EBA欧洲银行-Danske-Bank-2016_2页_173kb

报告摘要

Bank Name: DanskeBank
Country Code: DK
Reporting Date: 2016-12-31
Reporting Currency: DKK
Submission Date: 2017-05-11
Reporting Unit: 1,000,000
Accounting Standard: IFRS
Date of Public Disclosure: 2017-04-28
Language of Public Disclosure: English
Web Address of Public Disclosure: https://danskebank.com/investor-relations/regulation

Counterparty Exposure of Derivatives Contracts: 50,246 DKK
Capped Notional Amount of Credit Derivatives: 4,022 DKK
Potential Future Exposure of Derivative Contracts: 124,183 DKK
Adjusted Gross Value of SFTs: 249,191 DKK
Counterparty Exposure of SFTs: 6,384 DKK
Other Assets: 2,518,436 DKK
Gross Notional Amount of Off-Balance Sheet Items:
- 0% CCF: 21,318 DKK
- 20% CCF: 153,651 DKK
- 50% CCF: 132,516 DKK
- 100% CCF: 340,728 DKK
Regulatory Adjustments: 11,392 DKK
Total Exposures Indicator (Prior to Regulatory Adjustments): 3,392,310 DKK

Funds deposited with or lent to other financial institutions: 52,789 DKK
- Certificates of deposit: 1,050 DKK
Unused portion of committed lines extended to other financial institutions: 1,709 DKK
Holdings of securities issued by other financial institutions:
- Secured debt securities: 258,230 DKK
- Senior unsecured debt securities: 3,471 DKK
- Subordinated debt securities: 3,471 DKK
- Commercial paper: 1,050 DKK
- Equity securities: 21,157 DKK
- Offsetting short positions in relation to equity securities: 3,219 DKK
Net positive current exposure of SFTs with other financial institutions (revised): 21 DKK
OTC derivatives with other financial institutions that have a net positive fair value:
- Net positive fair value: 5,121 DKK
- Potential future exposure: 29,889 DKK
Intra-Financial System Assets Indicator: 373,689 DKK

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 58,645 DKK
- Deposits due to non-depository financial institutions: 138,497 DKK
- Loans obtained from other financial institutions: 0 DKK
Unused portion of committed lines obtained from other financial institutions: 0 DKK
Net negative current exposure of SFTs with other financial institutions (revised): 270 DKK
OTC derivatives with other financial institutions that have a net negative fair value:
- Net negative fair value: 2,245 DKK
- Potential future exposure: 30,305 DKK
Intra-Financial System Liabilities Indicator: 229,962 DKK

Payments made in the reporting year (excluding intragroup payments):
- Australian dollars (AUD): 7,885 DKK
- Brazilian real (BRL): 0 DKK
- Canadian dollars (CAD): 16,590 DKK
- Swiss francs (CHF): 13,861 DKK
- Chinese yuan (CNY): 1,162 DKK
- Euros (EUR): 1,887,552 DKK
- British pounds (GBP): 488,037 DKK
- Hong Kong dollars (HKD): 1,338 DKK
- Indian rupee (INR): 384 DKK
- Japanese yen (JPY): 18,047 DKK
- Swedish krona (SEK): 1,019,538 DKK
- United States dollars (USD): 868,458 DKK
Payments Activity Indicator: 4,322,853 DKK

Held-for-trading securities (HFT): 306,535 DKK
Available-for-sale securities (AFS): 70,727 DKK
Trading and AFS securities that meet Level 1 assets definition: 344,991 DKK
Trading and AFS securities that meet Level 2 assets definition (with haircuts): 27,430 DKK
Trading and AFS Securities Indicator: 4,841 DKK

Foreign liabilities (excluding derivatives and local liabilities in local currency): 846,834 DKK
Any foreign liabilities to related offices: 0 DKK
Local liabilities in local currency (excluding derivatives activity): 520,675 DKK
Cross-Jurisdictional Liabilities Indicator: 1,367,509 DKK

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