Company: BCDRF
Filing Date: 2025-03-03
Form Type: 6-K
Source: 0000891478-25-000057
Chunk: 86

Company: Banco Santander, S.A.
Filing Date: 2025-03-03
Form: 6-K
Chunk 86
---
 |     |      |   |     |                                                    |   |     |                183,809 |   |     |                  13,368 |   |     |         13,368 |   |     |  2,761 |
| 5                                                    |     | VaR for SFTs                                                       |     |   |     |                       |   |     |                                 |   |     |      |   |     |                                                    |   |     |                        |   |     |                         |   |     |                |   |     |        |
| 6                                                    |     | Total                                                              |     |   |     |                       |   |     |                                 |   |     |      |   |     |                                                    |   |     |                243,208 |   |     |                  45,497 |   |     |         45,317 |   |     | 17,796 |

148 2024 Pillar 3 Disclosures Report

| Index |     | Introduction |     | Capital |     | Risks |     | Risk taker's remunerations |     | Appendices |

After the new European Capital Requirement Regulation (CRR) was enforced in June 2021, the Group implemented the standard

### SA-CCR
methodology for calculating the regulatory exposure of the derivatives portfolio.

The following table details the breakdown of counterparty credit risk exposures calculated using the standardised approach, by portfolio (counterparty type) and risk weighting (degree of risk resulting from the standardised approach):

| Table 60.CCR3 - Standardised approach - CCR exposures by regulatory exposure class and risk weights |     |                                                                 |     |             |   |       |   |   |       |   |   |   |   |    |   |   |    |     |   |    |     |   |    |   |   |    |    |   |     |       |   |     |    |   |     |        |       |     |        |
|                                                                                                     |     | EUR million                                                     |     |             |   |       |   |   |       |   |   |   |   |    |   |   |    |     |   |    |     |   |    |   |   |    |    |   |     |       |   |     |    |   |     |        |       |     |        |
|                                                                                                     |     |                                                                 |     |