EBA欧洲银行-ING-2013_2页_351kb

报告摘要

Counterparty Exposure of Derivatives Contracts (Method 1): 19,318
Gross Value of Securities Financing Transactions (SFTs): 60,748
Counterparty Exposure of SFTs: 11,406
Other Assets: 698,096
Potential Future Exposure of Derivatives Contracts (Method 1): 19,079
Notional Amount of Off-Balance Sheet Items with 0% CCF: 46,933
- Unconditionally cancellable credit card commitments: 2,210
- Other unconditionally cancellable commitments: 44,723
Notional Amount of Off-Balance Sheet Items with 20% CCF: 32,442
Notional Amount of Off-Balance Sheet Items with 50% CCF: 83,662
Notional Amount of Off-Balance Sheet Items with 100% CCF: 7,185
Total Off-Balance Sheet Items: 147,061
Total On-Balance Sheet Items: 789,568
Total Exposures Indicator: 934,934

Funds Deposited with or Lent to Other Financial Institutions: 47,341
Undrawn Committed Lines Extended to Other Financial Institutions: 8,401
Holdings of Securities Issued by Other Financial Institutions:
- Secured debt securities: 18,397
- Senior unsecured debt securities: 11,989
- Subordinated debt securities: 75
- Commercial paper: 0
- Stock (including par and surplus of common and preferred shares): 14,576
Net Positive Current Exposure of SFTs with Other Financial Institutions: 7,148
OTC Derivatives with Net Positive Fair Value: 7,375
Potential Future Exposure of OTC Derivatives: 4,851
Intra-Financial System Assets Indicator: 120,153

Deposits Due to Depository Institutions: 23,435
Deposits Due to Non-Depository Financial Institutions: 41,037
Undrawn Committed Lines Obtained from Other Financial Institutions: 0
Net Negative Current Exposure of SFTs with Other Financial Institutions: 15,098
OTC Derivatives with Net Negative Fair Value: 17,234
Potential Future Exposure of OTC Derivatives: 15,940
Intra-Financial System Liabilities Indicator: 112,744

Payments Made in the Reporting Year (excluding Intragroup Payments):
- Total: 19,088,071
- Currencies:
  - AUD: 583,571
  - BRL: 0
  - CAD: 490,622
  - CHF: 420,014
  - CNY: 388,757
  - EUR: 5,264,047
  - GBP: 3,351,721
  - HKD: 2,089,891
  - INR: 28,858
  - JPY: 205,267,163
  - SEK: 1,621,593
  - USD: 8,929,416

Notional Amount of OTC Derivatives:
- Cleared through central counterparty: 1,728,308
- Settled bilaterally: 1,717,477
- Total: 3,445,785
Trading and Available-for-Sale Securities:
- Held-for-trading (HFT): 33,054
- Available-for-sale (AFS): 95,377
- Level 1 assets: 77,325
- Level 2 assets (with haircuts): 16,637
- Trading and AFS Securities Indicator: 34,469
Level 3 Assets Indicator: 2,601

Cross-Jurisdictional Claims (excluding derivatives activity): 469,701
Cross-Jurisdictional Claims Indicator: 469,701
Cross-Jurisdictional Liabilities:
- Foreign liabilities (excluding derivatives and local liabilities in local currency): 331,761
- Local liabilities in local currency (excluding derivatives activity): 345,944
- Cross-Jurisdictional Liabilities Indicator: 456,301

The bank reports under IFRS and uses EUR as its reporting currency.
The Total Exposures Indicator is 934,934, which includes on-balance sheet items and off-balance sheet items adjusted for regulatory purposes.
The Intra-Financial System Assets Indicator is 120,153, indicating the bank's exposure to other financial institutions.
The Intra-Financial System Liabilities Indicator is 112,744, reflecting the bank's liabilities from other financial institutions.
The Securities Outstanding Indicator is 136,282, showing the total value of securities the bank holds or issues.
The Payments Activity Indicator is 19,088,071, representing the total payments made in the reporting year across various currencies.
The Underwriting Activity Indicator is 26,770, summarizing the bank's involvement in underwriting activities.
The Cross-Jurisdictional Claims Indicator is 469,701, and the Cross-Jurisdictional Liabilities Indicator is 456,301, indicating the bank's cross-border exposure.