Company: BCDRF
Filing Date: 2025-03-03
Form Type: 6-K
Source: 0000891478-25-000057
Chunk: 133

Company: Banco Santander, S.A.
Filing Date: 2025-03-03
Form: 6-K
Chunk 133
---
 methodologies and criteria defined within the group and is adjusted (if necessary) by the principles set out in the EBA guidelines. The published sensitivity to net interest income is calculated for the interest rate shocks established in the EBA guidelines in all currencies and following all methodologies and principles defined for internal metrics. The average and maximum repricing maturity of NMDs in the group is calculated by each subsidiary based on its historical data and statistical techniques. The data for the group are:

|                         |     | Average repricing maturity |     |     |             |     |     |     | Longest repricing maturity |     |    |             |     |    |
|                         |     | Total volume               |     |     | Core Volume |     |     |     | Total Volume               |     |    | Core volume |     |    |
| Retail                  |     |                            |     | 2.5 |             |     | 3.4 |     |                            |     | 20 |             |     | 20 |
| Non-financial Wholesale |     |                            |     | 2.6 |             |     | 3.8 |     |                            |     | 20 |             |     | 20 |

For further details, see the 'Risk, compliance & conduct management' chapter of the 2024 Annual report.

| Access 2024 Annual Report available on the Santander Group website |

The following tables show changes in the bank's economic value of equity (EVE) and net interest income (NII) for every prescribed interest rate scenario and for every currency:

| Table 85.IRRBB1 - Interest rate risks of non-trading book activities |     |                                               |     |                                         |     |        |             |     |        |                                    |     |        |             |     |             |     |        |
|                                                                      |     | EUR million                                   |     |                                         |     |        |             |     |        |                                    |     |        |             |     |             |     |        |
|                                                                      |     |                                               |     |                                         |     |        |             |     |        |                                    |     |        |             |     |             |     |   2024 |
|                                                                      |     |                                               |     | a                                       |     |        | b           |     |        | c                                  |     |        |             |     | d           |     |        |
|                                                                      |     | Total                                         |     | Changes of the economic