EBA欧洲银行-Danske-Bank-2013_2页_164kb
报告摘要
Dansk Bank Summary Report (31/12/2013)
1. General Information
- Country Code: DK
- Bank Name: Danske Bank
- Reporting Date: 31/12/2013
- Reporting Currency: DKK (Danish Krone)
- Euro Conversion Rate: 0.1341
- Reporting Unit: 1,000,000
- Accounting Standard: Other national accounting standard
- Location of Public Disclosure: Not specified
2. Size Indicator
2.a. Counterparty Exposure of Derivatives Contracts (Method 1)
- Amount: 33,489
2.b. Gross Value of Securities Financing Transactions (SFTs)
- Amount: 489,554
2.c. Counterparty Exposure of SFTs
- Amount: 952
2.d. Other Assets
- Amount: 2,422,836
- Securities received in SFTs that are recognised as assets: 0
2.e. Total On-Balance Sheet Items
- Amount: 2,946,831
- Calculated as: Sum of items 2.a, 2.b, 2.c, and 2.d minus 2.d.(1)
2.f. Potential Future Exposure of Derivative Contracts (Method 1)
- Amount: 83,352
2.g. Notional Amount of Off-Balance Sheet Items with 0% CCF
- Amount: 27,880
- Unconditionally cancellable credit card commitments: 7,055
- Other unconditionally cancellable commitments: 20,823
2.h. Notional Amount of Off-Balance Sheet Items with 20% CCF
- Amount: 154,370
2.i. Notional Amount of Off-Balance Sheet Items with 50% CCF
- Amount: 280,449
2.j. Notional Amount of Off-Balance Sheet Items with 100% CCF
- Amount: 99,938
2.k. Total Off-Balance Sheet Items
- Amount: 620,899
- Calculated as: Sum of items 2.f, 2.g, and 2.h through 2.j minus 0.9 times the sum of 2.g.(1) and 2.g.(2)
2.l. Entities Consolidated for Accounting Purposes but Not for Risk-Based Regulatory Purposes
- On-Balance Sheet Assets: 0
- Potential Future Exposure of Derivatives Contracts: 0
- Unconditionally Cancellable Commitments: 0
- Other Off-Balance Sheet Commitments: 0
- Investment Value in Consolidated Entities: 0
2.m. Regulatory Adjustments
- Amount: 28,518
2.o. Total Exposures Indicator
- Amount: 3,539,211
- Calculated as: Sum of items 2.e, 2.k, 2.l.(1), 2.l.(2), 0.1 times 2.l.(3), 2.l.(4), minus sum of 2.l.(5) and 2.m
3. Interconnectedness Indicators
3.a. Funds Deposited with or Lent to Other Financial Institutions
- Amount: 30,526
- Certificates of deposit: 1,821
3.b. Undrawn Committed Lines Extended to Other Financial Institutions
- Amount: 8,961
3.c. Holdings of Securities Issued by Other Financial Institutions
- Secured Debt Securities: 351,108
- Senior Unsecured Debt Securities: 7,371
- Subordinated Debt Securities: 7,371
- Commercial Paper: 1,821
- Stock (including par and surplus of common and preferred shares): 774
- Offsetting Short Positions in Relation to Stock Holdings: 30
3.d. Net Positive Current Exposure of Securities Financing Transactions with Other Financial Institutions
- Amount: 343
3.e. OTC Derivatives with Other Financial Institutions that have Net Positive Fair Value
- Net Positive Fair Value (including collateral held): 14,243
- Potential Future Exposure: 130,493
3.f. Intra-Financial System Assets Indicator
- Amount: 552,980
- Calculated as: Sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6)
4. Securities Outstanding
- Secured Debt Securities: 825,992
- Senior Unsecured Debt Securities: 109,306
- Subordinated Debt Securities: 66,219
- Commercial Paper: 13,426
- Certificates of Deposit: 11,824
- Common Equity: 124,452
- Preferred Shares and Other Subordinated Funding: 0
4.i. Securities Outstanding Indicator
- Amount: 1,151,219
- Calculated as: Sum of items 5.a through 5.g
5. Substitutability/Financial Institution Infrastructure Indicators
Section 6: Payments Made in the Reporting Year (Excluding Intragroup Payments)
| Currency | Amount in Specified Currency | Amount in DKK |
|---|---|---|
| AUD | 403 | 2,193 |
| BRL | 0 | 0 |
| CAD | 436 | 2,379 |
| CHF | 1,165 | 7,058 |
| CNY | 730 | 667 |
| EUR | 143,396 | 1,069,433 |
| GBP | 32,541 | 285,824 |
| HKD | 1,192 | 863 |
| INR | 3,175 | 306 |
| JPY | 158,484 | 9,136 |
| SEK | 500,971 | 432,025 |
| USD | 63,434 | 356,343 |
6.n. Payments Activity Indicator
- Total Amount: 2,166,227
7.a. Assets Under Custody Indicator
- Amount: 586,675
8.a. Equity Underwriting Activity
- Amount: 1,481
8.b. Debt Underwriting Activity
- Amount: 740,122
8.c. Underwriting Activity Indicator
- Amount: 741,603
- Calculated as: Sum of items 8.a and 8.b
6. Complexity Indicators
9. Notional Amount of OTC Derivatives
- OTC Derivatives Cleared through a Central Counterparty: 29,420,296
- OTC Derivatives Settled Bilaterally: 17,815,099
- OTC Derivatives Indicator: 47,235,395
7. Trading and Available-for-Sale Securities
- Held-for-Trading Securities (HFT): 327,149
- Available-for-Sale Securities (AFS): 61,774
- Trading and AFS Securities that meet Level 1 assets definition: 123,741
- Trading and AFS Securities that meet Level 2 assets definition (with haircuts): 225,405
10.f. Trading and AFS Securities Indicator
- Amount: 39,777
- Calculated as: Sum of items 10.a and 10.b minus sum of 10.c and 10.d
8. Level 3 Assets
- Level 3 Assets Indicator: 13,246
9. Cross-Jurisdictional Activity Indicators
12.a. Foreign Claims on an Ultimate Risk Basis (Excluding Derivatives Activity)
- Amount: 1,333,858
12.c. Cross-Jurisdictional Claims Indicator
- Amount: 1,333,858
13.a. Foreign Liabilities (Excluding Derivatives and Local Liabilities in Local Currency)
- Amount: 1,248,140
- Foreign liabilities to related offices: 275,168
13.b. Local Liabilities in Local Currency (Excluding Derivatives Activity)
- Amount: 1,130,419
13.d. Cross-Jurisdictional Liabilities Indicator
- Amount: 2,103,392
- Calculated as: Sum of items 13.a and 13.b minus 13.a.(1)
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