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Note 8 - Fair Value - Main Valuation Techniques Financial Instruments Assets - Significant Observable Inputs Used In Fair Value Measurement Of Assets (Details) - EUR (€) € in Millions | 12 Months Ended |  |
--- | --- | --- | ---
Dec. 31, 2018 | Dec. 31, 2017 | Dec. 31, 2016
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 676,689 | € 690,059 | € 731,856
Financial Assets Held For Trading [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | 62,983 |  |
Financial Assets Held For Trading [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | 404 |  |
Financial Assets Held For Trading [Member] | Loans and advances [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | 28,642 |  |
Financial Assets Held For Trading [Member] | Loans and advances [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 60 |  |
Financial Assets Held For Trading [Member] | Loans and advances [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Present-value method (Discounted future cash flows) |  |
Main Observable Inputs | - Issuer´s credit risk - Current market interest rates |  |
Main Unobservable Inputs | - Prepayment rates - Issuer´s credit risk - Recovery rates |  |
Financial Assets Held For Trading [Member] | Debt Securities [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 7,494 |  |
Financial Assets Held For Trading [Member] | Debt Securities [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 199 |  |
Financial Assets Held For Trading [Member] | Debt Securities [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Present-value method (Discounted future cash flows) Observed prices in non active markets |  |
Main Observable Inputs | - Issuer´s credit risk - Current market interest rates - Non active markets prices |  |
Main Unobservable Inputs | - Prepayment rates - Issuer´s credit risk - Recovery rates |  |
Financial Assets Held For Trading [Member] | Equity instruments [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 0 |  |
Financial Assets Held For Trading [Member] | Equity instruments [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 60 |  |
Financial Assets Held For Trading [Member] | Equity instruments [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Comparable pricing (Observable price in a similar market) Present-value method |  |
Main Observable Inputs | - Brokers quotes - Market operations - NAVs published |  |
Main Unobservable Inputs | - NAV provided by the administrator of the fund |  |
Financial Assets Held For Trading [Member] | Derivatives [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 26,846 |  |
Financial Assets Held For Trading [Member] | Derivatives [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 85 |  |
Financial Assets Held For Trading [Member] | Derivatives [Member] | Interest Rate Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Financial Assets Held For Trading [Member] | Derivatives [Member] | Equity Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Financial Assets Held For Trading [Member] | Derivatives [Member] | Foreign Exchange And Gold Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Financial Assets Held For Trading [Member] | Derivatives [Member] | Credit Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 Assets Held For Trading [Member] | Derivatives [Member] | Commodities Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 78 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | 1,929 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Loans and advances [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | 0 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Loans and advances [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 1,778 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Loans and advances [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Present-value method (Discounted future cash flows) Specific criteria for the liquidation of losses established by the EPA protocol |  |
Main Unobservable Inputs | - Prepayment rates - Issuer credit risk - Recovery rates - PD and LGD |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Debt Securities [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 71 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Debt Securities [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 76 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Debt Securities [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Present-value method (Discounted future cash flows) |  |
Main Observable Inputs | - Issuer credit risk - Current market interest rates |  |
Main Unobservable Inputs | - Prepayment rates - Issuer credit risk - Recovery rates |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Equity instruments [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 8 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Equity instruments [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 75 |  |
Non Trading Financial Assets Mandatorily At Fair Value Through Profit Or Loss [Member] | Equity instruments [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Present-value method (Discounted future cash flows) |  |
Main Observable Inputs | - Issuer credit risk - Current market interest rates |  |
Main Unobservable Inputs | - Prepayment rates - Issuer credit risk - Recovery rates |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 9,323 |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | 1,190 |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Debt Securities [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | 9,211 |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Debt Securities [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 711 |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Debt Securities [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Present-value method (Discounted future cash flows) Observed prices in non active markets |  |
Main Observable Inputs | - Issuer´s credit risk - Current market interest rates - Non active market prices |  |
Main Unobservable Inputs | - Prepayment rates - Issuer credit risk - Recovery rates |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Equity instruments [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 113 |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Equity instruments [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 479 |  |
Financial Assets At Fair Value Through Other Comprehensive Income [Member] | Equity instruments [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | Comparable pricing (Observable price in a similar market) Present-value method |  |
Main Observable Inputs | - Brokers quotes - Market operations - NAVs published |  |
Main Unobservable Inputs | - NAV provided by the administrator of the fund |  |
Derivatives Hedge accounting [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 2,882 |  |
Derivatives Hedge accounting [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Assets | € 3 |  |
Derivatives Hedge accounting [Member] | Interest Rate Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Derivatives Hedge accounting [Member] | Equity Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Derivatives Hedge accounting [Member] | Foreign Exchange And Gold Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Derivatives Hedge accounting [Member] | Credit Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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 |  |
Derivatives Hedge accounting [Member] | Commodities Hedge [Member] | Total [Member] |  |  |
Main Valuation Techniques Financial Instruments Assets Line Items |  |  |
Valuation Technique used in fair value measurement assets | 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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