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 | |
LI2 -Main sources of discrepancy between regulatory exposures amounts and book values | |
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 |
2 |
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
- La información relativa a Pilar III se publica de forma independiente en la web de Santander.
- 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.
- 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.
- 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
4
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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Pillar III - 2Q2023
KM1- Key Parameters
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Pillar III - 2Q2023
OV1- RWA Presentation
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Pillar III - 2Q2023
CC1- Composition of Regulatory Capital (Part 1)
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Pillar III - 2Q2023
CC1- Composition of Regulatory Capital (Part 2)
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Pillar III - 2Q2023
10
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Banco Santander-Chile published this content on 07 March 2024 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 08 March 2024 18:40:04 UTC.