EBA欧洲银行-Sabadell-2016_2页_173kb

Sabadell Bank General Data Summary

Core Information

• Country Code: ES
• Bank Name: Sabadell
• Reporting Date: 2016-12-31
• Reporting Currency: EUR
• Submission Date: 2017-07-24
• Reporting Unit: 1,000
• Accounting Standard: IFRS
• Date of Public Disclosure: 2017-04-28
• Language of Public Disclosure: English
• Web Address of Public Disclosure: https://www.grupobancosabadell.com/es/XTD/INDEX/?url=/

Total Exposures

• Counterparty Exposure of Derivatives Contracts: 975,229
• Capped Notional Amount of Credit Derivatives: 75,000
• Potential Future Exposure of Derivative Contracts: 1,125,857
• Adjusted Gross Value of SFTs: 420,760
• Counterparty Exposure of SFTs: 441,201
• Other Assets: 205,226,818
• Gross Notional Amount of Off-Balance Sheet Items:
  • 0% CCF: 7,978,338
  • 20% CCF: 13,044,412
  • 50% CCF: 6,599,646
  • 100% CCF: 3,610,520
• Regulatory Adjustments: 2,406,297
• Total Exposures Indicator: 218,581,924 (calculated as sum of 2.a.(1) through 2.c, plus 0.12.d.(1), 0.22.d.(2), 0.5*2.d.(3), and 2.d.(4))

Intra-Financial System Assets

• Funds Deposited with or Lent to Other Financial Institutions: 5,515,144
  • Certificates of Deposit: 0
• Unused Portion of Committed Lines Extended to Other Financial Institutions: 122,622
• Holdings of Securities Issued by Other Financial Institutions:
  • Secured Debt Securities: 24,689
  • Senior Unsecured Debt Securities: 585,585
  • Subordinated Debt Securities: 176,154
  • Commercial Paper: 6,584
  • Equity Securities: 227,865
  • Offsetting Short Positions in Equity Securities: 0
• Net Positive Current Exposure of SFTs: 441,194
• OTC Derivatives with Net Positive Fair Value:
  • Net Positive Fair Value: 351,284
  • Potential Future Exposure: 317,364
• Intra-Financial System Assets Indicator: 7,768,485 (sum of items 3.a, 3.b through 3.c.(5), 3.d, 3.e.(1), and 3.e.(2), minus 3.c.(6))

Intra-Financial System Liabilities

• Funds Deposited by or Borrowed from Other Financial Institutions:
  • Deposits Due to Depository Institutions: 2,139,921
  • Deposits Due to Non-Depository Financial Institutions: 4,202,863
  • Loans Obtained from Other Financial Institutions: 6,536,230
• Unused Portion of Committed Lines from Other Financial Institutions: 121,971
• Net Negative Current Exposure of SFTs: 11,928
• OTC Derivatives with Net Negative Fair Value:
  • Net Negative Fair Value: 916,861
  • Potential Future Exposure: 578,466
• Intra-Financial System Liabilities Indicator: 14,508,240 (sum of items 4.a.(1) through 4.d.(2))

Securities Outstanding

• Secured Debt Securities: 16,195,117
• Senior Unsecured Debt Securities: 4,743,069
• Subordinated Debt Securities: 1,462,642
• Commercial Paper: 3,938,500
• Certificates of Deposit: 0
• Common Equity: 7,294,819
• Preferred Shares and Subordinated Funding: 18,400
• Securities Outstanding Indicator: 33,652,547 (sum of items 5.a through 5.g)

Substitutability/Financial Institution Infrastructure Indicators

• Payments Made in the Reporting Year (excluding Intragroup Payments):
  • AUD: 29,932
  • BRL: 0
  • CAD: 117,830
  • CHF: 58,077
  • CNY: 13
  • EUR: 174,441,819
  • GBP: 931,379
  • HKD: 3,096
  • INR: 0
  • JPY: 88,035
  • SEK: 24,396
  • USD: 12,570,296
• Payments Activity Indicator: 188,264,873 (sum of items 6.a through 6.i)

Assets Under Custody

• Assets Under Custody Indicator: 57,347,598

Underwritten Transactions in Debt and Equity Markets

• Equity Underwriting Activity: 0
• Debt Underwriting Activity: 1,618,700
• Underwriting Activity Indicator: 1,618,700 (sum of items 8.a and 8.b)

Complexity Indicators

• Notional Amount of OTC Derivatives:
  • OTC Derivatives Cleared through a Central Counterparty: 25,140,351
  • OTC Derivatives Settled Bilaterally: 75,845,251
  • OTC Derivatives Indicator: 100,985,602 (sum of items 9.a and 9.b)

Trading and Available-for-Sale Securities

• Held-for-Trading Securities (HFT): 1,649,725
• Available-for-Sale Securities (AFS): 18,467,533
• Level 1 Assets (HFT and AFS): 17,684,578
• Level 2 Assets (HFT and AFS with Haircuts): 912,196
• Trading and AFS Securities Indicator: 1,520,484 (sum of items 10.a and 10.b, minus the sum of 10.c and 10.d)

Level 3 Assets

• Level 3 Assets Indicator: 250,807 (assets valued using Level 3 measurement inputs)

Cross-Jurisdictional Activity Indicators

• Cross-Jurisdictional Claims Indicator: 49,380,753 (total foreign claims on an ultimate risk basis)
• Foreign Liabilities (excluding Derivatives and Local Liabilities in Local Currency): 47,251,336
  • Foreign Liabilities to Related Offices: 0
• Local Liabilities in Local Currency (excluding Derivatives Activity): 4,682,568
• Cross-Jurisdictional Liabilities Indicator: 51,933,904 (sum of items 13.a and 13.b, minus 13.a.(1))