42 results
6-K
SAN
Banco Santander S.A.
28 Jul 23
Current report (foreign)
8:15am
similar to VaR at a 99% confidence interval.
c) Scenario analysis
Santander's risk measures are based on normal market conditions, price stability … extremely prudent and conservative. It is closely monitored by senior management.
Scenario analysis
Various stress scenarios were calculated and analysed
6-K
SAN
Banco Santander S.A.
29 Jul 22
Current report (foreign)
7:57am
delivers a level of risk similar to VaR at a 99% confidence interval.
c) Scenario analysis
Santander's risk measures are based on normal market … management.
Scenario analysis
Various stress scenarios were calculated and analysed regularly in the first half of 2022 (at least monthly) for all
6-K
SAN
Banco Santander S.A.
28 Feb 22
Current report (foreign)
4:01pm
appetite statement, such as annual planning and budget planning, scenario analysis, the risk reporting structure and risk identification and assessment … and tools and 4.2. Market risk management, of the Santander Annual Report.
Access 2021 Annual Report available on the Santander Group website
Scenario
6-K
SAN
Banco Santander S.A.
25 Feb 22
Current report (foreign)
4:42pm
internal climate scenario analysis and stress tests using a platform acquired from an external vendor, which follows a UNEP FI methodology supplemented
6-K
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30 Jul 21
Current report (foreign)
7:57am
6-K
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25 Feb 21
Current report (foreign)
6:37am
6-K
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30 Nov 20
Current report (foreign)
7:19am
6-K
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27 Oct 20
Current report (foreign)
7:45am
6-K
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31 Jul 20
Current report (foreign)
4:46pm
6-K
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31 Jul 20
Current report (foreign)
4:02pm
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29 Jul 20
Current report (foreign)
7:13am
6-K
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15 May 20
Current report (foreign)
6:45am
6-K
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28 Apr 20
Current report (foreign)
7:23am
6-K
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4 Mar 20
Current report (foreign)
12:54pm
6-K
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1 Aug 19
Current report (foreign)
4:05pm
6-K
EX-99.2
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8 Jul 19
Current report (foreign)
4:20pm
6-K
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11 Mar 19
Current report (foreign)
12:00am
6-K
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4 Mar 19
Current report (foreign)
4:44pm
6-K
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28 Sep 18
Current report (foreign)
12:00am