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Note 8 Financial Liabilities at Fair Value By Levels (Details) - EUR (€) € in Millions | 12 Months Ended |  |
--- | --- | --- | ---
Dec. 31, 2021 | Dec. 31, 2020 | Dec. 31, 2019
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | € 614,125 | € 683,777 | € 640,546
Financial liabilities held for trading [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
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] | deposits [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Present-value method(Discounted future cash flows) |  |
Observable inputs | - Interest rate yield- Funding interest rates observed in the market or in consensus services- Exchange rates |  |
Unobservable inputs | - Funding interest rates not observed in the market or in consensus services |  |
Financial liabilities held for trading [Member] | Interest rate [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Interest rate products (Interest rate Swaps, call money Swaps y FRA): Discounted cash flowsCaps/Floors: Black 76, Hull-White y SABRBond options: Black 76Swaptions: Black 76, Hull-White y LGMOther Interest rate Options: Black 76, Hull-White, SABR y LGMConstant Maturity Swaps: SABR |  |
Unobservable inputs | - Beta- Correlation between tenors- Interest rates volatility |  |
Financial liabilities held for trading [Member] | Equity [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Future and Equity forward: Discounted future cash flowsEquity Options: Local volatility, momentum adjustment and Heston |  |
Unobservable inputs | - Volatility of volatility- Assets correlation |  |
Financial liabilities held for trading [Member] | Foreign exchange and gold [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Future and Equity Forward: Discounted future cash flowsForeign exchange Options: Black 76, Local volatility, momentum adjustment |  |
Unobservable inputs | - Volatility of volatility- Assets correlation |  |
Financial liabilities held for trading [Member] | Credit [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Credit Derivatives: Default model and Gaussian copula |  |
Unobservable inputs | - Correlation default- Credit spread- Recovery rates- Interest rate yield- Default volatility |  |
Financial liabilities held for trading [Member] | Commodities [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Commodities: Momentum adjustment and discounted cash flows |  |
Observable inputs |  |  |
Unobservable inputs |  |  |
Financial liabilities held for trading [Member] | Short positions [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Present-value method(Discounted future cash flows) |  |
Observable inputs |  |  |
Unobservable inputs | - Prepayment rates- Issuer´s credit risk- Current market interest rates |  |
Financial liabilities at fair value through profit or loss, category [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Present-value method(Discounted future cash flows) |  |
Observable inputs | - Prepayment rates- Issuer´s credit risk- Current market interest rates |  |
Unobservable inputs | - Prepayment rates- Issuer´s credit risk- Current market interest rates |  |
Derivatives hedge accounting [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
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] | Interest rate [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Interest rate products (Interest rate Swaps, Call money Swaps y FRA): Discounted cash flowsCaps/Floors: Black 76, Hull-White y SABRBond options: Black 76Swaptions: Black, Hull-White y LGMOther Interest rate Options: Black 76, Hull-White, SABR y LGMConstant Maturity Swaps: SABR |  |
Unobservable inputs | - Beta- Implicit correlations between tenors- interest rates volatility |  |
Derivatives hedge accounting [Member] | Equity [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Future and Equity Forward: Discounted future cash flowsEquity Options: Local volatility, momentum adjustment and Heston |  |
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 [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Future and Equity Forward: Discounted future cash flowsForeign exchange Options: Black 76, Local Volatility, momentum adjustment |  |
Unobservable inputs | - Volatility of volatility- Implicit assets correlations- Long term implicit correlations |  |
Derivatives hedge accounting [Member] | Credit [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Credit Derivatives: Default model and Gaussian copula |  |
Unobservable inputs | - Correlation default- Credit spread- Recovery rates- Interest rate yield- Default volatility |  |
Derivatives hedge accounting [Member] | Commodities [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Valuation techniques | Commodities: Momentum adjustment and discounted cash flows |  |
Unobservable inputs |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | € 64,305 | 56,127 | 61,588
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | deposits [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 37,733 | 21,577 | 29,971
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Derivatives [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 26,560 | 34,046 | 29,466
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Interest rate [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Equity [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Foreign exchange and gold [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Credit [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Commodities [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Short positions [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 11 | 504 | 1
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities at fair value through profit or loss, category [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 8,243 | 8,558 | 8,629
Level 2 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 2,573 | 2,250 | 2,192
Level 2 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Interest rate [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Equity [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Foreign exchange and gold [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Credit [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 2 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Commodities [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 615 | 395 | 827
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | deposits [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 226 | 159 | 533
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Derivatives [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 389 | 232 | 175
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Interest rate [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Equity [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Foreign exchange and gold [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Credit [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Commodities [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] | Short positions [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 0 | 3 | 2
Level 3 Of Fair Value Hierarchy [Member] | Financial liabilities at fair value through profit or loss, category [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 1,439 | 1,492 | 1,382
Level 3 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 0 | 15 | 11
Level 3 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Interest rate [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Equity [member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Foreign exchange and gold [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Credit [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |
Level 3 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] | Commodities [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities |  |  |

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