10.3% 20.4% 7.7% 12.6 12.3 7.7 9.9 11.8 12.4 4.6 T2: 2.38% - - PowerPoint PPT Presentation

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10.3% 20.4% 7.7% 12.6 12.3 7.7 9.9 11.8 12.4 4.6 T2: 2.38% - - PowerPoint PPT Presentation

Apr 25, 2023 9 likes •595 views

Colombia #4 Peru #2 Argentina #4 10.3% 20.4% 7.7% 12.6 12.3 7.7 9.9 11.8 12.4 4.6 T2: 2.38% 0.00% AT1: 1.78% 0.75% 2.50% 0.84% 4.50% 2020 CET1 SREP 2020 Total Capital BBVA Group Total Requirement SREP Requirement capital

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Peru #2

20.4%

Argentina #4

7.7%

Colombia #4

10.3%

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4.6 11.8 7.7 12.6 12.4 9.9 12.3

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4.50% 0.84% AT1: 1.78% 2.50% T2: 2.38% 0.75% 0.00%

2020 CET1 SREP Requirement 2020 Total Capital SREP Requirement BBVA Group Total capital ratio phased-in Mar.20

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€ bn USA1 24.7 Spain 16.4 Eurasia 13.4 Turkey 2.5 South America 2.3 Mexico 1.9 Total Group 61.2

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4.50% 0.84% AT1: 1.78% 2.50% T2: 2.38% 0.00%

2020 CET1 SREP Requirement 2020 Total Capital SREP Requirement BBVA, S.A. Total capital ratio phased-in Mar.20

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Product Issue Date Call Date Maturity Nominal currency Coupon

SNP Feb-20

  • Aug-26

CHF160 M 0,125% Tier 2 Jan-20 Jan-25 Jan-30 € 1,000 M 1,000% SNP Jan-20

  • Jan-27

€ 1,250 M 0,500% SP Nov-19

  • Nov-26

€ 1,000 M 0,375% SNP Oct-19

  • Oct-24

€ 1,000 M 0,375% AT1 Aug-19 Mar-25 Perp $ 1,000 M 6,500% SNP Jun-19

  • Jun-26

€ 1,000 M 1,000% AT1 Mar-19 Mar-24 Perp € 1,000 M 6,000% SNP Feb-19

  • Feb-24

€ 1,000 M 1,125% Tier 2 Feb-19 Feb-24 Feb-29 € 750 M 2,575% AT1 Sep-18 Sep-23 Perp € 1,000 M 5,875% Tier 2 May-18

  • May-33

$ 300 M 5,25% SNP May-18

  • May-25

€ 1,000 M 1,375% SNP Mar-18

  • Mar-23

€ 1,500 M 3ME+ 0.60%

Product Issue Date Call Date Maturity Nominal currency Coupon

Senior Unsec Aug-19 Jul-24 Aug-24 $ 600 M 2,500% Senior Unsec Jun-18 May-21 Jun-21 $ 1.150 M Fiexd 3.5% FRN 3ML+73 bps

Product Issue Date Call Date Maturity Nominal currency Coupon

Tier 2 Sep-19 Sep-29 Sep-34 $ 750 M 5,875% Tier 2 Jan-18 Jan-28 Jan-33 $ 1,000 M 5,125%

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