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Note 8 Fair value of financial liabilities by levels, valuation techniques and inputs (Details) - EUR (€) € in Millions | 12 Months Ended |  |
--- | --- | --- | ---
Dec. 31, 2022 | Dec. 31, 2021 | Dec. 31, 2020
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | € 662,526 | € 614,125 | € 683,777
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 and FRA): Discounted cash flowsCaps/Floors: Black 76, Hull-White and SABRBond options: Black 76Swaptions: Black 76, Hull-White and LGMOther Interest rate Options: Black 76, Hull-White, SABR and 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 |  |
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) |  |
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 and FRA): Discounted cash flowsCaps/Floors: Black 76, Hull-White and SABRBond options: Black 76Swaptions: Black, Hull-White and LGMOther Interest rate Options: Black 76, Hull-White, SABR and 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 |  |
Level 2 Of Fair Value Hierarchy [Member] | Financial liabilities held for trading [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | € 73,871 | 64,305 | 56,127
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 | 37,577 | 37,733 | 21,577
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 | 36,161 | 26,560 | 34,046
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 | 133 | 11 | 504
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 | 8,990 | 8,243 | 8,558
Level 2 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 3,179 | 2,573 | 2,250
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 | 1,129 | 615 | 395
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 | 127 | 226 | 159
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 | 1,002 | 389 | 232
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 | 0 | 3
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 | 1,590 | 1,439 | 1,492
Level 3 Of Fair Value Hierarchy [Member] | Derivatives hedge accounting [Member] |  |  |
Financial liabilities at fair value by levels [Line Items] |  |  |
Liabilities | 25 | 0 | 15
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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