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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 (€) | 12 Months Ended |  |
--- | --- | --- | ---
Dec. 31, 2020 | Dec. 31, 2019 | Dec. 31, 2018
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 686,156,000,000 | € 642,812,000,000 | € 622,801,000,000
Financial Liabilities Held For Trading [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | 58,045,000,000 | 61,588,000,000 | 56,560,000,000
Financial Liabilities Held For Trading [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 856,000,000 | 827,000,000 | 269,000,000
Financial Liabilities Held For Trading [Member] | Deposits [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Present-value method (Discounted future cash flows) |  |
Main Observable Inputs | - Interest rate yield - Funding interest rates observed in the market or in consensus services - Exchange rates |  |
Main Unobservable Inputs | - Funding interest rates not observed in the market or in consensus services |  |
Financial Liabilities Held For Trading [Member] | Deposits [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 23,495,000,000 | 32,121,000,000 | 29,945,000,000
Financial Liabilities Held For Trading [Member] | Deposits [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 621,000,000 | 649,000,000 | 0
Financial Liabilities Held For Trading [Member] | Derivatives [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
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] | Derivatives [Member] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 34,046,000,000 | 29,466,000,000 | 26,615,000,000
Financial Liabilities Held For Trading [Member] | Derivatives [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 232,000,000 | 175,000,000 | 267,000,000
Financial Liabilities Held For Trading [Member] | Interest Rate Hedge [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Interest rate products (Interest rate Swaps, call money Swaps and FRA): Discounted cash flows Caps/Floors: Black, Hull-White and SABR Bond options: Black Swaptions: Black, Hull-White and LGM Other Interest rate Options: Black, Hull-White and LGM Constant Maturity Swaps: SABR |  |
Main Unobservable Inputs | - Beta - Correlation between tenors - Interest rates volatility |  |
Financial Liabilities Held For Trading [Member] | Equity Hedge [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 Unobservable Inputs | - Volatility of volatility - Assets correlation |  |
Financial Liabilities Held For Trading [Member] | Foreign Exchange And Gold Hedge [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 Unobservable Inputs | - Volatility of volatility - Assets correlation |  |
Financial Liabilities Held For Trading [Member] | Credit Hedge [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Credit Derivatives: Default model and Gaussian copula |  |
Main Unobservable Inputs | - Correlation default - Credit spread - Recovery rates - Interest rate yield - Default volatility |  |
Financial Liabilities Held For Trading [Member] | Commodities Hedge [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Commodities: Momentum adjustment and discounted cash flows |  |
Financial Liabilities Held For Trading [Member] | Short Positions [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Present-value method (Discounted future cash flows) |  |
Main Unobservable Inputs | - Prepayment rates - Issuer´s credit risk - Current market interest rates |  |
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 | € 504,000,000 | 1,000,000 | 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 | € 3,000,000 | 2,000,000 | 1,000,000
Financial assets designated at fair value through profit or loss [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 |  |
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 | € 8,558,000,000 | 8,629,000,000 | 3,149,000,000
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 | € 1,492,000,000 | 1,382,000,000 | 3,844,000,000
Derivatives Hedge accounting [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
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] | Level 2 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 2,250,000,000 | 2,192,000,000 | 2,454,000,000
Derivatives Hedge accounting [Member] | Level 3 Of Fair Value Hierarchy Member |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Liabilities | € 15,000,000 | € 11,000,000 | € 3,000,000
Derivatives Hedge accounting [Member] | Interest Rate Hedge [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Interest rate products (Interest rate Swaps, Call money Swaps and FRA): Discounted cash flows Caps/Floors: Black, Hull-White and SABR Bond options: Black Swaptions: Black, Hull-White and LGM Other Interest rate Options: Black, Hull-White and LGM Constant Maturity Swaps: SABR |  |
Main Unobservable Inputs | - Beta - Implicit correlations between tenors - interest rates volatility |  |
Derivatives Hedge accounting [Member] | Equity Hedge [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 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] |  |  |
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 Unobservable Inputs | - Volatility of volatility - Implicit assets correlations - Long term implicit correlations |  |
Derivatives Hedge accounting [Member] | Credit Hedge [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Credit Derivatives: Default model and Gaussian copula |  |
Main Unobservable Inputs | - Correlation default - Credit spread - Recovery rates - Interest rate yield - Default volatility |  |
Derivatives Hedge accounting [Member] | Commodities Hedge [Member] |  |  |
Main Valuation Techniques Financial Instruments Liabilities Line Items |  |  |
Valuation Tecnniques | Commodities: Momentum adjustment and discounted cash flows |  |

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