of BBVA. The remuneration system for executive directors
corresponds, generally, with the applicable system to the Identified Staff, incorporating some particularities of their own,
derived from their condition of directors.
The variable remuneration for the Identified Staff members is subject to the following rules established in their corresponding
remuneration policies, specifically:
\u2013Annual Variable Remuneration for Identified Staff members for each financial year will be subject to ex ante adjustments, so
that it shall be reduced at the time of their appraisal in the event of a downturn in the Group\u2019s results or other parameters
such as the level of achievement of budgeted targets, and it will not accrue or it will accrue in a reduced amount, should a
certain level of profits and capital ratio not be achieved in accordance with the provisions of applicable regulations at any
given time.
\u201360% of the Annual Variable Remuneration will be vested and paid, if conditions are met, as a general rule, in the first four
months of the financial year following that to which the Annual Variable Remuneration corresponds (the \u201cUpfront Portion\u201d).
For executive directors, the rest of the members of the Senior Management and Identified Staff members with particularly
high variable remuneration, the Upfront Portion will be 40% of the Annual Variable Remuneration. The remaining portion
will be deferred in time (hereinafter the \u201cDeferred Portion\u201d) for a 5 year-period for executive directors and members of the
Senior Management, and 4 years for the remaining members of the Identified Staff.
\u201350% of the Annual Variable Remuneration, including both the Upfront Portion and the Deferred Portion, shall be established
in BBVA shares or in instruments linked to BBVA shares. As regards executive directors and the rest of the members of
Senior Management, 60% of the Deferred Portion shall be established in shares.
\u2013The shares or instruments awarded as Annual Variable Remuneration, both from the Upfront Portion and the Deferred
Portion, shall be withheld for a one-year period after delivery. This will not apply to those shares or instruments the sale of
which would be required to honor the payment of taxes accruing on delivery.
\u2013The Deferred Portion of the Annual Variable Remuneration may be reduced, but never increased, depending on the results
of multi-year performance indicators which are aligned with the Group\u2019s core risk management and control metrics related
to the solvency, liquidity, profitability or value creation.
\u2013The cash amounts of the Deferred Portion of Annual Variable Remuneration finally vested, shall be updated by applying the
Consumer Price Index (CPI), measured as year-on-year change in prices, or any other criteria established for such purposes
by the Board of Directors.
\u2013The entire Annual Variable Remuneration corresponding to each financial year shall be subject to arrangements for the
reduction of variable remuneration (\"malus\") and arrangements for the recovery of variable remuneration already paid
(\"clawback\") during the whole deferral and withholding period, which will be applicable in the event of the occurrence of any
of the circumstances expressly named in the remuneration policies.
\u2013No personal hedging strategies or insurances shall be used in connection with variable remuneration or liability that may
undermine the effects of alignment with prudent risk management.
\u2013The variable component of the remuneration for a financial year (understood as the sum of all variable components of the
remuneration) shall be limited to a maximum amount of 100% of the fixed component of the total remuneration
(understood as the sum of all fixed components of the remuneration), unless the General Shareholders' Meeting of BBVA
resolves to increase this percentage up to a maximum of 200%.
In this regard, the General Shareholders\u2019 Meeting of BBVA held on March 18, 2022 resolved to increase this limit to a
maximum level of 200% of the fixed component of the total remuneration for a given number of the Identified Staff
members, in the terms indicated in the report issued for this purpose by the Board of Directors dated February 9, 2022.
\u2013Any type of remuneration, other than Annual Variable Remuneration, considered to be variable remuneration shall be
subject to the rules regarding award, vesting and payment applicable in accordance with the type and nature of the
remuneration component itself.
During 2022, in accordance with the applicable remuneration policies, the right to receive a total amount of 3,420,608 BBVA shares
or instruments linked to BBVA shares corresponding mostly to the Upfront Portion of 2021 Annual Variable Remuneration and other
variable components of remuneration, was accrued by the Identified Staff.
Additionally, according to the Remuneration Policy applicable in 2017, during 2022 a total amount of 106,072 BBVA shares
corresponding to the second payment of the Deferred Portion of 2017 Annual Variable Remuneration of executive directors and the
rest of the members of Senior Management were delivered.
Finally, according to the Remuneration Policy applicable in 2018, during 2022 a total amount of 3,739,044 BBVA shares were
delivered to the Identified Staff corresponding to the first payment of the Deferred Portion of 2018 Annual Variable Remuneration of
executive directors and the rest of the members of Senior Management and to the full Deferred Portion of the 2018 Annual Variable
Remuneration of the rest of the Identified Staff.
Detailed information on the delivery of shares to executive directors and the rest of the members of Senior Management of BBVA who
held this position as of December 31, 2022, is included in Note 54.
Lastly, in line with specific regulation applicable in Portugal and Brazil, BBVA IFIC and BBVA Brazil Banco de Investimento have
identified (on an individual basis, respectively) the staff in these countries whose annual variable remuneration should be subject to a
specific settlement and payment scheme established in their corresponding remuneration policies, more specifically:
\u2013A percentage of the annual variable remuneration is subject to a three years deferral that shall be paid yearly over the
mentioned period.
\u201350% of the annual variable remuneration, both the upfront portion and deferred portion, shall be established in BBVA
shares.
\u2013In BBVA IFIC, resulting cash portions of the deferred portion of annual variable remuneration and subject to multi-year
performance indicators, finally delivered, shall be updated following the Consumer Price Index (CPI) measured as year-on-
year price variation.
\u2013In BBVA Brazil Banco de Investimento, both the cash amounts and share amounts of the deferred portion may be subject to
update adjustments in cash.
According to this remuneration scheme, during financial year 2022 a total of 21,774 BBVA shares corresponding to the upfront
portion of 2021 annual variable remuneration were delivered to these staff in Portugal and Brazil.
Additionally, during 2022 a total of 3,517 BBVA shares corresponding to the first third of the deferred portion of 2020 annual variable
remuneration were delivered to these staff in Portugal and Brazil as well as a total of 425 euros as adjustments for updates (for shares
delivered in Brazil), and a total of 4,422 BBVA shares corresponding to the second third of the deferred portion of 2019 annual
variable remuneration and 1,203 euros as adjustments for updates (for shares delivered in Brazil), and a total of 5.083 BBVA shares
corresponding to the last third of the deferred portion of 2018 annual variable remuneration and 2,195 euros as adjustments for
updates (for shares delivered in Brazil).", "dimensions": { "concept": "ifrs-full:DisclosureOfSharebasedPaymentArrangementsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NjIvZnJhZzplNThiOTNkMzRlNzQ0ZTE3YWM0ZTQ2NTNlMmZjNzVhNC90ZXh0cmVnaW9uOmU1OGI5M2QzNGU3NDRlMTdhYzRlNDY1M2UyZmM3NWE0XzIxOTkwMjMyNTU1NzE3_ec8e0962-3fee-4728-9bb0-2729d788615d": { "value": "Depreciation and amortization
The breakdown of the balance under this heading in the consolidated income statements for the years ended December 31, 2022,
2021 and 2020 is as follows:
Depreciation and amortization (Millions of Euros)
Notes
2022
2021
2020
Tangible assets
17
818
740
781
For own use
501
437
453
Right-of-use assets
312
299
324
Investment properties and other
5
3
3
Intangible assets
18.2
510
494
507
Total
1,328
1,234
1,288
", "dimensions": { "concept": "ifrs-full:DisclosureOfDepreciationAndAmortisationExpenseExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NjgvZnJhZzo4NGE3YjQ0ZDhhMGY0NjE2OTI0ZTY4MzA1MTM2Y2NhZi90ZXh0cmVnaW9uOjg0YTdiNDRkOGEwZjQ2MTY5MjRlNjgzMDUxMzZjY2FmXzIxOTkwMjMyNTU2MTEx_0b4a197e-8e13-4fd3-83eb-4e6fb702fbd0": { "value": "Impairment or reversal of impairment on financial assets not measured at fair
value through profit or loss or net gains by modification
The breakdown of impairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net
gains by modification by the nature of those assets in the consolidated income statements is as follows:
Impairment or reversal of impairment on financial assets not measured at fair value through profit or loss or net gains by
modification (Millions of Euros)
Notes
2022
2021
2020
Financial assets at fair value through other comprehensive income
- Debt securities
76
17
19
Financial assets at amortized cost (1)
3,303
3,017
5,160
Of which: recovery of written-off assets by cash collection
7.2.5
(390)
(423)
(339)
Total
3,379
3,034
5,179
(1) In 2020, the amount included the negative impact of the update of the macroeconomic scenario following the COVID-19 pandemic.
Impairment or reversal of impairment of investments in joint ventures and
associates
The heading \u201cImpairment or reversal of the impairment of investments in joint ventures or associates\" included a reversal of
impairment of \u20ac42 million in the year ended 2022. This heading did not include any impairment or reversal of impairment in the year
ended 2021, and included an impairment of \u20ac190 million for the year ended December 31, 2020 (see Note 16.3).
Impairment or reversal of impairment on non-financial assets
The impairment losses on non-financial assets broken down by the nature of those assets in the consolidated income statements are
as follows:
Impairment or reversal of impairment on non-financial assets (Millions of Euros)
Notes
2022
2021
2020
Tangible assets (1)
17
(53)
161
125
Intangible assets
25
19
19
Others\u00a0
55
41
9
Total
27
221
153
(1) In 2021, it includes the impairment due to the closing of rented offices after the agreement with the union representatives on the collective layoff procedure proposed for Banco
Bilbao Vizcaya Argentaria, S.A. in Spain (see Notes 17 and 24).
", "dimensions": { "concept": "ifrs-full:DisclosureOfImpairmentOfAssetsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NzEvZnJhZzphNGE0MjUzOTBlYmY0NDQ2OTJjMDY4MGY4NmFhNTlhNi90ZXh0cmVnaW9uOmE0YTQyNTM5MGViZjQ0NDY5MmMwNjgwZjg2YWE1OWE2XzI3NDg3NzkwNjk4Njg_08db109c-c104-4a21-8b39-db7b1e465d2e": { "value": "42000000", "decimals": -6, "dimensions": { "concept": "bbva:ImpairmentOrReversalOfImpairmentOfInvestmentsInJointVenturesAndAssociates", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81NzEvZnJhZzphNGE0MjUzOTBlYmY0NDQ2OTJjMDY4MGY4NmFhNTlhNi90ZXh0cmVnaW9uOmE0YTQyNTM5MGViZjQ0NDY5MmMwNjgwZjg2YWE1OWE2XzMxOA_b2cb7199-4a4b-4ffe-ba66-3b405c8b53f6": { "value": "-190000000", "decimals": -6, "dimensions": { "concept": "bbva:ImpairmentOrReversalOfImpairmentOfInvestmentsInJointVenturesAndAssociates", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2020-01-01T00:00:00/2021-01-01T00:00:00", "unit": "iso4217:EUR" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81ODAvZnJhZzpmMzc0MmE3NWI0ZDQ0ZDgzYTI0NjE2ZTAxNWE2YWVjMS90ZXh0cmVnaW9uOmYzNzQyYTc1YjRkNDRkODNhMjQ2MTZlMDE1YTZhZWMxXzIxOTkwMjMyNTYyMzc2_519d085f-b9ba-40c6-869c-2e584f5c79dc": { "value": "Consolidated statements of cash flows
The variation between 2022, 2021 and 2020 of the financial liabilities from financing activities is the following:
Liabilities from financing activities (Millions of Euros)
Liabilities at amortized cost: Debt
certificates
Of which: Issuances of subordinated
liabilities (1)
2022
2021
2020
2022
2021
2020
Balance at the beginning
55,763
61,780
63,963
14,794
17,248
17,675
Cash flows
(678)
(5,728)
3,003
(1,945)
(1,941)
(8)
Non-cash changes
344
(289)
(5,186)
(364)
(513)
(419)
Acquisition
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Disposal
\u2014
\u2014
\u2014
\u2014
(772)
\u2014
Disposals by companies held for sale (2)
\u2014
\u2014
(3,160)
\u2014
\u2014
\u2014
Foreign exchange movement
344
(289)
(2,026)
(364)
259
(419)
Fair value changes
\u2014
\u2014
\u2014
\u2014
Balance at the end
55,429
55,763
61,780
12,485
14,794
17,248
(1) There were \u20ac24, \u20ac14 and \u20ac12 million of subordinated deposits as of December 31, 2022, 2021 and 2020, respectively (see Note 22.4 and Appendix VI). In addition, there were
coupon payments on subordinated liabilities for \u20ac313, \u20ac359 and \u20ac387 million in 2022, 2021 and 2020, respectively. The subordinated issuances of BBVA Paraguay and of the
USA Sale perimeter as of December 31, 2020 were recorded in the heading \"Liabilities included in disposal groups classified as held for sale\" of the consolidated balance and
amounted to \u20ac37 and \u20ac735 million, respectively.
(2) Includes mainly the balance of the USA Sale perimeter (see Notes 3 and 21).
", "dimensions": { "concept": "ifrs-full:DisclosureOfCashFlowStatementExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81ODMvZnJhZzo4MzUzMDA4ZmM1MTE0ODdlOWQzMzFiYTBkOTgwYmE5YS90ZXh0cmVnaW9uOjgzNTMwMDhmYzUxMTQ4N2U5ZDMzMWJhMGQ5ODBiYTlhXzIxOTkwMjMyNTU2OTY1_d1992bc2-a8f0-4505-93a6-9a053ecc0c83": { "value": "Accountant fees and services
The details of the fees for the services contracted by entities of the BBVA Group for the year ended December 31, 2022, with their
respective auditors and other audit entities are as follows:
Fees for Audits conducted and other related services (1) (Millions of Euros)
2022
Audits of the companies audited by firms belonging to the EY worldwide organization and other reports
related with the audit (2)
24.8
Other reports required pursuant to applicable legislation and tax regulations issued by the national
supervisory bodies of the countries in which the Group operates, reviewed by firms belonging to the EY
worldwide organization
1.0
Fees for audits conducted by other firms
0.1
(1) Regardless of the billed year.
(2) Including fees pertaining to annual legal audits (\u20ac21.8 million as of December 31, 2022).
In the year ended December 31, 2022, certain entities in the BBVA Group contracted other services (other than audits) as follows:
Other Services rendered (Millions of Euros)
2022
Firms belonging to the EY worldwide organization
0.1
This total of contracted services includes the detail of the services provided by Ernst & Young, S.L. to BBVA, S.A. or its controlled
companies at the date of preparation of these consolidated financial statements as follows:
Fees for audits conducted (1) (Millions of Euros)
2022
Legal audit of BBVA,S.A. or its companies under control
7.6
Other audit services of BBVA, S.A. or its companies under control
5.2
Limited Review of BBVA, S.A. or its companies under control
1.4
Reports related to issuances
0.4
Assurance services and other required by the regulator
0.8
(1) Services provided by Ernst & Young, S.L. to companies located in Spain, to the branch of BBVA in New York and to the branch of BBVA in London.
The services provided by the auditors meet the independence requirements of the external auditor established under Audit of
Accounts Law (Law 22/2015) and under the Sarbanes-Oxley Act of 2002 adopted by the Securities and Exchange Commission
(SEC).
", "dimensions": { "concept": "ifrs-full:DisclosureOfAuditorsRemunerationExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81ODYvZnJhZzpkZDg2ZGI2YmI4ZTk0NThhYTA5ZmNjNGQxNjQ2MDhjZi90ZXh0cmVnaW9uOmRkODZkYjZiYjhlOTQ1OGFhMDlmY2M0ZDE2NDYwOGNmXzIxOTkwMjMyNTU1ODcy_f50888cf-ef29-4ac7-881c-ca9967791496": { "value": "Related-party transactions
As financial institutions, BBVA and other entities in the Group engage in transactions with related parties in the normal course of their
business. These transactions are not significant and are carried out under normal market conditions. As of December 31, 2022, 2021
and 2020, the following are the transactions with related parties:
Transactions with significant shareholdersAs of December 31, 2022, 2021 and 2020, there were no shareholders considered significant (see Note 26).Transactions with BBVA Group entities
The balances of the main captions in the consolidated balance sheets arising from the transactions carried out by the BBVA Group
with associates and joint venture entities accounted for using the equity method are as follows:
Balances arising from transactions with entities of the Group (Millions of Euros)
2022
2021
2020
Assets
Loans and advances to credit institutions
9
9
148
Loans and advances to customers
1,842
2,031
1,743
Debt securities
7
7
\u2014
Liabilities
Deposits from credit institutions
1
1
\u2014
Customer deposits
204
296
791
Memorandum accounts
Financial guarantees given
136
154
132
Other commitments given
751
1,056
1,400
Loan commitments given
10
11
11
There were no other material effects in the consolidated financial statements arising from dealings with these entities, other than the
effects from using the equity method (see Note 2.1) and from the insurance policies to cover pension or similar commitments (see
Note 25) and the derivatives transactions arranged by BBVA Group with these entities, associates and joint ventures.
In addition, as part of its normal activity, the BBVA Group has entered into agreements and commitments of various types with
shareholders of subsidiaries and associates, which have no material effects on the consolidated financial statements.
Transactions with members of the Board of Directors and Senior Management
The transactions entered into between BBVA or its Group companies with members of the Board of Directors and Senior
Management of the Bank or their related parties were within the scope of the ordinary course of business of the Bank and were
immaterial, defined as transactions the disclosure of which is not necessary to present a true and fair view of the Bank's equity,
financial position and results, and were concluded on normal markets terms or on terms applicable to the rest of employees.
The amount and nature of the main transactions carried out with members of the Board of Directors and Senior Management of the
Bank, or their respective related parties, are shown below.
Balance at 31st December of each year (thousands of Euros)
2022
2021
2020
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Loans and
credits
668
1,880
6,321
764
765
207
5,419
573
\u2014
\u2014
5,349
580
Bank
guarantees
\u2014
\u2014
10
\u2014
\u2014
\u2014
10
\u2014
\u2014
\u2014
10
25
Business
credit
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(1) Excluding executive directors
Information on remuneration paid and other benefits granted to members of the Board of Directors and Senior Management of BBVA
is provided in Note 54.
", "dimensions": { "concept": "ifrs-full:DisclosureOfRelatedPartyExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV81OTUvZnJhZzo3YWE3YWQ3ODlkZTQ0YjRiOTY0MmE4NmEzOTE1ZDVlMC90ZXh0cmVnaW9uOjdhYTdhZDc4OWRlNDRiNGI5NjQyYTg2YTM5MTVkNWUwXzIxOTkwMjMyNTU5NDM2_ab0c0b50-b4ff-465c-aebd-8eeb448c11de": { "value": "Transactions with members of the Board of Directors and Senior Management
The transactions entered into between BBVA or its Group companies with members of the Board of Directors and Senior
Management of the Bank or their related parties were within the scope of the ordinary course of business of the Bank and were
immaterial, defined as transactions the disclosure of which is not necessary to present a true and fair view of the Bank's equity,
financial position and results, and were concluded on normal markets terms or on terms applicable to the rest of employees.
The amount and nature of the main transactions carried out with members of the Board of Directors and Senior Management of the
Bank, or their respective related parties, are shown below.
Balance at 31st December of each year (thousands of Euros)
2022
2021
2020
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Directors
Related
parties of
Directors
Senior
Management (1)
Related
parties of
Senior
Management
Loans and
credits
668
1,880
6,321
764
765
207
5,419
573
\u2014
\u2014
5,349
580
Bank
guarantees
\u2014
\u2014
10
\u2014
\u2014
\u2014
10
\u2014
\u2014
\u2014
10
25
Business
credit
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(1) Excluding executive directors
Information on remuneration paid and other benefits granted to members of the Board of Directors and Senior Management of BBVA
is provided in Note 54.
Remuneration and other benefits for the Board of Directors and members of the
Bank's Senior Management
Remuneration received by non-executive directors
The remuneration of the non-executive directors who are members of the Board of Directors during the financial years 2022 and 2021
is as follows, individually and by remuneration item:
Remuneration for non-executive directors (thousands of Euros)
Board of
Directors
Executive
Committee
Audit
Committee
Risk and
Compliance
Committee
Remuneration
Committee
Appointments
and Corporate
Governance
Committee
Technology
and
Cybersecurity
Committee
Other
positions\u00a0 (1)
Total
2022
2021
Jos\u00e9 Miguel Andr\u00e9s
Torrecillas
129
167
66
115
50
527
527
Jaime Caruana Lacorte
129
167
165
107
567
567
Ra\u00fal Galamba de
Oliveira
129
107
43
53
332
278
Bel\u00e9n Garijo L\u00f3pez
129
66
107
46
349
349
Connie Hedegaard ( 2)
107
107
0
Sunir Kumar Kapoor (3)
32
11
43
172
Lourdes M\u00e1iz Carro
129
66
43
238
238
Jos\u00e9 Maldonado Ramos
129
167
46
342
342
Ana Peralta Moreno
129
66
43
238
238
Juan Pi Llorens
129
214
46
43
27
458
512
Ana Revenga Shanklin
129
107
29
264
236
Susana Rodr\u00edguez
Vidarte
129
167
107
46
449
449
Carlos Salazar Lomel\u00edn
129
43
172
172
Jan Verplancke
129
43
43
214
214
Total (4)
1,684
667
431
642
278
301
168
130
4,300
4,293
(1) Director appointed by the General Meeting held on 18 March 2022, therefore the allocation of theoretical shares is not due until 2023.
(2) Director who left office on 18 March 2022. In application of the system, he received a total of 36,922 BBVA shares after leaving office, which is equivalent to the total of
theoretical shares accumulated up to that date.
(3) The number of theoretical shares allocated in 2022 and 2021 to each non-executive director is equivalent to 20% of the total fixed annual cash allocation received in 2021 and
2020, respectively, based on the average of the closing prices of BBVA shares during the 60 trading sessions prior to the General Meetings of 18 March 2022 and 20 April 2021,
which were \u20ac5.47 and \u20ac4.44 per share, respectively.
Remuneration received by executive directors
The remuneration of executive directors for the financial years 2022 and 2021 in application of the BBVA Directors' Remuneration
Policy approved by the General Meeting of 20 April 2021 is shown below, individually and by remuneration item:
Annual Fixed Remuneration (thousands of Euros)
2022
2021
Chair
2,924
2,924
Chief Executive Officer
2,179
2,179
Total
5,103
5,103
In addition, in accordance with the conditions established in the BBVA Directors' Remuneration Policy, during the 2022 and 2021
financial years, the Chief Executive Officer received \u20ac654 thousand each year as \"cash in lieu of pension\" (equivalent to 30% of his
Annual Fixed Remuneration) as he does not have a retirement pension (see the \"Pension commitments with executive directors\"
section of this Note), and \u20ac600 thousand as mobility allowance.
Remuneration in kind (thousands of Euros)
Furthermore, during the financial years 2022 and 2021, remuneration in kind was paid to executive directors, including insurance and
other premiums, amounting to \u20ac283 thousand and \u20ac328 thousand in the case of the Chair, and \u20ac155 thousand and \u20ac158 thousand in
the case of the Chief Executive Officer, respectively.
Annual Variable Remuneration (AVR)
2022 (2)
2021 (1)
In cash
(thousands of Euros)
In shares
In cash
(thousands of Euros)
In shares
Chair
926
158,169
849
159,235
Chief Executive Officer
712
121,646
645
120,977
Total
1,639
279,815
1,494
280,212
(2) Remuneration corresponding to the upfront portion (40%) of the Annual Variable Remuneration for the financial year 2022, which
will be paid, if the conditions are met, during the first quarter of the financial year 2023, in equal parts in cash and BBVA shares. The
remaining 60% will be deferred (40% in cash and 60% in shares) for a period of five years (Deferred Portion) and paid, if conditions
are met, proportionally at the end of each of the five years of deferral, in an amount equal to 20% of the Deferred Portion each year.
The Deferred Portion may be reduced, but never increased, depending on the results of the multi-year performance indicators
determined by the Board of Directors at the beginning of the financial year 2022. After the end of the financial year corresponding to
the third year of deferral, the results of the multi-year performance indicators shall determine the ex post adjustments, if any, to be
made to the outstanding amount of the Deferred Portion. All of this is subject to the vesting and payment rules provided for in the
BBVA Directors' Remuneration Policy.
Moreover, the remaining rules set forth in the BBVA Directors\u2019 Remuneration Policy regarding the Annual Variable Remuneration of
executive directors will be applicable to 2022 Annual Variable Remuneration, including: (i) a withholding period of one year after
delivery of the BBVA shares received; (ii) the prohibition of hedging strategies or insurance that may undermine the effects of
alignment with prudent risk management; (iii) update of the Deferred Portion in cash in accordance with the CPI; (iv) malus and
clawback arrangements during the whole deferral and withholding period; and (v) the limitation of variable remuneration up to a
maximum amount of 200% of the fixed component of the total remuneration, as resolved by the General Meeting held on 2022.
Deferred Annual Variable Remuneration from previous financial years
2022 (2)
2021 (1)
Deferred
AVR
In cash
(thousands of Euros)
In shares
In cash
(thousands of Euros)
In shares
Chair
2021
215
57,325
\u2014
\u2014
2020
0
0
\u2014
\u2014
2019
513
136,587
\u2014
\u2014
2018
128
35,795
364
107,386
2017
154
27,898
146
27,898
Subtotal
1,011
257,605
510
135,284
Chief Executive
Officer
2021
164
43,552
\u2014
\u2014
2020
0
0
\u2014
\u2014
2019
460
122,572
\u2014
\u2014
2018
\u2014
\u2014
332
61,282
2017
\u2014
\u2014
\u2014
\u2014
Subtotal
624
166,124
332
61,282
Total
1,635
423,729
842
196,566
(1) Deferred remuneration from previous financial years to be awarded after 2021 year-end. Award to the Chair and the Chief
Executive Officer took place in 2022, in the percentages applicable in each case in accordance with the vesting and payment rules
established in the remuneration policies in force in each financial year:
\u20222018 Deferred AVR: in 2022, the first payment was made (60% of the Deferred Portion) in the case of the Chair and the full
payment in the case of the Chief Executive Officer, including in both cases the update of their portion in cash. This
remuneration is associated with their previous positions as Chief Executive Officer and President & CEO of BBVA USA,
respectively.
\u20222017 Deferred AVR: in 2022, the Chair was paid the second payment (20% of the Deferred Portion), including the update of
his portion in cash. This remuneration is associated with his former position as Chief Executive Officer.
(2) Deferred remuneration from previous years to be awarded after 2022 year-end. Award to the Chair and/or Chief Executive Officer
will take place in 2023 in the percentages applicable in each case in accordance with the vesting and payment rules established in the
remuneration policies in force in each financial year:
\u20222021 Deferred AVR: corresponding to the first payment (20% of the Deferred Portion) to the executive directors, including the
update of their portion in cash. Thereafter, 80% of the 2021 Deferred AVR will be deferred for both executive directors and, if
the conditions are met, it will be paid in 2024, 2025, 2026 and 2027.
\u20222019 Deferred AVR: corresponding to the first payment (60% of the Deferred Portion) to the executive directors, including the
update of their portion in cash, and after having verified that no reduction was applicable based on the result of the multi-year
performance indicators determined in 2019 by the Board of Directors. Thereafter, 40% of the 2019 Deferred AVR will be
deferred for both executive directors and, if the conditions are met, it will be paid in 2024 and 2025.
\u20222018 Deferred AVR: corresponds to the second payment (20% of the Deferred Portion) to the Chair, including the update of
his portion in cash. Following this, 20% of the 2018 Deferred AVR will be deferred and if the conditions are met, it will be paid
in 2024. This remuneration is associated with his previous position as Chief Executive Officer.
\u20222017 Deferred AVR: corresponds to the third and final payment (20% of the Deferred Portion) to the Chair, including the
update of his portion in cash. Following this, the payment to the Chair of the 2017 Deferred AVR will be finalized. This
remuneration is associated with his previous position as Chief Executive Officer.\u00a0
Pension commitments with executive directors
The Bank has not assumed any pension obligations with non-executive directors.
With regard to the executive directors, the BBVA Directors' Remuneration Policy establishes a pension framework whereby, in the
case of the Chair, he is eligible to receive a retirement pension, paid in either income or capital, when he reaches the legally
established retirement age, provided that he does not leave his position as a result of serious dereliction of his duties. The amount of
this pension will be determined by the annual contributions made by the Bank, together with their corresponding accumulated yields
at that date.
The annual contribution to cover the retirement contingency in the Chair's defined contribution system, established in the BBVA
Directors' Remuneration Policy approved by the General Meeting in 2021, is \u20ac439 thousand. The Board of Directors may update this
amount during the term of the Policy, in the same way and under the same terms as it may update the Annual Fixed Remuneration.
15% of the agreed annual contribution will be based on variable components and considered \u201cdiscretionary pension benefits\u201d and will,
therefore, be subject to the conditions regarding delivery in shares, withholding and clawback established in the applicable
regulations, as well as any other conditions concerning variable remuneration that may be applicable in accordance with the BBVA
Directors' Remuneration Policy.
In the event that the Chair's contract is terminated before he reaches retirement age for reasons other than serious dereliction of
duties, the retirement pension payable to the Chair upon him reaching the legally established retirement age will be calculated based
on the funds accumulated through the contributions made by the Bank up to that date, as per the terms set out, plus the
corresponding accumulated yield, with no additional contributions to be made by the Bank as of the time of termination.
With respect to the commitments in favor of the Chair to cover the contingencies of death and disability, the Bank will pay the
corresponding annual insurance premiums in order to top up this coverage.
In accordance with the foregoing, in the financial year 2022, an amount of \u20ac451 thousand has been registered, comprising the agreed
annual contribution to cover the retirement contingency, which is \u20ac439 thousand, and an amount of \u20ac12 thousand corresponding to
the upward adjustment of the \"discretionary pension benefits\" for the financial year 2021, which were declared at the end of that year
and which corresponded to the contribution to the accumulated fund in 2022. \u20ac473 thousand in premiums for death and disability has
also been paid.
As of December 31, 2022, the total accumulated amount of the fund to meet the retirement commitments for the Chair amounted to
\u20ac22,771 thousand.
With regard to the agreed annual contribution for the retirement contingency corresponding to the 2022 financial year, 15% (\u20ac66
thousand) was registered in said financial year as \u201cdiscretionary pension benefits\u201d. Following the end of the financial year, this amount
was adjusted by applying the same criteria used to determine the Annual Variable Remuneration for the Chair for the 2022 financial
year and was determined to amount to \u20ac85 thousand, which represents an upward adjustment of \u20ac19 thousand. These \u201cdiscretionary
pension benefits\u201d will be included in the accumulated fund in the 2023 financial year and will be subject to the conditions established
for them in the BBVA Directors' Remuneration Policy.
With regard to the Chief Executive Officer, in accordance with the provisions of the BBVA Directors' Remuneration Policy and those in
his contract, the Bank has not undertaken any retirement commitments, although he is entitled to an annual cash sum instead of a
retirement pension (cash in lieu of pension) equal to 30% of his Annual Fixed Remuneration. In accordance with the above, in the
2022 financial year, the Bank paid the Chief Executive Officer the amount of fixed remuneration in the form of \"cash in lieu of
pension\", as described in the \"Remuneration received by executive directors\" section of this Note.
However, the Bank has undertaken commitments to cover the death and disability contingencies for the Chief Executive Officer, for
which the corresponding annual insurance premiums are paid. To this end, in 2022, \u20ac285 thousands of euros have been recognized
for this concept.
Executive directors (thousands of Euros)
Contributions (1)
Funds accumulated
Retirement
Death and disability
2022
2021
2022
2021
2022
2021
Chair
451
340
473
574
22,771
24,546
Chief Executive Officer
\u2014
\u2014
285
295
\u2014
\u2014
Total
451
340
758
869
22,771
24,546
Remuneration in kind (thousands of Euros)
During the financial years 2022 and 2021, remuneration in kind, including insurance and other premiums, has been paid to all Senior
Management, excluding executive directors, for an aggregate total amount of \u20ac1,093 thousand and \u20ac1,409 thousand, respectively.
Annual Variable Remuneration (AVR)
2022 (2)
2021 (1)
In cash
(thousands of Euros)
In shares
In cash
(thousands of Euros)
In shares
Senior Management Total
2,143
365,746
1,849
346,106
directors.
With regard to Senior Management, excluding executive directors, the Bank did not make any payments arising from the termination of contractual relationships in 2022 and 2021.", "dimensions": { "concept": "ifrs-full:DisclosureOfInformationAboutKeyManagementPersonnelExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MTAvZnJhZzpjZGFlY2M0NWVmOGU0OTJiOTg4NmI1MjVmMTA4NDZiNC90ZXh0cmVnaW9uOmNkYWVjYzQ1ZWY4ZTQ5MmI5ODg2YjUyNWYxMDg0NmI0XzIxOTkwMjMyNTU1NjA3_12f0c9c1-effc-404b-b0fa-819101c4e4e0": { "value": "Reporting requirements of the Spanish National Securities Market Commission (CNMV)
Dividends paid
The table below presents the dividends per share paid in cash during 2022, 2021 and 2020 (cash basis dividend, regardless of the
year in which they were accrued). For a complete analysis of all remuneration awarded to the shareholders in 2022, 2021 and 2020
(see Note 4).
Paid Dividends
2022
2021
2020
% Over
nominal
Euros per
share
Amount
(Millions
of Euros)
% Over
nominal
Euros per
share
Amount
(Millions
of Euros)
% Over
nominal
Euros per
share
Amount
(Millions
of Euros)
Ordinary shares
71.43%
0.35
2,190
16.33%
0.08
533
32.65%
0.16
1,067
Rest of shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Total dividends paid in cash
71.43 %
0.35
2,190
16.33 %
0.08
533
32.65 %
0.16
1,067
Dividends with charge to income
24.49%
0.12
724
16.33%
0.08
533
32.65%
0.16
1,067
Dividends with charge to reserve or
share premium
46.94%
0.23
1,467
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Dividends in kind
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Flexible payment
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
", "dimensions": { "concept": "ifrs-full:DisclosureOfDividendsExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MjgvZnJhZzpkMmIwMGU3M2Y2Yjc0OTI1YmRmNWM0Mjk3ZTAxMjY4ZC90ZXh0cmVnaW9uOmQyYjAwZTczZjZiNzQ5MjViZGY1YzQyOTdlMDEyNjhkXzIxOTkwMjMyNTU4MTcy_2bd0d68b-39cb-4c8f-aac0-3cf8da4fcd97": { "value": "Subsequent events
On February 1, 2023, it was announced that a cash distribution for the amount of \u20ac0.31 gross per share in April as a final dividend for
the year 2022 and the execution of a share buyback program of BBVA for an amount of \u20ac422 million were planned to propose to the
corresponding corporate bodies for consideration, subject to obtaining the corresponding regulatory authorizations and the
communication of the specific terms and conditions of the program before the inception of its execution (see Note 4).
In relation to the recent earthquake in Turkey, at these early stages, the Group is working on the definition of some emergency
measures to help alleviate the effects of the humanitarian crisis caused by this catastrophe.
The necessary internal protocols have been applied to monitor the situation and begin to assess the direct and future impacts for the
Group that may arise from it. The direct exposure of the Group in the affected areas is not significant and, up to the date of approval of
this consolidated financial statements and management report, no relevant impacts on the future continuity of the Group's
operations and business in Turkey have been identified. However, it is not possible at this time to carry out a precise evaluation of the
future impacts that may derive from this situation. Such impacts, if applicable, will be recorded in the Group's financial statements at
a later time.
From January 1, 2023 to the date of preparation of these Consolidated Financial Statements, no other subsequent events not
mentioned above in these financial statements have taken place that could significantly affect the Group\u2019s earnings or its equity
position.
", "dimensions": { "concept": "ifrs-full:DisclosureOfEventsAfterReportingPeriodExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82MzcvZnJhZzo0Yzk0YjUzZDEzYWU0ZDRkOWMyYzM4ZDZhY2JhNWM1OC90ZXh0cmVnaW9uOjRjOTRiNTNkMTNhZTRkNGQ5YzJjMzhkNmFjYmE1YzU4XzIxOTkwMjMyNTcwNjkx_179c0994-6fc0-48fe-9be1-e0776796f969": { "value": "
APPENDIX I. Additional information on subsidiaries and structured entities composing
the BBVA Group as of December 31, 2022
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity
excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
ACTIVOS MACORP SL
SPAIN
REAL ESTATE
50.64
49.36
100.00
3
3
\u2014
ADQUIRA MEXICO SA DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
8
5
3
ALCALA 120 PROMOC. Y GEST.IMMOB. S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
18
17
2
ANIDA GRUPO INMOBILIARIO SL
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
1,194
1,189
12
ANIDA INMOBILIARIA, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT COMPANY
\u2014
100.00
100.00
37
36
2
ANIDA OPERACIONES SINGULARES, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1,142
1,128
14
ANIDA PROYECTOS INMOBILIARIOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
25
25
\u2014
ANIDAPORT INVESTIMENTOS IMOBILIARIOS,
UNIPESSOAL, LTDA
PORTUGAL\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
24
17
(1)
ANTHEMIS BBVA VENTURE PARTNERSHIP LLP
UNITED KINGDOM
INVESTMENT COMPANY
\u2014
100.00
100.00
11
9
7
APLICA NEXTGEN OPERADORA S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
APLICA NEXTGEN SERVICIOS S.A. DE C.V
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
ARRAHONA IMMO, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
53
114
\u2014
ARRAHONA NEXUS, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
56
62
\u2014
ARRELS CT FINSOL, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
59
75
\u2014
ARRELS CT PATRIMONI I PROJECTES, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
22
22
\u2014
ARRELS CT PROMOU SA
SPAIN
REAL ESTATE
\u2014
100.00
100.00
17
25
(1)
BAHIA SUR RESORT S.C.
SPAIN
INACTIVE
99.95
\u2014
99.95
\u2014
\u2014
\u2014
BANCO BBVA ARGENTINA S.A.
ARGENTINA
BANKING
39.97
26.59
66.55
158
671
925
BANCO BBVA PER\u00da SA (3)
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
BANKING
\u2014
46.12
46.12
1,278
2,300
474
BANCO BILBAO VIZCAYA ARGENTARIA URUGUAY
SA
URUGUAY\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
BANKING
100.00
\u2014
100.00
110
221
29
BANCO OCCIDENTAL SA
SPAIN
BANKING
49.43
50.57
100.00
17
18
\u2014
BANCO PROVINCIAL OVERSEAS NV
CURA\u00c7AO
BANKING
\u2014
100.00
100.00
44
42
2
BANCO PROVINCIAL SA - BANCO UNIVERSAL
VENEZUELA
BANKING
1.46
53.75
55.21
46
208
7
BBV AMERICA SL
SPAIN
INVESTMENT COMPANY
99.80
0.20
100.00
\u2014
581
31
BBVA (SUIZA) SA
SWITZERLAND
BANKING
100.00
\u2014
100.00
114
139
7
BBVA AGENCIA DE SEGUROS COLOMBIA LTDA
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
BBVA AI FACTORY SL
SPAIN
SERVICES
\u2014
100.00
100.00
6
4
\u2014
BBVA ASSET MANAGEMENT ARGENTINA SAU
SOCIEDAD GERENTE DE FONDOS COMUNES DE
INVERSI\u00d3N
ARGENTINA
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
20
\u2014
20
BBVA ASSET MANAGEMENT MEXICO SA DE CV,
SOC.OPERADORA DE FONDOS DE INVERSION,
GRUPO FRO. BBVA MEXICO
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
36
23
13
BBVA ASSET MANAGEMENT SA SAF
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
7
5
2
BBVA ASSET MANAGEMENT SA SGIIC
SPAIN
INVESTMENT FUND
MANAGEMENT
100.00
\u2014
100.00
36
(80)
116
BBVA ASSET MANAGEMENT SA SOCIEDAD
FIDUCIARIA (BBVA FIDUCIARIA)
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
20
15
5
BBVA AXIAL TECH SA DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
100.00
\u2014
100.00
192
249
15
BBVA BOLSA SOCIEDAD AGENTE DE BOLSA S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SECURITIES DEALER
\u2014
100.00
100.00
5
4
1
BBVA BRASIL BANCO DE INVESTIMENTO SA
BRAZIL
BANKING
100.00
\u2014
100.00
16
20
\u2014
BBVA BROKER ARGENTINA SA
ARGENTINA
INSURANCES SERVICES
\u2014
99.96
99.96
\u2014
2
9
BBVA BROKER CORREDURIA DE SEGUROS Y
REASEGUROS SA
SPAIN
FINANCIAL SERVICES
99.94
0.06
100.00
\u2014
2
7
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
BBVA VALORES COLOMBIA, S.A.
COMISIONISTA DE BOLSA
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SECURITIES DEALER
\u2014
100.00
100.00
8
8
\u2014
BILBAO VIZCAYA HOLDING SAU
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
160
321
(32)
CAIXA MANRESA IMMOBILIARIA ON
CASA, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
2
2
\u2014
CARTERA E INVERSIONES, S.A.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
92
131
4
CASA DE BOLSA BBVA MEXICO, S.A. DE
CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SECURITIES DEALER
\u2014
100.00
100.00
69
46
24
CATALONIA PROMODIS 4, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
CATALUNYACAIXA IMMOBILIARIA, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
194
181
14
CATALUNYACAIXA SERVEIS, S.A.
SPAIN
SERVICES
100.00
\u2014
100.00
2
2
\u2014
CDD GESTIONI S.R.L. IN LIQUIDAZIONE
ITALY
IN LIQUIDATION
100.00
\u2014
100.00
\u2014
\u2014
\u2014
CIDESSA DOS, S.L.
SPAIN
INVESTMENT COMPANY
\u2014
100.00
100.00
16
15
2
CIERVANA, S.L.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
53
52
2
COMERCIALIZADORA CORPORATIVA
SAC
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
50.00
50.00
\u2014
\u2014
\u2014
COMERCIALIZADORA DE SERVICIOS
FINANCIEROS, S.A.
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
3
4
\u2014
COMPA\u00d1IA CHILENA DE INVERSIONES,
S.L.
SPAIN
INVESTMENT COMPANY
99.97
0.03
100.00
221
272
10
CONSOLIDAR A.F.J.P, S.A.
ARGENTINA
IN LIQUIDATION
46.11
53.89
100.00
1
\u2014
\u2014
CONTENTS AREA, S.L.
SPAIN
SERVICES
\u2014
100.00
100.00
5
5
\u2014
CONTINENTAL DPR FINANCE COMPANY
CAYMAN ISLANDS
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
CONTRATACION DE PERSONAL, S.A. DE
C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
CORPORACION GENERAL FINANCIERA,
S.A.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
510
885
19
CREA MADRID NUEVO NORTE, S.A.
SPAIN
REAL ESTATE
\u2014
75.54
75.54
130
176
(4)
DATA ARCHITECTURE AND
TECHNOLOGY MEXICO, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
DATA ARCHITECTURE AND
TECHNOLOGY, S.L.
SPAIN
SERVICES
\u2014
51.00
51.00
\u2014
4
\u2014
DATA ARQUITECTURE AND
TECHNOLOGY OPERADORA, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
DEUTSCHE BANK MEXICO, S.A.
FIDEICOMISO F/1859
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
DEUTSCHE BANK MEXICO, S.A.
FIDEICOMISO F/1860
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
ECASA, S.A.
CHILE
FINANCIAL SERVICES
\u2014
100.00
100.00
39
30
10
EMPRENDIMIENTOS DE VALOR, S.A.
URUGUAY\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
3
3
\u2014
EUROPEA DE TITULIZACION, S.A. SGFT.
SPAIN
FINANCIAL SERVICES
88.24
\u2014
88.24
2
18
2
F/11395 FIDEICOMISO IRREVOCABLE DE
ADMINISTRACION CON DERECHO DE
REVERSION (3)
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
42.40
42.40
1
1
\u2014
F/253863 EL DESEO RESIDENCIAL
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
65.00
65.00
\u2014
1
\u2014
FIDEICOMISO 28991-8 TRADING EN LOS
MCADOS FINANCIEROS
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
4
3
\u2014
FIDEICOMISO F/29764-8 SOCIO
LIQUIDADOR DE OPERACIONES
FINANCIERAS DERIVADAS
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
57
46
11
FIDEICOMISO F/403112-6 DE
ADMINISTRACION DOS LAGOS
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
\u2014
\u2014
\u2014
FIDEICOMISO HARES BBVA BANCOMER
F/ 47997-2
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
4
3
1
FIDEICOMISO INMUEBLES CONJUNTO
RESIDENCIAL HORIZONTES DE VILLA
CAMPESTRE
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
\u2014
1
\u2014
FIDEICOMISO LOTE 6.1 ZARAGOZA
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
59.99
59.99
\u2014
1
\u2014
FIDEICOMISO SCOTIABANK INVERLAT S
A F100322908
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
2
2
\u2014
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
(3) Full consolidation method is used according to accounting rules (see Glossary).
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
FINANCIERA AYUDAMOS, S.A. DE C.V., SOFOMER
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
IN LIQUIDATION
\u2014
100.00
100.00
6
5
\u2014
FOMENTO Y DESARROLLO DE CONJUNTOS
RESIDENCIALES, S.L. EN LIQUIDACION
SPAIN
IN LIQUIDATION
\u2014
60.00
60.00
\u2014
\u2014
\u2014
FORUM COMERCIALIZADORA DEL PERU, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
FORUM DISTRIBUIDORA DEL PERU, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
\u2014
100.00
100.00
8
7
1
FORUM DISTRIBUIDORA, S.A.
CHILE
FINANCIAL SERVICES
\u2014
100.00
100.00
45
41
2
FORUM SERVICIOS FINANCIEROS, S.A.
CHILE
FINANCIAL SERVICES
\u2014
100.00
100.00
271
219
42
FUTURO FAMILIAR, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
IN LIQUIDATION
\u2014
100.00
100.00
1
1
\u2014
G NETHERLANDS BV
NETHERLANDS
INVESTMENT COMPANY
\u2014
100.00
100.00
393
325
\u2014
GARANTI BANK, S.A.
ROMANIA
BANKING
\u2014
100.00
100.00
254
317
39
GARANTI BBVA AS
TURKEY
BANKING
85.97
\u2014
85.97
5,247
4,914
2,941
GARANTI BBVA EMEKLILIK AS
TURKEY
INSURANCES SERVICES
\u2014
84.91
84.91
87
50
51
GARANTI BBVA FACTORING AS
TURKEY
FINANCIAL SERVICES
\u2014
81.84
81.84
28
17
18
GARANTI BBVA FILO AS
TURKEY
SERVICES
\u2014
100.00
100.00
100
50
50
GARANTI BBVA LEASING AS
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
189
118
71
GARANTI BBVA PORTFOY AS
TURKEY
INVESTMENT FUND
MANAGEMENT
\u2014
100.00
100.00
16
8
8
GARANTI BBVA YATIRIM AS
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
112
51
61
GARANTI DIVERSIFIED PAYMENT RIGHTS FINANCE
COMPANY
CAYMAN ISLANDS
OTHER ISSUANCE
COMPANIES
\u2014
100.00
100.00
\u2014
(8)
6
GARANTI FILO SIGORTA ARACILIK HIZMETLERI A.S.
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
GARANTI HOLDING BV
NETHERLANDS
INVESTMENT COMPANY
\u2014
100.00
100.00
565
394
\u2014
GARANTI KONUT FINANSMANI DANISMANLIK
HIZMETLERI AS (GARANTI MORTGAGE)
TURKEY
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
GARANTI KULTUR AS
TURKEY
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
GARANTI ODEME SISTEMLERI AS (GOSAS)
TURKEY
FINANCIAL SERVICES
\u2014
100.00
100.00
6
4
3
GARANTI ODEME VE ELEKTRONIK PARA HIZMETLERI
ANONIM SIRKETI
TURKEY
PAYMENT ENTITIES
\u2014
100.00
100.00
5
6
(2)
GARANTI YATIRIM ORTAKLIGI AS (3) (4)
TURKEY
INVESTMENT COMPANY
\u2014
3.61
3.61
\u2014
2
1
GARANTI BANK BBVA INTERNATIONAL N.V.
NETHERLANDS
BANKING
\u2014
100.00
100.00
724
603
41
GESCAT GESTIO DE SOL, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
8
6
2
GESCAT LLEVANT, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
GESCAT LLOGUERS, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
3
3
\u2014
GESCAT VIVENDES EN COMERCIALITZACIO, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
36
38
(2)
GESTION DE PREVISION Y PENSIONES, S.A.
SPAIN
PENSION FUND
MANAGEMENT
60.00
\u2014
60.00
9
15
6
GESTION Y ADMINISTRACION DE RECIBOS, S.A. -
GARSA
SPAIN
SERVICES
\u2014
100.00
100.00
1
1
\u2014
GRAN JORGE JUAN, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
424
432
15
GRUPO FINANCIERO BBVA MEXICO, S.A. DE CV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL SERVICES
99.98
\u2014
99.98
8,480
12,275
4,004
INMUEBLES Y RECUPERACIONES CONTINENTAL, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
15
13
2
INVERAHORRO, S.L.
SPAIN
INVESTMENT COMPANY
100.00
\u2014
100.00
118
122
(4)
INVERSIONES ALDAMA, C.A.
VENEZUELA
IN LIQUIDATION
\u2014
100.00
100.00
\u2014
\u2014
\u2014
INVERSIONES BANPRO INTERNATIONAL INC NV (3)
CURA\u00c7AO
INVESTMENT COMPANY
48.00
\u2014
48.00
16
44
2
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
(3) Full consolidation method is used according to accounting rules (see Glossary).
(4) The percentage of voting rights owned by the Group entities in this company is 99.97%.
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
INVERSIONES BAPROBA CA
VENEZUELA
FINANCIAL
SERVICES
100.00
\u2014
100.00
\u2014
\u2014
\u2014
INVERSIONES P.H.R.4, C.A.
VENEZUELA
INACTIVE
\u2014
60.46
60.46
\u2014
\u2014
\u2014
MADIVA SOLUCIONES, S.L.
SPAIN
SERVICES
\u2014
100.00
100.00
4
3
\u2014
MISAPRE, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
IN LIQUIDATION
\u2014
100.00
100.00
\u2014
\u2014
\u2014
MOMENTUM SOCIAL INVESTMENT HOLDING,
S.L.
SPAIN
INVESTMENT
COMPANY
\u2014
100.00
100.00
7
8
\u2014
MOTORACTIVE IFN, S.A.
ROMANIA
FINANCIAL
SERVICES
\u2014
100.00
100.00
35
32
3
MOTORACTIVE MULTISERVICES SRL
ROMANIA
SERVICES
\u2014
100.00
100.00
\u2014
3
1
MOVISTAR CONSUMER FINANCE COLOMBIA
SAS
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL
SERVICES
\u2014
50.00
50.00
7
11
(7)
MULTIASISTENCIA OPERADORA, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
MULTIASISTENCIA SERVICIOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
MULTIASISTENCIA, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
INSURANCES
SERVICES
\u2014
100.00
100.00
73
52
21
OPCION VOLCAN, S.A.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
REAL ESTATE
\u2014
100.00
100.00
3
3
\u2014
OPENPAY ARGENTINA, S.A.
ARGENTINA
PAYMENT
ENTITIES
\u2014
100.00
100.00
5
6
2
OPENPAY COLOMBIA SAS
COLOMBIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PAYMENT
ENTITIES
\u2014
100.00
100.00
4
3
(2)
OPENPAY PER\u00da, S.A.
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PAYMENT
ENTITIES
\u2014
100.00
100.00
6
5
(3)
OPENPAY, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PAYMENT
ENTITIES
\u2014
100.00
100.00
30
18
(9)
OPENPAY SERVICIOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
OPERADORA DOS LAGOS, S.A. DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
OPPLUS OPERACIONES Y SERVICIOS, S.A.
SPAIN
SERVICES
100.00
\u2014
100.00
1
23
10
PECRI INVERSION, S.L.
SPAIN
INVESTMENT
COMPANY
100.00
\u2014
100.00
112
109
2
PORTICO PROCAM, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
26
26
\u2014
PROMOTORA DEL VALLES, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
15
19
1
PROMOU CT OPENSEGRE, S.L.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
5
5
\u2014
PRONORTE UNO PROCAM, S.A.
SPAIN
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
PROPEL EXPLORER FUND I LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.50
99.50
20
22
\u2014
PROPEL EXPLORER FUND II LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.50
99.50
\u2014
\u2014
\u2014
PROPEL VENTURE PARTNERS BRAZIL US LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.80
99.80
20
22
\u2014
PROPEL VENTURE PARTNERS GLOBAL US, LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.50
99.50
121
230
(54)
PROPEL VENTURE PARTNERS US FUND I, L.P.
UNITED STATES
VENTURE
CAPITAL
99.50
\u2014
99.50
207
276
(2)
PROPEL XYZ I LP
UNITED STATES
INVESTMENT
COMPANY
\u2014
99.40
99.40
7
8
(2)
PRO-SALUD, C.A.
VENEZUELA
INACTIVE
\u2014
58.86
58.86
\u2014
\u2014
\u2014
PROVINCIAL DE VALORES CASA DE BOLSA CA
VENEZUELA
SECURITIES
DEALER
\u2014
90.00
90.00
1
1
\u2014
PROVINCIAL SDAD.ADMIN.DE ENTIDADES DE
INV.COLECTIVA CA
VENEZUELA
INVESTMENT
FUND
MANAGEMENT
\u2014
100.00
100.00
1
1
\u2014
PROVIVIENDA ENTIDAD RECAUDADORA Y
ADMIN.DE APORTES, S.A.
BOLIVIA\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
PENSION FUND
MANAGEMENT
\u2014
100.00
100.00
2
2
\u2014
PSA FINANCE ARGENTINA COMPA\u00d1IA
FINANCIERA, S.A.
ARGENTINA
BANKING
\u2014
50.00
50.00
11
13
9
RALFI IFN, S.A.
ROMANIA
FINANCIAL
SERVICES
\u2014
100.00
100.00
37
21
(3)
RPV COMPANY
CAYMAN
ISLANDS
OTHER
ISSUANCE
COMPANIES
\u2014
100.00
100.00
\u2014
(1)
\u2014
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
Additional information on subsidiaries and structured entities composing the BBVA Group as of
December 31, 2022 (continued)
% share of participation (1)\u00a0
Millions of Euros (2)
Affiliate entity data
Company
Location
Activity
Direct
Indirect
Total
Net carrying
amount
Equity excluding
profit (loss)
31.12.2022
Profit (loss)
31.12.2022
SATICEM GESTIO, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
2
2
\u2014
SATICEM HOLDING, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
5
5
\u2014
SATICEM IMMOBLES EN ARRENDAMENT, S.L.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
2
2
\u2014
SEGUROS PROVINCIAL CA
VENEZUELA
INSURANCES
SERVICES
\u2014
100.00
100.00
10
14
(4)
SERVICIOS CORPORATIVOS DE SEGUROS, S.A.
DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
1
1
\u2014
SERVICIOS EXTERNOS DE APOYO
EMPRESARIAL, S.A DE C.V.
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
8
8
\u2014
SOCIEDAD DE ESTUDIOS Y ANALISIS
FINANCIERO, S.A.
SPAIN
SERVICES
100.00
\u2014
100.00
67
65
2
SOCIEDAD PERUANA DE FINANCIAMIENTO
SAC
PERU\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
FINANCIAL
SERVICES
\u2014
50.00
50.00
1
3
\u2014
SPORT CLUB 18, S.A.
SPAIN
INVESTMENT
COMPANY
100.00
\u2014
100.00
11
11
\u2014
TREE INVERSIONES INMOBILIARIAS, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
1,988
754
23
TRIFOI REAL ESTATE SRL
ROMANIA
REAL ESTATE
\u2014
100.00
100.00
1
1
\u2014
UNNIM SOCIEDAD PARA LA GESTION DE
ACTIVOS INMOBILIARIOS, S.A.
SPAIN
REAL ESTATE
100.00
\u2014
100.00
531
417
20
URBANIZADORA SANT LLORENC, S.A.
SPAIN
INACTIVE
60.60
\u2014
60.60
\u2014
\u2014
\u2014
VERIDAS DIGITAL AUTHENTICATION
SOLUTIONS MEXICO SACV
MEXICO\u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
VERIDAS DIGITAL AUTHENTICATION
SOLUTIONS, S.L.
SPAIN
SERVICES
\u2014
51.00
51.00
1
4
(1)
VERIDAS DIGITAL AUTHENTICATION
SOLUTIONS USA LLC
UNITED STATES
SERVICES
\u2014
100.00
100.00
\u2014
\u2014
\u2014
VOLKSWAGEN FINANCIAL SERVICES
COMPA\u00d1IA FINANCIERA, S.A.
ARGENTINA
BANKING
\u2014
51.00
51.00
18
22
14
(1) In accordance with Article 3 of Royal Decree 1159/2010, of September 17, in order to determine the state, the voting power relating to subsidiaries was added to the voting
power directly held by the parent. Therefore, the number of votes corresponding to the parent company (including indirect control subsidiaries), corresponds to each subsidiary
holding a direct ownership interest.
(2) Amount without considering the interim dividends of the year, according to the provisional financial statements of each company, generally as of December 31, 2022. In the
carrying amount (net of provision and hedge in foreign operations), the Group\u00b4s ownership percentage has been applied, without considering the impairment of goodwill.
Information on foreign companies at exchange rate as of December 31, 2022. The data of the companies in Turkey and Argentina are prior to the application of hyperinflation
accounting.
This Appendix is an integral part of Note 3 of the consolidated financial statements for the year ended December 31, 2022.
", "dimensions": { "concept": "ifrs-full:DisclosureOfSignificantInvestmentsInSubsidiariesExplanatory", "language": "en", "entity": "scheme:K8MS7FD7N5Z2WQ51AZ71", "period": "2022-01-01T00:00:00/2023-01-01T00:00:00" } }, "id3VybDovL2RvY3MudjEvZG9jOjBhMDVhZGVjNDhjNTQyNzU4NzQ0NmJlNTI1NDYzYmY1L3NlYzowYTA1YWRlYzQ4YzU0Mjc1ODc0NDZiZTUyNTQ2M2JmNV82NTgvZnJhZzo4YjU3NzAxNGEzYjY0YThmODAyMzUzYzVjMWJkMTE2Zi90ZXh0cmVnaW9uOjhiNTc3MDE0YTNiNjRhOGY4MDIzNTNjNWMxYmQxMTZmXzM1MTg0MzcyMDg5MjU4_af02b0a1-f649-4d9f-98ac-568e596b2029": { "value": "
APPENDIX VIII. Consolidated income statements for the first and second half of 2022 and
2021
CONSOLIDATED INCOME STATEMENTS (Millions of Euros)
Six months
ended June 30,
2022
Six months
ended December
31, 2022
Six months
ended June 30,
2021 \u207d\u00b9\u207e
Six months
ended December
31, 2021 \u207d\u00b9\u207e
Interest and other income
13,403
18,029
10,962
12,053
Financial assets at fair value through other comprehensive income
1,304
1,806
814
1,066
Financial assets at amortized cost
10,395
14,863
8,849
9,515
Other interest income
1,704
1,360
1,299
1,472
Interest expense
(4,852)
(7,427)
(4,007)
(4,322)
NET INTEREST INCOME
8,551
10,603
6,955
7,731
Dividend income
76
47
125
50
Share of profit or loss of entities accounted for using the equity method
15
6
(5)
6
Fee and commission income
3,964
4,297
3,311
3,686
Fee and commission expense
(1,314)
(1,594)
(996)
(1,235)
Gains (losses) on derecognition of financial assets and liabilities not measured at fair value
through profit or loss, net
39
25
121
13
Financial assets at amortized cost
8
\u2014
5
22
Other financial assets and liabilities
31
25
115
(9)
Gains (losses) on financial assets and liabilities held for trading, net
11
551
463
(122)
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
\u2014
Other gains (losses)
11
551
463
(122)
Gains (losses) on non-trading financial assets mandatorily at fair value through profit or loss, net
(35)
(32)
280
152
Reclassification of financial assets from fair value through other comprehensive income
\u2014
\u2014
\u2014
\u2014
Reclassification of financial assets from amortized cost
\u2014
\u2014
\u2014
\u2014
Other gains (losses)
(35)
(32)
280
152
Gains (losses) on financial assets and liabilities designated at fair value through profit or loss, net
348
(198)
96
239
Gains (losses) from hedge accounting, net
16
(61)
(81)
(133)
Exchange differences, net
716
559
206
677
Other operating income
297
231
340
321
Other operating expense
(1,803)
(1,635)
(997)
(1,044)
Income from insurance and reinsurance contracts
1,537
1,566
1,350
1,243
Expense from insurance and reinsurance contracts
(908)
(984)
(909)
(776)
GROSS INCOME
11,509
13,381
10,259
10,807
Administration costs
(4,401)
(5,031)
(3,983)
(4,313)
\u00a0 \u00a0 Personnel expense
(2,587)
(3,025)
(2,371)
(2,675)
\u00a0 \u00a0 Other administrative expense
(1,815)
(2,006)
(1,612)
(1,638)
Depreciation and amortization
(652)
(676)
(615)
(619)
Provisions or reversal of provisions
(112)
(179)
(928)
(90)
Impairment or reversal of impairment on financial assets not measured at fair value through
profit or loss or net gains by modification
(1,441)
(1,938)
(1,580)
(1,454)
\u00a0 \u00a0 Financial assets measured at amortized cost
(1,391)
(1,912)
(1,587)
(1,430)
\u00a0 \u00a0 Financial assets at fair value through other comprehensive income
(50)
(26)
8
(25)
NET OPERATING INCOME
4,903
5,556
3,153
4,331
Impairment or reversal of impairment of investments in joint ventures and associates
19
24
\u2014
\u2014
Impairment or reversal of impairment on non-financial assets
\u2014
(27)
(196)
(26)
\u00a0 \u00a0 Tangible assets
22
31
(158)
(3)
\u00a0 \u00a0 Intangible assets
(5)
(20)
(5)
(14)
\u00a0 \u00a0 Other assets
(17)
(38)
(33)
(8)
Gains (losses) on derecognition of non-financial assets and subsidiaries, net
(15)
4
5
19
Negative goodwill recognized in profit or loss
\u2014
\u2014
\u2014
\u2014
Gains (losses) from non-current assets and disposal groups classified as held for sale not
qualifying as discontinued operations\u00a0 \u00a0
(120)
13
(73)
33
PROFIT (LOSS) BEFORE TAX FROM CONTINUING OPERATIONS
4,787
5,569
2,889
4,358
Tax expense or income related to profit or loss from continuing operations
(1,668)
(1,861)
(782)
(1,127)
PROFIT (LOSS) AFTER TAX FROM CONTINUING OPERATIONS
3,119
3,708
2,107
3,231
Profit (loss) after tax from discontinued operations
\u2014
\u2014
280
\u2014
PROFIT (LOSS)
3,119
3,708
2,387
3,231
ATTRIBUTABLE TO MINORITY INTEREST (NON-CONTROLLING INTEREST)
117
290
476
489
ATTRIBUTABLE TO OWNERS OF THE PARENT
3,001
3,419
1,911
2,742
(1) Presented for comparison purposes only.
APPENDIX VIII. Consolidated income statements for the first and second half of 2022 and
2021 (continued)
EARNINGS (LOSSES) PER SHARE\u00a0 (Euros)
Six months
ended June 30,
2022
Six months
ended December
31, 2022
Six months
ended June 30,
2021 \u207d\u00b9\u207e
Six months
ended December
31, 2021 \u207d\u00b9\u207e
EARNINGS (LOSSES) PER SHARE\u00a0 (Euros)
0.45
0.54
0.26
0.41
Basic earnings (losses) per share from continuing operations
0.45
0.54
0.21
0.41
Diluted earnings (losses) per share from continuing operations
0.45
0.54
0.21
0.41
Basic earnings (losses) per share from discontinued operations
\u2014
\u2014
0.04
\u2014
Diluted earnings (losses) per share from discontinued operations
\u2014
\u2014
0.04
\u2014
(1) Presented for comparison purposes only.
LIABILITIES AND EQUITY (Continued) (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
STOCKHOLDERS\u2019 FUNDS
32,928
32,296
Capital
2,955
3,267
Paid up capital
2,955
3,267
Unpaid capital which has been called up
\u2014
\u2014
Share premium
20,856
23,599
Equity instruments issued other than capital
\u2014
\u2014
Equity component of compound financial instruments
\u2014
\u2014
Other equity instruments issued
\u2014
\u2014
Other equity
49
49
Retained earnings
5,453
6,436
Revaluation reserves
\u2014
\u2014
Other reserves
(474)
(1,026)
Less: treasury shares
(3)
(574)
Profit or loss attributable to owners of the parent
4,816
1,080
Less: interim dividends
(724)
(533)
ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
(2,172)
(1,461)
Items that will not be reclassified to profit or loss
(1,215)
(1,177)
Actuarial gains (losses) on defined benefit pension plans
(32)
(52)
Non-current assets and disposal groups classified as held for sale
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive income
(1,256)
(1,127)
Hedge ineffectiveness of fair value hedges for equity instruments measured at fair value through other
comprehensive income
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive income
(hedged item)
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive income
(hedging instrument)
\u2014
\u2014
Fair value changes of financial liabilities at fair value through profit or loss attributable to changes in
their credit risk
72
2
Items that may be reclassified to profit or loss
(957)
(284)
Hedge of net investments in foreign operations (effective portion)
\u2014
\u2014
Foreign currency translation
\u2014
\u2014
Hedging derivatives. Cash flow hedges (effective portion)
(492)
(626)
Fair value changes of debt instruments measured at fair value through other comprehensive income
(464)
342
Hedging instruments (non-designated items)
\u2014
\u2014
Non-current assets and disposal groups classified as held for sale
\u2014
\u2014
TOTAL EQUITY
30,756
30,836
TOTAL EQUITY AND TOTAL LIABILITIES
458,888
442,279
MEMORANDUM\u00a0 ITEM - OFF BALANCE SHEET EXPOSURES (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
Loan commitments given
95,948
89,353
Financial guarantees given
16,305
11,662
Other commitments given
26,850
24,181
(1) Presented for comparison purposes only.
STATEMENTS OF RECOGNIZED INCOME AND EXPENSE (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
PROFIT RECOGNIZED IN INCOME STATEMENT
4,816
1,080
OTHER RECOGNIZED INCOME (EXPENSE)
(713)
(349)
ITEMS NOT SUBJECT TO RECLASSIFICATION TO INCOME STATEMENT
(40)
186
Actuarial gains (losses) from defined benefit pension plans
32
(4)
Non-current assets and disposal groups classified as held for sale
\u2014
\u2014
Fair value changes of equity instruments measured at fair value through other comprehensive
income
(129)
167
Gains (losses) from hedge accounting of equity instruments at fair value through other
comprehensive income, net
\u2014
\u2014
Fair value changes of financial liabilities at fair value through profit or loss attributable to changes
in their credit risk
100
33
Other valuation adjustments
\u2014
\u2014
Income tax related to items not subject to reclassification to income statement
(43)
(10)
ITEMS SUBJECT TO RECLASSIFICATION TO INCOME STATEMENT
(673)
(535)
Hedge of net investments in foreign operations [effective portion]
\u2014
\u2014
Valuation gains (losses) taken to equity
\u2014
\u2014
Transferred to profit or loss
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Cash flow hedges [effective portion]
191
(705)
Valuation gains (losses) taken to equity
191
(705)
Transferred to profit or loss
\u2014
\u2014
Transferred to initial carrying amount of hedged items
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Hedging instruments [non-designated elements]
\u2014
\u2014
Valuation gains (losses) taken to equity
\u2014
\u2014
Transferred to profit or loss
\u2014
\u2014
Other reclassifications
\u2014
\u2014
Debt securities at fair value through other comprehensive income
(1,152)
(14)
Valuation gains (losses) taken to equity
(1,148)
49
Transferred to profit or loss
(4)
(63)
Other reclassifications
\u2014
\u2014
Non-current assets and disposal groups held for sale
\u2014
\u2014
Valuation gains (losses) taken to equity
\u2014
\u2014
Income tax relating to items subject to reclassification to income statements
288
184
TOTAL RECOGNIZED INCOME/EXPENSE
4,102
731
(1) Presented for comparison purposes only.
Statement of changes in equity for the year ended December 31, 2022 of BBVA, S.A.
STATEMENT OF CHANGES IN EQUITY (Millions of Euros)
2022
Capital
Share
Premium
Equity
instruments
issued other
than capital
Other
Equity
Retained
earnings
Revaluation
reserves
Other
reserves
(-)
Treasury
shares
Profit or
loss
attributable
to owners
of the
parent
(-) Interim
dividends
Accumulated
other
comprehensive
income
Total
Balances as of January 1, 2022
3,267
23,599
\u2014
49
6,436
\u2014
(1,026)
(574)
1,080
(533)
(1,461)
30,836
Total income/expense recognized
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
4,816
\u2014
(713)
4,102
Other changes in equity
(313)
(2,743)
\u2014
1
(983)
\u2014
553
572
(1,080)
(190)
1
(4,182)
Issuances of common shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuances of preferred shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuance of other equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Period or maturity of other issued equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Conversion of debt on equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Common Stock reduction
(313)
(2,743)
\u2014
\u2014
250
\u2014
(355)
3,160
\u2014
\u2014
\u2014
\u2014
Dividend distribution
\u2014
\u2014
\u2014
\u2014
(1,467)
\u2014
\u2014
\u2014
\u2014
(724)
\u2014
(2,190)
Purchase of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(2,879)
\u2014
\u2014
\u2014
(2,879)
Sale or cancellation of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(6)
291
\u2014
\u2014
\u2014
285
Reclassification of financial liabilities to other equity
instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Reclassification of other equity instruments to financial
liabilities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers between total equity entries
\u2014
\u2014
\u2014
1
547
\u2014
(2)
\u2014
(1,080)
533
1
\u2014
Increase/Reduction of equity due to business
combinations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Share based payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other increases or (-) decreases in equity
\u2014
\u2014
\u2014
\u2014
(313)
\u2014
916
\u2014
\u2014
\u2014
\u2014
602
Balances as of December 31, 2022
2,955
20,856
\u2014
49
5,453
\u2014
(474)
(3)
4,816
(724)
(2,172)
30,756
Statement of changes in equity for the year ended December 31, 2021 of BBVA, S.A.
STATEMENT OF CHANGES IN EQUITY (Millions of Euros)
2021 \u207d\u00b9\u207e
Capital
Share
Premium
Equity
instruments
issued other
than capital
Other
Equity
Retained
earnings
Revaluation
reserves
Other
reserves
(-)
Treasury
shares
Profit or
loss
attributable
to owners
of the
parent
(-) Interim
dividends
Accumulated
other
comprehensive
income
Total
Balances as of January 1, 2021
3,267
23,992
\u2014
34
8,859
\u2014
31
(9)
(2,182)
\u2014
(1,124)
32,867
Total income/expense recognized
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
1,080
\u2014
(349)
731
Other changes in equity
\u2014
(393)
\u2014
15
(2,423)
\u2014
(1,058)
(565)
2,182
(533)
13
(2,763)
Issuances of common shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuances of preferred shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Issuance of other equity instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Settlement or maturity of other equity instruments
issued
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Conversion of debt on equity
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Common Stock reduction
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Dividend distribution
\u2014
(393)
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(533)
\u2014
(927)
Purchase of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(925)
\u2014
\u2014
\u2014
(925)
Sale or cancellation of treasury shares
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
(4)
360
\u2014
\u2014
\u2014
356
Reclassification of other equity instruments to financial
liabilities
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Reclassification of financial liabilities to other equity
instruments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Transfers within total equity
\u2014
\u2014
\u2014
(2)
(2,064)
\u2014
(129)
\u2014
2,182
\u2014
13
\u2014
Increase/Reduction of equity due to business
combinations
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Share based payments
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
\u2014
Other increases or (-) decreases in equity
\u2014
\u2014
\u2014
17
(359)
\u2014
(925)
\u2014
\u2014
\u2014
\u2014
(1,267)
Balances as of December 31, 2021
3,267
23,599
\u2014
49
6,436
\u2014
(1,026)
(574)
1,080
(533)
(1,461)
30,836
(1) Presented for comparison purposes only.
CASH FLOWS STATEMENTS (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
A) CASH FLOWS FROM OPERATING ACTIVITIES (1+2+3+4+5)
23,057
(12,004)
1.Profit (loss) for the year
4,816
1,080
2.Adjustments to obtain the cash flow from operating activities:
(629)
1,313
Depreciation and amortization
638
639
Other adjustments
(1,268)
674
3.Net increase/decrease in operating assets
696
(15,123)
Financial assets held for trading
13,999
(20,093)
Non-trading financial assets mandatorily at fair value through profit or loss
(109)
(26)
Other financial assets designated at fair value through profit or loss
\u2014
\u2014
Financial assets at fair value through other comprehensive income
3,351
9,323
Financial assets at amortized cost
(15,757)
(5,494)
Other operating assets
(788)
1,167
4.Net increase/decrease in operating liabilities
18,825
928
Financial liabilities held for trading
2,995
10,724
Other financial liabilities designated at fair value through profit or loss
(379)
(1,029)
Financial liabilities at amortized cost
15,480
(9,209)
Other operating liabilities
729
443
5.Collection/Payments for income tax
(651)
(202)
B) CASH FLOWS FROM INVESTING ACTIVITIES (1+2)
(2,753)
10,049
1.Investment
(3,937)
(502)
Tangible assets
(60)
(56)
Intangible assets
(360)
(319)
Investments in subsidiaries, joint ventures and associates
(3,516)
(116)
Other business units
\u2014
\u2014
Non-current assets and disposal groups classified as held for sale and associated liabilities
\u2014
(12)
Other settlements related to investing activities
\u2014
\u2014
2.Divestments
1,184
10,551
Tangible assets
6
21
Intangible assets
\u2014
\u2014
Investments in subsidiaries, joint ventures and associates
852
77
Other business units
\u2014
\u2014
Non-current assets classified as held for sale and associated liabilities
326
10,453
Other collections related to investing activities
\u2014
\u2014
C) CASH FLOWS FROM FINANCING ACTIVITIES (1 + 2)
(5,921)
(3,028)
1. Payments
(6,190)
(3,540)
Dividends (shareholders remuneration)
(2,190)
(927)
Subordinated liabilities
(881)
(1,684)
Treasury share amortization
(313)
\u2014
Treasury share acquisition
(2,567)
(929)
Other items relating to financing activities
(240)
\u2014
2. Collections
270
512
Subordinated liabilities
\u2014
\u2014
Common stock increase
\u2014
\u2014
Treasury share disposal
270
356
Other items relating to financing activities
\u2014
156
D) EFFECT OF EXCHANGE RATE CHANGES
(231)
(303)
E) NET INCREASE/DECREASE IN CASH OR CASH EQUIVALENTS (A+B+C+D)
14,153
(5,286)
F) CASH AND CASH EQUIVALENTS AT BEGINNING OF THE YEAR
38,821
44,107
G) CASH AND CASH EQUIVALENTS AT END OF THE YEAR (E+F)
52,973
38,821
COMPONENTS OF CASH AND EQUIVALENTS AT END OF THE YEAR (Millions of Euros)
2022
2021 \u207d\u00b9\u207e
Cash
972
830
Balance of cash equivalent in central banks
49,854
36,566
Other financial assets
2,147
1,424
Less: Bank overdraft refundable on demand
\u2014
\u2014
TOTAL CASH AND CASH EQUIVALENTS AT END OF THE YEAR
52,973
38,821
(1) Presented for comparison purposes only.
This Appendix is an integral part of Notes 2.1 of the consolidated financial statements for the year ended December 31, 2022.
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