2020 CET1 SREP 2020 Total Capital BBVA Group Total Requirement - - PowerPoint PPT Presentation

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2020 CET1 SREP 2020 Total Capital BBVA Group Total Requirement - - PowerPoint PPT Presentation

Jul 16, 2023 350 likes •971 views

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 ratio phased-in Jun.20 bn USA 1 25.9 Spain 19.9 Eurasia 16.6 Turkey 2.4

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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 Jun.20

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€ bn USA1 25.9 Spain 19.9 Eurasia 16.6 Turkey 2.4 South America 2.2 Mexico 2.1 Total Group 69.2

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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 Jun.20

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Product Issue Date Call Date Maturity Nominal currency Coupon

Tier 2 Jul-20 Jul-26 Jul-31 GBP 300 M 3.104% AT1 Jul-20 Jan-26 Perp € 1,000 M 6.000% SP May-20

  • Jun-25

€ 1,000 M 0.75% SNP Feb-20

  • Aug-26

CHF 160 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 Fixed 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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Product Issue Date Redemption Outstanding currency (M) Coupon

AT1 Feb-15 Feb-20 € 1,500 6.75% Tier 2 Jun-09 May-19 € 4.88 3ME + 5.25% Tier 2 Apr-14 Apr-19 € 1,500 3.50% AT1 Feb-14 Feb-19 € 1,500 7.00% AT1 May-13 May-18 $ 1,500 9.00% Tier 2 Feb-07 Feb-18 € 257 3ME+0.80% Tier 2 Oct-05 Jan-18 € 99 3ME+0.80%

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