bbva fixed income presentation€¦ · 4/2/2021 · product issue date call date maturity nominal...
TRANSCRIPT
●
●
0
0
€ bnUSA1 26.1
Spain 20.1
Eurasia 17.6
Turkey 2.4
Mexico 3.2
South America 1.6
Total Group 71.0
o/w expired
€BN % of total loans % Stage 1 Stage 2 Stage 3
Total Group 33.8 8.5% 80% 4.62% 1.68% 0.47%
By segment
Mortgages 12.4 12.1% 70% 6.3% 1.7% 0.5%
Consumer & credit cards 9.2 7.4% 89% 4.0% 1.9% 0.7%
SMEs & corporates 12.2 7.1% 83% 4.1% 1.5% 0.3%
By country
Mexico 11.8 22.1% 100% 17.1% 3.3% 1.7%
Spain 5.8 2.8% 29% 0.5% 0.2% 0.1%
USA 5.4 11.0% 95% 5.8% 3.9% 0.7%
Turkey 3.5 8.7% 64% 3.1% 2.3% 0.2%
Peru 3.2 17.2% 85% 10.2% 3.6% 0.9%
Colombia 3.6 28.7% 90% 16.9% 7.5% 1.5%
Argentina 0.5 14.2% 32% 3.6% 0.9% 0.0%
TOTAL DEFERRALS GRANTEDExpired deferrals by stages
as a % of total loans(Jan to Dec '20)
€bn % of loans
Total Group 6.8 1.70%
Spain 4.1 2.0%
Mexico 0.0 0.0%
USA 0.3 0.5%
Turkey 1.3 3.1%
Peru 0.5 2.5%
Colombia 0.4 2.8%
Argentina 0.3 9.6%
Loans Weight Loans Weight Loans Weight Loans Weight Loans Weight Loans Weight Loans Weight Loans Weight
Households 1.2 0.7% 1.0 1.0% 0.0 0.0% 0.0 0.0% 0.0 0.0% 0.1 5.1% 0.0 0.3% 0.2 3.1%
Corporates & SMEs 17.3 10.1% 10.8 13.5% 0.0 0.0% 2.5 9.0% 0.6 2.6% 0.0 2.1% 0.2 5.6% 3.2 31.6%
Other 0.1 0.1% 0.0 0.0% 0.0 0.0% 0.1 2.8% 0.0 0.0% 0.0 0.0% 0.0 0.1% 0.0 0.0%
Total Outstanding 18.6 4.7% 11.8 5.7% 0.0 0.0% 2.6 5.2% 0.6 1.4% 0.1 3.1% 0.2 1.6% 3.4 18.0%
ARGENTINA COLOMBIA PERUGROUP SPAIN MEXICO USA TURKEY
4.50%
0.84%
AT1: 1.78%
2.50%
T2: 2.38%
0.75%0.00%
2021 CET1 SREPRequirement
2021 Total CapitalSREP Requirement BBVA Group Total
capital ratio phased-inDec.20
4.50%
0.84%
AT1: 1.78%
2.50%
T2: 2.38%
0.01%
2021 CET1 SREPRequirement
2021 Total CapitalSREP Requirement
BBVA, S.A. Totalcapital ratio phased-in
Dec.20
Product Issue Date Call Date MaturityNominal currency
Coupon
SP Sep-20 -Sept-23Sept-25
$ 1,200 M$ 800 M
0.875%1.125%
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%
Senior Unsec Aug-19 Jul-24 Aug-24 $ 600 M 2.500%
Senior Unsec Jun-18 May-21 Jun-21 $ 1.150 MFixed 3.5%
FRN 3ML+73 bps
Senior Unsec Sep-20 - Sep-25 $ 500 M 1.875%
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%
Product Issue Date RedemptionOutstanding currency (M)
Coupon
Preferred Ago-05 Jan-21 € 75 M 10yCMS+0.10%
Preferred Jul-07 Jan-21 £ 31.2 M 3m£+0.875%
Preferred Jul-06 Jan-21 € 90 M 3mE+1.95%
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%
•
•
•
Bn
