EBA欧洲银行-DNB-2018_2页_182kb

报告摘要

Counterparty Exposure of Derivatives Contracts: 28,499,221 (in thousands of NOK)
Adjusted Gross Value of SFTs: 165,750,965 (in thousands of NOK)
Counterparty Exposure of SFTs: 1,603,140 (in thousands of NOK)
Other Assets: 2,098,641,212 (in thousands of NOK)
Items subject to a 0% CCF: 6,350,466 (in thousands of NOK)
Items subject to a 20% CCF: 411,322,708 (in thousands of NOK)
Items subject to a 50% CCF: 272,803,339 (in thousands of NOK)
Items subject to a 100% CCF: 17,574,975 (in thousands of NOK)
Regulatory Adjustments: 7,770,253 (in thousands of NOK)
Total Exposures Indicator (Prior to Regulatory Adjustments): 2,560,877,687.38 (in thousands of NOK)

Funds deposited with or lent to other financial institutions: 48,276,307 (in thousands of NOK)
- Certificates of deposit: 477,351 (in thousands of NOK)
Unused portion of committed lines extended to other financial institutions: 30,034,085 (in thousands of NOK)
Holdings of securities issued by other financial institutions:
- Secured debt securities: 86,652,820 (in thousands of NOK)
- Senior unsecured debt securities: 3,364,343 (in thousands of NOK)
- Subordinated debt securities: 5,843,886 (in thousands of NOK)
- Commercial paper: 0 (in thousands of NOK)
- Equity securities: 1,550,319 (in thousands of NOK)
- Offsetting short positions in relation to equity securities: 0 (in thousands of NOK)
Net positive current exposure of SFTs with other financial institutions: 1,018,676 (in thousands of NOK)
Over-the-counter derivatives with net positive fair value:
- Net positive fair value: 1,912,555 (in thousands of NOK)
- Potential future exposure: 9,024,587 (in thousands of NOK)
Intra-Financial System Assets Indicator: 187,677,578 (in thousands of NOK)

Funds deposited by or borrowed from other financial institutions:
- Deposits due to depository institutions: 170,050,271 (in thousands of NOK)
- Deposits due to non-depository financial institutions: 118,328,361 (in thousands of NOK)
- Loans obtained from other financial institutions: 0 (in thousands of NOK)
Unused portion of committed lines obtained from other financial institutions: 0 (in thousands of NOK)
Net negative current exposure of SFTs with other financial institutions: 948,459 (in thousands of NOK)
Over-the-counter derivatives with net negative fair value:
- Net negative fair value: 19,965,877 (in thousands of NOK)
- Potential future exposure: 9,412,002 (in thousands of NOK)
Intra-Financial System Liabilities Indicator: 318,704,970 (in thousands of NOK)

OTC derivatives cleared through a central counterparty: 3,076,001,000 (in thousands of NOK)
OTC derivatives settled bilaterally: 2,626,981,388 (in thousands of NOK)
OTC Derivatives Indicator: 5,702,982,388 (in thousands of NOK)

Held-for-trading securities (HFT): 260,478,781 (in thousands of NOK)
Available-for-sale securities (AFS): 0 (in thousands of NOK)
Trading and AFS securities that meet Level 1 assets definition: 200,247,937 (in thousands of NOK)
Trading and AFS securities that meet Level 2 assets definition (with haircuts): 38,152,859 (in thousands of NOK)
Trading and AFS Securities Indicator: 22,077,985 (in thousands of NOK)

Cross-jurisdictional claims indicator (Total foreign claims on an ultimate risk basis): 778,702,000 (in thousands of NOK)

Foreign liabilities (excluding derivatives and local liabilities in local currency): 751,843,051 (in thousands of NOK)
- Any foreign liabilities to related offices included in item 13.a: 315,662,575 (in thousands of NOK)
Local liabilities in local currency (excluding derivatives activity): 204,527,000 (in thousands of NOK)
Cross-Jurisdictional Liabilities Indicator: 640,707,476 (in thousands of NOK)

Section 12 - Cross-Jurisdictional Claims: 778,702,000 (in thousands of NOK)
Section 13 - Cross-Jurisdictional Liabilities: 640,707,476 (in thousands of NOK)

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