Company: BCDRF
Filing Date: 2025-03-03
Form Type: 6-K
Source: 0000891478-25-000057
Chunk: 98

Company: Banco Santander, S.A.
Filing Date: 2025-03-03
Form: 6-K
Chunk 98
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| EAD STD: exposures net of collateral, before deductions and after provisions and outflows to other regulatory reports.                                                                                    |     |              |     |         |              |     |     |     |     |         |            |     |        |      |     |        |              |     |        |              |     |     |     |     |        |            |     |        |      |     |        |
| RWA IRB (RBA & SFA): after provisions, deductions and outflows to other regulatory reports and before application of the limit.                                                                           |     |              |     |         |              |     |     |     |     |         |            |     |        |      |     |        |              |     |        |              |     |     |     |     |        |            |     |        |      |     |        |
| *RWA: after provisions, deductions and outflows to other regulatory reports and before application of the limit                                                                                           |     |              |     |         |              |     |     |     |     |         |            |     |        |      |     |        |              |     |        |              |     |     |     |     |        |            |     |        |      |     |        |

2024 Pillar 3 Disclosures Report 167

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

It should be noted that for all securitizations that qualify for a weighting of 1250%, the company deducts this exposure from equity.

As shown in Table 68, exposure has increased by 46.0%, due to the increase in exposures in securitisations originated by the Group. This year, 26 new securitisations with significant risk transfer were originated, with the main goal of transferring credit risk and optimising capital consumption.

Securitisation positions in the trading portfolio are eliminated from the regulatory capital calculation based on an internal market risk model and are included in the calculation of capital for specific risk, in accordance with article 335 of the