Dutch MEP Derk Jan Eppink in September claimed that Bankia, which was last year bailed out by the Spanish government, paid part of the world-record fee and demanded an investigation into the matter.
But Perez told Desayunos Deportivos de Europa Press: "We have not done a deal with any financial body, for the umpteenth time, as I've said ad nauseum.
"People in football know what's actually going on and what is not.
"Bankia did not pay for the transfer of Gareth Bale, we completed it using our own resources. The financial statement was made public and all our shareholders have a copy of it.
"Now it's said that they (Bankia) helped transfer Bale to us and it's a lie. Real Madrid paid for him with significant resources and I'm a little annoyed to have to speak about it."
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