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Note 8 - Fair Value - Main Valuation Techniques Financial Instruments Liabilities - Significant Observable Inputs Used In Fair Value Measurement Of Liabilities (Details) - EUR (€) € in Millions | 12 Months Ended |  |
--- | --- | --- | ---
Dec. 31, 2018 | Dec. 31, 2017 | Dec. 31, 2016
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 623,814 | € 636,736 | € 676,428
Financial Liabilities Held For Trading [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | 57,573 |  |
Financial Liabilities Held For Trading [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | 269 |  |
Financial Liabilities Held For Trading [Member] | Deposits [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | 29,945 |  |
Financial Liabilities Held For Trading [Member] | Deposits [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | 0 |  |
Financial Liabilities Held For Trading [Member] | Derivatives [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | 27,628 |  |
Financial Liabilities Held For Trading [Member] | Derivatives [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 267 |  |
Financial Liabilities Held For Trading [Member] | Interest Rate Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | 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 |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Beta - Correlation between tenors - interest rates volatility |  |
Financial Liabilities Held For Trading [Member] | Equity Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Future and Equity Forward: Discounted future cash flows Equity Options: Local Volatility, Momentum adjustment |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Volatility of volatility - Assets correlation |  |
Financial Liabilities Held For Trading [Member] | Foreign Exchange And Gold Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Future and Equity Forward: Discounted future cash flows Foreign exchange Options: Local Volatility, moments adjustment |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Volatility of volatility - Assets correlation |  |
Financial Liabilities Held For Trading [Member] | Credit Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Credit Derivatives: Default model and Gaussian copula |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Correlation default - Credit spread - Recovery rates - Interest rate yield - Default volatility |  |
Financial Liabilities Held For Trading [Member] | Commodities Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Commodities: Momentum adjustment and Discounted cash flows |  |
Main Observable Inputs | - 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 |  |
Financial Liabilities Held For Trading [Member] | Short Positions [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 0 |  |
Financial Liabilities Held For Trading [Member] | Short Positions [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 1 |  |
Financial Liabilities Held For Trading [Member] | Short Positions [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Present-value method (Discounted future cash flows) |  |
Main Unobservable Inputs | - Correlation default - Credit spread - Recovery rates - Interest rate yield |  |
Financial assets designated at fair value through profit or loss [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 4,478 |  |
Financial assets designated at fair value through profit or loss [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 2,515 |  |
Financial assets designated at fair value through profit or loss [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Present-value method (Discounted future cash flows) |  |
Main Observable Inputs | - Prepayment rates - Issuer´s credit risk - Current market interest rates |  |
Main Unobservable Inputs | - Prepayment rates - Issuer´s credit risk - Current market interest rates |  |
Derivatives Hedge accounting [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 2,454 |  |
Derivatives Hedge accounting [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 3 |  |
Derivatives Hedge accounting [Member] | Interest Rate Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | 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 |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Beta - Implicit correlations between tenors - interest rates volatility |  |
Derivatives Hedge accounting [Member] | Equity Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Future and Equity Forward: Discounted future cash flows Equity Options: Local Volatility, Momentum adjustment |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Volatility of volatility - Implicit assets correlations - Long term implicit correlations - Implicit dividends and long term repos |  |
Derivatives Hedge accounting [Member] | Foreign Exchange And Gold Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Future and Equity Forward: Discounted future cash flows Foreign exchange Options: Local Volatility, moments adjustment |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Volatility of volatility - Implicit assets correlations - Long term implicit correlations |  |
Derivatives Hedge accounting [Member] | Credit Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Credit Derivatives: Default model and Gaussian copula |  |
Main Observable Inputs | - 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 |  |
Main Unobservable Inputs | - Correlation default - Credit spread - Recovery rates - Interest rate yield - Default volatility |  |
Derivatives Hedge accounting [Member] | Commodities Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Commodities: Momentum adjustment and Discounted cash flows |  |
Main Observable Inputs | - 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 |  |

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