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Note 6 - Risk Management (Tables) | 6 Months Ended
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Jun. 30, 2018
Risk Management Abstract |
Credit Risk Exposure |
Maximum Credit Risk Exposure (Millions of euros)
| Notes | June 2018 |  |  |
Financial assets held for trading |  | 55,741 |  |  |
Debt securities | 9 | 26,953 |  |  |
Equity instruments | 9 | 5,250 |  |  |
Loans and advances to customers | 9 | 23,538 |  |  |
Non-trading financial assets mandatorily at fair value through profit or loss |  | 4,377 |  |  |
Loans and advances | 10 | 1,329 |  |  |
Debt securities | 10 | 290 |  |  |
Equity instruments | 10 | 2,758 |  |  |
Financial assets designated at fair value through profit or loss | 11 | 1,487 |  |  |
Derivatives (trading and hedging) |  | 44,938 | Stage 1 | Stage 2 | Stage 3
Financial assets at fair value through other comprehensive income | 12.1 | 63,192 | 63,190 | 2 | -
Debt securities |  | 60,614 | 60,612 | 2 | -
Equity instruments | 12.1 | 2,579 | 2,579 | - | -
Financial assets at amortized cost |  | 439,880 | 388,929 | 32,276 | 18,675
Loans and advances to central banks |  | 5,311 | 5,311 | - | -
Loans and advances to credit institutions |  | 11,795 | 11,785 | - | 10
Loans and advances to customers |  | 390,661 | 339,788 | 32,246 | 18,627
Debt securities |  | 32,113 | 32,045 | 30 | 37
Total financial assets risk |  | 609,616 | 452,121 | 32,278 | 18,675
Total loan commitments and financial guarantees |  | 171,492 | 162,320 | 8,116 | 1,057
Total maximum credit exposure |  | 781,108 | 614,440 | 40,393 | 19,732
Loans And Advances Breakdown By Counterparty |
June 2018 (Millions of euros)
| Gross carrying amount | Central banks | General governments | Credit institutions | Other financial corporations | Non-financial corporations | Households
By product |  |  |  |  |  |  |
On demand and short notice | 4,490 | - | 37 | - | 143 | 3,504 | 641
Credit card debt | 16,057 | - | 7 | 1 | 4 | 2,320 | 12,750
Trade receivables | 15,167 |  | 853 | - | 257 | 13,704 | 96
Finance leases | 9,160 | - | 209 | - | 3 | 8,130 | 396
Reverse repurchase loans | 946 | - | 191 | 754 | - | 1 | -
Other term loans | 351,690 | 5,271 | 27,278 | 4,613 | 6,239 | 137,147 | 159,531
Advances that are not loans | 11,781 | 38 | 1,515 | 6,608 | 1,961 | 1,043 | 544
Loans and advances | 409,290 | 5,309 | 30,090 | 11,976 | 8,607 | 165,849 | 173,958
By secured loans |  |  |  |  |  |  |
of which: mortgage loans collateralized by immovable property | 149,314 |  | 1,115 | - | 256 | 29,373 | 113,265
of which: other collateralized loans | 41,632 |  | 7,948 | 241 | 1,024 | 24,916 | 6,660
By purpose of the loan |  |  |  |  |  |  |
of which: credit for consumption | 42,333 |  |  |  |  |  | 39,863
of which: lending for house purchase | 115,930 |  |  |  |  |  | 113,687
By subordination |  |  |  |  |  |  |
of which: project finance loans | 17,658 |  |  |  |  | 17,027 |
December 2017 (Millions of euros)
| Central banks | General governments | Credit institutions | Other financial corporations | Non-financial corporations | Households | Total
On demand and short notice | - | 222 | - | 270 | 7,663 | 2,405 | 10,560
Credit card debt | - | 6 | - | 3 | 1,862 | 13,964 | 15,835
Trade receivables |  | 1,624 | - | 497 | 20,385 | 198 | 22,705
Finance leases | - | 205 | - | 36 | 8,040 | 361 | 8,642
Reverse repurchase loans | 305 | 1,290 | 13,793 | 10,912 | - | - | 26,300
Other term loans | 6,993 | 26,983 | 4,463 | 5,763 | 125,228 | 155,418 | 324,848
Advances that are not loans | 2 | 1,964 | 8,005 | 1,044 | 1,459 | 522 | 12,995
Loans and advances | 7,301 | 32,294 | 26,261 | 18,525 | 164,637 | 172,868 | 421,886
of which: mortgage loans [Loans collateralized by immovable property] |  | 998 | - | 308 | 37,353 | 116,938 | 155,597
of which: other collateralized loans |  | 7,167 | 13,501 | 12,907 | 24,100 | 9,092 | 66,767
of which: credit for consumption |  |  |  |  |  | 40,705 | 40,705
of which: lending for house purchase |  |  |  |  |  | 114,709 | 114,709
of which: project finance loans |  |  |  |  | 16,412 |  | 16,412
Past Due But Not Impaired |
June 2018 (Millions of euros)
| Assets without significant increase in credit risk since initial recognition (Stage 1) | Assets with significant increase in credit risk since initial recognition but not credit-impaired (Stage 2) | Credit-impaired assets (Stage 3)
| <= 30 days | > 30 days <= 90 days | > 90 days | <= 30 days | > 30 days <= 90 days | > 90 days | <= 30 days | > 30 days <= 90 days | > 90 days
Debt securities | - | - | - | 2 | - | - | - | - | 6
Loans and advances | 13,347 | 1,688 | - | 5,883 | 2,560 | - | 991 | 662 | 3,886
General governments | 959 | 73 | - | 75 | 1 | - | 11 | 4 | 95
Credit institutions | 18 | 1 | - | - | - | - | - | - | 5
Other financial corporations | 631 | 32 | - | 1 | 2 | - | - | - | 6
Non-financial corporations | 3,634 | 633 | - | 1,844 | 976 | - | 481 | 174 | 2,180
Households | 8,106 | 948 | - | 3,964 | 1,581 | - | 499 | 484 | 1,601
TOTAL | 13,347 | 1,688 | - | 5,885 | 2,560 | - | 991 | 662 | 3,892
On demand (call) and short notice (current account) | 227 | 48 | - | 46 | 26 | - | 2 | 3 | 51
Credit card debt | 344 | 20 | - | 756 | 104 | - | 4 | 15 | 108
Trade receivables | 25 | 58 | - | 12 | 78 | - | 1 | 4 | 36
Finance leases | 677 | 33 | - | 104 | 114 | - | 19 | 25 | 113
Other term loans | 11,752 | 1,462 | - | 4,965 | 2,231 | - | 964 | 616 | 3,574
Advances that are not loans | 322 | 67 | - | - | 6 | - | - | - | 5
of which: mortgage loans collateralized by immovable property | 5,332 | 387 | - | 2,751 | 1,251 | - | 866 | 526 | 1,902
of which: other collateralized loans | 519 | 71 | - | 723 | 111 | - | 14 | 21 | 108
of which: credit for consumption | 3,321 | 487 | - | 1,549 | 406 | - | 32 | 75 | 282
of which: lending for house purchase | 3,875 | 338 | - | 2,118 | 976 | - | 416 | 353 | 1,006
of which: project finance loans | 15 | 5 | - | 3 | 182 | - | - | - | 670
December 2017 (Millions of euros) (*)
| Past due but not impaired | Impaired assets | Carrying amount of the impaired assets | Specific allowances for financial assets, individually and collectively estimated (**) | Collective allowances for incurred but not reported losses | Accumulated write-offs
| ≤ 30 days | > 30 days ≤ 60 days | > 60 days ≤ 90 days
Debt securities | - | - | - | 66 | 38 | (28) | (21) | -
Loans and advances | 3,432 | 759 | 503 | 19,401 | 10,726 | (8,675) | (4,109) | (29,938)
General governments | 75 | 3 | 13 | 171 | 129 | (42) | (69) | (27)
Credit institutions | - | - | - | 11 | 5 | (6) | (30) | (5)
Other financial corporations | 2 | - | - | 12 | 6 | (7) | (19) | (5)
Non-financial corporations | 843 | 153 | 170 | 10,791 | 5,192 | (5,599) | (1,939) | (18,988)
Households | 2,512 | 603 | 319 | 8,417 | 5,395 | (3,022) | (2,052) | (10,913)
TOTAL | 3,432 | 759 | 503 | 19,467 | 10,764 | (8,703) | (4,130) | (29,938)
Loans and advances by product, by collateral and by subordination |  |  |  |  |  |  |  |
On demand (call) and short notice (current account) | 77 | 12 | 11 | 389 | 151 | (238) |  |
Credit card debt | 397 | 66 | 118 | 629 | 190 | (439) |  |
Trade receivables | 115 | 8 | 9 | 515 | 179 | (336) |  |
Finance leases | 138 | 66 | 47 | 431 | 155 | (276) |  |
Other term loans | 2,705 | 606 | 317 | 17,417 | 10,047 | (7,370) |  |
Advances that are not loans | 1 | - | 1 | 20 | 3 | (16) |  |
of which: mortgage loans (Loans collateralized by immovable property) | 1,345 | 360 | 164 | 11,388 | 7,630 | (3,757) |  |
of which: other collateralized loans | 592 | 137 | 43 | 803 | 493 | (310) |  |
of which: credit for consumption | 1,260 | 248 | 207 | 1,551 | 457 | (1,093) |  |
of which: lending for house purchase | 1,034 | 307 | 107 | 5,730 | 4,444 | (1,286) |  |
of which: project finance loans | 13 | - | 25 | 1,165 | 895 | (271) |  |
(*) Figures originally reported in the year 2017 in accordance to the applicable regulation, without restatements. (**) Corresponding to €2,763 million of specific allowances for financial assets, individually estimated and €5,940 million of specific allowances for financial assets collectiv ely estimated.
Loans And Advances Impaired And Accumulated Impairment |
June 2018 (Millions of euros)
| Non-performing loans and advances | Accumulated impairment | Non-performing loans and advances as a % of the total
General governments | 160 | (92) | 0.6%
Credit institutions | 10 | (13) | 0.1%
Other financial corporations | 12 | (18) | 0.1%
Non-financial corporations | 10,081 | (7,457) | 5.8%
Households | 8,374 | (5,920) | 4.7%
LOANS AND ADVANCES | 18,637 | (13,498) | 4.6%
December 2017 (Millions of euros)
| Non-performing loans and advances | Accumulated impairment or Accumulated changes in fair value due to credit risk | Non-performing loans and advances as a % of the total
General governments | 171 | (111) | 0.5%
Credit institutions | 11 | (36) | 0.3%
Other financial corporations | 12 | (26) | 0.1%
Non-financial corporations | 10,791 | (7,538) | 6.3%
Households | 8,417 | (5,073) | 4.7%
LOANS AND ADVANCES | 19,401 | (12,784) | 4.5%
Changes In Impaired Financial Assets And Contingent Risks |
Changes in Impaired Financial Assets and Contingent Risks (Millions of euros)
|  | First semester 2018 | Year 2017
Balance at the beginning |  | 20,590 | 23,877
Additions |  | 4,661 | 10,856
Decreases (*) |  | (3,453) | (7,771)
Net additions |  | 1,208 | 3,085
Amounts written-off |  | (1,739) | (5,758)
Exchange differences and other |  | (357) | (615)
Balance at the end |  | 19,702 | 20,590
(*) Reflects the total amount of impaired loans derecognized from th e consolidated balance sheet throughout the period as a result of mortgage foreclosures and real estate assets received in lieu of payment as well as monetary recoveries (see Notes 19 and 20 to the interim Consolidated Financial Statement for additional in formation).
Impairment Losses Valuation Adjustments |
First semester 2018 (Millions of euros)
Balance as of December 31, 2017 | 12,833
First implementation adjustment of IFRS 9 | 1,171
Balance as of January 1, 2018 | 14,004
Increase in impairment losses charged to income | 5,022
Stage 1 | 924
Stage 2 | 597
Stage 3 | 3,500
Decrease in impairment losses charged to income | (3,249)
Stage 1 | (995)
Stage 2 | (561)
Stage 3 | (1,693)
Transfer to written-off loans, exchange differences and other | 2,233
Closing balance | 13,544
June 2017 (Millions of euros)
| Opening balance | Increases due to amounts set aside for estimated loan losses during the period | Decreases due to amounts reversed for estimated loan losses during the period | Decreases due to amounts taken against allowances | Transfers between allowances | Other adjustments | Closing balance | Recoveries recorded directly to the statement of profit or loss
Specific allowances for financial assets, individually estimated | (3,204) | (1,290) | 972 | 122 | 244 | 111 | (3,045) | 5
Specific allowances for financial assets, collectively estimated | (7,733) | (2,825) | 980 | 1,942 | (41) | 380 | (7,296) | 233
Collective allowances for incurred but not reported losses on financial assets | (5,270) | (905) | 890 | 26 | (127) | 250 | (5,136) | -
Total | (16,206) | (5,020) | 2,842 | 2,090 | 76 | 741 | (15,477) | 238
(*) Figures originally reported in the year 2017 in accordance to the applicable regulation, without restatements.
LtSs CDB y LMU |
LCR main LMU
| June 2018
Group | 127%
Eurozone(*) | 153%
Bancomer | 135%
Compass(**) | 142%
Garanti | 133%
(*) Includes: Spain, Portugal and Rest of Eurasia. (**) Compass LCR calculated according to local regulation (Fed Modified LCR).
Liquidity Available by Instrument and Subsidiaries |
June 2018 (Millions of euros)
| BBVA Eurozone (1) | BBVA Bancomer | BBVA Compass | Garanti Bank | Others
Cash and withdrawable central bank reserves | 12,405 | 5,725 | 1,767 | 6,413 | 5,922
Level 1 tradable assets | 36,683 | 6,284 | 9,760 | 5,910 | 5,475
Level 2A tradable assets | 417 | 530 | 643 | - | -
Level 2B tradable assets | 3,668 | 181 | - | - | -
Other tradable assets | 6,397 | 1,700 | 1,133 | 557 | 796
Non tradable assets eligible for central banks | - | - | 3,174 | - | -
Cumulated Counterbalancing Capacity | 59,570 | 14,420 | 16,477 | 12,880 | 12,193
(1) Includes Spain, Portugal and Rest of Eurasia.

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