Financial Review Quarter 3 2023

Capital ratios- ST, SGPS SREP capital requirements (fully loaded) MREL and TLAC 20.7% 24.2% T2 1.8% 21.0% 3.0% AT1 +818bp 2.6% Buffers 3.0% 12.5% +877bp T2 2.4% AT1 1.8% O-SIB buffer 0.5% +793bp 21.2% 16.3% CET1 ССов Requirement 18.0% 2.5% 0.8% Pillar 2 R 4.5% Pillar 1 27.9% SREP Requirement Ratios - Sep-23 ▸ The minimum CET1 to be maintained by the Bank is 8.34% ▸ As of Sep-23, the distance to the MDA was 818bps and the CET1 buffer was 793bps TLAC MREL Ratios - Sep-23 ▸ As of Jun-23, the Bank comfortably met both the TLAC and MREL requirements Santander 23

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