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Santander UK plc
2021 Annual Report
Part of the Banco Santander group
Important information for readers
Santander UK plc and its subsidiaries (collectively Santander UK or the Santander UK group) operate primarily in the UK, and are part of the
Banco Santander group (comprising Banco Santander SA and its subsidiaries). Santander UK plc is regulated by the UK Prudential Regulation
Authority (PRA) and the Financial Conduct Authority (FCA) and certain other companies within the Santander UK group are regulated by the FCA
and the PRA.
This Annual Report contains forward-looking statements that involve inherent risks and uncertainties. Actual results may differ materially from
those contained in such forward-looking statements. See Forward-looking statements on page 238.
Santander UK Group Holdings plc is the immediate parent company of Santander UK plc. The two companies operate on the basis of a unified
business strategy, albeit the principal business activities of the Santander UK Group Holdings plc group are carried on by Santander UK plc and
its subsidiaries.
The Santander UK Group Holdings plc Corporate Governance and Risk Frameworks have been adopted by the Company and its subsidiaries to
ensure consistency of application.
Strategic report
Contents
About this report
The Strategic Report outlines the key elements of the Annual Report and provides context
for the related financial statements. It is also designed to help members of the company
assess how the Directors have performed their duty under section 172 of the Companies
Act 2006. The report highlights key financial and non-financial metrics which help to
explain the business’s performance over the past year. It also highlights the external
environmental factors affecting the business along with Santander UK’s position in the UK
banking market.
At all times we try to treat our stakeholders fairly and meet our environmental
responsibilities. Sustainability and our strategic direction are inseparable, and we continue
to embed sustainability across our business. We have included information to
demonstrate this within our Strategic Report and further information is also available in
our ESG Supplement.
By Order of the Board.
William Vereker
Chair, 1 March 2022
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Annual Report 2021
Santander UK plc    1
Santander UK at a glance
Our business model is focused on building customer loyalty
We provide high quality, seamless service across our branch, digital and telephony channels
14 million
c18,000
450
active UK customers
Full time equivalent employees
Branches
3rd
5th
largest retail mortgage provider(1)
Largest commercial lender(1)
We offer innovative products and services to help people and businesses prosper
We live our values of Simple, Personal and Fair through great behaviours and our people leaders
Reorganisation of our segments
Following a management review of our structure we have changed our segments in line with how we manage our business and these are
outlined below. Our segmental structure is also consistent with how Banco Santander organises its operations across Europe. Prior periods in
the segmental results have been restated accordingly.
Before these changes Consumer Finance was managed as part of Retail Banking.
Corporate & Investment Banking (CIB) is no longer a segment following the transfer of a significant part of its business under the Part VII
banking business transfer scheme completed on 11 October 2021. The residual parts of CIB have been wound-down or transferred to other
segments.
Retail Banking
Retail Banking consists of two business units, Homes and Everyday Banking. Homes provides prime UK mortgage lending to owner occupiers
and buy-to-let landlords with small portfolios. Everyday Banking provides banking services and unsecured lending to individuals and small
businesses as well as wealth management for high-net-worth clients.
Consumer Finance
Consumer Finance provides prime auto consumer financing for individuals, businesses, and automotive distribution networks.
Corporate & Commercial Banking (CCB)
CCB provides banking products and services to SMEs, mid-sized and larger corporates, typically with annual turnovers of between £2m and
£500m, as well as to Local Authorities and Housing Associations.
Corporate Centre
Corporate Centre provides treasury services for asset and liability management of our balance sheet, as well as management of non-core and
legacy portfolios.
A significant part of the Santander UK Group Holdings plc group
The Company and its subsidiaries represent almost all the business and operations of its immediate parent Santander UK Group Holdings plc,
comprising approximately 99% of its immediate parent group's consolidated profit from continuing operations before tax for the year ended 31
December 2021 and approximately 99% of its consolidated net assets at 31 December 2021. More information on the Santander UK Group
Holdings plc group, including the role of the Company as a ring-fenced bank, can be found in the Santander UK Group Holdings plc 2021 Annual
Report, which does not form part of this report.
(1)    Santander UK industry analysis of latest available bank and building society reports as at January 2022. Mortgage provider: UK mortgage stock, Retail Banking divisions. Commercial lender: UK commercial
lending stock, Corporate and/or Commercial Banking divisions (excludes investment banking).
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Annual Report 2021
Santander UK plc    2
Market overview
Five major forces continue to shape the UK banking market
The five forces remain consistent themes however, we are conscious that there are other areas of transition which we face.
The transition to carbon neutrality - Government policy and increased pressure on actions to become net zero by 2025 have gained impetus
during 2021. COP 26 in Glasgow in November 2021 further raised the profile of the environmental agenda.
The transition to a world where we live with Covid-19 - The successful vaccination programme in the UK has helped to alleviate the health
crisis. This has led to the UK government's recent announcement of the plan to live with Covid-19.
The UK’s transition away from the EU - The UK's access to the EU's Single Market and Customs Union ended in January 2021. The UK now
has greater autonomy to administer its own trade and customs agenda which could provide new opportunities for companies in the UK.
Transition away from a low rate and low inflation environment - Rising inflation from pent up demand, supply chain disruptions and rising
energy costs prompted the Bank of England to begin to raise interest rates. Further rate increases are expected in 2022 as the UK faces the
highest inflation rate in 30 years.
The digital transition - The pandemic has increased the availability and evolution of digital services. Blockchain and the use of cloud based
and artificial intelligence technologies are becoming more commonplace and we expect them to become embedded in many aspects of daily
life going forward.
Strong market competition
What we have seen
The UK banking sector remains very competitive. In particular the size of the mortgage market makes it attractive to lenders. Demand for
housing remained robust and stamp duty waivers supported sales and a low rate environment supported remortgage activity. Deposits
increased with the reduction in consumer spending seen in the last two years, particularly within the ring-fenced banks. In addition, funding
costs were low for large mortgage lenders. As a result, mortgage rates decreased steadily through the first three quarters of 2021 as lenders
competed for business. This trend stabilised as expectations for a rise in interest rates increased later in the year.
Our response and looking ahead
In line with the market, we reduced mortgage lending rates to maintain our market share. We modified our 1I2I3 Current Account proposition
and other deposit products in light of the lower rate environment and competitor actions. We expect our net mortgage lending to be in line with
market growth in 2022, as we focus on quality customer service, retention and our comprehensive proposition for first-time buyers.
Increased market disruption
What we have seen
There is a broad range of disruptive threats beyond traditional incumbents. Challenger banks have attracted a lot attention in the UK but remain
relatively small. Digital banks continued to gain some traction, growing customer numbers, albeit from a small base. FinTechs see value in
certain parts of financial services and are continuing to target specific customer segments. We have also seen global financial institutions enter
the UK market including the launch of a UK digital bank by a a major US bank. As a result, the new entrants have taken a share of new personal
current accounts and online savings deposits. There has been an expansion of unsecured credit into Buy Now Pay Later, consumer payments
and lending has moved towards point of sale financing.
Our response and looking ahead
We continue to develop offerings to rival competitors and seek partnerships to develop new propositions. Banco Santander's PagoNxt offering
incorporates simple and accessible digital payment solutions. This is a key area for growth alongside OpenBank, their 100% digital bank. We
expect these to be rolled out across Europe in the future.
Changing customer behaviour and distribution
What we have seen
Although branches remained largely open during the Covid-19 pandemic, customer interactions continued to shift to digital and remote
services. Younger customers value better digital tools, convenience, and a simpler purchasing process and banks have rapidly adapted
accordinly. In mortgages, intermediary share of distribution continues to increase, whilst other products are now distributed largely through
digital channels.
Our response and looking ahead
Customer engagement through contact centres and digital channels increased, with digital financial transactions up 17% over the year. We are
mindful of the needs of our most vulnerable customers, responding with 'access to cash' solutions and providing mechanisms for help from a
trusted third party. We continue to invest in ensuring access to financial services for our customers who are less confident using technology for
managing their finances. We expect the shift to digital banking will persist post the pandemic. Around 93% of cards and unsecured lending
products are now sold digitally. We continue to adapt our operating model to meet the changing needs of our customers and to increase
remote banking capacity. Our multi-year transformation programme includes significant digital investment and reducing our physical footprint.
We have redeployed trained branch staff to online chat and telephone services and we continue to move services online.
Demanding regulatory agenda
What we have seen
In 2021, the regulatory policy and change agenda continued to be intense. This was driven by preparations for the implementation of the
Capital Requirements Regulation II, Environmental, Social and Governance (ESG) initiatives, LIBOR transition, the regulators' continued guidance
on Covid-19 financial support measures, conduct initiatives such as the FCA's proposed Consumer Duty, and innovation and technological
developments.
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Annual Report 2021
Santander UK plc    3
Our response and looking ahead
We are waiting for final Government reports on the UK's future regulatory framework and the Ring-fencing regime, as well as initial proposals
from the PRA for implementing the Basel 3.1 package of capital framework reforms, and the FCA's final rules on the new Consumer Duty. We
are engaging with the regulators, government, and industry trade associations on these and other policy initiatives, including a 2022 focus on
the FCA's Consumer Duty, preventing fraud including Authorised Push Payment Fraud, Operational Resilience and Climate Risk Stress Testing.
Uncertain economic environment
What we have seen
The UK economy has faced a range of challenges in recent years from Brexit, the weakening global environment, and most significantly, the
Covid-19 pandemic. Despite these headwinds, economic performance in 2021 was better than expected. This was largely due to the scale of
government support measures implemented in 2020 and the success of the vaccination programme. This helped to alleviate the health crisis
and allowed social restrictions to be lifted and economic activity to resume. Inflationary pressures began building in the second half of 2021 and
the market consensus for bank rate shifted to a short term expectation for rate hikes, a marked change from a year before when the market
expectation was for negative rates. In December 2021, Bank rate increased by 15bps to 0.25% and by a further 0.25% in February 2022. The
market consensus is that Bank rate will rise further during 2022.
Our response and looking ahead
Although GDP has recovered in 2021, uncertainties remain for the UK economy. The ongoing effects of Covid-19, supply chain disruption, rising
inflation and dislocation in the labour market are likely to have an impact on the sustainability of the recovery.
Our business model
Our purpose is to help people and businesses prosper
Our resources
People - Bringing the skills, expertise and drive to deliver enhanced customer loyalty and experience
Infrastructure - Branch and online presence, operating centres and innovative technology
Banco Santander family - Technology, shared management experience and brand benefits as part of well-diversified global bank
Financial - Strong capital, liquidity and a prudent approach to risk
Our competitive advantage
Leading scale challenger bank in the UK - Scale in our core banking businesses combined with an innovative mindset
Strong balance sheet - Focused on prime secured lending consistent strength under stress
International expertise for UK companies - 20 trade corridors to help UK companies expand into overseas markets
What we do
We provide financial products and services - Mortgages, consumer finance, unsecured loans, credit cards, banking and savings accounts,
investment and insurance products for individuals and services for companies
How we do it
– Build strong customer relationships
– Offer a differentiated proposition
– Take a prudent approach to risk
– Do things The Santander Way
Our culture is built on doing things The Santander Way
Simple - Our products are easy to understand and we offer a service which is convenient, no matter when or how our customers want to
engage with us.
Personal - We treat our customers as valued individuals, with a professional service they can trust. We support our colleagues to achieve their
ambitions.
Fair - We are open, honest and treat others as we would like to be treated. We earn our investors a sustainable return and do our part to
support our communities.
Our aim is to be the best open financial services platform by acting responsibly and earning the lasting loyalty of our people, customers,
shareholders and communities
Our strategic priorities
Our strategic priorities focus on customer loyalty and experience, simplification, improved efficiency and sustainable growth, while aiming to be
the best bank for all our stakeholders.
Our strategic priorities
1. Deliver growth through customer loyalty and outstanding customer experience
2. Simplify and digitise the business for improved efficiency and returns
3. Engage, motivate and develop a talented and diverse team
4. Be a responsible and sustainable business
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Annual Report 2021
Santander UK plc    4
Our performance and key performance indicators
The directors of the Company’s immediate parent, Santander UK Group Holdings plc, manage the operations of the Santander UK Group
Holdings plc group (which includes the Santander UK group) on a business division basis. Key performance indicators are not set, monitored or
managed at the Santander UK group level. As a result, the Company’s Directors believe that analysis using key performance indicators for the
Company is not necessary or appropriate for an understanding of the development, performance or position of the Company.
The development, performance and position of the business of the Santander UK group is set out in the Financial review.
The key performance indicators of the Santander UK Group Holdings plc group can be found in its 2021 Annual Report, which does not form part
of this report.
Risk management overview
Introduction
Key risk types are components of our overarching Risk Framework and are set out in detail in the Risk review. Each has its own defined
framework, and we report on, and review its risk profile formally at the ERCC, BRC and Board. However, the risk profile status level is agreed at
the underlying specialist risk control forums.
Within our Key risk types, there are top and emerging risk issues that require particular focus. We discuss our Top risks and Emerging risks in the
next sections.
Top risks
Highlighted below are our Top risks in focus in 2021 and associated management actions. Many of these risks are likely to remain in focus in
2022, however some may become less so, such as Covid-19 first order risks, and Ring-Fencing.
Climate change
We are focused on ensuring that we appropriately consider and manage the risks associated with Climate Change. These  include  higher credit
risk, reputational risk, operational risk and deteriorating macroeconomics (in the event of sustained damage to national infrastructure). We have
continued to progress with our Climate Change Implementation plan, which includes integrating associated risks into our Risk Management
Framework, formulating a risk appetite, and associated initiatives set out in more detail in relevant sections of the Risk review .
Financial crime (including Fraud)
We continue to enhance our financial crime risk management capabilities with material investment across data, systems and subject matter
expertise. Financial Institutions remain under intense regulatory scrutiny, with expectations for effective systems and controls, reinforced
through high profile regulatory enforcements. During 2021, we continued to cooperate with the FCA's civil regulatory investigation into
Santander UK plc's financial crime systems, processes and controls focussed primarily on the period 2012-2017. See Note 31 to the
Consolidated Financial Statements for detail. Covid-19 has provided an opportunity for fraudsters and in 2021, in line with the industry, we saw
increased fraud attacks and scams aimed at customers. We continue to enhance our controls to address fraud attacks, as well as increased
fraud messaging and scam education to help our customers.
IT risk
Technology is vital to our processes and operations, and in providing service to our customers. We proactively monitor technology platforms
through automated alerts to detect events that could impact our operations, with any material events investigated to understand root causes
and identify remedial actions. The importance of IT risk management and control has been emphasised by incidents during the year,  including a
significant systems outage in May and a  duplicate payment in December.
These events also impacted our ability to meet the high standards of customer service we expect to deliver. As a result we initiated a wide
reaching programme to address the root causes, which is expected to deliver risk improvement over a three year horizon, with progress closely
tracked via risk governance.
Covid-19 first order risks
In 2021, our main focus continued to be on credit and operational risks, as these were the main impacts. Credit performance across our
portfolios remained resilient, enabling us to release provisions across 2021. However, some risks remain, so we continue to position ourselves
prudently. Our Operational risk focus remains on ensuring we are well resourced to support our customers and people, and operationally
resilient, in terms of IT infrastructure, and business continuity.
Cyber risk management
Information and cyber security remains a top risk and a priority for the bank. In 2021, we experienced no notable data and cyber security
incidents. However, externally we observed a large increase in ransomware attacks across all sectors and we expect this trend to continue. We
continue to review and enhance our controls based on the latest intelligence. We also actively work with peers in the Cyber Defence Alliance to
share threat intelligence expertise, and experiences, to help identify common cyber attack features and effective mitigation strategies.
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Annual Report 2021
Santander UK plc    5
People risk
In 2021, we continued to treat the wellbeing and safety of our colleagues as one of our top priorities. People risk is compounded by changes in
operating models and execution of future strategies, which we recognise need to  be managed carefully. Our overall wellbeing and inclusion
strategy centres on supporting colleagues through transformation and change. In line with peers we are experiencing a competitive recruitment
market. We are encouraging colleagues to return to office environments, whilst paying regard to prevailing government advice.
Conduct and regulatory
Risks remain elevated, reflecting the ongoing need for customer support, following the end of government support measures. We also face a
challenging regulatory agenda with significant ongoing FCA and PRA interaction on a range of industry issues, as well as the ECB and Payments
Services regulators.
These issues include the FCA's proposed Consumer duty, Covid-19 forbearance, SME collections and recoveries policies, operational resilience,
thematic reviews, and regulatory models initiatives.
Managing complex change and capacity
We have a challenging change agenda including our continued aspirations for further transformation and growth. We have well-established
change control processes, as well as a strong oversight framework and related risk-based prioritisation. This enables us to address operational
and capacity challenges and facilitate timely project delivery.
Data management
We added Data management, including Data privacy, to our Top risks in 2021. This reflects its role in supporting our business plans and
strategy, as well as the rising cyber threat landscape and the importance of controls over personal data. We have a central Data programme 
with clear deliverables that will improve our data management capabilities in line with our approved Data Strategy.
Brexit
We are maintaining a watching brief on external developments with respect to the Northern Ireland Protocol and the potential wider trade and
economic risks that could evolve, should the UK Government trigger Article 16. Our earlier Brexit plans remain relevant in mitigating any
potential risks.
Building and maintaining capital strength and Pension risk
We saw sustained resilience and improvement in our Regulatory Capital and Pension fund metrics throughout 2021. Detailed analysis is set out
in the Risk review.
Third Party Risk Management
We are progressing with a programme of work to enhance our controls and  governance arrangements. Regulatory requirements relating to the
management of outsourced services continue to increase. We are on track to meet the 31 March 2022 industry deadline set by the PRA's
Supervisory Statement, issued in  March 2021.
Ring-Fencing
Ring-fencing was retained as a Top Risk in order to maintain our focus on ongoing governance and compliance, as we continue to assess the
quality and maturity of controls.
Emerging risks
Highlighted below are our emerging risks in focus in 2021 and our associated management actions. Climate Change and Data Management
both transitioned to Top Risks and are covered in that section of the report. All of these remaining risks will likely be in focus again in 2022,
given that they are continuing to evolve.
Broader geopolitical and social risks, including invasion by Russia of Ukraine
During the course of the past two years, since the onset of the Covid-19 pandemic, a number of broader risks have evolved and may present
future headwinds. These include, geopolitical tensions between regions across the world, global supply chain pressures (which have already
fuelled inflationary pressures), stretched household finances, and emerging social unrest.
These factors are also likely to play into increased localised political risk, including in the UK. We are closely following these developments and
the potential for any material impacts  which may need to be taken into consideration in our future business plans.
Rapid technological change and customer behaviour
Our multi-year transformation programme, with a focus on investment in digitalisation and automation, is aimed at designing compelling
propositions for targeted customer segments, reshaping customer interactions, and simplifying and digitising the business at scale for
improved efficiency and returns.
However, we are cognisant of the Cyber, Cloud technology and Operational resilience risk implications of these developments, which we take
account of in our development strategy. Our overall approach reflects the continued acceleration of existing strong trends towards customer
digital adoption via mobile and online banking.
Intense Market Competition
Enhancing our digital proposition remains key in supporting our customers' needs, retaining and growing our customer loyalty base, and
addressing the commercial challenges of a highly competitive mortgage market.
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Santander UK plc    6
Surplus deposits in ring-fenced banks remain a key driver of market pricing, and are a contributory factor towards pressures on net interest
margins. As well as the elevated competition between incumbent banks, new entrants backed by other large multi-national banks are also
launching in the UK offering competitive incentives to compete in the growing digital market, as well as savings, lending and investment
markets.
Demanding regulatory agenda
We remain vigilant in taking a customer-focused approach in developing strategy, products and policies that support fair customer outcomes
and market integrity.
Like all UK banks we will continue to face a demanding and complex regulatory agenda in 2022 and beyond, focused on consumer outcomes,
addressing consumer detriment, price regulation and vulnerability, competition, Climate Change and Consumer Duty. We also continue to
engage regularly with the ECB on regulatory issues such as models development and implementation. These challenges, increase the level of
operational risk, and also the costs of compliance and business model changes, with the potential to constrain our capacity to invest in
transformation projects.
Extended Government involvement in banking and markets
Government policy interventions continue to broaden in the UK Banking Sector, with the potential to significantly impact future business plans,
costs and revenues. We continue to focus on support for our customers  as government lending and other Covid-19 support schemes, including
furlough, have rolled-off. UK banks' policies and actions will remain under intense scrutiny by Regulators and the Government, during the
evolving and challenging post pandemic period.
We are also assessing implications arising from the COP26 Climate Change Conference, including the need for financial institutions to disclose
detailed plans and milestones to achieve net-zero targets.
Central Bank Digital Currencies (CBDC) and Crypto assets
We have responded to the Bank of England on its June 2021, paper, 'New Forms of Digital Money' (CBDC and stablecoins). Depending upon how
these are implemented, there is a risk of a significant transfer of commercial bank deposits into these assets over time, increasing wholesale
funding requirements and costs, and reducing the 'stickiness' of deposits in a stress.
There are also broader potential impacts on regulatory frameworks, and monetary and fiscal policy. We continue to monitor these
developments as they evolve. We are also addressing the risk of crypto asset exposure, through our client onboarding policies and procedures,
which are part of our Financial Crime Framework.
Disruption of UK macro-economic factors
As part of our business planning, budget forecasts and stress testing processes, we closely track and take account of the key factors that impact
our business such as house prices, GDP, inflation, unemployment and interest rates. In 2021, the Bank of England commented that longer term
structural shifts, such as the way we work, could impact the valuations of certain assets such as commercial real estate and residential
property. The recent increases in housing demand and prices may also reflect these more persistent drivers, and may not fall back to pre-
pandemic levels now that tax incentives have been removed.
We are also monitoring the potential for emerging inflation related risks to result in increased levels of debt and defaults. We consider this risk
in our scenario ranges for our expected credit loss assessments. The Bank of England has notified an intention to consult on considering
withdrawing explicit FPC guidance with regards to mortgage affordability stressing, although we note that the Loan to Income flow limit is
expected to remain.
Task Force on Climate-related Financial Disclosures
We are implementing the recommendations of the Task Force on Climate-related Financial Disclosures (TCFD), and taking action to meet the
expectations set by the PRA, BoE and FCA. This requires wide-ranging collaboration both within the bank and externally to develop the tools and
methodologies needed. As such, we have adopted a unified approach across the Santander UK Group Holdings plc group and therefore present
disclosures on that basis in the Santander UK Group Holdings plc group Annual Report.
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Santander UK plc    7
Financial overview
Development and performance of our business in 2021
Information on the development and performance of our business in the year is set out in the ‘Income statement review’ section of the Financial
review.
Our position at 31 December 2021
Information on our position at the end of the year is set out in the ‘Balance sheet review’ section of the Financial review.
Sustainability review
We strive to create value for all our stakeholders, by delivering on our commitment to be a more responsible bank. This section is designed to
be read together with our Environmental, Social and Governance (ESG) Supplement.
Customers
Financial inclusion
Financial inclusion is an important element in our aspiration to become a digital bank with a human touch. It is a key part of our Sustainability
and Responsible Banking strategy. We have made good progress in recent years and to enhance this further we developed a new overarching
Financial Inclusion strategy in 2021 with three focus areas: Financial education and knowledge; an inclusive portfolio of products and services;
and customer care. A key goal of the strategy is to help customers to become more financially resilient and support them with appropriate, fair
and simple products and services. A new financial inclusion working group is responsible for coordinating our approach and enhancing
collaboration across the bank.
Meeting our customers changing needs
In response to changing customer behaviour we aim to simplify our bank and utilise technology to better meet our customers' needs; ensuring
we do this in an inclusive way whether it's virtually or face to face.
Supporting SMEs through economic  recovery
Santander Breakthrough is our small and medium-sized business (SME) initiative providing tools and resources to help SMEs prosper. In 2021,
we focused on supporting companies to re-focus their strategies post-pandemic, ongoing mentoring for women in business and helping under-
represented businesses.
Shareholders
Part of a global bank
We are a subsidiary of Banco Santander SA and our ordinary shares are all held by Banco Santander group companies and are not listed. Our
preference shares are listed on the London Stock Exchange and we also have other equity instruments in the form of AT1 securities.
Consistent shareholder returns
Our operations are consistently profitable and we have paid a dividend every year since 2008. Dividends are paid in line with our dividend policy
following review and approval by the Santander UK Board. This ensures that our capital strength and resilience is maintained.
Investor engagement
Our Investor Relations team actively engages with institutional investors globally, working alongside our funding and capital teams for new
issuances and building and maintaining relationships with fixed income investors and analysts.
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Santander UK plc    8
People
Culture
Our culture, The Santander Way, encompasses our purpose, values, behaviours and ways of working. Our values – Simple, Personal, Fair –
reflect how we work. We are tremendously proud of, and grateful to, our people for how they have risen to the challenges of the pandemic
while demonstrating our culture and values.
Inclusion and belonging
Our commitment is to be a truly inclusive organisation, one that reflects our customer base and communities. Our Everyday Inclusion strategy
prioritises the themes of intersectionality, respect, balanced representation, leadership, advocacy, allyship, transparency and accountability. The
strategy focuses on how we attract, recruit, develop and retain the most talented and diverse people. More details on our work and progress
towards our goal of belonging can be found in our annual Pay Gap report found on our website.
Wellbeing
The wellbeing and safety of our colleagues has remained at the centre of our response to the pandemic. Our comprehensive approach is divided
into mental, physical, social and financial wellbeing and our internal Wellbeing Hub provides information on wellbeing topics and support
options. Our approach has been recognised as industry leading through the Great Places to Work Excellence in Wellbeing accreditation.
Fair Pay & Transparency
We review our reward framework annually against the external market. We are proud to have been an accredited Real Living Wage employer
since 2015. We assess salary reviews, and changes to reward policies, for any adverse impacts on a particular group. Salary ranges and Pay
Progression arrangement are visible to all colleagues. We also published our ethnicity data in more detail this year.
Ways of Working
With 71% of colleagues working from home during the pandemic, we have a unique opportunity to review our working practices. Our future
ways of working project is reviewing the needs of our workforce.
Our priorities going forward
Our cultural priorities in 2022 will continue to focus on being an inclusive and responsible organisation, growing the skills and capabilities
needed for the future. We will also continue to embed the positive new ways of working that we have learned and adapted to in response to the
pandemic. Our priority will be to engage our people on how it will enable great customer outcomes and continuously improve our culture.
Communities
Financial Education
We know that financial education and knowledge provides an important benefit to communities across the UK. As part of our new Financial
Inclusion strategy, we have several initiatives and partnerships focused on raising confidence with numbers and money matters, especially with
young people. These are key skills supporting financial inclusion and over time we plan to expand our current initiatives to a wider audience
including parents and older people. So far, we have delivered  financial education resources to over 500,000 young people. For more on our
approach and initiatives, please see our ESG Supplement.
Santander Foundation
In 2021, the Santander Foundation launched its Financial and Digital Empowerment Fund. The Fund supports charities that work to empower
people with digital confidence, knowledge and skills, allowing them to make better, more informed decisions about money and to access
financial services.
Santander Universities
In 2021, we launched Union Black, a new programme to tackle racism in higher education. Over three years, the programme will offer a free
online course to four million staff and students at universities in the UK. Developed in response to Universities UK's 'Tackling racial harassment
in higher education' report, the course has been designed to inspire cultural change across the higher education sector.
Focus on Mental Health
We work with the mental health charity, Mind, to provide our colleagues with practical tools and guidance that allow them to more confidently
manage difficult conversations with customers, as well as manage the potential impact these conversations can have on their own wellbeing.
Digital Inclusion for Older People
We continued our partnership with Age UK in 2021 with phase two of GoDigital, our digital awareness and skills initiative for older people. The
initiative reached a further 10,646 older people during the year through digital awareness events, adding to the 21,716 people reached in 2020.
One-to-one support was provided to 883 older people (2020: 462) through a network of 41 digital champions.
Award-Winning Strategic Partnership
For three years, we have been working together with Alzheimer's Society to become the UK's best dementia-friendly bank and have won five
awards. Our Dementia Steering Group which aims to improve products and services through the lived experience and other experts, improved
16 Santander UK products and services. Internally, over 50% of colleagues have taken a Dementia Friendly  e-learning module, increasing
understanding of dementia and consequently supporting co-workers and customers affected by dementia. Employees have also raised over
£2m since the start of our partnership. For more information please see our ESG supplement.
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Santander UK plc    9
Climate and Ethics
Responsible lending
As part of the Banco Santander group, we comply with the Equator Principles as a way to factor social, ethical and environmental impacts into
our risk analysis and decision making for financial transactions.
Our Reputational Risk and Environmental, Social and Climate Change (ESCC) Risk policies define how we create long-term value while
managing those risks. Our policies cover Oil & Gas, Power Generation & Transmission, Mining & Metals and Soft Commodities. For example,
financing is prohibited for project-related financing for Coal-fired power plants (CFPP) projects worldwide and we will only work with new
clients with CFPPs to provide specific financing for renewable energy projects.
In line with Banco Santander's commitment, we will eliminate all exposure to thermal coal mining and stop providing financial services to
power generation clients with over 10% revenue from thermal coal by 2030. We pay special attention to the ESCC risks of various activities and
projects, including liquid natural gas facilities; deep-sea and ultra-deep-sea oilfields; nuclear power generation; solid and gaseous biomass;
precious minerals and metals mining; and native tropical timber extraction.
We review all relationships and transactions with identified ESCC risks or reputational risks including human rights, to ensure they are within
our risk appetite. Key decisions can be escalated to the Reputational Risk Forum and, if required, the Board.
Green finance
We changed how we track sustainable financing in 2021. A new internal guideline, the Banco Santander Sustainable Finance Classification
System (SFCS) defines what investments can be considered green or social financing. Applying the SFCS we have identified the following as
green financing: renewable energy and other green energy financing, mortgages on properties with A- or B- rated energy performance
certificates and financing for green vehicles.
The SFCS uses harmonised definitions that provide consistency in tracking, reporting and managing sustainable finance at a Banco Santander
level. The system was developed using best-in-class market frameworks, such as the EU Green Taxonomy, the ICMA Green/Social Bond
Principles and LMA Green Loan Principles.
Anti-financial crime, anti-bribery and corruption
Our strategy seeks to deter, detect and disrupt financial crime. All colleagues receive mandatory fighting financial crime training, highlighting
issues and risks across all types of financial crime. We also raise awareness through our anti-bribery and corruption day, which coincided with
international anti-corruption day on 9 December. In 2021, we launched 36 enhanced training modules on  financial crime topics, which were
completed by 3,497 colleagues in high-risk roles.
Streamlined Energy and Carbon Reporting (SECR)
In 2021, we used 119,562,413 kWh of energy (2020: 123,152,495 kWh) and emitted 6,321 tCO2e of greenhouse gas emissions (market-based
emissions) (2020: 6,452 tCO2e). This equates to 0.35 tCO2e per employee (2020: 0.31 tCO2e). The increase was due to a decreased workforce.
We calculate our emissions using the UK government Department for Business, Energy and Industrial Strategy (BEIS) conversion factors. Our
total Scope 1, 2 and 3 emissions were:
Scope 1 C02e
6074
Scope 2 CO2e - Location-based
18860
Scope 2 Co2e - Market-based
0
Scope 3 Co2e - business travel only
247
Excludes properties used by Santander Financial Services plc in Jersey and the Isle of Man.
More information can be found in our ESG Supplement.
Regarding energy efficiency improvements, in 2021 there were ongoing refurbishments at Triton Square with new LED lighting, FCU (fan coil
unit) replacement, and HVAC upgrades. Uninterruptible Power Supply systems have been replaced at our Belfast and Bradford offices.
Condensing boiler control strategies have also been updated following a range of boiler upgrades between 2019 and 2021.
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Santander UK plc    10
Stakeholder voice in the boardroom (Section 172)
The Directors are committed to fulfilling their responsibilities under Section 172 of the Companies Act 2006 (s172), ensuring they take into
account the likely impact of any decision in the long-term, as well as the interests of our stakeholders. This report aims to describing how we
have met these responsibilities during 2021, with an example included to bring it to life. Further examples can be found in the Santander UK
Group Holdings plc 2021 Annual Report. A more comprehensive report  is set out in the consolidated strategic report of the Company’s holding
company, Santander UK Group Holdings plc. This summary extracts highlights for ease of reference.
The Board has identified four key stakeholder groups whose interests and needs it regularly considers because they are key both to achieving
Santander UK’s Purpose of Helping People and Businesses Prosper and to delivering our strategic priority of becoming a Sustainable and
Responsible Bank. These stakeholders are our customers, people, shareholders and communities. Although not a 'stakeholder' as such, we also
spend time considering Santander UK's response to climate change.
We engage with our stakeholders in a variety of ways in order to understand their needs, priorities and concerns. Although Covid-19 has limited
our ability to meet face to face, during 2021 we have continued this engagement as far as possible online and face to face when allowed and
safe to do so. The Board recognises that our stakeholders’ interests are not always aligned, and sometimes we need to make difficult choices.
However, we believe that our stakeholders’ interests are linked to a great extent and ensuring that we deliver for one will often positively
impact others’ interests. For example, providing excellent products and customer service:
ensures value for our customers because we are meeting or exceeding their needs.
drives value for our investors because the company should be more profitable as a result.
ensures that the communities where we operate are getting the support they need from us.
provides job satisfaction for our people. It also provides financial reward because our people's bonuses are linked to the delivery of good
customer service.
meets the regulators’ requirements to treat customers fairly and protect their interests.
supports the environment where we are able to provide excellent environmentally friendly products which our customers need.
supports the long-term success of the company.
Transforming Santander UK to deliver long-term success for all our stakeholders
2021 was the third year of our multi-year plan to transform Santander UK for the benefit of all our stakeholders in the long-term. Our
Transform for Success Programme is aimed at making Santander UK a more simple, efficient and digitised business which will allow it to focus
and deliver on its core purpose of Helping People and Businesses Prosper.
The Board has continued to oversee the delivery of the Transforming for Success Programme. We recognise that transforming a business is a
challenging time, with many competing priorities on our people. If not managed carefully, these competing priorities can put at risk the success
of the programme or destabilise the continued delivery of high-quality service to our customers. Successful delivery of the transformation falls,
to a great extent, on the heads of the same people who are responsible for the day-to-day running of the business. The Board has therefore
received at least quarterly updates on progress. During these reviews, we scrutinise delivery plans and seek to understand the stretch that our
people are under and the impact on the business and its stakeholders, in order to safeguard the business for today and in the long term. In Q1
2021 we encouraged  management to re-assess the prioritisation of projects that sit within the Transforming for Success programme as well as
the hiring of new members of senior management and technical specialists to help spread the load. In response, management moved delivery
deadlines of some projects back and successfully completed key new hires. This has helped to ensure the safety of the business and the well-
being of our people.
Non-financial information statement
This section is produced to comply with Sections 414CA and 414CB of the Companies Act 2006. The information listed is incorporated by cross-
reference. Additional non-financial information can be found in our 2021 ESG Supplement and our Sustainability pages in the Annual Report.
Reporting requirement
Policies and standards
Information necessary to understand our business and its impact
Environmental
matters
Environmental Policy
Emerging risks, page 6
TCFD, page 7
Sustainability: Climate and Ethics, page 10
Streamlined Energy and Carbon Reporting (SECR), page 10
Employees
People Policies
Whistleblowing Policy
Ethical Code of Conduct Policy
Sustainability: People, Fair Pay & Transparency, page 9
Chair's report on Corporate Governance: Board Audit Committee: whistleblowing, page 27
Directors’ report: Ethical Code of Conduct, page 40
Human rights
Human Rights Policy
Sustainability: Climate and Ethics, page 10
Social matters
Social Ethical Policy
Sustainability: Communities, page 9
Climate and Ethics , page 10
Anti-corruption and
anti-bribery
Anti-Bribery & Corruption Policy
Ethical Code of Conduct Policy
Sustainability: Climate and Ethics, Anti-financial crime, anti-bribery and corruption, page 10
Directors’ report: Ethical Code of Conduct, page 40
Principal risks and impact of business activity
Risk review, page 42
Description of business model
Business model, page 4
Non-financial key performance indicators
Our Performance and KPIs, page 5
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Santander UK plc    11
Financial review
Contents
Critical factors affecting results
The preparation of the Consolidated Financial Statements requires management to make
judgements and accounting estimates that affect the reported amount of assets and
liabilities at the date of the Consolidated Financial Statements and the reported amount of
income and expenses during the reporting period. Management evaluates its judgements
and accounting estimates, which are based on historical experience and on various other
factors that are believed to be reasonable under the circumstances, on an ongoing basis.
Actual results may differ from these accounting estimates under different assumptions or
conditions.
Estimates and judgements that are considered important to the portrayal of our financial
condition including, where applicable, quantification of the effects of reasonably possible
ranges of such estimates are set out in ‘Critical Judgements and Accounting Estimates’ in
Note 1 to the Consolidated Financial Statements.
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Income statement review
SUMMARISED CONSOLIDATED INCOME STATEMENT
2021
2020(2)
£m
£m
Net interest income
3,949
3,388
Non-interest income(1)
550
464
Total operating income
4,499
3,852
Operating expenses before credit impairment write-backs/losses, provisions and charges
(2,510)
(2,390)
Credit impairment write-backs/ (losses)
233
(638)
Provisions for other liabilities and charges
(377)
(264)
Total operating credit impairment write-backs/losses, provisions and charges
(144)
(902)
Profit from continuing operations before tax
1,845
560
Tax on profit from continuing operations
(492)
(121)
Profit from continuing operations after tax
1,353
439
Profit/(loss) from discontinued operations after tax
31
32
Profit after tax
1,384
471
Attributable to:
Equity holders of the parent
1,365
452
Non- controlling interests
19
19
Profit after tax
1,384
471
(1)Comprises 'Net fee and commission income' and 'Other operating income'.
(2)Adjusted to reflect the presentation of discontinued operations as set out in Note 43 to the Consolidated Financial Statements.
A more detailed Consolidated Income Statement is contained in the Consolidated Financial Statements.
2021 compared to 2020
Profit from continuing operations before tax was up 229% to £1,845m due to the factors outlined below. By income statement line item, the movements were:
Net interest income was up 17%, with repricing actions on the 1I2I3 Current Account and other deposits offsetting 2020 base rate cuts and back book
mortgage margin pressure, including £1.9bn net attrition on SVR and Follow on Rate products (2020: £1.8bn).
Non-interest income was up 19%, with the gain on sale of our UK head office in Q2 2021 partially offset by significantly lower banking and transaction fees in
our retail business largely due to the implementation of regulatory changes to overdrafts.
Operating expenses before credit impairment write-backs/losses, provisions and charges up 5% largely related to the transformation programme including the
closure of 111 branches and 40% reduction in head office space.
Credit impairment write-backs of £233m were largely due to net releases related to the improved economic outlook and Covid-19 PMAs. In 2020 we made a
significant charge for Covid-19 related PMAs. New to arrears flows and Stage 3 defaults remain low as all portfolios continue to perform resiliently. Notable
changes in ECL are outlined in the Credit risk section of the Risk review.
Provisions for other liabilities and charges increased 43% to £377m, largely related to the transformation programme.
Tax on profit from continuing operations increased to £492m driven by a higher profit. The effective tax rate of 26.7% (2020: 21.6%) was higher as the
proportion of profits subject to the bank surcharge increased.
Profit from discontinued operations after tax of £31m) relates to the Corporate & Investment Banking business. In 2021 this comprised the profit before tax of the
discontinued operations of £43m (2020: £45m) and a tax charge of £12m (2020: £13m).
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PROFIT BEFORE TAX BY SEGMENT
Continuing operations
The segmental information in this Annual Report reflects the reporting structure in place at the reporting date in accordance with the segmental information in
Note 2 to the Consolidated Financial Statements.
Retail
Banking(2)
Consumer
Finance (2)
Corporate &
Commercial
Banking
Corporate
Centre
Total
2021
£m
£m
£m
£m
£m
Net interest income/(expense)
3,356
233
401
(41)
3,949
Non-interest income(1)
205
178
109
58
550
Total operating income
3,561
411
510
17
4,499
Operating expenses before credit impairment write-backs, provisions and charges
(1,701)
(163)
(365)
(281)
(2,510)
Credit impairment write-backs
98
33
91
11
233
Provisions for other liabilities and charges
(185)
4
(34)
(162)
(377)
Total operating credit impairment write-backs, provisions and charges
(87)
37
57
(151)
(144)
Profit from continuing operations before tax
1,773
285
202
(415)
1,845
2020(3)
Net interest income/(expense)
2,753
264
363
8
3,388
Non-interest income(1)
245
127
94
(2)
464
Total operating income/(expense)
2,998
391
457
6
3,852
Operating expenses before credit impairment losses, provisions and charges
(1,792)
(166)
(324)
(108)
(2,390)
Credit impairment losses
(264)
(44)
(294)
(36)
(638)
Provisions for other liabilities and charges
(157)
(8)
(6)
(93)
(264)
Total operating credit impairment losses, provisions and charges
(421)
(52)
(300)
(129)
(902)
Profit from continuing operations before tax
785
173
(167)
(231)
560
(1)Comprises 'Net fee and commission income' and 'Other operating income'.
(2)The segmental basis of presentation has changed following a management review of our structure.  Segmental income statements and customer balances for 2020 have been restated to reflect the
resegmentation of the Retail Banking segment into the Retail Banking and Consumer Finance segments. See Note 2 to the Consolidated Financial Statements.
(3)Adjusted to reflect the presentation of discontinued operations as set out in Note 43 to the Consolidated Financial Statements.
2021 compared to 2020
For Retail Banking, profit increased due to growth in mortgage lending, higher mortgage early redemption charges, improved margin reflecting interest rate
changes on the 1I2I3 Current Account and lower funding costs as well as credit impairment write-backs.
For Consumer Finance, profit increased reflecting an increase in the residual value of cars, lower funding costs and credit impairment write-backs, partially
offset by the impact of the sale of our PSA shareholding.
For Corporate & Commercial Banking, profit increased due to lower customer deposit rates, higher fee income and credit impairment write-backs.
For Corporate Centre, loss increased due to higher transformation programme spending.
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Balance sheet review
SUMMARISED CONSOLIDATED BALANCE SHEET
2021
2020
£m
£m
Assets
Cash and balances at central banks
48,139
41,250
Financial assets at fair value through profit or loss
1,866
3,614
Financial assets at amortised cost
224,452
231,194
Financial assets at fair value through other comprehensive income
5,851
8,950
Interest in other entities
201
172
Property, plant and equipment
1,548
1,734
Retirement benefit assets
1,572
495
Tax, intangibles and other assets
3,469
4,923
Total assets
287,098
292,332
Liabilities
Financial liabilities at fair value through profit or loss
1,580
3,018
Financial liabilities at amortised cost
266,247
270,063
Retirement benefit obligations
37
403
Tax, other liabilities and provisions
3,132
2,912
Total liabilities
270,996
276,396
Equity
Total shareholders’ equity
16,102
15,774
Non-controlling interests
162
Total equity
16,102
15,936
Total liabilities and equity
287,098
292,332
A more detailed Consolidated Balance Sheet is contained in the Consolidated Financial Statements.
2021 compared to 2020
Assets
Cash and balances at central banks
Cash and balances at central banks increased by 17% to £48,139m at 31 December 2021 (2020: £41,250m). This was driven by cash inflows generated from an
increase in our drawdown of TFSME, the sale and maturity of sovereign debt securities held in our liquid asset portfolio, lower net reverse repurchase agreements
and a reduction in corporate lending (outside the Government's Coronavirus loan schemes) and non-mortgage related retail lending partially offset by net cash
outflows from the issue, maturity and buyback of debt securities and an increase in mortgage lending.
Financial assets at fair value through profit or loss
Financial assets at fair value through profit or loss decreased by 48% to £1,866m at 31 December 2021 (2020: £3,614m), mainly due to a £2.4bn decrease in
exchange rate and interest rate derivative contracts held for hedging.
Financial assets at amortised cost
Financial assets at amortised cost decreased by 3% to £224,452m at 31 December 2021 (2020: £231,194m), largely driven by a £6.9bn decrease in reverse
repurchase agreements driven by normal business activities, a reduction in corporate lending (outside the Government's Coronavirus loan schemes), non-
mortgage related retail lending and the maturity of UK Government Gilts partially offset by an increase in mortgage lending.
Financial assets at fair value through other comprehensive income
Financial assets at fair value through other comprehensive income decreased by 35% to £5,851m at 31 December 2021 (2020: £8,950m) mainly due to a
decrease in Japanese government bonds and other bonds.
Property, plant and equipment
Property, plant and equipment decreased by 11% to £1,548m at 31 December 2021 (2020: £1,734m) reflecting freehold and leasehold property sales including
the sale of our London head office.
Retirement benefit assets
Retirement benefit assets increased by 218% to £1,572m at 31 December 2021 (2020: £495m). This was mainly due to actuarial gains in the year driven by an
increase in the discount rate and positive returns on assets partially offset by actuarial losses due to higher inflation.
Tax, intangibles and other assets
Tax, intangibles and other assets decreased by 30% to £3,469m at 31 December 2021 (2020: £4,923m), mainly due to hedge adjustments resulting from an
increase in the 5-year GBP SONIA rate over the year.
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Liabilities
Financial liabilities at amortised cost
Financial liabilities at amortised cost decreased by 1% to £266,247m at 31 December 2021 (2020: £270,063m). This was mainly due to maturities and buybacks
across a range of debt securities partially offset by new issuances of £10.0bn, a decrease in non-trading repurchase agreements as part of normal business
activities of £4.1bn, and a reduction in customer time deposits and other customer deposits partially offset by a £14.0bn increase in TFSME related time deposits
by banks, increases in current, demand and savings accounts and decreased cash collateral.
Retirement benefit obligations
Retirement benefit obligations decreased by 91% to £37m at 31 December 2021 (2020: £403m). This was due to actuarial gains over the year driven by an
increase in the discount rate and positive returns on assets partially offset by actuarial losses due to higher inflation. In 2021, all remaining sections in deficit in
the defined benefit scheme moved into surplus, leaving only the unfunded pension and post-retirement medical benefit arrangements.
Equity
Total shareholders’ equity
Total shareholders’ equity increased by 2% to £16,102m at 31 December 2021 (2020: £15,774m). This increase was principally due to retained profits for the
period, pension remeasurement partially offset by the net redemption of other equity instruments, decreases in the fair value of cash flow hedges, and dividends
paid including the payment of an additional ordinary dividend (on top of the ordinary dividend based on 50% of retained profits for the year) reflecting the capital
allocated to the Corporate & Investment Banking business and PSA shareholding transferred.
CUSTOMER BALANCES
Consolidated
2021
2020
£bn
£bn
Customer loans
207.3
207.0
Other assets
79.8
85.3
Total assets
287.1
292.3
Customer deposits
186.2
185.7
Total wholesale funding
65.2
63.1
Other liabilities
19.6
27.5
Total liabilities
271.0
276.3
Shareholders' equity
16.1
15.8
Non-controlling interest
0.2
Total liabilities and equity
287.1
292.3
Further analyses of credit risk on customer loans, and on our funding strategy, are included in the Credit risk and Liquidity risk sections of the Risk review.
2021 compared to 2020
Customer loans increased £0.3bn, with £7.5bn net mortgage lending (£33.6bn of gross lending) largely offset by £6.0bn of asset sales and transfer of the CIB
segment, a significant part of which was moved to SLB under a Part VII banking business transfer scheme, which completed on 11 October 2021. The residual
parts of CIB were wound down or transferred to other segments during 2021.
Customer deposits increased £0.5bn, with growth in Retail Banking, CCB and Corporate Centre partially offset by the transfer of CIB. 1I2I3 Current Account
balances grew to £58bn (2020: £57bn) despite repricing actions taken during 2020 and 2021.
Other assets and other liabilities fell, primarily reflecting our approach to liquidity management during 2021.
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Annual Report 2021
Santander UK plc    16
Customer loans by segment
2021
2020
£bn
£bn
Retail Banking
183.0
175.4
Consumer Finance
5.0
8.0
CCB 1
17.0
17.6
Corporate Centre 2
2.3
3.2
CIB
2.8
Total
207.3
207.0
(1)      CCB customer loans includes £4.4bn of CRE loans (2020: £5.0bn).
(2)      Corporate centre customer loans includes Social Housing lending of £2.2bn (2020: £3.0bn).
Customer deposits by segment
2021
2020
£bn
£bn
Retail Banking
157.0
152.2
CCB customer
25.6
25.0
Corporate centre
3.6
2.0
CIB
6.5
Total
186.2
185.7
Retail Banking customer loans and customer deposits by portfolio
2021
2020
£bn
£bn
Mortgages
174.7
166.7
Business banking
3.5
3.9
Other unsecured lending
4.8
4.8
Retail Banking customer loans
183.0
175.4
Current accounts
80.7
75.6
Savings
57.8
57.4
Business banking accounts
13.1
13.4
Other retail products
5.4
5.8
Retail Banking customer deposits
157.0
152.2
Corporate loans by segment
2021
2020
£bn
£bn
Retail Banking (primarily BBLS through Business Banking)
3.5
3.9
CCB
17.0
17.6
Corporate Centre (primarily Social Housing)
2.3
3.2
CIB
2.8
Total
22.8
27.5
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Santander UK plc    17
Cash flows
SUMMARISED CONSOLIDATED CASH FLOW STATEMENT
2021
2020
£m
£m
Net cash flows from operating activities
10,846
18,823
Net cash flows from investing activities
3,077
6,636
Net cash flows from financing activities
(10,753)
(6,773)
Change in cash and cash equivalents
3,170
18,686
A more detailed Consolidated Cash Flow Statement is contained in the Consolidated Financial Statements.
The major activities and transactions that affected cash flows in 2021 and 2020 were as follows:
In 2021, the net cash inflows from operating activities of £10,846m resulted from net cash inflows generated from profits in the year and higher customer
deposits, partially offset by a decrease in repurchase agreements. The net cash inflows from investing activities of £3,077m mainly reflected the net disposal of
certain asset backed securities as part of normal liquid asset portfolio management. The net cash outflows from financing activities mainly reflected net cash
outflows relating to debt securities in issue. These resulted in cash and cash equivalents increasing by £3,170m in the year.
In 2020, the net cash inflows from operating activities of £18,823m resulted from net cash inflows generated from profits in the year and higher customer
deposits, offset by additional retail and corporate lending. The net cash inflows from investing activities of £6,636m mainly reflected the net disposal of certain
asset backed securities as part of normal liquid asset portfolio management. The net cash outflows from financing activities mainly reflected net cash outflows
relating to debt securities in issue. These resulted in cash and cash equivalents increasing by £18,686m in the year.
Cash flow requirements
For details of our cash flow requirements over the next 12 months and in the longer term and how we plan to meet them, see the Liquidity risk section of the Risk
review.
Material cash requirements
Our material commitments under commercial contracts at 31 December 2021 were as follows:
For cash flows and maturities relating to Derivatives, Deposits by customers, Deposits by banks, Debt securities in issue, Subordinated liabilities and Lease
obligations, see Note 40 to the Consolidated Financial Statements. The maturities of financial liabilities and off-balance sheet commitments table analyses the
maturities of the cash flows based on the remaining period to the contractual maturity date at the balance sheet date. In practice, the behavioural profiles of
many liabilities show more stability and longer maturity than their contractual maturity. This is especially true of many types of retail and corporate deposits
that, while they may be repayable on demand or at short notice, have shown good stability even in times of stress. For further details, see the Liquidity risk
section of the Risk review.
For details of cash flows and maturities relating to Retirement benefit obligations including employer contributions and funding see Note 30 to the
Consolidated Financial Statements.
Purchase obligations: We have entered into outsourcing contracts where, in some cases, there is no minimum specified spending requirement. In these cases,
anticipated spending volumes have been included in purchase obligations. Total purchase obligations, all of which are due within 1 year, totalled £447m.
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Santander UK plc    18
Capital and funding
2021
2020
£bn
£bn
Capital
CET1 capital
10.8
11.1
Total qualifying regulatory capital
14.8
15.2
CET1 capital ratio
16.1%
15.4%
Total capital ratio
21.9%
21.2%
Risk-weighted assets
67.1
71.9
Funding
Total wholesale funding and AT1
67.4
65.3
of which with a residual maturity of less than one year
10.2
21.1
Liquidity
2021
2020
£bn
£bn
Santander UK Domestic Liquidity Sub Group (RFB DoLSub)
Liquidity Coverage Ratio (LCR)
166%
150%
LCR eligible liquidity pool
51.4
51.5
Further analysis of capital, funding and liquidity is included in the Capital risk and Liquidity risk sections of the Risk review.
2021 compared to 2020
CET1 capital ratio increased 70 basis points to 16.1%, 590bps above the MDA threshold, largely due to lower RWAs and retained profit.
Total capital ratio increased by c70bps to 21.9%, with lower RWA and retained profits offsetting the reduction in AT1 securities in issue and the increased effect
from January 2021 of the CRD IV Grandfathering Cap rules that reduce the recognition of grandfathered capital instruments issued by Santander UK plc.
We drew further on TFSME in Q4 2021, with £31.9bn outstanding at the year-end. We repaid all TFS outstanding. We issued £2.8bn of MREL eligible senior
unsecured securities. Wholesale funding costs improved in 2021 with buy backs and maturities being refinanced at lower cost.
The RFB DoLSub LCR of 166% increased (2020: 150%) and remains significantly above regulatory requirements.
We paid £1,346m interim ordinary share dividends related to 2021 profit and an assessment of capital surpluses (2020: £103m). Dividends were paid in line
with our dividend policy following review and approval by the Santander UK Board.
Our structural hedge position remained broadly stable at circa £103bn, with an average duration of circa 2.6 years.
RWA reduced circa £6bn following a sale of our PSA shareholding to PSA Financial Services Spain, the transfer of Corporate & Investment Banking to the
London branch of Banco Santander SA, the sale of our London head office and the sale of a £0.6bn retail mortgage portfolio. These sales and transfers reduced
customer loans by £6.0bn.   
   
Alternative Performance Measures (APMs)
In addition to the financial information prepared under IFRS, this Annual Financial Report contains non-IFRS financial measures that constitute APMs, as defined in
European Securities and Markets Authority (ESMA) guidelines. The financial measures contained in this Annual Financial Report that qualify as APMs have been
calculated using the financial information of the Santander UK group but are not defined or detailed in the applicable financial information framework or under
IFRS.
We use these APMs when planning, monitoring and evaluating our performance. We consider these APMs to be useful metrics for management and investors to
facilitate operating performance comparisons from period to period. Whilst we believe that these APMs are useful in evaluating our business, this information
should be considered as supplemental in nature and is not meant as a substitute for IFRS measures.
A description of the Santander UK group’s APMs and their calculation, is set out below.
APM
Description and calculation
Non-interest income
Net fee and commission income plus Other operating income.
Stage 3 ratio
The sum of Stage 3 drawn and Stage 3 undrawn assets divided by the sum of total drawn assets and Stage 3 undrawn assets.
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Annual Report 2021
Santander UK plc    19
Governance
Our governance
Contents
The UK Corporate Governance Code 2018 (the Code) sets out the framework for premium
listed companies in the UK. Although the Company does not have premium listed shares
on the London Stock Exchange, and does not need to comply with the Code, the Board has
chosen to voluntarily adopt those principles of the Code that are considered appropriate
for the Company.
This Governance section details how the Company has applied and complied with the
principles and provisions of the Code. Any principles and provisions of the Code that are
not complied with are detailed in the Directors' Report. The Board confirms that we
complied with all of the provisions set out in the Code for the period under review, unless
otherwise detailed in the Directors' Report.
Governance
Board of Directors
Corporate Governance report
Chair's report on corporate governance
Directors' Remuneration report
Remuneration policy report
Remuneration implementation report
Board and committee membership and
attendance
How our governance supports the delivery of our strategy
Directors' report
All Directors are collectively responsible for the success of the Company. The Non-
Executive Directors exercise objective judgement in respect of Board decisions, and
scrutinise and challenge management. They also have various responsibilities concerning
the integrity of financial information, internal controls and risk management.
The Board is responsible for setting our strategy and policies, overseeing risk and
corporate governance, and monitoring progress towards meeting our objectives and
annual plans. It is accountable to our shareholder for the proper conduct of the business
and our long-term success, and seeks to represent the interests of all stakeholders.
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Santander UK plc    20
1 William Vereker
Chair
Appointed 1 November 2020 (Chair)
Previously Independent Non-Executive
Director from 1 October 2020.
Skills and experience
William is an experienced and well-
respected Banker, previously having served
as Global Head of Investment Banking for
UBS (2013 – 2018), and prior to that
holding a number of leadership roles at
Nomura, Lehman Brothers and Morgan
Stanley. From 2018 to 2019 he served as
the Prime Minister’s Business Envoy. He
was a Vice Chairman at JP Morgan until
October 2020. William has been a member
of the Nomination Committee since 1
October 2020.
Other principal appointments
Chair of Santander UK Group Holdings plc*.
Member of the UK Investment Council.
Member and Special Advisor of Delancey
Credit and Income Fund GP – Investment
Committee. Chairman of Gonville & Caius
Development Advisory Group.
Board Committee memberships
Board Nomination Committee
2 Lisa Fretwell
Independent Non-Executive Director
Appointed 1 January 2022
Skills and experience
Lisa has 25 years’ experience within the
financial services, technology, retail, and
manufacturing industries in both business
and consulting roles. She holds a first-class
honours degree in Chemical engineering
from the University of Birmingham and an
MBA from Cranfield Business School. She
was awarded Business Leader of the Year
by Women in Credit in 2020. Lisa joined
Santander from Experian, where she was
Managing Director of Experian UK’s Data
Business from 2019 - 2021. Prior to this,
Lisa held various senior roles at Cisco for
over 10 years, including Vice President of
Software and Operations and Managing
Director of Consulting Services and Internet
Business Solutions. Lisa also held roles at
Capgemini and Procter & Gamble before
joining Cisco.
Other principal appointments
Independent Non-Executive Director of
Santander UK Group Holdings plc*.
Board Committee memberships
Board Audit Committee
Board Risk Committee
Board Responsible Banking Committee
3 Annemarie Durbin
Independent Non-Executive Director,
Employee Designated Director,
Senior Ring-Fencing Director
Appointed 13 January 2016
Skills and experience
Annemarie has 30 years’ international
retail, commercial, corporate and
institutional banking experience
culminating in membership of Standard
Chartered’s Group Executive Committee
where she was Group Company Secretary.
Annemarie is an executive coach and
mentor.
Other principal appointments
Chair of Cater Allen Limited*. Non-Executive
Director and Chair of Remuneration
Committee of Persimmon Plc.
Board Committee memberships
Board Nomination Committee
Board Remuneration Committee
Board Responsible Banking Committee
Board Risk Committee
Board Audit Committee
4 Ed Giera
Independent Non-Executive Director,
Senior Independent Director
Ed was appointed Independent Non-
Executive Director on 19 August 2015 and
Senior Independent Non-Executive Director
on 7 April 2021.
Skills and experience
Ed’s executive career was with JP Morgan
Securities, the investment banking affiliate
of JP Morgan Chase & Co. where he held
positions as Global Head of Pension
Advisory, Head of Capital Markets for the
EMEA region, and other senior roles. Ed is
currently a Partner and Manager of
Boscobel Place Capital LLC, a private
investment partnership focused on the
global financial services sector, and
Principal of EJ Giera LLC, providing
corporate finance advisory and fiduciary
services. Ed was formerly a Non-Executive
Director at Pension Corporation Group
Limited, a holding company for the Pension
Insurance Corporation, where he chaired
the Board Audit & Risk Committee. He has
also served as a Non-Executive Director for
ICBC Standard Bank plc; for the Renshaw
Bay Real Estate Fund and Renshaw Bay
Structured Finance Opportunity Fund,
respectively; and for NovaTech LLC.
Other principal appointments
Independent Non-Executive Director of
Santander UK Group Holdings plc*. Non-
Executive Director of Rothesay Life Plc.
Board Committee memberships
Board Audit Committee
Board Nomination Committee
Board Responsible Banking Committee
Board Risk Committee
Board Remuneration Committee
5 Chris Jones
Independent Non-Executive Director,
Whistleblowers' Champion
Appointed 30 March 2015
Skills and experience
Chris was a partner at PwC from 1989 to
2014 and was a Senior Audit Partner
specialising in the audit of banks and other
financial services companies. He also led
PwC’s EMEA Financial Services practice. He
is a past president of the Association of
Corporate Treasurers and a former
Chairman of the Advisory Board of the
Association of Corporate Treasurers.
Other principal appointments
Independent Non-Executive Director of
Santander UK Group Holdings plc*. Audit
and Risk Committee member of the
Wellcome Trust. Independent Non-
Executive Director of Legal & General
Investment Management (Holdings)
Limited.
Board Committee memberships
Board Audit Committee
Board Remuneration Committee
Board Responsible Banking Committee
Board Risk Committee
Whistleblowers' Champion
* Part of the Banco Santander group.
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Santander UK plc    21
6 Mark Lewis
Independent Non-Executive Director
Appointed 16 December 2020
Skills and experience
Mark brings a track record of digital
transformation and growth across multiple
consumer businesses and sectors. Most
recently he was CEO of Moneysupermarket
Group plc, operating regulated
marketplaces across financial services,
travel and home services and helping UK
households save over £7bn from their bills.
Prior to this, Mark sat on the John Lewis
Management Board as Retail Director,
responsible for sales and operations across
48 UK department stores and online
channels serving 37 countries. He
previously served as Managing Director of
eBay UK and CEO of Collect+.
Other principal appointments
Mark is a Trustee of The Photographers
Gallery.
Board Committee memberships
Board Remuneration Committee
Board Responsible Banking Committee
Board Risk Committee
Antonio Simões
Banco Santander Nominated
Non-Executive Director
Appointed 30 April 2021
Skills and experience
Antonio is currently CEO of Spain and Head
of Europe for Banco Santander. He joined
the Banco Santander group in September
2020 as regional head of Europe with
managerial responsibility and oversight of
the bank’s businesses in Europe with
reporting lines from the country heads of
Spain, UK, Portugal and Poland. He joined
Banco Santander group from HSBC where,
for 13 years, he led a number of businesses,
both in London and Hong Kong. Most
recently he was CEO, Global Private
Banking and before that Antonio was CEO
for the UK and continental Europe. Before
joining HSBC, he was a partner at McKinsey
& Company in their London office and also
at Goldman Sachs.
Other principal appointments
Non-Executive Director of Santander UK
Group Holdings plc*. Trustee for the
Prince’s Trust International. Director of
PagoNxT SL (Spain)*.
* Part of the Banco Santander group.
8 Pamela Walkden
Banco Santander Nominated
Non-Executive Director
Appointed 1 October 2021
Skills and experience
Pamela has served in a number of senior
management positions predominantly at
Standard Chartered Bank, including as
Group Head of Human Resources, Chief Risk
Officer, Group Treasurer, Group Head of
Asset and Liability Management and
Regional Markets, Group Head of Internal
Audit, Group Head of Corporate Affairs and
Group Manager of Investor Relations.
In addition, she served as an independent
member of the UK Prudential Regulation
Authority (PRA) Regulatory Reform Panel
and as a member of the European Banking
Authority Stakeholder Group.
Other principal appointments
Non-Executive Director of Santander UK
Group Holdings plc* since 1 October 2021.
Independent Non-Executive Director and
Chair of the Audit Committee in Banco
Santander SA. Member of the Advisory
Board at JD Haspel Limited.
Board Committee memberships
Board Risk Committee
Board Nomination Committee
9 Dirk Marzluf
Banco Santander Nominated
Non-Executive Director
Appointed 7 May 2019
Skills and experience
Dirk joined Banco Santander as Group Head
of Technology and Operations in
September 2018. He joined Banco
Santander from AXA Group, where he
served as Group Chief Information Officer,
leading the insurance group’s technology
and information security transformation,
and overseeing its overall project portfolio
and acting as co-sponsor of its digital
strategy. His global technology leadership
roles include previous work at Accenture,
Daimler Chrysler and Winterthur Group. 
As Banco Santander Group Head of
Technology and Operations, Dirk leads the
information technology and operations
function and its strategic development.
Other principal appointments
Chairman of Santander Global Operations
SA* and Santander Global Technology SL.*
Director of Ebury Partners Limited.
10  The Rt Hon. the Baroness Morgan of
Cotes
Independent Non-Executive Director
Appointed 10 August 2021
Skills and experience
Nicky Morgan is a former MP, Cabinet
Minister and Chair of the House of
Commons Treasury Committee and is now
a member of the House of the Lords. She is
a qualified solicitor by background and
before being elected to Parliament spent
16 years with City law firms, focused on
mergers and acquisitions and advisory
work. Nicky possesses significant
experience as a senior leader of high-profile
large organisations, responsible for setting
and overseeing implementation of strategy
and communicating the organisation’s
narrative and capabilities. She brings a
wealth of experience from both a public
and private perspective of the financial
services sector, communications & media.
Other principal appointments
Non-Executive Director of Financial Services
Compensation Scheme, Careers &
Enterprise Company and Great Central
Railway plc. Chair of the Association of
British Insurers.
Board Committee memberships
Board Audit Committee
Board Responsible Banking Committee
Board Risk Committee
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Annual Report 2021
Santander UK plc    22
11 Nathan Bostock
Executive Director,
Chief Executive Officer
Nathan was appointed Executive Director
on 19 August 2014 and Chief Executive
Officer on 29 September 2014
Skills and experience
Nathan joined Santander UK from The Royal
Bank of Scotland plc (RBS), where he was
an Executive Director and Group Finance
Director. He previously held the post of
Group Chief Risk Officer, having joined RBS
in 2009. Nathan served on the Board of
Abbey National plc (now Santander UK plc)
as an Executive Director, from 2005 until
2009. He joined Abbey National plc in 2001,
holding a number of senior positions
including Chief Financial Officer and
Executive Director of Finance, Markets and
Human Resources.
Prior  to joining  RBS (now NatWest) he 
spent seven years  with Chase Manhattan
Bank, having previously qualified as a
Chartered Accountant at Coopers & Lybrand
(now PwC).
Other principal appointments
Chief Executive Officer of Santander UK
Group Holdings plc*. Member of the
Financial Services Trade and Investment
Board.
12 Madhukar (Duke) Dayal
Executive Director,
Chief Financial Officer
Appointed 16 September 2019
Skills and experience
Duke has extensive financial services
experience in a wide range of areas. Before
joining Santander UK, he worked for
Santander US* in Boston as CFO of
Santander Holdings* (April 2016 – July
2019) and President and CEO of Santander
Bank NA* (September 2017 – July 2019).
Prior to joining Santander, Duke was with
BNP Paribas for six years, where he served
as Chief Financial Officer for BNP Paribas
USA Holdings, BancWest and Bank of the
West in San Francisco. Before that he
helped lead a private equity start-up for JP
Morgan Chase & Co, Brysam Global
Partners. Prior to that, he spent eight years
with Citi in a variety of business and finance
roles in New York, California, South Korea
and Brussels.
Duke also served as a member of the
Executive Committee on the Board of
Trustees for the Institute of International
Banking in New York, as a Board member of
the Federal Home Loan Bank of Pittsburgh
and is on the Board of Governors for
Nottingham Trent University.
Other principal appointments
Chief Financial Officer of Santander UK
Group Holdings plc*.
13 Mike Regnier
Incoming Executive Director,
Chief Executive Officer
Mike will stand for election as Executive
Director and Chief Executive Officer at the
Company's AGM on 1 April 2022.
Skills and experience
Mike will be joining Santander UK from
Yorkshire Building Society (YBS), where he
was a Board member since 2014 and Chief
Executive since 2017. He previously held
the posts of Chief Commercial Officer and
Chief Customer Officer.
Mike began his career in strategic
management consulting with a focus on
Retail and Retail Financial Services. After
management positions at Asda, he joined
the banking sector and held a number of
senior positions at Lloyds Banking Group,
including Personal Current Accounts and
Credit Cards Director, and Products and
Marketing Director for TSB.
Mike has served as a Board Director of Visa
UK, and Chairman of the merchant acquirer
LTSB Cardnet. He was also Chair of the
Building Societies Association from 2019 –
2021. Mike holds an MEng in Engineering,
Economics & Management from Oxford,
together with an MBA from INSEAD.
* Part of the Banco Santander group.
For full bios visit:
www.santander.co.uk/uk/about-santander
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Annual Report 2021
Santander UK plc    23
My report describes the roles, responsibilities and activities of
the Board and its Committees.
The Board has been
focused on succession
planning and delivering
on  our transformation
programme for the
benefit of our
customers.
William Vereker
Chair
1 March 2022
Board activities
Read more on p28
Committee membership
and attendance
Read more on p36
Our governance
Maintaining high standards of corporate
governance are an essential element to
ensure the long-term sustainable success
of the Company.
In addition to the UK Corporate Governance
Code 2018 (the Code) (the standard against
which we measure ourselves), we also have
internal governance practices and rules
which are set out in a number of our key
documents, principally:
The UK Group Framework, which defines
clearly our responsibilities and
relationship with Banco Santander SA,
our ultimate shareholder, taking account
of our fiduciary and regulatory
responsibilities. This gives us the
autonomy to discharge our
responsibilities in the UK in line with best
practice as an independent board while
giving Banco Santander SA the oversight
it needs. Clarity of roles and
responsibilities is key to ensuring proper
accountability for decisions and
outcomes.
The Corporate Governance Framework,
which is designed to assist the Board of
Directors in discharging their
responsibilities and ensuring an
appropriate scheme of delegation
throughout the Santander UK group.
The Board’s schedule and activities are
planned to make sure that Directors have
regard to the matters necessary to promote
the success of the Company, including the
broader implications of their decisions for
all the Company’s stakeholders including its
shareholder. Details of how the Board has
achieved this are set out in the 'Stakeholder
voice in the boardroom' (Section 172
statement) in the Strategic report. Our
statement of compliance with the Code can
be found in the Directors' report.
Ring-fencing governance
The substantive business of the Santander
UK group is conducted by Santander UK plc,
our principal ring-fenced bank (RFB). Ring-
fenced banks operate within governance
rules defined and overseen by the PRA who
have granted Santander UK plc certain ring-
fencing governance rule modifications,
subject to various safeguards. This allows
for certain overlaps of the Board and senior
management of Santander UK Group
Holdings plc and Santander UK plc,
recognising our ownership structure and
chosen ring-fencing business model.
The key ring-fencing safeguards include:
The requirement to have at least three
ring-fenced bank Independent Non-
Executive Directors (INEDs), of whom
none are employees or directors of any
other member of the ring-fenced bank's
group other than a ring-fenced affiliate
(referred to as Double INEDs (DINEDs));
and one of whom is designated senior
ring-fencing director (SRD) responsible
for making sure that processes to identify
and manage any conflicts of interest
between the RFB and other members of
the RFB's group are operating effectively.
The DINEDs and SRD have certain veto
rights designed to protect the interests of
the RFB.
The requirement for an approved person
who is part of the RFB risk management
function and who is not a director of,
employed by, or has any responsibilities
for any other member of the RFB group
other than a ring-fenced affiliate (RFB
Risk Officer). The RFB Risk Officer has
certain specific responsibilities in relation
to identifying conflict matters.
the Board and Committees of the two
companies continue to be run
substantially simultaneously to ensure
efficiency and effectiveness whilst
guaranteeing the independence and
autonomy of RFB are appropriately
protected. Under PRA rule modifications,
the RFB Board and Board Committees
must hold separate meetings at least
twice a year to consider matters specific
to the ring-fenced bank. The separate
Board and Board Committee meetings of
the RFB took place in July and December
2021.
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Annual Report 2021
Santander UK plc    24
At 31 December 2021, the four DINEDs of
Santander UK plc were Garrett Curran,
Annemarie Durbin, Mark Lewis and Nicky
Morgan. In addition, Annemarie Durbin acts
as the SRD of Santander UK plc.
In addition, the Board Committees of the
RFB must comprise at least one DINED
member (or two DINED members for the
Board Audit Committee and the Board Risk
Committee). Santander UK Group Holdings
plc continues to benefit from the
knowledge, skills and experience of the
DINEDs, where appropriate, in the
simultaneous Board and Committee
meetings of both companies.
Board membership
At 31 December 2021, the Board of
Santander UK Group Holdings plc consisted
of the Chair (independent on appointment),
two INEDs, two Group appointed Non-
Executive Directors (GNEDs) and two
Executive Directors (EDs). The Santander UK
plc Board, at 31 December 2021, consisted
of the Chair, six INEDs, two EDs and three
GNEDs. The Board composition does not
comply with the Code because our
shareholder requires a maximum of  50%
of the Board, including the Chair, to be
independent.
Through the Board Nomination Committee,
we make sure we have the right mix of
individuals on the Board, giving an
appropriate balance of knowledge, skills,
experience and perspectives. Our aim of
ensuring orderly succession for Board
positions is supported by continuous and
proactive processes. We take into account
our strategic priorities and the main trends
and factors affecting the sustainability and
success of the business. We oversee and
regularly review the development of a
diverse pipeline for succession.
Changes to Board membership are set out
in the Directors' report. During the year,
Antonio Simoes Nicky Morgan and Pamela
Walkden joined the Board as NEDs. In
addition, we appointed Mike Regnier as CEO
and Lisa Fretwell as an INED with these
appointments taking effect in early 2022.
All these appointees have valuable skills
and experience of financial services, digital,
strategy, development and execution and
transformation. On behalf of the Board, I
would like to thank Susan Allen, Garrett
Curran, Genevieve Shore, Tony Prestedge,
Ana Botin and Bruce Carnegie-Brown who
stepped down during 2021 for their
invaluable service to the Board and the
Company.
All aspects of diversity form part of our
Board succession planning process. In 2021
we set an aspirational target of having a
minimum 33% and overall aim of 50%
female representation on the Board by
2030 and at least one member from an
ethnic minority by 2022. At 31 December
2021 we achieved 25% female
representation and at least one member
from an ethnic minority, with the level of
female representation increasing to 33% on
1 January 2022 with the appointment of
Lisa Fretwell.
Director inductions and training
The Company Secretary supports the Chair
in designing individual inductions for NEDs,
which include site visits and cover topics
like strategy, balance sheet and capital, key
risks and current issues including the legal
and regulatory landscape. The delivery of
our tailored NED induction programme for
our new appointments continued through
2021, appropriately adapted in light of the
pandemic to include a number of virtual
site visits and interactions.
Lisa Fretwell, Antonio Simoes and Pamela
Walkden and Nicky Morgan are benefiting
from tailored induction programmes
phased over a period of 12 months, which
includes meeting with senior management,
mentoring and site visits to branches,
where appropriate and in a Covid-19 safe
way.
Throughout 2021, we continued to deliver
workshops for the Board to further develop
their knowledge and understanding of key
business issues including financial crime
(including back book remediation), strategy,
recovery and resolution, climate change,
operational resilience, culture, responsible
banking and mortgages.
Views of the workforce at the Board
Annemarie Durbin is the designated NED
responsible for ensuring that the views of
the workforce are made known to the
Board.
During 2021, as well as extensive reporting
on people issues to the Board (including the
impacts of the pandemic on colleagues),
Annemarie participated in focus groups,
management forums and development
workshops. She also had regular meetings
with the Head of Culture, Inclusion and
Experience to discuss matters like the
employee voice and engagement survey
results.
Board Committees
The Board delegates certain responsibilities
to Board Committees to help discharge its
duties. The Committees play an essential
role in supporting the Board, giving focused
oversight of key areas and aspects of the
business. The role and responsibilities of
the Board and Board Committees are set
out in formal Terms of Reference. These are
reviewed at least annually as part of the
Corporate Governance Framework review.
Except for the Board Nomination and Board
Risk Committees which have one GNED, all
Committees are composed of INEDs only.
Additionally, the Board Committees of
Santander UK plc met twice during the year,
independently from the Board Committees
of Santander UK Group Holdings plc.
Further details of the roles and
responsibilities of the Board Committees
are found below and should be read in
conjunction with the Chair's reports of each
of the Board Committees as set out in the
Santander UK Group Holdings plc Annual
Report.
Board Nomination Committee
Succession planning
The Committee leads a formal, rigorous
and transparent process for the
identification, nomination and
recommendation of candidates for
appointments to the Board and senior
management. Part of the process is
ensuring that there are succession plans in
place for both Board and key management
positions encompassing internal and
external candidates and that there is a skills
and diversity matrix which takes account of
the future strategic direction of the
Company and its needs.  This matrix is also
used to track the Board's strengths and
identify any gaps in its desired collective
skills profile.
While appointments are based on the merit
of the individual candidates and objective
criteria they also aim to promote diversity,
in its broadest sense, to complement and
strengthen the overall Board and its
Committees' skills, knowledge and
experience. Any appointment also takes
account of all legal and regulatory
requirements.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Chair’s report on corporate governance continued
Annual Report 2021
Santander UK plc    25
Board effectiveness
As explained in last year’s report, the
external evaluation of the Board was
delayed by a year to 2021. This was to
allow new Board members such as myself
to transition and for new Board processes
to be established and tested, giving more
meaningful observations for the ongoing
operational effectiveness of the Board and
its Committees. The evaluation was
facilitated by Boardroom Review Limited
(BRL) who have no other connection to
Santander or any individual Directors, and
commenced in October 2021.
Dr Tracy Long of BRL both interviewed and 
attended each of the Board and Board
Committee meetings to inform her report. 
The results were shared with me and each
Committee Chair and then considered by
the Board as a whole at its meeting in
January 2022. The review concluded that
while the Board and its Committees were
operating effectively, there were a number
of areas in which performance could be
improved. The report categorised these
areas as (i) Board Leadership and
Governance; (ii) the work of the Board:
Strategy; and (iii) the work of the Board:
Risk, Control and People.
In each of these areas, there were several
challenges for the Board and
recommendations as to the factors to
consider. A number of the challenges and
recommendations applied to one or more
of the Board's Committees as well as the
Board itself and it was therefore felt
appropriate to agree the challenges and
actions to address them at the Board.
Diversity, inclusion and engagement with
stakeholders
In 2021 we set an aspirational target of
having a minimum of 33% and overall aim
of 50% female representation on the Board
by 2030 and at least one member from an
ethnic minority by 2022.At 31 December
2021, 27% of Executive Committee
members were female and 26% of
Executive Committee members' direct
reports were female. In February 2019, the
Board confirmed our ambition to increase
representation of Asian, Black and other
Minority Ethnic colleagues in senior roles
(excluding Board members) to 14% (+/-2%)
by 2025.
Board appointments are made on merit by
assessing candidates against measurable
objective criteria. We recognise that a
diverse and inclusive Board should result in
a broad strategic perspective. Therefore, we
strive to maintain a Board in which a diverse
range of skills, knowledge and experiences
are combined in an environment which
values the input of every director and due
regard will be given to this when identifying
and selecting candidates for Board
appointments.  The Board Diversity and
Inclusion Policy is available at
www.aboutsantander.co.uk.
Annual review of Director interests, fees
and conflicts of interest
In 2021, the Committee continued to
review the time commitment and Directors’
potential conflicts of interest to ensure that
any such conflicts are managed
appropriately and in compliance with CRD
IV and ring-fencing requirements. External
appointments must be agreed with the
Chairman and disclosed to the Board,
before appointment, with an indication of
time involved.  No significant external
appointments were undertaken by any
Directors. The Company’s Articles of
Association contain provisions that allow
the Board to consider and, if it sees fit, to
authorise situational conflicts.
Board Remuneration Committee
Details of the structure of our remuneration
arrangements and the activities of the
Remuneration Committee in the year are
provided in the Remuneration Committee
Chair's Report, Remuneration Policy and
Implementation Reports.
Board Audit Committee
All Committee members, including the
Chair, are INEDs. The members of the RFB
Committee in 2021 were Chris Jones, Ed
Giera, Annemarie Durbin, Genevieve Shore
(until 31 June 2021), Garrett Curran (until
31 December 2021) and Nicky Morgan
(from 10 August 2021).  Lisa Fretwell joined
the Committee with effect from January
2022.
The use of assumptions or estimates and
the application of management judgement
are an essential part of financial reporting. 
During the year, credit provisioning was the
main consideration for financial issues/
judgements. We considered the
appropriateness of assumptions
(particularly considering Covid-19),
customer remediation, litigation and
regulatory provisions and  pension related
obligations.
The overall approach to address these
issues was to:
Note that applying management
judgements on IFRS 9 ECL provisioning
was highly challenging given the unusual
and unique circumstances because of
Covid-19.
Scrutinise the level and adequacy of
customer remediation, litigation and
other regulatory provisions and challenge
the reasonableness of management's
assumptions throughout the year.
In relation to pensions, review the
approach to and outcome of principal
assumptions, including illiquid assets
valuation.
Review the outcome of management's
assessment of any potential impairment
of goodwill and noted the decrease in
'headroom' arising from a higher capital
allocation to our Retail Banking business
which was partially offset by higher
profitability.
To ensure the activities, quality and
experience of the Internal Audit Function is
appropriate for the business, the
Committee:
Approves the annual plan and receives
regular updates against that plan.
Receives regular updates on operational
effectiveness, appropriateness of skills,
experience and resources.
Feedback on interactions with
management and our external auditors.
Conducts a review (every five years),
evaluating conformance with the
standards of the Chartered Institute of
Internal Auditors, along with
performance and effectiveness relative to
industry peers. The next review is due by
2023.
The Committee continued to develop and
oversee the interaction with PwC who were
appointed as auditors in 2016. Laura
Needham was lead audit engagement
partner from March 2021. The
independence of PwC was considered and
monitored throughout the year and the
Committee satisfied itself that PwC had
met the independence requirements. The
effectiveness of the auditors is evaluated
once the year end process is completed by
means of a questionnaire and review by the
Committee.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Chair’s report on corporate governance continued
Annual Report 2021
Santander UK plc    26
We have a robust policy on non-audit
services provided by our External Auditors.
Non-audit services were under continuous
review throughout 2021 to determine that
they were permitted by reference to their
nature, assessing potential threats and
safeguards to auditor independence as well
as the overall ratio of audit to non-audit
fees. All assignments require advance
approval, either by the Chair (or in his
absence his alternate), under delegated
authority for amounts under £250,000 plus
VAT or, if larger, by the Committee. This
process is in addition to the requirement for
all non-audit fees to be approved by the
Banco Santander Audit Committee. 
Following a formalised assessment, the
Committee satisfied itself as to the rigour
and quality of PwC’s audit process.
The Committee continues to oversee
whistleblowing arrangements,
effectiveness of underlying procedures and
review the Santander UK's annual
whistleblowing report prior to submission
to the Board. It also receives a report from
the Disclosure Committee on whether the
Annual Report is fair, balanced, and
understandable and whether it provides the
information necessary for readers to assess
Santander UK's financial position and
performance, business model and strategy. 
Board Risk Committee
The Committee undertook a thorough
assessment of the Company's emerging
and top risks, including financial,
operational, and compliance controls. Our
top risks and emerging risks are discussed
in the Risk Review section of this report. The
process for identifying, evaluating, and
managing the Company's emerging and top
risks is integrated into the overall risk
governance framework. Regularly, the
Committee reviews and discusses a
consolidated enterprise-wide risk report to
ensure that they are satisfied with the
overall risk profile, risk accountabilities, and
mitigating measures.
Board activities
The Chair, with the CEO and Company
Secretary, supported by the Directors and
senior management, make sure that the
Board has an appropriate schedule. This is
focused on the opportunities to drive
growth and profitability of the business,
transformation to support the future
success of the business, business
performance and risk management,
customer experience and outcomes. It
includes the Company's digital strategy,
ensuring the Company is run in a
responsible and sustainable way in the
interests of its stakeholders, and ensuring
that the Company’s culture is aligned with
its purpose, values and strategy.
The Board ensures regular contact with
management and colleagues through a
number of means. These include inviting
relevant business and function heads to
present to the Board or its Committees on
latest developments; permitting observers
as part of individual senior managers’
development plans; scheduling regular
meetings for Committee Chairs to meet
with relevant senior managers; site visits by
one or more NEDs, and topical or technical
workshops. Senior leaders are also
available to the NEDs for advice and
support throughout the year. 
The Board regularly monitors progress
against the strategic priorities and
performance targets of the business, and
during 2021, once again held a separate
Board Strategy day as its processes
returned to more normal ways of working.
Presentations at this meeting included a
review of the overall strategy, progress
against the 3-year business plan set in
2019 (covering 2020 – 2023), economic
outlook, scenario analysis and potential
financial impact. Having reviewed the
strategic context, the Board discussed
opportunities for growth (organic and
inorganic) across each business division
with a focus on initiatives to enhance
customer experience and outcomes. Each
opportunity was assessed having regard to
its incremental contribution to profit
relative to capital and resource needs and
inherent risks. The Board remained focused
on the execution of strategy and responding
to the challenges the business faced due to
Covid-19, working closely with the
government on the implementation of their
support programmes.
From June 2021, Board meetings were held
as hybrid meetings with an increasing
number of directors physically present. The
Board received deep dives on a number of
areas complemented with external speaker
workshops to consider important topics in
depth and engage with key stakeholders.
To ensure the most effective use of the
time at Board meetings, in addition to the
delegation of certain responsibilities to the
Board Committees, the Chair holds informal
discussions with Board members. The
INEDs also met on several occasions
without management and once without the
Chair to assess his performance.
Further details of the Board activities in
2021 are set out on the following page.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Chair’s report on corporate governance continued
Annual Report 2021
Santander UK plc    27
Summary of Board activities in 2021
The Board aims to consider the views of all impacted stakeholders, whilst acting in the best interests of the Company and its members as a
whole, as set out in the Section 172 statement ('Stakeholder voice in the Boardroom') in the Strategic report. Activities in 2021 included:
Theme
Action taken by the Board and outcomes
Strategy
including One
Europe and
Banco
Santander
Following on from the Board Strategy Day, considered and challenged management’s proposals to drive growth in our
Retail Banking business and progress our digital journey.
Reviewed our customer segment strategy, experience and sentiment, including a deep dive on our Net Promoter Score
(NPS) including key driver analysis, interrelationship between variables and initiatives to improve the NPS trend.
Revalidated the Corporate & Commercial Banking Business Strategy and opportunities for growth following the
transfer of the Corporate & Investment Banking business to the Banco Santander London Branch.
Reviewed and challenged our marketing and brand strategy with a view to developing a coherent brand narrative
aligned with our ambition to be a ‘digital bank with a human touch’.
Considered specific M&A market opportunities to accelerate growth.
Progressed implementation of the One Europe operating model to drive synergies and collaboration across Europe
including establishing centres of excellence for Financial Crime and Payments.
Reviewed initiatives to leverage resources and capability across the Europe region and the Banco Santander group,
including a common payments platform, banking application (OneApp) and global cards business.
Business,
Customer and
Transformation
Reviewed, challenged and approved the 3-year business plan (2022-2024) and the annual Budget, including cost
efficiencies and associated risk assessments.
Reviewed, challenged and remained apprised of the performance of the business divisions and functions, strategic
business opportunities, developments with customer experience and the Company's transformation programme.
Received regular updates on progress to reduce operating expenses in line with the One Europe cost reduction ambition
Received regular updates on the competitive landscape, the UK economy and banking sector including changes
resulting from Government initiatives, regulatory change requirements or in response to Covid-19.
Considered Financial Crime, including approval of risk appetite and oversight of programmes to accelerate controls
enhancement and regulatory engagement, as well as back book remediation.
Received regular updates on IT infrastructure and systems including remediation activity to mitigate the risk of IT
network outages following the May 2021 outage incident, as well as the duplicate payments issue in December 2021.
Reviewed and approved the response to implementing the High Cost of Credit Review and changes to current accounts.
Regulation,
Balance Sheet
and Capital
Reviewed, challenged and approved the ICAAP, ILAAP, adequacy and effectiveness of stress-testing and capital
management, AT1 Payments and ordinary and preference share dividend payments in line with PRA guidance.
Considered and approved a mortgage RWA optimisation transaction.
Submitted to the Bank of England results to the annual cyclical and solvency stress test submissions. 
Submitted a self-assessment of resolvability to the PRA in line with the BoE Resolvability Assessment Framework.
Received regular updates on capital planning.
Considered asset and liability management activities and was apprised of regulatory developments.
Risk and
control
Received regular enterprise-wide risk updates from the CRO, together with updates on specific risks, such as third-party
outsourcing, IT, data management, financial crime, fraud, climate change and inflation.  The Board closely monitored
overall operational risk given the ongoing execution of the extensive transformation agenda.
Approved/adopted changes to the Risk Framework as part of the annual review, including the introduction of a new
minimum standard to ensure each business area and risk type considers risks posed by climate change.
Received annual reports on whistleblowing and cyber security, considering the effectiveness of such arrangements.
Reviewed and began refining of the Operational Resilience programme to comply with PRA and FCA final rules.
Approved the submission to the BoE results from the Biennial Exploratory Scenario Stress Test for Climate Change.
People and
Culture
Received updates on issues including talent management & succession planning, gender pay, and diversity & inclusion.
Received updates on culture, considering our long-term strategic direction and cultural priorities following employee
feedback and assessment findings from the Banking Standards Board.
Considered succession planning across all key control and support functions.
Reviewed the model for our future ways of working.
A number of Board members also participated in a workshop delivered to the Board Responsible Banking Committee to
define our culture ambition and strategy with a view to simplify and streamline culture priorities, our values and
behaviours and enhance its relevance for our people.
Governance and
Responsible
Banking
Approved the appointment of new NEDs and the Company Secretary.
Reviewed, challenged and approved the Annual Report.
Received regular verbal updates of Board Committee activity from their respective Committee Chairs.
Approved a revised Banco Santander Subsidiary Governance Model for subsidiaries, and certain Corporate Frameworks.
Approved policies including a new Board level Conflicts of Interest Policy, Board Diversity & Inclusion Policy, Policy for
the Suitability, Selection and Succession of Board members and Policy on Regulatory Documents on the
recommendation of the Board Nomination Committee.
A number of Board members also participated in a workshop delivered to the Board Responsible Banking Committee to
define what responsible banking means to the Company; our areas of focus; and set targets to measure our progress.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Chair’s report on corporate governance continued
Annual Report 2021
Santander UK plc    28
Basis of preparation
This report has been prepared on behalf of
the Board by the Board Remuneration
Committee. We comply with the statutory
reporting obligations for large private
companies. Furthermore, we follow the UK
Corporate Governance Code 2018 (the
Code) where appropriate in order to
practice best standards of corporate
governance, and other listed disclosure
requirements to the extent considered
appropriate.
Accordingly, several voluntary disclosures
relating to remuneration are presented in
this report.
Remuneration policy for Executive
Directors (EDs)
Our remuneration policy, which applies to
EDs, is outlined below. Remuneration is
structured in two elements: fixed and
variable pay. Fixed pay is set at market
competitive levels appropriate for the role.
Variable pay rewards the delivery of
internal financial targets, key strategic
priorities and individual performance,
subject to risk adjustment.
Remuneration policy applicable to
Executive Directors in the year
Fixed pay
Principle and description
Policy
Base salary
To attract and retain EDs of sufficient
calibre and with the skills to deliver our
strategy, taking into account the
demands and complexity of the role.
Base salaries are normally reviewed annually. In reviewing base
salaries the Committee considers a number of factors, including:
The skills required and responsibilities of the role alongside the
market value of those attributes;
The requirement for base salaries to be set at a level to avoid
inappropriate risk taking;
Base salary increases across the colleague population; and
Prevailing market and economic conditions.
Pension
arrangements
To provide a discrete element of the
package to contribute towards
retirement.
All EDs receive a cash allowance in lieu of pension, in line with the
average level of pension provision available to the broader
workforce, currently 9% of salary.
Other benefits
To offer a competitive package and to
support employee wellbeing.
Including but not limited to: private medical insurance for EDs and
their dependants, life assurance, health screening, and relocation
allowances where relevant.
Access to Santander UK’s all-employee share schemes on the same
terms as all UK employees.
Variable pay
Principle and description
Policy
Variable pay plans
The Variable Pay Plan aims to motivate
EDs to achieve and exceed annual
internal targets within Santander UK’s
Risk Appetite and in alignment with our
business strategy and values.
Multi-year deferral, further
performance testing and delivery in
Banco Santander SA shares aligns EDs’
interests to the long-term interests of
Santander UK.
Part of the award is deferred according
to the requirements of the PRA
Rulebook (Remuneration Part).
The long-term Transformation Incentive
Plan recognises the collective
achievement of key financial and non-
financial internal targets associated
with the bank's ongoing transformation.
Bonus awards under the Variable Pay Plan are discretionary and
determined by reference to performance against a scorecard of
financial and non-financial goals, as well as individual performance.
40% of any bonus awarded is paid upfront after the performance
year ends, and delivered at least half in shares or share-linked
instruments.
60% of the bonus awarded is deferred and delivered in equal
tranches over years three to seven, with each tranche delivered at
least half in shares or share-linked instruments.
For EDs, the first three of five deferred award tranches are subject to
further performance testing, which may reduce the level of payout,
but not increase it.
The Transformation Incentive is based on performance assessed
over a three year period with further deferral into cash and share
based awards in line with regulatory requirements.
Share based awards are subject to a minimum twelve-month
retention period following vesting.
Malus and clawback provisions apply to variable pay for up to ten
years following the grant of an award.
The structure of variable pay awards means EDs acquire a
meaningful shareholding in Banco Santander SA which may extend
for a significant period post-employment. In addition, the CEO is
subject to a Shareholding Policy, which ensures alignment with the
long-term interests of Banco Santander shareholders. The
requirement under the policy is set at two times the incumbent’s net
salary upon appointment. A formal post-employment shareholding
requirement is not in place.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Remuneration policy report
Annual Report 2021
Santander UK plc    29
Our remuneration policy continues to meet
regulatory requirements. Santander UK
applies a 2:1 variable to fixed pay cap in line
with approvals granted to Banco Santander
SA by its shareholders. For control function
staff, a lower ratio of 1:1 is applied, apart
from in exceptional circumstances.
Executive remuneration policies
and principles
Our core values of Simple, Personal and Fair
drive our remuneration policy. We focus on
delivering a reward framework that is easily
understood, tailored to individual roles,
competitive and fair.
The key drivers of our Remuneration
Policy
Alignment to culture
To design policies aligned to the long-
term success of the business which
support the delivery of our strategy and
reinforce our values.
To base variable pay on a balanced
scorecard of quantitative and qualitative
metrics which reflect our strategic
priorities across Customers,
Shareholders, People and Sustainability.
This ensures that our day-to-day
activities align with Santander UK’s over-
arching strategy and our aim of being the
best bank.
Simplicity
To ensure our approach to remuneration
is transparent and easily understood.
To operate clear structures to support
each colleague to link their contribution
to the success of the organisation.
Risk
To apply a consistent approach to reward
for all our employees which upholds our
prudent approach to Risk Appetite set as
part of a Santander UK-wide framework.
Risk adjustment occurs at individual and
bonus pool level.
To provide a package that is balanced
between fixed and variable pay, and
short-term and long-term horizons,
which aligns to our strategy whilst
promoting prudent risk management.
To ensure remuneration is compliant
with applicable regulations and
legislation.
Fairness
To take into account an assessment of
the EDs' performance against objectives
set at the start of the year covering a
range of financial, non-financial,
quantitative and qualitative criteria.
To set robust and stretching internal
targets and reward exceptional
performance.
To attract, retain and motivate
employees of the highest calibre by
providing total remuneration which
reflects individual and Company
performance, is competitive, reflects the
responsibilities of the role and drives the
organisation’s growth and
transformation.
To consider wider employee pay when
determining pay of our Executives.
Clarity
The Committee reviews remuneration
reporting on an annual basis against
principles of best practice and
developments in corporate governance,
including the Code. Our reporting is
designed to be transparent to promote
effective stakeholder engagement,
whilst reflective of our structure.
Predictability
The Committee annually reviews the
variable pay opportunity for individuals
and the basis of the pool calculation. Due
to commercial sensitivity, these are not
disclosed as per the provisions of the
Code. Directors’ remuneration is within
the variable pay cap as approved by
Banco Santander SA shareholders and set
out above.
Executive Director pension alignment
In 2018, following developments in
corporate governance and best practice, the
Committee took the decision to reduce
pension allowances for new EDs to 9% of
salary, in line with the wider workforce
average.
In 2019, the Committee decided to extend
this approach to existing EDs, namely the
CEO, on a phased basis and from 1 January
2021 this is aligned with the current
workforce average.
On recruitment
When appointing a new ED, base salary is
set at a market competitive level
appropriate for the role, taking into
consideration a range of factors including
role scope and responsibilities, internal and
external peer groups,  relevant experience,
and affordability.
Unless determined otherwise, any new ED
will receive a pension allowance in line with
the wider workforce average, currently 9%
of salary. Benefits available will typically be
aligned to the wider employee population.
Other elements of remuneration will be
established in line with the Remuneration
Policy, as set out in the EDs’ remuneration
structure table in this report.
Relocation support and international
mobility benefits may also be given. Where
provided, relocation assistance will
normally be a capped amount for a limited
time. For an overseas appointment, the
Committee will have discretion to offer
benefits and pension provisions which
reflect their home country market practice
and align to relevant legislation.
Buy-out awards
Compensation may be provided to EDs
recruited externally for the forfeiture of any
award on leaving their previous employer.
The Committee retains discretion to make
such compensation as deemed appropriate
to secure the relevant ED’s employment
and will ensure any such payments align
with both the long-term interests of
Santander UK and the prevailing regulatory
framework.
Such payments will be in line with the
awards foregone as a result of leaving the
previous employer taking into account
value, form of awards, vesting dates and
the extent to which performance conditions
applied to the original awards.
Service agreements
The key terms and conditions of
employment are set out in individual
service agreements. These agreements
include a notice period of six months from
both the ED and the Company.
The agreement reserves a right for the
Company to terminate employment
immediately with a payment in lieu equal
to the ED's fixed pay for the notice period. In
the event of termination for gross
misconduct, neither notice nor payment in
lieu of notice is required.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Remuneration policy report continued
Annual Report 2021
Santander UK plc    30
Termination payments
The impact on remuneration of variable pay
and/or any termination payment for an ED
leaving the Company reflects the terms of
the service agreements, relevant scheme
rules, regulatory requirements and the
Committee’s policy relevant to the reason
for leaving.
Outstanding variable pay awards will
generally lapse on termination, other than
where an individual is considered a ‘good
leaver’. Where an ED is a good leaver,
eligibility to variable pay awards will
normally subsist until the relevant
scheduled payment dates.
The Committee determines whether an ED
is a good leaver. Usual good leaver
circumstances include but are not limited
to: injury, ill-health, disability, redundancy,
retirement and death. The Committee may,
at its discretion, determine an ED a good
leaver in any other circumstances.
A framework is in place to guide the
Committee to determine the discretionary
circumstances when good leaver status is
appropriate. Other than a payment in the
event of redundancy, there are generally no
other payments upon termination of
employment for EDs.
In the event of a change in control, any
outstanding variable pay awards will be
treated in line with the relevant scheme
rules, taking into account the applicable
regulatory requirements.
Risk and Performance adjustment
We continue to ensure that the regulatory
requirements in respect of risk and
performance adjustment are met for our
colleagues. All variable remuneration is
subject to adjustment for current and future
risks through our Additional Risk
Adjustment Standard which is linked to our
Board approved Risk Appetite.
The Standard provides both a formula-
based assessment against Santander UK’s
Risk Appetite and an additional qualitative
risk event assessment that can reduce the
bonus pool or individual awards to nil at the
Committee’s discretion. Given commercial
sensitivity, the Committee does not provide
annual detail on the application of
discretion as required by the Code.
Our Individual Remuneration Adjustment
Standard provides a framework for the
process, governance and standards
relevant for decisions in relation to
individual performance adjustments
following an incident, including the
application of malus and clawback.
Performance adjustments may include, but
are not limited to:
Reducing an award for the current year;
Reducing the amount of any unvested
deferred variable remuneration;
Requiring an award which has not yet
been paid to be forfeited; and
Requiring repayment on demand (on a
net basis) of any cash and share awards
received at any time for a period of up to
ten years following the date of award.
The Committee has full discretion to
prevent vesting of all or part of an amount
of deferred remuneration and/or to freeze
an award during an ongoing investigation in
a number of circumstances, including:
Colleague misbehaviour, misconduct or
material error;
Material downturn in the performance of
Santander UK or a relevant business unit;
and
Santander UK or a relevant business unit
suffering a material failure of risk
management.
When determining variable pay awards for
individuals performing roles across
Santander UK plc and Santander UK Group
Holdings plc, the Santander UK Group
Holdings plc Board Remuneration
Committee will apply any necessary
discretion based on factors related to UK
group entities outside of Santander UK plc.
This discretion is subject to validation by the
Santander UK plc Board Remuneration
Committee.
The Committee seeks input from the Chair
of the Board, Chair of the Board Risk
Committee, Chair of the Board Audit
Committee, Chief Risk Officer, Chief Legal
and Regulatory Officer, Chief HR Officer and
Chief Internal Auditor when determining
whether any performance or risk
adjustments are required.
Policy for all employees
Our performance, reward and benefits
approach across the Company supports and
drives our business strategy, rewards
strong performance and reinforces our
values within the approved risk
management framework. The general
principles of the Remuneration Policy
broadly apply across all colleagues where
appropriate, and are designed to facilitate
recruitment, motivation and retention
whilst driving performance.
The composition of remuneration packages
for EDs is aligned with the broader
colleague population, comprising salary,
pensions and benefits and eligibility for
discretionary variable pay dependent on
role and responsibility. The level of pension
allowance for all current EDs  is aligned
with the current average employer
contribution for the wider workforce.
The Committee annually approves the
operation of variable reward schemes for
all our colleagues to ensure they reward
appropriate behaviour and do not
incentivise activities which are outside risk
appetite.
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Annual Report 2021
Santander UK plc    31
Introduction
This section of the report outlines how our
Remuneration Policy was implemented for
2021.
Variable Pay Plan
To incentivise and reward EDs for achieving
superior and sustained performance, our
Directors participate in an annual variable
incentive plan. A balance of financial and
non-financial performance metrics are
selected annually by the Committee and
are aligned with our strategy as measured
over the financial year. Multi-year deferral,
further performance testing and delivery in
Banco Santander SA shares ensure that EDs’
interests are aligned to the long-term
interests of the business.
Both upfront and deferred awards are
made at least half in shares or share-linked
instruments. The deferred element is
delivered over seven years, with the first
three deferred tranches of awards subject
to further performance testing against
long-term metrics which can reduce but
not increase the overall level of awards.
Awards delivered in shares or share-linked
instruments are subject to an additional
one-year retention period from the point of
delivery.
The 2021 Variable Pay Plan pool was
determined based on a range of metrics
using a balanced scorecard approach as
follows:
Quantitative assessment
A quantitative assessment is undertaken
against a balanced scorecard of financial
and non-financial metrics that are key to
Santander UK’s 2021 strategy. Performance
metrics are reviewed annually to ensure
continued alignment with strategy and, for
2021 a simplified scorecard comprised:
Customers (Net Promoter Score)
Shareholders
Risk (Cost of credit)
Capital (Contribution to Banco
Santander group capital)
Profitability (RoTE)
Sustainability (Financial empowerment)
People (Employee Engagement).
A profit underpin applies which requires
Profit after Tax to remain positive in order
to pay any award, with a reduced pool
should profit reduce substantially from the
prior year.
Qualitative assessment
A qualitative assessment adds context to
the quantitative assessment and ensures a
balanced view of performance is taken.
Performance is assessed across metrics
including sustainability of capital, conduct
risk and contribution to Banco Santander
group's Responsible Banking commitments.
Banco Santander Group Multiplier
The Committee has the discretion to adjust
the pool upwards or downwards to reflect
overall Banco Santander performance if
appropriate.
Regional Adjustment
A Regional Adjustment was introduced in
2021. The Committee has the discretion to
adjust the pool upwards or downwards to
reflect the UK's contribution to
performance of the Banco Santander
group's European Region (comprising
Spain, Portugal, Poland and the UK).
Exceptional Adjustment
Intended to cover unexpected factors or
additional internal targets not covered by
the quantitative or qualitative assessments.
This may also include adjustments not
covered in the qualitative assessments,
including major risk events. No exceptional
adjustments were applied to the 2021
variable awards for EDs.
UK-focused risk adjustment
Linked to Santander UK’s Risk Appetite, this
provides both a formula-based assessment
against Risk Appetite and an additional
qualitative risk event assessment overlay,
including consideration of other risk
appetite limit breaches such as reputational
risk and financial crime risk. This can result
in a downward risk adjustment of up to
100% of the bonus pool or individual
awards at the discretion of the Committee.
The Committee reviews and approves
remuneration governance and frameworks
on an annual basis to ensure continued
compliance with the relevant regulatory
rules, including for ring-fencing.
Individual assessment
The allocation of the pool is based on an
individual's performance, taking into
account a range of factors including
behaviours, conduct and risk.
Deferred long-term awards
The payment of the first three deferred
tranches of the 2021 awards (36% of the
total award), payable in 2025, 2026 and
2027, is conditional on the achievement of
long-term objectives measured over the
three-year period 2022 to 2024.
The performance measures for 2021
awards are EPS, relative TSR and
compliance with the fully-loaded CET1
capital ratio. Following performance
assessment, the level of awards will be
adjusted accordingly.
The measures can reduce but not increase
the overall value of the deferred awards.
The payment of the final two deferred
tranches (24% of the total award), payable
in 2028 and 2029 is subject only to
continued employment and ex-post risk
adjustment.
Transformation Incentive Plan
This is a one-off long-term incentive plan
which is designed to recognise the
achievement of financial targets and an
enhanced customer experience, whilst
maintaining appropriate conduct controls
and risk management, over the course of
our transformation period.
Awards under the plan were based on
performance in 2020 and granted in 2021
and performance will be assessed over the
period 1 January 2021 to 31 December
2023. Awards were granted half in cash
and half in share based awards (linked to
the Banco Santander SA share price) and
will vest in accordance with regulatory
requirements.
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Remuneration implementation report
Annual Report 2021
Santander UK plc    32
2021 Business Performance and Impact
on Remuneration
In the context of financial recovery
following the impact of the pandemic, we
have delivered a strong financial
performance in a competitive environment.
Our balance sheet remains strong and
resilient, and progress has been made to
reduce expenses through the
transformation programme. Our people
have responded rapidly and positively to
the challenges posed by the pandemic, to
support our customers and meet their
changing needs. In addition, we continue to
deliver on our strategy to become a more
sustainable and responsible bank. 
It is in this context that the Committee
made remuneration decisions in respect of
the 2021 performance period. Bonus
awards were enhanced in comparison to
preceding years, reflecting improved
financial performance. The Committee
confirms that the remuneration policy
operated as intended, demonstrating pay
for performance alignment.
Context for decision making
The Committee ensures that broader
remuneration policies and practices for
employees across the Santander UK group
are taken into account when setting policy
for executive remuneration. The Committee
reviews remuneration trends across the
Santander UK group including the outcome
of any pay negotiations with our recognised
trade unions and considers the relationship
between executive remuneration and that
of other Santander UK group employees, as
well as remuneration in the wider UK
market when making decisions on
executive pay.
The Committee oversees broader
workforce remuneration policies and
practices, the implementation of
remuneration and related employment
policies across Santander UK and the salary
and variable pay awards for all Material
Risk Takers. It also approves the design of
any material performance-related pay
plans.
As part of the monitoring of pay, the
following is considered:
Santander UK’s engagement with its
recognised trade unions on pay and
benefits matters for all colleagues;
Annual pay reviews for the general
employee population;
Santander UK group-wide pension and
other benefit provisions;
The design of and overall spend on
variable incentive arrangements; and
An assessment of conduct across the
business.
The Committee is focused on ensuring that
colleagues are not subject to undue
pressures or inappropriately incentivised.
This is monitored using existing employee
engagement indicators including
engagement surveys.
The Committee always considers the
broader stakeholder environment when
setting policy or reaching decisions on
executive pay.
Executive Directors’ remuneration (audited)
Total remuneration of each ED for the years ended 31 December 2021 and 2020.
Nathan Bostock (3)
Susan Allen (6)
Duke Dayal (4,5)
Tony Prestedge (7)
2021
2020
2021
2020
2021
2020
2021
2020
£000
£000
£000
£000
£000
£000
£000
£000
Salary and fees
1,680
1,680
289
800
958
922
544
36
Taxable benefits (1)
45
44
48
2
523
487
1
Pension
151
370
26
72
86
83
49
3
Total fixed pay
1,876
2,094
363
874
1,567
1,492
594
39
Bonus (paid and deferred) (2)
2,913
668
2,283
726
64
Total variable pay
2,913
668
2,283
726
64
Total remuneration
4,789
2,094
363
1,542
3,850
2,218
594
103
(1)
Taxable benefits for the EDs comprise a range of benefits including private health care, life and critical illness cover and health insurance . Included in the 2020 and 2021 benefits figure for Duke Dayal is a
relocation allowance of £500,000.
(2)
The bonus values shown represent the total annual variable pay award made in respect of the relevant year. As set out in this report, awards are deferred in line with regulatory requirement. The Variable
Pay Plan awards made in respect of 2020 were delivered wholly in shares.
(3)
The pension contribution received by Nathan Bostock was reduced from 35% to 22% of salary from 1 January 2020, and to 9% of salary from 1 January 2021.
(4)
An additional one-off award was delivered to Duke Dayal in recognition of his contribution to regulatory projects during his service with Santander Holdings USA prior to joining the Company, and subject to
Santander UK plc corporate and individual performance conditions during 2021. The value of the award is £294,532, and is included in the bonus value for 2021.
(5)
The 2020 values shown for Duke Dayal represent an allocation of 97% of his remuneration for his time spent as a Director of the Company in that year. The remaining 3% was allocated to Santander
Financial Services plc.
(6)
Susan Allen stepped down from the Board of Santander UK plc on 28 April 2021, prior to leaving the Company on 31 October 2021.  The remuneration figures above reflect remuneration received while a
Board Director. In the period to 31 October 2021, she received £838,141 in respect of salary, pension and benefits. In relation to her departure, she received a redundancy payment of £346,154 and a
contribution of £3,900 towards legal costs. No further payments are due.
(7)
Tony Prestedge was appointed as an ED on 16 December 2020. He stepped down on 28 July 2021 from the Board of Santander UK plc. The remuneration figures above reflect the remuneration received
while a Board Director. They do not include a buy-out of deferred performance related payments in respect of his previous employment, of which £242,605 was delivered in 2020 and £67,899 in 2021, net
of any adjustments. No further payments are due. In relation to his departure, he received a contribution of £6,000 towards legal costs.
Relative importance of spend on pay
2021
2020
Change
£m
£m
%
Profit from continuing operations before tax
1,845
560
229
Total employee costs
1,183
1,123
5
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Annual Report 2021
Santander UK plc    33
Stakeholder views
During 2021, Santander UK continued to
engage with key stakeholders on
remuneration related matters including its
main regulators the PRA and FCA.
Regular engagement takes place with our
shareholder to ensure there is alignment
with remuneration constructs across the
wider Banco Santander group while
meeting all regulatory requirements and
expectations. The outcome of these
discussions drives our bonus pool construct.
In addition to her role as RFB Committee
Chair, Annemarie Durbin performs the
designated NED role, with responsibility to
further enhance the employee voice in the
boardroom on matters associated with
organisational culture. This is set out in
further detail in the Chair's report on
Corporate Governance.
Employee opinion surveys are undertaken
annually on employee engagement, and
discussion takes place with union
representatives during the annual pay
review cycle and on relevant employee
reward matters on a more frequent basis.
The Committee receives updates on these
discussions during the year.
More frequent colleague pulse surveys
were conducted throughout 2021, with the
launch of Your Say enabling colleagues to
share thoughts and ideas more frequently
and anonymously all year round. Alongside
other virtual listening forums, this gives a
more frequent gauge of employee
sentiment.
CEO pay ratio
Santander UK is committed to delivering
fair pay which attracts, retains and
motivates colleagues of the highest calibre
across all grades. In line with this
commitment, the Committee has oversight
of compensation across the organisation,
including pay ratios, and considers this
when determining reward outcomes. For
the third year we are voluntarily disclosing
the ratio of the CEO’s total remuneration to
that of UK colleagues.
The CEO's pay mix is weighted more heavily
towards variable pay to incentivise the
achievement of stretching internal targets
and long-term value creation. This  can lead
to  greater variability in total remuneration.
In contrast, the typical pay mix of our less
senior colleagues places more emphasis on
fixed pay, to ensure earnings offer security
and certainty, and to meet our commitment
to colleague financial wellbeing.
Changes in the ratio are therefore
influenced by the differences in
remuneration structure, rather than an
increase in pay disparity. Although the ratio
in 2021 increased from 64:1 to 127:1, this
reflects the fact that the 2020 ratio itself
was significantly reduced because the CEO
did not receive a bonus for 2020 and the
available bonus pool was allocated towards
less senior colleagues.
The 2021 ratio is aligned to the 2019
equivalent (129:1). In assessing the pay
ratio, the Committee is confident that the
Company's policy on remuneration is fair
and consistent with our all-employee pay
policies .  
Advice and support provided to the
Committee
As permitted by its Terms of Reference, the
Committee has engaged the advice and
support of Deloitte LLP (Deloitte) as
independent remuneration consultants at
the expense of the Company. Total fees
(excluding VAT) for advice and support
provided to the Committee in 2021 were
£199,050 (2020: £143,600). Deloitte was
first appointed as Adviser to the  Committee
following a formal tender process
conducted in 2015, and the Committee
reviews Deloitte's independence and
effectiveness annually. Deloitte is a
founding member of the Remuneration
Consultants Group and voluntarily operates
under the Code of Conduct in relation to
executive remuneration consulting in the
UK.
The Committee is satisfied that the Deloitte
engagement partner and team that
provides remuneration advice to the
Committee do not have connections with
Santander UK that may impair their
independence, following review in 2021.
In 2021, Deloitte also provided unrelated
tax, advisory, risk, assurance and consulting
services to Santander UK.
By Committee invitation, the Chair, CEO and
designated representatives from business
functions attend meetings as appropriate to
advise on HR, Risk, Legal and Regulatory
matters in support of the Committee's
work. Attendees included the Chief HR
Officer, Performance & Reward Director,
CLRO, CRO and Company Secretary.
CEO pay ratio
Methodology (1)
25th percentile
Median
75th percentile
2021 CEO pay ratio
Option A
183:1
127:1
71:1
2020 CEO pay ratio (4)
Option A
88:1
64:1
37:1
2019 CEO pay ratio
Option A
178:1
129:1
76:1
CEO remuneration (3)
25th percentile (2)
Median (2)
75th percentile (2)
2021 CEO pay ratio
£
£
£
£
Total salary £
1,680,000
21,126
29,047
46,824
Total remuneration £
4,789,480
26,138
37,808
67,422
(1)
Employee pay is calculated based on the 'Option A' methodology. We have chosen Option A as it gives the most reliable and accurate result by calculating a comparable single figure for each employee.
(2)
Employee pay data is based on full time equivalent pay for Santander UK plc employees. This excludes a small number of employees in the rest of the Santander UK group. Including those employees
results in a ratio consistent with the above. For each employee, total remuneration is calculated based on fixed pay accrued during the 2021 financial year, and variable pay is either based on actual bonuses
in respect of the 2021 year (where these are available) or modelled target bonuses where actuals are not yet available.
(3)
The CEO's total remuneration is aligned to that disclosed in the Executive Directors' remuneration table on the previous page.
(4)
The 2020 ratios are re-stated above. These were originally calculated based on fixed pay accrued within the 2020 year, in addition to target bonuses for eligible colleagues. The 2020 ratios have now been
recalculated using 2020 fixed pay and bonuses paid in 2021 in respect of 2020 for all employees. There was no change to the previously published ratios.
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Annual Report 2021
Santander UK plc    34
Chair and Non-Executive Director
remuneration
The Chair’s fee is reviewed and approved by
the Committee. The fees paid to NEDs are
reviewed and approved by the CEO and the
Chair. Fees are reviewed annually taking
into account the market rate and time
commitment for the role. The Chair is paid
an all-inclusive base fee. NEDs are paid a
base fee, with a supplement for serving on
or chairing a Board Committee.
All NEDs and the Chair serve under letters
of appointment and either party can
terminate on three months’ written notice,
except in the case of the Chair where
twelve months’ written notice is required.
Neither the Chair nor the NEDs have the
right to compensation on the early
termination of their appointment beyond
payments in lieu of notice at the option of
Santander UK. In addition, neither the Chair
nor the NEDs are eligible for pension
scheme membership or incentive
arrangements
Chair and Board Committee member fees
1 January 2021
1 January 2020
£000
£000
Chair (inclusive of membership fee)
675
675
Board member
95
95
Additional responsibilities
Senior Independent Director
45
35
Chair of Board Risk Committee
65
65
Chair of Board Audit Committee
60
60
Chair of Board Responsible Banking Committee
60
60
Chair of Board Remuneration Committee
60
60
Membership of Board Risk Committee
30
30
Membership of Board Audit Committee
25
25
Membership of Board Responsible Banking Committee
25
25
Membership of Board Remuneration Committee
25
25
Senior Ringfencing Director
8
Designated NED to represent views of the workforce
8
1. Note a review of fees took place in late 2020, with changes being effective from 1 January 2021 .
2021
2020
2021
2020
2021
2020
2021
2020
Non-Executive Directors
£000
£000
£000
£000
£000
£000
£000
£000
Chair
William Vereker (1)
675
120
2
1
677
121
Shriti Vadera
563
47
610
Independent Non-Executive Directors
Garrett Curran (7)
197
203
3
1
200
204
Annemarie Durbin (8)
265
229
265
229
Ed Giera
287
214
287
214
Chris Jones
235
214
4
239
214
Genevieve Shore (9)
100
200
2
3
102
203
Scott Wheway
165
2
167
Mark Lewis (10)
183
8
4
187
8
Nicky Morgan (11)
83
4
87
Banco Santander nominated Non-Executive Directors (6)
Ana Botin (2)
Bruce Carnegie-Brown (3)
Antonio Simoes (4)
Pamela Walkden (5)
31
31
Dirk Marzluf
Gerry Byrne
(1)William Vereker joined on 1 October 2020 and was appointed Board Chair on 1 November 2020. His taxable benefit relates to private health care.
(2)Ana Botin stepped down on 30 April 2021.
(3)Bruce Carnegie-Brown stepped down on 30 September 2021.
(4)Antonio Simoes was appointed on 30 April 2021.
(5)Pamela Walkden was appointed on 1 October 2021. Fees received are in respect of services from that date.
(6)With exception of Pamela Walkden, none of the Banco Santander nominated Non-Executive Directors received any fees or expenses.
(7)Garrett Curran stepped down on 31 December 2021.
(8)Annemarie Durbin's fees include £15,000 in relation to her services as Chair of Cater Allen Ltd.
(9)Genevieve Shore stepped down on 30 June 2021. Fees received are in respect of services to that date.
(10)Mark Lewis was appointed on 16 December 2020. Fees received are in respect of services from that date.
(11)Nicky Morgan was appointed on 10 August 2021. Fees received are in respect of services from that date.
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Annual Report 2021
Santander UK plc    35
The Directors' attendance for the Board and Board Committee meetings held in the year is set out below. Meetings for the Board and Board
Committees are held concurrently with Santander UK Group Holdings plc, with items of business specific to each company identified and
recorded as appropriate, reflecting the decisions taken by the Board of the relevant entity. Board Director attendance for Santander UK Group
Holdings plc is set out in the 'Board and Committee membership and attendance' section of its Annual Report.
Board
Audit
Committee
Risk
Committee
Remuneration
Committee
Responsible Banking
Committee
Nomination
Committee
Scheduled
meetings
attended
Ad hoc
meetings
attended
Scheduled
meetings
attended
Ad hoc
meetings
attended
Scheduled
meetings
attended
Ad hoc
meetings
attended
Scheduled
meetings
attended
Ad hoc
meetings
attended
Scheduled
meetings
attended
Ad hoc
meetings
attended
Scheduled
meetings
attended
Ad hoc
meetings
attended
Chair
William Vereker
8/8
2/2
-
-
-
-
-
-
-
-
7/7
5/5
Independent
Non-
Executive
Directors
Annemarie Durbin
8/8
2/2
9/9
-
9/9
1/1
6/6
4/4
5/5
-
7/7
5/5
Chris Jones
8/8
2/2
9/9
-
9/9
1/1
6/6
4/4
5/5
-
-
-
Ed Giera
8/8
2/2
9/9
-
9/9
1/1
6/6
4/4
5/5
-
7/7
5/5
Garrett Curran
8/8
2/2
8/9
-
9/9
1/1
-
-
5/5
-
-
-
Mark Lewis
8/8
2/2
-
-
9/9
1/1
6/6
4/4
5/5
-
-
-
Nicky Morgan 1
2/3
2/2
3/3
-
3/3
-
-
-
2/2
-
-
-
Genevieve Shore 2
4/4
-
4/4
-
4/4
0/1
3/3
-
2/3
-
-
-
Banco
Santander
nominated
Non-
Executive
Directors
Dirk Marzluf
8/8
2/2
-
-
-
-
-
-
-
-
-
-
Antonio Simoes 3
5/5
2/2
-
-
-
-
-
-
-
-
-
-
Pamela Walkden 4
2/2
2/2
-
-
2/2
-
-
-
-
-
2/2
1/1
Ana Botin 5
2/3
-
-
-
-
-
-
-
-
-
-
-
Bruce Carnegie-
Brown 6
6/6
-
-
-
-
-
-
-
-
-
5/5
4/4
Executive
Directors
Nathan Bostock
8/8
2/2
-
-
-
-
-
-
-
-
-
-
Duke Dayal
8/8
1/1
-
-
-
-
-
-
-
-
-
-
Susan Allen 7
3/3
-
-
-
-
-
-
-
-
-
-
-
Tony Prestedge 8
4/5
-
-
-
-
-
-
-
-
-
-
-
1
Nicky Morgan joined on 10 August 2021
2
Genevieve Shore resigned on 30 June 2021
3
Antonio Simoes joined on 30 April 2021
4
Pamela Walkden joined on 1 October 2021
5
Ana Botin resigned on 30 April 2021
6
Bruce Carnegie-Brown resigned on 30 September 2021
7
Susan Allen resigned on 28 April 2021
8
Tony Prestedge resigned on 28 July 2021
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Annual Report 2021
Santander UK plc    36
Introduction
The Directors submit their report together
with the financial statements for the year
ended 31 December 2021. The information
in the Directors’ Report is unaudited, except
where marked.
Corporate structure, Subsidiaries and
Branches
Santander UK plc is a subsidiary of Banco
Santander SA, a Spanish retail and
commercial bank with a market share in ten
core countries in Europe and the Americas.
Santander UK was formed from two former
building societies, Abbey National and
Alliance & Leicester, together with the
branch network and savings business of
Bradford & Bingley, and has operated under
a single brand since 2010.
The ordinary shares of the Company are
unlisted and are all held
by Santander UK Group Holdings plc, which
is a wholly owned subsidiary of Banco
Santander SA.
The Company’s preference shares are
listed on the London Stock Exchange.
Both the Company and Santander UK Group
Holdings plc have other equity instruments
in the form of AT1 securities listed on
various securities exchange markets,
including the London Stock Exchange and
Euronext Dublin.
In addition, the Company and Santander UK
Group Holdings plc are subject to US
Securities Exchange Act reporting
requirements as they have debt securities
registered in the United States.
The Santander UK group consists of a
parent company, Santander UK plc,
incorporated in England and Wales, and a
number of directly and indirectly held
subsidiaries and associates. The Company
directly or indirectly holds 100% of the
issued ordinary share capital of its principal
subsidiaries. All companies operate
principally in their country of incorporation
or registration.
As a result of ring-fencing implementation
in 2018, and requirements set out in the
Financial Services (Banking Reform) Act
2013, Santander UK plc and its subsidiaries
comprise of only entities whose business is
permitted under the Act as a ring-fenced
bank. For more information, see Note 19.
Result and dividends
For details of the results for the year, see
the Income Statement in the Consolidated
Financial Statements. For more on the
dividends, see Note 10.
Details of Santander UK’s activities and
business performance in 2021, together
with an indication of future outlook, are set
out in the Strategic report and the Financial
review.
Events after the balance sheet date
There have been no material post balance
sheet events, except as set out in Note 45.
Directors
Further information including biographical
details of the current Directors are outlined
in the Board of Directors section. Details of
their emoluments and interests in shares
are set out in the Directors’ Remuneration
implementation report. Changes to the
composition of the Board can be found in
the Board of Directors section with more
details in the Chair’s report on Corporate
Governance.
Appointment and retirement of Directors
All Directors are appointed and retired in
accordance with the Company’s Articles of
Association, the UK Companies Act 2006
and the UK Group Framework.
The following appointments took place in
2021: Nicky Morgan, Antonio Simoes and
Pamela Walkden. In 2021, the Board also
resolved to appoint Mike Regnier and Lisa
Fretwell as Directors, both of whom join the
Company in 2022. The following
resignations took place in 2021: Susan
Allen, Ana Botin, Garrett Curran, Bruce
Carnegie-Brown, Tony Prestedge and
Genevieve Shore.
Further details are set out in the
governance section.
The Articles of Association require each
Director to retire every year at the Annual
General Meeting and any Director may offer
themselves for re-election by members.
Directors’ indemnities
Directors’ and Officers’ liability insurance
cover was in place throughout 2021, in
addition to a deed of indemnity to provide
cover to the Directors for liabilities to the
maximum extent permitted by law. These
remain in force for the duration of the
Directors’ period of office from the date of
appointment until such time as any
limitation periods for bringing claims
against the Directors have expired. The
Directors of the Company, including former
Directors who resigned in the year, benefit
from these deeds of indemnity.
They constitute qualifying third party
indemnity provisions for the purposes of
the Companies Act 2006. Deeds for existing
Directors are available for inspection at the
Company’s registered office.
The Company has also granted an
indemnity which constitutes ‘qualifying
third party indemnity provisions’ to the
Directors of its subsidiary and affiliated
companies, including former Directors who
resigned in the year and since the year-end.
Qualifying pension scheme indemnities
were also granted to the Trustees of the
Santander UK group’s pension schemes.
Employees
We continue to ensure that Santander UK’s
remuneration policies are consistent with
its strategic objectives and are designed
with its long-term success in mind. In doing
so, we aim to attract and retain the most
talented and committed people.
Communication
Santander UK aims to involve and inform
employees on matters that affect them.
The intranet is a focal point for
communications and the ‘AskHR’ website
connects employees to all the information
they need about working for Santander UK.
We also use face-to-face communication,
such as team meetings and roadshows for
updates.
Santander UK regularly considers
employees’ opinions and asks for their
views on a range of issues through regular
engagement and surveys.
Employee Designated Non-Executive
Director
Annemarie Durbin is the Santander UK
Employee Designated NED representing the
views of employees in the Boardroom.
Further details are set out in the
'Stakeholder voice in the boardroom
(Section 172)' section of the Strategic
report.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Directors' report
Annual Report 2021
Santander UK plc    37
Consultation
Santander UK has a successful history of
working in partnership with its recognised
trade unions, Advance and the
Communication Workers Union (CWU), who
collectively negotiate on behalf of
approximately 99.5% of our UK workforce.
Both trade unions are affiliated to the
Trades Union Congress. We consult
Advance and the CWU on significant
proposals including those relating to
change across the business at both national
and local levels.
Employee share ownership
Santander UK continues to operate two all-
employee, HMRC-approved share schemes:
a Save-As-You-Earn (Sharesave) Scheme
and a Share Incentive Plan (SIP). Those
employees who are designated as Material
Risk Takers receive part of their annual
bonus awards in Banco Santander SA
shares. Details of the plans and the related
costs and obligations can be found in the
Notes.
Disability
Santander UK is committed to equality of
employment, access and quality of service
for disabled people and complies with the
UK Equality Act 2010 throughout its
business operations. Santander UK has
processes in place to help train, develop,
retain and promote employees with
disabilities. We are a Disability Confident
Employer achieving the 'Leader' level. We
are committed to giving full and fair
consideration to employment applications
by disabled people, having regard to their
particular aptitudes and abilities, and for
continuing the employment of employees
who have become disabled by arranging
appropriate training and making reasonable
adjustment in the workplace.
Engagement with stakeholders and
employees
Santander UK recognises the importance of
fostering relationships with its principal
stakeholders and that this is key to the
long-term success of our business. We
understand the importance to act fairly and
responsibly between members of the
Company. For more, see the S172 section 
in the Strategic report.
Streamlined Energy and Carbon
Reporting (SECR)
For details on our energy use, carbon
emissions and efficiency measures
implemented in 2021, including scope 1, 2
and 3 data, see the SECR section, under
Climate and Ethics in the Sustainability
Review in the Strategic Report.  
Political contributions
In 2021 and 2020, no contributions were
made for political purposes and no political
expenditure was incurred by the Company.
Share capital
Details about the structure of the
Company’s capital can be found in Note 32.
For details of employee share schemes and
how rights are exercisable, see Note 37.
The powers of the Directors in relation to
share capital are set out in the Company’s
Articles of Association as determined by the
Companies Act 2006.
Financial instruments
The financial risk management objectives
and policies of Santander UK and the policy
for hedging, along with details of Santander
UK's exposure to credit risk, market risk and
liquidity risk are set out in the Risk review.
Research and development
Santander UK has a comprehensive product
approval process and policy. New products,
campaigns and business initiatives are
reviewed by Santander UK’s Proposition
Approval Forum.
Supervision and regulation
The Company is authorised by the PRA and
regulated by the FCA and the PRA (dual
regulated). .Some of its subsidiaries and
joint venture companies are also authorised
by both the FCA and the PRA (dual
regulated) or the PRA or the FCA (solo
regulated).
While Santander UK operates primarily in
the UK, it is also subject to the laws and
regulations of the other jurisdictions in
which it operates, such as the rules of the
Securities and Exchange Commission (the
SEC) for its debt securities listed in the US.
Internal controls
Risk management and internal controls
The Board and its Committees are
responsible for reviewing and ensuring the
effectiveness of management’s system of
risk management and internal controls.
We have carried out a robust assessment of
the principal and emerging risks facing
Santander UK including those that would
threaten its business model, future
performance, solvency or liquidity. Details
of our principal risks, our procedures to
identify emerging risks, and an explanation
of how these are being managed or
mitigated are set out in the Risk review. A
summary of our Top and Emerging Risks is
also set out in the Strategic report. For
more details, see the Risk review and the
Strategic report.
Management’s report on internal control
over financial reporting
Internal control over financial reporting is a
component of an overall system of internal
control. Santander UK’s internal control
over financial reporting is designed to
provide reasonable assurance regarding the
reliability of financial reporting, and the
preparation and fair presentation of
financial statements for external purposes
in accordance with International Financial
Reporting Standards (IFRS) as issued by the
International Accounting Standards Board
(IASB). Santander UK’s internal control over
financial reporting includes:
Policies and procedures that relate to the
maintenance of records that fairly and
accurately reflect transactions and
dispositions of assets
Controls providing reasonable assurance
that transactions are recorded as
necessary to permit the preparation of
financial statements in accordance with
IFRS, and that receipts and expenditures
are being made only as authorised by
management
Controls providing reasonable assurance
regarding prevention or timely detection
of unauthorised acquisition, use or
disposition of assets that could have a
material effect on the financial
statements.
Because of its inherent limitations, internal
control over financial reporting may not
prevent or detect misstatements. In
addition, projections of any evaluation of
effectiveness to future periods are subject
to the risk that controls may become
inadequate because of changes in
conditions, or because the degree of
compliance with policies or procedures may
deteriorate.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Director's report continued
Annual Report 2021
Santander UK plc    38
Management is responsible for establishing
and maintaining adequate internal control
over the financial reporting of Santander
UK. Management assessed the
effectiveness of Santander UK’s internal
control over financial reporting at
31 December 2021 based on the criteria
established in the Internal Control –
Integrated Framework issued by the
Committee of Sponsoring Organisations of
the Treadway Commission (COSO) in May
2013.
As a registrant under the US Securities
Exchange Act of 1934, Santander UK plc’s
management is responsible for establishing
and maintaining an adequate system of
internal control over financial reporting in
order to ensure the accuracy and reliability
of Santander UK plc’s Financial Statements
and the Form 20-F submitted to the SEC.
In line with COSO and SEC requirements,
those controls recognised as Sarbanes-
Oxley applicable are subject to annual
testing and certification by management
including an attestation by the CEO and the
CFO that the controls are operating
effectively and that the internal control
over financial reporting can be relied on.
All Sarbanes-Oxley control weaknesses
identified are captured, assessed and
included within the year end assessment of
the reliability of the Internal Control
environment. These weaknesses are
reported on an ongoing basis to the Board
Audit Committee to ensure continuous
improvements to the control environment
are achieved.
Based on this assessment, management
concluded, as at31 December 2021, that
Santander UK’s internal control over
financial reporting was effective.
Disclosure controls and procedures over
financial reporting
Santander UK’s management has
evaluated, with the participation of its CEO
and CFO, the effectiveness of its disclosure
controls at 31 December 2021. There are
inherent limitations to the effectiveness of
any system of disclosure controls and
procedures, including the possibility of
human error, and the circumvention or
overriding of the controls and procedures.
Accordingly, even effective disclosure
controls and procedures can only provide
reasonable assurance of achieving their
control objectives.
Based upon this evaluation, the CEO and
the CFO have concluded that, at
31 December 2021 Santander UK’s
disclosure controls and procedures were
effective to provide reasonable assurance
that information required to be disclosed by
Santander UK in the reports that it files and
submits under the US Securities Exchange
Act of 1934 is recorded, processed,
summarised and reported within the time
periods specified in the applicable rules and
forms, and that it is accumulated and
communicated to Santander UK’s
management, including the CEO and CFO,
as appropriate, to allow timely decisions
regarding disclosure.
Changes in internal control over financial
reporting
The internal control environment over
financial reporting has been enhanced with
100% of key controls independently tested
for both design and operational
effectiveness within the period (in prior
periods independent testing has been
focused on the higher inherent risk areas). 
Statements of Compliance
The UK Corporate Governance Code 2018
Santander UK has opted to comply with the
Code wherever applicable in order to
achieve best standards of corporate
governance.
The Code applied to the financial year
ended 31 December 2021. The Board
confirms that it applied the principles and
complied with those provisions of the Code
throughout the year, except as follows:
Provision 11: The Company does not
comply with the requirement for at least
half the Board, excluding the Chair, to be
NEDs whom the Board considers to be
independent for the full year, but was
compliant for periods of the year when
Director appointments or resignations
altered the Board composition so at least
half of the Board were considered to be
independent NEDs. For details, see Board
membership in the Chair’s Report on
Corporate Governance.
Provision 17: The Company does not
comply with the requirement for the
Board Nomination Committee
membership to comprise a majority of
INEDs, following the appointment of
Pamela Walkden on 1 October 2021.
Whilst Pamela Walkden is not an INED,
her credentials and experience were felt
to be invaluable to the Board Nomination
Committee. We have assessed the
implications and believe that the
approach we follow is appropriate for our
size and ownership structure. Pamela
Walkden replaced Bruce Carnegie-Brown
who was also a GNED.
Provision 36: The Remuneration
Committee has not developed a policy for
post-employment shareholding
requirements. However, the structure of
variable pay for EDs and other senior
executives ensures that they acquire a
meaningful shareholding in Banco
Santander SA which is held over a period
of up to eight years and which extends for
a significant period post employment. For
details, see the Remuneration Policy
Report
Provisions 40 and 41: When determining
executive remuneration policy and
practices, the Remuneration Committee
addresses the factors of clarity, simplicity,
risk, predictability, proportionality, and
alignment to culture, and in particular
how our policy and practices align to
Santander UK’s core values of Simple,
Personal and Fair.  Due to commercial
sensitivity, whilst we have chosen to
provide details of our pay arrangements
beyond the requirements for an entity
with our ownership structure, we have
chosen not to provide all of the
disclosures required by Provision 41. The
details not provided relate to (1) the
extent to which discretion has been
applied to remuneration outcomes and
the reasons why and (2) a description,
with examples, of how the remuneration
committee has addressed the factors in
Provision 40 (specifically predictability as
we do not provide the range of possible
values of rewards to individual directors).
Specific engagement does not take place
with the workforce to explain how
executive remuneration aligns with wider
company pay policy. However, an
explanation is publicly available for
employees in the Directors’ Remuneration
Report and the RFB Committee Chair, who
also has the responsibility for the role of
the Santander UK plc Employee
Designated NED, holds a number of
online engagement events which
provides opportunities for employees to
share their views and ask questions on
this subject. Details of the structure of our
remuneration arrangements and key
considerations of the Committee in the
year are included in the Remuneration
Policy and Implementation Reports. The
Code is publicly available on the Financial
Reporting Council website at
www.frc.org.uk.
UK Finance Code for Financial Reporting
Disclosure
Santander UK’s financial statements for the
year ended 31 December 2021 have been
prepared in compliance with the principles
of the UK Finance Code for Financial
Reporting Disclosure.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Director's report continued
Annual Report 2021
Santander UK plc    39
Going concern
The going concern of Santander UK is
reliant on preserving a sufficient level of
capital and adequately funding the balance
sheet. In making their going concern
assessment in connection with preparing
the financial statements, the Directors
considered a wide range of information
similar to that considered as part of their
assessment of longer-term viability
including Santander UK’s long-term
business and strategic plans, forecasts and
projections, estimated capital, funding and
liquidity requirements, contingent liabilities
and the reasonably possible changes in
trading performance arising from potential
economic, market and product
developments. The Directors' assessment
included consideration of the ongoing
impacts of the Covid-19 pandemic.
Having assessed this information and the
principal risks and uncertainties, the
Directors are satisfied that the Santander
UK group has adequate resources to
continue operations for a period of at least
twelve months from the date of this report
and therefore consider it appropriate to
adopt the going concern basis of accounting
in preparing the financial statements.
Viability
In accordance with Provision 31 of the UK
Corporate Governance Code 2018, the
Directors must make a statement in this
Annual Report regarding the viability of
Santander UK, including an explanation of
how they assessed the prospects of
Santander UK and the period of time for
which they have made the assessment,
including why they consider that period to
be appropriate.
Considerations
In making their assessment, the Directors
considered a wide range of information
including Santander UK's:
Long-term business and strategic plans
Risk profile and risk management
practices, including the processes by
which risks are identified and mitigated,
as well as updates on climate risk and
progress towards integrating associated
risks into Santander UK's Risk Framework
Top and emerging risks. Notable among
these are risks which the Directors believe
could cause Santander UK’s future
financial performance or financial
condition to differ materially from current
expectations or could adversely impact
Santander UK’s ability to meet regulatory
requirements
Forecasts and projections, estimated
capital, funding and liquidity
requirements
Viability under specific internal and
regulatory stress scenarios explained
further below, including scenarios which
might affect operational resiliency and
Contingent liabilities and the reasonably
possible changes in trading performance
arising from potential economic, market
and product developments.
The Directors’ assessment also takes
account of the ongoing implications of the
Covid-19 pandemic including potential
impacts on Santander UK’s performance
and capital, funding and liquidity
requirements.
For capital, funding and liquidity purposes,
Santander UK operates on a standalone
basis and is subject to regular and rigorous
monitoring by external parties. In addition,
for capital purposes, the Company operates
as part of the ring‑fenced bank sub group
Capital Support Deed. For funding and
liquidity purposes, the Company operates
as part of the Domestic Liquidity sub-group.
Assessment
The viability of Santander UK is reliant on
preserving a sufficient level of capital and
adequately funding the balance sheet.
Santander UK’s business activities and
financial position, together with the factors
likely to affect its future development and
performance, are set out in the Financial
review. Santander UK’s objectives, policies
and processes for managing the financial
risks to which it is exposed are described in
the Risk review.
Threats to the achievement of Santander
UK’s plans, are controlled and managed in
line with Santander UK’s Risk Framework
and within the risk appetite approved by the
Board. The risk profile, including an
assessment of top and emerging risks, is
reported regularly to the Board Risk
Committee and the Board. Risks are
selected on the basis of their ability to
impact viability over the time frame of the
assessment but most risks extend beyond
this period.
Stress testing
Santander UK participates in regulatory
stress tests usually carried out annually by
the Bank of England as well as being part of
the biennial stress testing of Banco
Santander carried out by the European
Banking Authority (EBA).
Internal stress testing encompasses a
series of extreme but plausible scenarios,
(which include potential impacts arising
from the Covid-19 pandemic), covering a
wide range of outcomes, risk factors, time
horizons and market conditions.
We also conduct reverse stress testing, in
which we identify and assess scenarios that
could cause Santander UK's business model
to become unviable. Santander UK
participates in regulatory stress testing
usually carried out annually by the Bank of
England as well as being part of the
biennial stress testing of Banco Santander
carried out by the EBA. In 2021, Santander
UK also participated in the BoE Climate
Biennial Exploratory Scenario.
The Directors review the outputs of stress
testing as part of the approval processes for
the ICAAP, the ILAAP, our Risk Appetite and
regulatory stress tests.
Time horizon
While a five-year plan is prepared for
regulatory purposes and our stress testing
encompasses scenarios some of which also
extend out to that time period, using a
longer time horizon increases uncertainty.
After taking account of Santander UK’s
current position and principal risks and
uncertainties, the Directors consider that a
period of three years from the balance
sheet date is the most appropriate time
frame from which a reasonable assessment
of viability can be made.
This period is consistent with the period
covered by Santander UK’s three-year plan,
and is representative of the time horizon to
consider the impact of anticipated
regulatory changes within the financial
services industry.
Statement
Based on their assessment of longer-term
viability, the Directors have a reasonable
expectation that Santander UK will be able
to continue in operation and meet its
liabilities as they fall due over the next
three years.
Ethical Code of Conduct
Santander UK is committed to ensuring we
hold ourselves to high ethical standards.
This means adhering to laws and
regulations and also conducting business in
a responsible way, and treating all
stakeholders with fairness and respect.
These principles are reflected in Santander
UK’s Ethical Code of Conduct, which sets
the standards expected of all employees
and forms part of the terms and conditions
of employment.
Maintaining high standards of professional
and personal conduct helps Santander
identify, manage and respond to risks,
creates a positive, collaborative working
environment and it ensures positive
customer interactions and outcomes.
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Director's report continued
Annual Report 2021
Santander UK plc    40
Among the requirements set out in the
Ethical Code of Conduct we expect
employees to:
Act with integrity in all their business
actions and relationships on behalf of
Santander UK
Not use their authority or position for
personal gain
Speak up and report risks
Conduct business relationships in a
transparent manner
There are numerous policies which support
employees to meet these expectations and
to ensure Santander UK remains a Simple,
Personal and Fair bank for its colleagues,
customers, shareholders and the
communities it serves.
The Ethical Code of Conduct applies to all
employees including permanent and
temporary employees as well as EDs and
NEDs. The SEC requires companies to
disclose whether they have a code of ethics
that applies to the CEO and senior financial
officers which promotes honest and ethical
conduct, full, fair, accurate, timely and
understandable disclosures, compliance
with applicable governmental laws, rules
and regulations, prompt internal reporting
of violations, and accountability for
adherence to such a code of ethics.
The Santander UK group meets these
requirements through its Ethical Code of
Conduct and supporting policies, including
but not limited to the Anti-Bribery and
Corruption Policy, the Whistleblowing
Policy, the FCA’s Principles for Businesses,
and the FCA’s Statements of Principle and
Code of Practice for Approved Persons, with
which the CEO and senior financial officers
must comply.
These include requirements to manage
conflicts of interest appropriately and to
disclose any information the FCA may
request. Copies of these documents are
available to anyone, free of charge, on
application to Santander UK plc, 2 Triton
Square, Regent’s Place, London NW1 3AN.
Statement of Directors’ responsibilities
The Directors are responsible for preparing
the Annual Report and the financial
statements in accordance with applicable
law and regulations.
Company law requires the Directors to
prepare financial statements for each
financial year. Under that law, the Directors
have prepared the Santander UK group and
Company financial statements in
accordance with UK-adopted international
accounting standards (IAS). In preparing the
Santander UK group and Company financial
statements, the Directors have also elected
to comply with International Financial
Reporting Standards issued by the
International Accounting Standards Board
(IFRSs as issued by the IASB).
Under company law, the Directors must not
approve the financial statements unless
they are satisfied that they give a true and
fair view of the state of affairs of the
Santander UK group and the Company and
of the profit or loss of the Santander UK
group and the Company for that period.
In preparing the financial statements, the
Directors are required to:
Select suitable accounting policies and
then apply them consistently
State whether applicable UK-adopted IAS
and IFRSs as issued by the IASB have been
followed, subject to any material
departures disclosed and explained in the
financial statements
Make judgements and accounting
estimates that are reasonable and
prudent, and
Prepare the financial statements on the
going concern basis unless it is
inappropriate to presume that the
Santander UK group and the Company
will continue in business.
The Directors are responsible for
safeguarding the assets of the Santander
UK group and the Company and hence for
taking reasonable steps for the prevention
and detection of fraud and other
irregularities.
The Directors are also responsible for
keeping adequate accounting records that
are sufficient to show and explain the
Santander UK group’s and the Company’s
transactions and disclose with reasonable
accuracy at any time the financial position
of the Santander UK group and the
Company, and enable them to ensure that
the financial statements comply with the
Companies Act 2006.
The Directors are responsible for the
maintenance and integrity of Santander
UK’s website. Legislation in the UK
governing the preparation and
dissemination of financial statements may
differ from legislation in other jurisdictions.
The Directors are responsible for presenting
and marking up the consolidated financial
statements in compliance with the
requirements set out in the Delegated
Regulation 2019/815 on European Single
Electronic Format.
Having taken into account all the matters
considered by the Board and brought to its
attention during the year, the Directors are
satisfied that the Annual Report taken as a
whole is fair, balanced and understandable,
and provides the information necessary to
assess Santander UK’s position and
performance, business model and strategy.
Directors' confirmations
Each of the Directors whose names and
functions are listed in the Board of Directors
section and the Chair's report on Corporate
Governance confirms that, to the best of
their knowledge:
The Santander UK group and Company
financial statements, which have been
prepared in accordance with UK-adopted
IAS and IFRSs as issued by the IASB, give a
true and fair view of the assets, liabilities
and financial position of the Santander UK
group and the Company, and of the profit
of the Santander UK group, and
The management report, which is
incorporated into the Directors’ report,
includes a fair review of the development
and performance of the business and the
position of the Santander UK group and
the Company, together with a description
of the principal risks and uncertainties
they face.
Disclosure of information to Auditors
Each of the Directors at the date of approval
of this report confirms that:
So far as the Director is aware, there is no
relevant audit information of which
Santander UK’s auditor is unaware
The Director has taken all steps that they
ought to have taken as a Director to make
himself or herself aware of any relevant
audit information and to establish that
Santander UK’s auditor is aware of that
information.
This confirmation is given and should be
interpreted in accordance with the
provisions of Section 418 of the UK
Companies Act 2006.
Auditor
PricewaterhouseCoopers LLP will continue
in the office of auditor. A resolution to
reappoint them will be proposed at the
Company’s forthcoming Annual General
Meeting.
By Order of the Board
John Mills
Company Secretary
1 March 2022
2 Triton Square,
Regent’s Place,
London NW1 3AN
Strategic Report
Financial review
Governance
Risk review
Financial statements
Shareholder information
Director's report continued
Annual Report 2021
Santander UK plc    41
Risk review
The Risk review consists of unaudited financial information unless otherwise stated. The
audited financial information is an integral part of our Consolidated Financial Statements.
We aim to continually enhance our disclosures and their usefulness to readers in the light
of developing market practice and areas of focus. As a result, our disclosures go beyond
the minimum required by accounting standards and other regulatory requirements.
We support the recommendations and guidance made by the Taskforce on Disclosures
about ECL (DECL Taskforce) and have adopted its recommendations where it is practical to
do so. The DECL Taskforce was formed in 2017 by the FCA, FRC and PRA with a remit to
help encourage high-quality ECL-related disclosures following adoption of IFRS 9.
Contents
Corporate Centre
Corporate & Investment Banking
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Risk governance
INTRODUCTION
Santander UK Group Holdings plc is the immediate parent company of Santander UK plc. The two companies operate on the basis of a unified business strategy
with some overlap in membership, albeit the principal business activities of the Santander UK Group Holdings plc group are carried out by Santander UK plc and
its subsidiaries. The Santander UK Group Holdings plc Risk Frameworks have been adopted by the Company and its subsidiaries to ensure consistent application.
As a financial services provider, managing risk is a core part of our day-to-day activities. To be able to manage our business effectively, it is critical that we
understand and control risk in everything we do. We aim to use a prudent approach and advanced risk management techniques to help us deliver robust financial
performance, withstand stresses, such as the impacts of the Covid-19 pandemic, and build sustainable value for our stakeholders. We aim to keep a predictable
medium-low risk profile, consistent with our business model. This is key to achieving our strategic objectives.
Detailed discussions of the impact of Covid-19 on specific risk types are set out in the relevant sections of this Risk review.
RISK FRAMEWORK
How we define risk (unaudited
Risk is any uncertainty about us being able to achieve our business objectives. It covers both financial and non-financial risks (NFRs). NFR is a broad term usually
defined by exclusion, i.e. any risks other than the traditional financial risks of Credit, Market, Liquidity, Capital and Pension, and Strategic and business risk. Risk can
be split into a set of risk types, each of which could affect our results and our financial resources. Enterprise wide risk is the aggregate view of all the risk types
described below:
Credit
The risk of financial loss due to the default or credit quality deterioration of a customer or counterparty to which we have provided credit, or
for whom we have assumed a financial obligation.
Market
Non-traded market risk – the risk of loss of income, economic or market value due to changes to interest rates in the non-trading book or to
changes in other market risk factors (e.g. credit spread and inflation risk), where such changes would affect our net worth through a change
to revenues, assets, liabilities and off-balance sheet exposures in the non-trading book.
Traded market risk – the risk of changes in market factors that affect the value of positions in the trading book.
Liquidity
The risk that we do not have sufficient liquid financial resources available to meet our obligations as they fall due, or we can only secure
such resources at excessive cost.
Capital
The risk that we do not have an adequate amount or quality of capital to meet our internal business objectives, regulatory requirements and
market expectations.
Pension
The risk caused by our statutory contractual or other liabilities with respect to a pension scheme (whether set up for our employees or those
of a related company or otherwise). It also refers to the risk that we will need to make payments or other contributions with respect to a
pension scheme due to a moral obligation or for some other reason.
Operational risk &
resilience
The risk of loss due to inadequate or failed internal processes, people and systems, or external events. We give a particular focus to the
following risks which we mitigate through our management of Operational risk & resilience:
Cyber – Cyber risk refers to threats in cyberspace, using the internet, mobile or digital technologies. Cyberspace refers to the information
technologies used to store, modify and communicate information. It includes internet, information systems, mobile devices and digital
technologies that support business, infrastructure and services.
Fraud – The risk associated with an attempted or successful fraud being committed against us, a customer or a third party. We define fraud
as seeking to obtain a financial benefit by the use of deception or dishonesty with the intention to deprive or disadvantage us, our customers
or other parties.
IT – IT risk is any event related to the use of technology that supports business processes that may result in the unavailability or failure in
systems or processing errors causing an impact to our customers or operations.
People – People risk include all risks related to employees and third parties working for us, covering resource management, health & safety
and employee relations.
Third party – The risk that may arise when we use third-party suppliers to provide us with goods, services or activities.
In 2021, we retitled our governing framework from 'Operational Risk Framework' to ‘Operational Risk & Resilience Framework’. This was to
reflect the importance of operational resilience and the intrinsically close link between the managing of operational risk and the operational
resilience of the organisation.
Conduct and regulatory
Conduct risk – the risk that our decisions and behaviours lead to a detriment or poor outcome for our customers. It also refers to the risk that
we fail to maintain high standards of market behaviour and integrity.
Regulatory risk – the risk of financial or reputational loss, or imposition or conditions on regulatory permission, as a result of failing to
comply with applicable codes, regulator’s rules, guidance and regulatory expectations.
Risk types
Description
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Other risk types
Financial crime risk – the risk that we are used to further financial crime, including money laundering, sanctions evasion, terrorist financing,
facilitation of tax evasion, bribery and corruption. Failure to meet our legal and regulatory obligations could result in criminal or civil
penalties against Santander UK or individuals, as well as affecting our customers and the communities we serve.
Legal risk – the risk of an impact arising from legal deficiencies in contracts; failure to protect assets; failure to manage legal disputes
appropriately; failure to assess or implement the requirements of a change of law; or failure to comply with law or regulation or to
discharge duties or responsibilities created by law or regulation.
Strategic and business risk – the risk of significant loss or underperformance against planned objectives; damage arising from strategic
decisions or their poor implementation that impact the long-term interests of our key stakeholders or from an inability to adapt to external
developments.
Reputational risk – the risk of damage to the way our reputation and brand are perceived by the public, clients, government, colleagues,
investors or any other interested party.
Model risk – the risk that the predictions of our models may be inaccurate, causing us to make sub-optimal decisions, or that a model may
be used inappropriately.
Risk types
Description
Top and emerging risks
Several of our risk types also have top risks associated with them. We regularly review the top risks that could impact our business, customers and shareholders,
and they are monitored at each meeting of the ERCC and BRC. The top risks we actively monitored over 2021 are set out in the relevant section of this Risk review
and summarised in the ‘Top risks’ section of the 'Risk management overview' in the Strategic report. Our top risks included risks arising from Climate change,
Financial crime, IT, Covid-19, Operational risks, Conduct and regulation, Brexit, Regulatory Capital, pension risk, and Ring-Fencing.
We also regularly review emerging risks that could impact our business, customers and shareholders, including regular review and discussion at the ERCC and
BRC. The identification of emerging risks is co-ordinated by the Risk Division. A key part of the process is continual scanning of the external environment, focusing
on emerging risk drivers such as broader geo-political, environmental and social risks, technology change, customer behaviour, market competition, regulation,
government, digital assets and disruption of UK macro-economic factors. Emerging risks actively monitored over 2021 are set out in the relevant section of this
Risk review and summarised in the ‘Emerging risks’ section of the 'Risk management overview' in the Strategic report.
In 2021, we did not add any new emerging risks to our monitor, although we transitioned Data management and Climate change to top risks. We also continued
to monitor previously identified emerging risks including changing customer behaviour, rapid technological change, IBOR transition and inflation risk, which
became more prominent in the year.
Key elements
Our Risk Framework sets out how we manage and control risk. In 2021, we enhanced some of the standards to provide more details and clarity on the
relationship between, and roles of, Banco Santander SA and Santander UK, climate related risk drivers whether physical or transition-led, and the development of
risk methodologies and quantitative models.
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How we approach risk – our culture and principles
The complexity and importance of the financial services industry demands a strong risk culture. We have extensive systems, controls and safeguards in place to
manage and control the risks we face, but it is also crucial that everyone takes personal responsibility for managing risk. Our risk culture plays a key role in our
aim to be the best bank for our customers, shareholders, people and communities by acting responsibly. It is vital that everyone in our business understands this.
To achieve this, our people have a strong, shared understanding of what risk is, and what their role is in helping to control it. We express this in our Risk Culture
Statement:
Risk Culture Statement
Santander UK will only take risks that it understands and will always remain prudent in identifying, assessing, managing and reporting all risks. We proactively
encourage our people to take personal responsibility for doing the right thing and to challenge without fear. We ensure decisions and actions take account of the best
interests of all our stakeholders and are in line with The Santander Way.
The Board reviews and approves our Risk Culture Statement every year. Senior executives are responsible for promoting our risk culture from the top. They drive
cultural change and increased accountability across the business. We reinforce our Risk Culture Statement and embed our risk culture in all our business units
through our Risk Framework, Risk Certifications and other initiatives. This includes highlighting that:
It is everyone’s personal responsibility to play their part in managing risk
We must Identify, Assess, Manage and Report risk quickly and accurately
We make risk part of how we assess our people’s performance and how we recruit, develop and reward them
Our internal control system is essential to ensure we manage and control risk in line with our principles, standards, Risk Appetite and policies.
We use Risk Certifications to confirm how we manage and control risks in line with our Risk Framework and within our Risk Appetite. As an example, every year,
each member of our Executive Committee confirms that they have managed risk effectively in line with the Risk Framework in the part of the business for which
they are responsible. Their certification lists any exceptions and the agreed actions to be taken to correct them. This is a tangible sign of the personal responsibility
that is such a key part of our risk culture.
Our risk culture programme – I AM Risk
The Covid-19 pandemic created additional risks in our business. At the same time, we continued with significant transformation programme activities, while
dealing with a highly competitive financial services sector and a challenging political and regulatory environment. At times of change, it is important that we make
the decisions that help us achieve our goals while supporting and protecting our colleagues and customers. I AM Risk continues to play a key part in our aim to be
the best bank for our people, customers, shareholders and communities. Our I AM Risk approach aims to make sure our people:
Identify risks and opportunities
Assess their probability and impact
Manage the risks and suggest alternatives
Report, challenge, review, learn and ‘speak up’.
I AM Risk is how we make risk management part of everyone’s life as a Santander UK employee from how we recruit them and manage their performance to how
we develop and reward them. It is also how we encourage people to take personal responsibility for risk to speak up and to come up with ideas. We use I AM Risk
in our risk certifications, policies, frameworks and governance, and risk-related communications. We also include it in reward arrangements and in mandatory
training. To support general awareness, our learning websites include videos and factsheets.
As part of I AM Risk, we include mandatory risk objectives for all our people in our performance management processes – from our Executive Committee to
branch staff. The Executive Committee leads our culture initiatives under the CEO’s sponsorship. In our most recent employment engagement survey, 93% of
employees recognised their personal responsibility for the risks they face in their day-to-day work. This demonstrates how we have embedded risk management
in our culture.
In June 2021, we launched our new recognition platform for Santander UK staff, including, for the first time, the ability to specifically recognise colleagues for
demonstrating strong risk culture behaviours, with the use of a bespoke ‘I AM Risk’ tag.
I AM Risk in Action - Our Covid-19 Response
Our I AM Risk ethos was demonstrated through our response to Covid-19. Since the start of the Covid-19 pandemic, we have all had to adjust to new ways of
working, but the common risks remain, irrespective of our working environment. We now review the increased risks of remote and hybrid working as part of
business-as-usual and the mandatory training material we launched in 2020 to support our colleagues in their new ways of working was refreshed to help them
to continue to protect our customers and themselves, regardless of their specific working location. As 2021 progressed, we supported our colleagues in branches
and those gradually returning to offices, to comply with the relevant government guidelines.
I AM Risk Week 2021
In November 2021, we once again joined colleagues from across the Banco Santander group to celebrate our risk culture, with an emphasis on our personal
responsibility and accountability for managing risk, to speak up, reminders of how to manage our common risks and why good conduct and compliance matter.
During this time, we encouraged our colleagues to use our I AM Risk resources to:
Attend global risk related webinars focused notably on Financial Crime, Fraud, Reputational, Social and Climate Change risks and Speak Up.
Recognise a colleague for good risk behaviour
Use the Santander Speak Up toolkit, which provides helpful information and guidance to build confidence in speaking up.
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Our risk governance structure
We are committed to the highest standards of corporate governance in every part of our business, including risk management. For details of our governance,
including the Board and its Committees, see the ‘Governance’ section of this Annual Report. The Board delegates certain responsibilities to Board Level
Committees as needed and where appropriate. Our risk governance structure strengthens our ability to identify, assess, manage and report risks, as follows:
Committees: A number of Board and Executive committees are responsible for specific parts of our Risk Framework
Key senior management roles: A number of senior roles have specific responsibilities for risk management
Risk organisational structure: We have the ‘three lines of defence’ model built into the way we run our business.
Committees
The Board and Board Level Committee responsibilities for risk are:
Board Level Committee
Main risk responsibilities
The Board
Has overall responsibility for business execution and for managing risk
Reviews and approves the Risk Framework and Risk Appetite
Board Risk Committee (BRC)
Assesses the Risk Framework and recommends it to the Board for approval
Advises the Board on our overall Risk Appetite, tolerance and strategy
Oversees our exposure to risk and our strategy and advises the Board on both
Reviews the effectiveness of our risk management systems and internal controls
Receives regular updates on financial crime compliance measures and risks including money laundering, bribery and
corruption and sanctions compliance and monitors KPIs to measure progress to return to approved Board risk appetite and
sustain returns to Board risk appetite
Board Responsible Banking
Committee
Responsible for culture and operational risk from conduct, compliance, competition & legal matters
Reviews reports from the CLRO on the adequacy and effectiveness of the compliance function
Ensures that adequate and effective control processes are in place to identify and manage reputational risks
Oversees our Corporate Social Responsibility programme and how it impacts on employees, communities, the environment
including sustainability and climate change, reputation, brand and market positioning
Board Audit Committee
Monitors and reviews the financial statements integrity, and any formal announcements on financial performance
Reviews the adequacy and effectiveness of the internal financial controls and whistleblowing arrangements
Monitors and reviews the effectiveness of the internal audit function
Oversees the independence and performance of our auditors
Board Remuneration Committee
Oversees implementation of remuneration policies, ensuring they promote sound and effective risk management
The Executive Level Committee responsibilities for risk are:
Executive Level Committee
Main risk responsibilities
Executive Committee
Reviews business plans in line with our Risk Framework and Risk Appetite before they are sent to the Board to approve
Receives updates on key risk issues managed by CEO-level committees and monitors the actions taken
Senior Management Committee
Focuses on the responsibilities of the Executive Committee Senior Management Function holders and how they are discharged
Reviews updates on key risk issues, customer, reputational and conduct matters
Executive Risk Control Committee
(ERCC)
Reviews Risk Appetite proposals before they are sent to the Board Risk Committee and the Board to approve
Ensures that we comply with our Risk Framework, Risk Appetite and risk policies
Reviews and monitors our risk exposures and approves any corrective steps we need to take
Asset and Liability Committee
(ALCO)
Reviews liquidity risk appetite (LRA) proposals
Ensures we measure and control structural balance sheet risks, including capital, funding and liquidity, in line with the policies,
strategies and plans set by the Board
Reviews and monitors key asset and liability management activities to ensure we keep our exposures within our Risk Appetite
Pensions Committee
Reviews pension risk appetite proposals
Approves actuarial valuations and reviews the impact they may have on our contributions, capital and funding
Consults with the pension scheme trustees on the scheme’s investment strategy
Capital Committee
Puts in place reporting systems and risk control processes to make sure capital risks are managed within our Risk Framework
Reviews capital adequacy and capital plans, including the ICAAP, before they are sent to the Board to approve
Incident Accountability Committee
Considers, calibrates, challenges and agrees any appropriate individual remuneration adjustments
Presents recommendations to the Board Remuneration Committee
Credit Approval Committee
Approves corporate and wholesale credit transactions which exceed levels delegated to lower level forums or individuals
Investment Approval Committee
Approves equity type investment transactions which exceed levels delegated to lower level approval forums or individuals
Financial Crime Committee
Ensures due reporting, consideration, oversight and informed decision making regarding compliance by the Company and its
subsidiaries with financial crime laws and regulations, and best industry practice aligned to the Company’s stated risk appetite
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Key senior management roles
Senior roles with specific responsibilities for risk management are:
Role
Main risk responsibilities
Chief Executive Officer
The Board delegates responsibility for our business activities and managing risk on a day-to-day basis to the CEO. The CEO proposes
our strategy and business plan, puts them into practice and manages the risks involved. The CEO must also ensure we have a suitable
system of controls to manage risks and report to the Board on it.
Chief Risk Officer (CRO)
Oversees and challenges risk activities, and ensures lending decisions are made within our Risk Appetite. Accountable for control and
oversight of credit, market, liquidity, capital, pension, strategic & business, operational, model risk and risks associated with climate
change.
Chief Legal and Regulatory
Officer (CLRO)
Accountable for the control and oversight of legal, conduct and regulatory, reputational and financial crime risk, and is responsible for
reporting on these risks to the CRO, to provide the CRO with a holistic enterprise wide view of all risks.
Chief Financial Officer
Responsible for developing strategy, leadership and management of the CFO Division. In supporting our corporate goals within our
risk appetite, the CFO is responsible for managing interest rate, liquidity, pension and capital risks. The CFO aims to maximise the
return on Regulatory and Economic Capital, ensuring transactions create value with the right risk-based profile.
Chief Internal Auditor (CIA)
Designs and uses an audit system that identifies key risks and evaluates controls. The CIA also develops an audit plan to assess
existing risks that involve producing audit, assurance and monitoring reports.
Money Laundering Reporting
Officer (MLRO)
Responsible to the CLRO for control and oversight of financial crime risk but has regulatory responsibility to report on this risk type to
Executive and Board Committees and the FCA.
Risk organisational structure
We use the ‘three lines of defence’ model to manage risk. This model is widely used in the banking industry and has a clear set of principles to put in place a
cohesive operating model across an organisation. It does this by separating risk management, risk control and risk assurance. The reporting lines to the Board
with respect to risk are as follows:
Line 1: Business Units and Business Support Units identify, assess and manage the risks which originate and exist in their area, within our Risk Appetite.
Line 2: Risk Control Units are independent monitoring and control functions. They are under the executive responsibility of the CEO, but responsible to the CRO or
the CLRO for overseeing the first line of defence. They make sure Business Units and Business Support Units manage risks effectively and within our Risk Appetite.
The Risk Control Units are: Financial Crime; Conduct & Compliance, responsible for controlling reputational and conduct & regulatory risks; Legal; and Risk,
responsible for controlling credit, market, liquidity, capital, pension, strategic and business, operational and model risks.
Line 3: Internal Audit is an independent corporate function. It gives assurance on the design and effectiveness of our risk management and control processes.
Internal control system
Our Risk Framework is an overarching view of our internal control system that helps us manage risk across the business. It sets out at a high level the principles,
standards, roles and responsibilities, and governance for internal control. Our Risk Framework covers the categories below:
Category
Description
Risk Frameworks
Set out how we should manage and control risk across the business (overall framework), our risk types (risk type
frameworks) and our risk activities (risk activity frameworks).
Risk Management Responsibilities
Set out the Line 1 risk management responsibilities for Business Units and Business Support Units.
Strategic Commercial Plans
Plans produced by business areas, at least annually, which describe the forecasted objectives, volumes and risk profile of
new and existing business, within the limits defined in our Risk Appetite.
Risk Appetite
See our Risk Appetite section that follows.
Delegated Authorities/Mandates
Define who can do what under the authority delegated to the CEO by the Board.
Risk Certifications
Business Units, Business Support Units or Risk Control Units set out how they have managed and/or controlled risks in line
with our risk frameworks and within our Risk Appetite. They are completed at least once a year and explain action to be
taken. This helps ensure people can be held personally accountable.
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RISK APPETITE
How we control the risks we are prepared to take
When our Board sets our strategic objectives, it is important that we are clear about the risks we are prepared to take to achieve them. We express this through
our Risk Appetite Statement, which defines the amount and kind of risk we are willing to take. Our Risk Appetite and strategy are closely linked, and our strategy
must be achievable within the limits set out in our Risk Appetite.
The principles of our Risk Appetite
Our Risk Appetite Statement lists ten principles that we use to set our Risk Appetite.
We always aim to have enough financial resources to continue to do business in adverse but plausible stressed economic and business conditions, as well as to
survive a very severe stress that would deplete our capital reserves
We should be able to predict how our income and losses might vary – that is, how volatile they are. That applies to all our risks and lines of business
Our earnings and dividend payments should be stable, and in line with the return we aim to achieve
We are an autonomous business, so we always aim to have strong capital and liquidity resources
The way we fund our business should be based on diverse funding sources and duration. This helps us avoid relying too much on wholesale markets
We set controls on large concentrations of risk, like single customers or specific industries
There are some key risks we take, but for which we do not actively seek any reward, like operational, conduct and regulatory, financial crime, legal and
reputational risk. We take a risk-averse approach to these risks
We comply with all regulations – and aim to exceed the standards they set
Our pay and bonus schemes should support these principles and our risk culture
We always aim to earn the trust of our people, customers, shareholders and communities.
How we describe the limits in our Risk Appetite
Our Risk Appetite sets out detailed limits across all types of risk, using metrics and qualitative statements.
Metrics
We use metrics to set limits across most risk types including a set of metrics focused on losses, capital, liquidity and concentration. We set:
Limits for losses for our most important risks, including credit, market, operational and conduct risk
Capital limits, reflecting both the capital that regulators expect us to hold (regulatory capital) and our own internal measure economic capital (EC)
Liquidity limits according to a range of plausible stress scenarios for our business
Concentration limits, to determine the maximum concentration level that we are willing to accept.
These limits apply in normal business conditions, but also when we might be experiencing a far more difficult economic environment. We refer to conditions like
this as being under stress. For more on EC and stress scenarios, see the next page.
Qualitative statements
For some types of risk we also use qualitative statements that describe in words the appetite we want to set. For example, in operational risk, we use them to
describe our risk-averse appetite for cyber risk. We also use them to prohibit or restrict exposure to certain sectors, types of customer and activities.
How we set our Risk Appetite, and stay within it
We control our Risk Appetite through our Risk Appetite Framework. Our Board approves and oversees our Risk Appetite Statement every year. This ensures it is
consistent with our strategy and reflects changes in the markets and economic environment in which we operate. Our ERCC is responsible for ensuring that our
risk profile (the level of risk we are prepared to accept) is consistent with our Risk Appetite Statement. To do this they monitor our performance against our Risk
Appetite, business plans and budgets each month.
We also use stress testing to review how our business plan performs against our Risk Appetite Statement. This shows us if we would stay within our Risk Appetite
under stress conditions. It also helps us to identify any adverse trends or inconsistencies.
We embed our Risk Appetite by setting more detailed risk limits for each business unit and key portfolios. These are set in a way so that if we stay within each
detailed limit, we will stay within our overall Risk Appetite. When we use qualitative statements to describe our appetite for a risk, we link them to lower-level
key risk indicators, so that we can monitor and report our performance against them.    
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STRESS TESTING
Stress testing helps us understand how different events and economic conditions could affect our business plan, earnings and risk profile. This helps us plan and
manage our business.
Scenarios for stress testing
To see how we might cope with difficult conditions, we regularly develop challenging scenarios that we might face. We consult a broad range of internal
stakeholders, including Board members, when we design and choose our most important scenarios. The scenarios cover a wide range of outcomes, risk factors,
time horizons and market conditions. They are designed to test:
The impact of shocks affecting the economy as a whole or the markets we operate in
Key potential vulnerabilities of our business model, and the processes and systems which support it
Potential impacts on specific risk types.
We describe each scenario using a narrative setting out how events might unfold, as well as a market and/or economic context. For example, the key economic
factors we reflect in our ICAAP scenarios include house prices, interest rates, unemployment levels and the size of the UK economy. We also explore sensitivities
around several macro variables where there may be concerns or levels of uncertainty. In 2021, we also completed the Bank of England’s (BoE) Climate Biennial
Exploratory Scenario (CBES). The purpose of this exercise was to investigate a range of risks that may not be directly linked to prevailing economic and financial
conditions and helps us to prepare for possible future shocks. The CBES tested the resilience of the UK financial system to the physical and transition risks
associated with three different climate pathways. The key climate factors included physical risks due to higher global temperatures, and transition risks as a
consequence of the structural changes needed to transition towards a low-carbon economy.
How we use stress testing
We use stress testing to estimate the effect of these scenarios on our business and financial performance, including:
Our business plan, and its assessment against our Risk Appetite
Our capital strength, through our ICAAP
Our liquidity position, through our ILAAP
Our long term impacts of climate change, through the CBES
Impacts on other risk types.
We use a wide range of models, approaches and assumptions. These help us interpret the links between factors in markets and the economy, and our financial
performance. For example, one model looks at how changes to key macroeconomic variables like unemployment rates might affect the number of customers
who might fall into arrears on their mortgage or other loans.
Our stress testing models are subject to a formal review, independent validation and approval process. We highlight the key weaknesses and related model
assumptions in the approval process for each stress test. In some cases, we overlay expert judgement onto the results of our models. Where this is material to the
outcome of the stress test, the approving governance committee reviews it. We take a multi-layered approach to stress testing to capture risks at various levels.
This ranges from sensitivity analysis of a single factor to a portfolio, to wider exercises that cover all risks across our entire business. We use stress test outputs to
design plans that aim to mitigate damaging effects.
We also conduct reverse stress tests. These are tests in which we identify and assess scenarios that are most likely to cause our business model to fail. 
Board oversight of stress testing
The ERCC approves the design of the scenarios in our ICAAP and ILAAP. The Board Risk Committee approves the stress testing framework. The Board reviews
stress test outputs as part of the approval processes for the ICAAP, ILAAP, Recovery and Resolution, our Risk Appetite and regulatory stress tests, including CBES.
Regulatory stress tests
We take part in a number of external stress testing exercises. These can include stress tests of the UK banking system conducted by the PRA and the BoE. We also
contribute to stress tests of Banco Santander SA conducted by the European Banking Authority (EBA).
For more on capital and liquidity stress testing, see the ‘Capital risk’ and ‘Liquidity risk’ sections. 
HOW RISK IS DISTRIBUTED ACROSS OUR BUSINESS
Economic capital
As well as assessing how much regulatory capital we need to hold, we use an internal EC model to measure our risk. We use EC to get a consistent measure
across different risk types. EC also takes account of how concentrated our portfolios are, and how much diversification there is between our various businesses
and risk types. As a consequence, we can use EC for a range of risk management activities. For example, we can use it to help us compare requirements in our
ICAAP or to get a risk-adjusted comparison of income from different activities.
Regulatory capital – risk-weighted assets
We hold regulatory capital against our credit, market and operational risks. In 2021, the largest category continued to be credit risk in Retail Banking, which
accounted for more than half of our risk-weighted assets. This reflects our business strategy and balance sheet.
TASKFORCE ON CLIMATE-RELATED FINANCIAL DISCLOSURES (TCFD)
We are implementing the recommendations of the Task Force on Climate-related Financial Disclosures (TCFD), and taking action to meet the expectations set by
the PRA, BoE and FCA. This requires wide-ranging collaboration both within the bank and externally to develop the tools and methodologies needed. As such, we
have adopted a unified approach across the Santander UK Group Holdings plc group and therefore present disclosures on that basis in the Santander UK Group
Holdings plc group Annual Report.
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Credit risk
Overview
Credit risk is the risk of financial loss due to the default or credit quality deterioration of
a customer or counterparty to which we provided credit, or for whom we have assumed
a financial obligation.
We set out how our exposures arise and our approach to credit risk across the credit risk
lifecycle. We discuss our ECL approach and the key inputs to our ECL model. We also
summarise various Covid-19 support measures provided to our customers and their
impact on ECL. We then analyse our key metrics, credit performance and forbearance,
and highlight how Covid-19 affected them where relevant.
Key metrics
Stage 3 ratio remained stable at 1.45% (2020: 1.45%).
Loss allowances decreased to £865m (2020: £1,377m).
Average LTV of 64% (2020: 64%) on new mortgage
lending.
CREDIT RISK MANAGEMENT
Exposures (audited)
Exposures to credit risk arise in our business segments from:
Retail Banking
Consumer Finance
Corporate & Commercial Banking
Corporate Centre
In Homes,
We provide residential mortgages for
customers with good credit quality
(prime lending).
We provide these mostly for owner-
occupied homes, with some buy-to-let
mortgages provided to non-
professional landlords.
In Everyday Banking,
We provide unsecured lending to
individuals, including personal loans,
credit cards and account overdrafts.
We provide banking services to
businesses with a turnover of up to
£6.5m per annum and relatively simple
borrowing needs. We offer overdrafts,
credit cards and business loans.
We provide financing for cars, vans,
motorbikes and caravans through
Santander Consumer (UK) plc (SCUK).
Through our joint ventures, Hyundai
Capital UK Ltd and Volvo Car Financial
Services UK Limited, we provide retail
point of sale customer finance and
wholesale finance facilities (stock
finance).
Loans, bank accounts, treasury
services, invoice discounting, cash
transmission, trade finance and asset
finance.
We provide these to SMEs and mid-
sized corporates with an annual
turnover of up to £500m, Commercial
Real Estate and Social Housing
associations.
Asset and liability management of our
balance sheet, as well as our non-core
and legacy portfolios being run down.
Exposures include financial
institutions, sovereign and other
international organisation assets, and
structured products, chosen for
diversification and liquidity.
The segmental basis of presentation in this Annual Report has changed following a management review of our structure, and comparative amounts have been
restated to be consistent with the new presentation. Previously, Consumer Finance was managed as part of Retail Banking. See Note 2 for more information.
Santander UK transferred a significant part of the CIB business to the London branch of Banco Santander SA under a Part VII banking business transfer scheme
which completed on 11 October 2021. For more information, see Note 43.
Prior to the transfer, CIB provided loans, bank accounts, treasury services and markets activities, trade finance, receivables discounting and cash transmission to
large corporates and financial institutions, under approved ring-fenced bank exceptions policy.
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Santander UK plc    50
Our approach to credit risk
We manage our portfolios across the credit risk lifecycle, from drawing up our risk strategy, plans, budgets and limits to make sure the actual risk profile of our
exposures stays in line with our business plans and within our Risk Appetite. We further tailor the way we manage risk across the lifecycle to the type of product
and regularly review our approach and refine it when we need to.
1. Risk strategy and planning (audited)
All relevant areas of the business work together to create our business plans. We aim to balance our strategy, goals, and financial and technical resources with
our Risk Appetite. To do this, we focus on economic and market conditions and forecasts, regulations, conduct matters, profitability, returns and market share.
2. Assessment and origination (audited)
Managing credit risk begins with lending responsibly. That means only lending to customers who are committed to paying us back and can afford to, even if their
circumstances change. We undertake a thorough risk assessment to make sure a customer can meet their obligations before we approve a loan.
We take proportionate steps to assess whether a customer will be able to repay the money borrowed. We do this by a series of initial affordability and credit risk
assessments. We access each customer’s credit profile and signs of how reliable they are at repaying credit. When a customer applies, we assess the data they
provide, plus data from credit reference agencies (for Retail Banking and Consumer Finance) and performance on their other Santander accounts (if they have any)
against our Credit Policy.
Retail Banking
In Homes, for secured loans, we assess affordability by reviewing the customer’s income and spending, their other credit commitments, and what would happen
if interest rates went up. Many of our decisions are automated as we use data available to us. We tailor the process and how we assess the application based on
the product. More complex transactions often need greater manual assessment. This means we have to rely more on our credit underwriters’ skill and experience
in making the decision.
In Everyday Banking, similar to Homes, many of our decisions are automated as we use data available to us. We tailor the process and how we assess the
application based on the product. For unsecured personal loans and credit cards, we assess affordability by reviewing the customer’s income and spending, their
other credit commitments and stress accommodation costs on a proportionate basis.
For business banking services, we use a combination of internal, credit reference agency and application data in our credit assessments. Credit scoring combined
with policy rules give us confidence that businesses are creditworthy and can afford their repayments.
Credit risk mitigation
The types of credit risk mitigation, including collateral, across each of our portfolios is:
Portfolio
Description
Residential mortgages
Collateral is in the form of a first legal charge over the property. Before we grant a mortgage, the property is valued either by a surveyor or
using automated valuation methodologies where our confidence in the accuracy of this method is high.
Unsecured lending
There is no collateral or security tied to the loan that can be used to mitigate any potential loss if the customer does not pay us back.
Business banking
services
Business banking lending is unsecured. When lending to incorporated businesses, we typically obtain personal guarantees from each
director but we do not treat these as collateral.
Consumer Finance
In Consumer Finance, similar to Retail Banking, many of our decisions are automated as we use data available to us. We tailor the process and how we assess the
application based on the product. Residual value risk is one of our top risks. We use leading independent vehicle valuation companies to assess the future value of
the asset before the start of the agreement.
Credit risk mitigation
The type of credit risk mitigation, including collateral, is:
Portfolio
Description
Consumer (auto) finance
Collateral is in the form of legal ownership of the vehicle for most consumer (auto) finance loans, with the customer being the registered
keeper. Only a very small proportion of the business is underwritten as a personal loan. In these cases, there is no collateral or security tied
to the loan. We use a leading vehicle valuation company to assess the LTV at the proposal stage to ensure that the value of the vehicle being
lent against is appropriate.
Corporate & Commercial Banking
Our risk assessment assigns each customer a credit rating according to the internal rating threshold, using our internal rating scale (see ‘Credit quality’ in
‘Santander UK group level – credit risk review’ section). To do this, we look at the customer’s financial history and trends in the economy, backed up by the expert
judgement of a risk analyst. We review our internal ratings on a dynamic basis and at least once a year for those clients that are rated. We also assess the
underlying risk of the transaction, taking account of any mitigating factors (see the tables below) and how it fits with our risk policies, limits and Risk Appetite.
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Responsible lending, including climate change and the transition to a low carbon economy
We lend to a wide range of sectors and industries, including those that are intrinsic or of strategic importance to the economy of the UK. As part of lending
responsibly, we observe the Equator Principles as a way to factor social, ethical and environmental impacts into our risk analysis and decision making for financial
transactions. Our Reputational Risk and Environmental, Social and Climate Change (ESCC) Risk policies define how we create long-term value while managing
those risks. Our policies cover Oil & Gas, Power Generation & Transmission, Mining & Metals and Soft Commodities. For example, financing is prohibited for
project-related financing for Coal Fired Power Plants (CFPPs) projects worldwide and we will only work with new clients with CFPPs to provide specific financing
for renewable energy projects. In line with the Banco Santander commitment, we will eliminate all exposure to thermal coal mining and stop providing financial
services to power generation clients with over 10% revenue from thermal coal by 2030. We pay special attention to the ESCC risks of various activities and
projects, including liquid natural gas facilities; deep-sea and ultra-deep-sea oilfields; nuclear power generation; solid and gaseous biomass; precious minerals and
metals mining; and native tropical timber extraction. We review all relationships and transactions with identified ESCC risks or reputational risks including human
rights, to ensure they are within our risk appetite. Key decisions can be escalated to the Reputational Risk Forum and, if required, the Board.
Credit risk mitigation
The types of credit risk mitigation, including collateral, across each of our portfolios are as follows. In addition, from time to time at a portfolio level we execute
significant risk transfer transactions, which typically reduce RWAs.
Portfolio
Description
SME and mid
corporate
Includes secured and unsecured lending. We can take mortgage debentures or a first charge on commercial property as collateral. Before
agreeing the loan, we get an independent professional valuation which assesses the property. Loan agreements typically allow us to obtain
revaluations during the term of the loan. We can also take guarantees, but we do not treat them as collateral unless they are supported by a
tangible asset which is charged to us.
We also lend against assets (like vehicles and equipment) and invoices for some customers. We value assets before we lend. For invoices, we
review the customers' ledgers regularly and lend against debtors who meet agreed criteria.
We consider the UK Government guarantee supporting losses on amounts lent under its Coronavirus Loan Schemes as collateral (80% for CBILS,
CLBILS and RLS, and 100% for BBLS).
Commercial Real
Estate
We take a first legal charge on commercial property as collateral. The loan is subject to strict criteria, including the property condition, age and
location, tenant quality, lease terms and length, and the sponsor’s experience and creditworthiness. Before agreeing the loan, we visit the
property and get an independent professional valuation which assesses the property, the tenant and future demand. Loan agreements typically
allow us to obtain revaluations during the term of the loan.
Social Housing
We take a first legal charge on portfolios of residential real estate owned and let by UK Housing Associations as collateral, in most cases. We
revalue this every three to five years (in line with industry practice), using the standard methods for property used for Social Housing.
Corporate Centre
We follow the same assessment and origination process in Corporate Centre as that in Corporate & Commercial Banking.
Credit risk mitigation
The types of credit risk mitigation, including collateral, across each of our portfolios are as follows. In addition, from time to time at a portfolio level we execute
significant risk transfer transactions, which typically reduce RWAs.
Portfolio
Description
Sovereign and
Supranational
In line with market practice, there is no collateral against these assets.
Structured
Products
These are our High Quality Liquid Assets (HQLA) and Legacy Treasury asset portfolios. These assets are primarily ABS and covered bonds, which
benefit from senior positions in the creditor hierarchy. Their credit rating reflects the over-collateralisation in the structure, and the assets that
underpin their cash flows and repayment schedules.
Social Housing
We manage the risk on this portfolio in the same way as for the Social Housing portfolio in Corporate & Commercial Banking.
Financial
Institutions
We use standard legal agreements to reduce credit risk via netting and collateralisation on derivatives, repos and reverse repos, and stock
borrowing/lending. We also reduce risk by clearing trades through central counterparties (CCPs) where possible.
Legacy Portfolios in
run off
We often hold collateral through a first legal charge over the underlying asset or cash. We get independent third-party valuations on fixed charge
security in line with industry guidelines.
Corporate & Investment Banking
Prior to the transfer in Q4 2021, we followed the same assessment and origination process in Corporate & Investment Banking as that in Corporate & Commercial
Banking and Corporate Centre. In addition, in Corporate & Investment Banking, a specialist analyst usually reviewed a transaction at the start and over its life.
Credit risk mitigation
The types of credit risk mitigation, including collateral, across each of our portfolios were as follows.
Portfolio
Description
Large Corporates
Most of these corporate loans and products were unsecured. We also had a structured finance portfolio, where we typically held legal charges
over assets we financed. We monitored borrowers in line with expected performance and applicable covenants, so we detected any financial
distress early.
Financial
Institutions
Financial Institutions exposures were minimal and were managed in the same way as Large Corporates.
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Santander UK plc    52
3. Monitoring (audited)
We measure and monitor changes in our credit risk profile on a regular and systematic basis against our budgets, limits and benchmarks.
Credit concentrations
A core part of our monitoring and management is a focus on credit concentrations, such as the proportion of our lending that goes to specific borrowers, groups or
industries. We set and monitor concentration limits in line with our Risk Appetite and review them on a regular basis.
Geographical concentrations: We set exposure limits to countries and geographies, with reference to the country limits set by Banco Santander and our own
Risk Appetite. For more geographical information, see ‘Country risk exposures’.
Industry concentrations: We also set exposure limits by industry sector. We set these limits based on the industry outlook, our strategic aims and desired level
of concentration, and relevant limits set by Banco Santander. We analyse committed exposures in the ‘Credit risk review’ section that follows.
Retail Banking
In Homes, we use IT systems and data available to us to monitor accounts. The main parts are:
Behavioural scoring: we use statistical models that help predict whether a customer will have problems repaying, based on how they use their accounts
Credit reference agencies: we often use data from agencies on how the borrower is handling credit from other lenders in our behaviour scoring models
Other Santander accounts: each month, we also look at how the customer uses their other accounts with us, so we can identify problems early.
Our day-to-day retail credit risk monitoring relies on a mix of product, customer and portfolio performance measures as described above. However, changes in
the wider UK macro-economy also impact our Homes portfolio. To reflect this, since 2017 we have used a Retail Risk Playbook tolerance framework to enhance
our day-to-day risk monitoring. This is a formal, structured framework that sets out the macroeconomic variables that are most relevant to retail portfolio
performance. We monitor these variables against the related forecasts in our business plans. If the economy deviates materially from our forecasts, we formally
review and reconsider our retail risk management policy and strategy. This framework will stay in place for as long as we consider it necessary.
Covid-19 has and will continue to affect the macro-economic environment and we have responded to this using the Retail Risk Playbook tolerance framework and
management judgements to ensure that portfolio quality remains within Risk Appetite.
Our monitoring can also mean we change our minds about whether a product is still right for a customer. If we find evidence that a customer is in financial
difficulties, we contact them about arrears management including forbearance, which we explain in more detail below.
For secured lending, our monitoring also takes account of changes in property prices. We estimate the property’s value every three months. In most cases, we use
statistical models based on recent sales prices and valuations in that local area. Use of this model is subject to Model Risk Governance. Where a lack of data
means the model’s valuation is not available, we use the original surveyor valuation with a House Price Index (HPI) adjustment as appropriate.
In Everyday Banking, similar to Homes, we use IT systems and data available to us to monitor accounts, and we use the Retail Risk Playbook tolerance framework
(except for business banking services) and management judgements to ensure that portfolio quality remains within Risk Appetite. For unsecured personal lending
like credit cards and overdrafts, monitoring might lead us to raise or lower credit limits. For business banking services, we review revolving credit facilities each
year to ensure the facilities remain appropriate for the customer's financial circumstances.
Consumer Finance
In Consumer Finance, similar to Retail Banking, we use IT systems and data available to us to monitor accounts, and we use the Retail Risk Playbook tolerance
framework and management judgements to ensure that portfolio quality remains within Risk Appetite. We also check the Residual Value of our portfolio each
month, using triggers set to identify any material change in trends.
Corporate & Commercial Banking and Corporate Centre
We regularly monitor and report our credit risk by portfolio, segment, industry, location and customer. We monitor detailed analyses of our credit exposures and
risk trends each month. We also report our larger exposures and risks to the Board Risk Committee each month.
Our Watchlist
We also use a Watchlist for exposures subject to annual reviews to help identify potential problem debt early. Just because a customer is on our Watchlist does
not mean they have defaulted. It just means that something has happened that has increased the probability of default, such as they breach a covenant or lose a
major contract.
We classify Watchlist cases as:
Enhanced monitoring: for less urgent cases. If they are significant, we monitor them more often and where appropriate may consider more collateral.
Proactive management: for more urgent or serious cases. We may take steps to restructure debt including extending the term, taking more collateral, agreeing
a lower credit limit, or seeking repayment of the loan through refinancing or other means.
We assess cases on the Watchlist for impairment as explained in the ‘Significant Increase in Credit Risk (SICR)’ section. When a customer is included in enhanced
monitoring, we do not consider that it has suffered a SICR for ECL purposes, so it remains in Stage 1 for purposes of our loss allowance calculations. When a
customer is included in proactive management, we consider that it has suffered a SICR. This means we transfer it to Stage 2 and subject it to a lifetime ECL
assessment to calculate the new loss allowance. We take into account any forbearance we offer. This includes whether any extra security or guarantees are
available, the likelihood of more equity and the potential to enhance value through asset management.
In Corporate & Commercial Banking, as part of our client review process, for loans approaching maturity, we look at the prospects of refinancing the loan on
current market terms and applicable credit policy. Where this seems unlikely, we put the case on our Watchlist.
In Corporate & Commercial Banking, there are also exposures that are not subject to annual reviews, which are primarily high volume and low value cases. They
are managed using early warning indicators, which are supported by teams of expert analysts. Early warning indicators include the use of data from credit
reference agencies.
In Corporate Centre, we typically monitor the credit quality of our exposures daily. We use both internal and third-party data to detect any potential credit
deterioration.
Corporate & Investment Banking
Prior to the transfer in Q4 2021, we followed the same monitoring process in Corporate & Investment Banking as that in Corporate & Commercial Banking and
Corporate Centre. In addition, we also monitored the credit quality of our exposures daily. We used both internal and third-party data to detect any potential credit
deterioration.
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4. Arrears management (audited)
Retail Banking and Consumer Finance
We have several strategies to manage arrears that we can use as early as the day after a missed payment. We assess the problems a customer is having, so we
can offer them the right help to bring their account up to date as soon as possible. The strategy we use depends on the risk and the customer’s circumstances.
Corporate & Commercial Banking and Corporate Centre
We identify problem debt by close monitoring, supported by our Watchlist process for all exposures subject to annual reviews. When there is a problem, our
Relationship Directors are the first to act, supported by the relevant credit risk expert. We aim to identify warning signs early by monitoring customers’ financial
and trading data, checking to make sure they are not breaching any covenants, and by having regular dialogue with them. Our Restructuring & Recoveries team
are engaged as needed on Watchlist cases and we may hand over more serious cases to them.
For the exposures not subject to annual review, we have several strategies for managing arrears that can be used as early as the day of the missed payment. We
assess the problems a customer is having, so we can offer them the right help to bring their account up to date as soon as possible.
If a case becomes more urgent or needs specialist attention, and if it transfers to Stage 3, we transfer it to our Restructuring & Recoveries team. We aim to act
before a customer defaults, to prevent it, if possible. The strategy we use depends on the type of customer, their circumstances and the level of risk. We use
restructuring and rehabilitation tools to try to help our customers find their own way out of financial difficulty and agree on a plan that works for both of us.
Corporate & Investment Banking
Prior to the transfer in Q4 2021, we managed arrears in Corporate & Investment Banking in the same way as that in Corporate & Commercial Banking and
Corporate Centre.
For more, see the Forbearance section.
5. Debt recovery (audited)
Sometimes, even when we have taken all reasonable and responsible steps to manage arrears, they are not effective. If this happens, we have to end our
agreement with the customer and try to recover the whole debt, or as much of it as we can.
Retail Banking 
In Homes, to recover what we are owed, we may use a debt collection agency, sell the debt, or take the customer to court. For retail mortgage loans we may
consider legal action including repossession of the property as a last resort or, if necessary, to protect the property from damage or third-party claims. We make
sure our estimated losses from repossessed properties are realistic by getting two independent valuations on each property, as well as the estimated cost of
selling it. These form the basis of our loss allowances calculations. Where we do enforce the possession of a property we do not take ownership. We make use of
external agents to realise the value and settle the debt. Any surplus funds are returned to the borrower or are otherwise dealt with in line with insolvency
regulations.
In Everyday Banking, to recover what we are owed, we may use a debt collection agency, sell the debt, or take the customer to court, similar to our approach in
Homes. 
Consumer Finance
To recover what we are owed, we may use a debt collection agency, sell the debt, or take the customer to court, similar to our approach in Retail Banking. We
may consider taking steps to re-possess of the vehicles we have financed. 
Corporate & Commercial Banking and Corporate Centre
Where we look for an exit, we aim to do this, if we can, by agreeing with the borrower that they will sell some or all their assets on a voluntary basis or agreeing
to give them time to refinance their debt with another lender. Where we cannot find a way forward or reach a consensual arrangement, we consider recovery
options. This can be through an insolvency proceeding, enforcing over any collateral or selling debt on the secondary market. We may also consider other legal
action available to recover what we are owed from debtors and guarantors. If there is a shortfall, we write it off against loss allowances we hold. In certain very
rare instances, we may act as mortgagee in possession of assets held as collateral against non-performing commercial lending. In such cases, we carry the assets
on our balance sheet and classify them in line with our accounting policies.
Corporate & Investment Banking
Prior to the transfer in Q4 2021, we followed the same debt recovery process in Corporate & Investment Banking as that in Corporate & Commercial Banking and
Corporate Centre.
Loan modifications (audited)
We sometimes change the terms of a loan when a customer gets into financial difficulty (this is known as forbearance), or for other commercial reasons.
Forbearance
When a customer gets into financial difficulties, we can change the terms of their loan, either temporarily or permanently. We do this to help customers through
temporary periods of difficulty so they can get back on to sustainable terms and fully pay off the loan over its lifetime, with support if needed. We try to do this
before the customer defaults. Whatever we offer, we assess it to make sure the customer can afford the repayments. Forbearance improves our customer
relationships and our credit risk profile. We review our approach regularly to make sure it is still effective. In a few cases, we can help a customer in this way more
than once. This can happen if the plan to repay their debt doesn’t work and we have to draw up another one. When this happens more than once in a year, or
more than three times in five years, we call it multiple forbearance. We only use foreclosure or repossession as a last resort.
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We may offer the following types of forbearance, but only if our assessments show the customer can meet the revised payments:
Action
Description
Term extension
We can extend the term of the loan, making each monthly payment smaller. For retail customers, where applicable they must also meet our
policies for maximum loan term and age when they finish repaying. Customers with interest-only mortgages have to make arrangements to
repay the principal at the end of the mortgage. For corporate customers, we expect the customer to be able to pay the interest in the short-
term and have a realistic chance of repaying the full balance in the long-term at a minimum. We may offer term extensions if the customer is
up to date with their payments but showing signs of financial difficulties. We may also offer this option if the loan is about to mature and
near-term refinancing is not possible on market terms.
Interest-only
For retail customers, interest-only is only offered as a short-term standard collections arrangement since March 2015. We now record any
related shortfall in monthly payments as arrears and report them to the credit reference agencies. As a result, we do not classify interest-
only arrangements agreed since March 2015 as forbearance. We continue to manage and report all interest-only arrangements offered
before then as forbearance.
For corporate customers, we can agree to let a customer pay only the interest on the loan for a short time – usually less than a year. We only
agree to this if we believe their financial problems are temporary and they are going to recover. After the interest-only period, we expect the
customer to go back to making full payments of interest and capital once they are in a stronger financial position.
Other payment
rescheduling, including
capitalisation
For retail customers, we offer two main types, which are often combined with term extensions and, in the past, interest-only concessions:
If the customer cannot afford to increase their monthly payment enough to pay off their arrears in a reasonable time but has been making
their monthly payments (usually for at least six months), then we can add the arrears to the mortgage balance.
We can also add to the mortgage balance at the time of forbearance, unpaid property charges which are due to a landlord and which we
pay on behalf of the customer to avoid the lease being forfeited.
For corporate customers, we may agree to lower or stop their payments until they have had time to recover. We may:
Reschedule payments to better match the customer’s cash flow – for example if the business is seasonal
Provide a temporary increase in facilities to cover peak demand ahead of the customer’s trading improving.
We might do this by adding their arrears to their loan balance (we call this arrears capitalisation) or drawing from an overdraft. We may also
offer other types of forbearance, including providing new facilities, interest rate concessions, seasonal profiling and interest roll-up. In rare
cases, we agree to forgive or reduce part of the debt.
When we agree to forbearance, we consider that the account has suffered a Significant Increase in Credit Risk (SICR), as we explain later on. We review our loss
allowance for it and report the account as forborne. For retail accounts, if an account is in Stage 1 (a 12-month ECL) when we agree forbearance, we transfer it to
Stage 2 (a lifetime ECL). For all accounts, if an account is already in Stage 2 when we agree forbearance, we keep it in Stage 2 unless the forbearance arrangement
involves an account that is deemed unlikely to pay (defined through a number of events listed in our Classification Policy), the forgiveness of fees and interest or
debt, or is being granted multiple forbearances which would put the case into Stage 3 (a lifetime ECL). If an account is already in Stage 3 when we agree
forbearance, we keep it in Stage 3. We monitor the performance of all forborne loans. A loan moves from a lifetime ECL to a 12-month ECL once the criteria to exit
forbearance have been met, as set out below.
Exit from forbearance or cure
For an account in Stage 3 to exit forbearance, all the following conditions must be met:
The account has been classed as Stage 3 for at least one year since the end of the latest forbearance strategy
The account is not deemed unlikely to pay
The account is no longer in arrears, and the customer has no other material debts with us which are more than 90 days in arrears.
If all the conditions are met, the account is re-classed as Stage 2 forbearance until the Stage 2 forbearance exit conditions set out below are also met.
For an account in Stage 2 to exit forbearance, all the following conditions must be met:
The account has been classed as Stage 2 for at least two years since the end of the latest forbearance strategy
The account has been performing, i.e. the customer is no longer in financial difficulty
Meaningful capital and interest repayments have been made for at least 50% of the two year period
The account is no longer in arrears, and the customer has no other material debts with us which are more than 30 days in arrears.
Other forms of debt management and modifications
When a customer is not showing signs of financial difficulties, we can also change the terms of their loan. We do this to help them manage their financial
liabilities.
In addition, from March 2020 to March 2021, we provided mortgage customers with payment holidays in line with UK Government and FCA guidance. Similar
payment holidays were also granted in respect of consumer (auto) finance, personal loans, credit cards, business and corporate loans. For more on this, see
'Covid-19 Support measures'.  The granting of a payment holiday on its own was not considered to be a SICR event or a default under regulatory definitions or
forbearance. For customers who needed further financial support after the payment holiday period, we offered them help in line with our policies.
Retail Banking 
In Homes, apart from forbearance, we have sometimes changed the contract terms to keep a good relationship with a customer. We do not classify insolvency
solutions for any unsecured retail customers as forbearance. This is in line with industry guidelines on the treatment of customers in insolvency or bankruptcy.
In Everyday Banking, we do not classify insolvency solutions for any unsecured retail customers as forbearance. This is in line with industry guidelines on the
treatment of customers in insolvency or bankruptcy.
Consumer Finance
We do not classify insolvency solutions for any unsecured retail customers as forbearance. This is in line with industry guidelines on the treatment of customers in
insolvency or bankruptcy.
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Corporate & Commercial Banking and Corporate Centre
When customers are in financial difficulty, we can also manage debt in other ways, depending on the facts of the specific case:
Action
Description
Waiving or changing
covenants
If a borrower breaks a covenant, we can either waive it or change it, taking their latest and future financial position into account. We may also
add a condition on the use of any surplus cash (after operating costs) to pay down their debt to us.
Asking for more
collateral or guarantees
If a borrower has unencumbered assets, we may accept new or extra collateral in return for revised financing terms. We may also take a
guarantee from other companies in the same group and/or major shareholders. We only do this where we believe the guarantor will be able
to meet their commitment.
Asking for more equity
Where a borrower can no longer pay the interest on their debt, we may accept fresh equity capital from new or existing investors to change
the capital structure in return for better terms on the existing debt.
Corporate & Investment Banking
Prior to the transfer in Q4 2021, we managed debt in Corporate & Investment Banking in the same way as that in Corporate & Commercial Banking and Corporate
Centre.
Risk measurement and control
We measure and control credit risk at all stages across the credit risk lifecycle. We have a range of tools, processes and approaches.
Retail Banking and Consumer Finance
These businesses involve managing large numbers of accounts, so they produce a huge amount of data. This allows us to take a more analytical and data intense
approach to measuring risk. This is reflected in the wide range of statistical models we use across the credit risk lifecycle. We use:
Risk strategy and planning: econometric models
Assessment and origination: application scorecards, and attrition, pricing, loss allowance and capital models
Monitoring: behavioural scorecards and profitability models
Arrears management: models to estimate the proportion of cases that will result in possession (known as roll rates)
Debt recovery: recovery models.
We assess and review our loss allowances regularly and have them independently reviewed. We look at a number of factors, including the cash flow available to
service debt. We also use an agency to value any collateral – mainly mortgages.
Corporate & Commercial Banking and Corporate Centre
We measure the credit risk on treasury products by adding their potential future exposure to market movements over their lives to their fair value. Then we add it
to any other exposure and measure the total against our credit limits for each client. We assess our loss allowances regularly by looking at a number of factors,
including the cash flow available to service debt and the value of collateral based on third-party professional valuations.
Corporate & Investment Banking
Prior to the transfer in Q4 2021, we measured and controlled credit risk in the same way as Corporate & Commercial Banking and Corporate Centre.
Key metrics (audited)
We use a number of key metrics to measure and control credit risk, as follows:
Metric
Description
Expected Credit
Loss (ECL)
ECL tells us what credit risk is likely to cost us either over the next 12 months on qualifying exposures, or defaults over the lifetime of the
exposure where there is evidence of a SICR since origination. We explain how we calculate ECL below.
Stages 1, 2 and 3
We assess each facility’s credit risk profile to determine which stage to allocate them to, and we monitor where there is a SICR and transfers
between the Stages including monitoring of coverage ratios for each stage. We explain how we allocate a facility to Stage 1, 2 or 3 below.
Stage 3 ratio
The Stage 3 ratio is the sum of Stage 3 drawn and Stage 3 undrawn assets divided by the sum of total drawn assets and Stage 3 undrawn assets.
The Stage 3 ratio is the main indicator of credit quality performance.
Expected Loss (EL)
EL is based on the regulatory capital rules of CRD IV and gives us another view of credit risk. It is the product of the probability of default,
exposure at default and loss given default. We calculate each factor in accordance with CRD IV and include direct and indirect costs. We base
them on our risk models and our assessment of each customer’s credit quality. There are differences between regulatory EL and IFRS 9 ECL,
which we set out below. The rest of our Risk review, impairments, losses and loss allowances refer to calculations in accordance with IFRS,
unless we specifically say they relate to CRD IV. For our IFRS accounting policy on impairment, see Note 1 to the Consolidated Financial
Statements.
We also assess risks from other perspectives, such as geography, business area, product and process to identify areas we need to focus on. We also use stress
testing to establish vulnerabilities to economic deterioration. Our business segments tailor their approach to credit risk to their own customers, as we explain
later on.
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Recognising ECL (audited)
The ECL approach estimates the credit losses arising from defaults in the next 12 months on qualifying exposures, or defaults over the lifetime of the exposure
where there is evidence of a SICR since the origination date. The ECL approach takes into account forward-looking data, including a range of possible outcomes,
which should be unbiased and probability-weighted in order to reflect the risk of a loss being incurred even when it is considered unlikely.
Critical judgements and accounting estimates applied in calculating ECL (audited)
IFRS 9 recognises that critical management judgements and accounting estimates are an essential part of calculating ECL. Specifically, where the historical data
that we use in our models does not reflect current or future expected conditions, or the data we have does not cover a sufficient period or is not robust enough.
We consider the critical accounting estimates in calculating ECL to be:
Forward-looking multiple economic scenarios; and
Probability weights applied to multiple economic scenarios.
We consider the critical management judgements in calculating ECL to be:
Definition of default;
Significant Increase in Credit Risk (SICR) thresholds;
Post Model Adjustments (PMAs);
Internal credit risk rating for corporate borrowers; and
Individually assessed corporate Stage 3 exposures.
See sections below for more on each of these key judgements and estimates.
Multiple economic scenarios and probability weights (audited)
For all our portfolios, except CIB, we use five forward-looking economic scenarios. For 2021, they consist of a central base case, one upside scenario and three
downside scenarios. We use five scenarios to reflect a wide range of possible outcomes for the UK economy.
(i) For all our portfolios, except CIB
Our forecasting approach
We derive our scenarios in part by using a set of parameters in GDP fan charts published by the Office for Budget Responsibility (OBR). To avoid major changes to
the scenarios due to changes in the OBR fan charts, we place more weight on the long-run outlook of the fan charts rather than relying solely on each individual
release as this can create large swings in the scenarios which may not be appropriate. We use the OBR fan charts to calculate our GDP paths for each scenario. For
2021 this applied to the Upside 1, Downside 1 and Downside 2 scenarios. These fan charts reflect the probability distribution of a deviation from the OBR’s central
forecast to illustrate the uncertainty regarding the outcome of a variable, in this case GDP.
We use the 0.6 fan chart path for our Upside 1 scenario and the 0.3 path for Downside 1. For Downside 2 we use a blend of the Downside 1 scenario and the base
case rather than the 2008/09 recession, which is used under BAU. This is because the fall in GDP in the base case is markedly higher than the one seen in
2008/09, due to the lockdown restrictions imposed due to Covid-19. To ensure that Downside 2 is kept consistent with any changes to the OBR fan charts, we
calculate the Downside 2 GDP by taking the percentage difference between Downside 2 and Downside 1 GDP in the original forecast and applying this difference
to the new Downside 1.
Once we have established the GDP paths for each scenario, we run them through the Oxford Global Economic Model (OGEM) to derive the other macroeconomic
variables, such as unemployment and house prices. These variables are the product of the GDP growth paths we have forecast and the output of the OGEM for
these growth paths. We then impose a Bank Rate profile for each scenario using expert judgement. We determine the Bank of England Bank Rate (Bank Rate) by
using the base case Bank Rate profile and adjusting this for each of the four other scenarios. To do this, we firstly consider what each of the scenarios is trying to
achieve.
For the upside scenario, which has a higher growth path and rising productivity growth, we allow for a managed tightening of the monetary stance, so we assume
small increases in Bank Rate. In contrast, for Downside 2 the scenario shows monetary policy forced into a reactive stance to contain CPI inflation at a time of
weakening output growth, so we assume the Bank of England would raise rates in this scenario to bring inflation back to its target rate. The rising Bank Rate
profiles are based on forward guidance from the Bank of England, where increases are assumed to be gradual and incremental. For the Downside 1 scenario, this
is aligned to the base case forecast for the majority of the 5 year forecast as inflation is similar to that of the base case, and for Downside 3, this shows a negative
interest rate profile which the Bank of England follows to try and boost growth with inflation remaining low. In this way, our scenarios reflect a range of possible
outcomes that the Bank of England may follow for different growth paths.
Our use of five scenarios is designed to reflect different possible outcomes to the base case forecast highlighting the upside and downside risks associated with
the central scenario. The downside risks for the UK economy include further waves of Covid-19 leading to restrictions on economic activity, a further and sharper
downturn in global growth, a substantial increase in inflation which raises the cost of living, a continuation of the very low productivity growth seen in the UK, and
a move to a more protectionist agenda for trade. The upside risks are more muted at present and include a stronger recovery in global growth, coupled with a
move to more open trade and further trade agreements with other countries.
We update the baseline in our economic scenarios at least twice a year in line with our annual budgeting and three-year planning processes, or sooner if there is a
material change in current or expected economic conditions. For instance, in 2021 the base case has been updated every quarter. We refresh all our economic
scenarios each quarter to reflect the latest data and OBR fan charts if these have changed, which are then reviewed and approved by the Credit Risk Provisions
Forum (CRPF). The CRPF also assesses the probability weights at least once a quarter.
We do not use consensus forecasts as inputs to our models, but we do compare the outputs of our models against consensus views for the base case, to make
sure that we understand any significant differences and address them where needed. At the end of 2021, there were no significant differences between our base
case forecasts and the consensus views.
In 2021, we were also able to do further peer benchmarking analysis of the economic scenarios using the data the PRA provided, which for Q4 2021 included the
mean weighted analysis for a selection of economic variables, including GDP, unemployment rate and HPI. This meant that we could compare our weighted
scenarios against the average of our peers to understand what differences there may be. The conclusion of this analysis demonstrated that our economic
scenarios were in line with our peers, although on a weighted basis house price inflation reflected a more conservative view.
In 2021, we also considered any likely impact from climate change risk on our forecasting approach and concluded that no adjustment to the multiple economic
scenarios for climate change risk was required. This is because climate change effects are generally regarded to be relevant over a longer timeframe than our
forecast period of five years.
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Key changes to our forecasting approach in 2021
In 2021, there were no specific changes to our forecasting approach. The OBR have not published fan charts since March 2020. However, in order to ensure that
the error bands remain reasonable, they have been cross-checked against other forecasters views on downside and upside scenarios to make sure they remain a
reasonable proxy and we are considering using our own fan chart error bands going forward to mitigate this issue. 
Base case
For our base case, the forecasts are based on the following assumptions: that there are no further lockdowns due to rising Covid-19 infections; that the majority
of overseas travel restrictions have been removed; that supply constraints continue into 2022; that in Q4 further self-imposed social distancing restrictions are re-
enacted to deal with increased infection rates slowing growth further; and that GDP 2019 levels are returned to in H1 2022. It is normal practice to review the
scenarios and associated weights every quarter to ensure they appropriately reflect the current economic circumstances, and we will continue to follow that
approach particularly as the advice the UK Government issues is subject to change in this fluid environment.
Base case key macroeconomic assumptions
House price growth: The stamp duty holiday ceased at the end of September 2021. However, there has not appeared to be a marked slowdown in house price
growth, although it was expected to fall back further in Q4 2021 as more normal demand patterns for housing emerge. With unemployment continuing to remain
low, conditions for buying still favourable, albeit with mortgage rates increasing in line with Bank Rate hikes, and with the supply side remaining weak this will
help keep house prices from falling. On this basis we were projecting an increase of 5% by the end of 2021, although this will vary across the UK regions with
London seeing much smaller rises.
GDP: The outlook assumes the recovery peaked in Q2 2021 with slowing quarterly growth rates thereafter. Growth in 2021 and 2022 will be hampered by the
changes to the trading conditions brought about by the UK’s exit from the EU and with supply constraints continuing to dominate, raising prices which along with
the jump in prices for gas and oil result in inflation peaking in H1 2022. Growth continues in 2022, but with rates starting to return to pre-Covid levels as catch-up
consumption begins to dissipate and the economy moves towards average growth rates. Key to growth is ensuring rising prices remain under control and that the
cost of living spike remains that.
Unemployment rate: Unemployment was expected to peak in Q4 2021 at 4.7% as the UK Government’s job support schemes come to an end. However, with the
majority of UK businesses wanting to retain staff for when trading conditions return to more 'normal' patterns, unemployment continues to fall back over the
forecast period. Given the reduced size of the UK workforce, unemployment by the end of the forecast period is only slightly higher than pre-pandemic.
Bank Rate: For the Bank Rate forecast, the base case had Bank Rate at 25bps at the end of 2021, in line with the increase in rates implemented by the Monetary
Policy Committee (MPC) on 16 December 2021. In 2022 it assumes two further rate hikes of 25bps, each to end 2022 at 75bps. These further increases are
designed to bring CPI inflation back towards target in 2023 given a peak of circa 6% in H1 2022. The base case remains flat from beginning of 2023 over the rest
of the forecast period as inflation starts to drop back with rates now at pre-pandemic levels. The Bank of England look to bed in these new rates and to
understand its effects on businesses.
In the medium-term, the projections assume that current demographic and productivity trends will continue, causing a reduction in the UK’s growth potential. For
instance, it is likely that the reduction in the UK workforce continues and that this will have a knock on impact for the economy, particularly if there are shortages
of skilled workers in particular sectors. This is reflected in an average annual growth expectation of 1.6%, the OBR’s latest estimate of the UK’s long run average
growth rate. CPI inflation is forecast to be significantly above the 2% target rate in the initial forecast period but then fall to target by the end. With higher levels
of savings, consumers use a proportion of these to help support household spending power through 2022.
In summary, the base case assumes that the outlook improves as the successful vaccination programme continues, which ends the need for further national
lockdowns.
Key changes to our base case in 2021
The key changes to our base case assumptions in 2021 were: (i) stronger GDP growth in 2021 and weaker expansion in 2022 to reflect the faster recovery
followed by a return to slower, pre-pandemic growth rates; (ii) the unemployment rate, whilst lower than expected given the government furlough scheme, rises
a little and peaks in Q4 2021. Thereafter it falls back very gradually over the forecast horizon; (iii) there is much faster house price growth in 2021 as the ending of
the stamp duty holiday only has a limited effect on reducing demand and supply remains constrained; and (iv) the Bank Rate profile increases to 75bps by 2022
and thereafter is held flat at its pre-pandemic level of 0.75%. This had the effect of increasing the weighted average of the Bank Rate across the five scenarios to
1.25%.
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Other scenarios
Based on this revised base case, we have reviewed our suite of scenarios to ensure that they capture the wide range of potential outcomes for the UK economy.
These include (i) a significant rise in Covid-19 cases and further lockdown measures being imposed as variants continue to appear; (ii) a slower recovery that is
more akin to the ‘U’ shape of past recessions; (iii) higher inflation; (iv) labour market frictions due to skills mismatches and a shrinking workforce as some
discouraged workers leave altogether (for example EU workers returning to their native countries and older UK born workers retiring early); and (v) the global
economy bouncing back more strongly than expected.  
In order to reflect these potential outcomes, we decided to continue to use the base case and four additional scenarios, which management considers to provide a
range wide enough to reflect all of the above potential outcomes. However, as the risks remain skewed to the downside, to reflect these outcomes sufficiently,
we concluded that only one upside scenario would be needed to reflect the upside risks to the base case. As with the base case, the scenarios are forecast over a
five-year period and then mean revert over the next three years to the OBR's latest estimate of the UK's long run average growth rate.
The four scenarios are as follows:
One upside scenario
Our modest upside scenario remains appropriate based on vaccines and boosters continuing to be distributed quickly and effectively to the population, which in
turn creates a more resilient workforce. It also assumes a faster global recovery and the UK continuing to agree to trade agreements with a number of countries
outside the EU. It is also based on productivity growth recovering. HPI for Upside 1 is less positive than for the base case and is based on the HPI equations built
into the Oxford Global Economic Model (OGEM) and the particular GDP profile used, whereas our base case reflects our planning view which allows for flexibility
to align what is currently seen in the market to the outlook of the economic variable forecast.
Three downside scenarios
Downside 1 assumes further local/regional restrictions were implemented as we moved through 2021 and into 2022 than in the base case as a means of
controlling increases in infection rates, which in turn impact economic growth as vaccines are not as effective in combating new variants as hoped. The scenario
also reflects a fall in demand for housing leading to downward price corrections over the next five years with a peak to trough of negative 5%. It assumes trade
agreements with other countries being negotiated over the forecast period, but fewer than in the base case.
Downside 2 reflects a severe downturn with a longer recovery needed (U shape) capturing even more conservatism and lack of confidence in terms of spending
by consumers with higher levels of unemployment. For businesses, it reflects a slower return to profitability and more insolvencies as vaccines are unable to keep
infection rates from new variants under control. Companies also struggle to adapt to the new trading conditions with the EU, which create supply bottlenecks and
push up manufacturing costs that businesses can no longer absorb, forcing them to pass this burden onto consumers. With business confidence weak and
investment contracting, a reduction in investor appetite for UK assets causes a sharp depreciation in sterling which pushes up imported inflation and causes the
MPC to raise rates significantly. It also assumes that the incidence of major risk events, for example those caused by climate change, continue to occur exposing
risks to countries’ fiscal position and the means to respond to such events which results in growth taking far longer to recover.
There is a substantial rise in interest rates of up to 3%, which results in a large increase in debt-service costs to households and a rapid undermining of demand in
the housing market. House values fall sharply and the combination of rising interest rates and unemployment with falling house prices results in a rising profile of
credit impairment losses.
Downside 3 features a double dip in economic activity (W shape) lasting three quarters, with higher unemployment and a sharper fall in house prices compared to
the four other scenarios. The fall in GDP of circa 7% between Q4 2020 and Q2 2022 is less than half the fall of circa 22% in H1 2020, as this assumes businesses
have contingency plans to be able to stay open whilst practising social distancing. The peak in the unemployment rate is similar to that seen in the early 1980s
recession peaking at 11.9% in 2022 and remaining in double digits until early 2023, before falling back very gradually. The long-term effects of high
unemployment result in a permanent hit to potential output, as persistent and elevated uncertainty leads to more job losses and corporate bankruptcies. Sharp
falls in house prices (circa 27%) combined with persistently higher unemployment have particularly adverse consequences for credit impairment charges.
Key changes to our alternative scenarios in 2021
The key changes to our alternative scenarios in 2021 related to changes to the base case, historical data for each variable, and the OGEM. We also rolled forward
the GDP path in Downside 3 but kept the overall shape of the profile the same. We did not make any other methodological changes to the scenarios. The
combination of these different inputs will mean differences across the variables for each of the alternative scenarios when we update them each quarter. As such,
it is not possible to pin-point a specific reason for each change as we do not run the inputs in isolation. However, we compare the variables between each quarter
and review any large changes to ensure they are not erroneous.
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The table below sets out our macroeconomic assumptions for each of the five scenarios at 31 December 2021:
Upside 1
Base case
Downside 1
Downside 2
Downside 3
%
%
%
%
%
GDP(1)
2020 (actual)
(9.7)
(9.7)
(9.7)
(9.7)
(9.7)
2021
7.0
6.9
6.8
6.2
5.6
2022
4.8
4.6
4.1
(0.7)
(7.5)
2023
2.2
1.7
0.9
0.5
3.1
2024
1.9
1.5
0.5
1.6
1.5
2025
2.1
1.6
0.5
1.7
1.5
Bank Rate(1)
2020 (actual)
0.10
0.10
0.10
0.10
0.10
2021
0.25
0.25
0.25
0.25
0.25
2022
0.75
0.75
0.75
1.00
(0.50)
2023
0.75
0.75
0.75
2.00
0.00
2024
1.25
0.75
1.00
3.00
0.00
2025
1.75
0.75
1.00
2.75
0.00
HPI(1)
2020 (actual)
6.9
6.9
6.9
6.9
6.9
2021
5.4
5.0
5.4
5.4
(2.5)
2022
(0.8)
2.0
(1.8)
(8.3)
(19.6)
2023
(2.0)
2.0
(4.6)
(13.1)
(9.3)
2024
1.0
2.0
(3.1)
(4.8)
2.4
2025
3.8
2.0
(0.7)
4.3
3.3
Unemployment(1)
2020 (actual)
5.2
5.2
5.2
5.2
5.2
2021
4.4
4.7
4.4
4.4
6.8
2022
4.4
4.5
4.8
6.9
11.4
2023
4.2
4.4
5.0
6.9
8.7
2024
3.9
4.3
5.1
6.4
8.0
2025
3.7
4.3
5.4
6.1
7.4
The table below sets out our macroeconomic assumptions for each of the five scenarios at 31 December 2020:
Upside 1
Base case
Downside 1
Downside 2
Downside 3
%
%
%
%
%
GDP(1)
2020
(10.5)
(11.5)
(10.5)
(11.1)
(11.5)
2021
4.8
4.5
4.0
(0.8)
(8.0)
2022
4.9
6.1
3.6
3.2
3.1
2023
3.0
2.2
1.5
2.7
1.5
2024
2.0
1.5
0.4
1.5
1.5
Bank Rate(1)
2020
0.10
0.10
0.10
0.10
0.10
2021
0.25
0.10
0.10
0.75
(0.50)
2022
0.75
0.10
0.10
1.75
0.00
2023
1.25
0.10
0.10
3.00
0.00
2024
1.75
0.25
0.25
2.75
0.00
HPI(1)
2020
3.7
3.5
3.7
3.7
3.5
2021
(4.6)
(2.0)
(5.4)
(11.3)
(19.7)
2022
(4.1)
1.5
(6.6)
(14.5)
(8.2)
2023
2.4
2.0
(1.8)
(3.8)
1.3
2024
5.5
2.0
0.5
4.9
3.1
Unemployment(1)
2020
6.3
6.8
6.3
6.3
6.8
2021
6.1
7.5
6.5
8.5
11.4
2022
5.3
6.2
6.1
7.9
8.7
2023
4.4
5.6
5.7
6.9
8.0
2024
4.1
5.5
5.8
6.5
7.4
(1)GDP is the calendar year annual growth rate, HPI is Q4 annual growth rate and all other data points are at 31 December in the year indicated.
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Our macroeconomic assumptions and their evolution throughout the forecast period
Our macroeconomic assumptions and their evolution throughout the forecast period for 2021 and 2020 were:
Upside 1
Base case
Downside 1
Downside 2
Downside 3
2021
%
%
%
%
%
House price growth
5-year average increase/decrease
1.30
2.00
(1.78)
(3.27)
(6.00)
Peak/(trough) at (1)
(3.07)
0.00
(9.87)
(24.03)
(32.12)
GDP
5-year average increase/decrease
2.33
1.89
0.93
0.49
(0.58)
Cumulative growth/(fall) to peak/(trough) (2)
12.19
9.83
4.75
2.48
(2.85)
Unemployment rate
5-year end period
3.60
4.30
5.65
5.95
6.80
Peak/(trough) at (1)
4.45
4.70
5.65
7.27
11.90
Bank of England bank rate
5-year end period
2.00
0.75
1.00
2.25
0.25
Peak/(trough) at (1)
2.00
0.75
1.00
3.00
(0.50)
Upside 1
Base case
Downside 1
Downside 2
Downside 3
2020
%
%
%
%
%
House price growth
5-year average increase/decrease
0.49
1.38
(2.01)
(4.54)
(4.44)
Peak/(trough) at (1)
2.45
7.11
(9.65)
(20.72)
(20.32)
GDP
5-year average increase/decrease
0.75
0.39
(0.38)
(0.98)
(2.82)
Cumulative growth/(fall) to peak/(trough) (2)
3.82
1.96
(1.88)
(4.80)
(13.33)
Unemployment rate
5-year end period
4.14
5.50
5.84
6.52
7.40
Peak/(trough) at (1)
6.28
7.90
6.51
8.78
11.90
Bank of England bank rate
5-year end period
1.75
0.25
0.25
2.75
0.00
Peak/(trough) at (1)
1.75
0.25
0.25
3.00
(0.50)
(1)For GDP and house price growth it is the peak to trough change within the 5 year period; for the unemployment rate it is the peak; and for Bank Rate it is the peak or trough.
(2)This is the cumulative growth for the 5 year period.
Scenario weights
Given the change to the base case in Q4 2021, we undertook a full review of the probability weights applied to all the scenarios. The setting of probability weights
needs to consider both the probability of the economic scenarios occurring while ensuring that the scenarios capture the non-linear distribution of losses across a
reasonable range. To support the initial assessment of how likely a scenario is to occur, we typically undertake a Monte Carlo analysis which would ascertain the
likelihood of a five-year average GDP forecast growth rate occurring based on the long run historically observed average. Creating a standard distribution bell
curve around this long run average allows us to estimate the probability of a given GDP scenario occurring and therefore assign a probability weight to that
scenario. However, a key challenge with this approach in a stressed environment like the one seen in 2020 is that extreme GDP forecasts occur.
Due to the extreme falls in growth, in 2020 we changed the time period that we looked at for the Monte Carlo analysis to 2007-2012 in order to capture the very
low period of growth, similar to those seen in 2020. However, this time period is no longer appropriate as the economy recovers resulting in large upswings in
growth. As such, we have assessed various periods of growth, similar to the action we took in 2020, and the most relevant period would be to include the entire
data set given that the number of growth periods since 1948 far outweighs the downswings. In this case, the base case sits at the 10th percentile with such a
growth rate occurring, historically, nearly half the time (43%) implying that a weight of between 40-50% remains appropriate. Under the longer period, the
Downside 3 scenario now sits in the 50th percentile since the number of significant quarterly growth periods is increasing as we move through 2021. However,
this still suggests that a low weight remains appropriate.
We also need to consider the UK economic and political environment when applying weights. Although the economic recovery has started, it is clear that the
roadmap will need to be altered in order to deal with any increasing infection rates caused by new variants, particularly as they are appearing regularly and
vaccines may need to evolve further to deal with potential resistance to them. As such, we remain of the view that the risks are still biased to the downside and
include: emergence of further variants that are resistant to existing vaccines leading to further lockdowns - at present the Omicron variant is an example of where
uncertainty is affecting the UK economy via self-imposed restrictions as well as those mandated by the UK Government; a substantial increase in inflation;
continuing weak investment; a larger negative impact from the EU trade deal than assumed; and the increasing possibility of a second Scottish referendum which
may bring disruption to any recovery in the latter years of the forecast. As such, it remains appropriate to reflect this with a 50% weight for the downside
scenarios.
The scenario weights we applied for 2021 and 2020 were:
Upside 1
Base case
Downside 1
Downside 2
Downside 3
Scenario weights
%
%
%
%
%
2021
5
45
25
20
5
Upside 1
Base case
Downside 1
Downside 2
Downside 3
Scenario weights
%
%
%
%
%
2020
5
45
15
25
10
(ii) For our CIB portfolios (prior to the transfer in Q4 2021)
Our forecasting approach
The scenario we applied for CIB was an overlay calculation which was used for the overlay in provisions estimation, due to Covid-19. The Long Run scenario was
based on a long run (rather than point in time) view and was prepared in the context of a long-term stable outlook where the structural deterioration is
materialised to quantify the overlay to account for the macroeconomic worsening. This was to avoid excessive volatility and considered appropriate due to the
size of the portfolio. No weights were applied.
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Our macroeconomic assumptions and their evolution throughout the forecast period
Our macroeconomic assumptions and their evolution throughout the forecast period for our CIB portfolio at 31 December 2020 were:
GDP assumption
%
2020
Long Run global growth scenario (1)
1.3
(1)The Long Run scenario is the average annual global growth rate over the 5 year period 2020 to 2024.
Definition of default (Credit impaired) (audited)
We define a financial instrument as in default (i.e. credit impaired) for purposes of calculating ECL if it is more than three months past due, or if we have data to
make us doubt the customer can keep up with their payments i.e. they are unlikely to pay. The data we have on customers varies across our business segments. It
typically includes where:
Retail Banking and Consumer Finance
They have been reported bankrupt or insolvent. This excludes accounts which are up to date and are not defaulted
Their loan term has ended, but they still owe us money more than three months later
They have had forbearance while in default, but have not caught up with the payments they had missed before that, or they have had multiple forbearance
We have suspended their fees and interest because they are in financial difficulties
We have repossessed the property
Corporate & Commercial Banking and Corporate Centre
They have had a winding up notice issued, or something happens that is likely to trigger insolvency – such as another lender calls in a loan
Something happens that makes them less likely to be able to pay us – such as they lose an important client or contract
They have regularly missed or delayed payments, even though they have not gone over the three-month limit for default
Their loan is unlikely to be refinanced or repaid in full on maturity
Their loan has an excessive LTV that is unlikely to be resolved, such as by a change in planning policy, pay-downs, or increase in market value
Where we use the advanced internal ratings-based basis for a portfolio in our capital calculations, we use the same default definitions for ECL purposes. The CRPF
reviews and approves the definition of default at least annually.
The Board Audit Committee reviews and challenges the appropriateness of the definition each year, or more often if we change it.
Between March 2020 and March 2021, we offered customers the option to take a payment holiday for up to 6 months where the customer had self certified they
had been financially impacted by Covid-19. The granting of a payment holiday on its own was not considered to be a SICR, nor was it considered to be a default
under regulatory definitions. Customers requiring longer-term financial support after the 6 month period, such as term extension or interest-only conversion, are
treated in accordance with our normal SICR and default definitions.
Prior to the transfer in Q4 2021, we used the same definition of default in Corporate & Investment Banking as that used in Corporate & Commercial Banking and
Corporate Centre.
Significant Increase in Credit Risk (SICR) (audited)
Loans which have suffered a SICR since origination are subject to a lifetime ECL assessment which extends to a maximum of the contractual term of the loan, or
the behavioural term for a revolving facility. Loans which have not experienced a SICR are subject to 12-month ECL. We assess the credit risk profile of each facility
to determine which of three stages to allocate them to:
Stage 1: when there has been no SICR since initial recognition. We apply a loss allowance equal to a 12-month ECL i.e. the proportion of lifetime expected
losses that relate to that default event expected in the next 12 months
Stage 2: when there has been a SICR since initial recognition, but no credit impairment has materialised. We apply a loss allowance equal to the lifetime ECL
i.e. lifetime expected loss resulting from all possible defaults throughout the residual life of a facility
Stage 3: when the exposure is considered credit impaired. We apply a loss allowance equal to the lifetime ECL. Objective evidence of credit impairment is
required. For more, see the section ‘Definition of default (Credit impaired)’ above.
We use a range of quantitative, qualitative and backstop criteria to identify exposures that have experienced a SICR. The Credit Risk Provisions Forum (CRPF)
reviews and approves our SICR thresholds periodically. The Board Audit Committee reviews and challenges the appropriateness of them each year, or more often
if we change them.
Quantitative criteria
We use quantitative criteria to identify where an exposure has increased in credit risk. The criteria we apply are based on whether any increase in the lifetime PD
since the recognition date exceeds a set threshold both in relative and absolute terms. We base the value anticipated from the initial recognition on a similar set
of assumptions and data to the ones we used at the reporting date, adjusted to reflect the account surviving to that date. The comparison uses either an
annualised lifetime PD, where the lifetime PD is divided by the forecast period, or the absolute change in lifetime PD since initial recognition. For each portfolio,
the quantitative criteria we used for 2021 were:
Retail Banking
Consumer Finance(2)
Corporate &
Commercial Banking
Corporate Centre
Homes
Everyday Banking (1)
Personal loans
Credit cards
Overdrafts
30bps
30bps
340bps
260bps
300bps
30bps
Internal rating method
(1)For larger business banking customers we apply the same criteria that we use for Corporate & Commercial Banking.
(2)Consumer Finance use the comparison of lifetime PDs to determine Stage allocation, unlike other products which first turn the lifetime PD into an average yearly PD (annualised) and then do the comparison.
The criteria above are absolute (rather than relative) increases in lifetime PD since initial recognition. These are all absolute values. We also applied a relative
threshold of 100% (doubling the PD) across all portfolios.
In 2021, there were no changes to the way that we measure SICR. The granting of a payment holiday on its own was not considered to be a SICR event.
Prior to the transfer in Q4 2021, we used the Internal rating method in Corporate & Investment Banking.
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Qualitative criteria
We also use qualitative criteria to identify where an exposure has increased in credit risk, independent of any changes in PD. For each portfolio, the criteria we
used for 2021 and 2020 were:
Retail Banking
Consumer Finance
Corporate &
Commercial Banking
Corporate Centre
Homes
Everyday Banking(1)
Personal loans
Credit cards
Overdrafts
- In forbearance
- Default in last 24m
- 30 Days past due
(DPD) in last 12m
- Bankrupt
- £100+ arrears
- In Collections
- Default in last 12m
- £50+ arrears
- In forbearance
- Default in last 12m
- In Collections
- £100+ arrears
- Behaviour score
indicators
- Fees suspended
- Default in last 12m
- Debit dormant >35
days
- Any excess in month
- In forbearance
- Deceased or
Insolvent
- Court ‘Return of
goods’ order or
Police watchlist
- Agreement
terminated
- Payment holiday
- Cash Collection
- In forbearance
- Default in last 12m
- Watchlist: proactive
management
- Default at proxy
origination
- Watchlist: proactive
management
(1)For larger business banking customers we apply the same criteria that we use for Corporate & Commercial Banking.
In addition, due to Covid-19 we introduced temporary Post Model Adjustments (PMAs) since Q2 2020 to Stage allocation based on collective assessments of
portfolios in Retail Banking and Consumer Finance, and client level in corporate lending (Corporate & Commercial Banking and Corporate & Investment Banking
segments) based on sector and client credit quality. See the section 'Post Model Adjustments (PMAs)' below for more on this.
Prior to the transfer in Q4 2021, we used Watchlist: proactive management in Corporate & Investment Banking.
Backstop criteria
As a backstop, we classify all exposures more than 30 or 90 DPD in at least Stage 2 or in Stage 3, respectively. This means that we do not rebut the backstop
presumptions in IFRS 9 (i.e. credit risk has significantly increased if contractual payments are more than 30 DPD) relating to either a SICR or default.
Improvement in credit risk or cure
In some cases, instruments with a lifetime ECL (in Stage 2 or 3) may be transferred back to 12-month ECL (Stage 1). Financial assets in Stage 3 can only be
transferred to Stage 2 or Stage 1 when they are no longer considered to be credit impaired, as defined above. Financial assets in Stage 2 can only be transferred to
Stage 1 when they are no longer considered to have experienced a SICR. Where we identified a SICR using quantitative criteria, the instruments automatically
transfer back to Stage 1 when the original PD-based transfer criteria are no longer met. Where we identified a SICR using qualitative criteria, the issues that led to
the transfer must be cured before the instruments can be reclassified to Stage 1. For a loan in forbearance to cure, it must meet the exit conditions set out in the
earlier section ‘Forbearance’.
Post Model Adjustments (PMAs) (audited)
We use a range of methods to identify whether we need a PMA. These include regular review of model monitoring tools, period-to-period movement and trend
analysis, comparison against forecasts, and input from expert teams who monitor and manage key portfolio risks. We only recognise a PMA if the ECL is over
£1m. We keep PMAs in place until we no longer need them. This will typically be when they are built into our core credit model or the conditions that impacted
the historical data no longer exist.
The Risk Provisions & Forecasting team calculates PMAs to ensure they are incremental to the core credit model and to ensure the calculation is performed in a
consistent and controlled manner. We apply standard end-user computing controls to material and long-standing PMAs i.e. those expected to be in place for
more than six months. Our Independent Validations Team may also review significant PMAs at their discretion. The CRPF approves all new PMAs. It delegates
authority to approve temporary PMAs not expected to last beyond a quarter-end to the CFO. The Consolidated Reporting team reviews all new PMAs to ensure
they comply with IFRS 9. We record all PMAs on a central log maintained by the Consolidated Reporting team which documents the justification, IFRS 9
compliance assessment, expected life, recalibration frequency, calculation methodology and value of each PMA. The CRPF reviews and approves the log each
quarter.
Modelled ECL
Individually
assessed
PMAs
Total ECL
2021
£m
£m
£m
£m
Retail Banking
264
1
123
388
Homes
119
1
70
190
Everyday Banking
145
53
198
Consumer Finance
51
1
52
Corporate & Commercial Banking
106
100
217
423
Corporate Centre
2
2
Total
423
101
341
865
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2020
£m
£m
£m
£m
Retail Banking
472
3
113
588
Homes
220
3
57
280
Everyday Banking
252
56
308
Consumer Finance
110
8
118
Corporate & Commercial Banking
195
157
251
603
Corporate & Investment Banking
26
7
33
Corporate Centre
35
35
Total
803
160
414
1,377
2021 compared to 2020
PMAs reduced from £414m to £341m though the proportion of PMAs to total ECL increased from 30% to 39%. The change in proportion was mainly due to
reduction in total ECL driven by favourable macroeconomic forecast and improved credit quality on assets compared to 2020.
The PMAs that we applied at 31 December 2021 and 31 December 2020 were:
2021
2020
PMAs
£m
£m
Non Covid-19 PMAs
Long-term indeterminate arrears
14
29
12+ months in arrears
29
34
Cladding risk
15
Mortgages affordability
18
UPL loss floor
21
31
Other PMA
8
30
Total non Covid-19 PMAs
105
124
Covid-19 PMAs
Corporate lending to segments affected by Covid-19
176
193
Payment holidays
27
Corporate single large exposure
23
35
Model underestimation
28
20
SME debt burden
9
Other Covid-19 PMAs
15
Total Covid-19 PMAs
236
290
Long-term indeterminate arrears: To mitigate the risk of model underestimation, we fully provide for accounts in arrears which have neither repaid (cured) or
been written-off after a period of 2 years for unsecured portfolios or 5 years for secured portfolios. For our secured portfolios, we use expected security
valuations at the point of repossession to estimate the adjustment. At 31 December 2021 and 31 December 2020, we only needed to make an adjustment for
mortgages. As a result of regulatory suspension of repossession in response to the Covid-19 pandemic, management has assumed up to a 2 year delay in
repossessions when calculating the ECL uplift for this PMA. This is to make sure LTVs are appropriately stressed by the economic scenarios. Over the medium
term, as we continue to address long term arrears in the portfolio, we expect the need for this PMA will diminish. This PMA increased our ECL by £14m. Had
management assumed no delay in repossessions or a 3 year delay, the PMA could have been within a range of £11m to £15m.
12+ months in arrears: To mitigate the risk of underestimating ECL, mortgage accounts which are more than 12 months past due are fully provided for after
deducting a historically observed self-cure rate. As a result of regulatory suspension of repossession in response to the Covid-19 pandemic, management has
assumed up to a 2 year delay in repossessions when calculating the ECL uplift for this PMA. This is to make sure LTVs are appropriately stressed by the
economic scenarios. Over the medium term, as we continue to address long term arrears in the portfolio, we expect the need for this PMA will diminish. This
PMA increased our ECL by £29m. Had management assumed no delay in repossessions or a 3 year delay, the PMA could have been within a range of £21m to
£32m.
Cladding risk: This PMA reduces the valuation of flats deemed to be at high-risk, where both fire safety and cladding rectification was highly probable, by 20%,
and reduces medium risk flats, where just cladding rectification was deemed to be likely, valuation by 10%. The PMA increased our ECL by £15m, which
reflects the reduction in valuation on these flats.
Mortgage affordability: This PMA addresses the risk that the current PD model for mortgages is likely to underestimate a ‘cost of living crisis’ whereby real
disposable income is stretched with increasing living costs and debt burden as interest rates begin to rise. The PMA identifies a population of customers most
likely to be under inflationary pressures, increases their PDs and moves them to Stage 2. At 31 December 2021 these accounts made up a significant amount of
the total mortgage Stage 2 population as £4.2bn mortgages were moved from Stage 1 into Stage 2 as a result. The PMA increased our ECL by £18m. Had
management applied different sensitivities to the PD uplifts, the ECL impact could have been between £14m and £27m.
UPL loss floor: This PMA addresses the perceived macroeconomic insensitivity within the UPL IFRS 9 models, where historical analysis of losses shows a much
larger correlation to the International Labour Organisation (ILO) unemployment forecast than the model gives. The PMA then uplifts the lifetime losses
expected in each of the five macroeconomic scenarios within the IFRS 9 model to meet the expected losses the historical analysis predicts. The PMA increased
our ECL by £21m. If management had only increased PDs, the PMA could have been £16m.
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Corporate lending to segments affected by Covid-19: In 2020, following internal sector and counterparty assessments, we transferred loans for some
corporate and SME sectors and clients who have been severely impacted because of Covid-19 from Stage 1 into Stage 2. This included exposures in a sector
where trading had been highly impacted by Covid-19 including Hotels, Hospitality, Retail, Leisure and Care Homes sectors, and where the client has been
assessed as most likely to require financial support based on their current financial circumstances. In addition, we have transferred some Stage 2 corporate and
SME loans to Stage 3 based on a similar analysis of sector and client credit quality taking into consideration any concessions given to clients since the start of
the pandemic as an indicator of those loans most likely to meet our default definition. We use our models to calculate the incremental ECL required from
transferring loans between stages and apply stress factors to the client PD ratings based on our historical experience. Over the medium term, as our actual
data on the performance of these customers grows, we expect the need for this PMA will diminish. This PMA increased our ECL by £176m. Had management
assumed the lowest observed PD stress factors to all Stage 1 to Stage 2 transferred loans or transferred none of the Stage 2 exposures in highly impacted
sectors to Stage 3, the PMA would reduce to £23m. Had management assumed the highest observed PD stress factor to all Stage 1 to Stage 2 transferred
loans and transferred all high risk Stage 2 exposures in highly impacted sectors to Stage 3, the PMA would increase to £287m.
Payment holidays: In 2020, we transferred a proportion of Stage 1 loans into Stage 2 where our discussions with retail customers on a Covid-19 payment
holiday established they are in longer-term financial difficulties. This was done on a collective basis through a customer contact exercise and customer data
profiling. As completed payment holiday customers reached 12 months of successful repayments, we released the unutilised ECL. 
Corporate single large exposure: In 2020, to mitigate against the risk of a single large corporate exposure with an ECL requirement of greater than £10m
defaulting, which has not been covered by the existing model estimate or the corporate and SME PMA above, we applied a PMA for the risk of a company which
unexpectedly defaults. This PMA has been calculated based on incurring three average historically observed single name large losses in our Corporate &
Commercial business segment (and Corporate & Investment Banking business segment before the transfer in Q4 2021). We will continue to assess this risk
over the medium term based on actual experience and we will refine the estimate based on changes in our portfolio credit quality and loan size mix. This PMA
increased our ECL by £23m. Had management assumed only one average loss was incurred the PMA would decrease to £12m. The PMA would increase to
£35m assuming three average losses were incurred.
Model underestimation: This PMA addresses potential underestimation risk of ECL models identified by our model monitoring and back-testing from lower
PDs given the extreme scenarios of low level of macroeconomic stress and timing effects of government support schemes on emergence of defaults. This PMA
increased our ECL by £28m. Had management only corrected for the perceived underestimation in the Base case and Upside 1 scenarios on mortgages and
used the historic uplift factor on overdrafts, the PMA could have been £12m. Had management applied the same uplift on the Downside 2 scenario as the Base
case, Upside 1 and Downside 1 scenarios, the PMA could have been £29m.
SME debt burden: We introduced a SME debt burden PMA in H1 2021 to take account of the potential debt burden risk of unsecured lending to our SME
customers who also took a BBL. This does not incorporate the credit risk on BBLs, as these are government guaranteed but instead considers the possible
impact on repayment of other lending with us. This PMA increased our ECL by £9m. Had management used the modelled lifetime losses for all dragged
accounts, the PMA could have been £3m. Had management used a 50% coverage on all accounts, the PMA could have been £15m.
Climate change
In addition, in 2021 we assessed the risks to asset valuations in the customer loan book from both transitional and physical risks associated with climate change.
At 31 December 2021, we did not consider it appropriate to recognise a climate change risk related PMA for the following reasons:
The behavioural life of the loan book is less than five years. Any material transitional risks are generally regarded to be relevant over a longer timeframe than
five years and as such, the risk predominantly relates to assets yet to be written;
There has been no observed default event occurred to our knowledge because of climate change, as such, it is not possible to identify a SICR or default event
for any part of the existing loan book;
The absolute exposure to fossil fuel industries is not deemed to be material. On an individually assessed basis, clients in these industries are highly rated and
their markets remain highly liquid;
In Consumer Finance, residual value risk is already set at the more cautious end of the acceptable range to capture the inherent risk of diesel obsolescence and
measurement uncertainty of electric vehicles; and
The proportion of mortgage loans subject to flood and subsidence risk is not deemed to be material. The terms of our mortgage lending also require
homeowners to buy suitable insurance which transfers the majority of the risk to asset valuations to third party insurers.
       
Internal credit risk rating for corporate borrowers (audited)
We assign each corporate borrower an internal credit rating based on our internal rating scale. To do this, we look at the customer’s financial history and trends in
the economy including reflecting the impacts of the Covid-19 pandemic – backed up by the expert judgement of a risk analyst. We review our internal ratings on a
dynamic basis and at least once a year. The internal risk rating is used to determine the Probability of Default for a client.
Individually assessed corporate Stage 3 exposures (audited)
We assess the ECL requirement for large single name corporate exposures on an individual basis when they meet our definition of default and are transferred into
Stage 3. This assessment takes into consideration the latest specific information about the counterparty to determine a probability weighted ECL based on a best,
worst and mid case outcome. For those loans that were in default (i.e. Stage 3), the ECL was £100m at 31 December 2021 (2020: £157m). Had management
assumed the best or worst outcome in terms of loss estimates, the ECL could have been within a range of £38m to £155m.
Sensitivity of ECL allowance (audited)
The ECL allowance is sensitive to the methods, assumptions and estimates underlying its calculation. For example, management could have applied different
probability weights to the economic scenarios and, depending on the weights chosen, this could have a material effect on the ECL allowance. In addition, the ECL
allowance for residential mortgages, in particular, is significantly affected by the HPI assumptions which determine the valuation of collateral used in the
calculations.
Had management used different assumptions on probability weights and HPI, a larger or smaller ECL charge would have resulted that could have had a material
impact on the Santander UK group’s reported ECL allowance and profit before tax. Sensitivities to these assumptions are set out below.
Scenario sensitivity
The amounts shown in the following tables illustrate the ECL allowances that would have arisen had management applied a 100% weight to each economic
scenario. The allowances were calculated using a stage allocation appropriate to each economic scenario presented and differs from the probability-weighted
stage allocation used to determine the ECL allowance shown above. For exposures subject to individual assessment, the distribution of ECL which could
reasonably be expected has also been considered, assuming no change in the number of cases subject to individual assessment, and within the context of a
potential best to worst case outcome. All exposures disclosed in 'Credit quality' in 'Santander UK group level - Credit risk review' are included in the following
tables. 
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As described above, prior to the transfer in Q4 2021 our CIB segment used a single forward-looking economic scenario. However, three scenarios were still used
in the model, with a PMA held to increase provisions to the level required in the single scenario. In order to present a consolidated view in a single table and show
variation from the forward-looking component, the three scenarios were presented in the table with the overlay value added to each scenario. As all other
segments use five scenarios, interpolation is also required. Data from the CIB Upside scenario is presented in the Upside 1 Column, the Downside scenario is in the
Downside 3 column, the Base case is in the Base case column and values in Downside 1 and Downside 2 are interpolated from the Base case and Downside
scenarios.
Weighted
Upside 1
Base case
Downside 1
Downside 2
Downside 3
2021
£m
£m
£m
£m
£m
£m
Exposure
313,347
313,347
313,347
313,347
313,347
313,347
Retail Banking
212,395
212,395
212,395
212,395
212,395
212,395
Homes
190,663
190,663
190,663
190,663
190,663
190,663
Everyday Banking
21,732
21,732
21,732
21,732
21,732
21,732
Consumer Finance
5,298
5,298
5,298
5,298
5,298
5,298
Corporate & Commercial Banking
24,691
24,691
24,691
24,691
24,691
24,691
Corporate Centre
70,963
70,963
70,963
70,963
70,963
70,963
ECL
865
740
738
849
1,123
1,288
Retail Banking
388
307
286
375
510
662
Homes
190
134
125
177
283
437
Everyday Banking
198
173
161
198
227
225
Consumer Finance
52
50
51
51
53
54
Corporate & Commercial Banking
423
381
399
421
558
570
Corporate Centre
2
2
2
2
2
2
%
%
%
%
%
%
Proportion of assets in Stage 2
5.2
4.9
4.9
5.1
6.2
7.0
Retail Banking
5.5
5.2
5.2
5.4
6.6
7.7
Homes
5.8
5.5
5.5
5.7
6.9
8.2
Everyday Banking
2.6
2.3
2.1
3.0
3.5
3.0
Consumer Finance
3.8
3.8
3.8
3.8
3.8
3.8
Corporate & Commercial Banking
17.8
16.3
16.2
16.9
20.8
20.9
Corporate Centre
0.3
0.3
0.3
0.3
0.3
0.3
Weighted
Upside 1
Base case
Downside 1
Downside 2
Downside 3
2020
£m
£m
£m
£m
£m
£m
Exposure
322,745
322,745
322,745
322,745
322,745
322,745
Retail Banking
201,990
201,990
201,990
201,990
201,990
201,990
Homes
180,006
180,006
180,006
180,006
180,006
180,006
Everyday Banking
21,984
21,984
21,984
21,984
21,984
21,984
Consumer Finance
8,261
8,261
8,261
8,261
8,261
8,261
Corporate & Commercial Banking
24,503
24,503
24,503
24,503
24,503
24,503
Corporate & Investment Banking
11,646
11,646
11,646
11,646
11,646
11,646
Corporate Centre
76,345
76,345
76,345
76,345
76,345
76,345
ECL
1,377
1,129
1,222
1,300
1,612
1,802
Retail Banking
588
495
470
544
730
740
Homes
280
212
207
253
389
415
Everyday Banking
308
283
263
291
341
325
Consumer Finance
118
115
117
116
119
123
Corporate & Commercial Banking
603
485
575
567
671
824
Corporate & Investment Banking
33
5
26
40
53
66
Corporate Centre
35
29
34
33
39
49
%
%
%
%
%
%
Proportion of assets in Stage 2
5.3
4.6
4.7
4.6
6.6
6.8
Retail Banking
5.4
4.5
4.6
4.7
7.2
7.2
Homes
5.7
4.8
4.9
4.9
7.7
7.5
Everyday Banking
2.8
2.4
2.1
2.6
3.3
4.9
Consumer Finance
4.6
4.6
4.6
4.6
4.6
4.8
Corporate & Commercial Banking
22.4
20.1
20.8
20.2
24.5
28.6
Corporate & Investment Banking
1.7
1.7
1.7
1.7
1.7
1.7
Corporate Centre
Changes to Stage 3 instruments are part of the sensitivity analysis but we do not disclose the proportion of assets in Stage 3, because their values do not move
due to changes in macroeconomic assumptions, i.e. they are either in default or not in default at the reporting date.
We have incorporated our post model adjustments into the sensitivity analysis.
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2021 compared to 2020
During 2021 credit performance across all sectors was strong, driving down ECL provisions and Stage 2 balances as PDs and LGDs reduced. Customers who took
payment holidays returned to making full payments with much less arrears arising on this population than anticipated, allowing for a release of ECL provisions as
the payment holiday PMAs unwound. At the same time macroeconomic forecasts improved, with GDP paths revised upwards and a much lower unemployment
rate forecast in the Downside 2 scenario, though this was partially offset by increasing Base Rate forecasts. This further reduced PDs and LGDs and moved
accounts below the SICR thresholds, curing them out of Stage 2. However, this effect was fully offset by the introduction of a number of new PMAs, one of which
moved £4.2bn of mortgage asset into Stage 2 and increased their PDs to account for the added inflationary risks in the portfolio.
Scenario weights sensitivity
In December 2021, management shifted 5% weights from the Base case scenario to Downside 1 scenario to capture uncertain risk in relation to inflation, which
increased ECL by £4m. If management had moved the weights from the Base case scenario to Downside 3 scenario, ECL would have increased by £22m.
HPI sensitivity
Given the relative size of our residential mortgage portfolio, management considers that changes in HPI assumptions underpinning the calculation of the ECL
allowance for residential mortgages would have the most significant impact on the ECL allowance. The table below shows the ECL impact on profit before tax of
applying an immediate and permanent house price increase/decrease to our unweighted base case economic scenario, and assumes no changes to the staging
allocation of exposures.
Increase/decrease in house prices
+20%
+10%
-10%
-20%
Increase/(decrease) in profit before tax
£m
£m
£m
£m
2021
64
40
(69)
(197)
2020
63
38
(66)
(183)
2021 compared to 2020
The HPI ECL sensitivity remains similar to 2020. The expected impact from a drop in the HPI index by 10% and 20% is £69m and £197m respectively. The strong
growth of the housing market in 2021 significantly improved the LTV profile of the portfolio, which offset the potential losses from new business.
Measuring ECL (audited)
For accounts not in default at the reporting date, we estimate a monthly ECL for each exposure and for each month over the forecast period. The lifetime ECL is
the sum of the monthly ECLs over the forecast period, while the 12-month ECL is limited to the first 12 months. We calculate each monthly ECL as the discounted
value for the relevant forecast month of the product of the following factors:
Factor
Description
Survival rate (SR)
The probability that the exposure has not closed or defaulted since the reporting date.
Probability of default
(PD)
The likelihood of a borrower defaulting in the following month, assuming it has not closed or defaulted since the reporting date. For each
month in the forecast period, we estimate the monthly PD from a range of factors. These include the current risk grade for the exposure, which
becomes less relevant further into the forecast period, as well as the expected evolution of the account risk with maturity and factors for
changing economics. We support this with historical data analysis.
Exposure at default
(EAD)
The amount we expect to be owed if a default event was to occur. We determine EAD for each month of the forecast period by the expected
payment profile, which varies by product type. For amortising products, we base it on the borrower’s contractual repayments over the forecast
period. We adjust this for any expected overpayments on Stage 1 accounts that the borrower may make and for any arrears we expect if the
account was to default. For revolving products, or amortising products with an off-balance sheet element, we determine EAD using the
balance at default and the contractual exposure limit. We vary these assumptions by product type and base them on analysis of recent default
data.
Loss given default
(LGD)
Our expected loss if a default event were to occur. We express it as a percentage and calculate it based on factors that we have observed to
affect the likelihood and/or value of any subsequent write-offs, which vary according to whether the product is secured or unsecured. If the
product is secured, we take into account collateral values as well as the historical discounts to market/book values due to forced sales type.
We use the original effective interest rate as the discount rate. For accounts in default, we use the EAD as the reporting date balance. We also calculate an LGD to
reflect the default status of the account, considering the current DPD and loan to value. PD and SR are not required for accounts in default.
Forecast period
We base the forecast period for amortising facilities on the remaining contract term. For revolving facilities, we use an analytical approach based on the
behavioural, rather than contractual, characteristics of the facility type. In some cases, we shorten the period to simplify the calculation. If we do this, we apply a
post model adjustment to reflect our view of the full lifetime ECL.
Forward-looking information
Our assessments of a SICR and the calculation of ECL both incorporate forward-looking data. We perform historical analysis and identify the key economic
variables that impact credit risk and ECL for each portfolio. These can include the house price growth, GDP, unemployment rate and Bank of England bank rate.
Where applicable, we incorporate these economic variables and their associated impacts into our models.
Economic forecasts have the most impact on the measurement of ECL for residential mortgages and, to a lesser extent, corporate loans. This is due to the long
behavioural lives and large sizes of these portfolios. Economic forecasts have less impact on the measurement of ECL for our other portfolios. This is due to the
shorter behavioural lives and smaller sizes of these portfolios.
Grouping of instruments for losses measured on a collective basis
We measure ECL at the individual financial instrument level. However, where we have used internal capital or similar models as the basis for our ECL models, this
typically results in a large number of relatively small homogenous groups. We typically group instruments where they share risk characteristics using one or
more statistical models and assess them for impairment collectively.
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We use this approach for:
all our Retail Banking and Consumer Finance portfolios
SME customers in Corporate & Commercial Banking
Legacy Portfolios in run-off in Corporate Centre.
We calculate separate collective provisions for instruments in Stages 1, 2 and 3 where the instrument is not individually assessed.
As described above, prior to the transfer in Q4 2021 for our CIB portfolios (whether we assess them for impairment individually or collectively) we used one
forward-looking economic scenario for forecasting in 2020. For all our other portfolios (whether we assess them for impairment individually or collectively) we
use five forward-looking economic scenarios.
Governance around ECL impairment allowances (audited)
Our Risk Methodology team developed our ECL impairment models (except for the external models we use, such as OGEM which we described earlier in ‘Our
forecasting approach’), and our Independent Validations team independently reviews all material models. As model owners, our Risk Provisioning & Forecasting
team run the models to calculate our ECL impairment allowances each month. The models are sensitive to changes in credit conditions and reflect various
management judgements that give rise to measurement uncertainty in our reportable ECL as set out above. The following committees and forums review the
provision drivers and ensure that the management judgements we apply remain appropriate:
Model Risk Control Forum (MRCF) reviews and approves new models and required model changes. It also reviews the use of OGEM as a reliable model on
which to base our other forecast macroeconomic variables. It is used across all stress testing and planning so it is subject to model risk criteria. MRCF will
delegate responsibility of approvals to Model Risk Management Forum (MRMF) for changes of low risk materiality or less complex changes.
ALCO reviews and approves the base case used in the economic scenarios we use to calculate forward-looking scenarios.
CRPF reviews and approves the economic scenarios and probability weights we use to calculate forward-looking scenarios. It also reviews management
judgements and approves ECL impairment allowances.
Board Audit Committee reviews and challenges the appropriateness of the estimates and judgements made by management.
For more on the governance around specific elements of the ECL impairment allowances, including the frequency of, and thresholds for, reviews, including by
these committees and forums, see the detailed sections above.
How we assess the performance of our ECL estimation process
We assess the reasonableness of our ECL provisions and the results of our Staging analysis using a range of methods. These include:
Benchmarking: we compare our coverage levels with our peers.
Stand-back testing: we monitor the level of our coverage against actual write-offs.
Back-testing: we compare key drivers periodically as part of model monitoring practices.
Monitoring trends: we track ECL and Staged assets over time and against our internal budgets and forecasts, with triggers set accordingly.
Covid-19 support measures
The Covid-19 pandemic had a major impact on the UK and global economies in 2020 and continued to impact in 2021. The UK Government’s fiscal interventions
helped our customers to mitigate some of the adverse financial effects.
Since March 2020, we have provided mortgage customers with payment holiday terms in line with UK Government's and FCA's guidance. Similar payment
holidays have also been granted in respect of consumer (auto) finance, personal loans, credit cards, business and corporate loans. Applications for these payment
holidays closed on 31 March 2021.
We participated in the UK Government's Coronavirus Loan Schemes, of which the applications were closed on 31 March 2021:
CBILS,
BBLS, and
CLBILS.
We are participating in the Recovery Loan Scheme (RLS) which launched on 6 April 2021 and we are making Pay As You Grow scheme (PAYG) options available to
borrowers of BBLS loans. 
The UK Government guarantees amounts lent under these schemes, although the guarantee is limited to 80% in the case of the CBILS, the CLBILS and the RLS. As
a result, ECL is not applied to the BBLS but a 20% weighting is applied to the ECL for the CBILS, the CLBILS and the RLS. The UK Government also pays interest on
behalf of customers for the first 12 months under the CBILS and the BBLS, plus any lender-levied charges under the CBILS.
Loans for customers who were provided with payment holidays were considered to have the contract terms modified. The granting of a payment holiday on its
own was not considered to be a SICR event, nor was it considered a default under regulatory definitions. Neither were they considered to have been granted
forbearance for risk management purposes. For customers who have needed further financial support after the payment holiday period, we help them by offering
assistance in line with our policies. See the section 'Significant Increase in Credit Risk (SICR)' above for more on this.
As explained above on the interaction between payment holidays and SICR, the majority of customers affected have not been moved to Stage 2 for a lifetime ECL
assessment unless they had triggered other SICR criteria. Such payment holidays also did not cause accounts to become past due and therefore did not
automatically trigger a Stage 2 or Stage 3 lifetime ECL assessment.
For quantitative information, see 'Covid-19 support schemes' section in 'Santander UK Group level - credit risk review'.
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SANTANDER UK GROUP LEVEL – CREDIT RISK REVIEW
Our maximum and net exposure to credit risk (audited)
The tables below show the main differences between our maximum and net exposure to credit risk. They show the effects of collateral, netting, and risk transfer
to mitigate our exposure. The tables only show the financial assets that credit risk affects and to which the impairment requirements in IFRS 9 are applied.
For balance sheet assets, the maximum exposure to credit risk is the carrying value after impairment loss allowances. Off-balance sheet exposures are mortgage
offers, guarantees, formal standby facilities, credit lines and other commitments. For off-balance sheet guarantees, the maximum exposure is the maximum
amount that we would have to pay if the guarantees were called on. For formal standby facilities, credit lines and other commitments that are irrevocable over
the life of the facility, the maximum exposure is the total amount of the commitment.
Maximum exposure
Balance sheet asset
Off-balance sheet
Collateral(1)
Gross
amounts
Loss
allowance
Net
amounts
Gross
amounts
Loss
allowance
Net
amounts
Cash
Non-cash
Netting(2)
Net
exposure
2021
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Cash and balances at central banks
48.1
48.1
48.1
Financial assets at amortised cost:
Loans and advances to customers:(3)
Loans secured on residential properties(4)
174.7
(0.2)
174.5
16.0
16.0
(177.8)
12.7
Corporate loans
19.3
(0.4)
18.9
7.6
7.6
(0.1)
(16.8)
9.6
Finance leases
3.9
(0.1)
3.8
0.3
0.3
(4.7)
(0.6)
Accrued interest and other adjustments
0.5
0.5
0.5
Other unsecured loans
9.4
(0.2)
9.2
13.4
13.4
22.6
Amounts due from fellow Banco Santander
group subsidiaries and joint ventures
3.2
3.2
3.2
Total loans and advances to customers
211.0
(0.9)
210.1
37.3
37.3
(0.1)
(199.3)
48.0
Loans and advances to banks
1.2
1.2
0.4
0.4
1.6
Reverse repurchase agreements – non trading
12.7
12.7
(12.2)
(0.4)
0.1
Other financial assets at amortised cost
0.5
0.5
0.5
Total financial assets at amortised cost
225.4
(0.9)
224.5
37.7
37.7
(0.1)
(211.5)
(0.4)
50.2
Financial assets at fair value at FVOCI:
Loans and advances to customers
Debt securities
5.9
5.9
5.9
Total financial assets at FVOCI
5.9
5.9
5.9
Total
279.4
(0.9)
278.5
37.7
37.7
(0.1)
(211.5)
(0.4)
104.2
2020
Cash and balances at central banks
41.3
41.3
41.3
Financial assets at amortised cost:
Loans and advances to customers:(3)
Loans secured on residential properties(4)
166.7
(0.3)
166.4
13.3
13.3
(170.0)
9.7
Corporate loans
23.6
(0.6)
23.0
15.4
(0.1)
15.3
(0.1)
(20.4)
17.8
Finance leases
6.6
(0.1)
6.5
0.2
0.2
(0.1)
(5.8)
0.8
Accrued interest and other adjustments
0.9
0.9
0.9
Other unsecured loans
9.9
(0.3)
9.6
13.3
13.3
22.9
Amounts due from fellow Banco Santander
group subsidiaries and joint ventures
2.4
2.4
2.4
Total loans and advances to customers
210.1
(1.3)
208.8
42.2
(0.1)
42.1
(0.2)
(196.2)
54.5
Loans and advances to banks
1.7
1.7
1.0
1.0
2.7
Reverse repurchase agreements – non trading
19.6
19.6
(19.5)
(0.1)
Other financial assets at amortised cost
1.2
1.2
1.2
Total financial assets at amortised cost
232.6
(1.3)
231.3
43.2
(0.1)
43.1
(0.2)
(215.7)
(0.1)
58.4
Financial assets at FVOCI:
Loans and advances to customers
Debt securities
9.0
9.0
9.0
Total financial assets at FVOCI
9.0
9.0
9.0
Total
282.9
(1.3)
281.6
43.2
(0.1)
43.1
(0.2)
(215.7)
(0.1)
108.7
(1)The forms of collateral we take to reduce credit risk include: residential and commercial property; other physical assets, including motor vehicles; liquid securities, including those transferred under reverse
repurchase agreements; cash, including cash used as collateral for derivative transactions; and receivables. Charges on residential property are most of the collateral we take.
(2)We can reduce credit risk exposures by applying netting. We do this mainly for derivative and repurchase transactions with financial institutions. For derivatives and securities finance transactions, we use
standard master netting agreements. They allow us to set off our credit risk exposure to a counterparty against our obligations to the counterparty in relation to transactions under the master netting agreement
in the event of default. This gives us a lower net credit exposure. They may also reduce settlement exposure. For more on this, see ‘Credit risk mitigation’ in the ‘Credit risk - Credit risk management’ section.
(3)Balances include interest we have charged to the customer’s account and accrued interest that we have not charged to the account yet.
(4)The collateral value we have shown against advances secured on residential property is limited to the balance of each associated individual loan. It does not include the impact of over–collateralisation (where
the collateral has a higher value than the loan balance) and includes collateral we would receive on draw down of certain off–balance sheet commitments.
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The tables below show the main differences between our maximum and net exposure to credit risk on the financial assets that credit risk affects and to which the
impairment requirements in IFRS 9 are not applied.
Balance
sheet asset
gross
amount
Collateral(1)
Netting(2)
Net
exposure
Cash
Non-cash
2021
£bn
£bn
£bn
£bn
£bn
Financial assets at FVTPL:
Derivative financial instruments
1.7
(0.7)
(0.8)
0.2
Other financial assets at FVTPL
0.2
0.2
Total
1.9
(0.7)
(0.8)
0.4
2020
Financial assets at FVTPL:
Derivative financial instruments
3.4
(1.8)
(0.8)
0.8
Other financial assets at FVTPL
0.2
0.2
Total
3.6
(1.8)
(0.8)
1.0
(1)The forms of collateral we take to reduce credit risk include: liquid securities, including those transferred under reverse repurchase agreements; cash, including cash used as collateral for derivative transactions;
and receivables.
(2)We can reduce credit risk exposures by applying netting. We do this mainly for derivative and repurchase transactions with financial institutions. For derivatives and securities finance transactions, we use
standard master netting agreements. They allow us to set off our credit risk exposure to a counterparty against our obligations to the counterparty in relation to transactions under the master netting agreement
in the event of default. This gives us a lower net credit exposure. They may also reduce settlement exposure. For more on this, see ‘Credit risk mitigation’ in the ‘Credit risk – Credit risk management’ section.
Single credit rating scale
In the table below, we have used a single rating scale to ensure we are consistent across all our credit risk portfolios in how we report the risk of default. It has
eight grades for non–defaulted exposures, from 9 (lowest risk) to 2 (highest risk). We define each grade by an upper and lower PD value and we scale the grades
so that the default risk increases by a factor of ten every time the grade number drops by two steps. For example, grade 9 has an average PD of 0.010%, and
grade 7 has an average PD of 0.100%. We give defaulted exposures a grade 1 and a PD value of 100%. In the final column of the table we show the approximate
equivalent credit rating grade used by Standard & Poor’s Ratings Services (S&P).
PD range
Mid
Lower
Upper
S&P
equivalent
Santander UK risk grade
%
%
%
9
0.010
0.000
0.021
AAA to AA+
8
0.032
0.021
0.066
AA to AA-
7
0.100
0.066
0.208
A+ to BBB
6
0.316
0.208
0.658
BBB- to BB
5
1.000
0.658
2.081
BB-
4
3.162
2.081
6.581
B+ to B
3
10.000
6.581
20.811
B-
2
31.623
20.811
99.999
CCC to C
1 (Default)
100.000
100.000
100.000
D
The PDs in the table above are based on Economic Capital (EC) PD mappings which are calculated based on the average probability of default over an economic
cycle. This is different to the IFRS 9 PDs which are calculated at a point in time using forward looking economic scenarios. Where possible, the EC PD values are
largely aligned to the regulatory capital models however any regulatory floors are removed and PDs are defined at every possible rating rather than categorised
into rating buckets.
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Rating distribution (audited)
The tables below show the credit rating of our financial assets to which the impairment requirements in IFRS 9 apply. PMAs are incorporated in the balances. For
more on the credit rating profiles of key portfolios, see the credit risk review section for each business segment.
Santander UK risk grade
Loss
allowance
Total
9
8
7
6
5
4
3 to 1
Other(1)
2021
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Exposures
On balance sheet
Cash and balances at central banks
48.1
48.1
Stage 1
48.1
48.1
Financial assets at amortised cost:
Loans and advances to customers(2)
9.0
32.5
84.5
48.0
12.8
10.2
6.0
8.0
(0.9)
210.1
Stage 1
9.0
31.7
83.1
44.9
10.0
5.0
0.6
7.4
(0.1)
191.6
Stage 2
0.8
1.4
3.1
2.8
5.2
2.8
0.3
(0.4)
16.0
Stage 3
2.6
0.3
(0.4)
2.5
Of which mortgages:
9.0
29.7
79.3
42.5
6.4
4.7
3.1
(0.2)
174.5
Stage 1
9.0
29.5
78.0
39.6
4.1
1.6
161.8
Stage 2
0.2
1.3
2.9
2.3
3.1
1.3
(0.1)
11.0
Stage 3
1.8
(0.1)
1.7
Loans and advances to banks
0.2
0.2
0.8
1.2
Stage 1
0.2
0.2
0.8
1.2
Reverse repo agreements – non trading
9.7
0.1
1.1
0.6
1.2
12.7
Stage 1
9.7
0.1
1.1
0.6
1.2
12.7
Other financial assets at amortised cost
0.5
0.5
Stage 1
0.5
0.5
Total financial assets at amortised cost
19.4
32.8
86.4
48.6
12.8
10.2
6.0
9.2
(0.9)
224.5
Financial assets at FVOCI:
3.6
2.1
0.2
5.9
Stage 1
3.6
2.1
0.2
5.9
Total on balance sheet
71.1
34.9
86.6
48.6
12.8
10.2
6.0
9.2
(0.9)
278.5
Total off–balance sheet
0.1
7.2
7.0
6.8
4.5
1.3
0.5
10.3
37.7
Stage 1
0.1
6.9
6.7
6.6
4.3
1.0
0.2
10.3
36.1
Stage 2
0.3
0.3
0.2
0.2
0.3
0.2
1.5
Stage 3
0.1
0.1
Total exposures
71.2
42.1
93.6
55.4
17.3
11.5
6.5
19.5
(0.9)
316.2
ECL
On balance sheet
Cash and balances at central banks
Stage 1
Financial assets at amortised cost:
Loans and advances to customers(2)
0.2
0.1
0.6
0.9
Stage 1
0.1
0.1
Stage 2
0.1
0.1
0.2
0.4
Stage 3
0.4
0.4
Of which mortgages:
0.1
0.1
0.2
Stage 1
Stage 2
0.1
0.1
Stage 3
0.1
0.1
Loans and advances to banks
Stage 1
Reverse repo agreements – non trading
Stage 1
Other financial assets at amortised cost
Stage 1
Total financial assets at amortised cost
0.2
0.1
0.6
0.9
Financial assets at FVOCI:
Stage 1
Total on balance sheet
0.2
0.1
0.6
0.9
Total off–balance sheet
Stage 1
Stage 2
Stage 3
Total ECL
0.2
0.1
0.6
0.9
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Santander UK risk grade
Total
9
8
7
6
5
4
3 to 1
Other(1)
2021
%
%
%
%
%
%
%
%
%
Coverage ratio
On balance sheet
Cash and balances at central banks
Stage 1
Financial assets at amortised cost:
Loans and advances to customers(2)
1.6
1.0
10.0
0.4
Stage 1
1.0
0.1
Stage 2
3.6
1.9
7.1
2.5
Stage 3
15.4
16.0
Of which mortgages:
2.1
3.2
0.1
Stage 1
Stage 2
3.2
0.9
Stage 3
5.6
5.9
Loans and advances to banks
Stage 1
Reverse repo agreements – non trading
Stage 1
Other financial assets at amortised cost
Stage 1
Total financial assets at amortised cost
1.6
1.0
10.0
0.4
Financial assets at FVOCI:
Stage 1
Total on balance sheet
1.6
1.0
10.0
0.3
Total off–balance sheet
Stage 1
Stage 2
Stage 3
Total coverage ratio
1.2
0.9
9.2
0.3
Santander UK risk grade
Loss
allowance
9
8
7
6
5
4
3 to 1
Other(1)
Total
2020
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Exposures
On balance sheet
Cash and balances at central banks
41.3
41.3
Stage 1
41.3
41.3
Financial assets at amortised cost:
Loans and advances to customers⁽²⁾
8.0
27.7
74.4
44.1
13.5
27.0
8.2
7.2
(1.3)
208.8
Stage 1
8.0
27.6
74.0
42.6
10.8
19.0
1.1
7.0
(0.2)
189.9
Stage 2
0.1
0.4
1.5
2.7
8.0
4.2
0.2
(0.5)
16.6
Stage 3
2.9
(0.6)
2.3
Of which mortgages:
7.9
24.3
68.0
36.8
5.6
19.6
4.5
(0.3)
166.4
Stage 1
7.9
24.3
67.7
35.5
3.9
14.7
0.6
154.6
Stage 2
0.3
1.3
1.7
4.9
2.1
(0.2)
10.1
Stage 3
1.8
(0.1)
1.7
Loans and advances to banks
0.1
0.1
0.4
1.1
1.7
Stage 1
0.1
0.1
0.4
1.1
1.7
Reverse repo agreements – non trading
12.2
3.3
1.5
2.4
0.2
19.6
Stage 1
12.2
3.3
1.5
2.4
0.2
19.6
Other financial assets at amortised cost
1.2
1.2
Stage 1
1.2
1.2
Total financial assets at amortised cost
21.5
31.1
76.3
46.5
13.5
27.0
8.2
8.5
(1.3)
231.3
Financial assets at FVOCI:
5.3
3.4
0.2
0.1
9.0
Stage 1
5.3
3.4
0.2
0.1
9.0
Total on balance sheet
68.1
34.5
76.5
46.6
13.5
27.0
8.2
8.5
(1.3)
281.6
Total off–balance sheet
0.4
8.8
9.5
8.8
5.1
1.6
0.5
8.5
(0.1)
43.1
Stage 1
0.4
8.8
9.5
8.6
4.7
1.1
0.2
8.5
41.8
Stage 2
0.2
0.4
0.5
0.2
(0.1)
1.2
Stage 3
0.1
0.1
Total exposures
68.5
43.3
86.0
55.4
18.6
28.6
8.7
17.0
(1.4)
324.7
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Santander UK risk grade
9
8
7
6
5
4
3 to 1
Other(1)
Total
2020
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
ECL
On balance sheet
Cash and balances at central banks
Stage 1
Financial assets at amortised cost:
Loans and advances to customers⁽²⁾
0.1
0.1
0.2
0.9
1.3
Stage 1
0.1
0.1
0.2
Stage 2
0.1
0.2
0.2
0.5
Stage 3
0.6
0.6
Of which mortgages:
0.1
0.2
0.3
Stage 1
Stage 2
0.1
0.1
0.2
Stage 3
0.1
0.1
Loans and advances to banks
Stage 1
Reverse repo agreements – non trading
Stage 1
Other financial assets at amortised cost
Stage 1
Total financial assets at amortised cost
0.1
0.1
0.2
0.9
1.3
Financial assets at FVOCI:
Stage 1
Total on balance sheet
0.1
0.1
0.2
0.9
1.3
Total off–balance sheet
0.1
0.1
Stage 1
Stage 2
0.1
0.1
Stage 3
Total ECL
0.1
0.1
0.2
1.0
1.4
2020
%
%
%
%
%
%
%
%
%
Coverage ratio
On balance sheet
Cash and balances at central banks
Stage 1
Financial assets at amortised cost:
Loans and advances to customers⁽²⁾
0.2
0.7
0.7
11.0
0.4
Stage 1
0.2
9.1
0.1
Stage 2
3.7
2.5
4.8
3.0
Stage 3
20.7
26.1
Of which mortgages:
0.5
4.4
0.2
Stage 1
Stage 2
2.0
4.8
2.0
Stage 3
5.6
5.9
Loans and advances to banks
Stage 1
Reverse repo agreements – non trading
Stage 1
Other financial assets at amortised cost
Stage 1
Total financial assets at amortised cost
0.2
0.7
0.7
11.0
0.6
Financial assets at FVOCI:
Stage 1
Total on balance sheet
0.2
0.7
0.7
11.0
0.5
Total off–balance sheet
20.0
0.2
Stage 1
Stage 2
50.0
8.3
Stage 3
Total coverage ratio
0.2
0.5
0.7
11.5
0.4
(1)Includes cash at hand and smaller cases mainly in the consumer (auto) finance and commercial mortgages portfolios, as well as loans written as part of the UK Government Covid-19 support schemes for micro-
SMEs. We use scorecards for these items, rather than rating models.
(2)Includes interest we have charged to the customer’s account and accrued interest we have not charged to the account yet.
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Credit performance (audited)
Customer Loans
Gross write-
offs
Loan Loss
Allowances
Total
Stage 1
Stage 2
Stage 3
2021
£bn
£bn
£bn
£bn
£m
£m
Retail Banking
183.0
169.2
11.7
2.1
108
388
Homes
174.7
161.8
11.1
1.8
5
190
Everyday Banking(1)
8.3
7.4
0.6
0.3
103
198
Consumer Finance
5.0
4.8
0.2
25
52
Corporate & Commercial Banking
17.0
11.8
4.4
0.8
58
423
Corporate Centre
2.3
2.1
0.2
2
207.3
187.9
16.5
2.9
191
865
Undrawn Balances
37.7
36.1
1.5
0.1
Stage 1, Stage 2 and Stage 3(2) ratios %
90.65
7.93
1.45
2020
£bn
£bn
£bn
£bn
£m
£m
Retail Banking
175.4
162.6
10.9
1.9
155
588
Homes
166.7
154.6
10.3
1.8
14
280
Everyday Banking(1)
8.7
8.0
0.6
0.1
141
308
Consumer Finance
8.0
7.6
0.4
25
118
Corporate & Commercial Banking
17.6
11.1
5.5
1.0
51
603
Corporate & Investment Banking
2.8
2.6
0.2
22
33
Corporate Centre
3.2
3.2
35
207.0
187.1
17.0
2.9
253
1,377
Undrawn Balances
43.2
41.8
1.3
0.1
Stage 1, Stage 2 and Stage 3(2) ratios %
90.34
8.26
1.45
(1)Everyday Banking includes BBLS lending through Business Banking.
(2)Stage 3 ratio = (Stage3 drawn + Stage 3 undrawn assets)/(total drawn assets + Stage 3 undrawn assets).
For more on the credit performance of our key portfolios by business segment, see the credit risk review section for each business segment.
2021 compared to 2020 
The notable changes in 2021 which impacted credit impairment were:
Economic scenarios and weights: net release of £170m. The update to economic scenarios and weights used to calculate ECL reflected lower unemployment
and a strong housing market against a back-drop of low arrears and defaults.
Covid-19 related PMAs: net release of £53m. The release for Covid-19 related PMAs largely related to payment holidays and corporate lending to sectors
affected by Covid-19. These improved as customers completed 12 months of repayments since the end of the payment holiday or corporate client ratings were
reviewed and upgraded.
Covid-19 support schemes
Payment holidays
We granted Covid-19 related payment holidays to more than 350,000 customers as part of our support for those affected by Covid-19. These schemes have now
ended, and most customers returned to normal scheduled repayments when due.
Government lending schemes
We granted around £5bn of lending under government support schemes, mostly through the BBLS. Retail Banking customer loans includes Business Banking
lending which is predominantly BBLS with a 100% government guarantee.
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Credit quality (audited)
Total on-balance sheet exposures at 31 December 2021 comprised £207.3bn of customer loans, loans and advances to banks of £1.2bn, £13.2bn of sovereign
assets measured at amortised cost, £5.9bn of assets measured at FVOCI, and £48.1bn of cash and balances at central banks.
Stage 1
Stage 2
Stage 3
Total
2021
£m
£m
£m
£m
Exposures
On-balance sheet
Retail Banking
169,255
11,646
2,122
183,023
Homes
161,845
11,071
1,796
174,712
Everyday Banking
7,410
575
326
8,311
Consumer Finance
4,760
200
24
4,984
Corporate & Commercial Banking
11,812
4,395
790
16,997
Corporate Centre
70,427
207
70,634
Total on-balance sheet
256,254
16,448
2,936
275,638
Off-balance sheet
Retail Banking(1)
29,123
204
45
29,372
Homes(1)
15,851
81
19
15,951
Everyday Banking
13,272
123
26
13,421
Consumer Finance
314
314
Corporate & Commercial Banking
6,392
1,266
36
7,694
Corporate Centre
283
46
329
Total off-balance sheet(2)
36,112
1,516
81
37,709
Total exposures
292,366
17,964
3,017
313,347
ECL
On-balance sheet
Retail Banking
52
178
137
367
Homes
8
88
89
185
Everyday Banking
44
90
48
182
Consumer Finance
18
17
17
52
Corporate & Commercial Banking
43
119
245
407
Corporate Centre
2
2
Total on-balance sheet
115
314
399
828
Off-balance sheet
Retail Banking
12
8
1
21
Homes
5
5
Everyday Banking
7
8
1
16
Consumer Finance
Corporate & Commercial Banking
5
8
3
16
Total off-balance sheet
17
16
4
37
Total ECL
132
330
403
865
Coverage ratio(3)
%
%
%
%
On-balance sheet
Retail Banking
1.5
6.5
0.2
Homes
0.8
5.0
0.1
Everyday Banking
0.6
15.7
14.7
2.2
Consumer Finance
0.4
8.5
70.8
1.0
Corporate & Commercial Banking
0.4
2.7
31.0
2.4
Corporate Centre
Total on-balance sheet
1.9
13.6
0.3
Off-balance sheet
Retail Banking
3.9
2.2
0.1
Homes
Everyday Banking
0.1
6.5
3.8
0.1
Consumer Finance
Corporate & Commercial Banking
0.1
0.6
8.3
0.2
Total off-balance sheet
1.1
4.9
0.1
Total coverage
1.8
13.4
0.3
(1)Off-balance sheet exposures include£10.6bn of residential mortgage offers in the pipeline.
(2)Off-balance sheet amounts consist of contingent liabilities and commitments. For more, see Note 31 to the Consolidated Financial Statements.
(3)ECL as a percentage of the related exposure.
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Total on-balance sheet exposures at 31 December 2020 comprised £207.0bn of customer loans, loans and advances to banks of £1.7bn, £20.8bn of sovereign
assets measured at amortised cost, £9.0bn of assets measured at FVOCI, and £41.3bn of cash and balances at central banks.
Stage 1
Stage 2
Stage 3
Total
2020
£m
£m
£m
£m
Exposures
On-balance sheet
Retail Banking
162,541
10,962
1,877
175,380
Homes
154,586
10,345
1,799
166,730
Everyday Banking
7,955
617
78
8,650
Consumer Finance
7,587
379
58
8,024
Corporate & Commercial Banking
11,167
5,498
961
17,626
Corporate & Investment Banking
2,587
198
2,785
Corporate Centre
75,743
27
75,770
Total on-balance sheet
259,625
17,064
2,896
279,585
Off-balance sheet
Retail Banking(1)
26,313
256
41
26,610
Homes(1)
13,180
82
14
13,276
Everyday Banking
13,133
174
27
13,334
Consumer Finance
237
237
Corporate & Commercial Banking
6,050
768
59
6,877
Corporate & Investment Banking
8,630
231
8,861
Corporate Centre
558
17
575
Total off-balance sheet(2)
41,788
1,272
100
43,160
Total exposures
301,413
18,336
2,996
322,745
ECL
On-balance sheet
Retail Banking
56
313
181
550
Homes
15
130
132
277
Everyday Banking
41
183
49
273
Consumer Finance
44
37
37
118
Corporate & Commercial Banking
46
189
342
577
Corporate & Investment Banking
5
17
22
Corporate Centre
35
35
Total on-balance sheet
186
556
560
1,302
Off-balance sheet
Retail Banking
18
19
1
38
Homes
2
1
3
Everyday Banking
16
18
1
35
Consumer Finance
Corporate & Commercial Banking
8
10
8
26
Corporate & Investment Banking
4
7
11
Total off-balance sheet
30
36
9
75
Total ECL
216
592
569
1,377
%
%
%
%
Coverage ratio(3)
On-balance sheet
Retail Banking
2.9
9.6
0.3
Homes
1.3
7.3
0.2
Everyday Banking
0.5
29.7
62.8
3.2
Consumer Finance
0.6
9.8
63.8
1.5
Corporate & Commercial Banking
0.4
3.4
35.6
3.3
Corporate & Investment Banking
0.2
8.6
0.8
Corporate Centre
Total on-balance sheet
0.1
3.3
19.3
0.5
Off-balance sheet
Retail Banking
0.1
7.4
2.4
0.1
Homes
1.2
Everyday Banking
0.1
10.3
3.7
0.3
Consumer Finance
0.0
Corporate & Commercial Banking
0.1
1.3
13.6
0.4
Corporate & Investment Banking
3.0
0.1
Total off-balance sheet
0.1
2.8
9.0
0.2
Total coverage
0.1
3.2
19.0
0.4
(1)Off-balance sheet exposures include £7.7bn of residential mortgage offers in the pipeline.
(2)Off-balance sheet amounts consist of contingent liabilities and commitments. For more, see Note 31 to the Consolidated Financial Statements.
(3)ECL as a percentage of the related exposure.
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2021 compared to 2020
Key movements in exposures and ECL in the period by stage were:
The reduction in Stage 1 exposures was mainly driven by the sale of our shareholding in PSA and transfer of CIB to SLB and a reduction in non-customer liquid
assets (led by financial assets at fair value through OCI) as part of the normal course of the business. This was offset by an increase in exposures in residential
mortgages. The reduction in ECL was mainly due to an improved macroeconomic outlook, and transactions relating to PSA and CIB as explained above.
Stage 2 exposures reduced slightly due to a favourable macroeconomic outlook, improvement in arrears and other credit risk indicators. This also reduced
accounts meeting the qualitative criteria for Stage 2 and lowered the probability of defaults, thus curing them out of Stage 2. The reduction in ECL was mainly
from improved macroeconomic outlook and the unwind of Covid-19 related PMAs. 
Stage 3 exposures remained broadly flat, with a small reduction in undrawn exposures. There was a reduction in ECL mainly due to the improved
macroeconomic outlook, fewer accounts entering default, single name accounts curing and write-off utilisation.
Stage 2 analysis (audited)
The following table analyses our Stage 2 exposures and ECL by the reason the exposure is classified as Stage 2.
Retail Banking
Consumer Finance
Corporate &
Commercial Banking
Corporate &
Investment Banking
Corporate Centre
Total
Expos
ure
ECL
Cover
age
Expos
ure
ECL
Cover
age
Expos
ure
ECL
Cover
age
Expos
ure
ECL
Cover
age
Expos
ure
ECL
Cover
age
Expos
ure
ECL
Cover
age
2021
£m
£m
%
£m
£m
%
£m
£m
%
£m
£m
%
£m
£m
%
£m
£m
%
PD deterioration
5,644
125
2.2
42
6
14.3
1,522
20
1.3
214
7,422
151
2.0
Forbearance
664
4
0.6
11
2
18.2
272
8
2.9
947
14
1.5
Other
556
5
0.9
130
4
3.1
445
19
4.3
1,131
28
2.5
30 DPD
745
33
4.4
17
5
29.4
313
2
0.6
39
1,114
40
3.6
Payment holiday
Mortgage affordability
4,241
19
0.4
4,241
19
0.4
High risk corporate
3,109
78
2.5
3,109
78
2.5
11,850
186
1.6
200
17
8.5
5,661
127
2.2
253
17,964
330
1.8
2020
PD deterioration
7,752
247
3.2
88
13
14.8
2,128
39
1.8
32
10,000
299
3.0
Forbearance
612
3
0.5
151
6
4.0
4
767
9
1.2
Other
1,155
10
0.9
249
11
4.4
612
66
10.8
429
24
5.6
5
2,450
111
4.5
30 DPD
870
46
5.3
27
12
44.4
250
5
2.0
3
1,150
63
5.5
Payment holiday
829
26
3.1
15
1
6.7
844
27
3.2
Mortgage affordability
High risk corporate
3,125
83
2.7
3,125
83
2.7
11,218
332
3.0
379
37
9.8
6,266
199
3.2
429
24
5.6
44
18,336
592
3.2
Where balances satisfy more than one of the criteria above for determining a SCIR, we have assigned the corresponding gross carrying amount and ECL in order of
the categories presented.
The following table analyses our Stage 2 exposures and the related ECL by whether or not they are in a cure period at the balance sheet date.
2021
2020
Exposure
ECL
Coverage
Exposure
ECL
Coverage
£m
£m
%
£m
£m
%
Stage 2 not in cure period
13,302
286
2.2
16,992
554
3.3
Stage 2 in cure period (for transfer to Stage 1)
4,662
44
0.9
1,344
38
2.8
17,964
330
1.8
18,336
592
3.2
2021 compared to 2020  
Credit performance was strong during 2021. Arrears and other internal and external credit risk indicators improved. These reduced accounts hitting the qualitative
criteria for Stage 2, lowered PDs, and moved accounts below the SICR thresholds, thus curing them out of Stage 2. The macroeconomic outlook also contributed
to this, where GDP paths were revised upwards, further decreasing PDs and allowing accounts to exit out of Stage 2. Though this was partially offset by increasing
Base Rate forecasts. Credit performance was further helped by the unwinding of the payment holiday PMA, as payment holiday accounts performed much better
than expected when returning to full payments. Management took action to hold back some of the ECL releases as uncertainty about future performance
remains, including the introduction of PMAs around the government backed BBLs, PMAs to deal with cladding risk and perceived model underestimation, and the
most notable PMA moving £4.2bn of mortgage from Stage 1 to Stage 2 to deal with the potential upcoming inflationary pressures that these customers will face.
Without these PMAs the Stage 2 population would have dramatically improved since December 2020. 
Coverage lowered in 2021 due to the above mentioned factors affecting ECL. 
The accounts in a cure period at 31 December 2021 reduced compared to 31 December 2020, as the payment holiday PMA unwound, allowing those accounts to
move to Stage 2.
We do not have any cure period criteria for exiting Stage 3 at 31 December 2021. 
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Reconciliation of exposures, loss allowance and net carrying amounts (audited)
The table below shows the relationships between disclosures in this Credit risk review section which refer to drawn exposures and the associated ECL, and the
total assets as presented in the Consolidated Balance Sheet.
On-balance sheet
Off-balance sheet
Exposures
Loss
allowance
Net carrying
amount
Exposures
Loss
allowance
2021
£m
£m
£m
£m
£m
Retail Banking(1)
183,023
367
182,656
29,372
21
Homes(1)
174,712
185
174,527
15,951
5
Everyday Banking(2)
8,311
182
8,129
13,421
16
Consumer Finance
4,984
52
4,932
314
Corporate & Commercial Banking
16,997
407
16,590
7,694
16
Corporate Centre
70,634
2
70,632
329
Total exposures presented in Credit Quality tables
275,638
828
274,810
37,709
37
Other items(3)
3,632
Adjusted net carrying amount
278,442
Assets classified at FVTPL
1,866
Non-financial assets
6,790
Total assets per the Consolidated Balance Sheet
287,098
2020
Retail Banking(1)
175,380
550
174,830
26,610
38
Homes(1)
166,730
277
166,453
13,276
3
Everyday Banking(2)
8,650
273
8,377
13,334
35
Consumer Finance
8,024
118
7,906
237
Corporate & Commercial Banking
17,626
577
17,049
6,877
26
Corporate & Investment Banking
2,785
22
2,763
8,861
11
Corporate Centre
75,770
35
75,735
575
Total exposures presented in Credit Quality tables
279,585
1,302
278,283
43,160
75
Other items(3)
3,111
Adjusted net carrying amount
281,394
Assets classified at FVTPL
3,614
Non-financial assets
7,324
Total assets per the Consolidated Balance Sheet
292,332
(1)Off-balance sheet exposures include offers in the pipeline and undrawn flexible mortgages products.
(2)Off-balance sheet exposures include credit cards.
(3)These assets mainly relate to loans as part of a joint venture agreement and the accrued interest on them. They carry low credit risk and therefore have an immaterial ECL.
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Movement in total exposures and the corresponding ECL (audited)
The following table shows changes in total on and off-balance sheet exposures, subject to ECL assessment, and the corresponding ECL, in the period. The table
presents total gross carrying amounts and ECLs at a Santander UK group level. We present segmental views in the sections below.
Stage 1
Stage 2
Stage 3
Total
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
301,413
216
18,336
592
2,996
569
322,745
1,377
Transfers from Stage 1 to Stage 2(3)
(6,805)
(9)
6,805
9
Transfers from Stage 2 to Stage 1(3)
5,883
167
(5,883)
(167)
Transfers to Stage 3(3)
(571)
(3)
(532)
(20)
1,103
23
Transfers from Stage 3(3)
14
2
456
62
(470)
(64)
Transfers of financial instruments
(1,479)
157
846
(116)
633
(41)
Net ECL remeasurement on stage transfer(4)
(133)
26
64
(43)
Change in economic scenarios(2)
(7)
(151)
(12)
(170)
Changes to model
New lending and assets purchased(5)
50,862
31
936
26
25
19
51,823
76
Redemptions, repayments and assets sold(7)
(63,658)
(70)
(3,442)
(67)
(519)
(68)
(67,619)
(205)
Changes in risk parameters and other movements(6)
5,228
(62)
1,288
20
179
63
6,695
21
Assets written off(7)
(297)
(191)
(297)
(191)
At 31 December 2021
292,366
132
17,964
330
3,017
403
313,347
865
Net movement in the period
(9,047)
(84)
(372)
(262)
21
(166)
(9,398)
(512)
ECL charge/(release) to the Income Statement
(84)
(262)
25
(321)
Less: Discount unwind
(11)
(11)
Less: Recoveries net of collection costs
88
88
ECL charge/(release) to the Income Statement from
continued operations
(84)
(262)
102
(244)
Discontinued operations ECL adjustment
11
11
Total ECL charge/(release) to the Income Statement
(73)
(262)
102
(233)
At 1 January 2020
295,436
147
12,351
348
2,368
368
310,155
863
Transfers from Stage 1 to Stage 2(3)
(9,815)
(47)
9,815
47
Transfers from Stage 2 to Stage 1(3)
3,178
110
(3,178)
(110)
Transfers to Stage 3(3)
(385)
(8)
(1,126)
(61)
1,511
69
Transfers from Stage 3(3)
12
2
326
21
(338)
(23)
Transfers of financial instruments
(7,010)
57
5,837
(103)
1,173
46
Net remeasurement of ECL on stage transfer(4)
(101)
239
241
379
Change in economic scenarios(2)
15
139
10
164
Changes to model
25
25
New lending and assets purchased(5)
55,546
40
1,371
64
104
52
57,021
156
Redemptions, repayments and assets sold(7)
(50,698)
(30)
(2,295)
(42)
(441)
(18)
(53,434)
(90)
Changes in risk parameters and other movements(6)
8,141
88
1,072
(53)
185
98
9,398
133
Assets written off(7)
(2)
(393)
(253)
(395)
(253)
At 31 December 2020
301,413
216
18,336
592
2,996
569
322,745
1,377
Net movement in the period
5,977
69
5,985
244
628
201
12,590
514
ECL charge/(release) to the Income Statement
69
244
454
767
Less: Discount unwind
(14)
(14)
Less: Recoveries net of collection costs
(108)
(108)
ECL charge/(release) to the Income Statement from
continued operations
69
244
332
645
Discontinued operations ECL adjustment
(7)
(7)
Total ECL charge/(release) to the Income Statement
69
244
325
638
(1)Exposures that have attracted an ECL, and as reported in the Credit Quality table above.
(2)Changes to assumptions in the period. Isolates the impact on ECL from changes to the economic variables for each scenario, the scenarios themselves, and the probability weights from all other movements.
Also includes the impact of quarterly revaluation of collateral. The impact of changes in economics on exposure Stage allocations are shown in Transfers of financial instruments.
(3)Total impact of facilities that moved Stage(s) in the period. This means, for example, that where risk parameter changes (model inputs) or model changes (methodology) result in a facility moving Stage, the full
impact is reflected here (rather than in Other). Stage flow analysis only applies to facilities that existed at both the start and end of the period. Transfers between Stages are based on opening balances and ECL at
the start of the period.
(4)Relates to the revaluation of ECL following the transfer of an exposure from one Stage to another.
(5)Exposures and ECL of facilities that did not exist at the start of the period but did at the end. Amounts in Stage 2 and 3 represent assets which deteriorated in the period after origination in Stage 1.
(6)Residual movements on existing facilities that did not change Stage in the period, and which were not acquired in the period. Includes the net increase or decrease in the period of cash at central banks, the
impact of changes in risk parameters in the period, unwind of discount rates and increases in ECL requirements of accounts which ultimately were written off in the period.
(7)Exposures and ECL for facilities that existed at the start of the period but not at the end.
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Santander UK plc    79
COUNTRY RISK EXPOSURES (AUDITED)
We manage our country risk exposure under our global limits framework. Within this framework we set our Risk Appetite for each country, taking into account
factors that may affect its risk profile. These can include political events, macroeconomics and the nature of the risk. We actively manage exposures if we think we
need to. We consider Banco Santander SA related risk separately.
The tables below show our total exposures, which are the total of balance sheet and off–balance sheet values. We calculate balance sheet values in accordance
with IFRS (i.e. after netting allowed under IAS 32) except for credit provisions which we add back. Off–balance sheet values are undrawn facilities and letters of
credit. We classify location by country of risk – the country where each client has its main business or assets. That is unless there is a full risk transfer guarantee in
place, in which case we use the guarantor’s country of domicile. If a client has operations in many countries, we use their country of incorporation. The tables
below exclude balances with other Banco Santander group members. We show them separately in the ‘Balances with other Banco Santander group members’
section.
2021
2020
Financial
institutions
Financial
institutions
Governments
Banks(1)
Other
Retail
Corporate
Total(2)
Governments
Banks(1)
Other
Retail
Corporate
Total(2)
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Eurozone
Ireland
5.3
5.3
6.0
0.1
6.1
Italy
Spain
0.1
0.1
0.1
0.1
France
0.1
0.3
0.2
0.6
0.1
0.5
0.2
0.8
Germany
0.4
0.4
0.7
0.1
0.1
0.9
Luxembourg
0.1
0.1
0.1
1.3
0.1
1.5
Other(3)
0.3
0.8
1.1
0.4
1.1
0.4
1.9
0.4
1.5
5.6
0.1
7.6
0.5
2.4
7.6
0.8
11.3
Other countries
UK
47.9
2.0
9.3
215.1
28.7
303.0
42.0
2.8
14.8
206.1
40.4
306.1
US
0.5
0.8
1.3
0.8
0.9
0.1
0.3
2.1
Japan
1.0
0.2
1.2
2.4
1.0
3.4
Switzerland
Denmark
Other
0.3
0.2
0.1
0.1
0.7
0.3
0.5
0.1
0.7
1.6
49.7
3.2
9.4
215.1
28.8
306.2
45.5
5.2
15.0
206.1
41.4
313.2
Total
50.1
4.7
15.0
215.1
28.9
313.8
46.0
7.6
22.6
206.1
42.2
324.5
(1)Excludes balances with central banks.
(2)Excludes cash at hand, interests in other entities, intangible assets, property, plant and equipment, tax assets, retirement benefit assets and other assets. Loans are included gross of credit provisions.
(3)Includes The Netherlands of£0.2bn (2020: £0.6bn), Belgium of £0.7bn (2020: £0.9bn).
Balances with other Banco Santander group members (audited)
We deal with other Banco Santander group members in the ordinary course of business. We do this where we have a particular business advantage or expertise
and where they can offer us commercial opportunities. These transactions also arise where we support the activities of, or with, larger multinational corporate
clients and financial institutions which may deal with other Banco Santander group members. We also dealt with Banco Santander SA as part of implementing
our ring–fencing plans. We conduct these activities on the same terms as for similar transactions with third parties, and in a way that manages the credit risk
within limits acceptable to the Board and the PRA.
At 31 December 2021 and 31 December 2020, we had gross balances with other Banco Santander group members as follows:
2021
2020
Financial institutions
Financial institutions
Banks
Other
Corporate
Total
Banks
Other
Corporate
Total
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Assets
Spain
0.8
0.8
1.6
1.6
UK
3.3
3.3
2.4
2.4
0.8
3.3
4.1
1.6
2.4
4.0
Liabilities
Spain
1.2
0.1
1.3
2.2
0.1
2.3
UK
12.1
12.1
11.5
11.5
Uruguay
0.1
0.1
0.1
0.1
1.3
12.2
13.5
2.3
11.6
13.9
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Santander UK plc    80
RETAIL BANKING – CREDIT RISK REVIEW
We set out below the overall credit profile for Retail Banking. We provide further detailed credit risk analysis in separate sections for:
Homes, our largest portfolio in 'Retail Banking: Homes - credit risk review', and
Everyday Banking portfolio in 'Retail Banking: Everyday Banking - credit risk review' .
Movement in total exposures and the corresponding ECL (audited)
The following table shows changes in total on and off-balance sheet exposures subject to ECL assessment, and the corresponding ECL, for Retail Banking in the
period. The footnotes to the Santander UK group level analysis on page 79 are also applicable to this table.
Stage 1
Stage 2
Stage 3
Total
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
188,854
74
11,218
332
1,918
182
201,990
588
Transfers from Stage 1 to Stage 2(3)
(5,653)
(4)
5,653
4
Transfers from Stage 2 to Stage 1(3)
4,200
101
(4,200)
(101)
Transfers to Stage 3(3)
(526)
(2)
(488)
(16)
1,014
18
Transfers from Stage 3(3)
9
1
364
21
(373)
(22)
Transfers of financial instruments
(1,970)
96
1,329
(92)
641
(4)
Net ECL remeasurement on stage transfer(4)
(95)
48
33
(14)
Change in economic scenarios(2)
(6)
(86)
(12)
(104)
Changes to model
New lending and assets purchased(5)
35,442
19
417
14
9
4
35,868
37
Redemptions, repayments and assets sold (7)
(28,094)
(14)
(1,537)
(22)
(361)
(21)
(29,992)
(57)
Changes in risk parameters and other movements(6)
4,146
(10)
423
(7)
89
64
4,658
47
Assets written off(7)
(1)
(129)
(108)
(129)
(109)
At 31 December 2021
198,378
64
11,850
186
2,167
138
212,395
388
Net movement in the period
9,524
(10)
632
(146)
249
(44)
10,405
(200)
Charge/(release) to the Income Statement
(10)
(145)
64
(91)
Less: Discount unwind
(7)
(7)
Less: Recoveries net of collection costs
Total ECL charge/(release) to the Income Statement
(10)
(145)
57
(98)
At 1 January 2020
186,088
59
8,872
232
1,859
170
196,819
461
Transfers from Stage 1 to Stage 2(3)
(5,087)
(7)
5,087
7
Transfers from Stage 2 to Stage 1(3)
2,168
82
(2,168)
(82)
Transfers to Stage 3(3)
(272)
(4)
(520)
(22)
792
26
Transfers from Stage 3(3)
8
1
323
20
(331)
(21)
Transfers of financial instruments:
(3,183)
72
2,722
(77)
461
5
Net ECL remeasurement on stage transfer(4)
(78)
144
42
108
Change in economic scenarios(2)
7
81
10
98
Changes to model
25
25
New lending and assets purchased(5)
31,499
15
345
30
6
4
31,850
49
Redemptions, repayments and assets sold(7)
(26,727)
(12)
(1,031)
(25)
(314)
(20)
(28,072)
(57)
Changes in risk parameters and other movements(6)
1,177
11
310
(53)
109
101
1,596
59
Assets written off(7)
(203)
(155)
(203)
(155)
At 31 December 2020
188,854
74
11,218
332
1,918
182
201,990
588
Net movement in the period
2,766
15
2,346
100
59
12
5,171
127
Charge/(release) to the Income Statement
15
100
167
282
Less: Discount unwind
(7)
(7)
Less: Recoveries net of collection costs
(11)
(11)
Total ECL charge/(release) to the Income Statement
15
100
149
264
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Santander UK plc    81
RETAIL BANKING: HOMES – CREDIT RISK REVIEW
We offer mortgages to people who want to buy a property and offer additional borrowing (known as further advances) to existing mortgage customers. The
property must be in the UK.
2021 compared to 2020 
A historically stable credit environment supported our customers and helped to reduce credit risk. Unemployment, which tracked at historically low levels in
2021, is one of the most important factors in defaults on mortgages. Whilst the UK housing market continues to show resilience, we maintain a cautious outlook
in light of continued economic uncertainty due to the Covid-19 pandemic. Net mortgage growth in 2021 was £8.0bn (2020: £1.4bn). 
Borrower profile (audited)
In this table, ‘Home movers’ include both existing customers moving house and taking out a new mortgage with us, and customers who switch their mortgage to
us when they move house. ‘Remortgagers’ are new customers who are taking a new mortgage with us.
Stock
New business
2021
2020
2021
2020
£m
%
£m
%
£m
%
£m
%
Home movers
74,657
42
71,008
42
13,537
43
10,116
41
Remortgagers
50,645
29
50,934
31
8,031
25
6,861
27
First-time buyers
34,517
20
33,180
20
6,206
19
5,354
21
Buy-to-let
14,893
9
11,608
7
4,239
13
2,622
11
174,712
100
166,730
100
32,013
100
24,953
100
As well as the new business in the table above, there were £29.8bn (2020: £31.6bn) of remortgages where we moved existing customers with maturing products
onto new mortgages. We also provided £1.4bn (2020: £1.2bn) of further advances and flexible mortgage drawdowns.
2021 compared to 2020
in 2021 mortgage asset stock increased. The borrower profile of stock altered slightly, as the reduction in remortgage asset was replaced by an increase in house
purchases across both residential and BTL mortgages. Our new business profiles displayed similar trends, reflecting market conditions and in particular a strong
demand for purchase activity for both residential and BTL mortgages, driven by the temporarily reduced rates of Stamp Duty Land Tax effective during the period.
In 2021, we helped first-time buyers purchase their new home with £6.2bn of gross lending (2020: £5.4bn).
Interest rate profile (audited)
The interest rate profile of our mortgage asset stock was:
2021
2020
£m
%
£m
%
Fixed rate
147,147
84
133,231
80
Variable rate
17,010
10
20,986
13
Standard Variable Rate (SVR)
7,836
4
10,627
6
Follow on Rate (FoR)
2,719
2
1,886
1
174,712
100
166,730
100
2021 compared to 2020
In 2021, we continued to see customers refinance from variable rate and SVR to fixed rate products influenced by low mortgage rates and the competitive
mortgage market. Within fixed rate products, we saw an increase in the proportion of 5 year fixed rate mortgages in 2021. 
Geographical distribution (audited)
The geographical distribution of our mortgage asset stock was:
Stock
New business
2021
2020
2021
2020
Region
£bn
£bn
£bn
£bn
London
44.6
41.8
8.3
6.1
Midlands and East Anglia
23.8
22.5
4.7
3.7
North
23.1
22.6
3.8
3.3
Northern Ireland
3.0
3.1
0.3
0.2
Scotland
6.6
6.7
1.0
0.8
South East excluding London
55.5
52.5
10.5
8.3
South West, Wales and other
18.1
17.5
3.4
2.6
174.7
166.7
32.0
25.0
Average loan size for new business
£'000
£'000
South East including London
306
284
Rest of the UK
175
166
UK as a whole
234
218
2021 compared to 2020
The portfolio's geographical distribution continued to represent a broad footprint across the UK, with a concentration around London and the South East. The
loan-to-income multiple of mortgage lending in the period, based on average earnings of new business at inception, was 3.35 (2020: 3.29).
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Santander UK plc    82
Larger loans (audited)
The mortgage asset stock of larger loans was:
South East including London
UK
2021
2020
2021
2020
Individual mortgage loan size
£m
£m
£m
£m
<£0.25m
44,431
44,790
103,657
103,785
£0.25m to £0.50m
38,749
35,487
51,699
46,914
£0.50m to £1.0m
13,820
11,942
15,972
13,763
£1.0m to £2.0m
2,823
1,875
3,053
2,024
>£2.0m
318
236
331
244
100,141
94,330
174,712
166,730
At 31 December 2021, there were 131 (2020: 98) individual mortgages over £2m. In 2021, there were 52 (2020: 38) new mortgages over £2m.
Loan-to-value analysis (audited)
This table shows the LTV distribution for the gross carrying amount and the related ECL of our total mortgage portfolio and Stage 3 mortgages, as well as the LTV
distribution for new business. We also show the collateral value and simple average LTV for our mortgage stock, Stage 3 stock and new business. We use our
estimate of the property value at the balance sheet date. We include fees that have been added to the loan in the LTV calculation. For flexible products, we only
include the drawn amount, not undrawn limits.
2021
2020
Stock
Stage 3
New
Stock
Stage 3
New
Total
ECL
Total
ECL
Business
Total
ECL
Total
ECL
Business
LTV
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Up to 50%
78,911
25
942
9
4,997
73,489
28
858
11
4,180
>50-75%
77,781
62
614
28
15,831
68,324
89
633
36
10,088
>75-85%
13,866
26
106
12
6,896
18,113
41
125
19
5,858
>85-100%
3,626
26
69
14
4,239
6,070
44
93
22
4,781
>100%
528
51
65
26
50
734
78
90
44
46
174,712
190
1,796
89
32,013
166,730
280
1,799
132
24,953
Collateral value of residential properties (1)
174,637
1,784
32,012
166,623
1,783
24,953
%
%
%
%
%
%
Simple Average(2)  LTV (indexed)
41
38
64
42
41
64
(1)Collateral value shown is limited to the balance of each related loan. Excludes the impact of over-collateralisation, where the collateral is higher than the loan. Includes collateral against loans in negative equity
of £455m (2020: £629m).
(2)Total of all LTV% divided by the total of all accounts.
At 31 December 2021, the parts of loans in negative equity which were effectively uncollateralised before deducting loss allowances was £75m (2020: £107m).
In 2021, the simple average LTV of mortgage total new lending in London was 60% (2020: 60%).
2021 compared to 2020
There were no significant changes in the quality of our collateral in 2021. Despite the economic pressures from the Covid-19 pandemic, simple average LTV
remained broadly flat over the period. We continue to monitor the LTV profile of new lending and take action as needed to ensure the LTV mix of completions is
appropriate.
Credit performance (audited)
2021
2020
£m
£m
Mortgage loans and advances to customers of which:
174,712
166,730
Stage 1
161,845
154,586
Stage 2
11,071
10,345
Stage 3
1,796
1,799
Loss allowances(1)
190
280
%
%
Stage 1 ratio(2)
92.64
92.72
Stage 2 ratio(2)
6.34
6.20
Stage 3 ratio(3)
1.04
1.09
(1)The ECL allowance is for both on and off–balance sheet exposures.
(2)Stage 1/Stage 2 exposures as a percentage of customer loans.
(3)The sum of Stage 3 drawn and Stage 3 undrawn assets divided by the sum of total drawn assets and Stage 3 undrawn assets.
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Santander UK plc    83
Movement in total exposures and the corresponding ECL (audited) 
The following table shows changes in total on and off-balance sheet exposures subject to ECL assessment, and the corresponding ECL, for residential mortgages
in the period. The footnotes to the Santander UK group level analysis on page 79 are also applicable to this table.
Stage 1
Stage 2
Stage 3
Total
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
167,766
17
10,427
131
1,813
132
180,006
280
Transfers from Stage 1 to Stage 2(3)
(5,439)
(2)
5,439
2
Transfers from Stage 2 to Stage 1(3)
3,782
21
(3,782)
(21)
Transfers to Stage 3(3)
(242)
(2)
(451)
(4)
693
6
Transfers from Stage 3(3)
3
353
15
(356)
(15)
Transfers of financial instruments
(1,896)
17
1,559
(8)
337
(9)
Net ECL remeasurement on stage transfer(4)
(19)
10
9
Change in economic scenarios(2)
(1)
(67)
(12)
(80)
Changes to model
New lending and assets purchased(5)
33,292
6
332
2
1
33,625
8
Redemptions, repayments and assets sold(7)
(25,072)
(3)
(1,436)
(6)
(331)
(16)
(26,839)
(25)
Changes in risk parameters and other movements(6)
3,606
(4)
270
26
11
(10)
3,887
12
Assets written off (7)
(16)
(5)
(16)
(5)
At 31 December 2021
177,696
13
11,152
88
1,815
89
190,663
190
Net movement in the period
9,930
(4)
725
(43)
2
(43)
10,657
(90)
Charge/(release) to the Income Statement
(3)
(43)
(38)
(84)
Less: Discount unwind
(2)
(2)
Less: Recoveries net of collection costs
(1)
(1)
Total ECL charge/(release) to the Income Statement
(3)
(43)
(41)
(87)
At 1 January 2020
168,830
14
8,224
101
1,734
103
178,788
218
Transfers from Stage 1 to Stage 2(3)
(4,686)
(2)
4,686
2
Transfers from Stage 2 to Stage 1(3)
1,911
17
(1,911)
(17)
Transfers to Stage 3(3)
(229)
(3)
(491)
(11)
720
14
Transfers from Stage 3(3)
4
311
15
(315)
(15)
Transfers of financial instruments
(3,000)
12
2,595
(11)
405
(1)
Net ECL remeasurement on stage transfer(4)
(15)
49
17
51
Change in economic scenarios(2)
7
13
10
30
Changes to model
25
25
New lending and assets purchased (5)
26,102
4
237
5
1
26,340
9
Redemptions, repayments and assets sold(7)
(23,707)
(4)
(899)
(7)
(297)
(15)
(24,903)
(26)
Changes in risk parameters and other movements(6)
(459)
(1)
270
(19)
24
7
(165)
(13)
Assets written off (7)
(54)
(14)
(54)
(14)
At 31 December 2020
167,766
17
10,427
131
1,813
132
180,006
280
Net movement in the period
(1,064)
3
2,203
30
79
29
1,218
62
Charge/(release) to the Income Statement
3
29
43
75
Less: Discount unwind
(2)
(2)
Less: Recoveries net of collection costs
(1)
(1)
Total ECL charge/(release) to the Income Statement
3
29
40
72
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Loan modifications
Forbearance(1)
The following table (audited) sets out the financial assets that were forborne while they had a loss allowance measured at lifetime ECL.
2021
2020
£m
£m
Financial assets modified in the period:
Amortised cost before modification
422
305
Net modification loss
9
7
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12 months ECL in the period
152
114
The balances at 31 December 2021 and 31 December 2020, analysed by their staging at the period-end and the forbearance we applied, were:
Capitalisation
Term
extension
Interest-only
Concessionary
interest rate
Total(2)
Loss
allowances
2021
£m
£m
£m
£m
£m
£m
Stage 2
387
444
273
4
1,108
12
Stage 3
217
74
73
111
475
26
604
518
346
115
1,583
38
Proportion of portfolio
0.3%
0.3%
0.2%
0.1%
0.9%
2020
Stage 2
409
393
310
1,112
13
Stage 3
219
83
86
28
416
29
628
476
396
28
1,528
42
Proportion of portfolio
0.4%
0.3%
0.2%
%
0.9%
(1)We base forbearance type on the first forbearance on the accounts.
(2)The total is audited.
2021 compared to 2020 
In 2021, forbearance activity remained stable. The proportion of the mortgage portfolio in forbearance remained flat at 0.9% (2020: 0.9%).
At 31 December 2021, the proportion of accounts in forbearance for more than six months that had made their last six months’ contractual payments increased
to 85% (2020: 81%).
The weighted average LTV of all accounts in forbearance was 32% (2020: 34%) compared to the weighted average portfolio LTV of 35% (2020: 38%).
At 31 December 2021, the carrying value of mortgages classified as multiple forbearance increased slightly to £148m (2020: £143m).
Other loan modifications
Since March 2020, we have provided mortgage customers with payment holiday terms in line with UK Government and FCA guidance. The following table
provides information on such loan modifications. For more on this, see 'Covid-19 Support schemes' in 'Santander UK group level - Credit risk review'.
2021
2020
£m
£m
Financial assets modified in the period:
Amortised cost before modification
647
36,326
Net modification loss
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12 months ECL in the period
8
99
At 31 December 2021, there were £2.3bn (2020: £2.6bn) of other mortgages on the balance sheet that we had modified since January 2008. At 31 December
2021:
The average LTV was 27% (2020: 30%), and 95% (2020: 96%) of accounts had made their last six months’ contractual payments.
The proportion of accounts that were 90 days or more in arrears was 2.62% (2020: 1.50%).
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RETAIL BANKING: HOMES – PORTFOLIOS OF PARTICULAR INTEREST
Introduction
We are mainly a residential prime lender and we do not originate sub-prime or second charge mortgages. Despite that, some types of mortgages have higher
risks and others stand out for different reasons. These are:
Product
Description
Interest-only loans and
part interest-only, part
repayment loans
With an interest-only mortgage, the customer pays interest every month but the principal balance may remain outstanding until the end of
the mortgage term. Some mortgages have a part that is interest-only, with the rest being a normal repayment mortgage. Customers with
part interest-only, part repayment mortgages still have to pay back a lump sum at the end of their mortgage for the interest-only part. This
means there is a higher credit risk on these loans as we depend on the customers to pay back a lump sum. We design new account LTV
maximums to mitigate this credit risk. We also make sure the customer has a plausible repayment plan before we lend to them and remains
on track for the life of the loan.
Since 2009, we have reduced the risk from new interest-only mortgages by lowering the maximum LTV. For the majority of applicants a
maximum LTV of 50% applies. For high net worth customers (gross annual income > £250k) this maximum LTV for an interest-only
mortgage can be up to 75%. When a customer plans to repay their mortgage by selling the property, we require a minimum equity buffer of
£250k.
Customers with interest-only mortgages have to make arrangements to repay the principal at the end of the mortgage. We have a strategy
to make sure that we tell these customers that they have to do this. We send them messages with their annual mortgage statements, and
we run contact campaigns to encourage them to tell us how they plan to repay. We undertake these contact campaigns periodically
throughout the customers' interest-only mortgage term and increase the frequency of contact as customers approach term maturity.
If customers know they will not be able to repay their mortgage in full when it ends, or if their mortgage has already passed the date when it
should have ended, we talk to them. If we think it is in the customer’s interests and they can afford it, we look at other ways of managing it.
That can mean turning the mortgage into a standard repayment one and extending it. Or, if the customer is waiting for their means of
repaying it, such as an investment plan or bonds, to mature, an extension may be permitted.
Flexible loans
Flexible mortgages allow customers to pay more or less than their usual amount each month, or even to take ‘payment holidays’ when they
pay nothing at all. Customers do not have to take or draw down the whole loan all at once – so if they took out a mortgage big enough to
allow them to build a home extension after three years, they do not have to start paying interest on that extra money until they are ready to
spend it. There are conditions on when and how much customers can draw down:
There are often limits on how much can be drawn down in any month
The customer cannot be in payment arrears
The customer cannot have insolvency problems, such as a county court judgement, bankruptcy, an individual voluntary arrangement, an
administration order or a debt relief order.
A customer can ask us to increase their credit limit, but that means we will go through our full standard credit approval process. We can also
lower the customer’s credit limit at any time, so it never goes above 90% of the property’s current market value.
We no longer offer flexible loan products for new mortgages.
This is an area of interest in order to identify customers who might be using these facilities to self-forbear, such as regularly drawing down
small amounts. If there is any sign that the credit risk has significantly increased, we reflect this in our provision calculations.
Loans with an LTV
>100%
Where the mortgage balance is more than the property is now worth, we cannot recover the full value of the loan by repossessing and
selling the property. This means there is a higher credit risk on these loans. In some cases, property prices have fallen, so mortgages we gave
in the past with lower LTVs now have LTVs greater than 100%.
We monitor existing accounts with LTVs >100% as part of our assessment of ongoing portfolio performance. We design new account LTV
maximums to mitigate an increase in the volume of accounts with an LTV >100%.
Buy-to-Let (BTL) loans
In recent years, we have refined our BTL proposition to appeal to a wider catchment, and we have improved our systems to cater for this
segment with a focus on non-professional landlords. We have prudent lending criteria, and specific policies for BTL. We only lend to a
maximum 75% LTV. The first applicant must earn a minimum income of £25,000 per year, and we require evidence of income in all cases.
We also use a BTL affordability rate as part of our assessment about whether to lend. This means that the rental income must cover the
monthly mortgage interest payments by a prescribed amount when calculated using a stressed interest rate. We regularly review the
prescribed amount and adjust it as needed.
In 2020 and 2021 we provided customers with payment holiday terms in line with the UK Government's Covid-19 guidance. For more on this, see ‘Covid-19
Support schemes’ in 'Santander UK group level - Credit risk review'.
Climate change
The value of property collateral for mortgages might be affected by physical impacts related to the frequency and scale of extreme weather events, such as flood
and subsidence risk or changing environmental performance standards for property. In 2021 we reviewed the proportion of mortgage loans subject to flood and
subsidence risk and concluded that the risk was not material. The terms of our mortgage lending require homeowners to buy suitable insurance which transfers
the majority of the risk to asset valuations to third party insurers. 
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Credit performance (audited)
Portfolio of particular interest(1)
Total
Interest-only
Part interest-
only, part
repayment (2)
(3)
Flexible(3)
LTV >100%
Buy-to-let
Other
portfolio
2021
£m
£m
£m
£m
£m
£m
£m
Mortgage portfolio
174,712
40,654
13,638
8,549
528
14,893
116,767
Stage 1
161,845
36,212
12,391
7,509
354
14,363
109,878
Stage 2
11,071
3,626
1,020
796
109
489
6,188
Stage 3
1,796
816
227
244
65
41
701
Stage 3 ratio(4)
1.04%
2.03%
1.66%
3.06%
12.34%
0.27%
0.60%
PIPs
2
1
1
1
Simple average LTV (indexed)
41%
44%
43%
23%
116%
59%
41%
2020
Mortgage portfolio
166,730
38,441
13,234
9,953
734
11,608
110,854
Stage 1
154,586
33,330
11,860
8,731
423
11,180
105,514
Stage 2
10,345
4,228
1,126
989
221
393
4,728
Stage 3
1,799
883
248
233
90
35
612
Stage 3 ratio(4)
1.09%
2.31%
1.88%
2.48%
12.30%
0.30%
0.55%
PIPs
10
5
2
1
4
2
Simple average LTV (indexed)
42%
44%
44%
26%
117%
59%
43%
(1)Where a loan falls into more than one category, we include it in all the categories that apply. As a result, the sum of the mortgages in the segments of particular interest and the other portfolio does not agree to
the total mortgage portfolio.
(2)Mortgage balance includes both the interest-only part of £10,106m (2020: £9,847m) and the non-interest-only part of the loan.
(3)Includes legacy Alliance & Leicester flexible loans that work in a more limited way than our current Flexi loan product.
(4)The sum of Stage 3 drawn and Stage 3 undrawn assets divided by the sum of total drawn assets and Stage 3 undrawn assets.
2021 compared to 2020  
In 2021, the combined total proportion of interest-only loans, part interest-only, part repayment loans and flexible loans reduced, reflecting our strategy to
manage down our proportional exposure to these lending profiles.
BTL mortgage balances increased £3.3bn to £14.9bn (2020: £11.6bn) driven by continued focus in growing this portfolio. In 2021, the simple average LTV of
mortgage total new BTL lending was 68% (2020: 65%).
Interest-only sub analysis
Full interest-only new business in the period
2021
2020
£m
£m
Full interest-only loans
6,339
4,267
Full interest-only maturity profile
Term
expired
Within
2 years
Between
2-5 years
Between
5-15 years
Greater than
15 years
Total
2021
£m
£m
£m
£m
£m
£m
Full interest-only portfolio
392
1,892
3,795
19,633
14,942
40,654
of which value weighted average LTV (indexed) is >75%
13
106
112
1,015
1,355
2,601
2020
Full interest-only portfolio
374
1,726
3,697
20,318
12,326
38,441
of which value weighted average LTV (indexed) is >75%
13
131
154
1,397
1,017
2,712
2021 compared to 2020 
For full interest-only mortgages, of the total £392m that was term expired at 31 December 2021, 83% continued to pay the interest due under the expired
contract terms. Interest-only mortgages that matured in 2021 totalled £797m, of which: £331m was subsequently repaid, £6m was refinanced under normal
credit terms, £217m was refinanced under forbearance arrangements and £243m remained unpaid and was classified as term expired at 31 December 2021.
At 31 December 2021, there were 61,750 (2020: 69,713) flexible mortgage customers, with undrawn facilities of £4,627m (2020: £5,621m). The portfolio’s
value weighted LTV (indexed) was 24% (2020: 26%).
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Forbearance(1) (audited)
The balances at 31 December 2021 and 31 December 2020 were:
Interest-only(2)
Flexible
LTV >100%
Buy-to-Let
2021
£m
£m
£m
£m
Total
419
35
13
11
Stage 2
280
24
3
8
Stage 3
139
11
10
3
2020
Total
285
48
10
9
Stage 2
184
34
3
6
Stage 3
101
14
7
3
(1)Where a loan falls into more than one category, we have included it in all the categories that apply.
(2)Comprises full interest-only loans and part interest-only, part repayment loans.
2021 compared to 2020
Levels of forbearance undertaken on accounts on Interest-only increased during 2021, driven by two factors. Firstly, maturing or past maturity customers
impacted or potentially impacted by Covid-19 opted to take a one year deferral of repaying their capital. This was offered in line with FCA guidance to support
maturing Interest-only customers who may be impacted by Covid-19. These guidelines were in place between November 2020 and October 2021. Secondly,
Interest-only vulnerable customers who are in financial difficulties elected to take a product specifically offered to support them in this situation.
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RETAIL BANKING : EVERYDAY BANKING – CREDIT RISK REVIEW
Movement in total exposures and the corresponding ECL (audited) 
The following table shows changes in total on and off-balance sheet exposures subject to ECL assessment, and the corresponding ECL, for Everyday Banking in
the period. The footnotes to the Santander UK group level analysis on page 79 are also applicable to this table. 
Stage 1
Stage 2
Stage 3
Total
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
21,089
57
791
201
105
50
21,985
308
Transfers from Stage 1 to Stage 2(3)
(214)
(2)
214
2
Transfers from Stage 2 to Stage 1(3)
418
81
(418)
(81)
Transfers to Stage 3(3)
(284)
(1)
(36)
(10)
320
11
Transfers from Stage 3(3)
5
1
11
5
(16)
(6)
Transfers of financial instruments
(75)
79
(229)
(84)
304
5
Net ECL remeasurement on stage transfer(4)
(78)
39
23
(16)
Change in economic scenarios(2)
(4)
(19)
(23)
Changes to model
New lending and assets purchased(5)
2,150
13
84
12
9
4
2,243
29
Redemptions, repayments and assets sold (7)
(3,023)
(11)
(101)
(16)
(29)
(5)
(3,153)
(32)
Changes in risk parameters and other movements(6)
541
(6)
153
(34)
77
74
771
34
Assets written off(7)
1
(1)
(114)
(102)
(114)
(102)
At 31 December 2021
20,682
51
698
98
352
49
21,732
198
Net movement in the period
(407)
(6)
(93)
(103)
247
(1)
(253)
(110)
Charge/(release) to the Income Statement
(7)
(102)
101
(8)
Less: Discount unwind
(4)
(4)
Less: Recoveries net of collection costs
(51)
(51)
Total ECL charge/(release) to the Income Statement
(7)
(102)
46
(63)
At 1 January 2020
17,258
46
648
130
125
67
18,031
243
Transfers from Stage 1 to Stage 2(3)
(402)
(5)
402
5
Transfers from Stage 2 to Stage 1(3)
257
65
(257)
(65)
Transfers to Stage 3(3)
(42)
(1)
(29)
(11)
71
12
Transfers from Stage 3(3)
4
1
11
5
(15)
(6)
Transfers of financial instruments:
(183)
60
127
(66)
56
6
Net ECL remeasurement on stage transfer(4)
(63)
95
25
57
Change in economic scenarios(2)
68
68
Changes to model
New lending and assets purchased(5)
5,398
11
107
25
5
4
5,510
40
Redemptions, repayments and assets sold(7)
(3,020)
(8)
(130)
(19)
(19)
(5)
(3,169)
(32)
Changes in risk parameters and other movements(6)
1,636
12
39
(33)
87
94
1,762
73
Assets written off(7)
(1)
1
(149)
(141)
(149)
(141)
At 31 December 2020
21,089
57
791
201
105
50
21,985
308
Net movement in the period
3,831
11
143
71
(20)
(17)
3,954
65
Charge/(release) to the Income Statement
12
70
124
206
Less: Discount unwind
(4)
(4)
Less: Recoveries net of collection costs
(52)
(52)
Total ECL charge/(release) to the Income Statement
12
70
68
150
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Credit performance (audited)
Business
banking
Other unsecured
Personal
loans
Credit
cards
Overdrafts
Total other
unsecured
Total
2021
£m
£m
£m
£m
£m
£m
Loans and advances to customers of which:
3,532
2,000
2,341
438
4,779
8,311
Stage 1
3,076
1,910
2,125
299
4,334
7,410
Stage 2
201
73
181
120
374
575
Stage 3
255
17
35
19
71
326
Loss allowances(1)
22
47
89
40
176
198
Stage 3 undrawn exposures
26
26
Stage 3 ratio(2)
7.20%
2.03%
4.23%
Gross write-offs
6
97
103
2020
Loans and advances to customers of which:
3,855
2,038
2,349
408
4,795
8,650
Stage 1
3,845
1,881
1,975
253
4,109
7,954
Stage 2
6
139
335
138
612
618
Stage 3
4
18
39
17
74
78
Loss allowances(1)
9
80
158
61
299
308
Stage 3 undrawn exposures
27
27
Stage 3 ratio(2)
0.10%
2.09%
1.24%
Gross write-offs
12
129
141
(1)The ECL allowance is for both on and off–balance sheet exposures
(2)The sum of Stage 3 drawn and Stage 3 undrawn assets divided by the sum of total drawn assets and Stage 3 undrawn assets.
2021 compared to 2020  
Business banking balances reduced mainly due to customers repaying their Bounce back loans (BBLs). Stage 2 and Stage 3 assets grew in 2021 and they were
mainly BBLs accounts. However, they had no impact on ECL since BBLs are100% government guaranteed. The increase in ECL was mainly to take into account the
additional debt burden on customers taking BBLs.
The credit risk profile for other unsecured loans was stable in 2021, with an improvement in Stage 2 assets from a favourable macroeconomic outlook and lower
risk indicators observed in this population. The reduction in ECL levels was reflective of the improved macroeconomics and fewer accounts being triggered into
Stage 2.
Loan modifications
Forbearance
The following table (audited) sets out the financial assets that were forborne while they had a loss allowance measured at lifetime ECL.
Business
banking
Credit cards
Overdrafts
Total
2021
£m
£m
£m
£m
Financial assets modified in the period:
Amortised cost before modification
13
9
22
Net modification gain
5
4
9
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12m ECL in the period
4
2
6
2020
Financial assets modified in the period:
Amortised cost before modification
18
8
26
Net modification gain
8
4
12
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12m ECL in the period
2
2
4
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The balances (audited) at 31 December 2021 and 31 December 2020 were:
Other unsecured
Business
banking
Personal loans
Credit cards
Overdrafts
Total other
unsecured
Total
2021
£m
£m
£m
£m
£m
£m
Total
2
1
38
15
54
56
Stage 2
7
3
10
10
Stage 3
2
1
31
12
44
46
2020
Total
4
43
16
59
63
Stage 2
10
5
15
15
Stage 3
4
33
11
44
48
Other loan modifications
Since March 2020, we have provided business banking and other unsecured lending customers with payment holiday terms. The following table provides
information on such loan modifications. For more on this, see 'Covid-19 Support measures' in 'Santander UK group level - Credit risk review'.
Business
banking
Other
unsecured
Total
2021
£m
£m
£m
Financial assets modified in the period:
Amortised cost before modification
9
9
Net modification gain
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12m ECL in the period
1
1
2020
Financial assets modified in the period:
Amortised cost before modification
300
300
Net modification gain
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12m ECL in the period
6
6
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CONSUMER FINANCE – CREDIT RISK REVIEW
Movement in total exposures and the corresponding ECL (audited)
The following table shows changes in total on and off-balance sheet exposures subject to ECL assessment, and the corresponding ECL, for Consumer Finance in
the period. The footnotes to the Santander UK group level analysis on page 79 are also applicable to this table.
Stage 1
Stage 2
Stage 3
Total
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
Exposures ⁽¹⁾
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
7,824
44
379
37
58
37
8,261
118
Transfers from Stage 1 to Stage 2(3)
(98)
(1)
98
1
Transfers from Stage 2 to Stage 1(3)
105
6
(105)
(6)
Transfers to Stage 3(3)
(8)
(8)
(2)
16
2
Transfers from Stage 3(3)
5
3
2
(8)
(2)
Transfers of financial instruments
4
5
(12)
(5)
8
Net ECL remeasurement on stage transfer(4)
Change in economic scenarios(2)
(2)
(2)
Changes to model
New lending and assets purchased(5)
2,212
6
70
4
3
2
2,285
12
Redemptions, repayments and assets sold(7)
(4,063)
(19)
(142)
(6)
(19)
(3)
(4,224)
(28)
Changes in risk parameters and other movements(6)
(903)
(18)
(95)
(12)
11
6
(987)
(24)
Assets written off(7)
1
(37)
(25)
(37)
(24)
At 31 December 2021
5,074
18
200
17
24
17
5,298
52
Net movement in the period
(2,750)
(26)
(179)
(20)
(34)
(20)
(2,963)
(66)
Charge/(release) to the Income Statement
(26)
(21)
5
(42)
Less: Discount unwind
Less: Recoveries net of collection costs
9
9
Total ECL charge/(release) to the Income Statement
(26)
(21)
14
(33)
At 1 January 2020
7,315
29
604
28
42
31
7,961
88
Transfers from Stage 1 to Stage 2(3)
(154)
(1)
154
1
Transfers from Stage 2 to Stage 1(3)
375
4
(375)
(4)
Transfers to Stage 3(3)
(33)
(3)
(20)
(5)
53
8
Transfers from Stage 3(3)
1
1
(1)
(1)
Transfers of financial instruments:
188
(240)
(7)
52
7
Net ECL remeasurement on stage transfer(4)
Change in economic scenarios(2)
Changes to model
New lending and assets purchased(5)
3,486
14
134
6
4
2
3,624
22
Redemptions, repayments and assets sold(7)
(2,136)
(4)
(151)
3
(5)
29
(2,292)
28
Changes in risk parameters and other movements(6)
(1,027)
5
32
8
(10)
(8)
(1,005)
5
Assets written off(7)
(2)
(1)
(25)
(24)
(27)
(25)
At 31 December 2020
7,824
44
379
37
58
37
8,261
118
Net movement in the period
509
15
(225)
9
16
6
300
30
Charge/(release) to the Income Statement
15
10
30
55
Less: Discount unwind
6
6
Less: Recoveries net of collection costs
(17)
(17)
Total ECL charge/(release) to the Income Statement
15
10
19
44
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Credit performance (audited)
2021
2020
£m
£m
Loans and advances to customers of which:
4,984
8,024
Stage 1
4,760
7,587
Stage 2
200
379
Stage 3
24
58
Loss allowances(1)
52
118
Stage 3 undrawn exposures
Stage 3 ratio(2)
0.49%
0.72%
Gross write offs
25
25
(1)The ECL allowance is for both on and off–balance sheet exposures.
(2)The sum of Stage 3 drawn and Stage 3 undrawn assets divided by the sum of total drawn assets and Stage 3 undrawn assets.
2021 compared to 2020  
We maintained our prudent underwriting criteria throughout the period. The product mix showed a material decrease in wholesale finance facilities (stock
finance) 2021of £0.4bn due to low availability of new cars and a transfer of wholesale portfolio to a new joint venture with Volvo Car Financial Services Ltd. The
retail car finance market saw challenges in 2021 mainly due to a one month closure at dealerships as a result of Covid-19. It was also impacted by an ongoing
global semiconductor shortage which acted as a limiting factor on the supply of new vehicles. We monitor residual values on all types of vehicles, including
diesel, petrol, hybrid and electric.
At 31 December 2021, total loan balance decreased by £3,040m (38%) compared to 31 December 2020, mainly due to the sale of PSA Finance UK Limited, where
£3.2bn of assets were derecognised. For more details, see Note 34. Gross lending new business in 2021 was £2,383m (2020: £3,074m). Wholesale loans (stock
finance) to car dealerships were approximately 7% of the loan book, unchanged since 31 December 2020. The average Consumer (auto) finance loan size was
£16,182 (2020: £15,918).
The risk profile remained stable in terms of our credit scoring acceptance policies. The overall risk performance was good with a majority of customers paying.
Climate change
The residual value of automotive vehicles might be impacted by diesel obsolescence and the transition to electric vehicles. In 2021, we also considered any
movement in ECL provision due to climate change risk and concluded that it was not material. This was because residual value risk was already set at the more
cautious end of the acceptable range to capture the inherent risk of diesel obsolescence and measurement uncertainty of electric vehicles.
Loan modifications
Forbearance
The balances (audited) at 31 December 2021 and 31 December 2020 were:
2021
2020
£m
£m
Total
9
Stage 2
4
Stage 3
5
Other loan modifications
Since March 2020, we have provided Consumer Finance customers with payment holiday terms. The following table provides information on such loan
modifications. For more on this, see 'Covid-19 Support measures' in 'Santander UK group level - Credit risk review'.
2021
2020
£m
£m
Financial assets modified in the period:
Amortised cost before modification
54
403
Net modification loss
6
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the ECL allowance changed to 12-month measurement in the period
226
403
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CORPORATE & COMMERCIAL BANKING – CREDIT RISK REVIEW
Movement in total exposures and the corresponding ECL (audited)
The following tables show changes in total on and off-balance sheet exposures and ECL in the period. The footnotes to the Santander UK group level table on
page 79 also apply to these tables.
Stage 1
Stage 2
Stage 3
Total
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
17,217
54
6,266
199
1,020
350
24,503
603
Transfers from Stage 1 to Stage 2(3)
(914)
(4)
914
4
Transfers from Stage 2 to Stage 1(3)
1,579
60
(1,579)
(60)
Transfers to Stage 3(3)
(38)
(37)
(3)
75
3
Transfers from Stage 3(3)
1
88
40
(89)
(40)
Transfers of financial instruments
628
56
(614)
(19)
(14)
(37)
Net ECL remeasurement on stage transfer(4)
(39)
(22)
31
(30)
Change in economic scenarios(2)
(2)
(62)
(1)
(65)
Changes to model
New lending and assets purchased(5)
12,783
5
448
8
12
13
13,243
26
Redemptions, repayments and assets sold(7)
(15,067)
(9)
(1,330)
(17)
(140)
(43)
(16,537)
(69)
Changes in risk parameters and other movements(6)
2,642
(16)
891
40
55
(7)
3,588
17
Assets written off (7)
(106)
(59)
(106)
(59)
At 31 December 2021
18,203
49
5,661
127
827
247
24,691
423
Net movement in the period
986
(5)
(605)
(72)
(193)
(103)
188
(180)
ECL charge/(release) to the Income Statement
(5)
(72)
(44)
(121)
Less: Discount unwind
(4)
(4)
Less: Recoveries net of collection costs
34
34
Total ECL charge/(release) to the Income Statement
(5)
(72)
(14)
(91)
Stage 1
Stage 2
Stage 3
Total
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2020
21,281
53
2,385
51
452
158
24,118
262
Transfers from Stage 1 to Stage 2(3)
(4,443)
(37)
4,443
37
Transfers from Stage 2 to Stage 1(3)
528
20
(528)
(20)
Transfers to Stage 3(3)
(78)
(1)
(543)
(21)
621
22
Transfers from Stage 3(3)
4
1
1
(5)
(1)
Transfers of financial instruments
(3,989)
(17)
3,373
(4)
616
21
Net ECL remeasurement on stage transfer(4)
(18)
92
198
272
Change in economic scenarios(2)
7
44
51
Changes to model
New lending and assets purchased(5)
7,984
10
805
28
94
44
8,883
82
Redemptions, repayments and assets sold(7)
(6,487)
(13)
(818)
(18)
(118)
(25)
(7,423)
(56)
Changes in risk parameters and other movements(6)
(1,572)
32
521
6
97
5
(954)
43
Assets written off (7)
(121)
(51)
(121)
(51)
At 31 December 2020
17,217
54
6,266
199
1,020
350
24,503
603
Net movement in the period
(4,064)
1
3,881
148
568
192
385
341
ECL charge/(release) to the Income Statement
1
148
243
392
Less: Discount unwind
(5)
(5)
Less: Recoveries net of collection costs
(93)
(93)
Total ECL charge/(release) to the Income Statement
1
148
145
294
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Committed exposures
Credit risk arises on both on- and off–balance sheet transactions, e.g. guarantees. Therefore, committed exposures are typically higher than asset balances.
However, committed exposures can be smaller than the asset balances due to netting.
Rating distribution (audited)
These tables show our credit risk exposure according to our internal rating scale (see ‘Credit quality’ in the ‘Santander UK group level – credit risk review’ section)
for each portfolio. On this scale, the higher the rating, the better the quality of the counterparty.
Santander UK risk grade
9
8
7
6
5
4
3 to 1
Other(1)
Total
2021
£m
£m
£m
£m
£m
£m
£m
£m
£m
SME and mid corporate
592
954
3,060
3,166
3,559
2,465
733
14,529
Commercial Real Estate
55
21
2,172
2,064
181
4
4,497
Social Housing
52
2,985
2,471
1
5,509
52
3,577
3,480
3,081
5,338
5,624
2,646
737
24,535
Of which:
Stage 1
52
2,890
3,168
2,750
4,796
3,388
309
577
17,930
Stage 2
687
312
331
542
2,236
1,511
160
5,779
Stage 3
826
826
2020
SME and mid corporate
468
1,288
2,640
2,820
3,518
2,790
922
14,446
Commercial Real Estate
65
214
696
3,684
484
9
5,152
Social Housing
112
2,631
2,334
2
3
5,082
112
3,099
3,687
2,854
3,516
7,204
3,274
934
24,680
Of which:
Stage 1
112
3,060
3,626
2,589
2,776
4,027
454
749
17,393
Stage 2
39
61
265
740
3,177
1,800
185
6,267
Stage 3
1,020
1,020
(1)Smaller exposures mainly in the commercial mortgage portfolio. We use scorecards for them, instead of a rating model.
2021 compared to 2020
In Corporate & Commercial Banking, committed exposure reduced marginally by 0.6%, with lending in Social Housing offset by redemptions in the Commercial
Real Estate (CRE) portfolio. Our CRE portfolio decreased by 13% as we continue to manage our exposure in line with proactive risk management policies. Social
Housing exposure increased by 8% as we refinance lending from the Corporate Centre to the core book. The rating distribution has improved in both the CRE and
SME and mid Corporate portfolios following a recovery in the credit quality of a number of names initially downgraded as a result of Covid-19.
Geographical distribution (audited)
We typically classify geographical location according to the counterparty’s country of domicile unless a full risk transfer guarantee is in place, in which case we
use the guarantor’s country of domicile instead.
2021
2020
UK
Europe
US
Rest of
World
Total
UK
Europe
US
Rest of
World
Total
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
SME and mid corporate
14,486
43
14,529
14,399
47
14,446
Commercial Real Estate
4,497
4,497
5,151
1
5,152
Social Housing
5,509
5,509
5,082
5,082
24,492
43
24,535
24,632
47
1
24,680
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Credit risk mitigation (audited)
Gross exposure
Collateral
Net exposure
Stage 3
Stage 3
Stage 3
2021
£m
£m
£m
SME and mid corporate
723
354
369
Commercial Real Estate
103
85
18
826
439
387
2020
SME and mid corporate
853
286
567
Commercial Real Estate
167
105
62
1,020
391
629
Credit performance (audited)
We monitor exposures that show potentially higher risk characteristics using our Watchlist process. The table below shows the exposures we monitor, and those
we classify as Stage 3 by portfolio at 31 December 2021 and 31 December 2020.
Committed exposure
Watchlist
Fully
performing
Enhanced
monitoring
Proactive
management
Stage 3
Total(1)
Loss
allowances
2021
£m
£m
£m
£m
£m
£m
SME and mid corporate
11,131
531
2,144
723
14,529
378
Commercial Real Estate
3,989
193
212
103
4,497
43
Social Housing
5,344
165
5,509
2
20,464
724
2,521
826
24,535
423
2020
SME and mid corporate
10,844
340
2,409
853
14,446
478
Commercial Real Estate
4,191
233
561
167
5,152
125
Social Housing
5,009
73
5,082
20,044
573
3,043
1,020
24,680
603
(1)Includes committed facilities and derivatives.
2021 compared to 2020
In Corporate & Commercial Banking, exposures subject to enhanced monitoring increased by 26%. This was mainly in SME and mid Corporate. Accommodation
and food service activities have been particularly heavily impacted by Covid-19 related restrictions despite the measures taken by the government to support
industries through the pandemic. Exposures subject to proactive monitoring however decreased by 17% across both the SME and mid Corporate portfolio and the
CRE portfolio. This followed the upgrading of a number of names initially downgraded as a result of Covid-19 uncertainty but which have since stabilised.
Loan loss allowances decreased by £180m (30%). This reflects the improved economic assumptions and scenario weightings applied within the IFRS 9 model due
to the improved economic outlook. Also stage reclassifications for some corporate loans as they emerged from lockdown saw provision releases as well as the
release of some Covid-19 related PMAs.
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Loan modifications
Forbearance
The following table (audited)sets out the financial assets that were forborne while they had a loss allowance measured at lifetime ECL.
2021
2020
£m
£m
Financial assets modified in the period:
Amortised cost before modification
243
201
Net modification gain/ (loss)
(5)
(5)
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12-month ECL in the period
29
40
We only make forbearance arrangements for lending to customers. The balances (audited) at 31 December 2021 and 31 December 2020, analysed by their
staging at the period–end and the forbearance we applied, were:
2021
2020
£m
£m
Stock(1)
Term extension
150
141
Interest-only
239
175
Other payment rescheduling
204
180
593
496
Of which:
Stage 1
20
13
Stage 2
303
179
Stage 3
270
304
593
496
Proportion of portfolio
2.4%
2.0%
(1)We base forbearance type on the first forbearance we applied. Tables only show accounts open at the period-end. Amounts are drawn balances and include off balance sheet balances.
2021 compared to 2020
In 2020, in line with guidance from the EBA and PRA, concessions required primarily as a result of Covid-19 were not recorded as forbearance. This categorisation
dispensation ended in March 2021, after which concessions granted to borrowers exhibiting signs of financial difficulty are reported as forbearance. This was the
driver for the increase in forbearance balances in 2021.
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PORTFOLIOS OF PARTICULAR INTEREST
Introduction
Some types of lending have higher risk and others stand out for other reasons. We give more detail below on two areas of particular interest.
Portfolio
Description
Commercial Real Estate
This is lending to experienced, professional landlords mainly secured by tenanted UK property in the office, retail, industrial and residential
sub-sectors. The CRE market experienced a challenging environment in the immediate years after the last financial crisis and has previously
seen regular cyclical downturns. For those reasons, this is a portfolio of particular interest. We manage and report our Commercial Real
Estate portfolio in Corporate & Commercial Banking.
Social Housing
This is lending and treasury services for UK housing association groups secured by tenanted UK residential property. Borrowers are mainly
charitable entities and registered with the appropriate regulator for the part of the UK in which they operate. The Social Housing sector in
the UK is critical in ensuring the supply of affordable housing across the country. Housing associations play a prominent role in addressing
the UK’s shortage of housing across all tenures. The sector benefits from a zero–loss default history aided by its regulated nature. This is a
portfolio of particular interest as we hold a significant position in the market.
We see continued investment in this sector as a direct way to support the UK and, indirectly, the wider community initiatives undertaken by
our customers. We manage and report our Social Housing portfolio in Corporate & Commercial Banking, except for older loans that do not
fit our current business strategy, which we manage and report in Corporate Centre. We provide detailed disclosures of our Social Housing
portfolios in the sections above. We provide a summary of our total Social Housing portfolio below, to give a Santander UK–wide view.
In 2020 and 2021 we provided customers with payment holiday terms in line with the UK Government's Covid-19 guidance. For more on this, see ‘Covid-19
Support schemes’ in 'Santander UK group level - Credit risk review'.
Climate change
The global economy is still heavily dependent on fossil fuel energy sources such as coal, natural gas and oil, which significantly contribute to climate change.
Energy transmission requires building and maintaining appropriate wholesale networks that can affect the natural environment. We remain committed to
reallocating financial flows from fossil fuel consumption, including for electricity generation, to cleaner alternatives as set out in our Environmental, Social and
Climate Change Policy.
In order to track and measure how our current lending activities contribute towards the reliance of fossil fuels, in 2021 we analysed our portfolio to identify fossil
fuel exposures. We classified lending as a fossil fuel exposure if the counterparty engaged in any of the following activities:
Oil & Gas: production and treatment including refining, transportation, storage and wholesale distribution
Mining & Extraction: any coal mining or extraction activities
Power Generation: clients for who coal-fired generation represents more than 10% of revenues on a consolidated basis.
At 31 December 2021, we had limited exposure to such counterparties, with these activities making up less than 0.1% of our Corporate and Commercial Banking
lending portfolio. On an individually assessed basis, clients in these industries were highly rated and their markets remained highly liquid. We will continue to
monitor, disclose and reduce lending which contributes to ongoing fossil fuel use.
Commercial Real Estate
Credit performance
The table below shows the main CRE credit performance metrics at 31 December 2021 and 31 December 2020.
Customer loans(1)
Stage 3(2)
Stage 3
Ratio(3)
Gross
write–offs
Total loss
allowance
£m
£m
%
£m
£m
2021
4,158
103
2.48
25
43
2020
4,689
165
3.60
13
125
(1)CRE drawn loans in the CRE portfolio of our Corporate & Commercial Banking segment of £4,158m(2020: £4,689m).
(2)We define Stage 3 in the ‘Credit risk management’ section.
(3)The sum of Stage 3 drawn and Stage 3 undrawn assets divided by the sum of total drawn assets and Stage 3 undrawn assets.
LTV analysis
The table below shows the LTV distribution for our CRE total stock and Stage 3 stock (based on the drawn balance and our latest estimate of the property’s
current value) of the portfolio at 31 December 2021 and 31 December 2020.
2021
2020
Stock
Stage 3
Stock
Stage 3
Total
ECL
Total
ECL
Total
ECL
Total
ECL
LTV
£m
£m
£m
£m
£m
£m
£m
£m
Up to 50%
2,739
19
44
9
3,043
53
43
13
>50-70%
1,101
20
50
15
1,342
59
109
42
>70-100%
38
2
7
1
49
6
7
3
> 100%
10
1
2
1
8
4
6
4
Other portfolio (1)
270
1
230
3
Total with collateral
4,158
43
103
26
4,672
125
165
62
Development loans
17
4,158
43
103
26
4,689
125
165
62
(1)Smaller value transactions, mainly commercial mortgages.
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Sector analysis
Sector
2021
2020
£m
%
£m
%
Office
1,106
27
1,491
32
Retail
631
15
853
18
Industrial
530
13
680
15
Residential
589
14
766
16
Mixed use
605
14
358
8
Student accommodation
109
3
62
1
Hotels and leisure
253
6
181
4
Other
65
2
51
1
Small value transactions portfolio(1)
270
6
247
5
4,158
100
4,689
100
(1)Mainly commercial mortgages.
The CRE portfolio is well diversified across sectors, with no significant regional or single name concentration. Falling capital and rental yields along with Covid-19
related rent collection challenges have exacerbated structural issues in sub-sectors such as Retail. However, at 31 December 2021, the LTV profile of the portfolio
remained conservative with £3,840m and 99% (2020: £4,385m and 99%) at or below 70% LTV following planned deleveraging of the portfolio. Almost three
quarters of the CRE portfolio have an LTV below 50%.
Refinancing risk
At 31 December 2021, CRE loans of £1,213m (2020: £1,337m) were due to mature within 12 months. Of these, £11m or 0.9% (2020: £9m or 0.7%) had an LTV
ratio higher than is acceptable under our current credit policy, £5m of which were reported as Stage 3 (2020: £9m).
2021 compared to 2020
In our CRE portfolio, drawn customer loans decreased by £531m, as we focus on risk-weighted returns to manage our exposure in line with proactive risk
management policies. In 2021, we maintained a prudent lending approach, with 100% new business (2020: 100%) written at or below 60% LTV. The weighted
average LTV on the CRE portfolio was 43% (2020: 45%).
Drawn facilities subject to enhanced monitoring decreased by 16% to £190m (2020: £225m). Drawn facilities subject to proactive management decreased by
59% to £212m (2020: £522m). This followed the improvement in credit quality of a number of names initially downgraded as a result of Covid-19 but which have
since stabilised. Stage 3 exposures increased to £103m (2020: £165m).
Social Housing
We manage and report our Social Housing portfolio in Corporate & Commercial Banking, except for older Social Housing loans that do not fit our current business
strategy, which we manage and report in Corporate Centre. We provide detailed disclosures of our Social Housing portfolios in the sections above. At 31
December 2021 and 31 December 2020, our total Social Housing exposure was:
2021
2020
On-balance
sheet
Total
exposure
Total loss
allowances
On-balance
sheet
Total
exposure
Total loss
allowances
£m
£m
£m
£m
£m
£m
Corporate & Commercial Banking
2,929
5,509
2
2,770
5,082
Corporate Centre
2,162
2,858
1
3,043
3,817
5,091
8,367
3
5,813
8,899
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CORPORATE CENTRE – CREDIT RISK REVIEW
Movement in total exposures and the corresponding ECL (audited)
The following tables show changes in total on and off-balance sheet exposures and ECL in the period. The footnotes to the Santander UK group level table on
page 79 also apply to these tables.
Stage 1
Stage 2
Stage 3
Total
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
76,301
35
44
76,345
35
Transfers from Stage 1 to Stage 2(3)
(141)
141
Transfers from Stage 2 to Stage 1(3)
Transfers to Stage 3(3)
Transfers from Stage 3(3)
Transfers of financial instruments
(141)
141
Net ECL remeasurement on stage transfer(4)
Change in economic scenarios(2)
Changes to model
New lending and assets purchased(5)
425
1
2
427
1
Redemptions, repayments and assets sold (7)
(5,327)
(17)
(27)
(5,354)
(17)
Changes in risk parameters and other movements(6)
(548)
(17)
93
(455)
(17)
Assets written off (7)
At 31 December 2021
70,710
2
253
70,963
2
Net movement in the period
(5,591)
(33)
209
(5,382)
(33)
ECL charge/(release) to the Income Statement
(33)
(33)
Less: Discount unwind
Less: Recoveries net of collection costs
22
22
Total ECL charge/(release) to the Income Statement
(33)
22
(11)
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2020
67,779
1
94
1
67,873
2
Transfers from Stage 1 to Stage 2(3)
(87)
(2)
87
2
Transfers from Stage 2 to Stage 1(3)
106
4
(106)
(4)
Transfers to Stage 3(3)
(2)
(3)
(1)
5
1
Transfers from Stage 3(3)
1
1
1
(2)
(1)
Transfers of financial instruments
18
3
(21)
(3)
3
Net ECL remeasurement on stage transfer(4)
(3)
3
1
1
Change in economic scenarios(2)
6
6
Changes to model
New lending and assets purchased(5)
11,457
1
45
1
11,503
1
Redemptions, repayments and assets sold (7)
(10,342)
(1)
(9)
(1)
(3)
(1)
(10,354)
(3)
Changes in risk parameters and other movements(6)
7,389
34
(65)
(6)
1
7,325
28
Assets written off (7)
(2)
(2)
At 31 December 2020
76,301
35
44
76,345
35
Net movement in the period
8,522
34
(50)
(1)
8,472
33
ECL charge/(release) to the Income Statement
34
(1)
33
Less: Discount unwind
Less: Recoveries net of collection costs
4
4
Total ECL charge/(release) to the Income Statement
34
(1)
4
37
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Committed exposures
Credit risk arises on both on- and off–balance sheet transactions, e.g. guarantees. Therefore, committed exposures are typically higher than asset balances.
However, committed exposures can be smaller than the asset balances due to netting. We show Sovereigns and Supranationals net of short positions and reverse
repurchase agreement exposures in Large Corporate net of repurchase agreement liabilities, including OTC derivatives. The derivative and other treasury product
exposures (classified as ‘Financial Institutions’) are also typically lower than the asset balances, because we show our overall risk exposure which takes into
account our procedures to mitigate credit risk. The balances on our balance sheet only reflect the more restrictive netting permitted by IAS 32.
Rating distribution (audited)
These tables show our credit risk exposure according to our internal rating scale (see ‘Credit quality’ in the ‘Santander UK group level – credit risk review’ section)
for each portfolio. On this scale, the higher the rating, the better the quality of the counterparty.
Santander UK risk grade
9
8
7
6
5
4
3 to 1
Other(1)
Total
2021
£m
£m
£m
£m
£m
£m
£m
£m
£m
Sovereign and Supranational
55,061
1,051
56,112
Structured Products
573
1,064
197
41
1,875
Social Housing
1,290
1,568
2,858
Financial Institutions
479
533
345
7
1,364
Legacy Portfolios in run-off(2)
6
44
50
Derivatives
56,113
3,938
2,110
54
44
62,259
Of which:
Stage 1
56,113
3,731
2,066
54
38
62,002
Stage 2
207
44
4
255
Stage 3
2
2
2020
Sovereign and Supranational
48,579
2,383
50,962
Structured Products
1,168
1,044
229
41
2,482
Social Housing
2
2,001
1,814
3,817
Financial Institutions
497
200
9
6
712
Legacy Portfolios in run-off(2)
156
156
Derivatives
50,246
5,628
2,052
47
156
58,129
Of which:
Stage 1
50,246
5,583
2,052
47
156
58,084
Stage 2
45
45
Stage 3
(1)Smaller exposures mainly in the commercial mortgage portfolio. We use scorecards for them, instead of a rating model.
(2)Commercial mortgages and residual structured and asset finance loans (shipping, aviation and structured finance).
2021 compared to 2020
In Corporate Centre, committed exposures decreased by 7% mainly driven by UK Sovereign and Supranational exposures as part of normal liquid asset portfolio
management, which increased by 10%. The portfolio profile remained short-term, reflecting the purpose of the holdings. Social Housing exposures reduced by
25% as we refinance lending from the Corporate Centre to the core book and Legacy Portfolios in run-off reduced by 68% driven by deals not refinancing at
maturity.
Geographical distribution (audited)
We typically classify geographical location according to the counterparty’s country of domicile unless a full risk transfer guarantee is in place, in which case we
use the guarantor’s country of domicile instead.
2021
2020
UK
Europe
US
Rest of
World
Total
UK
Europe
US
Rest of
World
Total
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Sovereign and Supranational
52,297
950
469
2,396
56,112
44,624
1,516
849
3,973
50,962
Structured Products
1,219
656
1,875
1,683
799
2,482
Social Housing
2,858
2,858
3,817
3,817
Financial Institutions
504
565
81
214
1,364
301
365
6
40
712
Legacy Portfolios in run-off
50
50
59
97
156
Derivatives
56,928
2,171
550
2,610
62,259
50,484
2,680
855
4,110
58,129
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Credit risk mitigation (audited)
Gross exposure
Collateral
Net exposure
Stage 3
Stage 3
Stage 3
2021
£m
£m
£m
Legacy Portfolios in run–off
2
2
2
2
2020
Legacy Portfolios in run–off
Credit performance (audited)
We monitor exposures that show potentially higher risk characteristics using our Watchlist process. The table below shows the exposures we monitor, and those
we classify as Stage 3 by portfolio at 31 December 2021 and 31 December 2020.
Committed exposure
Watchlist
Fully
performing
Enhanced
monitoring
Proactive
management
Stage 3
Total(1)
Loss
allowances
2021
£m
£m
£m
£m
£m
£m
Sovereign and Supranational
56,112
56,112
Structured Products
1,875
1,875
Social Housing
2,858
2,858
1
Financial Institutions
1,364
1,364
Legacy Portfolios in run-off
48
2
50
1
Derivatives
62,257
2
62,259
2
2020
Sovereign and Supranational
50,962
50,962
Structured Products
2,482
2,482
35
Social Housing
3,748
69
3,817
Financial Institutions
712
712
Legacy Portfolios in run-off
156
156
Derivatives
58,060
69
58,129
35
(1)Includes committed facilities and derivatives.
2021 compared to 2020
In Corporate Centre, exposures were all fully performing at 31 December 2021. The exposure that was subject to enhanced monitoring in 2020 was upgraded to
fully performing following completion of a restructure.  
Loan loss allowances decreased by £33m (94%). This reflects the improved economic assumptions and scenario weightings applied within the IFRS 9 model due
to the improved economic outlook as well as the release of some Covid-19 related PMAs.
Loan modifications (audited)
There were no loan modifications made in 2021 and 2020.
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CORPORATE & INVESTMENT BANKING – 2020 CREDIT RISK REVIEW
This section sets out the credit risk profile for the CIB business at 31 December 2020, as published in the 2020 Annual Report. For the 2021 financial performance
and cash flow information relating to CIB prior to its transfer to SLB in 2021, see Note 43.
Movement in total exposures and the corresponding ECL (audited)
The following tables show changes in total on and off-balance sheet exposures and ECL in the period. The footnotes to the Santander UK group level table on
page 79  also apply to this table.
Stage 1
Stage 2
Stage 3
Total
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
Exposures(1)
ECL
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2020
12,972
4
397
37
15
9
13,384
50
Transfers from Stage 1 to Stage 2(3)
(43)
43
Transfers from Stage 2 to Stage 1(3)
Transfers to Stage 3(3)
(40)
(13)
40
13
Transfers from Stage 3(3)
Transfers of financial instruments
(43)
3
(13)
40
13
Net ECL remeasurement on stage transfer(4)
Change in economic scenarios(2)
8
8
Changes to model
New lending and assets purchased (5)
1,119
1
43
1,162
1
Redemptions, repayments and assets sold(7)
(5,005)
(1)
(287)
(1)
(1)
(5,293)
(2)
Changes in risk parameters and other movements(6)
2,174
5
273
(7)
(12)
2,435
(2)
Assets written off (7)
(42)
(22)
(42)
(22)
At 31 December 2020
11,217
9
429
24
11,646
33
Net movement in the period
(1,755)
5
32
(13)
(15)
(9)
(1,738)
(17)
ECL charge/(release) to the Income Statement
5
(13)
13
5
Less: Discount unwind
Less: Recoveries net of collection costs
2
2
Total ECL charge/(release) to the Income Statement
5
(13)
15
7
Committed exposures
Credit risk arises on both on- and off–balance sheet transactions, e.g. guarantees. Therefore, committed exposures are typically higher than asset balances.
However, committed exposures can be smaller than the asset balances due to netting. The derivative and other treasury product exposures (classified as
‘Financial Institutions’) are also typically lower than the asset balances, because we show our overall risk exposure which takes into account our procedures to
mitigate credit risk. The balances on our balance sheet only reflect the more restrictive netting permitted by IAS 32.
Rating distribution (audited)
These tables show our credit risk exposure according to our internal rating scale (see ‘Credit quality’ in the ‘Santander UK group level – credit risk review’ section)
for each portfolio. On this scale, the higher the rating, the better the quality of the counterparty.
Santander UK risk grade
9
8
7
6
5
4
3 to 1
Other
Total
2020
£m
£m
£m
£m
£m
£m
£m
£m
£m
Large Corporate
174
1,802
3,267
3,882
1,523
157
81
10,886
Financial Institutions
367
443
622
23
6
1,461
541
2,245
3,889
3,905
1,529
157
81
12,347
Geographical distribution (audited)
We typically classify geographical location according to the counterparty’s country of domicile unless a full risk transfer guarantee is in place, in which case we
use the guarantor’s country of domicile instead.
2020
UK
Europe
US
Rest of World
Total
£m
£m
£m
£m
£m
Large Corporate
9,814
1,052
20
10,886
Financial Institutions
642
435
130
254
1,461
10,456
1,487
130
274
12,347
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Credit risk mitigation (audited)
Gross exposure
Collateral
Net exposure
Stage 3
Stage 3
Stage 3
2020
£m
£m
£m
Large Corporate
Credit performance (audited)
We monitor exposures that show potentially higher risk characteristics using our Watchlist process. The table below shows the exposures we monitor, and those
we classify as Stage 3 by portfolio at 31 December 2020.
Committed exposure
Watchlist
Fully
performing
Enhanced
monitoring
Proactive
management
Stage 3
Total(1)
Loss
allowances
2020
£m
£m
£m
£m
£m
£m
Large Corporate
9,374
252
1,260
10,886
33
Financial Institutions
1,461
1,461
10,835
252
1,260
12,347
33
(1)Includes committed facilities and derivatives.
Loan modifications
Forbearance
The following table (audited) sets out the financial assets that were forborne while they had a loss allowance measured at lifetime ECL.
2020
£m
Financial assets modified in the period:
Amortised cost before modification
23
Net modification gain/ (loss)
1
Financial assets modified since initial recognition:
Gross carrying amount of financial assets for which the loss allowance changed to 12-month ECL in the period
We only make forbearance arrangements for lending to customers. The balances (audited) at 31 December 2020, analysed by their staging at the period–end and
the forbearance we applied, were:
2020
£m
Stock(1)
Term extension
23
Interest-only
Other payment rescheduling
23
Of which:
Stage 1
Stage 2
23
Stage 3
23
Proportion of portfolio
0.2%
(1)We base forbearance type on the first forbearance we applied. Tables only show accounts open at the period-end. Amounts are drawn balances and include off balance sheet balances.
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Market risk
Overview
Market risk comprises non-traded market risk and traded market risk.
Non-traded market risk is the risk of loss of income, economic or market value due to
changes to interest rates in the non-trading book or to changes in other market risk
factors (e.g. credit spread and inflation risk), where such changes would affect our net
worth through an adjustment to revenues, assets, liabilities and off-balance sheet
exposures in the non-trading book.
Traded market risk is the risk of changes in market factors that affect the value of the
positions in the trading book.
In this section, we set out which of our assets and liabilities are exposed to non-traded
and traded market risk. Then we explain how we manage these risks and discuss our
key market risk metrics. We also provide an update on the process of replacing LIBOR
and other Interbank Offered Rates.
Key metrics
Net Interest Margin (NIM) sensitivity to +25bps was
£89m and to ‑25bps was £(94)m (2020: £116m and
£(23)m)
Economic Value of Equity (EVE) sensitivity to +25bps was
£89m and to ‑25bps was £(125)m (2020: £190m and
£(369)m)
BALANCE SHEET ALLOCATION BY MARKET RISK CLASSIFICATION (AUDITED)
We manage our assets and liabilities exposed to market risk as either non-traded or traded market risk. We classify all our assets and liabilities exposed to market
risk as non-traded market risk, except for certain derivatives that we manage on a trading intent basis. For accounting purposes, we classify all derivatives as held
for trading unless they are designated as being in a hedging relationship. The derivatives that we manage on a trading intent basis are a small proportion of the
derivatives that we classify as held for trading for accounting purposes. For more, see Note 11 to the Consolidated Financial Statements.
NON-TRADED MARKET RISK
OUR KEY NON-TRADED MARKET RISKS (AUDITED)
Non-traded market risk mainly comes from providing banking products and services to our customers, as well as our structural balance sheet exposures. It arises
in all our business segments.
In Retail Banking, Consumer Finance and Corporate & Commercial Banking, it is a by-product of us writing customer business and we transfer most of these risks
to Corporate Centre to manage. The only types of non-traded market risk that we keep in Retail Banking, Consumer Finance and Corporate & Commercial Banking
are short-term mismatches due to forecasting variances in prepayment and launch risk. This is where customers repay their loans earlier than their expected
maturity date or do not take the expected volume of new products.
Before the transfer in Q4 2021, in Corporate & Investment Banking, it arose from lending to corporates, which we also transferred to Corporate Centre to
manage. Corporate Centre also manages our structural balance sheet exposures, such as foreign exchange and Income Statement volatility risk.
Our key non-traded market risks are:
Key risks
Description
Interest rate risk
Yield curve risk: comes from timing mismatches in repricing fixed and variable rate assets, liabilities and off-balance sheet instruments.
It also comes from investing non-rate sensitive liabilities in interest-earning assets. We mainly measure yield curve risk with NIM and
EVE sensitivities, which are measures commonly used in the financial services industry. We also use other risk measures, such as Value
at Risk (VaR) which is a statistical measure based on a historical simulation of events, and stress testing. Our NIM and EVE sensitivities
cover all the material yield curve risk in our banking book balance sheet.
Basis risk: comes from pricing assets using a different rate index to the liabilities that fund them. We are exposed to basis risks
associated with Bank of England bank rate, reserve rate linked assets we deposit with central banks, the Sterling Overnight Index
Average (SONIA) rate, and LIBOR rates of different terms. LIBOR for Sterling, Swiss Francs and Japanese Yen were replaced with Risk
Free Rates at the end of 2021. We will have some legacy positions using synthetic LIBOR in 2022, but there should be no basis risk
incurred on re-hedging these positions. We are also very advanced with the transition of our loan and derivative portfolios. As the
transition progresses, we continue to monitor our basis risk positions.
Spread risk
Spread risk arises when the value of assets or liabilities which are accounted for at fair value (either through Other Comprehensive
Income or through Profit and Loss) are affected by changes in the spread. We measure these spreads as the difference between the
discount rate we use to value the asset or liability, and an underlying interest rate curve.
Spread risks can be split into Swap Spread (where the instrument has been issued by a Sovereign counterparty) and Credit Spread
(where the instrument has been issued by for example a corporate or bank counterparty). It mainly arises in the bond portfolios we hold
for liquidity purposes. We measure spread risk with sensitivities, stress tests and VaR measures.
Foreign exchange risk
Our banking businesses operate mainly in sterling markets, so we do not create significant foreign exchange exposures. The only
exception to this is money we raise in foreign currencies. For more on this, see ‘Wholesale funding’ in the ‘Liquidity risk’ section.
Income statement
volatility risk
We measure most of the assets and liabilities in our banking book balance sheet at amortised cost. We sometimes manage their risk
profile by using derivatives. As all derivatives are accounted for at fair value, the mismatch in their accounting treatment can lead to
volatility in our Income Statement. This happens even if the derivative is an economic hedge of the asset or liability.
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NON-TRADED MARKET RISK MANAGEMENT
Risk appetite
Our framework for dealing with market risk is part of our overall Risk Framework. Our Structural and Market Risk framework sets out our high-level
arrangements and standards to manage, control and oversee non-traded market risk. Our Risk Appetite sets the controls, risk limits and key risk metrics for non-
traded market risk. We articulate risk appetite by the income and value sensitivity limits we set in our Risk Appetite, at both Santander UK and Banco Santander
group levels.
Risk measurement
For non-traded market risk, we mainly measure our exposures with NIM and EVE sensitivity analysis. We support this with VaR risk measures and stress testing.
We also monitor our interest rate repricing gap.
NIM and EVE sensitivities
The calculations for NIM and EVE sensitivities involve many assumptions, including expected customer behaviour (such as early repayment of loans) and how
interest rates may move. These assumptions are a key part of our overall control framework, so we update and review them regularly.
Our NIM and EVE sensitivities include the interest rate risk from all our banking book positions. Our banking book positions generate almost all our reported net
interest income.
NIM sensitivity
NIM sensitivity is an income-based measure we use to forecast the changes to interest income and interest expense in different scenarios. It gives us a combined
impact on net interest income over a given period – usually 12 or 36 months.
We calculate NIM sensitivity by simulating the NIM using two yield curves. The difference between the two NIM totals is the NIM sensitivity.
Our main model assumptions are that:
The balance sheet is dynamic. This means that it includes the run-off of current assets and liabilities as well as retained and new business
We use a behavioural balance sheet rather than a contractual one. This means that we adjust balances for their behavioural or assumed profile. We do this with
most retail products whose behavioural maturity is different to the contractual maturity. This is usually because customers are exercising the option to withdraw or
prepay early, or there is no contractual maturity.
EVE sensitivity
We calculate EVE sensitivity as the change in the net present value of all the interest rate sensitive items in the banking book balance sheet for a defined set of
instantaneous parallel and non-parallel shifts in the yield curve.
We use a static balance sheet. This means that all balance sheet items run-off according to their contractual, behavioural or assumed run-off behaviour (whichever is
appropriate), and there is no retained or new business.
The limitations of sensitivities
We use sensitivities to measure the impact of standard, instantaneous, parallel shifts in relevant yield curves. The advantage of using standard parallel shifts is
they generally give us a constant measure of the size of our market risk exposure, with a simple and consistent stress. This compares to specific scenarios like ‘flat
rates’. The magnitude of flat rates depends on the shape of the current curve and the shift required to reach the flat rate scenario.
We also run non-parallel stress tests, to calculate the impact of some plausible non-parallel scenarios, and over various time periods for income stresses, usually
one or three years.
VaR (audited)
VaR
VaR indicates the losses that we might suffer because of unfavourable changes in the markets under normal (non-stressed) market conditions.
We run a historical simulation using historical daily price moves, at a 99% confidence level for example, to find how much we might lose – the VaR.
For any given day’s position, we expect to suffer losses greater than the VaR estimate 1% of the time – once every 100 trading days, or two to three times a year.
This gives us a consistent way of assessing risk for all relevant market risk factors in our portfolios.
The limitations of VaR
VaR is a useful and important market standard measure of risk, but it does have some limitations. These include:
VaR assumes what happened in the past is a reliable way to predict what will happen in the future. This may not always be the case
VaR is based on positions at the end of the business day so it doesn’t include intra-day positions
VaR does not predict how big the loss could be on the 1% of trading days that it is greater than the VaR
Using a time horizon of one day means VaR does not tell us everything about exposures that we cannot liquidate or hedge within a day, or products with
infrequent pricing.
Back-testing – comparing VaR estimates with reality
To check that the way we estimate VaR is reasonable, we back-test our VaR by comparing it against both actual and hypothetical profits and losses, using a one-
day time horizon. Back-testing allows us to identify exceptions – times when the predictions were out of line with what happened. We can then look for trends in
these exceptions, which can help us decide whether we need to recalibrate our VaR model.
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Other ways of measuring risk
As well as using sensitivities and stress tests, we can measure non-traded market risk using net notional positions. This can give us a simple view of our exposure,
although we generally need to combine it with other risk measures to cover all aspects of a risk profile, such as projected changes over time.
Other metrics we can use include Earnings at Risk (EaR). Although VaR can be useful as it captures changes in economic values, as we describe above, VaR will not
reflect the actual Income Statement impact of most of our banking book positions. This is because we account for them at amortised cost rather than fair value.
EaR is like VaR but captures changes in income rather than value. We use this approach for example to generate a one-year EaR measure to assess Basis risk.
Stress testing
Stress testing is an essential part of our risk management. It helps us to measure and evaluate the potential impact on portfolio values of more extreme, although
plausible, events or market moves. We express limits as on how much we could lose in a stress event, and this restricts how much risk we take.
Stress testing scenarios
Simple stress tests (like parallel shifts in relevant curves) give us clear measures of risk control and a consistent starting point for setting limits. More complex,
multi-factor and multi-time period stress tests can give us information about specific potential events. They can also test outcomes that we might not capture
through parallel stresses or VaR-type measures because of data or model limitations. We can also use stress tests to estimate losses in extreme market events
beyond the confidence level used in VaR models.
We can adapt our stress tests to reflect current concerns such as climate change risk, the Covid-19 pandemic and other macroeconomic events or changing
market conditions quicker than we can with other risk measures, like VaR. We can include both individual business area stresses and Santander UK-wide
scenarios. We can produce stress tests using either income or value measures. They cover one or more categories of exposures on an accruals basis or at fair
value. We use expert judgement to define appropriate hypothetical stress tests and any adjusting assumptions based on the balance sheet, management actions
and customer behaviour.
How we use stress testing
We discuss stress testing results at senior management committees. They affect Corporate Centre’s decisions by highlighting possible risks in the banking book
and the effectiveness of remedial actions we could take. We compare stress test results with stress limits and triggers set by our internal committees, or against
metrics set by the PRA. If the results are over our limits or triggers, we take remedial actions and follow an escalation process.
Risk mitigation (audited)
We mitigate Income Statement volatility mainly through hedge accounting. We monitor any hedge accounting ineffectiveness that might lead to Income
Statement volatility with a VaR measure and trigger, reported monthly. For our accounting policies for derivatives and hedge accounting, see Note 1 to the
Consolidated Financial Statements.
We typically hedge the interest rate risk of the securities we hold for liquidity and investment purposes with interest rate swaps, retaining spread exposures.
These retained exposures are the key drivers of the VaR and stress tests we use to assess the risk of the portfolio.
We hedge our foreign currency funding positions back to sterling, so our foreign exchange positions tend to be residual exposures that remain after hedging.
These positions could be, for example, to ‘spot’ foreign exchange rates or to cross currency basis. We monitor foreign exchange risk against absolute net
exposures and VaR-based limits and triggers.
For more on this, see ‘Funding strategy‘ and ‘Term issuance’ in the ‘Liquidity risk’ section.
Risk monitoring and reporting (audited)
We monitor the non-traded market risks of the securities we hold for liquidity and investment purposes using sensitivities, VaR and stress tests. We report them
against limits and triggers to senior management daily and to ALCO and ERCC each month. The VaR we report captures all key sources of volatility (including
interest rate and spread risks) to fully reflect the potential volatility.
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NON-TRADED MARKET RISK REVIEW
Interest rate risk
Yield curve risk
The table below shows how our base case income and valuation would be affected by a 25 basis points (bps) and a 50 bps parallel shift (both up and down)
applied instantaneously to the yield curve at 31 December 2021 and 31 December 2020. Sensitivity to parallel shifts represents the amount of risk in a way that
we think is both simple and scalable. From 2021, we have typically focused on a 25bps stress for non-traded market risk controls that reflects a more plausible
yield curve stress in the current low rate environment. We continue to monitor sensitivities to other parallel and non-parallel shifts as well as scenarios.
Sensitivities to a 50bps shift are also provided this year as a bridge to previous year's disclosures.
2021
2020
+25bps
-25bps
+50bps
-50bps
+25bps
-25bps
+50bps
-50bps
£m
£m
£m
£m
£m
£m
£m
£m
NIM sensitivity (audited)
89
(94)
167
(205)
116
(23)
225
(15)
EVE sensitivity
89
(125)
148
(301)
190
(369)
367
(585)
Basis risk
We report basis risk using the EaR approach.
2021
2020
£m
£m
Basis risk EaR
2
8
Interest rate repricing gap
The table below shows the interest rate repricing gap of our balance sheet by repricing buckets.
3 months
1 year
3 years
5 years
>5years
Not sensitive
Total
2021
£m
£m
£m
£m
£m
£m
£m
Assets
111,211
45,979
77,726
44,418
7,191
16,930
303,455
Liabilities
190,649
17,328
25,735
16,108
28,733
25,551
304,104
Off-balance sheet
27,369
(18,508)
(19,842)
3,447
8,183
649
Net gap
(52,069)
10,143
32,149
31,757
(13,359)
(8,621)
2020
Assets
121,812
47,975
71,729
37,114
7,944
16,513
303,087
Liabilities
191,178
22,836
21,013
16,322
27,385
25,551
304,285
Off-balance sheet
25,788
(11,081)
(17,322)
(1,794)
5,607
1,198
Net gap
(43,578)
14,058
33,394
18,998
(13,834)
(9,038)
Spread risk
The table below shows the risk metrics covering the portfolios of securities we hold for liquidity and investment purposes.
2021
2020
£m
£m
VaR
4
7
Worst three month stressed loss
56
93
2021 compared to 2020
We regularly review our risk models and metrics including underlying modelling assumptions to ensure they continue to reflect the risks inherent in the
prevailing rate environment and incorporate regulatory expectations. The adverse movement in NIM sensitivities in 2021 was largely driven by changes in
modelling assumptions used for risk measurement purposes. These were partially offset by less margin compression risk following a steepening in the yield
curve. These assumption changes also contributed to the movement in sensitivities in 2021 and this was offset to a larger extent by the higher curve and lower
margin compression risk over the longer time horizon considered under the EVE metric.
The basis risk EaR decreased in 2021 due to reduced underlying net basis position, following the move to risk-free rates as part of our IBOR transition programme.
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TRADED MARKET RISK
OUR KEY TRADED MARKET RISKS (AUDITED)
Our traded market risks come from providing financial services to our customers. Our exposures are affected by market movements in interest rates, credit
spreads, and foreign exchange rates. Traded market risk can reduce our net income.
We only have a very small amount of traded market risk. This is from permitted products sold to permitted customers. We hedge risks from client trades. Our
books are as close to back-to-back as possible. Market risk is hedged with Banco Santander SA or CCPs. This is required by Banking Reform legislation.
We have two trading desks. The Link Desk transacts derivatives with our corporate clients that are permitted under the ring-fencing regime. The Retail Structured
Products desk (RSP) sells investments to retail investors, through our UK branches and other channels. The Link Desk is exposed to the credit quality of our clients.
We adjust valuations for this with the Credit Valuation Adjustment (CVA), which feeds our valuations and hence income and expenses. The low market risk in our
trading business means that CVA is the main driver of income movements, along with similar factors – Debt Valuation Adjustment (DVA) driven by our own credit,
and Liquidity Valuation Adjustment (LVA) driven by the market price of liquidity. These valuation adjustments are collectively referred to as XVAs.
We calculate market risk capital using standard rules.
TRADED MARKET RISK MANAGEMENT
Risk appetite
Market risk is managed within our overall Risk Framework. Our market risk framework sets our high level arrangements and standards for managing and
controlling traded market risk. Our Risk Appetite for traded market risk is low. We only need to report a qualitative measure to the Board.
Risk measurement
We have a range of ways of measuring traded market risk, including stress testing (explained in the Non-traded market risk management section above) and
detailed sensitivity measures.
Stress testing
This is an essential part of our risk management. It helps us measure and evaluate the possible results of extreme, although plausible, events and market moves.
We set limits on what we could lose in a stress event. This restricts how much risk we take.
Stress testing scenarios
We calculate the impact of 100 scenarios on our trading books every month. The scenarios we create may be inspired by past events, like the global financial
crisis and the Covid-19 pandemic. They may include ways that unusual market conditions could happen. They include interest rates, equity prices and exchange
rates. Most are reported against limits, and so could lead to our front office being asked to reduce risk. Our scenarios are not all calibrated to the same severity;
some may be for a much longer holding period or a completely artificial and unrealistic scenario. We therefore do not limit all of them in the same way.
How we use stress testing
We use limits to manage how much we can lose in a crisis. This limits the risk we take. We make sure that plausible losses are below the Risk Appetite set by the
Board. We report to senior management regularly at the Market & Structural Risk Control Forum.
Risk mitigation (audited)
We manage and control traded market risk within clear limits. There are specific levels that need escalation or action. This means we limit the impact of negative
market movements. We keep the areas that create traded market risk separate from areas which control and oversee risk.
Risk monitoring and reporting (audited)
We maintain a complete set of written policies, procedures, and processes.  These make sure we identify, assess, manage, and report traded market risk.
TRADED MARKET RISK REVIEW
2021 compared to 2020
In 2021, there were no significant changes to our traded market risk exposures. Our exposure to traded market risk is small, and arises from permitted
transactions under the ring-fencing regime, offset by permitted market risk hedges.
The Internal VaR for exposure to traded market risk in 2021 was less than £1m (2020: less than £1m).
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Liquidity risk
Overview
Liquidity risk is the risk that we do not have sufficient liquid financial resources available to
meet our obligations when they fall due, or we can only secure such resources at excessive
cost.
In this section, we describe our sources and uses of liquidity and how we manage liquidity
risk. We also analyse our key liquidity metrics, including our LCRs and our eligible liquidity
pools.
We then explain our funding strategy and structure and we analyse our wholesale funding.
Finally, we analyse how we have encumbered some of our assets to support our funding
activities.
Key metrics
RFB DoLSub LCR of 166% (2020: 150%)
Wholesale funding with maturity <1 year £10.2bn
(2020: £21.1bn)
RFB DoLSub LCR eligible liquidity pool of £51.4bn (2020:
£51.5bn)
OUR KEY LIQUIDITY RISKS (AUDITED)
Through our LRA framework, we manage our funding or structural contingent and market liquidity risks wherever they arise. This can be in retail and corporate
deposit outflows, wholesale secured and unsecured liquidity outflows and off-balance sheet activities. Other risks our framework covers include funding
concentrations, intra-day cash flows, intra-group commitments and support, franchise retention and cross currency risk.
Our main sources of liquidity
Customer deposits finance most of our customer lending. Although these funds are mostly callable, in practice they give us a stable and predictable core of
funding. This is due to the nature of retail accounts and the breadth of our retail customer relationships.
We have a strong wholesale funding investor base, diversified across product types and geographies. Through the wholesale markets, we have active
relationships in many sectors including banks, other financial institutions, corporates and investment funds. We access the wholesale funding markets through
the issuance of capital, senior unsecured debt, covered bonds, structured notes and short-term funding. We also access these markets through securitisations of
certain assets of Santander UK plc and our operating subsidiaries. For more on our programmes, see Notes 14, 22 and 26 in the Consolidated Financial
Statements.
We generate funding on the strength of our own balance sheet, our own profitability and our own network of investors. In addition, we have access to UK
Government funding schemes. We comply with rules set by the PRA, other regulators, and Banco Santander standards. While we manage, consolidate and
monitor liquidity risk centrally, we also manage and monitor it in the business area it comes from.
Our main uses of liquidity
Our main uses of liquidity are to fund our lending in Retail Banking, Consumer Finance and Corporate & Commercial Banking, to pay interest and dividends, and to
repay debt. Our ability to pay dividends depends on various factors. These include our regulatory capital needs, the level of our distributable reserves, and our
financial performance. We also use liquidity to pay for business combinations.
LIQUIDITY RISK MANAGEMENT
Introduction
We manage liquidity risk on a consolidated basis in our CFO division, which is our centralised function for managing funding, liquidity and capital. We created our
governance, oversight and control frameworks, and our LRA, on the same consolidated basis.
Under the PRA’s liquidity rules, Santander UK plc and its subsidiary Cater Allen Limited form the RFB Domestic Liquidity Sub-group (the RFB DoLSub), which allows
the entities to collectively meet regulatory requirements for the purpose of managing liquidity risk. Each member of the RFB DoLSub will support the other by
transferring surplus liquidity in times of stress.
Risk appetite
Our LRA statement is based on the principles of liquidity management we use to manage our balance sheet. It also supports our need to meet or exceed the rules
of our regulators. In line with our liquidity management principles, we avoid an over-reliance on funding from a single product, customer or counterparty. We also
maintain enough unencumbered customer assets to support current and future funding and collateral requirements and maintain enough capacity to monetise
liquid assets and other counterbalancing capacity within an appropriate timeframe.
Our LRA is proposed to the Risk division and the Board, which is then approved under advice from the Board Risk Committee. Our LRA, in the context of our overall
Risk Appetite, is reviewed and approved by the Board each year, or more often if needed.
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Risk measurement
We use a number of metrics to manage liquidity risk. These include metrics that show the difference between cash and collateral inflows and outflows in
different periods. They also include structural metrics, such as our level of encumbered assets.
Ongoing business management
Within our framework of prudent funding and liquidity management, we manage our activities to our liquidity risk appetite. We have clear responsibilities for
short-term funding, medium-term funding, encumbrance, collateral and liquid asset management. This ensures we manage liquidity risks as part of our daily
operations, strategy and planning.
Our liquidity management framework is split between short-term and strategic activities. Our short-term activities focus on intra-day collateral; management
and maintaining liquid assets to cover unexpected demands on cash in a stress scenario, such as large and unexpected deposit withdrawals by customers and loss
of wholesale funding. Our strategic activities focus on ensuring we are not over reliant on any one source for funding and that we avoid excessive concentrations
in the maturity of our funding.
We regularly test the liquidity of our eligible liquidity pool, in line with PRA and Basel rules. We do this by realising some of the assets through repurchase or
outright sale to the market. We make sure that over any 12-month period we realise a significant part of our eligible liquidity pool. As well as our eligible liquidity
pool, we always hold a portfolio of unencumbered liquid assets. Our LRA and PRA requirements determine the size and composition of this portfolio. These assets
give us a source of contingent liquidity, as we can realise some of them in a time of stress to create liquidity through repurchase or outright sale to the market.
Stress testing
We have a liquidity stress testing framework in place which is central to our LRA measurement and monitoring. It includes three severe but plausible stress test
scenarios. To fit with our risk appetite, the liquidity outflows that come from these stress tests must be fully covered with high-quality liquid assets, other liquid
assets and management actions sanctioned at the right level of governance. A funding plan disruption stress scenario also forms part of our LRA monitoring.
Our Risk division runs a range of stress tests. Our LRA stress test is a combination of three tests that cover idiosyncratic, market-wide and combined scenarios.
Our other tests consider scenarios such as a global economic slowdown that results in reduced confidence in the banking industry, a slowdown in one of the
major economies or a deterioration in the availability of liquidity. These are considered on both an acute and protracted basis. We also run severe combined stress
tests which look at both a deep and prolonged UK recession that results in a reduction in wholesale funding availability and a simultaneous idiosyncratic shock
that would lead to retail and commercial outflows. We run a Covid-19 pandemic stress, in which no UK government support is assumed and like the combined
stress includes a reduction in wholesale funding and retail and corporate outflows. 
We also conduct sensitivity analysis and reverse stress testing for instant liquidity shocks by each key liquidity risk. We do this to understand the impacts they
would have on our LRA and our regulatory liquidity metrics.
We monitor our LCR to ensure we continue to meet the requirements. We also monitor the Net Stable Funding Ratio (NSFR), which was implemented on 1
January 2022. We exceed the requirements for both LCR and NSFR. 
Risk mitigation (audited)
The Board aims to make our balance sheet resilient at all times and for it to be perceived as such by stakeholders. This preserves our short and long-term viability.
The Board recognises that as we are involved in maturity transformation, we cannot hold enough liquidity to cover all possible stress scenarios. The Board
requires us to hold enough liquidity to make sure we will survive three plausible but severe stress scenarios (our LRA stress). We do this by maintaining a prudent
balance sheet structure and approved liquid resources.
Recovery & Resolution framework
The CFO is the accountable SMF for recovery and resolution and the related work is managed by the CFO division. They are overseen by the Board Audit
Committee and the Board.
We review and refresh our recovery plan each year. It sets out the risks, the indicators we use to monitor these risks, and the actions that are available to mitigate
a capital, liquidity or combined stress event. We are confident that we have sufficient credible and executable options to respond to a wide variety of stresses, be
they market-wide or idiosyncratic, in a timely and effective manner. Recovery indicators are both qualitative and quantitative and are embedded into risk
frameworks. We monitor recovery capacity, headroom to recovery triggers and recovery indicators regularly. If necessary, we would invoke recovery early to
mitigate the effects of a stress and restore our financial position and balance sheet strength.
Santander UK’s first self-assessment of its resolvability was submitted to the PRA in October 2021. More details will be set out in the public disclosure due in June
2022.
Risk monitoring and reporting (audited)
We monitor liquidity risk daily, weekly and monthly. We do this through different committees and levels of management, including ALCO and the Board Risk
Committee.
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LIQUIDITY RISK REVIEW  
Liquidity Coverage Ratio
This table shows our LCR and LRA at 31 December 2021 and 31 December 2020. The LRA data reflect the stress testing methodology in place at that time.
RFB  DoLSub LCR(1)
RFB LRA(2)
2021
2020
2021
2020
£bn
£bn
£bn
£bn
Eligible liquidity pool (liquidity value)(3)
51.3
51.2
52.5
47.2
Net stress outflows
(30.9)
(34.1)
(30.4)
(34.4)
Surplus
20.4
17.1
22.1
12.8
Eligible liquidity pool as a percentage of anticipated net cash flows
166%
150%
173%
137%
(1)The RFB LCR was 168% (2020:152%).
(2)The LRA is calculated for the Santander UK plc group (the RFB Group) and is a three-month Santander UK specific requirement.
(3)The liquidity value is calculated as applying an applicable haircut to the carrying value.
LCR eligible liquidity pool
This table shows the carrying value of our eligible liquidity pool assets at 31 December 2021 and 31 December 2020. It also shows the weighted average carrying
value in the year.
RFB DoLSub
Carrying value
Weighted average carrying
value in the year
2021
2020
2021
2020
Level 1
Level 2
Total
Level 1
Level 2
Total
Total
Total
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Cash and balances at central banks
45.9
45.9
39.4
39.4
40.6
26.8
Government bonds
4.2
4.2
8.9
0.1
9.0
7.0
15.5
Supranational bonds and multilateral development banks
0.2
0.2
1.5
1.5
0.3
2.9
Covered bonds
0.8
0.8
1.0
1.0
1.1
1.2
Asset-backed securities
0.3
0.3
0.6
0.6
0.4
0.6
Equities
51.1
0.3
51.4
50.8
0.7
51.5
49.4
47.0
Currency analysis
This table shows the carrying value of our eligible liquidity pool by major currencies at 31 December 2021 and 31 December 2020. The composition of the pool is
consistent with the currency profile of our net liquidity outflows.
RFB DoLSub
US Dollar
Euro
Sterling
Other
Total
£bn
£bn
£bn
£bn
£bn
2021
0.8
0.4
50.2
51.4
2020
2.0
1.2
48.1
0.2
51.5
2021 compared to 2020
The RFB DoLSub LCR of 166% increased from 150% and remains significantly above regulatory requirements. We also monitor the Net Stable Funding Ratio
(NSFR), which has been implemented on 1 January 2022 and we exceed the requirements. At 31 December 2021, the RFB DolSub NSFR was 136%.
We remain in a strong liquidity position and the impacts of the Covid-19 pandemic did not trigger a liquidity stress. 
We hold sufficient liquid resources and have adequate governance and controls in place to manage the liquidity risks arising from its business and strategy.
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FUNDING RISK MANAGEMENT
Funding strategy
Our funding strategy continues to be based on maintaining a conservatively structured balance sheet and diverse sources of funding to meet the needs of our
business strategy and plans. The CFO Division maintains a funding plan and ensures it is compliant with the LRA and regulatory liquidity and capital requirements.
Most of our funding comes from customer deposits. We source the rest from a mix of secured and unsecured funding in the wholesale markets. Overall, this
means that we do not rely too heavily on wholesale funds. We manage funding requirements by targeting a specific Liquidity Coverage Ratio, we ensure
maturities are prefunded and capital/Minimum Requirements for Eligible Liabilities (MREl) requirements are prioritised. We also have checks and controls to limit
our asset encumbrance from our secured funding operations.
As part of maintaining a diverse funding base, we raise funding in a number of currencies, including EUR and USD, and convert it into sterling through currency
swaps to fund our commercial assets which are largely sterling denominated.
Our base of stable retail and corporate deposits is a key funding source for us. We leverage our large and diverse customer base to offer products that give us a
long-term sustainable source of funding. We do this by focusing on building long-term relationships. Over 85% of our total core retail customer liabilities are
covered by the Financial Services Compensation Scheme (the FSCS).
Behavioural maturities
The contractual maturity of our balance sheet assets and liabilities highlights the maturity transformation that underpins the role of banks to lend long term, but
to fund themselves mainly with shorter-term liabilities, like customer deposits. We do this by diversifying our funding operations across a wide customer base,
both in numbers and by type of depositor. In practice, the behavioural profiles of many liabilities show more stability and longer maturity than their contractual
maturity. This is especially true of many types of retail and corporate deposits that, while they may be repayable on demand or at short notice, have shown good
stability even in times of stress. We model behaviour profiles using our experience of customer behaviour. We use this data to determine the funds transfer
pricing interest rates at which we reward and charge our business units for sources and uses of funds. We apply this rate until a customer changes to a different
product or service offered by us or by one of our competitors.
We continue to maintain the quality of our retail, commercial and wholesale deposits. We aim to deepen our customer relationships across all customer
segments. We do this to lengthen the contractual and behavioural profile of our liability base.
Deposit funding
We mainly fund our Retail Banking, Consumer Finance and Corporate & Commercial Banking activities by customer deposits. We fund the rest through wholesale
markets.
Wholesale funding
Composition of wholesale funding
We are active in the wholesale markets and we have direct access to both money market and long-term investors through our funding programmes. This makes
our wholesale funding well diversified by product, maturity, geography and currency. This includes currencies available across a range of channels from money
markets, repo markets, senior unsecured, secured, medium-term and capital. For details of our main programmes, see the Funding Information section of our
website www.santander.co.uk/uk/about-santander-uk/investor-relations/funding-information.
Santander UK plc is our main operating company issuer of senior unsecured debt, structured notes, short-term funding and covered bonds.
Our immediate parent Santander UK Group Holdings plc is the issuer of capital and MREL/Total Loss Absorbing Capacity (TLAC) eligible senior unsecured debt.
Under CRR II, G-SIBs have been subject to the MREL standard. As part of this, UK resolution entities that are G-SIBs or are part of a G-SIB, including our immediate
parent Santander UK Group Holdings plc, are required to meet the MREL minimum requirements, implemented through the Bank of England Statement of Policy
on MREL in the UK. From 1 January 2020, the MREL requirement is the higher of (i) two times the Pillar 1 capital requirements and one times their Pillar 2A add-
ons; (ii) 6% of CRR leverage exposures or (iii) two times the minimum leverage ratio requirement. The MREL requirements has been fully implemented from 1
January 2022 and G-SIBs is required to meet the higher of (i) two times the sum of Pillar 1 capital requirements and their Pillar 2A add-ons; (ii) 6.75% of CRR
leverage exposures or (iii) two times the minimum leverage ratio requirement.
The Company  is subject to internal MREL as it meets the requirements of a material subsidiary of our ultimate parent Banco Santander SA.
We also access the wholesale markets through securitisations of certain assets of our operating subsidiaries. In addition, we have access to UK Government
funding schemes. Eligible collateral for these schemes includes all collateral that is eligible in the Bank of England’s Discount Window Facility. We ensure that
enough collateral is placed and available at the Discount Window.
Issuance model and resolution
Banco Santander is a multiple point of entry resolution group. This means that should it fail, it would be split up into parts. Healthy parts might be sold or be kept
as a residual group without their distressed sister companies. The resolution or recapitalisation of the distressed parts might be effected via ‘bail in’ of bonds that
had been issued to the market by a regional intermediate holding company.
Santander UK is a single point of entry resolution group. This means that resolution would work downwards from the group’s holding company i.e. Santander UK
Group Holdings plc. Losses in subsidiaries would first be transferred up to Santander UK Group Holdings plc. If the holding company is bankrupt as a result, the
group is deemed to be failing or likely to fail, it will be put into resolution. The ‘bail in’ tool is applied to the holding company, with the equity being written off and
bonds written off or converted into equity as needed to recapitalise the group. Those bondholders would become the new owners, and the group would stay
together.
Santander UK Group Holdings plc is the immediate holding company of Santander UK plc but does not guarantee its debts or other obligations. This structure is a
Bank of England recommended configuration which aims to ensure the activities of the operating company are not disrupted as the Santander UK group goes
through resolution, thereby maintaining continuity of services for customers.
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FUNDING RISK REVIEW
Our funding strategy continues to be based on maintaining a conservatively structured balance sheet and diverse sources of funding to meet the needs of our
business strategy and plans. The CFO Division maintains a funding plan and ensures it is compliant with the LRA and regulatory liquidity and capital requirements.
2021 compared to 2020
Together with our immediate parent, Santander UK Group Holdings plc, our overall funding strategy remains to develop and sustain a diversified funding base.
We also need to fulfil regulatory requirements as well as support our credit ratings.
In 2021, we utilised central bank liquidity schemes to provide core funding to Santander UK plc. Wholesale markets were open and utilised by our peers but our
large capacity and relative cost of the TFSME meant this was the cornerstone of 2021 funding for Santander. We have spoken to over 220 investors across all
asset classes since the start of the Covid-19 pandemic, ensuring we retain relationships and can easily resume wholesale funding as required going forward.
Maturities in 2021 were £19.2bn (2020: £16.5bn). At 31 December 2021, 85% (2020: 68%) of wholesale funding had a maturity of greater than one year, with
an overall residual duration of 47 months (2020: 38 months).
Our level of encumbrance from external and internal issuance of securitisations and covered bonds fell in 2021
Reconciliation of wholesale funding to the balance sheet (audited)
This table reconciles our wholesale funding to our balance sheet at 31 December 2021 and 31 December 2020..
Balance sheet line item
Funding
analysis
Deposits
by banks(3)
Deposits
by
customers(1)
Repurchase
agreements
- non
trading
Financial
liabilities
designated
at fair value
Debt
securities
in issue
Subordinated
liabilities
Other equity
instruments(2)
2021
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Deposits by banks
0.2
0.2
Certificates of deposit and commercial paper
5.1
5.1
Senior unsecured – public benchmark
12.3
5.8
6.5
privately placed
0.6
0.1
0.5
Covered bonds
12.5
12.5
Securitisation and structured issuance
0.7
0.7
Term Funding Scheme
TFSME
31.9
31.9
Subordinated liabilities and equity
4.1
1.9
2.2
Total wholesale funding
67.4
32.1
5.9
0.5
24.8
1.9
2.2
Repos
11.7
11.7
Foreign exchange and hedge accounting
1.1
0.1
0.7
0.3
Other
2.1
1.8
0.3
Balance sheet total
82.3
33.9
6.0
11.7
0.8
25.5
2.2
2.2
2020
Deposits by banks
Certificates of deposit and commercial paper
5.7
5.7
Senior unsecured – public benchmark
15.4
7.8
7.6
privately placed
1.1
0.1
0.9
0.1
Covered bonds
17.9
17.9
Securitisation and structured issuance
2.8
0.5
2.3
Term Funding Scheme
6.3
6.3
TFSME
11.7
11.7
Subordinated liabilities and equity
4.4
2.2
2.2
Total wholesale funding
65.3
18.0
7.9
1.4
33.6
2.2
2.2
Repos
15.8
15.8
Foreign exchange and hedge accounting
2.5
0.2
2.0
0.3
Other
3.0
3.0
Balance sheet total
86.6
21.0
8.1
15.8
1.4
35.6
2.5
2.2
(1)This is included in our balance sheet total of £192,926m (2020: £195,135m).
(2)Consists of £nil (2020: £nil ) fixed/floating rate non-cumulative callable preference shares, £235m (2020: £235m) Step-up Callable Perpetual Reserve Capital Instruments and £1,956m (2020: £1,956m)
Perpetual Capital Securities. See Notes 33 and 34 to the Consolidated Financial Statements.
(3)Other consists of items in the course of transmission and other deposits, excluding the TFS. See Note 24 to the Consolidated Financial Statements.
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Maturity profile of wholesale funding (audited)
This table shows our main sources of wholesale funding. It does not include securities finance agreements. The table is based on exchange rates at issue and
scheduled repayments and call dates. It does not reflect the final contractual maturity of the funding.
≤ 1
month
>1 and ≤ 3
months
>3 and ≤ 6
months
>6 and  ≤ 9
months
>9 and ≤
12 months
Sub-total
≤ 1 year
>1 and
≤ 2 years
>2 and
≤ 5 years
>5 years
Total
2021
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Downstreamed from Santander UK Group Holdings plc to Santander UK plc(1)
Senior unsecured – public benchmark
0.8
0.4
1.2
3.0
4.0
1.8
10.0
privately placed
0.1
0.1
Subordinated liabilities and equity (incl. AT1)
0.8
0.8
1.6
0.3
2.7
0.8
1.2
2.0
3.0
5.6
2.2
12.8
Other Santander UK plc
Deposits by banks
0.2
0.2
0.2
Certificates of deposit and commercial paper
1.3
3.0
0.7
0.1
5.1
5.1
Senior unsecured – public benchmark
0.6
0.6
0.3
1.1
0.3
2.3
privately placed
0.3
0.2
0.5
Covered bonds
0.8
0.9
1.7
1.9
5.6
3.3
12.5
Securitisation & structured issuance(2)
0.2
0.1
0.1
0.4
0.2
0.1
0.7
Term Funding Scheme (TFS)
TFSME
28.0
3.9
31.9
Subordinated liabilities
0.2
0.2
0.5
0.7
1.4
2.3
3.2
1.6
0.2
0.9
8.2
2.9
35.1
8.4
54.6
Other group entities
Securitisation & structured issuance(3)
Total at 31 December 2021
3.1
3.2
2.8
0.2
0.9
10.2
5.9
40.7
10.6
67.4
Of which:
Secured
0.2
0.9
0.1
0.9
2.1
2.1
33.7
7.2
45.1
Unsecured
2.9
3.2
1.9
0.1
8.1
3.8
7.0
3.4
22.3
3.1
3.2
2.8
0.2
0.9
10.2
5.9
40.7
10.6
67.4
2020
Total at 31 December 2020
2.2
5.6
8.0
4.1
1.2
21.1
7.9
28.2
8.1
65.3
Of which:
Secured
0.4
1.6
5.2
3.0
0.2
10.4
5.3
18.6
4.4
38.7
Unsecured
1.8
4.0
2.8
1.1
1.0
10.7
2.6
9.6
3.7
26.6
(1)95% of senior unsecured debt issued from Santander UK Group Holdings plc has been downstreamed to Santander UK plc as ‘secondary non-preferential debt’ in line with the guidelines from the Bank of
England for Internal MREL.
(2)Includes funding from mortgage-backed securitisation vehicles where Santander UK plc is the asset originator.
(3)Includes funding from asset-backed securitisation vehicles where entities other than Santander UK plc are the asset originator.
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Currency composition of wholesale funds (audited)
This table shows our wholesale funding by major currency at 31 December 2021 and 31 December 2020.
2021
2020
Sterling
US Dollar
Euro
Other
Sterling
US Dollar
Euro
Other
%
%
%
%
%
%
%
%
Downstreamed from Santander UK Group Holdings plc to Santander UK plc
Senior unsecured – public benchmark
9
59
32
10
62
28
privately placed
100
100
Subordinated liabilities and equity (incl. AT1)
73
27
73
27
22
52
25
1
24
53
22
1
Other Santander UK plc
Deposits by banks
32
68
Certificates of deposit and commercial paper
45
53
2
51
44
4
1
Senior unsecured – public benchmark
14
46
40
10
73
17
privately placed
92
6
2
41
37
10
12
Covered bonds
44
8
48
48
5
46
1
Securitisation & structured issuance
74
26
77
23
Term Funding Scheme
100
TFSME
100
100
Subordinated liabilities
57
43
63
37
77
10
13
63
18
19
Other group entities
Securitisation & structured issuance
100
Total
66
18
15
1
57
24
19
Term issuance (audited)
In 2021, our external term issuance (sterling equivalent) was:
Sterling
US Dollar
Euro
Other
Total 2021
Total 2020
£bn
£bn
£bn
£bn
£bn
£bn
Downstreamed from Santander UK Group Holdings plc to Santander UK plc
Senior unsecured – public benchmark
2.2
0.6
2.8
1.4
Subordinated debt and equity (inc. AT1)
0.2
0.2
0.2
2.2
0.6
3.0
1.4
Other Santander UK plc
Securitisations and other secured funding
Covered bonds
3.0
Senior unsecured – public benchmark
1.0
privately placed
0.1
0.1
TFSME
20.2
20.2
11.7
20.3
20.3
15.7
Other group entities
Securitisations
Total gross issuances
20.5
2.2
0.6
23.3
17.1
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Encumbrance
We have encumbered an asset if we have pledged or transferred it as collateral against an existing liability. This means it is no longer available to secure funding,
meet our collateral needs or be sold to reduce future funding needs. Being able to pledge or transfer assets as collateral is an integral part of a financial
institution’s operations. The main ways we encumber assets are that we:
Enter into securitisation, covered bonds, and repurchase agreements (including central bank programmes) to access medium and long-term funding
Enter into short-term funding transactions. These include repurchase agreements and stock borrowing transactions as part of our operational liquidity
management
Pledge collateral as part of participating in payment and settlement systems
Post collateral as part of derivatives activity.
We monitor our mix of secured and unsecured funding sources in our funding plan. We aim to use our available collateral efficiently to raise secured funding and
to meet our other collateralised obligations.
Our biggest source of encumbrance is where we use our mortgage portfolio to raise funds through Bank of England facilities, securitisation, covered bonds or
other structured borrowing. We control our levels of encumbrance from these by setting a minimum level of unencumbered assets that must be available after
we factor in our future funding plans, whether we can use our assets for our future collateral needs, the impact of a possible stress and our current level of
encumbrance.
Assets classified as readily available for encumbrance include cash and securities we hold in our eligible liquidity pool. They also include other unencumbered
assets that give us a source of contingent liquidity. We do not rely on these extra unencumbered assets in our LRA, but we might use some of them in a time of
stress. We can create liquidity by using them as collateral for secured funding or through outright sale.
Loans and advances to customers are only classified as readily available for encumbrance if they are already in a form we can use to raise funding without any
other actions on our part. This includes excess collateral that is already in a secured funding structure. It also includes collateral that is pre-positioned at central
banks and is available for use in secured funding.
All other loans and advances are classified as not readily available for encumbrance, however, they may still be suitable for use in secured funding structures.
Encumbrance of customer loans and advances
We have issued prime retail mortgage-backed and other asset-backed securitised products to a diverse investor base through our mortgage-backed and other
asset-backed funding programmes.
We have raised funding with mortgage-backed notes, both issued to third parties and retained – the latter being central bank eligible collateral for funding
purposes in other Bank of England facilities. We also have a covered bond programme, under which we issue securities to investors secured by a pool of
residential mortgages.
For more on how we have issued notes from our secured programmes externally and also retained them, and what we have used them for, see Notes 14 and 26
to the Consolidated Financial Statements.
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On-balance sheet encumbered and unencumbered assets (audited)
Encumbered with counterparties other than central
banks
Unencumbered assets not pre-
positioned with central banks
Covered
bonds
Securitis-
ations
Other
Total
Assets
positioned
at central
banks(3)
Readily
available
Other
available
assets
Cannot be
encumbered
Total
Total
assets
2021
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Cash and balances at central banks(1)(2)
1,580
1,580
918
45,641
46,559
48,139
Financial assets at FVTPL:
Derivative financial instruments
1,681
1,681
1,681
Other financial assets at FVTPL
185
185
185
Financial assets at amortised cost:
Loans and advances to customers
15,713
3,720
100
19,533
80,624
74,890
18,893
16,154
190,561
210,094
Loans and advances to banks
478
478
691
691
1,169
Repurchase agreements – non trading
12,683
12,683
12,683
Other financial assets at amortised
cost
506
506
506
Financial assets at FVOCI
4,363
4,363
1,488
1,488
5,851
Interests in other entities
201
201
201
Intangible assets
1,545
1,545
1,545
Property, plant and equipment
1,548
1,548
1,548
Current tax assets
347
347
347
Retirement benefit assets
1,572
1,572
1,572
Other assets
1,577
1,577
1,577
Total assets
15,713
3,720
6,521
25,954
81,542
122,525
20,441
36,636
261,144
287,098
2020
Cash and balances at central banks(1)(2)
985
985
854
39,411
40,265
41,250
Financial assets at FVTPL:
Derivative financial instruments
3,406
3,406
3,406
Other financial assets at FVTPL
208
208
208
Financial assets at amortised cost:
Loans and advances to customers
23,669
7,469
184
31,322
61,292
74,758
19,801
21,577
177,428
208,750
Loans and advances to banks
804
804
878
878
1,682
Repurchase agreements – non trading
19,599
19,599
19,599
Other financial assets at amortised
cost
648
648
515
515
1,163
Financial assets at FVOCI
5,581
5,581
3,369
3,369
8,950
Interests in other entities
172
172
172
Intangible assets
1,646
1,646
1,646
Property, plant and equipment
1,734
1,734
1,734
Current tax assets
264
264
264
Retirement benefit assets
495
495
495
Other assets
3,013
3,013
3,013
Total assets
23,669
7,469
8,202
39,340
62,146
118,053
21,535
51,258
252,992
292,332
(1)Encumbered cash and balances at central banks include minimum cash balances we have to hold at central banks for regulatory purposes.
(2)Readily realisable cash and balances at central banks are amounts held at central banks as part of our liquidity management activities.
(3)Comprises pre-positioned assets and encumbered assets.
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Capital risk
Overview
Capital risk is the risk that we do not have an adequate amount or quality of capital to
meet our internal business objectives, regulatory requirements and market
expectations.
In this section, we set out how we are regulated. We explain how we manage capital on
a standalone basis as a subsidiary in the Banco Santander group. We then analyse our
capital resources and key capital ratios including our RWAs.
Key metrics
CET1 capital ratio of 16.1% (2020: 15.4%)
Total qualifying regulatory capital of £14.8bn (2020:
£15.2bn)
THE SCOPE OF OUR CAPITAL ADEQUACY
Regulatory supervision
For capital purposes, we are subject to prudential supervision by the PRA, as a UK banking group, and by the European Central Bank (ECB) as part of the Banco
Santander group. The ECB supervises Banco Santander as part of the Single Supervisory Mechanism (SSM). Although we are part of the Banco Santander group,
we do not have a guarantee from our ultimate parent Banco Santander SA and we operate as a standalone subsidiary. As we are part of the UK sub-group that is
regulated by the PRA, we have to meet the PRA capital requirements on a standalone basis. We also have to show the PRA that we can withstand capital stress
tests without the support of our parent. Reinforcing our corporate governance framework, the PRA exercises oversight through its rules and regulations on the
Board and senior management appointments. Santander UK Group Holdings plc is the holding company of Santander UK plc and is the head of the Santander UK
group for regulatory capital and leverage purposes. Santander UK plc is the head of the ring-fenced bank sub-group and is subject to regulatory capital and
leverage rules in relation to that sub-group.
Our basis of consolidation for our capital disclosures is substantially the same as for our Consolidated Financial Statements.
CAPITAL RISK MANAGEMENT
The Board is responsible for capital management strategy and policy and ensuring that we monitor and control our capital resources within regulatory and
internal limits. We manage our funding and maintain capital adequacy on a standalone basis. We operate within the capital risk framework and appetite approved
by our Board. This reflects the business environment we operate in, our strategy for each material risk and the potential impact of any adverse scenarios or
stresses on our capital position.
Management of capital requirements (audited)
Our capital risk appetite aims to maintain capital levels appropriate to the level of stress applied, and the expected regulatory response. In:
An adverse economic stress, which we might expect to occur once in 20 years, the firm should remain profitable and exceed all regulatory capital minimums at
all times.
A very severe economic stress, which we might expect to occur once in 100 years, and which has been designed to test any specific weaknesses of a firm’s
business model, the firm should meet all regulatory capital minimums at all times. This is subject to the use of regulatory buffers designed to absorb losses in
such a stress.
Management of capital resources (audited)
We use a mix of regulatory and EC ratios and limits, internal buffers and restrictions to manage our capital resources. We also take account of the costs of
differing capital instruments and capital management techniques. We also use these to shape the best structure for our capital needs. We decide how to allocate
our capital resources as part of our strategic planning process. We base this in part on the relative returns on capital using both EC and regulatory capital
measures. We plan for severe stresses and we set out what action we would take if an extremely severe stress threatened our viability and solvency. This could
include not paying dividends, selling assets, reducing our business and issuing more capital.
Risk measurement
We apply Banco Santander’s approach to capital measurement and risk management for CRD IV. Santander UK plc is classified as a significant subsidiary of Banco
Santander SA. For more on the CRD IV risk measurement of our exposures, see Banco Santander’s Pillar 3 report. For more on our capital, see our Additional
Capital and Risk Management Disclosures on www.aboutsantander.co.uk.
Key metrics
The main metrics we use to measure capital risk are CET1 capital ratio and total capital ratio. We continue to be in excess of overall capital requirements,
minimum leverage requirements and minimum requirements for own funds and eligible liabilities (MREL).
Stress testing
Each year we create a capital plan, as part of our ICAAP. We share our ICAAP with the PRA. The PRA then tells us how much capital (Pillar 2A), and of what quality,
it thinks we should hold on top of our Pillar 1 requirements and buffer levels. We also develop a series of economic scenarios to stress test our capital needs and
confirm that we have enough regulatory capital to meet our projected and stressed capital needs and to meet our obligations as they fall due. We augment our
regulatory minimum capital with internal buffers. We hold buffers to ensure we have enough time to take action against unexpected movements.
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Risk mitigation
We have designed our capital risk framework, policies and procedures to ensure that we operate within our Risk Appetite. We manage capital transferability
between our subsidiaries in line with our business strategy, our risk and capital management policies, and UK laws and regulations. There are no legal restrictions
on us moving capital resources promptly, or repaying liabilities, between the Company and its subsidiaries except for distributions between
Santander UK entities in the ring-fenced bank sub-group and Santander UK entities that are not members of the ring-fenced bank sub-group, where the PRA is
required to assess the impact of proposed distribution prior to payment. For details on our Recovery framework in the event of a capital stress, see the risk
mitigation section in the ‘Liquidity risk’ section.
At 31 December 2021, Santander UK plc (RFB), Cater Allen Limited and certain other non-regulated subsidiaries within the RFB were party to the RFB Sub-Group
Capital Support Deed dated 13 November 2018. These parties were permitted by the PRA to form a core UK group as defined in the PRA Rulebook. Exposures of
each of the regulated entities to other members of the core UK group were exempt from large exposure limits that would otherwise apply and intra-group
exposures risk-weighted at 0% on a solo as well as consolidated basis. The purpose of the 2018 Deed was to facilitate the prompt transfer of available capital
resources from, or repayment of liabilities by, the non-regulated parties to any of the regulated parties in the RFB Sub-Group in the event that one of the
regulated parties breached or was at risk of breaching its capital resources or risk concentrations requirements.
A new RFB Sub-Group Capital Support Deed was entered into on 17 December 2021 and effective from 1 January 2022. This reflected the latest version of
associated regulation and addition of two RFB subsidiaries including Santander ISA Managers Limited, an entity regulated by the FCA. The parties to the 2021
Deed were granted a new permission by the PRA to operate the RFB core UK group from 1 January 2022 to 31 December 2024, following expiry of the previous
permission on 31 December 2021. Where applicable this also provides for intra-group exposures to be excluded from leverage exposure on a solo as well as
consolidated basis.
Risk monitoring and reporting
We monitor and report regularly against our capital plan. We do this to identify any change in our business performance that might affect our capital. Each month,
we also review the economic assumptions we use to create and stress test our capital plan. We do this to identify any potential reduction in our capital.
CAPITAL RISK REVIEW
Meeting evolving capital requirements
We target a CET1 management buffer of sufficient size to absorb volatility in CET1 deductions, capital supply and capital demand whilst remaining above the
regulatory CET1 requirement. Distribution restrictions would be expected to be applied if we were unable to meet both our minimum requirement, which consists
of the Pillar 1 minimum plus Pillar 2A, the CRD IV buffers consisting of the Capital Conservation Buffer (CCB), the Countercyclical Capital Buffer (CCyB), and the
Other Systemically Important Institutions Buffer (O-SII).
Impact of IFRS 9 on regulatory capital
Our ECL methodology takes account of forward-looking data and covers a range of possible economic outcomes, and consequently provision movements may
result in increased pro-cyclicality of risk-based capital and leverage ratios. However, the impact is currently mitigated by our surplus of IRB model regulatory
expected losses over provisions for exposures using the IRB approach. For such exposures (which include residential mortgages) the adverse impact on CET1
capital of provision increases from reserve movements is offset by the related reduction of the negative CET1 capital adjustment for regulatory expected loss
amounts. Furthermore, the UK CRR transitional rules for the capital impact of IFRS 9 mean that adverse CET1 effects from increases in ECL-based provisions from
the level of such provisions at 1 January 2018 are partly reduced until the end of 2024.
We reflect projections of ECL provisions in our capital position forecasting under base case and stress scenarios for ICAAP and capital management purposes. We
also consider the dynamics of ECL in how we assess, monitor and manage capital risk. A period of economic instability, such as that seen in early 2020 due to the
impacts of the Covid-19 pandemic, could significantly impact our results and our financial assets. It could also impact the amount of capital we have to hold. We
take into account the volatility of ECL in our capital planning strategy.
MREL recapitalisation
To date, we have down streamed £9.7bn of senior unsecured bonds from Santander UK Group Holdings plc as Internal MREL compliant, secondary non-
preferential debt to Santander UK plc as the ring-fenced bank.
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Key capital ratios
2021
2020
%
%
CET1 capital ratio
16.1
15.4
AT1
2.9
2.7
Grandfathered Tier 1
0.2
0.4
Tier 2
2.7
2.7
Total capital ratio
21.9
21.2
The total subordination available to Santander UK plc bondholders was 21.9% (2020: 21.2%) of RWAs.
Return on assets - profit after tax divided by average total assets was 0.48% (2020: 0.16%).
2021 compared to 2020 
CET1 capital ratio increased 70bps to 16.1%, largely due to lower RWAs and retained profit.
CET1 capital ratio includes a benefit of circa 20bps from the change in treatment of software assets outlined in the EBA technical standard on the prudential
treatment of software assets. The PRA have outlined in Policy Statement PS17/21 on the implementation of Basel Standards that this treatment will fall away at
the start of 2022 and software assets will instead be fully deducted from CET1 capital from that date.
Total capital ratio increased by 70bps to 21.9%, with lower RWA and retained profits offsetting the reduction in capital securities in issue and the increased effect
from January 2021 of the CRD IV Grandfathering Cap rules that reduce the recognition of grandfathered capital instruments issued by Santander UK plc.
Regulatory capital resources (audited)
This table shows our qualifying regulatory capital:
2021
2020
£m
£m
CET1 capital
10,820
11,057
AT1 capital
2,119
2,281
Tier 1 capital
12,939
13,338
Tier 2 capital
1,816
1,909
Total regulatory capital(1)
14,755
15,247
(1)Capital resources include a transitional IFRS 9 benefit at 31 December 2021 of £21m(2020: £73m).
AT1 capital
These are preference shares and innovative/hybrid Tier 1 securities. None of the instruments we issued before 1 January 2014 fully meet the CRD IV AT1 capital
rules, which apply from that date. The instruments contribution to Tier 1 capital has been phased out by CRD IV rules as at the end of 2021. The £750m Fixed Rate
Reset Perpetual AT1 Capital Securities (net of issuance costs), the £800m Perpetual Capital Securities and the £500m Perpetual Capital Securities we issued since
then fully meet the CRD IV AT1 capital rules.
Tier 2 capital
These are fully CRD IV eligible Tier 2 instruments and grandfathered Tier 2 instruments whose recognition as capital has been phased out under CRD IV as at the
end of 2021. 
Risk-weighted assets 
The tables below are consistent with our regulatory filings for 31 December 2021 and 31 December 2020.
2021
2020
£bn
£bn
Total RWAs
67.1
71.9
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Pension risk
Overview
Pension risk is the risk caused by our statutory contractual or other liabilities with
respect to a pension scheme (whether set up for our employees or those of a related
company or otherwise). It also refers to the risk that we will need to make payments or
other contributions with respect to a pension scheme due to some other reason.
In this section, we explain how we manage and mitigate pension risk, including our
investment and hedging strategies.
Key metrics
Funding Deficit at Risk was £1,190m (2020: £1,280m)
Funded defined benefit pension scheme accounting
surplus was £1,572m (2020: £134m)
OUR KEY PENSION RISKS
Sources of risk
Pension risk is one of our key financial risks. Santander UK plc is the sponsor of the Santander (UK) Group Pension Scheme (the Scheme), a defined benefit
scheme. Our risk is that over the long-term the Scheme’s assets are not enough to meet its liabilities as they fall due. If this happens, we could have to (or choose
to) make extra contributions. We might also need to hold more capital to reflect this risk.
The key pension risk factors the Scheme is exposed to are:
Key risks
Description
Interest rate risk
The risk that a decrease in (long-term) interest rates causes an increase in the value of the Scheme’s liabilities that are not matched by an
increase in the value of its assets.
Inflation risk
Annual pension increases are directly linked to RPI or CPI. The risk is that an increase in inflation causes an increase in the value of the
Scheme’s liabilities that are not matched by an increase in the value of its assets.
Longevity risk
The Scheme’s liabilities are in respect of current and past employees and are expected to stretch beyond 2080 due to the long-term
nature of the obligation. Therefore, the value of the Scheme’s liabilities is also impacted by changes to the life expectancy of Scheme
members over time.
Investment risk
The risk that the return on the Scheme’s assets is insufficient to meet the liabilities.
The risk metrics and regulatory capital can be sensitive to changes in the assumptions of these key risk factors.
For more on our defined benefit schemes, see Note 30 to the Consolidated Financial Statements. This includes a sensitivity analysis of our key actuarial
assumptions.
Defined contribution schemes
We also have defined contribution schemes for some of our employees. The benefits received at retirement will mainly depend on the contributions made (by
both the employees and us) and the performance of the investments which are typically chosen by employees. These schemes carry far less market risk for us,
although we are still exposed to operational and reputational risks. To manage these risks, we monitor the administration performance of the provider and the
performance of the investment funds and the costs met by members. We ensure our employees are given enough information about their investment choices.
For more on our defined contribution schemes, see Note 30 to the Consolidated Financial Statements.
The impact of our defined benefit schemes on capital
We take account of the impact of pension risk on our capital as part of our planning and stress testing process, considering measures such as the impact on CET1
and Pillar 2A, and also where relevant the impact on the related measures such as the leverage ratio. This includes our ICAAPs, PRA stress tests and our quarterly
assessment of capital requirements. We also consider the impact of any changes proposed to the Scheme or its investment strategy.
Our defined benefit pension schemes affect capital in two ways:
We treat an IAS 19 deficit as a liability on our balance sheet. We recognise movements in a deficit through Other Comprehensive Income and so this reduces
our shareholders’ equity and CET1 capital. Deficit movements on the balance sheet are mainly due to re-measurements, including actuarial losses. We treat an
IAS 19 surplus as an asset on our balance sheet. This increases shareholders’ equity. However, it is deducted for the purposes of determining CET1 capital. An
IAS 19 surplus or deficit on our balance sheet is partially offset by a deferred tax liability or asset, respectively. These may be recognised for calculating CET1
capital depending on our overall deferred tax position at that time.
The PRA takes pension risk into account in the Pillar 2A capital assessment through the annual ICAAP exercise. The Pillar 2A requirement forms part of our
overall regulatory minimum requirement for CET1 capital, Tier 1 capital and total capital. We perform a quarterly assessment internally. For more on our
minimum regulatory requirements, see the ‘Capital risk’ section.
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PENSION RISK MANAGEMENT
Scheme governance
The Scheme operates under a trust deed. Santander (UK) Group Pension Scheme Trustees Limited (the Trustee), is a wholly owned subsidiary of the Santander UK
group. The Trustee ensures that the Scheme is run properly, and that members' benefits are secure. It delegates investment decisions within ranges determined
in the Statement of Investment Principles to the board of Santander (CF Trustee) Limited (the CF Trustee). The CF Trustee is responsible for reviewing, agreeing
and implementing investment strategies, with our input as and when needed. Every month, we discuss pension-related matters at our Pensions Committee and
Pension Risk Forum. For example, our Pensions Committee reviews the Scheme’s investment strategies and approves actuarial valuations. The Pension Risk
Forum is a Risk division management forum that monitors our pension risk within approved risk appetite and policies. We work with the Trustee to ensure that
the Scheme is adequately funded but our responsibilities are clearly segregated from the Trustee’s.
Risk appetite
Our risk appetite is a key consideration in all decisions and risk management activities related to the Scheme. Our pension risk appetite is reviewed by our
Pensions Committee at least once a year. It is then sent to the Board for approval. We measure pension risk on both a technical provisions (funding) basis and an
accounting (IAS 19) basis. We manage pension risk on both the accounting and the funding basis. Both bases are inputs into our capital calculations.
Risk measurement
Our key risk metrics include:
Key risk metrics
Description
Funding Deficit at Risk
We use a VaR and a forward-looking stress testing framework to model the Scheme’s assets and liabilities to show the potential
deterioration in the current funding position. This ensures we adequately capture the risks, diversification benefits and liability matching
characteristics of the obligations and investments of the Scheme. We use a time period of 1 year and a 95% confidence interval in our
VaR model.
Required Return
This estimates the return required from the Scheme’s assets each year to reach a pre-defined funding target by a fixed date in the future.
Pensions Volatility
We use a VaR and a forward-looking stress testing framework to model the volatility in the pension-related capital deduction. We use a
time period of 1 year and a 95% confidence interval in our VaR model.
The Scheme invests in certain assets whose values are not based on market observable data, such as investments in private equity funds and property. See Note
30 to the Consolidated Financial Statements for more details. The risks of these assets are included in the metrics described above. The absence of readily
observable market data can make the calibration of models to reflect the risks of these assets more challenging. As a result, data from a range of sources is
sought to inform their risk profile, and the resulting assumptions used in the risk models are reviewed in detail by subject matter experts.
We perform stress tests for regulators, including for ICAAPs and PRA stress tests. The stress testing framework allows us to also consider how macroeconomic
events could impact the Scheme’s assets and liabilities. For more on our stress testing, see the 'Risk governance' section.
Climate change scenario analysis testing was developed in 2021, creating the capacity to simulate risk exposures in a climate stress over an extended time
horizon. This capacity will be built upon in 2022, where monitoring of exposures to climate risk will be embedded into periodic reporting.
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Risk mitigation
The key tools we use to maintain the above key risk metrics within appetite are:
Key tools
Description
Investment strategies
The Trustee developed the following investment objectives to reflect their principal duty to act in the best interests of the Scheme
beneficiaries:
To maintain a diversified portfolio of assets of appropriate suitability, quality, security, liquidity and profitability which will generate
income and capital growth to meet, together with new contributions from members and the employers, the cost of current and future
benefits which the Scheme provides, as set out in the rules of the Scheme
To limit the risk that the assets fail to meet the liabilities
To invest in a manner appropriate to the nature and duration of the expected future retirement benefit payments under the Scheme
To minimise the long-term costs of the Scheme by maximising asset returns net of fees and expenses whilst reflecting the objectives
above.
The investment strategy is regularly reviewed. The impact of the investment strategy on Funding Deficit at Risk is considered. This
assessment includes the changing impact of different forward-looking stress tests as the asset allocation evolves over time, as the profile
of the Scheme evolves on the journey to lower dependence on Santander UK. Fund managers are also reviewed annually to ensure the
investments remain appropriate for the Scheme.
Hedging strategies
The Trustee has a hedging strategy to reduce key market risks, mainly interest rate and inflation risk. This includes investing in suitable
fixed income and inflation-linked assets and entering into interest rate and inflation hedges.
The CF Trustee also hedges some of the Scheme's equity and currency risk. This is achieved by using equity put options, equity collars and
other derivatives that provide downside protection. Currency hedging is used to reduce risks from investing in assets denominated in
currencies other than sterling. The hedging of interest rate and inflation risk in particular reduce the Funding Deficit at Risk.
As the Scheme matures, the Trustee also actively manages longevity risk through transactions such as buy-ins and longevity swaps. See
'Pension risk review' section below for more detail.
Environmental, social and
governance (ESG)
The Trustee has a long-term investment horizon. It believes that an appropriate assessment of factors such as sustainable growth,
environmental and climate change impacts, as well as other social and governance considerations, will help to better achieve the
objectives set and improve outcomes for members and beneficiaries through enhanced long-term returns and management of arising risks
in respect of the Scheme's assets.
The Trustee also believes that investors who are responsible owners, and who engage, support better outcomes for the companies they
invest in and ultimately enhance their investments by using their rights as shareholders influencing more sustainable corporate strategies,
performance, risk management, capital structure, tax transparency and corporate governance, including culture, diversity and
remuneration, potential conflicts of interest and social and environmental impact. Engagement is purposeful dialogue with companies on
these matters as well as on issues that are the immediate subject of votes at general meetings. The Trustee will also monitor its supply
chain for modern slavery risk.
We look at the impact on our risk metrics when determining the appropriateness of the investment and hedging strategies. We also use the impact on our risk
metrics to propose changes to optimise these strategies.
Risk monitoring and reporting
We monitor pension risk each month and report on it at Pension Risk Forum, ERCC, Pensions Committee and, where thresholds are exceeded (or likely to be), to
the Board Risk Committee and the Board in line with our pension risk appetite. We discuss any remedial action with the Trustee. For all key risk metrics, we
determine tolerance levels for deterioration based on our risk appetite. We use different triggers to indicate our position relative to those risks and report all key
risk metrics against these triggers to Pensions Committee and Pension Risk Forum each month. We consider actions to reduce risk to an acceptable level where
the position looks likely to exceed the red trigger level.
In addition, we monitor the performance of third parties who support the valuation of the Scheme’s assets and liabilities. The models they use are reviewed and
validated by our internal model validation team and approved by the model risk committee. Every year, we carry out a full analysis of the assumptions we use
which is considered by the Board Audit Committee and Pensions Committee. We ensure that we carry out consistency checks for all liability calculations supplied
by third parties. We obtain audited asset values from the appointed investment manager. Independent audits are then carried out on behalf of the custodian. We
also apply our own checks to make sure that the asset values provided are consistent with expectations.
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PENSION RISK REVIEW
2021 compared to 2020
Interest and inflation hedging increased in 2021 as part of the long-term goal to reduce the risk of the Santander (UK) Group Pension Scheme (the Scheme).
During 2021, the Scheme transacted a £5bn longevity swap that covers the majority of pensioners in the Scheme. The swap protects against the risk of the
liabilities increasing because life expectancy increases by more than expected in the future. The swap was structured with a UK-regulated intermediary between
the Scheme and the reinsurance provider. The value of the swap was £(8)m at 31 December 2021.
Risk monitoring and measurement
Our main focus is to ensure the Scheme achieves the right balance between risk and reward whilst minimising the impact on our capital and financial position. At
31 December 2021, the Funding Deficit at Risk decreased to £1,190m (2020: £1,280m), mainly due to interest rate and inflation hedging, partly offset by mark-
to-market increases in the value of return seeking assets. Our long-term objective is to reduce the risk of the Scheme and eliminate the deficit on the funding
basis. On the funding basis, the interest rate hedging ratio was 93% (2020: 81%) and the inflation hedging ratio was 94% (2020: 79%) at 31 December 2021.
We also monitor the potential impact from variations in the IAS 19 position on CET1 capital. The negative impact on CET1 capital decreased in 2021. For more on
the impact of our defined benefit schemes on capital, see the ‘Capital risk’ section.
Accounting position
The accounting position improved over 2021. The Scheme sections in surplus had an aggregate surplus of £1,572m at 31 December 2021 (2020: £495m) while
there were no sections in deficit (2020: £361m). The overall funded position was a £1,572m surplus (2020: £134m surplus). There were also unfunded liabilities
of £37m at 31 December 2021 (2020: £42m). The improvement in the overall position was mainly driven by an increase in the discount rate and increases in the
value of growth assets over the period.
There remains considerable market uncertainty and while the actions highlighted above mitigate some of the impact of market movements in yields, our position
could change materially over a short period.
For more on our pension schemes, including the current asset allocation and our accounting assumptions, see Note 30 to the Consolidated Financial Statements.
Maturity profile of undiscounted benefit payments
The Scheme’s obligation to make benefit payments extends over the long-term. This is expected to stretch beyond 2080. The graph below shows the maturity
profile of the undiscounted benefit payments expected to be paid from the Scheme over its life at 31 December 2021:
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Operational risk & resilience
Overview
Operational risk is the risk of loss due to inadequate or failed internal processes, people
and systems, or external events. In 2021, we retitled our governing framework from
'Operational Risk Framework' to ‘Operational Risk & Resilience Framework’. This was to
reflect the importance of operational resilience and the intrinsically close link between
the managing of operational risk and the operational resilience of the organisation.
In this section, we explain how we manage operational risk, with a focus on our top
operational risks. These top operational risks may change each year depending on the
relative movement in importance among all operational risks. In 2021, these consisted
of Cyber, Fraud, IT, People and Third Party.
We also describe our operational risk event losses and developments in the year, and
give some insight into how we fought fraud and scam.
Key metrics
Operational risk losses (over £10,000, and excluding
PPI) increased by 39% compared to 2020
OUR KEY OPERATIONAL RISKS
Operational risk is inherent in our business. As a result, we aim to manage it down to as low a level as possible, rather than eliminate it entirely. Operational risk
events can have a financial impact and can also affect our business objectives, customer service and regulatory obligations. These events can include product mis-
selling, fraud, process failures, system downtime and damage to assets or external events.
Our top operational risks are:
Key risks
Description
Cyber
We rely extensively on the use of technology to support our customers and to run our business. This includes internal platforms, such as our core banking
systems, mortgage platforms, telecommunications, remote working and finance systems, and customer-facing platforms such as our mobile app and
online banking websites. The use of technology and the internet have changed the way we live and work, and the Covid-19 pandemic has further
evidenced the reliance on technology. While technology allows us to develop and improve the way we serve our customers, it is critically important that
we protect our customers’ information and provide them with a secure environment in which to deal with us, especially when the threat from cyber
criminals is so prevalent and more sophisticated than ever.
Failure to protect the information assets of Santander UK and its customers against theft, damage or destruction from cyber-attacks could cause
operational disruption, unauthorised access, loss or misuse of personal or confidential or proprietary information, breach of regulations, negative
customer outcomes, financial loss or reputational damage. Even small periods of disruption that deny access to our services can erode our customers’
trust in us. This applies not only to our own systems but also to those of our third-party providers and counterparties in the market. The value of the data
itself, especially the personal details of customers and employees, has increased considerably and is a core focus of cyber criminals along with systems,
such as payments and ATM networks, that enable the monetisation of cyber-attacks and breaches. It is therefore critical that we are resilient to cyber-
attacks and can quickly recover from those events should they occur.
Fraud
Fraud can be committed by first parties (our customers), second parties (people known to our customers or us), third parties (people unknown to our
customers or us), and internally by our staff. We are responding to the wider fraud ecosystem threats with a holistic review of our detection controls, an
enhanced focus on preventative methodology and a review of our organisational model. We are committed to protecting ourselves and our customers
from fraud and to mitigating our fraud risk in an ever-evolving external fraud environment.
IT
As noted in Cyber above, technology is vital to our processes and operations, and in providing service to our customers. IT risk arises from any event
related to the use of technology supporting business processes, where the event may result in the unavailability or failure of systems or in processing
errors that impact our customers or operations. This includes hardware or software failures, or issues caused by change.
People
People risks include all risks related to employees and third parties working for us, covering resource management, health, safety and wellbeing and
employee relations. These have collectively increased in significance to become a top risk for the bank driven primarily by the Covid-19 pandemic and the
new ways of working that have evolved during the pandemic. The majority of non-branch employees have continued to work from home since
restrictions have been lifted and we are encouraging colleagues to gradually return to the office for part of the week. Ergonomic risk remains a key People
risk for those not permanently site based who are working from home and / or office locations at the current time. In addition, as the bank transforms
itself, the significant level of organisational change may cause disruption for employees. As we develop our working practices and adapt to changing
circumstances, people impacts and risks continue to be key considerations.
Third party
We rely extensively on third parties, both within the Banco Santander group and outside of it, for a range of services and goods. These include outsourced
services, such as IT infrastructure including increasing use of the Cloud, software development and banking operations. Regulations require us to classify
other legal entities in the Banco Santander group as external suppliers, so we manage them as third parties.
Third party risk is a key operational risk for us due to increased outsourcing in 2021 and our strategic intent to  increase the use of the Cloud. Many
suppliers are also shared across the sector and this could increase risk due to complexity and capacity issues at the third parties. The failure of a supplier
may cause operational disruption, breach of data security or regulations, negative customer impact, financial loss or reputational damage.
We are also exposed to tax risk which, even though it is a lower risk for us, is still a high-profile risk and may include legacy items. We define tax risk as the risk
that we fail to comply with domestic and international tax regulations because we misinterpret legislation, regulations or guidance, or we report to the tax
authorities inaccurately or late. This could lead to financial penalties, additional tax charges or reputational damage. Santander UK adopted the Code of Practice
on Taxation for Banks in 2010. For more on this, see our Taxation Strategy at www.santander.co.uk/about-santander/investor-relations/taxation-strategy.
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In March 2021, UK regulators issued policy and supervisory statements outlining the requirements for operational resilience to be complied with by 2025. Our
operational resilience programme is working towards a primary deadline of 31 March 2022 for consolidation of the operational resilience self-assessment. To
achieve this objective, we must have: 1) Identified our Important Business Services (IBS); 2) Mapped underlying assets which support these IBS; 3) Set Impact
Tolerances to identify the point at which intolerable harm is caused to customers, us, or the market in the event of an outage; 4) Commenced scenario testing of
our ability to recover within the agreed Impact Tolerances; 5) Identified and documented resilience vulnerabilities and action plans to remediate them; and 6)
Consolidated a resilience self-assessment to be provided to the regulators on request. The Board are actively engaged in this work and will be required to approve
the self-assessment. Through our participation in industry collaboration groups and with support from UK Finance we continue to validate the consistency of our
approach against our peers whilst, in parallel, contributing to industry best practice. In order to sustain our operational resilience capabilities, both a new target
operating model and focused investment will enable us to operate through disruption.
To support the transition to a low carbon economy and minimise the environmental impact of our energy use, we are committed to continual improvement in the
energy performance of our property operations. We maintain ISO 50001 energy management systems in all head office buildings, and we set annual energy
reduction targets to drive improvement in energy performance. Our Operational Risk & Resilience Framework requires that all business units consider the impact
of risks related to climate change in their risk management processes.
OPERATIONAL RISK MANAGEMENT
Risk appetite
We set our operational risk appetite at a Santander UK group level and we express it through measures approved by the Board. These include risk statements and
metrics set against our main non-financial risk loss event types. We cascade our appetite across our business areas by setting out clear lower level triggers,
qualitative parameters and quantitative thresholds. We monitor our risk profile and performance against the risk appetite under several principal risk areas, and
we have processes to enable us to identify, manage and escalate risks and events. Our governance requires us to mitigate or accept all identified risks.
Coverage across the seven CRD IV loss event types is comprehensive and aligns to the principal risk areas approved by ERCC. As a result, we have specific
embedded monitoring and measurement of our operational risks, including our top operational risk types which are as follows:
Cyber: We have a comprehensive set of Risk Appetite statements and metrics agreed by the Board, which allow us to measure our cyber risk. We have defined
statements and metrics with key subject matter experts in our Cyber and IT teams, and we incorporate Banco Santander group principles and standards,
regulatory requirements and industry best practice, where applicable. 
Fraud: Revised fraud Risk Appetite statements were approved by the Board in 2021. New and more comprehensive metrics to allow us to measure
performance against risk appetite are being produced as part of our Fraud Transformation program.
IT: We have a set of Risk Appetite statements and metrics that have been agreed by the Board, measuring the risk, performance and control of technology.
These statements and metrics incorporate Banco Santander group principles and standards. Specific actions are raised to address key risks and escalated as
required.
People: We have people-related Risk Appetite statements and metrics agreed by the Board. These were broadened and refreshed in 2021 to enhance how we
measure our people risk, including the well-being of our employees, and to inform employee relations and engagement. We employ subject matter experts in
our HR function to help us to monitor and manage our people risk. Formal actions are required to address and mitigate any measures which are reported out of
tolerance. We communicate, action, and escalate, as needed, any material issues to the Board.
Third party: We have a comprehensive set of Risk Appetite statements and metrics agreed by the Board, which allow us to measure our third party risk. We
have defined statements and metrics with key subject matter experts in our Third Party Risk Management and Procurement teams. We incorporate Banco
Santander group principles and standards, regulatory requirements and industry best practice, where applicable.
Risk measurement and mitigation
The key components of the operational risk toolset we use to measure and mitigate risk are:
Operational risk toolset
Description
Operational risk and
control assessments
Our business units identify and assess their operational risks to ensure they manage and control them within our operational risk
appetite. They also ensure that we prioritise any actions needed. Every area has to identify their risks, assess their controls for
adequacy and then accept the risk or formulate a plan to address any deficiencies. We also use operational risk assessments and
project risk rating tools as essential elements of our change risk management.
Risk scenario analysis
We perform this across business units. It involves a top down assessment of our most significant operational risks. We have a set of
scenarios that we review and update each year. The analysis gives us insight into rare but high impact events. It also allows us to
better understand the potential impacts and to address any issues.
Key indicators
Key indicators and their tolerance levels give us an objective view of the degree of risk exposure or the strength of a control at any
point in time. They also show trends over time and give us early warning of potential increasing risk exposures. Of primary importance
are business-wide risk appetite indicators which measure our adherence to our defined risk appetite statements.
Operational risk losses
Our operational risk loss appetite sets the level of total operational risk loss (expected and unexpected) in any given year (on a 12-
month rolling basis) that we consider to be acceptable. We track actual losses against our appetite, and we escalate as needed.
Operational risk event
management
Operational risk events occur when our controls do not operate as we planned and this leads to customer impact, financial loss,
regulatory impacts and/or damage to our reputation. We have processes to capture and analyse loss events. We use data from these
processes to identify and correct any control weaknesses. We also use root cause analysis to identify emerging themes, to prevent or
reduce the impacts of recurrence and to support risk and control assessments, scenario analysis and risk reporting.
Risk based insurance
Where appropriate, we use insurance to complement other risk mitigation measures.
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We mitigate our key operational risks in the following ways:
Key risks
Risk mitigation
Cyber
Protecting our customers, systems and data remains a top priority for us. Online security and data breach stories, along with many reports of scams
and online fraud, continue to feature in the press. All organisations, including banks, are in an ongoing race to keep ahead of criminals who are
becoming ever more sophisticated and destructive in their approach. Criminals persist in attempts to deny our customers access to our digital channels,
target online services and data, or steal online credentials and appropriate funds by various methods, including social engineering.
We continue to enhance our resilience to cyber disruption as our Security and Information Technology teams continually identify, assess and monitor
cyber security risks. We assess Cyber control maturity and associated risks each quarter using Banco Santander's Holistic Cyber Risk Framework. We
measure the maturity of our controls in terms of their design and operating effectiveness and when combined with our cyber threat intelligence, we
use it to define and prioritise our programmes of mitigation. We have processes and tools to capture and analyse events from our security systems that
drive escalation processes as needed. We operate a layered defence approach to cyber risk which we test and assess continually to ensure that it
addresses the prevailing threats. Our comprehensive approach to validating our controls includes tests designed to replicate real-world cyber-attacks
with test findings driving our ongoing improvement plans.
Security is a business risk, rather than a technological risk. Therefore, keeping our systems secure is a bank-wide responsibility and we continue to
enhance our training programmes for employees to support this. We have Board-level expertise and supervision in cyber security matters to ensure
robust monitoring and challenge. We also have targeted training for Board members and senior management and other employees who may be
singled out by criminals, such as those facilitating payments. Continuous cyber security training ensures that everyone understands the threats we
face, and that we all have the expertise to spot emails from criminals and attacks on our systems. We continue to work with other banks as members
of the Cyber Defence Alliance, where we share intelligence on cyber threats and effective strategies to counter them.
We campaign to raise awareness and give customers the knowledge they need to avoid becoming victims of fraud. We use robust technology
processes, and training to protect our customers, and we continually invest our efforts to counter scams and fraud. As part of this, we run customer
education campaigns, and we offer advice through our online security centre.
We are highly vigilant at all times. We have a cyber insurance policy to provide us with comprehensive cover to respond and recover losses and
damages arising from security or system failures and any impact of a data breach.
Analysis of our security posture drives an ongoing discussion about cyber risks across the business. This includes individual business areas who must
include cyber risk when they make business continuity decisions. We also use maturity assessments and both internal and external threat analyses.
Our cyber security experts assess our overall security posture and make recommendations to both management and risk fora on a monthly basis, with
onward reporting to the Executive Committee, ERCC, BRC and Board at least twice a year.
Fraud
Protecting our customers from fraud remains a key priority for us. Given the current UK fraud environment, we see the ever-present threat of
increasing fraud attack. We have seen significant shifts towards social engineering fraud, where traditional controls (such as strong identification
protocols) are less effective. We operate layered security controls combining prevention and detection controls, to best mitigate risks. The current
fraud environment is incredibly challenging, and as such our current Fraud Transformation program contains several projects that are designed to
enable us to reduce the risk impacts to us and our customers. We are committed to taking a more preventative approach to mitigate these risks.
To help support customers, over the past five years we have created a series of fraud education and media campaigns, many of which focus on drawing
public attention to our most common fraud types, such as online fraud avoidance lessons, purchase scams, investment fraud, and money mules. Two
of these campaigns have won industry awards in the last 12 months.
IT
We proactively monitor technology platforms and applications through automated alerts to detect events that may impact their performance or
availability. Any material event is investigated to understand the root cause and to identify remedial actions to ensure that the event is not repeated.
We escalate these events as required through the Santander Early Escalation Notification (SEEN) Process, and we review them each quarter to identify
any trends we need to remediate.
We assess IT risk each year as part of the Risk and Control Self-Assessment (RCSA) process where risks are identified and assessed by the business units
and are then subject to a review and challenge process from the relevant SMEs. This risk posture is then reviewed monthly to understand if there have
been any events that would require an update to the risk profile.
People
We mitigate the People risks associated with remote working using virtual meeting tools and keeping-in-touch schemes. We also provide regular
communications and other support. We are encouraging colleagues to gradually return to the office for part of the week and we are mitigating
ergonomic risks through Occupational Health Service support and assessments for individuals where appropriate. Our Wellbeing Hub continues to
offer support to employees and people managers on targeted support interventions to tackle longer-term impacts on psychological wellbeing due to
the Covid-19 pandemic. We use operational risk indicators to track and monitor all people related measures. All significant people-related change
initiatives must have Operational Risk Assessments conducted. We also have processes to capture and assess people-related events.
Third party
We identify and assess the inherent risk profile of each of our third party arrangements before onboarding and then continue to measure this
throughout the relationship. The assessed level of inherent risk drives the level of governance we put in place to manage the arrangement – the higher
the inherent risk profile, the greater the governance. We also identify and measure key third party risks, and the related control environment, within
our operational risk and control assessments, as part of business as usual activities and related change initiatives. We have processes to capture and
assess related events, as well as operational risk indicators to measure the ongoing third party risk profile of the business.
We place emphasis on a carefully controlled and managed Third Party Supplier Risk Framework and are enhancing our operating model in this area in
order to manage this risk.
We aim to ensure that those with whom we do business meet our risk and control standards across the life of our relationship with them:
On-boarding: We ensure that all third-party suppliers meet our needs in terms of capacity and supply before entering into any agreement with them
to mitigate the risks inherent to the process, function or activity they may provide. We also make sure that each third-party provider meets minimum
conditions we require in legal, compliance, financial crime and technical terms and analyse their short and medium term economic viability.
In-service management: We monitor and manage our ongoing supplier relationships to ensure our standards and contracted service performance
continue to be met and undertake Service Review Meetings to ensure adequate supervision of the third-party services.                                                                                                                                                                                       
Off-boarding and exit management: Where we decide to exit a third-party arrangement, we aim to exit without undue disruption or adverse impact
on their compliance with the regulatory framework and without detriment to the continuity and quality of services provided to customers.
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Risk monitoring and reporting
Reporting is a key part of how we manage risk. It ensures we identify, escalate and manage issues on a timely basis. We can identify exposures through our
operational risk and control assessments, risk scenario analysis, key indicators, operational risk assessments and incidents and events. We report exposures for
each business unit through regular risk and control reports. These include details of risk exposures and how we plan to mitigate them. We prioritise and highlight
events that have a material impact on our customers, reputation or finance by reporting them to key executives and committees. 
We use The Standardised Approach (TSA) for Pillar 1 operational risk capital needs. We use an internal model aligned to the CRD IV advanced measurement
approach to assess our Pillar 2 capital needs.
We have a crisis management framework that covers all levels of the business. This includes the Board, Executive Committee, senior management and business
and support functions. Our framework identifies possible trigger events and sets out how we will manage a crisis or major incident and we test it at least
annually. If an event occurs, we have business continuity plans in place to recover as quickly as possible and we undertake post incident reviews to ensure any
learnings are taken forward. 
Cyber
We base our monitoring and reporting on the metrics and operational dashboards in our cyber security and IT functions. Our Cyber Threat Unit and experts carry
out analysis in the Santander Global Security Operations Centre in Madrid. We use a wide range of key risk indicators, threat intelligence reports and results from
security testing to identify improvements to our cyber defences. Our operational teams, with input from Risk, review these trends and steer management activity
where required.
We also formally track our cyber and technological risks against our risk appetite through a monthly risk control forum. Part of the forum’s remit is to identify
changes in risk posture and to inform senior risk committees of any significant changes. Issues such as technological obsolescence and the challenges in keeping
our technologies protected from known vulnerabilities are examples of where a metric-driven approach to reporting through our risk management frameworks
has led to proactive mitigation of risk.
Fraud
We base our monitoring and reporting on the overall fraud performance metrics (case types, volumes, operational losses). Fraud performance is tracked through
a monthly risk control forum, which is part of a revised fraud governance structure which has been created over the last 12 months. In a fast-paced environment,
it is essential we see shifts in criminal behaviour quickly, and our fraud strategy team react swiftly to attacks and changes of fraud methodology through detailed
reviews of fraud cases and typologies, and by monitoring trends and data. The current fraud methodologies which cause most concern are those where our
systems and processes are not sufficient to prevent the fraud. The Fraud Transformation in the Digital Accelerator projects will deliver technical changes to
mitigate these ever-changing threats.
IT
In common with cyber risk, we base our monitoring of IT risk on the metrics and dashboards produced by the Technology teams. These are reviewed in the
monthly risk control forum where changes to the risks profile are discussed. These metrics cover IT incidents and technological obsolescence as well as top IT
risks for the different business units. In addition updates on significant changes and programmes and their impact on the risk profile are reviewed.
People
We formally track our People risk profile against our risk appetite through our monthly HR & People Risk and Control Forum and other risk governance fora. We
use key risk indicators to support our monitoring activity and we report them to this Forum. We escalate any significant risks, or changes in the risk profile, to the
relevant senior risk committees and the Board where appropriate. We report a monthly view of People risk in terms of sickness absence, wellbeing and attrition.
We use the results of regular wellbeing surveys to help drive our areas of People focus.
Third party
We formally track our Third party risk profile against our risk appetite through our monthly Third Party Risk and Supplier Forum and other risk governance fora.
We use key risk indicators to support our monitoring activity and we report them to this Forum. We escalate any significant risks, or changes in the risk profile, to
the relevant senior risk committees and the Board where appropriate.
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OPERATIONAL RISK REVIEW
2021 compared to 2020
Operational risk event losses
The table below shows our operational losses in 2021 and 2020 for reportable events with an impact over £10,000, excluding conduct risk events (which we
discuss separately in the ‘Conduct and regulatory risk’ section), by CRD IV loss event types. We manage some of these risks using frameworks for other risk types,
including regulatory and financial crime risk even though we report them here.
2021
2020
Value
%
Volume
%
Value
%
Volume
%
Internal fraud
1
External fraud
30
89
58
89
Employment practices and workplace safety
2
1
1
Clients, products, and business practices
41
34
3
Business disruption and systems failures
14
1
1
Execution, delivery, and process management
15
8
5
7
100
100
100
100
Operational risk losses increased during 2021 partly due to an 8% increase in fraud losses, in line with the general trends across the industry. This was driven by a
46% increase in fraud cases, including Authorised Push Payment fraud. In addition, the rise in losses also reflects the IT remediation costs following the outage in
May 2021 and provisions relating to operational incidents and conduct related issues. 
People
We continue to treat the wellbeing and safety of our colleagues as one of our top priorities. People risk is compounded by changes in operating models and the
execution of future strategies, which we recognise need to be managed carefully. We will continue to adapt and allow for these factors, along with the potential
impact on productivity with our overall wellbeing and inclusion strategy centred around supporting colleagues through change and transformation. As we adapt
to new ways of working, we will continue to focus targeted support interventions to tackle longer-term impacts on psychological wellbeing promoted by the
Covid-19 pandemic. In line with our peers, we are beginning to see an increase in levels of attrition reflecting a more buoyant employment market with cyber,
digital and IT SMEs being in demand. We are encouraging colleagues to return to central office environments, whilst paying regard to prevailing government
advice. In addition, we managed the potential risk associated with the flu season by again offering flu vaccinations to all our colleagues during Q4 2021. 
Cyber
Information and cyber security remain a top risk and a priority. We experienced no notable information and cyber security incidents in 2021. Externally, we have
observed a large increase in ransomware attacks across all sectors driven by supply chain tools compromises and we expect this trend to continue. As a result, we
are continuing to review and enhance our controls based on the latest intelligence. We also actively work with peers in the Cyber Defence Alliance to share threat
intelligence, expertise, and experience to help identify common features of cyber-attacks and effective mitigation strategies.
We also continue to invest to maintain the right skills and resources to manage information and cyber security risk effectively across all our lines of defence. 
Systems outage
We experienced a systems outage on 15 May 2021, following a routine software update. The outage impacted a number of services, including online and mobile
banking, cards and ATM services, along with branches and contact centres. Customer servicing technologies were fully recovered by 23:30 on 15 May 2021 and
contact centre technologies were re-enabled by 01:00 on 16 May 2021. During the outage, customers were able to obtain cash over our branch counters and
through other banks’ ATMs. They were also able to obtain cashback within their limits and use their credit cards, with Visa and Mastercard credit cards remaining
available throughout the incident.
Duplicate payment issue
On 25 December 2021 a system scheduling issue cased the duplication of £130m of payments. These have largely been recovered with non-material amounts
outstanding. Our people worked hard across the holiday period to ensure that nobody was left out of pocket, but it confirmed that improving our IT infrastructure
is a key aspect of our ongoing transformation programme and one that we will remain utterly focused on.
Fraud
Fraud against our customers and the bank remains a top risk and a priority. Fraud levels across all banks in the UK increased significantly in 2021, with fraudsters
using different techniques to take advantage of customers through a range of fraud attacks and scams. In line with industry, the most prevalent fraud type we
face is Authorised Push Payment (APP) fraud, which accounted for approximately 30% of our total fraud losses for 2021. In response to this, we have increased
our fraud messaging and scam education to assist our customers, are designing new fraud prevention tools and have continued to build on existing controls to
address fraud attacks.
We continue to strengthen our own capabilities in terms of fraud prevention, being the first bank to deploy dynamic ‘scam warnings’ in our online banking
payment process, to prevent customers falling victim to purchase and investment scams. These enhance the fraud prevention controls for high risk digital
payments and mean the customer is presented with a number of questions and warnings in their payment journey, tailored to their specific circumstances. We
continue to manage cases of APP Fraud under the Contingent Reimbursement Model (CRM) Code, which is overseen by the Lending Standards Board.
We play an active role in the collaboration work on fraud management with our industry partners, through UK Finance and our membership of Stop Scams UK.
We have an ongoing programme of customer awareness campaigns, which cover the most common fraud and scam types encountered by our customers,
including remote access fraud, investment scams, safe account scams and cold calls. We have continued to run virtual fraud awareness sessions to provide
information to our customers and communities on how they can protect themselves from fraud and scams. In July 2021, we ran a media relations campaign,
Push Off Politely, to raise awareness of how to handle suspicious phone calls with a very simple message to hang up the phone. In November 2021, the national
press published a piece on our Break the Spell team. This demonstrated the work some of our colleagues are delivering to tackle social engineering and protect
our customers from fraud.
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IBOR transition
We are on track to meet industry and regulatory deadlines. We are continuing with the transformation of key systems and processes to deal with the new risk-
free rates. Some challenges remain, in particular for products with cross-currency dimensions, different responses across jurisdictions will need multi-stage
transitions. We still await regulator's guidelines regarding ‘Tough Legacy’, where a transition path cannot be agreed with the customer. For quantitative
information, see Note 42 to the Consolidated Financial Statements.
IT
The importance of IT has been reiterated by a few outages to customer services in the year. As a result, we have initiated a wide programme to address the root
causes and further reduce key risks within our IT estate. The programme is expected to deliver risk reduction over a three year horizon and progress is closely
monitored though our comprehensive risk governance.
Data management
In 2021 we continued to monitor data management risk through the enhanced governance structures and processes put in place by our Chief Data Officer. A Data
Programme has been established with clear deliverables defined that will improve our ability to manage data and to improve our data management capabilities
in line with our approved Data Strategy.
Operational resilience
In March 2021 the Bank of England, PRA and FCA issued policy and supervisory statements outlining operational resilience requirements. The UK regulators
expect financial services institutions under the scope of the regulation to assume disruptive operational incidents will occur, and to be able to show that they can
withstand, absorb, recover and manage these in a way which considers the needs of all affected parties. All firms are to implement enhancements to address
identified resilience gaps by 2025.
Our operational resilience programme is on track to meet the regulators’ primary deadline of 31 March 2022 to prepare and consolidate the first operational
resilience self-assessment. To achieve this objective, during 2021 we have: 1) identified our Important Business Services (IBS); 2) mapped underlying assets which
support these IBS; 3) set impact tolerances to identify the point at which intolerable harm is caused to customers, the firm, or the market in the event of an
outage; 4) scenario tested our ability to recover within the agreed impact tolerances; 5) identified and documented resilience vulnerabilities; and we are 6)
developing action plans to remediate vulnerabilities; and 7) consolidating a resilience self-assessment to be provided to the regulators on request.
The Board are actively engaged in the operational resilience journey and will approve the self-assessment in Q1 2022. Through our participation in industry
collaboration groups, and with support from UK Finance, we continue to validate the consistency of our approach against our peers while contributing to industry
best practice in parallel. To sustain our operational resilience capabilities, both a new target operating model and focused investment will enable us to deliver
operations through disruptions.
We continue to improve our operational resilience through our management of incidents including root cause analysis. Our combined Operational Risk &
Resilience Framework and its supporting tools are now focused around the bank’s IBS, having stress tested our ability to remain within Impact Tolerances and
maintain the IBS under severe but plausible scenarios. Any operational resilience vulnerabilities identified will be escalated to the Board and proactively actioned.
In addition to regulatory compliance, this will achieve business and operational benefits designed to embed operational resilience in our Digital Transformation
programme as well as day-to-day activities. 
Third parties
We continue to rely extensively on third parties, both within the Banco Santander group and outside of it, for a range of services and goods. These include
outsourced services, such as IT infrastructure including increasing use of the Cloud, software development and banking operations. Regulatory requirements
relating to the management of our outsourced services continue to increase, with the PRA publishing their Supervisory Statement on Outsourcing and Third Party
Risk Management in March 2021. These require us to use certain internal governance arrangements, including sound risk management, whenever we outsource
functions. These also complement the above-mentioned requirements and expectations on operational resilience, including the management of third parties
relating to our Important Business Services. We are progressing with a programme of work to review and enhance our governance arrangements ahead of the 31
March 2022 implementation deadline.
Climate related risks
In order to address the requirements in the Supervisory Statement issued in March 2019, which describes the PRA expectations for banks to manage the financial
risks of climate related risks, we produced a 2021 Implementation plan. As part of this plan, we undertook three main activities. We considered climate change in
our Operational Risk Scenario Programme and in our Risk & Control Assessments. We conducted a physical climate change risk assessment of our head offices,
branches and data centres.
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Conduct and regulatory risk
Overview
We manage the conduct and non-financial regulatory risk types in one framework. We
do this to reflect their similarities.
Conduct risk is the risk that our decisions and behaviours lead to a detriment or poor
outcome for our customers. It also refers to the risk that we fail to maintain high
standards of market behaviour and integrity.
Regulatory risk is the risk of financial or reputational loss, or imposition of or conditions
on regulatory permission, as a result of failing to comply with applicable codes,
regulator’s rules, guidance and regulatory expectations.
We are committed to ensuring conduct strategy is embedded in our business and that
the fair treatment of our customers is at the heart of what we do.
In this section, we explain how we manage conduct and regulatory risk and highlight
new processes we implemented in response to Covid-19. We also describe our main
conduct and regulatory provisions, and give some insight into our work to protect
vulnerable consumers via our Customer Support feature in 2021.
Key metrics
Customer remediation provision was £44m (2020:
£69m)
Litigation and other regulatory provision was £166m
(2020: £198m)
OUR KEY CONDUCT AND REGULATORY RISKS
Our purpose is to help customers and businesses prosper. To achieve this, we are committed to making sure that our strategy, proposition and initiative approval
process, and systems, operations and controls are well designed and delivered.
We see our key exposure to conduct and regulatory risk through:
the risk of errors in our product design, sales practices, post-sale servicing, operational processes, complaint handling, and
failure to supervise, monitor and control the activities of our employees.
All of these may result in the risk that we do not meet our customers’ needs, align to the expectations of our regulators or deliver the expected outcomes or
observe required standards of market behaviour.
Our Conduct and Regulatory Framework is built on the following underlying types of risk:
Key risks
Description
Regulatory
The risk that we fail to adhere to relevant laws, regulations and codes which could have serious financial, reputational and customer
impacts. This includes the risk that we may be adversely impacted by changes and related uncertainty around UK and international
regulations. We categorise regulatory risk into financial and non-financial risk. This is aligned to our main regulators who are the PRA and
FCA but also includes other regulators and authorities such as the CMA, Payment Systems Regulator, Lending Standards Board, Financial
Ombudsman Service and Information Commissioner’s Office.
As well as being subject to UK regulation, as part of the Banco Santander group, we are impacted indirectly through regulation by the
Banco de España (the Bank of Spain) and, at a corporate level, by the ECB through the SSM. We also fall within the scope of US
regulation, including the Dodd-Frank Wall Street Reform and Consumer Protection Act. We must also adhere to the rules and guidance
of other regulators and voluntary codes in the UK.
Product
The risk that we offer products and services that do not result in the right outcomes for our customers.
Sales
The risk that we sell products and services to our customers without giving them enough information to make an informed decision or
we do not provide correct advice.
After-sale and servicing
The risk that failures of our operations, processes, servicing activity, IT or controls result in poor outcomes for our customers. This
includes the risks that:
We do not give appropriate after-sale communications to customers, making it difficult for them to contact us, or we fail to take
account of a customer’s vulnerability
We do not have robust systems and controls to detect and prevent fraud or errors in the customer experience.
Culture
The risk that we do not maintain a culture that encourages the right behaviours and puts the customer at the heart of what we do.
Competition
The risk of financial harm, criminal liability, customer harm or reputational damage that we may incur because we fail to comply with
relevant competition law or being involved in any competition law investigation or proceedings.
Controls
The risk that we do not supervise and monitor our employees effectively or do not have robust systems and controls in place to prevent
and detect misconduct.
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CONDUCT AND REGULATORY RISK MANAGEMENT
Risk appetite
We aim to comply with all regulatory requirements, and we have no appetite to make decisions or operate in a way that leads to unfair outcomes for our
customers or negatively impacts the market. Our Board approves our risk appetite on an annual basis, or more often if needed, and we cascade it to our business
units through our risk framework and policies. We also have lower level risk tolerance thresholds that are agreed at least annually. Our material conduct and
regulatory risk exposures are subject to, and reported against, our conduct and regulatory risk appetite statements, as well as lower level triggers and thresholds
for action.
Risk measurement
Due to the close links between our conduct, regulatory and operational risk frameworks, our tools to identify, assess, manage and report operational risks also
apply where such exposures and risks have a conduct and/or regulatory risk impact. We continue to monitor the position in relation to Covid-19, with particular
focus on customers rolling off support schemes and payment holidays, to ensure that appropriate outcomes are provided and regulatory expectations are met.
We support our conduct and regulatory risk framework and policies with tools that aim to identify and assess new and emerging conduct risks. These include:
Key tools
Description
Strategy and business
planning
Our Strategy and Corporate Development team help align our overall corporate strategy, financial plans, risk appetite and operational
capabilities through our annual process to set our strategy. We derive our business unit plans from our overall corporate strategy and they
contain a view of conduct and regulatory risk with our other key risk types.
Sales quality assurance
We subject retail sales and processes to internal quality assurance and, as needed, external monitoring to ensure their quality.
Operational risk and control
assessments
Our business and business support units assess our operational risks, systems and controls to give us a consolidated risk view across all our
business areas. We complete the assessments through a central tool to evaluate and manage our residual risk exposures.
Scenario testing and horizon
scanning
We consider conduct and regulatory risk in our scenario testing. This reviews possible root causes and assumptions to determine the
likelihood and size of the impact, and actions to enhance our controls where required.
Conduct risk reporting
We use dashboards to give us an end-to-end view of our conduct risks across our business. This allows us to apply a lens to manage conduct
risk and understand if it is in line with our risk appetite.
Compliance monitoring
We carry out an annual conduct and regulatory risk assurance programme approved by the Board and tracked through the year.
Risk mitigation
Our conduct and regulatory risk framework and policies set out the principles, standards, roles and responsibilities and governance for conduct and regulatory
risk, such as:
Policies
Description
Product approval
Our product approval process aims to minimise our conduct, legal, regulatory or reputational risks in the design, marketing, sales and service
of new products and services. We assess all our products and services within a formal framework to ensure they meet the needs and
expectations of our customers, are within our risk appetite and agreed metrics, and to ensure that processes and controls are in place.
Suitable advice for
customers
We give guidance to advisers and staff on the key principles, requirements and ethical behaviours they must follow. This ensures our
customers are sufficiently informed when they make a buying decision. In our Retail Banking and Consumer Finance divisions, the main
products we cover are current accounts, mortgages, investments, savings and protection. In our Corporate & Commercial Banking division,
we cover current accounts, deposits, business loans, invoice and structure finance, working capital and trade finance.
Training and competence
In line with the expectations of our regulators, we train our staff and require them to maintain an appropriate level of competence (in line
with their role and responsibilities) to ensure customers achieve fair outcomes. We invest in all our people to ensure that we achieve our
mandatory risk objectives and that everyone acknowledges their personal responsibility to manage risk through our I AM Risk approach.
We place a specific focus on:
Vulnerability: We ensure our colleagues are trained to help customers who may be vulnerable (see below).
Financial abuse: We work closely with other members of UK Finance, as part of the Financial Abuse Working Party, with a shared vision to
help victims regain control of their finances. Through this collaboration we have adopted a Financial Abuse Code of Practice as part of our
overall vulnerable customer strategy. We have specific training material for colleagues to raise awareness and improve understanding
around the devastating impacts of financial abuse and how we can help. Due to the very complex nature of situations involving financial
abuse, we also have a dedicated Specialist Support Team that offers guidance to colleagues dealing with customers who are victims and
need tailored solutions to help them regain control of their finances.
Covid-19: We designed and delivered tailored training across key areas of the business to support customers affected by Covid-19. We
have increased our resource and enhanced our tools to deal with high levels of customer contact.
Treating vulnerable
customers fairly
Some customers may be impacted financially or personally as a result of their circumstances. Our Vulnerable Customer Policy gives business
areas a clear and consistent understanding of what vulnerability can mean and the types of situations when customers may need more
support. Our guidelines focus on identifying vulnerable customers, and the support we can give to help them avoid financial difficulty. We
work with key charities, authorities, trade associations and other specialists to develop our understanding of vulnerability.
In addition to mandatory training, we train our customer-facing colleagues using real customer scenarios to highlight different vulnerable
situations. This enables our colleagues to deal with a wide range of sensitive issues. We also have an online Vulnerable Customer Support
Tool for our colleagues to give them more guidance and support. Our colleagues have access to our Specialist Support Team who can give
specific help and guidance for the most complex vulnerable customer situations.
We consider vulnerability in every initiative. Adapting our technology to the needs of customers with physical disabilities is a key part of our
design and testing stages and we work closely with the Digital Accessibility Centre. We have also developed our training approach through a
series of real-life customer stories available to colleagues to access anytime to develop their skills.
Our objective throughout the Covid-19 pandemic continues to be to provide support and solutions for customers who find themselves facing
financial difficulty, based on individual customer circumstances, with the aim of rehabilitating customers back into a healthy financial
position. Our Financial Support model has evolved to ensure that we help customers who are facing temporary but severe financial difficulty,
as well as customers who face financial difficulty for a longer time. 
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Risk monitoring and reporting
We consider conduct and regulatory risk as part of the governance around all our business decisions. We have specific fora and committees such as the Conduct
and Compliance Forum, and business specific risk management fora to make decisions on conduct and regulatory risk matters and we report to the ERCC and
BRBC. The data we report to senior management and Committees gives them a clear view of current and potential emerging conduct and regulatory risks and
issues. Our risk and control fora support management to control risks in their business units. Reporting includes conduct risk dashboards, with metrics across
common areas. These include policy breaches logged, mystery shopping, quality assurance and complaints, and commentary on trends and root causes. This
approach enables us to take effective action. Our Legal and Regulatory Division also reports directly to the Board on legal, conduct and regulatory, reputational
and financial crime risks, and to escalate issues or any breach of our risk appetite.
CONDUCT AND REGULATORY RISK REVIEW
2021 compared to 2020
In 2021, we continued to build on our progress in 2020 and remained vigilant in taking a customer-focused approach in developing strategy, products and policies
that support fair customer outcomes and market integrity, in particular in the context of government driven Covid-19 initiatives. These were deployed at pace,
with systems and controls in place to support our staff working from home, whilst continuing to provide critical customer services. As part of this, we:
Assessed the FCA’s 2021/22 Business Plan. Key priorities are aligned with 2020, in ensuring consumer credit markets work well, making payments safe and
accessible, enabling effective consumer investment decisions and delivering fair value in a digital age, in particular in a post pandemic landscape. We
addressed them in our controls, product processes and frameworks, which we will continue to adapt in line with the evolution of a digital economy
Continued support for customers rolling off Covid-19 support schemes and payment holidays with focus on forbearance measures, as per the FCA's further
'Guidance on Fair Treatment of Vulnerable Customers' and its finalised 'Mortgages and Coronavirus: Tailored Support Guidance'
Implemented processes to support customers including creating the Financial Support Centre of Excellence and SME support to ensure we continue to drive
fair and consistent outcomes, whilst managing the increased inflow of customers impacted by Covid-19, with further investment in people and technology
Focused on collections and further financial support, including Pay As You Grow options for BBLS customers following the closure of new applications to the UK
Government's BBLS, CBILS and CLBILS schemes on 31 March 2021, while supporting the Government’s Recovery Loan Scheme for corporate customers
Took steps to maintain appropriate monitoring and surveillance capability for our market and customer facing staff working from home due to Covid-19
Continued to manage technological change and increased digitalisation in line with regulatory initiatives
Delivered change to meet the evolving regulatory landscape, including changes brought about by Payment Systems Regulator (PSR): Confirmation of Payee for
Corporate Banking, Debt Respite Scheme, Open Banking and PSD2, and the FCA Consumer Protection Agenda 
Prior to the end of 2021, we - along with our customers and counterparties – successfully agreed the transition to alternative reference rates for the vast
majority of our post-2021 LIBOR agreements. As such, the focus has now shifted to finalising the transition of those agreements still referencing the continuing
USD LIBOR tenors, and to managing down the small ‘tough legacy’ position 
Following PRA sector-wide feedback on Hybrid model applications, banks have revised timings and the revised Hybrid plan has been presented to the PRA with
regular ExCo and PRA review points
Continued to consult with HM Treasury on the Future UK Regulatory Framework, along with the industry and peers on how regulatory rulemaking powers will
be distributed post-Brexit, and the mechanisms for improving accountability and scrutiny of the rule-makers, and
are committed to protecting the personal data we collect and use, and respecting the data protection rights of our customers, our people and others associated
with us. Our data protection policy and processes reflect current data protection laws and regulations, and all employees, businesses, and third-party suppliers
are required to comply with them. Annual data protection training is mandatory for all employees. We tell our customers, our people and others associated
with us how we process their personal data by giving them a data protection statement. We regularly update our data protection policy and processes, and
they cover how we collect, handle, store, share, use and dispose of personal data. They also set robust controls for suppliers. The Data Protection Officer (DPO)
oversees compliance with data protection laws and reports to the highest management level.
Following the implementation of the Contingent Reimbursement Model, a voluntary code of practice to deal with authorised push payment fraud, we continue to
engage with the industry and authorities, giving input and support to further develop the code's framework. Like all UK banks, we continue to see a demanding
regulatory agenda focused on consumer outcomes, addressing customer detriment, price regulation and vulnerability, while currently consulting on the
measures proposed under Consumer Duty regulation. Conduct risks will likely continue to rise in the near- and medium-term as banks deal with a large volume
of personal and business borrowers who continue to be impacted by the Covid-19 pandemic.
For an update on key movements in our financial crime risk profile, see the 'Financial crime risk review' section.
Accounting position
For more on our provisions, see Note 29 to the Consolidated Financial Statements. For more on our contingent liabilities, see Note 31 to the Consolidated
Financial Statements.
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Other key risks
Overview
In this section, we describe how we manage our other key risks and
discuss developments in the year. Our other key risks are:
Financial crime risk: the risk that we are used to further financial
crime, including money laundering, sanctions evasion, terrorist
financing, facilitation of tax evasion, bribery and corruption.
Legal risk: the risk of loss arising from legal deficiencies in
contracts; failure to protect assets; failure to manage legal disputes
appropriately; failure to assess or implement the requirements of a
change of law; or failure to comply with law or regulation or to
discharge duties or responsibilities created by law or regulation.
Strategic and business risk: the risk of significant loss or
underperformance against planned objectives; damage arising from
strategic decisions or their poor implementation that impact the long-
term interests of our key stakeholders, or from an inability to adapt to
external developments.
Reputational risk: the risk of damage to the way our reputation and
brand are perceived by the public, clients, government, colleagues,
investors, or any other interested party.
Model risk: the risk that the prediction of our models may be
inaccurate, causing us to make sub-optimal decisions, or that a model
may be used inappropriately.
FINANCIAL CRIME RISK
OUR KEY FINANCIAL CRIME RISKS
We recognise that financial crime and associated illegal activity damages the customers and communities we serve. Criminals use the financial system to launder
the profits of illegal activity such as human trafficking and to fund terrorism. Financial crime is therefore a high priority risk for us and we remain committed in our
efforts to counter it by maintaining the highest ethical standards and conducting business in accordance with regulatory and legal requirements. We have
adopted a bank wide anti-financial crime strategy (AFC) that sets out the principles of ‘Deter, Detect and Disrupt’ and invested in training our colleagues in how to
identify and prevent financial crime.
We believe that having a comprehensive and effective financial crime risk management framework is a business imperative and a positive investment that
protects us from legal, regulatory and reputational risks. This includes implementing policies, procedures, and maintaining effective systems and controls to
prevent and detect financial crime. We may be adversely affected if we fail to effectively mitigate the risk that third parties or our employees facilitate, or that our
products and services are used to facilitate financial crime. We adopt a risk-based approach in line with UK and international laws and standards, and we work
with government, law enforcement and the private sector to help meet our commitments and to inform our AFC strategy.
Our key financial crime risks are:
Key risks
Description
Money laundering
We are used by criminals to transform the proceeds of crime into seemingly legitimate money or other assets.
Terrorist financing
We are used by terrorists to deposit, distribute or collect funds that are used to fund their activity.
Sanctions
We do not identify payments, customers or entities that are subject to economic or financial sanctions.
Bribery and corruption
We fail to put in place effective controls to prevent or detect bribery and corruption.
Facilitation of tax evasion
We fail to put in place effective systems and controls to prevent the facilitation of tax evasion.
FINANCIAL CRIME RISK MANAGEMENT
Risk appetite
Financial crime risk appetite is the level of financial crime risk we are prepared to accept in carrying out our activities. This is approved at Board level and shared
across the business, with limits specified to control exposures and activities that have material risk implications for us and the communities we are part of. Our
customers and shareholders will be impacted if we do not mitigate the risk that we are being used to facilitate financial crime. We seek to comply with applicable
UK and international sanctions laws and other regulations and make sure our risk appetite adapts to external events. We have minimal tolerance for residual
financial crime risk, bribery and corruption risk, facilitation of tax evasion risk and zero tolerance for non-compliance with sanctions laws and regulations. We
require employees and third parties acting on our behalf to act with integrity, due diligence and care. We have no appetite for non-compliance with financial crime
laws or regulations by employees or persons acting for or on our behalf. 
Risk measurement
We measure our exposure to financial crime risk regularly. Our AFC strategy and frameworks set the strategic direction for risk management by defining
standards, objectives and responsibilities for all areas of the business. It supports senior management in effective risk management and developing a strong risk
culture. We screen and risk rate all our customers and monitor activity to identify potential suspicious behaviour. We complete ad-hoc reviews based on key
trigger events. Our Financial Intelligence Unit assesses specific types of threat, drawing on data from law enforcement and public authorities.
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Risk mitigation
We take a proactive approach to mitigating financial crime risk. Our financial crime risk frameworks are supported by policies and standards which explain the
requirements for mitigating money laundering, terrorist financing, sanctions compliance risks, bribery and corruption, and facilitation of tax evasion risks. We
update these regularly to ensure they reflect new requirements and industry best practice. We support our colleagues to make sure they can make the right
decisions at the right time. We raise awareness and provide role-specific training to build knowledge of emerging risks.
Key elements of our financial crime risk mitigation approach are that we:
Undertake customer due diligence measures for new and existing customers, which include understanding their activities and banking needs
Conduct risk assessments of customers, products, businesses, sectors and geographic risks to tailor our mitigation efforts
Ensure all our staff complete mandatory financial crime training and, where required, role-based specialist training
Deploy new systems to better capture, analyse and act on data to mitigate financial crime risks
Partner with public authorities, the Home Office and the wider financial services industry to pool expertise and data. We are also involved in partnerships such
as the Joint Money Laundering Intelligence Taskforce (JMLIT) which supports public-private collaboration to tackle financial crime.
Risk monitoring and reporting
We use key risk indicators to monitor our exposure to financial crime risks, and we report all issues in a timely manner. We work closely with subject matter
experts across the business on all risk management and monitoring activities alongside more effective communication of policy changes. Regulators around the
world continue to emphasise the importance of effective risk culture, personal accountability and the adoption and enforcement of risk-based requirements and
adequate internal reporting processes and procedures. We continue to develop and enhance our financial crime operating and governance model to ensure that
our control environment evolves at pace, keeping up with new or amended laws, regulations or industry guidance.
We adhere to a strong governance and reporting schedule to our ERCC and Financial Crime Committee, including analysis of the risks on the horizon, key risk
indicators and a directional indication of the risk profile. Throughout 2021, management continued to update the risk committees on management and mitigation
of financial crime risks including our activities to understand and address emerging challenges. We enhanced our financial crime risk indicators for effective risk
reporting to senior management. We also regularly report to the Board Risk Committee on financial crime risk, the impact on the business and the actions we are
taking to mitigate the risk.
FINANCIAL CRIME RISK REVIEW
2021 compared to 2020
Financial institutions (FIs) remain under intense regulatory scrutiny to demonstrate the steps they are taking to prevent and detect financial crime. Legal and
regulatory expectations regarding the need for FIs to maintain effective financial crime systems and controls, including adapting these to identify and respond to
new and emerging threats, have been reinforced through a number of high-profile regulatory enforcements, such as the conclusion of the first criminal
prosecution of a Financial Services firm in the UK for breaches of the UK Money Laundering Regulations. During 2021, we continued to cooperate with the FCA's
civil regulatory investigation into our financial crime systems, processes and controls focused primarily on the period from 2012 to 2017. See Note 31 to the
Consolidated Financial Statements for detail.
The financial crime landscape continues to be complex, with evolving regulatory and legal requirements, geo-political factors and changing criminal methods
influencing the risks we face. Rapid deployment of government relief measures to support individuals and businesses during the pandemic, have increased the
risk of financial crime. Developments around virtual and digital currencies have continued, with the industry’s financial crime risk assessment and management
frameworks in their early stages. Changes to sanctions regimes continue to add complexity. We continue to monitor external developments and respond to their
impacts upon our financial crime controls and have increased our resources to do so.
Senior management and the Board engagement in the management of financial crime risk has remained high, proportionate with one of our top risks. We
continue to enhance our financial crime risk management capabilities with material investment across data, systems and subject matter expertise, and back book
remediation. Key areas of focus include:
Reviewing and updating our financial crime policies and standards in response to changes in laws, regulations and regulatory expectations, to ensure we reflect
all current external obligations; as well as providing detailed guidance on new and emerging risk areas to assist business areas;
Assessing, adapting, and responding to new and emerging financial crime threats and typologies;
Assessing lessons and read across from regulatory enforcements and Dear CEO letters, identifying actions required to adapt our control framework and taking
steps to deliver these;
Continued delivery of our multi-year Financial Crime Transformation and Customer Remediation Programme, modernising the technology and data estate,
better connecting operations and controls, and automating client due diligence processes, as well as systematically reviewing and updating our existing client
records in line with due diligence requirements;
The maturation of the dedicated Financial Crime operations, increasing in capacity and capability, uplifting specialist role competencies through the Anti-
Financial Crime (AFC) Training Academy, enhancing the skill sets, knowledge and qualifications of key staff; and
Investing in additional specialist resources for our second line of defence financial crime compliance function, as the function continues to develop.
We take a proactive approach to engagement with the FCA, our industry colleagues and HM Government, including through our participation in the Economic
Crime Reform Program. This external engagement helps inform our internal policies and forward-looking strategies. We continued to play a proactive role in
supporting the Government Economic Crime Action Plan, as a member of the Economic Crime Strategic Board and also inputting into reviews of legislation and
other government policy initiatives relating to economic crime and beyond. We also continue to participate in external partnerships of a more operational nature,
such as the Joint Money Laundering Intelligence Task Force and the Public Partnership Threat Group as well working with Non-Profit Organisations on specific
topics including anti-corruption, human trafficking, and anti-slavery. 
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Santander UK plc    136
LEGAL RISK
Legal risk includes the legal consequences of operational risk, such as breach of contract, and operational risk with legal origins, such as a legally defective
contract. We manage legal risk as a standalone risk type to reflect the continued pace and breadth of regulatory change across financial services.
We define legal risk as losses or impacts arising from legal deficiencies in contracts or failure to:
Take appropriate measures to protect assets
Manage legal disputes appropriately
Assess, implement or comply with law or regulation
Discharge duties or responsibilities created by law or regulation.
Legal risk management
Description
Risk appetite
We should aim to make decisions and operate in a way that does not lead to legal risk. We apply robust controls to manage these risks and we
have a low tolerance for residual legal risk.
Risk measurement
Due to the close links between our legal and operational risk frameworks, our tools to identify, assess, manage and report operational risks also
apply where such exposures have a legal risk impact.
Risk mitigation
The Legal teams provide specialist advice and support to all business units to ensure we effectively manage legal risk. They help to implement
a strong legal risk culture throughout our business using guidelines, templates, policies and procedures and specific support on a product,
service, transaction or arrangement basis and decide whether legal advice should be sourced internally or externally.
Risk monitoring and
reporting
An internal legal risk reporting framework is in place to provide visibility of the Santander UK-wide legal risk profile. We provide regular updates
of our key legal risks, issues or breaches, to senior management and the Board through our Legal & Regulatory Division. This is in addition to
reports issued by the business.
2021 compared to 2020
Our legal risk profile remained heightened but broadly stable in 2021, reflecting the high number and value of legal risks that continue to be managed.
We delivered the compliance frameworks for future business in relation to Brexit and continued to monitor the evolution of the post-Brexit regulatory
environment throughout 2021. The Breathing Space regulations were successfully implemented in accordance with legislative timescales. Legal risks related to
LIBOR cessation abated through 2021, as our work in this area progressed. At the end of 2021, we had transitioned, terminated or disposed of most of our GBP
LIBOR contracts, with substantially all the residual positions moving to synthetic LIBOR pursuant to the Critical Benchmarks (References and Administrators’
Liability) Act 2021. We continue to take steps to transition the remaining GBP LIBOR contracts and prepare for the cessation of USD LIBOR from 30 June 2023. For
more details, see Note 42 to the Consolidated Financial Statements. We have considered the implications of the Pension Schemes Act 2021 and the National
Security and Investment Act 2021 for our business and taken steps to enable compliance with their requirements.
Nevertheless, legal risks continued to emerge and develop throughout 2021. The Schrems-II decision in 2021 rendered invalid the use of the Privacy Shield for
transfer of personal data to the US making transfers relying on the Privacy Shield unlawful. Work continues to align all outsourcing and material contracts to
ensure EBA compliance together with PRA/FCA prescribed requirements on operational resiliency and continuity. With respect to EBA compliance there is a risk
that not all contracts will have been amended by 31 March 2022. There is an increased focus on the legal risks related to climate change and we expect to
continue to build on our initial review of those risks in 2022. Litigated PPI claim volumes continued to increase and pre-action letters also continued to be received
which suggest that this trend will continue into 2022. The publication of the FCA consultation on a proposed Consumer Duty has the potential to materially shift
and broaden the duty of care banks already have in the provision of services. 
The oversight of external spend was further enhanced in 2021 with the implementation of an automated legal spend tool. This has enabled additional oversight
and challenge of all legal spend across the bank.
STRATEGIC AND BUSINESS RISK
Strategic and business risk could impact our long-term success if it caused our business model to become out of date, ineffective, or inconsistent with our goals.
This could arise if we:
Fail to identify threats in our environment, arising from the economy, regulation, competitors and/or changes in technology and customer expectations
Misjudge our capabilities, or ability to implement our strategy
Pursue initiatives or acquisitions that do not fit with our business model or miss to capitalise on opportunities we could benefit from.
Strategic and business risk
management
Description
Risk appetite
We have a low to moderate appetite for strategic and business risk. This limits the risks we are prepared to take to achieve our strategic
objectives and is aligned to our balanced, customer-centric business model.
Risk measurement
Our Board and senior management regularly review potential risks in our operations and plans to ensure we stay within risk appetite.
Risk mitigation
We manage strategic and business risk by having a clear and consistent strategy that takes account of external factors and our own capabilities.
We have an effective planning process which ensures we refine, strengthen, and adapt our strategy to reflect changes in the environment and
other key risks and opportunities.
Risk monitoring and
reporting
We closely track our business environment, including long-term trends that might affect us in the future. As part of this, we report a
range of indicators.
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2021 compared to 2020
Our business environment is always changing, and this affects how we do business. The effects of Covid-19 persisted in early part of 2021, though the outlook
started to improve as restrictions eased and businesses opened. Throughout the Covid-19 pandemic, our top priority has been to support the welfare of our
people, our customers and our communities. As the economy opened up, we worked with our customers and provided the support that they needed at that time
such as mortgages and recovery loans. We have continued to enhance our online services to ensure our customers have access to their accounts and services as
per their convenience while continuing to provide important services face to face, especially for our vulnerable customers. As UK’s leading full-service challenger
bank, with a resilient balance sheet and track record of consistent profitability, we believe we are well placed to delivery on our strategic priorities as we push our
way forward through the Covid-19 pandemic.
Competitive pressures have continued in 2021, driven largely by established players. Technology-led entrants have received a boost as a result of the Covid-19
pandemic and continued to make progress, threatening to disrupt the market in the longer term. We expect these trends to continue in 2022. However, we
believe our customer-focused business model and strategy, alongside our adaptable and innovative approach, will support our continued success.
Key to our strategy is being a sustainable and responsible business. We are committed to playing our part in helping the UK transition to net zero economy. Banco
Santander group have committed to eliminate all exposure to thermal coal mining and no longer provide financial services to power generation clients with more
than 10% of their revenue coming from thermal coal by 2030. Our Corporate & Commercial Bank supported companies involved in delivering sustainable energy
solutions and social housing by providing £1.6bn of facilities.
Overall, we remain focused on supporting customer needs, building customer loyalty, improving efficiency and transforming the business for success, while
continuing to progress with our agenda to tackle climate change.
REPUTATIONAL RISK
Potential reputational risks can arise from many factors, both internal and external. We seek to manage our reputation proactively, underpinned by our aim to be
a responsible bank, and through our reputational risk framework. This enables us to adopt an active approach to managing and where possible preventing and
mitigating reputational risks in a broad range of areas, including corporate governance, supplier management and the treatment and behaviour of our customers.
We also consider external factors such as the macro environment and the overall performance of the sector.
Reputational risk is not static; today’s decisions may be judged by different standards tomorrow. We build this into our risk culture, evaluation and sanction
procedures.
Reputational risk management
Description
Risk appetite
We have a low appetite for reputational risk, which is agreed by the Board at least each year. We express it in terms of the risk measures set
out below.
Risk measurement
We assess our exposure to reputational risk daily. We base this on expert judgement and analysis of social, print, and broadcast media, and
the views of political and market commentators. We also commission independent third parties to analyse our activities and those of our UK
peers to identify significant reputational events, or a prolonged decline in our reputation and any sector level or thematic issues that may
impact our wider business. We also measure the perception of Santander UK amongst key stakeholder groups through regular interactions
and perform annual reviews of staff sentiment.
Risk mitigation
Our business units consider reputational risk as part of their operational risk and control assessments. We also consider it as part of our new
product assessments. Our Corporate Communications and Responsible Banking, Legal and Regulatory Affairs and Marketing team helps our
business units to mitigate the risk and agree action plans as needed. They do this as part of their role to monitor, build and protect our
reputation and brand.
Risk monitoring and
reporting
We monitor and report reputational risks and issues on a timely basis. Our Reputational Risk Forum reviews, monitors and escalates to Board
level key decisions on reputational risks. It also has regular and ad-hoc meetings to discuss the risks we face. We escalate them to the ERCC
and Board Responsible Banking Committee, as needed. Our Corporate Communications and Responsible Banking, Legal and Regulatory
Affairs and Marketing teams also reports regularly to our Executive Committee on Corporate Social Responsibility, Sustainability and Public
Affairs policies. They do this from an environment, community and sector point of view.
Our Reputational Risk and Environmental, Social and Climate Change (ESCC) Risk policies define how we create long-term value while managing those risks. Our
policies cover Oil & Gas, Power Generation & Transmission, Mining & Metals and Soft Commodities. For example, financing is prohibited for project-related
financing for Coal-fired power plants (CFPP) projects worldwide and we will only work with new clients with CFPPs to provide specific financing for renewable
energy projects.
2021 compared to 2020
In 2021, our key reputational risks continued to lie in our response to the Covid-19 pandemic. To manage this, we regularly and proactively shared information
with key external stakeholders on the numerous actions we took to support customers, colleagues and communities over the course of the year. Particular areas
of external focus included our participation in the UK Government's Coronavirus Loan Schemes for businesses, our support for customers facing financial
difficulties and our ability to provide daily services from the branch network, contact centres and our online platforms.
We also worked to minimise the reputational impact of operational resilience issues, including the significant system outage we experienced in May 2021,
through timely, clear and transparent communication with customers and stakeholders. 
Our Reputational Risk Forum continued to meet regularly to discuss our emerging and material risks, bringing together senior representatives from across the
business, alongside the use of our formal Reputational Risk Register. This ensured that reputational risk is a leading consideration with the ERCC and the Board
Responsible Banking Committee. This maintains the visibility and discussion of reputational risk issues at Board level.
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MODEL RISK
Models typically analyse data to look for relationships, formulating a methodology with a set of assumptions and parameters. Generally, we consider a model to
be any method that relies on assumptions to produce estimates of uncertain outcomes. Our key model risks arise from weaknesses and limitations in our models,
or the incorrect use of a model. They include risks stemming from model data, systems, development, performance and governance. The most material models
we use help us calculate our regulatory capital and credit losses, and perform stress tests. Increased regulatory standards influence how we manage and control
model risk.
Model risk management
Description
Risk appetite
We express our model risk appetite through risk assessments of our key risk models. The Board is asked to agree this at least annually.
Risk measurement
We consider both the percentage of models that have been independently assessed, and the outcome of those reviews, in how we measure
model risk. All models have several assumptions and in general the more limitations we have for those assumptions, the higher the levels of
uncertainty and therefore model risk.
Risk mitigation
We mitigate model risk through controls over how we use models throughout their life. We maintain a central model inventory that includes
data on owners, uses and model limitations. We assess how important each model is to our business, and we track and resolve actions from
independent reviews. We also maintain a clear approval path for new models and changes to existing models.
Risk monitoring and
reporting
We report model risks and issues using management and control forums. We escalate issues to the ERCC when needed, or if our risk appetite
is breached or showing adverse trends that could lead to future issues.
2021 compared to 2020
We maintain a risk-based approach to management and control. For example, we focus our model monitoring and independent model reviews on our more
material models, such as those for credit losses or those with specific regulatory standards defined.
We have started to assess in more detail the impacts of Covid-19 on our models. This is now possible given that we have nearly two years of data available. For
the most part models continue to perform in line with expectations, with more minor adjustments required in those areas where models are looking at a shorter
time horizon.
A significant portion of 2021 development and implementation time was geared towards regulatory models focusing on capital adequacy. These models have
been updated to ensure compliance with regulatory technical standards published by various banking regulators. This trend will continue over the next 2 years in
line with supervisory plans and expectations.
The methodology teams also worked on new models for IFRS 9 reporting, with a focus on residential real estate and commercial lending. The new models are
designed to be easier to run and improve the overall control environment. They will also enable us to eliminate some long-standing post model adjustments
required to account for limitations in prior models.
Changes to models resulting from the cessation of LIBOR completed in line with plans. All model updates were governed in line with the complexity of change
and the materiality of underlying models. This meant changes to models in all areas of the bank, for example traded market risk, non-traded market risk, credit
risk and pension risk.
During 2021 there was also a focus on models used to help support the Bank of England climate change stress test. These were new types of models with much
lengthier forecast horizons. There is an expectation of further work in this area over the coming years.
We have updated our toolsets to help manage and control model risk, implementing a good quality piece of software that supports the end-to-end model risk
lifecycle. The new tool provides a register for all models and their uses, new automated reporting capabilities and governance workflow. The tool is already
accessed by over 100 users across Santander UK and has full traceability to support any internal or external audits.
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Financial statements
Contents
Audit report
Primary financial statements
Consolidated Income Statement
Consolidated Statement of Comprehensive Income
Consolidated Balance Sheet
Consolidated Cash Flow Statement
Consolidated Statement of Changes in Equity
Company Balance Sheet
Company Cash Flow Statements
Company Statement of Changes in Equity
Notes to the financial statements
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Independent auditors’ report to the members of
Santander UK plc
Report on the audit of the financial statements
Opinion
In our opinion, Santander UK plc’s group financial statements and company financial statements (the “financial statements”):
give a true and fair view of the state of the group’s and of the company’s affairs as at 31 December 2021 and of the group’s and company’s profit and the
group’s and company’s cash flows for the year then ended;
have been properly prepared in accordance with UK-adopted international accounting standards; and
have been prepared in accordance with the requirements of the Companies Act 2006.
We have audited the financial statements, included within the Annual Report, which comprise: the Consolidated and Company Balance Sheets as at 31 December
2021; the Consolidated Income Statement and Consolidated Statement of Comprehensive Income; Consolidated and Company Cash Flow Statements;
Consolidated and Company Statements of Changes in Equity for the year then ended; and the notes to the financial statements, which include a description of the
significant accounting policies.
Our opinion is consistent with our reporting to the Board Audit Committee.
Separate opinion in relation to IFRSs as issued by the IASB
As explained in note 1 to the financial statements, the group, in addition to applying UK-adopted international accounting standards, has also applied international
financial reporting standards (IFRSs) as issued by the International Accounting Standards Board (IASB).
In our opinion, the group financial statements have been properly prepared in accordance with IFRSs as issued by the IASB.
Basis for opinion
We conducted our audit in accordance with International Standards on Auditing (UK) (“ISAs (UK)”) and applicable law. Our responsibilities under ISAs (UK) are
further described in the Auditors’ responsibilities for the audit of the financial statements section of our report. We believe that the audit evidence we have
obtained is sufficient and appropriate to provide a basis for our opinion.
Independence
We remained independent of the group in accordance with the ethical requirements that are relevant to our audit of the financial statements in the UK, which
includes the FRC’s Ethical Standard, as applicable to listed public interest entities, and we have fulfilled our other ethical responsibilities in accordance with these
requirements.
To the best of our knowledge and belief, we declare that non-audit services prohibited by the FRC’s Ethical Standard were not provided.
Other than those disclosed in note 7 to the financial statements, we have provided no non-audit services to the company or its controlled undertakings in the
period under audit.
Our audit approach
Context
This is the first year that it has been my responsibility to form this opinion on behalf of PricewaterhouseCoopers LLP (PwC). PwC was first appointed on 31 March
2016 in relation to that year’s audit. In addition to forming this opinion, in this report we have also provided information on how we approached the audit, how it
changed from the previous year and details of the significant discussions that we had with the Board Audit Committee (BAC). We approached our audit by
determining what would be considered to be material to the users of the financial statements. Given the continued impact of Covid-19, substantially all of our
interactions were undertaken virtually, including those between the engagement team, Board members and management. Similarly, substantially all of our audit
testing was performed remotely.
Overview
Audit scope
The scope of our audit and the nature, timing and extent of audit procedures performed were determined by our risk assessment, the financial significance of
components and other qualitative factors (including history of misstatement through fraud or error).
We performed audit procedures over components considered to be financially significant in the context of the group (full scope audit) or in the context of
individual primary statement account balances (audit of specific account balances).
As set out in Note 2 to the financial statements, the group changed its operating segments in 2021, following the transfer of the Corporate and Investment
Banking and a change in the reporting structure for Retail Banking. The new segments are Retail Banking, Consumer Finance, Corporate & Commercial Banking
and Corporate Centre. We structured our audit procedures in line with the operating segments.
Our audit plan was discussed with the BAC in June 2021 and updates were provided to the Committee at later stages of the audit. We executed the planned
approach and concluded based on the results of our testing ensuring that sufficient audit evidence had been obtained to support our opinion. We discussed our
approach and the results of our audit with the BAC. We also discussed the key audit matters with the BAC at the conclusion of the audit.
Key audit matters
Expected credit loss allowance for loans and advances to customers (group and parent)
Valuation of defined benefit pension surplus (group and parent)
Impairment assessment of goodwill (group and parent)
Legal and regulatory matters (group and parent)
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Materiality
Overall group materiality: £59 million (2020: £57 million) based on 3% of adjusted profit before tax (2020: 5% of the adjusted average profit before tax for the
last three years).
Overall company materiality: £50 million (2020: £50 million) based on 4% of adjusted profit before tax (2020: 5% of the adjusted average profit before tax for
the last three years).
Performance materiality: £44 million (2020: £43 million) (group) and £37 million (2020: £38 million) (company).
The scope of our audit
As part of designing our audit, we determined materiality and assessed the risks of material misstatement in the financial statements.
Key audit matters
Key audit matters are those matters that, in the auditors’ professional judgement, were of most significance in the audit of the financial statements of the current
period and include the most significant assessed risks of material misstatement (whether or not due to fraud) identified by the auditors, including those which
had the greatest effect on: the overall audit strategy; the allocation of resources in the audit; and directing the efforts of the engagement team. These matters,
and any comments we make on the results of our procedures thereon, were addressed in the context of our audit of the financial statements as a whole, and in
forming our opinion thereon, and we do not provide a separate opinion on these matters.
This is not a complete list of all risks identified by our audit.
We have added the valuation of illiquid pension assets to the key audit matter which covers the defined benefit pension surplus (group). The impact of COVID-19
(group and parent), which was a key audit matter last year, is no longer included as a key audit matter because we deem our consideration of this matter to be
adequately captured by our other key audit matters and  not to represent an area of increased audit attention in its own right. Otherwise, the key audit matters
below are consistent with last year.
Expected credit loss allowance for loans and advances to customers
(group and parent)
Refer to the Board Audit Committee Chair’s report, note 1 (Accounting Policies and
Critical Accounting Estimates) and note 13 (Loans and Advances to customers).
Impairment allowances represent management’s best estimate of expected credit loss
(ECL) within each portfolio at the balance sheet date. The identification and the
determination of allowances is inherently judgemental. The significant risks relate to
residential mortgage loans within Retail Banking and the corporate loans within
Corporate & Commercial Banking. Under IFRS 9 management is required to determine
ECLs that are expected to occur based on possible default events over a 12 month period
or the remaining life of the asset, depending on the categorisation of the individual asset.
This categorisation is determined by an assessment of whether there has been a
significant increase in credit risk (SICR) of the borrower since loan origination. It is also
necessary to consider the impact of different future macroeconomic conditions in the
determination of ECLs. Management uses a number of models and post model
adjustments (PMAs) to achieve compliance with the requirements of IFRS 9. The
determination of ECLs is complex and a number of significant judgements are involved in
the estimation process.
The COVID-19 pandemic and the UK leaving the EU has impacted many individuals and
businesses and their ability to operate normally. There continues to be significant
uncertainty regarding the path to recovery and the impact on the ability of borrowers to
repay. In response, management introduced two significant PMAs in 2020 which remain
in place for 2021 year end:
A PMA related to SICR to move certain corporate loans from Stage 1 to Stage 2; and
A PMA to identify a proportion of corporate loans that are unlikely to repay and should
be moved from Stage 2 to Stage 3;
Given that further economic uncertainty exists, particularly in relation to high inflation,
management introduced the following significant PMA in 2021:
A PMA to recognise the affordability pressures on mortgage customers.
We consider the following judgements and assumptions used in the determination of
the modelled ECL for the residential mortgage and corporate loan portfolios to be
significant:
The determination of forward looking macroeconomic scenarios and the probability
weights applied to ECLs associated with each scenario;
The determination of internal credit ratings in corporate loan portfolios due to the
uncertainty over the future performance of corporate borrowers in the current
environment; and
The completeness and appropriateness of PMAs to address data and model
limitations.
In the corporate loan portfolios, individual impairment assessments are performed for
credit impaired loans and advances which are categorised as Stage 3. Judgement is
required to estimate the level of any allowance. Our focus was on the principal
judgements applied by management in estimating impairment allowances such as the
valuation of collateral, forecast cash flows and the reasonableness of the probability
weighting of expected likely outcomes.
Testing of key management controls
We understood and evaluated the design of the key controls over the determination of
ECLs and tested their operating effectiveness. These controls included:
Model performance monitoring controls, including testing model estimates against
actual outcomes;
The Credit Risk Provisions Forum's review and approval of significant judgements,
estimates and the assessment of ECL modelled outputs.
Review and approval of periodically assessed risk ratings for individual corporate
borrowers; and
Review and approval of the key judgements used to calculate ECLs on individually
assessed corporate loans including the valuation of collateral and probability
weighting of likely outcomes.
We noted no significant exceptions in the design or operating effectiveness of the above
controls. In addition, we performed the substantive procedures described below.
Forward looking economic scenarios and scenario probability weightings
We used our economics and credit risk modelling experts to critically assess the
reasonableness of the multiple economic scenarios and scenario probability weightings
adopted by management. We considered external economic data and consensus
forecasts and whether management’s forecasts appropriately reflected the possible
economic consequences of the  pandemic, the UK leaving the EU and high inflation, and
different possible paths that the pandemic could take.
As part of our testing of the scenario probability weightings, we considered the inferred
GDP ‘time to recovery’ for each scenario based on historical distribution and  made a
comparison to other external consensus forecasts. We observed that generally the group
assigns a slightly lower weighting to a slower recovery than the historical distribution
would imply. We concluded that this is broadly consistent with external forecasts and
reflects the unique nature of the current economic crisis.
Management made updates to the scenario weightings in response to the improving UK
economic outlook as a result of the successful vaccination programmes and the lifting of
social restrictions. However the weighting applied continues to recognise the
uncertainties posed by new COVID variants, the impact of the UK leaving the EU and high
inflation. We found that the change to scenario weights appropriately captured the
economic uncertainty created by these three factors.
Similarly, we challenged the use of a very severe COVID-19 stress scenario, which
reflects a prolonged shock to UK GDP, resulting in a permanent hit to potential output.
We found the selection of this scenario appropriate in the context of the range of
scenarios selected and the probability weightings assigned to this scenario. 
Overall, we concluded that management’s scenarios and associated weights were
reasonable.
Key audit matter
How our audit addressed the key audit matter
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Internal credit ratings for corporate borrowers
For a sample of loan ratings. We obtained management’s internal credit rating
assessments and, supported by our credit expert’s independent analysis, tested whether
the ratings were in accordance with the bank's ratings framework, including whether the
assessment took account of the impacts of the current economic circumstances.
Post model adjustments (PMAs)
We considered whether management had identified PMAs where risks were not
captured in the modelled loss allowances, and whether appropriate methodologies were
applied in their calculation. This included PMAs in place to address modelling and
operational limitations highlighted by the economic conditions caused by the pandemic,
the UK leaving the EU and high inflation.
Corporate PMAs
Corporate loan PMAs were used to address the risk that corporate default indicators
were not sufficiently captured on a timely basis by the internal risk ratings or the model,
and therefore stage 2 and 3 loans may be understated. The PMAs seek to identify
customers and sectors at higher risk and transfer these loans to stage 2 or 3.
We critically assessed management’s PMA methodologies and sector analysis used by
management in the calculations. We used our economics and restructuring experts to
provide input on sector risks.
Where customers were transferred into stage 2, management applied a downward
rating adjustment to better align ratings and ECL coverage with the existing Stage 2
portfolio. We tested this by assessing the rating changes typically seen when customers
are moved into stage 2, recalculating coverage ratios in the PMA population and existing
Stage 2 book, and sensitising the impact of credit risk downgrades to ensure the
magnitude of downgrade applied by management was appropriate. We also tested the
accuracy of calculations for the ECL impact of these changes.
For the customers transferred into stage 3, we challenged whether the methodology
was appropriate for determining which customers have defaulted but not yet been
identified. We developed independent alternative methodologies, and assessed the
impact on ECL.
We tested the accuracy of management's calculation of both PMAs.
Retail PMAs
We critically assessed management's PMA methodologies including the key judgements
and assumptions used in the PMAs for the Retail portfolios. In particular, we challenged
the appropriateness of PMAs:
Used to address data limitations in the mortgages model and estimate the provision
for accounts that are interest only, Buy-to-Let or in long-term arrears.
Introduced to assess the impact of affordability pressures on mortgage customers.
We also challenged the completeness of PMAs, specifically management's decision to
not introduce a PMA to address the affordability pressures for customers in the
unsecured portfolios
We tested the accuracy of management's calculation of the PMAs. Overall, we were
satisfied with the PMAs included in the estimate of ECL.
Individually assessed cases
For a sample of credit impaired loans, we evaluated the specific circumstances of the
borrower, including the latest developments, scenarios and weightings assigned for
measuring the impairment provision, and whether key judgements were appropriate.
We re-performed management’s impairment calculations and tested key inputs. We
tested the valuation of collateral held and challenged management on subjective
estimates and assumptions. Where applicable, we engaged our real estate experts to
critically assess the collateral valuation. We also compared gains and losses realised
when a loan is sold or exited to the existing provision.
Based on the procedures performed and the evidence obtained, we found management’s
judgements used in the determination of the ECLs to be reasonable.
Key audit matter
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Valuation of defined benefit pension surplus (group and parent)
Refer to the Board Audit Committee Chair’s report, note 1 (Accounting Policies and
Critical Accounting Estimates), note 30 (Retirement Benefit Plans).
The group defined benefit pension scheme is in a net surplus position as at 31 December
2021. 
Defined benefit obligations:
The valuation of the defined benefit obligations of the Santander (UK) Group Pension
Scheme (the ‘Scheme’) is dependent on a number of assumptions, including the discount
rate, price inflation and life expectancy. Small changes in these assumptions can have a
material impact on the valuation due to the size and the duration of the pension
obligations. Management performs a review of the valuation methodology and
assumptions each year with the assistance of external experts.
During 2021, management moved to using section specific discount and inflation rates in
order to better reflect the duration and profile of each section of the scheme.
Additionally, mortality rates were updated to reflect the latest data for life expectancy.
The valuation of the defined benefit obligations is complex and judgemental and
therefore represents a key audit matter.
Illiquid pension assets:
The scheme assets consist of certain assets which are more difficult to value because
they are illiquid.
These illiquid assets are unquoted equities, unquoted corporate bonds and other assets
not quoted in active markets, as well as investments in property, infrastructure and
hedge funds. The valuation of these assets relies on unobservable data as they do not
have a readily available quoted price in an active market.
Directly held property is valued using a bespoke valuation method taking both the nature
of the properties and the tenancy schedules as inputs to derive the fair value.
Unquoted equities, unquoted corporate bonds and other assets not quoted in active
markets, as well as investments in property, infrastructure and hedge funds are illiquid.
Each fund is valued by the respective investment manager on either a Bid or Net Asset
Value (NAV) basis. Where there is a time lag between the NAV and the balance sheet
date, management adjusts the value of the assets for capital changes.
The lack of quoted observable prices and the bespoke valuation method for the individual
assets as well as the lagged valuation of the unquoted equities, unquoted corporate
bonds and other assets not quoted in active markets, as well as investments in property,
infrastructure and hedge funds, give rise to a high level of estimation uncertainty and
complexity in the valuation and therefore represent a key audit matter.
Testing of key management controls
We understood and evaluated the design and operating effectiveness of the key controls
over the determination of the significant  actuarial assumptions used in calculating the
valuation of future pension obligations and the valuation of the scheme’s illiquid assets.
These controls included:
Review and approval by the Pensions Committee of key methodologies and
assumptions;
Quarterly review and approval by management of the financial and demographic
assumptions based on the actuary’s report and other data inputs;
Management's lookback test that compares the funds' latest audited financial
statements against the unaudited NAV; and
Controls around the comparison of the valuation provided by the valuations manager
or management’s expert against the valuation provided by the custodian on a more
recent date.
We noted no significant exceptions in the design or operating effectiveness of the above
controls. We also performed the following substantive procedures:
Defined benefit obligations:
We engaged our actuarial experts to evaluate the judgements made by
management in determining the key financial and mortality assumptions used in
the calculation of the liability. We assessed the reasonableness of the
methodologies and assumptions adopted using our knowledge of market practice
and industry developments, PwC developed benchmarks and external market data. 
We used sensitivity analysis to determine the impact of alternative assumptions.                                                                                                                                                                                                                                                                                     
We considered the objectivity and competence of management’s actuarial expert.
We reviewed the expert’s IAS 19 report and discussed with the expert the methods
adopted to determine the valuation of the obligations. We confirmed our
understanding of the actuary's roll forward methodology used in determining the
accounting valuation.
Illiquid pension assets:
For direct property, we obtained the valuation report prepared by management's
expert and assessed the reasonableness of the methodology and key assumptions
used by the valuer, with the support of our auditors’ expert. We reviewed the
reasonableness of the valuation for a sample of properties with reference to the
prior year valuation.
For unquoted equities, unquoted corporate bonds and other assets not quoted in
active markets, as well as investments in property, infrastructure and hedge funds,
we obtained third-party confirmations directly from investment managers and
compared these against management’s reported value. We reperformed
management’s valuation calculation and compared our recalculation to the third-
party confirmations, and we understood and tested material capital changes in the
period between the valuation and the entity’s balance sheet date where there was a
time lag.
We assessed whether there is evidence which corroborates or contradicts the
valuation, such as agreeing NAV statements from investment managers to audited
fund financial statements where they were available, performing back testing of fair
values to any recent transactions and reviewing controls reports for the investment
managers where available.
We considered the objectivity and competence of management’s property valuation
expert and the investment managers.
Based on the evidence obtained, we found the valuation of the Scheme’s defined benefit
obligations and the valuation of the Scheme’s illiquid assets to be reasonable. We read
and assessed the disclosures made in the financial statements, including the disclosures
of the assumptions, and found them to be appropriate.
Key audit matter
How our audit addressed the key audit matter
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Impairment assessment of goodwill (group and parent)
Refer to the Board Audit Committee Chair’s report, note 1 (Accounting Policies and
Critical Accounting Estimates) and note 20 (Intangible Assets).
The group has a goodwill balance of £1.2bn at 31 December 2021 which relates to the
Personal Financial Services Cash Generating Unit (CGU) within Santander UK plc (SUK). 
The UK banking market continues to be impacted by economic uncertainty due to
COVID-19 pandemic. The carrying value of this asset is contingent upon future cash
flows, the value of which has been impacted by these developments. Management
performed an impairment assessment using a value in use methodology and concluded
that no impairment existed as at 31 December 2021.
The impairment assessment is complex and involves subjective assumptions. The
forecast cash flows, the discount rate and the terminal growth rate assumptions and the
method for determining the amount of regulatory capital and carrying value of the
Personal Financial Services CGU are judgemental.
Due to the magnitude of these balances and these judgements, this impairment
assessment represents a key audit matter. 
To address the risk of impairment of the goodwill relating to the Personal Financial
Services  CGU, we performed a number of audit procedures over the assessment
performed by management. We challenged and tested the reasonableness of
management's methodology and key assumptions. Our work included the following:
We tested the mathematical integrity of the impairment models.
We performed a comparison of the performance of SUK in recent years to the budgets
and 3 year plans for the equivalent periods to assess the accuracy of the budgeting
and forecasting process.
We engaged specialists to assist in the assessment of the reasonableness of the
methodology and certain key assumptions, for example, the determination of the
carrying value of the Personal Financial Services CGU, the amount of capital to be
retained in the business, the discount rate and the terminal growth rate.
We agreed the cash flow forecasts to the Board approved three-year plans and tested
the reasonableness of adjustments to the plans included in the value in use model.
We reviewed the forecasts, identified the key assumptions and assessed these for
reasonableness using our understanding of the group gathered from our audit work
and the market, external evidence and sensitivity analysis.
Based on the procedures performed and evidence obtained, we found management’s
conclusion that no impairment existed at 31 December 2021 to be appropriate. We
assessed the disclosures made in the financial statements. We are satisfied that these
disclosures are appropriate and in compliance with the accounting requirements.
Legal and regulatory matters (group and parent)
Refer to the Board Audit Committee Chair’s report, note 1 (Accounting Policies and
Critical Accounting Estimates), note 29 (Provisions), note 31 (Contingent Liabilities and
Commitments).
Included within Provisions is the group’s best estimate of the cost of present obligations
related to past events, including the impact of legal actions and regulatory
investigations. Significant judgement may be required when accounting for provisions,
including in determining whether a present obligation exists and in estimating the
probability and amount of any outflows. These judgements are based on the specific
facts available and often require specialist professional advice. There can be a wide range
of possible outcomes and uncertainties, particularly in relation to legal actions and
regulatory investigations. As a result it is often not possible to make reliable estimates of
the likelihood and amount of any potential outflows.
The key matters are a dispute with a third party in relation to liability for PPI redress in
respect of a specific portfolio, an investigation by German authorities into tax arbitrage
transactions and an enforcement action by a UK regulatory authority. 
The potential cost to the group of each of these matters is material. The assessment of
present obligations involves judgement and these matters are the subject of ongoing
monitoring by those charged with governance. As a result, the provisions and disclosures
in respect of these exposures represents a key audit matter.
We evaluated and challenged the provisioning methodologies and underlying
assumptions used by management.  Where no provision was made, we challenged
management’s conclusion in the context of the requirements of IAS 37 Provisions,
Contingent Liabilities and Contingent Assets.  Our work included:
We understood the risks facing the group, the status of the investigations and the
legal case.
We evaluated management’s assessment of the potential outcomes and associated
probabilities.
We reviewed reports provided to governance committees. We discussed the status of
the key matters with the Board Audit Committee.
We evaluated the advice received from management's external legal experts. We
held discussions with these experts to confirm our understanding of their views on
certain judgements applied by management and obtained a written confirmation of
the key facts and  status of each case.
We held discussions with an external regulator and reviewed correspondence with
that regulator. 
We considered market practice in dealing with similar matters.
Based on the procedures performed and evidence obtained, we found management’s
conclusions to be appropriate.
Given the uncertainty associated with the calculation of the provisions and the
contingent liabilities, we evaluated the disclosures made in the financial statements. In
particular, we focused on challenging management around whether the disclosures
were sufficiently clear in highlighting the uncertainties. We considered the completeness
of information disclosed, in particular where management concluded that it was not
possible to determine a possible loss reliably or that it was seriously prejudicial to
disclose certain information. We evaluated the disclosures against the requirements of
IAS 37. We found the disclosures to be appropriate.
Key audit matter
How our audit addressed the key audit matter
How we tailored the audit scope
We tailored the scope of our audit to ensure that we performed enough work to be able to give an opinion on the financial statements as a whole, taking into
account the structure of the group and the company, the accounting processes and controls, and the industry in which they operate.
The group comprises the company and a number of subsidiaries which predominantly operate within the UK.  The Company is the principal operating subsidiary
within the group. We considered which entities (“components”) required a full scope audit either due to being individually financially significant (defined as 15%
of adjusted profit before tax) or due to their risk characteristics, including a consideration of the history of misstatements due to fraud or error, in the context of
the group’s consolidated financial statements. We identified the significant audit risks and key audit matters and these all relate to the company. We concluded
that we should perform a full scope audit of the company. As previously mentioned, the group changed its operating segments in 2021. We structured our audit
procedures in line with these operating segments. Almost all of the audit work is undertaken by PwC UK engagement teams, led by the group audit partner.
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Santander UK plc    145
We then considered the components in the group that had either financially significant or unusual account balances which were required to be brought into
scope. Where this was the case, we performed specific audit procedures over these account balances. We adopted this approach for Santander Consumer (UK)
plc. Although the profit before tax of Santander Consumer (UK) plc is close to 15% of the group, taking into account the small proportion of the group's balance
sheet and the audit risks, we determined not to perform a full scope audit, consistent with the prior years.
Certain processes and controls supporting the group’s operations are also undertaken by Banco Santander S.A. in Spain, including the hosting and monitoring of
certain IT systems. Some audit procedures on group operations were performed by PwC Spain.
As part of the planning and execution of the audit, we worked closely with the PwC Consumer (UK) plc and PwC Spain auditors throughout the year to ensure that
the procedures performed on our behalf were sufficient for our purposes.  We reviewed the results of their work and held meetings with the auditors to discuss
their findings.
The procedures which we performed over the reporting units accounted for 94.0% of total operating income and 94.2% of total assets of the group.
Materiality
The scope of our audit was influenced by our application of materiality. We set certain quantitative thresholds for materiality. These, together with qualitative
considerations, helped us to determine the scope of our audit and the nature, timing and extent of our audit procedures on the individual financial statement line
items and disclosures and in evaluating the effect of misstatements, both individually and in aggregate on the financial statements as a whole.
Based on our professional judgement, we determined materiality for the financial statements as a whole as follows:
Financial statements - group
Financial statements - company
Overall
materiality
£59 million (2020: £57 million).
£50 million (2020: £50 million).
How we
determined it
3% of adjusted profit before tax (2020: 5% of the adjusted average profit before
tax for the last three years)
4% of adjusted profit before tax (2020: 5% of the adjusted average profit
before tax for the last three years)
Rationale for
benchmark
applied
We initially set materiality using a benchmark of forecasted profit before tax
(PBT), adjusted for certain non-recurring items, as these items do not reflect the
underlying business performance and are not expected to recur. PBT is a
primary measure used by the shareholder in assessing the performance of the
group and is a generally accepted benchmark for determining audit materiality.
In the prior year, we used a three years average PBT to adjust for the volatility in
profits caused by the global pandemic. However, in the current year as the
group’s profitability was forecast to return to pre global pandemic levels, we
deemed it appropriate to use the current year's forecasted adjusted PBT as our
benchmark.
As the full year results exceeded forecasts, we determined it appropriate to
maintain our overall materiality at the £59 million calculated in our audit plan,
which equates to 3% of the full year actual adjusted PBT.
We initially set materiality using a benchmark of forecasted profit before tax
(PBT), adjusted for certain non-recurring items, as these items do not reflect
the underlying business performance and are not expected to recur. PBT is a
primary measure used by the shareholder in assessing the performance of the
group and is a generally accepted benchmark for determining audit
materiality.
In the prior year, we used a three years average PBT to adjust for the volatility
in profits caused by the global pandemic. However, in the current year as the
group’s profitability was forecast to return to pre global pandemic levels, we
deemed it appropriate to use the current year's forecasted adjusted PBT as our
benchmark.
As the full year results exceeded forecasts, we determined it appropriate to
maintain our overall materiality at the £50 million calculated in our audit plan,
which equates to 4% of the full year actual adjusted PBT.
For each component in the scope of our group audit, we allocated a materiality that is less than our overall group materiality. The range of materiality allocated
across components was between £8 million and £50 million, based on the relative size of each in scope component and assessment of our audit risk. Certain
components were audited to a local statutory audit materiality that was also less than our overall group materiality.
We use performance materiality to reduce to an appropriately low level the probability that the aggregate of uncorrected and undetected misstatements exceeds
overall materiality. Specifically, we use performance materiality in determining the scope of our audit and the nature and extent of our testing of account
balances, classes of transactions and disclosures, for example in determining sample sizes. Our performance materiality was 75% (2020: 75%) of overall
materiality, amounting to £44 million (2020: £43 million) for the group financial statements and £37 million (2020: £38 million) for the company financial
statements.
In determining the performance materiality, we considered a number of factors - the history of misstatements, risk assessment and aggregation risk and the
effectiveness of controls - and concluded that an amount in the middle of our normal range was appropriate.
We agreed with the Board Audit Committee that we would report to them misstatements identified during our audit above £4 million (group audit) (2020: £4
million) and £4 million (company audit) (2020: £4 million) as well as misstatements below those amounts that, in our view, warranted reporting for qualitative
reasons.
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Santander UK plc    146
Conclusions relating to going concern
Our evaluation of the directors’ assessment of the group's and the company’s ability to continue to adopt the going concern basis of accounting included:
A risk assessment to identify factors that could impact the going concern basis of accounting, including the current and forecast financial performance, 
regulatory metrics and the sector in which the group operates;
Evaluation of the reasonableness of the group's three year plan, including testing the mathematical accuracy of the forecasts, testing key assumptions and a
sensitivity analysis using our understanding of the group and its financial and operating performance obtained during the course of our audit;
Review of the group's ICAAP and ILAAP, regulatory correspondence and reports provided to governance forums, and testing of the total capital resources and
liquidity financing facilities;
Evaluation of the results of stress testing performed by management; and
Reviewing the appropriateness of the disclosures in the Annual Report.
Based on the work we have performed, we have not identified any material uncertainties relating to events or conditions that, individually or collectively, may cast
significant doubt on the group's and the company’s ability to continue as a going concern for a period of at least twelve months from when the financial
statements are authorised for issue.
In auditing the financial statements, we have concluded that the directors’ use of the going concern basis of accounting in the preparation of the financial
statements is appropriate.
However, because not all future events or conditions can be predicted, this conclusion is not a guarantee as to the group's and the company's ability to continue as
a going concern.
In relation to the directors’ reporting on how they have applied the UK Corporate Governance Code, we have nothing material to add or draw attention to in
relation to the directors’ statement in the financial statements about whether the directors considered it appropriate to adopt the going concern basis of
accounting.
Our responsibilities and the responsibilities of the directors with respect to going concern are described in the relevant sections of this report.
Reporting on other information
The other information comprises all of the information in the Annual Report other than the financial statements and our auditors’ report thereon. The directors are
responsible for the other information. Our opinion on the financial statements does not cover the other information and, accordingly, we do not express an audit
opinion or, except to the extent otherwise explicitly stated in this report, any form of assurance thereon.
In connection with our audit of the financial statements, our responsibility is to read the other information and, in doing so, consider whether the other
information is materially inconsistent with the financial statements or our knowledge obtained in the audit, or otherwise appears to be materially misstated. If we
identify an apparent material inconsistency or material misstatement, we are required to perform procedures to conclude whether there is a material
misstatement of the financial statements or a material misstatement of the other information. If, based on the work we have performed, we conclude that there
is a material misstatement of this other information, we are required to report that fact. We have nothing to report based on these responsibilities.
With respect to the Strategic report and Directors' Report, we also considered whether the disclosures required by the UK Companies Act 2006 have been
included.
Based on our work undertaken in the course of the audit, the Companies Act 2006 requires us also to report certain opinions and matters as described below.
Strategic report and Directors' Report
In our opinion, based on the work undertaken in the course of the audit, the information given in the Strategic report and Directors' Report for the year ended 31
December 2021 is consistent with the financial statements and has been prepared in accordance with applicable legal requirements.
In light of the knowledge and understanding of the group and company and their environment obtained in the course of the audit, we did not identify any material
misstatements in the Strategic report and Directors' Report.
Corporate governance statement
ISAs (UK) require us to review the directors’ statements in relation to going concern, longer-term viability and that part of the corporate governance statement
relating to the company’s compliance with the provisions of the UK Corporate Governance Code, which the Listing Rules of the Financial Conduct Authority specify
for review by auditors of premium listed companies. Our additional responsibilities with respect to the corporate governance statement as other information are
described in the Reporting on other information section of this report.
Based on the work undertaken as part of our audit, we have concluded that each of the following elements of the corporate governance statement, included
within the Directors' report is materially consistent with the financial statements and our knowledge obtained during the audit, and we have nothing material to
add or draw attention to in relation to:
The directors’ confirmation that they have carried out a robust assessment of the emerging and principal risks;
The disclosures in the Annual Report that describe those principal risks, what procedures are in place to identify emerging risks and an explanation of how these
are being managed or mitigated;
The directors’ statement in the financial statements about whether they considered it appropriate to adopt the going concern basis of accounting in preparing
them, and their identification of any material uncertainties to the group’s and company’s ability to continue to do so over a period of at least twelve months
from the date of approval of the financial statements;
The directors’ explanation as to their assessment of the group's and company’s prospects, the period this assessment covers and why the period is appropriate;
and
The directors’ statement as to whether they have a reasonable expectation that the company will be able to continue in operation and meet its liabilities as they
fall due over the period of its assessment, including any related disclosures drawing attention to any necessary qualifications or assumptions.
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Santander UK plc    147
Our review of the directors’ statement regarding the longer-term viability of the group was substantially less in scope than an audit and only consisted of making
inquiries and considering the directors’ process supporting their statement; checking that the statement is in alignment with the relevant provisions of the UK
Corporate Governance Code; and considering whether the statement is consistent with the financial statements and our knowledge and understanding of the
group and company and their environment obtained in the course of the audit.
In addition, based on the work undertaken as part of our audit, we have concluded that each of the following elements of the corporate governance statement is
materially consistent with the financial statements and our knowledge obtained during the audit:
The directors’ statement that they consider the Annual Report, taken as a whole, is fair, balanced and understandable, and provides the information necessary
for the members to assess the group’s and company's position, performance, business model and strategy;
The section of the Annual Report that describes the review of effectiveness of risk management and internal control systems; and
The section of the Annual Report describing the work of the Board Audit Committee.
We have nothing to report in respect of our responsibility to report when the directors’ statement relating to the company’s compliance with the Code does not
properly disclose a departure from a relevant provision of the Code specified under the Listing Rules for review by the auditors.
Responsibilities for the financial statements and the audit
Responsibilities of the directors for the financial statements
As explained more fully in the Statement of the Directors' responsibilities, the directors are responsible for the preparation of the financial statements in
accordance with the applicable framework and for being satisfied that they give a true and fair view. The directors are also responsible for such internal control as
they determine is necessary to enable the preparation of financial statements that are free from material misstatement, whether due to fraud or error.
In preparing the financial statements, the directors are responsible for assessing the group’s and the company’s ability to continue as a going concern, disclosing,
as applicable, matters related to going concern and using the going concern basis of accounting unless the directors either intend to liquidate the group or the
company or to cease operations, or have no realistic alternative but to do so.
The directors are responsible for presenting and marking up the consolidated financial statements in compliance with the requirements set out in the Delegated
Regulation 2019/815 on European Single Electronic Format (“ESEF Regulation”).
Auditors’ responsibilities for the audit of the financial statements
Our objectives are to obtain reasonable assurance about whether the financial statements as a whole are free from material misstatement, whether due to fraud
or error, and to issue an auditors’ report that includes our opinion. Reasonable assurance is a high level of assurance, but is not a guarantee that an audit
conducted in accordance with ISAs (UK) will always detect a material misstatement when it exists. Misstatements can arise from fraud or error and are considered
material if, individually or in the aggregate, they could reasonably be expected to influence the economic decisions of users taken on the basis of these financial
statements.
Irregularities, including fraud, are instances of non-compliance with laws and regulations. We design procedures in line with our responsibilities, outlined above,
to detect material misstatements in respect of irregularities, including fraud. The extent to which our procedures are capable of detecting irregularities, including
fraud, is detailed below.
Based on our understanding of the group and industry, we identified that the principal risks of non-compliance with laws and regulations related to breaches of
banking laws and regulations such as, but not limited to, regulations relating to consumer credit and unethical and prohibited business practices, and we
considered the extent to which non-compliance might have a material effect on the financial statements. We also considered those laws and regulations that
have a direct impact on the financial statements such as the Companies Act 2006. We evaluated management’s incentives and opportunities for fraudulent
manipulation of the financial statements (including the risk of override of controls), and determined that the principal risks were related to management bias
through judgements and assumptions in significant accounting estimates. The group engagement team shared this risk assessment with the component auditors
so that they could include appropriate audit procedures in response to such risks in their work. Audit procedures performed by the group engagement team and/
or component auditors included:
Discussions with management, including the Chief Legal and Regulatory Officer, Internal Audit and those charged with governance in relation to known or
suspected instances of non-compliance with laws and regulation and fraud;
Evaluation of the completeness of matters identified by management which might impact financial reporting, including but not restricted to the procedures
below;
Evaluation and testing of the operating effectiveness of management’s entity level controls designed to prevent and detect irregularities, in particular their
code of conduct and whistleblowing helpline;
Assessment of matters reported on the group’s whistleblowing helpline and the results of management’s investigation of such matters;
Observing the effectiveness of key governance forums, reviewing management information presented and reviewing minutes of executive management
meetings;
Reviewing key correspondence with the Financial Conduct Authority and Prudential Regulation Authority and meeting with these regulators during the year;
Challenging assumptions and judgements made by management in their significant accounting estimates, in particular in relation to the expected credit loss
allowance for loans and advances to customers, legal and regulatory matters, the valuation of defined benefit pension surplus and the impairment assessment
of goodwill (see related key audit matters above);
Identifying and testing journal entries, in particular any journal entries posted by senior management and testing period end adjustments; and
Incorporated unpredictability into the nature, timing and/or extent of our testing.
There are inherent limitations in the audit procedures described above. We are less likely to become aware of instances of non-compliance with laws and
regulations that are not closely related to events and transactions reflected in the financial statements. Also, the risk of not detecting a material misstatement
due to fraud is higher than the risk of not detecting one resulting from error, as fraud may involve deliberate concealment by, for example, forgery or intentional
misrepresentations, or through collusion.
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Santander UK plc    148
Our audit testing might include testing complete populations of certain transactions and balances, possibly using data auditing techniques. However, it typically
involves selecting a limited number of items for testing, rather than testing complete populations. We will often seek to target particular items for testing based
on their size or risk characteristics. In other cases, we will use audit sampling to enable us to draw a conclusion about the population from which the sample is
selected.
A further description of our responsibilities for the audit of the financial statements is located on the FRC’s website at: www.frc.org.uk/auditorsresponsibilities.
This description forms part of our auditors’ report.
It is also our responsibility to assess whether the consolidated financial statements have been prepared, in all material respects, in compliance with the
requirements laid down in the ESEF Regulation.
Use of this report
This report, including the opinions, has been prepared for and only for the company’s members as a body in accordance with Chapter 3 of Part 16 of the
Companies Act 2006 and for no other purpose. We do not, in giving these opinions, accept or assume responsibility for any other purpose or to any other person
to whom this report is shown or into whose hands it may come save where expressly agreed by our prior consent in writing.
Other required reporting
Companies Act 2006 exception reporting
Under the Companies Act 2006 we are required to report to you if, in our opinion:
we have not obtained all the information and explanations we require for our audit; or
adequate accounting records have not been kept by the company, or returns adequate for our audit have not been received from branches not visited by us; or
certain disclosures of directors’ remuneration specified by law are not made; or
the company financial statements are not in agreement with the accounting records and returns.
We have no exceptions to report arising from this responsibility.
Report on other legal and regulatory requirements
We have checked the compliance of the consolidated financial statements of the Group as at 31 December 2021 with the relevant statutory requirements set out
in the ESEF Regulation that are applicable to financial statements. That is, for the Group:
The consolidated financial statements are prepared in a valid xHTML format;
The XBRL markup of the consolidated financial statements uses the core taxonomy and the common rules on markups specified in the ESEF regulation.
In our opinion, the consolidated financial statements of the Group as at 31 December 2021, identified as PTCQB104N23FMNK2RZ28-2021-12-31.zip, have been
prepared, in all material respects, in compliance with the requirements laid down in the ESEF Regulation.
Appointment
Following the recommendation of the Board Audit Committee, we were appointed by the members on 31 March 2016 to audit the financial statements for the
year ended 31 December 2016 and subsequent financial periods. The period of total uninterrupted engagement is 6 years, covering the years ended 31
December 2016 to 31 December 2021.
Other matter
Other Code provisions
The directors have prepared a corporate governance statement and requested that we review it as though the company were a premium listed company. Auditors
of premium listed companies are required to report when the directors’ statement relating to the company’s compliance with the Code does not properly disclose
a departure from a relevant provision of the Code specified, under the Listing Rules, for review by the auditors. We have nothing to report in respect of this
requirement.
Laura Needham (Senior Statutory Auditor)
for and on behalf of PricewaterhouseCoopers LLP
Chartered Accountants and Statutory Auditors
London
1 March 2022
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Santander UK plc    149
Consolidated Income Statement
For the years ended 31 December
2021
2020(1)
2019(1)
Notes
£m
£m
£m
Interest and similar income
3
4,762
5,031
5,817
Interest expense and similar charges
3
(813)
(1,643)
(2,593)
Net interest income
3,949
3,388
3,224
Fee and commission income
4
697
680
1,038
Fee and commission expense
4
(411)
(361)
(414)
Net fee and commission income
286
319
624
Other operating income
5
264
145
187
Total operating income
4,499
3,852
4,035
Operating expenses before credit impairment write-backs/losses, provisions and charges
6
(2,510)
(2,390)
(2,439)
Credit impairment write-backs/ (losses)
8
233
(638)
(199)
Provisions for other liabilities and charges
8
(377)
(264)
(426)
Total operating credit impairment write-backs/losses, provisions and charges
(144)
(902)
(625)
Profit from continuing operations before tax
1,845
560
971
Tax on profit from continuing operations
(492)
(121)
(268)
Profit from continuing operations after tax
1,353
439
703
Profit/(loss) from discontinued operations after tax
43
31
32
30
Profit after tax
1,384
471
733
Attributable to:
Equity holders of the parent
1,365
452
714
Non-controlling interests
34
19
19
19
Profit after tax
1,384
471
733
(1)Adjusted to reflect the presentation of discontinued operations as set out in Note 43.
The accompanying Notes to the Financial Statements form an integral part of these Consolidated Financial Statements.
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Santander UK plc    150
Consolidated Statement of Comprehensive Income
For the years ended 31 December
2021
2020
2019
£m
£m
£m
Profit after tax
1,384
471
733
Other comprehensive(expense)/income that may be reclassified to profit or loss subsequently:
Movement in fair value reserve (debt instruments):
Change in fair value
(111)
114
147
Income statement transfers
110
(107)
(147)
Taxation
(2)
(2)
(3)
5
Cash flow hedges:
Effective portion of changes in fair value
(873)
971
(857)
Income statement transfers
358
(809)
1,013
Taxation
141
(52)
(41)
(374)
110
115
Currency translation on foreign operations
(4)
Net other comprehensive (expense)/income that may be reclassified to profit or loss subsequently
(377)
115
111
Other comprehensive income/(expense) that will not be reclassified to profit or loss subsequently:
Pension remeasurement:
Change in fair value
1,264
(505)
(522)
Taxation
(419)
133
131
845
(372)
(391)
Own credit adjustment:
Change in fair value
(3)
(77)
Taxation
19
(3)
(58)
Net other comprehensive income/(expense) that will not be reclassified to profit or loss subsequently
845
(375)
(449)
Total other comprehensive income/(expense) net of tax
468
(260)
(338)
Total comprehensive income
1,852
211
395
Attributable to:
Equity holders of the parent
1,833
194
374
Non-controlling interests
19
17
21
Total comprehensive income
1,852
211
395
The accompanying Notes to the Financial Statements form an integral part of these Consolidated Financial Statements.
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Santander UK plc    151
Consolidated Balance Sheet
At 31 December
2021
2020
Notes
£m
£m
Assets
Cash and balances at central banks
48,139
41,250
Financial assets at fair value through profit or loss:
Derivative financial instruments
11
1,681
3,406
Other financial assets at fair value through profit or loss
12
185
208
Financial assets at amortised cost:
Loans and advances to customers
13
210,094
208,750
Loans and advances to banks
1,169
1,682
Reverse repurchase agreements – non trading
16
12,683
19,599
Other financial assets at amortised cost
17
506
1,163
Financial assets at fair value through other comprehensive income
18
5,851
8,950
Interests in other entities
19
201
172
Intangible assets
20
1,545
1,646
Property, plant and equipment
21
1,548
1,734
Current tax assets
347
264
Retirement benefit assets
30
1,572
495
Other assets
1,577
3,013
Total assets
287,098
292,332
Liabilities
Financial liabilities at fair value through profit or loss:
Derivative financial instruments
11
777
1,584
Other financial liabilities at fair value through profit or loss
22
803
1,434
Financial liabilities at amortised cost:
Deposits by customers
23
192,926
195,135
Deposits by banks
24
33,855
20,958
Repurchase agreements – non trading
25
11,718
15,848
Debt securities in issue
26
25,520
35,566
Subordinated liabilities
27
2,228
2,556
Other liabilities
28
2,189
2,337
Provisions
29
364
464
Deferred tax liabilities
579
111
Retirement benefit obligations
30
37
403
Total liabilities
270,996
276,396
Equity
Share capital
32
3,105
3,105
Share premium
32
5,620
5,620
Other equity instruments
33
2,191
2,191
Retained earnings
5,053
4,348
Other reserves
133
510
Total shareholders’ equity
16,102
15,774
Non-controlling interests
34
162
Total equity
16,102
15,936
Total liabilities and equity
287,098
292,332
The accompanying Notes to the Financial Statements form an integral part of these Consolidated Financial Statements.
The Financial Statements were approved and authorised for issue by the Board on1 March 2022 and signed on its behalf by:
Nathan Bostock
Madhukar Dayal
Chief Executive Officer
Chief Financial Officer
Company Registered Number: 2294747
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Santander UK plc    152
Consolidated Cash Flow Statement(1)
For the years ended 31 December
2021
2020
2019
£m
£m
£m
Cash flows from operating activities
Profit after tax
1,384
471
733
Adjustments for:
Non-cash items included in profit:
– Depreciation and amortisation
501
562
543
– Provisions for other liabilities and charges
381
273
441
– Impairment losses
(228)
672
239
– Corporation tax charge
504
134
279
– Other non-cash items
(147)
(267)
(439)
– Pension charge/(credit) for defined benefit pension schemes
38
38
35
1,049
1,412
1,098
Net change in operating assets and liabilities:
– Cash and balances at central banks
(64)
(147)
(71)
– Derivative assets
1,725
(90)
1,943
– Other financial assets at fair value through profit or loss
1,007
1,603
1,664
– Loans and advances to banks and customers
(971)
(2,654)
170
– Reverse repurchase agreements - non trading
7,024
3,924
(5,044)
– Other assets
324
(340)
247
– Deposits by banks and customers
10,735
19,977
641
– Repurchase agreements - non trading
(7,550)
(2,958)
5,943
– Derivative liabilities
(807)
136
79
– Other financial liabilities at fair value through profit or loss
(1,109)
(1,618)
(959)
– Debt securities in issue
(329)
(223)
(529)
– Other liabilities
(603)
(921)
(514)
9,382
16,689
3,570
Corporation taxes paid
(427)
(159)
(292)
Effects of exchange rate differences
(542)
410
(1,079)
Net cash flows from operating activities
10,846
18,823
4,030
Cash flows from investing activities
Purchase of property, plant and equipment and intangible assets
(613)
(373)
(505)
Proceeds from sale of property, plant and equipment and intangible assets
437
166
108
Purchase of financial assets at amortised cost and financial assets at FVOCI
(1,256)
(3,015)
(5,013)
Proceeds from sale and redemption of financial assets at amortised cost and financial assets at FVOCI
4,509
9,858
8,300
Net cash flows from investing activities
3,077
6,636
2,890
Cash flows from financing activities
Issue of other equity instruments
210
500
Issue of debt securities and subordinated notes
2,878
5,614
4,145
Issuance costs of debt securities and subordinated notes
(6)
(13)
(15)
Repayment of debt securities and subordinated notes
(11,914)
(12,037)
(7,969)
Repurchase of preference shares
(14)
Disposal of non-controlling interests
(181)
Repurchase of other equity instruments
(210)
(304)
Dividends paid on ordinary shares
(1,358)
(129)
(315)
Dividends paid on preference shares and other equity instruments
(147)
(148)
(142)
Dividends paid on non-controlling interests
(15)
(12)
Principal elements of lease payments
(25)
(45)
(54)
Net cash flows from financing activities
(10,753)
(6,773)
(4,180)
Change in cash and cash equivalents
3,170
18,686
2,740
Cash and cash equivalents at beginning of the year
47,682
28,951
26,264
Effects of exchange rate changes on cash and cash equivalents
(18)
45
(53)
Cash and cash equivalents at the end of the year
50,834
47,682
28,951
Cash and cash equivalents consist of:
Cash and balances at central banks
48,139
41,250
21,180
Less: regulatory minimum cash balances
(918)
(854)
(707)
47,221
40,396
20,473
Other cash equivalents: Loans and advances to banks - Non trading
1,074
1,435
1,995
Other cash equivalents: Reverse repurchase agreements
2,539
5,851
6,483
Cash and cash equivalents at the end of the year
50,834
47,682
28,951
(1) For more information on cash flows and amounts restated see Note 35.
The accompanying Notes to the Financial Statements form an integral part of these Consolidated Financial Statements.
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Santander UK plc    153
Consolidated Statement of Changes in Equity
For the years ended 31 December
Other reserves
Non-
controlling
interests
Share
capital
Share
premium
Other equity
instruments
Fair value
Cash flow
hedging
Currency
translation
Retained
earnings
Total
Total
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
3,105
5,620
2,191
28
481
1
4,348
15,774
162
15,936
Profit after tax
1,365
1,365
19
1,384
Other comprehensive (expense)/income, net of tax:
– Fair value reserve (debt instruments)
(3)
(3)
(3)
– Cash flow hedges
(374)
(374)
(374)
– Pension remeasurement
845
845
845
Total comprehensive income
(3)
(374)
2,210
1,833
19
1,852
Issue of other equity instruments
210
210
210
Repurchase of other equity instruments
(210)
(210)
(210)
Disposal of non-controlling interests
(181)
(181)
Dividends on ordinary shares
(1,358)
(1,358)
(1,358)
Dividends on preference shares and other equity
instruments
(147)
(147)
(147)
Dividends on non-controlling interests
Tax on non-controlling interests and other equity
instruments
At 31 December 2021
3,105
5,620
2,191
25
107
1
5,053
16,102
16,102
At 1 January 2020
3,105
5,620
2,191
23
371
1
4,546
15,857
160
16,017
Profit after tax
452
452
19
471
Other comprehensive income, net of tax:
– Fair value reserve (debt instruments)
5
5
5
– Cash flow hedges
110
110
110
– Pension remeasurement
(370)
(370)
(2)
(372)
– Own credit adjustment
(3)
(3)
(3)
Total comprehensive income
5
110
79
194
17
211
Dividends on ordinary shares
(129)
(129)
(129)
Dividends on preference shares and other equity
instruments
(148)
(148)
(148)
Dividends on non-controlling interests
(15)
(15)
At 31 December 2020
3,105
5,620
2,191
28
481
1
4,348
15,774
162
15,936
At 1 January 2019
3,119
5,620
1,991
23
256
5
4,744
15,758
151
15,909
Profit after tax
714
714
19
733
Other comprehensive income, net of tax:
– Cash flow hedges
115
115
115
– Pension remeasurement
(393)
(393)
2
(391)
– Own credit adjustment
(58)
(58)
(58)
– Currency translation on foreign operations
(4)
(4)
(4)
Total comprehensive income
115
(4)
263
374
21
395
Issue of other equity instruments
500
500
500
Repurchase of other equity instruments
(14)
(300)
(4)
(318)
(318)
Dividends on ordinary shares
(315)
(315)
(315)
Dividends on preference shares and other equity
instruments
(142)
(142)
(142)
Dividends on non-controlling interests
(12)
(12)
At 31 December 2019
3,105
5,620
2,191
23
371
1
4,546
15,857
160
16,017
The accompanying Notes to the Financial Statements form an integral part of these Consolidated Financial Statements.
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Santander UK plc    154
Company Balance Sheet
At 31 December
2021
2020
Notes
£m
£m
Assets
Cash and balances at central banks
48,139
41,250
Financial assets at fair value through profit or loss:
– Derivative financial instruments
11
1,875
3,568
– Other financial assets at fair value through profit or loss
12
94
101
Financial assets at amortised cost:
– Loans and advances to customers
13
222,861
227,217
– Loans and advances to banks
1,200
1,600
– Reverse repurchase agreements – non trading
16
12,683
19,599
– Other financial assets at amortised cost
17
2,090
5,251
Financial assets at fair value through other comprehensive income
18
5,833
8,929
Interests in other entities
19
1,247
1,248
Intangible assets
20
1,524
1,615
Property, plant and equipment
21
935
982
Current tax assets
9
445
354
Retirement benefit assets
30
1,572
481
Other assets
1,122
2,530
Total assets
301,620
314,725
Liabilities
Financial liabilities at fair value through profit or loss:
– Derivative financial instruments
11
1,242
2,748
– Other financial liabilities at fair value through profit or loss
22
804
1,434
Financial liabilities at amortised cost:
– Deposits by customers
23
205,034
216,075
– Deposits by banks
24
38,845
25,705
– Repurchase agreements – non trading
25
11,718
15,845
– Debt securities in issue
26
24,554
32,844
– Subordinated liabilities
27
2,233
2,586
Other liabilities
28
1,938
2,021
Provisions
29
364
460
Deferred tax liabilities
9
598
215
Retirement benefit obligations
30
37
403
Total liabilities
287,367
300,336
Equity
Share capital
32
3,105
3,105
Share premium
32
5,620
5,620
Other equity instruments
33
2,191
2,191
Retained earnings
3,303
3,177
Other reserves
34
296
Total shareholders’ equity
14,253
14,389
Total liabilities and equity
301,620
314,725
The accompanying Notes to the Financial Statements form an integral part of these Financial Statements.
The profit after tax of the Company attributable to shareholders was £786m (2020: £261m). As permitted by Section 408 of the UK Companies Act 2006, the
Company’s individual Income Statement has not been presented.
The Financial Statements were approved and authorised for issue by the Board on 1 March 2022 and signed on its behalf by:
Nathan Bostock
Madhukar Dayal
Chief Executive Officer
Chief Financial Officer
Company Registered Number: 2294747
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Santander UK plc    155
Company Cash Flow Statement
For the years ended 31 December
2021
2020
2019
£m
£m
£m
Cash flows from operating activities
Profit after tax
786
261
336
Adjustments for:
Non-cash items included in profit:
– Depreciation and amortisation
373
454
434
– Provisions for other liabilities and charges
385
264
433
– Impairment losses
(205)
609
239
– Corporation tax charge
327
117
248
– Other non-cash items
215
(238)
(686)
– Pension charge/(credit) for defined benefit pension schemes
29
26
23
1,124
1,232
691
Net change in operating assets and liabilities:
– Cash and balances at central banks
(64)
(147)
(71)
– Derivative assets
1,694
(66)
1,610
– Other financial assets at fair value through profit or loss
984
1,584
1,575
– Loans and advances to banks and customers
4,449
(3,100)
(10,818)
– Reverse repurchase agreements – non trading
7,024
3,924
(5,044)
– Other assets
475
(310)
1,765
– Deposits by banks and customers
2,160
18,689
2,484
– Repurchase agreements – non trading
(7,546)
(2,956)
5,937
– Derivative liabilities
(1,507)
397
(499)
– Other financial liabilities at fair value through profit or loss
(1,108)
(1,645)
(558)
– Debt securities in issue
(380)
(52)
(528)
– Other liabilities
(534)
(790)
(669)
5,647
15,528
(4,816)
Corporation taxes paid
(360)
(86)
(233)
Effects of exchange rate differences
(557)
430
(886)
Net cash flows from operating activities
6,640
17,365
(4,908)
Cash flows from investing activities
Purchase of property, plant and equipment and intangible assets
(327)
(184)
(236)
Proceeds from sale of property, plant and equipment and intangible assets
52
44
33
Purchase of financial assets at amortised cost and financial assets at FVOCI
(1,256)
(3,185)
(6,211)
Proceeds from sale and redemption of financial assets at amortised cost and financial assets at FVOCI
7,010
10,141
8,300
Net cash flows from investing activities
5,479
6,816
1,886
Cash flows from financing activities
Issue of other equity instruments
210
500
Issue of debt securities and subordinated notes
2,876
5,610
3,881
Issuance costs of debt securities and subordinated notes
(4)
(10)
(11)
Repayment of debt securities and subordinated notes
(10,282)
(10,782)
(6,315)
Repurchase of preference shares
(14)
Repurchase of other equity instruments
(210)
(304)
Dividends paid on ordinary shares
(1,358)
(129)
(315)
Dividends paid on preference shares and other equity instruments
(147)
(148)
(142)
Principal elements of lease payments
(23)
(43)
(53)
Net cash flows from financing activities
(8,938)
(5,502)
(2,773)
Change in cash and cash equivalents
3,181
18,679
(5,795)
Cash and cash equivalents at beginning of the year
47,671
28,947
34,792
Effects of exchange rate changes on cash and cash equivalents
(18)
45
(50)
Cash and cash equivalents at the end of the year
50,834
47,671
28,947
Cash and cash equivalents comprise of:
Cash and balances at central banks
48,139
41,250
21,180
Less: regulatory minimum cash balances
(918)
(854)
(707)
47,221
40,396
20,473
Other cash equivalents: Loans and advances to banks - Non trading
1,074
1,424
1,991
Other cash equivalents: Reverse repurchase agreements
2,539
5,851
6,483
Cash and cash equivalents at the end of the year
50,834
47,671
28,947
(1) For more information on cash flows and amounts restated see Note 35.
The accompanying Notes to the Financial Statements form an integral part of these Financial Statements.
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Santander UK plc    156
Company Statement of Changes in Equity
For the years ended 31 December
Other reserves
Share
capital
Share
premium
Other
equity
instruments
Fair value
Cash flow
hedging
Retained
earnings
Total
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
3,105
5,620
2,191
29
267
3,177
14,389
Profit after tax
786
786
Other comprehensive income, net of tax:
Fair value reserve (debt instruments)
(3)
(3)
Cash flow hedges
(259)
(259)
Pension remeasurement
844
844
Own credit adjustment
1
1
Total comprehensive income
(3)
(259)
1,631
1,369
Issue of other equity instruments
210
210
Repurchase of other equity instruments
(210)
(210)
Dividends on ordinary shares
(1,358)
(1,358)
Dividends on preference shares and other equity instruments
(147)
(147)
At 31 December 2021
3,105
5,620
2,191
26
8
3,303
14,253
At 1 January 2020
3,105
5,620
2,191
25
143
3,563
14,647
Profit after tax
261
261
Other comprehensive income, net of tax:
Fair value (debt instruments)
4
4
Cash flow hedges
124
124
Pension remeasurement
(367)
(367)
Own credit adjustment
(3)
(3)
Total comprehensive income
4
124
(109)
19
Dividends on ordinary shares
(129)
(129)
Dividends on preference shares and other equity instruments
(148)
(148)
At 31 December 2020
3,105
5,620
2,191
29
267
3,177
14,389
At 1 January 2019
3,119
5,620
1,991
25
(3)
4,144
14,896
Profit after tax
336
336
Other comprehensive income, net of tax:
Cash flow hedges
146
146
Pension remeasurement
(398)
(398)
Own credit adjustment
(58)
(58)
Total comprehensive income
146
(120)
26
Issue of other equity instruments
500
500
Repurchase of other equity instruments
(14)
(300)
(4)
(318)
Dividends on ordinary shares
(315)
(315)
Dividends on preference shares and other equity instruments
(142)
(142)
At 31 December 2019
3,105
5,620
2,191
25
143
3,563
14,647
The accompanying Notes to the Financial Statements form an integral part of these Financial Statements.
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Santander UK plc    157
1. ACCOUNTING POLICIES
These financial statements are prepared for Santander UK plc (the Company) and the Santander UK plc group (the Santander UK group) under the UK Companies
Act 2006. The principal activity of the Santander UK group is the provision of a wide range of banking and financial services to personal, business and corporate
customers. Santander UK plc is a public company, limited by shares and incorporated in England and Wales having a registered office at 2 Triton Square, Regent’s
Place, London, NW1 3AN, phone number 0870-607-6000. It is an operating company undertaking banking and financial services transactions.
Basis of preparation
These financial statements incorporate the financial statements of the Company and entities it controls (its subsidiaries) made up to 31 December each year. The
consolidated financial statements have been prepared on the going concern basis using the historical cost convention, except for financial assets and liabilities
that have been measured at fair value. An assessment of the appropriateness of the adoption of the going concern basis of accounting is disclosed in the
statement of going concern in the Directors’ report.
On 31 December 2020, International Financial Reporting Standards (IFRSs) as adopted by the European Union at that date were brought into UK law and became
UK-adopted International Accounting Standards (IAS), with future changes being subject to endorsement by the UK Endorsement Board. The Company and its
subsidiaries transitioned to UK-adopted IAS in its consolidated financial statements on 1 January 2021. This change constitutes a change in accounting
framework. Although there was a change in accounting framework, this change had no impact on recognition, measurement or disclosures in the periods
reported in these financial statements.
Compliance with International Financial Reporting Standards
The consolidated financial statements of the Santander UK group and the separate financial statements of the Company comply with UK-adopted IAS. The
financial statements are also prepared in accordance with IFRSs as issued by the International Accounting Standards Board (IASB), including interpretations issued
by the IFRS Interpretations Committee, as there are no applicable differences from IFRSs as issued by the IASB for the periods presented.
Disclosures required by IFRS 7 ‘Financial Instruments: Disclosure’ relating to the nature and extent of risks arising from financial instruments, and IAS 1
‘Presentation of Financial Statements’ relating to objectives, policies and processes for managing capital, can be found in the risk governance, credit risk, market
risk, liquidity risk and capital risk sections of the Risk review and are labelled as audited. Those disclosures form an integral part of these financial statements.
Climate change
Santander UK continues to develop its assessment of the potential impacts that climate change and the transition to a low carbon economy may have on the
assets and liabilities recognised and presented in its financial statements.
Santander UK is mindful of its responsibilities as a responsible lender and is focused on ways to meet the objectives of the Paris Agreement on climate change and
to support the UK’s transition to a climate-resilient, net zero economy.
Santander UK's current climate change strategy focuses on three main areas to achieve Banco Santander's ambition to reach net zero emissions by 2050:
1. Managing climate risks by integrating climate considerations into risk management frameworks, screening and stress testing our portfolio for climate related
financial risks, and setting risk appetites to help steer our portfolio in line with the Paris Agreement,
2. Supporting our customers’ transition by developing products and services that promote a reduction in CO2 emissions, and
3. Reducing emissions in our operations and supply chain by focusing on continuous improvement in our operations, and environmental and energy management
systems in accordance with ISO14001 and 15001, promoting responsible procurement practices and employee engagement.
Santander UK's current climate change strategy and its view of the risks associated with climate change and the transition to a low carbon economy are reflected
in its critical judgements and accounting estimates, although climate change risk did not have a significant impact at 31 December 2021, consistent with
management's assessment that climate change and the transition to a low carbon economy are not currently expected to have a meaningful impact on the
viability of the Santander UK group in the medium term.
At 31 December 2021, management specifically considered the potential impact of climate change and the transition to a low carbon economy on:
Loans and advances to customers (see Note 13 and the credit risk section of the Risk review). Some climate change risks arise due to the requirements of IFRS 9
and others relate to specific portfolios and sectors: 
ECL calculations are based on multiple forward-looking economic scenarios developed by management covering a period of five years, during which
timeframe climate change risks may crystallise.
For Mortgages in Retail Banking and Commercial Real Estate lending in Corporate & Commercial Banking, the value of property collateral might be affected
by physical impacts related to the frequency and scale of extreme weather events, such as flood and subsidence risk, or changing environmental
performance standards for property.
For automotive loans in Consumer Finance, the residual value of automotive vehicles might be impacted by diesel obsolescence and the transition to electric
vehicles.
For corporate lending in Corporate & Commercial Banking, certain sectors give rise to fossil fuel exposures, such as Oil & Gas, Mining & Extraction and Power
Generation.
Goodwill impairment assessment (see Note 20). Estimates underpinning the determination of whether or not goodwill balances are impaired are partly based
on forecast business performance beyond the time horizon for management's detailed plans.
Future changes to Santander UK's climate change strategy may impact Santander UK's critical judgements and accounting estimates and result in material
changes to financial results and the carrying values of certain assets and liabilities in future reporting periods.
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Accounting developments
Interest Rate Benchmark Reform
In 2019, the IASB issued ‘Interest Rate Benchmark Reform: Amendments to IFRS 9, IAS 39 and IFRS 7’. The Santander UK group applies IAS 39 hedge accounting so
the amendments to IFRS 9 do not apply. Although the IAS 39 and IFRS 7 amendments, which apply to all hedging relationships directly affected by uncertainties
related to interbank offered rate (IBOR) reform, became effective from 1 January 2020, following their endorsement, the Santander UK group early adopted those
amendments in the preparation of the financial statements for the year ended 31 December 2019. The exceptions given by the IAS 39 amendments meant that
IBOR reform had no impact on hedge relationships for affected hedges.
In 2020, the IASB issued ‘Interest Rate Benchmark Reform – Phase 2 - Amendments to IFRS 9, IAS 39, IFRS 7, IFRS 4 and IFRS 16’. These amendments apply only to
changes required by IBOR reform to financial instruments and hedging relationships. Although the amendments became effective from 1 January 2021 and are
applied retrospectively without restating comparative information, following their endorsement, the Santander UK group early adopted the amendments in the
preparation of the financial statements for the year ended 31 December 2020. The amendments address the accounting issues for financial instruments when
IBOR reform is implemented including providing a practical expedient for changes to contractual cash flows, giving relief from specific hedge accounting
requirements, and specifying a number of additional disclosures to enable users of financial statements to understand the effect of IBOR reform on an entity’s
financial instruments and risk management strategy.
Further details of the impact of these amendments on the financial statements for the year ended 31 December 2021 and the additional disclosures required are
provided in Note 43.
Other changes
The Santander UK group adopted IFRS 16 and amendments to IAS 12 in 2019, with the impact included in the statement of changes in equity for that year end.
Future developments
At 31 December 2021, for the Santander UK group, there were no significant new or revised standards and interpretations, and amendments thereto, which have
been issued but which are not yet effective, or which have otherwise not been early adopted where permitted.
Comparative information
As required by US public company reporting requirements, these financial statements include two years of comparative information for the consolidated income
statement, consolidated statement of comprehensive income, consolidated statement of changes in equity, consolidated statement of cash flows and related
notes.
Consolidation
a) Subsidiaries
The consolidated financial statements incorporate the financial statements of the Company and entities (including structured entities) controlled by it and its
subsidiaries. Control is achieved where the Company (i) has power over the investee; (ii) is exposed, or has rights, to variable returns from its involvement with the
investee; and (iii) has the ability to use its power to affect its returns. The Company reassesses whether or not it controls an investee if facts and circumstances
indicate that there are changes to one or more of the three elements of control listed above. When the Company has less than a majority of the voting rights of an
investee, it has power over the investee when the voting rights are sufficient to give it the practical ability to direct the relevant activities of the investee
unilaterally. The Company considers all relevant facts and circumstances in assessing whether or not the Company's voting rights in an investee are sufficient to
give it power, including:
The size of the Company's holding of voting rights relative to the size and dispersion of holdings of the other vote holders
Potential voting rights held by the Company, other vote holders or other parties
Rights arising from other contractual arrangements
Any additional facts and circumstances that indicate that the Company has, or does not have, the current ability to direct the relevant activities at the time that
decisions need to be made, including voting patterns at previous shareholders' meetings.
Consolidation of a subsidiary begins when the Company obtains control over the subsidiary and ceases when the Company loses control of the subsidiary.
Specifically, the results of a subsidiary acquired or disposed of during the year are included in the consolidated income statement and the consolidated statement
of comprehensive income from the date the Company gains control until the date the Company loses control. Inter-company transactions, balances and
unrealised gains on transactions between Santander UK group companies are eliminated; unrealised losses are also eliminated unless the cost cannot be
recovered.
The acquisition method of accounting is used to account for the acquisition of subsidiaries which meet the definition of a business. The cost of an acquisition is
measured at the fair value of the assets given up, shares issued or liabilities undertaken at the date of acquisition. Acquisition-related costs are expensed as
incurred. The excess of the cost of acquisition, as well as the fair value of any interest previously held, over the fair value of the Santander UK group’s share of the
identifiable net assets of the subsidiary at the date of acquisition is recorded as goodwill. When the Santander UK group loses control of a subsidiary, the profit or
loss on disposal is calculated as the difference between (i) the aggregate of the fair value of the consideration received and the fair value of any retained interest
and (ii) the previous carrying amount of the assets (including goodwill), less liabilities of the subsidiary and any non-controlling interests. Amounts previously
recognised in other comprehensive income in relation to the subsidiary are accounted for (i.e. reclassified to profit or loss or transferred directly to retained
earnings) in the same manner as would be required if the relevant assets or liabilities are disposed of. The fair value of any investment retained in a former
subsidiary at the date when control is lost is regarded as the fair value on initial recognition for subsequent accounting under IFRS 9 or, when applicable, the costs
on initial recognition of an investment in an associate or joint venture.
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Business combinations between entities under common control (i.e. fellow subsidiaries of Banco Santander SA, the ultimate parent) are outside the scope of IFRS
3 – ‘Business Combinations’, and there is no other guidance for such transactions under IFRS. The Santander UK group elects to account for business combinations
between entities under common control at their book values in the acquired entity by including the acquired entity’s results from the date of the business
combination and not restating comparatives. Reorganisations of entities within the Santander UK group are also accounted for at their book values.
Interests in subsidiaries are eliminated during the preparation of the consolidated financial statements. Interests in subsidiaries in the Company unconsolidated
financial statements are held at cost subject to impairment.
Credit protection entities established as part of significant risk transfer (SRT) transactions are not consolidated by the Santander UK group in cases where third
party investors have the exposure, or rights, to all of the variability of returns from the performance of the entities.
b) Joint ventures
Joint ventures are joint arrangements whereby the parties that have joint control of the arrangement have rights to its net assets. Joint control is the contractually
agreed sharing of control of an arrangement, which exists only when decisions about the relevant activities require unanimous consent of the parties sharing
control. Accounting policies of joint ventures have been aligned to the extent there are differences from the Santander UK group’s policies. Investments in joint
ventures are accounted for by the equity method of accounting and are initially recorded at cost and adjusted each year to reflect the Santander UK group’s share
of their post-acquisition results. When the Santander UK group's share of losses of a joint venture exceeds its interest in that joint venture, the Santander UK
group discontinues recognising its share of further losses. Further losses are recognised only to the extent that the Santander UK group has incurred legal or
constructive obligations or made payments on behalf of the joint venture..
Foreign currency translation
Items included in the financial statements of each entity in the Santander UK group are measured using the currency that best reflects the economic substance of
the underlying events and circumstances relevant to that entity (the functional currency). The consolidated financial statements are presented in sterling, which is
the functional currency of the Company.
Income statements and cash flows of foreign entities are translated into the Santander UK group’s presentation currency at average exchange rates for the year
and their balance sheets are translated at the exchange rates ruling on 31 December. Exchange differences on the translation of the net investment in foreign
entities are recognised in other comprehensive income. When a foreign entity is sold, such exchange differences are recognised in the income statement as part
of the gain or loss on sale.
Foreign currency transactions are translated into the functional currency of the entity involved at the exchange rates prevailing at the dates of the transactions.
Foreign exchange gains and losses resulting from the settlement of such transactions and from the translation of monetary assets and liabilities denominated in
foreign currencies are recognised in the income statement unless recognised in other comprehensive income in connection with a cash flow hedge. Non-
monetary items denominated in a foreign currency measured at historical cost are not retranslated. Exchange rate differences arising on non-monetary items
measured at fair value are recognised in the consolidated income statement except for differences arising on equity securities measured at fair value through
other comprehensive income (FVOCI), which are recognised in other comprehensive income.
Revenue recognition
a) Interest income and expense
Interest and similar income comprise interest income on financial assets measured at amortised cost, investments in debt instruments measured at FVOCI and
interest income on hedging derivatives. Interest expense and similar charges comprises interest expense on financial liabilities measured at amortised cost, and
interest expense on hedging derivatives. Interest income on financial assets measured at amortised cost, investments in debt instruments measured at FVOCI and
interest expense on financial liabilities other than those at fair value through profit or loss (FVTPL) is determined using the effective interest rate method.
The effective interest rate is the rate that discounts the estimated future cash payments or receipts over the expected life of the instrument or, when appropriate,
a shorter period, to the gross carrying amount of the financial asset (i.e. its amortised cost before any impairment allowance) or to the amortised cost of a
financial liability. When calculating the effective interest rate, the future cash flows are estimated after considering all the contractual terms of the instrument
excluding expected credit losses. The calculation includes all amounts paid or received by the Santander UK group that are an integral part of the overall return,
direct incremental transaction costs related to the acquisition, issue or disposal of the financial instrument and all other premiums or discounts.
Interest income is calculated by applying the effective interest rate to the gross carrying amount of financial assets, except for financial assets that have
subsequently become credit-impaired (i.e. Stage 3), for which interest revenue is calculated by applying the effective interest rate to their amortised cost (i.e. net
of the ECL provision). For more information on stage allocations of credit risk exposures, see ‘Significant increase in credit risk’ in the ‘Santander UK group level –
credit risk management’ section of the Risk review.
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b) Fee and commission income and expense
Fees and commissions that are not an integral part of the effective interest rate are recognised when the service is performed. Most fee and commission income
is recognised at a point in time. Certain commitment, upfront and management fees are recognised over time but are not material. For retail and corporate
products, fee and commission income consists principally of collection services fees, commission on foreign currencies, commission and other fees received from
retailers for processing credit card transactions, fees received from other credit card issuers for providing cash advances for their customers through the
Santander UK group’s branch and ATM networks, annual fees payable by credit card holders and fees for non-banking financial products.
For insurance products, fee and commission income consists principally of commissions and profit share arising from the sale of building and contents insurance
and life protection insurance. Commissions arising from the sale of buildings and contents insurance are recognised over the period of insurance cover, adjusted
to take account of cancelled policies. Profit share income from the sale of buildings and contents insurance which is not subject to any adjustment is recognised
when the profit share income is earned. Commissions and profit share arising from the sale of life protection insurance is subject to adjustment for cancellations
of policies within 3 years from inception.
Fee and commission income which forms an integral part of the effective interest rate of a financial instrument (for example certain loan commitment fees) is
recognised as an adjustment to the effective interest rate and recorded in ‘Interest income’.
c) Dividend income
Except for equity securities classified as trading assets or financial assets held at fair value through profit or loss, described below, dividend income is recognised
when the right to receive payment is established. This is the ex-dividend date for equity securities.
d) Other operating income
Other operating income includes all gains and losses from changes in the fair value of financial assets and liabilities held at fair value through profit or loss
(comprising financial assets and liabilities held for trading, trading derivatives and other financial assets and liabilities at fair value through profit or loss), together
with related interest income, expense, dividends, and changes in fair value of any derivatives managed in conjunction with these assets and liabilities. Changes in
fair value of derivatives in a fair value hedging relationship are also recognised in other operating income. Other operating income also includes income from
operating lease assets, and profits and losses arising on the sales of property, plant and equipment and subsidiary undertakings.
Borrowing costs
Borrowing costs directly attributable to the acquisition, construction, or production of qualifying assets, including computer software, which are assets that
necessarily take a substantial period of time to develop for their intended use, are added to the cost of those assets, until the assets are substantially ready for
their intended use. All other borrowing costs are recognised in profit or loss in the period in which they occur.
Pensions and other post-retirement benefits
a) Defined benefit schemes
A defined benefit scheme is a pension scheme that guarantees an amount of pension benefit to be provided, usually as a function of one or more factors such as
age, years of service or compensation. Pension costs are charged to ‘Administration expenses’, within the line item ‘Operating expenses before impairment losses,
provisions and charges’ with the net interest on the defined benefit asset or liability included within ‘Net interest income’ in the income statement. The asset or
liability recognised in respect of defined benefit pension schemes is the present value of the defined benefit obligation at the balance sheet date, less the fair
value of scheme assets. The defined benefit obligation is calculated annually by independent actuaries using the projected unit credit method. The assets of the
schemes are measured at their fair values at the balance sheet date.
The present value of the defined benefit obligation is estimated by projecting forward the growth in current accrued pension benefits to reflect inflation and
salary growth to the date of pension payment, then discounted to present value using the yield applicable to high-quality AA rated corporate bonds of the same
currency and which have terms to maturity closest to the terms of the scheme liabilities, adjusted where necessary to match those terms. In determining the
value of scheme liabilities, demographic and financial assumptions are made by management about life expectancy, inflation, discount rates, pension increases
and earnings growth, based on past experience and future expectations. Financial assumptions are based on market conditions at the balance sheet date and can
generally be derived objectively.
Demographic assumptions require a greater degree of estimation and judgement to be applied to externally derived data. Any surplus or deficit of scheme assets
over liabilities is recognised in the balance sheet as an asset (surplus) or liability (deficit). An asset is only recognised to the extent that the surplus can be
recovered through reduced contributions in the future or through refunds from the scheme. The income statement includes the net interest income/expense on
the net defined benefit liability/asset, current service cost and any past service cost and gain or loss on settlement. Remeasurement of defined benefit pension
schemes, including return on scheme assets (excludes amounts included in net interest), actuarial gains and losses (arising from changes in demographic
assumptions, the impact of scheme experience and changes in financial assumptions) and the effect of the changes to the asset ceiling (if applicable), are
recognised in other comprehensive income. Remeasurement recognised in other comprehensive income will not be reclassified to the income statement. Past
service costs are recognised as an expense in the income statement at the earlier of when the scheme amendment or curtailment occurs and when the related
restructuring costs or termination benefits are recognised. Curtailments include the impact of significant reductions in the number of employees covered by a
scheme, or amendments to the terms of the scheme so that a significant element of future service will no longer qualify for benefits or will qualify only for
reduced benefits. Curtailment gains and losses on businesses that meet the definition of discontinued operations are included in profit or loss for the year from
discontinued operations. Gains and losses on settlements are recognised when the settlement occurs.
b) Defined contribution plans
A defined contribution plan is a pension scheme under which the Santander UK group pays fixed contributions as they fall due into a separate entity (a fund). The
pension paid to the member at retirement is based on the amount in the separate fund for each member. The Santander UK group has no legal or constructive
obligations to pay further contributions into the fund to ‘top up’ benefits to a certain guaranteed level. The regular contributions constitute net periodic costs for
the year in which they are due and are included in staff costs within Operating expenses in the income statement.
c) Post-retirement medical benefit plans
Post-retirement medical benefit liabilities are determined using the projected unit credit method, with actuarial valuations updated at each year-end. The
expected benefit costs are accrued over the period of employment using an accounting methodology similar to that for the defined benefit pension scheme.
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Share-based payments
The Santander UK group engages in cash-settled and equity-settled share-based payment transactions in respect of services received from certain of its
employees. Shares of the Santander UK group’s parent, Banco Santander SA are purchased in the open market by the Santander UK group (for the Employee
Sharesave scheme) or are purchased by Banco Santander SA or another Banco Santander subsidiary (including awards granted under the Long-Term Incentive
Plan and the Deferred Shares Bonus Plan) to satisfy share options or awards as they vest.
Options granted under the Employee Sharesave scheme and awards granted under the Transformation Incentive Plan are accounted for as cash-settled share-
based payment transactions. Awards granted under the Long-Term Incentive Plan and Deferred Shares Bonus Plan are accounted for as equity-settled share-
based payment transactions.
The fair value of the services received is measured by reference to the fair value of the shares or share options initially on the date of the grant for both the cash
and equity settled share-based payments and then subsequently at each reporting date for the cash-settled share-based payments. The cost of the employee
services received in respect of the shares or share options granted is recognised in the income statement in administration expenses over the period that the
services are received i.e. the vesting period.
A liability equal to the portion of the services received is recognised at the fair value determined at each balance sheet date for cash-settled share-based
payments. A liability equal to the amount to be reimbursed to Banco Santander SA is recognised at the fair value determined at the grant date for equity-settled
share-based payments.
The fair value of the options granted under the Employee Sharesave scheme is determined using an option pricing model, which takes into account the exercise
price of the option, the current share price, the risk-free interest rate, the expected volatility of the Banco Santander SA share price over the life of the option and
the dividend growth rate. The fair value of the awards granted for the Long-Term Incentive Plan was determined at the grant date using an option pricing model,
which takes into account the share price at grant date, the risk-free interest rate, the expected volatility of the Banco Santander SA share price over the life of the
award and the dividend growth rate. Vesting conditions included in the terms of the grant are not taken into account in estimating fair value, except for those that
include terms related to market conditions. Non-market vesting conditions are taken into account by adjusting the number of shares or share options included in
the measurement of the cost of employee service so that, ultimately, the amount recognised in the income statement reflects the number of vested shares or
share options. Where vesting conditions are related to market conditions, the charges for the services received are recognised regardless of whether or not the
market–related vesting conditions are met, provided that the non-market vesting conditions are met.
Where an award has been modified, as a minimum, the expense of the original award continues to be recognised as if it had not been modified. Where the effect
of a modification is to increase the fair value of an award or increase the number of equity instruments, the incremental fair value of the award or incremental fair
value of the modification of the award is recognised in addition to the expense of the original grant, measured at the date of modification, over the modified
vesting period.
Cancellations in the vesting period are treated as an acceleration of vesting and recognised immediately for the amount that would otherwise have been
recognised for services over the vesting period.
Goodwill and other intangible assets
Goodwill represents the excess of the cost of an acquisition, as well as the fair value of any interest previously held, over the fair value of the share of the
identifiable net assets of the acquired subsidiary, associate, or business at the date of acquisition. Goodwill on the acquisition of subsidiaries and businesses is
included in intangible assets. Goodwill on acquisitions of associates is included as part of investment in associates. Goodwill is tested for impairment annually, or
more frequently when events or changes in circumstances dictate, and carried at cost less accumulated impairment losses. Gains and losses on the disposal of an
entity or business include the carrying amount of goodwill relating to the entity or business sold.
Other intangible assets are recognised if they arise from contractual or other legal rights or if they are capable of being separated or divided from Santander UK
and sold, transferred, licensed, rented or exchanged. The value of such intangible assets, where they are available for use, is amortised on a straight-line basis
over their useful economic life of three to seven years and the assets are reviewed annually for impairment indicators and tested for impairment where indicators
are present. Other intangible assets that are not yet available for use are tested for impairment annually or more frequently when events or changes in
circumstances dictate.
Software development costs are capitalised when they are direct costs associated with identifiable and unique software products that are expected to provide
future economic benefits and the cost of those products can be measured reliably. These costs include payroll, materials, services and directly attributable
overheads. Internally developed software meeting these criteria and externally purchased software are classified in intangible assets on the balance sheet and
amortised on a straight-line basis over their useful life of three to seven years, unless the software is an integral part of the related computer hardware, in which
case it is treated as property, plant and equipment as described below. Capitalisation of costs ceases when the software is capable of operating as intended. Costs
of maintaining software are expensed as incurred.
Property, plant and equipment
Property, plant and equipment include owner-occupied properties (including leasehold properties), office fixtures and equipment and computer software.
Property, plant and equipment also includes operating leases where the Santander UK group is the lessor and right-of-use assets where the Santander UK group
is the lessee, as described further in ‘Leases’ below. As lessor, the Santander UK group leases properties, vehicles and other equipment which are classified as
operating leases because they do not transfer substantially all of the risks and rewards incidental to ownership of the assets. Property, plant and equipment are
carried at cost less accumulated depreciation and accumulated impairment losses. A review for indications of impairment is carried out at each reporting date.
Gains and losses on disposal are determined by reference to the carrying amount and are reported in other operating income. Repairs and renewals are charged
to the income statement when the expenditure is incurred. Internally developed software meeting the criteria set out in ‘Goodwill and other intangible assets’
above and externally purchased software are classified in property, plant and equipment where the software is an integral part of the related computer hardware
(for example operating system of a computer). Classes of property, plant and equipment are depreciated on a straight-line basis over their useful life, as follows:
Owner-occupied properties
Not exceeding 50 years
Office fixtures and equipment
3 to 15 years
Computer software
3 to 7 years
Right-of-use assets (see ‘Leases – The Santander UK group as lessee’ below)
Shorter of the lease term or the useful life of the underlying asset
Depreciation is not charged on freehold land and assets under construction. Depreciation on operating lease assets where the Santander UK group is the lessor is
described in 'Leases' below.
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Financial instruments
a) Initial recognition and measurement
Financial assets and liabilities are initially recognised when the Santander UK group becomes a party to the contractual terms of the instrument. The Santander
UK group determines the classification of its financial assets and liabilities at initial recognition and measures a financial asset or financial liability at its fair value
plus or minus, in the case of a financial asset or financial liability not at FVTPL, transaction costs that are incremental and directly attributable to the acquisition or
issue of the financial asset or financial liability. Transaction costs of financial assets and financial liabilities carried at FVTPL are expensed in profit or loss.
Immediately after initial recognition, an expected credit loss (ECL) allowance is recognised for financial assets measured at amortised cost and investments in
debt instruments measured at FVOCI.
A regular way purchase is a purchase of a financial asset under a contract whose terms require delivery of the asset within the timeframe established generally by
regulation or convention in the marketplace concerned. Regular way purchases of financial assets classified as loans and receivables, issues of equity or financial
liabilities measured at amortised cost are recognised on settlement date; all other regular way purchases and issues are recognised on trade date.
b) Financial assets and liabilities
i) Classification and subsequent measurement
The Santander UK group classifies its financial assets in the measurement categories of amortised cost, FVOCI and FVTPL.
Financial assets and financial liabilities are classified as FVTPL where there is a requirement to do so or where they are otherwise designated at FVTPL on initial
recognition. Financial assets and financial liabilities which are required to be held at FVTPL include:
Financial assets and financial liabilities held for trading
Debt instruments that do not have solely payments of principal and interest (SPPI) characteristics. Otherwise, such instruments are measured at amortised cost
or FVOCI, and
Equity instruments that have not been designated as held at FVOCI.
Financial assets and financial liabilities are classified as held for trading if they are derivatives or if they are acquired or incurred principally for the purpose of
selling or repurchasing in the near-term, or form part of a portfolio of financial instruments that are managed together and for which there is evidence of short-
term profit taking.
In certain circumstances, other financial assets and financial liabilities are designated at FVTPL where this results in more relevant information. This may arise
because it significantly reduces a measurement inconsistency that would otherwise arise from measuring assets or liabilities or recognising the gains or losses on
them on a different basis, where the assets and liabilities are managed and their performance evaluated on a fair value basis or, in the case of financial liabilities,
where it contains one or more embedded derivatives which are not closely related to the host contract.
The classification and measurement requirements for financial asset debt and equity instruments and financial liabilities are set out below.
Financial assets: debt instruments
Debt instruments are those instruments that meet the definition of a financial liability from the issuer’s perspective, such as loans and government and corporate
bonds. Classification and subsequent measurement of debt instruments depend on the Santander UK group’s business model for managing the asset, and the
cash flow characteristics of the asset.
Business model
The business model reflects how the Santander UK group manages the assets in order to generate cash flows and, specifically, whether the Santander UK group’s
objective is solely to collect the contractual cash flows from the assets or is to collect both the contractual cash flows and cash flows arising from the sale of the
assets. If neither of these is applicable, such as where the financial assets are held for trading purposes, then the financial assets are classified as part of an ‘other’
business model and measured at FVTPL. Factors considered in determining the business model for a group of assets include past experience on how the cash
flows for these assets were collected, how the assets’ performance is evaluated and reported to key management personnel, and how risks are assessed and
managed.
SPPI
Where the business model is to hold assets to collect contractual cash flows or to collect contractual cash flows and sell, the Santander UK group assesses
whether the assets’ cash flows represent SPPI. In making this assessment, the Santander UK group considers whether the contractual cash flows are consistent
with a basic lending arrangement (i.e. interest includes only consideration for the time value of money, credit risk, other basic lending risks and a profit margin
that is consistent with a basic lending arrangement). Where the contractual terms introduce exposure to risk or volatility that is inconsistent with a basic lending
arrangement, the related asset is classified and measured at FVTPL.
Financial assets with embedded derivatives are considered in their entirety when determining whether their cash flows are SPPI.
Based on these factors, the Santander UK group classifies its debt instruments into one of the following measurement categories:
Amortised cost – Financial assets that are held for collection of contractual cash flows where those cash flows represent SPPI, and that are not designated at
FVTPL, are measured at amortised cost. The carrying amount of these assets is adjusted by any ECL recognised and measured as presented in Note 13. Interest
income from these financial assets is included in ‘Interest and similar income’ using the effective interest rate method. When estimates of future cash flows are
revised, the carrying amount of the respective financial assets or financial liabilities is adjusted to reflect the new estimate discounted using the original
effective interest rate. Any changes are recognised in the income statement.
FVOCI – Financial assets that are held for collection of contractual cash flows and for selling the assets, where the assets’ cash flows represent SPPI, and that
are not designated at FVTPL, are measured at FVOCI. Movements in the carrying amount are recognised in OCI, except for the recognition of impairment gains
or losses, interest revenue and foreign exchange gains and losses on the instrument’s amortised cost which are recognised in profit or loss. When the financial
asset is derecognised, the cumulative gain or loss previously recognised in OCI is reclassified from equity to profit or loss and recognised in ‘Other operating
income’. Interest income from these financial assets is included in ‘Interest and similar income’ using the effective interest rate method.
FVTPL – Financial assets that do not meet the criteria for amortised cost or FVOCI are measured at FVTPL. A gain or loss on a debt instrument that is
subsequently measured at FVTPL, including any debt instruments designated at fair value, is recognised in profit or loss and presented in the income statement
in ‘Other operating income’ in the period in which it arises.
The Santander UK group reclassifies financial assets when and only when its business model for managing those assets changes. The reclassification takes place
from the start of the first reporting period following the change. Such changes are expected to be very infrequent.
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Financial assets: equity instruments
Equity instruments are instruments that meet the definition of equity from the issuer’s perspective, being instruments that do not contain a contractual obligation
to pay cash and that evidence a residual interest in the issuer’s net assets. All equity investments are subsequently measured at FVTPL, except where
management has elected, at initial recognition, to irrevocably designate an equity investment at FVOCI. When this election is used, fair value gains and losses are
recognised in OCI and are not subsequently reclassified to profit or loss, including on disposal. ECLs (and reversal of ECLs) are not reported separately from other
changes in fair value. Dividends, when representing a return on such investments, continue to be recognised in profit or loss as other income when the right to
receive payments is established. Gains and losses on equity investments at FVTPL are included in ‘Other operating income’ in the income statement.
Financial liabilities
Financial liabilities are classified as subsequently measured at amortised cost, except for:
Financial liabilities at FVTPL: this classification is applied to derivatives and other financial liabilities designated as such at initial recognition. Gains or losses on
financial liabilities designated at FVTPL are presented partially in other comprehensive income (the amount of change in the fair value of the financial liability
that is attributable to changes in the credit risk of that liability) and partially in profit or loss (the remaining amount of change in the fair value of the liability)
Financial liabilities arising from the transfer of financial assets which did not qualify for derecognition, whereby a financial liability is recognised for the
consideration received for the transfer. In subsequent periods, the Santander UK group recognises any expense incurred on the financial liability, and
Financial guarantee contracts and loan commitments.
Contracts involving the receipt of cash on which customers receive an index-linked return are accounted for as equity index-linked deposits. The principal products
are Capital Guaranteed/Protected Products which give the customers a limited participation in the upside growth of an equity index. In the event the index falls in
price, a cash principal element is guaranteed/protected. The equity index-linked deposits contain embedded derivatives. These embedded derivatives, in
combination with the principal cash deposit element, are designed to replicate the investment performance profile tailored to the return agreed in the contracts
with customers. The cash principal element is accounted for as deposits by customers at amortised cost. The embedded derivatives are separated from the host
instrument and are separately accounted for as derivatives.
Sale and repurchase agreements (including stock borrowing and lending)
Securities sold subject to a commitment to repurchase them at a predetermined price (repos) under which substantially all the risks and rewards of ownership
are retained by the Santander UK group remain on the balance sheet and a liability is recorded in respect of the consideration received. Securities purchased under
commitments to resell (reverse repos) are not recognised on the balance sheet and the consideration paid is recorded as an asset. The difference between the
sale and repurchase price is treated as trading income in the income statement, except where the repo is not treated as part of the trading book, in which case the
difference is recorded in interest income or expense.
Securities lending and borrowing transactions are generally secured, with collateral in the form of securities or cash advanced or received. Securities lent or
borrowed are not reflected on the balance sheet. Collateral in the form of cash received or advanced is recorded as a deposit or a loan. Collateral in the form of
securities is not recognised.
Day One profit adjustments
The fair value of a financial instrument on initial recognition is generally its transaction price (that is, the fair value of the consideration given or received).
However, sometimes the fair value will be based on other observable current market transactions in the same instrument, without modification or repackaging,
or on a valuation technique whose variables include only data from observable markets, such as interest rate yield curves, option volatilities and currency rates.
When such evidence exists, the Santander UK group recognises a trading gain or loss at inception (Day One gain or loss), being the difference between the
transaction price and the fair value. When significant unobservable parameters are used, the entire Day One gain or loss is deferred and is recognised in the
income statement over the life of the transaction until the transaction matures, is closed out, the valuation inputs become observable or an offsetting transaction
is entered into.
ii) Impairment of debt instrument financial assets
The Santander UK group assesses on a forward-looking basis the ECL associated with its debt instrument assets carried at amortised cost and FVOCI and with the
exposure arising from financial guarantee contracts and loan commitments. The Santander UK group recognises a loss allowance for such losses at each
reporting date. The measurement of ECL reflects:
An unbiased and probability-weighted amount that is determined by evaluating a range of possible outcomes
The time value of money, and
Reasonable and supportable information that is available without undue cost or effort at the reporting date about past events, current conditions and forecasts
of future economic conditions.
Grouping of instruments for losses measured on a collective basis
We typically group instruments and assess them for impairment collectively where they share risk characteristics (as described in the Credit risk section of the
Risk review) using one or more statistical models. Where we have used internal capital or similar models as the basis for our ECL models, this typically results in a
large number of relatively small homogenous groups which are determined by the permutations of the underlying characteristics in the statistical models. We
calculate separate collective provisions for instruments in Stages 1, 2 and 3 where the instrument is not individually assessed, as described below.
Individually assessed impairments (IAIs)
We assess significant Stage 3 cases individually. We do this for Corporate & Commercial Banking cases, and CIB cases before its transfer, but not for Business
Banking cases in Retail Banking which we assess collectively. To calculate the estimated loss, we estimate the future cash flows under several scenarios each of
which uses case-specific factors and circumstances. We then probability-weight the net present value of the cash flows under each scenario to arrive at a
weighted average provision requirement. We update our assessment process every quarter and more frequently if there are changes in circumstances that might
affect the scenarios, cash flows or probabilities we apply.
For more on how ECL is calculated, see the Credit risk section of the Risk review.
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Write-off
For secured loans, a write-off is only made when all collection procedures have been exhausted and the security has been sold and/or a claim made on any
mortgage indemnity guarantee or other insurance. In the corporate loan portfolio, there may be occasions where a write-off occurs for other reasons, such as
following a consensual restructure or refinancing of the debt or where the debt is sold for strategic reasons into the secondary market at a value lower than its
face value.
There is no threshold based on past due status beyond which all secured loans are written off as there can be significant variations in the time needed to enforce
possession and sale of the security, especially due to the different legal frameworks that apply in different regions of the UK. For unsecured loans, a write-off is
only made when all internal avenues of collecting the debt have been exhausted. Where appropriate the debt is passed over to external collection agencies. A
past due threshold is applied to unsecured debt where accounts that are 180 days past due are written off unless there is a dispute awaiting resolution. Contact is
made with customers with the aim to achieve a realistic and sustainable repayment arrangement. Litigation and/or enforcement of security is usually carried out
only when the steps described above have been undertaken without success.
All write-offs are assessed / made on a case-by-case basis, taking account of the exposure at the date of write-off, after accounting for the value from any
collateral or insurance held against the loan. The exception to this is in cases where fraud has occurred, where the exposure is written off once investigations
have been completed and the probability of recovery is minimal. The time span between discovery and write-off will be short and may not result in an
impairment loss allowance being raised. The write-off policy is regularly reviewed. Write-offs are charged against previously established loss allowances.
Recoveries
Recoveries of credit impairment losses are not included in the impairment loss allowance but are taken to income and offset against credit impairment losses.
Recoveries of credit impairment losses are classified in the income statement as ‘Credit impairment losses’.
iii) Modifications of financial assets
The treatment of a renegotiation or modification of the contractual cash flows of a financial asset normally depends upon whether the renegotiation or
modification is due to financial difficulties of the borrower or for other commercial reasons.
Contractual modifications due to financial difficulties of the borrower: where the Santander UK group modifies the contractual conditions to enable the
borrower to fulfil their payment obligations, the asset is not derecognised. The gross carrying amount of the financial asset is recalculated as the present value
of the renegotiated/modified contractual cash flows that are discounted at the financial asset’s original EIR and any gain or loss arising from the modification is
recognised in the income statement.
Contractual modifications for other commercial reasons: an assessment is performed to determine whether the terms of the new agreement are substantially
different from the terms of the existing agreement, after considering changes in the cash flows arising from the modified terms and the overall instrument risk
profile. Where terms are substantially different, such modifications are treated as a new transaction resulting in derecognition of the original financial asset,
and the recognition of a ‘new’ financial asset with any difference between the carrying amount of the derecognised asset and the fair value of the new asset is
recognised in the income statement as a gain or loss on derecognition. Where terms are not substantially different, the carrying value of the financial asset is
adjusted to reflect the present value of modified cash flows discounted at the original EIR with any gain or loss arising from modification recognised
immediately in the income statement.
Any other contractual modifications, such as where a regulatory authority imposes a change in certain contractual terms or due to legal reasons, are assessed on
a case-by-case basis to establish whether or not the financial asset should be derecognised. For IBOR reform see Note 42.
iv) Derecognition other than on a modification
Financial assets are derecognised when the rights to receive cash flows have expired or the Santander UK group has transferred its contractual right to receive the
cash flows from the assets and either: (1) substantially all the risks and rewards of ownership have been transferred; or (2) the Santander UK group has neither
retained nor transferred substantially all of the risks and rewards but has transferred control.
Financial liabilities are derecognised when extinguished, cancelled or expired.
c) Financial guarantee contracts and loan commitments
Financial guarantee contracts are contracts that require the issuer to make specified payments to reimburse the holder for a loss it incurs because a specified
debtor fails to make payments when due, in accordance with the terms of a debt instrument. Such financial guarantees are given to banks, financial institutions
and others on behalf of customers to secure loans, overdrafts and other banking facilities.
Financial guarantee contracts are initially measured at fair value and subsequently measured at the higher of the amount of the loss allowance, and the premium
received on initial recognition less income recognised in accordance with the principles of IFRS 15. Loan commitments are measured as the amount of the loss
allowance (determined in accordance with IFRS 9 as described in Credit risk section of the Risk review). The Santander UK group has not provided any
commitment to provide loans at a below-market interest rate, or that can be settled net in cash or by delivering or issuing another financial instrument.
For financial guarantee contracts and loan commitments, the loss allowance is recognised as a provision and charged to credit impairment losses in the income
statement. The loss allowance in respect of revolving facilities is classified in loans and advances to customers to the extent of any drawn balances. The loss
allowance in respect of undrawn amounts is classified in provisions. When amounts are drawn, any related loss allowance is transferred from provisions to loans
and advances to customers.
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Derivative financial instruments (derivatives)
Derivatives are contracts or agreements whose value is derived from one or more underlying indices or asset values inherent in the contract or agreement, which
require no or little initial net investment and are settled at a future date. Transactions are undertaken in interest rate, cross currency, equity, residential property
and other index-related swaps, forwards, caps, floors, swaptions, as well as credit default and total return swaps, equity index contracts and exchange traded
interest rate futures, and equity index options.
Derivatives are held for risk management purposes. Derivatives are classified as held for trading unless they are designated as being in a hedge accounting
relationship. The Santander UK group chooses to designate certain derivatives as in a hedging relationship if they meet specific criteria, as further described in
‘Hedge accounting’ below.
Derivatives are recognised initially (on the date on which a derivative contract is entered into), and are subsequently remeasured, at their fair value. Fair values of
exchange-traded derivatives are obtained from quoted market prices. Fair values of over-the-counter derivatives are estimated using valuation techniques,
including discounted cash flow and option pricing models.
Certain derivatives may be embedded in hybrid contracts, such as the conversion option in a convertible bond. If the hybrid contract contains a host that is a
financial asset, then the Santander UK group assesses the entire contract as described in the financial asset section above for classification and measurement
purposes. Otherwise, embedded derivatives are treated as separate derivatives when their economic characteristics and risks are not closely related to those of
the host contract; the terms of the embedded derivative would meet the definition of a stand-alone derivative if they were contained in a separate contract; and
the combined contract is not held for trading or designated at fair value. These embedded derivatives are measured at fair value with changes in fair value
recognised in the income statement. Contracts containing embedded derivatives are not subsequently reassessed for separation unless either there has been a
change in the terms of the contract which significantly modifies the cash flows (in which case the contract is reassessed at the time of modification) or the
contract has been reclassified (in which case the contract is reassessed at the time of reclassification).
All derivatives are carried as assets when their fair value is positive and as liabilities when their fair value is negative, except where netting is permitted. The
method of recognising fair value gains and losses depends on whether derivatives are held for trading or are designated as hedging instruments and, if the latter,
the nature of the risks being hedged. Gains and losses from changes in the fair value of derivatives held for trading are recognised in the income statement and
included in Other operating income.
Offsetting financial assets and liabilities
Financial assets and liabilities including derivatives are offset and the net amount reported in the balance sheet when there is a legally enforceable right to set off
the recognised amounts and there is an intention to settle on a net basis or realise the asset and settle the liability simultaneously. The Santander UK group is
party to a number of arrangements, including master netting arrangements under industry standard agreements which facilitate netting of transactions in
jurisdictions where netting agreements are recognised and have legal force. The netting arrangements do not generally result in an offset of balance sheet assets
and liabilities for accounting purposes, as transactions are usually settled on a gross basis.
Hedge accounting
The Santander UK group applies hedge accounting to represent, to the maximum possible extent permitted under accounting standards, the economic effects of
its risk management strategies. Derivatives are used to hedge exposures to interest rates, exchange rates and certain indices such as retail price indices.
At the time a financial instrument is designated as a hedge (i.e. at the inception of the hedge), the Santander UK group formally documents the relationship
between the hedging instrument(s) and hedged item(s), its risk management objective and strategy for undertaking the hedge. The documentation includes the
identification of each hedging instrument and respective hedged item, the nature of the risk being hedged (including the benchmark interest rate being hedged in
a hedge of interest rate risk) and how the hedging instrument’s effectiveness in offsetting the exposure to changes in the hedged item’s fair value attributable to
the hedged risk is to be assessed. Accordingly, the Santander UK group formally assesses, both at the inception of the hedge and on an ongoing basis, whether the
hedging derivatives have been and will be highly effective in offsetting changes in the fair value attributable to the hedged risk during the period that the hedge is
designated. A hedge is normally regarded as highly effective if, at inception and throughout its life, the Santander UK group can expect, and actual results indicate,
that changes in the fair value or cash flow of the hedged items are effectively offset by changes in the fair value or cash flow of the hedging instrument. If at any
point it is concluded that it is no longer highly effective in achieving its documented objective, hedge accounting is discontinued.
Where derivatives are held for risk management purposes, and when transactions meet the required criteria for documentation and hedge effectiveness, the
derivatives may be designated as either: (i) hedges of the change in fair value of recognised assets or liabilities or firm commitments (fair value hedges); (ii)
hedges of the variability in highly probable future cash flows attributable to a recognised asset or liability, or a forecast transaction (cash flow hedges); or (iii) a
hedge of a net investment in a foreign operation (net investment hedges). The Santander UK group applies fair value and cash flow hedge accounting, but not
hedging of a net investment in a foreign operation.
a) Fair value hedge accounting
Changes in the fair value of derivatives that are designated and qualify as fair value hedges are recorded in the income statement, together with the changes in
the fair value of the hedged asset or liability that are attributable to the hedged risk. Where the hedged item is measured at amortised cost, the fair value changes
due to the hedged risk adjust the carrying amount of the hedged asset or liability. Changes in the fair value of portfolio hedged items are presented separately in
the consolidated balance sheet in macro hedge of interest rate risk and recognised in the income statement within other operating income. If the hedge no longer
meets the criteria for hedge accounting, changes in the fair value of the hedged item attributable to the hedged risk are no longer recognised in the income
statement. For fair value hedges of interest rate risk, the cumulative adjustment that has been made to the carrying amount of the hedged item is amortised to
the income statement using the effective interest method over the period to maturity. For portfolio hedged items, the cumulative adjustment is amortised to the
income statement using the straight-line method over the period to maturity.
b) Cash flow hedge accounting
The effective portion of changes in the fair value of qualifying cash flow hedges is recognised in other comprehensive income in the cash flow hedging reserve.
The gain or loss relating to the ineffective portion is recognised immediately in the income statement. Amounts accumulated in equity are reclassified to the
income statement in the periods in which the hedged item affects profit or loss. When a hedging instrument expires or is sold, or when a hedge no longer meets
the criteria for hedge accounting, any cumulative gain or loss existing in equity at that time remains in equity and is recognised in the income statement when the
forecast transaction is ultimately recognised in the income statement. When a forecast transaction is no longer expected to occur, the cumulative gain or loss that
was reported in equity is immediately transferred to the income statement. The Santander UK group is exposed to cash flow interest rate risk on its floating rate
assets, foreign currency risk on its fixed rate debt issuances denominated in foreign currency and equity price risk arises from the Santander UK group operating
the Employee Sharesave scheme. Cash flow hedging is used to hedge the variability in cash flows arising from these risks.
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Securitisation transactions
The Santander UK group has entered into arrangements where undertakings have issued mortgage-backed and other asset-backed securities or have entered
into funding arrangements with lenders in order to finance specific loans and advances to customers. The Santander UK group has also entered into synthetic
securitisation arrangements, as part of significant risk transfer (SRT) transactions to reduce its risk-weighted assets, where undertakings have issued credit-linked
notes and deposited the funds raised as collateral for credit protection in respect of specific loans and advances to customers. As the Santander UK group has
retained substantially all the risks and rewards of the underlying assets, such financial instruments continue to be recognised on the balance sheet, and a liability
recognised for the proceeds of the funding transaction, or in the case of SRT transactions, collateral deposited.
Impairment of non-financial assets
At each balance sheet date, or more frequently when events or changes in circumstances dictate, property plant and equipment (including operating lease assets)
and intangible assets (including goodwill) are assessed for indicators of impairment. If indications are present, these assets are subject to an impairment review.
The impairment review comprises a comparison of the carrying amount of the asset or cash generating unit with its recoverable amount: the higher of the asset’s
or cash-generating unit’s fair value less costs to sell and its value in use. The cash-generating unit represents the lowest level at which non-financial assets,
including goodwill, are monitored for internal management purposes and is not larger than an operating segment.
The fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the
measurement date. Value in use is calculated by discounting management’s expected future cash flows obtainable as a result of the asset’s continued use (after
making allowance for increases in regulatory capital requirements), including those resulting from its ultimate disposal, at a market-based discount rate on a pre-
tax basis. The recoverable amounts of goodwill have been based on value in use calculations.
The carrying values of property, plant and equipment, goodwill and other intangible assets are written down by the amount of any impairment and the loss is
recognised in the income statement in the period in which it occurs. A previously recognised impairment loss relating to property, plant and equipment may be
reversed in part or in full when a change in circumstances leads to a change in the estimates used to determine the property, plant and equipment’s recoverable
amount. The carrying amount of the property, plant and equipment will only be increased up to the amount that would have been had the original impairment
not been recognised. Impairment losses on goodwill are not reversed. For conducting goodwill impairment reviews, cash generating units are the lowest level at
which management monitors the return on investment on assets.
Leases
a) The Santander UK group as lessor
Operating lease assets are recorded at cost and depreciated over the life of the asset after taking into account anticipated residual value (RV). Operating lease
rental income and depreciation is recognised on a straight-line basis over the life of the asset. After initial recognition, residual values are reviewed regularly, and
any changes are recognised prospectively through remaining depreciation charges.
Amounts due from lessees under finance leases and hire purchase contracts are recorded as receivables at the amount of the Santander UK group’s net
investment in the leases. Finance lease income is allocated to accounting periods to reflect a constant periodic rate of return on the Santander UK group’s net
investment outstanding in respect of the leases and hire purchase contracts. A provision is recognised to reflect a reduction in any anticipated unguaranteed RV. A
provision is also recognised for voluntary termination of the contract by the customer, where appropriate.
b) The Santander UK group as lessee
The Santander UK group assesses whether a contract is or contains a lease at the inception of the contract and recognises a right-of-use (ROU) asset representing
its right to use the underlying leased asset and a lease liability representing its obligation to make lease payments for all leases, except for leases with a term of
12 months or less which are expensed in the income statement on a straight-line basis over the lease terms. Lease payments exclude irrecoverable VAT which is
expensed in the income statement as lease payments are made.
The lease liability, which is included in Other liabilities on the balance sheet, is initially measured at the present value of the lease payments that are not paid at
the commencement date, discounted using the incremental borrowing rate appropriate to the lease term. The lease liability is subsequently measured at
amortised cost using the effective interest rate method. Remeasurement of the lease liability occurs if there is a change in the lease payments (when a
corresponding adjustment is made to the ROU asset), the lease term or in the assessment of an option to purchase the underlying asset.
At inception, the ROU asset, which is included in Property, plant and equipment on the balance sheet, comprises the lease liability, initial direct costs and the
obligations to restore the asset, less any incentives granted by the lessor. The ROU asset is depreciated over the shorter of the lease term or the useful life of the
underlying asset and is reviewed for impairment as for owned assets. The obligation to restore the asset is included in Provisions on the balance sheet. These
provisions are reassessed on a semi-annual basis and will normally run off over the period of the leases concerned. Where a property is disposed of earlier than
anticipated, any remaining provision relating to that property is released.
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Income taxes, including deferred taxes
The tax expense represents the sum of the income tax currently payable and deferred income tax.
Income tax payable on profits, based on the applicable tax law in each jurisdiction, is recognised as an expense in the period in which profits arise. Taxable profit
differs from net profit as reported in the income statement because it excludes items of income or expense that are taxable or deductible in other years and it
further excludes items that are never taxable or deductible. The liability for current tax is calculated using tax rates that have been enacted or substantively
enacted by the balance sheet date. Current taxes associated with the repurchase of equity instruments are reported directly in equity.
A current tax liability for the current or prior period is measured at the amount expected to be paid to the tax authorities. Where the amount of the final tax liability
is uncertain or where a position is challenged by a taxation authority, the liability recognised is the most likely outcome. Where a most likely outcome cannot be
determined, a weighted average basis is applied.
Deferred income tax is the tax expected to be payable or recoverable on income tax losses available to carry forward and on temporary differences arising
between the tax bases of assets and liabilities and their carrying amounts in the consolidated financial statements and is accounted for using the balance sheet
liability method. Deferred tax liabilities are generally recognised for all taxable temporary differences and deferred tax assets are recognised to the extent that it is
probable that taxable profits will be available against which the assets may be utilised as they reverse. Such deferred tax liabilities are not recognised if the
temporary difference arises from the initial recognition of goodwill. Deferred tax assets and liabilities are not recognised from the initial recognition of other
assets (other than in a business combination) and liabilities in a transaction that affects neither the taxable profit nor the accounting profit.
Deferred tax is calculated at the tax rates that are expected to apply in the period when the liability is settled, or the asset is realised based on rates enacted or
substantively enacted at the balance sheet date. Deferred tax is charged or credited in the income statement, except when it relates to items recognised in other
comprehensive income or directly in equity, in which case the deferred tax is also recognised in other comprehensive income or directly in equity. Deferred tax
liabilities are recognised for taxable temporary differences arising on investments in subsidiaries except where the Santander UK group is able to control reversal
of the temporary difference and it is probable that it will not reverse in the foreseeable future. The Santander UK group reviews the carrying amount of deferred
tax assets at each balance sheet date and reduces it to the extent that it is no longer probable that sufficient taxable profits will be available to allow all or part of
the asset to be recovered.
Deferred tax relating to actuarial gains and losses on defined benefits is recognised in other comprehensive income. Deferred tax relating to fair value re-
measurements of financial instruments accounted for at FVOCI and cash flow hedging instruments is charged or credited directly to other comprehensive income
and is subsequently recognised in the income statement when the deferred fair value gain or loss is recognised in the income statement.
Deferred and current tax assets and liabilities are only offset when they arise in the same tax reporting group and where there is both the legal right and the
intention to settle on a net basis or to realise the asset and settle the liability simultaneously.
Cash and cash equivalents
For the purposes of the cash flow statement, cash and cash equivalents comprise balances with less than three months maturity from the date of acquisition,
including cash and non-restricted balances with central banks, treasury bills and other eligible bills, loans and advances to banks and short-term investments in
securities. Balances with central banks represent amounts held at the Bank of England as part of the Santander UK group’s liquidity management activities. In
addition, it includes certain minimum cash balances held for regulatory purposes required to be maintained with the Bank of England.
Provisions
Provisions are recognised for present obligations arising as consequences of past events where it is more likely than not that a transfer of economic benefits will
be necessary to settle the obligation, and it can be reliably estimated.
Customer remediation provisions are made for the estimated cost of making redress payments with respect to the past sales of products, using conclusions such
as the number of claims the number of those that will be upheld, the estimated average settlement per case and other related costs. Provision is made for the
anticipated cost of restructuring, including redundancy costs, when an obligation exists. An obligation exists when the Santander UK group has a detailed formal
plan for restructuring a business, has raised valid expectations in those affected by the restructuring, and has started to implement the plan or announce its main
features.
When a leasehold property ceases to be used in the business, provision is made where the unavoidable costs of the future obligations relating to the lease are
expected to exceed anticipated rental income. The net costs are discounted using market rates of interest to reflect the long-term nature of the cash flows.
Loan commitments are measured as the amount of the loss allowance, determined in line with IFRS 9 as set out in the Credit risk section of the Risk review.
Contingent liabilities are possible obligations whose existence will be confirmed only by certain future events or present obligations where the transfer of
economic benefit is uncertain or cannot be reliably measured. Contingent liabilities are not recognised but are disclosed unless they are remote.
Share capital
a) Share issue costs
Incremental external costs directly attributable to the issue of new shares are deducted from equity net of related income taxes.
b) Dividends
Dividends on ordinary shares are recognised in equity in the period in which the right to receive payment is established.
Discontinued operations
A discontinued operation is a component of the Santander UK group that has been disposed of or is classified as held for sale and that represents a separate major
line of business or geographical area of operations, is part of a single coordinated plan to dispose of such a line of business or area of operations, or is a subsidiary
acquired exclusively with a view to resale. The results of discontinued operations are presented separately in the income statement.
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CRITICAL JUDGEMENTS AND ACCOUNTING ESTIMATES
The preparation of the consolidated financial statements requires management to make judgements and accounting estimates that affect the reported amount
of assets and liabilities at the date of the consolidated financial statements and the reported amount of income and expenses during the reporting period.
Management evaluates its judgements and accounting estimates, which are based on historical experience and on various other factors that are believed to be
reasonable under the circumstances, on an ongoing basis. Actual results may differ from these accounting estimates under different assumptions or conditions.
In the course of preparing the consolidated financial statements, no significant judgements have been made in the process of applying the accounting policies,
other than those involving estimations about credit impairment losses, provisions and contingent liabilities, pensions and goodwill. Management have considered
the impact of Covid-19, climate change and the transition to a low carbon economy on critical judgements and accounting estimates.
The following accounting estimates, as well as the judgements inherent within them, are considered important to the portrayal of the Santander UK group’s
financial results and financial condition because: (i) they are highly susceptible to change from period to period as assumptions are made to calculate the
estimates, and (ii) any significant difference between the estimated amounts and actual amounts could have a material impact on the Santander UK group’s
future financial results and financial condition. In calculating each accounting estimate, a range of outcomes was calculated based principally on management’s
conclusions regarding the input assumptions relative to historical experience. The actual estimates were based on what management concluded to be the most
probable assumptions within the range of reasonably possible assumptions.
a) Credit impairment losses
The application of the ECL impairment methodology for calculating credit impairment allowances is highly susceptible to change from period to period. The
methodology requires management to make judgmental assumptions in determining the estimates. Any significant difference between the estimated amounts
and actual amounts could have a material impact on the future financial results and financial condition. The impact of Covid-19 continues to increase the
uncertainty around ECL impairment calculations and has required management to make additional judgements and accounting estimates that affect the amount
of assets and liabilities at the reporting date and the amount of income and expenses in the reporting period. The key additional judgements due to the impact of
Covid-19 continue to mainly reflect the increased uncertainty around forward-looking economic data and the need for additional post model adjustments.
Key judgements
Determining an appropriate definition of default
Establishing the criteria for a significant increase in credit risk (SICR) and, for corporate borrowers, internal credit risk rating
Determining appropriate post model adjustments
Assessing individual corporate Stage 3 exposures
Key estimates
Forward-looking multiple economic scenario assumptions
Probability weights assigned to multiple economic scenarios
For more on each of these key judgements and estimates, including the impact of Covid-19, climate change and the transition to a low carbon economy on them,
see 'Critical judgements and accounting estimates applied in calculating ECL' in the ‘Credit risk – credit risk management’ section of the Risk review.
Sensitivity of ECL allowance
For detailed disclosures, see 'Sensitivity of ECL allowance' in the ‘Credit risk – Santander UK group level – credit risk management’ section of the Risk review.
b) Provisions and contingent liabilities
Key judgements
Determining whether a present obligation exists
Assessing the likely outcome of future legal decisions
Key estimates
Probability, timing, nature and amount of any outflows that may arise from past events
Included in Litigation and other regulatory provisions in Note 29 are amounts in respect of management’s best estimates of liability relating to a legal dispute
regarding allocation of responsibility for a specific PPI portfolio of complaints, and Plevin related litigation. Note 31 provides disclosure relating to ongoing factual
issues and reviews that could impact the timing and amount of any outflows.
Note 31 Contingent liabilities and commitments' includes disclosure relating to an investigation in relation to the historical involvement of Santander UK plc,
Santander Financial Services plc and Cater Allen International Limited (all subsidiaries of Santander UK Group Holdings plc) in German dividend tax arbitrage
transactions, as well as an FCA civil regulatory investigation which commenced in July 2017 into our compliance with the Money Laundering Regulations 2007
and potential breaches of FCA principles and rules relating to anti-money laundering and financial crime systems and controls. It also includes disclosure relating
to certain leases in which current and former Santander UK group members were the lessor that are currently under review by HMRC in connection with claims
for tax allowances.
These judgements are based on the specific facts available and often require specialist professional advice. There can be a wide range of possible outcomes and
uncertainties, particularly in relation to legal actions, and regulatory and consumer credit matters. As a result, it is often not possible to make reliable estimates of
the likelihood and amount of any potential outflows, or to calculate any resulting sensitivities. For more on each of these key judgements and estimates, see
Notes 29 and 31.
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Santander UK plc    169
c) Pensions
The Santander UK group operates a number of defined benefit pension schemes as described in Note 30 and estimates their position as described in the
accounting policy ‘Pensions and other post retirement benefits’.
Key judgements
Setting the criteria for constructing the corporate bond yield curve used to determine the discount rate
Determining the methodology for setting the inflation assumption
Key estimates
Discount rate applied to future cash flows
Rate of price inflation
Expected lifetime of the schemes' members
Valuation of pension fund assets whose values are not based on market observable data
For more on each of these key judgements and estimates, including the impact of Covid-19 on them, see Note 30.
Sensitivity of defined benefit pension scheme estimates
For detailed disclosures see ‘Actuarial assumption sensitivities’ in Note 30.
The Scheme was invested in certain assets whose values are not based on market observable data, such as investments in private equity funds and property. Due
diligence has been conducted to ensure the values obtained in respect of these assets are appropriate and represent fair value. Given the nature of these
investments, we are unable to prepare sensitivities on how their values could vary as market conditions or other variables change.
d) Goodwill
The carrying amount of goodwill is based on the application of judgements including the basis of goodwill impairment calculation assumptions. Santander UK
undertakes an annual assessment to evaluate whether the carrying value of goodwill is impaired, carrying out this assessment more frequently if reviews identify
indicators of impairment or when events or changes in circumstances dictate.
Key judgements:
Determining the basis of goodwill impairment calculation assumptions, including management's planning assumptions considering
internal capital allocations needed to support Santander UK's strategy, current market conditions and the macro-economic outlook.
Key estimates:
Forecast cash flows for cash generating units, including estimated allocations of regulatory capital
Growth rate beyond initial cash flow projections
Discount rates which factor in risk-free rates and applicable risk premiums
All of these variables are subject to fluctuations in external market rates and economic conditions beyond management’s control
For more on each of these key judgements and estimates, see Note 20
Sensitivity of goodwill
For detailed disclosures, see ‘Sensitivities of key assumptions in calculating VIU’ in Note 20.
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2. SEGMENTS
Santander UK’s principal activity is financial services, mainly in the UK. The business is managed and reported on the basis of the following segments, which are
strategic business units that offer different products and services, have different customers and require different technology and marketing strategies.
Retail Banking consists of two business units, Homes and Everyday Banking. Homes provides prime UK mortgage lending to owner occupiers and buy-to-let
landlords with small portfolios. Everyday Banking provides banking services and unsecured lending to individuals and small businesses as well alongside
wealth management for high-net-worth clients.
Consumer Finance provides prime auto consumer financing for individuals, businesses, and automotive distribution networks.
Corporate & Commercial Banking provides banking products and services to SMEs, mid-sized and larger corporates, typically with annual turnovers of
between £2m and £500m as well as to Local Authorities and Housing Associations.
Corporate Centre provides treasury services for asset and liability management of our balance sheet, as well as management of non-core and legacy
portfolios.
Corporate and Investment Banking provided services to corporate clients with an annual turnover of £500m and above. Santander UK transferred a
significant part of the Corporate & Investment Banking business to the London branch of Banco Santander SA under a part VII banking business transfer
scheme which completed on 11 October 2021. The residual parts of the business have been wound down or transferred to other segments. At 31 December
2021, the Corporate & Investment Banking business met the requirements for presentation as discontinued operations. For more details, see Note 43.
Retail Banking delivers products through our omni-channel presence comprising branches, ATMs, telephony, digital and intermediary channels. Corporate and
Commerical Banking expertise is provided by relationship managers, product specialists and through digital and telephony channels, and cover clients' needs both
in the UK and overseas.
The segmental basis of presentation in this Annual Report has changed following a management review of our structure. Previously, Consumer Finance was
managed as part of Retail Banking.
The segmental data below is presented in a manner consistent with the internal reporting to the committee which is responsible for allocating resources and
assessing performance of the segments and has been identified as the chief operating decision maker. The segmental data is prepared on a statutory basis of
accounting, in line with the accounting policies set out in Note 1. Transactions between segments are on normal commercial terms and conditions. Internal
charges and internal UK transfer pricing adjustments are reflected in the results of each segment. Revenue sharing agreements are used to allocate external
customer revenues to a segment on a reasonable basis. Funds are ordinarily reallocated between segments, resulting in funding cost transfers disclosed in
operating income. Interest charged for these funds is based on Santander UK’s cost of wholesale funding. Interest income and interest expense have not been
reported separately. The majority of segment revenues are interest income in nature and net interest income is relied on primarily to assess segment
performance and to make decisions on the allocation of segment resources. 
Results by segment
Retail
Banking
Consumer
Finance
Corporate &
Commercial
Banking
Corporate &
Investment
Banking
Corporate
Centre
Total
2021
£m
£m
£m
£m
£m
£m
Net interest income/(expense)
3,356
233
401
(41)
3,949
Non-interest income
205
178
109
58
550
Total operating income
3,561
411
510
17
4,499
Operating expenses before credit impairment write-backs, provisions and charges
(1,701)
(163)
(365)
(281)
(2,510)
Credit impairment write-backs
98
33
91
11
233
Provisions for other liabilities and charges
(185)
4
(34)
(162)
(377)
Total operating credit impairment write-backs, provisions and charges
(87)
37
57
(151)
(144)
Profit/(loss) from continuing operations before tax
1,773
285
202
(415)
1,845
Revenue from external customers
4,010
489
553
(553)
4,499
Inter-segment revenue
(449)
(78)
(43)
570
Total operating income
3,561
411
510
17
4,499
Revenue from external customers includes the following fee and commission income
disaggregated by income type:(1)
Current account and debit card fees
428
50
478
Insurance, protection and investments
67
67
Credit cards
73
73
Non-banking and other fees(2)
2
10
62
5
79
Total fee and commission income
570
10
112
5
697
Fee and commission expense
(380)
(22)
(9)
(411)
Net fee and commission income/(expense)
190
10
90
(4)
286
Customer loans
183,023
4,984
16,997
2,284
207,288
Total assets(3)
190,629
8,873
16,997
70,599
287,098
Customer deposits
156,991
25,597
3,627
186,215
Total liabilities
157,622
1,173
25,613
86,588
270,996
Average number of full-time equivalent staff
16,149
670
2,281
528
76
19,704
(1)The disaggregation of fees and commission income as shown above is not included in reports provided to the chief operating decision maker but is provided to show the split by reportable segments.
(2)Non-banking and other fees include mortgages (except mortgage account fees), consumer finance, commitment commission, asset finance, invoice finance and trade finance.
(3)Includes customer loans, net of credit impairment loss allowances.
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Retail
Banking(5)
Consumer
Finance(5)
Corporate &
Commercial
Banking
Corporate &
Investment
Banking(4)
Corporate
Centre
Total
2020
£m
£m
£m
£m
£m
£m
Net interest income/(expense)
2,753
264
363
8
3,388
Non-interest income
245
127
94
(2)
464
Total operating income/(expense)
2,998
391
457
6
3,852
Operating expenses before credit impairment losses, provisions and charges
(1,792)
(166)
(324)
(108)
(2,390)
Credit impairment losses
(264)
(44)
(294)
(36)
(638)
Provisions for other liabilities and charges
(157)
(8)
(6)
(93)
(264)
Total operating credit impairment losses, provisions and charges
(421)
(52)
(300)
(129)
(902)
Profit/(loss) from continuing operations before tax
785
173
(167)
(231)
560
Revenue from external customers
3,669
501
549
(867)
3,852
Inter-segment revenue
(671)
(110)
(92)
873
Total operating income/(expense)
2,998
391
457
6
3,852
Revenue from external customers includes the following fee and commission income
disaggregated by income type:(1)
Current account and debit card fees
442
42
484
Insurance, protection and investments
65
65
Credit cards
66
66
Non-banking and other fees(2)
3
10
50
2
65
Total fee and commission income
576
10
92
2
680
Fee and commission expense
(335)
(22)
(4)
(361)
Net fee and commission income
241
10
70
(2)
319
Customer loans
175,380
8,025
17,626
2,784
3,196
207,011
Total assets(3)
183,154
11,143
17,626
2,784
77,625
292,332
Customer deposits
152,167
24,985
6,506
2,049
185,707
Total liabilities
152,687
2,397
25,011
6,517
89,784
276,396
Average number of full-time equivalent staff
18,198
640
2,405
716
39
21,998
2019
Net interest income
2,581
246
422
(25)
3,224
Non-interest income
531
155
109
16
811
Total operating income
3,112
401
531
(9)
4,035
Operating expenses before credit impairment losses, provisions and charges
(1,860)
(179)
(334)
(66)
(2,439)
Credit impairment (losses)/write-backs
(129)
(27)
(45)
2
(199)
Provisions for other liabilities and charges
(273)
(8)
(24)
(121)
(426)
Total operating credit impairment losses, provisions and (charges)/releases
(402)
(35)
(69)
(119)
(625)
Profit/(loss) from continuing operations before tax
850
187
128
(194)
971
Revenue from external customers
3,748
525
633
(871)
4,035
Inter-segment revenue
(636)
(124)
(102)
862
Total operating income
3,112
401
531
(9)
4,035
Revenue from external customers includes the following fee and commission income
disaggregated by income type:(1)
Current account and debit card fees
711
43
754
Insurance, protection and investments
69
69
Credit card fees
86
86
Non-banking and other fees(2)
33
13
65
18
129
Total fee and commission income
899
13
108
18
1,038
Fee and commission expense
(372)
(24)
(18)
(414)
Net fee and commission income
527
13
84
0
624
Customer loans
171,078
7,684
18,391
4,041
3,814
205,008
Total assets(3)
178,665
10,748
18,391
4,046
69,852
281,702
Customer deposits
142,735
20,546
6,102
2,332
171,715
Total liabilities
143,570
2,748
20,572
6,233
92,562
265,685
Average number of full-time equivalent staff
19,669
612
2,464
804
21
23,570
(1)The disaggregation of fees and commission income as shown above is not included in reports provided to the chief operating decision maker but is provided to show the split by reportable segments.
(2)Non-banking and other fees include mortgages (except mortgage account fees), consumer finance, commitment commission, asset finance, invoice finance and trade finance.
(3)Includes customer loans, net of credit impairment loss allowances.
(4)Restated to reflect the presentation of CIB as a discontinued operation, as set out in Note 43.
(5)      Restated to reflect the resegmentation of the Retail Banking segment into the Retail Banking and Consumer Finance segments described above.
Geographical information is not provided, as substantially all of Santander UK’s activities are in the UK.
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Santander UK plc    172
3. NET INTEREST INCOME
Group
2021
2020(3)
2019(3)
£m
£m
£m
Interest and similar income:
Loans and advances to customers(3)
4,619
4,745
5,130
Loans and advances to banks
52
49
137
Reverse repurchase agreements – non trading
35
118
244
Other
56
119
306
Total interest and similar income(1)
4,762
5,031
5,817
Interest expense and similar charges:
Deposits by customers
(430)
(1,011)
(1,540)
Deposits by banks
(25)
(28)
(102)
Repurchase agreements – non trading
(3)
(43)
(126)
Debt securities in issue
(252)
(440)
(678)
Subordinated liabilities
(92)
(111)
(137)
Other
(11)
(10)
(10)
Total interest expense and similar charges(2)
(813)
(1,643)
(2,593)
Net interest income
3,949
3,388
3,224
(1)This includes £22m (2020: £38m) of interest income on financial assets at FVOCI.
(2)This includes £317m (2020: £451m) of interest expense on derivatives hedging debt issuances and £3m (2020: £3m) of interest expense on lease liabilities.
(3)    Restated to reflect the presentation of discontinued operations, as set out in Note 43.
4. NET FEE AND COMMISSION INCOME
Group
2021
2020(2)
2019(2)
£m
£m
£m
Fee and commission income:
Current account and debit card fees
478
484
754
Insurance, protection and investments
67
65
69
Credit cards
73
66
86
Non-banking and other fees(1)
79
65
129
Total fee and commission income
697
680
1,038
Total fee and commission expense
(411)
(361)
(414)
Net fee and commission income
286
319
624
(1)    Non-banking and other fees include mortgages (except mortgage account fees), consumer finance, commitment commission, asset finance, invoice finance and trade finance.
(2)    Restated to reflect the presentation of discontinued operations, as set out in Note 43.
5.  OTHER OPERATING INCOME
Group
2021
2020(1)
2019(1)
£m
£m
£m
Net losses on financial instruments designated at fair value through profit or loss
(24)
(77)
(142)
Net gains on financial instruments mandatorily at fair value through profit or loss
(2)
46
70
Hedge ineffectiveness
13
20
8
Net profit on sale of financial assets at fair value through other comprehensive income
6
17
15
Income from operating lease assets
136
126
124
Other
135
13
112
264
145
187
(1)    Restated to reflect the presentation of discontinued operations, as set out in Note 43..
Assets and liabilities held at FVTPL, including derivatives, are predominantly used to provide customers with risk management solutions, and to manage and
hedge the Santander UK group’s own risks, and do not give rise to significant overall net gains/(losses) in the income statement.
'Net gains on financial instruments mandatorily at FVTPL' includes fair value losses of £15m (2020: gains of £89m, 2019: losses of £42m) on embedded
derivatives bifurcated from certain equity index-linked deposits, as described in the derivatives accounting policy in Note 1. The embedded derivatives are
economically hedged, the results of which are also included in this line item and amounted to gains of £15m (2020: losses of £88m, 2019: gains of £43m). As a
result, the net fair value movements recognised on the equity index-linked deposits and the related economic hedges were net gains of nil (2020: £1m, 2019:
£1m).
In 2019, ‘Net profit on sale of financial assets at FVOCI’ included additional consideration of £15m in connection with the 2017 Vocalink Holdings Limited
shareholding sale.
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Exchange rate differences recognised in the Consolidated Income Statement on items not at fair value through profit or loss were £242m income (2020: £751m
expense, 2019: £1,102m income) and are presented in the line ‘Other'. These are principally offset by related releases from the cash flow hedge reserve of
£358m expense (2020: £809m income, 2019: £1,013m expense) as set out in the Consolidated Statement of Comprehensive Income, which are also presented in
'Other’. Exchange rate differences on items measured at FVTPL are included in the line items relating to changes in fair value.
In 2021, the Santander UK group repurchased certain debt securities and subordinated liabilities as part of ongoing liability management exercises, resulting in a
loss of £1m ( 2020 loss of £24m, 2019: nil).
Other includes £73m of property gains from the sale of our London head office and branch properties.
6. OPERATING EXPENSES BEFORE CREDIT IMPAIRMENT LOSSES, PROVISIONS AND
CHARGES
Group
Company
31 December
2021
2020(1)
2019(1)
2021
2020(1)
2019(1)
£m
£m
£m
£m
£m
£m
Staff costs:
Wages and salaries
745
788
801
577
601
609
Performance-related payments
183
97
159
159
80
134
Social security costs
112
101
111
89
80
89
Pensions costs: – defined contribution plans
64
66
66
49
50
51
defined benefit plans(2)
38
38
35
29
26
23
Other share-based payments
Other personnel costs
41
33
40
38
30
35
1,183
1,123
1,212
941
867
941
Other administration expenses
826
706
684
977
880
865
Depreciation, amortisation and impairment
501
561
543
373
453
434
Total
2,510
2,390
2,439
2,291
2,200
2,240
(1) Adjusted to reflect the presentation of discontinued operations as set out in Note 43.
(2) Pension costs for defined benefit plans include £5m for curtailment as set out in Note 30.
Staff costs
’Performance-related payments’ include bonuses paid in cash and share awards granted under the arrangements described in Note 37. Included in this are equity-
settled share-based payments, none of which related to option-based schemes. These are disclosed in the table below as ‘Share awards’. Performance-related
payments above include amounts related to deferred performance awards as follows:
Costs recognised in 2021
Costs expected to be recognised in 2022 or later
Arising from
awards in
current year
Arising from
awards in prior
year
Total
Arising from
awards in
current year
Arising from
awards in prior
year
Total
£m
£m
£m
£m
£m
£m
Cash
3
5
8
9
6
15
Shares
3
5
8
8
6
14
6
10
16
17
12
29
The following table shows the amount of bonus awarded to employees for the performance year 2021. In the case of deferred cash and share awards, the final
amount paid to an employee is influenced by forfeiture provisions and any performance conditions to which these awards are subject. The deferred share award
amount is based on the fair value of these awards at the date of grant.
Expenses charged in the year
Expenses deferred to future periods
Total
2021
2020
2021
2020
2021
2020
£m
£m
£m
£m
£m
£m
Cash award – not deferred
156
77
156
77
deferred
8
9
15
11
23
20
Shares award – not deferred
11
3
11
3
deferred
8
8
14
11
22
19
Total discretionary bonus
183
97
29
22
212
119
On 26 October 2018, the High Court handed down a judgement concluding that defined benefit schemes should equalise pension benefits for men and women in
relation to GMP and concluded on the methods that were appropriate. The estimated increase in liabilities at the date of the judgement was £40m and was based
on a number of assumptions and the actual impact may be different. This was reflected in the income statement and in the closing net accounting surplus of the
Scheme in 2018. The allowance included in the Scheme liabilities at 31 December 2021 decreased by £5m (2020: £5m, 2019: £5m) to £45m (2020: £50m, 2019:
£45m) to reflect the latest assumptions. This change was recognised in other comprehensive income. Work is being undertaken by the Trustee to implement
GMP equalisation.
‘Other share-based payments’ consist of options granted under the Employee Sharesave scheme which comprise the Santander UK group’s cash-settled share-
based payments. For more, see Note 37.
The average number of full-time equivalent staff was 19,704 (2020: 21,998, 2019: 23,570). For the Company, the average number of full-time equivalent staff
was 15,188 (2020: 16,530, 2019: 17,640).
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Depreciation, amortisation and impairment
In 2021, depreciation, amortisation and impairment included depreciation of £81m (2020: £92m, 2019: £103m) on operating lease assets (where the Santander
UK group is the lessor) with a net book value of £595m at 31 December 2021 (2020: £542m, 2019: £574m). It also included depreciation of £19m (2020:
£58m,2019: £60m) on right-of-use assets with a net book value of £118m at 31 December 2021 (2020: £100m, 2019: £152m).
'Other administration expenses' includes £23m (2020: £10m, 2019: £13m) expenses related to short-term leases.
In 2021, 'Depreciation, amortisation and impairment' included an impairment charge of £88m (2020:£0m) associated with branch and head office site closures
as part of the transformation programme. For more, see Note 21. For the Company, in 2021 impairment associated with the closure of branches and head office
sites as part of the transformation programme was £63m (2020: £0m).
7. AUDIT AND OTHER SERVICES
Group
2021
2020
2019
£m
£m
£m
Audit fees:
Fees payable to the Company's auditor and its associates for the audit of the Santander UK group's annual accounts
11.2
10.0
8.0
Fees payable to the Company’s auditor and its associates for other services to the Santander UK group:
Audit of the Santander UK group's subsidiaries
0.9
1.4
1.3
Total audit fees(1)
12.1
11.4
9.3
Non-audit fees:
Audit-related assurance services
0.8
0.8
0.8
Other assurance services
0.1
0.3
0.2
Other non-audit services
0.2
0.0
0.2
Total non-audit fees
1.1
1.1
1.2
(1) 2021 audit fees included £1.2m (2020: £0.8m, 2019: £0.1m) which related to the prior year.
Audit-related assurance services mainly comprises services performed in connection with review of the financial information of the Company and reporting to the
Company's UK regulators.
Of the total non-audit fees, £0.4m (2020: £0.4m, 2019: £0.6m) accords with the definition of 'Audit Fees' per US Securities and Exchange Commission (SEC)
guidance, £0.7m (2020: £0.7m, 2019: £0.4m) accords with the definition of 'Audit related fees' per that guidance and £nil (2020: £nil, 2019: £0.2m) accords with
the definition of 'All other fees' per that guidance.
In 2021, the Company’s auditors earned £27,000 fees (2020: £24,000, 2019: no fees) payable by entities outside the Santander UK group for the review of the
financial position of corporate and other borrowers.
In 2021, the Company's auditors earned £1.4m (2020: £1.5m, 2019: £1.5m), in relation to incremental work undertaken in support of the audit of Banco
Santander SA.
8. CREDIT IMPAIRMENT LOSSES AND PROVISIONS
Group
31 December
2021
2020(1)
2019(1)
£m
£m
£m
Credit impairment (write-backs)/losses:
Loans and advances to customers
(186)
665
217
Recoveries of loans and advances, net of collection costs
(17)
(24)
(40)
Off-balance sheet exposures (See Note 29)
(30)
(3)
22
(233)
638
199
Provisions for other liabilities and charges (excluding off-balance sheet credit exposures) (See Note 29)
386
258
420
Provisions for residual value and voluntary termination
(9)
6
6
377
264
426
144
902
625
(1)Adjusted to reflect the presentation of discontinued operations as set out in Note 43.
In 2021 and 2020 there were no material credit impairment losses on loans and advances to banks, non-trading reverse repurchase agreements, other financial
assets at amortised cost and financial assets at FVOCI.
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9. TAXATION
Group
2021
2020(1)
2019(1)
£m
£m
£m
Current tax:
UK corporation tax on profit for the year
401
107
254
Adjustments in respect of prior years
(24)
(24)
(25)
Total current tax
377
83
229
Deferred tax:
Charge for the year
100
34
46
Adjustments in respect of prior years
15
4
(7)
Total deferred tax
115
38
39
Tax on profit from continuing operations
492
121
268
(1)Adjusted to reflect the presentation of discontinued operations as set out in Note 43.
The standard rate of UK corporation tax was 27% for banking entities and 19% for non-banking entities (2020: 27% for banking entities and 19% for non-banking
entities; 2019: 27% for banking entities and 19% for non-banking entities) following the introduction of an 8% surcharge to be applied to banking companies
from 1 January 2016. Taxation for other jurisdictions is calculated at the rates prevailing in the relevant jurisdictions.
The Santander UK group’s effective tax rate for 2021 was 26.7% (2020: 21.6%, 2019: 27.6%). The tax on profit before tax differs from the theoretical amount that
would arise using the basic corporation tax rate as follows:
Group
31 December
2021
2020(1)
2019(1)
£m
£m
£m
Profit from continuing operations before tax
1,845
560
971
Tax calculated at a tax rate of 19% (2020: 19%, 2019: 19%)
351
106
184
Bank surcharge on profits
104
27
62
Non-deductible preference dividends paid
9
8
8
Non-deductible UK Bank Levy
14
19
24
Non-deductible conduct remediation, fines and penalties
6
(4)
44
Other non-deductible costs and non-taxable income
37
25
31
Effect of change in tax rate on deferred tax provision
9
6
(14)
Tax relief on dividends in respect of other equity instruments
(40)
(40)
(39)
Adjustment to prior year provisions
2
(26)
(32)
Tax on profit from continuing operations
492
121
268
(1)Adjusted to reflect the presentation of discontinued operations as set out in Note 43.
The UK government announced in its budget on 3 March 2021 that it would increase the main rate of corporation tax by 6% to 25% with effect from 1 April 2023.
This change was substantively enacted on 24 May 2021 and, as a result, the effect has been reflected in the closing deferred tax position included in these
financial statements. The comparative 2020 results reflected an increase in tax rates by 2% following an announcement in the 2020 budget to reverse a
previously planned rate reduction from April 2020.
A reduction in the Bank Surcharge rate from 8% to 3% was announced in October 2021 to be effective from 1 April 2023.  This change in rate was substantively
enacted on 2 February 2022 and as a result, the effects of this change have not been reflected in the closing balance sheet position for deferred tax. The effect of
the change, had it been substantively enacted by the balance sheet date, would be expected to reduce the tax expense for the period by £23m and reduce the
deferred tax liability by £90m.
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Current tax assets and liabilities
Movements in current tax assets and liabilities during the year were as follows:
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Assets
264
200
354
298
Liabilities
At 1 January
264
200
354
298
Income statement charge (including discontinued operations)
(389)
(96)
(269)
(30)
Other comprehensive income credit
33
1
Corporate income tax paid
427
159
360
86
Other movements
12
347
264
445
354
Assets
347
264
445
354
Liabilities
At 31 December
347
264
445
354
The amount of corporation income tax paid differs from the tax charge for the period as a result of the timing of payments due to the tax authorities, the effects of
movements in deferred tax, adjustments to prior period current tax provisions and current tax recognised directly in other comprehensive income.
Santander UK proactively engages with HM Revenue & Customs to resolve tax matters relating to prior years. The accounting policy for recognising provisions for
such matters are described in Note 1. It is not expected that there will be any material movement in such provisions within the next 12 months.
Deferred tax
The table below shows the deferred tax assets and liabilities including the movement in the deferred tax account during the year. Deferred tax balances are
presented in the balance sheet after offsetting assets and liabilities where the Santander UK group and Company has the legal right to offset and intends to settle
on a net basis.
Group
Fair value of
financial
instruments
Pension
remeasurement
Cash flow
hedges
Fair value
reserve
Tax losses
carried
forward
Accelerated
tax
depreciation
Other
temporary
differences
Total
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
(65)
(26)
(99)
(11)
15
38
37
(111)
Income statement (charge)/credit
(58)
(67)
(7)
40
(23)
(115)
Transfers/reclassifications
4
(16)
1
(10)
(19)
(40)
Credited/(charged) to other comprehensive income
(419)
108
(2)
(313)
At 31 December 2021
(123)
(508)
(7)
(12)
8
68
(5)
(579)
At 1 January 2020
(52)
(96)
(58)
(8)
13
17
35
(149)
Income statement (charge)/credit
(13)
(63)
2
21
15
(38)
Transfers/reclassifications
12
(1)
(13)
(2)
Credited/(charged) to other comprehensive income
133
(53)
(2)
78
At 31 December 2020
(65)
(26)
(99)
(11)
15
38
37
(111)
Company
Fair value of
financial
instruments
Pension
remeasurement
Cash flow
hedges
Fair value
reserve
Tax losses
carried
forward
Accelerated
tax
depreciation
Other
temporary
differences
Total
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
(101)
(24)
(99)
(11)
12
11
(3)
(215)
Income statement (charge)/ credit
(20)
(66)
(7)
34
1
(58)
Transfers/reclassifications
1
1
2
Credited/(charged) to other comprehensive income
(419)
94
(2)
(327)
At 31 December 2021
(121)
(509)
(5)
(12)
5
45
(1)
(598)
At 1 January 2020
(88)
(96)
(49)
(8)
11
9
15
(206)
Income statement (charge)/credit
(13)
(60)
1
2
(17)
(87)
Transfers/reclassifications
1
(1)
(1)
(1)
Credited/(charged) to other comprehensive income
132
(51)
(2)
79
At 31 December 2020
(101)
(24)
(99)
(11)
12
11
(3)
(215)
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The deferred tax assets and liabilities above have been recognised in both the Company and the Santander UK group on the basis that sufficient future taxable
profits are forecast within the foreseeable future, in excess of the profits arising from the reversal of existing taxable temporary differences, to allow for the
utilisation of the assets as they reverse. Based on the conditions at the balance sheet date, management determined that a reasonably possible change in any of
the key assumptions underlying the estimated future taxable profits in the Santander UK group’s three-year plan (described in Note 20) would not cause a
reduction in the deferred tax assets recognised. At 31 December 2021, both the Santander UK group and the Company had a recognised deferred tax asset in
respect of UK capital losses carried forward of £5m (2020: £12m) included within tax losses carried forward. There are £nil unrecognised deferred tax assets on
capital losses carried forward (2020: £nil).
10. DIVIDENDS ON ORDINARY SHARES
Dividends on ordinary shares declared and paid in the year were as follows:
Group and Company
Group and Company
2021
2020
2019
2021
2020
2019
Pence per
share
Pence per
share
Pence per
share
£m
£m
£m
In respect of current year – first interim
0.90
0.42
0.53
281
129
164
– second interim
3.47
0.49
1,077
151
4.37
0.42
1.02
1,358
129
315
In 2021, an interim dividend of £1,358m (2020: £129m) was paid on the Company's ordinary shares in issue related to 2021 profit and an assessment of capital
surpluses. Dividends were paid in line with our dividend policy following review and approval by the Santander UK Board.
11. DERIVATIVE FINANCIAL INSTRUMENTS
a) Use of derivatives
The Santander UK group undertakes derivative activities primarily to provide customers with risk management solutions and to manage and hedge the Santander
UK group’s own risks.
The Santander UK group’s derivative activities do not give rise to significant open positions in portfolios of derivatives. Any residual position is managed to ensure
that it remains within acceptable risk levels, with matching transactions used to achieve this where necessary. When entering into derivatives, the Santander UK
group employs the same credit risk management procedures to assess and approve potential credit exposures that are used for traditional lending.
For information on how the Santander UK group is managing the transition to alternative benchmark interest rates, see ‘Managing IBOR transition’ in the Banking
market risk section of the Risk review and Note 42.
b) Analysis of derivatives
The table below includes the notional amounts of transactions outstanding at the balance sheet date; they do not represent actual exposures.
Group
2021
2020
Fair value
Fair value
Notional
amount
Assets
Liabilities
Notional
amount
Assets
Liabilities
£m
£m
£m
£m
£m
£m
Derivatives held for trading:
Exchange rate contracts
11,036
159
168
14,951
395
418
Interest rate contracts
25,148
463
485
40,160
888
542
Equity and credit contracts
1,056
161
54
1,140
123
55
Total derivatives held for trading
37,240
783
707
56,251
1,406
1,015
Derivatives held for hedging
Designated as fair value hedges:
Exchange rate contracts
590
39
789
84
6
Interest rate contracts
80,514
904
737
93,748
1,225
1,885
81,104
943
737
94,537
1,309
1,891
Designated as cash flow hedges:
Exchange rate contracts
22,239
996
338
27,020
1,978
409
Interest rate contracts
21,466
180
216
19,407
467
23
43,705
1,176
554
46,427
2,445
432
Total derivatives held for hedging
124,809
2,119
1,291
140,964
3,754
2,323
Derivative netting(1)
(1,221)
(1,221)
(1,754)
(1,754)
Total derivatives
162,049
1,681
777
197,215
3,406
1,584
(1)Derivative netting excludes the effect of cash collateral, which is offset against the gross derivative position. The amount of cash collateral received that had been offset against the gross derivative assets was
£189m (2020: £330m) and the amount of cash collateral paid that had been offset against the gross derivative liabilities was £202m (2020: £651m).
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Company
2021
2020
Fair value
Fair value
Notional
amount
Assets
Liabilities
Notional
amount
Assets
Liabilities
£m
£m
£m
£m
£m
£m
Derivatives held for trading:
Exchange rate contracts
22,664
461
536
29,869
912
1,176
Interest rate contracts
52,083
997
789
79,351
2,331
1,030
Equity and credit contracts
1,056
161
54
1,143
123
55
Total derivatives held for trading
75,803
1,619
1,379
110,363
3,366
2,261
Derivatives held for hedging
Designated as fair value hedges:
Exchange rate contracts
230
7
316
3
6
Interest rate contracts
78,732
596
728
88,667
688
1,874
78,962
603
728
88,983
691
1,880
Designated as cash flow hedges:
Exchange rate contracts
15,733
731
157
17,393
968
338
Interest rate contracts
16,874
143
199
13,965
297
23
32,607
874
356
31,358
1,265
361
Total derivatives held for hedging
111,569
1,477
1,084
120,341
1,956
2,241
Derivative netting(1)
(1,221)
(1,221)
(1,754)
(1,754)
Total derivatives
187,372
1,875
1,242
230,704
3,568
2,748
(1)Derivative netting excludes the effect of cash collateral, which is offset against the gross derivative position. The amount of cash collateral received that had been offset against the gross derivative assets was
£189m (2020: £330m) and the amount of cash collateral paid that had been offset against the gross derivative liabilities was£202m (2020: £651m).
For information about the impact of netting arrangements on derivative assets and liabilities in the table above, see Note 41.
The reduction in the notional value of interest rate derivatives held for trading in 2021 reflected the completion of a series of derivative trade compressions to
reduce our gross LIBOR exposure.
The table below analyses the notional and fair values of derivatives by trading and settlement method.
Notional
Traded over the counter
Asset
Liability
Traded on
recognised
exchanges
Settled by
central
counterparties
Not settled by
central
counterparties
Total
Traded on
recognised
exchanges
Traded over
the counter
Traded on
recognised
exchanges
Traded over
the counter
2021
£m
£m
£m
£m
£m
£m
£m
£m
Exchange rate contracts
33,865
33,865
1,194
507
Interest rate contracts
117,559
9,569
127,128
326
216
Equity and credit contracts
1,056
1,056
161
54
117,559
44,490
162,049
1,681
777
2020
Exchange rate contracts
42,760
42,760
2,457
833
Interest rate contracts
144,343
8,972
153,315
826
696
Equity and credit contracts
1,140
1,140
123
55
144,343
52,872
197,215
3,406
1,584
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c) Analysis of derivatives designated as hedges
The Santander UK group applies hedge accounting on both a fair value and cash flow basis depending on the nature of the underlying exposure. We establish the
hedge ratio by matching the notional of the derivative with the underlying position being hedged. Only the designated risk is hedged and therefore other risks,
such as credit risk are managed but not hedged. For interest rate hedges, the designated hedged risk is determined with reference to the underlying benchmark
rate.
Fair value hedges
Portfolio hedges of interest rate risk
Santander UK holds various portfolios of fixed rate assets and liabilities which expose it to changes in fair value due to movements in market interest rates. We
manage these exposures by entering into interest rate swaps. Each portfolio contains assets or liabilities that are similar in nature and share the risk exposure that
is designated as being hedged.
The interest rate risk component is the change in fair value of fixed rate instruments for changes in the designated benchmark rate. Such changes are usually the
largest component of the overall change in fair value. Separate hedges are maintained for each underlying currency. Effectiveness is assessed by comparing
changes in fair value of the hedged item attributable to changes in the designated benchmark interest rate, with changes in the fair value of the interest rate
swaps.
Micro hedges of interest rate risk and foreign currency risk
Santander UK accesses international markets to obtain funding, issuing fixed rate debt in its functional currency and other currencies. We are therefore exposed to
changes in fair value due to changes in market interest rates and/or foreign exchange rates, principally in USD and EUR, which we mitigate through the use of
receive fixed/pay floating rate interest rate swaps and/or receive fixed/pay floating rate cross currency swaps.
The interest rate risk component is the change in fair value of the fixed rate debt due to changes in the benchmark rate. The foreign exchange component is the
change in the fair value of the fixed rate debt issuance due to changes in foreign exchange rates prevailing from the time of execution. Effectiveness is assessed by
using linear regression techniques to compare changes in the fair value of the debt caused by changes in the benchmark interest rate and foreign exchange rates,
with changes in the fair value of the interest rate swaps and/or cross currency swaps.
Cashflow hedges
Hedges of interest rate risk
Santander UK manages its exposure to the variability in cash flows of floating rate assets and liabilities attributable to movements in market interest rates by
entering into interest rate swaps. The interest rate risk component is determined with reference to the underlying benchmark rate attributable to the floating
rates asset or liability. Designated benchmark rates referenced are currently SONIA or USD LIBOR. Effectiveness is assessed by comparing changes in the fair value
of the interest rate swap with changes in the fair value of the hedged item attributable to the hedged risk, applying a hypothetical derivative method using linear
regression techniques.
Hedges of foreign currency risk
As Santander UK obtains funding in international markets, we assume significant foreign currency risk exposure, mainly in USD and EUR. In addition, the
Santander UK group also holds debt securities for liquidity purposes which assumes foreign currency exposure, principally in JPY.
Santander UK manages the exposures to the variability in cash flows of foreign currency denominated assets and liabilities to movements in foreign exchange
rates by entering into either foreign exchange contracts (spot, forward and swaps) or cross currency swaps. These instruments are entered into to match the cash
flow profile and maturity of the estimated interest and principal repayments of the hedged item.
The foreign currency risk component is the change in cash flows of the foreign currency debt arising from changes in the relevant foreign currency forward
exchange rate. Such changes constitute a significant component of the overall changes in cash flows of the instrument. Effectiveness is assessed by comparing
changes in the fair value of the cross currency or foreign exchange swaps with changes in the fair value of the hedged debt attributable to the hedged risk
applying a hypothetical derivative method using linear regression techniques.
IBOR Reform
Note 42 includes details of the notional value of hedging instruments by benchmark interest rate impacted by IBOR reform and the notional amounts of assets,
liabilities and off-balance sheet commitments affected by IBOR reform that have yet to transition to an alternative benchmark interest rate.
Hedge effectiveness measurement
Hedge effectiveness is assessed by using either dollar offset or linear regression techniques to compare changes in the fair value of the hedged item attributable
to changes in the designated hedged risk and the hedging instrument. For cash flow hedges, a hypothetical derivative method is used to model the cash flows of
the hedged item.
Possible sources of hedge ineffectiveness
For both fair value and cash flow hedges, hedge ineffectiveness can arise from hedging derivatives with a non-zero fair value at the date of initial designation. In
addition, for:
Fair value hedges
Hedge ineffectiveness can also arise due to differences in discounting between the hedged item and the hedging instrument as cash collateralised swaps
discount using Overnight Indexed Swaps discount curves not applied to the hedged item; and where counterparty credit risk impacts the fair value of the
derivative but not the hedged item. For portfolio hedges of interest rate risk, it can also arise due to differences in the expected and actual volume of
prepayments.
Cash flow hedges
Hedge ineffectiveness can also arise due to differences in the timing of cash flows between the hedged item and the hedging instrument. For micro hedges of
interest rate risk, it can also arise due to differences in the basis of cash flows between the hedged item and the hedging instrument.
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Maturity profile and average price/rate of hedging instruments
The following table sets out the maturity profile and average price/rate of the hedging instruments used in the Santander UK group’s hedging strategies:
Group
2021
Hedging Instruments
≤1 month
>1 and ≤3
months
>3 and ≤12
months
>1 and ≤5
years
>5 years
Total
Fair value hedges:
Interest rate risk
Interest rate contracts- Nominal amount (£m)
3,121
6,223
21,442
44,507
4,991
80,284
Average fixed interest rate - GBP
0.59%
0.42%
0.09%
0.88%
3.13%
Average fixed interest rate - EUR
0.51%
1.74%
1.08%
0.81%
2.61%
Average fixed interest rate - USD
1.91%
0.96%
1.44%
2.76%
4.05%
Interest rate/FX risk
Exchange rate contracts - Nominal amount (£m)
107
381
102
590
Interest rate contracts - Nominal amount (£m)
193
37
230
Average GBP - EUR exchange rate
1.21
1.16
1.17
Average fixed interest rate - EUR
%
%
3.29%
2.03%
2.62%
Cash flow hedges:
Interest rate risk
Interest rate contracts – Nominal amount (£m)
1,010
481
871
7,669
5,137
15,168
Average fixed interest rate - GBP
1.97%
0.44%
0.08%
1.39%
0.97%
FX risk
Exchange rate contracts- Nominal amount (£m)
2,703
936
2,057
6,715
2,124
14,535
Interest rate contracts- Nominal amount (£m)
2,438
887
3,325
Average GBP - JPY exchange rate
142.91
148.86
Average GBP - EUR exchange rate
1.17
1.18
1.16
1.17
Average GBP - USD exchange rate
1.34
1.34
1.33
1.34
1.39
Interest rate/FX risk
Exchange rate contracts - Nominal amount (£m)
620
840
4,765
1,479
7,704
Interest rate contracts - Nominal amount (£m)
2,049
924
2,973
Average GBP - EUR exchange rate
1.28
1.39
1.20
1.20
Average GBP - USD exchange rate
1.61
1.38
Average fixed interest rate – GBP
2.26%
%
1.17%
2.72%
3.41%
2020
Fair value hedges:
Interest rate risk
Interest rate contracts- Nominal amount (£m)
2,429
7,617
27,791
47,749
7,889
93,475
Average fixed interest rate - GBP
0.69%
0.65%
0.82%
0.73%
3.61%
Average fixed interest rate - EUR
1.18%
0.23%
3.02%
0.98%
2.34%
Average fixed interest rate - USD
1.87%
1.72%
2.89%
2.49%
4.16%
Interest rate/FX risk
Exchange rate contracts - Nominal amount (£m)
132
461
196
789
Interest rate contracts - Nominal amount (£m)
236
37
273
Average GBP - EUR exchange rate
1.14
1.17
1.17
Average fixed interest rate - EUR
4.64%
1.78%
3.56%
Cash flow hedges:
Interest rate risk
Interest rate contracts - Nominal amount (£m)
897
2,528
7,964
1,061
12,450
Average fixed interest rate - GBP
0.46%
0.57%
1.45%
1.33%
FX risk
Exchange rate contracts- Nominal amount (£m)
1,439
2,015
3,877
7,113
1,119
15,563
Interest rate contracts- Nominal amount (£m)
366
366
Average GBP - JPY exchange rate
137.98
135.61
132.27
Average GBP - EUR exchange rate
0.00
1.16
1.18
Average GBP - USD exchange rate
1.29
1.32
1.32
1.30
Interest rate/FX risk
Exchange rate contracts - Nominal amount (£m)
732
2,583
6,550
1,592
11,457
Interest rate contracts - Nominal amount (£m)
732
882
4,062
915
6,591
Average GBP - EUR exchange rate
1.35
1.25
1.20
Average GBP - USD exchange rate
1.46
0.00
1.61
1.38
Average fixed interest rate - GBP
2.01%
3.18%
2.48%
3.39%
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Company
2021
Hedging instruments
≤1 month
>1 month
and ≤3
months
>3 and ≤12
months
>1 and ≤5
years
>5 years
Total
Fair value hedges:
Interest rate risk
Interest rate contracts – Nominal amount (£m)
3,121
6,223
21,442
43,523
4,193
78,502
Average fixed interest rate – GBP
0.59%
0.42%
0.09%
0.75%
2.72%
Average fixed interest rate – EUR
0.51%
1.74%
1.08%
0.81%
0.48%
Average fixed interest rate – USD
1.91%
0.96%
1.44%
2.76%
4.05%
Interest rate/FX risk
Exchange rate contracts – Nominal amount (£m)
193
37
230
Interest rate contracts – Nominal amount (£m)
193
37
230
Average GBP - EUR exchange rate
1.14
1.13
Average fixed interest rate – EUR
0.36%
0.00%
Cash flow hedges:
Interest rate risk
Interest rate contracts – Nominal amount (£m)
1,010
481
871
4,978
4,076
11,416
Average fixed interest rate - GBP
1.97%
0.44%
0.08%
1.40%
0.87%
FX risk
Exchange rate contracts – Nominal amount (£m)
2,703
936
2,057
4,126
1,073
10,895
Interest rate contracts – Nominal amount (£m)
2,438
887
3,325
Average GBP - JPY exchange rate
142.91
148.86
Average GBP - EUR exchange rate
1.17
1.18
1.20
1.17
Average GBP - USD exchange rate
1.34
1.34
1.33
1.35
1.39
Interest rate/FX risk
Exchange rate contracts – Nominal amount (£m)
620
3,103
1,115
4,838
Interest rate contracts – Nominal amount (£m)
1,209
924
2,133
Average GBP - EUR exchange rate
1.28
1.24
Average GBP - USD exchange rate
1.61
1.38
Average fixed interest rate – GBP
1.92%
2.90%
3.05%
2020
Fair value hedges:
Interest rate risk
Interest rate contracts – Nominal amount (£m)
2,351
7,396
25,984
46,580
6,083
88,394
Average fixed interest rate – GBP
0.69%
0.65%
0.61%
0.73%
3.02%
Average fixed interest rate – EUR
1.18%
0.23%
0.97%
0.98%
0.58%
Average fixed interest rate – USD
1.87%
1.72%
2.89%
2.41%
4.16%
Interest rate/FX risk
Exchange rate contracts – Nominal amount (£m)
43
236
37
316
Interest rate contracts – Nominal amount (£m)
236
37
273
Average GBP - EUR exchange rate
1.15
1.13
Average fixed interest rate - EUR
0.44%
Cash flow hedges:
Interest rate risk
Interest rate contracts – Nominal amount (£m)
897
2,528
5,361
0
8,786
Average fixed interest rate - GBP
0.46%
0.57%
1.48%
0.00%
FX risk
Exchange rate contracts – Nominal amount (£m)
1,260
2,015
3,877
4,423
11,575
Interest rate contracts – Nominal amount (£m)
366
366
Average GBP - JPY exchange rate
137.98
135.61
132.27
Average GBP - EUR exchange rate
1.19
Average GBP - USD exchange rate
1.29
1.32
1.32
1.30
Interest rate/FX risk
Exchange rate contracts – Nominal amount (£m)
732
0
3,929
1,157
5,818
Interest rate contracts – Nominal amount (£m)
732
0
3,166
915
4,813
Average GBP - EUR exchange rate
1.26
Average GBP - USD exchange rate
1.46
1.61
1.38
Average fixed interest rate – GBP
2.01%
0.00%
2.71%
3.04%
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Net gains or losses arising from fair value and cash flow hedges included in other operating income
Group
Company
2021
2020
2019
2021
2020
2019
£m
£m
£m
£m
£m
£m
Fair value hedging:
Gains/(losses) on hedging instruments
852
(299)
(360)
1,064
(324)
(319)
(Losses)/gains on hedged items attributable to hedged risks
(800)
365
414
(1,033)
356
341
Fair value hedging ineffectiveness
52
66
54
31
32
22
Cash flow hedging ineffectiveness
(39)
(46)
(46)
(29)
14
9
13
20
8
2
46
31
Hedge ineffectiveness can be analysed by risk category as follows:
Group
2021
2020
Change in FV
of hedging
instruments
Change in FV
of hedged
items
Recognised in
income
statement
Change in FV
of hedging
instruments
Change in FV
of hedged
items
Recognised in
income
statement
£m
£m
£m
£m
£m
£m
Fair value hedges:
Interest rate risk
874
(834)
40
(358)
385
27
Interest rate/FX risk
(22)
34
12
59
(20)
39
852
(800)
52
(299)
365
66
Group
2021
2020
Hedging Instruments
Hedging Instruments
Income statement line item
affected by reclassification
Change in FV
Recognised
in OCI
Recognised
in Income
Statement
Reclassified
from
reserves to
income
Change in FV
Recognised
in OCI
Recognised
in Income
Statement
Reclassified
from
reserves to
income
£m
£m
£m
£m
£m
£m
£m
£m
Cash flow hedges:
Interest rate risk
Net interest income
(317)
305
(12)
73
185
(179)
6
33
FX risk
Net interest income/other operating
income
(54)
54
(158)
(42)
38
(4)
2
Interest rate/FX risk
Net interest income/other operating
income
(541)
514
(27)
(273)
782
(830)
(48)
773
(912)
873
(39)
(358)
925
(971)
(46)
808
Company
2021
2020
Change in FV
of hedging
instruments
Change in FV
of hedged
items
Recognised in
income
statement
Change in FV
of hedging
instruments
Change in FV
of hedged
items
Recognised in
income
statement
£m
£m
£m
£m
£m
£m
Fair value hedges:
Interest rate risk
1,043
(1,019)
24
(368)
396
28
Interest rate/FX risk
21
(14)
7
44
(40)
4
1,064
(1,033)
31
(324)
356
32
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Company
2021
2020
Hedging Instruments
Hedging Instruments
Income statement line item affected
by reclassification
Change in FV
Recognised
in OCI
Recognised
in Income
Statement
Reclassified
from
reserves to
income
Change in FV
Recognised
in OCI
Recognised
in Income
Statement
Reclassified
from
reserves to
income
£m
£m
£m
£m
£m
£m
£m
£m
Cash flow hedges:
Interest rate risk
Net interest income
(214)
210
(4)
44
81
(78)
3
9
FX risk
Net interest income/other operating
income
73
(76)
(3)
45
(94)
87
(7)
(91)
Equity risk
Operating expenses
Interest rate/FX risk
Net interest income/other operating
income
(190)
168
(22)
(38)
452
(434)
18
331
(331)
302
(29)
51
439
(425)
14
249
In 2021, cash flow hedge accounting of £14m (2020: £4m) had to cease due to the hedged cash flows no longer being expected to occur.
The following table provides a reconciliation by risk category of components of equity and analysis of OCI items (before tax) resulting from hedge accounting.
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Balance at 1 January
644
481
368
192
Effective portion of changes in fair value:
– Interest rate risk
(305)
179
(210)
78
– Foreign currency risk
(54)
(38)
76
(87)
– Equity risk
– Interest rate/foreign currency risk
(514)
830
(168)
434
(873)
971
(302)
425
Income statement transfers
– Interest rate risk
(73)
(33)
(44)
(9)
– Foreign currency risk
158
(2)
(45)
91
– Equity risk
– Interest rate/foreign currency risk
273
(773)
38
(331)
358
(808)
(51)
(249)
Balances at 31 December
129
644
15
368
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Hedged exposures
Santander UK hedges its exposures to various risks, including interest rate risk and foreign currency risk, as set out in the following table.
Group
2021
2020
Accumulated amount of FV hedge
adjustments
Change in
value to
calculate
hedge
ineffective
ness
Accumulated amount of FV hedge
adjustments
Change in
value to
calculate
hedge
ineffective
ness
Carrying
value
Hedged
item
Portfolio
hedge of
interest
rate risks
Of which
Discontinued
hedges
Carrying
value
Hedged
item
Portfolio
hedge of
interest
rate risks
Of which
Discontinued
hedges
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Fair value hedges
Interest rate risk:
Loans and advances to customers
58,455
80
491
(1,092)
54,118
1,189
892
334
Other financial assets at amortised cost
160
2
3
(12)
772
36
13
121
Reverse repurchase agreements – non
trading
9,570
(5)
(6)
12,149
1
3
Other financial assets at FVOCI
3,728
23
47
(112)
5,129
155
74
88
Deposits by customers
(1,665)
(46)
(44)
104
(7,309)
(158)
(10)
(77)
(73)
Deposits by banks
Debt securities in issue
(2,567)
(140)
(114)
(185)
235
(5,885)
(375)
(137)
(239)
(61)
Subordinated liabilities
(293)
(75)
(8)
(70)
49
(636)
(185)
(41)
(166)
(27)
Interest rate/FX risk:
Other financial assets at FVOCI
227
1
(20)
299
5
15
Debt securities in issue
(423)
(55)
(47)
55
(621)
(94)
(76)
(34)
Subordinated liabilities
2
2
2
(1)
3
3
3
(1)
67,194
(291)
(45)
198
(800)
58,019
(649)
1,038
424
365
Group
2021
2020
Change in
value to
calculate
hedge
ineffectiveness
Cash flow
hedge
reserve
Balances on
cash flow
hedge reserve
for
discontinued
hedges
Change in
value to
calculate
hedge
ineffectiveness
Cash flow
hedge reserve
Balances on
cash flow
hedge reserve
for
discontinued
hedges
Hedged item balance sheet line item
£m
£m
£m
£m
£m
£m
Cash flow hedges:
Interest rate risk:
Loans and advances to customers
235
(135)
(2)
(183)
165
1
Cash and balances at central banks
71
(79)
(2)
1
Reverse repurchase agreements – non trading
(2)
1
Deposits by banks
(1)
1
7
(2)
Debt securities in issue
Repurchase agreements – non trading
1
(1)
FX risk:
Other financial assets at FVOCI
(195)
(1)
40
6
Not applicable – highly probable forecast
transactions
149
1
33
3
Deposits by customers
9
9
10
(5)
14
Deposits by banks
Debt securities in issue
85
57
(4)
(15)
(60)
Repurchase agreements – non trading
6
(15)
Equity risk:
Other liabilities
Interest rate/FX risk:
Debt securities in issue/loans and advances to
customers
410
105
(4)
(569)
236
(2)
Deposits by customers
93
38
(132)
87
Subordinated liabilities/loans and advances to
customers
11
133
80
(130)
194
873
129
80
(972)
644
(1)
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Company
2021
2020
Accumulated amount of FV hedge
adjustments
Change in
value to
calculate
hedge
ineffective
ness
Accumulated amount of FV hedge
adjustments
Change in
value to
calculate
hedge
ineffective
ness
Carrying
value
Hedged
item
Portfolio
hedge of
interest
rate risks
Of which
Discontinued
hedges
Carrying
value
Hedged
item
Portfolio
hedge of
interest
rate risks
Of which
Discontinued
hedges
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Fair value hedges
Interest rate risk:
Loans and advances to customers
58,456
(280)
131
(1,084)
52,396
758
468
332
Other financial assets at amortised cost
160
2
3
(12)
772
36
13
121
Reverse repurchase agreements – non trading
9,570
(5)
(6)
12,149
1
3
Other financial assets at FVOCI
3,728
23
47
(112)
5,129
155
74
88
Deposits by customers
(1,665)
(45)
(44)
98
(7,213)
(149)
(10)
(73)
(70)
Debt securities in issue
(584)
(16)
54
(2,197)
(86)
(4)
(45)
Subordinated liabilities
(252)
(34)
(20)
43
(614)
(163)
(103)
(33)
Interest rate/FX risk:
Other financial assets at FVOCI
227
1
(20)
299
5
15
Debt securities in issue
1
(43)
(59)
Subordinated liabilities
(45)
(45)
(45)
5
(50)
(50)
(50)
4
69,595
(117)
(283)
73
(1,033)
60,628
(288)
785
325
356
Company
2021
2020
Change in
value to
calculate
hedge
ineffectiveness
Cash flow
hedge reserve
Balances on
cash flow
hedge reserve
for
discontinued
hedges
Change in
value to
calculate
hedge
ineffectiveness
Cash flow
hedge reserve
Balances on
cash flow
hedge reserve
for
discontinued
hedges
Hedged item balance sheet line item
£m
£m
£m
£m
£m
£m
Cash flow hedges:
Interest rate risk:
Loans and advances to customers
140
(116)
(2)
(82)
59
1
Cash and balances at central banks
71
(80)
(2)
1
Reverse repurchase agreements – non trading
(2)
1
Deposits by banks
(1)
1
7
(2)
Repurchase agreements – non trading
1
(1)
FX risk:
Other financial assets at FVOCI
(195)
(1)
40
6
Not applicable – highly probable forecast
transactions
148
1
34
3
Deposits by customers
10
10
10
(5)
16
1
Debt securities in issue
(45)
42
33
(3)
Repurchase agreements – non trading
6
(15)
Interest rate/FX risk:
Debt securities in issue/loans and advances to
customers
73
12
(20)
(184)
43
(29)
Deposits by customers
94
35
(11)
(136)
83
(15)
Subordinated liabilities/loans and advances to
customers
1
111
65
(114)
162
2
302
15
42
(425)
368
(40)
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12. OTHER FINANCIAL ASSETS AT FAIR VALUE THROUGH PROFIT OR LOSS
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Loans and advances to customers:
Loans to housing associations
12
13
12
13
Other loans
62
86
61
86
74
99
73
99
Debt securities
111
109
21
2
185
208
94
101
For the Santander UK group, other financial assets at FVTPL comprised £12m (2020: £13m) of financial assets designated at FVTPL and £173m (2020: £195m) of
financial assets mandatorily held at FVTPL. For the Company, other financial assets at FVTPL comprised £12m (2020: £13m) of financial assets designated at
FVTPL and £82m (2020: £88m) of financial assets mandatorily held at FVTPL.
Loans and advances to customers principally represented other loans, being a portfolio of roll-up mortgages. These are managed, and have their performance
evaluated, on a fair value basis in accordance with a documented investment strategy, and information about them is provided on that basis to management.
Since 2009, the Santander UK group’s policy has been not to designate similar new loans at FVTPL.
The net (loss)/gain in the year attributable to changes in credit risk for loans and advances at FVTPL was £nil (2020: £nil, 2019: £nil). The cumulative net loss
attributable to changes in credit risk for loans and advances at FVTPL at 31 December 2021 was £2m (2020: £2m).
13. LOANS AND ADVANCES TO CUSTOMERS
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Loans secured on residential properties
174,712
166,714
174,712
166,714
Corporate loans
19,282
23,613
19,053
22,981
Finance leases
3,916
6,554
Secured advances
Other unsecured loans
9,404
9,933
8,408
8,643
Accrued interest and other adjustments
452
861
452
861
Amounts due from fellow Banco Santander subsidiaries and joint ventures
3,175
2,425
96
191
Amounts due from Santander UK Group Holdings plc
6
7
6
7
Amounts due from subsidiaries
21,100
29,187
Loans and advances to customers
210,947
210,107
223,827
228,584
Credit impairment loss allowances on loans and advances to customers
(828)
(1,303)
(966)
(1,367)
RV and voluntary termination provisions on finance leases
(25)
(54)
Net loans and advances to customers
210,094
208,750
222,861
227,217
For movements in expected credit losses, see the 'Movement in total exposures and the corresponding ECL' table in the Santander UK group level - Credit risk
review section of the Risk review.
Finance lease and hire purchase contract receivables may be analysed as follows:
Group
2021
2020
Gross
investment
Unearned
finance
income
Net
investment
Gross
investment
Unearned
finance income
Net
investment
£m
£m
£m
£m
£m
£m
No later than one year
1,906
(5)
1,901
3,468
(297)
3,171
Later than one year and not later than two years
1,324
(200)
1,124
1,829
(173)
1,656
Later than two years and not later than three years
771
(141)
630
1,099
(106)
993
Later than three years and not later than four years
343
(82)
261
575
(55)
520
Later than four years and not later than five years
38
(38)
231
(25)
206
Later than five years
8
8
4,382
(466)
3,916
7,210
(656)
6,554
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At 31 December 2021 and 2020, the Company had no finance lease and hire purchase contract receivables. The Santander UK group enters into finance leasing
arrangements primarily for the financing of motor vehicles and a range of assets for its corporate customers. Included in the carrying value of net investment in
finance leases and hire purchase contracts is £1,510m (2020: £3,552m) of unguaranteed RV at the end of the current lease terms, which is expected to be
recovered through re-payment, re-financing or sale. Contingent rent income of £nil (2020: £nil, 2019: £nil) was earned in the year, which was classified in
‘Interest and similar income’. Finance income on the net investment in finance leases was £243m (2020: £308m, 2019: £299m).
Finance lease receivable balances are secured over the asset leased. The Santander UK group is not permitted to sell or repledge the asset in the absence of
default by the lessee. The Directors consider that the carrying amount of the finance lease receivables approximates to their fair value.
Included within loans and advances to customers are advances assigned to bankruptcy remote structured entities and Abbey Covered Bonds LLP. These loans
provide security to issues of covered bonds and mortgage-backed or other asset-backed securities issued by the Santander UK group. For more, see Note 14.
At 31 December 2021 and 2020, the Santander UK group had contracted with lessees for the following future undiscounted minimum lease payments receivable
under operating leases.
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
No later than one year
31
17
30
16
Later than one year and not later than two years
27
16
26
13
Later than two years and not later than three years
21
15
21
11
Later than three years and not later than four years
15
11
14
10
Later than four years and not later than five years
11
10
10
9
Later than five years
28
29
21
21
133
98
122
80
14. SECURITISATIONS AND COVERED BONDS
The information in this Note relates to securitisations and covered bonds for consolidated structured entities, used to obtain funding or collateral. It excludes
structured entities relating to credit protection transactions.
The Santander UK group uses structured entities to securitise some of the mortgage and other loans to customers that it originates. The Santander UK group also
issues covered bonds, which are guaranteed by, and secured against, a pool of the Santander UK group’s mortgage loans transferred to Abbey Covered Bonds LLP.
The Santander UK group issues mortgage-backed securities, other asset-backed securities and covered bonds mainly in order to obtain diverse, low-cost funding,
but also to use as collateral for raising funds via third party bilateral secured funding transactions or for liquidity purposes in the future. The Santander UK group
has successfully used bilateral secured transactions as an additional form of medium-term funding; this has allowed the Santander UK group to further diversify
its medium-term funding investor base.
Loans and advances to customers include portfolios of residential mortgage loans, and receivables derived from credit agreements with retail customers for the
purchases of financed vehicles, which are subject to non-recourse finance arrangements. These loans and receivables have been purchased by, or assigned to,
structured entities or Abbey Covered Bonds LLP, and have been funded primarily through the issue of mortgage-backed securities, other asset-backed securities
or covered bonds. No gain or loss has been recognised as a result of these sales. The structured entities and Abbey Covered Bonds LLP are consolidated as
subsidiary undertakings. The Company and its subsidiaries do not own directly, or indirectly, any of the share capital of any of the structured entities.
a) Securitisations
i) Master trust structures
The Santander UK group makes use of master trust structures, whereby a pool of residential mortgage loans is assigned to a trust company by the asset
originator. A funding entity acquires a beneficial interest in the pool of assets held by the trust company with funds borrowed from qualifying structured entities,
which at the same time issue asset-backed securities to third-party investors or the Santander UK group.
Santander UK plc and its subsidiaries receive payments from the securitisation companies in respect of fees for administering the loans, and payment of deferred
consideration for the sale of the loans. Santander UK plc and its subsidiaries have no right or obligation to repurchase any securitised loan, except if certain
representations and warranties given by Santander UK plc or its subsidiaries at the time of transfer are breached and, in certain cases, if there is a product switch
or further advance, if a securitised loan is in arrears for over two months or if a securitised loan does not comply with regulatory requirements.
In April 2020, Santander UK plc followed FCA guidance on how they expect mortgage lenders and administrators to treat customers fairly during the Covid-19
pandemic and restructured all its securitisations to accommodate its obligations as servicer under the principles set out in the FCA Handbook and Mortgage
Conduct of Business rules.
The granting of payment holidays to any securitised loans results in a corresponding decrease in revenue receipts available to the trust company to distribute to
the funding entity on each distribution date. To mitigate the potential impact to the securitisations, the qualifying structured entities were amended to direct a
cash payment to the funding entity in an amount equal to the funding entity's share of the aggregate amount of the interest that would have been due on any
loans which are the subject of a payment holiday. To effect such cash payment, Santander UK plc’s share of revenue receipts is reduced by such amount and the
funding entity's share of revenue receipts increased accordingly, making the impact neutral to the securitisation.
ii) Other securitisation structures
The Santander UK group also makes use of auto loan securitisations, whereby a pool of auto loans originated by a member of the Santander UK group is sold to a
special purpose vehicle by the asset originator. The special purpose vehicle funds the purchase of the auto loans by issuing asset-backed securities to third-party
investors. A proportion of the securities are also retained by members of the Santander UK group. Members of the Santander UK group also receive payments
from the special purpose vehicle in respect of fees for administering the auto loans, and payment of deferred consideration for the sale of the auto loans. The
seller has no right or obligation to repurchase any securitised loan, except if certain representations and warranties given by the Seller at the time of transfer are
breached and, in certain cases, if there has been a subsequent variation in the terms of the underlying auto loan not permitted under the sale agreement.
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b) Covered bonds
Santander UK plc also issues covered bonds, which are its direct, unsecured and unconditional obligation. The covered bonds benefit from a guarantee from
Abbey Covered Bonds LLP. Santander UK plc makes a term advance to Abbey Covered Bonds LLP equal to the sterling proceeds of each issue of covered bonds.
Abbey Covered Bonds LLP uses the proceeds of the term advance to purchase portfolios of residential mortgage loans and their security from Santander UK plc.
Under the terms of the guarantee, Abbey Covered Bonds LLP has agreed to pay an amount equal to the guaranteed amounts when the same shall become due for
payment, but which would otherwise be unpaid by Santander UK plc.
c) Analysis of securitisations and covered bonds
The Santander UK group’s principal securitisation programmes and covered bond programme, together with the balances of the advances subject to
securitisation (or for the covered bond programme assigned) and the carrying value of the notes in issue at 31 December 2021 and 2020 are listed below.
Gross assets
External notes in issue
Notes issued to Santander UK
plc/subsidiaries as collateral
2021
2020
2021
2020
2021
2020
£m
£m
£m
£m
£m
£m
Mortgage-backed master trust structures:
Holmes
2,294
3,073
430
829
183
334
Fosse
2,154
2,258
288
290
1,402
1,402
Langton
2,782
2,355
4,448
8,113
718
1,119
1,585
4,091
Other asset-backed securitisation structures:
Motor
38
189
41
104
97
Auto ABS UK Loans
1,460
1,107
361
38
1,649
41
1,211
458
Total securitisation programmes
4,486
9,762
759
2,330
1,585
4,549
Covered bond programmes
Euro 35bn Global Covered Bond Programme
15,713
23,670
12,760
19,285
Total securitisation and covered bond programmes (See Note 26)
20,199
33,432
13,519
21,615
1,585
4,549
Auto ABS UK Loans was held in PSA Finance UK Limited (PSA), which was a subsidiary of the Santander UK group. On 30 July 2021, the Santander UK group
through Santander Consumer (UK) plc sold its entire 50% shareholding in PSA Finance UK Limited to PSA Financial Services Spain EFC SA, a joint venture between
Santander Consumer Finance SA, a fellow subsidiary of Banco Santander SA, and Banque PSA Finance SA, the auto finance arm of Group PSA Peugeot Citroën. For
more on PSA, see Note 19.
The following table sets out the internal and external issuances and redemptions in 2021 and 2020 for each securitisation and covered bond programme.
Internal issuances
External issuances
Internal redemptions
External redemptions
2021
2020
2021
2020
2021
2020
2021
2020
£bn
£bn
£bn
£bn
£bn
£bn
£bn
£bn
Mortgage-backed master trust structures:
Holmes
0.2
0.3
0.4
0.9
Langton
2.4
Other asset-backed securitisation structures:
Motor
0.1
0.1
0.1
0.2
Auto ABS UK Loans
0.3
0.1
0.1
0.1
Covered bond programme
3.0
6.5
2.7
3.3
2.8
0.4
7.1
3.9
In 2021, all the remaining Langton bonds were redeemed and all the remaining associated mortgages were repurchased by Santander UK plc. There was no gain
or loss on redemption.
Issuances and redemptions for Auto ABS UK Loans are included until 30 July 2021, the date on which the Santander UK Group sold its entire shareholding in PSA
Finance UK Limited.
Holmes Funding Ltd has a beneficial interest of £0.5bn (2020: £1.0bn) in the residential mortgage loans held by Holmes Trustees Ltd. The remaining share of the
beneficial interest in residential mortgage loans held by Holmes Trustees Ltd belongs to Santander UK plc.
Fosse Funding (No.1) Ltd has a beneficial interest of £1.6bn (2020: £1.7bn) in the residential mortgage loans held by Fosse Trustee (UK) Ltd. The remaining share
of the beneficial interest in residential mortgage loans held by Fosse Trustee (UK) Ltd belongs to Santander UK plc.
Langton Funding (No.1) Ltd has a beneficial interest of £nil (2020: £2.4bn) in the residential mortgage loans held by Langton Mortgage Trustee (UK) Ltd, following
the redemption of the remaining Langton bonds and repurchase of the associated mortgages by Santander UK plc.  At 31 December 2021, Langton Mortgage
Trustee (UK) Ltd was in the process of being liquidated, and all residential mortgage loans previously held by Langton Mortgage Trustee (UK) Ltd had been
repurchased by Santander UK plc. At 31 December 2020, the remaining share of the beneficial interest in residential mortgage loans held by Langton Mortgage
Trustee (UK) Ltd belonged to Santander UK plc.
The Holmes securitisation companies have cash deposits of £60m (2020: £186m), which have been accumulated to finance the redemption of a number of
securities issued by the Holmes securitisation companies. The share of Holmes Funding Ltd in the trust assets is therefore reduced by this amount.
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Santander UK plc    189
15. TRANSFERS OF FINANCIAL ASSETS NOT QUALIFYING FOR DERECOGNITION
The Santander UK group enters into transactions in the normal course of business by which it transfers recognised financial assets directly to third parties or to
structured entities. These transfers may give rise to the full or partial derecognition of those financial assets. Transferred financial assets that do not qualify for
derecognition consist of (i) securities held by counterparties as collateral under repurchase agreements, (ii) securities lent under securities lending agreements,
and (iii) loans that have been securitised under arrangements by which the Santander UK group retains a continuing involvement in such transferred assets. .
As the substance of the sale and repurchase and securities lending transactions is secured borrowings, the asset collateral continues to be recognised in full and
the related liability reflecting the Santander UK group’s obligation to repurchase the transferred assets for a fixed price at a future date is recognised in deposits
from banks or customers, as appropriate. As a result of these transactions, the Santander UK group is unable to use, sell or pledge the transferred assets for the
duration of the transaction. The Santander UK group remains exposed to interest rate risk and credit risk on these pledged instruments. The counterparty’s
recourse is not limited to the transferred assets.
The Santander UK group securitisation transfers do not qualify for derecognition. The Santander UK group remains exposed to credit risks arising from the
mortgage loans or credit agreements and has retained control of the transferred assets. Circumstances in which the Santander UK group has continuing
involvement in the transferred assets may include retention of servicing rights over the transferred assets (the servicing fee in respect of which is dependent on
the amount or timing of the cash flows collected from, or the non-performance of, the transferred assets), entering into a derivative transaction with the
securitisation vehicle, retaining an interest in the securitisation vehicle or providing a cash reserve fund. Where the Santander UK group has continuing
involvement, it continues to recognise the transferred assets to the extent of its continuing involvement and recognises an associated liability. The net carrying
amount of the transferred assets and associated liabilities reflects the rights and obligations that the Santander UK group has retained.
The following table analyses the carrying amount of financial assets that did not qualify for derecognition and their associated financial liabilities:
Group
2021
2020
Assets
Liabilities
Assets
Liabilities
Nature of transaction
£m
£m
£m
£m
Sale and repurchase agreements
171
(172)
1,597
(1,340)
Securities lending agreements
1,892
(1,742)
918
(752)
Securitisations (See Notes 14 and 26)
4,486
(759)
6,980
(2,330)
6,549
(2,673)
9,495
(4,422)
Company
2021
2020
Assets
Liabilities
Assets
Liabilities
Nature of transaction
£m
£m
£m
£m
Sale and repurchase agreements
171
(172)
974
(840)
Securities lending agreements
1,253
(1,242)
149
(136)
1,424
(1,414)
1,123
(976)
16. REVERSE REPURCHASE AGREEMENTS – NON TRADING
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Agreements with banks
447
1,258
447
1,258
Agreements with customers
12,236
18,341
12,236
18,341
12,683
19,599
12,683
19,599
17. OTHER FINANCIAL ASSETS AT AMORTISED COST
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Asset backed securities
443
491
2,027
4,579
Debt securities
63
672
63
672
506
1,163
2,090
5,251
A significant portion of the debt securities are held in our eligible liquidity pool and consist mainly of government bonds and covered bonds. Detailed disclosures
can be found in the 'Liquidity risk' section of the Risk review.
The Company’s asset backed securities include investments in debt securities issued by Santander UK structured entities.
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18. FINANCIAL ASSETS AT FAIR VALUE THROUGH OTHER COMPREHENSIVE INCOME
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Debt securities
5,833
8,929
5,833
8,929
Loans and advances to customers
18
21
5,851
8,950
5,833
8,929
A significant portion of the debt securities are held in our eligible liquidity pool and consist mainly of government bonds and covered bonds. Detailed disclosures
can be found in the 'Liquidity risk' section of the Risk review.
19. INTERESTS IN OTHER ENTITIES
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Subsidiaries
1,247
1,247
Joint Ventures
201
172
1
0
201
172
1,247
1,248
The Santander UK group consists of a parent company, Santander UK plc, incorporated and domiciled in the UK and a number of subsidiaries and joint ventures
held directly and indirectly by it. Details of subsidiaries and joint ventures are set out in the Shareholder Information section and form an integral part of these
financial statements.
a) Interests in subsidiaries
The Company holds directly or indirectly 100% of the issued ordinary share capital of its principal subsidiaries. All companies operate principally in their country of
incorporation or registration.
The movement in the Company’s interests in subsidiaries was as follows:
Company
Cost
Impairment
Net book value
£m
£m
£m
At 1 January 2021
1,249
(2)
1,247
At 31 December 2021
1,249
(2)
1,247
At 1 January 2020
1,245
(2)
1,243
Reversal
4
4
At 31 December 2020
1,249
(2)
1,247
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Subsidiaries with significant non-controlling interests
The only subsidiary with significant non-controlling interests was PSA Finance UK Limited (PSA), which operates in the UK. On 30 July 2021, Santander UK through
Santander Consumer (UK) plc sold its entire 50% shareholding in PSA to PSA Financial Services Spain EFC SA, a joint venture between Santander Consumer
Finance SA, a fellow subsidiary of Banco Santander SA, and Banque PSA Finance SA, the auto finance arm of Group PSA Peugeot Citroën. The impact of the sale
was to derecognise total assets of £3.2bn, total liabilities of £2.9bn and a non-controlling interest of £0.15bn. No material gain or loss arose on sale. In 2021,
until the date of sale, and 2020, the proportion of ownership interests and voting rights held by non-controlling interests was 50%.
2021
2020
£m
£m
Profit attributable to non-controlling interests
19
19
Accumulated non-controlling interests of the subsidiary
162
Dividends paid to non-controlling interests
15
Summarised financial information:
Total assets
3,451
Total liabilities
3,127
Profit for the year
38
Total comprehensive income for the year
33
Interests in consolidated structured entities
Structured entities are formed by Santander UK to accomplish specific and well-defined objectives. Santander UK consolidates these structured entities when the
substance of the relationship indicates control, as described in Note 1. In addition to the structured entities disclosed in Note 14 which are used for securitisation
and covered bond programmes, the only other structured entities consolidated by Santander UK are described below. All the external assets and liabilities in
these entities are included in the financial statements and in relevant Notes. Other than as set out below, no significant judgements were required with respect to
control or significant influence.
Motor Securities 2018-1 Designated Activity Company (Motor 2018)
Motor 2018 is a credit protection entity, and a Designated Activity Company limited by shares, incorporated in Ireland. It has issued a series of credit linked notes
varying in seniority which reference portfolios of Santander UK group loans. Concurrently, these entity sells credit protection to Santander UK in respect of the
referenced loans and, in return for a fee, is liable to make protection payments to Santander UK upon the occurrence of a credit event in relation to any of the
referenced loans. Motor 2018 is consolidated as Santander UK holds a variable interest by retaining the junior tranche of notes issued by the entity.
b) Interests in joint ventures
Santander UK does not have any individually material interests in joint ventures. As set out in the accounting policies in Note 1, interests in joint ventures are
accounted for using the equity method. In 2021, Santander UK’s share in the profit after tax of its joint ventures was £22m (2020: £20m) before elimination of
transactions between Santander UK and the joint ventures. At 31 December 2021, the carrying amount of Santander UK’s interest was £201m (2020: £172m). At
31 December 2021 and 2020, the joint ventures had no commitments and contingent liabilities.
c) Interests in unconsolidated structured entities
Structured entities sponsored by the Santander UK group
Santander UK has interests in structured entities which it sponsors but does not control. Santander UK considers itself a sponsor of a structured entity when it
facilitates the establishment of the structured entity. Other than as set out below, no significant judgements were required with respect to control or significant
influence. The structured entities sponsored but not consolidated by Santander UK are as follows.
i) Santander (UK) Common Investment Fund
The Santander (UK) Common Investment Fund (the Fund) is a common investment fund that was established to hold the assets of the Santander (UK) Group
Pension Scheme. The Fund is not consolidated by Santander UK, but its assets of £14,100m (2020: £13,553m) are accounted for as part of the defined benefit
assets and obligations recognised on Santander UK’s balance sheet. For more on the Fund, see Note 30. As the Fund holds the assets of the pension scheme, it is
outside the scope of IFRS 10. Santander UK’s maximum exposure to loss is the carrying amount of the assets held.
ii) Credit protection entities
Santander UK has established three (2020: three) unconsolidated credit protection entities, which are Designated Activity Companies limited by shares,
incorporated in Ireland. Each entity has issued a series of credit linked notes varying in seniority which reference portfolios of Santander UK group loans.
Concurrently, these entities sell credit protection to Santander UK in respect of the referenced loans and, in return for a fee, are liable to make protection
payments to Santander UK upon the occurrence of a credit event in relation to any of the referenced loans. Senior credit linked notes, which amounted to
£1,184m (2020: £2,160m), are issued to, and held by, Santander UK. Junior credit linked notes, which amounted to £619m (2020: £678m), are all held by third
party investors and suffer the first losses incurred in the referenced portfolios. Funds raised by the sale of the credit linked notes are deposited with Santander UK
as collateral for the credit protection.
The senior credit linked notes, along with the deposits and associated guarantees, are presented on a net basis, to reflect a legal right of set-off between the
principal amounts of senior notes and the cash deposits. Deposits and associated guarantees in respect of the junior credit linked notes are included in ‘Deposits
by customers’ (see Note 23). The entities are not consolidated by Santander UK because the third-party investors have the exposure, or rights, to all of the
variability of returns from the performance of the entities. No assets are transferred to, or income received from, these entities. Since the credit linked notes
(including those held by Santander UK) are fully cash collateralised, Santander UK’s maximum exposure to loss is equal to any unamortised fees paid to the
entities in connection with the credit protection outlined above.
Structured entities not sponsored by the Santander UK group
Santander UK also has interests in structured entities which it does not sponsor or control. These consist of holdings of mortgage and other asset backed
securities issued by entities that were established and/or sponsored by other unrelated financial institutions. These securities comprise the asset backed securities
included in Note 17. Management has concluded that the Santander UK group has no control or significant influence over these entities and that the carrying
value of the interests held in these entities represents the maximum exposure to loss.
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20. INTANGIBLE ASSETS
a) Goodwill
Group
Company
Cost
Accumulated
impairment
Net book
value
Cost
Accumulated
impairment
Net book
value
£m
£m
£m
£m
£m
£m
At 31 December 2020, 1 January 2021 and 31 December 2021
1,269
(66)
1,203
1,194
1,194
Impairment of goodwill
In 2021 and 2020, no impairment of goodwill was recognised. Goodwill is tested for impairment annually at 30 November, with a review for impairment
indicators at 30 June and 31 December. Goodwill is tested for impairment if reviews identify an impairment indicator or when events or changes in circumstances
dictate. Impairment is required where the book value of goodwill exceeds its recoverable amount.
The annual review identified the continuing uncertainty due to the Covid-19 pandemic and its potential impact on the carrying value of goodwill as impairment
indicators for all cash-generating units (CGUs). As a result, management updated the impairment test at 31 December 2021 for all CGUs.
Basis of the recoverable amount
The recoverable amount of all CGUs was determined based on its value in use (VIU) methodology at each testing date. For each CGU, the VIU is calculated by
discounting management’s cash flow projections for the CGU. The cash flow projections also take account of increased internal capital allocations needed to
achieve internal and regulatory capital targets including the leverage ratio. The key assumptions used in the VIU calculation for each CGU are set out below. The
Retail Banking segment consists of the Private Banking CGU and the rest of Retail Banking, known as the Personal Financial Services CGU.
Key assumptions in the Value in use calculation
Goodwill
Discount rate
Growth rate beyond initial cash
flow projections
2021
2020
2021
2020
2021
2020
CGU
£m
£m
%
%
%
%
Personal Financial Services
1,169
1,169
13.6
13.6
1.6
1.6
Private Banking
30
30
16.3
8.9
1.6
1.6
Other
4
4
13.6
13.6
1.6
1.6
1,203
1,203
The CGUs do not carry on their balance sheets any other intangible assets with indefinite useful lives.
Management’s judgement in estimating the cash flows of a CGU
The cash flow projections for the purpose of impairment testing for each CGU are derived from the latest 3-year plan presented to the Board. The Board
challenges and endorses management’s planning assumptions in light of internal capital allocations needed to support Santander UK’s strategy, current market
conditions and the macro-economic outlook. For the goodwill impairment tests conducted at 31 December 2021, the determination of the carrying value of the
Personal Financial Services CGU was based on an allocation of regulatory capital and management’s cash flow projections until the end of 2023. The assumptions
included in the cash flow projections reflect an allocation to the cost of capital to support future growth, as well as the expected impact of Covid-19 on the UK
economic environment and the financial outlook within which the CGUs operate. The cash flow projections are supported by Santander UK’s base case economic
scenario. For more on the base case economic scenario, including our forecasting approach and the assumptions in place at 31 December 2021, see the Credit risk
– Santander UK group level section of the Risk review. The cash flow projections take into account the likely impact of future climate change.
Cash flow projections for the purpose of impairment testing do not take account of any adverse outcomes arising from contingent liabilities (see Note 31), whose
existence will be confirmed by uncertain future events or where any obligation is not probable or otherwise cannot be measured reliably, nor do they take account
of the benefits arising from Santander UK’s transformation plans that had not yet been implemented or committed at 31 December 2021.
Discount rate
The rate used to discount the cash flows is based on the cost of equity assigned to each CGU, which is derived using a capital asset pricing model (CAPM). The
CAPM depends on a number of inputs reflecting financial and economic variables, including the risk-free rate and a premium to reflect the inherent risk of the
business being evaluated. These variables are based on the market’s assessment of the economic variables and management’s judgement. In determining the
discount rate, management have identified the cost of equity associated with market participants that closely resemble our CGUs and adjusted them for tax to
arrive at the pre-tax equivalent rate. As the discount rate is derived from market data, it takes into account the likely impact of future climate change.
Growth rate beyond initial cash flow projections
The growth rate for periods beyond the initial cash flow projections is used to extrapolate the cash flows in perpetuity because of the long-term perspective of
CGUs. In line with the accounting requirements, management uses the UK Government’s official estimate of UK long-term average GDP growth rate, as this is
lower than management's estimate of the long-term average growth rate of the business. The estimated UK long-term average GDP growth rate has regard to
the long-term impact of inherent uncertainties, such as Brexit, climate change and Covid-19.
Goodwill arising on the acquisition of Personal Financial Services and Private Banking
The VIU of each CGU remains higher than the carrying value of the related goodwill. The VIU review at 31 December 2021 did not indicate the need for an
impairment in the Company’s goodwill balances. Management considered the level of headroom and the uncertainty relating to the respective estimates of the
VIU for those CGUs but determined that there was a sufficient basis to conclude that no impairment was required.
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Sensitivities of key assumptions in calculating the
At 31 December 2021 and 31 December 2020, the VIU of the Personal Financial Services CGU was sensitive to reasonably possible changes in the key
assumptions supporting the recoverable amount.
The table below presents a summary of the key assumptions underlying the most sensitive inputs to the model for the Personal Financial Services CGU, the key
risks associated with each and details of a reasonably possible change in assumptions. The sensitivity analysis presented below has been prepared on the basis
that a change in each key assumption would not have a consequential impact on other assumptions used in the impairment review. However, due to the
interrelationships between some of the assumptions, a change in one of the assumptions might impact one or more of the other assumptions and could result in
a larger or smaller overall impact.
The VIU calculation is not sensitive overall to the UK long-term average GDP growth rate assumption given the amount of headroom as the increased profit after
tax generated by growth of the business is mostly offset by the need to retain more profit to meet increased regulatory capital requirements driven by the growth
in assets. No reasonably possible change in the growth rate assumption would have resulted in an impairment.
Reasonably possible changes in key assumptions
CGU
Input
Key assumptions
Associated risks
Reasonably possible change
Personal Financial Services
Cash flow projections
BoE Bank Rate
UK house price growth
UK mortgage loan market growth
UK unemployment rate
Position in the market
Regulatory capital levels.
Uncertain market outlook
Persistent low interest rate
environment
Customer remediation and
regulatory action outcomes
Uncertain regulatory capital
requirements.
Cash flow projections
decrease by 5% (2020:
5%).
Discount rate
Discount rate used is a reasonable estimate
of a suitable market rate for the profile of the
business.
Market rates of interest rise.
Discount rate increases
by 100 basis points
(2020: 100 basis
points).
At 31 December 2021 and 31 December 2020, a reasonably possible change in the key assumptions in relation to the VIU calculation for the goodwill balance in
the Personal Financial Services CGU would have resulted in an impairment as follows.
Impairment
2021
2020
CGU
Reasonably possible change
£m
£m
Personal Financial Services
Cash flow projections decrease by 5% (2020: 5%)
Discount rate increases by 100 basis points (2020: 100 basis points)
276
Sensitivity of Value in use changes to current assumptions to achieve nil headroom
Although there was no impairment of goodwill at 31 December 2021, the test for the Personal Financial Services CGU remains sensitive to some of the
assumptions used, as described above. In addition, the changes in assumptions detailed below for the discount rate and cash flow projections would eliminate the
current headroom. As a result, there is a risk of impairment in the future should business performance or economic factors diverge from forecasts.
In 2021, there was a decrease in headroom arising from a higher capital allocation to our Retail Banking business which was partially offset by higher profitability.
The sensitivity analysis presented below has been prepared on the basis that a change in each key assumption would not have a consequential impact on other
assumptions used in the impairment review. However, due to the interrelationships between some of the assumptions, a change in one of the assumptions might
impact one or more of the other assumptions and could result in a larger or smaller overall impact.
2021
Carrying value
Value in use
Headroom
Increase in
post tax
discount rate
Decrease in
cash flows
CGU
£m
£m
£m
bps
%
Personal Financial Services
8,433
9,100
667
68
7
2020
Personal Financial Services
6,758
8,602
1,844
239
22
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b) Other intangibles
Group
Company
Accumulated
amortisation/
impairment
Net book
value
Accumulated
amortisation/
impairment
Net book
value
Cost
Cost
£m
£m
£m
£m
£m
£m
At 1 January 2021
1,304
(861)
443
1,343
(922)
421
Additions
84
84
84
84
Disposals
(54)
53
(1)
(54)
53
(1)
Charge
(158)
(158)
(154)
(154)
Impairment
(26)
(26)
(20)
(20)
At 31 December 2021
1,334
(992)
342
1,373
(1,043)
330
At 1 January 2020
1,249
(686)
563
1,291
(751)
540
Additions
102
102
99
99
Disposals
(47)
47
(47)
47
Charge
(197)
(197)
(193)
(193)
Impairment
(25)
(25)
(25)
(25)
At 31 December 2020
1,304
(861)
443
1,343
(922)
421
Other intangibles which consist of computer software, include computer software under development of £83m (2020: £99m), of which £31m is internally
generated (2020: £68m). For the Company, all computer software is externally generated.
The impairment charge of £26m (2020: £25m) relates to computer software no longer expected to yield future economic benefits as it has become obsolete.
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21. PROPERTY, PLANT AND EQUIPMENT
Group
Property
Office fixtures and
equipment
Computer software
Operating lease
assets
Right-of-use assets
Total(2)
£m
£m
£m
£m
£m
£m
Cost:
At 1 January 2021
1,272
1,375
436
720
218
4,021
Additions
126
26
284
65
501
Disposals
(420)
(352)
(2)
(249)
(29)
(1,052)
At 31 December 2021
978
1,049
434
755
254
3,470
Accumulated depreciation:
At 1 January 2021
489
1,068
434
178
118
2,287
Charge for the year(1)
32
86
1
81
19
219
Impairment during the year
46
28
23
97
Disposals
(233)
(325)
(1)
(99)
(23)
(681)
At 31 December 2021
334
857
434
160
137
1,922
Net book value
644
192
595
117
1,548
Cost:
At 1 January 2020
1,270
1,436
439
738
212
4,095
Additions
61
43
2
185
8
299
Disposals
(59)
(104)
(5)
(203)
(2)
(373)
At 31 December 2020
1,272
1,375
436
720
218
4,021
Accumulated depreciation:
At 1 January 2020
454
1,016
434
164
60
2,128
Charge for the year(1)
55
111
92
58
316
Impairment during the year
24
24
Disposals
(44)
(59)
(78)
(181)
At 31 December 2020
489
1,068
434
178
118
2,287
Net book value
783
307
2
542
100
1,734
(1)Following a review of the estimated useful lives of property as part of Santander UK's transformation program, the charge for the period includes accelerated property depreciation of £9m (2020: £9m).
(2)Property, plant and equipment includes assets under construction of £106m (2020: £55m).
Company
Property
Office fixtures and
equipment
Computer software
Right-of-use assets
Total(2)
£m
£m
£m
£m
£m
Cost:
At 1 January 2021
1,032
1,324
425
198
2,979
Additions
125
27
(1)
65
216
Disposals
(234)
(328)
(24)
(586)
At 31 December 2021
923
1,023
424
239
2,609
Accumulated depreciation:
At 1 January 2021
441
1,018
423
115
1,997
Charge for the year(1)
23
87
1
18
129
Impairment during the year
21
28
23
72
Disposals
(198)
(302)
(1)
(23)
(524)
At 31 December 2021
287
831
423
133
1,674
Net book value
636
192
1
106
935
Cost:
At 1 January 2020
1,030
1,406
428
193
3,057
Additions
61
21
2
7
91
Disposals
(59)
(103)
(5)
(2)
(169)
At 31 December 2020
1,032
1,324
425
198
2,979
Accumulated depreciation:
At 1 January 2020
418
986
423
59
1,886
Charge for the year
52
110
56
218
Impairment during the year
18
18
Disposals
(29)
(96)
(125)
At 31 December 2020
441
1,018
423
115
1,997
Net book value
591
306
2
83
982
(1) Following a review of the estimated useful lives of property as part of Santander UK's transformation program, the charge for the year includes accelerated property depreciation of £9m (2020: £9m).
(2) Property, plant and equipment includes assets under construction of £106m (2020: £55m).
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Santander UK plc    196
In Q2 2021, we sold our current head office site in Triton Square, London to a wholly owned subsidiary of Banco Santander SA. Property, office fixtures and
equipment and right-of-use assets were impaired in the period as a result of our multi-year transformation project. The impairment relates to leasehold
properties within the scope of our branch network restructuring programme and head office sites which are either closing or consolidating.
As part of our plan to be the best bank to work for in the UK, we are building a new head office in Milton Keynes to meet the flexible needs of a modern workforce.
It represents a planned investment of more than £200m, funded from existing resources. Site works began in Q1 2020 with practical completion expected in
March 2023. Expenditure at 31 December 2021 was approximately £57m.
22. OTHER FINANCIAL LIABILITIES AT FAIR VALUE THROUGH PROFIT OR LOSS
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
US$30bn Euro Medium Term Note Programme
5
102
5
102
Structured Notes Programmes
413
805
413
805
Eurobonds
142
150
142
150
Structured deposits
223
375
223
375
Collateral and associated financial guarantees
20
2
21
2
803
1,434
804
1,434
For the Santander UK group and the Company, all (2020: all) of the other financial liabilities at FVTPL were designated as such.
Collateral and associated financial guarantees in the table above represent collateral received, together with associated credit protection guarantees, in respect of
the proceeds of the retained senior tranches of credit linked notes described in Note 12. The financial guarantees are valued using the same parameters as the
related credit linked notes, such that changes in the respective valuations are offset exactly, and there is no charge or credit to the income statement.
Gains and losses arising from changes in the credit spread of securities issued by the Santander UK group reverse over the contractual life of the debt, provided
that the debt is not repaid at a premium or a discount. The net loss during the year attributable to changes in the Santander UK group’s own credit risk on the
above securities was £12m (2020: £3m loss, 2019: £77m loss). The cumulative net loss attributable to changes in the Santander UK group’s own credit risk on
the above securities at 31 December 2021 was £10m (2020: £3m).
At 31 December 2021, the amount that would be required to be contractually paid at maturity of the securities above was £nil higher (2020: £11m lower) than
the carrying value.
23. DEPOSITS BY CUSTOMERS
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Demand and time deposits(1)
185,843
185,879
181,282
181,112
Amounts due to other Santander UK Group Holdings plc subsidiaries
59
59
17,628
26,666
Amounts due to Santander UK Group Holdings plc(2)
5,874
7,883
5,874
7,883
Amounts due to fellow Banco Santander subsidiaries and joint ventures
1,150
1,314
250
414
192,926
195,135
205,034
216,075
(1)Includes equity index-linked deposits of £549m (2020: £577m). The capital amount guaranteed/protected and the amount of return guaranteed in respect of the equity index-linked deposits were £549m and
£2m (2020: £577m and £2m) respectively.
(2)Includes downstreamed funding from our immediate parent company Santander UK Group Holdings plc.
24. DEPOSITS BY BANKS
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Items in the course of transmission
414
375
413
374
Deposits held as collateral
931
2,063
810
1,487
Other deposits(1)
32,507
18,519
32,491
18,511
Amounts due to Santander UK subsidiaries
3
1
5,131
5,333
33,855
20,958
38,845
25,705
(1)Includes drawdown from the TFS of £0.0bn (2020: £6.3bn) and drawdown from the TFSME of £31.9bn (2020: £11.7bn).
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Santander UK plc    197
25. REPURCHASE AGREEMENTS – NON TRADING
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Agreements with banks
4,145
6,358
4,145
6,354
Agreements with customers
7,573
9,490
7,573
9,491
11,718
15,848
11,718
15,845
26. DEBT SECURITIES IN ISSUE
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Medium-term notes:
– US$30bn Euro Medium Term Note Programme
1,405
1,694
1,405
1,697
– Euro 30bn Euro Medium Term Note Programme(1)
1,261
1,061
1,261
1,061
US SEC-registered Debt Programme – Santander UK plc(2)
4,185
5,457
4,195
5,472
6,851
8,212
6,861
8,230
Euro 35bn Global Covered Bond Programme (See Note 14)
12,760
19,285
12,602
18,932
US$20bn Commercial Paper Programmes
2,704
2,824
2,704
2,824
Certificates of deposit
2,387
2,858
2,387
2,858
Credit linked notes
59
57
Securitisation programmes (See Note 14)
759
2,330
25,520
35,566
24,554
32,844
(1) Restated for 2020 to reclassify £673m previously disclosed as Euro 750m Senior Unsecured Notes to Euro 30bn Euro Medium Term Note Programme due to an administrative error.                                                                                                                     
(2)  Restated for 2020 to reclassify £734m previously disclosed as US$1bn Senior Unsecured Notes to US SEC-registered Debt Programme - Santander UK plc due to an administrative error.
27. SUBORDINATED LIABILITIES
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
£325m Sterling preference shares
344
344
344
344
Undated subordinated liabilities
240
557
243
584
Dated subordinated liabilities
1,644
1,655
1,646
1,658
2,228
2,556
2,233
2,586
In 2021, the Santander UK group repurchased certain debt securities and subordinated liabilities as part of ongoing liability management exercises, resulting in a
loss of £1m. In 2020, the Santander UK group repurchased certain debt securities and subordinated liabilities as part of ongoing liability management exercises,
resulting in a loss of £24m.
The above securities will, in the event of the winding up of the issuer, be subordinated to the claims of depositors and all other creditors of the issuer, other than
creditors whose claims rank equally with, or are junior to, the claims of the holders of the subordinated liabilities. The subordination amongst each of the
subordinated liabilities upon a winding up of the issuer is specified in their respective terms and conditions.
In 2021 and 2020, the Santander UK group had no defaults of principal, interest or other breaches with respect to its subordinated liabilities. No repayment or
purchase by the issuer of the subordinated liabilities may be made prior to their stated maturity without the consent of the PRA.
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Undated subordinated liabilities
Group
Company
2021
2020
2021
2020
First call date
£m
£m
£m
£m
10.0625% Exchangeable capital securities
n/a
205
205
205
205
7.125% 30 Year Step-up perpetual callable subordinated notes
2030
35
352
38
379
240
557
243
584
In common with other debt securities issued by Santander UK group companies and notwithstanding the issuer’s first call dates in the table above, in the event of
certain tax changes affecting the treatment of payments of interest on subordinated liabilities in the UK, the 7.125% 30 Year Step-up perpetual callable
subordinated notes are redeemable at any time, and the 10.0625% Exchangeable capital securities are redeemable on any interest payment date – each in whole
at the option of Santander UK plc, at their principal amount together with any accrued interest.
The 10.0625% Exchangeable capital securities are exchangeable into fully paid 10.375% non-cumulative non-redeemable sterling preference shares of £1 each,
at the option of Santander UK plc, on the business day immediately following any interest payment date.
Dated subordinated liabilities
Group
Company
2021
2020
2021
2020
Maturity
£m
£m
£m
£m
5% Subordinated notes (US$1,500m)
2023
548
542
547
541
4.75% Subordinated notes (US$1,000m)
2025
541
536
541
536
7.95% Subordinated notes (US$1,000m)
2029
221
242
221
242
6.50% Subordinated notes
2030
28
31
30
33
5.875%Subordinated notes
2031
9
10
10
12
5.625%Subordinated notes (US$500m)
2045
297
294
297
294
1,644
1,655
1,646
1,658
The dated subordinated liabilities are redeemable in whole at the option of Santander UK plc in the event of certain tax changes affecting the treatment of
payments of interest on the subordinated liabilities in the UK, at their principal amount together with any accrued interest.
28. OTHER LIABILITIES
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Lease liabilities
132
97
122
80
Other
2,057
2,240
1,816
1,941
2,189
2,337
1,938
2,021
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Santander UK plc    199
29. PROVISIONS
Group
Customer
remediation
(2)
Litigation
and other
regulatory(2)
Bank Levy
Property
ECL on
undrawn
facilities
and
guarantees
Restructuring
Other(2)
Total
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
69
198
34
45
75
39
4
464
Additional provisions (See Note 8)
25
72
52
52
80
109
390
Provisions released (See Note 8)
(2)
(30)
(2)
(34)
Utilisation and other
(50)
(104)
(98)
(21)
(7)
(91)
(98)
(469)
Recharge(1)
13
13
At 31 December 2021
44
166
1
74
38
28
13
364
(1)Recharge in respect of the UK Bank Levy paid on behalf of other UK entities in the Banco Santander group
(2)      For 2021, operational loss provisions as they relate to customer accounts are included in 'Customer remediation', and 'Restructuring' provisions are now shown separately. As a result, provisions of £61m,
£121m and £39m at 1 January 2021 have been reclassified from 'Regulatory and other' to 'Customer remediation', 'Litigation and other regulatory' and 'Restructuring' provisions, respectively, and £8m and
£76m of 'Conduct remediation' provisions at 1 January 2021 have been reclassified to 'Customer remediation' and 'Litigation and other regulatory' provisions, respectively.
Provisions expected to be settled within no more than 12 months after 31 December 2021 were £180m (2020: £323m).
Company
Customer
remediation
(2)
Litigation
and other
regulatory(2)
Bank Levy
Property
ECL on
undrawn
facilities and
guarantees
Restructuring
Other(2)
Total
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
69
198
34
45
75
39
4
464
Additional provisions (See Note 8)
25
72
52
52
80
104
385
Provisions released (See Note 8)
(2)
(30)
(2)
(34)
Utilisation and other
(50)
(104)
(98)
(21)
(7)
(91)
(93)
(464)
Recharge(1)
13
13
At 31 December 2021
44
166
1
74
38
28
13
364
(1)Recharge in respect of the UK Bank Levy paid on behalf of other UK entities in the Banco Santander group
(2)      For 2021, operational loss provisions as they relate to customer accounts are included in 'Customer remediation', and 'Restructuring' provisions are now shown separately. As a result, provisions of £61m,
£121m and £39m at 1 January 2021 have been reclassified from 'Regulatory and other' to 'Customer remediation', 'Litigation and other regulatory' and 'Restructuring' provisions, respectively, and £8m and
£76m of 'Conduct remediation' provisions at 1 January 2021 have been reclassified to 'Customer remediation' and 'Litigation and other regulatory' provisions, respectively.
Provisions expected to be settled by the Company within no more than 12 months after 31 December 2021 were £180m (2020: £322m).
In 2021, the analysis of the provisions balance in the table above was enhanced to reflect its changing composition. PPI and Other products were combined with
operational loss provisions relating to customer accounts which were previously included in 'Regulatory and Other' to give a clearer view of the overall 'Customer
remediation' provision. Restructuring provisions relating to redundancy costs associated with transformation and organisational changes previously included in
'Regulatory and Other' are now shown separately to provide better insight.
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a) Customer remediation
Customer remediation provisions included the estimated cost of making redress payments with respect to the past sales of products and systems issues, as well
as operational loss provisions relating to customers' accounts.
At 31 December 2021, there was no provision remaining for PPI redress and related costs (2020: £59m).
An additional provision of £16m was recognised in December 2021 for interest and fees charged on discount plans. The remaining customer remediation
provisions relate to sales of other products, primarily in regard to mortgage endowments, and other system issues around interest and fee charging, including an
amount of £6m (2020: £47m) that arose from a systems-related historical issue identified by Santander UK, relating to compliance with certain requirements of
the Consumer Credit Act (CCA). As detailed in Note 31, there are aspects of the issue which remain under review.
b) Litigation and other regulatory
Litigation and other regulatory provisions principally comprised amounts in respect of litigation and other regulatory charges, operational loss and operational risk
provisions, and related expenses. A number of uncertainties exist with respect to these provisions given the uncertainties inherent in litigation and other
regulatory matters, that affect the amount and timing of any potential outflows with respect to which provisions have been established. These provisions are
reviewed at least quarterly.
Although the deadline for bringing PPI complaints has passed, customers can still commence Plevin related litigation. An increase in provision of £21m has been
made for the best estimate of any obligation to pay compensation in respect of current stock and estimated future claims. There are ongoing factual issues to be
resolved regarding such litigation which may have legal consequences including the volume and quality of future litigation claims. As a result, the extent of the
potential liability and amount of any compensation to be paid remains uncertain.
The balance also included an amount in respect of our best estimate of liability relating to a legal dispute regarding allocation of responsibility for a specific PPI
portfolio of complaints, further described in Note 31. No further information on the best estimate is provided on the basis that it would be seriously prejudicial.
In 2021 there were charges of £29m for legal provisions and £22m for other regulatory issues.
c) Bank Levy
A rate of 0.10% applies for 2021 (2020: 0.14%).
d) Property
Property provisions include leasehold vacant property provisions, dilapidation provisions for leased properties within the scope of IFRS 16, and decommissioning
and disposal costs relating to vacant freehold properties. Leasehold vacant property provisions are made by reference to an estimate of any expected sub-let
income, compared to the head rent, and the possibility of disposing of Santander UK’s interest in the lease, taking into account conditions in the property market.
Property provisions included £52m of transformation charges in 2021. These relate to a multi-year project to deliver on our strategic priorities and enhance
efficiency in order for us to better serve our customers and meet our medium-term targets. These charges consist of costs relating to leasehold properties within
the scope of our branch network restructuring programme and head office closures. They also include decommissioning costs relating to freehold head office
sites which are either closing or consolidating.
e) ECL on undrawn facilities and guarantees
Provisions include expected credit losses relating to guarantees given to third parties and undrawn loan commitments. Off balance sheet ECL of  £7m was
included in the transfer of the CIB business of Santander UK SLB.
f) Restructuring
Restructuring provisions relate to severance costs associated with transformation and organisational changes.  The provision includes a charge of £76m as part of
our multi-year transformation programme to improve future returns, focused on simplifying, digitising and automating the bank.
g) Other
Other provisions include provisions that do not fit into any of the other categories, such as fraud losses and some categories of operational losses.
In 2021 there were charges for operational risk provisions of £94m, including Authorised Push Payment fraud losses.
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30. RETIREMENT BENEFIT PLANS
The amounts recognised in the balance sheet were as follows:
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Assets/(liabilities)
Funded defined benefit pension scheme - surplus
1,572
495
1,572
481
Funded defined benefit pension scheme - deficit
(361)
(361)
Unfunded pension and post-retirement medical benefits
(37)
(42)
(37)
(42)
Total net assets
1,535
92
1,535
78
Remeasurement losses/(gains) recognised in other comprehensive income during the year were as follows:
Group
2021
2020
2019
£m
£m
£m
Pension remeasurement
(1,264)
505
522
a) Defined contribution pension plans
The majority of employees are members of a defined contribution Master Trust, LifeSight. This is the plan into which eligible employees are enrolled
automatically. The assets of LifeSight are held in separate trustee-administered funds. Funds arising from Additional Voluntary Contributions (AVCs) are largely
held within the main defined benefit scheme operated by the Santander UK group.
An expense of £64m (2020: £66m) was recognised for defined contribution plans in the period and is included in staff costs within operating expenses (see Note
6).
b) Defined benefit pension schemes
The Santander UK group operates a number of defined benefit pension schemes. The main scheme is the Santander (UK) Group Pension Scheme (the Scheme). It
comprises seven legally segregated sections. The Scheme covers 11% (2020: 11%) of the Santander UK group’s current employees and is a funded defined
benefit scheme which is closed to new members.
The corporate trustee of the Scheme is Santander (UK) Group Pension Scheme Trustees Limited (the Trustee), a private limited company incorporated in 1996 and
a wholly-owned subsidiary of Santander UK Group Holdings plc. The principal duty of the Trustee is to act in the best interests of the members of the Scheme. The
Trustee board comprises five (2020:five) Directors selected by Santander UK Group Holdings plc, plus five (2020: five) member-nominated Directors selected
from eligible members who apply for the role.
The assets of the funded schemes including the Scheme are held independently of the Santander UK group’s assets in separate trustee administered funds.
Investment strategy across the sections of the Scheme remains under regular review. Investment decisions are delegated by the Trustee to a common
investment fund, managed by Santander (CF Trustee) Limited, a private limited company owned by five Trustee directors, three appointed by Santander UK plc
and two by the Trustee. The Santander (CF Trustee) Limited directors’ principal duty, within the investment powers delegated to them, is to act in the best interest
of the members of the Scheme. Ultimate responsibility for investment policy and strategy rests with the Trustee of the Scheme who is required under the
Pensions Act 2004 to prepare a statement of investment principles. The defined benefit pension schemes expose the Santander UK group to risks such as
investment risk, interest rate risk, longevity risk and inflation risk. The Santander UK group does not hold any insurance policies over the defined benefit pension
schemes and has not entered into any significant transactions with them.
Formal actuarial valuations of the assets and liabilities of the defined benefit schemes are carried out on at least a triennial basis by independent professionally
qualified actuaries and valued for accounting purposes at each balance sheet date. The Scheme Trustee is responsible for the actuarial valuations and in doing so
considers, or relies in part on, a report of a third-party expert. The latest formal actuarial valuation for the Scheme at 31 March 2019 was finalised in August 2019,
with a deficit to be funded of £1,136m. The next scheduled triennial funding valuation will be at 31 March 2022. Any funding surpluses can be recovered by
Santander UK plc from the Scheme through refunds as the Scheme is run off over time or could be used to pay for the cost of benefits which are accruing.
The main differences between the assumptions used for assessing the defined benefit liabilities for the funding valuation and those used for IAS 19 is that the
financial and demographic assumptions used for the funding valuation are generally more prudent than those used for the IAS 19 valuation.
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The total amount charged to the income statement was as follows:
Group
2021
2020
2019
£m
£m
£m
Net interest income
(5)
(10)
(23)
Current service cost
38
36
34
Past service and GMP costs
1
1
Past service curtailment costs
5
Administration costs
8
8
8
46
35
20
On 26 October 2018, the High Court handed down a judgement concluding that defined benefit schemes should equalise pension benefits for men and women in
relation to GMP and concluded on the methods that were appropriate. The estimated increase in liabilities at the date of the judgement was £40m and was based
on a number of assumptions and the actual impact may be different. This was reflected in the income statement and in the closing net accounting surplus of the
Scheme in 2018. The allowance included in the Scheme liabilities at 31 December 2021 decreased by £5m (2020: £5m, 2019: £5m) to £45m (2020: £50m, 2019:
£45m) to reflect the latest assumptions. This change was recognised in other comprehensive income. Work is being undertaken by the Trustee to implement
GMP equalisation.
On 20 November 2020, a further court ruling on the GMP equalisation case took place on the issue of whether or not there is an obligation to equalise transfers
that occurred prior to October 2018. It was concluded that historic transfers should be equalised. The potential additional liability was estimated and was not
material. As a result, no additional liability has been recognised.
Past service curtailment costs of £5m were recognised in 2021 in connection with redundancies arising from branch closures and rationalisation of office sites.
The amounts recognised in other comprehensive income were as follows:
Group
2021
2020
2019
£m
£m
£m
Return on plan assets (excluding amounts included in net interest expense)
(454)
(1,328)
(855)
Actuarial (gains)/losses arising from changes in demographic assumptions
(17)
34
42
Actuarial gains arising from experience adjustments
(19)
(141)
(42)
Actuarial (gains)/losses arising from changes in financial assumptions
(774)
1,940
1,377
Pension remeasurement
(1,264)
505
522
Movements in the present value of defined benefit scheme obligations were as follows:
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
At 1 January
(13,887)
(12,158)
(13,843)
(12,113)
Current service cost paid by Santander UK plc
(29)
(24)
(29)
(23)
Current service cost paid by subsidiaries
(9)
(12)
(9)
(12)
Current service cost paid by fellow Banco Santander subsidiaries
Interest cost
(188)
(253)
(187)
(252)
Employer salary sacrifice contributions
(9)
(2)
(9)
(2)
Past service cost
(1)
(1)
Past service curtailment costs
(5)
(5)
Remeasurement due to actuarial movements arising from:
Changes in demographic assumptions
17
(34)
17
(34)
– Experience adjustments
19
141
19
137
Changes in financial assumptions
774
(1,940)
771
(1,937)
Benefits paid
398
396
397
394
Derecognition of pension scheme liabilities arising from the sale of PSA
41
At 31 December
(12,878)
(13,887)
(12,878)
(13,843)
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Movements in the fair value of the schemes’ assets were as follows:
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
At 1 January
13,979
12,547
13,921
12,485
Interest income
193
263
193
262
Contributions paid by employer and scheme members
246
245
246
244
Contributions paid by fellow Banco Santander subsidiaries
Administration costs paid
(8)
(8)
(8)
(8)
Return on plan assets (excluding amounts included in net interest expense)
454
1,328
458
1,332
Benefits paid
(398)
(396)
(397)
(394)
Derecognition of pension scheme assets arising from the sale of PSA
(53)
At 31 December
14,413
13,979
14,413
13,921
The composition and fair value of the schemes’ assets by category was:
Group
Quoted prices in active markets
Prices not quoted in active markets
Total
Valuation
2021
£m
%
£m
%
£m
%
technique
UK equities
38
38
A
Overseas equities
1,401
10
1,065
7
2,466
17
A,C
Corporate bonds
1,607
11
312
2
1,919
13
A,C
Government fixed interest bonds
2,788
19
2,788
19
A
Government index-linked bonds
9,159
64
9,159
64
A
Property
1,409
10
1,409
10
B
Derivatives
(83)
(1)
(83)
(1)
A
Cash
2,290
16
2,290
16
A
Repurchase agreements(1)
(6,582)
(45)
(6,582)
(45)
A
Infrastructure
390
3
390
3
B,C
Annuities
291
2
291
2
D
Longevity swap
(8)
0
(8)
0
D
Other
336
2
336
2
C
14,993
104
(580)
(4)
14,413
100
2020
UK equities
40
0
40
0
A
Overseas equities
1,271
9
1,004
7
2,275
16
A,C
Corporate bonds
1,121
8
457
3
1,578
11
A,C
Government fixed interest bonds
1,618
12
1,618
12
A
Government index-linked bonds
6,695
48
6,695
48
A
Property
1,454
10
1,454
10
B
Derivatives
312
2
312
2
A
Cash
1,161
8
1,161
8
A
Repurchase agreements(1)
(2,198)
(15)
(2,198)
(15)
A
Infrastructure
406
3
406
3
B,C
Annuities
309
2
309
2
D
Longevity swap
0
0
0
0
D
Other
329
3
329
3
C
10,745
77
3,234
23
13,979
100
(1)Sale and repurchase agreements net of purchase and resale agreements.
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Company
Quoted prices in active markets
Prices not quoted in active markets
Total
Valuation
2021
£m
%
£m
%
£m
%
technique
UK equities
38
38
A
Overseas equities
1,401
10
1,065
7
2,466
17
A,C
Corporate bonds
1,607
11
312
2
1,919
13
A,C
Government fixed interest bonds
2,788
19
2,788
19
A
Government index-linked bonds
9,159
64
9,159
64
A
Property
1,409
10
1,409
10
B
Derivatives
(83)
(1)
(83)
(1)
A
Cash
2,290
16
2,290
16
A
Repurchase agreements(1)
(6,582)
(45)
(6,582)
(45)
A
Infrastructure
390
3
390
3
B,C
Annuities
291
2
291
2
D
Longevity swap
(8)
0
(8)
0
D
Other
336
2
336
2
C
14,993
104
(580)
(4)
14,413
100
2020
UK equities
40
40
A
Overseas equities
1,268
9
1,004
7
2,272
16
A,C
Corporate bonds
1,066
8
457
3
1,523
11
A,C
Government fixed interest bonds
1,618
12
1,618
12
A
Government index-linked bonds
6,695
48
6,695
48
A
Property
1,454
10
1,454
10
B
Derivatives
312
2
312
2
A
Cash
1,161
8
1,161
8
A
Repurchase agreements(1)
(2,198)
(15)
(2,198)
(15)
A
Infrastructure
406
3
406
3
B,C
Annuities
309
2
309
2
D
Longevity swap
D
Other
329
3
329
3
C
10,687
77
3,234
23
13,921
100
(1)Sale and repurchase agreements net of purchase and resale agreements
Valuation techniques
At a high level, the main methods for measuring the fair value of the Scheme’s assets at 31 December 2021 and 2020 are set out below.
A.The asset valuation is provided by the asset manager. The valuation is based on observable market data, and where relevant is typically based on bid
price values, or the single price if only one price is available.
B.The underlying asset valuations are prepared by an independent expert, adjusted for any cash movements where necessary since the latest valuation.
C.Assets are valued by reference to the latest manager statements provided by the managers, adjusted for any cash movements since the latest
valuation.
D.Assets relating to insured liabilities are valued by the actuaries based on our year-end accounting assumptions.
The ‘Other’ category includes hedge fund investments.
At 31 December 2021, the value of the insured annuities included the value of a pensioner buy-in that was entered into on 27 May 2020 by the Trustee with an
insurance company. This transaction insured 100% of the SMA section pensioner liabilities and 50% of the SPI section pensioner liabilities based on membership
in the Scheme at 31 December 2018. In March 2021, the Trustee entered into a longevity swap. Approximately 85% of pensioner liabilities were covered by the
longevity swap at inception. The value of the swap at 31 December 2021 was a liability of £8m.
At 31 December 2021, as highlighted above the Scheme was invested in certain assets who values are not based on market observable data, such as the
investments in unquoted equities and bonds, as well as property, infrastructure and hedge funds. The valuation of these assets relies on unobservable data as
these assets do not have a readily available quoted price in an active market. A large proportion of the property is directly held and valued using a bespoke
valuation method taking both the nature of the properties and the tenancy schedules as inputs to derive the fair value. Where there is a time lag between the net
asset value and the balance sheet date, management adjusts the value of the assets for any cash movements. Due diligence has been conducted to ensure the
values obtained in respect of these assets are appropriate and represent fair value. Given the nature of these investments, we are unable to prepare sensitivities
on how their values could vary as market conditions or other variables change.
A strategy is in place to manage interest rate and inflation risk relating to the liabilities. In H1 2021, the level of interest rate and inflation rate hedging was
increased. The Scheme also has in place an equity collar to manage equity risk and hedges a proportion of its foreign exchange exposure to manage currency risk.
At 31 December 2021 the equity collar had a notional value of £1,259m (2020: £1,076m) and the currency forwards had a notional value of £2,296m (2020:
£2,378m). Some asset de-risking took place in 2021, with disinvestments made from listed equities. Significant investments were made in quoted corporate
bonds over the year, funded from the government bond portfolio and listed equities. The Trustee has established the Sustainability Committee which is
responsible for overseeing the Scheme’s policies, regulatory obligations and priorities in respect of climate change and wider Environmental, Social and
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Governance (ESG) related matters. This includes the monitoring of climate change related risks and opportunities, scenario analysis and monitoring of
investments from an ESG perspective.
The Santander UK group’s pension schemes did not directly hold any equity securities of the Company or any of its related parties at 31 December 2021 and 2020.
The Santander UK group’s pension scheme assets do not include any property or other assets that are occupied or used by the Santander UK group.
The Santander UK group's employee pension funds recognise the magnitude of the challenges that climate and energy transition pose to governments,
companies and civil society. They are also aware of their impact on the ability to comply with their fiduciary duty providing long-term risk-adjusted returns to their
members. They have therefore initiated the necessary actions to consider employee pension plans targets of net zero, showing their full support for the
Santander UK group's vision, commitment to sustainability and climate change.
Funding
In August 2019, in compliance with the Pensions Act 2004, the Trustee and the Santander UK group agreed to a new recovery plan in respect of the Scheme and
schedule of contributions following the finalisation of the 31 March 2019 actuarial valuation. The funding target for this actuarial valuation is for the Scheme to
have sufficient assets to make payments to members in respect of the accrued benefits as and when they fall due. In accordance with the terms of the Trustee
agreement in place at the time, the Santander UK group contributed £241m in 2021 (2020: £236m) to the Scheme, of which £194m (2020: £187m) was in
respect of agreed deficit repair contributions. The agreed schedule of the Santander UK group’s remaining contributions to the Scheme broadly comprises
contributions of £187m each year from 30 September 2019 to 31 March 2026. In addition, the Santander UK group has agreed to pay further contingent
contributions should the funding position have fallen behind plan, and to date these have been paid into the Group section from 1 July 2021 onwards at a level of
£1m per month. The Santander UK group also meets Scheme administration expenses. The funding valuation is used to judge the amount of cash contributions
the Santander UK group needs to put into the pension scheme. It will always be different to the IAS 19 accounting deficit, which is an accounting rule concerning
employee benefits and shown on the balance sheet of our financial statements.
Actuarial assumptions
The principal actuarial assumptions used for the defined benefit schemes were:
Group and Company
2021
2020
2019
%
%
%
To determine benefit obligations(1):
Discount rate for scheme liabilities
1.9
1.3
2.1
General price inflation
3.4
3.0
3.0
General salary increase
1.0
1.0
1.0
Expected rate of pension increase
3.2
2.9
2.9
Years
Years
Years
Longevity at 60 for current pensioners, on the valuation date:
Males
27.5
27.5
27.3
Females
30.1
30.0
29.8
Longevity at 60 for future pensioners currently aged 40, on the valuation date:
Males
29.0
29.0
28.9
Females
31.6
31.5
31.3
(1) The discount rate and inflation related assumptions set out in the table at 31 December 2021 reflect the assumptions calculated based on the Scheme’s duration and cash flow profile as a whole. The actual
      assumptions used were determined for each section independently based on each section’s duration and cash flow profile.
At 30 September 2021, changes were made to the assumptions to reflect management’s current views. This included refinements to the inflation assumptions,
and a move to section specific financial assumptions to better reflect each individual section’s duration and cash flow profile. The mortality assumption was also
refined to reflect the latest 2020 projections model from the Continuous Mortality Investigation (CMI). The overall impact of these changes was small with the
majority of the liability movement being due to changes in market conditions.
Discount rate for scheme liabilities
The rate used to discount the retirement benefit obligation for accounting purposes is based on the annual yield at the balance sheet date of high-quality
corporate bonds on that date. There are only a limited number of higher quality Sterling-denominated corporate bonds, particularly those that are longer-dated.
Therefore, in order to set a suitable discount rate, we need to construct a corporate bond yield curve. The model which we use for constructing the curve uses
corporate bond data but excludes most convertible and asset-backed bonds. The curve is then constructed from this data by extrapolating the horizontal forward
curve from 30 years, with the level of this forward rate being the average of the fitted forward rates over the 15 to 30 year range. When considering an
appropriate assumption, we project forward the expected cash flows of the Scheme and adopt a single equivalent cash flow weighted discount rate, subject to
management judgement. In 2021, a review of the assumptions was carried out. We moved to using section specific discount rates, derived using the same
methodology as before when calculating the discount rate for the Scheme, but based on the cash flows for each section.
General price inflation
Consistent with our discount rate methodology, we set the inflation assumption using the expected cash flows of the Scheme, fitting them to an inflation curve to
give a weighted average inflation assumption. We then deduct an inflation risk premium to reflect the compensation holders of fixed rate instruments expect to
receive for taking on the inflation risk. This premium is subject to a cap, to better reflect management’s view of inflation expectations. In 2020, management
amended the general price inflation assumptions to reflect the expectation that the Retail Price Index would be brought in line with the Consumer Price Index
from 2030. At 31 December 2020, this change increased the liabilities of the Scheme by £64m. In 2021, a review of the assumptions was carried out, and similar
to the discount rate we moved to using section specific inflation rates, derived using the same methodology as before, but based on the cash flows for each
section.
General salary increase
From 1 March 2015, a cap on pensionable pay increases of 1% each year was applied to staff in the Scheme.
Expected rate of pension increase
The pension increase assumption methodology uses a stochastic model, which is calibrated to consider both the observed historical volatility term structure and
derivative pricing. The model allows for the likelihood that high or low inflation in one-year feeds into inflation remaining high or low in the next year.
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Mortality assumptions
The mortality assumptions are based on an independent analysis of the Scheme’s actual mortality experience, carried out as part of the triennial actuarial
valuation, together with recent evidence from the Continuous Mortality Investigation. An allowance is then made for expected future improvements to life
expectancy based on the Continuous Mortality Investigation Tables. Following this review the S3 Medium all pensioner mortality table was adopted with
appropriate adjustments to reflect the actual mortality experience. For future improvements, at 31 December 2021 the CMI 2020 projection model was adopted,
with model parameters selected having had regard to the Scheme’s membership profile with an initial addition to improvements of 0.15% per annum, together
with a long-term rate of future improvements to life expectancy of 1.25% for male and female members. No weight was placed on the 2020 data in the model,
reflecting the uncertainty regarding whether, and how much, 2020 mortality data reflects likely future experience. Both the mortality table and the projection
model are published by the Continuous Mortality Investigation.
In 2019, the methodology for setting the demographic assumptions was changed to better represent current expectations, following a review carried out by the
Trustee as part of the 2019 triennial valuation and a separate review conducted on early retirement experience. These reviews resulted in changes in the
assumptions for commutation, family statistics and early retirement, which were retained at 31 December 2021.
Actuarial assumption sensitivities
The sensitivity analyses below have been determined based on reasonably possible changes of the respective assumptions occurring at the end of the reporting
period, while holding all other assumptions constant.
(Decrease)/increase
2021
2020
Assumption
Change in pension obligation at period end from
£m
£m
Discount rate
25 bps increase
(571)
(662)
General price inflation(1)
25 bps increase
392
365
Mortality
Each additional year of longevity assumed
478
515
(1)The general price inflation sensitivity of £365m at 31 December 2020 has been restated to correct an administrative error. The correction does not impact the actual reported values.
The 25bps sensitivity to the inflation assumption includes the corresponding impact of changes in future pension increase assumptions before and after
retirement. The sensitivity analysis presented above may not be representative of the actual change in the defined benefit obligation as it is unlikely that the
changes in assumptions would occur in isolation of one another as some of the assumptions may be correlated. Furthermore, in presenting the sensitivity
analysis, the present value of the defined benefit obligation has been calculated using the projected unit credit method at the end of the reporting period, which is
the same method used to calculate the defined benefit obligation recognised in the balance sheet. There were no changes in the methods and assumptions used
in preparing the sensitivity analyses from prior years.
The benefits expected to be paid in each of the next five years, and in the aggregate for the five years thereafter are:
Year ending 31 December
£m
2022
387
2023
335
2024
356
2025
381
2026
401
Five years ending 2031
2,240
The average duration of the defined benefit obligation at 31 December 2021 was18.3 years (2020: 19.4 years).
Covid-19
While Covid-19 resulted in some volatility in the IAS 19 position, there was recovery over 2021. Actions taken in 2021 to increase hedging and reduce asset risk, in
line with the agreements already in place with the Trustee, served to improve the Scheme’s resilience to market volatility.
The Santander UK group has collaborated with the Trustee to ensure the delivery of key functions and services could be maintained throughout the Covid-19
pandemic, to include most vitally the payment of pensions to members. At the start of the Covid-19 pandemic, an enhanced risk monitoring framework was also
established to identify and monitor such risks and ensure they were adequately managed.
31. CONTINGENT LIABILITIES AND COMMITMENTS
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
Guarantees given to subsidiaries
4,564
4,799
Guarantees given to third parties
363
939
363
939
Formal standby facilities, credit lines and other commitments
37,346
42,221
36,973
41,508
37,709
43,160
41,900
47,246
At 31 December 2021, the Santander UK group had credit impairment loss provisions relating to guarantees given to third parties and undrawn loan
commitments. See Note 29 for further details. The Company has no material expected credit losses on guarantees provided to subsidiaries. For segmental and
credit risk staging analysis relating to off-balance sheet exposures, see the credit quality table in the ‘Santander UK group level – credit risk review’ section.
Where the items set out below can be reliably estimated, they are disclosed in the table above.
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Guarantees given to subsidiaries
Santander UK plc has agreed to guarantee the payment of all obligations or liabilities (whether actual or contingent or for the payment of any amount or delivery
of any property) incurred by Cater Allen Limited (whether as principal or surety) to any person on or before 31 December 2022 under or in respect of any dealing,
transaction or engagement whatsoever, including without prejudice to the generality of the foregoing.
Capital support arrangements
At 31 December 2021 Santander UK plc, Cater Allen Limited and certain other non-regulated subsidiaries of Santander UK plc were party to a capital support deed
dated 13 November 2018 (the RFB Sub-Group Capital Support Deed). These parties were permitted by the PRA to form a core UK group as defined in the PRA
Rulebook, a permission which expired on 31st December 2021.  Exposures of each of the regulated entities to other members of the core UK group were exempt
from large exposure limits that would otherwise apply and these exposures were risk-weighted at 0%. The purpose of the RFB Sub-Group Capital Support Deed
was to facilitate the prompt transfer of available capital resources from, or repayment of liabilities by, the non-regulated parties to any of the regulated parties in
the event that one of the regulated parties breached or was at risk of breaching its capital resources or risk concentrations requirements.
A new RFB Sub-Group Capital Support Deed was entered into on 17 December 2021 and effective from 1 January 2022.  This reflected the latest version of
associated regulation and the addition of two further Santander UK plc subsidiaries including Santander ISA Managers Limited, an entity regulated by the FCA. 
The parties to the new RFB Sub-Group Capital Support Deed were granted a new permission by the PRA to form a core UK group from 1 January 2022 to 31
December 2024, following expiry of the previous core UK group permission on 31 December 2021.  Where applicable this new permission also provides for intra-
group exposures to be excluded from the leverage exposure measure.
Liquidity support arrangements
Under the PRA’s liquidity rules, Santander UK plc and its subsidiary Cater Allen Limited form the RFB Domestic Liquidity Sub-group (the RFB DoLSub), which allows
the entities to collectively meet regulatory requirements for the purpose of managing liquidity risk. Each member of the RFB DoLSub will support the other by
transferring surplus liquidity in times of stress.
Guarantees given to third parties
Guarantees given to third parties consist primarily of letters of credit, bonds and guarantees granted as part of normal product facilities which are offered to
customers.
Formal standby facilities, credit lines and other commitments
Standby facilities, credit lines and other commitments are also granted as part of normal product facilities which are offered to customers. Retail facilities
comprise undrawn facilities granted on flexible mortgages, bank overdrafts and credit cards. On flexible mortgages, the credit limit is set at the point of granting
the loan through property value and affordability assessments. Ongoing assessments are made to ensure that credit limits remain appropriate considering any
change in the security value or the customer’s financial circumstances. For unsecured overdraft facilities and credit cards, the facilities are granted based on new
business risk assessment and are reviewed more frequently based on internal, as well as external data. The delinquency status of the account would result in the
withdrawal of the facility. Corporate facilities can comprise standby and revolving facilities which are subject to ongoing compliance with covenants and may
require the provision of agreed security. Failure to comply with these terms can result in the withdrawal of the unutilised facility headroom.
FSCS
The FSCS is the UK’s independent statutory compensation fund for customers of authorised financial services firms and pays compensation if a firm is unable to
pay certain claims against it. The FSCS is funded by levies on the industry (and recoveries and borrowings where appropriate).
Loan representations and warranties
In connection with the securitisations and covered bond transactions described in Note 14, the Santander UK group entities selling the relevant loans into the
applicable securitisation or covered bond portfolios make representations and warranties with respect to such loans, in each case as of the date of the sale of the
loans into the applicable portfolio. These representations and warranties cover, among other things, the ownership of the loan by the relevant Santander UK
group entity, absence of a material breach or default by the relevant borrower under the loan, the loan’s compliance with applicable laws and absence of material
disputes with respect to the relevant borrower, asset and loan. The specific representations and warranties made by Santander UK group companies which act as
sellers of loans in these securitisations and covered bond transactions depend in each case on the nature of the transaction and the requirements of the
transaction structure. In addition, market conditions and credit rating agency requirements may affect the representations and warranties required of the relevant
Santander UK group companies in these transactions.
In the event that there is a material breach of the representations and warranties given by Santander UK plc as seller of loans under the residential mortgage-
backed securitisations or the covered bond programmes included in Note 14, or if such representations and warranties prove to be materially untrue at the date
when they were given (being the sale date of the relevant mortgage loans), Santander UK plc may be required to repurchase the affected mortgage loans
(generally at their outstanding principal balance plus accrued interest). These securitisations and covered bond programmes are collateralised by prime
residential mortgage loans. Santander UK plc is principally a retail prime lender and has no appetite or product offering for any type of sub-prime business. In
addition, Santander UK plc’s credit policy explicitly prohibits such lending.
Similarly, under the auto loan securitisations in Note 14, in the event that there is a breach or inaccuracy in respect of a representation or warranty relating to the
loans, the relevant Santander UK group entity who sold the auto loans into the securitisation portfolio will be required to repurchase such loans from the
structure (also at their outstanding principal balance plus accrued interest). In addition to breaches of representation and warranties, under the auto loan
securitisations, the seller may also have a repurchase obligation if certain portfolio limits are breached (which include, amongst other things, limits as to the size
of a loan given to an individual customer, LTV ratio, average term to maturity and average seasoning).
In the case of a repurchase of a loan from the relevant securitisation or covered bond programmes, the Santander UK group may bear any subsequent credit loss
on such loan. The Santander UK group manages and monitors its securitisation and covered bond activities closely to minimise potential claims.
Other legal actions and regulatory matters
Santander UK engages in discussion, and co-operates, with the FCA, PRA, CMA and other regulators and government agencies in various jurisdictions in their
supervision and review of Santander UK including reviews exercised under statutory powers, regarding its interaction with past and present customers, both as
part of general thematic work and in relation to specific products, services and activities. During the ordinary course of business, Santander UK is also subject to
complaints and threatened legal proceedings brought by or on behalf of current or former employees, customers, investors or other third parties, in addition to
legal and regulatory reviews, challenges and tax or enforcement investigations or proceedings in various jurisdictions. All such matters are assessed periodically
to determine the likelihood of Santander UK incurring a liability.
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In those instances where it is concluded that it is not yet probable that a quantifiable payment will be made, for example because the facts are unclear or further
time is required to fully assess the merits of the case or to reasonably quantify the expected payment, no provision is made. In addition, where it is not currently
practicable to estimate the possible financial effect of these matters, no provision is made.
Payment Protection Insurance
In relation to a specific PPI portfolio of complaints, a legal dispute regarding allocation of liability remains in its early stages. The dispute relates to the liability for
PPI mis-selling complaints relating to pre-2005 PPI policies underwritten by AXA France IARD and AXA France Vie (together, AXA France - previously Financial
Insurance Company Ltd and Financial Assurance Company Ltd respectively) and involves Santander Cards UK Limited (a former GE Capital Corporation entity and
distributor of pre-2005 PPI known as GE Capital Bank Limited which was acquired by Banco Santander SA in 2008 and subsequently transferred to Santander UK
plc) and a Banco Santander SA subsidiary Santander Insurance Services UK Limited (together the Santander Entities). During the relevant period, AXA France were
owned by Genworth Financial International Holdings, Inc (Genworth).
In September 2015 AXA S.A. acquired AXA France from Genworth. In July 2017, the Santander Entities notified AXA France that they did not accept liability for
losses on PPI policies relating to this period. Santander UK plc entered into a Complaints Handling Agreement (CHA) with AXA France pursuant to which it agreed
to handle complaints on their behalf, and AXA France agreed to pay redress assessed to be due to relevant policyholders on a without prejudice basis. A standstill
agreement was entered into between the Santander Entities and AXA France as a condition of the CHA.
In July 2020, Genworth announced that it had agreed to pay AXA circa £624m in respect of PPI mis-selling losses in settlement of the related dispute concerning
obligations under the sale and purchase agreement pursuant to which Genworth sold AXA France to AXA. The CHA between Santander UK plc and AXA France
terminated on 26 December 2020. On 30 December 2020, AXA France provided written notice to the Santander Entities to terminate the standstill agreement.
During 2021, AXA France commenced litigation against the Santander Entities seeking recovery of £636m and any further losses relating to pre-2005 PPI.  The
Santander Entities acknowledged service indicating their intention to defend the claim in full and have issued an application for AXA France’s claim to be struck
out/summarily dismissed, which is being heard by the Commercial Court in February 2022. This dispute remains at an early stage and there are ongoing factual
issues to be resolved which may have legal consequences including in relation to liability. These issues create uncertainties which mean that it is difficult to
reliably predict the outcome or the timing of the resolution of the matter. The Litigation and other regulatory provision in Note 29 includes our best estimate of
the Santander Entities’ liability to the specific portfolio. Further information has not been provided on the basis that it would be seriously prejudicial to the
Santander Entities’ interests in connection with the dispute.
In addition, and in relation to PPI more generally the Litigation and other regulatory provision includes an amount relating to litigation challenging the FCA’s
industry guidance on the treatment of Plevin / recurring non-disclosure assessments. This provision is based on current stock levels, future projected claims, and
average redress. There remains a risk that volumes received in future may be higher than forecast. The provision in Note 29 includes our best estimate of
Santander UK’s liability for the specific issue. The actual cost of customer compensation could differ from the amount provided.
German dividend tax arbitrage transactions
In June 2018 the Cologne Criminal Prosecution Office and the German Federal Tax Office commenced an investigation in relation to the historical involvement of
Santander UK plc, Santander Financial Services plc and Cater Allen International Limited (all subsidiaries of Santander UK Group Holdings plc) in German dividend
tax arbitrage transactions (known as cum/ex transactions). These transactions allegedly exploited a loophole of a specific German settlement mechanism through
short-selling and complex derivative structuring which resulted in the German government either refunding withholding tax where such tax had not been paid or
refunding it more than once.  The German authorities are investigating numerous institutions and individuals in connection with alleged transactions and
practices which may be found to be illegal under German law.
During 2021 we continued to cooperate with the German authorities and, with the assistance of external experts, to progress an internal investigation into the
matters in question. From Santander UK plc’s perspective, the investigation is focused principally on the period 2009-2011 and remains on-going. There remain
factual issues to be resolved which may have legal consequences including potentially material financial penalties. These issues create uncertainties which mean
that it is difficult to predict the resolution of the matter including timing or the significance of the possible impact. Any potential losses, claims or expenses
suffered or incurred by Santander Financial Services plc in respect of these matters have been fully indemnified by Santander UK plc, as part of the ring-fencing
transfer scheme between Santander UK plc, Santander Financial Services plc and Banco Santander SA.
Consumer credit
The Santander UK group’s unsecured lending and other consumer credit business is governed by consumer credit law and related regulations, including the CCA.
Claims brought by customers in relation to these requirements, including potential breaches, could result in costs to the Santander UK group where such
potential breaches are not found to be de minimis. The CCA includes very detailed and prescriptive requirements for lenders, including in relation to post
contractual data.
Customer remediation provisions include an amount of £6m (2020: £47m) arising from a systems-related historical issue identified by Santander UK, relating to
compliance with certain requirements of the CCA. This provision has been based on detailed reviews of relevant systems related to consumer credit business
operations, supported by external legal and regulatory advice. The Customer remediation provision in Note 29 includes our best estimate of Santander UK’s
liability for the specific issue. The actual cost of customer compensation could differ from the amount provided. It is not practicable to provide an estimate of the
risk and amount of any further financial impact.
FCA civil regulatory investigation into Santander UK plc financial crime systems and controls, and compliance with the Money Laundering Regulations 2007
In 2021, Santander UK plc continued to cooperate with an FCA civil regulatory investigation which commenced in July 2017 into our compliance with the Money
Laundering Regulations 2007 and potential breaches of FCA principles and rules relating to anti-money laundering and financial crime systems and controls. The
FCA’s investigation focuses primarily on the period 2012 to 2017 and includes consideration of high-risk customers including Money Service Bureaus. It is not
currently possible to make a reliable assessment of any liability resulting from the investigation including any financial penalty.
Taxation
The Santander UK group engages in discussion, and co-operates, with HM Revenue & Customs (HMRC) in their oversight of the Santander UK group’s tax matters.
The Santander UK group adopted the UK’s Code of Practice on Taxation for Banks in 2010.
Certain leases in which the Santander UK group is or was the lessor have been under review by HMRC in connection with claims for tax allowances. Under the
terms of the lease agreements, the Santander UK group is fully indemnified in all material respects by the respective lessees for any liability arising from the
disallowance of tax allowances plus accrued interest. 
During 2021, an outline agreement in principle in respect of a number of these lease arrangements was reached directly between the lessee and HMRC. It is
anticipated that this agreement will be executed in H1 2022 which would result in a final payment by the lessee to HMRC in the region of £50m and conclude the
review by HMRC. There is the possibility that the Santander UK Group would need to make the payment to HMRC and reclaim this from the lessee under the
indemnity arrangements.
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Santander UK plc    209
Certain other lease arrangements, where the tax liabilities are considered immaterial, remain under review. Whilst legal opinions have been obtained to support
the Santander UK group’s position, the matter remains uncertain pending formal resolution with HMRC and any subsequent litigation. These matters moved to
formal litigation in 2017, as required under the terms of the leases, and it is currently anticipated that hearings will be held at the First Tier Tax Tribunal in 2022.
Other
On 2 November 2015, Visa Europe Ltd agreed to sell 100% of its share capital to Visa Inc. The deal closed on 21 June 2016. As a member and shareholder of Visa
Europe Ltd, Santander UK received upfront consideration made up of cash and convertible preferred stock. The convertible preferred stock is now held by
Santander Equity Investments Limited (SEIL), outside the ring-fenced bank. Conversion of the preferred stock into Class A Common Stock of Visa Inc. depends on
the outcome of litigation against Visa involving UK & Ireland (UK&I) multilateral interchange fees (MIFs). In June 2020, the Supreme Court issued a judgement
finding that MIFs restricted competition.
In addition, Santander UK and certain other UK&I banks have agreed to indemnify Visa Inc. in the event that the preferred stock is insufficient to meet the costs of
this litigation. Visa Inc. has recourse to this indemnity once more than €1bn of losses relating to UK&I MIFs have arisen or once the total value of the preferred
stock issued to UK&I banks on closing has been reduced to nil. Whilst Santander UK's liability under this indemnity is capped at €39.85m, Visa Inc. may have
recourse to a general indemnity in place under Visa Europe Operating Regulations for damages not satisfied through the above mechanism. At this stage, it is
unclear whether the litigation will give rise to more than €1bn of losses relating to UK&I MIFs which means it is difficult to predict the resolution of the matter
including the timing or the significance of the possible impact.
As part of the sale of subsidiaries, businesses and other entities, and as is normal in such circumstances, Santander UK plc (and/or, where relevant, its subsidiaries)
has given warranties and indemnities to the purchasers.
Obligations under stock borrowing and lending agreements
Obligations under stock borrowing and lending agreements represent contractual commitments to return stock borrowed. These obligations are offset by a
contractual right to receive stock under other contractual agreements. See Note 36.
Other off-balance sheet commitments
The Santander UK group has commitments to lend at fixed interest rates which expose us to interest rate risk. For more, see the Risk review.
32. SHARE CAPITAL
Group and Company
Ordinary shares
of £0.10 each
Total
Issued and fully paid share capital
No.
£m
£m
At 31 December 2020, 1 January 2021 and 31 December 2021
31,051,768,866
3,105
3,105
Group and Company
2021
2020
Share premium
£m
£m
At 1 January and 31 December
5,620
5,620
The Company has one class of ordinary shares which carries no right to fixed income. The Company’s £325m sterling preference shares are classified as
Subordinated Liabilities as described in Note 27.
33. OTHER EQUITY INSTRUMENTS
Group and Company
Interest rate
2021
2020
%
Next call date
£m
£m
£300m Step-up Callable Perpetual Reserve Capital Instruments
7.037
February 2026
235
235
AT1 securities:
- £500m Fixed Rate Reset Perpetual AT1 Capital Securities
6.75
June 2024
496
496
- £750m Fixed Rate Reset Perpetual AT1 Capital Securities
7.375
June 2022
750
750
- £500m Fixed Rate Reset Perpetual AT1 Capital Securities
5.18
n/a
210
- £500m Fixed Rate Reset Perpetual AT1 Capital Securities
6.30
March 2025
500
500
- £210m Fixed Rate Reset Perpetual AT1 Capital Securities
4.25
March 2026
210
2,191
2,191
Step-up Callable Perpetual Reserve Capital Instruments
These instruments are redeemable by Santander UK plc on 14 February 2026 or on any coupon payment date thereafter, subject to the prior approval of the PRA.
They are perpetual and pay interest annually. The coupon rate resets every five years, based on the UK five-year benchmark gilt rate. Interest payments may be
deferred by Santander UK plc. The instruments are not redeemable at the option of the holders and the holders do not have any rights against other Santander UK
group companies.
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AT1 securities
The AT1 securities issued by the Company were subscribed by its immediate parent company, Santander UK Group Holdings plc. The AT1 securities are perpetual
and pay a distribution on 24 March, June, September and December. At each distribution payment date, the Company can decide whether to pay the distribution,
which is non-cumulative, in whole or in part. The distribution rate resets every five years. The securities will be automatically written down and the investors will
lose their entire investment in the securities should the CET1 capital ratio of the Santander UK prudential consolidation group fall below 7%. They are redeemable
at the option of the Company on their first call date or on any reset date thereafter in the cases of the 6.75% and 7.375% Fixed Rate Reset Perpetual AT1 Capital
Securities, and on any distribution payment date thereafter in the case of the 6.30% Fixed Rate Reset Perpetual AT1 Capital Securities and on any day falling in the
period commencing on (and including) 24 March 2026 and ending on (and including) the First Reset Date; or on any Distribution Payment Date subsequent to the
First Reset Date, in the case of the 4.25% Fixed Rate Reset Perpetual AT1 Capital Securities . No such redemption may be made without the consent of the PRA.
In March 2021, Santander UK plc purchased and redeemed the remaining £210m of the original £500m 5.18%Fixed Rate Reset Perpetual AT1 Capital Securities
and issued £210m 4.25% Fixed Rate Reset Perpetual AT1 Capital Securities, which were fully subscribed by the Company’s immediate parent company, Santander
UK Group Holdings plc.
34. NON-CONTROLLING INTERESTS
2021
2020
£m
£m
PSA Finance UK Limited
162
162
PSA Finance UK Limited was the only subsidiary in the Santander UK group that gave rise to significant non-controlling interests. See Note 19 for summarised
financial information of PSA Finance UK Limited.
On 30 July 2021, Santander UK through Santander Consumer (UK) plc sold its entire 50% shareholding in PSA to PSA Financial Services Spain EFC SA, a joint
venture between Santander Consumer Finance SA, a fellow subsidiary of Banco Santander SA, and Banque PSA Finance SA, the auto finance arm of Group PSA
Peugeot Citroën. The impact of the sale was to derecognise total assets of £3.2bn, total liabilities of £2.9bn and a non-controlling interest of £0.15bn. No material
gain or loss arose on sale.
35. NOTES TO CASH FLOWS
Changes in liabilities arising from financing activities
The table below shows the changes in liabilities arising from financing activities. The changes in equity arising from financing activities are set out in the
Consolidated Statement of Changes in Equity.
Group
2021
2020
Balance sheet line item
Balance sheet line item
Debt
securities
in issue
Subordinated
liabilities
Other equity
instruments
Lease
liabilities
Dividends
paid
Total
Debt
securities
in issue
Subordinated
liabilities
Other equity
instruments
Lease
liabilities
Dividends
paid
Total(1)
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January
35,566
2,556
2,191
97
40,410
41,129
3,528
2,191
137
46,985
Proceeds from issue of
debt securities
2,872
2,872
5,602
5,602
Repayment of debt
securities
(11,910)
(11,910)
(11,378)
(11,378)
Repayment of
subordinated liabilities
(4)
(4)
(659)
(659)
Issue of other equity
instruments
450
450
Repurchase of other
equity instruments
(500)
(500)
Payment of lease
liability
(25)
(25)
(45)
(45)
Dividends paid
(1,494)
(1,494)
(292)
(292)
Liability-related other
changes
(447)
(4)
61
(390)
(250)
(10)
6
(254)
Non-cash changes:
Unrealised foreign
exchange
(806)
6
(800)
376
22
398
Other changes
245
(326)
50
1,494
1,463
87
(325)
292
54
At 31 December
25,520
2,228
2,191
133
30,072
35,566
2,556
2,191
98
40,411
(1)    Restated for 2020 to include changes in liabilities arising from financing activities relating to lease liabilities.
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Company
2021
2020
Balance sheet line item
Balance sheet line item
Debt
securities
in issue
Subordinated
liabilities
Other equity
instruments
Lease
liabilities
Dividends
paid
Total
Debt
securities
in issue
Subordinated
liabilities
Other equity
instruments
Lease
liabilities
Dividends
paid
Total(1)
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January
32,844
2,586
2,191
80
37,701
36,966
3,563
2,191
119
42,839
Proceeds from issue of
debt securities
2,872
2,872
5,600
5,600
Repayment of debt
securities
(10,278)
(10,278)
(10,124)
(10,124)
Repayment of
subordinated liabilities
(4)
(4)
(658)
(658)
Issue of other equity
instruments
210
210
Repurchase of other
equity instruments
(210)
(210)
Payment of lease
liability
(23)
(23)
(43)
(43)
Dividends paid
(1,489)
(1,489)
(277)
(277)
Liability-related other
changes
(508)
(4)
65
(447)
(73)
(10)
7
(76)
Non-cash changes:
Unrealised foreign
exchange
(820)
6
(814)
396
22
418
Other changes
444
(351)
1,489
1,582
79
(331)
277
25
At 31 December
24,554
2,233
2,191
122
29,100
32,844
2,586
2,191
83
37,704
(1)    Restated for 2020 to include changes in liabilities arising from financing activities relating to lease liabilities.
In addition, in 2021, there was a disposal of non-controlling interests of £181m .
Footnotes to the consolidated cash flow
For 2021, Principal elements of lease payments are included as a separate line item in the Consolidated Cash Flow Statement. As a result, cash flows of £45m for
2020 (2019: £54m) have been reclassified from 'Other liabilities' within operating activities to 'Principal elements of lease payments' within financing activities.
Total cash outflow for leases was £28m (2020: £48m).
Net cash flows from operating activities includes interest received of £4,806m (2020: £5,139m, 2019: £5,801m), interest paid of £1,064m (2020: £1,857m,
2019: £2,538m) and dividends received of £nil  (2020: £nil, 2019: £nil).
Restatements in the consolidated cash flow
Reverse repurchase agreements with a contractual maturity of greater than 3 months and repurchase agreements were previously included in cash and cash
equivalents. In 2021, such agreements are no longer included in cash and cash equivalents, and line items have been added in the cash flow statement within ‘net
change in operating assets and liabilities’ for ‘reverse repurchase agreements - non trading’ and ‘repurchase agreements - non trading’. As a result, cash and cash
equivalents for 2020 and 2019 have been restated by £2,100m and £1,134m respectively.
Footnotes to the Company cash flow
For 2021, Principal elements of lease payments are included as a separate line item in the Consolidated Cash Flow Statement. As a result, cash flows of £43m for
2020 (2019: £53m) have been reclassified from 'Other liabilities' within operating activities to 'Principal elements of lease payments' within financing activities.
Total cash outflow for leases was £25m (2020: £46m).
Net cash flows from operating activities includes interest received of £4,945m (2020: £5,313m, 2019: £6,032m), interest paid of £1,490m (2020:
£2,542m,2019: £3,206m) and dividends received of £230m (2020: £nil, 2019: £nil).
Restatements in the Company cash flow
Reverse repurchase agreements with a contractual maturity of greater than 3 months and repurchase agreements were previously included in cash and cash
equivalents. In 2021, such agreements are no longer included in cash and cash equivalents, and line items have been added in the cash flow statement within ‘net
change in operating assets and liabilities’ for ‘reverse repurchase agreements - non trading’ and ‘repurchase agreements - non trading’. As a result, cash and cash
equivalents for 2020 and 2019 have been restated by £2,096m and £1,128m respectively.
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36. ASSETS CHARGED AS SECURITY FOR LIABILITIES AND COLLATERAL ACCEPTED AS
SECURITY FOR ASSETS
The following transactions are conducted under terms that are usual and customary to collateralised transactions including, where relevant, standard securities
lending and repurchase agreements.
a) Assets charged as security for liabilities
The financial assets below are analysed between those assets accounted for on-balance sheet and off-balance sheet.
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
On-balance sheet:
Cash and balances at central banks
1,580
985
1,580
985
Loans and advances to banks
284
550
284
550
Loans and advances to customers – securitisations and covered bonds (See Note 14)
19,432
31,138
Loans and advances to customers – other
41,936
23,655
41,936
23,655
Other financial assets at amortised cost
648
648
Financial assets at fair value through other comprehensive income
4,363
5,581
4,363
5,581
Total on-balance sheet
67,595
62,557
48,163
31,419
Total off-balance sheet
14,449
24,701
14,449
24,701
The Santander UK group provides assets as collateral in the following areas of the business.
Sale and repurchase agreements
The Santander UK group enters into sale and repurchase agreements and similar transactions of debt securities, which are accounted for as secured borrowings.
Upon entering into such transactions, the Santander UK group provides collateral in excess of the borrowed amount. The carrying amount of assets that were so
provided at 31 December 2021 was £15,368m (2020: £25,874m), of which £639m (2020: £1,392m) was classified within ‘Loans and advances to customers –
securitisations and covered bonds’ in the table above.
Securitisations and covered bonds
As described in Note 14 to the Consolidated Financial Statements in the 2020 Annual Report, Santander UK plc and certain of its subsidiaries issue securitisations
and covered bonds. At 31 December 2021, there were £20,199m (2020: £33,432m) of gross assets in these secured programmes, of which £767m (2020:
£2,294m) related to internally retained issuances that were available for use as collateral for liquidity purposes in the future.
At 31 December 2021, a total of £1,855m (2020: £4,530m) of notes issued under securitisation and covered bond programmes had been retained internally, a
proportion of which had been used as collateral via third party bilateral secured funding transactions, which totalled £500m at 31 December 2021 (2020:
£1,114m), or for use as collateral for liquidity purposes in the future.
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Stock borrowing and lending agreements
Asset balances under stock borrowing and lending agreements represent stock lent by the Santander UK group. These balances amounted to £45,936m at 31
December 2021 (2020: £30,040m) and are offset by contractual commitments to return stock borrowed or cash received.
Derivatives business
In addition to the arrangements described, collateral is also provided in the normal course of derivative business to counterparties. At 31 December 2021
£1,947m (2020: £1,598m) of such collateral in the form of cash had been provided by the Santander UK group and is included in the table.
b) Collateral accepted as security for assets
The collateral held as security for assets, analysed between those liabilities accounted for on balance sheet and off-balance sheet, was:
Group
Company
2021
2020
2021
2020
£m
£m
£m
£m
On-balance sheet:
Deposits by banks
931
2,063
810
1,487
Total on-balance sheet
931
2,063
810
1,487
Total off-balance sheet
17,781
30,510
17,781
30,510
Purchase and resale agreements
The Santander UK group also enters into purchase and resale agreements and similar transactions of debt securities, which are accounted for as collateralised
loans. Upon entering into such transactions, the Santander UK group receives collateral in excess of the loan amount. The level of collateral held is monitored
daily and if required, further calls are made to ensure the market values of collateral remains at least equal to the loan balance. The subsidiaries are permitted to
sell or repledge the collateral held in the absence of default. At 31 December 2021, the fair value of such collateral received was £14,562m (2020: £25,972m).
Of the collateral received, almost all was sold or repledged. The subsidiaries have an obligation to return collateral that they have sold or pledged.
Stock borrowing and lending agreements
Obligations representing contractual commitments to return stock borrowed by the Santander UK group amounted to £3,219m at 31 December 2021 (2020:
£4,538m) and are offset by a contractual right to receive stock lent.
Derivatives business
In addition to the arrangements described, collateral is also received from counterparties in the normal course of derivative business. At 31 December 2021,
£931m (2020: £2,063m) of such collateral in the form of cash had been received by the Santander UK group and is included in the table.
Lending activities
In addition to the collateral held as security for assets, the Santander UK group may obtain a charge over a customer’s property in connection with its lending
activities. Details of these arrangements are set out in the ‘Credit risk’ section of the Risk review.
37. SHARE-BASED COMPENSATION
The Santander UK group operates share schemes and arrangements for eligible employees. The main current schemes are the Sharesave Schemes, the Deferred
Shares Bonus Plan, the Partnership Shares scheme and the Transformation Incentive Plan. All the share options and awards relate to shares in Banco Santander
SA.
The amount charged to the income statement in respect of share-based payment transactions is set out in Note 6.
At 31 December 2021, the carrying amount of liabilities arising from share-based payment transactions, excluding any cash element was £3.7m (2020: £0.5m),
of which £0.4m had vested at 31 December 2021 (2020: £nil).
a) Sharesave Schemes
The Santander UK group launched its fourteenth HM Revenue & Customs approved Sharesave invitation under Banco Santander SA sponsorship in September
2021. Sharesave invitations have been offered since 2008 under broadly similar terms. Under the Sharesave Scheme’s HMRC-approved savings limits, eligible
employees may enter into contracts to save between £5 and £500 per month. For all schemes, at the end of a fixed term of three or five years after the grant
date, the employees can use these savings to buy shares in Banco Santander SA at a discount, calculated in accordance with the rules of the scheme. The option
price is calculated as the average middle market quoted price of Banco Santander SA shares over the first three dealing days prior to invitation and discounted by
up to 20%. This year a 10% discount was applied. The vesting of awards under the scheme depends on continued employment with the Banco Santander SA
group. Participants in the scheme have six months from the date of vest to exercise the option.
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The table below summarises movements in the number of options, and changes in weighted average exercise price over the same period.
2021
2020
Number of options
Weighted average
exercise price
Number of options
Weighted average
exercise price
‘000
£
‘000
£
Outstanding at 1 January
21,162
2.32
23,373
3.03
Granted
9,414
2.43
11,642
1.65
Exercised
(48)
1.86
(860)
2.75
Forfeited/expired
(4,535)
2.95
(12,993)
2.96
Outstanding at 31 December
25,993
2.25
21,162
2.32
Exercisable at 31 December
1,321
2.75
1,805
3.59
The weighted average share price at the date the options were exercised was £2.65 (2020: £2.92).
The following table summarises the range of exercise prices and weighted average remaining contractual life of the options at 31 December 2021 and 2020.
2021
2020
Range of exercise prices
Weighted average
remaining
contractual life
Weighted average
exercise price
Weighted average
remaining
contractual life
Weighted average
exercise price
Years
£
Years
£
£1 to £2
3
1.65
4
1.65
£2 to £3
3
2.81
2
2.81
£3 to £4
1
3.38
1
3.38
£4 to £5
1
4.02
1
4.02
The fair value of each option at the date of grant is estimated using an analytical model that also reflects the correlation between EUR and GBP. This model uses
assumptions on the share price, the EUR/GBP FX rate, the EUR/GBP risk-free interest rate, dividend yields, the expected volatilities of both the underlying shares
and EUR/GBP for the expected lives of options granted. The weighted average grant-date fair value of options granted during the year was £0.20 (2020: £0.21).
b) Deferred shares bonus plan
Deferred bonus awards are designed to align employee performance with shareholder value and encourage increased retention of senior employees. Those
employees who are designated as Material Risk Takers receive part of their annual bonus as a deferred award comprising 50% in conditional shares, and 50% in
cash. Either 40% (for any variable pay award of less than £500,000) or 60% (for any variable pay award greater than £500,000) is deferred over a four, five or
seven year period from the anniversary of the initial award. Deferred bonus awards in shares are subject to an additional one-year retention period from the point
of delivery. Any deferred awards are dependent on continued employment and subject to Santander UK's discretion, and the vesting of deferred bonus awards are
subject to risk and performance adjustment.
c) Partnership Shares scheme
A Partnership Shares scheme is operated for eligible employees under the Share Incentive Plan (SIP) umbrella. Participants can choose to invest up to £1,800 per
tax year (or no more than 10% of an employee’s salary for the tax year) from pre-tax salary to buy Banco Santander SA shares. Shares are held in trust for the
participants. There are no vesting conditions attached to these shares, and no restrictions as to when the shares can be removed from the trust. However, if a
participant chooses to sell the shares before the end of five years, they will be liable for the taxable benefit received when the shares are taken out of the trust.
The shares can be released from trust after five years free of income tax and national insurance contributions. 3,618,796 shares were outstanding at 31
December 2021 (2020: 3,254,900 shares).
d) Transformation Incentive Plan
This is a one-off long-term incentive plan which is designed to recognise the achievement of financial targets and an enhanced customer experience, whilst
maintaining appropriate conduct controls and risk management, over the course of our transformation period.
Awards under the plan were based on performance in 2020 and granted in 2021 and performance will be assessed over the period 1 January 2021 to 31
December 2023. Awards were granted half in cash and half in share based awards (linked to the Banco Santander SA share price) and will vest in accordance with
regulatory requirements. The total value of share-based awards granted in 2021 was £6m and the liability arising from share-based payment transactions,
excluding any cash element was £1m.
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38. TRANSACTIONS WITH DIRECTORS AND OTHER KEY MANAGEMENT PERSONNEL
a) Remuneration of Directors and Other Key Management Personnel
The remuneration of the Directors and Other Key Management Personnel of the Santander UK group is set out in aggregate below.
2021
2020
2019
Directors’ remuneration
£
£
£
Salaries and fees
5,495,852
5,353,980
5,025,665
Performance-related payments(1)
5,195,722
1,458,911
3,864,965
Other fixed remuneration (pension and other allowances & non-cash benefits)
929,935
1,107,348
1,367,069
Expenses
17,097
6,772
42,526
Total remuneration
11,638,606
7,927,011
10,300,225
2021
2020
2019
Directors' and Other Key Management Personnel compensation
£
£
£
Short-term employee benefits(2)
25,114,949
18,432,698
21,925,975
Post-employment benefits(3)
1,344,883
2,084,645
3,590,466
Total compensation
26,459,832
20,517,343
25,516,441
(1)In line with the Code, a proportion of the performance-related payment was deferred. Further details can be found in the Directors Remuneration Report.
(2)In addition to the remuneration in the table above, grants of shares in Banco Santander SA were made as buy-outs of deferred performance-related payments of shares in connection with previous employment
for one member of Key Management Personnel of £107,225 of which £25,413 vested in the year (2020: two individuals, one to a director of £1,293,678 of which £242,605 vested in the year and one to Key
Management Personnel of £924,133 of which £60,500 vested in the year).
(3) One Termination payment of £346,154 was paid in 2021 to a Director (2020: nil ; 2019: £1,076,435 for one individual.
In 2021, the remuneration, excluding pension contributions, of the highest paid Director, was £4,638,290 (2020: £2,134,134) of which £2,913,000 (2020:
£726,040) was performance related. In 2021, the accrued defined benefit pension relating to the highest paid director was £22,119 per annum (2020: £21,309
per annum for the same individual).
b) Retirement benefits
Defined benefit pension schemes are provided to certain employees. See Note 30 for details of the schemes and the related costs and obligations. One director
has a deferred pension benefit accruing under a defined benefit scheme. Ex gratia pensions paid to former Directors of Santander UK plc in 2021, which have been
provided for previously, amounted to £370,668 (2020: £366,248; 2019: £335,202). In 1992, the Board decided not to award any new such ex gratia pensions.
c) Transactions with Directors, Other Key Management Personnel and each of their connected persons
Directors, Other Key Management Personnel (defined as the Executive Committee of Santander UK plc who served during the year) and their connected persons
have undertaken the following transactions with the Santander UK group in the ordinary course of business.
2021
2020
No.
£000
No.
£000
Secured loans, unsecured loans and overdrafts
At 1 January
12
3,640
18
4,920
Net movements
(6)
(3,280)
(6)
(1,280)
At 31 December
6
360
12
3,640
Deposit, bank and instant access accounts and investments
At 1 January
23
8,195
32
11,975
Net movements
(2)
(1,643)
(9)
(3,780)
At 31 December
21
6,552
23
8,195
In 2021 and 2020, no Director held any interest in the shares of any company in the Santander UK group and no Director exercised or was granted any rights to
subscribe for shares in any company in the Santander UK group. In addition, in 2021 and 2020, no Directors exercised share options over shares in Banco
Santander SA, the ultimate parent company of the Company.
Secured loans, unsecured loans and overdrafts are made to Directors, Other Key Management Personnel and their connected persons, in the ordinary course of
business, with terms prevailing for comparable transactions and on the same terms and conditions as applicable to other employees in the Santander UK group.
Such loans do not involve more than the normal risk of collectability or present any unfavourable features. Amounts deposited by Directors, Other Key
Management Personnel and their connected persons earn interest at the same rates as those offered to the market or on the same terms and conditions
applicable to other employees in the Santander UK group. Deposits, bank and instant access accounts and investments are entered into by Directors, Other Key
Management Personnel and their connected persons on normal market terms and conditions, or on the same terms and conditions as applicable to other
employees in Santander UK group.
In 2021, loans were made to four Directors (2020: seven Directors), with a principal amount of £348,306 outstanding at 31 December 2021 (2020: £1,829,267).
In 2021, loans were made to two Other Key Management Personnel (2020: five), with a principal amount of £11,678 outstanding at 31 December 2021 (2020:
£1,811,171).
In 2021 and 2020, there were no other transactions, arrangements or agreements with Santander UK in which Directors, Other Key Management Personnel or
their connected persons had a material interest. In addition, in 2021 and 2020, no Director had a material interest in any contract of significance with Santander
UK other than a service contract.
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39. RELATED PARTY DISCLOSURES
a) Parent undertaking and controlling party
The Company’s immediate parent is Santander UK Group Holdings plc, a company incorporated in England and Wales. Its ultimate parent and controlling party is
Banco Santander SA, a company incorporated in Spain. The smallest and largest groups into which the Santander UK group’s results are included are the group
accounts of Santander UK Group Holdings plc and Banco Santander SA respectively, copies of which may be obtained from Shareholder Relations, 2 Triton Square,
Regent’s Place, London NW1 3AN, on the corporate website (www.aboutsantander.co.uk) or on the Banco Santander corporate website (www.santander.com).
b) Transactions with related parties
Transactions with related parties during the year and balances outstanding at the year-end:
Group
Interest, fees and
other income received
Interest, fees and
other expenses paid
Amounts owed by
related parties
Amounts owed to
related parties
2021
2020
2019
2021
2020
2019
2021
2020
2021
2020
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Ultimate parent
(164)
(119)
(130)
33
105
266
816
1,557
(1,150)
(2,151)
Immediate parent
(6)
(7)
(7)
263
316
317
7
8
(10,935)
(10,121)
Fellow subsidiaries
(57)
(58)
(66)
163
157
173
159
223
(534)
(559)
Associates & joint ventures
(34)
(29)
(29)
4
3,075
2,234
(918)
(1,034)
(261)
(213)
(232)
463
578
756
4,057
4,022
(13,537)
(13,865)
Company
Interest, fees and
other income received
Interest, fees and
other expenses paid
Amounts owed by
related parties
Amounts owed to
related parties
2021
2020
2019
2021
2020
2019
2021
2020
2021
2020
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Ultimate parent
(160)
(101)
(63)
34
84
199
815
1,550
(1,150)
(2,143)
Immediate parent
(6)
(7)
(7)
263
316
317
7
8
(10,935)
(10,121)
Subsidiaries
(390)
(655)
(670)
820
932
1,185
22,841
33,969
(23,143)
(33,196)
Fellow subsidiaries
(55)
(49)
(56)
150
140
146
159
219
(591)
(609)
Associates & joint ventures
1
(18)
(134)
(611)
(812)
(796)
1,267
1,472
1,847
23,823
35,746
(35,837)
(46,203)
For more on this, see ‘Balances with other Banco Santander companies’ in the Risk review. In addition, transactions with pension schemes operated by the
Santander UK group are described in Note 30.
The above transactions were made in the ordinary course of business, on substantially the same terms as for comparable transactions with third party
counterparties, and within limits acceptable to the PRA. Such transactions do not involve more than the normal risk of collectability or present any unfavourable
features.
In 2020, Santander Consumer (UK) plc (SCUK) purchased a 50% share in a new joint venture, Volvo Car Financial Services UK Limited. In 2021, £390m of dealer
lending was transferred from SCUK to the new entity.
In October 2020, Santander UK plc transferred a portfolio of mortgage assets with a book value of £3,163m to Santander Financial Services plc for a cash
consideration of £3,174m, including a purchase price premium of £11m.
In 2021, SCUK sold its entire 50% shareholding in PSA Finance UK Limited to PSA Financial Services Spain EFC SA, a joint venture between Santander Consumer
Finance SA, a fellow subsidiary of Banco Santander SA, and Banque PSA Finance SA. For more details, see Note 34.
In 2021, a significant part of the Corporate & Investment Banking business of Santander UK was transferred to the London branch of Banco Santander SA by way
of a Part VII banking business transfer scheme. For more details, see Note 43.
In 2021, we sold our current head office site in Triton Square, London to a wholly owned subsidiary of our parent.
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40. FINANCIAL INSTRUMENTS
a) Measurement basis of financial assets and liabilities
Financial assets and financial liabilities are measured on an ongoing basis either at fair value or at amortised cost. Note 1 describes how the classes of financial
instruments are measured, and how income and expenses, including fair value gains and losses, are recognised.
b) Fair value measurement and hierarchy
(i) Fair value measurement
The fair value of financial instruments is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market
participants at the measurement date in the principal, or in its absence, the most advantageous market to which Santander UK has access at that date. The fair
value of a liability reflects its non-performance risk.
Financial instruments valued using observable market prices
If a quoted market price in an active market is available for an instrument, the fair value is calculated as the current bid price multiplied by the number of units of
the instrument held.
Financial instruments valued using a valuation technique
In the absence of a quoted market price in an active market, management uses internal models to make its best estimate of the price that the market would set
for that financial instrument. In order to make these estimations, various techniques are employed, including extrapolation from observable market data and
observation of similar financial instruments with similar characteristics. Wherever possible, valuation parameters for each product are based on prices directly
observable in active markets or that can be derived from directly observable market prices. Chosen valuation techniques incorporate all the factors that market
participants would take into account in pricing transactions.
Santander UK manages certain groups of financial assets and liabilities on the basis of its net exposure to either market risks or credit risk. As a result, it has
elected to use the exception under IFRS 13 which permits the fair value measurement of a group of financial assets and financial liabilities on the basis of the price
that would be received to sell a net long position for a particular risk exposure or paid to transfer a net short position for a particular risk exposure in an orderly
transaction between market participants at the measurement date under current market conditions.
(ii) Fair value hierarchy
Santander UK applies the following fair value hierarchy that prioritises the inputs to valuation techniques used in measuring fair value. The hierarchy establishes
three categories for valuing financial instruments, giving the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities and the
lowest priority to unobservable inputs. The three categories are: quoted prices in active markets (Level 1), internal models based on observable market data (Level
2) and internal models based on other than observable market data (Level 3). If the inputs used to measure an asset or a liability fall to different levels within the
hierarchy, the classification of the entire asset or liability will be based on the lowest level input that is significant to the overall fair value measurement of the
asset or liability.
Santander UK categorises assets and liabilities measured at fair value within the fair value hierarchy based on the inputs to the valuation techniques as follows:
Level 1Unadjusted quoted prices for identical assets or liabilities in an active market that Santander UK can access at the measurement date. Active markets
are assessed by reference to average daily trading volumes in absolute terms and, where applicable, by reference to market capitalisation for the
instrument.
Level 2Quoted prices in inactive markets, quoted prices for similar assets or liabilities, recent market transactions, inputs other than quoted market prices for
the asset or liability that are observable either directly or indirectly for substantially the full term, and inputs to valuation techniques that are derived
principally from or corroborated by observable market data through correlation or other statistical means for substantially the full term of the asset
or liability.
Level 3Significant inputs to the pricing or valuation techniques are unobservable. These unobservable inputs reflect the assumptions that market
participants would use when pricing assets or liabilities and are considered significant to the overall valuation.
Changes in the observability of significant valuation inputs during the reporting period may result in a transfer of assets and liabilities within the fair value
hierarchy. The Santander UK group recognises transfers between levels of the fair value hierarchy when there is a significant change in either its principal market
or the level of observability of the inputs to the valuation techniques at the end of the reporting period.
c) Valuation techniques
The main valuation techniques employed in internal models to measure the fair value of the financial instruments at 31 December 2021 and 2020 are set out
below. In substantially all cases, the principal inputs into these models are derived from observable market data. Santander UK did not make any material
changes to the valuation techniques and internal models it used in 2021, 2020 and 2019. During 2021, Santander UK updated the interest rate market data
valuation inputs to reflect the cessation of LIBOR at the end of 2021, using risk-free rates in line with market practice..
A.In the valuation of financial instruments requiring static hedging (for example interest rate, currency derivatives and property derivatives) and in the
valuation of loans and advances and deposits, the ‘present value’ method is used. Expected future cash flows are discounted using the interest rate curves of
the applicable currencies or forward house price index levels, as well as credit spreads. The interest rate curves are generally observable market data and
reference yield curves derived from quoted interest rates in appropriate time bandings, which match the timings of the cash flows and maturities of the
instruments.
B.In the valuation of equity financial instruments requiring dynamic hedging (principally equity securities, options and other structured instruments),
proprietary local volatility and stochastic volatility models are used. These types of models are widely accepted in the financial services industry. Observable
market inputs used in these models include the bid-offer spread, foreign currency exchange rates, volatility and correlation between indices. In limited
circumstances, other inputs may be used in these models that are based on unobservable market data, such as the Halifax’s UK HPI volatility, HPI forward
growth, HPI spot rate, mortality and mean reversion.
C.In the valuation of financial instruments exposed to interest rate risk that require either static or dynamic hedging (such as interest rate futures, caps and
floors, and options), the present value method (futures), Black’s model (caps/floors) and the Hull/White and Markov functional models (Bermudan options)
are used. These types of models are widely accepted in the financial services industry. The significant inputs used in these models are observable market
data, including appropriate interest rate curves, volatilities, correlations and exchange rates. In limited circumstances, other inputs may be used in these
models that are based on unobservable market data, such as HPI volatility, HPI forward growth, HPI spot rate and mortality.
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D.In the valuation of linear instruments such as credit risk and fixed-income derivatives, credit risk is measured using dynamic models similar to those used in
the measurement of interest rate risk. In the case of non-linear instruments, if the portfolio is exposed to credit risk such as credit derivatives, the probability
of default is determined using the credit default spread market. The main inputs used to determine the underlying cost of credit of credit derivatives are
quoted credit risk premiums and the correlation between the quoted credit derivatives of various issuers.
The fair values of the financial instruments arising from Santander UK’s internal models take into account, among other things, contract terms and observable
market data, which include such factors as bid-offer spread, interest rates, credit risk, exchange rates, the quoted market price of equity securities, volatility and
prepayments. In all cases, when it is not possible to derive a valuation for a particular feature of an instrument, management uses judgement to determine the
fair value of the particular feature. In exercising this judgement, a variety of tools are used including proxy observable data, historical data and extrapolation
techniques. Extrapolation techniques take into account behavioural characteristics of equity markets that have been observed over time, and for which there is a
strong case to support an expectation of a continuing trend in the future. Estimates are calibrated to observable market prices when they become available.
Santander UK believes its valuation methods are appropriate and consistent with other market participants. Nevertheless, the use of different valuation methods
or assumptions, including imprecision in estimating unobservable market inputs, to determine the fair value of certain financial instruments could result in
different estimates of fair value at the reporting date and the amount of gain or loss recorded for a particular instrument. Most of the valuation models are not
significantly subjective, because they can be tested and, if necessary, recalibrated by the internal calculation of and subsequent comparison to market prices of
actively traded securities, where available.
d) Control framework
Fair values are subject to a control framework designed to ensure that they are either determined or validated by a function independent of the risk-taker. To this
end, ultimate responsibility for the determination of fair values lies with the Risk Department. For all financial instruments where fair values are determined by
reference to externally quoted prices or observable pricing inputs to models, independent price determination or verification is utilised. In inactive markets, direct
observation of a traded price may not be possible. In these circumstances, Santander UK will source alternative market information to validate the financial
instrument’s fair value, with greater weight given to information that is considered to be more relevant and reliable.
The factors that are considered in this regard include:
The extent to which prices may be expected to represent genuine traded or tradeable prices
The degree of similarity between financial instruments
The degree of consistency between different sources
The process followed by the pricing provider to derive the data
The elapsed time between the date to which the market data relates and the balance sheet date
The manner in which the data was sourced.
The source of pricing data is considered as part of the process that determines the classification of the level of a financial instrument. Consideration is given to the
quality of the information available that provides the current mark-to-model valuation and estimates of how different these valuations could be on an actual
trade, taking into consideration how active the market is. For spot assets that cannot be sold due to illiquidity, forward estimates are discounted to estimate a
realisable value over time. Adjustments for illiquid positions are regularly reviewed to reflect changing market conditions.
For fair values determined using a valuation model, the control framework may include, as applicable, independent development and / or validation of: (i) the
logic within the models; (ii) the inputs to those models; and (iii) any adjustments required outside the models. Internal valuation models are validated
independently within the Risk Department. A validation report is produced for each model-derived valuation that assesses the mathematical assumptions behind
the model, the implementation of the model and its integration within the trading system.
e) Fair values of financial instruments carried at amortised cost
The following tables analyse the fair value of the financial instruments carried at amortised cost at 31 December 2021 and 2020, including their levels in the fair
value hierarchy - Level 1, Level 2 and Level 3. It does not include fair value information for financial assets and financial liabilities carried at amortised cost if the
carrying amount is a reasonable approximation of fair value. Cash and balances at central banks, which consist of demand deposits with the Bank of England,
together with cash in tills and ATMs, have been excluded from the table as the carrying amount is deemed an appropriate approximation of fair value. The fair
value of the portfolio of UK Government debt securities, included in other financial assets at amortised cost, is the only material financial instrument categorised
in Level 1 of the fair value hierarchy.
Group
2021
2020
Fair value
Carrying
Fair value
Carrying
Level 1
Level 2
Level 3
Fair value
value
Level 1
Level 2
Level 3
Fair value
value
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Assets
Loans and advances to customers
212,811
212,811
210,094
211,279
211,279
208,750
Loans and advances to banks
1,169
1,169
1,169
1,682
1,682
1,682
Reverse repurchase agreements - non trading
12,453
226
12,679
12,683
19,382
226
19,608
19,599
Other financial assets at amortised cost
164
348
512
506
799
393
1,192
1,163
164
13,970
213,037
227,171
224,452
799
21,457
211,505
233,761
231,194
Liabilities
Deposits by customers
48
192,898
192,946
192,926
108
195,134
195,242
195,135
Deposits by banks
33,770
85
33,855
33,855
20,951
16
20,967
20,958
Repurchase agreements - non trading
11,718
11,718
11,718
15,847
15,847
15,848
Debt securities in issue
963
23,926
1,218
26,107
25,520
34,967
1,430
36,397
35,566
Subordinated liabilities
37
2,350
238
2,625
2,228
2,830
239
3,069
2,556
1,000
71,812
194,439
267,251
266,247
74,703
196,819
271,522
270,063
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Company
2021
2020
Fair value
Carrying
Fair value
Carrying
Level 1
Level 2
Level 3
Total
value
Level 1
Level 2
Level 3
Total
value
£m
£m
£m
£m
£m
£m
£m
£m
£m
£m
Assets
Loans and advances to customers
225,587
225,587
222,861
229,679
229,679
227,217
Loans and advances to banks
1,200
1,200
1,200
1,600
1,600
1,600
Reverse repurchase agreements - non trading
12,453
226
12,679
12,683
19,382
226
19,608
19,599
Other financial assets at amortised cost
164
1,931
2,095
2,090
799
4,481
5,280
5,251
164
15,584
225,813
241,561
238,834
799
25,463
229,905
256,167
253,667
Liabilities
Deposits by customers
48
205,006
205,054
205,034
108
216,074
216,182
216,075
Deposits by banks
33,631
5,214
38,845
38,845
20,365
5,349
25,714
25,705
Repurchase agreements - non trading
11,718
11,718
11,718
15,844
15,844
15,845
Debt securities in issue
963
23,105
1,218
25,286
24,554
32,577
1,430
34,007
32,844
Subordinated liabilities
37
2,350
238
2,625
2,233
2,680
239
2,919
2,586
1,000
70,852
211,676
283,528
282,384
71,574
223,092
294,666
293,055
The carrying value above of any financial assets and liabilities that are designated as hedged items in a portfolio (or macro) fair value hedge relationship excludes
gains and losses attributable to the hedged risk, as this is included in other assets on the balance sheet.
Valuation methodology for financial instruments carried at amortised cost
The valuation approach to specific categories of financial instruments is described below.
Assets:
Loans and advances to customers
The approach to estimating the fair value of loans and advances to customers has been determined by discounting expected cash flows to reflect either current
market rates or credit spreads relevant to the specific industry of the borrower. The determination of their fair values is an area of considerable estimation and
uncertainty as there is no observable market and values are significantly affected by customer behaviour.
i) Advances secured on residential property
The fair value of the mortgage portfolio is calculated by discounting contractual cash flows by different spreads for each LTV Band, after taking account of
expected customer prepayment rates. The spread is based on new business interest rates derived from publicly available competitor market information.
ii) Corporate loans
The determination of the fair values of performing loans is calculated by discounting the contractual cash flows and also deducting other costs relating to
expected credit losses, cost of capital, credit risk capital, operational risk capital, cost of funding and operating costs.
iii) Other loans
These consist of unsecured personal loans, credit cards, overdrafts and consumer (auto) finance. The weighted average lives of these portfolios are short and
relate to relatively new business. As a result, contractual interest rates approximate new business interest rates, and therefore no mark-to-market surplus or
deficit has been recorded with respect to the performing book, with the exception of unsecured personal loans and consumer (auto) finance loans, where a small
surplus or deficit has been recognised based on the differential between existing portfolio margins and the current contractual interest rates.
Loans and advances to banks
These comprise secured loans, short-term placements with banks including collateral and unsettled financial transactions. The secured loans have been valued
based on a discounted spread for the term of the loans using valuation technique A as described above. The carrying amount of the other items is deemed a
reasonable approximation of their fair value, as the transactions are very short-term in duration.
Reverse repurchase agreements - non-trading
The fair value of the reverse repurchase agreements - non trading has been estimated using valuation technique A as described above, using a spread appropriate
to the underlying collateral.
Other financial assets at amortised cost
These consist of asset backed securities and debt securities. The asset backed securities can be complex products and in some instances are valued with the
assistance of an independent, specialist valuation firm. These fair values are determined using industry-standard valuation techniques, including discounted cash
flow models. The inputs to these models used in these valuation techniques include quotes from market makers, prices of similar assets, adjustments for
differences in credit spreads, and additional quantitative and qualitative research. The debt security investments consist of a portfolio of government debt
securities. The fair value of this portfolio has been determined using quoted market prices.
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Liabilities:
Deposits by customers
The majority of deposit liabilities are payable on demand and therefore can be deemed short-term in nature with the fair value equal to the carrying value. Certain
of the deposit liabilities are at a fixed rate until maturity. The deficit/surplus of fair value over carrying value of these liabilities has been estimated by reference to
the market rates available at the balance sheet date for similar deposit liabilities of similar maturities. The fair value of such deposit liabilities has been estimated
using valuation technique A as described above.
Deposits by banks
The fair value of deposits by banks, including repos, has been estimated using valuation technique A as described above, discounted at the appropriate credit
spread.
Repurchase agreements - non trading
The fair value of the repurchase agreements - non trading has been estimated using valuation technique A as described above, discounted at a spread appropriate
to the underlying collateral.
Debt securities in issue and subordinated liabilities
Where reliable prices are available, the fair value of debt securities in issue and subordinated liabilities has been calculated using quoted market prices.
f) Fair values of financial instruments measured at fair value
The following tables summarise the fair values of the financial assets and liabilities accounted for at fair value at 31 December 2021 and 31 December 2020,
analysed by their levels in the fair value hierarchy - Level 1, Level 2 and Level 3.
Group
2021
2020
Level 1
Level 2
Level 3
Total
Level 1
Level 2
Level 3
Total
Valuation
£m
£m
£m
£m
£m
£m
£m
£m
technique
Assets
Derivative financial instruments
Exchange rate contracts
1,193
1
1,194
2,455
2
2,457
A
Interest rate contracts
1,547
1,547
2,566
14
2,580
A & C
Equity and credit contracts
116
45
161
71
52
123
B & D
Netting
(1,221)
(1,221)
(1,754)
(1,754)
1,635
46
1,681
3,338
68
3,406
Other financial assets at FVTPL
Loans and advances to customers
74
74
99
99
A
Debt securities
111
111
109
109
A, B & D
Equity securities
B
Reverse repurchase agreements –
non trading
A
185
185
208
208
Financial assets at FVOCI
Debt securities
5,833
5,833
8,501
428
8,929
D
Loans and advances to customers
18
18
21
21
D
5,833
18
5,851
8,501
428
21
8,950
Total assets at fair value
5,833
1,635
249
7,717
8,501
3,766
297
12,564
Liabilities
Derivative financial instruments
Exchange rate contracts
506
506
833
833
A
Interest rate contracts
1,436
2
1,438
2,447
3
2,450
A & C
Equity and credit contracts
24
30
54
26
29
55
B & D
Netting
(1,221)
(1,221)
(1,754)
(1,754)
745
32
777
1,552
32
1,584
Other financial liabilities at FVTPL
Debt securities in issue
555
5
560
1,051
6
1,057
A
Structured deposits
223
223
375
375
A
Repurchase agreements – non
trading
A
Collateral and associated financial
guarantees
19
1
20
2
2
D
797
6
803
1,426
8
1,434
Total liabilities at fair value
1,542
38
1,580
2,978
40
3,018
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Company
2021
2020
Level 1
Level 2
Level 3
Total
Level 1
Level 2
Level 3
Total
Valuation
£m
£m
£m
£m
£m
£m
£m
£m
technique
Assets
Derivative financial instruments
Exchange rate contracts
1,198
1
1,199
1,881
2
1,883
A
Interest rate contracts
1,541
195
1,736
2,578
738
3,316
A & C
Equity and credit contracts
116
45
161
71
52
123
B & D
Netting
(1,221)
(1,221)
(1,754)
(1,754)
1,634
241
1,875
2,776
792
3,568
Other financial assets at FVTPL
Loans and advances to customers
73
73
99
99
A
Debt securities
1
20
21
2
2
C
Equity securities
B
Reverse repurchase agreements –
non trading
A
1
93
94
101
101
Financial assets at FVOCI
Debt securities
5,833
5,833
8,501
428
8,929
D
Loans and advances to customers
D
5,833
5,833
8,501
428
8,929
Total assets at fair value
5,833
1,635
334
7,802
8,501
3,204
893
12,598
Liabilities
Derivative financial instruments
Exchange rate contracts
693
693
1,520
1,520
A
Interest rate contracts
1,705
11
1,716
2,924
3
2,927
A & C
Equity and credit contracts
24
30
54
26
29
55
B
Netting
(1,221)
(1,221)
(1,754)
(1,754)
B
1,201
41
1,242
2,716
32
2,748
Other financial liabilities at FVTPL 
Debt securities in issue
556
5
561
1,051
6
1,057
A
Structured deposits
223
223
375
375
A
Repurchase agreements – non
trading
A
Collateral and associated financial
guarantees
19
1
20
2
2
798
6
804
1,426
8
1,434
Total liabilities at fair value
1,999
47
2,046
4,142
40
4,182
.
Transfers between levels of the fair value hierarchy
In 2021 there were no significant (2020: no significant) transfers of financial instruments between levels of the fair value hierarchy.
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g) Fair value adjustments
The internal models incorporate assumptions that Santander UK believes would be made by a market participant to establish fair value. Fair value adjustments
are adopted when Santander UK considers that there are additional factors that would be considered by a market participant that are not incorporated in the
valuation model.
Santander UK classifies fair value adjustments as either ‘risk-related’ or ‘model-related’. The fair value adjustments form part of the portfolio fair value and are
included in the balance sheet values of the product types to which they have been applied. The magnitude and types of fair value adjustment are listed in the
following table:
2021
2020
£m
£m
Risk-related:
- Bid-offer and trade specific adjustments
(9)
(8)
- Uncertainty
20
23
- Credit risk adjustment
6
11
- Funding fair value adjustment
3
3
20
29
Model-related
Day One profit
20
29
Risk-related adjustments
Risk-related adjustments are driven, in part, by the magnitude of Santander UK’s market or credit risk exposure, and by external market factors, such as the size of
market spreads.
(i) Bid-offer and trade specific adjustments
Portfolios are marked at bid or offer, as appropriate. Valuation models will typically generate mid-market values. The bid-offer adjustment reflects the cost that
would be incurred if substantially all residual net portfolio market risks were closed using available hedging instruments or by disposing of or unwinding the
position. For debt securities, the bid-offer spread is based on a market price at an individual security level. For other products, the major risk types are identified.
For each risk type, the net portfolio risks are first classified into buckets, and then a bid-offer spread is applied to each risk bucket based upon the market bid-offer
spread for the relevant hedging instrument.
(ii) Uncertainty
Certain model inputs may be less readily determinable from market data, and/or the choice of model itself may be more subjective. In these circumstances, a
range of possible values exists that the financial instrument or market parameter may assume, and an adjustment may be needed to reflect the likelihood that in
estimating the fair value of the financial instrument, market participants would adopt more conservative values for uncertain parameters and/or model
assumptions than those used in the valuation model.
(iii) Credit risk adjustment
Credit risk adjustments comprise credit and debit valuation adjustments. The credit valuation adjustment (CVA) is an adjustment to the valuation of OTC derivative
contracts to reflect within fair value the possibility that the counterparty may default, and Santander UK may not receive the full market value of the transactions.
The debit valuation adjustment (DVA) is an adjustment to the valuation of the OTC derivative contracts to reflect within the fair value the possibility that Santander
UK may default, and that Santander UK may not pay full market value of the transactions.
Santander UK calculates a separate CVA and DVA for each Santander UK legal entity, and within each entity for each counterparty to which the entity has
exposure. Santander UK calculates the CVA by applying the probability of default of the counterparty to the expected positive exposure to the counterparty, and
multiplying the result by the loss expected in the event of default i.e. LGD. Conversely, Santander UK calculates the DVA by applying the PD of the Santander UK
group, conditional on the non-default of the counterparty, to the expected positive exposure of the counterparty to Santander UK and multiplying the result by the
LGD. Both calculations are performed over the life of the potential exposure.
For most products Santander UK uses a simulation methodology to calculate the expected positive exposure to a counterparty. This incorporates a range of
potential exposures across the portfolio of transactions with the counterparty over the life of the portfolio. The simulation methodology includes credit mitigants
such as counterparty netting agreements and collateral agreements with the counterparty.
The methodologies do not, in general, account for wrong-way risk. Wrong-way risk arises where the underlying value of the derivative prior to any credit risk
adjustment is positively correlated to the probability of default of the counterparty. When there is significant wrong-way risk, a trade-specific approach is applied
to reflect the wrong-way risk within the valuation. Exposure to wrong-way risk is limited via internal governance processes and deal pricing. Santander UK
considers that an appropriate adjustment to reflect wrong-way risk is £nil (2020: £nil).
(iv) Funding fair value adjustment (FFVA)
The FFVA is an adjustment to the valuation of OTC derivative positions to include the net cost of funding uncollateralised derivative positions. This is calculated by
applying a suitable funding cost to the expected future funding exposure of any uncollateralised component of the OTC derivative portfolio.
Model-related adjustments
Models used for portfolio valuation purposes may be based upon a simplifying set of assumptions that do not capture all material market characteristics.
Additionally, markets evolve, and models that were adequate in the past may require development to capture all material market characteristics in current
market conditions. In these circumstances, model limitation adjustments are adopted. As model development progresses, model limitations are addressed within
the core revaluation models and a model limitation adjustment is no longer needed.
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h) Internal models based on information other than market data (Level 3)
The table below provides an analysis of financial instruments valued using internal models based on information other than market data together with further
details on the valuation techniques used for each type of instrument. Each instrument is initially valued at transaction price:
Balance sheet value
Fair value movements recognised
in profit/(loss)
2021
2020
2021
2020
2019
Balance sheet line item
Category
Financial instrument product type
£m
£m
£m
£m
£m
1. Derivative assets
Equity and credit contracts
Reversionary property interests
45
51
3
2
2. FVTPL assets
Loans and advances to customers
Roll-up mortgage portfolio
48
56
(5)
6
3. FVTPL assets
Loans and advances to customers
Other loans
26
43
(2)
3
1
4. FVTPL assets
Debt securities
Reversionary property securities
91
107
5
6
(17)
5. FVTPL assets
Debt securities
Credit linked notes
20
2
(5)
(16)
7
6. FVOCI assets
Loans and advances to customers
Other loans
18
21
(3)
(4)
(2)
7. Derivative liabilities
Equity contracts
Property options and forwards
(30)
(29)
(1)
(3)
8. FVTPL liabilities
Financial guarantees
Credit protection guarantee
(1)
(2)
6
16
(7)
217
249
(5)
11
(16)
Other Level 3 assets
1
17
(1)
7
16
Other Level 3 liabilities
(7)
(9)
2
(1)
(5)
Total net assets
211
257
Total income/(expense)
(4)
17
(5)
Valuation techniques
1. Derivative assets – Equity and credit contracts
These are valued using a probability weighted set of HPI forward prices, which are assumed to be a reasonable representation of the increase in value of the
Santander UK group’s reversionary interest portfolio underlying the derivatives. The probability used reflects the likelihood of the homeowner vacating the
property and is calculated from mortality rates and acceleration rates which are a function of age and gender, obtained from the relevant mortality tables.
Indexing is felt to be appropriate due to the size and geographical dispersion of the reversionary interest portfolio. These are determined using HPI Spot Rates
adjusted to reflect estimated forward growth. Non-seasonally adjusted (NSA) national and regional HPI are used in the valuation model to avoid any subjective
judgement in the adjustment process, which is made by Markit, which publishes the Halifax House Price Index.
The inputs used to determine the value of the reversionary property derivatives are HPI spot, HPI forward growth and mortality rates. The principal pricing
parameter is HPI forward growth.
2. FVTPL assets – Loans and advances to customers – roll-up mortgage portfolio
These represent roll-up mortgages (sometimes referred to as lifetime mortgages), which are an equity release scheme under which a property owner takes out a
loan secured against their home. The owner may not make any interest payments during their lifetime in which case the fixed interest payments are rolled up into
the mortgage. The loan or mortgage (capital and rolled-up interest) is repaid upon the owner’s vacation of the property and the value of the loan is only repaid
from the value of the property. This is known as a ‘no negative equity guarantee’. Santander UK suffers a loss if the sale proceeds from the property are
insufficient to repay the loan, as it is unable to pursue the homeowner’s estate or beneficiaries for the shortfall.
The value of the mortgage ‘rolls up’ or accretes until the owner vacates the property. In order to value the roll-up mortgages, Santander UK uses a probability-
weighted set of European option prices (puts) determined using the Black-Scholes model, in which the ‘no negative equity guarantee’ are valued as short put
options. The probability weighting applied is calculated from mortality rates and acceleration rates as a function of age and gender, taken from mortality tables.
The inputs used to determine the value of these instruments are HPI spot, HPI forward growth, HPI volatility, mortality rates and repayment rates. The principal
pricing parameter is HPI forward growth. The HPI forward growth rate used is unobservable and is the same as used in the valuation of Instrument 1 above. The
other parameters do not have a significant effect on the value of the instruments.
3. FVTPL assets – Loans and advances to customers – other loans
These relate to loans to transport and education companies. The fair value of these loans is estimated using the ‘present value’ model based on a credit curve
derived from current market spreads. Loan specific credit data is unobservable, so a proxy population is applied based on industry sector and credit rating.
4. FVTPL assets – Debt securities
These consist of reversionary property securities and are an equity release scheme, where the property owner receives an upfront lump sum in return for paying a
fixed percentage of the sales proceeds of the property when the owner vacates the property. These reversionary property securities are valued using a
probability-weighted set of HPI forward prices which are assumed to be a reasonable representation of the increase in value of Santander UK’s reversionary
interest portfolio underlying the derivatives. The probability weighting used reflects the probability of the homeowner vacating the property through death or
moving into care and is calculated from mortality rates and acceleration factors which are a function of age and gender, obtained from the relevant mortality
table.
The inputs used to determine the value of these instruments are HPI spot, HPI forward growth and mortality rates. The principal pricing parameter is HPI forward
growth. Discussion of the HPI spot rate, HPI forward growth rate and mortality rates for this financial instrument is the same as Instrument 1 above. An
adjustment is also made to reflect the specific property risk. Specific property risk is from the difference between the specific properties in the portfolio, and the
average price as expressed in the regionally weighted house price index.
5. FVTPL assets – Debt securities (Credit linked notes)
These consist of the retained senior tranches of credit linked notes in respect of credit protection vehicles sponsored by Santander UK and are mandatorily held at
fair value through profit or loss. These vehicles provide credit protection on reference portfolios of Santander UK group loans with junior notes sold to external
investors. The notes retained by Santander UK are classified as level 3 financial instruments as their valuation depends upon unobservable parameters relating to
the underlying reference portfolios of loans, including credit spreads, correlations and prepayment speed, which have a significant effect on the overall valuation.
For more information, see ‘Credit protection entities’ in Note 19.
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6. FVOCI assets – Loans and advances to customers – other loans
These relate to shipping loans. The fair value of these loans is estimated using the ‘present value’ model based on a credit curve derived from current market
spreads. Loan specific credit data is unobservable, so a proxy population is applied based on industry sector and credit rating.
7. Derivative liabilities – Equity contracts
There are three types of derivatives in this category:
European options – These are valued using a modified Black-Scholes model where the HPI is log-normally distributed with the forward rates determined from
the HPI forward growth.
Asian options – Asian (or average value) options are valued using a modified Black-Scholes model, with an amended strike price and volatility assumption to
account for the average exercise period, through a closed form adjustment that reflects the strike price relative to the distribution of stock prices at each relevant
date. This is also known as the Curran model.
Forward contracts – Forward contracts are valued using a standard forward pricing model.
The inputs used to determine the value of the above instruments are HPI spot rate, HPI forward growth rate and HPI volatility. The principal pricing parameter is
HPI forward growth rate, which is unobservable.
8. FVTPL liabilities – Financial guarantees
These relate to credit protection guarantees in respect of the proceeds of the retained senior tranches of credit linked notes described in Instrument 5 above, and
have been designated at fair value through profit or loss. These instruments are valued using the same unobservable parameters described in Instrument 5
above, such that changes in the valuation of the senior tranches of the credit linked notes are offset by changes in the value of these credit protection guarantees.
For more information, see ‘Credit protection entities’ in Note 19.
Reconciliation of fair value measurement in Level 3 of the fair value hierarchy
The following table sets out the movements in Level 3 financial instruments in 2021 and 2020:
Assets
Liabilities
Derivatives
Other
financial
assets at
FVTPL
Financial
assets at
FVOCI
Assets
held for
sale
Total
Derivatives
Other
financial
liabilities
at FVTPL
Liabilities
held for
sale
Total
£m
£m
£m
£m
£m
£m
£m
£m
£m
At 1 January 2021
68
208
21
297
(32)
(8)
(40)
Total (losses)/gains recognised:
- Fair value movements
(1)
(7)
(3)
(11)
7
7
- Foreign exchange and other movements
Transfers in
Transfers out
Netting(1)
23
23
(5)
(5)
Additions
Sales
(16)
(16)
Settlements
(21)
(23)
(44)
At 31 December 2021
46
185
18
249
(32)
(6)
(38)
Gains/(losses) recognised in profit or loss/other comprehensive
income relating to assets and liabilities held at the end of the period
(1)
(7)
(3)
(11)
7
7
At 1 January 2020
75
386
56
517
(32)
(61)
(93)
Total gains/(losses) recognised:
- Fair value movements
10
(1)
(4)
5
(6)
18
12
- Foreign exchange and other movements
(5)
(5)
8
8
Transfers in
1
1
Transfers out
28
28
Netting(1)
(42)
(42)
Additions
2
2
(2)
(2)
Sales
(19)
(19)
(38)
Settlements
(20)
(111)
(12)
(143)
6
1
7
At 31 December 2020
68
208
21
297
(32)
(8)
(40)
Gains/(losses) recognised in profit or loss/other comprehensive
income relating to assets and liabilities held at the end of the period
10
(6)
(4)
(6)
26
20
(1)This relates to the effect of netting on the fair value of the credit linked notes due to a legal right of set-off between the principal amounts of the senior notes and the associated cash deposits. For more, see ‘ii)
Credit protection entities’ in Note 19.
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Effect of changes in significant unobservable assumptions to reasonably possible alternatives (Level 3)
As discussed above, the fair value of financial instruments are, in certain circumstances, measured using valuation techniques that incorporate assumptions that
are not evidenced by prices from observable current market transactions in the same instrument and are not based on observable market data and, as such
require the application of a degree of judgement. Changing one or more of the inputs to the valuation models to reasonably possible alternative assumptions
would change the fair values significantly. The following table shows the sensitivity of these fair values to reasonably possible alternative assumptions.
Favourable and unfavourable changes are determined on the basis of changes in the value of the instrument as a result of varying the levels of the unobservable
input as described in the table below. The potential effects do not take into effect any hedged positions.
Significant unobservable input
Sensitivity
Assumption value
Favourable
changes
Unfavourable
changes
Fair value
Range(1)
Weighted
average
Shift
2021
£m
Assumption description
£m
£m
1. Derivative assets – Equity and credit contracts:
45
HPI Forward growth rate
0%-5%
2.56%
1%
6
(6)
– Reversionary property derivatives
HPI Spot rate(2)
n/a
483
10%
6
(6)
2. FVTPL – Loans and advances to customers:
48
HPI Forward growth rate
0%-5%
2.68%
1%
2
(2)
– Roll-up mortgage portfolio
3. FVTPL – Loans and advances to customers:
26
Credit spreads
0.07% - 1.44%
0.50%
20%
– Other loans
4. FVTPL – Debt securities:
91
HPI Forward growth rate
0% -5%
2.56%
1%
1
(1)
– Reversionary property securities
HPI Spot rate(2)
n/a
483
10%
4
(4)
6. FVOCI - Loans and advances to customers:
18
Credit spreads
0.15% - 0.19%
0.04%
20%
– Other loans
7. Derivative liabilities – Equity contracts:
(30)
HPI Forward growth rate
0% -5%
2.39%
1%
2
(2)
–Property-related options and forwards
HPI Spot rate(2)
n/a
469
10%
3
(3)
2020
1. Derivative assets – Equity and credit contracts:
51
HPI Forward growth rate
0% - 5%
2.57%
1%
8
(8)
– Reversionary property derivatives
HPI Spot rate(2)
n/a
445
10%
7
(7)
2. FVTPL – Loans and advances to customers:
56
HPI Forward growth rate
0% - 5%
2.69%
1%
2
(2)
– Roll-up mortgage portfolio
3. FVTPL – Loans and advances to customers:
43
Credit spreads
0.07% - 1.55%
0.44%
20%
– Other loans
4. FVTPL – Debt securities:
107
HPI Forward growth rate
0% - 5%
2.57%
1%
1
(1)
– Reversionary property securities
HPI Spot rate(2)
n/a
445
10%
5
(5)
6. FVOCI - Loans and advances to customers:
21
Credit spreads
0.15% - 0.53%
0.32%
20%
Other loans
7. Derivative liabilities – Equity contracts:
(29)
HPI Forward growth rate
0% - 5%
2.42%
1%
2
(2)
–Property-related options and forwards
HPI Spot rate(2)
n/a
433
10%
3
(3)
(1)The range of actual assumption values used to calculate the weighted average disclosure.
(2)The HPI spot rate in the weighted average column represents the HPI spot rate index level at 31 December 2021 and 2020.
No sensitivities are presented for FVTPL assets – Debt securities, Credit Linked Notes (instrument 5) and FVTPL liabilities – financial guarantees (instrument 8), as
the terms of these instruments are fully matched. As a result, any changes in the valuation of the credit linked notes would be offset by an equal and opposite
change in the valuation of the financial guarantees.
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i) Maturities of financial liabilities and off-balance sheet commitments
The table below analyses the maturities of the undiscounted cash flows relating to financial liabilities and off-balance sheet commitments of Santander UK based
on the remaining period to the contractual maturity date at the balance sheet date. Deposits by customers largely consist of retail deposits. This table is not
intended to show the liquidity of Santander UK.
Group
On demand
Not later than
3 months
Later than 3
months and
not later than
1 year
Later than 1
year and not
later than 5
years
Later than 5
years
Total
2021
£m
£m
£m
£m
£m
£m
Financial liabilities
Derivative financial instruments
74
58
389
288
809
Other financial liabilities at fair value through profit or loss
6
8
553
236
803
Deposits by customers
177,926
3,107
4,691
5,750
1,583
193,057
Deposits by banks
1,377
551
41
31,986
33,955
Repurchase agreements – non trading
11,419
299
11,718
Debt securities in issue
4,993
2,725
11,921
6,552
26,191
Subordinated liabilities
32
98
1,547
2,020
3,697
Lease liabilities
32
78
31
141
Total financial liabilities
179,303
20,182
7,952
52,224
10,710
270,371
Off-balance sheet commitments given
20,519
5,359
5,734
5,523
574
37,709
2020
Financial liabilities
Derivative financial instruments
279
133
582
638
1,632
Other financial liabilities at fair value through profit or loss
1
107
570
759
1,437
Deposits by customers
176,911
3,443
5,453
7,483
2,273
195,563
Deposits by banks
2,410
1,912
2,596
14,230
212
21,360
Repurchase agreements – non trading
15,350
500
15,850
Debt securities in issue
4,993
9,897
14,083
7,540
36,513
Subordinated liabilities
30
92
1,515
2,424
4,061
Lease liabilities
17
56
36
109
Total financial liabilities
179,321
26,008
18,795
38,519
13,882
276,525
Off-balance sheet commitments given
21,054
4,493
4,974
11,493
1,146
43,160
Company
2021
£m
£m
£m
£m
£m
£m
Financial liabilities
Derivative financial instruments
100
62
588
552
1,302
Other financial liabilities at fair value through profit or loss
6
8
553
237
804
Deposits by customers
189,421
3,788
4,471
5,315
2,184
205,179
Deposits by banks
1,109
5,811
41
31,984
38,945
Repurchase agreements – non trading
11,419
299
11,718
Debt securities in issue
4,974
2,693
11,700
5,800
25,167
Subordinated liabilities
32
98
1,547
2,020
3,697
Lease liabilities
31
76
25
132
Total financial liabilities
190,530
26,130
7,703
51,763
10,818
286,944
Off-balance sheet commitments given
24,352
5,359
5,816
5,855
518
41,900
2020
Financial liabilities
Derivative financial instruments
278
370
830
1,367
2,845
Other financial liabilities at fair value through profit or loss
1
107
570
759
1,437
Deposits by customers
196,826
4,309
5,523
7,628
2,224
216,510
Deposits by banks
1,940
7,131
2,596
14,229
212
26,108
Repurchase agreements – non trading
15,350
497
15,847
Debt securities in issue
4,786
9,788
13,110
5,963
33,647
Subordinated liabilities
30
92
1,515
2,424
4,061
Lease liabilities
16
46
26
88
Total financial liabilities
198,766
31,885
18,989
37,928
12,975
300,543
Off-balance sheet commitments given
25,125
4,489
4,737
11,803
1,092
47,246
As the above table is based on contractual maturities, no account is taken of call features related to subordinated liabilities. In addition, the repayment terms of
debt securities may be accelerated in line with relevant covenants. Further, no account is taken of the possible early repayment of Santander UK’s mortgage-
backed non-recourse finance which is redeemed by Santander UK as funds become available from redemptions of the residential mortgages. Santander UK has
no control over the timing and amount of redemptions of residential mortgages.
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41. OFFSETTING FINANCIAL ASSETS AND LIABILITIES
Financial assets and financial liabilities are reported on a net basis on the balance sheet only if there is a legally enforceable right to set off the recognised
amounts and there is an intention to settle on a net basis, or to realise the asset and settle the liability simultaneously. The following table shows the impact of
netting arrangements on:
All financial assets and liabilities that are reported net on the balance sheet
All derivative financial instruments and repurchase agreements and other similar secured lending and borrowing agreements that are subject to enforceable
master netting arrangements or similar agreements, but do not qualify for balance sheet netting.
The table identifies the amounts that have been offset in the balance sheet and also those amounts that are covered by enforceable netting arrangements
(offsetting arrangements and financial collateral) but do not qualify for netting under the requirements described above.
For derivative contracts, the ‘Financial instruments’ column identifies financial assets and liabilities that are subject to set off under netting agreements, such as
the ISDA Master Agreement or derivative exchange or clearing counterparty agreements, whereby all outstanding transactions with the same counterparty can be
offset and close-out netting applied across all outstanding transactions covered by the agreements if an event of default or other predetermined events occur.
Financial collateral refers to cash and non-cash collateral obtained, typically daily or weekly, to cover the net exposure between counterparties by enabling the
collateral to be realised in an event of default or if other predetermined events occur. For repurchase and reverse repurchase agreements and other similar
secured lending and borrowing, the ‘Financial instruments’ column identifies financial assets and liabilities that are subject to set off under netting agreements,
such as global master repurchase agreements and global master securities lending agreements, whereby all outstanding transactions with the same
counterparty can be offset and close-out netting applied across all outstanding transactions covered by the agreements if an event of default or other
predetermined events occur. Financial collateral typically comprises highly liquid securities which are legally transferred and can be liquidated if a counterparty
defaults.
Santander UK engages in a variety of counterparty credit mitigation strategies in addition to netting and collateral arrangements. Therefore, the net amounts
presented in the tables below do not purport to represent Santander UK’s actual credit exposure.
Group
Amounts subject to enforceable netting arrangements
Assets not
subject to
enforceable
netting
arrangements(2)
Effects of offsetting on balance sheet
Related amounts not offset
Gross
amounts
Amounts
offset
Net amounts
on balance
sheet
Financial
instruments
Financial
collateral(1)
Net
amount
Balance
sheet
total(3)
2021
£m
£m
£m
£m
£m
£m
£m
£m
Assets
Derivative financial assets
2,832
(1,221)
1,611
(754)
(693)
164
72
1,683
Reverse repurchase, securities borrowing & similar agreements:
Amortised cost
14,882
(2,199)
12,683
(435)
(12,248)
12,683
Fair value
Loans and advances to customers and banks⁽⁴⁾
4,251
(923)
3,328
3,328
207,935
211,263
21,965
(4,343)
17,622
(1,189)
(12,941)
3,492
208,007
225,629
Liabilities
Derivative financial liabilities
1,955
(1,221)
734
(754)
59
39
43
777
Repurchase, securities lending & similar agreements:
Amortised cost
13,917
(2,199)
11,718
(435)
(11,283)
11,718
Fair value
Deposits by customers and banks⁽⁴⁾
8,609
(923)
7,686
7,686
219,095
226,781
24,481
(4,343)
20,138
(1,189)
(11,224)
7,725
219,138
239,276
2020
Assets
Derivative financial assets
5,071
(1,754)
3,317
(782)
(1,840)
695
89
3,406
Reverse repurchase, securities borrowing & similar agreements:
Amortised cost
26,084
(6,485)
19,599
(129)
(19,470)
19,599
Fair value
Loans and advances to customers and banks⁽⁴⁾
7,454
(1,073)
6,381
6,381
204,051
210,432
38,609
(9,312)
29,297
(911)
(21,310)
7,076
204,140
233,437
Liabilities
Derivative financial liabilities
3,261
(1,754)
1,507
(782)
(551)
174
77
1,584
Repurchase, securities lending & similar agreements:
Amortised cost
22,333
(6,485)
15,848
(129)
(15,719)
15,848
Fair value
Deposits by customers and banks⁽⁴⁾
11,159
(1,073)
10,086
(502)
9,584
206,007
216,093
36,753
(9,312)
27,441
(911)
(16,772)
9,758
206,084
233,525
(1)Financial collateral is reflected at its fair value, but has been limited to the net balance sheet exposure so as not to include any over-collateralisation.
(2)This column includes contractual rights of set-off that are subject to uncertainty under the laws of the relevant jurisdiction.
(3)The balance sheet total is the sum of ‘Net amounts reported on the balance sheet’ that are subject to enforceable netting arrangements and ‘Amounts not subject to enforceable netting arrangements’. ’.
(4)The amounts offset within loans and advances to customers/banks or deposits by customers/banks relate to offset mortgages which are classified as either and that are subject to netting.
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Santander UK plc    228
Company
Amounts subject to enforceable netting arrangements
Assets not
subject to
enforceable
netting
arrangements(2)
Effects of offsetting on balance sheet
Related amounts not offset
Gross
amounts
Amounts
offset
Net amounts
on balance
sheet
Financial
instruments
Financial
collateral(1)
Net
amount
Balance
sheet
total(3)
2021
£m
£m
£m
£m
£m
£m
£m
£m
Assets
Derivative financial assets
3,025
(1,221)
1,804
(899)
(573)
332
72
1,876
Reverse repurchase, securities borrowing & similar
agreements:
Amortised cost
14,882
(2,199)
12,683
(435)
(12,248)
12,683
Fair value
Loans and advances to customers and banks (4)
22,479
(923)
21,556
21,556
202,504
224,061
40,386
(4,343)
36,043
(1,334)
(12,821)
21,888
202,576
238,620
Liabilities
Derivative financial liabilities
2,422
(1,221)
1,201
(899)
(127)
175
41
1,242
Repurchase, securities lending & similar agreements:
Amortised cost
13,917
(2,199)
11,718
(435)
(11,283)
11,718
Fair value
Deposits by customers and banks (4)
30,407
(923)
29,484
29,484
214,395
243,879
46,746
(4,343)
42,403
(1,334)
(11,410)
29,659
214,436
256,839
2020
Assets
Derivative financial assets
5,234
(1,754)
3,480
(1,392)
(1,308)
780
88
3,568
Reverse repurchase, securities borrowing & similar
agreements:
Amortised cost
26,084
(6,485)
19,599
(129)
(19,470)
19,599
Fair value
Loans and advances to customers and banks(4)
34,611
(1,073)
33,538
33,538
195,279
228,817
65,929
(9,312)
56,617
(1,521)
(20,778)
34,318
195,367
251,984
Liabilities
Derivative financial liabilities
4,426
(1,754)
2,672
(1,392)
(551)
729
76
2,748
Repurchase, securities lending & similar agreements:
Amortised cost
22,330
(6,485)
15,845
(129)
(15,716)
15,845
Fair value
Deposits by customers and banks (4)
42,199
(1,073)
41,126
(502)
40,624
200,654
241,780
68,955
(9,312)
59,643
(1,521)
(16,769)
41,353
200,730
260,373
(1)Financial collateral is reflected at its fair value, but has been limited to the net balance sheet exposure so as not to include any over-collateralisation.
(2)This column includes contractual rights of set-off that are subject to uncertainty under the laws of the relevant jurisdiction.
(3)The balance sheet total is the sum of ‘Net amounts reported on the balance sheet’ that are subject to enforceable netting arrangements and ‘Amounts not subject to enforceable netting arrangements’.
(4)The amounts offset within loans and advances to customers/banks or deposits by customers/banks relate to offset mortgages which are classified as either and that are subject to netting.
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42. INTEREST RATE BENCHMARK REFORM
In September 2019, the IASB amended IFRS 9 'Financial Instruments', IAS 39 'Financial Instruments: Recognition and Measurement' and IFRS 7 'Financial
Instruments: Disclosures' to address issues affecting financial reporting in the period before the reform of an interest rate benchmark, including the replacement
of an interest rate benchmark with an alternative benchmark rate (the Phase 1 amendments). These Phase 1 amendments provided temporary exceptions to
specific hedge accounting requirements because of the uncertainty arising from the reform. After issuing the Phase 1 amendments, in August 2020, the IASB
issued further amendments to various IFRSs to address issues that might affect financial reporting during the reform of an interest rate benchmark, including the
effects of changes to contractual cash flows or hedging relationships arising from the replacement of an interest rate benchmark with an alternative benchmark
rate (the Phase 2 amendments). The Phase 2 amendments do not supersede the Phase 1 amendments.
In March 2021, the FCA confirmed that all LIBOR settings will either cease to be provided by any administrator or no longer be representative:
immediately after 31 December 2021, in the case of all sterling, euro, Swiss franc and Japanese yen settings, and the 1-week and 2-month US dollar settings;
and
immediately after 30 June 2023, in the case of the remaining US dollar settings (i.e. overnight, 1-month, 3-month, 6-month and 12-month).
Under the UK Benchmarks Regulation (BMR), the FCA may designate LIBOR, or individual tenor/currency LIBOR rates, as Article 23A benchmarks if the benchmark
has become, or is at risk of becoming, unrepresentative. In September 2021, the FCA designated 1-month, 3-month, and 6-month GBP and JPY LIBOR as Article
23A benchmarks, with effect from 00:01 on 1 January 2022. This enabled the FCA to reduce disruption to holders of legacy contracts through requiring the
continued provision of LIBOR rates using a modified methodology. This modified methodology is commonly referred to as a 'synthetic' LIBOR. The synthetic rates
will be calculated using the methodology proposed by the FCA in June 2021, being the sum of the forward-looking term rate for the relevant currency/tenor
combination and the applicable ISDA spread adjustment. Furthermore, pursuant to the Critical Benchmarks (References and Administrators’ Liability) Act 2021,
references to GBP and JPY LIBOR in contracts governed by a law of the United Kingdom are deemed to be references to the applicable synthetic LIBOR rate, subject
to the operation of fallback provisions that are intended to transition the contract to an alternative reference rate on a particular date or, for example, on the
applicable LIBOR rate becoming unrepresentative. The FCA has permitted legacy use of the 6 synthetic LIBOR settings in all contracts except cleared derivatives
and does not propose to apply any limitations or conditionality to the above permissions, at least before the end of 2022. Consequently, the Phase 1 amendments
continue to apply to Santander UK's GBP LIBOR cash flow hedges for these legacy contracts and for USD LIBOR cash flow hedges (but not any using 1-week or 2-
month USD LIBOR settings).
Phase 1 amendments
The amendments provide temporary exceptions from applying specific hedge accounting requirements to hedging relationships that are directly affected by the
IBOR reform. The exceptions have the effect that IBOR reform should not generally cause hedge accounting to terminate, however any hedge ineffectiveness
continues to be recognised in the income statement. The exceptions end at the earlier of:
– when the uncertainty regarding the timing and the amount of interest rate benchmark-based cash flows is no longer present, and
– discontinuance of the hedge relationship (or reclassification of all amounts from the cash flow hedge reserve).
The amendments apply to all hedging relationships directly affected by uncertainties related to IBOR reform and had no impact on hedge relationships for
affected hedges. The main assumptions or judgements made by Santander UK in applying the amendments are outlined below.
For cash flow hedges where the hedged items are tough legacy contracts (as explained above), Santander UK management has assumed that the interest rate
benchmark on which hedged cash flows are based is not altered as a result of IBOR reform when assessing whether the future cash flows are highly probable.
For discontinued hedging relationships, the same assumption has been applied for determining whether the hedged future cash flows are expected to occur.
In making its prospective hedge effectiveness assessments, Santander UK assumes that the interest rate benchmark on which the hedged item and the
hedging instrument are based is not altered as a result of IBOR reform.
Santander UK will not discontinue hedge accounting during the period of IBOR-related uncertainty solely because the retrospective effectiveness falls outside
the required 80-125% range.
For hedges of a non-contractually specified benchmark portion of an interest rate, Santander UK only considers at inception of such a hedging relationship
whether the separately identifiable requirement is met.
Phase 2 amendments
These amendments apply only to changes required by IBOR reform to financial instruments and hedging relationships. Changes are directly required by IBOR
reform if, and only if, the change is necessary as a direct consequent of interest rate benchmark reform, and the new basis for determining the contractual cash
flow is economically equivalent to the previous basis. The exceptions given by the amendments mean that IBOR reform did not result in the discontinuation of
hedge accounting and any hedge ineffectiveness continued to be recognised in profit or loss for affected hedges at and for the year ended 31 December 2021.
The amendments address the accounting issues for financial instruments when IBOR reform is implemented as described below.
Practical expedient for changes to contractual cash flows
For instruments to which the amortised cost measurement applies, the amendments require entities, as a practical expedient, to account for a change in the basis
for determining the contractual cash flows by updating the effective interest rate using the guidance in IFRS 9 resulting in no immediate gain or loss being
recognised, provided that, the change is directly required by IBOR reform and takes place on an economically equivalent basis. Whereas the majority of
instruments referencing LIBOR or other IBORs transitioned to alternative benchmark interest rates during 2021, legacy contracts and USD LIBOR cash flow hedges
remain. Santander UK has no lease contracts which are indexed to LIBOR or other IBORs. The practical expedient was applied to all instruments or contracts that
transitioned to alternative benchmark interest rates during 2021 and had no material impact for the Santander UK group.
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Relief from specific hedge accounting requirements
The table below sets out the hedge accounting amendments, and their impact for Santander UK, which provide additional temporary reliefs from applying specific
IAS 39 hedge accounting requirements to hedging relationships directly affected by IBOR reform. For GBP LIBOR cash flow hedges of legacy contracts and for USD
LIBOR cash flow hedges, the transition to alternative benchmark interest rates will take place during 2022 and, for USD LIBOR cash flow hedges, no later than
June 2023.
Hedge accounting amendment
Impact for the Santander UK group
Allow amendment of the designation of a hedging relationship to reflect
changes that are required by the reform. The hedge designation must be
amended by the end of the reporting period in which the changes are made.
This amendment means any change to hedge documentation will not result in discontinuation of
hedge accounting nor the designation of a new hedge relationship. It expects the majority of its
hedge relationships will transition to alternative benchmark rates during 2021 and Santander UK
group used this relief for those hedges that transitioned.
When a hedged item in a cash flow hedge is amended to reflect the
changes that are required by the reform, the amount accumulated in the
cash flow hedge reserve will be deemed to be based on the alternative
benchmark rate on which the hedged future cash flows are determined.
This amendment would result in the release of the cash flow hedge reserve to profit or loss in the
same period or periods in which the hedged cash flows that are now based on the alternative
benchmark interest rate affect profit or loss. During the year, most of the Santander UK group’s GBP
LIBOR cash flow hedges transitioned to alternative benchmark interest rates.
An entity may, on an individual hedge basis, reset to zero the cumulative fair
value changes of the hedged item and hedging instrument when ceasing to
apply the retrospective effectiveness assessment relief provided by the
Phase 1 amendments.
The Santander UK group assessed on a hedge-by-hedge basis as the hedging instruments
transitioned away from LIBORs or other IBORs during 2021. Resetting the cumulative fair value
changes to zero had no effect on the amounts recorded in profit or loss. All hedge ineffectiveness
including any outside the 80-125% range arising from IBOR reform has been recognised in profit or
loss.
When amending the hedge relationships for groups of items, hedged items
are allocated to sub-groups based on the alternative benchmark interest
rate being hedged, and the benchmark rate for each sub-group is
designated as the hedged risk.
All hedge relationships have transitioned to alternative benchmark interest rates and hedge
documentation was amended accordingly.
An alternative benchmark interest rate designated as a non-contractually
specified risk component, that is not separately identifiable at the date
when it is designated, is deemed to have met the requirements at that date
if the entity reasonably expects that it will meet the requirements within a
period of 24 months from the date of first designation. The 24-month
period will apply to each alternative benchmark interest rate separately.
The risk component will, however, be required to be reliably measurable.
The amendment eases transition to alternative benchmark interest rates by allowing hedging
relationships to be designated and to continue even before the new benchmark interest rates are
fully established as market benchmarks. For the Santander UK group, the majority of hedge
relationships, where an alternative benchmark interest rate is to be designated as a non-
contractually specified risk component, were GBP fair value hedge relationships and most
transitioned to SONIA during the year, and this rate was considered separately identifiable.
For other changes that are not as a direct consequence of IBOR reform, Santander UK separately assesses those changes to determine if they result in
derecognition or discontinuation of hedge accounting by applying the relevant accounting policies as set out in Note 1.
Managing LIBOR transition
Following the decision by global regulators to phase out IBORs and replace them with alternative reference rates, Santander UK set up a project to oversee the
design of alternative reference rate products and the transition for any legacy contracts referencing affected IBOR rates. The CFO sponsored the project and it was
driven by senior staff from across the business, including our client-facing business areas, Legal, Compliance, Risk, Operations and Technology, and Finance. It had
a formal governance structure, including a Senior Management Forum that met monthly, and thematic and product working groups. ALCO, ERCC and the Board
Risk Committee received regular reports.
IBOR reform exposed banks to various risks, which were monitored and managed closely. These included:
Conduct risk arising from discussions with clients and market counterparties due to the changes to existing contracts needed to effect IBOR transition
Risk of financial losses to our clients and us if markets were disrupted due to IBOR transition
Pricing risk from potential lack of market data if liquidity in IBORs reduced before some RFRs became liquid
Operational risk arising from changes to IT systems and processes, and the risk of payments being disrupted if IBORs ceased to be available
Accounting risk if hedging relationships failed, and from unrepresentative income statement volatility as financial instruments transition to RFRs.
While these risks were increased somewhat by diverging approaches to IBOR transition in different geographies, Santander UK’s main exposures were to GBP
LIBOR corporate loans and derivatives, and the IBOR reform developments in different countries were closely monitored.
Santander UK also recognised that IBOR transition presented potential challenges for customers. We communicated with customers and launched a website to
provide more information and help outline options available. Santander UK also continued to participate actively in industry forums and consultations in 2021.
New reference rate products were deployed to support the transition from IBORs and, in 2021, the majority of affected legacy contracts were transitioned from
the LIBOR rates ceasing at the end of the year. Santander UK continues to work with its customers to agree the transition of the relatively small number of
agreements that remained un-transitioned at the end of 2021.
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The following tables show the notional amounts of assets, liabilities and off-balance sheet commitments at 31 December 2021 and 31 December 2020 affected
by IBOR reform that have yet to transition to an alternative benchmark interest rate.
Group
2021
GBP(3)
LIBOR
USD(3)
LIBOR
Other(3)
Total
£m
£m
£m
£m
Assets
Derivatives(1)(2)
1,480
1,480
Other financial assets at fair value through profit and loss
8
8
Financial assets at amortised cost
1,373
81
1
1,455
1,381
1,561
1
2,943
Liabilities
Derivatives(1)(2)
338
1,831
2,169
Other financial liabilities at fair value through profit and loss
5
5
Financial liabilities at amortised cost(4)
34
185
219
372
2,021
2,393
Off-balance sheet commitments given
338
59
397
2020
Assets
Derivatives(1)(2)
33,486
4,514
2,149
40,149
Other financial assets at fair value through profit and loss
968
22
990
Financial assets at amortised cost
15,062
1,191
90
16,343
Financial assets at fair value through comprehensive income
428
428
49,944
5,727
2,239
57,910
Liabilities
Derivatives(1)(2)
35,217
5,205
88
40,510
Other financial liabilities at fair value through profit and loss
1,129
69
1,198
Financial liabilities at amortised cost
2,354
1,319
3,673
38,700
6,593
88
45,381
Off-balance sheet commitments given
11,400
2,126
573
14,099
(1)    Many of the Santander UK group’s derivatives subject to IBOR reform are governed by ISDA definitions. In October 2020 ISDA issued an IBOR fallbacks supplement setting out how the amendments to new
alternative benchmark rates will be accomplished, the effect of which is to create fallback provisions in derivatives that describe what floating rates will apply on the permanent discontinuation of certain key
IBORs or upon ISDA declaring a non-representative determination of an IBOR. The Santander UK group has adhered to the protocol to implement the fallbacks to derivative contracts that were entered into
before the effective date of the supplement (25 January 2021). If derivative counterparties also adhere to the protocol, new fallbacks will automatically be implemented in existing derivative contracts when the
supplement becomes effective. Following the announcement by the FCA on 5 March 2021 that certain LIBOR settings will permanently cease immediately after 31 December 2021 (and for overnight, 1-month,
3-month, 6-month and 12-month US dollar LIBOR after 30 June 2023), the ISDA fallback spread adjustment is fixed as of the date of the FCA announcement. GBP & JPY LIBOR for certain legacy contracts has
been extended until at least the end of 2022 but not for cleared derivative contracts.
(2)    Derivatives shown in the table above exclude contracts that automatically transitioned under ISDA fall back protocols at 00:01 on 1 January 2022.
(3)    Cessation dates are: GBP, JPY, NOK LIBOR & 1-week and 2-month USD LIBOR 31/12/2021 remaining USD LIBOR settings 30/06/23, EONIA 03/01/2022; GBP & JPY LIBOR for certain legacy contracts has been
extended until at least 31/12/2022.
(4)    Financial liabilities at amortised cost is comprised of securitisation issuance which was called in January 2022.
Company
2021
GBP(3)
LIBOR
USD(3)
LIBOR
Other(3)
Total
£m
£m
£m
£m
Assets
Derivatives(1)(2)
1,480
1,480
Other financial assets at fair value through profit and loss
8
8
Financial assets at amortised cost
1,326
81
1
1,408
1,334
1,561
1
2,896
Liabilities
Derivatives(1)(2)
338
1,831
2,169
Other financial liabilities at fair value through profit and loss
5
5
338
1,836
2,174
Off-balance sheet commitments given
333
59
392
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2020
GBP(3)
LIBOR
USD(3)
LIBOR
Other(3)
Total
£m
£m
£m
£m
Assets
Derivatives(1)(2)
33,857
4,515
2,149
40,521
Other financial assets at fair value through profit and loss
968
968
Financial assets at amortised cost
18,461
1,191
90
19,742
Financial assets at fair value through comprehensive income
428
428
53,714
5,706
2,239
61,659
Liabilities
Derivatives(1)(2)
36,246
5,403
88
41,737
Other financial liabilities at fair value through profit and loss
1,128
69
1,197
Financial liabilities at amortised cost
2,798
938
25
3,761
40,172
6,410
113
46,695
Off-balance sheet commitments given
11,345
2,126
571
14,042
(1)    Many of the Santander UK group’s derivatives subject to IBOR reform are governed by ISDA definitions. In October 2020 ISDA issued an IBOR fallbacks supplement setting out how the amendments to new
alternative benchmark rates will be accomplished, the effect of which is to create fallback provisions in derivatives that describe what floating rates will apply on the permanent discontinuation of certain key
IBORs or upon ISDA declaring a non-representative determination of an IBOR. The Santander UK group has adhered to the protocol to implement the fallbacks to derivative contracts that were entered into
before the effective date of the supplement (25 January 2021). If derivative counterparties also adhere to the protocol, new fallbacks will automatically be implemented in existing derivative contracts when the
supplement becomes effective. Following the announcement by the FCA on 5 March 2021 that certain LIBOR settings will permanently cease immediately after 31 December 2021 (and for overnight, 1-month,
3-month, 6-month and 12-month US dollar LIBOR after 30 June 2023), the ISDA fallback spread adjustment is fixed as of the date of the FCA announcement. GBP & JPY LIBOR for certain legacy contracts has
been extended until at least the end of 2022 but not for cleared derivative contracts.
(2)    Derivatives shown in the table above exclude contracts that automatically transitioned under ISDA fall back protocols at 00:01 on 1 January 2022.
(3)    Cessation dates are: GBP, JPY, NOK LIBOR & 1-week and 2-month USD LIBOR 31/12/2021 remaining USD LIBOR settings 30/06/23, EONIA 03/01/2022; GBP & JPY LIBOR for certain legacy contracts has been
extended until at least 31/12/2022.
The following tables show the notional amount of derivatives in hedging relationships directly affected by uncertainties related to IBOR reform.
Group
Group
2021
2020
GBP
LIBOR
USD
LIBOR
Other
Total
GBP
LIBOR
USD
LIBOR
Other
Total
£m
£m
£m
£m
£m
£m
£m
£m
Total notional value of hedging instruments:
Cash flow hedges
2,586
2,586
15,198
5,119
20,317
Fair value hedges
160
160
32,223
1,077
778
34,078
2,746
2,746
47,421
6,196
778
54,395
Maturing after cessation date(1)
Cash flow hedges
2,586
2,586
10,553
2,562
13,115
Fair value hedges
160
160
12,477
162
720
13,359
2,746
2,746
23,030
2,724
720
26,474
(1) Cessation dates are: GBP, JPY, NOK LIBOR & 1-week and 2-month USD LIBOR 31/12/2021, for remaining USD LIBOR settings 30/06/23, EONIA 03/01/2022; GBP & JPY LIBOR for certain legacy contracts has been
extended until at least 31/12/2022.
Company
Company
2021
2020
GBP
LIBOR
USD
LIBOR
Other
Total
GBP
LIBOR
USD
LIBOR
Other
Total
£m
£m
£m
£m
£m
£m
£m
£m
Total notional value of hedging instruments:
Cash flow hedges
2,586
2,586
9,297
4,939
14,236
Fair value hedges
160
160
27,045
894
778
28,717
2,746
2,746
36,342
5,833
778
42,953
Maturing after cessation date(1)
Cash flow hedges
2,586
2,586
6,984
2,562
9,546
Fair value hedges
160
160
8,711
162
720
9,593
2,746
2,746
15,695
2,724
720
19,139
(1) Cessation dates are: GBP, JPY, NOK LIBOR & 1-week and 2-month USD LIBOR 31/12/2021, for remaining USD LIBOR settings 30/06/23, EONIA 03/01/2022; GBP & JPY LIBOR for certain legacy contracts has been
extended until at least 31/12/2022.
The Santander UK group’s USD LIBOR cash flow hedges extend beyond the anticipated cessation dates for LIBOR. The Santander UK group expects that USD LIBOR
will be replaced by SOFR but there remains uncertainty over the timing and amount of the replacement rate cash flows for USD LIBOR cash flow hedges.  Hedging
relationships impacted by uncertainty about IBOR reform may experience ineffectiveness due to market participants’ expectations of when the shift from the
existing IBOR benchmark rate to an alternative benchmark interest rate will occur or because transition of the hedged item and the hedging instrument could
occur at different times.
The Santander UK group will cease to apply the assumptions that the hedged benchmark interest rate, the cash flows of the hedged item and/or hedging
instrument will not be altered because of IBOR reform when the uncertainty arising from IBOR reform is no longer present. This will require amendment to hedge
documentation by the end of the reporting period in which the changes occur. Cumulative changes in the hedged cash flows and the hedging instrument based
on new alternative benchmark rates will also be remeasured when IBOR reform uncertainty is removed.
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43. DISCONTINUED OPERATIONS
Discontinued operations
Transfer of the CIB business
Santander UK plc transferred a significant part of its Corporate & Investment Banking business to the London branch of Banco Santander SA under a Part VII
banking business transfer scheme, which completed on 11 October 2021. The residual parts of the Corporate & Investment Banking business have been wound
down or transferred to other segments.
At 31 December 2021, the Corporate & Investment Banking business met the requirements for presentation as discontinued operations.
The financial performance and cash flow information relating to the discontinued operations were as follows:
2021
2020
2019
£m
£m
£m
Net interest income
32
55
68
Net fee and commission income
35
66
63
Other operating income
2
2
8
Total operating income
69
123
139
Operating expenses before credit impairment losses, provisions and charges
(33)
(62)
(60)
Credit impairment losses
11
(7)
(22)
Provisions for other liabilities and charges
(4)
(9)
(16)
Total operating credit impairment losses, provisions and charges
7
(16)
(38)
Profit from discontinued operations before tax
43
45
41
Tax on profit from discontinued operations
(12)
(13)
(11)
Profit from discontinued operations after tax
31
32
30
Of the £2,784m of assets and £6,517m of liabilities relating to the Corporate & Investment Banking business at 31 December 2020 (see Note2):
£1.9bn of assets and £2.1bn of liabilities were transferred to the London branch of Banco Santander SA under a Part VII banking business transfer scheme,
which completed on 11 October 2021, in exchange for a net cash payment of £0.2bn;
£1.0bn of liabilities were transferred elsewhere within Santander UK; and
The remaining business either matured or customers closed their accounts.
There were no gains or losses recognised on the measurement to fair value less costs to sell or on the disposal of the asset groups constituting the discontinued
operations.
In 2021, the net cash flows attributable to the operating activities, investing activities and financing activities in respect of discontinued operations were £3,612m
outflow (2020: £1,815m outflow, 2019: £1,033m inflow), £nil (2020: £nil, 2019: £nil) and £nil (2020: £nil, 2019: £nil), respectively.
44. EVENTS AFTER THE BALANCE SHEET DATE
There have been no significant events between 31 December 2021 and the date of approval of these financial statements which would require a change to or
additional disclosure in the financial statements.
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Shareholder information
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Subsidiaries and joint ventures
In accordance with Section 409 of the Companies Act 2006, details of the Company’s subsidiaries and joint ventures at 31 December 2021 are set out below.
Subsidiaries
All subsidiaries are owned 100% and consolidated by Santander UK.
Incorporated and registered in England and Wales:
Registered
office(1)
Direct/Indirect
ownership
Share class through
which ownership is
held
Proportion of
ownership
interest
Name of subsidiary
%
2 & 3 Triton Limited
A
Direct
Ordinary £1
100
A & L CF June (3) Limited
A
Indirect
Ordinary £1
A & L CF September (4) Limited
A
Indirect
Ordinary £1
Abbey National Nominees Limited
A
Direct
Ordinary £1
100
Abbey National Property Investments
A
Direct
Ordinary £1
100
Alliance & Leicester Personal Finance Limited
G
Direct
Ordinary £1
100
Cater Allen Limited
A
Indirect
Ordinary £1
First National Tricity Finance Limited
A
Indirect
Ordinary £1
Santander Asset Finance (December) Limited
G
Indirect
Ordinary £1
Santander Asset Finance plc
A
Direct
Ordinary £0.10
100
Santander Cards Limited
A
Indirect
Ordinary £1
Santander Cards UK Limited
A
Direct
Ordinary £1
100
Santander Consumer (UK) plc
B
Direct
Ordinary £1
100
Santander Consumer Credit Services Limited
A
Indirect
Ordinary £1
Santander Estates Limited
G
Direct
Ordinary £1
100
Santander Global Consumer Finance Limited
A
Indirect
Ordinary £0.0001
Santander Guarantee Company
A
Direct
Ordinary £1
100
Santander Lending Limited
A
Direct
Ordinary £1
100
Santander Private Banking UK Limited
A
Direct
Ordinary £1
100
Santander UK Operations Limited
A
Direct
Ordinary A £1
100
Ordinary B £1
100
Santander UK (Structured Solutions) Limited
A
Direct
Ordinary £0.01
100
Santander UK Technology Limited
A
Direct
Ordinary £1
100
The Alliance & Leicester Corporation Limited
A
Direct
Ordinary £1
100
Time Retail Finance Limited (In liquidation)
F
Indirect
Ordinary £1
Ordinary £0.0001
(1) Refer to the key at the end of this section for the registered office address.
Incorporated and registered outside England and Wales:
Registered
office(1)
Direct/Indirect
ownership
Share class through
which ownership is
held
Proportion of
ownership
interest
Name of subsidiary
%
Santander Cards Ireland Limited
I
Indirect
Ordinary €1
Ordinary €1.27
Santander ISA Managers Limited
H
Direct
Ordinary £1
100
(1) Refer to the key at the end of this section for the registered office address, including the country.
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Other subsidiary undertakings
All entities are registered in England and Wales except for Motor Securities 2018-1 Designated Activity Company which is registered in Ireland.
The Company and its subsidiaries do not own directly, or indirectly, any of the share capital of any of the entities, however they are consolidated by the Santander
UK group because the substance of the relationship indicates control, as described in Note 1 to the Consolidated Financial Statements.
Registered
Registered
Name of entity
office(1)
Name of entity
office(1)
Abbey Covered Bonds (Holdings) Limited
E
Langton Mortgages Trustee (UK) Limited
A
Abbey Covered Bonds (LM) Limited
E
Langton PECOH Limited
C
Abbey Covered Bonds LLP
A
Langton Securities (2008-1) plc
C
Fosse (Master Issuer) Holdings Limited
C
Langton Securities (2010-1) plc
C
Fosse Funding (No.1) Limited
C
Langton Securities (2010-2) plc
C
Fosse Master Issuer plc
C
Langton Securities Holdings Limited
C
Fosse PECOH Limited
C
MAC No.1 Limited
A
Fosse Trustee (UK) Limited
A
Motor 2016-1 Holdings Limited
C
Holmes Funding Limited
A
Motor 2016-1 plc
C
Holmes Holdings Limited
A
Motor 2017-1 Holdings Limited
C
Holmes Master Issuer plc
A
Motor 2017-1 plc
C
Holmes Trustees Limited
A
Motor Securities 2018-1 Designated Activity Company
K
Langton Funding (No.1) Limited
C
PECOH Limited
A
(1) Refer to the key at the end of this section for the registered office address.
Joint ventures
All of these entities, which are registered in England and Wales, are associated undertakings accounted for by the equity method of accounting, with 50%
ownership being held.
Registered
office(1)
Direct/Indirect
ownership
Share class
through which
ownership is held
Proportion of
ownership
interest
Name of subsidiary
%
Hyundai Capital UK Limited
J
Indirect
Ordinary £1
Volvo Car Financial Services UK Limited
L
Indirect
Ordinary £1
(1) Refer to the key at the end of this section for the registered office address.
Overseas branches
The Company has no overseas branches.
Key of registered office addresses
A
2 Triton Square, Regent’s Place, London NW1 3AN
B
Santander House, 86 Station Road, Redhill RH1 1SR
C
1 Bartholomew Lane, London EC2V 2AX
D
40a Station Road, Upminster, Essex RM14 2TR
E
Wilmington Trust SP Services (London) Limited, 1 Kings Arms Yard,
London EC2R 7AF
F
Griffins, Tavistock House South, Tavistock Square, London WC1H 9LG
G
Carlton Park, Narborough, Leicester LE19 0AL
H
287 St. Vincent Street, Glasgow, Scotland G2 5NB
I
25/28 North Wall Quay, Dublin 1, Ireland
J
London Court, 39 London Road, Reigate RH2 9AQ
K
3rd Floor, Flemming Court, Flemming’s Place, Dublin 4, Ireland
L
Scandinavia House, Norreys Drive, Maidenhead, Berkshire SL6 4FL
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Forward-looking statements
The Company and its subsidiaries (together Santander UK) may from time to time make written or oral forward-looking statements. The Company makes written
forward-looking statements in this Annual Report and may also make forward-looking statements in its periodic reports to the SEC on Forms 20-F and 6-K, in its
offering circulars and prospectuses, in press releases and in other written materials and in oral statements made by its officers, directors or employees to third
parties. Examples of such forward-looking statements include, but are not limited to:
projections or expectations of revenues, costs, profit (or loss), earnings (or loss) per share, dividends, capital structure or other financial items or ratios
statements of plans, objectives or goals of Santander UK or its management, including those related to products or services
statements of future economic performance, and
statements of assumptions underlying such statements
Words such as ‘believes’, ‘anticipates’, ‘expects’, ‘intends’, ‘aims’, ‘plans’, ‘targets’ and similar expressions are intended to identify forward-looking statements, but
are not the exclusive means of identifying such statements.
By their very nature, forward-looking statements are not statements of historical or current facts; they cannot be objectively verified, are speculative and involve
inherent risks and uncertainties, both general and specific, and risks exist that the predictions, forecasts, projections and other forward-looking statements will
not be achieved. Santander UK cautions readers that a number of important factors could cause actual results to differ materially from the plans, objectives,
expectations, estimates and intentions expressed in such forward-looking statements made by Santander UK or on its behalf. Some of these factors, which could
affect Santander UK’s business, financial condition and/or results of operations, are considered in detail in the Risk review, and they include:
the effects of disruptions in the global economy and global financial markets
the effects of the Covid-19 pandemic
the effects of UK economic conditions
the effects of the UK’s withdrawal from the European Union
the effects of climate change
the effects of competition with other financial institutions, including new entrants into the financial services sector
the risk that Santander UK’s new or existing products and services may not become (or may not continue to be) successful
the risk that Santander UK may be unable to continue offering products and services from third parties
the extent to which Santander UK’s loan portfolio is subject to prepayment risk
the risk of damage to Santander UK's reputation
the risk that Santander UK may be unable to manage the growth of its operations
the effects of any changes to the reputation of Santander UK or its affiliates
the extent to which regulatory capital, liquidity and leverage requirements, and any changes to these requirements may limit Santander UK’s operations
Santander UK’s ability to access liquidity and funding on acceptable financial terms
the effects of an adverse movement in external credit ratings  assigned to Santander UK, any Santander UK member or any of their respective debt securities
the effects of any changes in the pension liabilities and obligations of Santander UK
the effects of fluctuations in interest rates and other market risks
risks arising from the integrity and continued existence of reference rates
the extent to which Santander UK may be required to record negative changes in positions recorded at fair value for its financial assets due to changes in market
conditions
Santander UK’s ability to control the level of non-performing or poor credit quality loans and whether Santander UK’s loan loss reserves are sufficient to cover
loan losses
the risk that the value of the collateral, including real estate, securing Santander UK’s loans may not be sufficient and that Santander UK may be unable to
realise the full value of the collateral securing its loan portfolio
the effects of the financial services laws, regulations, government oversight, administrative actions and policies and any changes thereto in each location or
market in which Santander UK operates
the risk that Santander UK may become subject to the provisions of the Banking Act 2009, including the bail-in and write down powers thereunder
the effects of any failure to comply with anti-money laundering, anti-terrorism, anti-corruption, anti-tax evasion or sanctions laws or regulations, or the risk of
any failure to prevent or detect any illegal or improper activities fully or timeously
the effects of taxation (and any changes to tax), in each location in which Santander UK operates
Santander UK’s exposure to any risk of loss from civil litigation and/or criminal legal or regulatory proceedings
the risk of failing to successfully apply or to improve Santander UK’s credit risk management systems
the risk that Santander UK’s data management policies and processes may not be sufficiently robust
the effect of cyber-crime on Santander UK’s business
the risks arising from any non-compliance with Santander UK’s policies, from any employee misconduct or human error, negligence and deliberate acts of harm
or dishonesty, including fraud
the risk of failing to effectively manage changes in Santander UK’s information technology infrastructure and management information systems in a timely
manner
Santander UK’s exposure to unidentified or unanticipated risks despite its risk management policies, procedures and methods
the risks arising from Santander UK’s reliance on third parties and affiliates for key infrastructure support, products and services
the ability of Santander UK to recruit, retain and develop appropriate senior management and skilled personnel
the effects of any inaccuracy within the judgements and accounting estimates which underpin aspects of the financial statements, and the consequent risk of
any material misstatement of Santander UK’s financial results
the effect of any change in accounting standards
Please refer to our latest filings with the SEC (including, without limitation, our Annual Report on Form 20-F for the year ended 31 December 2021) for a
discussion of certain risk factors and forward-looking statements. Undue reliance should not be placed on forward-looking statements when making decisions
with respect to any Santander UK member and/or its securities. Investors and others should take into account the inherent risks and uncertainties of forward-
looking statements and should carefully consider the foregoing non-exhaustive list of important factors. Forward-looking statements speak only as of the date on
which they are made and are based on the knowledge, information available and views taken on the date on which they are made; such knowledge, information
and views may change at any time. Santander UK does not undertake any obligation to update or revise any forward-looking statement, whether as a result of
new information, future events or otherwise.
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Glossary
Our glossary of industry and other main terms is available on our website: www.santander.co.uk/uk/about-santander-uk/investor-relations-glossary.
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