Banco Santander Chile : Pilar III – Market Discipline (English) 3 MB

Banco Santander Chile

Pillar III Market

Discipline and

Transparency

December 30, 2023

Pillar III - 2Q2023
Index
LI1 - Differences between the accounting and regulatory consolidation perimeters and
their correspondence between financial statements and regulatory risk categories	4
LI2 -Main sources of discrepancy between regulatory exposures amounts and book values
in the financial statements	5
KM1 - Key Parameters	6
OV1 - RWA Presentation	7
CC1 - Composition of Regulatory Capital (Part 1)	8
CC1 - Composition of Regulatory Capital (Part 2)	9
CC2 - Reconciliation of Regulatory Capital to Balance Sheet (Part 1)	11
CC2 - Reconciliation of Regulatory Capital to Balance Sheet (Part 2)	12
CCA - Main Characteristics of Regulatory Capital Instruments (Part 1)	13
CCA - Main Characteristics of Regulatory Capital Instruments (Part 2)	14
CCA - Main Characteristics of Regulatory Capital Instruments (Part 3)	15
LR1 - Comparative Summary of Accounting Assets vs. Leverage Ratio Exposure Measure. 16
LR2 - Summary of Leverage Ratio Exposure Measure	17
CDC - Restrictions on the ability to distribute capital	18
CR1 - Credit Quality of Assets	19
CR2 - Changes in the stock of loans and non-derivative financial instruments in the default
banking book	20
CR3 - Credit Risk Mitigation Techniques (CRM): Overview	21
CR4 - Standard Approach: CR Exposure and CRM Effects	22
CR5 - Standardized Approach: Exposures by Type of Counterparty and Weights by RC	23
CCR1 - Analysis of CCR Exposures by Approach	24
CCR3 - Standardized Approach for CCR Exposures by Type of Counterparty and Risk
Weights	25
CCR5 - Collateral Composition for CCR Exposures	26
CCR8 - Exposures to Central Counterparties	27
MR1 - Market Risk Under Standardised Approach	28
RMLB1 - Quantitative information on IRRBB	29
OR1 - Historical losses	30
OR2 - Business indicator (BI) and subcomponents	31
OR3 - Minimum capital requirement for operational risk	32
LIQ1 - Liquidity Coverage Ratio (LCR)	33
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Pillar III - 2Q2023
LIQ2 - Net Stable Funding Ratio (NSFR)	34
ENC - Encumbered Assets	35
REM1 - Compensation paid during the financial year	36
REM2 - Extraordinary payments	37
..............................................................................................................................................	37
REM3 - deferred compensation	38
..............................................................................................................................................	38

Notas

1. La información relativa a Pilar III se publica de forma independiente en la web de Santander.
2. Banco Santander Chile no cuenta con metodologías internas para el cálculo de los Activos Ponderados por Riesgo de Crédito de acuerdo al Capítulo 21-6 de la RAN, por lo tanto las tablas CR6, CR8, CCR4, CMS1 y CMS2 no aplican para este caso.
3. Las tablas SEC1, SEC2, SEC3 y SEC4 tampoco aplican para Banco Santander Chile, ya que el Banco no mantiene securitizaciones en nombre propio a la fecha del reporte.
4. La información se muestra a nivel consolidado. El perímetro consolidado local y consolidado global es coincidente, puesto que no existen filiales en el extranjero.

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Pillar III - 2Q2023

LI1- Differences between the accounting and regulatory consolidation perimeters and their correspondence between financial statements and regulatory risk categories

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Pillar III - 2Q2023

LI2-Main sources of discrepancy between regulatory exposures amounts and book values in the financial statements

Amounts expressed in MMCLP Amount corresponding to the book value of assets in the regulatory consolidation group (as per form LI1) (net of provisions) Amount corresponding to the book value of liabilities in the regulatory consolidation group (according to form LI1) Total net amount in the regulatory consolidation group (row 1 - row 2) Amount of off-balance sheet items Valuation differences Differences due to different netting rules, except those included in row 2 Differences due to consideration of provisions Other (regulatory addon) Amount of exposures for regulatory purposes

		2023
	Items subject to:
Total	Credit risk	Securitization	Counterparty	Market risk
	credit risk
70,759,228	57,518,622	-	3,446,909	8,891,344
26,959,900	40,282	-	2,466,767	24,452,851
43,799,328	57,478,340	-	980,143	-15,561,506
2,604,512	2,604,512	-	-	-
-	-	-	-	-
-	-	-	-	-
-	-	-	-	-
-7,278,106	-7,278,106	-	-	-
39,125,734	52,804,746	-	980,143	-15,561,506

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KM1- Key Parameters

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OV1- RWA Presentation

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CC1- Composition of Regulatory Capital (Part 1)

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CC1- Composition of Regulatory Capital (Part 2)

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