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Note 6- Risk Management (Tables) | 6 Months Ended
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Jun. 30, 2019
Risk Management Abstract |
Credit Risk Exposure |
Maximum credit risk exposure (Millions of Euros)
| Notes | June 2019 | Stage 1 | Stage 2 | Stage 3
Financial assets held for trading |  | 74.954 |  |  |
Debt securities | 9 | 32.274 |  |  |
Equity instruments | 9 | 5.555 |  |  |
Loans and advances | 9 | 37.125 |  |  |
Non-trading financial assets mandatorily at fair value through profit or loss |  | 4.918 |  |  |
Loans and advances | 10 | 1.052 |  |  |
Debt securities | 10 | 155 |  |  |
Equity instruments | 10 | 3.711 |  |  |
Financial assets designated at fair value through profit or loss | 11 | 1.403 |  |  |
Derivatives (trading and hedging) |  | 40.738 |  |  |
Financial assets at fair value through other comprehensive income |  | 63.396 | 63.396 | - | -
Debt securities | 12 | 60.750 | 60.750 | - | -
Equity instruments | 12 | 2.613 | 2.613 | - | -
Loans and advances to credit institutions | 12 | 33 | 33 | - | -
Financial assets at amortized cost |  | 443.162 | 394.884 | 32.230 | 16.048
Loans and advances to central banks |  | 5.582 | 5.582 | - | -
Loans and advances to credit institutions |  | 10.862 | 10.739 | 113 | 10
Loans and advances to customers |  | 389.306 | 341.582 | 31.724 | 15.999
Debt securities |  | 37.412 | 36.981 | 392 | 39
Total financial assets risk |  | 628.572 | 458.280 | 32.230 | 16.048
Total loan commitments and financial guarantees | 30 | 174.621 | 164.314 | 9.389 | 918
Total maximum credit exposure |  | 803.193 |  |  |
Maximum Credit Risk Exposure (Millions of Euros)
| Notes | December 2018 | Stage 1 | Stage 2 | Stage 3
Financial assets held for trading |  | 59.581 |  |  |
Debt securities | 9 | 25.577 |  |  |
Equity instruments | 9 | 5.254 |  |  |
Loans and advances | 9 | 28.750 |  |  |
Non-trading financial assets mandatorily at fair value through profit or loss |  | 5.135 |  |  |
Loans and advances | 10 | 1.803 |  |  |
Debt securities | 10 | 237 |  |  |
Equity instruments | 10 | 3.095 |  |  |
Financial assets designated at fair value through profit or loss | 11 | 1.313 |  |  |
Derivatives (trading and hedging) |  | 38.249 |  |  |
Financial assets at fair value through other comprehensive income |  | 56.365 | 56.362 | 3 | -
Debt securities | 12 | 53.737 | 53.734 | 3 | -
Equity instruments | 12 | 2.595 | 2.595 | - | -
Loans and advances to credit institutions | 12 | 33 | 33 | - | -
Financial assets at amortized cost |  | 431.927 | 384.632 | 30.902 | 16.394
Loans and advances to central banks |  | 3.947 | 3.947 | - | -
Loans and advances to credit institutions |  | 9.175 | 9.131 | 34 | 10
Loans and advances to customers |  | 386.225 | 339.204 | 30.673 | 16.348
Debt securities |  | 32.580 | 32.350 | 195 | 35
Total financial assets risk |  | 592.571 | 440.993 | 30.905 | 16.394
Total loan commitments and financial guarantees | 30 | 170.511 | 161.404 | 8.120 | 987
Total maximum credit exposure |  | 763.082 |  |  |
Loans And Advances Breakdown By Country And Stage |
June 2019
| Gross exposure | Accumulated impairment | Carrying amount
| Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3 | Total
Spain (*) | 174.609 | 13.510 | 9.061 | 197.180 | (748) | (740) | (3.932) | (5.420) | 173.860 | 12.771 | 5.129 | 191.760
The United States | 48.971 | 6.222 | 730 | 55.923 | (193) | (326) | (213) | (732) | 48.778 | 5.896 | 516 | 55.190
Mexico | 51.450 | 3.600 | 1.289 | 56.339 | (690) | (379) | (833) | (1.901) | 50.760 | 3.221 | 456 | 54.438
Turkey (**) | 32.859 | 5.687 | 3.093 | 41.639 | (179) | (559) | (1.614) | (2.353) | 32.680 | 5.128 | 1.478 | 39.286
South America (***) | 32.906 | 2.698 | 1.807 | 37.411 | (371) | (259) | (1.096) | (1.726) | 32.535 | 2.439 | 712 | 35.685
Others | 788 | 7 | 19 | 814 | (1) | (1) | (17) | (18) | 787 | 6 | 2 | 796
Total (****) | 341.582 | 31.724 | 15.999 | 389.306 | (2.182) | (2.263) | (7.706) | (12.151) | 339.400 | 29.462 | 8.293 | 377.155
(*) Spain includes all countries where BBVA, S.A. operates. (**) Turkey includes all countries in which Garanti BBVA operates. (***) In South America, BBVA Group operates in Argentina, Chile, Colombia, Paraguay, Peru, Uruguay and Venezuela. (****) The amount of the accumulated impairment includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc, S.A.
December 2018
| Gross exposure | Accumulated impairment | Carrying amount
| Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3 | Total | Stage 1 | Stage 2 | Stage 3 | Total
Spain (*) | 172.599 | 12.827 | 10.021 | 195.447 | (713) | (877) | (4.284) | (5.874) | 171.886 | 11.951 | 5.737 | 189.574
The United States | 50.665 | 5.923 | 733 | 57.321 | (206) | (299) | (153) | (658) | 50.459 | 5.624 | 580 | 56.663
Mexico | 48.354 | 3.366 | 1.138 | 52.858 | (640) | (373) | (737) | (1.750) | 47.714 | 2.992 | 401 | 51.107
Turkey (**) | 34.883 | 6.113 | 2.722 | 43.718 | (171) | (591) | (1.479) | (2.241) | 34.712 | 5.523 | 1.244 | 41.479
South America (***) | 31.947 | 2.436 | 1.715 | 36.098 | (338) | (234) | (1.084) | (1.656) | 31.609 | 2.202 | 631 | 34.442
Others | 756 | 8 | 19 | 783 | - | (1) | (18) | (19) | 755 | 7 | 1 | 763
Total (****) | 339.204 | 30.673 | 16.348 | 386.225 | (2.070) | (2.374) | (7.755) | (12.199) | 337.134 | 28.299 | 8.593 | 374.027
(*) Spain includes all countries where BBVA, S.A. operates. (**) Turkey includes all countries in which Garanti BBVA operates. (***) In South America, BBVA Group operates in Argentina, Chile, Colombia, Paraguay, Peru, Uruguay and Venezuela. (****) The amount of the accumulated impair ment includes the provisions recorded for credit risk over the remaining expected lifetime of purchased financial instruments. Those provisions were determined at the moment of the Purchase Price Allocation and were originated mainly in the acquisition of Catalunya Banc, S.A.
Collateral Received |
Guarantees received (Millions of Euros)
| June 2019 | December 2018
Value of collateral | 156.190 | 158.268
Of which: guarantees normal risks under special monitoring | 13.874 | 14.087
Of which: guarantees non-performing risks | 4.668 | 5.068
Value of other guarantees | 25.330 | 16.897
Of which: guarantees normal risks under special monitoring | 2.186 | 1.519
Of which: guarantees non-performing risks | 509 | 502
Total value of guarantees received | 181.521 | 175.165
Loans And Advances Breakdown By Counterparty |
June 2019 (Millions of Euros)
| Central banks | General governments | Credit institutions | Other financial corporations | Non-financial corporations | Households | Total | Gross carrying amount
On demand and short notice | - | 7 | - | 192 | 2.689 | 616 | 3.503 | 3.686
Credit card debt | - | 11 | 1 | 3 | 1.935 | 13.459 | 15.409 | 16.619
Trade receivables |  | 1.007 | - | 364 | 14.937 | 96 | 16.404 | 16.688
Finance leases | - | 227 | - | 6 | 8.201 | 405 | 8.838 | 9.198
Reverse repurchase loans | - | 116 | 260 | 4 | 3 | - | 383 | 386
Other term loans | 5.534 | 27.407 | 3.609 | 6.752 | 135.393 | 159.780 | 338.475 | 348.547
Advances that are not loans | 41 | 880 | 7.009 | 2.022 | 1.147 | 549 | 11.648 | 11.711
LOANS AND ADVANCES | 5.575 | 29.655 | 10.879 | 9.342 | 164.305 | 174.906 | 394.661 | 406.836
By secured loans |  |  |  |  |  |  |  |
Of which: mortgage loans collateralized by immovable property |  | 1.102 | 15 | 270 | 25.319 | 111.314 | 138.021 | 141.562
Of which: other collateralized loans | - | 8.758 | 172 | 1.081 | 28.409 | 6.621 | 45.041 | 45.922
By purpose of the loan |  |  |  |  |  |  |  |
Of which: credit for consumption |  |  |  |  |  | 41.636 | 41.636 | 44.403
Of which: lending for house purchase |  |  |  |  |  | 110.423 | 110.423 | 111.949
By subordination |  |  |  |  |  |  |  |
Of which: project finance loans |  |  |  |  | 13.554 |  | 13.554 | 13.871
December 2018 (Millions of Euros)
| Central banks | General governments | Credit institutions | Other financial corporations | Non-financial corporations | Households | Total | Gross carrying amount
On demand and short notice | - | 10 | - | 151 | 2.833 | 648 | 3.641 | 3.834
Credit card debt | - | 8 | 1 | 2 | 2.328 | 13.108 | 15.446 | 16.495
Trade receivables |  | 948 | - | 195 | 16.190 | 103 | 17.436 | 17.716
Finance leases | - | 226 | - | 3 | 8.014 | 406 | 8.650 | 9.077
Reverse repurchase loans | - | 293 | 477 | - | - | - | 770 | 772
Other term loans | 3.911 | 26.839 | 2.947 | 7.030 | 133.573 | 157.760 | 332.060 | 342.264
Advances that are not loans | 29 | 1.592 | 5.771 | 2.088 | 984 | 498 | 10.962 | 11.025
LOANS AND ADVANCES | 3.941 | 29.917 | 9.196 | 9.468 | 163.922 | 172.522 | 388.966 | 401.183
By secured loans |  |  |  |  |  |  |  |
Of which: mortgage loans collateralized by immovable property |  | 1.056 | 15 | 219 | 26.784 | 111.809 | 139.883 | 144.005
Of which: other collateralized loans | - | 7.179 | 285 | 1.389 | 31.393 | 6.835 | 47.081 | 47.855
By purpose of the loan |  |  |  |  |  |  |  |
Of which: credit for consumption |  |  |  |  |  | 40.124 | 40.124 | 42.736
Of which: lending for house purchase |  |  |  |  |  | 111.007 | 111.007 | 112.952
By subordination |  |  |  |  |  |  |  |
Of which: project finance loans |  |  |  |  | 13.973 |  | 13.973 | 14.286
of which: project finance loans | 17.658 |  |  |  |  | 17.027 |  |
Past Due But Not Impaired |
June 2019 (Millions of Euros)
| Stage 1 | Stage 2 | 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 | - | - | - | - | - | - | - | - | 18
Loans and advances | 4.414 | 281 | - | 5.143 | 2.547 | - | 583 | 551 | 2.851
General governments | 109 | 32 | - | 6 | 1 | - | 13 | - | 20
Credit institutions | 6 | 5 | - | - | - | - | - | - | -
Other financial corporations | 163 | 2 | - | 4 | 1 | - | - | - | 6
Non-financial corporations | 1.153 | 170 | - | 1.711 | 918 | - | 158 | 187 | 1.410
Households | 2.982 | 71 | - | 3.423 | 1.628 | - | 412 | 363 | 1.416
TOTAL | 4.414 | 281 | - | 5.143 | 2.547 | - | 583 | 551 | 2.870
On demand (call) and short notice (current account) | 263 | 1 | - | 32 | 50 | - | 1 | 2 | 35
Credit card debt | 239 | 6 | - | 659 | 114 | - | 5 | 27 | 130
Trade receivables | 29 | 14 | - | 40 | 145 | - | 5 | 3 | 59
Finance leases | 297 | 20 | - | 76 | 103 | - | 16 | 46 | 90
Other term loans | 3.577 | 186 | - | 4.336 | 2.133 | - | 555 | 473 | 2.532
Advances that are not loans | 10 | 54 | - | - | 1 | - | - | - | 5
Of which: mortgage loans collateralized by immovable property | 1.623 | 46 | - | 2.115 | 1.122 | - | 461 | 375 | 1.247
Of which: other collateralized loans | 341 | 21 | - | 945 | 169 | - | 22 | 28 | 162
Of which: credit for consumption | 985 | 27 | - | 1.266 | 461 | - | 27 | 50 | 376
Of which: lending for house purchase | 1.384 | 30 | - | 1.819 | 941 | - | 333 | 257 | 707
Of which: project finance loans | 34 | - | - | 8 | 188 | - | - | - | 52
December 2018 (Millions of Euros)
| Stage 1 | Stage 2 | 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 | - | - | - | - | - | - | - | - | 5
Loans and advances | 4.191 | 454 | - | 4.261 | 3.228 | - | 407 | 900 | 2.769
General governments | 95 | 7 | - | 5 | 1 | - | 5 | 5 | 26
Credit institutions | 3 | - | - | - | - | - | - | - | -
Other financial corporations | 117 | 224 | - | 2 | - | - | - | - | 5
Non-financial corporations | 1.140 | 158 | - | 1.282 | 1.180 | - | 149 | 276 | 1.333
Households | 2.835 | 64 | - | 2.971 | 2.047 | - | 254 | 618 | 1.404
TOTAL | 4.191 | 454 | - | 4.261 | 3.228 | - | 407 | 900 | 2.774
Loans and advances by product, by collateral and by subordination |  |  |  |  |  |  |  |  |
On demand (call) and short notice (current account) | 127 | - | - | 25 | 47 | - | 3 | 4 | 52
Credit card debt | 182 | 10 | - | 598 | 102 | - | 24 | 25 | 120
Trade receivables | 46 | 12 | - | 20 | 106 | - | 2 | 11 | 50
Finance leases | 307 | 16 | - | 43 | 102 | - | 10 | 20 | 110
Other term loans | 3.421 | 325 | - | 3.575 | 2.869 | - | 369 | 840 | 2.433
Advances that are not loans | 108 | 89 | - | - | 1 | - | - | - | 4
Of which: mortgage loans collateralized by immovable property | 1.681 | 38 | - | 1.598 | 1.745 | - | 251 | 712 | 1.365
Of which: other collateralized loans | 255 | 14 | - | 742 | 99 | - | 22 | 21 | 103
Of which: credit for consumption | 910 | 27 | - | 1.278 | 424 | - | 49 | 49 | 281
Of which: lending for house purchase | 1.365 | 24 | - | 1.394 | 1.404 | - | 170 | 507 | 839
Of which: project finance loans | 1 | - | - | - | 382 | - | - | - | 71
Loans And Advances Impaired And Accumulated Impairment |
June 2019 (Millions of Euros)
| Gross carrying amount | Non-performing loans and advances | Accumulated impairment | Non-performing loans and advances as a % of the total
Central banks | 5.582 | - | (8) | -
General governments | 29.167 | 104 | (92) | 0,4%
Credit institutions | 10.862 | 10 | (16) | 0,1%
Other financial corporations | 9.405 | 17 | (63) | 0,2%
Non-financial corporations | 170.149 | 8.484 | (6.270) | 5,0%
Households | 180.585 | 7.394 | (5.725) | 4,1%
LOANS AND ADVANCES | 405.750 | 16.009 | (12.174) | 3,9%
December 2018 (Millions of euros)
| Gross carrying amount | Non-performing loans and advances | Accumulated impairment | Non-performing loans and advances as a % of the total
Central banks | 3.947 | - | (6) | -
General governments | 30.000 | 128 | (84) | 0,4%
Credit institutions | 9.208 | 10 | (12) | 0,1%
Other financial corporations | 9.490 | 11 | (22) | 0,1%
Non-financial corporations | 170.182 | 8.372 | (6.260) | 4,9%
Households | 178.355 | 7.838 | (5.833) | 4,4%
LOANS AND ADVANCES | 401.183 | 16.359 | (12.217) | 4,1%
Changes In Impaired Financial Assets And Contingent Risks |
Changes In The Accumulated Impairment Losses |
Changes in Impaired Financial Assets and Contingent Risks (Millions of Euros)
| June 2019 | December 2018
Balance at the beginning | 17.134 | 20.590
Additions | 4.817 | 9.792
Decreases (*) | (2.940) | (6.909)
Net additions | 1.877 | 2.883
Amounts written-off | (1.734) | (5.076)
Exchange differences and other | (522) | (1.264)
Balance at the end | 16.755 | 17.134
Changes in the accumulated impairment losses (Millions of Euros)
| June 2019 | December 2018
Opening balance | 12.295 | 14.004
Increase in impairment losses charged to income | 6.110 | 9.070
Stage 1 | 1.117 | 1.411
Stage 2 | 1.334 | 1.071
Stage 3 | 3.659 | 6.589
Decrease in impairment losses charged to income | (4.118) | (4.547)
Stage 1 | (922) | (1.469)
Stage 2 | (944) | (799)
Stage 3 | (2.252) | (2.279)
Transfer to written-off loans, exchange differences and other | (2.022) | (6.231)
Closing balance | 12.265 | 12.295

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