Banco Santander Chile : Pilar III – Market Discipline (English

Banco Santander Chile

Pillar III Market

Discipline and

Transparency

December 30, 2023

Pillar III - 2Q2023
Index
LI1 - Differences between the accoun ng and regulatory consolida on 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 Presenta on	.........................................................................................................	7
CC1 - Composi	on of Regulatory Capital (Part 1)	8
CC1 - Composi	on of Regulatory Capital (Part 2)	9
CC2 - Reconcilia	on of Regulatory Capital to Balance Sheet (Part 1)	11
CC2 - Reconcilia	on of Regulatory Capital to Balance Sheet (Part 2)	12
CCA - Main Characteris	cs of Regulatory Capital Instruments (Part 1)	13
CCA - Main Characteris	cs of Regulatory Capital Instruments (Part 2)	14
CCA - Main Characteris	cs of Regulatory Capital Instruments (Part 3)	15
LR1 - Compara	ve Summary of Accoun ng Assets vs. Leverage Ra o Exposure Measure. 16
LR2 - Summary of Leverage Ra o Exposure Measure	17
CDC - Restric ons on the ability to distribute capital	18
CR1 - Credit Quality of Assets	19
CR2 - Changes in the stock of loans and non-deriva ve financial instruments in the default
banking book		20
CR3 - Credit Risk Mi ga	on 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 Composi on for CCR Exposures	26
CCR8 - Exposures to Central Counterpar es	27
MR1 - Market Risk Under Standardised Approach	28
RMLB1 - Quan ta ve informa on on IRRBB	29
OR1 - Historical losses	30
OR2 - Business indicator (BI) and subcomponents	31
OR3 - Minimum capital requirement for opera onal risk	32
LIQ1 - Liquidity Coverage Ra o (LCR)	33
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Pillar III - 2Q2023
LIQ2 - Net Stable Funding Ra	o (NSFR)	34
ENC - Encumbered Assets	35
REM1 - Compensa on paid during the financial year	36
REM2 - Extraordinary payments	37
.................................................................................................	¡Error! Marcador no definido.
REM3 - deferred compensa	on	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.

3

Pillar III - 2Q2023

LI1- Differences between the accoun ng and regulatory consolida on 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

			2023
		Items subject to:
	Total	Credit risk	Securitization	Counterparty	Market risk
Amounts expressed in MMCLP				credit risk
Amount corresponding to the book
value of assets in the regulatory	70,759,228	57,518,622	-	3,446,909	8,891,344
consolidation group (as per form LI1)
(net of provisions)
Amount corresponding to the book
value of liabilities in the regulatory	26,959,900	40,282	-	2,466,767	24,452,851
consolidation group (according to
form LI1)
Total net amount in the regulatory	43,799,328	57,478,340	-	980,143	-15,561,506
consolidation group (row 1 - row 2)
Amount of off-balance sheet items	2,604,512	2,604,512	-	-	-
Valuation differences	-	-	-	-	-
Differences due to different netting	-	-	-	-	-
rules, except those included in row 2
Differences due to consideration of	-	-	-	-	-
provisions
Other (regulatory addon)	-7,278,106	-7,278,106	-	-	-
Amount of exposures for regulatory	39,125,734	52,804,746	-	980,143	-15,561,506
purposes

5

Pillar III - 2Q2023

KM1- Key Parameters

6

Pillar III - 2Q2023

OV1- RWA Presenta on

7

Pillar III - 2Q2023

CC1- Composi on of Regulatory Capital (Part 1)

8

Pillar III - 2Q2023

CC1- Composi on of Regulatory Capital (Part 2)

9

Pillar III - 2Q2023

10