capital management and adequacy

2016

pillar iii disclosures

capital management and adequacy

2016 pillar iii disclosure

1 21 Executive summary Capital 5 Executive summary 10 Background to Pillar III in Grupo Santander 15 Regulatory framework 21 Capital

  1. Capital function

  2. Capital management and adequacy

  3. Capital management priorities in 2016

  4. Capital buffers

28 Pillar I regulatory capital 73 Pillar II economic capital 78 Recovery and resolution plans

2

3114 Risks Grupo Santander 81 Credit risk 147 Credit risk - securitisations 161 Market risk 173 Operational risk 175 Other risks and internal control 179 Remuneration policies 187 Appendix

Other appendices available on Grupo Santander website

Access file 2016 Pillar III Appendix available on Grupo Santander website.

3

1. Introduction

4 2016 pillar iii disclosures

Introduction 1

5 1.1. Executive sumary 10 1.2. Grupo Santander

background to Pillar III

10 1.2.1. Grupo Santander background information

  1. 1.2.2. Structure of the 2016 Pillar III Disclosures

  2. 1.2.3. Governance: approval and publication

11 1.2.4. Transparency enhancements

13 1.2.5. Differences between the consolidation method for accounting purposes

and the consolidation method for regulatory capital calculation purposes

  1. 1.2.6. Equity investments and capital instruments not included

    in the trading book

  2. 1.2.7. Disclosure criteria used in this report

14 1.2.8. Substantial modifications due to scope changes and corporate transactions

15 1.3. Regulatory framework

  1. 1.3.1. Regulatory framework

  2. 1.3.1.1. Regulatory changes in 2016

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