| Constitution date |
06.13.2022 |
| Securitised assets |
Consumer loans to individuals |
| Originator |
BBVA |
| Bond Issue |
|
| Total issue amount |
1,205,500,000 EUR |
| Issue date |
06.13.2022 |
| Rating agencies |
Moody´s |
|
Fitch |
| STS Verificator |
PCS |
| Lead Managers |
BBVA |
|
CA-CIB |
| Bond Paying Agent |
BBVA |
| Series A |
|
| Issue amount |
1,038,000,000 EUR |
| Interest Rate Index |
Euribor Interpolacion lineal (1 - 3 meses) |
| Margin |
+0.70% |
| Rating Fitch |
AA+sf |
| Rating Moody´s |
Aa2 (sf) |
| Series B |
|
| Issue amount |
30,000,000 EUR |
| Interest Rate Index |
Euribor Interpolacion lineal (1 - 3 meses) |
| Margin |
+0.90% |
| Rating Fitch |
AAsf |
| Rating Moody´s |
A3 (sf) |
| Series C |
|
| Issue amount |
24,000,000 EUR |
| Interest Rate Index |
Euribor Interpolacion lineal (1 - 3 meses) |
| Margin |
+1.10% |
| Rating Fitch |
A+sf |
| Rating Moody´s |
Baa2 (sf) |
| Series D |
|
| Issue amount |
48,000,000 EUR |
| Interest Rate Index |
Euribor Interpolacion lineal (1 - 3 meses) |
| Margin |
+1.30% |
| Rating Fitch |
A-sf |
| Rating Moody´s |
Ba1 (sf) |
| Series E |
|
| Issue amount |
30,000,000 EUR |
| Interest Rate Index |
Euribor Interpolacion lineal (1 - 3 meses) |
| Margin |
+7% |
| Rating Fitch |
BBBsf |
| Rating Moody´s |
Ba3 (sf) |
| Series F |
|
| Issue amount |
30,000,000 EUR |
| Interest Rate Index |
Euribor Interpolacion lineal (1 - 3 meses) |
| Margin |
+10% |
| Rating Fitch |
No rated |
| Rating Moody´s |
No rated |
| Series Z |
|
| Issue amount |
5,500,000 EUR |
| Interest Rate Index |
Euribor Interpolacion lineal (1 - 3 meses) |
| Margin |
+11% |
| Rating Fitch |
No rated |
| Rating Moody´s |
No rated |
| Treasury Account |
BBVA |
| Financial Swap |
BBVA |
| Financial Structuring |
CA-CIB |
| Legal Adviser |
Garrigues |
| Securitised Assets Auditor |
Deloitte |
| Fund Auditor |
KPMG Auditores |
