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Note 8 - Fair Value (Tables) | 12 Months Ended
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Dec. 31, 2018
Fair Value Abstract |
Carrying Value And Fair Value |
Fair Value and Carrying Amount (Millions of euros)
|  | 2018
| Notes | Carrying Amount | Fair Value
ASSETS |  |  |
Cash, cash balances at central banks and other demand deposits | 9 | 58,196 | 58,196
Financial assets held for trading | 10 | 90,117 | 90,117
Non-trading financial assets mandatorily at fair value through profit or loss | 11 | 5,135 | 5,135
Financial assets designated at fair value through profit or loss | 12 | 1,313 | 1,313
Financial assets at fair value through other comprehensive income | 13 | 56,337 | 56,337
Financial assets at amortized cost | 14 | 419,660 | 419,857
Hedging derivatives | 15 | 2,892 | 2,892
LIABILITIES |  |  |
Financial liabilities held for trading | 10 | 80,774 | 80,774
Financial liabilities designated at fair value through profit or loss | 12 | 6,993 | 6,993
Financial liabilities at amortized cost | 22 | 509,185 | 510,300
Hedging derivatives | 15 | 2,680 | 2,680
Fair Value and Carrying Amount (Millions of euros)
|  | 2017 | 2016
| Notes | Carrying Amount | Fair Value | Carrying Amount | Fair Value
ASSETS |  |  |  |  |
Cash, cash balances at central banks and other demand deposits | 9 | 42,680 | 42,680 | 40,039 | 40,039
Financial assets held for trading | 10 | 64,695 | 64,695 | 74,950 | 74,950
Financial assets designated at fair value through profit or loss | 12 | 2,709 | 2,709 | 2,062 | 2,062
Available-for-sale financial assets |  | 69,476 | 69,476 | 79,221 | 79,221
Loans and receivables |  | 431,521 | 438,991 | 465,977 | 468,844
Held-to-maturity investments |  | 13,754 | 13,865 | 17,696 | 17,619
Derivatives – Hedge accounting | 15 | 2,485 | 2,485 | 2,833 | 2,833
LIABILITIES |  |  |  |  |
Financial liabilities held for trading | 10 | 46,182 | 46,182 | 54,675 | 54,675
Financial liabilities designated at fair value through profit or loss | 12 | 2,222 | 2,222 | 2,338 | 2,338
Financial liabilities at amortized cost | 22 | 543,713 | 544,604 | 589,210 | 594,190
Derivatives – Hedge accounting | 15 | 2,880 | 2,880 | 2,347 | 2,347
Fair Value Of Financial Instruments |
Fair Value of financial Instruments by Levels (Millions of euros)
|  | 2018
| Notes | Level 1 | Level 2 | Level 3
ASSETS- |  |  |  |
Financial assets held for trading | 10 | 26,730 | 62,983 | 404
Loans and advances to customers |  | 47 | 28,642 | 60
Debt securities |  | 17,884 | 7,494 | 199
Equity instruments |  | 5,194 | - | 60
Derivatives |  | 3,605 | 26,846 | 85
Non-trading financial assets mandatorily at fair value through profit or loss | 11 | 3,127 | 78 | 1,929
Loans and advances |  | 25 | - | 1,778
Debt securities |  | 90 | 71 | 76
Equity instruments |  | 3,012 | 8 | 75
Financial assets designated at fair value through profit or loss | 12 | 1,313 | - | -
Debt securities |  | 1,313 | - | -
Financial assets at fair value through other comprehensive income | 13 | 45,824 | 9,323 | 1,190
Loans and advances |  | 33 | - | -
Debt securities |  | 43,788 | 9,211 | 711
Equity instruments |  | 2,003 | 113 | 479
Hedging derivatives | 15 | 7 | 2,882 | 3
LIABILITIES- |  |  |  |
Financial liabilities held for trading | 10 | 22,932 | 57,573 | 269
Deposits |  | 7,989 | 29,945 | -
Trading derivatives |  | 3,919 | 27,628 | 267
Other financial liabilities |  | 11,024 | - | 1
Financial liabilities designated at fair value through profit or loss | 12 | - | 4,478 | 2,515
Customer deposits |  | - | 976 | -
Debt certificates |  | - | 2,858 | -
Other financial liabilities |  | - | 643 | 2,515
Derivatives – Hedge accounting | 15 | 223 | 2,454 | 3
Fair Value of financial Instruments by Levels (Millions of euros)
|  | 2017 | 2016
| Notes | Level 1 | Level 2 | Level 3 | Level 1 | Level 2 | Level 3
ASSETS- |  |  |  |  |  |  |
Financial assets held for trading | 10 | 29,057 | 35,349 | 289 | 32,544 | 42,221 | 184
Loans and advances to customers |  | - | 56 | - | - | 154 | -
Debt securities |  | 21,107 | 1,444 | 22 | 26,720 | 418 | 28
Equity instruments |  | 6,688 | 33 | 80 | 4,570 | 9 | 96
Derivatives |  | 1,262 | 33,815 | 187 | 1,254 | 41,640 | 60
Financial assets designated at fair value through profit or loss | 11 | 2,061 | 648 | - | 2,062 | - | -
Loans and advances to customers |  | - | 648 | - | - | - | -
Debt securities |  | 174 | - | - | 142 | - | -
Equity instruments |  | 1,888 | - | - | 1,920 | - | -
Available-for-sale financial assets |  | 57,381 | 11,082 | 544 | 62,125 | 15,894 | 637
Debt securities |  | 54,850 | 10,948 | 454 | 58,372 | 15,779 | 429
Equity instruments |  | 2,531 | 134 | 90 | 3,753 | 115 | 208
Hedging derivatives | 15 | - | 2,483 | 2 | 41 | 2,792 | -
LIABILITIES- |  |  |  |  |  |  |
Financial liabilities held for trading | 10 | 11,191 | 34,866 | 125 | 12,502 | 42,120 | 53
Derivatives |  | 1,183 | 34,866 | 119 | 952 | 42,120 | 47
Short positions |  | 10,008 | - | 6 | 11,550 | - | 6
Financial liabilities designated at fair value through profit or loss | 12 | - | 2,222 | - | - | 2,338 | -
Derivatives – Hedge accounting | 15 | 274 | 2,606 | - | 94 | 2,189 | 64
Financial Instruments At Fair Value By Levels |
Fair Value of financial Instruments by Levels. December 2018 (Millions of euros)
| Level 2 | Level 3 | Valuation technique(s) | Observable inputs | Unobservable inputs
ASSETS |  |  |  |  |
Financial assets held for trading | 62,983 | 404 |  |  |
Loans and advances | 28,642 | 60 | Present-value method(Discounted future cash flows) | - Issuer´s credit risk- Current market interest rates | - Prepayment rates- Issuer´s credit risk- Recovery rates
Debt securities | 7,494 | 199 | Present-value method(Discounted future cash flows)Observed prices in non active markets | - Issuer´s credit risk- Current market interest rates- Non active markets prices | - Prepayment rates- Issuer´s credit risk- Recovery rates
Equity instruments | - | 60 | Comparable pricing (Observable price in a similar market)Present-value method | - Brokers quotes- Market operations- NAVs published | - NAV provided by the administrator of the fund
Derivatives | 26,846 | 85 |  |  |
Interest rate |  |  | Interest rate products (Interest rate swaps, Call money Swaps y FRA): Discounted cash flows Caps/Floors: Black, Hull-White y SABR Bond options: Black Swaptions: Black, Hull-White y LGM Other Interest rate options: Black, Hull-White y LGM Constant Maturity Swaps: SABR | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Beta- Implicit correlations between tenors- interest rates volatility
Equity |  |  | Future and Equity Forward: Discounted future cash flows Equity Options: Local Volatility, Momentum adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Volatility of volatility- Implicit assets correlations- Long term implicit correlations- Implicit dividends and long term repos
Foreign exchange and gold |  |  | Future and Equity Forward: Discounted future cash flows Foreign exchange Options: Local Volatility, moments adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Volatility of volatility- Implicit assets correlations- Long term implicit correlations
Credit |  |  | Credit Derivatives: Default model and Gaussian copula | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Correlation default- Credit spread- Recovery rates- Interest rate yield- Default volatility
Commodities |  |  | Commodities: Momentum adjustment and Discounted cash flows | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Non-trading financial assets mandatorily at fair value through profit or loss | 78 | 1,929 |  |  |
Loans and advances | - | 1,778 | Present-value method(Discounted future cash flows)Specific criteria for the liquidation of losses established by the EPA protocol |  | - Prepayment rates- Issuer credit risk- Recovery rates- PD and LGD
Debt securities | 71 | 76 | Present-value method(Discounted future cash flows) | - Issuer credit risk- Current market interest rates | - Prepayment rates- Issuer credit risk- Recovery rates
Equity instruments | 8 | 75 | Present-value method(Discounted future cash flows) | - Issuer credit risk- Current market interest rates | - Prepayment rates- Issuer credit risk- Recovery rates
Financial assets at fair value through other comprehensive income | 9,323 | 1,190 |  |  |
Debt securities | 9,211 | 711 | Present-value method(Discounted future cash flows)Observed prices in non active markets | - Issuer´s credit risk- Current market interest rates- Non active market prices | - Prepayment rates- Issuer credit risk- Recovery rates
Equity instruments | 113 | 479 | Comparable pricing (Observable price in a similar market)Present-value method | - Brokers quotes- Market operations- NAVs published | - NAV provided by the administrator of the fund
Hedging derivatives | 2,882 | 3 |  |  |
Interest rate |  |  | Interest rate products (Interest rate swaps, Call money Swaps y FRA): Discounted cash flows Caps/Floors: Black, Hull-White y SABR Bond options: Black Swaptions: Black, Hull-White y LGM Other Interest rate options: Black, Hull-White y LGM Constant Maturity Swaps: SABR | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Equity |  |  | Future and Equity Forward: Discounted future cash flows Equity Options: Local Volatility, Momentum adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Foreign exchange and gold |  |  | Future and Equity Forward: Discounted future cash flows Foreign exchange Options: Local Volatility, moments adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Credit |  |  | Credit Derivatives: Default model and Gaussian copula | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Commodities |  |  | Commodities: Momentum adjustment and Discounted cash flows | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Fair Value of financial Instruments by Levels. December 2018 (Millions of euros)
|  |  | Valuation technique(s) | Observable inputs | Unobservable inputs
LIABILITIES |  |  |  |  |
Financial liabilities held for trading | 57,573 | 269 |  |  |
Deposits | 29,945 | - |  |  |
Derivatives | 27,628 | 267 |  |  |
Interest rate |  |  | Interest rate products (Interest rate swaps, Call money Swaps y FRA): Discounted cash flows Caps/Floors: Black, Hull-White y SABR Bond options: Black Swaptions: Black, Hull-White y LGM Other Interest rate options: Black, Hull-White y LGM Constant Maturity Swaps: SABR | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Beta- Correlation between tenors- interest rates volatility
Equity |  |  | Future and Equity Forward: Discounted future cash flows Equity Options: Local Volatility, Momentum adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Volatility of volatility- Assets correlation
Foreign exchange and gold |  |  | Future and Equity Forward: Discounted future cash flows Foreign exchange Options: Local Volatility, moments adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Volatility of volatility- Assets correlation
Credit |  |  | Credit Derivatives: Default model and Gaussian copula | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Correlation default- Credit spread- Recovery rates- Interest rate yield- Default volatility
Commodities |  |  | Commodities: Momentum adjustment and Discounted cash flows | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Short positions | - | 1 | Present-value method(Discounted future cash flows) |  | - Correlation default- Credit spread- Recovery rates- Interest rate yield
Financial liabilities designated at fair value through profit or loss | 4,478 | 2,515 | Present-value method(Discounted future cash flows) | - Prepayment rates- Issuer´s credit risk- Current market interest rates | - Prepayment rates- Issuer´s credit risk- Current market interest rates
Derivatives – Hedge accounting | 2,454 | 3 |  |  |
Interest rate |  |  | Interest rate products (Interest rate swaps, Call money Swaps y FRA): Discounted cash flows Caps/Floors: Black, Hull-White y SABR Bond options: Black Swaptions: Black, Hull-White y LGM Other Interest rate options: Black, Hull-White y LGM Constant Maturity Swaps: SABR | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Beta- Implicit correlations between tenors- interest rates volatility
Equity |  |  | Future and Equity Forward: Discounted future cash flows Equity Options: Local Volatility, Momentum adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Volatility of volatility- Implicit assets correlations- Long term implicit correlations- Implicit dividends and long term repos
Foreign exchange and gold |  |  | Future and Equity Forward: Discounted future cash flows Foreign exchange Options: Local Volatility, moments adjustment | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Volatility of volatility- Implicit assets correlations- Long term implicit correlations
Credit |  |  | Credit Derivatives: Default model and Gaussian copula | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations | - Correlation default- Credit spread- Recovery rates- Interest rate yield- Default volatility
Commodities |  |  | Commodities: Momentum adjustment and Discounted cash flows | - Exchange rates- Market quoted future prices- Market interest rates- Underlying assets prices: shares, funds, commodities- Market observable volatilities - Issuer credit spread levels- Quoted dividends- Market listed correlations |
Disclosure Of Significant Unobservable Inputs Used In Fair Value Measurement Of Assets |
Financial instrument | Valuation technique(s) | Significant unobservable inputs | Min | Average | Max | Units
Debt Securities | Net Present Value | Credit Spread | 37 | 152.22 | 385.00 | b.p.
Recovery Rate | 0.00% | 32.06% | 40.00% | %
Comparable pricing |  | 1.00% | 88.00% | 275.00% | %
Equity instruments | Net Asset Value |  |
Comparable pricing |
Credit Option | Gaussian Copula | Correlation Default | 0.00% | 37.98% | 60.26% | %
Equity OTC Option | Heston | Forward Volatility Skew | 47.05 | 47.05 | 47.05 | Vegas
Local Volatility | Dividends |
Volatility | 13.79 | 27.24 | 65.02 | vegas
FX OTC Options | Black Scholes/Local Vol | Volatility | 5.05 | 7.73 | 9.71 | vegas
Interest Rate Option | Libor Market Model | Beta | 0.25 | 9.00 | 18.00 | %
Correlation Rate/Credit | (100) | - | 100 | %
Credit Default Volatility | - | - | - | Vegas
Level 3 Financial Instruments |
Financial Assets Level 3: Changes in the Period (Millions of euros)
| 2018 | 2017 | 2016
| Assets | Liabilities | Assets | Liabilities | Assets | Liabilities
Balance at the beginning | 835 | 125 | 822 | 116 | 463 | 182
Changes in fair value recognized in profit and loss (*) | (167) | (95) | (24) | (21) | 33 | (86)
Changes in fair value not recognized in profit and loss | (4) | - | (45) | - | (81) | (3)
Acquisitions, disposals and liquidations (**) | 2,102 | 2,710 | 32 | 320 | 438 | (25)
Net transfers to Level 3 | 761 | 47 | 106 | (39) | 16 | -
Exchange differences and others | - | - | (55) | (250) | (47) | 49
Balance at the end | 3,527 | 2,787 | 835 | 125 | 822 | 116
(*) Profit or loss that is attributable to gains or losses relating to those financial assets and liabilities held as of December 31, 2018, 2017 and 2016. Valuation adjustments are recorded under the heading “Gains (losses) on financial assets and liabili ties, net”. (**) Of which, in 2018, the assets roll forward is comprised of €2,400 million of acquisitions, €254 millions of disposals and €44 millions of liquidations. The liabilities roll forward is comprised of €2,716 million of acquisitions and €5 mill ions of liquidations.
Levels Transfers |
Transfer Between Levels. December 2018 (Millions of euros)
| From: | Level 1 | Level 2 | Level 3
| To: | Level 2 | Level 3 | Level 1 | Level 3 | Level 1 | Level2
ASSETS |  |  |  |  |  |  |
Financial assets held for trading |  | 1,171 | 2 | 2 | 6 | - | 2
Non-trading financial assets mandatorily at fair value through profit or loss |  | - | - | 9 | 67 | - | 24
Financial assets at fair value through other comprehensive income |  | 134 | 72 | - | 515 | - | -
Derivatives |  | - | - | - | 52 | 118 | 49
Total |  | 1,305 | 74 | 11 | 641 | 118 | 75
LIABILITIES- |  |  |  |  |  |  |
Financial liabilities held for trading |  | - | - | - | 138 | - | 37
Total |  | - | - | - | 138 | - | 37
Sensitivity Analysis Level 3 |
Financial Assets Level 3: Sensitivity Analysis (Millions of euros)
| Potential Impact on Consolidated Income Statement | Potential Impact on Total Equity
| Most Favorable Hypothesis | Least Favorable Hypothesis | Most Favorable Hypothesis | Least Favorable Hypothesis
ASSETS |  |  |  |
Financial assets held for trading | 6 | (13) | - | -
Debt securities | 2 | (3) | - | -
Equity instruments | 3 | (9) | - | -
Derivatives | 1 | (1) | - | -
Non-trading financial assets mandatorily at fair value through profit or loss | 291 | (181) | - | -
Loans and Advances | 285 | (161) | - | -
Debt securities | 3 | (12) | - | -
Equity instruments | 3 | (8) | - | -
Financial assets at fair value through other comprehensive income | - | - | 1 | (1)
LIABILITIES |  |  |  |
Financial liabilities held for trading | 1 | (1) | 1 | (1)
Total | 297 | (194) | 1 | (1)
Disclosure of fair value instruments carried at cost main valuation techniques assets explanatory |
Fair Value of financial Instruments at amortized cost by Levels (Millions of euros)
|  | 2018
| Notes | Level 1 | Level 2 | Level 3
ASSETS |  |  |  |
Cash, cash balances at central banks and other demand deposits | 9 | 58,024 | - | 172
Financial assets at amortized cost | 14 | 21,419 | 204,619 | 193,819
LIABILITIES |  |  |  |
Financial liabilities at amortized cost | 22 | 58,225 | 269,128 | 182,948
Disclosure of main valuation techniques financial instruments assets explanatory |
Fair Value of financial Instruments at amortized cost by valuation technique. December 2018 (Millions of euros)
| Level 2 | Level 3 | Valuation technique(s) | Main inputs used
ASSETS |  |  |  |
Financial assets at amortized cost | 204,619 | 193,819 |  |
Central Banks | - | 1 | Present-value method(Discounted future cash flows) | - Credit spread- Prepayment rates- Interest rate yield
Loans and advances to credit institutions | 4,934 | 4,291 | Present-value method(Discounted future cash flows) | - Credit spread- Prepayment rates- Interest rate yield
Loans and advances to customers | 190,666 | 183,645 | Present-value method(Discounted future cash flows) | - Credit spread- Prepayment rates- Interest rate yield
Debt securities | 9,019 | 5,881 | Present-value method(Discounted future cash flows) | - Credit spread- Interest rate yield
LIABILITIES |  |  |  |
Financial liabilities at amortized cost | 269,128 | 182,948 |  |
Central Banks | 196 | - | Present-value method(Discounted future cash flows) | - Issuer´s credit risk- Prepayment rates- Interest rate yield
Loans and advances to credit institutions | 22,281 | 9,852 | Present-value method(Discounted future cash flows) | - Issuer´s credit risk- Prepayment rates- Interest rate yield
Loans and advances to customers | 240,547 | 135,270 | Present-value method(Discounted future cash flows) | - Issuer´s credit risk- Prepayment rates- Interest rate yield
Debt securities | 6,104 | 25,096 | Present-value method(Discounted future cash flows) | - Issuer´s credit risk- Prepayment rates- Interest rate yield
Other financial liabilities | - | 12,730 | Present-value method(Discounted future cash flows) | - Issuer´s credit risk- Prepayment rates- Interest rate yield

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